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warning/0001/cond-mat0001147.html | ar5iv | text | # Magnetic Susceptibilities of Spin-1/2 Antiferromagnetic Heisenberg Ladders and Applications to Ladder Oxide Compounds
## I Introduction
Low-dimensional quantum spin systems have attracted much attention over the past decade mainly due to their possible relevance to the mechanism for the high superconducting transition temperatures in the layered cuprate superconductors, which contain Cu<sup>+2</sup> spin $`S=1/2`$ antiferromagnetic (AF) square lattice layers. One avenue to approach the physics of the two-dimensional (2D) AF square lattice Heisenberg antiferromagnet is to study how the magnetic properties of AF Heisenberg spin ladders evolve with increasing number of legs and/or with coupling between them. The study of such systems is also interesting in its own right. The spin-ladder field has been motivated and guided by theory. Odd-leg ladders with AF leg and rung couplings were predicted to have no energy gap (“spin gap”) from the spin singlet $`S=0`$ ground state to the lowest magnetic triplet $`S=1`$ excited states (as in the “one-leg” isolated chain), whereas, surprisingly, even-leg ladders were predicted to have a spin gap for any finite AF rung coupling $`J^{}`$. For even-leg ladders in which the ratio of the rung to leg exchange constants is $`J^{}/J1`$, the spin gap decreases exponentially with increasing number of legs. A close relationship of these generic spin gap behaviors of $`S=1/2`$ even- and odd-leg AF Heisenberg spin ladders was established with AF integer-spin and half-integer-spin Heisenberg chains, which are gapful and gapless, respectively. A spin gap also occurs for AF leg coupling if $`J^{}`$ is any finite ferromagnetic (FM) value, although the dependence of the gap on the magnitude of $`J^{}`$ is different from the dependence when $`J^{}`$ is AF; a second-order transition between the two spin-gapped ground states occurs when the spin gap is zero as the rung coupling passes from AF values through zero to FM values. Subsequent developments in the field involved a close interaction of theory and experiment, mainly on oxide spin ladder compounds. Interest in the properties of oxide spin ladder materials was stimulated by the stripe picture for the high-$`T_\mathrm{c}`$ layered cuprate superconductors, in which the doped CuO<sub>2</sub> layers may be viewed as containing undoped $`S=1/2`$ AF $`n`$-leg spin ladders separated by domain walls containing the doped charges. Undoped non-oxide $`S=1/2`$ two-leg AF spin ladders also exist in nature. The best studied of these is $`\mathrm{Cu}_2(\mathrm{C}_5\mathrm{H}_{12}\mathrm{N}_2)_2\mathrm{Cl}_4`$, for which the Cu-Cu exchange interactions are much weaker than in the layered and spin ladder cuprate compounds, which in turn has allowed extensive studies to be done of the low-temperature magnetic field-temperature phase diagram and associated critical spin dynamics.
To provide a basis for further understanding of the properties of both undoped and doped spin ladders, it is important to determine the values of the superexchange interactions present in undoped spin ladder compounds. The work reported here was motivated by the surprising inference by one of us in 1996, based on several theoretical analyses of the magnetic susceptibility versus temperature $`\chi (T)`$ of the two-leg ladder cuprate compound SrCu<sub>2</sub>O<sub>3</sub>, that the exchange interaction $`J`$ between nearest-neighbor Cu spins-1/2 along the legs of the ladder is about a factor of two stronger than the exchange interaction $`J^{}`$ across the rungs. This conclusion strongly disagrees with $`J^{}/J1`$ as expected from well-established “empirical rules” for superexchange in oxides, and has wide ramifications for the understanding of superexchange interactions not only in cuprate spin ladders but also, e.g., in the high-$`T_\mathrm{c}`$ layered cuprate superconductors.
We therefore considered it important to conclusively test the modeling results of Ref. . To do so, we carried out extensive high-accuracy quantum Monte Carlo (QMC) simulations of $`\chi (T)`$ not only for isolated two-leg spin $`S=1/2`$ Heisenberg ladders with spatially anisotropic exchange as suggested in Ref. , but also for both isotropic and anisotropic two-leg ladders coupled together in a two-dimensional (2D) stacked-ladder configuration and in a 3D “LaCuO<sub>2.5</sub>-type” configuration. These QMC simulations of $`\chi (T)`$ are in addition to QMC simulations that have already been reported in the literature for isolated and spatially isotropic two- and three-leg ladders and, as several of us reported recently, for both isotropic and anisotropic intraladder exchange in the 2D trellis layer coupled-ladder configuration present in SrCu<sub>2</sub>O<sub>3</sub>. In order to reliably and precisely model experimental $`\chi (T)`$ data, we obtained high-accuracy analytic fits to all of these QMC simulation data, and the fit functions and parameters are reported. Two additional calculations were carried out. First, we computed the one- and two-magnon dispersion relations for two-leg $`2\times 12`$ ladders in the parameter range $`0.5J^{}/J1`$ for use in determining exchange constants in two-leg ladder compounds from inelastic neutron scattering data. Second, for comparison with our modeling results for SrCu<sub>2</sub>O<sub>3</sub>, the exchange constants in this compound were estimated using LDA+U calculations.
On the experimental side, we report the detailed crystal structure of SrCu<sub>2</sub>O<sub>3</sub>, required as input to our LDA+U calculations for this compound, along with that of the three-leg ladder compound Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>. New $`\chi (T)`$ data are reported for the two-leg ladder cuprates SrCu<sub>2</sub>O<sub>3</sub> and LaCuO<sub>2.5</sub>, and for the two-leg ladder vanadates CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> which have a trellis-layer structure similar to that of SrCu<sub>2</sub>O<sub>3</sub>. The intraladder, and in several cases the interladder, exchange constants in each of these materials and in Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> were determined by fitting the new as well as previously reported $`\chi (T)`$ data for one to three samples of each compound using our fits to the QMC $`\chi (T)`$ simulation data. In each of the three cuprate ladder compounds, the intraladder exchange constants were found to be strongly anisotropic, with $`J^{}/J0.5`$–0.7, confirming the results of Ref. .
In the following sections we discuss in more detail the important previous developments in theory and experiment on spin ladder oxide compounds relevant to the present work, which is necessary to better place in perspective our own comprehensive theoretical and experimental study on undoped spin ladders, and then give the plan for the remainder of the paper. There is an extensive literature on the theory of doped spin ladders which we will not cite or discuss except in passing.
### A SrCu<sub>2</sub>O<sub>3</sub> and Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>
Rice, Gopalan and Sigrist recognized that a class of undoped layered strontium cuprates discovered by Hiroi and Takano, with general formula Sr<sub>m-1</sub>Cu<sub>m+1</sub>O<sub>2m</sub> ($`m=3`$, 5, $`\mathrm{}`$), may exhibit properties characteristic of nearly isolated spin $`S=1/2`$ $`n`$-leg ladders with $`n=(m+1)/2`$, due to geometric frustration between the ladders in the “trellis layer” structure which effectively decouples the ladders magnetically. A sketch of the Cu trellis layer substructure of the $`n=2`$ two-leg ladder compound SrCu<sub>2</sub>O<sub>3</sub> is shown in Fig. 1. The above spin-gap
predictions were subsequently verified experimentally from $`\chi (T)`$ measurements on the two-leg ladder compound SrCu<sub>2</sub>O<sub>3</sub> which exhibits a spin-gap and for the three-leg ladder compound Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> which does not.
Normand et al. have investigated the ground state magnetic phase diagram of the trellis layer in exchange parameter space for antiferromagnetic (AF) spin interactions. They find spin-gap, Néel-ordered and spiral ordered phases, depending on the relative strengths of the interactions. Thermodynamic and other properties of the trellis layer with spatially isotropic coupling within each ladder have been calculated using the Hubbard model by Kontani and Ueda. At half filling, with a ratio of interladder ($`t^{\prime \prime }`$) to isotropic intraladder ($`t`$) hopping parameters $`t^{\prime \prime }/t=0.15`$ and with an on-site Coulomb repulsion parameter $`U`$ given by $`U/|t|=2.9`$, they find that a pseudogap opens in the electronic density of states with decreasing temperature $`T`$, and that $`d`$-wave superconductivity develops in the presence of this pseudogap at lower $`T`$, similar to behaviors observed for “underdoped” high-$`T_\mathrm{c}`$ layered cuprate superconductors.
Experimental work on spin ladder systems has been strongly motivated by such theoretical predictions that even-leg ladder systems (with spin gaps) may exhibit a $`d`$-wave-like superconducting ground state via an electronic mechanism when appropriately doped. Theoretical studies suggest that superconductivity may also occur in doped three-leg ladders which have no spin gap, but with interesting subtleties. Thus far, it has not proved possible to dope SrCu<sub>2</sub>O<sub>3</sub> or Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> into the superconducing state, although electron doping has been achieved by substituting limited amounts of Sr by La in SrCu<sub>2</sub>O<sub>3</sub>.
Surprisingly, introducing small amounts of disorder in the Cu sublattice by substituting nonmagnetic isoelectronic Zn<sup>+2</sup> for Cu<sup>+2</sup> in Sr(Cu<sub>1-x</sub>Zn<sub>x</sub>)<sub>2</sub>O<sub>3</sub> was found to destroy the spin gap and induce long-range AF ordering at $`T_\mathrm{N}3`$–8 K for $`0.01x0.08`$. Specific heat measurements above $`T_\mathrm{N}`$ for $`x=0.02`$ and 0.04 indicated an electronic specific heat coefficient $`\gamma 3.5`$ mJ/mol K<sup>2</sup> and a gapless ground state; from this $`\gamma `$ value, an (average) exchange constant in the ladders $`J/k_\mathrm{B}1600`$ K was derived. Many theoretical studies have been carried out on site-depleted and otherwise disordered two-leg ladders to interpret these experiments. The essential feature of the theoretical results is that the spin vacancy induces a localized magnetic moment around it as well as a static staggered magnetization that enhances the AF correlations between the spins in the vicinity of the vacancy. The enhanced staggered magnetization fields around the respective spin vacancies interfere constructively, resulting in a quasi-long range AF order along the ladder, so that even weak interladder couplings are presumably sufficient to induce 3D AF long-range order at finite temperatures. To our knowledge, no quantitative calculations have yet been done of the 3D AF ordering temperature $`T_\mathrm{N}`$ in the Néel-ordered regime versus interladder coupling strengths for the 3D stacked trellis layer lattice spin coupling configuration of the type present in SrCu<sub>2</sub>O<sub>3</sub> either with or without Zn doping.
### B LaCuO<sub>2.5</sub>
Another candidate for doping is the two-leg spin-ladder compound LaCuO<sub>2.5</sub> (high-pressure form), which has the oxygen-vacancy-ordered CaMnO<sub>2.5</sub> (Ref. ) structure. The interladder exchange coupling is evidently stronger than in SrCu<sub>2</sub>O<sub>3</sub>, since long-range AF ordering was observed to occur in LaCuO<sub>2.5</sub> from <sup>63</sup>Cu NMR and muon spin rotation/relaxation ($`\mu `$SR) measurements at a Néel temperature $`T_\mathrm{N}=110`$–125 K. Metallic hole-doped compounds La<sub>1-x</sub>Sr<sub>x</sub>CuO<sub>2.5</sub> can be formed, but superconductivity has not yet been observed at ambient pressure above 1.8 K for $`0x0.20`$ or at high pressures up to 8 GPa.
Normand and coworkers have carried out detailed analytical calculations for LaCuO<sub>2.5</sub>. The 3D exchange coupling topology proposed for this compound is shown in Fig. 2. If the leg coupling $`J=0`$, the spin lattice is a 2D spatially anisotropic honeycomb lattice, whereas if the rung coupling $`J^{}=0`$, one has a 2D anisotropic
square lattice. From a tight-binding fit to the LDA band structure, Normand and Rice inferred that the ratio of the rung to leg exchange coupling constants is $`J^{}/J1`$, with an AF interladder superexchange interaction $`J^{3\mathrm{D}}/J0.25`$. Then using a mean-field analysis of the spin ground state, they found (for $`J^{}/J=1`$) that with increasing $`J^{3\mathrm{D}}`$ the spin gap disappears at a quantum critical point (QCP) at $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J=0.121`$ separating the spin-liquid from the long-range AF ordered ground state, and thereby inferred that the ground state of LaCuO<sub>2.5</sub> is AF ordered ($`J^{3\mathrm{D}}/J`$ is on the ordered side of $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J`$). The critical on-site Coulomb repulsion parameter $`U_\mathrm{c}`$ necessary to induce AF order was found to be given by $`U_\mathrm{c}/W0.2`$ where $`W`$ is the bandwidth; the small value of this ratio is a reflection of the substantial 1D character of the bands, the interladder coupling notwithstanding.
Troyer, Zhitomirsky and Ueda confirmed using large-scale QMC simulations of $`\chi (T)`$ for $`J^{}/J=1`$ that $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J0.11`$, and confirmed the predicted behavior $`\chi T^2`$ (up to logarithmic corrections as three dimensions is the upper critical dimension) at the 3D QCP. Additional calculations by Normand and Rice in the vicinity of the QCP predicted that $`\chi =\chi (0)+bT^2`$ with further increases in $`J^{3\mathrm{D}}/J`$, where $`\chi (0)`$ increases with increasing $`(J^{3\mathrm{D}}J_{\mathrm{QCP}}^{3\mathrm{D}})/J`$, consistent with the simulations. Comparison of the calculated $`T_\mathrm{N}(J^{3\mathrm{D}}/J)`$ with the experimental results substantiated that $`J^{3\mathrm{D}}/J`$ in LaCuO<sub>2.5</sub> is only slightly larger than $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J`$. Other calculations, using as input the results of x-ray photoelectron spectroscopy measurements, indicate that the interladder coupling is ferromagnetic (FM) with $`|J^{3\mathrm{D}}/J|<0.1`$, rather than AF. However, the same generic behaviors near the QCP described above are expected regardless of the sign of $`J^{3\mathrm{D}}`$, which can be determined from magnetic neutron Bragg diffraction intensities below $`T_\mathrm{N}`$; these measurements have not been done yet.
The possibility of superconductivity occurring in the doped system La<sub>1-x</sub>Sr<sub>x</sub>CuO<sub>2.5</sub> with $`0.05<x<0.2`$ was recently investigated within spin fluctuation theory by Normand, Agterberg and Rice, who found that $`d`$-wave-like superconductivity should occur within this entire doping range. They suggested that the reason that superconductivity has not been observed to date in this system may be associated with crystalline imperfections and/or with the disruptive influence of the intrinsic random disorder which occurs upon substituting La by Sr. They suggested that future improvements in the materials may allow superconductivity to occur.
Two conclusions from Refs. and are important to the present experimental $`\chi (T)`$ studies and modeling. First, for intraladder exchange couplings in the proximity of the QCP, the existence of relatively weak interladder coupling does not change $`\chi (T)`$ significantly for $`TJ^{3\mathrm{D}}/k_\mathrm{B}`$ from that of the isolated ladders \[except for the usual mean-field shift of $`\chi `$ as in Eq. (65) below\]. Second, the onset of long-range AF ordering has a nearly unobservable effect on the spherically-averaged $`\chi (T)`$ of polycrystalline samples, as was also found for the undoped high-$`T_\mathrm{c}`$ layered cuprate parent compounds. Although the studies of Refs. and were carried out primarily for ladders with spatially isotropic exchange ($`J^{}/J=1`$), these conclusions are general and do not depend on the precise value of $`J^{}/J`$ within a ladder. They explain both why the experimental $`\chi (T)`$ data for LaCuO<sub>2.5</sub> could be fitted assuming a spin gap \[Eq. (1) below\] even though this compound does not have one, and why this experimental $`\chi (T)`$ study did not detect the AF ordering transition at $`T_\mathrm{N}`$.
### C (Sr,Ca,La)<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub>
A related class of compounds with general formula $`A_{14}`$Cu<sub>24</sub>O<sub>41</sub> has been extensively investigated over the past several years, especially since large single crystals have become available. The structure consists of Cu<sub>2</sub>O<sub>3</sub> trellis layers, as in SrCu<sub>2</sub>O<sub>3</sub>, alternating with CuO<sub>2</sub> chain layers and $`A`$ layers, where the ladders and chains are both oriented in the direction of the $`c`$-axis. The CuO<sub>2</sub> chains consist of edge-sharing Cu-centered CuO<sub>4</sub> squares with an approximately 90 Cu-O-Cu bond angle, so from the Goodenough-Konamori-Anderson superexchange rules the Cu-Cu superexchange interaction is expected to be weakly FM.
From $`\chi (T)`$, specific heat and polarized and unpolarized neutron diffraction measurements, the undoped compound with $`A_{14}`$ = La<sub>6</sub>Ca<sub>8</sub> shows long-range magnetic ordering of the chain Cu spins below $`T_\mathrm{N}=12.20(5)`$ K, but the detailed magnetic structure could not be solved. Similar measurements on a single crystal of the slightly doped compound with $`A_{14}`$ = La<sub>5</sub>Ca<sub>9</sub> showed long-range commensurate AF ordering below $`T_\mathrm{N}=10.5`$ K with FM alignment of the spins within the chains and AF alignment between nearest-neighbor chains; the ordered Cu moment is $`0.2\mu _\mathrm{B}`$/Cu with an intrachain FM-aligned O moment $`0.02\mu _\mathrm{B}`$/O. Long-range AF ordering of the chain-Cu spins has also been found in single crystals of the system with $`A_{14}`$ = Sr<sub>14-x</sub>La<sub>x</sub> for $`x=6`$, 5 and 3 at $`T_\mathrm{N}=16`$ K, 12 K and 2 K, respectively, and for $`A_{14}`$ = Sr<sub>2.5</sub>Ca<sub>11.5</sub> at $`T_\mathrm{N}2.1`$ K. From Cu NMR and NQR measurements on a Sr<sub>2.5</sub>Ca<sub>11.5</sub>Cu<sub>24</sub>O<sub>41</sub> crystal, Ohsugi et al. found that the Cu spins in the two-leg ladder trellis layers have an ordered moment of only $`0.02\mu _\mathrm{B}`$, whereas the ordered moment on the magnetic Cu sites in the chains is $`0.56\mu _\mathrm{B}`$.
The doped-chain compounds Ca<sub>0.83</sub>CuO<sub>2</sub>, Sr<sub>0.73</sub>CuO<sub>2</sub>, Ca<sub>0.4</sub>Y<sub>0.4</sub>CuO<sub>2</sub> and Ca<sub>0.55</sub>Y<sub>0.25</sub>CuO<sub>2</sub>, containing the same type of edge-sharing CuO<sub>4</sub>-plaquette CuO<sub>2</sub> chains as in the $`A_{14}`$Cu<sub>24</sub>O<sub>41</sub> materials, exhibit long-range AF ordering at $`T_\mathrm{N}12.2`$ K, 10.0 K, 29 K and 23 K, respectively.
The stoichiometric compound Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> is self-doped; the average oxidation state of the Cu is $`+2.25`$, corresponding to a doping level of 0.25 holes/Cu. McElfresh et al. found that single crystals show highly resistive semiconducting behavior with an activation energy of 0.18 eV between 125 and 300 K for conduction in the direction of the chains and ladders. Valence bond sum calculations, $`\chi (T)`$ (Refs. ) and ESR measurements indicated that the localized doped holes reside primarily on O atoms within the CuO<sub>2</sub> chains, with their spins forming nonmagnetic Zhang-Rice singlets with chain Cu spins. The remaining chain-Cu spins show a maximum in $`\chi (T)`$ at $`60`$–80 K (after subtracting a Curie $`C/T`$ term due to $`1.5`$% of isolated Cu defect spins) arising from short-range AF ordering and the formation of a spin-gap $`\mathrm{\Delta }/k_\mathrm{B}100`$–150 K; the ladders do not contribute significantly to $`\chi (T)`$ below 300 K due to their larger spin-gap. An inelastic neutron scattering investigation on single crystals by Regnault et al. found that at temperatures below 150 K, spin correlations develop within the chain layers. The data were modeled as arising from chain dimers with an AF Heisenberg intradimer interaction $`116`$ K, a FM interdimer intrachain interaction $``$12.8 K and an AF interdimer interchain interaction 19.7 K. Similar measurements on a single crystal by Matsuda et al. yielded somewhat different values of these three exchange constants. Specific heat measurements from 5.7 to 347 K and elastic constant measurements on a single crystal from 5 to 110 K showed no evidence for any phase transitions. An elastic constant study to 300 K indicated broad anamolies in $`c_{11}`$ and $`c_{33}`$ at $`110`$ K and 230 K, possibly associated with charge-ordering effects in the CuO<sub>2</sub> chains.
In the series Sr<sub>14-x</sub>Ca<sub>x</sub>Cu<sub>24</sub>O<sub>41</sub>, substituting isoelectronic Ca for Sr up to $`x=8.4`$ increases the conductivity. At the composition $`x=8`$, a spin-gap $`\mathrm{\Delta }/k_\mathrm{B}=140(20)`$ K was found on the chains which was modeled as due to AF-coupled dimers comprising about 29% of the Cu in the chains, where $`k_\mathrm{B}`$ is Boltzmann’s constant. Osafune et al. inferred from optical conductivity measurements that holes are transferred from the CuO<sub>2</sub> chains to the Cu<sub>2</sub>O<sub>3</sub> ladders with increasing $`x`$; high pressure enhances this redistribution.
The spin excitations in the Cu<sub>2</sub>O<sub>3</sub> trellis layers in $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ single crystals were studied using inelastic neutron scattering by Eccleston et al. and Regnault et al. and in $`\mathrm{Sr}_{2.5}\mathrm{Ca}_{11.5}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ single crystals using the same technique by Katano et al. The spin gaps for ladder spin excitations were found to be $`\mathrm{\Delta }/k_\mathrm{B}=377(1)`$ K, 370 K and 372(35) K, respectively. Essentially the same spin gap (380 K) was obtained by Azuma et al. from inelastic neutron scattering measurements on a polycrystalline sample of SrCu<sub>2</sub>O<sub>3</sub>. The good agreement among all four spin gap values indicates that the hole-doping inferred to occur in the Cu<sub>2</sub>O<sub>3</sub> trellis layer ladders in Sr$`{}_{14}{}^{}\mathrm{Cu}_{24}^{}\mathrm{O}_{41}`$ and $`\mathrm{Sr}_{2.5}\mathrm{Ca}_{11.5}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ has little influence on the ladder spin gap, consistent with <sup>17</sup>O NMR results of Imai et al. Dagotto et al. recently predicted theoretically that lightly hole-doped two-leg ladders should exhibit two branches in the lowest-energy spin excitation spectra from neutron scattering experiments, with different gaps for each occurring at wavevector ($`\pi ,\pi `$). These two branches have evidently not (yet) been observed or at least distinguished experimentally.
Many Cu NMR and NQR studies of the paramagnetic shifts and spin dynamics in $`A_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ compounds have been reported. Melzi and Carretta, Kishine and Fukuyama, Ivanov and Lee and Naef and Wang have discussed the spin gaps obtained from these measurements and have presented analyses which may explain why some of these inferred spin gaps do not agree with each other and/or with the spin gaps derived independently from other measurements such as inelastic neutron scattering and $`\chi (T)`$.
Superconductivity was discovered by Uehara et al. under high pressure (3–4.5 GPa) in Sr<sub>14-x</sub>Ca<sub>x</sub>Cu<sub>24</sub>O<sub>41</sub> for $`x=13.6`$ at temperatures up to $`12`$ K, and subsequently confirmed. According to NMR measurements by Mayaffre et al., a spin gap is absent at high pressure in the Cu<sub>2</sub>O<sub>3</sub> ladders of the superconducting material, a result subsequently studied theoretically. Metallic interladder conduction within the Cu<sub>2</sub>O<sub>3</sub> trellis layers occurs at high pressure in a superconducting single crystal with $`x=11.5`$. These results suggest a picture in which the superconductivity originates from 2D metallic trellis layers with no spin gap. However, the ladder spin gap determined from <sup>63</sup>Cu NMR measurements by Mito et al. in a crystal with $`x=12`$ at ambient pressure and at 1.7 GPa, when extrapolated into the superconducting pressure region, suggested that the spin gap may persist in the normal state at the pressures at which superconductivity is found. Further, inelastic neutron scattering measurements of $`\mathrm{Sr}_{2.5}\mathrm{Ca}_{11.5}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ single crystals under pressures up to 2.1 GPa, which is somewhat below the pressure at which superconductivity is induced, suggested that the spin gap does not change significantly with pressure, although the scattered intensity decreases with increasing pressure. Thus whether the superconductivity occurs in the presence of a spin gap or not is currently controversial.
The crystal structure of the $`A_{14}`$Cu<sub>24</sub>O<sub>41</sub> compounds can be considered to be an ordered intergrowth of Cu<sub>2</sub>O<sub>3</sub> spin ladder layers and CuO<sub>2</sub> spin chain layers, and the composition can be written as $`[A_2\mathrm{Cu}_2\mathrm{O}_3]_7[\mathrm{CuO}_2]_{10}`$. A different configuration occurs as $`[A_2\mathrm{Cu}_2\mathrm{O}_3]_5[\mathrm{CuO}_2]_7`$, corresponding to the overall composition $`A_{10}\mathrm{Cu}_{17}\mathrm{O}_{29}`$. Single crystals of this phase have been grown at ambient pressure with a deficiency ($`10`$%) in Cu and in which $`A_{10}`$ is a mixture of Sr, Ca, Bi, Y and Pb, and sometimes Al, which were found to become superconducting at a temperature of 80 K at ambient pressure from both resistivity and magnetization measurements.
### D CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub>
The $`d^1`$ vanadium oxide CaV<sub>2</sub>O<sub>5</sub> has a crystal structure containing (puckered) V<sub>2</sub>O<sub>3</sub> trellis layers with one additional O above or below each V atom, where adjacent two-leg ladders are displaced to opposite sides of the trellis layer plane. CaV<sub>2</sub>O<sub>5</sub> is a member of the $`R`$V<sub>2</sub>O<sub>5</sub> ($`R=`$ Li, Na, Cs, Ca, Mg) family of compounds, each of which exhibits interesting low-dimensional quantum magnetic properties. Because the structure is similar to that of SrCu<sub>2</sub>O<sub>3</sub>, and CaV<sub>2</sub>O<sub>5</sub> was found to possess a spin gap from NMR measurements, this vanadium oxide was suggested to be a possible candidate for a $`S=1/2`$ two-leg ladder compound. However, Onoda and Nishiguchi found that the $`\chi (T)`$ could be fitted well by the prediction for isolated dimers, with a spin singlet ground state and an intradimer exchange constant and spin gap $`J^{}/k_\mathrm{B}=\mathrm{\Delta }/k_\mathrm{B}=660`$ K. On the other hand, Luke et al. concluded from $`\mu `$SR and magnetization measurements that spin freezing occurs in the bulk of CaV<sub>2</sub>O<sub>5</sub> below $`50`$ K. This is most likely caused by impurities and/or defects in the samples. The spin gap is thus evidently destroyed or converted into a pseudogap upon even a small amount of doping and/or disorder, as was also seen by Azuma et al. in Zn-doped SrCu<sub>2-x</sub>Zn<sub>x</sub>O<sub>3</sub> as described above.
For the isostructural compound MgV<sub>2</sub>O<sub>5</sub> which contains the same type of V<sub>2</sub>O<sub>3</sub> trellis layers as in CaV<sub>2</sub>O<sub>5</sub>, Millet et al. found from analysis of $`\chi (T)`$ measurements using Eq. (1) below that $`\mathrm{\Delta }/k_\mathrm{B}=14.8`$ K, a remarkable factor of 44 smaller than in CaV<sub>2</sub>O<sub>5</sub>. $`\mu `$SR measurements did not show any static magnetic ordering above 2.5 K, and $`\chi (T)`$ and high-field ($`30`$ T) magnetization measurements yielded a value $`\mathrm{\Delta }/k_\mathrm{B}17`$ K, similar to the result by Millet et al. Inelastic neutron scattering measurements indicated a gap $`\mathrm{\Delta }/k_\mathrm{B}20`$ K at a wave vector of $`(\pi ,\pi )`$, which however need not be the magnon dispersion minimum because strong frustration effects can shift the spin gap minimum away from this wavevector. Substituting V by up to 10% Ti introduces a strong local moment Curie ($`C/T`$) contribution to $`\chi (T)`$; however, no long-range AF ordering was induced in contrast to lightly Zn-doped SrCu<sub>2</sub>O<sub>3</sub>. The exchange interactions in CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> have recently been estimated by three of us using LDA+U calculations. Additional calculations were carried out which explain why the spin gaps and exchange interactions are so different in these two compounds.
### E Exchange Couplings from Fits of the Uniform Susceptibility by Theoretical Models
Of particular interest in this paper are the signs, magnitudes and spatial anisotropies of the exchange interactions between the transition metal spins in undoped spin-ladder oxide compounds. These interactions have a direct bearing on the electronic (including superconducting) properties predicted for the doped materials and are of intrinsic interest in their own right. The primary experimental tool we employ here is $`\chi (T)`$ measurements. The first $`\chi (T)`$ measurements on SrCu<sub>2</sub>O<sub>3</sub> by Azuma et al. were modeled by the low-temperature approximation to $`\chi (T)`$ of a spin $`S=1/2`$ two-leg ladder derived by Troyer, Tsunetsugu, and Würtz
$$\chi (T)=\frac{A}{\sqrt{T}}\mathrm{e}^{\mathrm{\Delta }/(k_\mathrm{B}T)},$$
(1)
where a spin-gap $`\mathrm{\Delta }/k_\mathrm{B}=420`$ K was found and $`k_\mathrm{B}`$ is Boltzmann’s constant. If one assumes spatially isotropic exchange interactions $`J^{}=J`$ within isolated two-leg ladders, then using $`\mathrm{\Delta }/J0.5`$ appropriate to this case (see Sec. III) yields $`J/k_\mathrm{B}840`$ K, about a factor of two smaller than in the layered high $`T_\mathrm{c}`$ cuprate parent compounds. On the other hand, one of us inferred from analysis of the value of the prefactor $`A`$, which is not an adjustable parameter but instead is a function of $`\mathrm{\Delta }`$ which in turn is a function of $`J`$ and $`J^{}`$, and from fits to the $`\chi (T)`$ data by numerical calculations for isolated ladders, all assuming a $`g`$-factor $`g=2.1`$, that a strong anisotropy exists between the rung coupling constant $`J^{}`$ and the leg coupling constant $`J`$: $`J^{}/J0.5`$, $`J/k_\mathrm{B}2000`$ K, for which the spin-gap is similar to that cited above. If confirmed, which we in fact do here for SrCu<sub>2</sub>O<sub>3</sub> and LaCuO<sub>2.5</sub> as well as for the three-leg ladder cuprate Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>, this suppression of $`J^{}`$ with respect to $`J`$ is predicted to suppress superconducting correlations in the doped spin-ladders.
The large spatial anisotropy in the exchange interactions and the large value of $`J`$ inferred in Ref. for SrCu<sub>2</sub>O<sub>3</sub> were very surprising. The Cu-Cu distance across a rung in this compound is 3.858 Å, and that along a leg is 3.934 Å (see the crystal structure refinement data in Sec. VI), so if the nearest-neighbor Cu-Cu distance were the only criterion for determining the exchange constants, one would have expected $`J^{}/J>1`$, not $`J^{}/J1`$. This inference is strengthened when one notes that the Cu-O-Cu bond angle across a rung is $`180^{}`$, whereas that along a leg is smaller (174.22). Further, the Cu-Cu distance in the layered cuprates is $`3.80`$ Å, shorter than either the rung or leg Cu-Cu distance in SrCu<sub>2</sub>O<sub>3</sub>, with similar $`180^{}`$ Cu-O-Cu bond angles, and it is well-established that $`J/k_\mathrm{B}1500`$ K in the undoped layered cuprate parent compounds, so on this basis one would expect $`J`$ and $`J^{}`$ in SrCu<sub>2</sub>O<sub>3</sub> to both be smaller than this value, not one of them much larger. On the other hand, an O ion in a rung of a ladder in SrCu<sub>2</sub>O<sub>3</sub>, with two Cu nearest neighbors, is not crystallographically or electronically equivalent to an O ion in a leg, with three Cu nearest neighbors, so the respective superexchange constants $`J`$ and $`J^{}`$ involving these different types of O ions are not expected to be identical. Second, the experimentally inferred spin-gap is approximately reproduced assuming $`J^{}/J0.5`$ and $`J/k_\mathrm{B}2000`$ K, as noted above. Third, the nearly ideal linear Heisenberg chain compound Sr<sub>2</sub>CuO<sub>3</sub> with $`180^{}`$ Cu-O-Cu bonds has a Cu-Cu exchange constant estimated from $`\chi (T)`$ data as $`J/k_\mathrm{B}=2150_{100}^{+150}`$ K, and from optical measurements as 2850–3000 K, which are much larger than in the layered cuprates even though the Cu-Cu distance along the chain is 3.91 Å, significantly larger than the 3.80 Å in the layered cuprates; this itself is surprising.
Regarding the subject of the present paper, it is important to keep in mind that fitting experimental $`\chi (T)`$ data by theoretical predictions for a given model Hamiltonian can test consistency with the assumed model, but cannot prove uniqueness of that model. A recent example in the spin-ladder area clearly illustrates this point. The V$`{}_{}{}^{+4}d_{}^{1}`$ compound vanadyl pyrophosphate, $`(\mathrm{VO})_2\mathrm{P}_2\mathrm{O}_7`$ (“VOPO”), has an orthorhombic crystal structure which can be viewed crystallographically as containing $`S=1/2`$ two-leg ladders. However, the $`\chi (T)`$ was initially fitted by one of us to high precision by the prediction for the $`S=1/2`$ AF alternating-exchange Heisenberg chain; a spin-ladder model fit was not possible at that time (1987) due to lack of theoretical predictions for $`\chi (T)`$ of this model. When such calculations were eventually done, it was found that the same experimental $`\chi (T)`$ data set could be fitted by the spin ladder model to the same high precision as for the very different alternating-exchange chain model. Inelastic neutron scattering measurements on a polycrystalline sample reportedly confirmed the spin-ladder model. However, subsequent inelastic neutron scattering results on single crystals proved that $`(\mathrm{VO})_2\mathrm{P}_2\mathrm{O}_7`$ is not a spin-ladder compound. The current evidence again indicates that $`(\mathrm{VO})_2\mathrm{P}_2\mathrm{O}_7`$ may be an alternating-exchange chain compound, although the compound has continued to be studied both experimentally and theoretically, and an alternative 2D model has been proposed. Recent <sup>31</sup>P and <sup>51</sup>V NMR and high-field magnetization measurements have indicated that there are two magnetically distinct types of alternating-exchange V chains in $`(\mathrm{VO})_2\mathrm{P}_2\mathrm{O}_7`$, interpenetrating with each other, each with its own spin gap; this finding has important implications for the interpretation of the neutron scattering data. A high-pressure phase of $`(\mathrm{VO})_2\mathrm{P}_2\mathrm{O}_7`$ was recently discovered by Azuma et al. which has a simpler structure containing a single type of $`S=1/2`$ AF alternating-exchange Heisenberg chain.
### F Plan of the Paper
Herein we report a combined theoretical and experimental study of the $`\chi (T)`$ of $`S=1/2`$ spin-ladders and spin-ladder oxides. Extensive new quantum Monte Carlo (QMC) simulations of $`\chi (T)`$ are presented in Sec. II for isolated two-leg ladders with spatially anisotropic intraladder exchange, including a FM diagonal second-neighbor intraladder coupling in addition to $`J`$ and $`J^{}`$, and of two-leg ladders interacting with each other with stacked ladder (for $`J^{}/J=0.5,1`$) and proposed 3D LaCuO<sub>2.5</sub>-type interladder exchange configurations (for $`J^{}/J=0.5`$). We discuss the previous QMC simulation data of Frischmuth, Ammon and Troyer for the isolated ladder with $`J^{}/J=1`$ and for three-leg ladders with spatially isotropic and anisotropic intraladder couplings, of Miyahara et al. for anisotropic two-leg ladder trellis layers and of Troyer, Zhitomirsky and Ueda for isotropic ($`J^{}/J=1`$) two-leg ladders with 3D LaCuO<sub>2.5</sub>-type interladder couplings. In this section we also obtain accurate estimates for $`J^{}/J=0.5`$ and 1 of the values of the interladder exchange interactions at which quantum critical points occur for the 2D stacked ladder exchange coupling configuration and for ladders coupled in the 3D $`\mathrm{LaCuO}_{2.5}`$-type configuration.
A major part of the present work was obtaining a functional form to accurately and reliably fit, interpolate and extrapolate the multidimensional ($`T`$ and one or two types of exchange constants) QMC $`\chi (T)`$ simulation data. Four sections are devoted to this topic, where we discuss and incorporate into the fit function some of the physics of spin ladders. The spin gap of the isolated two-leg ladder is part of our general fit function, so in Sec. III A we obtain accurate analytic fits to the reported literature data for the spin gap versus the intraladder exchange constants $`J`$ and $`J^{}`$. High temperature series expansions (HTSEs) of $`\chi (T)`$ for isolated and coupled isotropic and anisotropic ladders are considered in Sec. III B. The first few terms of the general HTSE for an arbitrary Heisenberg spin lattice with spatially anisotropic exchange, which to our knowledge have not been reported before, are given and are incorporated into the fit function so that the function can be accurately extrapolated to arbitrarily high temperatures, and also so that the function can be used to reliably fit QMC data sets which contain few or no data at high temperatures. In this section we also give the HTSE to lowest order in $`1/T`$ for the magnetic contribution to the specific heat of $`S=1/2`$ spin ladders, and correct an error in the literature. The fit function itself that we use for most of the fits to the QMC $`\chi (T)`$ data is then presented and discussed in Sec. III C. In special cases where sufficient low-temperature QMC data are not available, a fit function containing a minimum number (perhaps only zero, one or two) of fitting parameters must be used, so in Sec. III D we consider such functions formulated on the basis of the molecular field approximation. The Appendix gives the detailed procedures we used to fit our new QMC $`\chi (T)`$ simulation results and the previously reported QMC data cited above. Tables containing the fitted parameters obtained from all fifteen of the one-, two- and three-dimensional fits to the various sets of QMC data are also given in the Appendix. We hope that the general fit function and the extensive high-accuracy fits we have obtained will prove to be generally useful to both theorists and experimentalists working in the spin ladder and low-dimensional magnetism fields.
Our calculations of the one- and two-magnon dispersion relations for isolated two-leg ladders with $`0.5J^{}/J1`$, in increments of 0.1, are presented in Sec. IV; these extend the earlier calculations by Barnes and Riera for $`J^{}/J=0.5`$, 1 and 2. Additionally we discuss the influence of interladder couplings on these dispersions. Dynamical spin structure factor $`S(𝒒,\omega )`$ calculations for $`J^{}/J=0.5`$, the experimentally relevant exchange constant ratio, are also presented in this section and compared with previous related work. These calculations show that two-magnon excitations should be included in the modeling of inelastic neutron scattering data when using such data to derive the full one-magnon triplet dispersion relation including the higher-energy part. Our calculations of the intraladder and interladder exchange constants in SrCu<sub>2</sub>O<sub>3</sub>, obtained using the LDA+U method, are presented in Sec. V.
We begin the experimental part of the paper by presenting in Sec. VI a structure refinement of SrCu<sub>2</sub>O<sub>3</sub>, necessary as input to the LDA+U calculations, and also of Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>. In Sec. VII, we present our new experimental $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub>, LaCuO<sub>2.5</sub>, CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> and estimate the exchange constants in these compounds and in Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> by modeling the respective $`\chi (T)`$ data using our fits to the QMC $`\chi (T)`$ simulation results.
The paper concludes in Sec. VIII with a summary and discussion of our theoretical and experimental results, their relationships to previous work and a discussion of how the presence of four-spin cyclic exchange, as presented in the literature, can affect the magnetic properties of spin ladders and the exchange constants derived assuming the presence of only bilinear exchange interactions. Further implications of the presence of this cyclic exchange interaction are also discussed.
## II Quantum Monte Carlo Simulations
Throughout this paper, the Heisenberg Hamiltonian for bilinear exchange interactions between spins is assumed,
$$=\underset{<ij>}{}J_{ij}𝑺_i𝑺_j,$$
(2)
where $`J_{ij}`$ is the exchange constant linking spins $`𝑺_i`$ and $`𝑺_j`$, $`J_{ij}`$ is positive (negative) for AF (FM) coupling and the sum is over distinct exchange bonds. For notational convenience, we define the reduced spin susceptibility $`\chi ^{}`$, reduced temperature $`t`$ and reduced spin gap $`\mathrm{\Delta }^{}`$ as
$$\chi ^{}\frac{\chi ^{\mathrm{spin}}J^{\mathrm{max}}}{Ng^2\mu _\mathrm{B}^2},$$
(4)
$$t\frac{k_\mathrm{B}T}{J^{\mathrm{max}}},$$
(5)
$$\mathrm{\Delta }^{}\frac{\mathrm{\Delta }}{J^{\mathrm{max}}},$$
(6)
where $`\chi ^{\mathrm{spin}}`$ is the magnetic spin susceptibility, $`J^{\mathrm{max}}`$ is the largest (AF) exchange constant in the system, $`N`$ is the number of spins, $`g`$ is the spectroscopic splitting factor, $`\mu _\mathrm{B}`$ is the Bohr magneton and $`k_\mathrm{B}`$ is Boltzmann’s constant. All of the QMC simulations presented and/or discussed here are for spins $`S=1/2`$. We summarize below the definitions of the exchange constants to be used throughout the rest of the paper:
$`J`$ $`\mathrm{Nearest}\mathrm{neighbor},\mathrm{leg}`$ $`2\times `$ (7)
$`J^{}`$ $`\mathrm{Nearest}\mathrm{neighbor},\mathrm{rung}`$ $`1\times `$ (8)
$`J^{\mathrm{diag}}`$ $`\mathrm{Second}\mathrm{neighbor},`$ $`2\times `$ (9)
$`\mathrm{diagonal}\mathrm{intraladder}`$ (10)
$`J^{\prime \prime }`$ $`\mathrm{Trellis}\mathrm{layer},\mathrm{interladder}`$ $`2\times `$ (11)
$`J^{\prime \prime \prime }`$ $`\mathrm{Stacked}\mathrm{ladder},\mathrm{interladder}`$ $`2\times `$ (12)
$`J^{3\mathrm{D}}`$ $`3\mathrm{D}\mathrm{interladder},`$ $`2\times `$ (13)
$`\mathrm{LaCuO}_{2.5}\mathrm{type}.`$ (14)
The uniform susceptibilities $`\chi (T)`$ of $`S=1/2`$ Heisenberg spin ladder models were simulated using the continuous time version of the quantum Monte Carlo (QMC) loop algorithm. This algorithm uses no discretization of the imaginary time direction and the only source of systematic errors is thus finite size effects. The lattice sizes were chosen large enough so that these errors are much smaller than the statistical errors of the QMC simulations. The simulations of the trellis layer suffer from the “negative sign problem” caused by the frustrating interladder interaction $`J^{\prime \prime }`$. Improved estimators were used to lessen the sign problem in this case.
### A Isolated Ladders
$`\chi ^{}(t)`$ was simulated for isolated two-leg ladders of size $`2\times 200`$ spins 1/2 with $`J^{}/J=0.1`$, 0.2, 0.25, 0.3, $`\mathrm{}`$, 0.6, 0.7 and 0.8 with maximum temperature range $`t=0.01`$ to 3.0, comprising 348 data points; here, $`J^{\mathrm{max}}=J`$. A selection of the results for $`t2`$ in $`J^{}/J`$ increments of 0.1 is shown as open and filled symbols in Fig. 3(a) along with the QMC simulation results of Frischmuth et al. for $`J^{}/J=1`$ (30 data points from $`t=0.05`$ to 5). Expanded plots of the data, now including error bars, are shown in Fig. 3(b), where the error bars are seen to be on the order of or smaller than the size of the data point symbols.
We have also simulated $`\chi ^{}(t)`$ for isolated two-leg ladders with $`J^{}/J=0.4`$, 0.45, $`\mathrm{}`$, 0.65, each with ferromagnetic diagonal coupling $`J^{\mathrm{diag}}/J=0.05,0.1`$ and $`0.111`$, and with maximum temperature range $`t=0.025`$ to 2, comprising 457 data points. This FM sign of the diagonal intraladder coupling was motivated by the LDA+U results reported below in Sec. V. The QMC results with error bars for $`J^{}/J=0.4`$ and 0.6 and $`J^{\mathrm{diag}}/J=0.05`$ and $`0.1`$ are shown as the symbols in Fig. 4 along with our results above for $`J^{}/J=0.4`$ and 0.6 and $`J^{\mathrm{diag}}=0`$. The $`\chi ^{}(t)`$ is seen to be only weakly affected by the presence of $`J^{\mathrm{diag}}`$. Hence one expects that
fits of experimental $`\chi (T)`$ data for spin ladder compounds by the simulations will not be capable of determining $`J^{\mathrm{diag}}`$ quantitatively if $`|J^{\mathrm{diag}}/J|1`$.
For stronger interchain couplings $`J^{}/J>1`$, $`\chi ^{}(t)`$ was simulated for isolated two-leg ladders with $`J/J^{}=0.1`$, 0.2, 0.3, 0.4, 0.5, 0.7 and 0.9 with maximum temperature range $`t=0.06`$ to 1.5, comprising 119 data points; here, in Eqs. (2) one has $`J^{\mathrm{max}}=J^{}`$. The results with error bars are shown as open and filled symbols in Fig. 5, along with the QMC simulation results of Frischmuth et al. for $`J/J^{}=1`$. The susceptibility $`\chi ^{,\mathrm{dimer}}(t)`$ of the isolated antiferromagnetically-coupled $`S=1/2`$ dimer ($`J/J^{}=0`$) is shown for comparison, where
$$\chi ^{,\mathrm{dimer}}(t)=\frac{1}{t(3+\mathrm{e}^{1/t})}.$$
(15)
The $`\chi ^{}(t)`$ for the $`S=1/2`$ uniform Heisenberg chain ($`J^{}/J=0`$) was obtained essentially exactly by Eggert, Affleck and Takahashi in 1994. A fit to the recently refined numerical calculations of Klümper for this chain in the temperature range $`0.01t5`$ is shown in Fig. 3 for comparison with the data; this high-accuracy (15 ppm rms fit deviation) seven-parameter analytical fit to these calculated data, using the fitting scheme in Sec. III below, was obtained (“Fit 1”) in Ref. .
### B Coupled Ladders
#### 1 Trellis Layer Interladder Interactions
Miyahara et al. carried out QMC simulations of $`\chi ^{}(t)`$ for trellis layers with $`J^{}/J=0.5`$ (64 data points) and 1 (72 data points) over a maximum temperature range $`0.1t1.5`$, with trellis layer interladder couplings $`J^{\prime \prime }/J=0.2,0.1,\mathrm{\hspace{0.17em}0.1}`$ and 0.2 for each $`J^{}/J`$ value,
and for additional exchange parameters $`J^{\prime \prime }/J=\pm 0.5`$ which we do not discuss here. The results are shown in Fig. 6, along with the above isolated ladder results for $`J^{}/J=0.5`$ and 1 and $`J^{\prime \prime }=0`$. We also show their QMC simulations for the strong-coupling regime over the maximum $`t`$ range $`0.08t1.5`$, for the same values of $`J^{\prime \prime }/J`$ and with $`J/J^{}=0.1`$ (84 data points, Fig. 7) and $`J/J^{}=0.2`$ (78 data points, Fig. 8). The results are seen to be quite insensitive to the frustrating interladder exchange interaction $`J^{\prime \prime }`$. In addition, for ladders with spatially isotropic exchange, Gopalan, Rice and Sigrist have deduced that the spin gap is nearly independent of $`J^{\prime \prime }`$ for weak coupling. Thus one expects that fits of experimental $`\chi (T)`$ data by our fits to the QMC data will not be able to establish a quantitative value of $`J^{\prime \prime }`$ for trellis layer compounds with weak interladder interactions.
#### 2 Stacked Ladder Interladder Interactions
Another interladder coupling path, with exchange constant $`J^{\prime \prime \prime }`$, is from each spin in a ladder to one spin in each of two ladders directly above and below the first ladder, a 2D array termed a “stacked ladder” configuration. We have carried out QMC simulations of $`\chi ^{}(t)`$ for $`J^{}/J=0.5`$ (96 data points) and 1 (94 data points) over a maximum temperature range $`0.02t1`$ with AF stacked ladder couplings $`J^{\prime \prime \prime }/J=0.05,0.1,0.15`$ and 0.2 for each $`J^{}/J`$ value, and also for $`J^{\prime \prime \prime }/J=0.01`$, 0.02, 0.03 and 0.04 for $`J^{}/J=0.5`$ (106 data points). The results for $`J^{}/J=0.5`$ are shown in Fig. 9. A log-log plot of the low-$`t`$ data for $`J^{\prime \prime \prime }/J=0.01`$ to 0.05 from Fig. 9 is shown separately in Fig. 10. According to theory, the quantum critical point (QCP) separating the spin-gapped phase from the AF ordered phase in a 2D system is characterized by the behavior $`\chi ^{}t`$ at low $`t`$. A comparison of the data in Fig. 10 with the heavy solid line with slope 1 indicates
that a QCP occurs for $`J^{}/J=0.5`$ at $`0.04<J_{\mathrm{QCP}}^{\prime \prime \prime }/J<0.05`$. In order to obtain a more precise estimate of $`J^{\prime \prime \prime }/J`$ at the QCP, in Fig. 11 we plot $`\chi ^{}(t=0)`$ vs $`J^{\prime \prime \prime }/J`$, where the $`\chi ^{}(t=0)`$ values were determined by fits to the data as described later. By fitting these $`\chi ^{}(t=0,J^{\prime \prime \prime }/J)`$ data by various polynomials, such as the third order polynomial shown as the solid curve in the figure, and by noninteger power laws, we estimate $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J=0.048(2)`$ with conservative error bars.
The $`\chi ^{}(t)`$ data for isotropic ($`J^{}/J=1`$) stacked ladders are shown in Fig 12, along with the above isolated ladder results for $`J^{}/J=1`$ and $`J^{\prime \prime \prime }=0`$. A QCP is seen to occur at $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J0.16`$. This value of $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J`$ is much smaller than the various values 0.32(2) (Ref. ), 0.43 (Ref. ) and 0.30 (Ref. ) inferred for spatially isotropic ladders arranged in a nonfrustrated flat 2D array, because the interladder spin coordination number for the 2D stacked
ladder configuration is two whereas for ladders arranged in 2D flat layers it is only one. On the other hand, our $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J`$ for $`J^{}/J=1`$ is somewhat larger than that ($`0.11`$, Refs. ) for the 3D LaCuO<sub>2.5</sub>-type coupling configuration (see below), even though the interladder spin coordination number is the same; here the effects of dimensionality evidently come into play, with fluctuation effects generally being stronger in lower dimensional sys-
tems (other factors being equal).
Another interesting aspect of the QMC data for the stacked ladders is the striking well-defined crossing points of $`\chi ^{}(t)`$ versus $`J^{\prime \prime \prime }/J`$ at $`t0.16`$ for $`J^{}/J=0.5`$ in Fig. 9 and at $`t0.31`$ for $`J^{}/J=1`$ in Fig. 12. Similar crossing points in the specific heats of strongly correlated electron systems versus some thermodynamic variable (e.g., pressure, magnetic field, interaction parameter) have been pointed out by Vollhardt and coworkers.
We have also obtained $`\chi ^{}(t)`$ data for strong interchain intraladder couplings $`J/J^{}=0`$ (42 data points), 0.1 (39 data points) and 0.2 (38 data points) over a maximum temperature range $`0.06t1.5`$ with stacked ladder couplings $`J^{\prime \prime \prime }/J^{}=0.1`$ and 0.2 for each $`J/J^{}`$ value. The results are shown in Fig. 13, along with $`\chi ^{}(t)`$ for the isolated dimer from Eq. (15) and the above isolated ladder results for $`J/J^{}=0.1`$ and 0.2 and $`J^{\prime \prime \prime }=0`$. Over these exchange interaction ranges, the spin gap persists and a
QCP is not traversed. Note that the pairs of data sets with a fixed value (0.1, 0.2 or 0.3) of $`J^{\prime \prime \prime }/J^{}+J/J^{}`$ are nearly coincident, and thus closely follow molecular field theory which predicts (see Sec. III D) that $`\chi ^{}(t)`$ of coupled dimers only depends on the sum of the exchange interactions between a spin in a dimer and all other spins outside the dimer.
#### 3 3D LaCuO<sub>2.5</sub>-Type Interladder Interactions
Additional simulations of $`\chi ^{}(t)`$ were performed which incorporated the nonfrustrated 3D interladder coupling
configuration proposed for the two-leg ladder compound LaCuO<sub>2.5</sub>, in which each spin is coupled by exchange constant $`J^{3\mathrm{D}}`$ to one nearest-neighbor spin in each of two adjacent ladders diagonally above and below the first ladder in adjacent layers, respectively. Simulations are reported here for $`J^{}/J=0.5`$ and $`J^{3\mathrm{D}}/J=0.2`$, 0.1, 0.05, $`0.02`$, $``$0.025, $``$0.03, $``$0.035, $``$0.04, $``$0.06, $``$0.08 and $``$0.1 over the maximum temperature range $`0.021t3`$ (204 data points), for a 3D lattice of size $`6\times 6`$ ladder$`{}_{}{}^{2}\times 40`$ spins. The simulations for ferromagnetic (FM, negative) interladder couplings were motivated by the recent findings of Mizokawa et al. mentioned in the Introduction. The data for FM couplings at $`t2`$, plotted in Fig. 14, indicate a loss of the spin gap for $`0.035<|J^{3\mathrm{D}}/J|<0.040`$. At the QCP in a 3D system, $`\chi ^{}`$ is predicted theoretically to be proportional to $`t^2`$. We have plotted our $`\chi ^{}(t)`$ simulation data on double logarithmic axes in Fig. 15, where by comparison of the data with the heavy line with slope 2, the quantum critical point for $`J^{}/J=0.5`$ is indeed seen to be in this range.
The previously reported $`\chi ^{}(t)`$ simulation data for $`J^{}/J=1`$ and $`J^{3\mathrm{D}}/J=0.05`$, 0.1, 0.11, 0.12, 0.15 and 0.2 (a total of 169 data points), which show a quantum critical point at $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J0.11`$, are shown in Fig. 16.
Since one expects that upon approaching the QCP from the AF-ordered side that $`\chi ^{}(t=0)0`$, to determine more precisely the QCPs we have plotted $`\chi ^{}(t=0)`$ vs $`J^{3\mathrm{D}}/J`$ for each of $`J^{}/J=0.5`$ and 1 in Fig. 17. The extrapolated $`\chi ^{}(t=0)`$ values were determined by fits to the $`\chi ^{}(t)`$ data described in Sec. III below and in the Appendix. From exact polynomial fits to the data in Fig. 17, we find $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J=0.036(1)`$ for $`J^{}/J=0.5`$ and $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J`$
$`=0.115(1)`$ for $`J^{}/J=1`$. There also exist QCPs for the opposite sign of $`J^{3\mathrm{D}}/J`$ in each case, respectively.
We report here additional $`\chi ^{}(t)`$ simulation data for intermediate values of $`J^{}/J=0.6`$, 0.7, 0.8 and 0.9, each with $`J^{3\mathrm{D}}/J=0.1`$, 0.15 and 0.2 at temperatures $`0.3t3`$ (a total of 325 data points). A selection of these data for $`J^{3\mathrm{D}}/J=0.1`$ and 0.2 are plotted in Figs. 18(a) and 18(b), respectively.
### C Three-Leg $`𝑺\mathbf{=}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}`$ Ladders
The $`\chi ^{}(t)`$ for $`S=1/2`$ $`n`$-leg ladders with $`n=1,`$ 2, $`\mathrm{},6`$ and isotropic exchange ($`J^{}/J=1`$) and for $`n=3`$ with spatially anisotropic exchange was computed using QMC simulations for $`0.02t5`$ by Frischmuth et al. As noted in the Introduction, the even-leg ladders exhibit a spin-gap but the odd-leg ladders do not. In this paper we will be fitting experimental $`\chi (T)`$ data for the three-leg ladder compound $`\mathrm{Sr}_2\mathrm{Cu}_3\mathrm{O}_5`$. The QMC $`\chi ^{}(t)`$ data for three-leg ladders with both spatially isotropic and anistropic exchange are shown in Fig. 19. The $`\chi ^{}(t)`$ is seen to be sensitive to the value of $`J^{}/J`$. As a consequence, we expect to be able to obtain an accurate value of $`J^{}/J`$ for $`\mathrm{Sr}_2\mathrm{Cu}_3\mathrm{O}_5`$ from fits to the experimental $`\chi (T)`$ data. In contrast, Kim et al. have found from QMC simulations that $`\chi ^{}(t)`$ is very insensitive to the interladder coupling between isotropic three-leg ladders arranged in a layer, although it should be noted that they calculated $`\chi ^{}(t)`$ for nonfrustrated interladder couplings and not for the frustrated trellis layer interladder coupling configuration present in $`\mathrm{Sr}_2\mathrm{Cu}_3\mathrm{O}_5`$.
## III Fits to the QMC $`𝝌^{\mathbf{}}\mathbf{(}𝒕\mathbf{)}`$ Simulation Data
In order to precisely fit experimental $`\chi (T)`$ data by the QMC $`\chi ^{}(t)`$ simulations, it is essential to first obtain accu-
rate analytical fits to the simulation data. As part of our QMC data fit function for two-leg ladders, we first obtain fits to the known dependence of the spin gap $`\mathrm{\Delta }`$ on $`J`$ and $`J^{}`$ for isolated ladders. We then discuss the first few terms of the high-temperature series expansion (HTSE) for the magnetic susceptibility, which will also be incorporated into the fit function so that the function can be accurately extrapolated to arbitrarily high temperatures. The fit function itself is then presented and discussed. For some sets of exchange parameters (for the frustrated trellis layer) it was not possible to obtain extensive QMC $`\chi ^{}(t)`$ data at low temperatures due to the “negative sign problem”. For such cases, it is sometimes
necessary to use a fit function, containing a minimum number (even zero) of fitting parameters, derived from the molecular field theory for coupled subsystems. We therefore also discuss such fit functions.
### A Spin Gap for Isolated Two-Leg Ladders
For any finite $`J^{}/J>0`$ an energy gap (“spin gap”) $`\mathrm{\Delta }`$ exists in the magnetic excitation spectrum between the singlet ground state and the lowest triplet excited states of $`S=1/2`$ two-leg Heisenberg ladders. The numerical $`\mathrm{\Delta }`$ values of Barnes et al. in the range $`0J^{}/J1`$, obtained by extrapolating exact diagonalization results for short two-leg ladders to the bulk limit, were previously fitted by one of us with the expression
$$\mathrm{\Delta }^{}\frac{\mathrm{\Delta }}{J}=0.4\left(\frac{J^{}}{J}\right)+0.1\left(\frac{J^{}}{J}\right)^2.$$
(16)
Higher accuracy $`\mathrm{\Delta }`$ values were subsequently obtained numerically from Monte Carlo simulations by Greven, Birgeneau and Wiese as shown in Fig. 20(a) where the previous data of Barnes et al. are shown for comparison. We find that the data of Greven et al. for $`J^{}/J1`$ in Fig. 20(a) are fitted better by
$$\frac{\mathrm{\Delta }_0}{J}=0.4030\left(\frac{J^{}}{J}\right)+0.0989\left(\frac{J^{}}{J}\right)^3,$$
(17)
with a statistical $`\chi ^2/\mathrm{DOF}=0.18`$ (for the definition, see the Appendix), as shown by the solid curve in the figure. For isotropic ladders ($`J^{}/J=1`$), the fitted $`\mathrm{\Delta }/J=0.5019`$ is in good agreement with the values 0.50(1) of Barnes
et al., 0.504(7) of Oitmaa, Singh and Weihong, 0.504 of White, Noack and Scalapino and 0.5028(8) of Weihong, Kotov and Oitmaa. Using exact diagonalizations for ladders of size up to $`2\times 15`$ spins, Flocke obtained an extrapolated value 0.49 996 for the bulk limit, and conjectured that the exact value is $`\frac{1}{2}`$. Equation (17) predicts values of $`\mathrm{\Delta }_0/J`$ which are systematically larger than the extrapolated bulk-limit values of Flocke at smaller $`J^{}/J`$, e.g. by 0.003 at $`J^{}/J=0.8`$ and by 0.02 at $`J^{}/J=0.2`$. The fitted initial slope in Eq. (17) agrees with the estimates 0.41(1) of Greven et al. and 0.405(15) of Weihong, Kotov and Oitmaa.
For the strong interchain coupling regime $`0J/J^{}1`$ of the two-leg ladder, the exact dimer series expansion for the spin gap to seventh order in $`J/J^{}`$ is
$`{\displaystyle \frac{\mathrm{\Delta }}{J^{}}}=1`$ $``$ $`\left({\displaystyle \frac{J}{J^{}}}\right)+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{J}{J^{}}}\right)^2+{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{J}{J^{}}}\right)^3{\displaystyle \frac{1}{8}}\left({\displaystyle \frac{J}{J^{}}}\right)^4`$ (18)
$``$ $`{\displaystyle \frac{35}{128}}\left({\displaystyle \frac{J}{J^{}}}\right)^5{\displaystyle \frac{157}{1024}}\left({\displaystyle \frac{J}{J^{}}}\right)^6+{\displaystyle \frac{503}{2048}}\left({\displaystyle \frac{J}{J^{}}}\right)^7.`$ (19)
The fourth-order series is plotted as the dashed curve in Fig. 20(b). Comparison of this prediction with the numerical data of Dagotto, Riera and Scalapino and of Greven et al. in the figure shows that the fourth-order series is a poor description of the data for $`J^{}/J0.5`$. The dimer series expansion has been computed to 13th order by Weihong, Kotov and Oitmaa. Plots of their 9th to 13th order series are shown in Fig. 21. The series is seen to converge very slowly with increasing order for $`J/J^{}0.5`$. In fact, Piekarewicz and Shepard concluded, on the basis of dimer series expansions of the ground state energy per site at 50th order in perturbation theory for 4-, 6- and 8-rung ladders, that the radius of convergence of the dimer series is only $`0.7`$–0.8. Therefore, for both of these reasons, to obtain an expression for $`\mathrm{\Delta }(J/J^{})`$ to use in our QMC $`\chi ^{}(t)`$ data fit function for the entire strong-coupling range $`0J/J^{}1`$, we carried out a weighted fit of the data of Greven et al. for $`0.1J/J^{}1`$ in Fig. 20(b) by the simple two-parameter third-order polynomial
$$\frac{\mathrm{\Delta }_0}{J^{}}=1\left(\frac{J}{J^{}}\right)+a\left(\frac{J}{J^{}}\right)^2+b\left(\frac{J}{J^{}}\right)^3,$$
(21)
yielding the parameters
$$a=0.6878,b=0.1861.$$
(22)
The first two terms in Eq. (21) were set to be the same as the corresponding exact terms in Eq. (19). The fit in Eqs. (III A) is shown as the solid curve in Fig. 20(b). The high precision of the fit is characterized by the small $`\chi ^2/\mathrm{DOF}=0.16`$. The value of $`\mathrm{\Delta }/J^{}`$ at $`J/J^{}=1`$ is 0.5017, which matches very well the value 0.5019 of the fit for $`0J^{}/J1`$ in Eq. (17) at this isotropic-ladder crossover point between the two fits.
### B High-Temperature Series Expansions for $`𝝌^{\mathbf{}}\mathbf{(}𝒕\mathbf{)}`$ <br>and the Magnetic Specific Heat $`𝑪_{\mathrm{𝐦𝐚𝐠}}\mathbf{(}𝑻\mathbf{)}`$
As the second component of our fit function for the QMC $`\chi ^{}(t)`$ simulation data, we next consider the high temperature series expansion (HTSE) of $`\chi ^{}(t)`$ for a general Heisenberg spin lattice containing magnetically equivalent spins. Spins are magnetically equivalent if they have identical magnetic coordination spheres. Note that the HTSEs we discuss here, and HTSEs in general, are not restricted to AF couplings (with a positive sign as defined in this paper); the expansions are equally valid if the couplings are all FM (negative) or if they are a mixture of AF and FM couplings.
HTSEs for $`\chi ^{}(t)`$ are calculated as, and the results are normally expressed directly as, a power series in $`1/t`$. However, as mentioned by Rushbrooke and Wood and discussed in Ref. , the expressions for the expansion coefficients for a general spin lattice containing magnetically equivalent spins considerably simplify if the HTSE for $`3\chi ^{}t/[S(S+1)]`$ in powers of $`1/t`$ is inverted (the underlying physics of this is unclear). Indeed, Rushbrooke and Wood presented their calculated expansion coefficients in precisely this form. In fact for any Heisenberg spin lattice (in any dimension) containing magnetically equivalent spins interacting with spatially isotropic nearest-neighbor AF or FM Heisenberg exchange, a simple universal HTSE of $`\chi ^{}(t)t`$ exists up to second order in $`1/t`$, and for geometrically nonfrustrated lattices to third order, which we write for $`S=1/2`$ as
$`{\displaystyle \frac{4k_\mathrm{B}T\chi (T)}{Ng^2\mu _\mathrm{B}^2}}=[1`$ $`+`$ $`{\displaystyle \frac{zJ}{4k_\mathrm{B}T}}+{\displaystyle \frac{zJ^2}{8(k_\mathrm{B}T)^2}}`$ (23)
$`+`$ $`{\displaystyle \frac{zJ^3}{24(k_\mathrm{B}T)^3}}+\mathrm{}]^1,`$ (24)
where $`z`$ is the coordination number of a spin by other spins and $`J`$ is the unique exchange constant in the system. The same form of the HTSE of $`\chi (T)T`$ is valid for any spin $`S`$, but where of course the numerical coefficients in Eq. (24) depend on $`S`$. Each term listed on the right-hand-side (but not the higher-order terms) depends only on $`z`$ (and $`S`$) and not on any other feature of the spin lattice or magnetic behavior; as noted above, however, additional term(s) are added to the numerator of the last term if geometric frustration is present or if second-neighbor interactions are present (see below). Hence, one can generalize Eq. (24) to systems containing equivalent spins but unequal exchange constants $`J_{ij}`$ by the replacement $`zJ^n_jJ_{ij}^n`$, yielding using Eqs. (2)
$`\chi ^{}(t)={\displaystyle \frac{1}{4t}}[1`$ $`+`$ $`{\displaystyle \frac{\underset{j}{}J_{ij}/J^{\mathrm{max}}}{4t}}+{\displaystyle \frac{\underset{j}{}J_{ij}^2/J_{}^{\mathrm{max}}{}_{}{}^{2}}{8t^2}}`$ (25)
$`+`$ $`{\displaystyle \frac{\underset{j}{}J_{ij}^3/J_{}^{\mathrm{max}}{}_{}{}^{3}}{24t^3}}+\mathrm{}]^1,`$ (26)
which we write as
$$\chi ^{}(t)\frac{1}{4t}\left[1+\frac{d_1}{t}+\frac{d_2}{t^2}+\frac{d_3}{t^3}+\mathrm{}\right]^1.$$
(28)
with
$$d_1=\frac{1}{4J^{\mathrm{max}}}\underset{j}{}J_{ij},d_2=\frac{1}{8J_{}^{\mathrm{max}}{}_{}{}^{2}}\underset{j}{}J_{ij}^2,$$
(29)
$$d_3=\frac{1}{24J_{}^{\mathrm{max}}{}_{}{}^{3}}\underset{j}{}J_{ij}^3.$$
(30)
Including only the first term on the right-hand-side of Eq. (28) gives the Curie law $`\chi ^{}(t)=C^{}/t`$ with reduced Curie constant $`C^{}C/(Ng^2\mu _\mathrm{B}^2)=S(S+1)/3=1/4`$, whereas the first and second terms together yield the Curie-Weiss law $`\chi ^{}(t)=C^{}/(t\theta ^{})`$ with reduced Weiss temperature $`\theta ^{}k_\mathrm{B}\theta /J^{\mathrm{max}}=d_1=(1/4)_jJ_{ij}/J^{\mathrm{max}}`$ (see Sec. III D below).
A geometrically frustrated spin lattice is one in which there exist closed exchange path loops containing an odd number of bonds. Usually, the exchange path loops are triangles containing three bonds (such as in the 2D triangular lattice), where at least two nearest neighbors of a given spin are nearest neighbors of each other, although e.g. spin rings with any odd number of spins (and therefore an odd number of bonds) are also geometrically frustrated. Another example of a system containing triangular exchange path loops is the dimer system $`\mathrm{SrCu}_2(\mathrm{BO}_3)_2`$ (intradimer interaction $`J_1J^{\mathrm{max}}`$) with a partially frustrating interdimer interaction $`J_2`$. One can show that Eq. (26) agrees exactly to $`𝒪(1/t^2)`$ with the HTSE for $`\chi (T)T`$ of this system. The frustration first becomes apparent in the HTSE as an additional additive term \[$`(15/4)(J_2/J_1)^2`$ in this case\] in the numerator of the $`1/t^3`$ coefficient in the square brackets in Eq. (26). In the context of the present discussion, a second- or further-nearest-neighbor interaction is equivalent to a nearest-neighbor one in a system with geometric frustration, and hence the general expansion (26) for $`\chi ^{}t`$ is still exact to $`𝒪(1/t^2)`$ for such systems, provided again that all spins are magnetically equivalent.
For our isolated and coupled ladder QMC simulation fits, the three $`d_n`$ HTSE coefficients in Eqs. (III B) are
$`d_1={\displaystyle \frac{1}{4J^{\mathrm{max}}}}[2J+J^{}`$ $`+`$ $`2J^{\mathrm{diag}}+2J^{\prime \prime }`$ (31)
$`+`$ $`2J^{\prime \prime \prime }+2J^{3\mathrm{D}}],`$ (32)
$`d_2={\displaystyle \frac{1}{8J_{}^{\mathrm{max}}{}_{}{}^{2}}}[2J^2+J_{}^{}{}_{}{}^{2}`$ $`+`$ $`2J_{}^{\mathrm{diag}}{}_{}{}^{2}+2J_{}^{\prime \prime }{}_{}{}^{2}`$ (33)
$`+`$ $`2J_{}^{\prime \prime \prime }{}_{}{}^{2}+2J_{}^{3\mathrm{D}}{}_{}{}^{2}],`$ (34)
$`d_3={\displaystyle \frac{1}{24J_{}^{\mathrm{max}}{}_{}{}^{3}}}[2J^3+J_{}^{}{}_{}{}^{3}`$ $`+`$ $`2J_{}^{\prime \prime }{}_{}{}^{3}+2J_{}^{\prime \prime \prime }{}_{}{}^{3}`$ (35)
$`+`$ $`2J_{}^{3\mathrm{D}}{}_{}{}^{3}9JJ_{}^{\prime \prime }{}_{}{}^{2}/4],`$ (36)
where the last term in $`d_3`$, given in the HTSE in Ref. for $`\chi ^{}(t)`$ of the trellis layer, arises due to the geometric frustration in the trellis layer interladder coupling. The $`d_n`$ in Eqs. (36) are the correct HTSE coefficients in Eq. (28), except for $`d_3`$ in the case of diagonal second-neighbor intraladder couplings $`J^{\mathrm{diag}}`$; in this latter case we will not use $`d_3`$ in the fit function.
Weihong, Singh and Oitmaa have computed the HTSE for the product $`\chi (T)T`$ of the isolated $`S=1/2`$ two-leg Heisenberg ladder with spatially anisotropic exchange in the leg and rung to 9th order in $`1/T`$, which contains a total of 54 nonzero coefficients in powers of $`J`$ and/or $`J^{}`$. As anticipated above, the series simplifies if it is inverted. In addition, this inversion allowed us to easily estimate the rational fractions approximated by the ten-significant-figure decimal coefficients given by Weihong et al. Our result for the inverted ninth-order series, containing 42 nonzero terms, is
$`{\displaystyle \frac{Ng^2\mu _\mathrm{B}^2}{4\chi T}}=1`$ $`+`$ $`\left(2J+J^{}\right){\displaystyle \frac{x}{2}}+\left(2J^2+J_{}^{}{}_{}{}^{2}\right){\displaystyle \frac{x^2}{2}}`$ (37)
$`+`$ $`\left(2J^3+J_{}^{}{}_{}{}^{3}\right){\displaystyle \frac{x^3}{3}}+\left(3J^4+4J_{}^{}{}_{}{}^{4}\right){\displaystyle \frac{x^4}{24}}`$ (38)
$``$ $`\left(116J^5+99JJ_{}^{}{}_{}{}^{4}32J_{}^{}{}_{}{}^{5}\right){\displaystyle \frac{x^5}{480}}`$ (39)
$``$ $`(317J^6111J^4J_{}^{}{}_{}{}^{2}96J^3J_{}^{}{}_{}{}^{3}`$ (40)
$`+`$ $`642J^2J_{}^{}{}_{}{}^{4}+297JJ_{}^{}{}_{}{}^{5}32J_{}^{}{}_{}{}^{6}){\displaystyle \frac{x^6}{1440}}`$ (41)
$`+`$ $`(792J^7+3444J^5J_{}^{}{}_{}{}^{2}+5068J^4J_{}^{}{}_{}{}^{3}`$ (42)
$``$ $`22932J^3J_{}^{}{}_{}{}^{4}10332J^2J_{}^{}{}_{}{}^{5}`$ (43)
$``$ $`10395JJ_{}^{}{}_{}{}^{6}+256J_{}^{}{}_{}{}^{7}){\displaystyle \frac{x^7}{40320}}`$ (44)
$`+`$ $`(6165J^8411J^6J_{}^{}{}_{}{}^{2}+604J^5J_{}^{}{}_{}{}^{3}`$ (45)
$``$ $`26477J^4J_{}^{}{}_{}{}^{4}8220J^3J_{}^{}{}_{}{}^{5}`$ (46)
$``$ $`9580J^2J_{}^{}{}_{}{}^{6}9702JJ_{}^{}{}_{}{}^{7}+64J_{}^{}{}_{}{}^{8}){\displaystyle \frac{x^8}{40320}}`$ (47)
$`+`$ $`(23674J^929916J^7J_{}^{}{}_{}{}^{2}46269J^6J_{}^{}{}_{}{}^{3}`$ (48)
$``$ $`228168J^5J_{}^{}{}_{}{}^{4}65340J^4J_{}^{}{}_{}{}^{5}`$ (49)
$``$ $`78516J^3J_{}^{}{}_{}{}^{6}51840J^2J_{}^{}{}_{}{}^{7}`$ (50)
$``$ $`68607JJ_{}^{}{}_{}{}^{8}+128J_{}^{}{}_{}{}^{9}){\displaystyle \frac{x^9}{362880}},`$ (51)
where
$`x{\displaystyle \frac{1}{2k_\mathrm{B}T}}.`$
Upon inverting the series in Eq. (51) and then converting each resulting rational fraction coefficient to a ten-significant-figure decimal value to compare with the HTSE of Weihong et al., each of the 54 coefficients is found to be identical to the corresponding ten-significant-figure coefficient given by Weihong et al. The HTSE in Eq. (51) is identical to order $`1/T^3`$ with the HTSE for $`(\chi T)^1`$ in Eq. (28) in which the $`d_1,`$ $`d_2`$ and $`d_3`$ coefficients are given for the general $`S=1/2`$ two-leg ladder by Eq. (36), but where in the present case only $`J`$ and $`J^{}`$ are nonzero. An interesting aspect of the HTSE in Eq. (51) is that in the expression for the coefficient of each $`x^n`$ term shown, the coefficient of the $`J^{n1}J^{}`$ term vanishes.
Gu, Yu and Shen have derived an analytic expression for the magnetic field- and temperature-dependent free energy of the two-leg ladder for strong interchain couplings $`J/J^{}1`$ using perturbation theory to third order in $`J/J^{}`$. Our HTSE of $`1/[4\chi ^{}(t)t]`$ obtained from their free energy expression is identical to order $`1/T^3`$ with Eq. (51). As expected, the coefficients of the fourth order and higher order terms of the HTSE do not agree with the corresponding correct coefficients in Eq. (51).
Just as there is a universal expression for the first three to four HTSE terms for $`\chi (T)T`$ of a Heisenberg spin lattice containing magnetically equivalent spins as discussed above, a universal HTSE for the magnetic specific heat $`C_{\mathrm{mag}}(T)`$ of such a spin lattice exists to order $`1/T^2`$ to $`1/T^3`$ and is given for $`S=1/2`$ by
$$\frac{C_{\mathrm{mag}}(T)}{Nk_\mathrm{B}}=\frac{3}{32}\left[\frac{_jJ_{ij}^2}{(k_\mathrm{B}T)^2}+\frac{_jJ_{ij}^3}{2(k_\mathrm{B}T)^3}+𝒪\left(\frac{1}{T^4}\right)\right].$$
(52)
The sums are over all exchange bonds from any given spin $`𝑺_i`$ to magnetic nearest-neighbor spins $`𝑺_j`$. The first term holds for any spin lattice containing magnetically equivalent spins, but the second term holds only for geometrically nonfrustrated spin lattices in which the crystallographic and magnetic nearest-neighbors of any given spin are the same. Higher order terms all depend on the structure and dimensionality of the spin lattice. The HTSE for $`C_{\mathrm{mag}}(T)`$ to (lowest) order $`1/T^2`$ is the specific heat analogue of the Curie-Weiss law for the magnetic susceptibility, i.e., they can both be derived from the same lowest (first) order term in $`1/T`$ of the magnetic-nearest-neighbor instantaneous two-spin correlation function. Equation (52) is therefore accurate in the same high-temperature region in which the Curie-Weiss law for the magnetic susceptibility is accurate. Physically, the reason that the lowest-order HTSE terms of $`C_{\mathrm{mag}}(T)`$ are of the form $`J_{ij}^2/T^2`$ is that $`C_{\mathrm{mag}}(T)`$ cannot be negative, regardless of the sign(s) of the $`J_{ij}`$.
For the two-leg spin ladder couplings considered in this paper, to lowest order in $`1/T`$ Eq. (52) yields
$`{\displaystyle \frac{C_{\mathrm{mag}}(T)}{Nk_\mathrm{B}}}={\displaystyle \frac{3}{32(k_\mathrm{B}T)^2}}(2J^2`$ $`+`$ $`J_{}^{}{}_{}{}^{2}+2J_{}^{\mathrm{diag}}{}_{}{}^{2}+2J_{}^{\prime \prime }{}_{}{}^{2}`$ (53)
$`+`$ $`2J_{}^{\prime \prime \prime }{}_{}{}^{2}+2J_{}^{3\mathrm{D}}{}_{}{}^{2}).`$ (54)
From comparison with Eq. (54), the HTSE for $`C_{\mathrm{mag}}(T)`$ of isolated $`S=1/2`$ spatially anistropic two-leg Heisenberg ladders ($`J,J^{}0`$) given to lowest order ($`1/T^2`$) in Ref. is found to be incorrect.
### C General $`𝝌^{\mathbf{}}\mathbf{(}𝒕\mathbf{)}`$ Fit Function
The following fit function incorporating the above considerations, and containing the Padé approximant $`𝒫_{(q)}^{(p)}(t)`$, was found capable of fitting the QMC $`\chi ^{}(t)`$ data for a given exchange parameter set to within the accuracy of those data (i.e., to within a $`\chi ^2/\mathrm{DOF}1`$)
$$\chi ^{}(t)=\frac{\mathrm{e}^{\mathrm{\Delta }_{\mathrm{fit}}^{}/t}}{4t}𝒫_{(q)}^{(p)}(t),$$
(56)
$$𝒫_{(q)}^{(p)}(t)=\frac{1+_{n=1}^pN_n/t^n}{1+_{n=1}^qD_n/t^n},$$
(57)
which satisfies the Curie law at high temperatures, where $`\mathrm{\Delta }_{\mathrm{fit}}^{}`$ is not necessarily the same as the true spin gap. In order to further constrain the fit and also to produce a fit which can be accurately extrapolated to high temperatures, we require that a HTSE of Eqs. (III C) reproduce the HTSE in Eqs. (26)–(36), which in turn yields the constraints
$`D_1=(d_1`$ $`+`$ $`N_1)\mathrm{\Delta }^{}_{\mathrm{fit}},`$ (59)
$`D_2=(d_2`$ $`+`$ $`d_1N_1+N_2)\mathrm{\Delta }^{}_{\mathrm{fit}}(d_1+N_1)+{\displaystyle \frac{\mathrm{\Delta }_{\mathrm{fit}}^{}{}_{}{}^{2}}{2}},`$ (60)
$`D_3=(d_3`$ $`+`$ $`d_2N_1+d_1N_2+N_3)\mathrm{\Delta }^{}_{\mathrm{fit}}(d_2+d_1N_1+N_2)`$ (61)
$`+`$ $`{\displaystyle \frac{\mathrm{\Delta }_{\mathrm{fit}}^{}{}_{}{}^{2}}{2}}(d_1+N_1){\displaystyle \frac{\mathrm{\Delta }_{\mathrm{fit}}^{}{}_{}{}^{3}}{6}},`$ (62)
In general, one has
$$D_n=\underset{p=0}{\overset{n}{}}\frac{(\mathrm{\Delta }_{\mathrm{fit}}^{})^p}{p!}\underset{m=0}{\overset{np}{}}d_mN_{npm}.$$
(63)
Unless otherwise explicitly noted for a specific fit, $`D_1,D_2`$ and $`D_3`$ are not independent fitting parameters but are rather determined from the fitting parameters $`N_1,N_2,N_3`$ and $`\mathrm{\Delta }_{\mathrm{fit}}^{}`$ in Eqs. (III C), where $`\mathrm{\Delta }_{\mathrm{fit}}^{}`$ can also be a fitting parameter. To obtain a fit to a QMC $`\chi ^{}(t)`$ data set for a specific set of exchange constants to within the accuracy of the data, i.e. which yielded $`\chi ^2/\mathrm{DOF}1`$, typically required a total of 6–9 independent fitting parameters, which was essentially independent of the number of data points in the data set.
Finally, we reformulated the fit function into a two- or three-dimensional one so that it could not only interpolate and extrapolate $`\chi ^{}`$ versus $`t`$ for a given set of exchange constants but could also interpolate $`\chi ^{}(t)`$ for a range of exchange constants. To do this, we expressed the parameters $`N_n,D_n`$ and sometimes $`\mathrm{\Delta }_{\mathrm{fit}}^{}`$ in Eqs. (III C) as power series in the exchange constants; this also considerably reduced the total number of fitting parameters required to obtain a global fit to $`\chi ^{}(t)`$ data for a given range of exchange constants. This scheme was successfully used except for exchange constant ranges traversing a QCP, for which two piecewise continuous interpolation fits were required for the two exchange constant ranges on opposite sides of the QCP, respectively. The resulting fits to the QMC $`\chi ^{}(t)`$ simulation data and several exchange parameter interpolations are shown as the sets of solid curves in the above QMC data figures, as described in the captions. For most of the QMC simulations, a $`\chi ^2/\mathrm{DOF}1`$ was obtained. The high quality of the fits may therefore perhaps be appreciated from the small errors estimated for the QMC data, especially at the higher temperatures, which varied from $`1`$–10% for $`0.01t0.1`$ to 0.03–0.1% for $`t0.5`$. The details of the fitting procedures and tables of fitted parameters are given in the Appendix.
### D Fit Functions for $`𝝌^{\mathbf{}}\mathbf{(}𝒕\mathbf{)}`$ Derived from <br>Molecular Field Theory
For Heisenberg spin lattices consisting of identical spin subsystems which are weakly coupled to each other, it is sometimes necessary to use a fit function for theoretical $`\chi ^{}(t)`$ data in the paramagnetic phase which contains a minimum number (perhaps only zero, one or two) of fitting parameters, and which still provides a reasonably good fit to the data. Such fit functions can be provided by molecular field theory (MFT) and its extensions as described in this section. Each isolated spin subsystem is assumed to have a known susceptibility $`\chi _0^{}(t)`$. It can be easily shown that if each spin in the entire system is magnetically equivalent to every other spin, with spins in adjacent subsystems coupled by Heisenberg exchange, then the reduced susceptibility $`\chi ^{}(t)`$ in the paramagnetic state of the system is given by MFT as
$$\chi ^{}(t)=\frac{\chi _0^{}(t)}{1+\lambda \chi _0^{}(t)},$$
(65)
or equivalently
$$\frac{1}{\chi ^{}(t)}=\frac{1}{\chi _0^{}(t)}+\lambda ,$$
(66)
where the MFT coupling constant $`\lambda `$ is given by
$$\lambda =\underset{j}{\overset{}{}}\frac{J_{ij}}{J^{\mathrm{max}}},$$
(67)
the prime on the sum over $`j`$ signifies that the sum is only taken over exchange bonds $`J_{ij}`$ from a given spin $`𝑺_i`$ to spins $`𝑺_j`$ not in the same spin subsystem, and $`J^{\mathrm{max}}`$ is the exchange constant in the system with the largest magnitude. By definition, the expression for $`\chi _0^{}(t)`$ does not contain any of these $`J_{ij}`$ interactions which are external to a subsystem. Within MFT, Eqs. (III D) are correct at each temperature in the paramagnetic state not only for bipartite AF spin systems, but also for any system containing subsystems coupled together by any set of FM and/or AF Heisenberg exchange interactions. The only restriction, as noted above, is that each spin in the system is magnetically equivalent to every other spin in the system. Thus, our fit functions derived in this section could have been used to fit $`\chi ^{}(t)`$ data for any of the coupled two-leg ladder spin lattices discussed in this paper, although in general to much lower accuracy than obtained in the above section and the Appendix. However, they do not apply, e.g., to trellis layers containing three-leg ladders, because in this case the spins are not all magnetically equivalent since the magnetic environment of a spin in the central leg of such a ladder is different from that of a spin in the outer two legs of the ladder.
Before proceeding further, we first make contact with the familiar case in which a subsystem consists of a single spin. Then $`\chi _0(T)`$ is the Curie law,
$$\chi _0(T)=\frac{C}{T},$$
(69)
where the Curie constant is
$$C=\frac{Ng^2\mu _\mathrm{B}^2S(S+1)}{3k_\mathrm{B}}.$$
(70)
In reduced units, the Curie law reads
$$\chi _0^{}(t)\frac{\chi _0(T)J^{\mathrm{max}}}{Ng^2\mu _\mathrm{b}^2}=\frac{C^{}}{t},$$
(71)
where the reduced Curie constant $`C^{}`$ and reduced temperature $`t`$ are defined as
$$C^{}\frac{C}{Ng^2\mu _\mathrm{B}^2}=\frac{S(S+1)}{3}.$$
(72)
$$t\frac{k_\mathrm{B}T}{J^{\mathrm{max}}}.$$
(73)
Then our general expression (65) incorporating interactions between the spins yields the Curie-Weiss law $`\chi (T)=C/(T\theta )`$ in reduced form as
$$\chi ^{}(t)=\frac{C^{}}{t\theta ^{}}$$
(75)
with reduced Weiss temperature $`\theta ^{}`$ given by
$$\theta ^{}\frac{k_\mathrm{B}\theta }{J^{\mathrm{max}}}=\frac{S(S+1)}{3}\underset{j}{}\frac{J_{ij}}{J^{\mathrm{max}}},$$
(76)
where we have removed the prime from the sum because in this case all exchange interactions in the system are external to a subsystem which consists only of a single spin $`𝑺_i`$.
Equation (65) can be used as a fit function containing no adjustable parameters to parametrize numerical $`\chi ^{}(t)`$ data for spin systems with weak intersubsystem coupling. In the following, we extend the MFT framework to provide latitude for including adjustable fitting parameters to improve the quality of the fit. To obtain a general form for the fit function for $`S=1/2`$ Heisenberg spin systems we first rewrite the HTSE for $`\chi ^{}(t)`$ in Eqs. (III B), absorbing the HTSE terms for a subsystem back into the exact $`\chi _0^{}(t)`$ for the subsystem which already implicitly contains the correct HTSE for the subsystem, leaving only the external interactions explicit, yielding the modified HTSE
$$\frac{1}{\chi ^{}(t)}=\frac{1}{\chi _0^{}(t)}+4d_1^{}+\frac{4d_2^{}}{t}+\frac{4d_3^{}}{t^2}+\mathrm{},$$
(78)
with
$$4d_1^{}=\frac{1}{J^{\mathrm{max}}}\underset{j}{\overset{}{}}J_{ij},4d_2^{}=\frac{1}{2J_{}^{\mathrm{max}}{}_{}{}^{2}}\underset{j}{\overset{}{}}J_{ij}^2,$$
(79)
$$4d_3^{}=\frac{1}{6J_{}^{\mathrm{max}}{}_{}{}^{3}}\underset{j}{\overset{}{}}J_{ij}^3,$$
(80)
where the prime on the sums has the same meaning as in Eq. (67). Again, $`d_3^{}`$ has additional terms if geometric frustration and/or second-neighbor interactions are present in the intersubsystem couplings. Comparison of Eqs. (III D) and (III D) shows explicitly that MFT exactly yields the first expansion term ($`\lambda =4d_1^{}`$) of the quantum mechanical HTSE for $`\chi ^{}(t)`$ in terms of the exchange constants external to a subsystem. Note that the Weiss temperature in the Curie-Weiss law is always given by Eq. (76), where the sum over $`j`$ is over all magnetic nearest neighbors of a given spin and not just over those external to a subsystem.
We now rewrite the HTSE in Eqs. (III D) in the form
$$\chi ^{}(t)=\frac{\chi _0^{}(t)}{1+f(J_{ij},t)\chi _0^{}(t)},$$
(82)
with
$$f(J_{ij},t)=4d_1^{}+\frac{4d_2^{}}{t}+\frac{4d_3^{}}{t^2}+\mathrm{},$$
(83)
where the $`4d_n^{}`$ parameters for $`n=1`$–3 are the same as given in Eqs. (79) and (80). Equation (82), which is an extension of the MFT prediction in Eq. (65), can be used as a function to fit $`\chi ^{}(t)`$ data for coupled two-leg ladders, where $`\chi _0^{}(t)`$ is then the susceptibility of isolated ladders. The function $`f(J_{ij},t)`$ in Eq. (83), which contains (apart from $`J^{\mathrm{max}}`$) only the intersubsystem exchange constants $`J_{ij}`$ coupling the ladders to each other and is expected to be most accurate at high temperatures, can be modified to provide for the introduction of adjustable fitting parameters as will be further discussed in the Appendix where we obtain fit functions for our
QMC $`\chi ^{}(t)`$ data for the two-leg ladder trellis layer. In addition, especially when the intersubsystem interactions significantly change the spin gap, terms which include the $`J_{ij}`$ interactions external to a subsystem and additional fitting parameters could be included in the $`\chi _0^{}(t)`$ function itself.
## IV Dispersion Relations
The one- and two-magnon dispersion relations $`E(k_y)`$ were computed for $`S=\frac{1}{2}`$ $`2\times 12`$ ladders by exact diagonalization using the Lanczos algorithm for $`J^{}/J=0.5,0.6,\mathrm{}`$, 1.0 and in each case for wavevectors $`k_ya/\pi =0,1/6,2/6,\mathrm{},1`$, where $`k_y`$ is the wavevector in the ladder leg direction and $`a`$ is the nearest-neighbor spin-spin distance; in the discussion below we set $`a=1`$. The results are given in Table I. Our value of the spin-gap for $`J^{}/J=1`$, $`\mathrm{\Delta }/J=\mathrm{0.514\hspace{0.17em}784}`$, is identical to the six significant figures with that calculated for the same spin lattice by Yang and Haxton. This value is about 1.8% higher than for the $`2\times 16`$ ladder (0.505 460 384, Ref. ) and for the bulk limit discussed in Sec. III. The one-magnon dispersion relation data are shown as the symbols in Fig. 22. In the limit $`J^{}/J0`$, the exact dispersion relation calculated for the $`S=1/2`$ AF uniform Heisenberg chain by des Cloizeaux and Pearson in 1962 is $`E(k_y)=(\pi J/2)|\mathrm{sin}(k_y)|=(\pi J/2)[\frac{1}{2}\frac{1}{2}\mathrm{cos}(2k_y)]^{1/2}`$, also shown in Fig. 22, whereas for $`J^{}/J1`$ one has $`E(k_y)=J^{}+J\mathrm{cos}(k_y)`$. Since our dispersion relations are for exchange constant ratios $`0.5J^{}/J1`$ closer to the former limit, we obtained exact fits to the data by the square root of an even seven-term Fourier series, shown as the solid curves in Fig. 22. The spin-gap $`\mathrm{\Delta }`$ for each $`J^{}/J`$ occurs at wavevector $`k_y=\pi /a`$.
Also included in Fig. 22 are the earlier results of Barnes and Riera for $`J^{}/J=2`$ computed using the same algorithm on the same spin lattice. Their data for $`J^{}/J=1`$ and 0.5 (not shown) are in good agreement with our data for these $`J^{}/J`$ values.
A notable feature of the data in Fig. 22 is that the ratio $`E^{\mathrm{max}}/\mathrm{\Delta }`$ of the maximum to the minimum energy of each dispersion relation estimated using the above exact fits to the data is a strong function of $`J^{}/J`$, as shown in Fig. 23, which facilitates obtaining highly precise estimates of $`J^{}/J`$ from neutron scattering data. This observation, previously made by us on the basis of the earlier dispersion relations of Barnes and Riera, was used by Eccleston et al. to estimate $`J^{}/J`$ for the two-leg ladders in $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ from their neutron scattering data on single crystals of this compound. Their data, in turn, motivated us in the present work to compute the dispersion relations on a finer grid of $`J^{}/J`$ values than existed previously. We will discuss these calculations and experimental data further in Sec. VIII.
The lower boundary of the two-magnon continuum ($`k_x=0`$) is shown in Fig. 24 for $`J^{}/J1`$ over much of the $`k_y`$ range. From our data on the finite-size ladder, we cannot clearly distinguish between the two-magnon scattering states and bound states lying near the lower
boundary of the two-magnon continuum for $`k_y\pi `$. Each dashed curve is an exact fit to the respective two-magnon data by the square root (see above) of a six-term Fourier series. The two-magnon excitations are degenerate with the one-magnon spectra over much of the Brillouin zone.
Interladder coupling within the trellis-layer ($`J^{\prime \prime }`$) has virtually no influence on the one-magnon dispersion and on the spin structure factor close to the dispersion minimum, as the contributions due to this coupling interfere destructively at $`k_ya=\pi `$. A coupling $`J^{\prime \prime \prime }`$ in the third ($`z`$) dimension, perpendicular to the trellis layer, will however give an additional dispersion $`J^{\prime \prime \prime }\mathrm{cos}(k_z)`$ that has to be taken into account. Away from the minimum the magnon band disperses also due to the trellis layer interladder coupling $`J^{\prime \prime }`$, most strongly close to the dispersion maximum around $`k_ya\pi /2`$. As was shown by Lidsky and Troyer, the band center is not moved substantially by $`J^{\prime \prime }`$, and averaging over all momenta perpendicular to the ladders, as done by Eccleston et al., essentially recovers the uncoupled ladder dispersion. The neutron scattering function depends of course on the relative contributions of all the magnetic excitations. Our calculations of the dynamical spin structure factor $`S(𝒒,\omega )`$ for
a $`2\times 12`$ ladder and for the experimentally relevant (see Sec. VII) intraladder coupling ratio $`J^{}/J=0.5`$, shown in Fig. 25, demonstrate that around the top of the one-magnon band the two-magnon states have energy and weight comparable to those of the single magnon band. Therefore the two-magnon states should be taken into account when fitting inelastic neutron scattering data to obtain the part of the one-magnon dispersion relation at the higher energies.
Related results for $`S(𝒒,\omega )`$ of $`S=1/2`$ two-leg Heisenberg ladders have been obtained previously. A study of the $`2\times 12`$ ladder with spatially anisotropic exchange by Yang and Haxton indicated that the contribution of the lowest one-magnon triplet states to the response function at wavevector ($`\pi ,\pi `$) increased from 91.7% to 96.7% of the total response at that wavevector as $`J^{}/J`$ increased from 0.4 to 1; the total response itself at this wavevector peaked at $`J^{}/J0.5`$. Calculations of the odd number of magnons sector of $`S(𝒒,\omega )`$ for the $`2\times 16`$ ladder with $`J^{}/J=1`$ were reported by Dagotto et al. Their
results showed that the one-magnon contribution to $`S(𝒒,\omega )`$ continuously decreases as the wavevector decreases from ($`\pi ,\pi `$) to ($`\pi `$,0), which is qualitatively the same as we have found for $`J^{}/J=0.5`$.
## V LDA+U Calculations of Exchange Constants in SrCu<sub>2</sub>O<sub>3</sub>
An ab-initio calculation using the LDA+U method was enlisted to compute the electronic structure of SrCu<sub>2</sub>O<sub>3</sub> and to extract from it the exchange couplings. The atomic coordinates used are those given in Sec. VI below. The LDA+U method has been shown to give good results for insulating transition metal oxides with a partially filled $`d`$-shell. The exchange interaction parameters can be calculated using a procedure based on the Greens function method which was developed by A. I. Lichtenstein. This method was successfully applied for calculation of the exchange couplings in KCuF<sub>3</sub> (Ref. ) and in layered vanadates CaV<sub>n</sub>O<sub>2n+1</sub>.
The LDA+U method is essentially the Local Density Approximation (LDA) modified by a potential correction restoring a proper description of the Coulomb interaction between localized $`d`$-electrons of transition metal ions. This is written in the form of a projection operator
$$\widehat{H}=\widehat{H}_{\mathrm{LSDA}}+\underset{mm^{}}{}inlm\sigma V_{mm^{}}^\sigma inlm^{}\sigma ,$$
(84)
$`V_{mm^{}}^\sigma `$ $`=`$ $`{\displaystyle \underset{\{m\}}{}}\{m,m^{\prime \prime }V_{ee}m^{},m^{\prime \prime \prime }n_{m^{\prime \prime }m^{\prime \prime \prime }}^\sigma `$ (88)
$`+(m,m^{\prime \prime }V_{ee}m^{},m^{\prime \prime \prime }`$
$`m,m^{\prime \prime }V_{ee}m^{\prime \prime \prime },m^{})n_{m^{\prime \prime }m^{\prime \prime \prime }}^\sigma \}`$
$`U\left(N{\displaystyle \frac{1}{2}}\right)+J\left(N^\sigma {\displaystyle \frac{1}{2}}\right),`$
where $`inlm\sigma `$ ($`i`$ denotes the site, $`n`$ the main quantum number, $`l`$\- orbital quantum number, $`m`$\- magnetic number and $`\sigma `$\- spin index) are $`d`$-orbitals of transition metal ions. The density matrix is defined by
$$n_{mm^{}}^\sigma =\frac{1}{\pi }^{E_F}\mathrm{Im}G_{inlm,inlm^{}}^\sigma (E)𝑑E,$$
(89)
where $`G_{inlm,inlm^{^{}}}^\sigma (E)=inlm\sigma (E\widehat{H})^1inlm^{^{}}\sigma `$ are the elements of the Green function matrix, $`N^\sigma =Tr(n_{mm^{}}^\sigma )`$, and $`N=N^{}+N^{}`$. $`U`$ and $`J`$ are screened Coulomb and exchange parameters calculated via the so-called “supercell” procedure and found to be $`U=7.79`$ eV and $`J=0.92`$ eV, respectively. The calculation scheme was realized in the framework of the Linear Muffin-Tin Orbitals (LMTO) method based on the Stuttgart TBLMTO-47 computer code.
The inter-site exchange couplings were calculated with a formula which was derived using the Green function method as the second derivative of the ground state energy with respect to the magnetic moment rotation angle
$$J_{ij}=\underset{\{m\}}{}I_{mm^{}}^i\chi _{mm^{}m^{\prime \prime }m^{\prime \prime \prime }}^{ij}I_{m^{\prime \prime }m^{\prime \prime \prime }}^j,$$
(90)
where the spin-dependent potentials $`I`$ are expressed in terms of the potentials of Eq. (88) as
$$I_{mm^{}}^i=V_{mm^{}}^iV_{mm^{}}^i.$$
(91)
The effective inter-sublattice susceptibilities are defined in terms of the LDA+U eigenfunctions $`\psi `$ as
$$\chi _{mm^{}m^{\prime \prime }m^{\prime \prime \prime }}^{ij}=\underset{𝐤nn^{}}{}\frac{n_{n𝐤}n_{n^{}𝐤}}{ϵ_{n𝐤}ϵ_{n^{}𝐤}}\psi _{n𝐤}^{ilm^{}}\psi _{n𝐤}^{jlm^{\prime \prime }}\psi _{n^{}𝐤}^{ilm^{}}\psi _{n^{}𝐤}^{jlm^{\prime \prime \prime }}.$$
(92)
Equation (90) was derived as a second derivative of the total energy with respect to the angle between spin directions of the LDA+U solution. The LDA+U method is the analogue of the Hartree-Fock (HF, mean-field) approximation for a degenerate Hubbard model. While in the multi-orbital case a mean-field approximation gives reasonably good estimates for the total energy, for the non-degenerate Hubbard model it is known to underestimate the triplet-singlet energy difference (and thus the value of effective exchange parameter $`J_{ij}`$) by a factor of two for a two-site problem ($`E_{\mathrm{HF}}=\frac{2t^2}{U}`$ and $`E_{\mathrm{exact}}=\frac{4t^2}{U}`$, where $`tU`$ is the inter-site hopping parameter). Thus the $`J`$ value calculated by expression (90) was multiplied by a factor of two to correct the Hartree-Fock value. The calculated results are presented in Table II.
## VI Structure Refinements of SrCu<sub>2</sub>O<sub>3</sub> and Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>
Up to now the detailed crystal structure of the two-leg ladder compound SrCu<sub>2</sub>O<sub>3</sub> has not been reported. This is necessary as input to our LDA+U calculations in the previous section. Here we give our refinement results for this compound as well as those for the three-leg ladder compound Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>. Powder X-ray diffraction data were collected with a Rigaku RAD-C diffractometer equipped with a graphite crystal monochrometer (CuK$`\alpha `$ radiation, 30 kV, 100 mA). Data were collected from 20 to 120 with a step width of 0.02 . Lattice parameters and the atomic positions were refined by a Rietveld technique using Rietan software.
Our crystal data for SrCu<sub>2</sub>O<sub>3</sub> and Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> are given in Table III. The atomic positions for Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> are in good agreement with those of Kazakov et al. determined from Rietveld refinement of powder neutron diffraction data, but our lattice parameters are significantly smaller, indicating a possible homogeneity range and/or variable density of defects in this compound. Selected interatomic distances and bond angles are listed for both compounds in Table IV.
## VII Experimental Magnetic Susceptibilies and Modeling
### A Introduction
For the three cuprate spin ladder compounds for which experimental magnetic susceptibility $`\chi (T)M/H`$ data are presented below, where $`M`$ is the magnetization and $`H=0.1`$ or 1 T is the applied magnetic field, we fitted the $`\chi (T)`$ data per mole of Cu by the expression
$$\chi (T)=\chi _0+\frac{C_{\mathrm{imp}}}{T\theta }+\chi ^{\mathrm{spin}}(T),$$
(94)
where
$$\chi _0=\chi ^{\mathrm{core}}+\chi ^{\mathrm{VV}},$$
(95)
$`\chi ^{\mathrm{spin}}(T)`$ $`=`$ $`{\displaystyle \frac{N_\mathrm{A}g^2\mu _\mathrm{B}^2}{J^{\mathrm{max}}}}\chi ^{}(t)`$ (96)
$`=`$ $`\left(0.3751{\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}}}\right){\displaystyle \frac{g^2}{J^{\mathrm{max}}/k_\mathrm{B}}}\chi ^{}\left({\displaystyle \frac{k_\mathrm{B}T}{J^{\mathrm{max}}}}\right)`$ (97)
and $`N_\mathrm{A}`$ is Avogadro’s number. The first term $`\chi _0`$ in Eq. (94), according to Eq. (95), is the sum of the orbital diamagnetic core contribution $`\chi ^{\mathrm{core}}`$ and paramagnetic Van Vleck contribution $`\chi ^{\mathrm{VV}}`$ which are normally essentially independent of $`T`$; these contributions, especially $`\chi ^{\mathrm{VV}}`$, are very difficult to estimate accurately a priori. The second term in Eq. (94) is the extrinsic impurity Curie-Weiss term with impurity Curie constant $`C_{\mathrm{imp}}`$ and Weiss temperature $`\theta `$ which gives a low-temperature
upturn in $`\chi (T)`$ not predicted by theory for the intrinsic spin susceptibility $`\chi ^{\mathrm{spin}}(T)`$ and is assumed to arise from paramagnetic impurities and/or defects. The fitted $`C_{\mathrm{imp}}`$ values are typically $`10^3\mathrm{cm}^3\mathrm{K}/\mathrm{mol}\mathrm{Cu}`$, corresponding to a few tenths of an atomic percent with respect to Cu of paramagnetic species with $`S=1/2`$ and $`g=2`$. The $`\theta `$ is typically $`2`$ K which may indicate AF interactions between the impurity magnetic moments, the occurrence of single-impurity-ion crystal field effects, and/or compensate for paramagnetic saturation of the magnetic impurities at low temperatures in the fixed field of the measurements. For a given sample $`C_{\mathrm{imp}}`$ and $`\theta `$ are nearly independent of the model and parameters for $`\chi ^{\mathrm{spin}}(T)`$, for which the QMC data were presented and fitted in previous sections.
For a given experimental $`\chi (T)`$ data set, there are potentially at least six fitting parameters: $`\chi _0`$, $`C_{\mathrm{imp}}`$, $`\theta `$, $`g`$, $`J^{\mathrm{max}}`$ and at least one additional exchange parameter. In addition, from Eq. (97), the fitted $`g`$ and $`J^{\mathrm{max}}`$ are intrinsically strongly correlated and thus even minor inaccuracies in the experimental data can cause the fitted $`g`$ and $`J^{\mathrm{max}}`$ parameters for a given type of fit to vary significantly ($`\pm 20`$% or more) from sample to sample of a given compound. Therefore it is important to constrain the $`g`$-value to lie within a physically reasonable range. Unfortunately, ESR measurements of the intrinsic (bulk) Cu<sup>+2</sup> $`g`$-values in SrCu<sub>2</sub>O<sub>3</sub>, Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> and LaCuO<sub>2.5</sub> are not available, although $`g=2.14`$ was reported for Cu defects in both SrCu<sub>2</sub>O<sub>3</sub> and Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>. Fortunately, in all Cu<sup>+2</sup>-containing oxide compounds for which ESR data are available of which we are aware, the powder-average $`g`$-value is always in the narrow approximate range 2.10(5), as illustrated for representative compounds in Table V. We will also be investigating the $`\chi (T)`$ of CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> below. The $`g`$-values for $`S=1/2`$ V<sup>+4</sup> compounds are observed to be in a narrow range about $`g=1.96`$, the sign and magnitude of the deviation from 2 being respectively opposite and smaller than for Cu<sup>+2</sup> due to the opposite (positive) sign and smaller magnitude of the spin-orbit coupling constant for V compared to that of Cu. Representative $`g`$-values observed for V<sup>+4</sup> species in several materials are given in Table V. In our fits, we will use the fixed value $`g=1.96`$ determined for powder samples of CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> by Onoda and coworkers using ESR.
Before proceeding to presentation and modeling of the experimental $`\chi (T)`$ data, we comment briefly on units. The popular commercial Quantum Design SQUID magnetometer, used also here, reads out the magnetic moment of a sample in units of “emu”. Unfortunately this “unit” is useless for unit conversions, and authors use this same “unit” variously for magnetic moment and magnetic susceptibility, which of course are not the same quantities. Here we use cgs units with one exception (T). The unit for magnetic moment (an “emu”) is $`\mathrm{G}\mathrm{cm}^3\mathrm{erg}/\mathrm{G}`$ (e.g., 1 $`\mu _\mathrm{B}=9.274\times 10^{21}`$ G cm<sup>3</sup>), for molar magnetization G cm<sup>3</sup>/mol, for magnetic field $`H`$ and magnetic induction $`B`$ G = Oe, for susceptibility of a sample cm<sup>3</sup> and for molar susceptibility cm<sup>3</sup>/mol. For convenience, we occasionally quote applied magnetic fields using the SI magnetic field unit T $`10^4`$ G.
### B SrCu<sub>2</sub>O<sub>3</sub>
$`\chi (T)`$ data for three polycrystalline samples of SrCu<sub>2</sub>O<sub>3</sub> were fitted by the above QMC $`\chi ^{}(t)`$ simulations. Data for sample 1 in the temperature range from 4 to 650 K, shown in Fig. 26, have been previously reported. Samples 2 and 3 are new; data were obtained for these samples from 4 to 400 K, as shown in Fig. 30 below. $`\chi (T)`$ for each of the samples increases monotonically with $`T`$ from $`70`$ K up to our high-$`T`$ measurement limit. At lower $`T`$, an upturn in $`\chi (T)`$ is seen for each sample which we attribute to paramagnetic impurities and/or defects.
We measured the low-$`T`$ magnetization $`M`$ versus applied magnetic field $`H`$ in detail for sample 3, as shown in Fig. 27. For 25 K $`T300`$ K, $`M`$ is found to be proportional to $`H`$ for this sample to within our precision. Significant negative curvature arises at 10 K and below, attributed to saturation of paramagnetic impurities and/or defects. The slope of the lowest-$`H`$ (1–3 kG) molar $`M(H)`$ data from 2 to 10 K yielded the true $`\chi (T)`$ (i.e., the low-field limit), which was fitted very well by a constant term plus a Curie-Weiss term
$$\chi =\chi _0+\frac{C_{\mathrm{imp}}}{T\theta }$$
(99)
with parameters
$$\chi _0=0.52(1)\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{Cu}},$$
(100)
$`C_{\mathrm{imp}}`$ $`=`$ $`{\displaystyle \frac{f_{\mathrm{imp}}N_\mathrm{A}g_{\mathrm{imp}}^2\mu _\mathrm{B}^2S_{\mathrm{imp}}(S_{\mathrm{imp}}+1)}{3k_\mathrm{B}}}`$ (101)
$`=`$ $`0.000654(9){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{Cu}}},`$ (102)
$$\theta =0.61(3)\mathrm{K},$$
(103)
where $`f_{\mathrm{imp}}`$ is the fraction of impurities with respect to Cu with spin $`S_{\mathrm{imp}}`$ and $`g`$-factor $`g_{\mathrm{imp}}`$.
We have performed fits to the $`M(H)`$ data in Fig. 27 by
$$M=\chi _0H+f_{\mathrm{imp}}Ng_{\mathrm{imp}}S_{\mathrm{imp}}\mu _\mathrm{B}B_{S_{\mathrm{imp}}}(x),$$
(105)
$$x=\frac{g_{\mathrm{imp}}S_{\mathrm{imp}}\mu _\mathrm{B}H}{k_\mathrm{B}(T\theta )},$$
(106)
where $`\chi _0`$ and $`\theta `$ were fixed to the observed values in Eqs. (26), $`B_{S_{\mathrm{imp}}}(x)`$ is the Brillouin function describing the magnetization vs field of the impurity spins, and the parameter $`x`$ has been modified from the usual form (without $`\theta `$) so that the expansion of Eqs. (27) for $`H0`$ gives the correct observed behavior in Eq. (99). The impurity Weiss temperature $`\theta `$ can arise from interactions between the impurity spins and/or from single-ion effects associated with splitting of the impurity spin energy levels. The $`f_{\mathrm{imp}}`$ is fixed uniquely by the observed $`C_{\mathrm{imp}}`$ and by $`S_{\mathrm{imp}}`$ and $`g_{\mathrm{imp}}`$ in Eq. (102). Fitting the $`M(H)`$ data at 10 K showed that $`g_{\mathrm{imp}}2`$ and $`S_{\mathrm{imp}}3/2`$; lower spin values cannot give the strong negative curvature in $`M(H)`$ extending up to $`10`$ K. Then fixing $`S_{\mathrm{imp}}=3/2`$, the only remaining adjustable parameter is $`g_{\mathrm{imp}}`$, and from a two-dimensional global fit to all the $`M(H)`$ data in Fig. 27 we obtained $`g_{\mathrm{imp}}=2.093(7)`$; the fit is shown by the set of solid curves in Fig. 27. This $`g`$-value is within the range expected for Cu<sup>+2</sup> as discussed above, but is slightly smaller than that (2.14) found by ESR for magnetic defects in SrCu<sub>2</sub>O<sub>3</sub>. Hence the impurity spin may consist of ferromagnetically coupled Cu<sub>3</sub> clusters. The fit is very good from 5 to 10 K, but deteriorates progressively for $`T=4`$, 3 and 2 K. Thus including $`\theta `$ in Eq. (106), which is a high-$`T`$ mean-field like approximation, is not nor was expected to be accurate at the lowest temperatures. We have carried out fits of the exact expression (without $`\theta `$) for $`M(H,T)`$ of a spin $`S=3/2`$ impurity with the $`S_z`$ levels split by a single-ion interaction $`DS_z^2`$, for which the high-$`T`$ approximation gives $`\theta =4D/5`$. The $`S_z=\pm 1/2`$ levels were indeed found to be the ground levels ($`D>0`$), with $`D`$ close to that predicted from the observed $`\theta `$ in Eq. (103). This treatment improved the fit to the low-$`T`$ data at large $`H`$ at the expense of a poorer fit at low $`H`$, but with an improvement in the overall fit. We will not present or further discuss such detailed fits here.
#### 1 Isolated Ladder Fits
Figure 26 shows the $`\chi (T)`$ for sample 1 along with the best fit (solid curve) by Eqs. (VII A), where $`J^{\mathrm{max}}=J`$, $`g2.1`$ and $`\chi ^{}(t)`$ is our fit to the QMC data for isolated ladders ($`J^{\mathrm{diag}}=0`$) with spatially anisotropic exchange, for which the parameters are
$`\chi _0=0.27(4)\times 10^5{\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{Cu}}},`$
$`C_{\mathrm{imp}}=0.00105(2){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{Cu}}},\theta =2.4(1)\mathrm{K},`$
$$\frac{J}{k_\mathrm{B}}=1905(5)\mathrm{K},\frac{J^{}}{J}=0.488(3).$$
(107)
We will not continue to quote $`\chi _0`$, $`C_{\mathrm{imp}}`$ and $`\theta `$ values from the fits since these were essentially the same for all the fits to be described. Also shown as the dashed curves in Fig. 26 are the best fits obtained by setting $`J^{}/J`$ at the fixed values of 0.3 and 0.7; for these very poor fits, $`J/k_\mathrm{B}=1870(100)`$ K and 1827(21) K were obtained, respectively.
Next, we fixed $`g`$ at 2.0 to 2.2 in 0.05 increments and for each $`g`$-value determined the best-fit parameters for each of the three samples for the isolated ladder model, which are plotted versus $`g`$ in Fig. 28. Over the physically most reasonable $`g`$-value range $`2.10(5)`$ discussed above, from the fit parameters for all three samples taken together we estimate that $`J^{}/J=0.48(3)`$ and $`J/k_\mathrm{B}=1970(150)`$ K.
Eccleston et al. and Azuma et al. have found from inelastic neutron scattering measurements on the Cu<sub>2</sub>O<sub>3</sub> two-leg ladders in Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> and SrCu<sub>2</sub>O<sub>3</sub> that $`\mathrm{\Delta }/k_\mathrm{B}=377(1)`$ K and $`380`$ K, respectively. As discussed in Sec. VIII below, Eccleston et al. also infer that $`J^{}/J=0.55`$ and $`J/k_\mathrm{B}=1510`$ K. Using the parameters of Eccleston et al., we fitted the data for our SrCu<sub>2</sub>O<sub>3</sub> samples after setting $`g=2.1`$. The fit for sample 1 is shown as “Fit 1” (dashed curve) in Fig. 29; similarly bad fits were obtained for samples 2 and 3. We then allowed
$`J^{}/J`$ and $`J/k_\mathrm{B}`$ to vary, subject in Eq. (17) to the constraint that the spin gap is given by the accurate neutron scattering result $`\mathrm{\Delta }/k_\mathrm{B}=377`$ K; the result is “Fit 2” in Fig. 29 (the fit parameters are given in the figure), which is obviously a much better fit.
Continuing with the isolated ladder model, we now include the FM nonfrustrating diagonal intraladder coupling $`J^{\mathrm{diag}}`$ in the fits. As discussed in Sec. V above, our LDA+U calculations predict that $`J^{\mathrm{diag}}/J0.1`$. Shown in Fig. 30 is the best fit for each of the three samples assuming fixed $`g=2.1`$ and $`J^{\mathrm{diag}}/J=0.1`$. The fits yielded $`J^{}/J=0.481(4)`$ and $`J/k_\mathrm{B}=1854(6)`$ K for sample 1 with a relative rms deviation $`\sigma _{\mathrm{rms}}=1.98`$%, $`J^{}/J=0.493(2)`$, $`J/k_\mathrm{B}=1883(3)`$ K and $`\sigma _{\mathrm{rms}}=0.54`$% for sample 2, and $`J^{}/J=0.471(2)`$, $`J/k_\mathrm{B}=1930(4)`$ K and $`\sigma _{\mathrm{rms}}=0.71`$% for sample 3. These $`J^{}/J`$ and $`J/k_\mathrm{B}`$ parameters are well within the respective ranges determined above for $`J^{\mathrm{diag}}=0`$. To determine the sensitivity of these parameters to the assumed $`g`$-value in the presence of a $`J^{\mathrm{diag}}=0.1`$, we again fixed $`g`$ at 2.0 to 2.2 in 0.05 increments and for each $`g`$-value determined the best-fit parameters for each of the three samples, which are plotted versus $`g`$ in Fig. 31. For the fixed parameter ranges $`g=2.10(5)`$ and $`J^{\mathrm{diag}}=0.05(5)`$, from the fit parameters for all three samples taken together we estimate that $`J^{}/J=0.48(4)`$ and $`J/k_\mathrm{B}=1950(170)`$ K, nearly the same as for $`J^{\mathrm{diag}}=0`$ above. Thus the fit parameters are not very sensitive to the precise value of $`J^{\mathrm{diag}}/J`$, at least if its magnitude is much less than unity.
#### 2 Coupled Ladder Fits
It has been suggested that the frustrating trellis layer interladder coupling should be ferromagnetic because it involves Hund’s rule coupling through $`90^{}`$ Cu-O-Cu bonds. Its magnitude was estimated to be about an order of magnitude smaller than the intraladder coupling, i.e. $`J^{\prime \prime }/J0.1`$. Our LDA+U calculations in Sec. V indicate an even smaller magnitude. We carried out fits to the $`\chi (T)`$ data for all three $`\mathrm{SrCu}_2\mathrm{O}_3`$ samples by this model with fixed $`g=2.1`$ but allowing all three parameters $`J/k_\mathrm{B},J^{}/J`$ and $`J^{\prime \prime }/J`$ to vary. The fitted values of $`J^{\prime \prime }/J`$ were in the range $`0.7J^{\prime \prime }/J0.9`$ (two of the three fitted values are outside the range of validity of the fit), showing that $`J^{\prime \prime }/J`$ is too strongly correlated with the other two parameters to allow all three exchange constants to be simultaneously varied. Shown in Fig. 32 are the best fits to the data for samples 1, 2 and 3 assuming the fixed values $`g=2.1`$ and $`J^{\prime \prime }/J=0.1`$. The fit parameters are $`J/k_\mathrm{B}=1944(5)`$ K, $`J^{}/J=0.476(2)`$ and $`\sigma _{\mathrm{rms}}=1.46`$% for sample 1, $`J/k_\mathrm{B}=2000(3)`$ K, $`J^{}/J=0.474(2)`$ and $`\sigma _{\mathrm{rms}}=0.65`$% for sample 2 and $`J/k_\mathrm{B}=2051(3)`$ K, $`J^{}/J=0.455(2)`$ and $`\sigma _{\mathrm{rms}}=0.79`$% for sample 3.
In Fig. 33 we compare the parameters obtained for fixed $`J^{\prime \prime }/J=0.2`$ and 0 and for fixed $`g`$-values from 2 to 2.2. From this figure we infer from the fit parameters for all three samples taken together that for the ranges $`g=2.10(5)`$ and $`J^{\prime \prime }/J=0.1(1)`$, the intraladder exchange constants are $`J^{}/J=0.465(40)`$ and $`J/k_\mathrm{B}=2000(180)`$ K.
The quality of stacked-ladder fits to the data is very sensitive to the value of $`J^{}/J`$ and of the interladder coupling $`J^{\prime \prime \prime }/J`$ perpendicular to the plane of the ladders, because the shape of the theoretically predicted spin susceptibility $`\chi ^{}(t)`$ depends strongly on these parameters due to the proximity to a QCP. Thus when we fit the
experimental data by the predictions only small values of $`J^{\prime \prime \prime }/J`$ can fit the data. We find that of the two possibilities $`J^{}/J=0.5`$ and 1 for which we carried out QMC $`\chi ^{}(t)`$ simulations, fits with $`J^{}/J=1`$ are very poor, in contrast to the excellent fits obtained with $`J^{}/J=0.5`$. Shown in Fig. 34 are the respective exchange parameters and best fits to the $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub> sample 1 assuming $`g=2.1`$. For either assumed $`J^{}/J`$ value, the fitted $`J^{\prime \prime \prime }/J`$ values are consistent with SrCu<sub>2</sub>O<sub>3</sub> being in the gapped part of the phase diagram. Concentrating now on fits with $`J^{}/J=0.5`$, the sensitivities of the fitted $`J^{\prime \prime \prime }/J`$ and $`J/k_\mathrm{B}`$ values to the assumed $`g`$-value are shown in Fig. 35(a) for fixed $`g`$-values from 2.0 to 2.2. In contrast to other fits discussed above, the rms deviation of a fit from the data depends rather strongly on the assumed $`g`$-value, as illustrated in Fig. 35(b), where the optimum $`g`$-values for the fits to the data for two of the three samples are seen to be consistent with the range 2.10(5) we have assumed when quoting the exchange constants derived from the other fits above. From Fig. 35(a), the exchange constants for the $`g`$-value range 2.10(5) are $`J^{\prime \prime \prime }/J=0.01(1)`$ and $`J/k_\mathrm{B}=1920(70)`$ K. These parameters and the fit quality are essentially identical with those determined for the optimum isolated ladder fit in Fig. 26, so we will not plot the fit for the present case.
### C $`\mathrm{𝐒𝐫}_\mathrm{𝟐}\mathrm{𝐂𝐮}_\mathrm{𝟑}𝐎_\mathrm{𝟓}`$
The $`\chi (T)`$ measured in $`H=1`$ T by Azuma et al. for the three-leg ladder trellis layer compound $`\mathrm{Sr}_2\mathrm{Cu}_3\mathrm{O}_5`$ from 5 to 650 K is shown in Fig. 36(a). The expanded plot of the low-$`T`$ data in Fig. 36(b) exhibits a cusp at $`50`$ K, evidently associated with the short-range spin-glass-type ordering observed for this compound at $`52`$ K from $`\mu `$SR measurements. We fitted the data in Fig. 36(a) by Eqs. (VII A), where $`\chi ^{}(t)`$ is our global fit to the QMC simulation data for the three-leg $`S=1/2`$ ladder with spatially anisotropic exchange. The best fit for $`g=2.1`$ is shown as the heavy solid curve in Fig. 36(a); the spin susceptibility contribution is shown as the light solid curve and the contributions $`\chi _0+C_{\mathrm{imp}}/(T\theta )`$ as the dashed curve. The parameters of the fit are
$$\chi _0=0.8(2)\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{Cu}},$$
(109)
$$C_{\mathrm{imp}}=0.00053(26)\frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{Cu}},\theta =41(15)\mathrm{K},$$
(110)
$$\frac{J^{}}{J}=0.60(4),\frac{J}{k_\mathrm{B}}=1814(22)\mathrm{K}.$$
(111)
The relative rms fit deviation (1.3%) is found to be nearly independent of the assumed value of $`g`$. For an allowed $`g`$-value range 2.1(1), the fitted parameter ranges become
$$\chi _0=0.8(5)\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{Cu}},$$
(113)
$$C_{\mathrm{imp}}=0.0005(4)\frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{Cu}},\theta =41(20)\mathrm{K},$$
(114)
$$\frac{J^{}}{J}=0.60(7),\frac{J}{k_\mathrm{B}}=1810(130)\mathrm{K}.$$
(115)
On the other hand, the lowest-$`T`$ data in Fig. 36(a) do not show any direct evidence for the existence of an impurity Curie-Weiss contribution. In addition, the expanded plot in Fig. 36(b) shows evidence that the reported spin-glass transition at $`50`$ K affects $`\chi (T)`$ and also suggests that there are pretransitional effects. We therefore refitted the data only above 100 K in Fig. 36(a) assuming $`C_{\mathrm{imp}}=0`$. The resulting fitting parameters for the range $`g=2.1(1)`$ were
$$\chi _0=0.4(2)\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{Cu}},$$
(117)
$$\frac{J^{}}{J}=0.66(5),\frac{J}{k_\mathrm{B}}=1810(150)\mathrm{K}.$$
(118)
For the reasons mentioned, these parameters are considered to be more reliable than those in Eqs. (VII C) and (36). The ratio $`J^{}/J`$ thus appears to be somewhat larger and the value of $`J`$ a little smaller than the respective values in SrCu<sub>2</sub>O<sub>3</sub>.
With regard to the exchange constants obtained in this section, it should be kept in mind that we have implicitly assumed that the exchange constant along the central leg of the three-leg ladder is the same as that along the outer two legs. This is not necessarily the case (see the discussion in Sec. VIII).
### D LaCuO<sub>2.5</sub>
$`\chi (T)`$ data for two polycrystalline samples of LaCuO<sub>2.5</sub> were fitted by our QMC $`\chi ^{}(t)`$ simulations. Data for sample 1 in the temperature range from 4 to 550 K have been previously reported. Sample 2 is new; data were obtained for this sample from 4 to 350 K. The data for both samples are shown as filled and open circles in Fig. 37, respectively. Long-range AF ordering has been found from NMR and $`\mu `$SR measurements at $`T_\mathrm{N}110`$–125 K, as noted in the Introduction. Shown in Fig. 38 are expanded plots of the measured $`\chi (T)`$ data for the two samples from 60 to 160 K. Although one could perhaps infer the occurrence of an anomaly in each set of data in the range between 115 and 130 K, we conclude that there is no clearly defined magnetic ordering anomaly in the $`\chi (T)`$ data for either of our two samples in this $`T`$ range.
We fitted the $`\chi (T)`$ data for each of the two samples by Eqs. (VII A), where $`\chi ^{}(t)`$ is our fit to our QMC simulations for LaCuO<sub>2.5</sub>-type 3D coupled ladders with no spin gap. Because the $`\chi ^{}(t)`$ fit function is three-dimensional, we could vary the fitting parameters $`J,J^{3\mathrm{D}}/J`$ and $`J^{}/J`$ simultaneously to obtain the best fit. We found that with any reasonable $`g2`$, the possibility $`J^{}/J1`$ could be ruled out by the bad quality of the fits to the data. Good fits were obtained for $`J^{}/J0.5`$. Setting $`J^{}/J=0.5`$ and $`g=2.1`$ yielded a fit to the data for each sample with parameters
$`\mathrm{Sample}1:`$ (120)
$`\chi _0`$ $`=`$ $`3.0(1)\times 10^5{\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}}},`$ (121)
$`C_{\mathrm{imp}}`$ $`=`$ $`0.00187(3){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}}},\theta =6.4(2)\mathrm{K},`$ (122)
$`{\displaystyle \frac{J}{k_\mathrm{B}}}`$ $`=`$ $`1741(16)\mathrm{K},{\displaystyle \frac{J^{3\mathrm{D}}}{J}}=0.049(1),`$ (123)
$`\mathrm{Sample}2:`$ (125)
$`\chi _0`$ $`=`$ $`3.5(1)\times 10^5{\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}}},`$ (126)
$`C_{\mathrm{imp}}`$ $`=`$ $`0.00153(1){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}}},\theta =5.52(9)\mathrm{K},`$ (127)
$`{\displaystyle \frac{J}{k_\mathrm{B}}}`$ $`=`$ $`1586(14)\mathrm{K},{\displaystyle \frac{J^{3\mathrm{D}}}{J}}=0.058(1),`$ (128)
as shown by the solid curves in Fig. 37. Allowing the parameter $`J^{}/J`$ to vary during the fits yielded equivalent quality fits with exchange constants $`J/k_\mathrm{B}`$ = 2690(560) K, $`J^{}/J`$ = 0.562(6) and $`J^{3\mathrm{D}}/J=0.038(10)`$ for sample 1 and $`J/k_\mathrm{B}`$ = 1505(39) K, $`J^{}/J`$ = 0.484(8) and $`J^{3\mathrm{D}}/J=0.056(2)`$ for sample 2, which are similar to those in Eqs. (VII D) assuming $`J^{}/J=0.5`$. The values of $`J^{3\mathrm{D}}/J`$ are close to the value $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J=0.036(1)`$ at the QCP for FM $`J^{3\mathrm{D}}/J`$ values and $`J^{}/J=0.5`$, and are on the ordered side of the QCP as expected from the observed AF ground state.
We also carried out fits to the $`\chi (T)`$ data in which we allowed $`g`$ to vary along with the exchange constants, but due to the strong correlation especially between $`g`$ and $`J`$, the estimated standard deviations on the parameters were very large and the fitted $`g`$ and exchange constant parameters are therefore uninformative, but are consistent within the errors with those given above. Finally, we also carried out fits to the data assuming that $`J^{}/J=0.5`$ or 1 and that a spin gap exists in LaCuO<sub>2.5</sub>, but the fits for each $`J^{}/J`$ yielded $`J^{3\mathrm{D}}/J`$ values outside the ranges of validity of the respective QMC data fit functions, indicating that the assumption of the existence of a spin gap is incorrect, consistent with the fitting results obtained above assuming a gapless excitation spectrum.
### E CaV<sub>2</sub>O<sub>5</sub>
The $`\chi (T)`$ data measured for CaV<sub>2</sub>O<sub>5</sub> and CaV<sub>3</sub>O<sub>7</sub> up to 700 K are shown in Fig. 39; we include data for the latter compound, which exhibits long-range AF ordering below $`T_\mathrm{N}23`$ K according to Ref. (we find $`T_\mathrm{N}=25`$ K), because the former compound contains the latter as an impurity phase which must be corrected for. $`M(H)`$ isotherms at 5, 100 and 200 K are shown for CaV<sub>2</sub>O<sub>5</sub> in Fig. 40. To within our precision, $`MH`$ at 100 and 200 K, but pronounced negative curvature is apparent at 5 K for $`H1`$ T. We were able to fit the data at 5 K very well by Eqs. (27) assuming $`g_{\mathrm{imp}}=1.96`$ and $`S_{\mathrm{imp}}=1/2`$,
as shown by the solid curve in the figure. The fitting parameters were
$$\chi _0=10.47\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{V}},$$
(130)
$$f_{\mathrm{imp}}=0.0181\%,\theta =+4.17\mathrm{K}(\mathrm{ferromagnetic}),$$
(131)
with a variance of 0.000420 (G cm<sup>3</sup>/mol V)<sup>2</sup>.
In view of the observation of Luke et al. of an anomaly in $`\chi (T)`$ and of spin-freezing by $`\mu `$SR at $`50`$ K in CaV<sub>2</sub>O<sub>5</sub>, we looked carefully at our $`\chi (T)`$ data for this compound near this temperature, and indeed found a small but clearly defined cusp at 44 K in the measured data, as shown in Fig. 41. This anomaly presumably cannot arise from the CaV<sub>3</sub>O<sub>7</sub> impurity phase in our sample, since the AF ordering transition in pure CaV<sub>3</sub>O<sub>7</sub> occurs at $`25`$ K. In the following, we limit our theoretical fits to the data for CaV<sub>2</sub>O<sub>5</sub> in the temperature range $`T>50`$ K.
We first fitted the data for CaV<sub>2</sub>O<sub>5</sub> from 50 to 700 K by
$`\chi (T)=\chi _0`$ $`+`$ $`{\displaystyle \frac{C_{\mathrm{imp}}}{T}}+f\chi ^{\mathrm{CaV}_3\mathrm{O}_7}(T)`$ (133)
$`+`$ $`(1f)\left(0.3751{\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{V}}}\right){\displaystyle \frac{g^2}{J^{}/k_\mathrm{B}}}\chi ^{}(t),`$ (134)
$$\chi ^{}(t)=\frac{\chi ^{,\mathrm{dimer}}(t)}{1+\lambda \chi ^{,\mathrm{dimer}}(t)},$$
(135)
$$t\frac{k_\mathrm{B}T}{J^{}},\lambda \frac{\underset{j}{\overset{}{}}J_{ij}}{J^{}},$$
(136)
where $`f`$ is the molar fraction of the sample with respect to V consisting of the CaV<sub>3</sub>O<sub>7</sub> impurity phase, $`\chi ^{\mathrm{CaV}_3\mathrm{O}_7}(T)`$ is a fit to the measured susceptibility of this impurity phase per mole of V, $`\chi ^{}(t)`$ is the reduced spin susceptibility of a coupled dimer system according to the molecular field theory (MFT) in Sec. III D, with molecular field coupling constant $`\lambda `$ as defined in Eq. (136) where the sum is over all exchange coupling constants $`J_{ij}`$ from a given spin $`S_i`$ to all other spins $`S_j`$ outside its own dimer. The $`\chi ^{,\mathrm{dimer}}(t)`$ of the isolated dimer was given previously in Eq. (15) and the exchange constant within a dimer is here denoted by $`J^{}`$.
Our fit of Eqs. (41) to the data, assuming a fixed $`g=1.96`$, is shown as the heavy solid curve in Fig. 42, where
the contributions from the various terms in Eq. (134) are also plotted as indicated in the figure caption. The parameters of the fit are
$`\chi _0`$ $`=`$ $`0.78\times 10^5{\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{V}}},C_{\mathrm{imp}}=0.0011{\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{V}}},`$ (137)
$`f`$ $`=`$ $`5.0\%,{\displaystyle \frac{J^{}}{k_\mathrm{B}}}=667\mathrm{K},\lambda =0.31.`$ (138)
The fraction $`f`$ of the sample consisting of CaV<sub>3</sub>O<sub>7</sub> impurity phase is close to the value of $`4\%`$ that we estimate from our x-ray diffraction measurements on the same CaV<sub>2</sub>O<sub>5</sub> sample. The magnitude of $`J^{}`$ is surprisingly large for a $`d^1`$ vanadate. If we assume the same types of nearest-neighbor V-V exchange interactions as discussed above for the Cu-Cu exchange constants in SrCu<sub>2</sub>O<sub>3</sub>, then in that notation we have from Eqs. (136) and (138)
$$\lambda =\frac{2(J+J^{\prime \prime }+J^{\prime \prime \prime })}{J^{}}=0.31.$$
(139)
Since we obtained an excellent fit to the data using MFT which cannot be significantly improved upon, it is not in general possible to establish from the experimental $`\chi (T)`$ data alone, without further theoretical and/or experimental input, which is the V-V dimer bond and to which V spin(s) outside a dimer a V atom is most strongly coupled.
We assume now that the strongest V-V exchange bond in the system, the dimer bond, is across the rungs of the two-leg ladders in the structure. We then fitted the experimental data by Eqs. (41) using a fixed $`g=1.96`$, but where the $`\chi ^{}(t)`$ is now given by our fits to our QMC simulations for the trellis layer and stacked ladders. We carried out 225 fits to the experimental data for the parameter ranges $`0J/J^{}0.2`$, $`0.2J^{\prime \prime }/J^{}0.2`$ and $`0J^{\prime \prime \prime }/J^{}0.2`$, in increments of 0.05 for each parameter. A scatter plot of the rms fit deviation versus $`\lambda `$ in Eq. (139) is shown in Fig. 43(a) for the fits in which the fraction $`f`$ was physical (positive), where the minimum in the deviation is seen to occur for $`\lambda 0.2`$, in approximate agreement with the estimate from MFT in Eq. (139). A scatter plot of the $`J^{}`$ values from these fits versus rms fit deviation is shown in Fig. 43(b); the eight best fits with relative rms deviations below 0.3% give $`J^{}/k_\mathrm{B}=669(3)`$ K, in agreement with Eq. (138). For these eight fits, $`f=5.3`$–5.7%, $`J/J^{}`$ and $`J^{\prime \prime \prime }/J^{}`$ were either 0, 0.05 or 0.1 and $`J^{\prime \prime }/J^{}`$ was either $`0.05`$, 0, 0.05 or 0.1,
subject to the observed constraint that $`(J+J^{\prime \prime }+J^{\prime \prime \prime })/J^{}=0.1`$ for all eight fits. The corresponding ranges for $`\chi _0`$ and $`C_{\mathrm{imp}}`$ were 0.02 to $`0.2\times 10^5`$ cm<sup>3</sup>/mol V and 0.0011 to 0.0013 cm<sup>3</sup> K/mol V, respectively, very similar to the values in Eq. (138).
### F MgV<sub>2</sub>O<sub>5</sub>
The $`\chi (T)`$ of MgV<sub>2</sub>O<sub>5</sub> sample 1 measured by Isobe et al. in a field $`H=0.1`$ T below 300 K and extended here up to 700 K is shown in Fig. 44(a); an expanded plot of the data at low temperatures is given in Fig. 44(b). A broad peak is seen at $`T^{\mathrm{max}}100`$ K, symptomatic of dynamical short-range AF ordering and of a dominant AF interaction in the compound. $`T^{\mathrm{max}}`$ is about a factor of four smaller than that for CaV<sub>2</sub>O<sub>5</sub> in Fig. 39, and we thus expect that the largest AF exchange constant in MgV<sub>2</sub>O<sub>5</sub> is roughly a factor of four smaller than in CaV<sub>2</sub>O<sub>5</sub>, i.e. $`170`$ K. Of all the QMC simulations we have presented in Sec. II, the shape of $`\chi (T)`$ for MgV<sub>2</sub>O<sub>5</sub> most closely resembles that for the isolated ladder with $`J^{}/J0.2`$ in Fig. 3. On the other hand, the exchange constants in CaV<sub>2</sub>O<sub>5</sub> found above are evidently in the opposite limit $`J^{}/J1`$. We begin our analysis with the $`\chi (T)`$ data at high temperatures $`TT^{\mathrm{max}}`$ in Fig. 44(a).
We fitted the $`\chi (T)`$ data for MgV<sub>2</sub>O<sub>5</sub> from 300 to 700 K in Fig. 44(a) by the sum of a constant term and a Curie-Weiss term
$$\chi (T)=\chi _0+\frac{C}{T\theta },$$
(140)
where the Curie constant $`C`$ is given by Eq. (70) assuming $`g=1.96`$. The fit is shown by the solid curve in Fig. 44(a), where extrapolations down to 100 K and up to 750 K are also shown. From the fit, we obtained the parameters
$$\chi _0=7.144\times 10^5\frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{V}},$$
(142)
$$\theta =268.6\mathrm{K},\frac{1}{k_\mathrm{B}}\underset{j}{}J_{ij}=4\theta =1074\mathrm{K},$$
(143)
where the relationship between $`\theta `$ and the $`J_{ij}`$ exchange constants was given in Eq. (76). The relative rms deviation for this fit is 0.20%. If the data are fitted from 200 to 700 K, the fit parameters change slightly to $`\chi _0=6.41\times 10^5`$ cm<sup>3</sup>/mol V and $`\theta =258`$ K, with a larger rms fit deviation of 0.42%. The fact that the extrapolated fit in Fig. 44(a) describes the data well almost down to $`T^{\mathrm{max}}`$ indicates that geometric frustration may be an important consideration in this compound, consistent with the sizable AF $`J^{\mathrm{diag}}`$ and $`J^{\prime \prime }`$ couplings (see Table II) calculated using the LDA+U method by Korotin et al. for MgV<sub>2</sub>O<sub>5</sub>. On the other hand, the value $`_jJ_{ij}=1074\mathrm{K}`$ in Eq. (143) is about a factor of two larger than calculated using the exchange constants of Korotin et al. in Table II. We believe that this discrepancy arises because the fitted data are not at sufficiently high temperatures to be in the temperature range where the Curie-Weiss law holds accurately, which is typically at temperatures $`T10|\theta |`$. We will see below that a reasonable fit to all the data from 2 K to 700 K can be obtained using a model of coupled two-leg ladders.
Various high-$`T`$ ($`T200`$ K) fits of the $`\chi (T)`$ data in Fig. 44(a) by Eq. (140), including the two discussed above, all yielded $`\chi _04`$–8$`\times 10^5`$ cm<sup>3</sup>/mol V. On the other hand, Isobe et al. concluded from analysis of $`M(H)`$
at 2 K ($`0<H5`$ T) that $`\chi _022\times 10^5`$ cm<sup>3</sup>/mol V. Since other measurements indicated a finite spin-gap $`\mathrm{\Delta }`$ for which $`\chi ^{\mathrm{spin}}(T=0)=0`$, this $`\chi _0\chi (T0)`$ was attributed to a large Van Vleck susceptibility. We find here that $`\chi (T)`$ at low $`T15`$ K can be fitted very well by Eqs. (VII A), where the spin susceptibility $`\chi ^{}(t)`$ is given by the low-$`t`$ approximation for the 2-leg ladder in Eq. (1), using a $`\chi _0`$ consistent with our range found from the high-$`T`$ fits to $`\chi (T)`$. Our inferred $`\mathrm{\Delta }`$ is similar to the range of values found by Isobe et al. from different measurements as discussed in the Introduction. For example, shown in Fig. 44(b) is a 1.8–13 K fit assuming $`\chi _0=5\times 10^5`$ cm<sup>3</sup>/mol V and $`g=1.96`$, for which the parameters in Eqs. (1) and (VII A) are
$$C=0.00122\frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{V}},\theta =1.72\mathrm{K},$$
(145)
$$A=0.00614\frac{\mathrm{cm}^3\mathrm{K}^{1/2}}{\mathrm{mol}\mathrm{V}},\frac{\mathrm{\Delta }}{k_\mathrm{B}}=15.2\mathrm{K}.$$
(146)
There is evidence from expanded plots of $`\chi (T)`$ near the peak, as shown in Fig. 45, that some type of phase transition occurs near 90 K, most likely due to an impurity phase. This might cause an increase in $`\chi _0`$ at low $`T`$ with respect to that at high $`T`$.
On the other hand, one could argue that because the $`\chi _0`$ we derived at high $`T`$ is much smaller than inferred by Isobe et al. from analysis of low-$`T`$ $`M(H,T=2`$ K) data, this difference might indicate the absence of a spin gap. One might then expect MgV<sub>2</sub>O<sub>5</sub> to be close to a 3D QCP; lack of Néel order would then be attributed to disorder effects. In that case at low $`T`$ one would expect $`\chi (T)=\chi _0+AT^2`$ plus a Curie-Weiss impurity term. For a fit to be valid, one expects that the fit parameters should not be very sensitive to the temperature range of the fit. Therefore, to differentiate the quality and applicability of the gapped versus gapless fits, we determined the parameters of the two types of fits to the experimental $`\chi (T)`$ data from 1.8 K to a maximum temperature $`T^{\mathrm{max}}`$. The fit parameters for both types of fits are plotted vs $`T^{\mathrm{max}}`$ in Figs. 46(a,b) and (c,d), respectively, where the specific expressions fitted to the data are shown at the top of the two sets of figures, respectively. We see that for the QCP
fit, the $`\chi ^2`$/DOF diverges and the fit parameters change strongly as $`T^{\mathrm{max}}`$ increases above 5 K, whereas $`\chi ^2`$/DOF for the gapped fit remains small and the parameters are essentially constant for 5 K $`T^{\mathrm{max}}13`$ K. These results appear to rule out the gapless 3D QCP scenario and rather indicate that MgV<sub>2</sub>O<sub>5</sub> has a spin-gap $`\mathrm{\Delta }/k_\mathrm{B}=15.0(6)`$ K.
We therefore carried out a fit by Eqs. (VII A) to our $`\chi (T)`$ data assuming that the spin susceptibility $`\chi ^{}(t)`$ is given by that for coupled two-leg ladders with spatially anisotropic exchange for which there is a spin gap. We assumed a MFT coupling between the ladders, so the spin susceptibility is given by Eqs. (III D), where $`\chi _0^{}(t,J^{}/J)`$ is our 2D fit to our QMC simulation data for isolated two-leg ladders. The fit is shown as the solid curve through the data set labeled “Isobe et al.” in Fig. 47 together with the derived $`\chi ^{\mathrm{spin}}(T)`$. Also shown in Fig. 47 are the $`\chi (T)`$ data up to 900 K obtained for a different sample of MgV<sub>2</sub>O<sub>5</sub> by Onoda et al., which by comparison with the data for the first sample illustrates the rather strong variability in $`\chi (T)`$ that can occur between different samples. Our fit to the data of Onoda et al. and the derived $`\chi ^{\mathrm{spin}}(T)`$ are also shown in the figure. The parameters of the two fits are
Isobe et al.:
$`\chi _0=0.000032(2){\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{V}}},C_{\mathrm{imp}}=0.0015(2){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{V}}},`$
$`\theta =2.3(6)\mathrm{K},{\displaystyle \frac{J}{k_\mathrm{B}}}=141.8(8)\mathrm{K},{\displaystyle \frac{J^{}}{J}}=0.333(6),`$
$`\lambda =3.56(6),\chi ^2/\mathrm{DOF}=6.1\times 10^{11}(\mathrm{cm}^3/\mathrm{mol}\mathrm{V})^2,`$
$$\mathrm{relative}\mathrm{rms}\mathrm{deviation}=1.31\%;$$
(148)
Onoda et al.:
$`\chi _0=0.000016(2){\displaystyle \frac{\mathrm{cm}^3}{\mathrm{mol}\mathrm{V}}},C_{\mathrm{imp}}=0.005(1){\displaystyle \frac{\mathrm{cm}^3\mathrm{K}}{\mathrm{mol}\mathrm{V}}},`$
$`\theta =7(4)\mathrm{K},{\displaystyle \frac{J}{k_\mathrm{B}}}=158(2)\mathrm{K},{\displaystyle \frac{J^{}}{J}}=0.57(2),`$
$`\lambda =1.62(6),\chi ^2/\mathrm{DOF}=7.7\times 10^{11}(\mathrm{cm}^3/\mathrm{mol}\mathrm{V})^2,`$
$$\mathrm{relative}\mathrm{rms}\mathrm{deviation}=1.65\%.$$
(149)
Both fitted values of $`J/k_\mathrm{B}`$ and one of the fitted values of $`J^{}/J`$ are (fortuitously) close to the respective values 144 K and 0.64 in Table II predicted by Korotin et al. from LDA+U calculations, lending support to the present working hypothesis that MgV<sub>2</sub>O<sub>5</sub> has a spin gap. The MFT coupling constant is given by Eq. (67) to be $`\lambda =2J^{\prime \prime }/J`$, which from the exchange constants of Korotin et al. in Table II predicts $`\lambda =0.84`$; this value is significantly smaller than both of our fitted $`\lambda `$ values. Of course, the MFT-based fit is only expected to give accurate values of the exchange constants and $`\lambda `$ if $`|\lambda |1`$. In addition, there is no way to include the frustrating AF diagonal second-neighbor intraladder exchange coupling $`J^{\mathrm{diag}}`$, such as in Table II, in the present modeling framework and this coupling has an unknown influence on the values of our fitted parameters. Finally, in view of the rather strong variation of the measured $`\chi (T)`$ for different polycrystalline samples of MgV<sub>2</sub>O<sub>5</sub> and of possible impurity effects, a definitive evaluation of the exchange constants from $`\chi (T)`$ data will probably only be possible using data for single crystals when such data become available.
## VIII Summary and Discussion
We have carried out extensive QMC simulations of $`\chi ^{}(t)`$ for a large range of exchange parameter combinations for both isolated and coupled $`S=1/2`$ two-leg Heisenberg ladders, and fitted these and previously published QMC data accurately by interpolating functions. Quantum critical points were determined for both 2D AF stacked-ladder and 3D FM LaCuO<sub>2.5</sub>-type interladder interactions between AF two-leg ladders. For each of these two interladder coupling configurations, but not for the frustrated trellis layer interladder couplings, and for each of $`J^{}/J=0.5`$ and 1, there is a temperature at which $`\chi ^{}(t)`$ is independent of the strength of the interladder coupling. It would be interesting to know if there is any fundamental significance to this result. The dispersion relation for the lowest energy one-magnon excitations and for the lower boundary of the two-magnon continuum were calculated in the range $`0.5J^{}/J1`$, the regime relevant to cuprate two-leg ladder compounds. LDA+U calculations of the exchange constants in SrCu<sub>2</sub>O<sub>3</sub> were carried out.
Gu, Yu and Shen have derived an expansion for the temperature- and magnetic field-dependent free energy of the $`S=1/2`$ AF two-leg Heisenberg ladder for $`|J/J^{}|1`$ using perturbation theory to third order in $`J/J^{}`$. To compare our QMC $`\chi ^{}(t)`$ data fit in this parameter regime with the prediction of this analytic theory, we derived the zero-field $`\chi ^{}(t)`$ from their expression for the free energy, and the result is
$`\chi ^{}(t)`$ $`=`$ $`{\displaystyle \frac{1}{t}}\{{\displaystyle \frac{1}{3+\mathrm{e}^\beta }}{\displaystyle \frac{J}{J^{}}}\left[{\displaystyle \frac{2\beta }{(3+\mathrm{e}^\beta )^2}}\right]`$ (150)
$``$ $`\left({\displaystyle \frac{J}{J^{}}}\right)^2\left[{\displaystyle \frac{3\beta (\mathrm{e}^{2\beta }1)\beta ^2(5+\mathrm{e}^{2\beta })}{4(3+\mathrm{e}^\beta )^3}}\right]`$ (151)
$``$ $`\left({\displaystyle \frac{J}{J^{}}}\right)^3[{\displaystyle \frac{3\beta (\mathrm{e}^{2\beta }1)}{8(3+\mathrm{e}^\beta )^3}}`$ (152)
$``$ $`{\displaystyle \frac{9\beta ^2\mathrm{e}^\beta (1+3\mathrm{e}^\beta )\beta ^3(7\mathrm{e}^{2\beta }9\mathrm{e}^\beta 12)}{12(3+\mathrm{e}^\beta )^4}}]\},`$ (153)
where
$`\beta {\displaystyle \frac{1}{t}}={\displaystyle \frac{J^{}}{k_\mathrm{B}T}}.`$
The first term in Eq. (153), corresponding to $`J=0`$, gives the exact susceptibility of the isolated dimer in Eq. (15), as it should. An overview of $`\chi ^{}(t)`$ for $`0J/J^{}1`$ is shown in Fig. 48, where for the larger $`J/J^{}`$ values the theory is not expected to apply. In fact, a pronounced unphysical hump in $`\chi ^{}`$ is seen to develop at $`t0.2`$ for $`J/J^{}0.6`$, so this value of $`J/J^{}`$ is an approximate upper limit of the $`J/J^{}`$ range for which Eq. (153) can be useful for all temperatures. Of course, since the HTSE of this $`\chi ^{}(t)`$ is accurate to order $`1/T^3`$ as we discussed in Sec. III B, Eq. (153) can be used for any ratio of $`J/J^{}`$ at sufficiently high temperatures; however, in this case it is easier and simpler just to use the HTSE itself.
Shown in Fig. 49 is the deviation versus temperature of the $`\chi ^{}(t)`$ prediction in Eq. (153) for $`J/J^{}=0.1`$, 0.2, 0.3, 0.4 and 0.5 from our accurate global two-dimensional fit to our QMC $`\chi ^{}(t)`$ data in the range $`0J/J^{}1`$. This figure shows, for example, that for Eq. (153) to maintain an accuracy of 1% or better of the maximum value of $`\chi ^{}(t)`$, the value of $`J/J^{}`$ should not exceed about 0.3. The comparison we have done here illustrates that our QMC $`\chi ^{}(t)`$ data fit functions can be quite useful for easily and quantitatively comparing with, and evaluating the accuracy of, other theoretical calculations of the susceptibility of spin ladders, in addition to their nominal use for modeling experimental data as we have done extensively in this paper.
Our QMC $`\chi ^{}(t)`$ simulations for $`0.111J^{\mathrm{diag}}/J0`$ and $`0.4J^{}/J0.65`$ (see Fig. 4) suggest that the spin gap does not change significantly for a given $`J^{}/J`$ over
this range of $`J^{\mathrm{diag}}/J`$. We are not aware of any quantitative theoretical calculations of how the spin gap of isolated ladders is affected by FM $`J^{\mathrm{diag}}`$ couplings. For AF (positive) $`J^{\mathrm{diag}}`$ interactions (which are geometrically frustrating), Wang has found from density-matrix renormalization-group calculations (for $`T=0`$) that the spin gap is very nearly independent of $`J^{\mathrm{diag}}/J`$ for $`0J^{\mathrm{diag}}/J0.4`$ and $`J^{}/J=1`$, whereas, e.g., for $`J^{}/J=0.5`$ the spin gap strongly decreases with increasing $`J^{\mathrm{diag}}/J`$. This difference in behavior arises from the presence of a phase boundary in the $`J^{\mathrm{diag}}/J`$ versus $`J^{}/J`$ ground state phase diagram between the dimer singlet phase at small $`J^{\mathrm{diag}}/J`$ and a Haldane phase at large $`J^{\mathrm{diag}}/J`$. A similar behavior of the spin gap vs $`J^{\mathrm{diag}}/J`$ for $`J^{}/J=1`$ was obtained by Nakamura et al. for the railroad trestle lattice, which topologically is a two-leg ladder with one instead of two diagonal couplings per four-spin plaquette. Interestingly, Nakamura and Okamoto have found that $`\chi (T)`$ calculated using QMC simulations for the railroad trestle model, the alternating-exchange chain model and the anisotropic two-leg ladder model, can all accurately fit the experimental $`\chi (T)`$ data for KCuCl<sub>3</sub> (with of course different exchange constants for each model), which illustrates that fits to $`\chi (T)`$ data can establish consistency of a given Hamiltonian for a given spin system, but not the uniqueness of that Hamiltonian, as discussed in the Introduction. The natures of the ground states and low-lying spin excitations of geometrically frustrated $`S=1/2`$ two-leg Heisenberg ladders have been extensively studied.
Turning now to the experimental part of the paper, the crystal structure of SrCu<sub>2</sub>O<sub>3</sub>, required as input for our LDA+U calculations, was reported here together with the structure of Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>. Experimental $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub>, Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub>, LaCuO<sub>2.5</sub>, CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> were fitted by our analytic fits to the QMC simulations to obtain estimates of the superexchange interactions between the spins-1/2 in these two- and three-leg ladder compounds. A summary of the exchange constants determined for the cuprate spin ladder materials is given in Table VI.
As shown in Table VI, our results confirm the preliminary conclusion of Ref. for SrCu<sub>2</sub>O<sub>3</sub> based on analyses of $`\chi (T)`$ data that $`J^{}/J0.5`$ and $`J/k_\mathrm{B}2000`$ K, assuming that the spherically-averaged $`g`$-value is in the vicinity of 2.1. Due to the insensitivities of the calculated $`\chi ^{}(t)`$ to the presence of either a weak FM diagonal intraladder coupling $`J^{\mathrm{diag}}`$ or a FM trellis layer interladder coupling $`J^{\prime \prime }`$, we could not determine either of these parameters from fits to the experimental $`\chi (T)`$ data. Setting $`g=2.1`$
and the exchange constant ratio $`J^{\mathrm{diag}}/J=0.1`$, which is the value in Table II predicted by our LDA+U calculations, we obtained a good fit to the data for $`J`$ and $`J^{}`$ values which are within about 5% of the LDA+U predictions. The interladder $`J^{\prime \prime }`$ and stacked-ladder $`J^{\prime \prime \prime }`$ couplings determined from our LDA+U calculations and the $`J^{\prime \prime \prime }`$ from fits to our experimental $`\chi (T)`$ data are consistently found to be very small. Our theoretical esimate $`J^{\prime \prime }/J=0.002`$ and our fitted intraladder exchange constants $`J`$ and $`J^{}`$ place SrCu<sub>2</sub>O<sub>3</sub> within the spin-gap region of the phase diagram in Fig. 5 of Normand et al. for the trellis layer, consistent with the occurrence of an experimentally observed spin gap. We note, however, that this phase diagram in exchange-parameter space assumes that the intraladder diagonal coupling $`J^{\mathrm{diag}}=0`$, whereas our LDA+U calculations indicate a moderately strong FM diagonal coupling in SrCu<sub>2</sub>O<sub>3</sub>.
It is possible to obtain nearly as good a fit to the experimental $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub> by the isolated ladder model ($`J,J^{}0`$) for the isotropic ratio $`J^{}/J1`$ (see, e.g., Ref. ) as obtained for the strongly anisotropic $`J^{}/J0.5`$ that we have inferred, but only if the Cu<sup>+2</sup> $`g`$-factor is strongly reduced from $`2`$ to a value which has been determined, and which we have confirmed, to be about 1.4. We are not aware of any case of either a Cu<sup>+2</sup> oxide compound, including the layered cuprate superconductors and parent compounds, or a Cu<sup>+2</sup> defect in any oxide system, in which the $`g`$-factor of the $`S=1/2`$ Cu<sup>+2</sup> ion, whether determined by ESR or inferred indirectly, is less than 2 (see, e.g., Table V, the discussion in Sec. VII A and Ref. ). Therefore we consider the fit for $`J^{}/J1`$ and $`g1.4`$ to be unphysical. As we have shown in Fig. 26, if a physically reasonable $`g`$-value is used in the fit, a very poor fit by the isolated two-leg ladder model to the experimental $`\chi (T)`$ data is obtained
even for the small increase of $`J^{}/J`$ from 0.5 to only 0.7.
The spin susceptibility $`\chi ^{\mathrm{spin}}(T)`$ derived for SrCu<sub>2</sub>O<sub>3</sub> from our fits to the experimental $`\chi (T)`$ data using Eq. (94) is nearly the same irrespective of the model used for $`\chi ^{\mathrm{spin}}(T)`$, because the $`\chi _0`$, $`C_{\mathrm{imp}}`$ and $`\theta `$ parameters are nearly the same for the best fits of the various models to the data. The $`\chi ^{\mathrm{spin}}(T)`$ derived from the data for sample 1, obtained using the optimum isolated ladder fit in Fig. 26, is shown as the open circles in Fig. 50, together with the $`\chi ^{\mathrm{spin}}(T)`$ fit (solid curve). Imai et al. have measured the paramagnetic (“Knight”) shift $`K(T)`$ for <sup>17</sup>O in the rungs of the Cu<sub>2</sub>O<sub>3</sub> two-leg ladders in Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub>, Sr<sub>11</sub>Ca<sub>3</sub>Cu<sub>24</sub>O<sub>41</sub> and La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub>, with the field applied perpendicular to the rung axis. The relationship between $`K(T)`$ and $`\chi ^{\mathrm{spin}}(T)`$ is written as
$$K(T)=K^{\mathrm{orb}}+K^{\mathrm{spin}}(T),$$
(155)
where
$$K^{\mathrm{spin}}(T)=2F\frac{\chi ^{\mathrm{spin}}(T)}{N_\mathrm{A}\mu _\mathrm{B}},$$
(156)
$`K^{\mathrm{orb}}`$ is the nominally anisotropic and $`T`$-independent orbital shift arising from the anisotropic orbital Van Vleck susceptibility, $`K^{\mathrm{spin}}(T)`$ is the contribution to $`K`$ from hyperfine coupling to the spin susceptibility of a Cu spin and should be isotropic apart from the small anisotropy in the $`g`$ factor, the prefactor “2” in Eq. (156) comes from the two Cu neighbors of each rung O atom, $`F`$ is the hyperfine coupling constant of an <sup>17</sup>O nucleus to each Cu spin and $`\chi ^{\mathrm{spin}}`$ is in units of cm<sup>3</sup>/mol Cu. They determined the orbital shifts to be $`K^{\mathrm{orb}}=0.02(2)`$%, $`0.02(2)`$% and 0.04(4)% for Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub>, Sr<sub>11</sub>Ca<sub>3</sub>Cu<sub>24</sub>O<sub>41</sub> and La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub>, respectively, assuming that $`\chi ^{\mathrm{spin}}(T=0)=0`$. We scaled their derived $`K^{\mathrm{spin}}(T)`$ data in Fig. 1(a) of Ref. to our experimental $`\chi ^{\mathrm{spin}}(T)`$ data in Fig. 50, as shown by the filled symbols in Fig. 50. If the $`\chi ^{\mathrm{spin}}(T)`$ is assumed to be the same as in SrCu<sub>2</sub>O<sub>3</sub>, Eq. (156) yields the hyperfine coupling constants $`F=46`$ kOe and 55 kOe for Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> and Sr<sub>11</sub>Ca<sub>3</sub>Cu<sub>24</sub>O<sub>41</sub>, respectively, which are similar to the preliminary estimate of $`F`$ in Ref. 14 of Imai et al. The $`K^{\mathrm{spin}}(T)`$ data for Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> and Sr<sub>11</sub>Ca<sub>3</sub>Cu<sub>24</sub>O<sub>41</sub>, in which the doped-hole concentrations per Cu atom in the two-leg ladders are estimated to be $`p0.06`$ and 0.12, respectively, scale very well with the $`\chi ^{\mathrm{spin}}(T)`$ for (undoped) SrCu<sub>2</sub>O<sub>3</sub>, indicating that the shapes of $`\chi ^{\mathrm{spin}}(T)`$ of the two-leg ladders in Sr<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> and Sr<sub>11</sub>Ca<sub>3</sub>Cu<sub>24</sub>O<sub>41</sub> are each about the same as in SrCu<sub>2</sub>O<sub>3</sub> (of course, this does not mean that the magnitudes of $`\chi ^{\mathrm{spin}}(T)`$ of all three compounds are the same). Remarkably and inexplicably, however, Fig. 50 shows that the $`K^{\mathrm{spin}}(T)`$ data for La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub> cannot be scaled to be in agreement with the $`\chi ^{\mathrm{spin}}(T)`$ for SrCu<sub>2</sub>O<sub>3</sub> over any appreciable temperature range; this observation was also previously made by Naef and Wang. Of the three 14-24-41 compounds, La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub> is the one for which $`K(T)`$ would have been expected to scale best with $`\chi ^{\mathrm{spin}}(T)`$ of SrCu<sub>2</sub>O<sub>3</sub> because the Cu<sub>2</sub>O<sub>3</sub> two-leg ladders in both of these two compounds are presumably undoped.
Our modeling of $`\chi (T)`$ for the three-leg ladder compound Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> by QMC simulations for isolated three-leg ladders with spatially anisotropic exchange yielded intraladder exchange constants similar to those in SrCu<sub>2</sub>O<sub>3</sub>. However, we reiterate that in this fit we implicitly assumed that the exchange coupling along the inner leg is the same as along the outer two legs of the ladder, which is not necessarily the case (see below). Thurber et al. have concluded from <sup>63</sup>Cu NMR measurements on Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> that a crossover of the instantaneous two-spin AF correlation length $`\xi `$ from a 1D behavior ($`\xi 1/T`$) to an anisotropic 2D behavior ($`\xi \mathrm{e}^{2\pi \rho _\mathrm{s}/T}`$) occurs upon cooling below $`300`$ K. To investigate how this effect might quantitatively affect our fitted exchange constants, we increased the low-$`T`$ limit of the fit from 100 K to 300 K and found no change in the fitted exchange constants, to within their respective error bars, from those obtained for the low-$`T`$ fit limit of 100 K.
The intraladder exchange constants in the two-leg ladder compound LaCuO<sub>2.5</sub> are found to be $`J/k_\mathrm{B}1700`$ K and $`J^{}/J0.5`$, which are similar to those we obtained for the above strontium cuprate ladders, even though the interladder exchange paths and types are qualitatively different from those in the latter two compounds. The interladder coupling is found to be $`J^{3\mathrm{D}}/J0.05`$, which is close to our theoretical value at the QCP, $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J=0.036(1)`$ for $`J^{}/J=0.5`$, and is on the AF-ordered side of the QCP with no spin gap, as expected since LaCuO<sub>2.5</sub> exhibits long-range AF ordering at 110–125 K. The $`\chi (T)`$ data for sample 1, but only up to $`200`$ K, were previously fitted by Troyer, Zhitomirsky and Ueda assuming $`g=2`$, $`J^{}/J=1`$ and a $`T^2`$ dependence of $`\chi ^{\mathrm{spin}}`$, yielding $`J/k_\mathrm{B}=1340`$(150) K. Thus our results show that when the full data sets for samples 1 and 2 are fitted by accurate QMC simulations, the fitted exchange constants are quite different from these earlier values. Our experimental $`\chi (T)`$ data are in agreement with the previous theoretical conclusion that “due to the dominance of quantum fluctuations in this nearly critical system no anomaly can be observed at the Néel temperature.”
It is perhaps significant that the average intraladder exchange constant $`(2J+J^{})/(3k_\mathrm{B})1500`$ K that we find in SrCu<sub>2</sub>O<sub>3</sub>, Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> and LaCuO<sub>2.5</sub> is about the same as in the layered cuprate superconductor parent compounds with spatially isotropic exchange within the CuO<sub>2</sub> planes.
In contrast to the range of intraladder exchange constant anisotropy $`J^{}/J0.5`$–0.7 in Table VI for the cuprate ladder compounds, we find that CaV<sub>2</sub>O<sub>5</sub> is essentially a dimer compound (or perhaps a spin-ladder compound in the strong interchain-coupling limit $`J^{}/J1`$). The AF intradimer exchange constant is $`J^{}/k_\mathrm{B}=669(3)`$ K, in agreement with the $`\chi (T)`$ analysis of Onoda and Nishiguchi who obtained $`J^{}/k_\mathrm{B}=660`$ K. These values are both larger than the spin gaps 464 K and 616 K inferred by Iwase et al. from <sup>51</sup>V NMR paramagnetic shift and nuclear spin-lattice relaxation rate versus temperature measurements, respectively, suggesting the presence of nonnegligible interdimer interactions. Because these interdimer interactions are so weak, we could not determine them unambiguously. We conclude however that they must be included in order to obtain the best fit to the $`\chi (T)`$ data: $`J/J^{},J^{\prime \prime }/J^{}`$ and $`J^{\prime \prime \prime }/J^{}`$ $`0.05`$ to 0.1, subject to the constraint that $`(J+J^{\prime \prime }+J^{\prime \prime \prime })/J^{}0.1`$. Our value for the rung coupling constant $`J^{}`$ is about 10% larger than obtained from LDA+U calculations by Korotin et al, and our estimated value of the sum $`(J+J^{\prime \prime }+J^{\prime \prime \prime })/J^{}`$ is a little smaller than the value $`(J+J^{\prime \prime })/J^{}=0.15`$ from these calculations (see Table II). However, we did not include a frustrating AF second-neighbor diagonal intraladder interaction $`J^{\mathrm{diag}}`$ in our QMC simulations of $`\chi (T)`$ (due to the “negative sign problem”), which Korotin et al. find to be $`J^{\mathrm{diag}}/J^{}=0.033`$. Our exchange constants for CaV<sub>2</sub>O<sub>5</sub> strongly disagree with those estimated using “empirical laws” (involving only the nearest-neighbor V-V distance and V-O-V bond angle) by Millet et al., who obtained $`J/J^{}=0.80`$, $`J^{\prime \prime }/J^{}=0.23`$ and $`J^{}/k_\mathrm{B}=730`$ K, but who also include the caveat that these estimates are not expected to be very accurate.
Our $`\chi (T)`$ fits for CaV<sub>2</sub>O<sub>5</sub> do not rule out a spin-freezing transition at $`50`$ K as inferred from $`\mu `$SR and $`\chi (T)`$ measurements by Luke et al. In fact, close inspection of our $`\chi (T)`$ data revealed a small but clear cusp at 44 K, qualitatively consistent with their $`\chi (T)`$ data. In analogy with Sr(Cu<sub>1-x</sub>Zn<sub>x</sub>)<sub>2</sub>O<sub>3</sub> discussed in the Introduction, the spin-gap phase is evidently very delicate and the measurements of Luke et al. indicate that the otherwise singlet spin liquid ground state in CaV<sub>2</sub>O<sub>5</sub> can be significantly perturbed or destroyed by a relatively small concentration of defects.
The exchange constants in MgV<sub>2</sub>O<sub>5</sub> were obtained by fitting the experimental $`\chi (T)`$ data for two polycrystalline samples using our theoretical results for $`\chi ^{\mathrm{spin}}(T)`$ of $`S=1/2`$ anisotropic two-leg Heisenberg ladders which are coupled together using the molecular field approximation. The average intraladder exchange constants we obtained for the two samples, $`J^{}/J=0.46(13)`$ and $`J/k_\mathrm{B}=151(9)`$ K, are rather close to those in Table II predicted by LDA+U calculations. LDA band structure and hopping integral calculations by Korotin et al. indicate that the strikingly different exchange interactions and spin gaps in CaV<sub>2</sub>O<sub>5</sub> and MgV<sub>2</sub>O<sub>5</sub> arise from the stronger tilting of the VO<sub>5</sub> pyramids in MgV<sub>2</sub>O<sub>5</sub> compared to CaV<sub>2</sub>O<sub>5</sub>. There is a rather large variability in $`\chi (T)`$ between various polycrystalline samples of MgV<sub>2</sub>O<sub>5</sub>. A more definitive analysis of the magnetic interactions in this compound will hopefully become possible when $`\chi (T)`$ data for single crystals become available.
The similarity between the $`J^{}/J(0.5`$–0.7) ratios in SrCu<sub>2</sub>O<sub>3</sub>, Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> and LaCuO<sub>2.5</sub> demonstrates that the spatial anisotropy in these nearest-neighbor intraladder exchange constants, deduced on the basis of bilinear exchange only, is an intrinsic property of cuprate two- and three-leg ladders, irrespective of how they are (weakly) coupled to each other. Since the nearest-neighbor exchange constants in the 2D CuO<sub>2</sub> square lattice are by symmetry necessarily spatially isotropic, this result indicates that higher order exchange paths than the nearest-neighbor Cu-O-Cu exchange path are present which are important to determining the magnetic properties. Thus, as discussed in the Introduction, the (effective) nearest-neighbor exchange constants in different compounds, obtained assuming bilinear exchange only, are not simply determined by, e.g., the distance between nearest-neighbor transition metal $`R`$ ions and the $`R`$-O-$`R`$ bond angle as has often been assumed (see also the discussion of the exchange constants in CaV<sub>2</sub>O<sub>5</sub> above). This inference is consistent with theoretical studies of the four-spin cyclic exchange interaction around a Cu<sub>4</sub> plaquette in cuprate spin ladders and in high-$`T_\mathrm{c}`$ layered cuprate superconductor parent compounds, to be discussed below.
Since the initial work in 1996 indicating that the intraladder bilinear exchange constants in SrCu<sub>2</sub>O<sub>3</sub> are spatially strongly anisotropic, a great deal of experimental and theoretical research of various kinds in addition to that reported here has been done which further quantifies the spatial anisotropy of the intraladder exchange constants in two-leg Cu<sub>2</sub>O<sub>3</sub> ladders, which we now discuss.
On the experimental side, Imai et al. have carried out <sup>17</sup>O NMR investigations of $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ and La<sub>6</sub>Ca$`{}_{8}{}^{}\mathrm{Cu}_{24}^{}\mathrm{O}_{41}`$ single crystals and inferred from the ratio between the spin component of the Knight shift for O in the rungs to that in the legs of the Cu<sub>2</sub>O<sub>3</sub> two-leg ladders that the anisotropy in the intraladder exchange constants is $`J^{}/J0.5`$ in both compounds. Then by comparing their results with results which they obtained for the square lattice antiferromagnet $`\mathrm{Sr}_2\mathrm{CuO}_2\mathrm{Cl}_2`$, for which $`J`$ is known well, they deduced $`J^{}/k_\mathrm{B}=950(300)`$ K for the exchange coupling along the ladder rungs. These exchange constants are in good agreement with our results for SrCu<sub>2</sub>O<sub>3</sub>.
Eccleston et al. and Katano et al. both fitted their magnetic inelastic neutron scattering data for the two-leg ladders in $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ and $`\mathrm{Sr}_{2.5}\mathrm{Ca}_{11.5}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ single crystals, respectively, using an assumed one-magnon dispersion relation $`E(k_y)=\left[E_{}^{\mathrm{max}}{}_{}{}^{2}\mathrm{sin}^2(k_ya)+\mathrm{\Delta }^2\right]^{1/2}`$, which is quite different from our accurate one-magnon dispersion relations in Fig. 22. These two groups respectively obtained $`\mathrm{\Delta }/k_\mathrm{B}=377(1)`$ K and 372(35) K, $`E^{\mathrm{max}}/k_\mathrm{B}=2245(28)`$ K and 1830(200) K, and $`E^{\mathrm{max}}/\mathrm{\Delta }=5.95`$ and 4.9. Using their $`\mathrm{\Delta }`$ and $`E^{\mathrm{max}}/\mathrm{\Delta }`$ values, the $`\mathrm{\Delta }/J`$ versus $`J^{}/J`$ in Eq. (16) (Ref. ) and $`E^{\mathrm{max}}/\mathrm{\Delta }`$ versus $`J^{}/J`$ (cf. Fig. 23) obtained from the dispersion relations of Barnes and Riera for the two-leg ladder, they estimated that $`J^{}/J=0.55`$ and 0.7(2) and $`J/k_\mathrm{B}=1510`$ K and 1040(170) K, respectively. However, Eccleston et al. noted that “the low intensity of the signal away from the antiferromagnetic zone center means that ($`E^{\mathrm{max}}`$) is not well defined.” In addition, we have shown in Sec. IV that two-magnon scattering contributions to the neutron scattering function are important near the maximum in the one-magnon dispersion relation and must therefore be accounted for when extracting the value of $`E^{\mathrm{max}}`$ from inelastic neutron scattering data. Our fit to our $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub> using Eccleston et al.s’ parameters and assuming $`g=2.1`$ yielded an unacceptably poor fit. A much better fit was obtained by allowing $`J`$ and $`J^{}`$ to vary, but still subject \[in Eq. (17)\] to the constraint that $`\mathrm{\Delta }`$ is given by the accurate and reliable neutron scattering result $`\mathrm{\Delta }/k_\mathrm{B}=377`$ K, which gave $`J^{}/J=0.47`$ and $`J/k_\mathrm{B}=1880`$ K. These values are identical within the errors with our independently determined intraladder exchange constants for SrCu<sub>2</sub>O<sub>3</sub> in Table VI and close to our LDA+U calculation predictions.
Regnault et al. analyzed their inelastic neutron scattering data for the two-leg ladders in a large single crystal of $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ somewhat differently. They assumed a dispersion relation parallel to the ladders given by $`E(k_y)=\left[(\pi J/2)^2\mathrm{sin}^2(k_ya)+\mathrm{\Delta }^2\right]^{1/2}`$ and obtained $`\mathrm{\Delta }/k_\mathrm{B}=370`$ K, $`J^{}/J0.50`$ and $`J/k_\mathrm{B}1860`$ K from fits to their data. These exchange constants are essentially identical with our values obtained from modeling $`\chi (T)`$ for SrCu<sub>2</sub>O<sub>3</sub>. They also inferred that the interladder coupling is “extremely weak”, consistent with the very small interladder exchange constants in Table II that we infer from our LDA+U calculations and with the very small value in Table VI of the interladder exchange coupling perpendicular to the trellis layers determined from our fits to our experimental $`\chi (T)`$ data.
Sugai et al. have carried out polarized micro-Raman scattering experiments on single domains in polycrystalline LaCuO<sub>2.5</sub>. They inferred from the energies of the broad two-magnon peaks in the spectra that $`J/k_\mathrm{B}=1456`$ K and that the intraladder exchange is nearly isotropic, with $`J^{}/J=0.946`$. Our derived anisotropy is much stronger than this. They also estimated from similar measurements on $`\mathrm{La}_6\mathrm{Ca}_8\mathrm{Cu}_{24}\mathrm{O}_{41}`$ and $`\mathrm{Sr}_{14}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ that similarly small anisotropies $`J^{}/J=0.95`$ and 1 occur in the two-leg ladders in these two compounds, respectively, which are in strong disagreement with the anisotropies inferred from the above NMR and neutron scattering studies on these compounds, respectively.
On the theoretical side, large-scale quantum Monte Carlo simulations of both the uniform and staggered susceptibilities of site-depleted two-leg ladders coupled in a mean-field approximation were performed by Miyazaki et al. for ladders with spatially isotropic exchange. The magnetic phase diagram of Sr(Cu<sub>1-x</sub>Zn<sub>x</sub>)<sub>2</sub>O<sub>3</sub> was qualitatively reproduced, but the optimum doping level for maximum $`T_\mathrm{N}`$ was found to be $`10`$–12% and the AF ordering persisted to above 20% doping, contrary to the experimental values of 4% and $`10`$%, respectively. Theoretical analyses of the site-diluted two-leg ladder with spatially anisotropic exchange by Laukamp et al. indicated that this long-range order can arise at the temperatures and compositions found experimentally if $`J^{}/J=0.5`$ but not if $`J^{}/J=1`$ or 5.8.
Greven and Birgeneau found from Monte Carlo simulations that the observed $`T_\mathrm{N}(x)`$ in Sr(Cu<sub>1-x</sub>Zn<sub>x</sub>)<sub>2</sub>O<sub>3</sub> is consistent with the site-diluted ladders having $`J^{}/J0.5`$, in agreement with our results for SrCu<sub>2</sub>O<sub>3</sub>, and a constant correlation length $`\xi /a=18(2)`$ over the experimental doping range. They suggested that the interladder exchange coupling in the direction perpendicular to the trellis layers is similar to that between the CuO<sub>2</sub> bilayers in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6.2</sub>, i.e. $`J^{\prime \prime \prime }/J0.05`$, whereas we find a somewhat smaller value $`J^{\prime \prime \prime }/J=0.01(1)`$. We found theoretically that the QCP for stacked ladders with $`J^{}/J=0.5`$ occurs at an interladder coupling given by $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J=0.048(2)`$, which increases to $`0.16`$ for $`J^{}/J=1`$. The fact that SrCu<sub>2</sub>O<sub>3</sub> is on the gapped spin liquid side of the QCP requires that $`J^{\prime \prime \prime }`$ in this compound satisfy $`0J^{\prime \prime \prime }/J<J_{\mathrm{QCP}}^{\prime \prime \prime }/J`$.
Azzouz, Dumoulin and Benyoussef have carried out so-called bond-mean-field theory calculations of the $`\chi ^{\mathrm{spin}}(T)`$ and the NMR nuclear-spin lattice relaxation rate 1/$`T_1(T)`$ for both isolated and coupled two-leg ladders with spatially anisotropic exchange. For SrCu<sub>2</sub>O<sub>3</sub>, they obtained $`J/k_\mathrm{B}=850`$ K and $`J^{}/J=0.67`$ by fitting the <sup>63</sup>Cu 1/$`T_1(T)`$ measurements of Azuma et al. from $`100`$ to 200 K by their theoretical prediction (the theory did not fit the data at higher temperatures).
Using a transfer-matrix density-matrix renormalization group method, Naef and Wang recently computed the NMR $`1/T_1(T)`$ for <sup>17</sup>O in the rungs and for <sup>63</sup>Cu in isolated two-leg ladders with both spatially isotropic ($`J^{}/J=1,J/k_\mathrm{B}=1300`$ K) and anisotropic ($`J^{}/J=0.6,J/k_\mathrm{B}=2000`$ K) exchange and compared the results with corresponding experimental NMR data for $`\mathrm{SrCu}_2\mathrm{O}_3`$ and $`\mathrm{La}_6\mathrm{Ca}_8\mathrm{Cu}_{24}\mathrm{O}_{41}`$. The $`{}_{}{}^{63}(1/T_1)(T)`$ calculation reproduced the experimental $`{}_{}{}^{63}(1/T_1)(T)`$ data quite well from 210 K to 720 K assuming $`J^{}/J=1`$, whereas the temperature dependence for $`J^{}/J=0.6`$ disagreed strongly with that of the experimental data. However, poor agreement between the theory and experiment for $`{}_{}{}^{17}(1/T_1)(T)`$ was obtained for both values of $`J^{}/J`$, although the calculation for $`J^{}/J=1`$ was closer to the experimental data than that for $`J^{}/J=0.6`$. The authors thus could not reach a firm conclusion about the value of $`J^{}/J`$, and suggested that inclusion of additional exchange interactions into the Hamiltonian and/or a re-evaluation of the hyperfine coupling tensor may be necessary to bring the theory into agreement with experiment.
An electronic structure calculation in the local density approximation was carried out by Müller et al. for SrCu<sub>2</sub>O<sub>3</sub>. The hopping matrix elements estimated by fitting the bands were quite anisotropic, with a rung-to-leg matrix element ratio of $`0.7`$, from which $`J^{}/J<1`$ was expected.
Estimates of the intraladder exchange constants $`J`$ and $`J^{}`$ and the interladder exchange constant $`J^{\prime \prime }`$ within a trellis layer of SrCu<sub>2</sub>O<sub>3</sub> were obtained by de Graaf et al. using ab initio quantum chemical calculations for Cu<sub>2</sub>O<sub>6</sub>, Cu<sub>2</sub>O<sub>7</sub> and Cu<sub>4</sub>O<sub>10</sub> cluster segments of the layer. They determined the values $`J/k_\mathrm{B}=1810`$ K, $`J^{}/J=0.894`$ and $`J^{\prime \prime }/J=0.080`$. The interladder exchange was thus found to be ferromagnetic as expected from the nearly 90 Cu-O-Cu bond angle between Cu atoms in adjacent ladders (see Table IV), with a value in approximate agreement with the initial estimate $`J^{\prime \prime }/J=0.1`$ to $`0.2`$ by Rice, Gopalan and Sigrist in 1993. The value of $`J^{}/J`$ obtained by de Graaf et al. is much more isotropic than the value we obtained from LDA+U calculations in Table II. de Graaf et al. suggested that neglect of the frustrating trellis-layer interladder coupling $`J^{\prime \prime }`$ in the previous modeling of experimental data for SrCu<sub>2</sub>O<sub>3</sub> may be the reason that values $`J^{}/J0.5`$ were obtained rather than $`J^{}/J1`$. We have demonstrated here, however, that a ferromagnetic interladder coupling $`J^{\prime \prime }/J=0.1`$ has no detectable influence on the value of $`J^{}/J`$ obtained from modeling $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub>.
Mizuno, Tohyama and Maekawa studied the microscopic origin of the superexchange in both 1D and 2D cuprates. They found that the hopping matrix elements between Cu 3$`d`$ and O 2$`p`$ orbitals and between O 2$`p`$ orbitals depend strongly on the Madelung potential, which is a function of the dimensionality of the spin-lattice and details of the crystal structure. Their calculated exchange constants show qualitatively the same variations in magnitude and types of spatial anisotropies as observed for the 1D chain, two-leg ladder and 2D layer cuprates discussed in the present paper. For quantitative comparisons, however, they pointed out that next-nearest-neighbor exchange and the four-spin ring exchange interaction should be included in the calculations. In a study of the magnetic excitation spectra of two-leg ladders, Brehmer et al. concluded that “a moderate amount of ring exchange reduces the spin gap substantially and makes equal bilinear exchange on legs and rungs consistent with experimentally observed (magnetic inelastic neutron scattering) spectra.” Unfortunately, we were not able to carry out QMC simulations of $`\chi ^{}(t)`$ for Hamiltonians containing such cyclic four-spin exchange interactions to test this idea, due to a severe “negative sign” problem which occurs in the simulations.
Subsequently, Mizuno, Tohyama and Maekawa exactly diagonalized the $`d`$-$`p`$ model Hamiltonian for a Cu<sub>6</sub>O<sub>17</sub> cluster in a two-leg ladder in SrCu<sub>2</sub>O<sub>3</sub> using open boundary conditions, and then mapped the eigenenergies onto those of the Heisenberg model and thereby determined the bilinear $`J`$, $`J^{}`$ and $`J^{\mathrm{diag}}`$ exchange constants and the cyclic four-spin exchange interaction $`J^{\mathrm{cyc}}`$. The bilinear part of the spin Hamiltonian is the same as given in Eq. (2) and the cyclic part is
$`^{\mathrm{cyc}}`$ $`=`$ $`J^{\mathrm{cyc}}{\displaystyle \underset{\mathrm{plaquettes}}{}}4[(𝑺_1𝑺_2)(𝑺_3𝑺_4)`$ (157)
$`+`$ $`(𝑺_1𝑺_4)(𝑺_2𝑺_3)(𝑺_1𝑺_3)(𝑺_2𝑺_4)]`$ (158)
$`+`$ $`𝑺_1𝑺_2+𝑺_2𝑺_3+𝑺_3𝑺_4+𝑺_4𝑺_1`$ (159)
$`+`$ $`𝑺_1𝑺_3+𝑺_2𝑺_4+{\displaystyle \frac{1}{4}},`$ (160)
where the sum is over all Cu<sub>4</sub> plaquettes on the two-leg ladder, labeled Cu<sub>1</sub>-Cu<sub>2</sub>-Cu<sub>3</sub>-Cu<sub>4</sub> around a plaquette. They calculated $`J/k_\mathrm{B}=2260(60)`$ K, $`J^{}/J=0.77(12)`$, $`J^{\mathrm{diag}}/J=0.015(10)`$ and $`J^{\mathrm{cyc}}/J=0.092(13)`$ for SrCu<sub>2</sub>O<sub>3</sub>. Comparison of these exchange constants with our experimentally-derived ones indicates that the cyclic exchange interaction increases $`J`$ and reduces the anisotropy between $`J^{}`$ and $`J`$ from the (effective) values that are obtained assuming only bilinear exchange interactions. The $`J`$ and $`J^{}/J`$ values are both larger than our values in Table II obtained from our LDA$`+`$U calculations. Their $`J^{\mathrm{diag}}/J`$ is antiferromagnetic rather than ferromagnetic as we found from our LDA$`+`$U calculations, with a magnitude roughly an order of magnitude smaller than our (small) value.
Mizuno, Tohyama and Maekawa also calculated $`\chi ^{}(t)`$ for the $`2\times 8`$ ladder by exact diagonalization of their spin Hamiltonian. They found that $`\chi ^{}(t)`$ is very sensitive to the presence and value of $`J^{\mathrm{cyc}}`$ for a given set of bilinear exchange constants. Using a set of values of the exchange constants within their range determined for SrCu<sub>2</sub>O<sub>3</sub>
cited above, they found that their calculation of $`\chi ^{\mathrm{spin}}(T)`$ for $`g=2`$ is in good agreement with the experimental $`\chi (T)`$ data for our SrCu<sub>2</sub>O<sub>3</sub> sample 1. We find even better agreement with the experimentally determined $`\chi ^{\mathrm{spin}}(T)`$, particularly for the higher temperatures at which the calculations of Mizuno, Tohyama and Maekawa are expected to be most accurate, using a slightly larger $`g`$ value when computing $`\chi ^{\mathrm{spin}}(T)`$ from their $`\chi ^{}(t)`$ calculation, as shown in Fig. 51 for $`g=2.1`$, where our $`\chi ^{\mathrm{spin}}(T)`$ fit for isolated anisotropic ladders with parameters in Eq. (107) is shown for comparison. The good agreement with the experimental data of both theoretical $`\chi ^{\mathrm{spin}}(T)`$ calculations, derived respectively from different spin Hamiltonians which cannot be mapped onto each other, shows that a good fit of a theoretical $`\chi ^{\mathrm{spin}}(T)`$ to experimentally-derived $`\chi ^{\mathrm{spin}}(T)`$ data can demonstrate consistency of a given spin Hamiltonian with experimental data, but cannot prove the uniqueness of that Hamiltonian, as discussed for (VO)<sub>2</sub>P<sub>2</sub>O<sub>7</sub> in the Introduction.
From the calculations of Mizuno, Tohyama and Maekawa of $`\chi ^{\mathrm{spin}}(T)`$ for the two-leg ladder compound SrCu<sub>2</sub>O<sub>3</sub> which fit the experimental data well as just discussed, the largest exchange constant is along the ladder legs (chains) with a value $`J/k_\mathrm{B}2300`$ K, which is about 50% larger than in the layered cuprates and also larger than we infer for this compound from our theoretical fits to the experimental $`\chi (T)`$ data, both determined assuming the presence of only bilinear exchange interactions. Their proposed cyclic exchange interaction is not significant in linear chain compounds. Therefore, indirect support for the importance of the cyclic exchange interaction in the cuprate ladder compounds is that a similarly large value $`J/k_\mathrm{B}2200`$ K has been inferred from experimental $`\chi (T)`$ data for the linear chain compound Sr<sub>2</sub>CuO<sub>3</sub> as discussed in the Introduction, which is also consistent with their theoretical predictions.
It is useful to point out here that the physics of $`S=1/2`$ two-leg ladders with a spin gap is not modified at low temperatures $`k_\mathrm{B}T\mathrm{min}(J,J^{})`$ by the presence of a four-spin cyclic exchange term. As long as there is a finite spin gap, the effective field theory is an $`O(3)`$ nonlinear sigma model, characterized completely by two parameters, the spin gap (magnon mass gap) $`\mathrm{\Delta }`$ and the spin wave velocity $`c`$, even if a substantial four-spin cyclic exchange term turns out to be present. The low-$`T`$ magnetic properties are completely determined by these two parameters. Fits to experimental $`\chi (T)`$ data at low $`T`$ can in principle directly determine the value of $`\mathrm{\Delta }`$, but in practice this is often made difficult by a strong contribution from a Curie-Weiss impurity term at low $`T`$. The spin gap and the velocity $`c`$ can in principle be obtained from QMC $`\chi (T)`$ simulations and/or exact diagonalization calculations for Heisenberg ladders using calculated (e.g. from LDA+U) and/or experimentally determined exchange constants (where a 4-spin exchange interaction could be included). The Heisenberg ladder model studied here can thus in any case be viewed as an effective model for the low-temperature behavior of gapped spin ladders. At higher temperatures, deviations from the predictions of the sigma model are implicitly contained in the effective exchange constants determined by fitting various models to experimental data. This explains why many different spin Hamiltonians can fit the same set of experimental $`\chi (T)`$ data for a given compound containing spin ladders with a mass gap. Of course, the values of the exchange constants determined from such fits depend on the Hamiltonian assumed.
The physical consequences of an additional four-spin cyclic exchange interaction for several other experimentally observed properties of cuprate spin ladders as well as layered cuprates have also been investigated. For two-leg ladders, Matsuda et al. found theoretically that the one-magnon dispersion relation $`E(k)`$ along the ladders is not very sensitive to the presence of the cyclic exchange interaction. Their data for $`E(k)`$ of the Cu<sub>2</sub>O<sub>3</sub> two-leg ladders in La<sub>6</sub>Ca<sub>8</sub>Cu<sub>24</sub>O<sub>41</sub>, as determined from inelastic neutron scattering measurements on four aligned single crystals at $`T=20`$ K, are consistent with the presence of this interaction, but the resolutions and accuracies of the $`E(k)`$ data were not high enough to be able to discriminate between the validities of the bilinear exchange Heisenberg model and one with an additional cyclic exchange term. On the other hand, Mizuno, Tohyama and Maekawa calculated that even a weak cyclic exchange interaction in the layered cuprates strongly influences the dispersion, but not the intensity, of magnetic excitation spectra. Sakai and Hasegawa have found theoretically that a plateau occurs for two-leg ladders at $`T=0`$ in the magnetization vs magnetic field at a magnetic moment 1/2 that of full saturation if $`J^{\mathrm{cyc}}/J`$ is larger than a critical value 0.05(4). Roger and Delrieu, Honda, Kuramoto and Watanabe and Eroles et al. have discussed the influence of the cyclic exchange interaction on the predicted magnetic Raman scattering spectrum for insulating layered cuprates. Lorenzana, Eroles and Sorella have concluded that this interaction must be included in the Hamiltonian in order to quantitatively describe the infrared optical absorption spectra due to phonon-assisted multimagnon excitations observed in the layered cuprate AF insulators La<sub>2</sub>CuO<sub>4</sub>, Sr<sub>2</sub>CuO<sub>2</sub>Cl<sub>2</sub> and YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6</sub>. The influence of four-spin exchange on the properties of the $`S=1/2`$ 2D triangular lattice antiferromagnet have also been studied.
The four-spin cyclic exchange interaction may be important to include in theory for and in the quantitative interpretation of, e.g., dilution experiments on ladder compounds such as the system Sr(Cu<sub>1-x</sub>Zn<sub>x</sub>)<sub>2</sub>O<sub>3</sub>, in which the three Cu spins around an isolated nonmagnetic Zn impurity (acting as a spin vacancy) are members of only one Cu<sub>4</sub> plaquette, whereas Cu spins in the bulk are members of two. Similarly, the spin interactions and correlations between Cu spins along the central leg of the three-leg ladder compound Sr<sub>2</sub>Cu<sub>3</sub>O<sub>5</sub> may be significantly different than along the outer two legs, even apart from effects expected from nearest-neighbor interactions and the different numbers of Cu nearest-neighbors of Cu spins in the central and outer legs, because each spin in the central leg is a member of four Cu<sub>4</sub> plaquettes, whereas each spin in the outer two legs is a member of only two. Since the nuclear-spin lattice relaxation rate $`1/T_1`$ is a direct measure of the imaginary part of the local spin susceptibility at low frequency and is not yet fully understood in the cuprate spin ladder compounds as discussed above, it will be interesting to compare experimental data for $`1/T_1`$ of both O and Cu in the cuprate spin ladders with corresponding calculations of this quantity in which the four-spin interaction is included.
In conclusion, we have demonstrated that when the magnetic spin susceptibilities of cuprate spin ladder compounds are analyzed in terms of the bilinear Heisenberg exchange model, strong anisotropy between the intraladder exchange constants in the legs and rungs is consistently found, which confirms and extends the conclusion of Ref. for SrCu<sub>2</sub>O<sub>3</sub>. This anisotropy strongly violates the conventional empirical rules for nearest-neighbor superexchange interactions in oxides. It is not yet clear to us whether the nearest-neighbor exchange is really as anisotropic as we deduce, which however is corroborated by a number of calculations (including our own LDA+U calculations) and experimental inferences enumerated above, or whether the values we derive are actually “effective” values which indirectly incorporate the effects of additional terms in the spin Hamiltonian as indicated by other calculations and experiments. Analyses of the temperature-dependent NMR Knight shift and $`1/T_1`$ in terms of the nearest-neighbor Heisenberg model have respectively yielded contradictory results regarding the anisotropy, and the analyses of Raman scattering experiments have indicated a much smaller anisotropy than we have inferred. Much work remains to be done to establish a spin Hamiltonian and calculational procedures which can self-consistently describe the $`\chi (T)`$, NMR, optical and inelastic neutron scattering measurements probing the magnetism of the cuprate spin ladder materials. If additional terms are in fact present in the Hamiltonian which are important to determining the magnetic properties, the evidence to date suggests that higher-order superexchange processes are likely candidates. In the case of the magnetic spin susceptibility studied here, the presence of a four-spin cyclic exchange interaction can exert a strong influence on the strengths of the (effective) nearest-neighbor exchange interactions inferred by analyzing experimental $`\chi (T)`$ data assuming only bilinear exchange interactions, as we have discussed. Such four-spin cyclic exchange processes may also strongly contribute to various properties of the layered cuprate high-$`T_\mathrm{c}`$ superconductors and undoped parent compounds as indicated by recent work on their optical properties. It would be very interesting to determine how this interaction influences the calculated superconducting correlations in doped spin ladder compounds and also in the doped layered cuprate high-$`T_\mathrm{c}`$ materials.
###### Acknowledgements.
We are grateful to S. Eggert, B. Frischmuth and M. Greven for sending us their theoretical numerical results for $`\chi ^{}(t)`$ of the Heisenberg chain, $`\chi ^{}(t)`$ of isolated $`n`$-leg ladders, and $`\chi ^{}(t)`$ and the spin gap versus $`J^{}/J`$ for isolated two-leg ladders, respectively, to Y. Mizuno for sending calculations of $`\chi ^{}(t)`$ for the two-leg ladder including the influence of the four-spin cyclic exchange interaction prior to publication, to T. Imai for sending us the experimental <sup>17</sup>O Knight shift data for three (Sr,Ca,La)<sub>14</sub>Cu<sub>24</sub>O<sub>41</sub> compounds, and to R. K. Kremer, S. Maekawa, Y. Mizuno and T. M. Rice for helpful discussions and correspondence. Ames Laboratory is operated for the U.S. Department of Energy by Iowa State University under Contract No. W-7405-Eng-82. The work at Ames was supported by the Director for Energy Research, Office of Basic Energy Sciences. The QMC program was written in C++ using a parallelizing Monte Carlo library developed by one of the authors. The QMC simulations were performed on the Hitachi SR2201 massively parallel computer of the University of Tokyo and of the Center for Promotion of Computational Science and Engineering of the Japan Atomic Energy Research Institute. The LDA+U work (M.K. and V.A.) was supported by the Russian Foundation for Basic Research (grant RFFI-98-02-17275).
## QMC $`𝝌^{\mathbf{}}\mathbf{(}𝒕\mathbf{)}`$ Simulation Fits
In the following weighted fits to the QMC $`\chi ^{}(t)`$ simulation data, the quality of a fit to a data set is expressed as the statistical $`\chi ^2`$ per degree of freedom, defined as $`\chi ^2/\mathrm{DOF}(N_\mathrm{p}P)^1_{i=1}^{N_\mathrm{p}}w_i(\chi _i^{}\chi _i^{,\mathrm{fit}})^2`$, where $`N_\mathrm{p}`$ is the number of data points in the data set, $`P`$ is the number of fitting parameters, the weighting function $`w_i=1/\sigma _i^2`$, and $`\sigma _i`$ is the estimated error for the $`i^{\mathrm{th}}`$ data point. An additional measure of the quality of a fit is the absolute rms deviation $`\sigma _{\mathrm{rms}}`$ of the fit from the data. The fits were carried out on Macintosh PowerPC G3 computers (233 and 400 MHz) using the software Mathematica 3.0.
### 1 Isolated Ladders, Isolated Ladders with Ferromagnetic Diagonal Coupling, Stacked Ladders and 3D-Coupled Ladders with $`𝑱^{\mathbf{}}\mathbf{/}𝑱\mathbf{}\mathrm{𝟏}`$ and Spin Gaps
All of these QMC data were fitted by a single multidimensional function with $`𝒫_{(6)}^{(6)}`$ in Eqs. (III C), where
$`N_n=N_{n0}`$ $`+`$ $`N_{1n1}\left({\displaystyle \frac{J^{}}{J}}\right)+N_{1n2}\left({\displaystyle \frac{J^{}}{J}}\right)^2+N_{1n3}\left({\displaystyle \frac{J^{}}{J}}\right)^3`$ (161)
$`+`$ $`N_{2n1}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)+N_{2n2}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)^2`$ (162)
$`+`$ $`N_{2n3}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)`$ (163)
$`+`$ $`N_{3n1}\left({\displaystyle \frac{J_{0.5}^{\prime \prime \prime }}{J}}\right)+N_{3n1}\left({\displaystyle \frac{J_{0.5}^{\prime \prime \prime }}{J}}\right)^2`$ (164)
$`+`$ $`N_{4n1}\left({\displaystyle \frac{J_1^{\prime \prime \prime }}{J}}\right)+N_{4n2}\left({\displaystyle \frac{J_1^{\prime \prime \prime }}{J}}\right)^2`$ (165)
$`+`$ $`N_{5n1}\left({\displaystyle \frac{J_{0.5}^{3\mathrm{D}}}{J}}\right)+N_{5n2}\left({\displaystyle \frac{J_{0.5}^{3\mathrm{D}}}{J}}\right)^2`$ (166)
$`+`$ $`N_{6n1}\left({\displaystyle \frac{J_1^{3\mathrm{D}}}{J}}\right)+N_{6n3}\left({\displaystyle \frac{J_1^{3\mathrm{D}}}{J}}\right)^3,(n=16)`$ (167)
$`D_n=D_{n0}`$ $`+`$ $`D_{1n1}\left({\displaystyle \frac{J^{}}{J}}\right)+D_{1n2}\left({\displaystyle \frac{J^{}}{J}}\right)^2+D_{1n3}\left({\displaystyle \frac{J^{}}{J}}\right)^3`$ (168)
$`+`$ $`D_{2n1}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)+D_{2n2}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)^2`$ (169)
$`+`$ $`D_{2n3}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)`$ (170)
$`+`$ $`D_{3n1}\left({\displaystyle \frac{J_{0.5}^{\prime \prime \prime }}{J}}\right)+D_{3n2}\left({\displaystyle \frac{J_{0.5}^{\prime \prime \prime }}{J}}\right)^2`$ (171)
$`+`$ $`D_{4n1}\left({\displaystyle \frac{J_1^{\prime \prime \prime }}{J}}\right)+D_{4n2}\left({\displaystyle \frac{J_1^{\prime \prime \prime }}{J}}\right)^2`$ (172)
$`+`$ $`D_{5n1}\left({\displaystyle \frac{J_{0.5}^{3\mathrm{D}}}{J}}\right)+D_{5n2}\left({\displaystyle \frac{J_{0.5}^{3\mathrm{D}}}{J}}\right)^2`$ (173)
$`+`$ $`D_{6n1}\left({\displaystyle \frac{J_1^{3\mathrm{D}}}{J}}\right)+D_{6n3}\left({\displaystyle \frac{J_1^{3\mathrm{D}}}{J}}\right)^3,(n=16)`$ (174)
$`\mathrm{\Delta }_{\mathrm{fit}}^{}=\mathrm{\Delta }_0^{}`$ $`+`$ $`\mathrm{\Delta }_{32}\left({\displaystyle \frac{J_{0.5}^{\prime \prime \prime }}{J}}\right)^2+\mathrm{\Delta }_{42}\left({\displaystyle \frac{J_1^{\prime \prime \prime }}{J}}\right)^2`$ (175)
$`+`$ $`\mathrm{\Delta }_{52}\left({\displaystyle \frac{J_{0.5}^{3\mathrm{D}}}{J}}\right)^2+\mathrm{\Delta }_{62}\left({\displaystyle \frac{J_1^{3\mathrm{D}}}{J}}\right)^2,`$ (176)
with $`J^{\mathrm{max}}=J`$ and $`\mathrm{\Delta }_0^{}\mathrm{\Delta }_0/J`$ from Eq. (17). The notation, e.g., $`J_1^{\prime \prime \prime }/J`$, means that the respective fit parameter coefficient and fit for $`J^{\prime \prime \prime }/J`$ apply only for $`J^{}/J=1`$. In most of the fits, the parameters $`D_1,D_2`$ and $`D_3`$ were determined from $`N_1,N_2,N_3`$ and $`\mathrm{\Delta }_{\mathrm{fit}}^{}`$ by the three HTSE constraints in Eqs. (III C) and were thus not fitted. For ease of implementing our fit functions by the reader, we have included the values of the constrained parameters in the tables of fitted parameters.
#### a Isolated Ladders with Nearest-Neighbor Couplings
We first fitted the data for the isolated ladders ($`J^{\prime \prime }=J^{\prime \prime \prime }=J^{\mathrm{diag}}=J^{3\mathrm{D}}=0`$) in Fig. 3 and additional data not shown (see figure caption). Here $`J^{\mathrm{max}}=J`$. Obtaining a reliable fit was essential because the fit is used as a foundation or backbone of the fits to the data for the cases below incorporating additional exchange interactions. The spin gap $`\mathrm{\Delta }_{\mathrm{fit}}^{}(J^{}/J)`$ was set identical to $`\mathrm{\Delta }_0(J^{}/J)`$ in Eq. (17) and thus was not fitted. For $`J^{}/J=0`$ for which $`\mathrm{\Delta }_0(J^{}/J)=0`$, we used the $`\{N_{n0},D_{n0}\}`$ fit (“Fit 1”)
parameter set in $`𝒫_{(6)}^{(5)}`$ in Eqs. (III C) which was obtained for the range $`0.01t5`$ in Ref. for the uniform chain. In addition, we separately fitted the 30 QMC data points of Frischmuth et al. for $`J^{}/J=1`$ using $`𝒫_{(6)}^{(6)}`$ in Eqs. (III C); we found that using $`𝒫_{(6)}^{(5)}`$ resulted in a $`\{N_{1n}(J^{}/J=1),D_{1n}(J^{}/J=1)\}`$ parameter set with several very large parameters ($`1`$) which would not allow accurate high temperature extrapolations. We thereby obtained a $`\{N_{1n}(J^{}/J=1),D_{1n}(J^{}/J=1)\}`$ nine-parameter set for $`J^{}/J=1`$, which yielded $`\chi ^2/\mathrm{DOF}=0.079`$ and $`\sigma _{\mathrm{rms}}=4.76\times 10^5`$; this fit will also be used as one of the end-function fits for the range $`J^{}/J1`$ in later sections. The fit parameters for the general data set $`0.1<J^{}/J0.8`$ (348 data points) were constrained by these $`J^{}/J=0`$ and $`J^{}/J=1`$ fit parameters. The complete parameter set $`\{N_{1nj},D_{1nj}\}`$ for this range was then determined and is given in Table VII, including the constrained parameters $`D_1,D_2`$ and $`D_3`$. Note that from Eqs. (III C), $`D_2`$ and $`D_3`$ are sixth and ninth order in $`J^{}/J`$, respectively. The goodnesses of fit for the 348 data points with $`0.1J^{}/J0.8`$ were $`\chi ^2/\mathrm{DOF}=1.07`$ and $`\sigma _{\mathrm{rms}}=0.000159`$, and for the total 378 point data set with $`0.1J^{}/J1`$ were $`\chi ^2/\mathrm{DOF}=1.02`$ and $`\sigma _{\mathrm{rms}}=0.000154`$. The deviations of the fit from the data are plotted versus temperature in Fig. 52. The two-dimensional fit is shown as the set of solid curves in Fig. 3, including an example of an exchange parameter interpolation $`\chi ^{}(t,J^{}/J=0.9)`$ for which we did not obtain QMC simulation data. The fit can also be interpolated in the range $`0<J^{}/J<0.1`$. Each of the following fits in this section were done with the parameter set $`\{N_{n0},N_{1nj},D_{n0},D_{1nj}\}`$ found for the isolated ladders fixed, and with all other exchange parameters except the one being fitted set to zero.
#### b Isolated Ladders with Ferromagnetic Diagonal Second-Neighbor Couplings
For the fit to the 457 QMC data points for the isolated ladders with $`0.4J^{}/J0.65`$ and with ferromagnetic diagonal couplings $`J^{\mathrm{diag}}/J=0.05`$, $``$0.1 and $``$0.11, we could only use the HTSE constraints on $`D_1`$ and $`D_2`$ in Eqs. (59) and (60), respectively, because for $`D_3`$ in Eq. (62) the diagonal coupling violates a condition for the validity of $`d_3`$ in Eq. (30) that no second-neighbor couplings occur. The fit yielded the parameter set $`\{N_{2nj},D_{2nj}\}`$ listed in Table VII. Because the $`D_{22j}`$ parameters are constrained, i.e. determined by other parameters according to Eq. (60), the $`D_{22}`$ expansion has nine terms which are designated in the table by
$`D_{22}`$ $`=`$ $`D_{221}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)+D_{222}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)^2`$ (177)
$`+`$ $`D_{223}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)`$ (178)
$`+`$ $`\left[D_{224}\left({\displaystyle \frac{J^{}}{J}}\right)^2+D_{225}\left({\displaystyle \frac{J^{}}{J}}\right)^3+D_{226}\left({\displaystyle \frac{J^{}}{J}}\right)^4\right]\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)`$ (179)
$`+`$ $`\left[D_{227}\left({\displaystyle \frac{J^{}}{J}}\right)+D_{228}\left({\displaystyle \frac{J^{}}{J}}\right)^3\right]\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)^2`$ (180)
$`+`$ $`D_{229}\left({\displaystyle \frac{J^{\mathrm{diag}}}{J}}\right)^3,`$ (181)
where the first three parameters are the same as defined in Eq. (176). For this fit $`\chi ^2/\mathrm{DOF}=0.91`$ and $`\sigma _{\mathrm{rms}}=0.000237`$. The fit for $`J^{}/J=0.4`$ and 0.6 and $`J^{\mathrm{diag}}/J=0.05`$ and $`0.1`$ is shown as the set of solid curves in
Fig. 4 along with the corresponding data and fit for $`J^{\mathrm{diag}}/J=0`$. The fit deviations for all the $`J^{\mathrm{diag}}0`$ data are plotted vs temperature in Fig. 53. The fit should not be extrapolated into the antiferromagnetic diagonal coupling regime because poles develop in the fit function at low temperatures for $`J^{\mathrm{diag}}/J0.05`$.
#### c Stacked Ladders
As shown in Fig. 11, the stacked ladders with $`J^{}/J=0.5`$ have a QCP at $`J^{\prime \prime \prime }/J=0.048(2)`$. The two regions on either side of the QCP require separate fits. We fitted the 84 data points for gapped ladders with $`J^{\prime \prime \prime }/J=0.01`$,
0.02, 0.03 and 0.04 and obtained the $`\{N_{3nj}`$, $`D_{3nj}`$, $`\mathrm{\Delta }_{32}\}`$ parameter set listed in Table VII. The value of the fitted parameter $`\mathrm{\Delta }_{32}`$ predicts that the spin gap should decrease to zero at $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J=0.052`$, close to the value inferred from Fig. 11. The deviations of the fit from the data are plotted vs $`t`$ in Fig. 54. The goodnesses of fit are $`\chi ^2`$/DOF = 1.39 and $`\sigma _{\mathrm{rms}}=0.0000464`$. The relative rms deviation is 0.125%. In Table VII, the constrained parameters $`D_{3n}`$ with $`n=1`$, 2 and 3 are written as power series, $`D_{3n}=_jD_{3nj}(J^{\prime \prime \prime }/J)^j`$. The fit is shown as the set of solid curves through the data for $`J^{\prime \prime \prime }/J=0.01`$–0.04 in Fig. 9.
We fitted the 70 stacked ladder data points for $`J^{}/J=1`$ and $`J^{\prime \prime \prime }/J=0.05`$, 0.1 and 0.15, parameters which are
all in the gapped region with $`J^{\prime \prime \prime }/J<J_{\mathrm{QCP}}^{\prime \prime \prime }/J0.16`$, and obtained $`\chi ^2/\mathrm{DOF}=1.19`$ and $`\sigma _{\mathrm{rms}}=0.000384`$ for the $`\{N_{4nj},D_{4nj},\mathrm{\Delta }_{42}\}`$ parameter set listed in Table VII. The two-dimensional fit is shown as the set of solid curves for these exchange constant combinations in Fig. 12. The
deviations of the fit from the data are shown as the filled circles in Fig. 55. The fitted value of $`\mathrm{\Delta }_{42}`$ predicts that $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J=0.155`$, at which the spin gap vanishes.
#### d LaCuO<sub>2.5</sub>-type 3D-Coupled Ladders
For the LaCuO<sub>2.5</sub>-type 3D-coupled ladder data for $`J^{}/J=0.5`$ and $`J^{3\mathrm{D}}/J=0.035,0.03,0.025`$ and $`0.02`$ (52 data points), which exhibit a spin-gap, we fixed the parameter $`\mathrm{\Delta }_{52}=145`$, which yields a QCP at $`J_{\mathrm{QCP}}^{3\mathrm{D}}/J=0.0384`$. We obtained a $`\chi ^2/\mathrm{DOF}=1.44`$ and $`\sigma _{\mathrm{rms}}=0.0000932`$ for the $`\{N_{5nj},D_{5nj},\mathrm{\Delta }_{52}\}`$ parameter set listed in Table VII. The fit is shown as the set of solid curves in Fig. 14 for these parameter combinations, and the deviations of the fit from the data are shown in Fig. 56. Similarly, for the 84 data points for $`J^{}/J=1`$ and $`J^{3\mathrm{D}}/J=0.05,0.1,\mathrm{and}0.11`$, which also exhibit a spin-gap, we obtained a $`\chi ^2/\mathrm{DOF}=0.92`$ and $`\sigma _{\mathrm{rms}}=0.00012`$ for the $`\{N_{6nj},D_{6nj},\mathrm{\Delta }_{62}\}`$ parameter set listed in Table VII. The fit is shown as the set of solid curves for the respective exchange constant combinations in Fig. 16, and the fit deviations are plotted vs temperature in Fig. 57.
### 2 Trellis Layers with $`𝑱^{\mathbf{}}\mathbf{/}𝑱\mathbf{}\mathrm{𝟏}`$
The 136 trellis layer QMC data points with $`J^{\prime \prime }=0.2,0.1`$, 0.1 and 0.2 for $`J^{}/J=0.5`$ and 1 in Fig. 6 were computed using QMC simulations by Miyahara et al. They also computed data for $`J^{\prime \prime }=0.5`$ and 0.5
which are not shown in the figure. Due to the “negative sign problem” arising from the geometric frustration in the interactions between spins on adjacent ladders, accurate $`\chi ^{}(t)`$ data could not be obtained to low temperatures. In addition, for the trellis layer the spin gap is expected to be nearly independent of the interladder coupling. For both of these reasons, we fitted the data by expressions having the form of the modified MFT expression in Eqs. (III D). For the case of trellis layers with $`J^{}/J1`$, one has $`J^{\mathrm{max}}=J`$ and we write the function $`f(J_{ij},t)`$ in Eq. (83) in the general form
$`f({\displaystyle \frac{J^{}}{J}}`$ , $`{\displaystyle \frac{J^{\prime \prime }}{J}},t)=2c_{11}({\displaystyle \frac{J^{\prime \prime }}{J}})+c_{12}({\displaystyle \frac{J^{\prime \prime }}{J}})^2+c_{13}({\displaystyle \frac{J^{\prime \prime }}{J}})^3`$ (182)
$`+`$ $`{\displaystyle \frac{c_{21}\left(\frac{J^{\prime \prime }}{J}\right)+c_{22}\left(\frac{J^{}}{J}\right)\left(\frac{J^{\prime \prime }}{J}\right)+c_{23}\left(\frac{J^{\prime \prime }}{J}\right)^2}{t}}`$ (183)
$`+`$ $`{\displaystyle \frac{\frac{9}{8}c_{33}\left(\frac{J^{\prime \prime }}{J}\right)^2+c_{34}\left(\frac{J^{}}{J}\right)\left(\frac{J^{\prime \prime }}{J}\right)^2+c_{35}\left(\frac{J^{\prime \prime }}{J}\right)^3}{3t^2}}`$ (184)
$`+`$ $`{\displaystyle \frac{c_{43}\left(\frac{J^{\prime \prime }}{J}\right)^2+c_{44}\left(\frac{J^{}}{J}\right)\left(\frac{J^{\prime \prime }}{J}\right)^2+c_{45}\left(\frac{J^{\prime \prime }}{J}\right)^3}{t^3}},`$ (185)
in which the $`c_{ij}`$ parameters may be varied and used as fitting parameters. For the exact HTSE to $`𝒪(1/t^2)`$ on the right-hand-side of Eq. (185), one would have $`c_{11}=c_{23}=c_{33}=c_{35}=1`$ with the remaining $`c_{ij}`$ parameters being zero. In their fits for $`0.5J^{\prime \prime }/J0.5`$ and $`J^{}/J=0.5`$ and 1 in the temperature range $`1t1.5`$, Miyahara et al. set $`c_{11}=1`$ and then obtained $`c_{12}=0.3436`$. Since the correct Weiss temperature in the Curie-Weiss law requires $`c_{11}=1`$ and $`c_{12}=0`$, this parametrization does not give the correct Curie-Weiss behavior but does yield the correct Curie law in the limit of high temperatures.
In our fits to the QMC data in Fig. 6, various combinations of nonzero $`c_{ij}`$ parameters in Eq. (185) were tried. The lowest-order, zero-parameter MFT fit with $`c_{11}=1`$ and with the remaining $`c_{ij}`$ parameters being zero yielded the fit shown as the set of solid curves in Fig. 6. For this “fit” to all the data points, the goodnesses of fit were $`\chi ^2`$/DOF = 98.7 and $`\sigma _{\mathrm{rms}}=0.0020`$. Excluding the two data points with $`J^{}/J=0.5,J^{\prime \prime }/J=\pm 0.1`$ at $`t=0.1`$ gave a much lower $`\sigma _{\mathrm{rms}}=0.00080`$. This is the fit function we use to fit our experimental $`\chi (T)`$ data for SrCu<sub>2</sub>O<sub>3</sub>. We also tried various combinations of up to four $`c_{ij}`$ fitting parameters in fitting the data for $`t0.25`$, with or without one or more of the constraints above associated with the HTSE, but the $`\sigma _{\mathrm{rms}}`$ of the fit could not be significantly improved compared to that of the above MFT “fit” with zero fitting parameters. In the attempts with one or more nonzero $`c_{4j}`$, the fits diverged significantly from the trend of the data at low temperatures because of the lack of enough data points at low temperatures to constrain these parameters.
### 3 Stacked Ladders with No Spin Gap
Our 118 QMC data points for the stacked ladders with $`J^{}/J=0.5`$ and $`J^{\prime \prime \prime }/J=0.05`$, 0.1, 0.15 and 0.2 are on the side of the QCP at $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J=0.048(2)`$ with no spin gap and were fitted by the expression with $`J^{\mathrm{max}}=J`$, $`𝒫_{(6)}^{(5)}`$ and $`\mathrm{\Delta }_{\mathrm{fit}}^{}=0`$ in Eqs. (III C), with
$`N_n=N_{n0}`$ $`+`$ $`N_{n1}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J}}\right)+N_{n2}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J}}\right)^2,(n=15)`$ (186)
$`D_n=D_{n0}`$ $`+`$ $`D_{n1}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J}}\right)+D_{n2}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J}}\right)^2.(n=16)`$ (187)
The $`D_1,D_2`$ and $`D_3`$ series coefficients were not fitted but were determined from the $`N_1,N_2`$ and $`N_3`$ series according to the three HTSE constraints in Eqs. (III C). The low-$`T`$ expansion is of the correct form for a 2D quantum critical point, $`\chi ^{}t`$; on the side of the QCP with no spin gap, we find that $`\chi ^{}`$ continues to be linear in $`t`$ at low $`t`$, as is also predicted. The parameters of the fit are given in Table VIII, for which $`\chi ^2/\mathrm{DOF}=1.09`$ and $`\sigma _{\mathrm{rms}}=0.000431`$ were obtained. The fit is shown as the set of four solid curves for $`J^{\prime \prime \prime }/J=0.05`$, 0.1, 0.15 and 0.2 in Fig. 9. Note that the fits for all four $`J^{\prime \prime \prime }/J`$ values cross at the temperature $`t0.16`$; i.e., at this temperature the $`\chi ^{}`$ is nearly independent of $`J^{\prime \prime \prime }/J`$ in the gapless regime. The deviations of the fit from the data are plotted vs $`t`$ in Fig. 58.
Our 24 QMC data points for the stacked ladders with $`J^{}/J=1`$ and $`J^{\prime \prime \prime }/J=0.2`$ are also on the side of the QCP at $`J_{\mathrm{QCP}}^{\prime \prime \prime }/J0.16`$ with no spin gap and were therefore also fitted by the eight-parameter expression in Eq. (187) with $`J^{\mathrm{max}}=J`$, $`𝒫_{(6)}^{(5)}`$ and $`\mathrm{\Delta }_{\mathrm{fit}}^{}=0`$ in Eqs. (III C), with
parameters shown in Table IX. The three $`D_1,D_2`$ and $`D_3`$ parameters were not fitted but were determined from the $`N_1,N_2`$ and $`N_3`$ fitting parameters as constrained by the HTSE. The fit is shown as the solid curve in Fig. 12 and the deviations of the fit from the data as the open squares in Fig. 55. The goodnesses of fit are $`\chi ^2/`$DOF = 0.60 and $`\sigma _{\mathrm{rms}}=0.000256`$.
### 4 LaCuO<sub>2.5</sub>-Type 3D Interladder Couplings <br>with $`𝑱^{\mathbf{}}\mathbf{/}𝑱\mathbf{=}\mathbf{0.5}`$ 0.6, 0.7, 0.8, 0.9 <br>and 1.0 and with No Spin Gap
The LaCuO<sub>2.5</sub>-Type 3D interladder couplings $`0.1J^{3\mathrm{D}}/J0.035`$ and presumably $`0.05J^{3\mathrm{D}}/J0.2`$ with $`J^{}/J=0.5`$, and $`0.12J^{\prime \prime }/J0.2`$ with $`J^{}/J=1`$, are on the side of the QCP with no spin gap and a finite $`\chi ^{}(t=0)`$. We estimate that our QMC data with $`J^{3\mathrm{D}}/J=0.05`$ and $`J^{}/J=0.6`$ and with $`J^{3\mathrm{D}}/J=0.1`$, 0.15 and 0.2 and $`J^{}/J=0.6`$, 0.7, 0.8 and 0.9 are all in the gapless regime. These data total 564 data points.
One expects that $`\chi ^{}t^2`$ at the 3D quantum critical point, and for further increases in $`|J^{3\mathrm{D}}/J|`$ one expects $`\chi ^{}=\chi ^{}(0)+bt^2`$ with a finite $`\chi ^{}(0)`$. Thus we fitted all of the above QMC data using $`\mathrm{\Delta }_{\mathrm{fit}}^{}=0`$ and using $`𝒫_{(6)}^{(5)}`$ in Eqs. (III C), with
$`N_n=N_{n0}`$ $`+`$ $`N_{n1}\left({\displaystyle \frac{J^{}}{J}}\right)+N_{n2}\left({\displaystyle \frac{J^{}}{J}}\right)^2`$ (188)
$`+`$ $`N_{n3}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)+N_{n4}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2`$ (189)
$`+`$ $`N_{n5}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2,(n=13,5)`$ (190)
$`D_n=D_{n0}`$ $`+`$ $`D_{n1}\left({\displaystyle \frac{J^{}}{J}}\right)+D_{n2}\left({\displaystyle \frac{J^{}}{J}}\right)^2`$ (192)
$`+`$ $`D_{n3}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)+D_{n4}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2`$ (193)
$`+`$ $`D_{n5}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2,(n=14,6)`$ (194)
The three HTSE constraints in Eqs. (III C) were enforced, so the series for $`D_n`$ with $`n=1`$, 2 and 3 are determined from $`N_1`$, $`N_2`$ and/or $`N_3`$ series, and Eqs. (III C) with $`\mathrm{\Delta }^{}=0`$ yield the $`D_n`$ series terms in Eq. (LABEL:EqNDLCO0.5) plus the respective additional terms
$`D_{1\mathrm{add}}`$ $`=`$ $`D_{16}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right),`$ (195)
$`D_{2\mathrm{add}}`$ $`=`$ $`D_{26}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)+D_{27}\left({\displaystyle \frac{J^{}}{J}}\right)^2\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)`$ (197)
$`+`$ $`D_{28}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^3+D_{29}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^3`$ (198)
$`+`$ $`D_{210}\left({\displaystyle \frac{J^{}}{J}}\right)^2\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2,`$ (199)
$`D_{3\mathrm{add}}`$ $`=`$ $`D_{36}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)+D_{37}\left({\displaystyle \frac{J^{}}{J}}\right)^2\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)`$ (201)
$`+`$ $`D_{38}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^3+D_{39}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^3`$ (202)
$`+`$ $`D_{310}\left({\displaystyle \frac{J^{}}{J}}\right)^2\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2+D_{311}\left({\displaystyle \frac{J^{}}{J}}\right)^3`$ (203)
$`+`$ $`D_{312}\left({\displaystyle \frac{J^{}}{J}}\right)^3\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)+D_{313}\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^4`$ (204)
$`+`$ $`D_{314}\left({\displaystyle \frac{J^{}}{J}}\right)^3\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^2+D_{315}\left({\displaystyle \frac{J^{}}{J}}\right)\left({\displaystyle \frac{J^{3\mathrm{D}}}{J}}\right)^4.`$ (205)
This fit function satisfies the low-temperature limit prediction $`\chi (T)=A+BT^2`$. The 32 parameters of the fit in Eqs. (LABEL:EqNDLCO0.5) and the series in Eqs. (205) for the constrained parameters are given in Table X, for which $`\chi ^2/\mathrm{DOF}=0.95`$ and $`\sigma _{\mathrm{rms}}=0.000214`$ were obtained. The three-dimensional fit is shown as the sets of solid curves in Fig. 18 and for the gapless parameter regimes in Figs. 14 and 16. The deviations of the fit from the data are plotted vs temperature in Fig. 59.
### 5 Isolated Ladders, Trellis Layers and Stacked Ladders with $`𝑱^{\mathbf{}}\mathbf{/}𝑱\mathbf{}\mathrm{𝟏}`$
Since these spin lattices for all the exchange constant combinations with $`J^{}/J1`$ that we simulated have a spin gap, we were able to fit all the QMC data with the same multidimensional function, using $`𝒫_{(6)}^{(6)}`$ in Eqs. (III C), with
$`N_n=N_{n0}`$ $`+`$ $`N_{1n1}\left({\displaystyle \frac{J}{J^{}}}\right)+N_{1n2}\left({\displaystyle \frac{J}{J^{}}}\right)^2+N_{1n3}\left({\displaystyle \frac{J}{J^{}}}\right)^3`$ (206)
$`+`$ $`N_{1n4}\left({\displaystyle \frac{J}{J^{}}}\right)^4+N_{2n1}\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)+N_{2n2}\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)^2`$ (207)
$`+`$ $`N_{3n1}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)+N_{3n2}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)^2`$ (208)
$`+`$ $`N_{3n3}\left({\displaystyle \frac{J}{J^{}}}\right)\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right),(n=16)`$ (209)
$`D_n=D_{n0}`$ $`+`$ $`D_{1n1}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{1n2}\left({\displaystyle \frac{J}{J^{}}}\right)^2+D_{1n3}\left({\displaystyle \frac{J}{J^{}}}\right)^3`$ (210)
$`+`$ $`D_{1n4}\left({\displaystyle \frac{J}{J^{}}}\right)^4+D_{2n1}\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)+D_{2n2}\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)^2`$ (211)
$`+`$ $`D_{3n1}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)+D_{3n2}\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)^2`$ (212)
$`+`$ $`D_{3n3}\left({\displaystyle \frac{J}{J^{}}}\right)\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right),(n=16)`$ (213)
$`{\displaystyle \frac{\mathrm{\Delta }_{\mathrm{fit}}}{J^{}}}=1`$ $`+`$ $`\mathrm{\Delta }_{11}\left({\displaystyle \frac{J}{J^{}}}\right)+\mathrm{\Delta }_{12}\left({\displaystyle \frac{J}{J^{}}}\right)^2+\mathrm{\Delta }_{13}\left({\displaystyle \frac{J}{J^{}}}\right)^3,`$ (214)
with $`J^{\mathrm{max}}=J^{}`$. All of the fits in this section utilized the three respective HTSE constraints on $`D_1,D_2`$ and $`D_3`$ in Eqs. (III C). The seven $`N_{n0}`$ and $`D_{n0}`$ fitting coefficients were first determined to high accuracy by fitting to the exact expression for the $`S=1/2`$ dimer given in Eq. (15), for which $`J/J^{}=0`$ and $`\mathrm{\Delta }/J^{}=1`$. We were able to fit a 498-point double-precision representation of this function for $`0.02t4.99`$ to a variance of $`1.2\times 10^{16}`$. The fit parameters were further constrained by requiring that the $`\{N_n,D_n,\mathrm{\Delta }_{\mathrm{fit}}\}`$ values for $`J/J^{}=1`$ be identical with those found in Sec. 1 a above for $`J^{}/J=1`$ from the fit to the QMC data for $`J^{}/J1`$.
The 29 $`N_{1nj},D_{1nj}`$ and $`\mathrm{\Delta }_{1j}`$ coefficient fitting parameters for the isolated ladders were determined by fitting to the 119 QMC simulation data points for $`J/J^{}=0.1`$, 0.2, 0.3, 0.4, 0.5, 0.7 and 0.9 and the results are given in Table XI, yielding a $`\chi ^2/\mathrm{DOF}=1.24`$ and $`\sigma _{\mathrm{rms}}=4.19\times 10^5`$ for the fit to those data. The fit is shown as the set of solid curves in Fig. 5, including two curves showing exchange parameter example interpolations for $`\chi ^{}(t,J/J^{}=0.6,0.8)`$ for which we did not obtain QMC simulation data. The fit deviations from all the fitted data are plotted vs temperature in Fig. 60. In the following fits, the $`\{N_{n0},D_{n0},N_{1nj},D_{1nj},\mathrm{\Delta }_{1j}\}`$ set of parameters for the isolated ladders was held fixed.
The 18-parameter three-dimensional fit to the 162 QMC trellis layer $`\chi ^{}(t)`$ data points with intraladder couplings $`J/J^{}=0.1`$ and 0.2, each with interladder couplings $`J^{\prime \prime }/J=0.2,0.1`$, 0.1 and 0.2, yielded $`\chi ^2/\mathrm{DOF}=1.17`$ and $`\sigma _{\mathrm{rms}}=0.000302`$. As in the fit to the trellis layer QMC data for $`J^{}/J1`$ above, the data could be fitted well assuming that the spin gap is independent of the interladder coupling. The set of $`\{N_{2nj},D_{2nj}\}`$ parameters obtained, including the constrained $`D_{21},D_{22}`$ and $`D_{23}`$ series, is given in Table XI and the fit is plotted as the set of solid curves in Figs. 7 and 8, respectively. The fit deviations are plotted vs temperature in Fig. 61. The series for $`D_{2n}`$ with $`n=2`$ and 3 have the following terms in addition to those in Eq. (214)
$`D_{2n\mathrm{add}}`$ $`=`$ $`D_{2n3}\left({\displaystyle \frac{J}{J^{}}}\right)^5+D_{2n4}\left({\displaystyle \frac{J}{J^{}}}\right)^6+D_{2n5}\left({\displaystyle \frac{J}{J^{}}}\right)^7`$ (215)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)[D_{2n6}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{2n7}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (216)
$`+`$ $`D_{2n8}\left({\displaystyle \frac{J}{J^{}}}\right)^3+D_{2n9}\left({\displaystyle \frac{J}{J^{}}}\right)^4]`$ (217)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)^2[D_{2n10}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{2n11}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (218)
$`+`$ $`D_{2n12}\left({\displaystyle \frac{J}{J^{}}}\right)^3]+D_{2n13}({\displaystyle \frac{J^{\prime \prime }}{J^{}}})^3`$ (219)
$`+`$ $`D_{2n14}\left({\displaystyle \frac{J}{J^{}}}\right)^8+D_{2n15}\left({\displaystyle \frac{J}{J^{}}}\right)^9`$ (220)
$`+`$ $`D_{2n16}\left({\displaystyle \frac{J}{J^{}}}\right)^{10}`$ (221)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)[D_{2n17}\left({\displaystyle \frac{J}{J^{}}}\right)^5+D_{2n18}\left({\displaystyle \frac{J}{J^{}}}\right)^6`$ (222)
$`+`$ $`D_{2n19}\left({\displaystyle \frac{J}{J^{}}}\right)^7]`$ (223)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)^2[D_{2n20}\left({\displaystyle \frac{J}{J^{}}}\right)^4+D_{2n21}\left({\displaystyle \frac{J}{J^{}}}\right)^5`$ (224)
$`+`$ $`D_{2n22}\left({\displaystyle \frac{J}{J^{}}}\right)^6]`$ (225)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime }}{J^{}}}\right)^3[D_{2n23}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{2n24}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (226)
$`+`$ $`D_{2n25}\left({\displaystyle \frac{J}{J^{}}}\right)^3]+D_{2n26}({\displaystyle \frac{J^{\prime \prime }}{J^{}}})^4.`$ (227)
The 27-parameter three-dimensional fit to the 119 stacked ladder data points for $`J^{}/J=0,`$ 0.1 and 0.2 and $`J^{\prime \prime \prime }/J=0.1`$ and 0.2 yielded $`\chi ^2/\mathrm{DOF}=0.81`$ and $`\sigma _{\mathrm{rms}}=0.000208`$, and is plotted as the set of solid curves in Fig. 13. The fit deviations are plotted vs temperature in Fig. 62. The set of $`\{N_{3nj},D_{3nj}\}`$ parameters are given
in Table XI. The constrained series for $`D_{2n}`$ with $`n=2`$ and 3 have the following terms in addition to those in Eq. (214)
$`D_{3n\mathrm{add}}`$ $`=`$ $`D_{3n4}\left({\displaystyle \frac{J}{J^{}}}\right)^5+D_{3n5}\left({\displaystyle \frac{J}{J^{}}}\right)^6+D_{3n6}\left({\displaystyle \frac{J}{J^{}}}\right)^7`$ (228)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)[D_{3n7}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (229)
$`+`$ $`D_{3n8}\left({\displaystyle \frac{J}{J^{}}}\right)^3+D_{3n9}\left({\displaystyle \frac{J}{J^{}}}\right)^4]`$ (230)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)^2[D_{3n10}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{3n11}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (231)
$`+`$ $`D_{3n12}\left({\displaystyle \frac{J}{J^{}}}\right)^3]+D_{3n13}({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}})^3`$ (232)
$`+`$ $`D_{3n14}\left({\displaystyle \frac{J}{J^{}}}\right)^8+D_{3n15}\left({\displaystyle \frac{J}{J^{}}}\right)^9`$ (233)
$`+`$ $`D_{3n16}\left({\displaystyle \frac{J}{J^{}}}\right)^{10}`$ (234)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)[D_{3n17}\left({\displaystyle \frac{J}{J^{}}}\right)^5+D_{3n18}\left({\displaystyle \frac{J}{J^{}}}\right)^6`$ (235)
$`+`$ $`D_{3n19}\left({\displaystyle \frac{J}{J^{}}}\right)^7]`$ (236)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)^2[D_{3n20}\left({\displaystyle \frac{J}{J^{}}}\right)^4+D_{3n21}\left({\displaystyle \frac{J}{J^{}}}\right)^5`$ (237)
$`+`$ $`D_{3n22}\left({\displaystyle \frac{J}{J^{}}}\right)^6]`$ (238)
$`+`$ $`\left({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}}\right)^3[D_{3n23}\left({\displaystyle \frac{J}{J^{}}}\right)+D_{3n24}\left({\displaystyle \frac{J}{J^{}}}\right)^2`$ (239)
$`+`$ $`D_{3n25}\left({\displaystyle \frac{J}{J^{}}}\right)^3]+D_{3n26}({\displaystyle \frac{J^{\prime \prime \prime }}{J^{}}})^4.`$ (240)
### 6 $`𝑺\mathbf{=}\mathrm{𝟏}\mathbf{/}\mathrm{𝟐}`$ Three- and Five-Leg Ladders
In these $`n`$-leg ladders, the spin gap $`\mathrm{\Delta }=0`$. The spins are not all equivalent, since the outer leg spins have three nearest neighbors whereas the inner leg spins have four. Therefore, only the Curie-Weiss terms to $`𝒪(1/t^2)`$ in the HTSE in Eqs. (26) and (III B) can be utilized to constrain the fits. Frischmuth et al. have carried out QMC simulations of $`\chi ^{}(t)`$ for ladders with $`n=1`$–6 and spatially isotropic exchange and also for $`n=3`$ with anisotropic exchange.
For the three-leg ($`n=3`$) ladders with anisotropic exchange, we fitted the 126 QMC $`\chi ^{}(t)`$ data points for $`J^{}/J=0.4,0.5,\mathrm{0.6\; 0.7}`$ and 1 by Eqs. (III C) using $`J^{\mathrm{max}}=J`$, $`\mathrm{\Delta }=0`$, the constrained $`D_1`$ given by Eq. (59), $`4d_1`$ given by the average value $`(2/3)(3+2J^{}/J)`$, and $`𝒫_{(5)}^{(4)}`$ in Eq. (III C). The error bars for $`J^{}/J=1`$ (which were not available to us) were estimated from those of the other data sets. The $`N_n`$ and $`D_n`$ parameters are written as power series in $`J^{}/J`$ according to
$`N_n=N_{n0}`$ $`+`$ $`N_{1n}\left({\displaystyle \frac{J^{}}{J}}\right)+N_{2n}\left({\displaystyle \frac{J^{}}{J}}\right)^2,(n=14)`$ (241)
$`D_n=D_{n0}`$ $`+`$ $`D_{1n}\left({\displaystyle \frac{J^{}}{J}}\right)+D_{2n}\left({\displaystyle \frac{J^{}}{J}}\right)^2.(n=15)`$ (242)
The $`\{N_n,D_n\}`$ series coefficients are given in Table XII. The two-dimensional fit is shown as the set of solid curves through the data in Fig. 19, where extrapolations to $`t=2`$ and interpolation curves for $`J^{}/J=0.8`$ and 0.9 are also shown. The deviations of the fit from all the data are plotted vs temperature in Fig. 63. The qualities of the fit are $`\chi ^2`$/DOF = 1.08, $`\sigma _{\mathrm{rms}}=0.000111`$, and the relative rms deviation is 0.227%.
We also obtained an unweighted fit to the $`\chi ^{}(t)`$ data of Frischmuth et al. for the isotropic five-leg ladder (for which the error bars were not available to us) using $`𝒫_{(4)}^{(3)}`$ in Eq. (III C), $`\mathrm{\Delta }=0`$, $`D_1`$ given by Eq. (59) and $`4d_1`$ given by the average coordination number $`4(2/n)=3.6`$, with parameters
$`N_1`$ $`=`$ $`0.2732853,N_2=0.09333487,`$ (243)
$`N_3`$ $`=`$ $`0.006660300,D_1=0.6267147,`$ (244)
$`D_2`$ $`=`$ $`0.3077097,D_3=0.04438012,`$ (245)
$`D_4`$ $`=`$ $`0.07488932,{\displaystyle \frac{\chi ^2}{\mathrm{DOF}}}=5.6\times 10^9.`$ (246) |
warning/0001/hep-th0001033.html | ar5iv | text | # Universal Aspects of Gravity Localized on Thick Branes
## 1 Introduction
The proposal of Randall and Sundrum (RS) to localize gravity in the vicinity of a brane with non-vanishing tension in anti-de Sitter (AdS) space has recently attracted enormous attention (see, for example , for previous relevant work, , for more recent generalizations, , for work on smooth brane scenarios, , for embeddings in string theory and supergravity, , for the general relativity aspects and finally , for cosmological and phenomenological aspects). RS found that in a setup with a single brane, a negative bulk cosmological constant and a single large extra dimension (with the cosmological constant and brane tension tuned such that the effective four-dimensional cosmological constant vanishes) the solution to Einstein’s equation results in a single graviton zero mode, which is a consequence of the unbroken four-dimensional Poincaré invariance, and a continuum of Kaluza-Klein (KK) modes. Normally the presence of these continuum modes would render a setup like this unrealistic due to the large deviation from Newton’s Law the low energy continuum modes tend to induce. However, RS found that due to the suppression of the wavefunctions of the continuum modes close to the brane, their contribution to the Newton potential is highly suppressed, and therefore a realistic model with uncompactified extra dimensions could be built. This model has been generalized in to models with intersecting branes with more than one uncompactified extra dimension, and also to include brane junctions .
The branes in the RS setup and its generalizations mentioned above are included as static point-like external sources in the extra dimensions, with no dynamics to produce them. As was done in , one can find solutions to Einstein’s equation coupled to a single scalar field, where the scalar creates a domain wall—a “thick brane”—while the metric away from the brane asymptotes to a slice of AdS<sub>5</sub>. Such domain wall solutions are obtained if the scalar potential originates from a superpotential (although as recently discussed in this does not necessarily imply that the theory is embeddable into a five-dimensional supergravity theory). In this case the solutions found in originate from a BPS equation. These domain walls were first found in . It has been shown in that, just like for the case of the infinitely thin branes of RS, there is a single normalizable graviton bound-state with zero energy. A particularly nice example of this sort has been recently worked out in detail in . Similar BPS equations for intersecting domain walls in more than one extra dimension were found in ; however, no explicit solutions to these equations are known yet.
In this paper we study generic properties of localized gravity on thick branes. In the first part of the paper we consider thick branes in one extra dimension and then generalize to an arbitrary number of extra dimensions. Instead of starting with a coupled gravity-scalar system, as in , we “smear” the RS solution and its generalizations in such a way that the non-dynamical source terms correspond to a smeared (thick) brane in the background of a slowly varying negative bulk cosmological constant. We examine the spectrum of graviton modes and find necessary and sufficient conditions for such backgrounds to localize gravity on the branes. Besides general arguments about the ground state (some of which appear in ), we also examine the behavior of the continuum modes. For a generic study, we use the WKB approximation for the “volcano-type potential”, which hints that when the metric falls off slowly enough from the brane the soft KK modes are suppressed sufficiently inside the brane so that their corrections to the Newton’s Law are negligible. In a more restricted set of generalizations of the RS solution we calculate this suppression more rigorously, and find qualitative agreement with the WKB result. This leads to necessary conditions of the quantum mechanical potential, and hence the background metric, in order for the KK modes to decouple. We find that the potential at large distances must fall off no faster than in the asymptotically AdS case in order for the KK modes to make a small contribution to Newton’s Law. This requirement is equivalent to demanding normalizability of the ground state graviton wavefunction. We also comment on the possible contributions of “quasi-bound-states”—resonant modes in the continuum spectrum whose wavefunctions are not suppressed at the location of the brane—and study their significance in a toy model. We next show how to generalize our results to situations in more than five dimensions. These scenarios could describe, for example, three-branes in more than five dimensions or higher-dimensional intersecting branes with a four-dimensional intersection. In the latter case, the thick brane background could be given by an appropriate smearing of the intersecting brane solution of , and again we find conditions on the long-distance behavior of the background metric in order for there to be localized gravity on the brane intersection.
We also study the relevance of background fields that create the branes. We find that the stress-tensor source terms for a general smearing of the RS solution can be obtained from a single scalar field, and we rederive the same BPS-type equations for this scalar field as . This provides a particularly simple derivation of the BPS equations without an a priori assumption about the form of the scalar potential, and also emphasizes that this is the most general solution with a single scalar field. In the case of branes in higher dimensions the situation is more complicated. Contrary to the case of one extra dimension, we find that it is impossible to generate the desired background metric or sources of the stress tensor with a single scalar field. Nevertheless, the properties of the graviton in such backgrounds are studied in the same way as for the case of one extra dimension.
## 2 Backgrounds with four-dimensional Poincaré invariance
In general, we are interested in $`d`$-dimensional backgrounds which have a four-dimensional Poincaré symmetry (the restriction to four dimensions is unnecessary, but is the case most relevant for phenomenology):
$$ds^2g_{\mu \nu }dx^\mu dx^\nu =e^{A(z)}\eta _{ab}dx^adx^b+g_{ij}(z)dz^idz^j.$$
(1)
Here, $`x^\mu =(x^a,z^i)`$, where $`x^a`$, for $`a=0,\mathrm{},3`$, are the usual coordinates of four-dimensional Minkowski space and $`z^i=x^{i+3}`$, for $`i=1,\mathrm{},n`$, are the coordinates on the $`n=(d4)`$-dimensional transverse space.<sup>2</sup><sup>2</sup>2In our conventions the metric $`g_{\mu \nu }`$ has signature $`(+,,,,\mathrm{})`$. We will assume that $`A(0)=0`$, so that the four-dimensional metric at the origin in the transverse space is canonically normalized. In this present work we will concentrate, for the most part, on a more restricted set of metrics which are conformally flat; that is of the form
$$ds^2=e^{A(z)}\left(\eta _{ab}dx^adx^bdz^idz^i\right),$$
(2)
with a suitable choice of coordinates. Notice that when $`d=5`$, an arbitrary metric of the form (1) is conformally flat, so in that case (2) is perfectly general.
We will be interested, amongst other things, in smooth versions of the RS metric in five dimensions discussed in . The metric is usually written in the form
$$ds^2=e^{A(r)}\eta _{ab}dx^adx^bdr^2$$
(3)
with $`A(r)=2k|r|`$, but can be written in conformally-flat form with $`A(z)A(r(z))=2\mathrm{log}(k|z|+1)`$. One simple way to introduce thick brane is by smoothing out RS ansatz. For example, one can make a substitution $`|r|\mu ^1\mathrm{log}\mathrm{cosh}(\mu r)`$, although for practical purposes it is more convenient to smooth in the $`z`$-basis:
$$|z|\frac{1}{\mu }\mathrm{log}\mathrm{cosh}(\mu z).$$
(4)
Here $`\mu `$ is an independent parameter which determines the thickness of the brane. In the RS limit, $`\mu k`$, we expect that any additional fields will be localized near $`z=0`$, which will be assumed in much of the following discussion (we will comment on subtleties associated with smearing of the matter fields over the thickness of the brane later). On the other hand, for simplicity it is convenient to study the behaviour of the gravitational modes in a different limit $`\mu k`$, where $`A(z)`$ depends on only one scale $`k`$, and we will do so in most of our examples. In this case the equivalent smoothing in conformally-flat coordinates can be written as $`A(r)=2\mathrm{log}\mathrm{cosh}(kr)`$, or equivalently $`A(z)=\mathrm{log}(k^2z^2+1)`$, . This metric approaches the AdS form asymptotically for $`|z|1/k`$. However, we will also consider metrics which are more general and not necessarily asymptotic to an AdS space.
We first point out that smoothing of the RS solution can be performed without the addition of matter fields. Consider the five-dimensional case where the domain wall is generated by an explicit position dependent term in the gravity action, much in the spirit of the original Randall-Sundrum scenario. (We will later study gravity in the background of branes created by scalar fields, and find that the supersymmetric potential introduced in appears naturally in the solution of the field equations.) In the absence of fields other than gravity, we study the action
$$S=d^5x\left[\sqrt{g}\left(\kappa ^2R+\mathrm{\Lambda }(r)\right)+\sqrt{g_{(4)}}V(r)\right].$$
(5)
Here $`g=|\mathrm{det}g_{\mu \nu }|`$, $`g_{(4)}=|\mathrm{det}g_{ab}|`$ is the determinant of the induced metric on the domain wall and $`\kappa ^2=M_{}^3`$, where $`M_{}`$ is the fundamental Plank scale in five dimensions. The function $`V(r)`$ will approximate a delta function which generates the domain wall, and $`\mathrm{\Lambda }(r)`$ is roughly constant away from the domain wall and corresponds to the bulk cosmological constant. This action gives rise to a stress tensor
$$T_{\mu \nu }=\frac{1}{2}\left(\mathrm{\Lambda }(r)g_{\mu \nu }+V(r)g_{ab}\delta _\mu ^a\delta _\nu ^b\right).$$
(6)
We note that any stress tensor which is four dimensional Lorentz covariant can be decomposed in this way, and therefore is derivable from an action of the form (5). We are interested in actions which admit solutions of the form (3). The “bulk cosmological constant” and “brane tension” are then determined to be
$$\mathrm{\Lambda }(r)=3\kappa ^2A^{}(r)^2,V(r)=3\kappa ^2A^{\prime \prime }(r).$$
(7)
For $`A(r)=2k|r|`$, this reproduces the original Randall-Sundrum system . By choice of a static background metric (3) the four-dimensional effective cosmological constant must vanish, and the fine tuning of cosmological constant and brane tension is replaced by (7). Indeed, one can integrate out the extra dimension and check that the action (5) vanishes for the background metric (3), which is equivalent to vanishing of the four-dimensional cosmological constant.
We should comment that because this analysis does not depend on what type of field creates the domain walls, we can study solutions in which the domain walls have negative tension. For example, we can study smooth versions of the RS solution to the hierarchy problem , in which the transverse direction is compactified on an orbifold $`S^1/_2`$. Branes are stuck at the two fixed planes of the orbifold action, one of which has positive tension and the other negative tension. In the RS scenario the metric has the form (3) with $`A(r)=2k|r|`$, $`r_c<r<r_c`$, where it is understood that $`r`$ is periodic over an interval $`2r_c`$. In order to make the periodicity explicit, we can study a multiple cover of the circle, with
$$A(r)=\underset{n}{}k\left[r_c+(1)^n\left(2r(2n+1)r_c\right)\right]\theta (rnr_c)\theta ((n+1)r_cr),$$
(8)
where $`\theta (r)`$ is the usual step function. The brane tension is related to $`A^{\prime \prime }(r)`$, which has delta function singularities with positive coefficient for $`r=0`$ mod $`2r_c`$ and negative coefficient for $`r=r_c`$ mod $`2r_c`$. As before the solution can be smoothed by an appropriate smearing of the $`\theta `$-functions; for example,
$$\theta (x)\stackrel{~}{\theta }(x)\frac{1}{2}(\mathrm{tanh}(\mu x)+1),$$
(9)
where $`\mu `$ is, as described previously, a parameter which characterizes the thickness of the brane. An alternative smoothing procedure which may be useful for numerical calculation is a truncation of the Fourier expansion of the sawtooth:
$$A(r)\frac{r_c}{2}\frac{4r_c}{\pi ^2}\underset{0n<N}{}\frac{1}{(2n+1)^2}\mathrm{cos}(\pi (2n+1)r/r_c).$$
(10)
We will also consider backgrounds that can be interpreted as three-branes embedded in spaces of dimension $`d>5`$ and also backgrounds which can be interpreted as intersections of higher dimensional branes with a four-dimensional intersection. In the latter cases, the question for these kinds of backgrounds is whether four-dimensional gravity is localized on the intersection. For example, we will consider smooth versions of the multi-dimensional patched AdS space with metric
$$ds^2=\frac{1}{(1+k_{i=1}^n|z^i|)^2}\left(\eta _{ab}dx^adx^bdz^idz^i\right).$$
(11)
This metric represents $`n=d4`$ intersecting $`(d1)`$-branes, which mutually intersect in four dimensions.
## 3 Universal Aspects
### 3.1 Gravitational Fluctuations
In this section we derive a universal equation for the effective four-dimensional gravitational fluctuations in the conformally-flat backgrounds described in the last section. The more demanding case of the general background (1) will be discussed separately in Sec. 3.4. This means that we study fluctuations of the metric (2) of the form
$$ds^2=e^{A(z)}\left((\eta _{ab}+h_{ab}(x,z))dx^adx^bdz^idz^i\right).$$
(12)
It will be convenient to define $`h_{\mu \nu }`$ to be a fluctuation whose only non-zero components are $`h_{ab}`$. We will use the transverse traceless gauge for these fluctuations, i.e. $`_\mu h^{\mu \nu }=0`$ and $`h_\mu ^\mu =0`$. We should note that there may be additional fluctuations not of the form (12) in transverse traceless gauge, but we will not comment on such modes here.
Since the metric (2) is manifestly conformally flat, it is convenient to use the the general form of the Einstein tensor for metrics of the form $`g_{\mu \nu }=e^A\stackrel{~}{g}_{\mu \nu }`$ (see for example ):
$$G_{\mu \nu }=\stackrel{~}{G}_{\mu \nu }+\frac{d2}{2}\left[\frac{1}{2}\stackrel{~}{}_\mu A\stackrel{~}{}_\nu A+\stackrel{~}{}_\mu \stackrel{~}{}_\nu A\stackrel{~}{g}_{\mu \nu }\left(\stackrel{~}{}_\rho \stackrel{~}{}^\rho A\frac{d3}{4}\stackrel{~}{}_\rho A\stackrel{~}{}^\rho A\right)\right],$$
(13)
where indices are raised and lowered with $`\stackrel{~}{g}_{\mu \nu }`$ in this context. Using the form of the Einstein tensor for linear perturbations about flat spacetime ,
$$\delta \stackrel{~}{G}_{\mu \nu }=^\rho _{(\nu }h_{\mu )\rho }\frac{1}{2}^\rho _\rho h_{\mu \nu }\frac{1}{2}_\mu _\nu h_\rho ^\rho \frac{1}{2}\eta _{\mu \nu }\left(^\rho ^\kappa h_{\rho \kappa }^\rho _\rho h_\kappa ^\kappa \right),$$
(14)
the linearized perturbation of the Einstein tensor (13) becomes,
$$\begin{array}{cc}\hfill \delta G_{\mu \nu }& =^\rho _{(\nu }h_{\mu )\rho }\frac{1}{2}\underset{¯}{^\rho _\rho h_{\mu \nu }}\frac{1}{2}_\mu _\nu h_\rho ^\rho \frac{1}{2}\eta _{\mu \nu }\left(^\rho ^\kappa h_{\rho \kappa }^\rho _\rho h_\kappa ^\kappa \right)\hfill \\ & \frac{d2}{2}[\frac{1}{2}\eta ^{\rho \kappa }(_\mu h_{\nu \rho }+_\nu h_{\mu \rho }\underset{¯}{_\rho h_{\mu \nu }})_\kappa A\hfill \\ & +\underset{¯}{h_{\mu \nu }_\rho ^\rho A}+\eta _{\mu \nu }\left(_\rho h^{\rho \kappa }_\kappa A+\frac{1}{2}_\rho h_\kappa ^\kappa ^\rho Ah^{\rho \kappa }_\rho _\kappa A\right)\hfill \\ & \frac{d3}{4}(\underset{¯}{h_{\mu \nu }_\rho A^\rho A}\eta _{\mu \nu }h^{\rho \kappa }_\rho A_\kappa A)].\hfill \end{array}$$
(15)
Only the terms which are underlined are actually non-zero. The other terms either vanish due to the gauge conditions or they vanish because $`h_{\mu \nu }`$ only has non-zero components $`h_{ab}`$ and, moreover, $`A`$ is a function of the $`\{z^i\}`$ only.
The next question concerns the variation of the stress tensor. For any action of the form (5)
$$\delta T_{\mu \nu }=T_\mu ^\kappa h_{\kappa \nu },$$
(16)
which is automatically symmetric. Later we will show that this transformation property remains valid when the background is generated by scalar fields. From (16), and the unperturbed Einstein equation, we derive
$$\delta T_{\mu \nu }=\frac{d2}{2}\kappa ^2(\frac{1}{2}_\mu A^\kappa A+_\mu ^\kappa A)h_{\kappa \nu }+\frac{d2}{2}\kappa ^2(\underset{¯}{_\rho ^\rho A}+\frac{d3}{4}\underset{¯}{_\rho A^\rho A})h_{\mu \nu }.$$
(17)
Again only the underlined terms survive due to either the gauge conditions or the particular choice of background. Both the surviving terms of $`\delta T_{\mu \nu }`$ cancel with two terms of $`\delta G_{\mu \nu }`$ in the graviton equation of motion $`\delta G_{\mu \nu }\kappa ^2\delta T_{\mu \nu }=0`$, leaving
$$\frac{1}{2}^\rho _\rho h_{\mu \nu }+\frac{d2}{4}^\rho A_\rho h_{\mu \nu }=0.$$
(18)
If we redefine the metric perturbation so that its kinetic term has the canonical normalization, i.e. $`h_{\mu \nu }=e^{(d2)A/4}\stackrel{~}{h}_{\mu \nu }`$, then the term linear in derivatives is removed:
$$\frac{1}{2}^\rho _\rho \stackrel{~}{h}_{\mu \nu }+\left[\frac{(d2)^2}{32}^\rho A_\rho A\frac{d2}{8}^\rho _\rho A\right]\stackrel{~}{h}_{\mu \nu }=0.$$
(19)
We should emphasize that indices are raised and lowered here using the flat metric $`\eta _{\mu \nu }`$. In addition, only the $`h_{ab}`$ components of the fluctuation $`h_{\mu \nu }`$ are non-vanishing.
Now we use the fact that $`^\rho _\rho =\mathrm{}_x_z^2`$, where $`\mathrm{}_x=\eta ^{ab}_a_b`$ and $`_z^2=_i^2`$, and look for solutions of the form $`\stackrel{~}{h}_{ab}(x,z)=\stackrel{ˇ}{h}_{ab}(x)\psi (z)`$ with $`\mathrm{}_x\stackrel{ˇ}{h}_{ab}(x)=m^2\stackrel{ˇ}{h}_{ab}(x)`$, where $`m`$ is the four-dimensional Kaluza-Klein mass of the fluctuation. Then since $`A=A(z)`$ only, we have
$$_z^2\psi (z)+\left[\frac{(d2)^2}{16}_zA_zA\frac{d2}{4}_z^2A\right]\psi (z)=m^2\psi (z).$$
(20)
This has the form of a Schrödinger equation for the “wavefunction” $`\psi (z)`$, “energy” $`m^2`$ and potential
$$V(z)=\frac{(d2)^2}{16}_zA(z)_zA(z)\frac{d2}{4}_z^2A(z).$$
(21)
The fact that when expressed in terms of the variable $`\stackrel{~}{h}_{\mu \nu }`$, the graviton equations-of-motion (19) have no single derivative terms is equivalent to the fact that the action for these fluctuations has the form of a canonical kinetic term:
$$Sd^dx_\rho \stackrel{~}{h}_{\mu \nu }^\rho \stackrel{~}{h}^{\mu \nu },$$
(22)
where indices are contracted with the flat metric $`\eta _{\mu \nu }`$. This can be seen by expanding the scalar curvature about the background (2) and keeping track of powers of the conformal factor in the metric. (If we had chosen coordinates in which the metric is not explicitly in the conformally-flat form, then the kinetic terms in the $`x`$ and $`z`$ directions would have had different conformal factors multiplying them.) The redefinition of the metric $`h_{\mu \nu }=e^{(d2)A(z)/4}\stackrel{~}{h}_{\mu \nu }`$ then absorbs the conformal factor multiplying the kinetic terms and puts the action in the canonical form (22). In particular, for solutions in the form $`\stackrel{ˇ}{h}_{ab}(x)\psi (z)`$, (22) includes the term
$$d^nz\psi (z)^2d^4x_c\stackrel{ˇ}{h}_{ab}(x)^c\stackrel{ˇ}{h}^{ab}(x),$$
(23)
from which we deduce that the appropriate inner-product for the “wavefunctions” $`\psi (z)`$ is the conventional quantum mechanical one. (Notice that this differs from the inner-product employed in .)
In order to calculate the strength of the four-dimensional gravitational coupling, it is convenient to decompose the action into a four dimensional part and higher dimensional parts, before rescaling the graviton. As in , including the fundamental ($`d`$-dimensional) Planck scale $`M_{}`$, which is related to the coupling $`\kappa `$ via
$$\kappa ^2=M_{}^{2d},$$
(24)
the action takes the form,
$$SM_{}^{d2}d^nze^{(d2)A/2}d^4x\sqrt{\widehat{g}_{(4)}}R^{(4)}+\mathrm{},$$
(25)
where $`\widehat{g}_{(4)}`$ is the determinant of the four-dimensional metric for matter perturbations about flat spacetime, and $`R^{(4)}`$ is the four-dimensional curvature scalar created by those matter perturbations. This allows us to identify the four-dimensional Planck scale $`M_4`$ via,
$$M_4^2=M_{}^{d2}d^nze^{(d2)A(z)/2},$$
(26)
and determines the four dimensional gravitational coupling $`G_NM_4^2`$.<sup>3</sup><sup>3</sup>3Note that the above relation relies on our choice $`A(0)=0`$.
### 3.2 The four-dimensional graviton
The question of whether there is localized (four-dimensional) gravity supported in the vicinity of the brane now becomes contingent on properties of the quantum mechanical system described by the Schrödinger equation (20). In particular, in order to have an effective four-dimensional theory of gravity we require that (20) admits a normalizable zero-energy ground state. To find this zero-energy state, we notice, generalizing the observation of to higher dimensions, that the Schrödinger equation (20) can be rewritten as a supersymmetric quantum mechanics problem of the form,
$$Q^{}Q\psi (z)=m^2\psi (z),$$
(27)
where the $`n`$-vector of supersymmetry charge is
$$Q=_z+\frac{d2}{4}_zA,Q^{}=_z+\frac{d2}{4}_zA.$$
(28)
Hence, the zero-energy wavefunction, annihilated by $`Q`$, is
$$\widehat{\psi }_0(z)=\mathrm{exp}\left[\frac{d2}{4}A(z)\right].$$
(29)
Notice that such a wavefunction always exists since (18) always admits the solution where $`h_{ab}=h_{ab}(x)`$, only, and $`\mathrm{}_xh_{ab}(x)=0`$. Furthermore, since the “Hamiltonian” $`Q^{}Q`$ is a positive definite Hermitian operator, there are no normalizable negative energy graviton modes, as required for stability of the gravitational background.
The condition for having localized four-dimensional gravity is that $`\widehat{\psi }_0(z)`$ is normalizable; in other words
$$d^nz\mathrm{exp}\left[\frac{d2}{2}A(z)\right]<\mathrm{}.$$
(30)
Notice that normalizability of the ground state wavefunction is equivalent to the condition that the four-dimensional gravitational coupling (via (26)) be non-vanishing; indeed
$$G_N\frac{M_{}^{2d}\widehat{\psi }_0(0)^2}{\widehat{\psi }_0|\widehat{\psi }_0}.$$
(31)
This requires that $`A(z)\mathrm{}`$ sufficiently fast as $`|z|\mathrm{}`$. Normalizability is intimately connected with the asymptotic behaviour of the potential of the Schrödinger equation (20). If $`V(z)>0`$ as $`|z|\mathrm{}`$, then $`\widehat{\psi }_0(z)`$ is always normalizable. On the contrary, if $`V(z)<0`$ as $`|z|\mathrm{}`$, then $`\widehat{\psi }_0(z)`$ is not normalizable and therefore is of no interest to us since it cannot describe localized four-dimensional gravity. The situation where $`V(z)=0`$ as $`|z|\mathrm{}`$, is, perhaps, the most interesting and we will focus on that case in most of the remainder of this paper.
At this point, we make the obvious remark that in any scenario where the transverse space is asymptotically flat Euclidean space ($`A(z)`$ constant, as $`|z|\mathrm{}`$) $`\widehat{\psi }_0(z)`$ is non-normalizable and gravity cannot be localized.
### 3.3 Corrections to Newton’s Law
In order to have localized four-dimensional gravity, we also require that the other solutions of the Schrödinger equation (20), the KK modes, do not lead to unacceptably large corrections to Newton’s Law in the four-dimensional theory.
In any realistic brane scenario, the matter fields in the four-dimensional theory on the brane would be smeared over the width of the brane in the transverse space. Rather than deal with this complication, we will, for simplicity, consider the gravitational potential between two point-like sources of mass $`M_1`$ and $`M_2`$ located at the origin, $`z^i=0`$, in the transverse space . This assumption is justified in cases when the thickness of the brane is small compared with the bulk curvature. We expect that our conclusions will be at least qualitatively correct in a general case and present some supporting arguments in Sec. 6. In order to evaluate the correction to Newton’s Law, we note that a discrete eigenfunction (these are not present in the RS case) of the Schrödinger equation $`\psi _m(z)`$ of energy $`m^2`$ acts in four-dimensions like a field of mass $`m`$ and consequently contributes a Yukawa-like correction to the four-dimensional gravitational potential between two masses $`M_1`$ and $`M_2`$:
$$U(r)G_N\frac{M_1M_2}{r}+M_{}^{2d}\frac{M_1M_2e^{mr}}{r}\psi _m(0)^2$$
(32)
where the wavefunction $`\psi _m(z)`$ is normalized $`d^nz\psi _m(z)^2=1`$.<sup>4</sup><sup>4</sup>4Note that in our convention the zero-energy state $`\widehat{\psi }_0(z)`$ is not unit normalized; however, since we have chosen $`A(0)=0`$ we have $`\widehat{\psi }_0(0)=1`$. As long as $`m`$ is large enough, this will be a small correction. The fact that $`\psi _m(0)`$ appears in (32) is due to our simplifying assumption that the sources are point-like and located at $`z^i=0`$. A more complete analysis would involve the effects of the overlap of the gravitational modes with the matter modes, and would correct the factors of $`\psi _m(0)`$. We will not have more to say about such corrections here.
The correction from any continuum states $`\psi _m(z)`$ is obtained by integrating over these states with the relevant density-of-states measure. For states which form a continuum in $`n`$-dimensions starting at $`m_0`$ the correction to Newton’s Law is
$$U(r)G_N\frac{M_1M_2}{r}+M_{}^{2d}_{m_0}^{\mathrm{}}𝑑mm^{n1}\frac{M_1M_2e^{mr}}{r}\psi _m(0)^2,$$
(33)
where the wavefunctions $`\psi _m(z)`$ of the continuum are normalized as plane waves, i.e. to unity over a period at $`|z|\mathrm{}`$. The factor of $`m^{n1}`$ is just the $`n`$-dimensional plane wave continuum density of states (up to a constant angular factor). Notice that in flat $`d`$-dimensional space there would be no normalizable zero-energy wavefunction $`\widehat{\psi }_0(z)`$ and the continuum would extend down to $`m=0`$ and be unsuppressed: $`\psi _m(0)=1`$. In such a case $`U(r)M_1M_2M_{}^{2d}r^{n1}=M_1M_2M_{}^{2d}r^{3d}`$, as expected for the gravitational potential in $`d`$-dimensions.
In the case of intersecting branes, there are continuum modes which are localized in a subset of the transverse dimensions. In other words, the wavefunctions behave as plane waves only in $`p<n`$ of the transverse dimensions. In this case the corrections from this part of the continuum spectrum are of the form (33) with $`n`$ replaced by $`p`$.
For the case when $`V(z)>0`$ as $`|z|\mathrm{}`$, the excited states are clearly separated by a gap from the ground-state. Hence corrections to Newton’s Law are exponentially suppressed as in (32). As we have already mentioned, the most interesting case is where the potential goes to zero at infinity. In this case there is a continuum of scattering states $`\psi _m(z)`$ with eigenvalues $`m^20`$ and so the behaviour of the soft modes at $`z^i=0`$ is crucial for determining whether the corrections are small.
### 3.4 Extension to non-conformally-flat backgrounds
In this section, we briefly indicate how the preceding analysis of gravitational fluctuations extends to cases where the background is of the general non-conformally flat form (1). In order to derive an equation for metric fluctuations
$$ds^2=e^{A(z)}(\eta _{ab}+h_{ab}(x,z))dx^adx^bg_{ij}(z)dz^idz^j,$$
(34)
we follow essentially the same steps as for the conformally-flat case detailed in Sec. 3.1. First of all, it is convenient to define the metric $`\stackrel{~}{g}_{\mu \nu }(z)=e^{A(z)}g_{\mu \nu }(z)`$ and apply the relation (13) in order to find the variation of the Einstein tensor $`G_{\mu \nu }`$. Rather than writing down all of the terms, as we did in Sec. 3.1, we will make immediate use of the following four facts: (i) $`_\mu h^{\mu \nu }=0`$; (ii) $`h_\mu ^\mu =0`$; (iii) $`g_{\mu \nu }`$ only depends on $`z`$; and (iv) the only non-vanishing components of the variation $`h_{\mu \nu }`$ are $`h_{ab}`$. By brute force one can show that the variation of the Einstein tensor $`\stackrel{~}{G}_{\mu \nu }`$ is
$$\begin{array}{c}\hfill \delta \stackrel{~}{G}_{\mu \nu }=\frac{1}{2}\stackrel{~}{}^\rho \stackrel{~}{}_\rho h_{\mu \nu }=\frac{1}{2}^c_ch_{\mu \nu }\frac{1}{2}\stackrel{~}{g}^{1/2}_i(\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{ij}_jh_{\mu \nu }),\end{array}$$
(35)
where, until further notice, indices are raised and lowered with $`\stackrel{~}{g}_{\mu \nu }`$. Using (13), we can then write down the variation of the original Einstein tensor:
$$\begin{array}{cc}\hfill \delta G_{\mu \nu }& =\frac{1}{2}^c_ch_{\mu \nu }\frac{1}{2}\stackrel{~}{g}^{1/2}_i(\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{ij}_jh_{\mu \nu })+\frac{d2}{4}_iA^ih_{\mu \nu }\hfill \\ & +\frac{d2}{2}\left(\stackrel{~}{g}^{1/2}_i(\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{ij}_jA)+\frac{d3}{4}_iA^iA\right)h_{\mu \nu }.\hfill \end{array}$$
(36)
Assuming that the variation of the stress-tensor is given by (16), we have
$$\delta T_{\mu \nu }=\frac{d2}{2}\kappa ^2\left(\stackrel{~}{g}^{1/2}_i(\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{ij}_jA)+\frac{d3}{4}\kappa ^2_iA^iA\right)h_{\mu \nu }.$$
(37)
Hence, Einstein’s equation gives
$$\frac{1}{2}^c_ch_{\mu \nu }\frac{1}{2}\stackrel{~}{g}^{1/2}_i(\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{ij}_jh_{\mu \nu })+\frac{d2}{4}_iA^ih_{\mu \nu }=0,$$
(38)
which can be rewritten in terms of the original metric as
$$\frac{1}{\sqrt{g}}_\rho \left(\sqrt{g}g^{\rho \kappa }_\kappa h_{\mu \nu }\right)=0,$$
(39)
where now indices are raised and lowered with $`g_{\mu \nu }`$. In other words, the general equation for the fluctuations is simply the covariant scalar wave-equation. This has been noted in the case of one transverse dimension in which also discusses its significance within the AdS/CFT correspondence. For a conformally-flat background (39) reduces to (18).
For a fluctuation of the form $`h_{ab}(x,z)=\phi (z)\stackrel{ˇ}{h}_{ab}(x)`$, with $`\mathrm{}_x\stackrel{ˇ}{h}_{ab}(x)=m^2\stackrel{ˇ}{h}_{ab}(x)`$, we have
$$\frac{1}{\sqrt{g}}_i\left(\sqrt{g}g^{ij}_j\phi (z)\right)=m^2g^{00}\phi (z).$$
(40)
This describes the $`z`$-dependence of a mode with four-dimensional Kaluza-Klein mass $`m`$. Notice that when $`m=0`$ (40) always admits the solution $`\phi (z)=`$ constant; this will lead to the analogue of the zero-energy solution $`\widehat{\psi }_0(z)`$ in the conformally-flat case. The fluctuation equation (39) is derivable from the action
$$Sd^dx\sqrt{g}_\rho h_{\mu \nu }^\rho h^{\mu \nu }=d^nzg^{00}(z)\sqrt{g(z)}\phi (z)^2d^4x_c\stackrel{ˇ}{h}_{ab}(x)^c\stackrel{ˇ}{h}^{ab}(x)+\mathrm{}.$$
(41)
From the $`z`$-integral above, inserting $`\phi (z)=`$ constant, we deduce the generalized expression for the zero-energy “wavefunction” $`\widehat{\psi }_0(z)`$:
$$\widehat{\psi }_0(z)=\left[g^{00}(z)\sqrt{g(z)}\right]^{1/2},$$
(42)
which reduces to (29) in the conformally-flat case. The normalizability condition is consequently
$$d^nzg^{00}(z)\sqrt{g(z)}<\mathrm{}.$$
(43)
The “wavefunction” is consequently
$$\psi (z)\phi (z)\left[g^{00}(z)\sqrt{g(z)}\right]^{1/2},$$
(44)
which satisfies a generalization of the Schrödinger equation (20):
$$\frac{1}{[g^{00}\sqrt{g}]^{1/2}}_i\left(\sqrt{g}g^{ij}_j\frac{\psi (z)}{[g^{00}\sqrt{g}]^{1/2}}\right)=m^2\psi (z).$$
(45)
## 4 Gravity Localized on Thick Three-Branes
In this section we consider in some detail the case when the 3-brane is embedded in a space with dimension $`d5`$. We will, as per Sec. (2), restrict ourselves mainly to a conformally-flat background which is, in addition, radially symmetric in the space transverse to the brane. In other words we shall consider metrics of the form
$$ds^2=e^{A(\varrho )}\left(\eta _{ab}dx^adx^bd\varrho ^2\varrho ^2d\mathrm{\Omega }^2\right),$$
(46)
where $`\varrho `$ is the radial coordinate in the transverse directions and $`\mathrm{\Omega }`$ are the angular coordinates on $`S^{d5}`$. The function $`A(\varrho )`$, as indicated, only depends on the radial variable. We will briefly consider the more general radially symmetric background which is not necessarily conformally flat at the end of Sec. 4.4.
### 4.1 Localization and decoupling in $`d=5`$
We begin by discussing the case in $`d=5`$, corresponding to the RS scenario, when the transverse space is one-dimensional. In this case, the metric (46) is
$$ds^2=e^{A(z)}\left(\eta _{ab}dx^adx^bdz^2\right).$$
(47)
The Schrödinger equation (20) is:
$$\frac{d^2\psi (z)}{dz^2}+\left[\frac{9}{16}A^{}(z)^2\frac{3}{4}A^{\prime \prime }(z)\right]\psi (z)=m^2\psi (z).$$
(48)
The zero-energy state (29) is
$$\widehat{\psi }_0(z)=\mathrm{exp}\left[\frac{3}{4}A(z)\right].$$
(49)
For this to be normalizable, $`\mathrm{exp}[\frac{3}{2}A(z)]`$ must fall off faster than $`1/z`$. As we explained in Sec. 3.2, the question of whether $`\widehat{\psi }_0(z)`$ is normalizable is intimately connected with the asymptotic behaviour of the potential $`V(z)`$. If $`V(z)>0`$ as $`|z|\mathrm{}`$, then $`\widehat{\psi }_0(z)`$ is always normalizable. On the contrary, if $`V(z)<0`$ as $`|z|\mathrm{}`$, then $`\widehat{\psi }_0(z)`$ is not normalizable and therefore is no interest to us since it cannot describe localized four-dimensional gravity.
The fact that there are no bound-states with negative energy follows from the factorization (27):
$$\left[\frac{d}{dz}+\frac{3}{4}A^{}(z)\right]\left[\frac{d}{dz}+\frac{3}{4}A^{}(z)\right]\psi (z)=m^2\psi (z),$$
(50)
which has the form of supersymmetric quantum mechanics $`Q^{}Q\psi (z)=m^2\psi (z)`$, with $`Qd/dz+\frac{3}{4}A^{}(z)`$. Hence the zero-energy state (49), which satisfies the supersymmetric condition $`Q\widehat{\psi }_0(z)=0`$, is the ground state, the bound-state of lowest energy.
The borderline case, $`V(z)0`$ as $`|z|\mathrm{}`$, is the most interesting case, and includes smoothed versions of the AdS scenario of . For example, when the wavefunction (29) has a power-law fall-off $`\psi (z)|z|^\alpha `$, then normalizability requires $`\alpha >\frac{1}{2}`$. In this case the potential $`V(z)`$ falls off as $`\alpha (\alpha +1)/z^2`$. Conversely, if we assume that the potential falls off as $`|z|^{2\beta }`$ the wavefunction $`\widehat{\psi }_0(z)`$ falls off as $`e^{c/|z|^{\beta 1}}`$. Consequently, if $`\beta <1`$, then the wavefunction is not normalizable. It is interesting to note that the borderline case, where the potential falls off just slowly enough to give rise to a normalizable bound-state, i.e. $`V(z)|z|^2`$, includes the AdS scenario. Figure 1 shows the potential $`V(z)`$ for a particular smoothing of the AdS case with $`A(z)=\mathrm{log}(k^2z^2+1)`$, discussed in Sec. 4.2.
We now have to consider the question of whether or not the other modes in our problem decouple. The relevant effects of these modes on Newton’s Law were established in Sec. 3.3. For the case when $`V(z)>0`$, for $`|z|\mathrm{}`$, the excited states are clearly separated by a gap from the ground-state. Hence corrections to Newton’s Law will be exponentially suppressed, as in (32). The most interesting case is where the potential goes to zero at infinity. In this case there is a continuum of scattering states $`\psi _m(z)`$ with eigenvalues $`m^20`$. Since the bottom of the continuum is at $`m=0`$ it is clear that decoupling is a delicate issue. From (33), given that gravity is localized so that $`\widehat{\psi }_0(z)`$ is normalizable, decoupling would require that $`_0^{\mathrm{}}𝑑me^{mr}|\psi _m(0)|^2`$ has no singularity at the bottom limit of integration.
Before we attempt some rigorous analysis, let us consider the problem with some rather crude apparatus. If the continuum modes are to decouple we want the probability for continuum modes to tunnel into the central region of the potential to be vanishingly small for $`m0`$. In order to get a feeling for what might be required, it is instructive to consider the WKB approximation for this tunneling probability. Consider a continuum mode with energy $`m^2`$ incident upon the potential from the right. The transition probability is, in the WKB approximation,<sup>5</sup><sup>5</sup>5Of course, the WKB approximation is not valid in the central region of the potential for states of small energy. Later we shall present a more rigorous analysis.
$$T(m)\mathrm{exp}\left[2_{z_0(m)}^{z_1(m)}𝑑z\sqrt{V(z)m^2}\right],$$
(51)
where $`0<z_0(m)<z_1(m)`$ are the two points in the rightmost barrier region where $`V(z)=m^2`$. In order for the soft continuum states to decouple we would need $`T(0)=0`$. Since $`z_1(0)=\mathrm{}`$, this can be achieved if the integral (51) has a divergence for large $`z`$; in other words, if $`V(z)`$ falls off at least as slowly as $`1/z^2`$. This matches precisely the condition on the normalizability of the state $`\widehat{\psi }_0(z)`$. This suggests that there is a natural decoupling of the continuum states precisely when the ground state $`\widehat{\psi }_0(z)`$ is normalizable.
So the hypothesis that we want to establish is that the continuum modes decouple (that is lead to small corrections to Newton’s Law) precisely when $`\widehat{\psi }_0(z)`$ is normalizable. To this end, consider a potential of the form
$$V(z)\frac{\alpha (\alpha +1)}{z^2},$$
(52)
for large $`|z|`$. We shall find that the crossover from localization to de-localization occurs for some critical value of $`\alpha `$. We shall not assume any particular form for the potential $`V(z)`$ except, for simplicity, that it only depends on a single dimensionful scale $`k`$, so that, for instance, the central region extends over a scale $`1/k`$; in other words (52) is valid for $`|z|1/k`$.
As we have discussed above, what we need to calculate in order to investigate the decoupling of the continuum modes is the limiting behaviour of $`\psi _m(0)`$ at small $`m`$.<sup>6</sup><sup>6</sup>6Recall from Sec. 3.3 that the wavefunctions $`\psi _m(z)`$ must be normalized as plane waves for $`|z|\mathrm{}`$. Let us consider four different regions in $`z`$ (we will always be considering modes with energies $`mk`$): (1) $`z1/k`$, (2) $`1/kz1/m`$, (3) $`1/kz1/m`$ and (4) $`1/mz`$. In regions (2),(3) and (4), we must solve the Schrödinger equation with the tail of the potential (52):
$$\frac{d^2\psi _m(z)}{dz^2}+\frac{\alpha (\alpha +1)}{z^2}\psi _m(z)=m^2\psi _m(z).$$
(53)
The solution is given by a linear combination of Bessel functions
$$\psi _m(z)=a_mz^{1/2}Y_{\alpha +1/2}(mz)+b_mz^{1/2}J_{\alpha +1/2}(mz).$$
(54)
In region (4), where $`mz1`$, the Bessel functions become plane waves:
$$\psi _m(z)=a_m\sqrt{\frac{2}{\pi m}}\mathrm{sin}(mz\frac{\pi }{2}\alpha \frac{\pi }{2})+b_m\sqrt{\frac{2}{\pi m}}\mathrm{cos}(mz\frac{\pi }{2}\alpha \frac{\pi }{2}).$$
(55)
In region (2), where $`mz1`$ (but $`kz1`$), the Bessel functions can be expanded in $`mz`$ giving<sup>7</sup><sup>7</sup>7The corrections in the second square bracket, coming from the expansion of $`J_{\alpha +1/2}(mz)`$ for small $`mz`$, are a power series in $`(mz)^2`$. The corrections in the first square bracket, coming from the expansion of $`Y_{\alpha +1/2}(mz)`$ are more complicated since they depend on whether $`\alpha +1/2`$ is an integer, or not. However, the two terms indicated are the dominant terms for small $`mz`$.
$$\begin{array}{cc}\hfill \psi _m(z)=\frac{a_mz^{1/2}\mathrm{\Gamma }(\alpha +1/2)}{\pi }\left(\frac{2}{mz}\right)^{\alpha +1/2}& \left[1+\frac{1}{\alpha 1/2}\left(\frac{mz}{2}\right)^2+\mathrm{}\right]\hfill \\ & +\frac{b_mz^{1/2}}{\mathrm{\Gamma }(\alpha +3/2)}\left(\frac{mz}{2}\right)^{\alpha +1/2}\left[1+\mathrm{}\right].\hfill \end{array}$$
(56)
In other words we can match the wavefunction in regions (2) and (4) by using the asymptotic behavior of the Bessel functions, and the exact form of the Bessel function then determines the behavior in the intermediate region, (3).
Now we show how to match regions (1) and (2). In these regions $`mz1`$ and it is meaningful to solve the Schödinger equation as a series in $`m^2`$. The first two terms are
$$\psi _m(z)=\widehat{\psi }_0(z)+m^2\varphi (z)+\mathrm{},$$
(57)
where $`\widehat{\psi }_0(z)`$ is the suitably normalized zero energy solution (29). The first correction $`\varphi (z)`$ satisfies the inhomogeneous equation
$$\left[\frac{d^2}{dz^2}+V(z)\right]\varphi (z)=\widehat{\psi }_0(z).$$
(58)
Now we can match (57) with $`z1/k`$, with the series in region (2) (56). In this region $`\widehat{\psi }_0(z)z^\alpha `$, which matches the first term in (56) if $`a_mm^{\alpha +1/2}`$. The second and third terms in (56) then match the next term in the expansion (57) as long as $`b_mm^{\alpha +3/2}`$.<sup>8</sup><sup>8</sup>8A caveat is that the third term in (56), coming from $`J_{\alpha +1/2}(mz)`$, could match terms higher in the expansion (57); however, this would require a non-generic behaviour of the potential. Using this matching procedure, we have determined the $`m`$-dependence of $`a_m`$ and $`b_m`$. Since $`m`$ is small, the dominant term in region (4) comes from the second term in (55) where the coefficient of the cosine goes like $`b_mm^{1/2}m^{\alpha +1}`$. Hence to normalize the wavefunction $`\psi _m(z)`$ as a plane wave, we must multiple it by an overall factor of $`m^{\alpha 1}`$. The value of the wavefunction at $`z=0`$ is then extracted from (57). To leading order in $`m`$,
$$\psi _m(0)\left(\frac{m}{k}\right)^{\alpha 1},$$
(59)
where the factor of $`k`$ is dictated by dimensional analysis. Notice that in the AdS scenario of , $`\alpha =\frac{3}{2}`$, in which case we find $`\psi _m(0)^2m/k`$, in agreement with the exactly solved delta-function potential of .
Equation (59) establishes the asymptotic behaviour of the continuum modes at $`z1/k`$, where $`k`$ is characteristic decay width of the potential $`V(z)`$. If the matter is smeared over the distances $`1/k`$ one needs to obtain more information about the wave-functions of the excited modes to study the corrections to the Newton’s Law. It is important to note, however, that we obtained (59) without specifying details of the potential near $`z=0`$. Thus, we can easily introduce a potential such that matter is localized near $`z=0`$, yet the arguments leading to (59) remain valid.
From (59), we find that the integral over the continuum modes in (33) is only non-singular at the bottom limit of integration if $`\alpha >\frac{1}{2}`$. In this case the corrections are
$$U(r)G_N\frac{M_1M_2}{r}+\frac{C}{M_{}^3k^{2\alpha 2}}\frac{M_1M_2}{r^{2\alpha }}=G_N\frac{M_1M_2}{r}\left(1+\frac{C^{}}{(kr)^{2\alpha 1}}\right),$$
(60)
where $`C`$ and $`C^{}`$ are dimensionless numbers. We are assuming that the metric only depends on one dimensionful parameter $`k`$, so that $`G_NkM_{}^3`$. Notice that when the potential falls off as (52) there are power-law corrections to Newton’s Law with a universal exponent $`\alpha `$ determined simply by the long-range fall-off of the potential. We emphasize that the AdS case of corresponds to taking $`\alpha =\frac{3}{2}`$, which agrees with the exact calculation of the correction presented in .
Now we see that it is precisely when $`\widehat{\psi }_0(z)`$ is normalizable, i.e. when $`\alpha >\frac{1}{2}`$, that the continuum states give a correction to Newton’s Law which is suppressed relative to the leading term.
### 4.2 Examples
At this point it is probably worthwhile to consider some examples. To begin with, consider the class of conformally-flat five dimensional backgrounds for which
$$A(z)=\frac{2\alpha }{3}\mathrm{log}(k^2z^2+1),$$
(61)
for some constants $`\alpha `$. The case when $`\alpha =\frac{3}{2}`$ is particularly interesting because in this case we can easily transform back to the $`r`$ coordinate in which case $`A(r)=2\mathrm{log}\mathrm{cosh}(kr)`$. So when $`\alpha =\frac{3}{2}`$ the space given by (61) is asymptotically AdS and therefore represents a smoothing of the AdS example of , recently discussed in .
For general $`\alpha `$, the potential in the Schrödinger equation and the ground-state corresponding to (61) are, respectively,
$$V(z)=k^2\alpha \frac{(\alpha +1)k^2z^21}{(k^2z^2+1)^2},\widehat{\psi }_0(z)=\frac{1}{(k^2z^2+1)^{\alpha /2}}.$$
(62)
In other words, this class of examples has precisely the asymptotic form of the potential discussed in the last section. The shape of the potential for $`\alpha =\frac{3}{2}`$ appears in Figure 1.
The example above has the advantage of being simple; however, since it only depends on one parameter, $`k`$, the thickness of the brane is comparable to the bulk curvature. Without any further assumptions, one expects that the matter fields living on the brane will be smeared over the distance $`1/k`$ and such smearing may affect the estimates for the corrections to the Newton’s law. In order to localize the matter fields near $`z=0`$ we can introduce a parameter characterizing thickness of the brane (as observed by the matter fields) in addition to the overall scale $`k`$. For example, in the RS scenario, we could replace $`|r|`$ in $`A(r)=2k|r|`$ by either $`r\mathrm{tanh}(\mu r)`$ or $`\mu ^1\mathrm{log}\mathrm{cosh}(\mu r)`$, which both depend on a thickness paramater $`\mu `$; however, in these cases we cannot calculate $`z=z(r)`$ and hence $`V(z)`$ in closed form. It is consequently more convenient to start in the $`z`$-coordinate basis with $`A(z)=\frac{4\alpha }{3}\mathrm{log}(k|z|+1)`$ (where the RS scenario has $`\alpha =\frac{3}{2}`$) and smooth $`|z|`$ with either $`z\mathrm{tanh}(\mu z)`$ or $`\mu ^1\mathrm{log}\mathrm{cosh}(\mu z)`$. In the latter case
$$A(z)=\frac{4\alpha }{3}\mathrm{log}(k\mu ^1\mathrm{log}\mathrm{cosh}(\mu z)+1),$$
(63)
from which we can easily calculate the potential
$$V(z)=\frac{\alpha k\mu ^2}{2}\frac{k(\alpha +1)(\mathrm{cosh}(2\mu z)1)2\mu 2k\mathrm{log}\mathrm{cosh}(\mu z)}{\mathrm{cosh}^2(\mu z)\left(k\mathrm{log}\mathrm{cosh}(\mu z)+\mu \right)^2},$$
(64)
which has the asymptotic form (52) for $`|z|\mathrm{max}(\mu ^1,k^1)`$. The generic shape of this potential is illustrated in Figure 2 where we have introduced the parameters $`V_1=V(0)`$, $`V_2=\mathrm{max}[V(z)]`$ and $`z_1`$, defined by $`V(z_1)=0`$. The depth of the central well is easily found to be $`V_1=\alpha k\mu `$. In the limit $`\mu k`$ the brane is very thin and, for $`\alpha =\frac{3}{2}`$, the potential approaches that of Randall and Sundrum . In this limit for general $`\alpha `$, $`V_2k^2`$, independent of $`\mu `$, while $`z_1`$ is asymptotically
$$z_1=\frac{1}{2\mu }\mathrm{log}\frac{4\mu }{(\alpha +1)k},\mu k,$$
(65)
so the central well becomes more like a delta function as $`\mu k`$. In this limit $`k`$ controls the long-range fall-off of the potential, via the asymptotic form
$$V(z)=\frac{\alpha (\alpha +1)k^2}{(k|z|+1)^2},|z|\mu ^1.$$
(66)
So in the limit $`\mu k`$ we would expect that matter fields are localized near $`z=0`$, in which case we can neglect the overlap of those fields with the gravity modes as corrections to Newton’s law and the formulae of Sec. 3.3 will be valid. The other limit $`\mu k`$, where the brane is much thicker than $`k`$, is also interesting. In this limit, both $`V_1`$ and $`V_2`$ scale like $`k\mu `$, while $`z_1`$ asymptotes to
$$z_1=\sqrt{\frac{2}{2\alpha +1}}(k\mu )^{1/2},\mu k.$$
(67)
In this limit we expect that the smearing of the matter fields over the transverse direction will become important and that the analysis of the corrections to Newton’s Law as described in Sec. 3.3 will require some modification.
### 4.3 Resonant modes
The final issue that we mention regarding decoupling, is the possible existence of resonances. It can happen that for some particular energies, incident plane waves can resonate with the potential $`V(z)`$ and consequently have a large value of $`\psi _m(0)`$. This possibility was also noticed in .
A useful toy model in which the Kaluza-Klein modes can be calculated exactly is the volcano box potential (Figure 3). Because the potential is exactly zero beyond the barrier the can be no bound-state at zero energy, but the depth and width of the well can be easily arranged such that there is a single bound-state, with a vanishing small energy $`m^2<0`$, and a continuum for $`m^20`$.
The solution for a symmetric continuum wavefunction (orbifold boundary conditions, as in ) is:
$$\psi (z)=\{\begin{array}{cc}\mathrm{cos}k_1z\hfill & |z|z_1\hfill \\ ae^{k_2z}+be^{k_2z}\hfill & z_1|z|z_2\hfill \\ c\mathrm{cos}k_3x+d\mathrm{sin}k_3x\hfill & |z|z_2,\hfill \end{array}$$
(68)
where
$$k_1=\sqrt{m^2+V_1},k_2=\sqrt{V_2m^2},k_3=\sqrt{m^2},$$
(69)
and the coefficients are given by
$`a`$ $`=\frac{e^{k_2z_1}}{2}\left(\mathrm{cos}k_1z_1\frac{k_1}{k_2}\mathrm{sin}k_1z_1\right),b=\frac{e^{k_2z_1}}{2}\left(\mathrm{cos}k_1z_1+\frac{k_1}{k_2}\mathrm{sin}k_1z_1\right),`$ (70a)
$`\begin{array}{cc}\hfill c& =\frac{e^{k_2(z_1+z_2)}}{2k_2k_3}[k_2\mathrm{cos}k_1z_1((e^{2k_2z_1}+e^{2k_2z_2})k_3\mathrm{cos}k_3z_2+(e^{2k_2z_1}e^{2k_2z_2})k_2\mathrm{sin}k_3z_2)\hfill \\ & +k_1\mathrm{sin}k_1z_1((e^{2k_2z_1}e^{2k_2z_2})k_3\mathrm{cos}k_3z_2+(e^{2k_2z_1}+e^{2k_2z_2})k_2\mathrm{sin}k_3z_2)],\hfill \end{array}`$ (70b)
$`\begin{array}{cc}\hfill d& =\frac{e^{k_2(z_1+z_2)}}{2k_2k_3}[k_2\mathrm{sin}k_1z_1((e^{2k_2z_1}+e^{2k_2z_2})k_2\mathrm{cos}k_3z_2(e^{2k_2z_1}e^{2k_2z_2})k_3\mathrm{sin}k_3z_2)\hfill \\ & +k_2\mathrm{cos}k_1z_1((e^{2k_2z_1}e^{2k_2z_2})k_2\mathrm{cos}k_3z_2+(e^{2k_2z_1}+e^{2k_2z_2})k_3\mathrm{sin}k_3z_2)].\hfill \end{array}`$ (70c)
Resonant modes occur when the coefficient $`a`$ of the growing exponential in the region $`z_1|z|z_2`$, vanishes, i.e.
$$\mathrm{cos}k_1z_1\frac{k_1}{k_2}\mathrm{sin}k_1z_1=0.$$
(71)
We assume that $`m^2<V_2V_1`$. In order to make contact with smooth versions of the RS model we set $`V_1z_1=k`$ and $`V_2=k^2`$, up to numerical coefficients. The smoothings can in general introduce other dimensionful quantities besides $`k`$; for instance, the width $`2z_1`$, or equivalently the depth $`V_1`$, of the well part of the potential. If we in addition take $`(V_1z_1)^2V_1`$ (or $`x_1\sqrt{V_2}1`$) then we can expand (71) in powers of $`(V_1z_1)^2/V_1`$ and $`m^2/V_1`$ to obtain,
$$1\frac{(V_1z_1)^2}{2V_1}\left(1+\frac{m^2}{V_1}\right)\frac{V_1z_1}{\sqrt{V_2m^2}}\left(1+\frac{m^2}{V_1}\right)1\frac{V_1z_1}{\sqrt{V_2m^2}}=0.$$
(72)
If there is a solution, then it is $`m^2V_2(V_1z_1)^2k^2`$. The spacing between resonances would be of order $`\pi ^2/z_1^2`$, so if there is a resonance below the barrier height $`V_2`$ there is only one (for narrow wells). The contribution of the narrow resonance to Newton’s law would be of the form
$$U(r)\frac{e^{mr+z_2\sqrt{V_2m^2}}}{r}.$$
(73)
Hence, the contribution of the resonance is negligible for $`rz_2\sqrt{V_2m^2}/m^2`$. Notice that by (72) if $`V_1z_1>\sqrt{V_2}`$ there will not be a resonance at all. In the RS case the potential is ,
$$V(z)=\frac{15k^2}{4(k|z|+1)^2}3k\delta (z).$$
(74)
If we naïvely read off the coefficients $`3k`$ and $`\frac{15}{4}k^2`$ of the delta function and barrier height, respectively, then we find that there are no resonant modes in the volcano box approximation. However, this matching of the RS case to the volcano box approximation is too glib and a more careful analysis is needed. Hence, we find that if the well is deep, there is at most a single resonance at the order of, but below, the barrier height. We expect that this will be the case for general smoothings of the RS scenario, but in the absence of explicit solutions for the wavefunctions it is difficult to make definite predictions. In any case, because the resonances give rise to Yukawa type contributions to the gravitational potential, they are irrelevant below a certain scale which for smooth versions of the RS case is expected to be of order the fundamental Planck scale $`M_{}`$.
For example, in Figure 4 we plot the “transmission coefficient” $`T=1/(c^2+d^2)`$ (which is not restricted to $`T1`$) into the well versus the energy of the KK mode $`m^2`$. In this example, in units where the fundamental Planck scale $`M_{}=1`$, we take $`V_1=10^6,V_2=10,z_1=1/V_1`$ and $`z_2=10`$. We find a sharp resonance near $`m^2=V_2(V_1z_1)^2=9`$, as expected, of width $`(\mathrm{\Delta }m^2)/m^210^8`$. Away from the resonance $`T`$ is smaller than $`𝒪(10^4)`$, except near $`V_2`$, where $`T`$ increases to $`.012`$ as a result of the weakening effect of the potential barrier at higher energies.
### 4.4 Localization and decoupling in $`d>5`$
In this section, we consider the generalization to the cases when the transverse space is more than five dimensional. In this case, it is convenient to use polar coordinates for $`z=(\varrho ,\mathrm{\Omega })`$ and write $`\psi (z)=R(\varrho )Y_l(\mathrm{\Omega })`$, where $`Y_l(\mathrm{\Omega })`$ is an $`n`$-dimensional spherical harmonic, with
$$_z^2Y_l(\mathrm{\Omega })=\frac{l(l+d6)}{\varrho ^2}Y_l(\mathrm{\Omega }).$$
(75)
From (20), we find that the radial function $`R(\varrho )`$ then satisfies
$$\begin{array}{cc}\hfill R^{\prime \prime }(\varrho )\frac{d5}{\varrho }R^{}(\varrho )+& [\frac{(d2)^2}{16}A^{}(\varrho )^2\frac{d2}{4}A^{\prime \prime }(\varrho )\hfill \\ & \frac{(d2)(d5)}{4\varrho }A^{}(\varrho )+\frac{l(l+d6)}{\varrho ^2}]R(\varrho )=m^2R(\varrho ).\hfill \end{array}$$
(76)
The zero-energy state which potentially describes a four-dimensional graviton is from (29)
$$\widehat{\psi }_0(\varrho )=\mathrm{exp}\left[\frac{d2}{4}A(\varrho )\right].$$
(77)
We now want to argue that, just as in the case in $`d=5`$, the wavefunction $`\widehat{\psi }_0(z)`$ becomes normalizable precisely when the KK modes decouple. As in $`d=5`$, the most delicate case is when $`\widehat{\psi }_0(z)`$ has a power-law fall-off $`\varrho ^\alpha `$. Normalizability requires that $`\alpha >\frac{d4}{2}`$. In this case the potential in (76) falls off as $`\varrho ^2`$. It is clear that only the $`s`$-wave modes ($`l=0`$) are non-vanishing at the origin. Furthermore, we do not expect the matter fields of interest to us to transform under the $`\mathrm{SO}(n)`$ global symmetry and hence they would only couple at tree level to the $`s`$-wave modes. Finally, even for fields transforming non-trivially under $`\mathrm{SO}(n)`$ the sum over $`l`$ presumably leads to a convergent series.<sup>9</sup><sup>9</sup>9We thank Martin Gremm for raising the issue of the $`l>0`$ modes. For this reason we shall only consider the $`l=0`$ modes here. We now follow exactly same steps as in Sec. 4.1. Asymptotically for large $`\varrho `$, in regions (2),(3) and (4), the radial function satisfies the equation, for $`l=0`$,
$$R^{\prime \prime }(\varrho )\frac{d5}{\varrho }R^{}(\varrho )+\frac{\alpha (\alpha +6d)}{\varrho ^2}R(\varrho )=m^2R(\varrho ).$$
(78)
As previously, we can solve this equation in terms of Bessel functions: for $`l=0`$
$$R(\varrho )=a_m\varrho ^{3d/2}Y_{\alpha +3d/2}(m\varrho )+b_m\varrho ^{3d/2}J_{\alpha +3d/2}(m\varrho ).$$
(79)
We now match the solution to that in region (1) using the same procedure that we followed in Sec. 4.1. In this case, we find after normalizing the wavefunctions as plane planes at $`\varrho \mathrm{}`$,
$$\psi _m(0)\left(\frac{m}{k}\right)^{\alpha d+4},$$
(80)
Plugging this into the correction to Newton’s Law, we find that the integral over the $`s`$-wave KK modes has no singularity if $`\alpha >\frac{d4}{2}`$, matching the condition that $`\widehat{\psi }_0`$ is normalizable, and the correction is of the form
$$U(r)G_N\frac{M_1M_2}{r}+\frac{C}{M_{}^{d2}k^{2\alpha 2d+8}}\frac{M_1M_2}{r^{2\alpha d+5}}=G_N\frac{M_1M_2}{r}\left(1+\frac{C^{}}{(kr)^{2\alpha d+4}}\right),$$
(81)
where $`C`$ and $`C^{}`$ are some dimensionless numbers and we have assumed that the metric depends upon a single dimensionful parameter $`k`$ so that $`G_NM_{}^{2d}k^{d4}`$.
Although we have only presented a detailed analysis for the conformally-flat backgrounds, it is a simple matter, using the formulae of Sec. 3.4, to generalize to the arbitrary radially symmetric background having the form
$$ds^2=e^{A(\varrho )}\eta _{ab}dx^adx^be^{B(\varrho )}\left(d\varrho ^2+\varrho ^2d\mathrm{\Omega }^2\right),$$
(82)
where the coordinates $`\{\varrho ,\mathrm{\Omega }\}`$ are polar coordinates in $`n=(d4)`$-dimensions. In the general case there is no canonical choice for the $`\{z^i\}`$ coordinates. It turns out that in order to analyze the localization of gravity it is not judicious to choose the $`\{z^i\}`$ to be the Cartesian coordinates associated to $`\{\varrho ,\mathrm{\Omega }\}`$. On the contrary, we will choose the $`\{z^i\}`$ to be the Cartesian coordinates associated to polar coordinates $`\{\stackrel{~}{\varrho },\mathrm{\Omega }\}`$, involving a new radial coordinate $`\stackrel{~}{\varrho }=\stackrel{~}{\varrho }(\varrho )`$, for which the metric (82) has the form
$$ds^2=e^{\stackrel{~}{A}(\stackrel{~}{\varrho })}\left(\eta _{ab}dx^adx^bd\stackrel{~}{\varrho }^2\right)e^{\stackrel{~}{B}(\stackrel{~}{\varrho })}\stackrel{~}{\varrho }^2d\mathrm{\Omega }^2,$$
(83)
where the functions $`\stackrel{~}{A}(\stackrel{~}{\varrho })`$ and $`\stackrel{~}{B}(\stackrel{~}{\varrho })`$ are related to $`A(\varrho )`$ and $`B(\varrho )`$ by the coordinate transformation on the radial coordinate. In the new set of coordinates $`\{z^i\}`$ the wavefunction is (42)
$$\widehat{\psi }_0(z)=\mathrm{exp}\left[\frac{3}{4}\stackrel{~}{A}(\stackrel{~}{\varrho })\frac{d5}{4}\stackrel{~}{B}(\stackrel{~}{\varrho })\right]=\mathrm{exp}\left[\frac{d2}{4}\widehat{A}(\stackrel{~}{\varrho })\right],$$
(84)
where we have defined
$$\widehat{A}(\stackrel{~}{\varrho })=\frac{3}{d2}\stackrel{~}{A}(\stackrel{~}{\varrho })+\frac{d5}{d2}\stackrel{~}{B}(\stackrel{~}{\varrho }).$$
(85)
To be completely explicit, the normalizability condition is
$$d^nz\widehat{\psi }_0(z)^2=\mathrm{Vol}(S^{d5})\stackrel{~}{\varrho }^{n1}𝑑\stackrel{~}{\varrho }\mathrm{exp}\left[\frac{d2}{2}\widehat{A}(\stackrel{~}{\varrho })\right]<\mathrm{}.$$
(86)
The equation for the fluctuations (45) can be simplified by separating the variables: $`\psi (z)=R(\stackrel{~}{\varrho })Y_l(\mathrm{\Omega })`$, which leads to a generalization of the radial equation (76):
$$\begin{array}{cc}\hfill R^{\prime \prime }(\stackrel{~}{\varrho })\frac{d5}{\stackrel{~}{\varrho }}R^{}(\stackrel{~}{\varrho })+& [\frac{(d2)^2}{16}\widehat{A}^{}(\stackrel{~}{\varrho })^2\frac{d2}{4}\widehat{A}^{\prime \prime }(\stackrel{~}{\varrho })\hfill \\ & \frac{(d2)(d5)}{4\stackrel{~}{\varrho }}\widehat{A}^{}(\stackrel{~}{\varrho })+\frac{l(l+d6)e^{\stackrel{~}{B}(\stackrel{~}{\varrho })\stackrel{~}{A}(\stackrel{~}{\varrho })}}{\stackrel{~}{\varrho }^2}]R(\stackrel{~}{\varrho })=m^2R(\stackrel{~}{\varrho }).\hfill \end{array}$$
(87)
When $`\stackrel{~}{B}(\stackrel{~}{\varrho })=\stackrel{~}{A}(\stackrel{~}{\varrho })`$ the metric (83) is conformally-flat and the previous equation for the radial fluctuations for the conformally-flat case (76) is recovered. Our equation (87) matches that derived in for the case when the transverse space is two dimensional. Notice that for $`s`$-waves the equation for the radial function $`R(\stackrel{~}{\varrho })`$ (87) is identical to (76) with the replacement $`A(\varrho )\widehat{A}(\stackrel{~}{\varrho })`$. Moreover the expression for the zero-energy wavefunction $`\widehat{\psi }_0(z)`$ (84) is identical to that in the conformally-flat case with the same replacement $`A(\varrho )\widehat{A}(\stackrel{~}{\varrho })`$. Consequently, we can use the same analysis as in the conformally-flat case to argue that gravity is localized, i.e. $`\widehat{\psi }_0(z)`$ is normalized, when the $`s`$-wave continuum modes are decoupled.
### 4.5 Thick three-branes from a scalar field
In this section, we investigate whether the three-brane scenario that we have discussed in previous sections can actually be generated by gravity coupled to a single real scalar field.
The first issue that we must verify is that our ansatz (16) for the behaviour of the stress tensor under gravitational fluctuations is, in fact, valid for a scalar field. The fact that it is valid follows from the dependence of the action of the scalar field on the metric. In general, the total action of gravity plus the scalar takes the form
$$S=d^dx\sqrt{g}\left[\kappa ^2R+\frac{1}{2}_\mu \varphi ^\mu \varphi 𝒱(\varphi )\right].$$
(88)
The stress-tensor for the scalar field is
$$T_{\mu \nu }=\frac{1}{2}_\mu \varphi _\nu \varphi \frac{1}{2}g_{\mu \nu }\left[\frac{1}{2}_\alpha \varphi _\beta \varphi g^{\alpha \beta }𝒱(\varphi )\right].$$
(89)
For metric fluctuations $`h_{\mu \nu }`$ which only have a non-vanishing component $`h_{ab}`$, since $`\varphi =\varphi (z)`$ only, we have
$$h^{\mu \nu }_\nu \varphi =0.$$
(90)
From this and the form of the stress tensor (89), the variation of the stress tensor under metric fluctuations (16) follows immediately. In the coupled system, the analysis of fluctuations is naturally more involved. However, the fluctuations of the scalar are completely decoupled from the transverse traceless gravitational fluctuations as described in Sec. 3.1 and consequently all our previous conclusions regarding the localization of gravity are still valid.
Next we consider whether the three-branes can be formed from a single real scalar field. The system of scalar fields coupled to gravity was studied in the same context in . Later, in Sec. 5.2, we will will prove that a single real scalar field cannot produce a three-brane in $`d>5`$ dimensions, so for the rest of this section we will take $`d=5`$ and take the metric in the form (3) and take $`\varphi =\varphi (r)`$ only. This ansatz, as we will see, completely determines the form of the scalar potential $`𝒱(\varphi )`$ and the solution $`\varphi (r)`$.
The graviton equation of motion is, as usual, $`G_{\mu \nu }=\kappa ^2T_{\mu \nu }`$, with $`T_{\mu \nu }`$ as in (89). Plugging in the ansatz (3) and $`\varphi =\varphi (r)`$, there are two independent components of Einstein’s equation:
$`\kappa ^2\varphi ^{}(r)^2+2\kappa ^2𝒱[\varphi (r)]+6A^{}(r)^26A^{\prime \prime }(r)=0,`$ (91a)
$`\kappa ^2\varphi ^{}(r)^22\kappa ^2𝒱[\varphi (r)]6A^{}(r)^2=0.`$ (91b)
It immediately follows that,
$`\kappa ^2𝒱[\varphi (r)]`$ $`=3A^{}(r)^2+\frac{3}{2}A^{\prime \prime }(r),`$ (92a)
$`\kappa ^2\varphi ^{}(r)^2`$ $`=3A^{\prime \prime }(r).`$ (92b)
Note that a solution only exists for $`\varphi (r)`$ if $`A^{\prime \prime }(r)0`$. The scalar field equation following from the action (88) is
$$\frac{1}{\sqrt{g}}_\mu \left(\sqrt{g}g^{\mu \nu }_\nu \varphi (r)\right)+\frac{𝒱(\varphi )}{\varphi }=0,$$
(93)
or, with our ansatz,
$$\varphi ^{\prime \prime }(r)+2A^{}(r)\varphi ^{}(r)+\frac{𝒱(\varphi )}{\varphi }=0.$$
(94)
One can easily show that the scalar field equation is solved automatically by a solution of Einstein’s equation. To see this we note that Einstein’s equation implies $`_\mu T^{\mu \nu }=0`$, which itself implies the scalar field equation due to the general covariance of the scalar field action.<sup>10</sup><sup>10</sup>10We are grateful to Shanta de Alwis for pointing this out. Hence, given the scalar potential $`𝒱(r)`$, any solution to Einstein’s equation will automatically be a solution to the scalar field equations. Alternatively, any metric of the form (3) is a solution to the gravity and scalar equations-of-motion if the scalar field has the form (92b) and the scalar potential is given by (92a).
Furthermore, if $`\varphi (r)`$ is a strictly monotonic function of $`r`$ then we can we can implicitly define
$$𝒲[\varphi (r)]\kappa ^1A^{}(r),$$
(95)
hence it follows from (92b) that
$$\varphi ^{}(r)=3\kappa ^1\frac{𝒲[\varphi (r)]}{\varphi (r)}.$$
(96)
Then we can write the scalar potential as,
$$𝒱[\varphi ]=\frac{9}{2}\left(\frac{𝒲(\varphi )}{\varphi }\right)^23𝒲(\varphi )^2.$$
(97)
We therefore see that the supersymmetric form of the scalar potential and BPS equations introduced in appear naturally in this approach. The ansatz (3) for the metric determines that the scalar potential can be written in the supersymmetric form (97).
## 5 Gravity Localized on Thick Intersecting Branes
In this section, we consider the possibility that gravity can be localized on the four-dimensional intersection of higher dimensional branes. In other words, we search for conformally-flat backgrounds (2) with $`d>5`$, that we can interpret as a four-dimensional intersection of $`d4`$ $`(d1)`$-branes.
For example, we have in mind smoothings of the multi-dimensional AdS metric in (11). For instance, we could take $`|z|z\mathrm{tanh}(10z)`$. For this particular smoothing in $`d=6`$ with $`k=1`$, Figure 5 shows the potential $`V(z_1,z_2)`$ appearing in the equation for the gravitational fluctuations (20).
### 5.1 A solvable example
In general, the Schrödinger equation (20) in the case of intersecting branes is fully $`n`$-dimensional and consequently rather complicated; however, in the case when
$$A(z)=\underset{i=1}{\overset{n}{}}A^{(i)}(z^i),$$
(98)
it is separable by writing $`\psi (z)=\psi ^{(1)}(z^1)\times \mathrm{}\times \psi ^{(n)}(z^n)`$. In this case the solution represents $`n`$ intersecting $`(d2)`$-branes where the intersection is four-dimensional.
For each $`i`$, $`\psi ^{(i)}(z^i)`$ satisfies a one-dimensional Schrödinger equation identical to (48) with $`A(z)A^{(i)}(z^i)`$. Hence, we can immediately draw on the results of Sec. 4 to establish the conditions under which gravity is localized on the intersection. Basically we require that $`\mathrm{exp}\left[\frac{3}{2}A^{(i)}(z^i)\right]`$ falls off faster than $`1/z^i`$ as $`|z^i|\mathrm{}`$, for each $`i`$, so that the zero-energy state
$$\psi _0(z)=\psi _0^{(1)}(z^1)\times \mathrm{}\times \psi _0^{(n)}(z^n),$$
(99)
is localized in all the transverse directions and therefore represents the four-dimensional graviton. In general, the spectrum consists of $`2^n`$ different sectors, depending on whether each $`\psi ^{(i)}(z^i)`$ is the normalizable wavefunction $`\psi _0^{(i)}(z^i)`$ or a continuum wavefunction $`\psi _m^{(i)}(z^i)`$. So for example, when there are 2 transverse directions there will be 4 sectors in the spectrum spanned by
(1) $`\psi _0^{(1)}(z^1)\psi _0^{(2)}(z^2),`$ (2) $`\psi _0^{(1)}(z^1)\psi _{m_2}^{(2)}(z^2),`$
(3) $`\psi _{m_1}^{(1)}(z^1)\psi _0^{(2)}(z^2),`$ (4) $`\psi _{m_1}^{(1)}(z^1)\psi _{m_2}^{(2)}(z^2).`$
The first state (1) corresponds to the four-dimensional graviton. The set of continuum states (4) contributes to Newton’s Law as in (33),
$$\delta _4U(r)M_{}^{2d}_0^{\mathrm{}}𝑑m_1𝑑m_2\frac{M_1M_2e^{\sqrt{m_1^2+m_2^2}r}}{r}\psi _{m_1}^{(1)}(0)^2\psi _{m_2}^{(2)}(0)^2,$$
(100)
The set of continuum states (2) or (3) are localized in one direction and contribute as an integral over the single eigenvalue $`m_2`$ and $`m_1`$, respectively,
$$\delta _{2+3}U(r)M_{}^{2d}k_0^{\mathrm{}}𝑑m_1\frac{M_1M_2e^{m_1r}}{r}\psi _{m_1}^{(1)}(0)^2+M_{}^{2d}k_0^{\mathrm{}}𝑑m_2\frac{M_1M_2e^{m_2r}}{r}\psi _{m_2}^{(2)}(0)^2.$$
(101)
### 5.2 Intersecting branes from scalar fields
In this section, we consider whether the conformally-flat intersecting branes background can be generated from a single real scalar field. We argue that a single scalar field cannot produce a general intersecting brane background, but this leaves open the possibility that such backgrounds can be generated from more than one scalar field; for instance a single complex scalar as in . In addition, we will also see, as promised in 4.5, that a single real scalar field cannot produce a conformally-flat three-brane embedded in $`d>5`$.
We assume the metric has the form (2), and there is a single scalar field which generates the energy-momentum tensor,
$$T_{\mu \nu }=\frac{1}{2}_\mu \varphi (z)_\nu \varphi (z)\frac{1}{2}g_{\mu \nu }\left(\frac{1}{2}^\rho \varphi (z)_\rho \varphi (z)𝒱[\varphi (z)]\right).$$
(102)
The Einstein tensor $`G_{\mu \nu }`$ can be read off of (13), and satisfies, for components transverse to the intersection,
$$G_{ii}=G_{00}+\frac{d2}{2}\left[\frac{1}{2}(_iA(z))^2+_i^2A(z)\right].$$
(103)
The diagonal components of the stress tensor satisfy a similarly simple relation,
$$T_{ii}=T_{00}+\left(_i\varphi (z)\right)^2,$$
(104)
so the particular combination $`G_{ii}+G_{00}=\kappa ^2(T_{ii}+T_{00})`$ of components of the Einstein equation relates derivatives of the scalar field to derivatives of the metric, independent of the form of the scalar potential $`𝒱(\varphi )`$:
$$\frac{1}{2}\kappa ^2\left(_i\varphi (z)\right)^2=\frac{d2}{2}\left[\frac{1}{2}_iA(z)_iA(z)+_i^2A(z)\right].$$
(105)
The off-diagonal components of the Einstein equation are,
$$G_{ij}\kappa ^2T_{ij}=\frac{d2}{2}\left[\frac{1}{2}_iA(z)_jA(z)+_i_jA(z)\right]\frac{1}{2}\kappa ^2_i\varphi (z)_j\varphi (z)=0,$$
(106)
or, using (105),
$$\left[_i_je^{A(z)/2}\right]^2=\left[_i^2e^{A(z)/2}\right]\left[_j^2e^{A(z)/2}\right].$$
(107)
This constrains the type of metric which can be obtained by a gravitating scalar field. In particular, the solution of (107) is,
$$A(z)=𝒜\left(\underset{i=1}{\overset{n}{}}a_iz^i\right),$$
(108)
for some constant coefficients $`a_i`$. By a redefinition of coordinates, this can always be recast in the form $`A(z)=𝒜(z^1)`$, which preserves a $`(d1)`$-dimensional Lorentz symmetry and hence can create only a single $`(d2)`$-brane in $`d`$ dimensions. Therefore, it seems to be the case that additional fields are required to create intersecting branes in the presence of gravity. In addition, we conclude that a single real scalar field cannot produce a $`p`$-brane in $`d>p+2`$.
## 6 Conclusions
We have studied general features of gravity in domain wall backgrounds. For general domain wall type metrics we have found the conditions for there to be localized gravity on the domain wall or on the intersection of domain walls. It turns out that it is possible in generalizations of the Randall-Sundrum scenario for the graviton zero mode to be non-normalizable. It is precisely in that case that the effective gravitational coupling on the domain wall vanishes, and that the Kaluza-Klein modes become relevant at long distances. We have seen several illuminating examples in which smooth domain wall backgrounds are created by scalar fields, and in which the domain walls are created by non-dynamical sources in the absence of fields other than the graviton. Negative tension branes, such as appear in the RS solution to the hierarchy problem, can be studied in this formalism. We have studied intersecting domain walls in the absence of fields other than gravity, and we argued that a single scalar field is not sufficient to produce intersecting domain walls. We commented on resonant modes in the continuum of Kaluza-Klein modes, and argued that they are unimportant in smooth versions of the RS scenario.
One issue that is worth commenting on is the fate of the Lykken–Randall scenario for the solution of the hierarchy problem , in the context of thick branes. In this scenario we consider again the general five-dimensional backgrounds (47) but now associate the matter fields that describe our world with another brane—the “TeV brane”—located at a point $`z_0`$ in the transverse space. In order to create the necessary hierachy of scales we need $`z_0`$ such that
$$M_{\mathrm{Pl}}^2e^{2A(z_0)}\mathrm{TeV}^2,$$
(109)
where $`M_{\mathrm{Pl}}`$ is the Planck mass. In the context of the backgrounds discussed in Sec. 4, this requires that $`z_0`$ is much larger than $`k`$ (since $`kM_{\mathrm{Pl}}`$). In other words, the TeV brane sits at a place where we may approximate the potential $`V(z)`$ by its asymptotic form (52). Since the relevant dynamics now takes place at $`z=z_0`$ we have to re-assess the effects of the KK modes. In particular, the effective Newton’s constant on the brane is now given by
$$G_N\frac{M_{}^{2d}\widehat{\psi }_0(z_0)^2}{\widehat{\psi }_0|\widehat{\psi }_0}.$$
(110)
This modifies the effects of the KK modes; in the case when the continuum starts at $`m=0`$, the corrections from the KK modes (33) are modified to
$$U(r)G_N\frac{M_1M_2}{r}\left[1+_0^{\mathrm{}}𝑑m\frac{M_1M_2e^{mr}}{r}\left(\frac{\psi _m(z_0)}{\widehat{\psi }_0(z_0)}\right)^2\right].$$
(111)
In the above, the zero-energy wavefunction $`\widehat{\psi }_0(z)`$ must be normalized to unity $`\widehat{\psi }_0|\widehat{\psi }_0=1`$. As $`z_0`$ increases then one might worry that the ratio $`\psi _m(z_0)/\widehat{\psi }_0(z_0)`$ becomes larger and the effect of the KK modes is less suppressed and there would be large corrections to Newton’s Law. Actually, as explained in , this is not the case. Since $`z_0`$ lies in the tail of the potential (52), we can use the exact form of the solution in terms of Bessel functions (54) to assess the magnitude of the corrections. For small enough $`m`$ the first term in (54) dominates, and one finds using the expansion (57) (taking into account the correct normalizations on the wavefunctions)
$$\frac{\psi _m(z_0)}{\widehat{\psi }_0(z_0)}\frac{\psi _m(0)}{\widehat{\psi }_0(0)}m^{\alpha 1},$$
(112)
and so the suppression is unchanged from the situation where matter fields are located at $`z=0`$. Small enough $`m`$ in this context means that we can approximate $`\psi _m(z_0)`$ by the first term in (57).
The discussion above, where the matter fields are located at $`z=z_0`$ but are still point-like in the fifth dimension, also suggests that in a more realistic scenario, where the matter fields are smeared out in the fifth dimension, the corrections to Newton’s law will also be similarly suppressed and our previous insistence that the matter sources were point-like and located at $`z=0`$ was not overly simplistic.
###### Acknowledgments.
We thank Martin Gremm for sharing an early version of with us prior to publication. We also thank Tanmoy Bhattacharya, Fred Cooper, Dan Freedman, Michael Graesser, Martin Gremm, Salman Habib, Juan Maldacena, Asad Naqvi, Michael Nieto and Erich Poppitz for useful discussions, and Shanta de Alwis and Christophe Grojean for comments and corrections. C.C. is an Oppenheimer Fellow at the Los Alamos National Laboratory. C.C., J.E. and T.J.H. are supported by the US Department of energy under contract W-7405-ENG-36. Work of Y.S. is supported by NSF grant PHY-9802484 |
warning/0001/astro-ph0001357.html | ar5iv | text | # 𝐵𝑉𝑅_𝑐𝐼_𝑐 photometry of the GRB 980703 and GRB 990123 host galaxies
## 1 Introduction
The origin of cosmic $`\gamma `$-ray bursts (GRBs) is still one of the outstanding problems in modern astronomy. Recently the study of GRBs has been revolutionized by the discovery of X-ray (Costa et al. 1997), optical (van Paradijs et al. 1997) and radio transients (Frail et al. 1997). The follow-up of optical transients (OT) resulted in the majority not only with OTs’ light curves but also their redshift measurements and the detection of GRB hosts. By now about 15 optical afterglows have been detected, almost all within a fraction of an arc second of very faint galaxies, with typical R-band magnitudes of 22-26 and over. About 10 redshifts have been measured in the range from $`z=0.6`$ to $`z=3.4`$. The long duration GRBs appear to be associated with star forming regions in the galaxies. The studies of the host galaxies and their properties advance understanding of the nature of the progenitor systems. In some proposed models an association of bursts with explosions of massive stars become popular (see ref. Paczynśki, 1999 and MacFadyen A. & Woosley S. E., 1999 and references therein).
Here we report our direct $`BVR_cI_c`$ imagings of the GRB 980703 optical counterpart which were obtained after observations of Bloom et al. (1998). The latest observations of this object were obtained in the infrared $`JHK`$ bands by Bloom et al. (1998) In the case of the GRB 990123 host galaxy our $`BVR_cI_c`$ observations are the latest. In this paper we compare the $`BVR_cI_c`$ spectra of the GRB 980703 and GRB 990123 host galaxies with spectral energy distributions of normal galaxies of different Hubble types and extend the comparision to averaged spectra (SEDs) of S1 and S2 star-forming galaxies (Connoly et al., 1995). We obtained estimates of K-correction values and absolute magnitudes of the host galaxies using spectra of normal Hubble-type galaxies and SEDs for star-forming galaxies. Rough estimates of low limits for star-forming rates (SFR) in the GRB 980703 and GRB 990123 host galaxies were performed using the continuum luminosity at $`\lambda =2800`$Å by extrapolating for the GRB 990123 host galaxy between $`R_c`$ and $`I_c`$ bands and by value of the flux in the $`V`$ band for the GRB 980703 host galaxy.
## 2 Observations and data reduction
Observations of the host galaxies of GRB 980703 and GRB 990123 were performed using the primary focus CCD photometer of the 6m telescope of SAO RAS. It was carried out with the standard (Johnson-Kron-Cousins) photometric $`BVR_cI_c`$ system. The direct $`BVR_cI_c`$ images for the GRB 980703 host galaxy are given in `http://www.sao.ru/~sokolov/GRB/980703.html` Table 1 presents the summary of observations. <sup>1</sup><sup>1</sup>1This paper gives more accurate $`BVR_cI_c`$ values with the UT dates (corresponding to Table 1) of observations for the host galaxy of GRB 980703 unlike the preliminary $`BVR_cI_c`$ values given in GCN notice #147..
We performed photometric calibrations using the Landolt standard fields (Landolt, 1992): PG1633, PG1657, PG2331, PG2336 for the host galaxy of GRB980703, and PG2213, SA110 for the host galaxy of GRB990123. To estimate the Milky Way redenning for the host galaxy of GRB980703, we used extinction values from Cardelli, Clayton & Mathis (1989). We derived $`0^m.251`$, $`0^m.188`$, $`0^m.141`$ and $`0^m.090`$ in our photometric bands $`BVR_cI_c`$ respectively. Our direct $`BVR_cI_c`$ imagings of the GRB 980703 optical counterpart were obtained after observations of Bloom et al. (1998) on July 18 UT. The most recent observations of this object were obtained in the infrared $`JHK`$ bands by Bloom et al. (1998) on August 7 UT. In the case of the GRB 990123 host galaxy our $`BVR_cI_c`$ observations are the latest. We consider that the continuum was expected with minimum change due to the fading of the OT.
## 3 Cosmological models
The estimate of intrinsic physical parameters of extragalactic objects with redshifts approaching $`1`$ depends considerably on the adopted cosmological model. The standard Friedmann model contains three parameters: Hubble constant $`H_0`$, matter density parameter $`\mathrm{\Omega }_m`$, and cosmological constant parameter $`\mathrm{\Omega }_\mathrm{\Lambda }`$. Recent studies of the Hubble constant put it within the range 50 – 70 km s<sup>-1</sup> Mpc<sup>-1</sup> (see Theureau et al. 1997). In this paper we adopt $`H_0=60`$ km s<sup>-1</sup> Mpc<sup>-1</sup> . The values of $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ are observationally less constrained. The recent work on the $`mz`$ test with supernovae of type Ia at redshifts up to $`1`$ by Garnavich et al. (1998) make it imperative to consider in addition to the standard inflationary model also an empty universe with a cosmological constant. For a review of modern cosmological models and the necessary mathematical relations, see Baryshev et al. (1994). Here we use three Friedmann models which conveniently limit reasonable possibilities:
$$H_0=60\text{ km s}\text{-1}\text{ Mpc}\text{-1}\text{}\mathrm{\Omega }_m=1\text{}\mathrm{\Omega }_\mathrm{\Lambda }=0\text{ (A)}$$
$$H_0=60\text{ km s}\text{-1}\text{ Mpc}\text{-1}\text{}\mathrm{\Omega }_m=0\text{}\mathrm{\Omega }_\mathrm{\Lambda }=0\text{ (B)}$$
$$H_0=60\text{ km s}\text{-1}\text{ Mpc}\text{-1}\text{}\mathrm{\Omega }_m=0\text{}\mathrm{\Omega }_\mathrm{\Lambda }=1\text{ (C)}$$
For these models the relation $`\mathrm{\Omega }_m+\mathrm{\Omega }_\mathrm{\Lambda }+\mathrm{\Omega }_k=1`$ is valid, where $`\mathrm{\Omega }_m=\rho _08\pi G/3H_0^2`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=\mathrm{\Lambda }c^2/3H_0^2`$, and $`\mathrm{\Omega }_k=kc^2/R_0^2H_0^2`$. Here $`\rho `$, $`\mathrm{\Lambda }`$, $`k`$, and $`R`$ are density, cosmological constant, curvature constant, and radius of curvature, respectively, and “0” denotes the present epoch.
The luminosity distance $`R_{lum}`$, the angular size distance $`R_{ang}`$ and the proper metric distance $`R_p`$ are connected by the relation:
$$R_{lum}=R_{ang}(1+z)^2=R_p(1+z)$$
(1)
where the proper distances for the adopted models are given by
$$R_p=\{\begin{array}{cc}R_H\frac{2(z\sqrt{1+z}+1)}{1+z}\hfill & \text{ for model A,}\hfill \\ R_H\frac{z(1+0.5z)}{1+z}\hfill & \text{ for model B,}\hfill \\ R_Hz\hfill & \text{ for model C.}\hfill \end{array}$$
(2)
Here $`R_H=c/H_0`$ is the present value of the Hubble radius.
The absolute magnitude $`M_{(i)}`$ of the source observed in filter ($`i`$) can be calculated from the magnitude-redshift relation
$$M_{(i)}=m_{(i)}K_{(i)}(z)5\mathrm{log}(R_{lum}/\mathrm{Mpc})25$$
(3)
where $`m_{(i)}`$ is the observed magnitude of the object in the photometric band system ($`i`$) and $`K_{(i)}(z)`$ is the K-correction at redshift $`z`$, calculated from the rest-frame spectral energy distribution.
The linear size $`l`$ of an object having an angular size $`\theta `$ is given by
$$l=\theta R_{ang}=\theta R_p/(1+z)$$
(4)
The K-correction in Eq. (3) can be calculated from the standard formula (Oke & Sandage 1968):
$`K_{(i)}(z)`$ $`=`$ $`2.5\mathrm{log}(1+z)+`$ (5)
$`+`$ $`2.5\mathrm{log}{\displaystyle \frac{_0^{\mathrm{}}F_\lambda S_{(i)}(\lambda )d\lambda }{_0^{\mathrm{}}F_{\lambda /(1+z)}S_{(i)}(\lambda )d\lambda }}`$
In this formula $`F_\lambda `$ is the rest-frame spectral energy distribution, $`S_{(i)}`$ is the sensitivity function for the filter (i). For our photometric system we used sensitivity functions for $`BVR_cI_c`$ filters from Bessel M. (1990).
## 4 Estimation of the K-corrections
The first spectral observations of the OT of GRB 980703 were obtained with the Keck-II 10-m telescope on UT 1998 July 07.6 and 19.6 (Djorgovski et al. 1998). Several strong emission lines were detected. These were \[OII\], H$`\delta `$, H$`\gamma `$, H$`\beta `$ and \[OIII\] with redshift $`z=0.9662\pm 0.0002`$. In addition, in the blue part of the spectrum some absorbtion features (FeII and MgII, MgI - absorbtion systems) with $`z=0.9656\pm 0.0006`$ were detected. In the case of the OT of GRB 990123 absorbtion lines were detected only (Kelson et al. 1999, Hjorth et al. 1999) with $`z_{abs}=1.6004`$. The HST image reveals that the optical transient is offset by $`0{}_{}{}^{\prime \prime }.67`$ from an extended object (Bloom et al. 1999). This galaxy is most likely to be a host galaxy of GRB 990123 and source of the absorbtion lines of metals at redshift $`z=1.6004`$.
In Figure 1 we compared the $`BVR_cI_c`$ broad band spectra of the host galaxies of GRB 980703 and GRB 990123 with the spectral energy distributions of normal galaxies of different Hubble types (Pence, 1976).
Table 2 presents fluxes of the host galaxies. Here we used the zero-points from Fukugita et al. (1995) for our photometric bands. For the GRB 980703 the host galaxy fluxes are presented according to dereddened magnitudes. For the GRB 990123 within our magnitude errors the Galactic reddening is negligible.
The central $`\lambda _{obs}=\lambda _{eff}`$ for our photometric system are equal correspondingly to: $`\lambda _B=4448\text{Å}`$, $`\lambda _V=5505\text{Å}`$, $`\lambda _R=6588\text{Å}`$ and $`\lambda _I=8060\text{Å}`$, FWHM are equal to: $`\mathrm{\Delta }\lambda _B=1008\text{Å}`$, $`\mathrm{\Delta }\lambda _V=827\text{Å}`$, $`\mathrm{\Delta }\lambda _R=1568\text{Å}`$, $`\mathrm{\Delta }\lambda _I=1542\text{Å}`$, respectively.
Using equation 5 and the spectral energy distribution of the Im Hubble-type galaxies we estimated the value of the K-correction for the magnitudes of the host galaxies of GRB 980703 and GRB 990123 according to $`z=0.966`$ and $`z=1.6`$, respectively. The estimated values of the K-correction in the $`B`$-band are $`K_B=0.68`$ for the GRB 980703 host galaxy and $`K_B=0.88`$ for the GRB 990123 host galaxy. In this case, the absolute magnitudes from equation 3 for the host galaxy of GRB 980703 are: $`M_{B_{rest}}=21.29`$ for model (A), $`M_{B_{rest}}=21.81`$ for model (B) and $`M_{B_{rest}}=22.42`$ for model (C). For the host galaxy of GRB 990123 in the same way absolute magnitudes are: $`M_{B_{rest}}=20.95`$ for model (A), $`M_{B_{rest}}=21.77`$ for model (B) and $`M_{B_{rest}}=22.57`$ for model (C).
However, we consider it to be not quite correct to compare our broad band spectra to normal Hubble types of galaxies. Obviously the starburst activity may drasticaly change the spectral distribution towards the ultraviolet part of the spectrum. According to this consideration, we compared our $`BVR_cI_c`$ spectra to the averaged spectral energy distribution of starburst galaxies from Connoly et al. (1995). Figure 2 and Figure 3 demostrate a comparision of the starburst averaged spectral energy distributions to the $`BVR_cI_c`$ broad band spectra of the host galaxies GRB 980703 and GRB 990123, respectively. The spectra of sturburst were grouped according to increasing values of the color excess $`E(BV)`$: from S1, with $`E(BV)=0.05`$ to S6, with $`E(BV)=0.7`$ (Connoly et al. 1995). Using relation for $`\tau _B^l`$ (Balmer optical depth) from Calzetti et al. (1994) we derived the values of color excess for individual starburst galaxies. It are $`E(BV)<0.10`$ for S1, $`0.11<E(BV)<0.21`$ for S2, $`0.25<E(BV)<0.35`$ for S3, $`0.39<E(BV)<0.50`$ for S4, $`0.51<E(BV)<0.60`$ for S5 and $`0.61<E(BV)<0.70`$ for S6 (see Table 3 in Calzetti et al. 1994). In Figure 2 and Figure 3 the spectra of the S1 and S2 type galaxies was averaged with a 10Å window.
In this case, the calculations of the K-corrections from equation 5 yield: $`K_B=0.01`$ for the host galaxy of GRB 980703 and $`K_B=0.13`$ for the host galaxy of GRB 990123. Then, the absolute magnitudes for the host galaxy of GRB980703 are: $`M_{B_{rest}}=20.60`$ for model (A), $`M_{B_{rest}}=21.12`$ for model (B) and $`M_{B_{rest}}=21.73`$ for model (C). For the host of GRB990123 $`M_B`$ are: $`M_{B_{rest}}=20.20`$ for model (A), $`M_{B_{rest}}=21.02`$ for model (B) and $`M_{B_{rest}}=21.82`$ for model (C).
## 5 Estimations of star-forming rate
We have roughly estimated also SFR using the continuum luminosity at $`\lambda _{rest}=2800\text{Å}`$ (see Madau et al. 1998). In the calculations we assumed the cosmological models described above.
For the host galaxy of GRB 980703 the effective wavelength of the $`V`$ band for $`z=0.966`$ corresponds to $`2800\text{Å}`$ in the rest frame. Using the flux in the $`V`$ band we estimated SFR for the host galaxy of GRB980703: $`SFR_{Salpeter}15\pm 2M_{}yr^1`$, $`SFR_{Scalo}23\pm 2M_{}yr^1`$ for model (A); $`SFR_{Salpeter}24\pm 2M_{}yr^1`$, $`SFR_{Scalo}37\pm 4M_{}yr^1`$ for model (B); $`SFR_{Salpeter}43\pm 4M_{}yr^1`$, $`SFR_{Scalo}66\pm 6M_{}yr^1`$ for model (C), where the index of Salpeter and Scalo denotes the Salpeter and Scalo initial mass function (IMF) (Madau et al. 1998).
To estimate SFR of the host galaxy of GRB 990123, we used the interpolated value of the flux at the wavelength $`2800\text{Å}`$ in the rest frame between $`R_c`$ and $`I_c`$ band. We assumed
$$\mathrm{log}F_{\nu ,2800\text{Å}}=29.28\pm 0.13\frac{erg}{scm^2Hz}.$$
The calculation yields: $`SFR_{Salpeter}8\pm 2M_{}yr^1`$, $`SFR_{Scalo}12\pm 4M_{}yr^1`$ for model (A); $`SFR_{Salpeter}17\pm 6M_{}yr^1`$, $`SFR_{Scalo}25\pm 9M_{}yr^1`$ for model (B); $`SFR_{Salpeter}34\pm 12M_{}yr^1`$, $`SFR_{Scalo}54\pm 17M_{}yr^1`$ for model (C).
Of course, these stimates are the lower limit to SFR because our calculations were performed without any galaxy rest-frame extinction correction. Moreover, uncertaines of our results are estimated formally from the errors of fluxes.
## 6 Discussion
Observations were carried out a significant time after the gamma-ray bursts. For the host galaxy of GRB 980703 it was about 20 days after the gamma-ray burst, and for the GRB 990123 host galaxy about half a year. This allows us to consider that the contribution of the optical transient is very small and we observed light only of the host galaxies.
As a discussion, it should be noted that there are uncertainties in the estimates of the absolute magnitudes of the host galaxies due to the K-correction. In the case of the host galaxy of GRB 990123 this uncertainty is about $`1^m`$, and in the case of the host of GRB 980703 it is about $`0^m.7`$. However, we consider that a more correct result is the value of $`M_B`$ according to the comparision to the starburst averaged spectra — $`M_{Brest}=20.60,21.12,21.73`$ for the host galaxy of GRB 980703 in (A), (B), (C) cosmological models respectively, and $`M_{Brest}=20.20,21.02,21.82`$ for the host galaxy of GRB 990123. Moreover, our $`BVR_cI_c`$ broad band spectra are better fitted by the S1 and S2 spectral energy distribution. To compare our results to the results of Bloom et al. (1998,1999) we assume a cosmology model with $`H_0=65kms^1Mpc^1`$, $`\mathrm{\Omega }_m=0.2`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$. For the GRB 980703 host galaxy we used the value of the luminosity distance from Bloom et al. (1998), $`d_L=1.92\times 10^{28}cm`$. In the case of GRB 990123 host galaxy we used the value of the luminosity distance from Bloom et al. (1999), $`d_L=3.7\times 10^{28}cm`$. Calculations from equation 3 yield: $`M_{B_{rest}}=20.8`$ and $`M_{B_{rest}}=20.62`$ for the GRB 980703 and GRB 990123 host galaxies respectively, while the values of Bloom et al. are $`20.2`$ and $`20.0`$ for the GRB 980703 and GRB 990123 host galaxies, respectively. Note that the estimates of absolute magnitudes of Bloom et al. (1998, 1999) for the both host galaxies are performed in another way without the K-correction by fitting to the spectrum in the case of the GRB 980703 host galaxy and by interpolating between the observed the STIS and the $`K`$-band data points using a power law in the case of GRB 990123 host galaxy.
It should be noted that our estimates of the star-forming rate are higher than the estimates of Djorgovski et al. (1998) and Bloom et al. (1999). It is interesting that the for GRB 980703 host galaxy our flux at $`\lambda =2800\text{Å}`$ is $`3.1\mu Jy`$ and is matching the value of the flux on July 7 from Djorgovski et al. (1998). Probably, the OT contribution was already negligible in the $`V`$ band on July 7. In the case of GRB 990123 host galaxy our value of the flux at $`\lambda =2800\text{Å}`$ was estimated by interpolation between observed points. However, the values of Bloom et al. (1999) are $`0.17\mu Jy`$ (for $`\beta =0`$) and $`0.21\mu Jy`$ (for $`\beta =0.8`$) while our ones are $`0.52_{0.14}^{+0.18}\mu Jy`$. This discrepancy can be explain as follow. Our estimate of the flux was performed by interpolation between the $`R_c`$ ($`\lambda _{eff}=6588\text{Å}`$) and $`I_c`$ ($`\lambda _{eff}=8060\text{Å}`$) bands, while the values of Bloom et al. were interpolated with power law between STIS (approximately $`V`$ band, $`\lambda _{eff}=5505\text{Å}`$) point and $`K`$ band ($`\lambda _{eff}=2.195\mu m`$). Moreover, Bloom et al. measured the flux of the host galaxy by masking sets of pixel dominated by the OT (Bloom et al. 1999) because observations in the $`K`$ band were carried out on epoch 9 and 10 Febrary UT, 17-18 days after gamma-ray burst, (Bloom et al. 1999) when contribution of the OT was not negligible, while our observations was performed about a half year after gamma-ray burst occured. Obviously, the our estimate is more exact than that of Bloom et al.
* We thank S.V. Zharikov for assistance in observations, and T.N. Sokolova for the help in work with the text. This work has been partly supported by the ”Astronomy” Foundation (grant 97/1.2.6.4), INTAS N 96-0315 and RFBR N98-02-16542. |
warning/0001/hep-ph0001157.html | ar5iv | text | # SINGLET PARTON EVOLUTION AT SMALL 𝑥: a Theoretical Update
## 1 Introduction
The theory of scaling violations in deep inelastic scattering is one of the most solid consequences of asymptotic freedom and provides a set of fundamental tests of QCD. At large $`Q^2`$ and not too small but fixed $`x`$ the QCD evolution equations for parton densities provide the basic framework for the description of scaling violations. The complete splitting functions have been computed in perturbation theory at order $`\alpha _s`$ (LO approximation) and $`\alpha _s^2`$ (NLO) . For the first few moments the anomalous dimensions at order $`\alpha _s^3`$ are also known .
At sufficiently small $`x`$ the approximation of the splitting functions based on the first few terms of the expansion in powers of $`\alpha _s`$ is not in general a good approximation. If not for other reasons, as soon as $`x`$ is small enough that $`\alpha _s\xi 1`$, with $`\xi =\mathrm{log}1/x`$, all terms of order $`\alpha _s(\alpha _s\xi )^n`$ and $`\alpha _s^2(\alpha _s\xi )^n`$ which are present in the splitting functions must be considered in order to achieve an accuracy up to order $`\alpha _s^3`$. In terms of the anomalous dimension $`\gamma (N,\alpha _s)`$, defined as the $`N`$–th Mellin moment of the singlet splitting function (actually the eigenvector with largest eigenvalue), these terms correspond to sequences of the form $`(\alpha _s/N)^n`$ or $`\alpha _s(\alpha _s/N)^n`$. In most of the kinematic region of HERA the condition $`\alpha _s\xi 1`$ is indeed true. Considering that, by kinematics, $`\alpha _s\xi \alpha _s\mathrm{log}s/Q^2`$, and $`s10^5GeV^2`$, $`\alpha _s(m_Z^2)0.119`$, we see that at $`Q^2=3,10,10^2,10^3GeV^2`$ $`\alpha _s\xi `$ can be as large as $`\alpha _s\xi 4.3,3.0,1.2,0.6`$, respectively. Hence, in principle one could expect to see in the data indications of important corrections to the approximation of splitting functions computed only up to order $`\alpha _s^2`$ and the corresponding small $`x`$ behaviour. In reality this appears not to be the case: the data can be fitted quite well by the evolution equations in the NLO approximation . An idea of the quality of the fit can be obtained from fig. 1 where a comparison of the data with the QCD NLO scaling violations is displayed. Of course it may be that some corrections exist but they are hidden in a redefinition of the gluon, which is the dominant parton density at small $`x`$. While the data do not support the presence of large corrections in the HERA kinematic region the evaluation of the higher order corrections at small $`x`$ to the singlet splitting function from the BFKL theory appears to fail. The results of the recent calculation of the NLO term $`\chi _1`$ of the BFKL function $`\chi =\alpha _s\chi _0+\alpha _s^2\chi _1\mathrm{}`$ show that the expansion is very badly behaved, with the non leading term completely overthrowing the main features of the leading term. Taken at face value, these results appear to hint at very large corrections to the singlet splitting function at small $`x`$ in the region explored by HERA .
Here we review this problem and propose a procedure to construct a meaningful improvement of the singlet splitting function at small $`x`$, using the information from the BFKL function. After recalling some basic notions we start by defining an alternative expansion for the BFKL function $`\chi (M)`$ which, unlike the usual expansion, is well behaved and stable when going from LO to NLO, at least for values far from $`M=1`$. This is obtained by adding suitable sequences of terms of the form $`(\alpha _s/M)^n`$ or $`\alpha _s(\alpha _s/M)^n`$ to $`\alpha _s\chi _0`$ or $`\alpha _s^2\chi _1`$ respectively. The coefficients are determined by the known form of the singlet anomalous dimension at one and two loops. This amounts to a resummation of $`(\alpha _s\mathrm{log}Q^2/\mu ^2)^n`$ terms in the inverse $`M`$-Mellin transform space. This way of improving $`\chi `$ is completely analogous to the usual way of improving $`\gamma `$ . One important point, which is naturally reproduced with good accuracy by the above procedure, is the observation that the value of $`\chi (M)`$ at $`M=0`$ is fixed by momentum conservation to be $`\chi (0)=1`$. This observation plays a crucial role in formulating the novel expansion and explains why the normal BFKL expansion is so unstable near $`M=0`$, with $`\chi _01/M`$, $`\chi _11/M^2`$ and so on. This rather model–independent step is already sufficient to show that no catastrophic deviations from the NLO approximation of the evolution equations are to be expected. The next step is to use this novel expansion of $`\chi `$ to determine small $`x`$ resummation corrections to add to the LO and NLO anomalous dimensions $`\gamma `$. Defining $`\lambda `$ as the minimum value of $`\chi `$, $`\chi (M_{min})=\lambda `$, and using the results of ref. , a meaningful expansion for the improved anomalous dimension is written down in terms of $`\chi _0`$, $`\chi _1`$, and $`\lambda `$. The large negative correction to $`\lambda _0/\alpha _s=\chi _0(1/2)`$ induced by $`\alpha _s\chi _1`$, that is formally of order $`\alpha _s`$ but actually is of order one for the relevant values of $`\alpha _s`$, suggests that $`\lambda `$ should be reinterpreted as a nonperturbative parameter. We conclude by showing that the very good agreement of the data with the NLO evolution equation can be obtained by choosing a small value of $`\lambda `$, compatible with zero.
## 2 $`Q^2`$ Evolution at Small $`x`$
The behaviour of structure functions at small $`x`$ is dominated by the singlet parton component. Thus we consider the singlet parton density
$$G(\xi ,t)=x[g(x,Q^2)+k_qq(x,Q^2)],$$
(1)
where $`\xi =\mathrm{log}1/x`$, $`t=\mathrm{log}Q^2/\mu ^2`$, $`g(x,Q^2)`$ and $`q(x,Q^2)`$ are the gluon and singlet quark parton densities, respectively, and $`k_q`$ is such that, for each moment
$$G(N,t)=_0^{\mathrm{}}𝑑\xi e^{N\xi }G(\xi ,t),$$
(2)
the associated anomalous dimension $`\gamma (N,\alpha _s(t))`$ corresponds to the largest eigenvalue in the singlet sector. At large $`t`$ and fixed $`\xi `$ the evolution equation in $`N`$-moment space is then
$$\frac{d}{dt}G(N,t)=\gamma (N,\alpha _s(t))G(N,t),$$
(3)
where $`\alpha _s(t)`$ is the running coupling. The anomalous dimension is completely known at one and two loop level:
$$\gamma (N,\alpha _s)=\alpha _s\gamma _0(N)+\alpha _s^2\gamma _1(N)+\mathrm{}.$$
(4)
As $`\gamma (N,\alpha _s)`$ is, for each $`N`$, the largest eigenvalue in the singlet sector, momentum conservation order by order in $`\alpha _s`$ implies that
$$\gamma (1,\alpha _s)=\gamma _0(1)=\gamma _1(1)=\mathrm{}=0.$$
(5)
The solution of eq.(3) is given by
$$G(N,t)=G(N,0)\mathrm{exp}_{\alpha _s}^{\alpha _s(t)}𝑑\alpha _s^{}\frac{\gamma (N,\alpha _s^{})}{\beta (\alpha _s^{})}$$
(6)
where $`\alpha _s\alpha _s(0)`$ and the QCD beta function $`\beta (\alpha _s)`$ is defined by
$$\frac{d\alpha _s(t)}{dt}=\beta (\alpha _s(t));\beta (\alpha _s)=b\alpha _s^2(1+b^{}\alpha _s+\mathrm{}..);b=\frac{\beta _0}{4\pi }=\frac{11n_c2n_f}{12\pi }$$
(7)
At one loop accuracy $`\gamma (N,\alpha _s)=\alpha _s\gamma _0(N)`$ and the solution reduces to:
$$G(N,t)=G(N,0)e^{(\gamma _0\eta /b)}=G(N,0)[\frac{\alpha _s}{\alpha _s(t)}]^{\gamma _0/b};\eta =\mathrm{log}\frac{\alpha _s}{\alpha _s(t)}$$
(8)
Of formal interest is the solution in the limit of fixed coupling. In general, in this limit, we have $`G(N,t)=G(N,0)\mathrm{exp}[\gamma (N,\alpha _s)t]`$ and, at one loop, $`G(N,t)=G(N,0)\mathrm{exp}(\gamma _0\alpha _st)`$. Comparing with the running coupling case at one loop, we see that $`\alpha _st`$ at fixed coupling is replaced by $`\eta /b`$ at running coupling. In fact by expanding we have
$$\eta =\mathrm{log}\frac{\alpha _s}{\alpha _s(t)}=\mathrm{log}(1+b\alpha _st)=b\alpha _st+\mathrm{}\mathrm{}$$
(9)
It is useful to keep in mind this translation rule for one loop results.
We now consider the small $`x`$ behaviour of the one loop solution. Small $`x`$ means large $`\xi `$, hence small $`N`$. At small $`N`$, $`\gamma _0(N)=\frac{n_c}{\pi N}+\mathrm{}`$. The $`1/N`$ behaviour correspond to the $`1/x`$ behaviour of the one loop singlet splitting function $`P_0(x)`$, the Mellin transform of $`\gamma _0`$: $`\gamma (N)=_0^1𝑑xx^NP(x)`$. In general $`P(x)1/x(\mathrm{log}(1/x))^n`$ corresponds to $`\gamma (N)n!/N^{n+1}`$. We can add a constant term to $`\gamma _0(N)`$ in such a way that the momentum conservation condition at $`N=1`$ is respected:
$$\gamma _0(N)\frac{n_c}{\pi }(\frac{1}{N}1)+\mathrm{}..$$
(10)
This addition provides a good approximation in a wide region extending from $`N0`$ up to $`N1`$. From eq.(8) one obtains the leading behaviour:
$$G(N,t)=G(N,0)\mathrm{exp}\left[\frac{n_c}{\pi }\frac{\eta }{b}(\frac{1}{N}1)\right]$$
(11)
By taking the inverse Mellin transform we obtain:
$$G(\xi ,t)=_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dN}{2\pi i}\mathrm{exp}(N\xi +\frac{n_c\eta }{\pi b}(\frac{1}{N}1))G(N,0)$$
(12)
where the integral is along the imaginary axis at $`RealN=c`$. The leading behaviour at small $`x`$ is obtained by the saddle point method (see Appendix). Let $`N_0`$ be the point where the derivative of the exponent vanishes:
$$\frac{d}{dN}\left(N\xi +\frac{n_c\eta }{\pi b}\left(\frac{1}{N}1\right)\right)_{N=N_0}=0,N_0=\sqrt{\frac{n_c\eta }{\pi b\xi }}$$
(13)
At $`N_0`$ the value of the exponent is:
$$\left(N\xi +\frac{n_c\eta }{\pi b}\left(\frac{1}{N}1\right)\right)_{N=N_0}=\sqrt{\frac{4n_c\eta \xi }{\pi b}}\frac{n_c\eta }{\pi b}$$
(14)
For $`G(N,0)`$ regular at $`N0`$, the resulting small $`x`$ behaviour is given by:
$$G(\xi ,t)=G(N_0,0)\eta ^{{\scriptscriptstyle \frac{1}{4}}}\xi ^{{\scriptscriptstyle \frac{3}{4}}}\mathrm{exp}\sqrt{\frac{4n_c\eta \xi }{\pi b}}\mathrm{exp}(\frac{n_c\eta }{\pi b})$$
(15)
This is the well known ”double scaling” behaviour, first predicted in ref. and developed in refs.. The exponential factor
$$\mathrm{exp}\sqrt{\frac{4n_c\eta \xi }{\pi b}}\mathrm{exp}\sqrt{\frac{4n_c}{\pi b}\mathrm{log}\frac{1}{x}\mathrm{log}\frac{\mathrm{log}Q^2/\mathrm{\Lambda }^2}{\mathrm{log}\mu ^2/\mathrm{\Lambda }^2}}$$
(16)
produces a peak at small $`x`$ which increases with $`Q^2`$. The $`x`$ behaviour is weaker than any power of $`x`$ but stronger than any power of a logarithm. This one loop prediction is not much modified by NLO corrections because the computed two loop anomalous dimension $`\gamma _1(N)`$ also behaves like $`1/N`$. And in fact the complete NLO QCD evolution reproduces the double scaling exponential rise quite accurately. As already mentioned the HERA data are quite well fitted for $`Q^214\mathrm{GeV}^2`$ by QCD $`Q^2`$ evolution computed at NLO accuracy. This agreement of the data with the usual evolution equations is however rather unexpected. In fact the $`Q^2`$ evolution takes into account all terms of order $`[\alpha _s\mathrm{log}1/x\mathrm{log}Q^2]^n`$ and $`[\alpha _s\mathrm{log}Q^2]^n`$ and are valid for sufficiently large $`Q^2`$ and $`x`$ small but fixed. However possible terms of order $`[\alpha _s\mathrm{log}1/x]^n`$ are not included in the splitting function, so that the results are not necessarily reliable for sufficiently small $`x`$ at fixed $`Q^2`$. The powerful approach based on the BFKL equation provides a suitable tool towards an estimate of these terms and will now be discussed.
## 3 The BFKL Function
The starting point of the BFKL theory is that, at large $`\xi `$ and fixed $`Q^2`$ (in particular at fixed $`\alpha _s`$), the following $`x`$ evolution equation for $`M`$ moments was proven valid:
$$\frac{d}{d\xi }G(\xi ,M)=\chi (M,\alpha _s)G(\xi ,M),$$
(17)
where
$$G(\xi ,M)=_{\mathrm{}}^{\mathrm{}}𝑑te^{Mt}G(\xi ,t),$$
(18)
For convergence, we consider $`0<M<1`$ as the physical region and assume that $`G(\xi ,t)`$ vanishes as $`Q^2`$ in the photoproduction limit $`Q^20`$ and approaches a constant modulo logs in the limit of large $`Q^2`$. In eq.(17) $`\chi (M,\alpha _s)`$ is the BFKL function which is now known at NLO accuracy:
$$\chi (M,\alpha _s)=\alpha _s\chi _0(M)+\alpha _s^2\chi _1(M)+\mathrm{}.$$
(19)
The BFKL function has been computed in perturbation theory at one and two loops starting from the large $`s`$ behaviour of the amplitude for gluon-gluon scattering.
We consider $`T`$, the absorptive part of the $`A+BA+B`$ forward scattering amplitude from gluon exchange, as depicted in fig. 2. $`A`$ and $`B`$ are generic real or virtual particles. In the case of interest, $`A`$ will be the virtual photon and $`B`$ the proton. From the optical theorem $`T`$ is proportional to the total $`A+B`$ cross section $`\sigma `$. We are interested in the gluon exchange component which is dominant in the singlet sector. So in the deep inelastic scattering case the virtual photon $`A`$ is attached to a quark loop which is included in $`\varphi _A`$. Going down vertically then there is the g-g amplitude $`\mathrm{\Gamma }_N`$ and finally the proton blob $`\varphi _B`$. The cross section $`\sigma `$ can be written as:
$$\sigma \frac{d^2k_1}{k_1^2}\varphi _A(\stackrel{}{k}_1)\frac{d^2k_2}{k_2^2}\varphi _B(\stackrel{}{k}_2)_{ai\mathrm{}}^{a+i\mathrm{}}\frac{dN}{2\pi i}(\frac{s}{k_1k_2})^N\mathrm{\Gamma }_N(\stackrel{}{k}_1,\stackrel{}{k}_2)$$
(20)
Here $`k_{1,2}`$ are transverse momentum vectors of the s-channel gluons with virtuality $`(\stackrel{}{k})^2`$, $`\varphi _{A,B}`$ are suitable hadronic structure functions, $`\mathrm{\Gamma }_N`$ is the $`g`$-$`g`$ kernel and $`s=2p_Ap_B`$ is the squared invariant mass of the colliding particles. Note that a symmetric scale choice was adopted in the $`s`$ factor. The $`g`$-$`g`$ kernel in the $`\overline{\mathrm{MS}}`$ scheme obeys the generalised BFKL equation:
$$N\mathrm{\Gamma }_N(\stackrel{}{k}_1,\stackrel{}{k}_2)=\delta ^{(2)}(\stackrel{}{k}_1\stackrel{}{k}_2)+d^2kK(\stackrel{}{k}_1,\stackrel{}{k})\mathrm{\Gamma }_N(\stackrel{}{k},\stackrel{}{k}_2)$$
(21)
The BFKL equation can be cast in the form of the $`x`$ evolution equation (17) inverting the $`N`$-Mellin transform eq. (2) and taking an $`M`$-Mellin transform eq. (18). The inversion of the $`N`$-Mellin turns multiplication by $`N`$ into differentiation with respect to $`\mathrm{ln}(1/x)`$, and the $`M`$-Mellin turns the convolution with respect to $`k^2`$ into an ordinary product. It then follows that the $`\chi (M,\alpha _s)`$ function is related to $`K`$ by $`M`$-Mellin transformation:
$$\chi (M,\alpha _s)=d^2kK(\stackrel{}{k}_1,\stackrel{}{k})(\frac{k^2}{k_1^2})^{M1}$$
(22)
At NLO and beyond, $`\chi (M,\alpha _s)`$ can acquire a further dependence on $`k_1^2`$ due to the running of the coupling. From the symmetry under $`\stackrel{}{k}_1\stackrel{}{k}_2`$ exchange of $`\mathrm{\Gamma }_N`$, the symmetry of $`K`$ also follows and in turn, at leading order, this implies that $`\chi _0(M)=\chi _0(1M)`$. We have slightly cheated in this derivation in that the variable $`N`$ in eq. (21) is defined by the moment integration of eq. (20), i.e. with the symmetric factor $`(\frac{s}{k_1k_2})^N`$. The $`N`$ moments eq. (2) instead are taken with the factor $`x^N=(\frac{s}{Q^2})^N`$ where $`Q^2`$ is the virtuality of one of the two particles, say $`Q^2=k_1^2`$. This difference is irrelevant at LO, but at NLO it must be taken into account and modifies the relation between $`\chi `$ and $`K`$ eq. (22).
At one loop accuracy $`\chi _0(M)`$ is scheme and scale independent and has the following simple form (see fig.4 below):
$$\chi _0(M)=\frac{n_c}{\pi }_0^1\frac{dz}{1z}[z^{M1}+z^M2]$$
(23)
(an alternative expression is $`\chi _0(M)=n_c/\pi [2\psi (1)\psi (M)\psi (1M)]`$ with $`\psi (M)=\mathrm{\Gamma }^{}(M)/\mathrm{\Gamma }(M)`$, where $`\mathrm{\Gamma }`$ is the Euler gamma function). By expanding the denominator and performing the integration, one finds the expression:
$$\chi _0(M)=\frac{n_c}{\pi }\underset{n=0}{\overset{\mathrm{}}{}}[\frac{1}{M+n}+\frac{1}{n+1M}\frac{2}{n+1}]=\frac{1}{M}+2\zeta (3)M^2+2\zeta (5)M^4+\mathrm{}..$$
(24)
Also note that
$$\chi _0(\frac{1}{2})=\frac{n_c}{\pi }4\mathrm{ln}2$$
(25)
In eq. (17) the coupling $`\alpha _s`$ is fixed. The inclusion of running effects in the BFKL theory is a delicate point. If we are only interested to next-to-leading log $`1/x`$ accuracy, the running of the coupling in the evolution equation (3) can be expanded out to leading order in $`t`$: $`\alpha _s(t)=\alpha _s(\mu ^2)(1b\alpha _s(\mu ^2)t)`$. Upon $`M`$-mellin transformation, this corresponds to a differential operator: $`\alpha _s(M)=\alpha _s(1+b\alpha _s\frac{d}{dM})`$, which can be used in the $`x`$ evolution equation (17). This affects the relation between the $`t`$ and $`x`$ evolution equations, and in particular it modifies the relations between $`\chi `$ and the anomalous dimension $`\gamma `$ which we will derive in the next section (duality relation). However, for all practical purposes, this modification can be simply viewed as the result of an additional contribution to $`\chi `$: once this contribution is incorporated in $`\chi `$, the anomalous dimension $`\gamma `$ is given by the duality relation given in the next session. Henceforth, we assume that $`\chi `$ includes such contribution, at the appropriate order in the small $`x`$ expansion. To next-to-leading order in $`\alpha _s`$ (i.e. to NLLx), this corresponds to a contribution to $`\chi _1`$ proportional to the first coefficient $`\beta _0=\frac{11}{3}n_c\frac{2}{3}n_f`$ of the $`\beta `$-function. Since the extra term depends on the definition of the gluon density, it is also necessary to specify the choice of factorization scheme: here we choose the $`\overline{\mathrm{MS}}`$ scheme, so that the $`\chi _1`$ that we will consider in the sequel is given by
$$\chi _1(M)=\frac{1}{4\pi ^2}n_c^2\stackrel{~}{\delta }(M)+\frac{1}{8\pi ^2}\beta _0n_c((2\psi ^{}(1)\psi ^{}(M)\psi ^{}(1M))+\frac{1}{4n_c^2}\chi _0(M)^2,$$
(26)
where the function $`\stackrel{~}{\delta }`$ is defined in the first of ref. . Note that beyond the leading order the symmetry of the BFKL function under $`M1M`$ is destroyed by the effects of running and by the fact that the scales $`k_1`$ and $`k_2`$ are very different in the actual case of interest. As a result the actual BFKL function which is relevant for deep inelastic leptoproduction is not perturbative near $`M=1`$, the point where the soft scale is approached.
To start exploring the physical significance of the $`x`$ evolution equation, we work in the fixed coupling approximation. The solution of eq.(17) is given by:
$$G(\xi ,M)=G(0,M)\mathrm{exp}\left[\chi (M,\alpha _s)\xi \right]$$
(27)
By taking the inverse Mellin transform, we obtain:
$$G(\xi ,t)=_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dM}{2\pi i}\mathrm{exp}[Mt+\chi (M,\alpha _s)\xi ]G(0,M)$$
(28)
For $`t`$ and $`\xi `$ large we consider the saddle point condition (for simplicity, we restrict our discussion to the LO):
$$\frac{d}{dM}\left(Mt+\alpha _s\chi _0(M)\xi \right)_{M=M_0}=0,\mathrm{or}\frac{\mathrm{t}}{\xi }=\alpha _\mathrm{s}\chi _0^{}(\mathrm{M}_0)$$
(29)
With $`t`$ and $`\xi `$ both large we can study three different interesting limits: 1) $`t/\xi `$ large and positive (i.e. the limit $`Q^2\mathrm{}`$, $`\xi `$ large but fixed); 2) $`t/\xi 0`$ (or the Regge limit: $`x0`$ and $`Q^2`$ large but fixed); 3) $`t/\xi \mathrm{}`$ (or the photoproduction limit: $`Q^20`$ and $`\xi `$ large but fixed). In case 1) at $`M_0`$ the derivative must be large and negative, thus $`M_0`$ is small (see fig. 4). One finds:
$$M_0=\sqrt{\frac{n_c\alpha _s\xi }{\pi t}},G(\xi ,t)\mathrm{exp}[M_0t+\alpha _s\chi _0(M_0)\xi ]\mathrm{exp}\sqrt{\frac{4n_c\alpha _st\xi }{\pi }}$$
(30)
Since we know that $`\alpha _st`$ at fixed $`\alpha _s`$ corresponds to $`\eta /b`$ for running $`\alpha _s`$, we see that the double scaling result, eq.(15), is reproduced. In case 2), $`t/\xi 0`$ and the derivative must vanish at $`M_0`$, or $`M_0=1/2`$. The asymptotic behaviour is fixed by $`\chi _0(1/2)`$ (see eq.(25)) and we have:
$$G(\xi ,t)\mathrm{exp}[\alpha _s\chi _0(1/2)\xi ]x^{\lambda _0},\lambda _0=\alpha _s\frac{n_c}{\pi }4\mathrm{ln}2$$
(31)
This is the hard Pomeron prediction (as opposed to the soft Pomeron, or $`\lambda _00`$),which is well known but of dubious physical relevance, as we shall see in the following. In case 3) $`t/\xi `$ is large and negative, so the derivative must be large and positive, which leads to $`M_01`$ where $`\chi _0(M)n_c/[\pi (1M)]`$. A simple calculation leads to:
$$M_0=1\sqrt{\frac{n_c\alpha _s\xi }{\pi |t|}},G(\xi ,t)Q^2\mathrm{exp}\sqrt{\frac{4n_c\xi \alpha _s|t|}{\pi }}$$
(32)
This result is qualitatively encouraging, because it leads to the correct linear vanishing of $`G(\xi ,t)`$ in $`Q^2`$ in the photoproduction limit . But, quantitatively we cannot trust this result, because non perturbative effects must be important at $`Q^20`$. Actually this confirms that the BFKL function must contain non perturbative effects near $`M=1`$ otherwise photoproduction would also be perturbative.
## 4 The Duality Relations
In the region where $`Q^2`$ and $`1/x`$ are both large the $`t`$ and $`\xi `$ evolution equations, i.e. eqs.(3,17), are simultaneously valid, and their mutual consistency requires the validity of the “duality” relation :
$$\chi (\gamma (N,\alpha _s),\alpha _s)=N,$$
(33)
and its inverse
$$\gamma (\chi (M,\alpha _s),\alpha _s)=M.$$
(34)
In order to derive the duality relations we start from the $`x`$ evolution equation, eq.(17), and take the $`x`$ Mellin transform of both sides:
$$_0^{\mathrm{}}𝑑\xi e^{N\xi }\frac{d}{d\xi }G(\xi ,M)=\chi (M,\alpha _s)G(N,M)$$
(35)
Integration by parts leads to:
$$[e^{N\xi }G(\xi ,M)]_0^{\mathrm{}}+NG(N,M)=\chi (M,\alpha _s)G(N,M)$$
(36)
The square bracket on the l.h.s is determined by $`\xi 0`$ and provides an N independent boundary condition, which we denote by $`H_0(M)`$ (recall that the $`x`$ evolution equation is only valid at large $`\xi `$). Solving for $`G(N,M)`$, we find:
$$G(N,M)=\frac{H_0(M)}{N\chi (M,\alpha _s)}$$
(37)
The position of the singularity in $`N`$ fixes the large $`t`$ behaviour of $`G(N,t)`$:
$$G(N,t)=_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dM}{2\pi i}\mathrm{exp}MtG(N,M)\underset{t\mathrm{}}{}\chi (M_p,\alpha _s)=N$$
(38)
while the contribution of additional singularities further on the left of $`M_p`$ is suppressed by powers of $`Q^2`$. Then, at fixed $`\alpha _s`$, this must coincide with
$$G(N,t)\underset{t\mathrm{}}{}e^{\gamma (N,\alpha _s)t}$$
(39)
where $`\gamma `$ is the anomalous dimension function at all order in $`\alpha _s`$. Thus $`M_p=\gamma (N,\alpha _s)`$ and the duality relation eq.(33), and its inverse, eq.(34), are obtained. These relations are true for the complete leading twist contribution in the domain where the $`t`$ and $`\xi `$ evolution equations, i.e. eqs.(3,17), are simultaneously valid.
Using eq. (33), knowledge of the expansion eq. (19) of $`\chi (M,\alpha _s)`$ to LO and NLO in $`\alpha _s`$ at fixed $`M`$ determines the coefficients of the expansion of $`\gamma (N,\alpha _s)`$ in powers of $`\alpha _s`$ at fixed $`\frac{\alpha _s}{N}`$:
$$\gamma (N,\alpha _s)=\gamma _s(\frac{\alpha _s}{N})+\alpha _s\gamma _{ss}(\frac{\alpha _s}{N})+\mathrm{},$$
(40)
where $`\gamma _s`$ and $`\gamma _{ss}`$ contain respectively sums of all the leading and subleading singularities of $`\gamma `$ (see fig. 3). To derive the expressions of $`\gamma _s`$ and $`\gamma _{ss}`$ we start from eq.(33) written in the form:
$$\alpha _s\chi _0[\gamma _s(\frac{\alpha _s}{N})+\alpha _s\gamma _{ss}(\frac{\alpha _s}{N})+\mathrm{}]+\alpha _s^2\chi _1[\gamma _s(\frac{\alpha _s}{N})+\mathrm{}]+\mathrm{}.=N$$
(41)
We then expand in $`\alpha _s`$ at $`\alpha _s/N`$ fixed:
$$\chi _0(\gamma _s(\frac{\alpha _s}{N}))+\alpha _s\chi _0^{}(\gamma _s(\frac{\alpha _s}{N}))\gamma _{ss}(\frac{\alpha _s}{N})+\alpha _s\chi _1(\gamma _s(\frac{\alpha _s}{N}))+\mathrm{}.=\frac{N}{\alpha _s}$$
(42)
From this we find the relations:
$`\chi _0(\gamma _s(\frac{\alpha _s}{N}))`$ $`=`$ $`{\displaystyle \frac{N}{\alpha _s}},`$ (43)
$`\gamma _{ss}(\frac{\alpha _s}{N})`$ $`=`$ $`{\displaystyle \frac{\chi _1(\gamma _s({\scriptscriptstyle \frac{\alpha _s}{N}}))}{\chi _0^{}(\gamma _s(\frac{\alpha _s}{N}))}}.`$ (44)
This corresponds to an expansion of the splitting function in logarithms of $`x`$: if for example we write
$$\gamma _s(\frac{\alpha _s}{N})=\underset{k=1}{\overset{\mathrm{}}{}}g_k^{(s)}\left(\frac{\alpha _s}{N}\right)^k$$
(45)
then the associated splitting function is given by
$$P_s(\alpha _s\xi )_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dN}{2\pi i\alpha _s}e^{N\xi }\gamma _s(\frac{\alpha _s}{N})=\underset{k=1}{\overset{\mathrm{}}{}}\frac{g_k^{(s)}}{(k1)!}(\alpha _s\xi )^{(k1)},$$
(46)
and similarly for the subleading singularities $`P_{ss}(\alpha _s\xi )`$, etc. From eq.(24) it follows that
$$g_1^{(s)}=n_c/\pi ,g_2^{(s)}=g_3^{(s)}=0,g_4^{(s)}=2\zeta (3)n_c/\pi ,\mathrm{}$$
(47)
We see that the logaritmic terms in $`P_s`$ only start at order $`\alpha _s^3`$ due to the vanishing of $`g_2^{(s)}`$ and $`g_3^{(s)}`$. It is also important to observe that the coefficients of the $`P_s`$ expansion are factorially suppressed with respect to those of $`\gamma _s`$. This implies that while the convergence radius of the $`\gamma _s`$ expansion is finite, that of $`P_s`$ is infinite.
At this point it is interesting to make a digression and compare the small $`x`$ behaviour of the singlet structure functions in the spacelike region with that of singlet fragmentation functions in the timelike region. In the leading log approximation the timelike splitting functions, relevant for the evolution of fragmentation functions, are the same as the spacelike splitting functions. Therefore the solution to the one loop evolution equation in the small $`x`$ region is valid both for parton distributions in the spacelike region and for fragmentation functions in the timelike region. But if this were the correct asymptotic result at $`x0`$ for the singlet framentation functions it would imply that the average multiplicity (the $`N=0`$ moment) is singular. Indeed it is in fact known that, in the timelike region, the behaviour of the anomalous dimension near $`N=0`$ is actually modified by higher order terms according to:
$$\gamma (N,\alpha _s)=\frac{\alpha _sn_c}{\pi N}2(\frac{\alpha _sn_c}{\pi })^2\frac{1}{N^3}+\mathrm{}\mathrm{}=\frac{1}{4}[N+\sqrt{N^2+\frac{8\alpha _sn_c}{\pi }}]$$
(48)
In $`x`$ space this is equivalent to the occurrence of terms of order $`\alpha _s[\alpha _s\mathrm{log}^21/x]^{n1}`$ in nth order perturbation theory in $`\alpha _s`$. Thus there are two powers of log for each $`\alpha _s`$ in the timelike region instead than one. These terms modify the behaviour of $`\gamma (N,\alpha _s)`$ near $`N=0`$ into a non singular one. This corresponds to the well known behaviour of the average multiplicity in gluon jets given by:
$$<n_g>\mathrm{exp}_{\alpha _s}^{\alpha _s(t)}𝑑\alpha _s\frac{\gamma (0,\alpha _s)}{\beta (as)}\mathrm{exp}\sqrt{\frac{2n_c\mathrm{log}Q^2/\mathrm{\Lambda }^2}{\pi b\mathrm{log}\mu ^2/\mathrm{\Lambda }^2}}$$
(49)
which is well supported by experiment. How is it possible that there is such a difference between the spacelike and timelike regions? That the fragmentation functions are more singular than the structure functions is due to the fact that in leptoproduction the final state is totally inclusive. Instead, when we compute the fragmentation of a gluon into a gluon, we fix the momentum of the observed soft gluon and so its associated infrared singularity cannot be canceled against the corresponding virtual contribution and appears in the result as an extra power of $`\xi `$.
Going back to the duality relations, the inverse duality eq. (34) relates the fixed order expansion eq. (4) of $`\gamma (N,\alpha _s)`$ to an expansion of $`\chi (M,\alpha _s)`$ in powers of $`\alpha _s`$ with $`\frac{\alpha _s}{M}`$ fixed: if
$$\chi (M,\alpha _s)=\chi _s(\frac{\alpha _s}{M})+\alpha _s\chi _{ss}(\frac{\alpha _s}{M})+\mathrm{},$$
(50)
where now $`\chi _s(\frac{\alpha _s}{M})`$ and $`\chi _{ss}(\frac{\alpha _s}{M})`$ contain the leading and subleading singularities respectively of $`\chi (M,\alpha _s)`$, then
$`\gamma _0(\chi _s(\frac{\alpha _s}{M}))`$ $`=`$ $`{\displaystyle \frac{M}{\alpha _s}},`$ (51)
$`\chi _{ss}(\frac{\alpha _s}{M})`$ $`=`$ $`{\displaystyle \frac{\gamma _1(\chi _s({\scriptscriptstyle \frac{\alpha _s}{M}}))}{\gamma _0^{}(\chi _s(\frac{\alpha _s}{M}))}}.`$ (52)
We now discuss the physical implications of these formal results for the singlet splitting function at small $`x`$.
## 5 Improving the BFKL Expansion
In principle, since $`\chi _0`$ and $`\chi _1`$ are known, they can be used to construct an improvement of the splitting function which includes a summation of leading and subleading logarithms of $`x`$. However, as is now well known, the calculation of $`\chi _1`$ has shown that this procedure is confronted with serious problems. The fixed order expansion eq. (19) is very badly behaved: at relevant values of $`\alpha _s`$ the NLO term completely overwhelms the LO term. In particular, near $`M=0`$, the behaviour is unstable, with $`\chi _01/M`$, $`\chi _11/M^2`$. Also, the value of $`\chi `$ near the minimum is subject to a large negative NLO correction, which turns the minimum into a maximum and can even reverse the sign of $`\chi `$ at the minimum: in $`\overline{\mathrm{MS}}`$ for $`n_f=3`$ or $`4`$, we approximately have
$$\chi (\frac{1}{2},\alpha _s)2.65\alpha _s(16.2\alpha _s+\mathrm{})$$
(53)
Finally, if one considers the resulting $`\gamma _s`$ and $`\gamma _{ss}`$ or their Mellin transforms $`P_s(x)`$ and $`P_{ss}(x)`$ one finds that the NLO terms become much larger than the LO terms and negative in the region of relevance for the HERA data . We now discuss our proposals to deal with all these problems.
Our first observation is that a much more stable expansion for $`\chi (M)`$ can be obtained if we make appropriate use of the additional information which is contained in the one and two loop anomalous dimensions $`\gamma _0`$ and $`\gamma _1`$. Instead of trying to improve the fixed order expansion eq. (4) of $`\gamma `$ by all order summation of singularities deduced from the fixed order expansion eq. (19) of $`\chi `$, we attempt the converse: we improve $`\chi _0(M)`$ by adding to it the all order summation of singularities $`\chi _s`$ eq. (51) deduced from $`\gamma _0`$, $`\chi _1(M)`$ by adding to it $`\chi _{ss}`$ deduced from $`\gamma _1`$ eq. (52), and so on. It can then be seen that the instability at $`M=0`$ of the usual fixed order expansion of $`\chi `$ was inevitable: momentum conservation for the anomalous dimension, eq. (5), implies, given the duality relation, that the value of $`\chi (M)`$ at $`M=0`$ is fixed to unity, since from eq. (33) we see that at $`N=1`$
$$\chi (\gamma (1,\alpha _s),\alpha _s)=\chi (0,\alpha _s)=1.$$
(54)
It follows that the fixed order expansion of $`\chi `$ must be poorly behaved near $`M=0`$: a simple model of this behaviour is to think of replacing $`\alpha _s/M`$ with $`\alpha _s/(M+\alpha _s)=\alpha _s/M\alpha _s^2/M^2+\mathrm{}`$ in order to satisfy the momentum conservation constraint.
We thus propose a reorganization of the expansion of $`\chi `$ into a “double leading” (DL) expansion, organized in terms of “envelopes” of the contributions summarized in fig. 3b: each order contains a “vertical” sequence of terms of fixed order in $`\alpha _s`$, supplemented by a “diagonal” resummation of singular terms of the same order in $`\alpha _s`$ if $`\alpha _s/M`$ is considered fixed. To NLO the new expansion is thus
$`\chi (M,\alpha _s)`$ $`=\left[\alpha _s\chi _0(M)+\chi _s\left(\frac{\alpha _s}{M}\right)\frac{n_c\alpha _s}{\pi M}\right]`$ (55)
$`+\alpha _s\left[\alpha _s\chi _1(M)+\chi _{ss}\left(\frac{\alpha _s}{M}\right)\alpha _s\left(\frac{f_2}{M^2}+\frac{f_1}{M}\right)f_0\right]+\mathrm{}`$
where the LO and NLO terms are contained in the respective square brackets. Thus the LO term contains three contributions: $`\chi _0(M)`$ is the leading BFKL function eq. (19), $`\chi _s(\alpha _s/M)`$ eq. (51) are resummed leading singularities deduced from the one loop anomalous dimension, and $`n_c\alpha _s/(\pi M)`$ is subtracted to avoid double counting. At LO the momentum conservation constraint eq. (54) is satisfied exactly because $`\gamma _0(1)=0`$ and $`[\chi _0(M)\frac{n_c}{\pi M}]M^2`$ near $`M=0`$ (see eq.(24)). At NLO there are again three types of contributions: $`\chi _1(M)`$ from the NLO fixed order calculation (eq. (26)), the resummed subleading singularities $`\chi _{ss}(\alpha _s/M)`$ deduced from the two loop anomalous dimension, and three double counting terms, $`f_0=0`$, $`f_1=n_f(13+10n_c^2)/(36\pi ^2n_c^3)`$ and $`f_2=n_c^2(11+2n_f/n_c^3)/(12\pi ^2)`$ (corresponding to those terms with $`(m,n)=(1,0),(2,1),(2,2)`$ respectively in fig. 3b). Note that at the next-to-leading level the momentum conservation constraint is not exactly satisfied because the constant contribution to $`\chi _1`$ does not vanish in $`\overline{\mathrm{MS}}`$, even though it is numerically very small (see fig. 4). It could be made exactly zero by a refinement of the double counting subtraction but we leave further discussion of this point for later.
Plots of the various LO and NLO approximations to $`\chi `$ are shown in fig. 4. In this and other plots in this paper we take $`\alpha _s=0.2`$, which is a typical value in the HERA region, and the number of active flavours $`n_f=4`$. We see that, as discussed above, the usual fixed order expansion eq. (19) in terms of $`\chi _0`$ and $`\chi _1`$ is very unstable. However, the new expansion eq. (55) is stable up to $`M<0.30.4`$. Furthermore, in this region, $`\chi `$ evaluated in the double leading expansion (55) is very close to the resummations of leading and subleading singularities eq. (50) obtained by duality eq. (51,52) from the one and two loop anomalous dimensions. This shows that in this region the dominant contribution to $`\chi `$, and thus to $`\gamma `$ , comes from the resummation of logarithms of $`Q^2/\mu ^2`$ with $`Q^2\mu ^2`$.
Beyond $`M0.4`$, the size of the contributions from collinear singular and nonsingular terms becomes comparable (after all here $`Q^2\mu ^2`$), but the calculation of the latter (from the fixed expansion eq. (19)) has become unstable due to the influence of the singularities at $`M=1`$. No complete and reliable description of $`\chi `$ seems possible without some sort of stabilization of these singularities. However, since they correspond to infrared singularities of the BFKL kernel (specifically logarithms of $`Q^2/\mu ^2`$ with $`Q^2\mu ^2`$) this would necessarily be model dependent. In particular, such a stabilization cannot be easily deduced from the resummation of the $`M=0`$ singularities: the original symmetry of the gluon–gluon amplitude at large $`s`$ is spoiled by running coupling effects and by unknown effects from the coefficient function through which it is related to the deep-inelastic structure functions, in a way which is very difficult to control near the photoproduction limit $`M1`$. We thus prefer not to enter into this problem: rather we will discuss later a practical procedure to bypass it.
The results summarized in fig. 4 clearly illustrate the superiority of the new double leading expansion of $`\chi `$ over the fixed order expansion, and already indicate that the complete $`\chi `$ function could after all lead to only small departures from ordinary two loop evolution.
## 6 Improving the Splitting Function Expansion
Having constructed a more satisfactory expansion eq. (55) of the kernel $`\chi `$, we now derive from it an improved form of the anomalous dimension $`\gamma `$ to be used in the evolution eq. (3), in order to achieve a more complete description of scaling violations valid both at large and small $`x`$. In principle, this can be done by using the duality relation eq. (33), which simply gives the function $`\gamma `$ as the inverse of the function $`\chi `$. However, in order to derive an analytic expression for $`\gamma (N,\alpha _s)`$ which also allows us to clarify the relation to previous attempts we start from the naive double-leading expansion of $`\gamma `$ in which terms are organized into “envelopes” of the contributions summarized in fig. 3a in an analogous way to the double leading expansion (55) of $`\chi `$:
$`\gamma (N,\alpha _s)`$ $`=\left[\alpha _s\gamma _0(N)+\gamma _s\left(\frac{\alpha _s}{N}\right)\frac{n_c\alpha _s}{\pi N}\right]`$ (56)
$`+\alpha _s\left[\alpha _s\gamma _1(N)+\gamma _{ss}\left(\frac{\alpha _s}{N}\right)\alpha _s\left(\frac{e_2}{N^2}+\frac{e_1}{N}\right)e_0\right]+\mathrm{},`$
where now $`e_2=g_2^{(s)}=0`$, $`e_1=g_1^{(ss)}=n_fn_c(5+13/(2n_c^2))/(18\pi ^2)`$ and $`e_0=(\frac{11}{2}n_c^3+n_f)/(6\pi n_c^2)`$. In this equation, the leading and subleading singularities $`\gamma _s`$ and $`\gamma _{ss}`$ are obtained using duality eq. (33) from $`\chi _0`$ and $`\chi _1`$, and summed up to give expressions which are exact at NLLx. These are then added to the usual one and two loop contributions, and the subtractions take care of the double counting of singular terms.
It can be shown that the dual of the double leading expansion of $`\chi `$ eq. (55) coincides with this double leading expansion of $`\gamma `$ eq. (56) order by order in perturbation theory, up to terms which are higher order in the sense of the double leading expansions. However, it is clear that these additional subleading terms must be numerically important. Indeed, it is well know that at small $`N`$ the anomalous dimension in the small-$`x`$ expansion eq. (40) is completely dominated by $`\gamma _{ss}(\alpha _s/N)`$ which grows very large and negative, leading to completely unphysical results in the HERA region . It is clear that this perturbative instability will also be a problem in the double leading expansion eq. (56). On the other hand, we know from fig. 4 that the exact dual of $`\chi `$ in double leading expansion is stable, and not too far from the usual two loop result. The origin of this instability problem, and a suitable reorganization of the perturbative expansion which allows the resummation of the dominant part of the subleading terms have been discussed in ref. . After this resummation, the resulting expression for $`\gamma `$ in double leading expansion will be very close to the exact dual of the corresponding expansion of $`\chi `$.
To understand this point we consider the asymptotic behaviour of $`P_s`$ and $`P_{ss}`$ at large $`\xi `$. Starting from the definition of the splitting function as the inverse Mellin transform of the anomalous dimension $`\gamma `$ as given in eq.(46), we have:
$$P_s(\alpha _s\xi )_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dN}{2\pi i\alpha _s}e^{N\xi }\gamma _s(\frac{\alpha _s}{N})=_{ci\mathrm{}}^{c+i\mathrm{}}\frac{d\gamma _s}{2\pi i}e^{\alpha _s\chi _0(\gamma _s)\xi }\gamma _s\chi _0^{}(\gamma _s)$$
(57)
where we have used eq.(43) to change the integration variable according to $`dN=\alpha _s\chi _0^{}(\gamma _s)d\gamma _s`$. Similarly for $`P_{ss}`$, by using the form of $`\gamma _{ss}`$ given in eq.(44), we obtain:
$$P_{ss}(\alpha _s\xi )_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dN}{2\pi i\alpha _s}e^{N\xi }\gamma _{ss}(\frac{\alpha _s}{N})=+_{ci\mathrm{}}^{c+i\mathrm{}}\frac{d\gamma _s}{2\pi i}e^{\alpha _s\chi _0(\gamma _s)\xi }\chi _1(\gamma _s)$$
(58)
The asymptotic behaviour of $`P_s`$ and $`P_{ss}`$ at large $`\xi `$ can now be obtained by applying the saddle point method. Remembering that the only real minimum of $`\chi _0(\gamma _s)`$ in the range $`0<\gamma _s<1`$ is at $`\gamma _s=\frac{1}{2}`$, and expanding around the minimum according to
$$\gamma _s\chi _0^{}(\gamma _s)=\frac{1}{2}\chi _0^{^{\prime \prime }}(\frac{1}{2})(\gamma _s\frac{1}{2})+\chi _0^{^{\prime \prime }}(\frac{1}{2})(\gamma _s\frac{1}{2})^2+\mathrm{}.;\chi _1(\gamma _s)=\chi _1(\frac{1}{2})+\mathrm{}.$$
(59)
one finds (see the formulae on the saddle point method in Appendix):
$$P_s(\alpha _s\xi )\underset{\xi \mathrm{}}{}e^{\alpha _s\chi _0({\scriptscriptstyle \frac{1}{2}})\xi }=x^{\lambda _0};\frac{P_{ss}}{P_s}\underset{\xi \mathrm{}}{}\alpha _s\chi _1(\frac{1}{2})\xi .$$
(60)
We see that at sufficiently small values of $`x`$ $`P_{ss}`$ overwhelms $`P_s`$ causing the perturbative expansion to become unstable. Actually this occurs at not so small values of $`x`$ because $`\chi _1/\chi _0`$ is so large.
On the basis of these results the procedure of ref. can be interpreted in a simple way whenever the all-order “true” function $`\chi (M,\alpha _s)`$ possesses a minimum at a real value of $`M`$, $`M_{min}`$, with $`0<M_{min}<1`$ (although the final result for the anomalous dimension will retain its validity even in the absence of such minimum). Using $`\lambda `$ to denote this minimum value of $`\chi `$,
$$\lambda \chi (M_{min},\alpha _s)=\lambda _0+\mathrm{\Delta }\lambda ,\lambda _0\alpha _s\chi _0(\frac{1}{2})=\frac{4n_c}{\pi }\alpha _s\mathrm{ln}2.$$
(61)
The instability turns out to be due to the fact that higher order contributions to $`\gamma `$ must change the asymptotic small $`x`$ behaviour from $`x^{\lambda _0}`$ to $`x^\lambda =x^{\lambda _0}e^{\mathrm{\Delta }\lambda \xi }x^{\lambda _0}[1+\mathrm{\Delta }\lambda \xi +\mathrm{}.]`$, with $`\mathrm{\Delta }\lambda =\alpha _s^2\chi _1(\frac{1}{2})+\mathrm{}`$.Having understood the source of the problem we can now cure it by a suitable resummation procedure. In terms of splitting functions the proposed resummed expansion is simply
$`xP(x,\alpha _s)`$ $`=`$ $`\alpha _se^{\xi \mathrm{\Delta }\lambda }[P_s(\alpha _s\xi )+\alpha _s\stackrel{~}{P}_{ss}(\alpha _s\xi )+\mathrm{}]`$ (62)
$`=`$ $`\alpha _se^{\xi \mathrm{\Delta }\lambda }[P_s(\alpha _s\xi )+\alpha _sP_{ss}(\alpha _s\xi )\xi \mathrm{\Delta }\lambda P_s(\alpha _s\xi )+\mathrm{}].`$
The expansion is now stable , in the sense that it may be shown that $`\stackrel{~}{P}_{ss}(\alpha _s\xi )/P_s(\alpha _s\xi )`$ remains bounded as $`\xi \mathrm{}`$: subleading corrections will then be small provided only that $`\alpha _s`$ is sufficiently small. Equivalently, this procedure consists of absorbing the value of the correction to the value of $`\chi `$ at the minimum into the leading order term in the expansion of $`\chi `$:
$`\chi (M,\alpha _s)`$ $`=`$ $`\alpha _s\chi _0(M)+\alpha _s^2\chi _1(M)+\mathrm{}`$ (63)
$`=`$ $`(\alpha _s\chi _0(M)+\mathrm{\Delta }\lambda )+\alpha _s^2\stackrel{~}{\chi }_1(M)+\mathrm{},`$
where $`\stackrel{~}{\chi }_n(M)\chi _n(M)c_n`$, with $`c_n`$ chosen so that $`\stackrel{~}{\chi }_n(M)`$ no longer leads to an $`O(\alpha _s^n)`$ shift in the minimum. Since the position $`M_{min}`$ of the all-order minimum is not known, one must in practice expand it in powers of $`\alpha _s`$ around the leading order value $`M=\frac{1}{2}`$, so at higher orders the expressions for the subtraction constants $`c_n`$ can become quite complicated functions of $`\chi _i`$ and their derivatives at $`M=\frac{1}{2}`$ . However at NLO we have simply $`c_1=\chi _1(\frac{1}{2})`$, so $`\mathrm{\Delta }\lambda =\alpha _s^2\chi _1(\frac{1}{2})+\mathrm{}`$.
The corresponding expansion of $`\gamma `$ in resummed leading and subleading singularities can also be obtained from the duality eqs.(43,44,…) by treating $`\chi _0+\mathrm{\Delta }\lambda `$ as the LO contribution to $`\chi `$, and the subsequent terms $`\stackrel{~}{\chi }_i`$ as perturbative corrections to it. Of course, since the reorganization eq. (63) amounts to a reshuffling of perturbative orders, to any finite order the anomalous dimension obtained in this way will be equal to the old one up to formally subleading corrections. Explicitly, we find in place of the previous expansion in sums of singularities eq. (40) the resummed expansion
$$\gamma (N,\alpha _s)=\gamma _s\left(\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\right)+\alpha _s\stackrel{~}{\gamma }_{ss}\left(\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\right)+\mathrm{},$$
(64)
where
$$\stackrel{~}{\gamma }_{ss}\left(\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\right)\gamma _{ss}\left(\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\right)\frac{\chi _1({\scriptscriptstyle \frac{1}{2}})}{\chi _0^{}\left(\gamma _s\left(\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\right)\right)}.$$
(65)
The shift in the denominators from $`N`$ to $`N\mathrm{\Delta }\lambda `$ results from combining the exponential $`e^{N\xi }`$ of the Mellin transform with the exponential $`e^{\mathrm{\Delta }\lambda \xi }`$ factored out in eq.(62).
We can thus replace the unresummed singularities $`\gamma _s`$ and $`\gamma _{ss}`$ in eq. (56) with the resummed singularities eq. (64) to obtain a double leading expansion with stable small $`x`$ behaviour:
$`\gamma (N,\alpha _s)`$ $`=`$ $`\left[\alpha _s\gamma _0(N)+\gamma _s(\frac{\alpha _s}{N\mathrm{\Delta }\lambda })\alpha _s\frac{n_c}{\pi N}\right]`$ (66)
$`+\alpha _s\left[\alpha _s\gamma _1(N)+\stackrel{~}{\gamma }_{ss}(\frac{\alpha _s}{N\mathrm{\Delta }\lambda })\alpha _s(\frac{e_2}{N^2}+\frac{e_1}{N})e_0\right]+\mathrm{}.`$
Momentum conservation is violated by the resummation because $`\gamma _s`$ and $`\gamma _{ss}`$ and the subtraction terms do not vanish at $`N=1`$. It can be restored by simply adding to the constant $`e_0`$ a further series of constant terms beginning at $`O(\alpha _s^2)`$: these are all formally subleading in the double leading expansion. This constant shift in $`\gamma `$ is precisely analogous to the shift made on $`\chi `$ in eq. (61) which generated the resummation.
It is important to recognize that there is inevitably an ambiguity in the double counting subtraction terms in eq. (66). For example, at the leading order of the double leading expansion instead of subtracting $`\frac{n_c\alpha _s}{\pi N}`$ we could have subtracted $`\frac{n_c\alpha _s}{\pi (N\mathrm{\Delta }\lambda )}`$, since this differs only by formally subleading terms: $`\mathrm{\Delta }\lambda =O(\alpha _s^2)`$, so
$$\frac{\alpha _s}{N}=\frac{\alpha _s}{N\mathrm{\Delta }\lambda }\left(1\frac{\mathrm{\Delta }\lambda }{N\mathrm{\Delta }\lambda }+\mathrm{}\right).$$
(67)
Following the same type of subtraction at NLO, the resummed double leading anomalous dimension may thus be written as
$`\gamma (N,\alpha _s)`$ $`=`$ $`\left[\alpha _s\gamma _0(N)+\gamma _s(\frac{\alpha _s}{N\mathrm{\Delta }\lambda })\alpha _s\frac{n_c}{\pi (N\mathrm{\Delta }\lambda )}\right]`$
$`+\alpha _s[\alpha _s\gamma _1(N)+\stackrel{~}{\gamma }_{ss}(\frac{\alpha _s}{N\mathrm{\Delta }\lambda })+\frac{n_c\mathrm{\Delta }\lambda }{\pi (N\mathrm{\Delta }\lambda )^2}`$
$`\alpha _s(\frac{e_2}{(N\mathrm{\Delta }\lambda )^2}+\frac{e_1}{N\mathrm{\Delta }\lambda })e_0]+\mathrm{},`$
where the new contribution proportional to $`n_c\mathrm{\Delta }\lambda `$ in the NLO subtraction is due to the fact that to NLO accuracy we cannot simply replace $`\alpha _s/N`$ with $`\alpha _s/(N\mathrm{\Delta }\lambda )`$, but we must retain the NLO correction term in eq. (67). The characteristic feature of this alternative resummation is that the fixed order anomalous dimensions $`\gamma _0`$, $`\gamma _1`$ are preserved in their entirety, including the position of their singularities. As with the previous expansion eq. (66) momentum conservation may be imposed by adding to $`e_0`$ a series of terms constant in $`N`$ and starting at $`O(\alpha _s^2)`$.
This completes our procedure of inclusion of the most important part of the subleading corrections, as we shall see shortly by a direct comparison of the resummed expansions eq. (66) and eq. (6) with the exact dual of $`\chi `$ evaluated according to eq. (55). In the sequel we will discuss the phenomenology based on the two resummed expansions eq. (66) and eq. (6) on an equal footing, taking the spread of the results as an indication of the residual ambiguity due to subleading terms. Although formally the differences between the two expansions are subleading, we will find that in practice they may be quite substantial, because $`\mathrm{\Delta }\lambda `$ may be large.
## 7 Application to Phenomenology
So far we have constructed resummations of the anomalous dimension and splitting function which satisfy the elementary requirements of perturbative stability and momentum conservation. This construction relies necessarily on the value $`\lambda `$ of $`\chi `$ near its minimum, since it is this which determines the small $`x`$ behaviour of successive approximations to the splitting function. In order to obtain a formulation that can be of practical use for actual phenomenology, we will need however to improve the description of $`\chi (M)`$ in the “central region” near its minimum $`M_{min}`$, since as we already observed, we cannot reliably determine the position and value of the minimum of $`\chi `$ without a stabilization of the $`M=1`$ singularity. Indeed, we can see from fig. 4 that in the central region $`\chi `$ evaluated in the double leading expansion is dominated by the presumably unphysical $`M=1`$ poles of $`\chi `$, and at NLO this means that it actually has no minimum, becoming rapidly negative. However, one can use the value $`\lambda `$ of the true $`\chi `$ at the minimum as a useful parameter for an effective description of the $`\chi `$ function around $`M=1/2`$. Indeed, $`\mathrm{\Delta }\lambda `$ as estimated from its next-to-leading order value $`\alpha _s^2\chi _1(1/2)`$ turns out to be of the same order as $`\lambda _0`$ for plausible values of $`\alpha _s`$, a feature which can be also directly seen from fig. 4. This supports the idea that $`\lambda `$ and $`\mathrm{\Delta }\lambda `$ are not truly perturbative quantities: in general we expect that the overall shift of the minimum will still be of the order of $`\lambda _0`$ and negative. It is this order transmutation that makes the impact of the resummations eq. (66,6), and the differences between them, quite substantial. After the reinterpretation of $`\lambda `$ as a parametrization of our ignorance of $`\chi `$ in the region near $`M=\frac{1}{2}`$ the resulting $`\chi `$ function is fixed near $`M=0`$ by momentum conservation and near the central region by the value of $`\lambda `$. Thus in the region of interest for deep inelastic scattering it cannot be much different from the true $`\chi `$ function.
In fig. 5 and fig. 6 we display the results for the resummed anomalous dimensions in the two different expansions eq. (66) and eq. (6) respectively, each computed at next-to-leading order. In both figures we show for comparison the fixed order anomalous dimension $`\alpha _s\gamma _0(N)+\alpha _s^2\gamma _1(N)`$ eq. (4). Also for comparison, we show the exact dual of $`\chi `$ computed at NLO in the double leading expansion eq. (55), obtained from eq. (33) by exact numerical inversion. This curve is thus simply the inverse of the corresponding curve already shown in fig. 4.
In fig. 5 we show the anomalous dimension computed at NLO using the resummation eq. (66), for $`\lambda =\lambda _0`$ and $`\lambda =0`$. The first value corresponds to the LO approximation to $`\lambda `$, while the second value is close to the NLO approximation when $`\alpha _s`$ is in the region $`\alpha _s0.10.2`$. We might expect the value of $`\lambda `$ as determined by the actual all-order minimum of $`\chi `$ to lie within this range. Note that, in general, the resummed anomalous dimension has a cut starting at $`N=\lambda `$, which corresponds to the $`x^\lambda `$ power rise; for this reason our plots stop at this value of $`N`$. The $`\lambda =0`$ curve, corresponding to the next-to-leading order approximation to $`\lambda `$, is seen to be very close to the exact dual of $`\chi `$ at NLO in the expansion eq. (55), as already anticipated. This is to be contrasted with the corresponding unresummed anomalous dimension eq. (56), which is also displayed in fig. 5, and is characterized by the rapid fall at small $`N`$ discussed already in ref. . This comparison demonstrates that indeed the perturbative reorganization eliminates this pathological steep decrease. The resummed curve with $`\lambda =0`$ and the exact dual of $`\chi `$ become rather different for small $`N\begin{array}{c}<\hfill \\ \hfill \end{array}0.2`$. However, this is precisely the range of $`N`$ which corresponds to the central region of $`M`$ where we cannot trust the next-to-leading order determination of $`\chi `$. Finally, we show that we can choose a value of $`\lambda 0.21`$ such that the resummed anomalous dimension closely reproduces the two loop result down to the branch point at $`N=\lambda `$. This shows that the absence of visible deviations from the usual two loop evolution can be accommodated by the resummed anomalous dimension. However this is not necessarily the best option phenomenologically: perhaps the data could be better fitted by a different value of $`\lambda `$ if a suitable modification of the input parton distributions is introduced. It is nevertheless clear that large values of $`\lambda `$ such as $`\lambda \lambda _0`$ can be easily excluded within the framework of this resummation, since they would lead to sizeable deviations from the standard two loop scaling violations in the medium and large $`x`$ region.
The splitting functions corresponding to the anomalous dimensions of fig. 5 are displayed in fig. 7. The basic qualitative features are of course preserved: in particular, the curves with small values of $`\lambda =0`$ and $`\lambda =0.21`$ are closest to the two loop result. However, on a more quantitative level, it is clear that anomalous dimensions which coincide in a certain range of $`N`$, but differ in other regions (such as very small $`N`$) may lead to splitting functions which differ over a considerable region in $`x`$. In particular, the $`\lambda =0.21`$ curve displays the predicted $`x^\lambda `$ growth at sufficiently large $`\xi `$ ($`x\begin{array}{c}<\hfill \\ \hfill \end{array}10^4`$). The dip seen in the figure for intermediate values of $`\xi `$ is necessary in order to compensate this growth in such a way that the moments for moderate values of $`N`$ remain unchanged. Note that the $`x^\lambda `$ behaviour of the splitting function at small $`x`$ is corrected by logs : $`P_s\underset{\xi \mathrm{}}{}\xi ^{3/2}x^\lambda `$. If $`\lambda =0`$ this logarithmic drop provides the dominant large $`\xi `$ behaviour which appears in the figure.
If the anomalous dimensions are instead resummed as in eq. (6), the results are as shown in fig. 6, again for the two very different values of $`\lambda `$, $`\lambda =0`$ and $`\lambda =\lambda _0`$. When $`\lambda =0`$ the resummed anomalous dimension is now essentially indistinguishable from the two loop result. This is due to the fact that the simple poles at $`N=0`$ which are now retained in $`\gamma _0`$ and $`\gamma _1`$ provide the dominant small $`N`$ behaviour. The branch point at $`N=\lambda `$ in $`\gamma _s`$ and $`\gamma _{ss}`$ is then relatively subdominant. This remains of course true for all $`\lambda 0`$, and in practice also for small values of $`\lambda `$ such as $`\lambda \begin{array}{c}<\hfill \\ \hfill \end{array}0.1`$. When instead $`\lambda =\lambda _0`$ the result does not differ appreciably from the resummed anomalous dimension shown in fig. 5, since now the dominant small $`N`$ behaviour is given by the branch point at $`N=\lambda _0`$, which is not affected by changes in the double counting prescription. Summarizing, the peculiar feature of the resummation eq. (6) is that it leads to results which are extremely close to usual two loops for any value of $`\lambda 0`$, without the need for a fine-tuning of $`\lambda `$.
Finally, in fig. 8 we display the splitting functions obtained from the resummed anomalous dimensions of fig. 6. The $`\lambda =\lambda _0`$ case is, as expected, very close to the corresponding curve in fig. 7. However the $`\lambda =0`$ curve is now in significantly better agreement with the two loop result than any of the resummed splitting functions of fig. 7, even that computed with the optimized value $`\lambda =0.21`$. Moreover, this agreement now holds in the entire range of $`\xi `$. This is due to the fact that the corresponding anomalous dimension is now very close to the fixed order one for all $`N>0`$, and not only for $`N>\lambda =0.21`$. This demonstrates explicitly that one cannot exclude the possibility that the known small $`x`$ corrections to splitting functions resum to a result which is essentially indistinguishable from the two-loop one. This however is only possible if $`\lambda \begin{array}{c}<\hfill \\ \hfill \end{array}0`$.
To summarise, we find that the known success of perturbative evolution, and in particular double asymptotic scaling at HERA can be accommodated within two distinct possibilities, both of which are compatible with our current knowledge of anomalous dimensions at small $`x`$, and in particular with the inclusion of corrections derived from the BFKL equation to usual perturbative evolution. One possibility, embodied by the resummed anomalous dimension eq. (6) with $`\lambda \begin{array}{c}<\hfill \\ \hfill \end{array}0`$, is that double scaling remains a very good approximation to perturbative evolution even if the $`x0`$ limit is taken at finite $`Q^2`$. The other option, corresponding to the resummation eq. (66) with a small value of $`\lambda `$, is that double scaling is a good approximation in a wide region at small $`x`$, including the HERA region, but eventually substantial deviations from it will show up at sufficiently small $`x`$. In the latter case, the best-fit parton distributions might be significantly differ from those determined at two loops even at the edge of the HERA kinematic region. Both resummations are however fully compatible with a smooth matching to Regge theory in the low $`Q^2`$ region .
## 8 Conclusion
In conclusion, we have presented a procedure for the systematic improvement of the splitting functions at small $`x`$ which overcomes the difficulties of a straightforward implementation of the BFKL approach. The basic ingredients of our approach are the following. First, we achieve a stabilization of the perturbative expansion of the function $`\chi `$ near $`M=0`$ through the resummation of all the LO and NLO collinear singularities derived from the known one– and two–loop anomalous dimensions. The resulting $`\chi `$ function is regular at $`M=0`$, and in fact, to a good accuracy, satisfies the requirement imposed by momentum conservation via duality. Then, we acknowledge that without a similar stabilization of the $`M=1`$ singularity it is not possible to obtain an reliable determination of $`\chi `$ in the central region $`M1/2`$. However, we do not have an equally model–independent prescription to achieve this stabilization at $`M=1`$. Nevertheless, the behaviour of $`\chi `$ in the central region can be effectively parameterized in terms of a single parameter $`\lambda `$ which fixes the asymptotic small $`x`$ behaviour of the singlet parton distribution. This enables us to arrive at an analytic expression for the improved splitting function, which is valid both at small and large $`x`$ and is free of perturbative instabilities.
This formulation can be directly confronted with the data, which ultimately will provide a determination of $`\lambda `$ along with $`\alpha _s`$ and the input parton densities. The well known agreement of the small $`x`$ data with the usual $`Q^2`$ evolution equations suggests that the optimal value of $`\lambda `$ will turn out to be small, and possibly even negative for the relevant value of $`\alpha _s`$. Such a value of $`\lambda `$ is theoretically attractive, because it corresponds to a structure function whose leading-twist component does not grow as a power of $`x`$ in the Regge limit: it would thus be compatible with unitarity constraints, and with an extension of the region of applicability of perturbation theory towards this limit.
Several alternative approaches to deal with the same problem through the resummation of various classes of formally subleading contributions have been recently presented in the literature. Specific proposals are based on making a particular choice of the renormalization scale , or on a different identification of the large logs which are resummed by the $`\xi `$ evolution equation (17), either by a function of $`\xi `$ itself , or by a function of $`Q^2`$ , or both . The main shortcoming of these approaches is their model dependence. For instance, in ref. the value of $`\lambda `$ is calculated, and $`\chi `$ is supposedly determined for all $`0M1`$. This however requires the introduction of a symmetrization of $`\chi `$, which we consider to be strongly model dependent: indeed, in ref. it is recognized that their value of $`\lambda `$ only signals the limit of applicability of their computation. We contrast this situation with the approach to resummation presented here, which makes maximal use of all the available model-independent information, with a realistic parameterization of the remaining uncertainties. We expect further progress to be possible only on the basis of either genuinely nonperturbative input, or through a substantial extension of the standard perturbative domain.
Acknowledgement: We thank S. Catani, J. R. Cudell, P. V. Landshoff, G. Ridolfi and G. Salam for interesting discussions. G.A. is particularly grateful to Lidia Ferreira for her invitation and the very pleasant and kind hospitality in Lisbon. This work was supported in part by a PPARC Visiting Fellowship, and EU TMR contract FMRX-CT98-0194 (DG 12 - MIHT).
Appendix: The Saddle Point Method
We want to approximately evaluate the integral
$$I(s)=_{ci\mathrm{}}^{c+i\mathrm{}}\frac{dN}{2\pi i}\mathrm{exp}[sf(N)]g(N)$$
(69)
as an expansion in the small parameter $`1/s`$, where $`f(N)`$ and $`g(N)`$ are given, sufficiently well behaved, real functions. Assume that there is one (or more) points where $`f(N)`$ is stationary: $`f^{}(N_0)=0`$. Expanding $`f(N)`$ and $`g(N)`$ around $`N_0`$ we have
$`f(N)=f(N_0)+\frac{1}{2}f^{\prime \prime }(N_0)(NN_0)^2+\mathrm{}\mathrm{}`$ (70)
$`g(N)=f(N_0)+g^{}(N_0)(NN_0)+\frac{1}{2}g^{\prime \prime }(N_0)(NN_0)^2+\mathrm{}..`$
Performing the gaussian integrals one obtains for each $`N_0`$ a contribution:
$$I(s)=\frac{\mathrm{exp}sf(N_0)}{\sqrt{2\pi }}[\frac{g(N_0)}{\sqrt{sf^{\prime \prime }(N_0)}}\frac{1}{2}\frac{g^{\prime \prime }(N_0)}{\sqrt{(sf^{\prime \prime }(N_0))^3}}+\mathrm{}.]$$
(71)
which gives the desired expansion in powers of $`1/s`$. |
warning/0001/cs0001002.html | ar5iv | text | # Minimum Description Length and Compositionality
## 1 Introduction
In we have shown that the standard definition of compositionality is formally vacuous; that is, any semantics can be easily encoded as a compositional semantics. We have also shown that when compositional semantics is required to be ”systematic”, it is possible to introduce a non-vacuous concept of compositionality. However, a technical definition of systematicity was not given in that paper; only examples of systematic and non-systematic semantics were presented. As a result, although our paper clarified the concept of compositionality, it did not solve the problem of the systematic assignment of meanings. In other words, we have shown that the concept of compositionality is vacuous, but we have not replaced it with a better definition; a definition that would both be mathematically correct and would satisfy the common intuitions that there are parts of grammars which seem to have compositional semantics, and others, like idioms, that do not. We present such a non-vacuous definition of compositionality in this chapter.
Compositionality has been defined as the property that the meaning of a whole is a function of the meaning of its parts (cf. e.g. , pp.24-25). A slightly less general definition, e.g. , postulates the existence of a homomorphism from syntax to semantics. Although intuitively clear, these definitions are not restrictive enough. The fact that any semantics can be encoded as a compositional semantics has some strange consequences. We can find, for example, an assignment of meanings to phonems, or even the letters of the alphabet (as the cabalists wanted), and assure that the normal, intuitive, meaning of any sentence is a function of the meanings of the phonems or letters from which that sentence is composed (cf. ).
To address these kind of problems we have several options. We can:
(a) Avoid admitting that there is a problem (e.g. by claiming that compositionality was never intended to be expressible in mathematical terms);
(b) Add additional constraints on the shape or behavior of meaning functions (e.g. that they are ”polynomial”, preserve entailment, etc.);
(c) Re-analyze the concept of compositionality, and the associated intuitions. That is, that the meaning of a sentence is derived in a systematic way from the meanings of the parts; that the meanings of the parts have some intuitive simplicity associated with them; and that compositionality is a gradeable property, i.e. one way of building compositional semantics might be better than another.
We will follow course (c). The emphasis will be on simplicity, but the development of ideas will be formal. (The mathematics will be relatively simple). The bottom line will be that compositional semantics can be defined as the simplest semantics that obeys the compositionality principle.
## 2 Basic concepts and notations
In this section we discuss the issues in representing linguistic information, i.e. the relationship between languages and their models. The first, and the simplest case to discuss is when natural language is treated as set of words; then, the simplest formal model of a natural language corpus can be the corpus itself. A more complicated model would be a grammar generating the sentences of the corpus; this model is better because it is more compact.
A more interesting case arises when some semantics for the corpus is given. Then, representations become less obvious, and more complicated. Thus to keep the complexity of our presentation under control, we will discuss only very simple cases of natural language constructions. This should be enough to show how to define and build compositional semantics for small language fragments.
Although our methods do not depend on the size and shape of the corpora, we would like to point out that computing compositional semantics for a large and real corpus of natural language sentences would require a separate research project, and certainly goes beyond the the aims of this chapter.
The following issues will now be discussed: (1) representing corpora of sentences using grammars; (2) representing meaning functions; (3) the size and expressive power of representations.
### 2.1 Notation and essential concepts
#### 2.1.1 Sentences, grammars, and meanings
A corpus is an unordered set (bag) of sentences; a sentence is a sequence of symbols from some alphabet.
A class is a set of sequences of symbols from the alphabet. In our notation, $`\{a|b|ac\}`$ denotes a class consisting of $`a,b,`$ and $`ac`$.
The length of an expression is the number of its symbols. To make our computations simpler, we will assume that all symbols of the alphabet are atomic, and hence of length 1; same for variables. Parentheses, commas, and most of the other notational devices $`\{,\},|,\mathrm{"},\mathrm{"}\mathrm{}`$ also all have length 1; but we will not count semicolons which we will occasionally use as a typographical device standing for ”end of line”. In several cases, we will give the length (in parentheses) together with an expression, e.g. $`\{a|b|ac\}(8)`$.
We define a (finite state) grammar rule as a sequence of classes. E.g. the rule $`\{a|b\}\{c|d\}`$ describes all the combinations $`ac,ad,bc,bd`$. We will go beyond finite state grammars when we discuss compositional semantics, and we introduce an extension of this notation then.
The reader should always remember that, mathematically, a function is defined as a set of pairs $`[argument,value]`$. Thus, a function does not have to be given by a formula. A formula is not a function, although it might define one: e.g. a description of one entity, like energy, depending on another, e.g. velocity, is typically given as a formula, which defines a function (a set of pairs).
A meaning function is a (possibly partial) function that maps sentences (and their parts) into (a representation of) their meanings; typically, some set-theoretic objects like lists of features or functions. A meaning function $`\mu `$ is compositional if for all elements in its domain:
$$\mu (s.t)=\mu (s)\mu (t)$$
We are restricting our interest to two argument functions: . denotes the concatenation of symbols, and $``$ is a function of two arguments. However, the same concept can be defined if expressions are put together by other, not necessarily binary, operations. In literature, $``$ is often taken as a composition of functions; but in this chapter it will mostly be used as an operator for constructing a list, where some new attributes are added to $`\mu (s)`$ and $`\mu (t)`$. This has the advantage of being both conceptually simpler (no need for type raising), and closer to the practice of computational linguistics.
#### 2.1.2 Minimum description length
The minimum description length (MDL) principle was proposed by Rissanen . It states that the best theory to explain a set of data is the one which minimizes the sum of
* the length, in bits, of the description of the theory, and
* the length, in bits, of data when encoded with the help of the theory.
In our case, the data is the language we want to describe, and the the encoding theory is its grammar (which includes the lexicon). The MDL principle justifies the intuition that a more compact grammatical description is better. At issue is what is the best encoding. To address it, we will be simply comparing classes of encodings. The formal side of the argument will be kept to the minimum; and the mathematics will be simple — counting symbols<sup>1</sup><sup>1</sup>1 We assume that the corpus contains no errors (noise), so we do not have to worry about defining prior distributions.. Counting symbols instead of bits does not change the line of MDL arguments, given an alternative formulation of the MDL principle: (p.310 of ):
”Given a hypothesis space H, we want to select the hypothesis $`H`$ such that the length of the shortest encoding of $`D`$ \[i.e. the data\] together with the hypothesis $`H`$ is minimal. ”In different applications, the hypothesis $`H`$ can be about different things. For example, decision trees, finite automata, Boolean formulas, or polynomials.”
The important aspect of the MDL method has to do with the fact that this complexity measure is invariant with respect to the representation language (because of the invariance of the Kolmogorov complexity on which it is based). The existence of such invariant complexity measures is not obvious; for example, H.Simon (in , p.228), wrote ”How complex or simple a structure is depends critically upon the way in which we describe it. Most of the complex structures found in the world are enormously redundant, and we can use this redundancy to simplify their description. But to use it, to achieve this simplification, we must find the right representation”.
### 2.2 Encoding a corpus of sentences
Assume that we are given a text in an unknown language (containing lower and uppercase letters and numbers):
$$Xa0+Yc1+Xb0+Xc0+Ya0+Yb0$$
(We use the pluses to separate utterances, so there is no order implied.) We are interested in building a grammar describing the text. For a short text, the simplest grammar might in fact be the grammar consisting of the list of all valid sentences:
$$\{Xa0|Yc1|Xb0|Xc0|Ya0|Yb0\}$$
This grammar has only 25 symbols. However, if a new corpus is presented
$$Za0+Wc0+Zb0+Zc0+Wa0+Wb0$$
The listing grammar would have 49 symbols, and a shorter grammar, with only 39 symbols, could be found:
$$\begin{array}{cc}\{X|Y|Z|W\}\{a|b\}\{0\}\hfill & \hfill (17)\\ \{Y\}\{c\}\{1\}\hfill & \hfill (9)\\ \{X|Z|W\}\{c\}\{0\}\hfill & \hfill (13)\end{array}$$
### 2.3 How to encode semantics?
We will now examine a similar example that includes some simple semantics.
Consider a set of nouns $`n_i`$, $`i\mathrm{1..99}`$ and a set of verbs $`v_j`$, $`j\mathrm{1..9}`$. Let $`v_0`$ be kick and $`n_0`$ be bucket; and all other noun-verb combinations are intended to have normal, ”compositional” meanings. If our corpus were to be the $`10\times 100`$ table consisting of all verb-noun combinations:
$$v_0n_0+v_1n_0+\mathrm{}+v_jn_i+\mathrm{}$$
we could quickly use the previous example to write a simple finite state grammar that describes the corpus:
$$\begin{array}{cc}\{v_0|v_1|\mathrm{}\}\{n_0|n_1\mathrm{}\}\hfill & \hfill (21+201)\end{array}$$
But in this subsection we are supposed to introduce some semantics. Thus, let our corpus consist of all those 1,000 sentences together with their meanings, which, to keep things as simple as possible, will be simplified to two attributes. Also, for the reason of simplicity, we assume that only ”kick bucket” has an idiomatic meaning, and all other entries are assigned the meaning consisting of the two attribute expression $`[[action,v_j],[object,n_i]]`$. Hence, our corpus will look as follows:
$$\begin{array}{c}kickbucketactiondieobjectnil\hfill \\ v_1bucketactionv_1objectbucket\hfill \\ \mathrm{}\hfill \\ v_jn_iactionv_jobjectn_i\hfill \\ \mathrm{}\hfill \end{array}$$
Now, notice that this corpus cannot be encoded by means of a short finite state grammar, because of the dependence of the meanings (i.e. the pair $`[action,\mathrm{},object,\mathrm{}]`$) on the first two elements of each sentence. We will have to extend our grammar formalism to address this dependence (Section 3).
### 2.4 On meaning functions
Even though we cannot encode the corpus by a short, finite state grammar, we can easily provide for it a compositional semantics. To avoid the complications of type raising, we will build a homomorphic mapping from syntax to semantics. To do it, it is enough to build meaning functions in a manner ensuring that the meaning of each $`v_jn_i`$ is composed from the meaning of $`v_j`$ and the meaning of $`n_i`$. Since our corpus is simple, these meaning functions are simple, too: For the verbs the meaning function is given by the table:
$$[v_0,[verb,v_0]];[v_1,[verb,v_1]]\mathrm{}[v_9,[verb,v_9]](90)$$
For the nouns:
$$[n_0,[noun,n_0]];[n_1,[noun,n_1]]\mathrm{}[n_{99},[noun,n_{99}]](900)$$
We have represented both meaning functions as tables of symbols. Since this chapter deals with sizes of objects, we compute them for the meaning functions: the size of the first function is $`90=10\times 9`$, and for the second one it is $`900=100\times 9`$. Therefore, the meaning function for the whole corpus could be represented as a table with 1,000 entries:
$$\begin{array}{c}\begin{array}{c}[[[verb,v_9],[noun,n_{99}]],[[action,v_9],[object,n_{99}]]]\hfill \\ \text{}\hfill \end{array}\hfill \\ \begin{array}{c}[[[verb,v_j],[noun,n_i]],[[action,v_j],[object,n_i]]]\hfill \\ \text{}\hfill \end{array}\hfill \\ \begin{array}{c}[[[verb,v_1],[noun,bucket]],[[action,v_1],[object,bucket]]]\hfill \end{array}\hfill \\ \begin{array}{c}[[[verb,kick],[noun,bucket]],[[action,die],[object,nil]]\hfill \end{array}\hfill \end{array}$$
and the size of this table is $`29\times 1000`$. Finally, the total size of the tables that describe the compositional interpretation of the corpus is $`29000+900+90`$, i.e. roughly $`30,000`$. Notice that if we had more verbs and nouns, the tables describing the meaning functions would be even larger.<sup>2</sup><sup>2</sup>2 The reader familiar with should notice that the meaning functions obtained by the solution lemma also consist of tables of element-value pairs. It is easy to see that for the corpus we are encoding the solution lemma produces the same meaning functions. In the other direction, the method for deriving compositional semantics using the minimum description length principle (Sections 3 and 4) are directly applicable to meaning functions obtained by the solution lemma in , provided they are finite (which covers the practically interesting cases); and it seems applicable to the infinite case, if it has a finite representation. However, we will not pursue this connection any further. Also, note that we have not counted the cost of encoding the positions of elements of the table, which would be the $`log`$ of the total number of symbols in the table. This simplifying assumption does not change anything in the strength of our arguments (as larger tables have longer encodings).
## 3 Compositional semantics through the Minimum Description Length principle
In this section we first extend our notation to deal with semantic grammars. Then we apply the minimum description length principle to construct a compact representation of our example corpus. This experience will motivate our new, non-vacuous definition of the notion of compositional semantics given in Section 4.
### 3.1 Representations
We have seen that it is impossible to efficiently encode our semantic corpus using a finite state grammar. Therefore, we have to make our representation of grammars more expressive (at the price of a slightly bigger interpreter). Namely, we will allow a simple form of unification.
Example. Assume we do not want $`\{a|b\}\{a|b|d\}`$ to generate $`ab`$. We can do it by changing the notation:
$$\begin{array}{c}X=\{a|b\}\hfill \\ \{X\}\{X|d\}\hfill \end{array}$$
The intention is simple: first, we define a class variable ($`X`$) for the class consisting of elements $`a`$ and $`b`$; then, we generate all strings using the rule with variable $`X`$: $`XX`$ and $`Xd`$; and finally we substitute for $`X`$ all its possible values, which produces $`aa`$, $`ad`$, $`bb`$ and $`bd`$.
More generally, let us assume that we have an alphabet $`a_1,a_2,\mathrm{}`$, and a set of (class) variables $`X_1,X_2,\mathrm{}`$. A grammar term, denoted by $`t_i`$, is either a sequence of symbols from the alphabet or a class variable. By a grammar rule we will understand one of the three expressions
$$\begin{array}{c}X_m=\{X_j\}\mathrm{}\{X_n\}\hfill \\ X_m=\{t_i|\mathrm{}|t_k\}\hfill \\ X_m=X_l\hfill \end{array}$$
A grammar is a collection of grammar rules. The language generated by the grammar is defined as above.
Thus, new classes are obtained from elements of the alphabet by either the merge operation, which on two classes $`X`$ and $`Y`$ produces a new class $`C_{XY}`$ consisting of the set theoretic union of the two: $`C_{XY}=\{X|Y\}`$; or by concatenating elements of two or more classes. We permit renaming of classes, because we want to be able to express constructions like $`Noun_{person}knowNoun_{person}`$:
$$\begin{array}{c}N1=Noun_{person}\hfill \\ N2=Noun_{person}\hfill \\ \{N1\}\{know\}\{N2\}\hfill \end{array}$$
### 3.2 An MDL algorithm for encoding semantic corpora
In a greedy algorithm for clustering elements into classes is presented. The algorithm is trying<sup>3</sup><sup>3</sup>3There is no guarantee that the algorithm will produce the minimum length description. to minimize the description length of grammars according to the MDL principle. This algorithm would not work properly on our semantic corpus, because Grunwald’s representation language is not expressive enough. However, the representation of grammars we introduced above allows us to use the same algorithm with only minor changes.
The basic steps of the greedy MDL algorithm are as follows:
1. Assign separate class $`\{w\}`$ to each different word (symbol) in the corpus. Substitute the class for each word in the corpus. This is the initial grammar $`G`$.
2. Compute the total description length (DL) of the corpus. (I.e. the sum of the DL of the corpus given $`G`$ and the DL of $`G`$).
3. Compute for all pairs of classes in $`G`$ the difference in in DL that would result from a merge of these two classes.
4. Compute for all pairs of classes $`C_i,C_j`$ in $`G`$ the difference in in DL that would result from a construction of a new class given by the concatenation rules
$$X=\{C_i\}\{C_j\}$$
5. If there is one or more operations that result in a smaller new DL, perform the operation that produces the smallest new DL, and go to Step 2.
6. Else Stop
### 3.3 Applying the MDL algorithm to encode a semantic corpus
We will now show how the algorithm applies to our corpus of 1,000 sentences. By Step 1, the initial grammar $`G_0`$ looks as follows:
Initial grammar $`G_0`$:
$$\begin{array}{c}\{kick\}\{bucket\}\{action\}\{die\}\{object\}\{nil\}\hfill \\ \{v_1\}\{bucket\}\{action\}\{v_1\}\{object\}\{bucket\}\hfill \\ \mathrm{}\hfill \\ \{v_j\}\{n_i\}\{action\}\{v_j\}\{object\}\{n_i\}\hfill \\ \mathrm{}\hfill \end{array}$$
Step 2. Computing the total length: The grammar describes the corpus. The size is of the initial grammar is 18,000 symbols (not counting the encoding of the positions of beginnings of each rule). For all the grammars obtained by the steps of the algorithm, the total length will be the size of the grammar plus the size of the machine that generates languages from grammars. But, since the size of this machine is constant, we can remove it from our considerations.
Step 3. Merging. Consider the merge operation for two nouns, and the new class $`N_{kl}=\{n_k|n_l\}(7)`$, $`k,l>0`$. The resulting new description of the corpus is shorter since it removes 20 entries with $`n_k,n_l`$ of total length 360, and adds two entries of total length 25
$$\begin{array}{c}\{v_i\}\{N_{kl}\}\{action\}\{v_i\}\{object\}\{N_{kl}\}\hfill \\ N_{kl}=\{n_k|n_l\}\hfill \end{array}$$
However, the merge operation for two verbs produces a better grammar. The new class $`V_{kl}=\{v_k|v_l\}(7)`$, $`k,l>0`$. removes 200 entries with $`v_k,v_l`$ of total length 3600, and adds one entry of length 25
$$\begin{array}{c}\{V_{kl}\}\{n_j\}\{action\}\{V_{kl}\}\{object\}\{n_j\}\hfill \\ V_{kl}=\{v_k|v_l\}\hfill \end{array}$$
Notice that merging another verb with kick would save only 199 rules, so it will not be done in the initial stages of the application of the algorithm.
Step 4. The reader may check that this step would not reduce the size of the grammar. (This is due to the corpus being so simple, and without substructures worth encoding).
Step 5. The successive merges of $`v_i`$’s ($`i>0`$ ) will produce the following grammar:
Grammar $`G_{V(1)}`$:
$$\begin{array}{cc}V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ \{V(1)\}\{n_0\}\{action\}\{V(1)\}\{object\}\{n_0\}\hfill & \hfill (18)\\ \{V(1)\}\{n_1\}\{action\}\{V(1)\}\{object\}\{n_1\}\hfill & \hfill (18)\\ \mathrm{}\hfill & \hfill (18)\\ \{V(1)\}\{n_{99}\}\{action\}\{V(1)\}\{object\}\{n_{99}\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\\ \{v_0\}\{n_1\}\{action\}\{v_0\}\{object\}\{n_1\}\hfill & \hfill (18)\\ \mathrm{}\hfill & \hfill (18)\\ \{v_0\}\{n_{99}\}\{action\}\{v_0\}\{object\}\{n_{99}\}\hfill & \hfill (18)\end{array}$$
What happens next depends on whether our algorithm is very greedy; namely, whether we insist that all instances of the merging classes are replaced by the result of the merge. If that is the case, we cannot do the merge $`V(0)=\{V(1)|v_0\}`$, and we will do the merge of the nouns. These merges will produce
Grammar $`G_{V(1)N(1)}`$:
$$\begin{array}{cc}V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ N(1)=\{n_1|\mathrm{}|n_{99}\}\hfill & \hfill (201)\\ \{V(1)\}\{n_0\}\{action\}\{V(1)\}\{object\}\{n_0\}\hfill & \hfill (18)\\ \{V(1)\}\{N(1)\}\{action\}\{V(1)\}\{object\}\{N(1)\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\\ \{v_0\}\{N(1)\}\{action\}\{v_0\}\{object\}\{N(1)\}\hfill & \hfill (18)\end{array}$$
This is our final grammar (Step 6) (if the algorithm is very greedy). We can see that it is much smaller than the original grammar — its total length is less than 300 symbols (vs. 18,000); but it assumes an existence of a language generator. Interestingly, the grammar resembles the compositional semantics, as usually given. The rule with $`V(1)`$ and $`N(1)`$ describes the compositional part of the corpus; the rule with $`v_0`$ and $`n_0`$ – the idiomatic; other rules are in between.
### 3.4 Variations on the MDL algorithm
A similar result is obtained when we do not insist that all instances of merging classes are replaced by the result of the merge. Starting with the grammar
Grammar $`G_{V(1)}`$:
$$\begin{array}{cc}V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ \{V(1)\}\{n_0\}\{action\}\{V(1)\}\{object\}\{n_0\}\hfill & \hfill (18)\\ \{V(1)\}\{n_1\}\{action\}\{V(1)\}\{object\}\{n_1\}\hfill & \hfill (18)\\ \mathrm{}\hfill & \\ \{V(1)\}\{n_{99}\}\{action\}\{V(1)\}\{object\}\{n_{99}\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\\ \{v_0\}\{n_1\}\{action\}\{v_0\}\{object\}\{n_1\}\hfill & \hfill (18)\\ \mathrm{}\hfill & \hfill (18)\\ \{v_0\}\{n_{99}\}\{action\}\{v_0\}\{object\}\{n_{99}\}\hfill & \hfill (18)\end{array}$$
We can see that the merge $`V(0)=\{v_0|V(1)\}`$ will decrease the size of the grammar by 99 rules and result in:
Grammar $`G_{V(0)}`$:
$$\begin{array}{cc}V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ V(0)=\{v_0|V(1)\}\hfill & \hfill (7)\\ \{V(1)\}\{n_0\}\{action\}\{V(1)\}\{object\}\{n_0\}\hfill & \hfill (18)\\ \{V(0)\}\{n_1\}\{action\}\{V(0)\}\{object\}\{n_1\}\hfill & \hfill (18)\\ \mathrm{}\hfill & \\ \{V(0)\}\{n_{99}\}\{action\}\{V(0)\}\{object\}\{n_{99}\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\end{array}$$
The successive merging of nouns will then produce
Grammar $`G_{V(0)N(1)}`$:
$$\begin{array}{cc}V(0)=\{v_0|V(1)\}\hfill & \hfill (7)\\ V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ N(1)=\{n_1|\mathrm{}|n_{99}\}\hfill & \hfill (201)\\ \{V(0)\}\{N(1)\}\{action\}\{V(0)\}\{object\}\{N(1)\}\hfill & \hfill (18)\\ \{V(1)\}\{n_0\}\{action\}\{V(1)\}\{object\}\{n_0\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\end{array}$$
If, however we do not do the $`V(0)=\{v_0|V(1)\}`$ merge, and proceed with the merging of the nouns (e.g. if there were reasons to modify the algorithm), we get:
Grammar $`G_{V(1)N(0)}`$:
$$\begin{array}{cc}V(1)=\{v_1|\mathrm{}|v_9\}\hfill & \hfill (21)\\ N(1)=\{n_1|\mathrm{}|n_{99}\}\hfill & \hfill (201)\\ N(0)=\{n_0|N(1)\}\hfill & \hfill (7)\\ \{V(1)\}\{N(0)\}\{action\}\{V(1)\}\{object\}\{N(0)\}\hfill & \hfill (18)\\ \{v_0\}\{N(1)\}\{action\}\{v_0\}\{object\}\{N(1)\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\end{array}$$
Finally, if we allow some overgeneralization, we can replace the above grammars with an even shorter grammar:
Grammar $`G_{V(0)N(0)}`$:
$$\begin{array}{cc}V=\{v_0|\mathrm{}|v_9\}\hfill & \hfill (23)\\ N=\{n_0|\mathrm{}|n_{99}\}\hfill & \hfill (203)\\ \{V\}\{N\}\{action\}\{V\}\{object\}\{N\}\hfill & \hfill (18)\\ \{v_0\}\{n_0\}\{action\}\{v_0\}\{object\}\{nil\}\hfill & \hfill (18)\end{array}$$
Here, clearly $`v_0`$ is the idiomatic element. However, both idiomatic and non-idiomatic reading of kick bucket is allowed. (In the previously defined grammars, we can also see the distinction between the idiomatic and non-idiomatic elements).
## 4 A non-vacuous definition of compositionality
The fact that that the MDL principle can produce an object resembling a compositional semantics is crucial. It allows us to argue for a non-vacuous definition of compositionality.
Assume that we have a corpus $`S`$ of sentences and their parts, given either as a set or generated by a grammar. Let sentences and their parts be collections of symbols put together by some operations; in the simplest and most important case, by concatenation $`\mathrm{"}.\mathrm{"}`$.
Definition. A meaning function $`\mu `$ is a compositional semantics for the set $`S`$ if its domain is contained in $`S`$, and
a. it satisfies the postulate of compositionality: for all $`s,t`$ in its domain:
$$\mu (s.t)=\mu (s)\mu (t)$$
b. it is the shortest, in the sense of the Minimum Description Length principle, such an encoding.
c. it is maximal, i.e. there is no $`\mu ^{}`$ with a larger domain that satisfies a and b.
To see better what this definition entails, let us consider our semantic corpus again. The set $`S`$ consists of the 10 verbs and 100 nouns and all noun-verb combinations. The compositional function $`\mu `$ assigns to each word its category e.g. $`[n_{17},noun]`$. The question is how to define the operator $``$. Because of the idiom, it cannot be a total function; hence we have to exclude from the domain of $``$ the pair $`[[v_0,verb],[n_0,noun]]`$. The shortest description of $``$ can be given by translating the grammar of Section 3.2. First, map non-idiomatic verbs and nouns into pairs $`\mu (v_i)=[v_i,verb_{nonid}]`$, $`\mu (n_j)=[n_j,noun_{nonid}]`$, $`i,j>0`$. Then, put
$$([[v,verb_{nonid}],[n,noun_{nonid}]])=[action.v,object.n]$$
Thus defined $`\mu `$ and $``$ correspond to the grammar obtained by the algorithm of Section 3.2 and to the tables of Section 2. This correspondence is not exact, because functions $`\mu `$ and $``$ encode only the systematic, compositional part of the corpus. (But please note this clear distinction between the idiomatic and the compositional parts of the lexicon and the corpus).
However this description of the two functions is not maximal. We obtain the maximal compositional semantics for $`S`$ by extending the above defined mapping to all nouns $`\mu (n_j)=[n_j,noun]`$, $`j0`$, and extending the domain of $``$
$$([[v,verb_{nonid}],[n,noun]])=[action.v,object.n]$$
It is easily checked that this is the shortest (in the sense of the MDL) and maximal assignment of meaning to the elements of set $`S`$.<sup>4</sup><sup>4</sup>4We are assuming that we have to assign the noun and verb categories to the lexical symbols of the corpus. Please compare this mapping with $`G_{V(1)N(0)}`$, and also note that now we have a formal basis for saying that (for this corpus) it is the verb kick, and not the noun bucket, that is idiomatic.
What are the advantages of defining compositionality using the Minimum Description Length principle? 1. It brings us back to the original definition of compositionality, but makes it non-vacuous. 2. It encodes the postulate that the meaning functions should be simple. 3. It allows us to distinguish between compositional and non-compositional semantics by means of systematicity, i.e. the minimality of encodings, as e.g. Hirst wanted. 4. It does not make a reference to non-intrinsic properties of meaning functions (like being a polynomial). 5. It works for different models of language understanding: pipeline (syntax, semantics, pragmatics), construction grammars (cf. ), and even semantic grammars. 6. It allows us to compare different meaning functions with respect to how compositional they are — we can measure the size of their domains and the length of the encodings. Finally, this definition might even satisfy those philosophers of language who regard compositionality not as a formal property but as an unattainable ideal worth striving for. This hope is based on the fact that, given an appropriately rich model of language, its minimum description length is, in general, non-computable, and can only be approximated but never exactly computed.
## 5 Discussion and Conclusions
Lambdas, approximations, and the minimum description length
Assuming that we have a $`\lambda `$-expressions interpreter (e.g. a lisp program), we could describe the meaning functions of Section 3 as:
$$\begin{array}{c}\lambda X.[noun,X]\hfill \\ \lambda Y.[verb,Y]\hfill \\ \lambda [verb,Y][noun,X].[[action,Y],[object,X]]\hfill \\ \lambda [verb,kick][noun,bucket].[[action,die],[object,nil]]\hfill \end{array}$$
The approximate total size of this description is $`size(\lambda interpreter)`$ \+ 66 (the above definitions) + 110 (to describe the domains of the first two functions).
Clearly, the last lambda expression corresponds to an idiomatic meaning. But, note that this definition assigns also the non-idiomatic meaning to ”kick bucket”. Thus, although much simpler, it does not exactly correspond to the original meaning function. It does however correspond to grammar $`G_{V(0)N(0)}`$ of the previous section. Also, representations that ignore exceptions are more often found in the literature. This point may be worth pursuing: Savitch in argues that approximate representation in a more expressive language can be more compact. For approximate representations that overgeneralize, the idiomaticity of an expression can be defined as the existence of a more specific definition of its meaning.
Bridging linguistic and probabilistic approaches to natural language
The relationship between linguistics principles and the MDL method is not completely surprising. We used the MDL principle in to argue for a construction-based approach to language understanding (cf. ). After setting up a formal model based on linguistic and computational evidence, we applied the MDL principle to prove that construction-based representations are at least an order of magnitude more compact that the corresponding lexicalized representations of the same linguistic data. The argument presented there suggests that in building compositional semantics we might be better off when the language is build by means of reach combinatorics (constructions), than by the concatenation of lexical items. However, this hypothesis remains to be proved.
It is known that the most important rules of statistical reasoning, the maximum likelihood method, the maximum entropy method, the Bayes rule and the minimum description length, are all closely related (cf. pp. 275-321 of ). From the material of Sections 3 and 4 we can see that compositionality is closely related to the MDL principle; thus, it is possible to imagine bringing together linguistic and statistical methods for natural language understanding. For example, starting with semantic classes of continue derivation of semantic model for a large corpus using the method of Section 3 with the computational implementation along the lines of .
Conclusion
We have redefined the linguistic concept of compositionality as the simplest maximal description of data that satisfies the postulate that the meaning of the whole is a function of the meaning of its parts. By justifying compositionality by the minimum description length principle, we have placed the intuitive idea that the meaning of a sentence is a combination of the meanings of its constituents on a firm mathematical foundation.
This new, non-vacuous definition of compositionality is intuitive and allows us to distinguish between compositional and non-compositional semantics, and between idiomatic and non-idiomatic expressions. It is not ad hoc, since it does not make any references to non-intrinsic properties of meaning functions (like being a polynomial). It works for different models of language understanding. Moreover, it allows us to compare different meaning functions with respect to how compositional they are.
Finally, because of the close relationship between the minimum description length principle and probability, the approach proposed in this chapter should bridge logic-based and statistics-based approaches to language understanding. |
warning/0001/hep-th0001029.html | ar5iv | text | # Untitled Document
hep-th/0001029 HUTP-99/A058
Type I’ and Real Algebraic Geometry
Freddy Alexander Cachazo and Cumrun Vafa
Jefferson Physical Laboratory
Harvard University
Cambridge, MA 02138
Abstract
We revisit the duality between type I’ and heterotic strings in 9 dimensions. We resolve a puzzle about the validity of type I’ perturbation theory and show that there are regions in moduli which are not within the reach of type I’ perturbation theory. We find however, that all regions of moduli are described by a special class of real elliptic $`K3`$’s in the limit where the $`K3`$ shrinks to a one dimensional interval. We find a precise map between the geometry of dilaton and branes of type I’ on the one hand and the geometry of real elliptic $`K3`$ on the other. We also argue more generally that strong coupling limits of string compactifications generically do not have a weakly coupled dual in terms of any known theory (as is exemplified by the strong coupling limit of heterotic strings in 9 dimensions for certain range of parameters).
January 2000
1. Introduction
Thanks to the discovery of duality symmetries in string theory we now understand in many cases what the light degrees of freedom in a string theory are in various regimes of coupling constant and compactification geometry of string theory. In this way one has been able to connect various theories to each other in an unexpected way. In many cases this leads to a unified picture of string theory suggesting there is a unique underlying theory with different manifestations in various regimes, unifying Type IIA, B, type I, heterotic and 11 dimensional M-theory, in a single framework.
Indeed, in the case of maximal number of supersymmetries ($`N=32`$) in various dimensions, Witten raised the following question : If we consider strong coupling regime of type II strings compactified on tori, then in principle we can discover new consistent theories. It was very surprising that by considering various limits leaving at least 4 non-compact spacetime dimensions one ended up with a theory which had a simple description in terms of compactifications of known string theories or 11 dimensional supergravity, M-theory. In other words a consequence of was the discovery of a single new 11 dimensional M-theory, which together with other string theories in the case of maximal number of supersymmetries gives a complete description of all boundaries of moduli space of theories with $`N=32`$ supercharges.
However this leaves open the possibility that if we consider other cases, for example compactifications with less supersymmetry, we may discover new theories by considering their strong coupling limit. In fact an example of this situation was discovered in where by considering heterotic string compactified on $`T^2`$ one ended up in the strong coupling regime with a theory which did not have a well defined description in terms of a single string theory. The new theory, F-theory, put together various $`(p,q)`$ type IIB strings which are non-perturbative relative to each other in a single compactification. It involved using $`(p,q)`$ 7-branes of type IIB taking advantage of the non-perturbative U-duality group of type IIB, namely the $`SL(2,𝐙)`$. The question raised was to come up with a complete low energy description of this new theory.
The geometry of branes was encoded in terms of a limit of elliptic $`K3`$ manifold suggesting a 12 dimensional origin. However it is clear that a formulation in 12 dimension must involve some new constructions (including the lack of 12 dimensional Poincare invariance) which, despite some progress, is still an open question. The problem becomes acute when one considers compactifications of F-theory with less supersymmetry. For example to determine even the massless degrees of freedom of F-theory on elliptic Calabi-Yau threefold, one has to appeal to various consistency conditions (including anomaly cancellations in the chiral 6-dimensional theory) to predict the spectrum . This clearly is unsatisfactory and one would like to have a more direct approach in finding the light degrees of freedom. Thus the new theory discovered is more mysterious than superstring theories or M-theory.
The fact that different limits of various other string compactification may exist which have no interpretation in terms of M-theory, String theories, or F-theory, was already pointed out in where it was suggested that the strong coupling limit of asymmetric orbifold compactifications of string theory would provide such examples. In fact many interesting such examples have been constructed in which in strong coupling regimes may define new theories. One can also use U-dualities in the form of an orbifold to construct F-theory like theories which in many cases correspond to new theories which do not have any conventional known dual analog. Various other F-theory like theories which correspond to various specific $`K3`$ geometric duals has also been considered which correspond to new theories .
To obtain limits which have no interpretation in terms of M-theory or string theories, one can also use conventional compactification geometries. For example even with $`N=32`$ supercharges, it was shown in that if we consider toroidal compactification leaving 2 or less non-compactified dimensions similar thing happens.
In fact there are more such examples involving compactification to 4 dimensions. Consider Type IIA string theory compactified on Calabi-Yau threefolds. Let us assume that the threefold is neither elliptically fibered, nor K3 fibered. Let us consider the limit of strong coupling of this theory fixing the volume of Calabi-Yau in string frame<sup>1</sup> In terms of M-theory this corresponds to compactification on a large circle times a Calabi-Yau threefold with infinitesimal volume.. Then we do not have a candidate for a dual theory. In fact if there is a dual theory description involving known theories, this will be a new duality which cannot be related to other known dualities using adiabatic principle. This is because all the known dualities will involve $`K3`$ or elliptic compactifications. In particular the known duality of type IIA on Calabi-Yau threefolds and heterotic on $`K3\times T^2`$ (see also ) goes through $`K3`$ or elliptic fibered Calabi-Yau manifolds and this can be related to string dualities in 6 dimensions using the adiabatic principle . Thus it is likely that for each Calabi-Yau threefold which is not elliptic or $`K3`$ fibered, we end up defining a new theory by considering a strong coupling limit of type IIA compactification. Given that in some sense the generic Calabi-Yau threefold is not elliptic or $`K3`$ fibered we would conclude that “most” type II compactifications with $`N=2`$ supersymmetries in $`4d`$ have strong coupling limits involving presumably unknown theories.
It is thus apparent that the unifying framework to consider all string theories will have various unrecognizable corners in the moduli space of various compactifications in addition to the ones already known. The main aim of the present paper is to consider one such corner. This is the compactification of heterotic strings on a circle. The parameters characterizing this compactification, in addition to heterotic string coupling constant, involve the radius of the circle and the sixteen parameters specifying the expectation value of Wilson loops around the circle. For certain regions of moduli at strong coupling limit of heterotic string there is a dual description in terms of type I’ theory on an interval related to the Type I–heterotic ($`SO(32)`$) duality in 10 dimensions . We will show that for specific choices of Wilson loop variables and radii, in the strong coupling limit there is no perturbative Type I’ description. Moreover we show that, just as in the case of F-theory, all regimes of parameters can be usefully characterized by the geometry of a particular class of real elliptic rational $`K3`$ surface, as was anticipated in . We will also see that this real $`K3`$, has a natural and precise relation with the geometry of dilaton and branes of type I’.
The organization of this paper is as follows: In section 2 we review the theories dual to heterotic strings in 10,9 and 8 dimensions. In section 3 we discuss a puzzle in the case of type I’ dual of heterotic string in 9 dimensions. In section 4 we discuss global aspects of moduli of type I’ (or heterotic) theory in 9 dimensions. In section 5 we resolve the puzzles raised in section 3, and indicate why the regime of validity of type I’ perturbation theory misses some regions of moduli space. In section 6 we consider the limit of F-theory corresponding to decompactifying one circle and show how the relevant limit is captured by a particular type of real elliptic $`K3`$’s. In section 7 we discuss how real elliptic $`K3`$’s fills the gap in moduli space where the type I’ perturbation breaks down. In particular we recover extra branes postulated by Morrison and Seiberg predicted from duality with heterotic strings. In section 8 we give various explicit examples. Finally some details of the computations are presented in appendices A and B.
2. Heterotic dual theories in 10, 9 and 8 dimensions Reviewed
In 10 dimensions there are two inequivalent heterotic theories, one with $`SO(32)`$ gauge group and the other with $`E_8\times E_8`$. The strong coupling limit of the former has a complete description in terms of the weak coupling limit of Type I theory . However, the latter does not have a conventional string theory as its strong coupling limit but is instead dual to a compactification of M-theory on $`S^1/Z_2`$ .
When we go down in dimensions compactifying on $`T^k`$ we find that both heterotic theories can be connected continuously, i.e., they belong to the same moduli space. This is due to the uniqueness of Lorentzian self-dual lattices .
Strong coupling limit of heterotic strings in the 9 dimensional case follows from compactifying the 10 dimensional duality between heterotic $`Spin(32)/Z_2`$ and Type I on an $`S^1`$. In this case, if we study the heterotic theory at strong coupling and radius close to the critical radius we end up with Type I’ (which is T-dual to Type I).
In 8 dimensions, the heterotic dual description is given in terms of F-theory compactified on an elliptic $`K3`$ surface. This captures the Type IIB compactification on $`P^1`$ with 24 (p,q) 7-branes. It is natural to ask about the connection between the 8 dimensional description and the 9 dimensional one. In particular one would like to take the large radius limit of the 8 dimensional dual theories and see what one ends up in 9 dimensions.
It is the aim of this section to review the known descriptions of these theories in 8,9 and 10 dimensions and develop the necessary relations that will be useful in the rest of this work.
2.1. 10 and 9 Dimensions
Let us start by considering the 10 dimensional low energy effective actions in the string frame for the heterotic $`Spin(32)/Z_2`$ and Type I theories. Since these two theories have $`N=1`$ supersymmetry and the same gauge group, the two actions should just be related by a field redefinition.
For the heterotic string we have,
$$S_{het}=d^{10}x\sqrt{g_h}e^{2\varphi _h}\left[R_h+_\mu \varphi ^\mu \varphi |H_3|^2Tr_v(|F_2^2|)\right]$$
and using the following field redefinition,
$$g_{I\mu \nu }=e^{\varphi _h}g_{h\mu \nu }\varphi _I=\varphi _hF_3=H_3A_{I1}=A_{h1}$$
we get the Type I effective action,
$$S_I=d^{10}x\sqrt{g_I}e^{2\varphi _I}\left[R_I+_\mu \varphi ^\mu \varphi |F_3|^2\right]e^{\varphi _I}Tr_v(|F_2^2|)$$
Compactifying on a circle the 10 dimensional duality should give us information about the heterotic strong coupling limit in 9 dimensions, and in fact, for big enough heterotic radius this is the case. Nevertheless one of the most interesting features of the heterotic string is the enhancement of the gauge symmetries at some points in the moduli space where the radius is not much larger than the string length. Using the above field redefinitions we can see that
$$\lambda _h^{10}=\frac{1}{\lambda _I^{10}}R_I=\frac{R_h}{(\lambda _h^{10})^{1/2}}$$
Therefore for strongly coupled heterotic string $`\lambda _h^{10}1`$ and $`R_h^2R_{hc}^2=2(1A^2/2)`$, where $`R_{hc}`$ is the critical radius<sup>2</sup> The value of the Regge slope for the heterotic $`SO(32)`$ is taken to be $`\alpha _h^{}=2`$, at which point new massless gauge bosons appear, we get $`R_I1`$. This implies that we need to perform a T-duality in order to understand the physics clearly. The theory thus obtained is called the Type I’.
In general, we can think about Type I as a theory in ten dimensions containing one orientifold 9-plane and 32 D9-branes. When we compactify on a circle and perform a T-duality we get a type IIA theory on $`S^1/Z_2`$ with two orientifold 8-planes located at the fixed points of the $`Z_2`$ action and 16 D-8 branes at generic positions on the interval. At a generic point in the moduli space we have an $`U(1)^{18}`$ gauge group. Where $`U(1)^{16}`$ corresponds to the positions of the branes, one $`U(1)`$ from the graviphoton and the last $`U(1)`$ is related to the R-R one form. Using the fact that when $`(n)`$ D-branes are on the top of each other we get an $`U(n)`$ enhancement of the gauge group and if in addition they are located at one of the orientifolds we get $`SO(2n)`$, it is easy to see that $`SO(32)`$ and all its regular subalgebras can be obtained in this fashion <sup>3</sup> The information about all possible gauge symmetries allowed in heterotic strings is nicely encoded in the extended Dynkin diagram of $`SO(32)`$ as we will discuss it in detail in section 4. .
The map between the moduli spaces of heterotic strings and type I’ was worked out in for certain regions of parameter space which we will now review. In the heterotic theory we have the 16 Wilson lines $`\theta ^I,I=1,\mathrm{}16`$, the radius $`R_h`$ and the coupling constant $`\mathrm{\Lambda }_h=e^{\varphi _h}`$. On the Type I’ side we have the 16 positions of the branes $`x^I,I=1\mathrm{}16`$, where $`x`$ stands for the coordinate along the interval and runs from $`0`$ to $`2\pi `$, $`B`$ and $`C`$ that control the behavior of the type I’ dilaton at the orientifolds and the physical length of the interval respectively.
It turns out to be convenient to define the following function,
$$z(x)=\frac{3}{\sqrt{2}}(B+8x_{cm}\frac{1}{2}\underset{I=1}{\overset{16}{}}|xx_I|)$$
where $`x_{cm}=\frac{1}{16}x_I`$ is the position of the center of mass of the 16 D-8 branes. The metric in string frame is given by, $`g_{MN}=\mathrm{\Omega }^2(x)\eta _{MN}`$, and the dilaton of Type I’ are given by,
$$e^{\varphi _I^{}}=(Cz(x))^{5/6},\mathrm{\Omega }(x)=C^{5/6}z(x)^{1/6}$$
Before writing down the explicit map between the heterotic and Type I’ moduli, let us express the Type I’ dilaton as a function not of the coordinate distance $`x`$ but of the proper distance measured from the orientifold at $`x=0`$.
Let us call $`\varphi (\overline{x})`$ the proper distance from $`x=0`$ to $`x=\overline{x}`$. This is given by,
$$\varphi (\overline{x})=\frac{5}{2^{3/2}}_0^{\overline{x}}\mathrm{\Omega }(y)𝑑y$$
where the numerical factor was introduced for later convenience.
Let us define $`\frac{1}{g(\varphi )}=e^{\varphi _I^{}}`$ to be the coupling, $`\varphi _I`$ to be the position of the $`I^{th}`$ brane in the interval and $`\frac{1}{g_0}=(CB)^{5/6}`$ to be the coupling at the orientifold at $`x=0`$. The final answer is given by
$$\frac{1}{g(\varphi )}=\frac{1}{g_0}+8\varphi _{cm}\frac{1}{2}\underset{I=1}{\overset{16}{}}|\varphi \varphi _I|.$$
Let us now go back to the map of the moduli spaces between $`SO(32)`$ heterotic string and type I’. The map was obtained in by comparing the gravitational and gauge actions, the mass of a K-K heterotic state and its corresponding dual type I’ winding state. The heterotic radius is given by,
$$R_h=2^{3/4}\left(_0^{2\pi }𝑑xz(x)^{1/3}\right)^{1/2}\left(_0^{2\pi }𝑑xz(x)^{1/3}\right)^1$$
and the heterotic dilaton up to a numerical multiplicative constant<sup>4</sup> The constant contains some factors of $`\alpha _I^{}^{}`$. is
$$e^{2\varphi _h}=C^{10/3}\left(_0^{2\pi }𝑑xz(x)^{1/3}\right)^3\left(_0^{2\pi }𝑑xz(x)^{1/3}\right)^1$$
Finally, the Wilson lines and the positions of the branes can be related by computing the mass of off-diagonal vector boson. Let $`A=(\theta _1,\mathrm{},\theta _{16})`$ be the Wilson lines, then,
$$\theta _I=\frac{1}{2}\left(_0^{x^I}𝑑xz(x)^{1/3}\right)\left(_0^{2\pi }𝑑xz(x)^{1/3}\right)^1$$
It is easy to see that for generic $`x^I`$ and $`B`$, the strong coupling limit of the heterotic strings, i.e. $`\lambda _h1`$, can be obtained by taking $`C1`$. Moreover, the map allows us to compute $`R_h`$ and $`\theta _I`$ only from $`B`$ and $`x^I`$.
Let us consider two examples that will be useful to illustrate how the map works and how Type I’ avoids possible contradictions at the points where the heterotic is getting enhanced gauge symmetries.
Consider first the following set of Wilson lines $`A=(0^n,(\frac{1}{2})^{16n})`$ that was studied in . This corresponds to having $`n`$ D8-branes at $`x=0`$ and $`16n`$ D8-branes at $`x=2\pi `$. Using (2.1) we get,
$$R_h=\frac{1}{2}(8n)^{1/2}\frac{\left[(B+2\pi (8n))^{4/3}B^{4/3}\right]^{1/2}}{\left[(B+2\pi (8n))^{2/3}B^{2/3}\right]}$$
and from (2.1) the type I’ dilaton is,
$$e^{\varphi _I^{}}=\left[B+(8n)x_9\right]^{5/6}$$
As mentioned before, the behavior of the dilaton at $`x=0`$ is controlled by $`B`$ and in particular it blows up for $`B=0`$. This is usually a sign that something interesting should be happening on the dual heterotic theory. For $`B=0`$ we have,
$$e^{\varphi _I^{}}x_9^{5/6}R_h=\frac{1}{2}|n8|^{1/2}$$
But $`R_h=\frac{1}{2}|n8|^{1/2}`$ is precisely the critical radius of the heterotic string for the given Wilson line, i.e., $`R_c^2=2(1A^2/2)`$. The gauge group enhancements in each case are listed in the Table 1.
n $`G_o`$ $`R_c^2`$ $`G_{enhanced}`$ 7 $`SO(14)\times U(1)`$ 1/4 $`E_8`$ 6 $`SO(12)\times U(1)`$ 1/2 $`E_7`$ 5 $`SO(10)\times U(1)`$ 3/4 $`E_6`$ 4 $`SO(8)\times U(1)`$ 1 $`E_5SO(10)`$ 3 $`SO(6)\times U(1)`$ 5/4 $`E_4SU(5)`$ 2 $`SO(4)\times U(1)`$ 3/2 $`E_3SU(3)\times SU(2)`$ 1 $`SO(2)\times U(1)`$ 7/4 $`E_2SU(2)\times U(1)`$ 0 $`U(1)`$ 2 $`E_1SU(2)`$
Table 1: Gauge groups $`G_o`$ at generic radius corresponding to Wilson lines of the form $`A=(0^n,(\frac{1}{2})^{16n})`$. Enhanced gauge groups $`G_{enhanced}`$ at the critical radius $`R_c^2=\frac{1}{4}|n8|`$.
Therefore, we see that perturbation theory breaks down avoiding the contradiction of having new massless states on the heterotic side that are not in the perturbative spectrum of Type I’. It has been shown that the new massless vector bosons of the heterotic string can be identified with non-perturbative states of Type I’. In particular, we have D0-branes that become massless at the orientifold with infinite coupling .
The second example is given by the following Wilson line $`A=(0^{15},\lambda )`$. This corresponds to 15 D8-branes at $`x=0`$ and one brane whose position we denote by $`x_1`$. This is a particular case of the examples studied in . The map is given by,
$$R_h=\frac{1}{\sqrt{2}}\frac{\left(\frac{b^2a^2}{7}+\frac{a^2c^2}{8}\right)}{\left(\frac{ba}{7}+\frac{ac}{8}\right)}^{1/2}\lambda =\frac{1}{2}\frac{\frac{(ba)}{7}}{\frac{ba}{7}+\frac{ac}{8}}$$
where $`a=(B7x_1)^{2/3}`$, $`b=B^{2/3}`$ and $`c=(B+x_116\pi )^{2/3}`$.
This configuration for generic $`x_1`$ and $`B`$ has $`SO(30)`$ as gauge group. However, for special values of $`x_1`$ and $`B`$ enhancements of $`SO(30)`$ can be obtained. This will be studied in detail in section 5. In particular, for $`x_1=0`$ this is equivalent to the $`n=0`$ case of the first example.
$`E_8\times E_8`$ from Type I’:
Later in the paper we will need a more detailed description for the map between heterotic string at the $`E_8\times E_8`$ gauge symmetry enhancement point with the type I’ parameters. In the above we discussed how one obtains one extra $`E_8`$ symmetry by considering 7 branes on one orientifold with infinite coupling. If we did this on each orientifold we would get $`E_8\times E_8`$. In other words consider the following family of Wilson lines $`A=(0^7,\frac{1}{2}\lambda ,\lambda ,(\frac{1}{2})^7)`$ studied in . This corresponds to having 7 D8-branes at $`x=0`$, 7 D8-branes at $`x=2\pi `$ and two more D8-branes symmetrically located in the interval at positions $`x_1`$ and $`x_2=2\pi x_1`$. This configuration generically corresponds to an unbroken $`SO(14)\times SO(14)\times U(1)^4`$ gauge group.
The map in this case involves $`R_h`$, and $`\lambda `$ as functions of $`B`$ and $`x^1`$ and it is given by,
$$R_h=2^{3/2}3^{1/2}\frac{\left[3(a^4b^4)+4(\pi x_1)a\right]^{1/2}}{\left[3(a^2b^2)+2(\pi x_1)a^1\right]}$$
where $`a=(B+x_1)^{1/3}`$ and $`b=B^{1/3}`$.
And,
$$\lambda =\frac{3}{4}\frac{a^2b^2}{\left[3(a^2b^2)+2(\pi x_1)a^1\right]}$$
The dilaton behaves as follows,
$$e^{\varphi _I^{}}=\{\begin{array}{cccc}(B+x)^{5/6}& & & 0<x<x_1\\ \\ (B+x_1)^{5/6}& & & x_1<x<x_2\\ \\ (B+2\pi x)^{5/6}& & & x_2<x<2\pi \end{array}$$
It is clear that the $`B0`$ limit is also very interesting in this case. Indeed, for $`B=0`$ the dilaton blows up at both orientifold points. This is a generic feature whenever the position of the center of mass of the branes is in the middle of the interval, i.e., $`x_{cm}=\pi `$.
Let us see what the corresponding heterotic behavior is for $`B=0`$. From (2.1) and (2.1) we get that,
$$R_h^2=\frac{3}{8}x_1\frac{(4\pi x_1)}{(2\pi +x_1)^2}\lambda =\frac{3}{4}\left[3+2\frac{\pi x_1}{x_1}\right]^1$$
It is easy to invert the second equation and plug $`x=x(\lambda )`$ in the first to get $`R_h^2=2\lambda (\frac{1}{2}\lambda )`$ that is precisely the critical radius at which the heterotic string will have an $`E_8\times E_8`$ gauge enhancement. Also note that for $`x_1=\pi `$ we get $`\lambda =\frac{1}{4}`$, and two branes in the middle are on top of each other, and that corresponds to an extra $`SU(2)`$.
For unbroken $`E_8\times E_8`$ it is also natural to work with heterotic $`E_8\times E_8`$ variables ($`R_{E8}`$, $`\lambda _{E8}=e^{\varphi _{E8}}`$) instead of the $`SO(32)`$ heterotic variables ($`R_{SO}`$ or $`\lambda `$, $`\lambda _{SO}=e^{\varphi _{SO}}`$) that we have been using, since the Wilson lines in the former are all zero while in the latter they are functions of $`R_{SO}`$. The map is worked out in Appendix A with the following results,
$$R_{S0}=\frac{R_{E8}}{(R_{E8}^2+2)}\lambda _{E8}=(R_{E8}^2+2)^{1/2}\lambda _{SO}$$
Now let us use the map from Type I’ to the heterotic $`SO(32)`$ and (2.1) to find the map between the Type I’ variables and the $`E_8\times E_8`$ heterotic string variable. From (2.1) and (2.1) we get,
$$R_{E8}^2=\frac{2}{3}\left(\frac{4\pi x_1}{x_1}\right)\mathrm{or}x_1=2\pi \left(\frac{4}{3R_{E8}^2+2}\right)$$
Using (2.1) we can compute $`C`$ in terms of $`R_{E8}`$ and $`\lambda _{E8}`$ (remember that in (2.1) $`e^{\varphi _h}=\lambda _{SO}`$ ) with the following result,
$$C^{5/3}=\lambda _{E8}\frac{(3R_{E8}^2+2)^{5/3}}{R_{E8}^3}$$
Having done this we are ready to compute all the quantities that will be relevant in section 8.2. The Type I’ dilaton is given by,
$$e^{\varphi _I^{}}=C^{5/6}z(x)^{5/6}=\lambda _{E8}^{1/2}\frac{R_{E8}^{3/2}}{(3R_{E8}^2+2)^{5/6}}z(x)^{5/6}$$
where $`z(x)=\frac{3}{\sqrt{2}}\left[\pi \frac{1}{2}|xx_1|\frac{1}{2}|x(2\pi x_1)|\right]`$. This comes from (2.1) by setting $`B=0`$ and $`x_1`$ is given in (2.1).
The metric is given by,
$$ds^2=\mathrm{\Omega }^2(x)(\eta _{MN}dx^Mdx^N)=\lambda _{E8}\frac{(3R_{E8}^2+2)^{5/3}}{R_{E8}^3}z(x)^{1/3}(\eta _{MN}dx^Mdx^N)$$
Finally we need to compute the proper distances from $`x=0`$ to $`x=x_1`$ and from $`x=x_1`$ to $`x=2\pi x_1`$.
Let us start with $`x=0`$ to $`x=x_1`$,
$$\mathrm{\Phi }_1=_0^{x_1}\mathrm{\Omega }(x)𝑑x=\frac{\lambda _{E8}^{1/2}}{R_{E8}^{3/2}}$$
and from $`x=x_1`$ to $`x=2\pi x_1`$,
$$\mathrm{\Phi }_2=_{x_1}^{2\pi x_1}\mathrm{\Omega }(x)𝑑x=\lambda _{E8}^{1/2}\frac{(R_{E8}^22)}{R_{E8}^{3/2}}$$
Notice that on the heterotic $`E_8\times E_8`$ we are not at the critical radius since $`E_8\times E_8`$ is not reached by an enhancement of the gauge group. However, the extra $`SU(2)`$ we mentioned before that is perturbative from Type I’ since it corresponds to the two branes in the middle coinciding at $`x=\pi `$ corresponds according to (2.1) to $`R_{E8}^2=2`$ that is nothing but the critical radius for zero Wilson line.
This concludes our review of the 9 dimensional description using type I’.
2.2. 8 Dimensions
If we try to extend the analysis of the previous section by further compactifying on another $`S^1`$ in order to get a description of the strongly coupled heterotic theory in 8 dimensions, it is easy to see that in general we will fail since the two radii of the Type I theory will be small and we will be forced to perform T-duality on both circles. This implies, for instance, in the case of unbroken $`SO(8)^4`$, that the Type I’ coupling behaves as follows,
$$\lambda _I^{}=\frac{1}{R_{h,1}R_{h,2}}$$
therefore if the two heterotic radii are of the order of critical radius then we are out of the perturbative regime of type I’.
The full description of the heterotic moduli space is achieved by considering F-theory compactified on an elliptic K3 . The elliptic fibration over $`P^1`$ is given by,
$$y^2=x^3+f(z)x+g(z)$$
where $`z`$ is the coordinate over the sphere, $`f(z)`$ and $`g(z)`$ are polynomials of degree 8 and 12 respectively.
The discriminant of this equation gives the location of the 24 singular fibers over $`P^1`$ and is given by,
$$\mathrm{\Delta }=4f^3(z)+27g^2(z)$$
The complex structure of the fiber located at a point $`z`$ is given by
$$j(\tau )=1728\frac{4f^3(z)}{\mathrm{\Delta }}$$
where $`j(\tau )`$ is the invariant modular function. This function can be written as a Laurent series in $`q=e^{2\pi i\tau }`$ given by,
$$j(\tau )=q^1+744+196884q+21493760q^2+\mathrm{}$$
The F-theory geometry captures the Type IIB compactified on $`P^1`$ with 24 (p,q)-7 branes transverse to the $`P^1`$ and located at the positions of the singular fibers. The complexified IIB coupling constant $`\tau =\chi +ie^\varphi `$ is identified with the complex structure of the fibers and undergoes $`SL(2,𝐙)`$ monodromy. The metric in the Einstein frame for this compactification is given by
$$ds^2=kIm(\tau )\left|\frac{\eta ^2(\tau )}{\mathrm{\Delta }^{1/12}}dz\right|^2+\eta _{\mu \nu }dx^\mu dx^\nu $$
where $`\eta (\tau )=q^{1/24}_{n=1}^{\mathrm{}}(1q^n)`$, and $`k`$ is an overall constant controlling the volume of the sphere.
The last ingredient is the volume of the $`P^1`$ that is a positive real number and is identified with the heterotic coupling constant in 8 dimensions. Therefore the strong coupling limit corresponds to a large $`P^1`$ and the geometrical picture is a good description.
The possible gauge group on the heterotic side are reproduced on the F-theory by developing ADE singularities on the $`K3`$. The possible fibers that one can get when two or more singular fibers come to the same point were classified by Kodaira and are given in table 2 together with the order of the zero that $`f(z)`$, $`g(z)`$ and $`\mathrm{\Delta }`$ should have at those points.
orf($`f(z)`$) ord($`g(z)`$) ord($`\mathrm{\Delta }`$) Fiber Type Singularity Type $`0`$ $`0`$ $`0`$ smooth none $`0`$ $`0`$ $`n`$ $`I_n`$ $`A_{n1}`$ $`1`$ $`1`$ $`2`$ $`II`$ none $`1`$ $`2`$ $`3`$ $`III`$ $`A_1`$ $`2`$ $`2`$ $`4`$ $`IV`$ $`A_2`$ $`2`$ $`3`$ $`n+6`$ $`I_n^{}`$ $`D_{n+4}`$ $`2`$ $`3`$ $`n+6`$ $`I_n^{}`$ $`D_{n+4}`$ $`3`$ $`4`$ $`8`$ $`IV^{}`$ $`E_6`$ $`3`$ $`5`$ $`9`$ $`III^{}`$ $`E_7`$ $`4`$ $`5`$ $`10`$ $`II^{}`$ $`E_8`$
Table 2: Kodaira classification of singularities of an elliptic $`K3`$ according to the order of vanishing of $`f(z)`$ , $`g(z)`$ and $`\mathrm{\Delta }(z)`$.
The precise map between both moduli spaces is in general very complicated, but it is known for several cases in which the IIB coupling $`\tau `$ is constant over the sphere, for example $`SO(8)^4`$ , and for the $`E_8\times E_8`$ unbroken point where $`\tau `$ is not constant . The map in the case of $`E_8\times E_8`$ will be used in section 8 as an example of the limit to 9 dimensions.
3. Puzzles in 9 Dimensions
In the context of Type I’, Seiberg studied the theory seen by a D4 brane probe and found evidence for the existence of conformal quantum field theories when the D4 brane probe was placed at the orientifold with infinite coupling. The conformal theory flows to an $`SU(2)`$ supersymmetric gauge theory by a deformation, where the $`SU(2)`$ is the gauge symmetry seen on the probe. That the string coupling be infinite at the orientifold was related to the fact that the conformal theory with $`SU(2)`$ gauge symmetry on the probe would need to come from a theory with inifnite coupling if it has a chance of flowing from a conformal theory, because of simple dimensional analysis of Yang-Mills coupling constant in 5 dimensions. Moreover the quantum field theory one obtains depends on how many D8 branes are placed at the orientifold point. If there are $`n`$ of them, one obtains an $`SU(2)`$ gauge theory with $`n`$ massless hypermultiplets. Furthermore it was suggested that these theories have a global $`E_{n+1}`$ symmetry. This follows from the fact that the target space has the corresponding gauge symmetry, as reviewed in the previous section, and the gauge symmetry corresponds to global symmetries in the probe theory.
The same critical theories were also obtained in a geometrical context by considering M-theory compactification on Calabi-Yau threefolds, where the threefold has a shrinking 4 dimensional submanifold corresponding to a Del Pezzo surface . Del Pezzo surfaces are 2 complex dimensional Kähler manifolds with positive $`c_1`$, and are obtained by considering the blow up of $`P^2`$ at up to $`m8`$ points, and in addition $`P^1\times P^1`$. The isomorphism with the probe picture required identifying the number of blowup points of $`P^2`$, $`m`$ with $`m=n+1`$ where $`n`$ is the number of $`D8`$ branes at the orientifold. However there was a discrepancy between the geometry and the probe picture. Namely for $`P^2`$ with no points blown up, there was no brane probe description, as it would correspond to $`n=1`$ D8 branes at the orientifold! Moreover for $`n=0`$, i.e. infinite coupling at the orientifold plane without any D8 branes present, there were two possible choices for the geometry (rather than one anticipated from type I’ probe picture), namely $`P^2`$ blown up at one point or $`P^1\times P^1`$. The probe in these two cases would have to give an $`N=1`$ supersymmetric $`SU(2)`$ gauge theory with no matter. What distinguishes the two choices is a discrete $`Z_2`$ choice of $`\theta `$ angle related to the non-triviality of $`\pi _4(SU(2))=Z_2`$. Moreover the two theories are distinguished by the condition that for the case corresponding to $`P^1\times P^1`$ there is a global $`SU(2)`$ symmetry for the conformal theory on the probe, whereas for the case corresponding to $`P^2`$ blown up at one point ( corresponding to a non-trivial choice of the discrete theta angle), there is no global symmetry on the probe conformal theory.
Type I’ perturbation theory should break down as we approach either of these two conformal theories, because they correspond to $`1/g=0`$ at the orientifold. But they could be viewed as boundaries of regions where type I’ perturbation theory is valid. However, the same cannot be said for the conformal theory associated to $`P^2`$. Not only we do not have any type I’ perturbative brane picture in this regime, the probe gauge theory does not flow to an $`SU(2)`$ but rather to a $`U(1)`$. This strongly suggests that there are regions (not just boundaries) in the moduli space where type I’ perturbation breaks down.
On the other hand aspects of BPS bound states and moduli space for type I’ were studied in , with emphasis on subloci in moduli space where heterotic string predicts enhanced gauge symmetries. These correspond to codimension one subspaces of moduli space. In other words these loci correspond to “walls” in the moduli space. If these walls decompose the moduli space into disconnected components, then one would argue that Type I’ perturbation theory could potentially break down. In other words, the perturbative type I’ would describe the interior of only one region in moduli space and the other regions cannot be reached by changing moduli. It was argued in that the domain walls do not decompose the moduli space into disconnected components. This was based on studying some examples, and the general statement was suggested as a conjecture. As we will discuss in the next section, indeed the conjecture is correct and the moduli space is connected even after removing the walls.
We thus seem to have two contradictory expectations: Namely the arguments in suggest that type I’ pertrubation covers the entire moduli space, whereas the probe picture suggests that type I’ perturbation should break down beyond some regime of parameters. We will resolve this puzzle in section 5 and show that the completion of regions where type I’ perturbation applies does not cover the full moduli space. However before we do this, it is important to have a deeper understanding of the global aspects of moduli space of type I’ (or heterotic) theory in 9 dimensions. This is what we turn to in the next section.
4. Global Aspects of Moduli Space in 9 Dimensions
Consider compactification of heterotic string or Type I theory from 10 to 9, on a circle. As discussed before, the moduli space of this theory, in the heterotic language, corresponds to varying the radius of the circle, the 16 Wilson lines and the coupling constant. The total space is
$$=𝐑^+\times \widehat{}$$
$$\widehat{}=SO(17,1;𝐙)\backslash SO(17,1;𝐑)/SO(17,R)$$
where $`R^+`$ labels the coupling constant of heterotic string and $`\widehat{}`$ parameterizes the 17 dimensional space of the radius of the circle and the 16 Wilson lines. The T-duality group is given by $`G=SO(17,1;𝐙)`$.
Before quotienting by $`G`$, the 17 dimensional space $`SO(17,1;𝐑)/SO(17,R)`$ is simply the 17 dimensional Hyperbolic space, with constant negative curvature. Thus the global aspects of the moduli space are completely encoded by the group $`G`$ and its action. We will describe the known mathematical aspects of this moduli space as well as connect it to known facts about heterotic string and its moduli. This will in particular lead us to a concrete parametrization of the fundamental domain of the moduli space in terms of heterotic string variables.
The group $`G`$ is intimately related to a generalized Dynkin diagram:
Figure 1: Generalized Dynkin diagram for $`\mathrm{\Gamma }^{17,1}`$. The basis are chosen to show the embedding of the Dynkin diagram of $`SO(32)`$ explicitly.
The meaning of this diagram is as follows: $`G`$ is generated by elements labeled by nodes of the diagram, $`g_i`$, satisfying
$$g_i^2=1$$
Moreover if the corresponding nodes are not connected by a line, then the generators commute
$$g_ig_j=g_jg_i$$
and if they are connected one gets the relation
$$(g_ig_j)^3=1$$
In addition to get the full group $`G`$ we need a $`Z_2`$ involution which conjugates the generators according to the outer atuomorphism of the above Dynkin diagarm. We will ignore this extra $`Z_2`$ in most of this paper and instead consider the double cover of the actual moduli space (in the Type I’ description this $`Z_2`$ corresponds to exchanging the two ends of the interval, and in the heterotic string description it is the outer automorphism exchanging the two $`E_8`$’s).
The elements $`g_i`$ can be also viewed as Weyl reflections in the Narain lattice $`\mathrm{\Gamma }^{17,1}`$. In particular for each node $`g_i`$ there is a vector $`v_i\mathrm{\Gamma }^{17,1}`$ with the property that
$$v_i^2=2$$
(we are choosing the signature on $`\mathrm{\Gamma }^{17,1}`$ corresponding to $`(+^{17},^1)`$) and the Weyl reflection is given as
$$ww(wv_i)v_i$$
This clearly is an automorphism of $`\mathrm{\Gamma }^{17,1}`$ (as it preserves the inner product) and so is an element of $`G`$. The statement is that $`G`$ is generated by 19 such Weyl reflections, given by 19 vectors $`v_i`$. Moreover, the inner product of these vectors is given by the above extended Dynkin diagram<sup>5</sup> For some aspects of the relation between this extended Dynkin diagram and heterotic strings in 9 dimensions see .. In particular
$$v_iv_j=0\mathrm{disconnected}\mathrm{nodes}$$
$$v_iv_j=1\mathrm{connected}\mathrm{nodes}$$
It is easy to check that the Weyl reflections generated by such $`v_i`$’s satisfy the relations given in (4.1) and (4.1). In the Narain description of the vector, each $`v_i`$ corresponds to
$$v_i=(P_L^i,P_R^i)$$
where $`P_L^i`$ is a 17 dimensional vector and $`P_R^i`$ is a one dimensional vector, and changing the moduli of the Narain lattice, corresponds to a Lorentz $`SO(17,1)`$ rotation on the vector. The inner product being given by
$$v_i^2=(P_L^i)^2(P_R^i)^2=2$$
If one chooses the Lorentz rotation so that $`P_R^i=0`$, this corresponds to an enhanced gauge symmetry, where a $`U(1)`$ gets promoted to $`SU(2)`$. Note that this involves one condition, and so it is a 16 dimensional subspace of the 17 dimensional parameter space. In this context the non-trivial Weyl reflection symmetry of $`SU(2)`$ acts as a $`Z_2`$ on the parameters of the theory. The fixed point of this transformation on the Teichmuller space is exactly the locus where we have (at least) an enhanced $`SU(2)`$ symmetry. This is because at the $`SU(2)`$ point the Weyl symmetry is a gauge symmetry of the theory and it maps the theory to itself. Let us denote this 16 dimensional subspace by $`D_i`$. The $`D_i`$ divides the 17 dimensional space in two parts mapped to each other by the $`Z_2`$ action, which is a symmetry of the theory. One can choose the moduli space to be on one side of $`D_i`$. In particular the $`D_i`$ can be viewed as boundaries of moduli space. The statement that $`G`$ is generated by Weyl reflection about $`v_i`$’s (modulo the $`Z_2`$ outer automorphism noted before) implies that all the T-duality symmetries can be understood as Weyl symmetries of some $`SU(2)`$ at some points on moduli space.
If we consider a collection of $`N`$ vectors $`v_i`$ and consider the subspace of the moduli space given by the common intersection locus of the corresponding $`D_i`$, this gives a $`17N`$ dimensional subspace. Moreover on this subspace the correponding $`P_R^i=0`$, and the heterotic string will have an enhanced gauge symmetry of rank $`N`$ whose Dynkin diagram (which may be disconnected) is given by the corresponding nodes. This is clear from the heterotic perspective as the $`P_L^i`$’s will form the root lattice of the gauge symmetry group. From this description it is also clear that not all the $`N`$ loci $`D_i`$ interesect, otherwise we would get Dynkin diagrams which do not correspond to any group. We thus conclude that the only $`D_i`$ that have common intersection are the ones for which the corresponding Dynkin nodes is that of an allowed group. This information thus gives us the geometry of intersection of $`D_i`$’s. It also tells us all the allowed enhanced gauge symmetries that we can obtain in this case. In particular the maximal gauge symmetry enhancements that we can have would correspond to rank 17 groups whose Dynkin diagram is given by keeping all the nodes of the extended Dynkin diagram of $`G`$ after deletion of 2 of its nodes.
Now we are ready to describe the moduli space of $`\widehat{}`$. The moduli space can be chosen to be very similar to the fundamental domain of $`SL(2,𝐙)`$ which is a subspace of the hyperbolic 2-space with three boundaries: two boundaries at $`\tau _1=\pm 1/2`$ and the third corresponding to the sphere $`\tau _1^2+\tau _2^2=1`$. The moduli space for $`\widehat{}`$ can be chosen to be given by a subspace of the 17 dimensional hyperbolic space $`B^{17}`$ with $`19`$ boundaries correponding to $`D_i`$. The geometry resembles that of a higher dimensional chimney (see Fig.2).
Figure 2: A chimney bounded by two spherical walls on the bottom represents the Moduli Space $`\widehat{}`$.
17 of the boundaries, correponding to the nodes of the affine $`SO(32)`$ in the extended Dynkin diagram correspond to 17 straight walls of the chimney and two of the boundaries, corresponding to the two extra nodes of the Dynkin diagram correspond to spherical “bottom” of the chimney. The geometry of their intersection is already discussed above and is in accordance with allowed enhanced gauge symmetry points. The direction corresponding to increasing the radius of the 9-th direction of the $`SO(32)`$ heterotic string is along the linear direction of the chimney. This geometry can be understood relatively simply: Note that the cross section of the chimney (the analog of $`\tau _1`$ for upper half-plane) is 16 dimensional. Moreover, for large $`R`$ it should be identified with the Wilson lines for the $`SO(32)`$ theory. The choices of inequivalent Wilson lines for the $`SO(32)`$ theory are given by choices of arbitrary 16 vevs $`\theta _i`$ in the Cartan of $`SO(32)`$ modulo the action of the symmetries. The symmetries in this case are the shifts of $`\theta _i`$ and also the Weyl action. The group they form is the affine Weyl group, and that is why the extended Dynkin diagram of $`SO(32)`$ enters the moduli space of flat bundles on a circle.<sup>6</sup> A similar statement is also true for all other groups. The fundamental domain for the $`SO(32)`$ Wilson lines are given by the cross section of the chimney enclosed by 17 walls which are in 1-1 correspondence with the nodes of affine $`SO(32)`$. This describes the cross section of the chimney. Let us be more explicit and give a quantitative description of the cross section of this chimney, parametrizing it in $`R^{16}`$ and identifying each of the boundaries with the respective node in the Dynkin Diagram.
Let $`\theta _1,\mathrm{}\theta _{16}`$ be coordinates of $`R^{16}`$, the $`Spin(32)`$ wilson line can be chosen to be a diagonal matrix representing the action on the fundamental representation, i.e. $`W=diag(e^{2\pi i\theta _1},e^{2\pi i\theta _1},\mathrm{},e^{2\pi i\theta _{16}},e^{2\pi i\theta _{16}})`$. Clearly, the Weyl group has as subgroup the permutation group $`S_{16}`$, and therefore it is possible to introduce an ordering without loss of generality. Let $`0|\theta _1||\theta _2|\mathrm{}|\theta _{15}||\theta _{16}|1`$ be the region of $`R^{16}`$ that would be expanded if no further elements of the Weyl group are considered.
Moreover the Weyl group has more elements generated by $`\theta _i\theta _i`$ done for pairs of $`\theta _i`$’s and similiarly for $`\theta _i1\theta _i`$ for a pair. Therefore we see that the actual choice for the moduli can be chosen to be $`0\theta _2\mathrm{}\theta _{15}\frac{1}{2}`$ , $`|\theta _1|\theta _2`$,$`\theta _{15}\theta _{16}1\theta _{15}`$ (the condition of having even pairs in the above Weyl action is what makes the first and last $`\theta `$’s have different regimes). Thus, we can see the 17 boundaries defining the 17 codimension 1 walls in $`R^{16}`$. There are 13 whenever any $`\theta _i=\theta _{i+1}`$ for $`i=2,\mathrm{},14`$, the last 4 are given when either $`\theta _1`$ or $`\theta _{16}`$ meet any of their two boundaries.
Each of the first 13 boundaries given by $`\theta _i=\theta _{i+1}`$ corresponds to the node labelled by $`i`$ in the Dynkin diagram of figure 1. The two boundaries given by $`\theta _1=\theta _2`$ and $`\theta _1=\theta _2`$ correspond to the nodes $`1`$ and $`17`$ respectively. Finally, the last two boundaries, $`\theta _{16}=\theta _{15}`$ and $`\theta _{16}=1\theta _{15}`$ correspond to the nodes $`15`$ and $`16`$ respectively. On any of the 17 walls there is an $`SU(2)`$ symmetry enhancement. Moreover, on the intersection of these hyperplanes we can get the group given by taking the dots in the Dynkin diagram corresponding to the intersecting hyperplanes, as discussed before.
Having described explicitly the cross section of the chimney, we are only left with the boundaries at the bottom when we introduce the radius direction. These two spherical walls correspond to small radius enhancement of gauge group by an extra $`SU(2)`$, and is already well known in the context of heterotic strings. Consider now, $`R^{17}`$, where the new coordinate is nothing but $`R_h`$. The chimney is bounded from below by the following two $`S^{16}`$’s,
$$R_h^2+\underset{i=1}{\overset{16}{}}\theta _i^2=2R_h^2+\underset{i=1}{\overset{16}{}}\left(\frac{1}{2}\theta _i\right)^2=2$$
In terms of the Dynkin diagram of Figure 1, each of these boundaries correspond to the nodes $`18`$ and $`19`$ respectively.
Now we are ready to give the complete parametrization of the fundamental domain of the full moduli space. In the coordinates of $`R^{17}`$ defined by $`(\theta _1,\mathrm{},\theta _{16},R_h)`$, we have the following region,
$$\widehat{}=\{\begin{array}{cccc}\theta _2\theta _1\theta _2& & & \\ \\ 0\theta _i\frac{1}{2},\theta _i\theta _{i+1}& & & i=2\mathrm{}15\\ \\ \theta _{15}\theta _{16}1\theta _{15}& & & \\ \\ R_h^2+_{i=1}^{16}\theta _i^22& & & \\ \\ R_h^2+_{i=1}^{16}(\frac{1}{2}\theta _i)^22& & & \end{array}$$
(the $`Z_2`$ outer automorphism noted before acts on moduli space by taking all $`\theta _i(\frac{1}{2}\theta _i)`$)
From this explicit description and regions of enhanced gauge symmetry we can now see exactly at which points we get which enhanced gauge symmetries.
Incidentally, in terms of the coordinates we have introduced for the hyperbolic moduli space, its constant negative curvature metric is given by
$$(ds)^2=\frac{1}{R_h^2}\left(dR_h^2+\underset{i}{}d\theta _i^2\right)$$
There is another choice of the moduli space one can make (by an $`SO(17,1;𝐙)`$ transformation) which is more adaptable to the compactification of the $`E_8\times E_8`$ heterotic string. In this case we again have 19 boundaries, but the straight walls of the chimney correpond to the 18 nodes of the extended Dynkin diagram of the two $`E_8`$’s. The last node corresponds to a sphere corresponding to the bottom of the chimney. The direction of increasing the ninth radius for the $`E_8\times E_8`$ theory corresponds to going along the linear direction of the chimney. Again the cross section of the chimney for large $`R`$ corresponds to moduli of flat $`E_8\times E_8`$ connection on the circle of fixed radius.
In Figure 3 we see how the Dynkin diagram of $`\mathrm{\Gamma }^{17,1}`$ can be given basis encoding the $`E_8\times E_8`$ structure. The nodes $`1\mathrm{}8`$ form a Dynkin diagram of $`E_8`$ and so do the nodes $`1^{}\mathrm{}8^{}`$. Adding the nodes $`A`$ and $`A^{}`$ to each of the $`E_8`$’s makes them affine $`\widehat{E}_8`$. These two affine versions of $`E_8`$ give the structure of the section of the chimney. Finally, the node labelled by $`B`$ represents the sphere bounding the bottom of the chimney in the 17-th direction parametrized by $`R_h`$.
Figure 3: Generalized Dynkin diagram for $`\mathrm{\Gamma }^{17,1}`$. The basis are chosen to show the embedding of the Dynkin diagram of $`E_8\times E_8`$ explicitly.
5. Resolution of the Puzzles and Incompleteness of Type I’
Let us start the analysis by considering a simple example that contains all the important features of how the perturbative type I’ description is incomplete and resolve the apparent contradiction of section 3.
Consider the heterotic $`SO(32)`$ string compactified on $`S^1`$. If we do not turn on any Wilson lines we obtain an $`SO(32)`$ gauge symmetry in 9 dimensions (for sufficiently large radius). There is however another inequivalent choice of Wilson line which also yields an $`SO(32)`$ gauge symmetry in 9 dimensions. Consider acting by a $`Z_2`$ symmetry as we go around the circle, where the $`Z_2`$ acts as $`1`$ on the states which are weights in the spinor of $`SO(32)`$ and $`+1`$ on the other weights. This also preserves an $`SO(32)`$ gauge symmetry because the root lattice is invariant under the $`Z_2`$. From the viewpoint of type I (or type I’) theory, the two choices are the same at the perturbative level, because there are no states in the perturbative type I theory transforming according to the spinor of $`SO(32)`$. Let us connect these two classes of theories with a continuous choice of Wilson line. In particular consider the Wilson line given by $`\theta =(0^{15},\lambda )`$. For generic $`\lambda `$ and generic radius the unbroken gauge group is $`SO(30)\times U(1)^3`$. The $`\lambda =0`$ corresponds to turning on no Wilson line, leaving an $`SO(32)`$ gauge symmetry. The choice $`\lambda =1`$ correspond to the $`Z_2`$ Wilson line, which acts only on the spinor degrees of freedom, again leaving an $`SO(32)`$ gauge symmetry. The heterotic moduli space for fixed coupling is a strip in the ($`R_h`$-$`\lambda `$) plane that is unbounded on one side since $`R_h`$ can be arbitrarily large but bounded on the other by the condition that $`R_h^2R_{hc}^2=2(1\lambda ^2/2)`$. The width of the strip is given by the condition that $`0\lambda 1`$ as discussed before. This moduli space is shown in Figure 4. This is simply a 2-dimensional slice of the chimney moduli space we discussed in the previous section.
Figure 4: 2-dimensional slice of the chimney moduli space parametrized by $`R_h`$ and $`\theta _I=(0^{15},\lambda )`$. The solid curved line is the critical radius for a given $`\lambda `$. The dashed curved line is the Type I’ boundary that has no extra massless particles.
Starting at a generic point – i.e., not in the boundary – we can make the radius smaller until we hit the $`R_h^2=2(1\lambda ^2/2)`$ boundary at which an $`SU(2)`$ gauge symmetry will appear in addition to the $`SO(30)`$ we had. Starting again from the same generic point but moving in $`\lambda `$ we can hit either the $`\lambda =0`$ or $`\lambda =1`$ boundaries, at any of them we get an $`SO(32)`$. Now if we go down in the radius direction for $`\lambda =0`$ we will hit the $`R_h^2=2`$ boundary getting and $`SO(32)\times SU(2)`$ gauge group while in the case $`\lambda =1`$ the critical radius is at $`R_h^2=1`$ with an $`SO(34)`$ enhancement. This follows from our discussion of the global aspect of the moduli space and points of gauge symmetry enhancement (the circle corresponds to the 18-th node on the extended Dynkin diagram, and the 16-th node in this case maps to line $`\lambda =1`$ which together with other nodes coming from $`SO(30)`$ will form $`SO(34)`$.
Let us try to follow the previous paths but from the Type I’ view point. Turning on $`\lambda `$ corresponds to moving one of the 16 D8 branes away from one orientifold. With the conventions we have used this corresponds to the position $`x`$ of the D8 brane changing from $`0`$ to $`4\pi `$ as we vary $`\lambda `$ from $`0`$ to $`1`$. At $`\lambda =\frac{1}{2}`$ the D8 brane is on the opposite orientifold plane. Continuing to increase $`\lambda `$ beyond this value from the viewpoint of the Type I’ theory does not change the perturbative theory at all, since it is equivalent to taking the image D8 brane back to the orientifold we started with.
However now let us repeat the same process but tune the Type I’ coupling so that $`1/g=0`$ at the other orientifold. If $`\lambda =0`$ this corresponds to the gauge symmetry enhancement $`SO(32)\times SU(2)`$. However now consider $`1/g=0`$ at the other orientifold but at $`\lambda =1`$. What gauge symmetry do we expect in this case? To answer this we have to know what is the map of the type I’ parameters and heterotic parameters in this regime. This is actually easy: Turning on or not turning on the $`Z_2`$ Wilson line acting only on the spinors does not affect the map between the radius of the circle viewed in the heterotic string $`R_h`$ and the coupling parameters of Type I or its perturbative dual Type I’. Thus again at $`R_h^2=2`$ we find that $`1/g=0`$ at the other orientifold. But for $`\lambda =1`$ and $`R_h^2=2`$ there is no gauge symmetry enhancement expected on the heterotic side! In fact in the whole $`(\lambda ,R_h)`$ plane the map between heterotic and type I’ variables, can be obtained by restricting attention to the $`\lambda <1/2`$ because of the perturbative $`\lambda (1\lambda )`$ symmetry of type I’ and since the value of the coupling constant in the type I’ theory are fixed by supergravity solutions and that also reflects only perturbative aspects of type I’. Thus the region of validity of type I’ perturbation is in the interior of
$$R_h^22\left(1\frac{\lambda ^2}{2}\right)\mathrm{and}R_h^22\left(1\frac{(1\lambda )^2}{2}\right)$$
Thus in particular the region in the vicinity of where $`SO(34)`$ gauge symmetry enhancement is to take place is not reachable by type I’ perturbation theory!
Now we come to the puzzle raised in : The puzzle they raised was that since all regions of moduli space are reachable without passing through points where extra massless particles appear, then perturbation has no reason to break down. However, we are proposing here that the Type I’ perturbation is breaking down without the apperance of extra massless particles, namely all the points where $`\lambda >\frac{1}{2}`$ and $`R_h^2=2(1\frac{(1\lambda )^2}{2})`$. We now argue this is not very surprising and there are already well known examples of this in quantum field theories. Consider 2d supersymmetric sigma model on the blow up of an $`A_1`$ singularity of $`K3`$. This is parametrized in the sigma model by a Kahler class, the size $`r`$ of $`𝐏^1`$ and a B-field on $`𝐏^1`$, which is a $`\theta `$ angle. The perturbative description of sigma model corresponds to defining $`g^2=1/r`$. In particular if $`r`$ is large there is a well defined perturbative description of the theory. Now go to the limit where $`r0`$. In this limit the perturbation breaks down, and one expects to end up with a singular theory with arbitrary light mass states. This expectation is borne out as long as $`\theta =0`$. However if for example $`\theta =\pi `$ this turns out not to be true. In fact as was shown by Aspinwall in this case one obtains the orbifold conformal theory on $`R^4/Z_2`$, which is perfectly well behaved. Mathematically what is going on is roughly that in the correlation function we have objects which behave as
$$1/(1x)$$
where $`x=exp(r+i\theta )`$. The perturbative regime corresponds to $`x0`$. The radius of convergence of pertubation expansion is $`|x|<1`$. However if we put $`x=1`$, which corresponds to $`\theta =\pi `$ there is no singularity in the correlation, but nevertheless the perturbative description breaks down. This is parallel to what we believe happens to perturbative description of type I’.
Let us now give further evidence for this, related to D4 brane probe in the context of the example we just discussed. Consider the point where $`\lambda =\frac{1}{2}`$ and take $`1/g=0`$ on the other orientifold. This corresponds to having an $`SU(2)`$ symmetry at the other orientifold point. Now put the D4 brane probe also at the orientifold. Then on the D4 brane probe lives a superconformal theory, which is equivalent to M-theory in a local CY 3-fold geometry where we have a $`P^2`$ blown up at 2 points shrunk to zero size. This is called the $`E_2`$ conformal theory, and flow upon deformation to an $`SU(2)`$ with one massless fundamental flavor. The mass of the fundamental field corresponds roughly to $`m=\frac{1}{2}\lambda `$. It was shown that for $`m>0`$ and $`m<0`$ give rise to two inequivalent conformal theories, corresponding to an $`SU(2)`$ theory on the probe, with or without a discrete $`Z_2`$ valued $`\theta `$ angle in the gauge theory. The theory with the $`Z_2`$ valued $`\theta `$ angle turned on is expected to have no global symmetry even though the D4 probe is placed at the orientifold with the value of the coupling $`1/g=0`$. The absence of extra global symmetries in this case, means in particular that the target space has no extra gauge symmetries, even with vanishing $`1/g=0`$ at the orientifold. This we identify with the line emanating from $`\lambda >\frac{1}{2}`$ and with $`R_h^2=2(1\frac{(1\lambda )^2}{2})`$, which has no extra gauge symmetry. We can in fact do better. Namely we can map the moduli space expected from the transitions of $`P^2`$ blown up at 2 points, which is discussed in detail in (shown in Fig. 5) with that given by the parameters of the heterotic string near $`\lambda =\frac{1}{2}`$ and $`R_h^2=\frac{7}{4}`$.
Figure 5: Moduli space around the $`E_2`$ point for vanishing Del Pezzo surfaces or 5-dimensional field theories at non-trivial superconformal fixed points.
Here the $`A,D,E`$’s in the above figure represent global symmetries expected from the del Pezzo description where $`A_0,D_1,\stackrel{~}{E}_1`$ correspond to a $`U(1)`$ symmetry, $`E_1,A_1`$ corresponds to $`SU(2)`$ and $`E_0`$ corresponds to no global symmetry.
The above figure should also represent (part of) the moduli of Type I’ theory if the conformal theory description found from del Pezzos match parameters seen by the D4 brane probe. Moreover the global symmetries of the conformal theory predicted from the del Pezzos should correspond to gauge symmetries of the bulk type I’ theory, inherited by the D4 brane probe. Indeed, we see an isomorphism between the above figure and the moduli of type I’ given in figure 4 near $`R_h^2=\frac{7}{4}`$ and $`\lambda =\frac{1}{2}`$, suggesting a type I’-like description may be valid. In fact the extra gauge symmetries anticiapated from the heterotic string moduli exactly matches the global symmetries anticipated from the del Pezzo description of the conformal theory. In particular the dashed line should correspond to no enhanced gauge symmetry as $`\stackrel{~}{E}_1`$ has only a $`U(1)`$ global symmetry. The solid line represents on the heterotic side a region with an extra $`SU(2)`$ symmetry and this also matches the del Pezzo prediction, as on either side of the $`E_2`$ point we have an $`SU(2)`$ global symmetry. However, to the left of $`E_2`$ the global symmetry is part of the symmetry seen by the conformal theory, whereas on the right side the global symmetry is a symmetry of the massive particles. Moreover in the region below the dashed line and above the solid line there is no enhanced gauge symmetry in agreement with the fact that the global symmetry there is expected to be $`U(1)\times U(1)`$.
If one tries to force a complete type I’-like description in all regions of the above moduli space, one sees that in bulk language, the $`A_0`$’s should correspond to D8-branes, but there is a region between the dashed curve and the solid line with $`E_0+A_0+A_0`$ where it seems that there are two branes instead of one as we started with! This is precisely in the region where we have argued Type I’ perturbation does not apply. There was a picture suggested by Morrison and Seiberg , which tries to extend the type I’ description, beyond the regime of its validity by forcing a type I’-like description. This involved the assumption that we can extract one extra brane out of the orientifold at infinite coupling. This should be only possible when the orientifold with the infinite coupling is correlated with the other choice of the discrete Wilson line, so that it does not give rise to an enhanced gauge symmetry. For instance going back to the region which was missing in type I’ theory they would assign a 17th D8-brane, whose position is related to the $`R_h`$. Let us recall that the horizontal direction is controlled by the value of the Wilson line and the vertical direction by the heterotic radius. Below the line with $`\stackrel{~}{E}_1+A_0`$ the value of the Type I’ coupling at the orientifold is frozen to be $`1/g=0`$, therefore the radius should be controlling the position of the “new brane” that is pulled out from the orientifold. More precisely, the radius is controlling the relative position between the “new brane” and the old brane. For any Wilson line $`\frac{1}{2}<\lambda <1`$ we get that at the critical radius (solid line in Figure 4) the relative position is zero and the two $`A_0`$’s form an $`A_1`$ in the $`E_0`$ theory on the D4-brane probe. Something especial happens at $`\lambda =1`$ since the two branes reach the other orientifold with the 15 branes giving altogether 17 branes at the orientifold. This is the $`SO(34)`$ point.
Having described the suggested picture for explaining the $`SO(34)`$ point one could also ask about other possible enhanced gauge symmetry points, for example $`SU(18)`$ which according to our discussion is allowed. In this case if we pull one extra brane from each orientifold, this can be achieved by 18 coincident branes in the middle of the interval. This was in fact suggested to be possible in .
The fact that on the dashed line in figure 5 the type I’ breaks down without the appearance of massless particles is somewhat novel. It is natural to ask if anything special happens there as viewed from the heterotic side. As we have argued no extra massless states appear. However, the conformal theory seen by the D4 brane is interpreted on the heterotic side as the theory seen by a single 5 brane wrapped around $`S^1`$. Thus the heterotic theory also “knows” something special is happening there: There appears a non-trivial conformal theory on a single wrapped 5 brane. This is quite a novel effect.
Viewed from the heterotic moduli we can describe exactly which piece of the moduli space the Type I’ perturbation misses. In our global description of moduli space the bottom of the chimney was described by two spheres. All we have to do is to reflect the two sphere by replacing $`\theta _1\theta _1`$ in the second sphere of (4.1) and $`\theta _{16}(1\theta _{16})`$ in the first sphere. This gives us altogether 4 spheres. The Type I’ perturbation is exactly the top part of the chimney bounded by the first sphere it encounters as one decreases $`R_h`$.
Explicily, the Type I’ moduli space will be the chimney bounded from below by the following spheres,
$$\mathrm{Physical}\mathrm{Boundaries}:R_h^2+\underset{i=1}{\overset{16}{}}\theta _i^2=2R_h^2+\underset{i=1}{\overset{16}{}}(\frac{1}{2}\theta _i)^2=2$$
$$\mathrm{Pert}.\mathrm{Breakdown}:R_h^2+(1\theta _{16})^2+\underset{i=2}{\overset{16}{}}\theta _i^2=2R_h^2+\underset{i=1}{\overset{15}{}}(\frac{1}{2}\theta _i)^2+(\frac{1}{2}+\theta _1)^2=2$$
It is interesting to see how the possibility of having one or two extra branes fits with filling the 3 missing regions of the moduli space. At a qualitative level, we have already explained how this would arise. In particular let us consider the region where we have 2 extra branes. Let us denote by $`x_0,x_1,\mathrm{}x_{16},x_{17}`$ the positions of the 18 branes, and let us say that the first 17 are independent. The two boundaries on the bottom of the “chimney” describing the moduli space are now represented by $`x_0=x_1`$ and $`x_{16}=x_{17}`$, where the mechanism for the generation of $`SU(2)`$ enhanced gauge symmetry is the same as in the usual pertubative type I’. This should fill the region in moduli space given by
$$\theta _2<\theta _1<0,1/2<\theta _{16}<1\theta _{15}$$
$$0<\theta _2<\theta _3<\mathrm{}<\theta _{15}<1/2$$
$$R_h^2+\underset{i=1}{\overset{16}{}}\theta _i^2>2R_h^2+\underset{i=1}{\overset{16}{}}(\frac{1}{2}\theta _i)^2>2$$
$$\mathrm{Pert}.\mathrm{Breakdown}:R_h^2+(1\theta _{16})^2+\underset{i=2}{\overset{16}{}}\theta _i^2<2R_h^2+\underset{i=1}{\overset{15}{}}(\frac{1}{2}\theta _i)^2+(\frac{1}{2}+\theta _1)^2<2$$
Note that there are 19 boundaries in this region which match with the nineteen boundaries for of $`0<x_0<x_1\mathrm{}<x_{17}<2\pi `$. Similar statement can be made about the other regions where only one extra brane appears.
Now we can try to generalize (2.1) from the Type I’ analysis of section 2 in order to describe this situation in a more quantitative form. For instance, in the case where we get two extra branes and the inverse coupling is frozen to zero at both orientifolds, the most natural thing to write is,
$$z(x)=\frac{3}{\sqrt{2}}(\frac{1}{2}\underset{I=0}{\overset{17}{}}x_I\frac{1}{2}\underset{I=0}{\overset{17}{}}|xx_I|)$$
This reproduces the D4-brane expectations for the coupling constant when it is expressed in terms of the proper distances as in (2.1)<sup>7</sup> We can try to go even further and try to match the parameter of the moduli of type I’ with those of heterotic strings. It is natural in the region we just discussed, to introduce two new $`\theta `$’s, namely $`\theta _0`$ and $`\theta _{17}`$. We define them by
$$\theta _0=\frac{1}{2}\left[R_h^2+(\frac{1}{2}+\theta _1)^2+\underset{i=2}{\overset{16}{}}(\frac{1}{2}\theta _i)^22\right]$$
$$\theta _{17}=\frac{1}{2}\left[R_h^2+(1\theta _{16})^2+\underset{i=1}{\overset{15}{}}\theta _i^21\right]$$
The choice of these values are motivated by the condition that when $`\theta _0=0`$ and $`\theta _{17}=\frac{1}{2}`$ should correspond to the boundaries (5.1) and $`\theta _0=\theta _1`$ and $`\theta _{17}=(1\theta _{16})`$ should correspond to (5.1). Then using the map between brane positions and the Wilson loop expectation values given by (2.1) we can relate the 18 $`x_i`$’s brane positions with the 18 $`\theta `$’s, which are in turn captured by the 17 moduli parameters of heterotic strings.
Even though this completion of type I’ is compelling and matches various aspects of heterotic gauge theory enhancement one expects, it is clearly beyond the regime of the type I’ perturbation theory. For example on the D4 brane probe after we pull the extra brane off the orientifold we do not expect to have an $`SU(2)`$ gauge symmetry. Also we have no good explanation of these extra branes, and apart from matching with expected behavior from the heterotic theory, it seems ad hoc. We will try to give a unified description of all regimes of parameters of type I’ based on geometry of real elliptic $`K3`$ in the remaining sections.
6. Real Elliptic $`K3`$ as a limit of F-Theory
Type IIA on $`K3`$ is dual to heterotic string on $`T^4`$. This duality can be pushed up one dimension by considering the strong coupling limit of type IIA, where we obtain M-theory on $`K3`$ being dual to heterotic on $`T^3`$. If we view $`K3`$ as an elliptic manifold over $`𝐏^1`$ and consider the limit where the elliptic fiber goes to zero size, we should obtain a description involving type IIB on $`𝐏^1`$ with 24 various $`(p,q)`$ type 7-branes. This is the F-theory description. This can also be viewed as type IIB compactified on $`T^2`$ modded out by a $`Z_2`$ with an orientifold action . If the branes are not equally distributed among the orientifold planes the theory become non-perturbative in the type IIB language and has a description which is captured by the geometry of the elliptic $`K3`$.
The question is whether this geometric description can be continued one more step to provide a strong coupling description of heterotic strings in 9 dimensions. As we have found in the previous sections, type I’ description is inadequate, and it would be interesting to see if geometry sheds any light on some of the questions raised in that context.
What we should do is to ask how the radius of the 8-th direction is encoded in the geometry of elliptic $`K3`$ and use this to obtain the limiting geometry as the radius in the $`8`$-th direction goes to infinity. Before doing this, it turns out to be convenient first to review the situation in going from 7 dimension to 8 dimension; i.e. in going from M-theory on $`K3`$ to F-theory on elliptic $`K3`$.
Consider heterotic strings on $`T^3`$. Its moduli space is captured, in addition to the string coupling, by the moduli of the $`\mathrm{\Gamma }^{19,3}`$ lattice. Note that this is directly related to the geometry of $`K3`$, namely, the lattice is identified with the $`H_2`$ lattice on $`K3`$ and the choice of the metric on $`K3`$ determines the splitting to left and right part of the lattice by the action of $``$-duality induced by the metric. The overall radius of $`K3`$ does not enter the duality operation and is related to the inverse of heterotic string coupling constant.
Now if we are interested in going to 8 dimensions, we consider the limit where $`T^3`$ is given by $`T^2\times S^1`$ with a large radius for $`S^1`$. Let us consider the metric (including the anti-symmetric B-field) on $`T^3`$ in a block diagonal form, respecting this decomposition. We can also turn on Wilson lines on $`S^1`$, but clearly in the limit of going to 8 dimensions, they are irrelevant. So let us consider turning them off around the $`S^1`$. The moduli space of this subset of $`7`$ dimensional compactifications is given by the moduli of polarizations on $`\mathrm{\Gamma }^{18,2}+\mathrm{\Gamma }^{1,1}`$ respecting this decomposition. The moduli of $`\mathrm{\Gamma }^{18,2}`$ is parametrized by 18 complex parameters, and that of $`\mathrm{\Gamma }^{1,1}`$ by one real parameter. This real parameter is in fact identified in the usual way with the radius of the seventh circle. Thus in going to 8 dimensions the geometry of $`\mathrm{\Gamma }^{18,2}`$ remains intact. Now we ask how this is realized in the geometry of $`K3`$. The most natural way to say this is as follows: Consider the inversion map on the 7-th circle in the heterotic side $`x^7x^7`$. This is a symmetry of heterotic strings if there is no Wilson line on the circle as well as if the metric is block diagonal on $`T^2\times S^1`$. In particular it acts on the $`\mathrm{\Gamma }^{19,3}`$ lattice. Let us combine this, with an overall $`Z_2`$ inversion of the full $`\mathrm{\Gamma }^{19,3}`$ lattice. We thus see that we have a $`Z_2`$ symmetry which acts as
$$\mathrm{\Gamma }^{19,3}\mathrm{\Gamma }_{()}^{18,2}+\mathrm{\Gamma }_{(+)}^{1,1}$$
On the $`K3`$ side this symmetry should be realized as a $`Z_2`$ symmetry on the geometry acting on the 2-cycles of $`K3`$ exactly according to this decomposition. Moreover one should choose a metric on $`K3`$ respecting this $`Z_2`$ symmetry. In the context of F-theory, this $`Z_2`$ is realized by
$$yy,xx,zz$$
which is a symmetry of elliptic $`K3`$ given by
$$y^2=x^3+f(z)x+g(z)$$
with $`f`$ and $`g`$ being polynomials of degree $`8`$ and $`12`$ respectively. The elements of $`H_2`$ invariant under the $`Z_2`$ correspond to the class of the elliptic fiber $`E`$ and the base $`B=P^1`$. They have an intersection given by
$$E^2=0,B^2=2,EB=1$$
which defines the $`\mathrm{\Gamma }^{1,1}`$ lattice where if we define
$$e_1=E+B,e_2=E$$
we get the standard description of inner product for $`\mathrm{\Gamma }^{1,1}`$. Note that under the $`Z_2`$ defined in (6.1) the classes E and B are invariant. That the base class is invariant is obvious, as that is parametrized by $`z`$. That E is invariant follows from the fact that the $`(1,1)`$ form corresponding to it, has even number of $`y`$ and $`\overline{y}`$’s (recall the $`(1,1)`$ form is given by $`|dx/y|^2`$). It is also possible to show that the other 20 classes in $`H_2`$ are mapped to minus themselves. This follows by viewing them roughly speaking as products of 1-cycle in the base and 1-cycle in the fiber. Note in this context that the radius of the heterotic string is related to the sizes of $`E`$ and $`B`$ through the map given above. Namely, if we identify $`e_1`$ with the winding vector $`(P_L,P_R)=(R,R)`$ and $`e_2`$ with the momentum vector $`(P_L,P_R)=(1/R,1/R)`$, and use the BPS formula for $`P_R`$ which is proportional to the integral of the kahler form over the corresponding class we learn that
$$\frac{_{E+B}k}{_Ek}=R^2$$
which leads to
$$k(B)/k(E)=R^21$$
In particular the limit $`R\mathrm{}`$ for a fixed volume of $`K3`$, corresponds to taking $`k(B)R`$ and $`k(E)1/R`$, which is the usual statement that in the limit of zero size elliptic fiber, compared to the base, we obtain a geometry which captures the moduli space of heterotic strings on $`T^2`$.
Now we repeat this same idea, but in taking the limit from F-theory on elliptic K3 and follow the moduli of K3 in the direction of decompactifying a circle of heterotic string. Again if we turn off the Wilson lines on the circle we are decompactifying, this means we will have additional $`Z_2`$ symmetry in the theory, which acts exactly as the one we discussed above in the context of going from 7 to 8 dimensions, namely the action (6.1) on the $`H_2`$ lattice. Taking into account both $`Z_2`$’s, we can thus decompose the lattice as
$$\mathrm{\Gamma }^{19,3}\mathrm{\Gamma }_{}^{17,1}+\mathrm{\Gamma }_{+,}^{1,1}+\mathrm{\Gamma }_{,+}^{1,1}$$
Note in particular that the new $`Z_2`$ we want should act as inversion of the $`\mathrm{\Gamma }^{1,1}`$ lattice corresponding to the original $`E`$ and $`B`$ of the F-theory.
The main question to ask now is which subclass of $`K3`$’s is relevant for which there is such a symmetry? The main hint comes as follows: In going from 10 to 8 dimensions, the Wilson lines of the heterotic string around the 2-circles correspond to complex moduli:
$$u^i=A_9^i+iA_8^i$$
with real $`A_8`$ and $`A_9`$. The complex parameters $`u^i`$ should be identified with (some of) the complex coefficients defining $`f`$ and $`g`$ in F-theory on $`K3`$. Turning off the Wilson lines in the $`8`$-th direction, would make the parameters $`u^i`$ real. We are thus led to look for elliptic $`K3`$’s with real coefficient. The $`Z_2`$ symmetry, which flip the 8-th circle, will act on $`A_8A_8`$, and so will take $`u^iu^i`$. Thus the $`Z_2`$ symmetry we would like to define on $`K3`$ should be a real involution symmetry, which would require the coefficients $`u^i`$ to be real. Thus we look for elliptic $`K3`$’s which are real, i.e. which are of the form
$$y^2=x^3+f_8(z)x+g_{12}(z)$$
where $`f`$ and $`g`$ are real polynomials respectively of degree 8 and 12 in $`z`$, and the $`Z_2`$ symmetry we are after acts on $`K3`$ as
$$yy^{}xx^{}zz^{}$$
Furthermore we would like to make sure that the $`Z_2`$ acts on the $`H_2`$ homology according (6.1). That it acts on $`E`$ and $`B`$ of F-theory in the right way, is easy to check. However, we also need to check that it acts correctly on the rest of the homology elements of $`K3`$. It turns out, as we will now discuss, this puts restrictions on the coefficients of $`f_8`$ and $`g_{12}`$.
All real involutions on $`K3`$ have been classified by Nikulin with the following conclusion: Consider the fixed locus of the $`Z_2`$ involution in $`K3`$. Let us call this the real $`K3_R`$. In other words
$$K3_RK3(K3_R)^{}=K3_R$$
It is clear by dimension count that $`K3_R`$ is a 2-dimensional real subspace of $`K3`$. It has been shown by Nikulin, that $`K3_R`$ is in general not a connected surface. In particular, depending on the $`Z_2`$ real involution, it consists of $`k`$ spheres, together with 1 genus $`g`$ surface. Moreover not all $`k`$ and $`g`$ can appear. The allowed ones are shown in the figure below:
Figure 6: Classification of Real $`K3`$ surfaces according to the genus $`(g)`$ of the Riemann Surface and the number $`(k)`$ of spheres. Small dots represent the allowed values for $`(k,g)`$ and the big dot is the one corresponding to the Real $`K3`$ related to the heterotic string in 9 dimensions.
The $`k`$ and the $`g`$ one gets is determined by the $`Z_2`$ action on the $`H_2`$. For the $`Z_2`$ action we are interested, given by (6.1) we find $`k=1`$ and $`g=10`$. In other words we have
$$K3_R=S^2+\mathrm{\Sigma }_{10}K3$$
where $`\mathrm{\Sigma }_{10}`$ denotes a genus 10 Riemann surface.<sup>8</sup> There is a simple index theory argument which shows why, if we have only one sphere, i.e. if $`k=1`$, the genus of the extra component $`g=10`$. To see this let $`h`$ denote the $`Z_2`$ anti-holomorphic automorphism. Then $`h`$ acts on the cohomology of $`K3`$ and by Lefshetz fixed point theorem we know that its trace on the cohomology (weighted by $`(1)^{degree}`$) should be the Euler characteristic of the fixed point set. This gives, since we know the action of $`h`$ on the mid-dimension cohomology (as well as the fact that $`h`$ acts trivially on the $`H^0`$ and $`H^4`$) that
$$2+(22g)=420=16$$
which implies that $`g=10`$. Nikulin’s classification also applies to holomorphic involution which takes the holomorphic 2-forms to minus itself; in fact by an $`SO(3)`$ rotation in the choice of complex structure, the two are equivalent. In other words, even the involution that we used in the context of F-theory, could be viewed as a real involution for a particular choice of complex structure on $`K3`$. In that case, we can also check that the structure of $`K3_R`$ i.e. the subspace fixed by the $`Z_2`$ involution $`yy`$ is as we have: the fixed point of $`yy`$ corresponds, for each point on the z-plane to four points on the torus, the three roots of the cubic, plus the point at infinity, corresponding to $`x=\mathrm{}`$. As we vary $`z`$ we get a surface. The point $`x=\mathrm{}`$ does not mix with the others, and gives a copy of the base $`𝐏^1`$. The other roots exchange and give a three fold cover of the base, which turns out to have genus 10. This is easy to see. The Riemann surface is given by the equation
$$x^3+f(z)x+g(z)=0$$
where $`f`$ and $`g`$ are polynomials of degree 8 and 12 respectively. Its Euler characteristic $`\chi `$ can be computed by removing the 24 points on $`z`$ sphere where roots of the cubic coincide, computing its Euler characteristic (which is 3 times that of the sphere without 24 points) and then adding two points for each removed point (because two of the $`x`$’s meet at each of the 24 points). We thus have
$$\chi =3(224)+2(24)=18=22gg=10$$
Here we want to give a concrete description of the real $`K3`$, which also explains why we can have multiple components. To describe $`K3_R`$ we consider real solutions (i.e. real $`(x,y,z)`$) of the real equation $`y^2=x^3+f(z)x+g(z)`$. We can view the real $`z`$ (including infinity) as the equator in the complex $`z`$-sphere base of F-theory, and real $`x,y`$ subject to the above equation as real circle or circles in the elliptic fiber of F-theory. Note that there can be one or two real circles for each real value of $`z`$ depending on the sign of the discriminant of this equation $`\mathrm{\Delta }=4f^3+27g^2`$. If $`\mathrm{\Delta }`$ is positive, the solution is homeomorphic to a single circle (including the point $`\mathrm{}`$ to the $`(x,y)`$ plane). However, if $`\mathrm{\Delta }`$ is negative, the solution is homeomorphic to two disconnected circles.
The $`K3_R`$ can be viewed, therefore, as one or two circles fibered over the equator given by real $`z`$. Note however, that the number of circles can change. This happens if as we change $`z`$ the discriminant $`\mathrm{\Delta }=0`$. Let us assume that $`\mathrm{\Delta }`$ has a single zero at $`z=z_0`$. This implies that $`\mathrm{\Delta }`$ should change sign and therefore the real fiber over the $`z`$ in a neighborhood of $`z=z_0`$ will have to interpolate between a fiber with two components to a fiber with only one or vice versa depending on the way $`\mathrm{\Delta }`$ changes. It is clear that $`f(z_0)<0`$ and $`g(z_0)0`$. This is true because if $`g(z_0)`$ and $`f(z_0)`$ were zero then $`\mathrm{\Delta }`$ would have at least a zero of order two. This makes clear that there are two possibilities characterized by the sign of $`g`$ at $`z=z_0`$.
For $`g`$ positive the transition takes place when the two circles approach each other, join at one point and then open up to give a single circle. For $`g`$ negative one of the circles shrinks to a point and then disappear. All this is shown in Figure 7.
Figure 7: Classification of the possible Real fibers according to the sign of $`\mathrm{\Delta }`$ for $`\mathrm{\Delta }0`$ and to the sign of $`g`$ for $`\mathrm{\Delta }=0`$ .
It is important to notice that the circle containing the point $`\mathrm{}`$ in the $`(x,y)`$ plane is always present for any $`z`$. If we vary $`z`$ over $`𝐑`$ and add $`z=\mathrm{}`$ we will necessarily get at least one Riemann surface of genus $``$ 1.
Now we are ready to describe the possible transitions involving two consecutive single zeros of $`\mathrm{\Delta }`$. There are only four possibilities if we start and end with single components, i.e., with $`\mathrm{\Delta }>0`$. Three of them are shown in Figure 8$`A`$, 8$`B`$ and 8$`C`$. The fourth is just a reflection of Figure 8$`A`$. In Figure 8$`D`$ we have shown a transition where we start and end with $`\mathrm{\Delta }<0`$ and the points with $`\mathrm{\Delta }=0`$ have $`g<0`$ and $`g>0`$ respectively from left to right. In this case it is easy to show that $`f(z)`$ must have two real zeros (denoted by white dots) between the two branes (denoted by black dots).
It is clear now that transitions of the $`B`$ type will increase the genus of our “basic” Riemann surface and transitions of the $`C`$ type will leave invariant the topology of the basic Riemann surface but will add an extra component that can only be a sphere!
Finally, the transitions of the $`A`$ and $`D`$ type do not change the topology of the Real $`K3`$ but will play an important role later on.
Figure 8: Some possible sections of a real $`K3`$ in an interval containing two single singular fibers.
7. General Aspects of Real $`K3`$ and the moduli space in 9 dimensions
In this section we discuss some general aspects of real $`K3`$ and how it relates to the moduli space in 9 dimensions. We will see explicitly how the type I’ branes (and their generalization) have a natural interpretation in this language. We will divide our discussion into two parts: qualitative and quantitative.
7.1. Qualitative analysis
We have argued in the previous section that the real $`K3`$ should have two components, one with genus 10 and another with genus 0. In other words as we go along the real $`z`$ direction, we get the splitting and joining described in previous section, which makes up a sphere and a genus 10 Riemann surface. The simplest possibility is that shown in figure 9. Note that the Riemann surface with genus 10 has nine holes, plus one hole going around the z-equator. Also note that in the region in the z-axis where the real sphere arises, between $`X1`$ and $`X2`$ the genus 10 Riemann surface cannot have a hole. This is because over each point $`z`$ we can have at most two circles of real $`K3`$. Out of the 24 points on the $`z`$ sphere with vanishing discriminant $`\mathrm{\Delta }`$ in the case shown here we have accounted for 20 of them: $`X1,X2`$ where the sphere is formed and from the points $`1,\mathrm{},18`$ where the 9 holes of the genus 10 Riemann surface are carved out. This leaves us with 4 extra branes which must be in the bulk. Since $`f`$ and $`g`$ are real polynomials in $`z`$, so is $`\mathrm{\Delta }`$, which implies that all the roots come in complex conjugate pairs. Thus the 4 roots which are not real come in two complex conjugate pairs.
Figure 9: Real $`K3`$ corresponding to the case with 20 real roots.
It is natural to ask if the figure 9 is the most general possibility compatible with having a genus 10 Riemann surface and a sphere. In fact it is not. Even though one may think that bringing the branes from the bulk down to the real axis changes the topology, it is possible to preserve the condition that the genus is 10. In fact we can have configurations of two branes as shown in figure 8$`A`$ which does not change the topology. We will argue later that if two pairs come down to zero it can intersect the real $`z`$ axis only between the points 2 and 3 or between the points 16 and 17. So altogether we have 4 possibilities: All 4 extra branes off the real axis, one or the other pair on the real $`z`$ axis (Figure 10), and both pairs on the real $`z`$ axis (Figure 11). This matches very nicely the 4 possibilities predicted from the analysis of Wilson lines for $`SO(32)`$: As we discussed before the first brane being positive or negative relative to the orientifold position are distinct possibilities. The same being true for the last brane. Thus the four possibilities we are encountering from the real $`K3`$ geometry matches beautifully this aspect of the choices of inequivalent $`SO(32)`$ Wilson loop values.
Figure 10: Real $`K3`$ corresponding to the case with 22 real roots.
It is helpful to give a description of the basis of two cycles of $`K3`$ projected onto the real $`K3`$, in the basis used to describe the moduli space of type I’ and the modular group for the $`\mathrm{\Gamma }^{17,1}`$ lattice. This is most conveniently done for the case where all four branes are on the real axis. In this case the 2-cycles of $`K3`$, which project onto cycles (circles) on the real $`K3`$ are shown in figure 11. In this form their intersection is identical with the intersection expected for the $`\mathrm{\Gamma }^{17,1}`$ lattice (this is also the fastest way of understanding why the extra branes from the bulk should land at those positions on the real axis, though we give other arguments at the beginning of the quantitative section based on the $`\widehat{E}_9\times \widehat{E}_9`$ configuration studied in and its descendant). The two sphere in the real $`K3`$ is to be identified with the class in $`\mathrm{\Gamma }^{1,1}`$ with self-intersection $`2`$ (and is the direct analog of the base in the context of F-theory dual of heterotic string).
Let us now argue why the extra branes can intersect the real z-axis only as described in Fig. 10 and Fig. 11. Let us suppose that in Figure 10, the two branes denoted by $`B1`$ and $`1`$ were located at any other position. Let us start by locating them between $`7`$ and $`8`$. In this case we would have two sets of relative local fibers, one with 11 fibers and the other with 8 fibers, if we bring them together we would have an $`A_{10}A_7`$ singularity that clearly can not be embedded in $`\mathrm{\Gamma }^{17,1}`$. In the same way it is possible to show that at any location we would get singularities that can not be realized if we want to preserve the decomposition $`\mathrm{\Gamma }^{18,2}=\mathrm{\Gamma }^{17,1}\mathrm{\Gamma }^{1,1}`$.
Figure 11: Real $`K3`$ corresponding to the case with 24 real roots. The circles correspond to the projection of the 2-cycles of $`K3`$ on the Real $`K3`$ giving the intersection structure of $`\mathrm{\Gamma }^{17,1}`$
Counting Parameters
We have been considering real $`K3`$ in the form
$$y^2=x^3+f(z)x+g(z)$$
where $`f`$ and $`g`$ are real polynomials in $`z`$ of degree $`8`$ and $`12`$ respectively. Thus to specify real $`K3`$ we have $`9+13`$ parameters going into definition of $`f`$ and $`g`$ minus $`3`$ for $`SL(2,R)`$ symmetry which is the symmetry preserving the real structure acting on $`z`$, and an overall rescaling of the equation (the rescaling of $`x`$ and $`y`$ are frozen because we have chosen the coefficients of $`y^2`$ and $`x^3`$ to be one in the above equation). This gives us a total of $`18`$ real parameters. This is exactly the right number expected based on the fact that we need to describe 16 Wilson lines and the radii of two circles, the eighth and the ninth circle, as measured say from the heterotic string side. This is of course consistent, as we discussed before with the splitting of the lattice
$$\mathrm{\Gamma }^{18,2}\mathrm{\Gamma }^{17,1}+\mathrm{\Gamma }^{1,1}$$
where 17 parameters (16 Wilson lines and the ninth radius) go into defining the moduli of $`\mathrm{\Gamma }^{17,1}`$ and the eighth radius defines the moduli of $`\mathrm{\Gamma }^{1,1}`$. In fact in principle we can read off the exact point we are on the moduli, by simply measuring the volume (using the metric on $`K3`$) of the corresponding 2-cycles which correspond to elements in $`\mathrm{\Gamma }^{17,1}`$ and those of $`\mathrm{\Gamma }^{1,1}`$ (which gives the $`P_R`$ components of the corresponding elements, from which we can reconstruct the Lorentzian rotations). However, here we wish to develop some intuition in particular for the limit corresponding to going to 9 dimensions.
In going to 9 dimensions, we need to decompactify the eighth circle, which means taking the corresponding heterotic radius to infinity. As shown in equation (6.1) this means that the size of two sphere should be much bigger than the size of the elliptic class dual to it. The basic intuition we have, is in the case of F-theory, to which our situation is equivalent up to a change in complex structure. In that case the limit one takes is the elliptic fiber going to zero size. Moreover, in that limit the metric on $`K3`$ becomes independent of the position on the elliptic fiber (i.e. has an approximate $`U(1)\times U(1)`$ symmetry. Similarly here, we should first identify the analog of the elliptic fiber and then take the limit in moduli where it goes to zero size. More precisely we require that the integral
$$_E𝑑z\frac{dx}{y}0$$
We now need to get a better understanding of the elliptic class $`E`$ dual to our sphere. It should intersect it at a point. More precisely, for every point on the real two sphere, there should exist exactly one $`E`$ class, with a canonical BPS cycle chosen by minimizing the volume.
Figure 12: New elliptic fibration. The circles depicted here are the projection of the new $`E`$ class representative on the $`z`$-sphere that shrink to zero. $`B`$ is the projection of the new $`P^1`$ base on the old $`P^1`$. White dots are relative local branes, black and grey dots are non local to the white branes.
The real two sphere is a circle fibered over an interval on the real $`z`$-line where at the two ends it shrinks. This circle can be identified with one of the two circles in the original elliptic fibration of F-theory. The elliptic class $`E`$ dual to our real sphere, should have a cycle intersecting the cycle of the real sphere at one point, and corresponding to a cycle on the $`z`$-sphere, crossing the interval at one point transversally as shown for example in figure 12, where the image of $`E`$ on the sphere is drawn as circles. The case depicted in figure 12 is when all the 24 branes are on the real axis. Note that we can also view the elliptic class as a choice of a circle in the $`z`$-plane which intersects the interval $`B`$ transversally, and for which there is an invariant monodromy direction, which intersects the cycle corresponding to real sphere on the original elliptic fiber of F-theory at one point. As we change the intersection point of $`E`$ with the interval $`B`$ the image of $`E`$ crosses some of the branes on the real $`z`$-axis. We wish to argue that precisely those that it crosses are branes of the same $`(p,q)`$ type, as that of the cycle in the elliptic fiber which represents the cycle of $`E`$. This follows from the fact that as we cross the brane, represented by a class $`\beta `$, then the class $`\alpha `$ of $`E`$ changes by
$$\alpha \alpha (\alpha \beta )\beta $$
where the dot product is in the 1-cycles of the elliptic fiber. Since the infinitesimal change of the cycle should not affect the $`E`$ cycle globally (in particular we could choose the same cycle near $`B`$), this implies that $`\alpha \beta =0`$. In particular all the cycles that $`E`$ crosses are all of the same type! This is beginning to sound like type I’ as in type I’ only the branes of the same type are allowed. However this also implies that the E cycle cannot cross all the branes, because they are not all local relative to one another. Indeed what we will find is that precisely for the case we have depicted in figure 12 exactly 16 of them are of the same type and the $`E`$ can pass through them, and the last and first branes on either side (depicted by gray dots in the figure) will be the boundary of where the $`E`$ cycle reaches. These limiting cases would correspond to when the $`E`$ cycle crosses the interval $`B`$ at one of its boundary points.
Now the limit of going to $`9`$ dimensions is clear: We simply have to take the brane configurations corresponding to having zero size for all the cycles represented by $`E`$ on the $`z`$-plane to be of zero size. This in particular means, in the case where all the 24 branes are on the real axis, that the first four and the last four approach each other (this must also necessarily shrink all the other cycles as they are all represented by the same integral). Note that now we are also left with an effectively one dimensional object, with 16 branes on it, the boundaries of which are identified with the first and last branes (depicted by the gray dots). See Figure 12. Note that similar limits were taken in but in order to get a 10 dimensional picture of the heterotic strings.
From the viewpoint of counting parameters, in this limit we see that we have naively 20 real parameters left: 16 branes in the middle, 2 positions of where each group of 4 branes has collapsed and 2 relative $`SL(2,R)`$ invariants from cross rations of each of the two groups. The overall $`SL(2,R)`$ gets rid of 3 of them and we are left with 17 parameters which we can take to be 16 positions of the branes, and one parameter controlling the type I’ coupling at one of the orientifolds given by one of the cross ratios (the other one being fixed in terms of the rest).
Here we have mainly concentrated on the case where all the 24 branes were on the real line, but we know that 2 or 4 of them could be off of it. This should correspond to bringing one brane to the orientifold and crossing it. This means taking one of the white nodes in Fig. 12 and bringing it close to the last curve of the $`E`$ foliation. As that meets the first gray node, they can pair up to go to the complex plane. This corresponds to the fold disappearing off the genus 10 surface. In that case the second gray brane becomes the visible brane, i.e. becomes ‘white’ , as the last foliation of $`E`$ gets pushed further back (see Fig.13).
Figure 13: New elliptic fibration. The circles are the $`E`$ class representative that shrink to zero. $`B`$ is the projection of the new $`P^1`$ base on the old $`P^1`$. White dots are relative local branes, black and grey are non local to the white branes. There are two branes that can be IN or OUT the minimal $`E`$ cycles giving NEW white branes when they are OUT.
This we will demonstrate using monodromy arguments below. So far, even though two branes have gone to the complex plane, we are still in the regime of perturbative type I’, though in the regime where $`\theta _2<\theta _1<0`$. Again the last curve $`E`$, which shrinks to zero size in going to 9 dimensions, has four branes in it, and thus one real parameter describes their relative moduli, which is to be identified with the coupling at the orientifold. Now as we bring the last gray brane towards the physical brane beyond some point the curve $`E`$ will not include it anymore, which corresponds to pulling one extra brane out (see Fig.13). This is exactly what we were anticipating from the analysis we made of Type I’ perturbation breakdown. Moreover, note that now inside the last curve of $`E`$ we have 3 branes, and thus no relative moduli. This means that there is no degree of freedom associated with the orientifold, and in particular the coupling must be frozen there. We will demonstrate below, that the value is given by $`1/g=0`$, completing what we expected from all the regimes of moduli of heterotic strings.
7.2. Quantitative analysis
In this part we will start by giving the monodromy analysis of the configuration of branes that we studied in the qualitative analysis. This will show that the statements we made about the monodromy along the cycle denoted by $`E`$ are correct. Then we will go to the quantitative description of the 9 dimensional limit and its connection to type I’ like descriptions.
Monodromy Analysis
Luckily the monodromy of various singularities relevant for us have been extensively studied in , whose results we will borrow (for detailed conventions we refer the reader to their paper).
In F-theory the singular fibers are associated with 7-branes of the $`(p,q)`$ type (once we choose a convention of branch cuts on the $`𝐏^1`$) <sup>9</sup> $`p`$ and $`q`$ are coprimes and a brane $`(p,q)`$ is identified with a brane $`(p,q)`$. Let us denote the brane of $`(p,q)`$ type by $`X_{[p,q]}`$. The monodromy around any $`X_{[p,q]}`$ fiber is given by
$$K_{[p,q]}=\left(\begin{array}{cccc}1+pq& & & p^2\\ \\ q^2& & & 1pq\end{array}\right)$$
Note that when we get $`n`$ branes of the same type together we get an $`A_{n1}`$ singularity. Now let us consider the case where we have all the branes on the real axis. We identify this with the configuration obtained in by starting with $`\widehat{E}_8,\widehat{E}_8,A,A`$ (where $`\widehat{E}_8`$ is the affine version of $`E_8`$) and then going down to $`\widehat{E}_2,\widehat{E}_2,A^{16}`$. Where $`A=X_{[1,0]}`$ and $`\widehat{E}_2`$ will be given below.
The brane assignments in this geometry have been given. If we set the 16 relative local branes to be the $`A`$ branes, then the non-trivial structure for the branes denoted by $`B1C2C1X1`$ (and similarly for $`B2C4C3X2`$) are given by
$$\widehat{E}_2=BCCX_{[3,1]}$$
where $`B=X_{[1,1]}`$ and $`C=X_{[1,1]}`$. This makes clear the notation chosen to denote the branes in Figure 11. In Appendix B we give a review of the properties of the $`\widehat{E}_2`$ configuration that lead to the identification made.
This assignment of brane type can be replaced by any of its equivalent configurations<sup>10</sup> By equivalent we mean that they are related by moving branch cuts. In general, global $`SL(2,Z)`$ conjugations are also allowed but in our case we restrict the possibilities only to those of the $`T`$ type since we do not want to change the type of the 16 $`A`$ branes. See for the general case and more details.,
$$BCCX_{[3,1]}BCBC$$
$$BCCX_{[3,1]}X_{[1,1]}X_{[3,1]}X_{[3,1]}X_{[5,1]}CX_{[3,1]}X_{[3,1]}X_{[5,1]}$$
where in the first case the branch cut of the $`X_{[3,1]}`$ brane was moved through the $`C`$ brane next to it so that it becomes a $`B`$ on the other side of the $`C`$ brane. In the second case $``$ means a global conjugation by $`T^2`$ and after that we used that $`X_{[1,1]}X_{[1,1]}=C`$.
If we compute the monodromy <sup>11</sup> Following the conventions of , for a configuration of branes $`X_{[p_1,q_1]}\mathrm{}X_{[p_n,q_n]}`$ the total monodromy is given by $`K_{[p_n,q_n]}\mathrm{}K_{[p_1,q_1]}`$ around any ordered collection of the branes one finds that it does not have an invariant direction, except when we take the monodromy by the whole group, in which case the monodromy is given by $`T^8`$ where $`T`$ and $`S`$ are the generators of $`SL(2,Z)`$. Each of the other 16 branes being of the $`A`$ type has a $`T^1`$ monodromy. Therefore, each time the $`E`$ cycle passes through one of them, the monodromy matrix shifts its power by $`1`$, until it reaches $`T^8`$ around the last cycle on the other side. Note the power of monodromy (taking into account orientations) is correlated with the $`D8`$ brane charge we wish to assign to the orientifold for type I’.
We also discussed the possibility of moving one $`A`$ brane towards one of the group of 4 branes contained in the last $`E`$ cycles. Once we do that there is one more possible equivalent configuration given by,
$$ABCCX_{[3,1]}AABX_{[2,1]}X_{[5,1]}$$
It is important to follow the chain of equivalence relations that led to the above result,
$$ABCCX_{[3,1]}ACX_{[3,1]}X_{[3,1]}X_{[5,1]}CX_{[2,1]}X_{[3,1]}X_{[3,1]}X_{[5,1]}$$
$$CAX_{[2,1]}X_{[3,1]}X_{[5,1]}AX_{[0,1]}X_{[2,1]}X_{[3,1]}X_{[5,1]}$$
$$AX_{[0,1]}AX_{[2,1]}X_{[5,1]}AABX_{[2,1]}X_{[5,1]}$$
where in (7.1) $``$ is that of (7.1) and $``$ is moving $`A`$ through the $`C`$ brane becoming an $`X_{[2,1]}`$ brane. In (7.1) the first $``$ is moving the left $`X_{[3,1]}`$ through $`X_{[2,1]}`$ becoming an $`A`$ brane and the second is moving the $`C`$ through the $`A`$ becoming a $`X_{[0,1]}`$ brane. Finally, in (7.1) the first $``$ is moving the remaining $`X_{[3,1]}`$ through $`X_{[2,1]}`$ becoming an $`A`$ brane and the last $``$ is moving the $`X_{[0,1]}`$ through the $`A`$ brane becoming a $`B`$ brane.
This makes clear that the two $`A`$ branes in the final result are the same as the two $`C`$ branes of the initial configuration and that the initial $`A`$ brane is now a $`X_{[2,1]}`$ brane.
Let us use this chain to explain the transition between the different Real $`K3`$’s discussed earlier in this section. Consider in Figure 11 the first $`A`$ brane approaching $`B1`$ that according to the result of (7.1) can be thought of as a $`C`$ brane. These two form an $`H_0=AC`$ configuration that has no gauge symmetry associated to it and then take off the real line. This is illustrated in (7.1). Now the $`C2`$ brane – given by $`X_{[3,1]}`$ in (7.1) – becomes an $`A`$ brane in (7.1) and it is free to move in the interval. The remaining four branes still have a total $`T^8`$ monodromy. We simply have exchanged one $`A`$ brane by another $`A`$ brane. This is the same as exchanging the last brane with its mirror brane in the Type I’ language. Now however, we can also push the $`C1`$ brane pass the $`X_{[2,1]}`$ monodromy and as before, it converts the $`X_{[3,1]}`$ brane again to an $`A`$ brane. This is given in (7.1). Now if we consider the foliation of the $`E`$ curve to pass just through the $`BX_{[2,1]}X_{[5,1]}`$ branes, then we obtain the monodromy $`T^9`$. This is again correlated with the charge at the orientifold expected when we pull an extra brane off.
Type I’ like descriptions
In the F-theory configuration studied by Sen , where the gauge group was $`SO(8)^4`$, it was possible to show that the Type IIB description was nothing but the orientifold $`T^2/(1)^{F_L}\mathrm{\Omega }𝐙_\mathrm{𝟐}`$. It was also shown that upon T-duality on each of the circles of the $`T^2`$ this orientifold was equivalent to Type I on $`T^2`$. Suppose now that one of the circles of the Type I theory is very small, then we have to go to the T-dual description that is Type I’. Therefore it is natural to expect that the F-theory description in some regimes can be connected to Type I’ upon a single T-duality. Of course, this is only possible if on the F-theory side we are working with a configuration that admits a natural $`S^1`$ action and in the qualitative analysis we found that this is the case.
In order to study the 9 dimensional limit and get explicit results to match with the Type I’ description, we will consider explicit expressions for the metric in the limit corresponding to large eighth radius, and try to get the relevant physical quantities in 9 dimensions.
The crucial point that we will try to argue now is that in the 9 dimensional limit, the generic fiber of the original F-theory compactification is degenerating and moreover the complex structure will grow like $`\mathrm{Im}(\tau )R_8`$.
In F-theory, as it was pointed out in , the middle monomial of $`f(z)`$ and $`g(z)`$ will control the complex and kähler structure of the dual heterotic $`T^2`$. In the limit to 9 dimensions both moduli blow up and therefore we expect that the corresponding monomials will dominate the rest at generic points on the $`z`$ sphere. (See section 8.1 for more details)
This means that in order to get information from the general behavior of the periods of $`B`$ and $`E`$ we can consider the elliptic equation to be of the form $`y^2=x^3+\alpha z^4x+\beta z^6`$. The corresponding periods are obtained, as it was explained in the qualitative part, by integrating the holomorphic 2-form over the corresponding cycle<sup>12</sup> Here $`E`$ and $`B`$ denote the new elliptic fiber and the new base respectively, but also they are used to denote the projection of the corresponding 2-cycles on the F-theory base..
$$\mathrm{\Gamma }_E=_E\frac{dx}{y}𝑑z\mathrm{and}\mathrm{\Gamma }_B=_B\frac{dx}{y}𝑑z$$
rescaling $`xz^2x`$ we get the following result,
$$\mathrm{\Gamma }_E=_a\frac{dx}{\sqrt{x^3+\alpha x+\beta }}_E\frac{dz}{z}=2\pi i\left(\frac{w_1}{2}\right)$$
where the first integral is over the $`a`$ cycle of the generic fiber of F-theory. This integral is nothing but the first half period $`\frac{w_1}{2}`$ and the integral over $`z`$ is independent of the 1-cycle $`E`$ and gives only $`2\pi i`$ since the $`E`$ cycle winds around the origin once.
The period over $`B`$ is given by
$$\mathrm{\Gamma }_B=_b\frac{dx}{\sqrt{x^3+\alpha x+\beta }}_B\frac{dz}{z}=\frac{w_2}{2}\mathrm{ln}(\frac{z_{X2}}{z_{X1}})$$
where the first integral is over the $`b`$ cycle and gives us the second half period.
But we know that $`\mathrm{\Gamma }_E\frac{1}{R_8}`$ and $`\mathrm{\Gamma }_BR_8`$. This immediately implies that $`w_1\frac{1}{R_8}`$ and $`w_2\mathrm{ln}(\frac{z_{X2}}{z_{X1}})R_8`$. This tells us that
$$\tau =\frac{w_2}{w_1}R_8$$
at least. But it can not have higher powers of $`R_8`$ since $`\tau `$ has to reduce to the heterotic complex structure in the 10 dimensional limit. This implies that $`w_21`$ and therefore
$$\mathrm{ln}\left(\frac{z_{X2}}{z_{X1}}\right)R_8$$
Now we are ready to continue with the analysis of the limit to 9 dimensions.
The metric for the sphere in the type IIB compactification equivalent to F-theory on $`K3`$ was given as part of the 10 dimensional metric in (2.1) .
Certainly this metric is very hard to handle under general considerations but here we will make use of some approximations that will become exact in the strict limit to 9-dimensions.
Using that $`\mathrm{Im}(\tau )1`$ it is possible to write,
$$\eta (\tau )=q^{1/24}\mathrm{and}q^1=j(\tau )=\frac{f^3}{\mathrm{\Delta }}\frac{\eta ^2}{\mathrm{\Delta }^{1/12}}=\frac{1}{f^{1/4}}$$
Therefore the metric reduces to,
$$ds^2=k\mathrm{Im}(\tau )\left|\frac{dz}{f^{1/4}(z)}\right|^2$$
This computation only makes sense in the regions where the only monodromies that $`\tau `$ can find are of the form $`T^n`$ for some integer $`n`$. But we saw that this is the case in the regions that we expect to see in the 9 dimensional limit.
Moreover, now we can make use of our knowledge about the zeros of $`f(z)`$. From Figure 8$`D`$ we can conclude that in the case where the two branes are real $`f(z)`$ should have four real zeros inside the minimal cycle of the $`E`$ class. If the two branes are complex, then we will see in the Appendix B that $`f(z)`$ still have four zeros (only two of them are real) inside the minimal $`E`$ cycle even in the case where the latter contains only three branes. Therefore we will have control over $`f(z)`$ in the 9 dimensional limit when the two minimal $`E`$ cycles will effectively shrink to a point. The final point we need to work out is the behavior of $`\mathrm{Im}(\tau )`$.
A very convenient choice of coordinates over the $`P^1`$ is one that will parametrize in a natural way the circle action – that become an actual symmetry in the limit – induced by moving along the $`E`$ class representatives and the position along the $`B`$ cycle that is the projection of the new $`P^1`$ on the F-theory sphere. See Figure 12 and 13.
Let us start by locating the two groups of four branes one near $`z=0`$ and the other near $`z=\mathrm{}`$. This means that,
$$|z_i|>\mathrm{Max}(|X1|,|C1|,|C2|,|B1|)|z_i|<\mathrm{Min}(|X2|,|C3|,|C4|,|B2|)$$
where we have denoted by $`z_i`$ with $`i=1,\mathrm{},16`$ the position of the 16 $`A`$ branes. The branes are ordered by $`|z_i||z_j|`$ if $`i<j`$.
Let $`|X1|>\mathrm{Max}(|C1|,|C2|,|B1|)`$ and $`|X2|<\mathrm{Min}(|C3|,|C4|,|B2|)`$, therefore we have, $`|X2||z_{16}|\mathrm{}|z_1||X1|`$.
The polynomial $`f(z)`$ can be written as follows,
$$f(z)=C_2\underset{i=1}{\overset{4}{}}(z\widehat{z}_i)(z\widehat{\stackrel{~}{z}}_i)$$
where $`|\widehat{z}_i|>|X2|`$ and $`|\widehat{\stackrel{~}{z}}_i|<|X1|`$ for all $`i=1,\mathrm{}4`$. If we concentrate in the region $`|X1|<|z|<|X2|`$ that will be the physical region after the limit, then $`f(z)`$ can be written approximately as,
$$f(z)=C_2\left(\underset{i=1}{\overset{4}{}}\widehat{z}_i\right)z^4$$
This implies that the metric is roughly $`ds^2\mathrm{Im}(\tau )\left|\frac{dz}{z}\right|^2`$, this motivates a conformal transformation from the sphere $`z`$ to a cylinder by,
$$z=e^w$$
In this new coordinates we can write the discriminant as follows,
$$\mathrm{\Delta }=C_1e^{12(w+w_{cm})}\underset{i=1}{\overset{24}{}}\mathrm{sinh}(\frac{1}{2}(ww_i))$$
where $`w_{cm}=\frac{1}{24}_{i=1}^{24}w_i`$ and $`w_i`$ are the position of the 24 branes in the new coordinates.
From (7.1) we see that the natural coordinates to introduce in order to parametrize the region between $`X1`$ and $`X2`$ are $`w=R_8(y_1+iy_2)`$ where $`y_1,y_2𝐑`$.
Now, in the case where $`R_81`$ we have that,
$$\mathrm{sinh}\left(\frac{1}{2}(ww_i)\right)(\mathrm{Phase})e^{R_8|y_1y_1^i|/2}$$
Therefore, the discriminant can be written as,
$$\mathrm{\Delta }=C_1e^{R_8(12(y+y_{cm})+\frac{1}{2}(y_{x2}+y_{C3}+y_{C4}+y_{B2})\frac{1}{2}(y_{x1}+y_{C1}+y_{C2}+y_{B1})+\frac{1}{2}_{i=1}^{16}|yy_i|)}$$
In this expression we have replaced $`y_1=\mathrm{Re}(y)`$ by $`y`$ itself in order to save some notation. The $`C_1`$ constant contains all the phase factors that were produced in addition to a normalization constant that will be fixed later.
In this coordinates $`f(z)`$ also takes a special form,
$$f(z)=C_2e^{R_8(4y+_{i=1}^4\stackrel{~}{y}_i)}$$
Now we are ready to compute $`\mathrm{Im}(\tau )`$. This can be done by using (2.1).
$$j(\tau )=1728\frac{4f^3}{\mathrm{\Delta }}=(\mathrm{Phase})e^{R_8(C_3+3_{i=1}^4\stackrel{~}{y}_i(y_{x2}+y_{C3}+y_{C4}+y_{B2})\frac{1}{2}_{i=1}^{16}y_i\frac{1}{2}_{i=1}^{16}|yy_i|)}$$
where $`C_3`$ is defined to contain all the constants that might arise from $`f(z)`$ and $`\mathrm{\Delta }`$. And the factor in front of the exponential contains all the phases from the different terms. This phase factor will not affect $`\mathrm{Im}(\tau )`$ and reveals the independence of $`\mathrm{Im}(\tau )`$ from the radial direction of the cylinder.
We will use that $`j(\tau )q^1`$. This approximation will become exact in the limit $`R_8\mathrm{}`$ and it is valid in all the regions we are considering, even close to the end points . Now we have to distinguish between the three regimes that were analyzed in previous discussions.
Case I: All 24 branes are real.
Using the above approximation we get that,
$$Im(\tau )=\frac{1}{2\pi }R_8(C_3+3\underset{i=1}{\overset{4}{}}\stackrel{~}{y}_i(y_{x2}+y_{C3}+y_{C4}+y_{B2})\frac{1}{2}\underset{i=1}{\overset{16}{}}y_i\frac{1}{2}\underset{i=1}{\overset{16}{}}|yy_i|)$$
Now let us use that in the limit, $`\stackrel{~}{y}_iy_{C3}y_{C4}y_{B2}y_{X2}`$ in order to replace all of them by $`y_{X2}`$, therefore we get that,
$$Im(\tau )=\frac{1}{2\pi }R_8\left(C_3+8\left[(y_{X2}y_{cm})\frac{1}{16}\underset{i=1}{\overset{16}{}}|yy_i|\right]\right)$$
by the symmetry of the problem, we can always choose $`y_{cm}=\frac{1}{16}_{i=1}^{16}y_i`$ to be smaller or equal to zero without lost of generality. (This is analog to the freedom of reflecting the interval coordinates in Type I’ in order to put the branes as close as possible to the origin).
Now we see that $`\mathrm{Im}(\tau )|{}_{(y=y_{X2})}{}^{}=R_8C_3`$ and $`\mathrm{Im}(\tau )|{}_{(y=y_{X2})}{}^{}=R_8(C_316y_{cm})`$ where $`C_3`$ has to be fixed by an actual computation of the average of $`\mathrm{Im}(\tau )`$ around the minimal $`E`$ cycle containing the four branes. This value is controlled by the cross ratio of the four branes positions that is an $`SL(2,𝐑)`$ invariant and it is the only modulus that survives the limit. This computation tells us that $`\mathrm{Im}(\tau )`$ is positive in the physical region, signalling that our computation is valid.
It is important to notice that the appearance of a piece wise linear function is due to the fact that the logarithmic behavior of the 2 dimensional “electric” potential of the $`A`$ branes – that are point like charges in the sphere – is smoothed out to a linear function that changes slope at the position of the charge when the limit is taken and the sphere reduces to a 1-dimensional object.
Case II: A pair of branes are complex and 22 branes are real. If we are in the regime of parameters where there are still 4 branes enclosed by the last $`E`$ curve (on the side where the pair of branes have become complex), then the story is as in case I. However, if the last $`E`$ curve encloses only three branes, the story changes. Following the same analysis as in case I we get,
$$Im(\tau )=\frac{1}{2\pi }R_8(C_3+3\underset{i=1}{\overset{4}{}}\stackrel{~}{y}_i(y_{x2}+y_{C3}+y_{C4})\frac{1}{2}\underset{i=0}{\overset{16}{}}y_i\frac{1}{2}\underset{i=0}{\overset{16}{}}|yy_i|)$$
Notice that now the sums run from $`0`$ to $`16`$ since a new $`A`$ brane is in the bulk and its position is denoted by $`y_0`$. The answer in this case is
$$Im(\tau )=\frac{1}{2\pi }R_8\left(C_3+9y_{X2}\frac{17}{2}y_{cm}\frac{1}{2}\underset{i=1}{\overset{16}{}}|yy_i|\right)$$
Now we see that
$$\mathrm{Im}(\tau )\left|{}_{(y=y_{X2})}{}^{}=R_8(C_3+\frac{1}{2}y_{X2})\mathrm{and}\mathrm{Im}(\tau )\right|{}_{(y=y_{X2})}{}^{}=R_8(C_3+\frac{1}{2}y_{X2}\frac{17}{2}y_{cm})$$
In this case the value of $`C_3`$ can be fixed completely because we only have three branes inside the minimal cycle and therefore no parameter left after the limit.
Case III: Two pairs of branes are complex and 20 branes are real. Again if the last $`E`$ curves on either side enclose 4 branes, or one contains 4 and the other 3, we are reduced to cases I and II above. However if the last $`E`$ curve encloses only 3 branes on each side the story changes. We now have two more ‘visible’ branes in the bulk (whose positions are denoted by $`y_0`$ and $`y_{17}`$) and the same analysis as above results in
$$Im(\tau )=\frac{1}{2\pi }R_8(C_3+3\underset{i=1}{\overset{4}{}}\stackrel{~}{y}_i(y_{x2}+y_{C3}+y_{C4})\frac{1}{2}\underset{i=0}{\overset{17}{}}y_i\frac{1}{2}\underset{i=0}{\overset{17}{}}|yy_i|)$$
and using the approximation $`\stackrel{~}{y}_iy_{C3}y_{C4}y_{X2}`$ we get,
$$Im(\tau )=\frac{1}{2\pi }R_8\left(C_3+9\left[(y_{X2}y_{cm})\frac{1}{18}\underset{i=0}{\overset{17}{}}|yy_i|\right]\right)$$
Now we have that $`\mathrm{Im}(\tau )|{}_{(y=y_{X2})}{}^{}=R_8C_3`$ and $`\mathrm{Im}(\tau )|{}_{(y=y_{X2})}{}^{}=R_8(C_318y_{cm})`$. In this case the two values can be computed. Using the counting of parameters, we can set only 17 positions of the branes to be independent and therefore $`y_{cm}`$ is frozen to zero. Moreover, as discussed in Case II, the value of $`\mathrm{Im}(\tau )`$ at the ends is also frozen since we only have three branes and no cross ratio can be constructed, hence, no modulus survives the limit.
The computation of the constant $`C_3`$ can be done explicitly in the Cases II and III, since all we have to do is to choose a configuration where the three branes are isolated and compute $`\mathrm{Im}(\tau )`$ as they collapse to a point. The configuration we are talking about is called $`\widehat{\stackrel{~}{E}}_0`$ and it is known to be out of the reach of Kodaira singularities at finite distance in moduli space in 8 dimensions. However, the limit to 9 dimensions is at infinite distance and the collapse to a point becomes meaningful. In the appendix A it is shown that following the analysis of the $`\widehat{\stackrel{~}{E}}_0`$ configuration can be properly isolated and the value we are looking for is given by $`\mathrm{Im}(\tau )=\frac{1}{2}`$.
In Case II, this implies that $`R_8(C_3+\frac{1}{2}y_{X2})=\frac{1}{2}`$ and in Case III we get that $`R_8(C_3)=\frac{1}{2}`$.
Therefore, in the limit to 9 dimensions we get in the first case that $`C_3+\frac{1}{2}y_{X2}0`$ and in the second $`C_30`$ since they go as $`\frac{1}{R_8}`$.
Summarizing the results of this part, we have found that the metric in each case is given by
$$ds^2=kIm(\tau )\left|\frac{dz}{z}\right|^2+\eta _{\mu \nu }dx^\mu dx^\nu =kR_8^2Im(\tau )\left(dy_1^2+dy_2^2\right)+\eta _{\mu \nu }dx^\mu dx^\nu $$
where $`k`$ is an overall constant that is the usual F-theory - heterotic duality contains information about the 8-dimensional heterotic coupling since the latter is related to the overall volume of the $`P^1`$ base. And $`\mathrm{Im}(\tau )`$ is given by,
$$Im(\tau )=\{\begin{array}{cccc}\frac{1}{2\pi }R_8\left(C_3+8\left[(y_{X2}y_{cm})\frac{1}{16}_{i=1}^{16}|yy_i|\right]\right)& & & \mathrm{Case}\mathrm{I}\\ \\ \frac{1}{2\pi }R_8\left(\frac{17}{2}\left[y_{X2}y_{cm}\frac{1}{17}_{i=1}^{16}|yy_i|\right]\right)& & & \mathrm{Case}\mathrm{II}\\ \\ \frac{1}{2\pi }R_8\left(9\left[y_{X2}\frac{1}{18}_{i=0}^{17}|yy_i|\right]\right)& & & \mathrm{Case}\mathrm{III}\end{array}$$
Up to terms of order $`0`$ in $`R_8`$ that will become irrelevant in the limit $`R_8\mathrm{}`$
Connection to Type I’ and Type I’ like descriptions
Now we are ready to find the connection of our descriptions to Type I’ in the case where we expect Type I’ to be valid using the observation made from Sen’s analysis.
In the coordinates for the cylinder we find that the 10 dimensional metric is given by
$$ds^2=kR_8^2\mathrm{Im}(\tau )(dy_1^2+dy_2^2)+\eta _{\mu \nu }dx^\mu dx^\nu $$
where $`\mu ,\nu =0,\mathrm{},7`$. (Here we are back to the notation $`y=y_1+iy_2`$)
This metric is in the Einstein frame. This is the frame where the $`SL(2,𝐙)`$ U-duality group of IIB theory is manifest.
The idea is to perform a T-duality along the circles that the limit to 9-dimensions has created for us. Therefore, we first have to go to the string frame by using that $`G^{(E)}=e^{\frac{\varphi _{\mathrm{IIB}}}{2}}G^{(S)}`$. By definition $`Im(\tau )=e^{\varphi _{\mathrm{IIB}}}`$ and therefore we get,
$$ds_{(s)}^2=kR_8^2(\mathrm{Im}(\tau ))^{1/2}(dy_1^2+dy_2^2)+(Im(\tau ))^{1/2}(\eta _{\mu \nu }dx^\mu dx^\nu )$$
In the decompactification limit, the $`y_2`$ dependence of $`Im(\tau )`$ drops out as it was shown before. This makes manifest that the circle action predicted in the qualitative part has become exact.
Before performing the T-duality we should give make $`k`$ a bit more explicit. $`k`$ can be computed – as we will do in the $`E_8\times E_8`$ example – by the fact that the volume of the $`P^1`$ of F-Theory should be equal to the heterotic coupling in 8 dimensions.
The volume is easy to compute since the metric is just a cylinder with varying radius in $`y_1`$. Therefore, using the metric we have,
$$\mathrm{Vol}(P^1)=2\pi kR_8_{y_{x2}}^{y_{x2}}F(y)𝑑y$$
where we have defined $`F(y)=\frac{2\pi \mathrm{Im}(\tau )}{R_8}`$. Therefore the integral is finite in the limit $`R_8\mathrm{}`$.
Using now that $`\mathrm{Vol}(P^1)=e^{\varphi _{h8}}`$ and that $`e^{\varphi _{h8}}=\frac{e^{\varphi _{h(10)}}}{(R_9R_8)^{1/2}}`$ we get that the singular behavior of $`k`$ is $`kR_8^{5/2}`$. This result tells us that the metric (7.1) behaves as follows,
$$ds^2F(y_1)^{1/2}(dy_1^2+dy_2^2)+R_8^{1/2}F(y_1)^{1/2}(\eta _{\mu \nu }dx^\mu dx^\nu )$$
Let us now perform the T-duality in the 8-th direction. This will only change the radius of the 8-th circle to its inverse. Remember that $`y_2y_2+\frac{2\pi }{R_8}`$. Introducing a new variable $`x^8`$ and rescaling the other $`x^\mu `$ the metric can be written schematically as follows,
$$ds^2=F(y_1)^{1/2}dy_1^2+F(y_1)^{1/2}(\eta _{\mu \nu }dx^\mu dx^\nu )$$
where now $`\mu ,\nu =0,\mathrm{},8`$.
Finally, we would like to bring the metric to a conformally flat metric. This can be done by a simple change of coordinates since the metric only depends on $`y_1`$ and it is already in the desired form in 9 of the dimensions. The change of coordinates will have to be such that,
$$F(y_1)^{1/2}dy_1^2=F(y_1)^{1/2}dx_9^2$$
Once this is done the metric looks like $`ds^2=F(y_1)^{1/2}(\eta _{MN}dx^Mdx^N)`$ where $`(M,N=0,\mathrm{},9)`$.
The final step is to express $`F(y)`$ in terms of $`x_9`$. The result of doing this is simply that, up to a constant<sup>13</sup> In a more detailed computation, as will be done for some examples in section 8.1, all the constants that we have not written can be computed and reproduces precisely the results expected from Type I’.,
$$F(y)=(z(x_9))^{2/3}$$
where $`z(x_9)`$ are the functions in (2.1) for the case with 24 real branes and a generalization like (5.1) for the case with 20 real branes.
For the example of $`8.2`$ we will be able to compute all the relevant quantities of Type I’ from this description, i.e., $`B`$, $`C`$ and the position of the branes.
The other computation that can be done explicitly is the appearance of the dilaton of Type I’ as the T-dual of the IIB dilaton.
Here we only need to use that the T-dual IIB dilaton $`\stackrel{~}{\varphi }`$ is given by,
$$e^{\stackrel{~}{\varphi }}=e^{\varphi _{IIB}}$$
where the dual radius $``$ is given by $`F(y)^{1/4}R_8`$. But $`e^{\varphi _{IIB}}=(\mathrm{Im}(\tau ))^1=R_8^1F(y)^1`$. Therefore we get,
$$e^{\stackrel{~}{\varphi }}=F(y)^{5/4}=(z(x_9))^{5/6}$$
that is precisely the behavior expected in Type I’ as was shown in in (2.1).
8. EXAMPLES
In this section we first review the 9 dimensional limit of $`E_8\times E_8`$ theory by taking the appropriate limit of F-theory. We then show how the real resolution of $`E_8\times E_8`$ gives rise to the real $`K3`$ structure anticipated on general grounds.
8.1. 9 dimensional limit of $`E_8\times E_8`$
In the quantitative analysis of section 7 we described how the connection between Real $`K3`$ configurations and Type I’ like descriptions can be achieved. It is the aim of this part of the section to apply all the result we got to a simple case where we expect the usual Type I’ description and to show how non trivial quantities match with full precision. The point we are going to study is the $`E_8\times E_8`$. The relevant Type I’ description was given in section 2.1 with the important results at the end of the section.
We will start by considering the 8 dimensional description of the $`E_8\times E_8`$ theory with zero Wilson lines in terms of F-theory.
The moduli space of the heterotic compactification is given in terms of two complex parameters, $`U`$ denoting the complex structure and $`T`$ denoting the complexified Kähler structure of the $`T^2`$, and one real parameter given by the 8 dimensional coupling constant.
The F-theory model in this case is given in terms of the following elliptic equation,
$$y^2=x^3+\alpha z^4x+z^5(1+\beta z+z^2)$$
The defining polynomials are $`f(z)=\alpha z^4`$ and $`g(z)=z^5(1+\beta z+z^2)`$. $`\alpha `$ and $`\beta `$ are complex parameters that should be mapped to the $`U`$ and $`T`$ and the volume of the $`P^1`$ base will be related to the heterotic coupling constant.
The explicit map was found in and it is given by
$$j(iU)j(iT)=1728^2\left(\frac{\alpha }{3}\right)^3$$
$$(j(iU)1728)(j(iT)1728)=1728^2\left(\frac{\beta }{2}\right)^2$$
In (8.1) we can see that the $`(\mathrm{PSL}(2,Z)\times \mathrm{PSL}(2,Z))/Z_2`$ symmetry of the heterotic compactification is explicit in the map.
Now let us take the decompactification limit on the heterotic side, this means that we are taking a rectangular ($`\theta =0`$) torus with zero B-field ($`B_{12}=0`$) and $`R_8^h>>R_9^h>R_{9c}^h`$. With this choice we are breaking the full $`(\mathrm{PSl}(2,Z)\times \mathrm{PSL}(2,Z))/Z_2`$ symmetry but at the end we will recover the $`Z_2`$ symmetry of the $`S^1`$ heterotic compactification to 9 dimensions.
In this limit, we can approximate $`j(iU)=e^{2\pi U}`$ and $`j(iT)=e^{2\pi T}`$.
The discriminant of (8.1) is given by
$$\mathrm{\Delta }=4f^3+27g^2=z^{10}\left(4\alpha ^3z^2+(1+\beta z+z^2)^2\right)$$
The roots of (8.1) can easily be found by noting that (8.1) can be factorized in two quadratic pieces,
$$\mathrm{\Delta }=27z^{10}\left(z^2+\left(\beta +2\left(\frac{\alpha }{3}\right)^{3/2}\right)z+1\right)\left(z^2+\left(\beta 2\left(\frac{\alpha }{3}\right)^{3/2}\right)z+1\right)$$
Using the map (8.1) we find that in the limit the roots behave as follows,
$$z_1=e^{\pi (TU)}z_2=e^{\pi (TU)}z_{X1}=e^{\pi (T+U)}z_{X2}=e^{\pi (T+U)}$$
It is important to notice that the four roots came out real, two on $`R^+`$ and two on $`R^{}`$ while the $`E_8`$ singularities are located at $`z=0`$ and at $`z=\mathrm{}`$.
We can also obtain these results directly from our discussion of the relation between the periods of the base and elliptic fiber and the radius of the eighth dimension derived in (6.1). The periods we are interested in can be written in the following form,
$$\mathrm{\Gamma }=_\gamma |p\tau q|\left|\frac{\eta ^2(\tau )}{\mathrm{\Delta }^{1/12}}\right||dz|$$
where $`\gamma `$ is the relevant 1-cycle on the F-theory $`P^1`$ base shown in Figure 12. This formula for the periods is the same that would give the mass of a $`(p,q)`$ BPS open string stretched along $`\gamma `$. It is possible to choose basis in which $`X1`$ and $`X2`$ are $`(3,1)`$ branes and $`z_1`$ and $`z_2`$ are $`(1,0)`$.
Here we will only assume that $`Im(\tau )1`$. This implies that the period formula reduces to,
$$\mathrm{\Gamma }=_\gamma |p\tau q||\alpha |^{1/4}\left|\frac{dz}{z}\right|$$
It is possible to remove the $`|\alpha |^{1/4}`$ factor since it is an overall normalization of the periods and we will be computing only ratios. Let us compute first the period corresponding to $`\gamma =E`$ and the cycle $`(1,0)`$,
$$_8=_{|z|=1}\left|\frac{dz}{z}\right|=2\pi $$
Next, let us compute the period corresponding to $`\gamma =B`$ and the cycle $`(1,0)`$,
$$_9=_{z_1}^{z_2}\left|\frac{dz}{z}\right|=2ln(z_2)$$
where use have been done of the fact that $`z_1=1/z_2`$. From the heterotic string we learn that the ratio of these to periods should be equal to $`TU`$.
This immediately tells us that,
$$\frac{_9}{_8}=TU=\frac{\mathrm{ln}(z_2)}{\pi }z_2=e^{\pi (TU)}$$
In order to compute $`z_{X1}`$ we need the value of $`\tau `$ and following a procedure similar to that of the previous section we get,
$$\tau =\frac{i}{2\pi }\left(3\mathrm{ln}(\alpha )\mathrm{ln}(z_{X2})\mathrm{ln}(z_2)\right)$$
From the elliptic equation we have that we can choose $`z_2𝐑^+`$ and $`z_{X2}𝐑^{}`$ and $`\alpha 𝐑^{}`$.
This implies that $`|\tau |=\frac{1}{2\pi }\mathrm{ln}\left(\frac{\alpha ^3}{z_{X2}z_2}\right)`$. Now we can compute the two other periods corresponding to $`\gamma =E`$ and the cycle $`(3,1)`$ and to $`\gamma =B`$ and the cycle $`(3,1)`$,
$$_9=_{|z|=1}|\tau |\left|\frac{dz}{z}\right|=\mathrm{ln}\left(\frac{\alpha ^3}{z_{X2}z_2}\right)$$
Finally, after a some computations,
$$_8=_{z_{X1}}^{z_{X2}}|\tau |\left|\frac{dz}{z}\right|=\frac{1}{2\pi }\left(2\mathrm{ln}(z_{X2})\mathrm{ln}(\alpha ^3)3\mathrm{ln}^2(z_{X1})\mathrm{ln}^2(z_2)\right)$$
Using the ratio $`_9/_8=U`$ it follows from (8.1) , (8.1) and (8.1) that,
$$\frac{\alpha ^3}{z_{X2}}=e^{\pi (T+U)}$$
The last independent ratio we have is,
$$\frac{_8}{_8}=TU$$
Using (8.1) , (8.1) and (8.1) we get our final result,
$$z_{X2}=e^{\pi (T+U)}z_1=e^{\pi (TU)}$$
It is important to remark that the periods for this example can also be computed explicitly without the use of the 9-dimensional limit in terms of hypergeometric functions , but in this example we were interested in showing how the approximation works and become exact in the limit in a simple case. We have thus found perfect agreement with the results of .
The metric on the $`P^1`$ is given by (2.1). Let us restrict our attention to the region of the $`P^1`$ given by $`\mathrm{\Gamma }=\{zC/e^{\pi (T+U)}<|z|<e^{\pi (T+U)}\}`$. It is not hard to check that $`|j(\tau )|>>1z\mathrm{\Gamma }`$. This justifies the use of the approximations of all the previous sections and we write the metric as,
$$ds^2=k(Im(\tau ))|\alpha |^{1/2}\left|\frac{dz}{z}\right|^2$$
If $`\tau `$ were constant, this metric would describe a cylinder, so it is natural to change coordinates given by the conformal map from the complex plane to a cylinder of radius $`2\pi `$, namely, $`z=e^w`$ as it was suggested in the previous section. Now we introduce $`w=R_8(y_1+iy_2)`$. In the notation of the previous section we have,
$$y_{X2}=\pi (R_9+\frac{2}{R_9})y_9=\pi (R_9\frac{2}{R_9})y_8=y_9y_{X1}=y_{X2}$$
Now we can compute $`\mathrm{Im}(\tau )`$ with the following result,
$$\mathrm{Im}(\tau )=\frac{R_8}{2\pi }\left[y_{X2}\frac{1}{2}|y+y_9|\frac{1}{2}|yy_9|\right]$$
This is already looking like the structure in (2.1) .
Next we have to compute the volume of the F-theory sphere in this limit. This is easily done using the metric at hand and integrating only on the region between $`y_{X2}`$ and $`y_{X2}`$. The result is given by,
$$\mathrm{Vol}(P^1)=8\pi ^2kR_8^2|\alpha |^{1/2}$$
using that $`\mathrm{Vol}(P^1)=e^{\varphi _{h8}}=\frac{e^{\varphi _{h10}}}{(R_8R_9)^{1/2}}`$ we can compute $`k`$ explicitly with the following result,
$$k=\frac{1}{8\pi ^2}e^{\varphi _{h10}}|\alpha |^{1/2}R_8^{5/2}R_9^{1/2}$$
The metric (8.1) that is in the Einstein frame is finally given by,
$$ds^2=\frac{1}{8\pi ^2}e^{\varphi _{h10}}R_8^{1/2}R_9^{1/2}\mathrm{Im}(\tau )(dy_1^2+dy_2^2)$$
The next step is to go to the string frame, but for this we have to consider the full 10 dimensional metric that is given in (2.1).
We want to make explicit all the $`R_8`$ dependence, therefore let us define $`F(y)=\frac{2\pi }{R_8}\mathrm{Im}(\tau )`$ and $`y_2=R_8\theta `$ so that $`\theta \theta +2\pi `$. And the result is given by,
$$ds^2=\frac{e^{\varphi _h}}{R_9^{1/2}}F(y)^{1/2}(dy_1^2+R_8^2d\theta ^2)+R_8^{1/2}F(y)^{1/2}(\eta _{\mu \nu }dx^\mu dx^\nu )$$
At this point we should expect to be able to get some of the results of section 2.1, in particular, we can compute the proper distances from $`y_9`$ to $`y_{X2}`$ and from $`y_9`$ to $`y_9`$.
Let us start with $`y_9`$ to $`y_{X2}`$,
$$\mathrm{\Phi }_1=_{y_9}^{y_{X2}}\sqrt{G_{99}(y)}𝑑y=\frac{\lambda _h^{1/2}}{R^{3/2}}$$
The second proper distance is given by,
$$\mathrm{\Phi }_2=_{y_9}^{y_9}\sqrt{G_{99}(y)}𝑑y=\lambda _h^{1/2}\frac{(R^22)}{R^{3/2}}$$
Remembering that in the map (8.1) and (8.1) we are working with $`E_8\times E_8`$ variables we find that we have been able to reproduce (2.1) and (2.1) solely from F-theory.
Now we are ready to perform a T-duality in the $`\theta `$ direction and now it is clear that this direction is going to be non compact in the limit $`R_8\mathrm{}`$, therefore we introduce $`x^8`$ and by some finite rescalings that do not depend on $`y_1`$ we can write the metric as follows,
$$ds^2=\frac{e^{\varphi _h}}{R_9^{1/2}}\left[F(y_1)^{1/2}dy_1^2+\gamma ^2F(y_1)^{1/2}(\eta _{\mu \nu }dx^\mu dx^\nu )\right]$$
where $`\gamma `$ is a generic constant that can be used to fix the range of the only compact coordinate left. Note that this does not affect the proper distances we computed earlier.
Finally we would like to bring the metric to the conformal gauge by defining $`F(y_1)^{1/2}dy_1=\gamma dx_9`$. Imposing that $`y_1=y_{X2}`$ implies $`x=0`$ and that $`y_1=y_{X2}`$ corresponds to $`x=2\pi `$ we can fix the integration constant and $`\gamma `$.
Now, if we define $`x=x_1`$ to correspond to $`y=y_9`$ we get that,
$$x_1=2\pi \frac{4}{(3R_9^2+2)}$$
and this is exactly the expression found in (2.1).
The metric now can be written as,
$$ds^2=\frac{\lambda _h}{R^{1/2}}\gamma ^2F(y(x_9))^{1/2}(\eta _{MN}dx^Mdx^N)$$
but it turns out that $`F(y(x))=\gamma ^{2/3}z(x)^{2/3}`$ and $`\gamma =R^{3/2}(3R^2+2)`$, therefore we get for the metric the following,
$$ds^2=\lambda _h\frac{(3R^2+2)^{5/3}}{R^3}z(x)^{1/3}(\eta _{MN}dx^Mdx^N)$$
this is again in agreement with (2.1).
Finally we want to compute the dual of the IIB coupling. According to (7.1), we only need to compute the dual radius, i.e., the radius of the 8-th direction after the T-duality. This radius can be read off from (8.1) and it is given by $`=\frac{R^{1/4}}{\lambda ^{1/2}}F(y)^{1/4}R_8`$.
Using (7.1) and that $`e^{\varphi _{\mathrm{II}}}=(\mathrm{Im}(\tau ))^1=R_8^1F(y)^1`$ and the expression of $`F(y)`$ in terms of $`x`$ we get the following for the dual coupling,
$$e^{\stackrel{~}{\varphi }}=\lambda ^{1/2}R^{3/2}(3R^2+2)^{5/6}z(x)^{5/6}$$
that reproduces (2.1).
Therefore we see that we have been able to recover all aspects of the Type I’ description in 9 dimensions by taking the decompactification limit of F-theory from 8 dimensions.
8.2. ‘‘Real Resolution of $`E_8\times E_8`$’’
Up to now we have shown that the real $`K3`$ encoding the 9 dimensional heterotic behavior consists of a Riemann surface of genus 10 and a sphere. This was done by using tools of real algebraic geometry. It is the aim of this part to show how the Real $`K3`$ mentioned before arises directly from a full resolution of the $`E_8\times E_8`$ point by turning on “real” Wilson lines on the heterotic side. This means that we are turning on only the Wilson lines in the 9-th direction.
In order to go ahead in spite of not having the explicit map between the Wilson lines and the coefficients of the polynomials of the elliptic equation we will take the following strategy. We will start with the point in the heterotic $`E_8\times E_8`$ where all Wilson lines are zero. The map in this case is known explicitly. The next step is a resolution from $`E_8E_7`$ on both singularities, in this case the number of parameters is still small and the deformations are uniquely determined. Beyond this point the global analysis of the $`K3`$ is not possible at least with the techniques we have at hand. Therefore we perform a local analysis of each of the $`E_7`$ singularities. The small resolutions are achieved via the invariant theory for Weyl groups as was done in .
Global analysis
Let us start with the $`E_8\times E_8`$ point on the F-theory side. Using $`SL(2,C)`$ we can set one $`E_8`$ singularity at $`z=0`$. This means using table 2 that,
$$f(z)=a_4z^4+\mathrm{}+a_8z^8g(z)=b_5z^5+\mathrm{}+b_{12}z^{12}$$
It is also possible to set the other $`E_8`$ at $`z=\mathrm{}`$ and therefore we should impose,
$$f(z)=a_4z^4g(z)=b_5z^5+b_6z^6+b_7z^7$$
This is obtained by changing variables $`z=1/w`$ and using the global rescaling invariance of the elliptic equation.
Now we can use our last $`SL(2,C)`$ degree of freedom by a rescaling of $`z`$ in order to make $`b_5=b_7=b`$, and finally we use the global rescaling of the elliptic equation <sup>14</sup> The rescaling is given by $`y\lambda ^3y`$, $`x\lambda ^2x`$, $`f\lambda ^4f`$, $`g\lambda ^6g`$ to set $`b=1`$.
This gives us the $`E_8\times E_8`$ polynomials to be,
$$f(z)=\alpha z^4g(z)=z^5(1+\beta z+z^2)$$
The resolution to $`E_7\times E_7`$ can only affect the $`f`$ polynomial since the condition on the order of $`g`$ is the same for $`E_7`$ as that for $`E_8`$. We have to lower the order by one unit of the zeros of $`f`$ at the location of the $`E`$ singularities. This gives us,
$$f(z)=z^3(a_1+\alpha z+a_2z^2)g(z)=z^5(1+\beta z+z^2)$$
Local analysis
Any $`ADE`$ singularity on an elliptic $`K3`$ can be modeled locally by means of an $`ALE`$ space. The $`ALE`$ spaces can be thought of as algebraic varieties in $`C^3`$ given by the following equations,
Type $`ALE`$ singularity $`A_n`$ $`xy+z^{n+1}=0`$ $`D_n`$ $`x^2+yz^2z^{n+1}=0`$ $`E_6`$ $`x^2xy^2+y^3=0`$ $`E_7`$ $`x^2y^3+16yz^3=0`$ $`E_8`$ $`x^2+y^3z^5=0`$
Table 3: Equations in $`C^3`$ defining $`ALE`$ spaces with the singularity located at the origin.
The key idea in the resolution using the Cartan generators is to realize that the coefficients in the deforming polynomials should be generators of the algebra of polynomials invariant under the Weyl group of the corresponding root system.
As an example we will consider the $`A_n`$ case. Here we will follow closely and the details of the other cases can be found there.
Let $`e_ii=1,\mathrm{},n+1`$ be orthonormal basis of $`R^{n+1}`$, then the root system of $`A_n`$ is generated by the following set of simple roots $`v_i=e_ie_{i+1}`$. We define a set of distinguished functionals $`t_1,\mathrm{},t_{n+1}`$ given by,
$$t_i=v_{i1}^{}+v_i^{}(1in+1)$$
where $`v_i^{}`$ are the dual of the root basis.
In this case we have to consider the Weyl group of $`A_n`$ that is nothing but the symmetric or permutation group $`S_{n+1}`$. Therefore the basis of invariant polynomials of $`t_i`$ can be obtained by considering the coefficients of the following auxiliary polynomial,
$$P(U)=\underset{i=1}{\overset{n+1}{}}(U+t_i)=U^{n+1}+\underset{i=1}{\overset{n+1}{}}s_iU^{n+1i}$$
This is the way to define the i-th symmetric functions $`s_i=s_i(t_1\mathrm{}t_{n+1})`$ that are in this case the basis we were looking for.
Now the resolution of the $`A_n`$ singularity can be achieved by the following deformations of the expression in Table 3:
$$xy+P(z)=0$$
Going back to our case, we are interested in the resolutions of $`E_7`$. It turns out that the deformation takes the form ,
$$y^2x^3+16xz^3+\epsilon _2x^2z+\epsilon _6x^2+\epsilon _8xz+\epsilon _{10}z^2+\epsilon _{12}x+\epsilon _{14}z+\epsilon _{18}=0$$
where $`\epsilon _i`$ are the basis of the algebra of polynomials invariant under the Weyl group action of $`E_7`$ and are given as functions of $`s_1,\mathrm{},s_7`$. For the explicit form of the $`\epsilon _i`$ see Appendix 2 of .
The $`E_7`$ $`ALE`$ singularity has the same structure as an elliptic equation, therefore we can easily read off the $`f(z)`$ and $`g(z)`$ after the appropriate changes of variables. The answer is given by,
$$f(z)=16z^3\frac{1}{2}\epsilon _2^2z^2(\frac{2}{3}\epsilon _2\epsilon _6+\epsilon _8)z\frac{1}{3}\epsilon _6^2\epsilon _{12}$$
$$\begin{array}{c}g(z)=\frac{16}{3}\epsilon _2z^4+(\frac{2}{27}\epsilon _2^3+\frac{16}{3}\epsilon _6)z^3+(\epsilon _{10}+\frac{2}{9}\epsilon _6\epsilon _2^2+\frac{1}{3}\epsilon _8\epsilon _2)z^2+\\ \\ (\frac{2}{9}\epsilon _6^2\epsilon _2+\epsilon _{14}+\frac{1}{3}\epsilon _{12}\epsilon _2+\frac{1}{3}\epsilon _8\epsilon _6)z+(\frac{2}{27}\epsilon _6^3+\frac{1}{3}\epsilon _{12}\epsilon _6+\epsilon _{18})\end{array}$$
Our next step is clearly to perform a full resolution of the $`E_7`$ singularity. We will see with an example that choosing a generic “real” Wilson line, i.e., real $`t_i`$’s, we get that the surface has three holes and no spheres. Together with the global analysis this means that the total smooth space consists of a Riemann surface of genus 10 and a sphere.
Let us try now to consider examples where we can illustrate all the transitions between the different regimes discussed in section 7 and the different embeddings of some groups in the real $`K3`$. Let us consider the following family of deformations $`(t_1,\mathrm{}t_7)=(1,1,\mathrm{},t)`$. This correspond to the following elliptic equation,
$$f(z)=16z^3\frac{1}{3}(784+592t+136t^2)z^224(27+t)(t+2)^2z27(t+2)^4$$
$$\begin{array}{c}g(z)=(\frac{448}{3}+\frac{128}{3}t+16t^2)z^4+\frac{1}{9}(\frac{49088}{3}+18304t+7184t^2+\frac{2752}{3}t^3)z^3\\ \\ +8(25t^2+130t+196)(t+2)^2z^2+72(2t+7)(t+2)^4z+54(t+2)^6\end{array}$$
The discriminant is given by,
$$\begin{array}{c}\mathrm{\Delta }=z^5(16384z^4+a(t)z^3+b(t)z^2+2304(35t^4+182t^3+119t^2372t36)(t+2)^2z\\ \\ +41472(t+3)(t1)t(t+2)^4)\end{array}$$
It is easy to see that there is always an $`A_4`$ singularity at $`z=0`$ but it becomes $`A_5`$ at $`t=0`$ and $`t=1`$. Less evident is that at $`t=1`$ we get instead of $`A_5`$ an extra $`A_1`$ singularity. Finally we see that at $`t=2`$ we get a $`D_5`$ singularity.
The transitions are shown in Figures 14 and 15 with the corresponding Dynkin Diagram of $`E_7`$ showing the unbroken piece for each value of $`t`$.
Figure 14: One parameter family of Real resolutions of $`E_7`$ showing the transition when two branes become real (C-D) and embeddings of $`SU(5)`$ and $`SU(6)`$ in $`E_7`$
In Figure 14A we see that the $`SU(5)`$ is embedded in the way corresponding to the non-trivial value for the $`Z_2`$ Wilson line. In Figure 14B the brane at the right joined the $`SU(5)`$ to give an $`SU(6)`$ gauge group. In Figure 14C one of the original branes in the $`SU(5)`$ separates from the $`SU(6)`$ giving again $`SU(5)`$ but with a different embedding. In Figure 14D we see the result after the two branes that were complex land on the real axis without modifying the gauge group. In Figure 15A one of the new branes joins the $`SU(5)`$ group to give an $`SU(6)`$ with the embedding corresponding to the trivial choice of $`Z_2`$ Wilson line. In Figure 15B one of the branes separates to the left leaving an $`SU(5)`$ again with the trivial $`Z_2`$ Wilson line. In Figure 15C the two branes to the left of the “Hook” join to give a extra $`SU(2)`$. Finally we see that when the $`SU(5)`$ branes, the “Hook” and one of the two branes of the left side join we get an $`SO(10)`$ gauge group.
Even though this family cannot show it, if we start from Figure 14B it is possible to get the final brane on the left to join the group in order to give an $`SU(7)`$. This $`SU(7)`$ is one of the groups that requires one “extra” brane from the view point of Type I’ since the Type I’ description of $`E_7`$ involves only 6 D8-branes at the orientifold with infinite coupling.
Figure 15: Embeddings of $`SU(6)`$, $`SU(5)`$, $`SU(5)\times SU(2)`$ and $`SO(10)`$ in $`E_7`$.
Acknowledgements:
We would like to thank D. Allcock, O. Bergman, A. Chari, K. Hori, J. Maldacena, D. Morrison, T. Pantev, S. Sinha, A. Strominger and B. Zwiebach for valuable discussions.
The research of F.C. was supported by a fellowship from CONICIT and Universidad Simón Bolívar. The research of C.V. is partially supported by NSF grant PHY-98-02709.
Appendix A. Map between the heterotic theories at the $`E_8\times E_8`$ point
In section 2.1 we described the $`E_8\times E_8`$ point of the heterotic $`SO(32)`$ as an enhancement of the $`SO(14)\times SO(14)`$ point. This description led to a Type I’ scenario with infinite coupling at both orientifolds. However, as mentioned in section 2.1 this point is most naturally described in term of heterotic $`E_8\times E_8`$ variables and the map between them is the aim of this appendix.
The moduli in the $`E_8\times E_8`$ theory consists of the 9 dimensional radius $`R_{E8}`$ and the 10 dimensional coupling $`\lambda _{E8}`$. The Wilson lines are all zero. On the other hand, the moduli in the $`SO(32)`$ theory consists of the radius $`R_{SO}`$, the coupling $`\lambda _{SO}`$ and the Wilson lines are $`\theta _I=(0^7,\frac{1}{2}\lambda ,\lambda ,\frac{1}{2}^7)`$ where $`\lambda `$ and $`R_{SO}`$ are related by
$$R_{SO}^2=2\lambda (\frac{1}{2}\lambda )$$
The way to map the two theories at more complicated points than the one we are discussing is to find the $`SO(17,1)`$ rotation that connects them. For an example interpolating between the two theories see .
Here however, due to the fact that $`R_{SO}`$ should be given only in terms of $`R_{E8}`$, a single relation will be enough. In particular, we can compare the masses of the BPS states responsible for the extra $`SU(2)`$ enhancement of symmetry in both theories and then get the map.
On the $`E_8\times E_8`$ theory, the $`SU(2)`$ is achieved at the critical radius and therefore the new states should be the usual states of winding and momentum number $`\pm 1`$ and neutral with respect to the $`E_8\times E_8`$.
The mass is given by <sup>15</sup> Setting $`\alpha ^{}=2`$
$$M_{BPS}^2=P_R^2=\left(\frac{1}{R_{E8}}\frac{R_{E8}}{2}\right)^2$$
As we expect, the mass is zero at the critical radius for zero Wilson lines $`R_{E8}^2=2`$
On the $`SO(32)`$ theory, the states becoming massless at the $`SU(2)`$ point are just off diagonal vector bosons of the original $`SO(32)`$ group with charges (or root vectors) $`P=\pm (e_8e_9)`$ where $`e_i`$ are orthonormal vectors in $`R^{16}`$ where the root system lives. This states have no winding or momentum. Using the mass formula,
$$M_{BPS}^2=R_R^2=\left(\frac{\theta _IP_I}{R_{SO}}\right)^2=\frac{4}{R_{SO}^2}\left(\lambda \frac{1}{4}\right)^2$$
Here we are summing over $`I`$. We see that for $`\lambda =\frac{1}{4}`$ these states are massless as we expect.
Finally, using (A.1) in order to express everything in terms of $`R_{SO}`$ and then equating the two masses we get,
$$R_{SO}^2=\frac{R_{E8}^2}{4(1+R_{E8}^2)^2}$$
Now it is possible to find the relation between the two coupling constants in 10 dimensions. This is achieved by equating the couplings in 9 dimensions and using that in $`S^1`$ compactifications $`\lambda _9^2=\frac{\lambda _{10}^2}{R}`$.
The result given in terms only of $`R_{E8}`$ is,
$$\lambda _{E8}=(R_{E8}^2+2)^{1/2}\lambda _{SO}$$
Appendix B. Description of $`\widehat{E}_2`$
The aim of this appendix is to show the computation that was used in section 7 for the value of $`\mathrm{Im}(\tau )`$ at the location of the three branes left inside the minimal $`E`$ cycle.
It was shown in that the configurations of branes given by $`\widehat{E}_n`$ $`(1n8)`$, $`\widehat{\stackrel{~}{E}}_0,\widehat{\stackrel{~}{E}}_1`$ can be properly isolated. This means that there exists polynomials<sup>16</sup> Here we will use the definition of for $`f(z)`$ and $`g(z)`$ where the discriminant is $`\mathrm{\Delta }=f^3+g^2`$ and not $`\mathrm{\Delta }=4f^3+27g^2`$ as we were using in the rest of this work. $`f(z)`$ and $`g(z)`$ such that the relevant branes are around $`z=0`$ and the others are at $`z=\mathrm{}`$.
Let us consider the two parameter family of polynomials giving the properly isolated $`\widehat{E}_2`$, $`\widehat{E}_1`$, $`\widehat{\stackrel{~}{E}}_1`$ and $`\widehat{\stackrel{~}{E}}_0`$.
The family is given by ,
$$f(z)=z^4+z^3+\frac{1}{4}sz^2+\frac{1}{16}tz$$
$$g(z)=z^6+\frac{3}{2}z^5+\frac{3}{8}(1+s)z^4+\frac{1}{32}(3t+6s1)z^3+\frac{3}{128}(12s+s^2+2t)z^2$$
$$\frac{3}{256}(s1)(st1)z+\frac{(14+18s^22s^3+12t+3t^26s(5+2t))}{2048}$$
For generic $`(t,s)`$ we have an $`\widehat{E}_2`$ configuration. The discriminant given by $`\mathrm{\Delta }=f^3+g^2`$, is a polynomial of degree five and the coefficient of $`z^5`$ term is given by,
$$(2+2st)(34s+s^2+t)$$
revealing the existence of two branches. It is also important to mention that the discriminant has an overall factor of $`(s1)`$ signaling that $`s=1`$ is at infinite distance away in the moduli space. In figure 16A we show $`K3_R`$ around the five branes of $`\widehat{E}_2`$.
Figure 16: $`K3_R`$ in the vicinity of brane configurations $`\widehat{E}_2`$, $`\widehat{E}_1`$, $`\widehat{\stackrel{~}{E}}_1`$ and $`\widehat{\stackrel{~}{E}}_0`$. Besides the $`\widehat{\stackrel{~}{E}}_1`$ and $`\widehat{\stackrel{~}{E}}_0`$ also the locations of the branes and zeros of $`f(z)`$ (small white dots) are shown in the complex $`z`$-plane.
The first branch $`t=2(s1)`$ gives the $`\widehat{E}_1`$ configuration. The region in the $`s`$ line we are interested in is given by $`1<s<\frac{1}{2}+\sqrt{3}`$. The lower bound is the one discussed before, and the upper bound is an $`SU(2)`$ wall. In figure 16B we show how $`K3_R`$ looks like around the four real branes of $`\widehat{E}_1`$ after the $`A`$ brane of $`\widehat{E}_2`$ has escaped to infinity. We see that the two branes that form the $`SU(2)`$ are $`C1`$ and $`C2`$ of section 7. It is also possible to check that $`f(z)`$ has four real zeros indicated by small white dots in figure 16B.
The second branch $`t=3+4ss^2=(s1)(3s)`$ gives $`\widehat{\stackrel{~}{E}}_1`$. In this case, the brane $`A`$ and $`B`$ come off the real line and the branes $`C2`$ escapes to infinity. The resulting $`K3_R`$ around the remaining two branes on the real axis is shown in figure 16C. The region of $`s`$ is given by $`1<s<\frac{3}{2}`$. The upper bound comes from the $`z^4`$ coefficient of the discriminant that vanishes at $`s=\frac{3}{2}`$ signaling that the $`C1`$ brane moves all the way to infinity leaving us with a $`\widehat{\stackrel{~}{E}}_0`$ configuration.
Finally the $`\widehat{\stackrel{~}{E}}_0`$ configuration has no parameters left since we have set $`s=\frac{3}{2}`$. It is possible to see that upon a shift in $`z`$ and a rescaling, the discriminant (a cubic) for this configuration is given by $`z^31`$ and $`f(z)=z(z^3\frac{8}{9})`$ (See figure 16D). This shows the statement made in section 7 about the zeros of $`f(z)`$ being enclosed by the last $`E`$ cycle.
The fact that the $`\widehat{\stackrel{~}{E}}_0`$ has a $`Z_3`$ symmetry tells us that in the limit to 9 dimensions in which the $`E`$ cycle shrinks to a point this configuration will collapse to $`z=0`$. The effect of the limit and of the remaining branes can only affect this configuration in a global $`z`$ rescaling or a rescaling of $`f(z)`$ and $`g(z)`$ given before. But non of them affects the value of $`j(\tau )`$ at $`z=0`$ that always vanishes since $`f(z=0)=0`$ and $`\mathrm{\Delta }(z=0)0`$. This implies that
$$\tau |_{(z=0)}=\frac{\sqrt{3}}{2}+i\frac{1}{2}$$
From this we can get the result we were looking for the computation of the boundary values of $`\mathrm{Im}(\tau )`$ in the Case II and Case III of the quantitative part of section 7, namely, $`\mathrm{Im}(\tau )=\frac{1}{2}`$.
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warning/0001/cond-mat0001400.html | ar5iv | text | # The role of Zhang-Rice singlet-like excitations in one-dimensional cuprates
## Abstract
We present the first calculation of the electron-energy loss spectrum of infinite one-dimensional undoped CuO<sub>3</sub> chains within a multi-band Hubbard model. The results show good agreement with experimental spectra of Sr<sub>2</sub>CuO<sub>3</sub>. The main feature in the spectra is found to be due to the formation of Zhang-Rice singlet-like excitations. The $`𝐪`$-dependence of these excitations is a consequence of the inner structure of the Zhang-Rice singlet. This makes the inclusion of the oxygen degrees of freedom essential for the description of the relevant excitations. We observe that no enhanced intersite Coulomb repulsion is necessary to explain the experimental data.
Recently, charge excitations in the quasi one-dimensional compound Sr<sub>2</sub>CuO<sub>3</sub> have been investigated both experimentally<sup>1-3</sup> and theoretically.<sup>2-6</sup> Sr<sub>2</sub>CuO<sub>3</sub> is composed of chains formed by CuO<sub>4</sub> plaquettes which share the corner oxygens. The magnetic properties of these chains have been successfully described using a one-dimensional spin-$`\frac{1}{2}`$ Heisenberg antiferromagnet.<sup>7-9</sup>
Experimentally, the electron-energy loss spectrum (EELS) of Sr<sub>2</sub>CuO<sub>3</sub> shows several interesting features (see Fig. 1): For small momentum transfer ($`q=0.08`$ Å<sup>-1</sup>) parallel to the chain direction, one observes a broad peak around $`2.4`$ eV energy loss, and two relatively sharp, smaller maxima at $`4.5`$ and $`5.2`$ eV. With increasing momentum transfer, the lowest-energy feature shifts towards higher energy, reaching $`3.2`$ eV at the zone boundary ($`q=0.8`$ Å<sup>-1</sup>). Thereby its spectral width decreases. In addition, the peaks at $`4.5`$ and $`5.2`$ eV lose spectral weight as the momentum transfer increases, while some less well-defined structures emerge around $`6`$ eV.
So far, these results have been compared only to calculations in an extended one-band Hubbard model.<sup>3,6</sup> From this comparison, Neudert et al.<sup>3</sup> concluded that in Sr<sub>2</sub>CuO<sub>3</sub> there is an unusually strong intersite Coulomb repulsion $`V`$: In the one-band model it is of the order of 1 eV. It is argued that this large value of $`V`$ allows for the formation of excitonic states which are observed in the experiment. One of the aims of this paper is to show that no intersite Coulomb repulsion is necessary to explain the basic features of the experiment, if the O degrees of freedom are taken into account within the framework of a multi-band Hubbard model.
We investigate the EELS spectrum of a one-dimensional CuO<sub>3</sub> chain system, using a multi-band Hubbard Hamiltonian at half-filling. In the hole picture this Hamiltonian reads
$`H`$ $`=`$ $`\mathrm{\Delta }{\displaystyle \underset{j\sigma }{}}n_{j\sigma }^p+U_d{\displaystyle \underset{i}{}}n_i^dn_i^d`$ (3)
$`+t_{pd}{\displaystyle \underset{<ij>\sigma }{}}\varphi _{pd}^{ij}(p_{j\sigma }^{}d_{i\sigma }+h.c.)`$
$`+t_{pp}{\displaystyle \underset{<jj^{}>\sigma }{}}\varphi _{pp}^{jj^{}}p_{j\sigma }^{}p_{j^{}\sigma }\text{,}`$
where $`d_{i\sigma }^{}`$ ($`p_{j\sigma }^{}`$) create a hole with spin $`\sigma `$ in the $`i`$-th Cu $`3d`$ orbital ($`j`$-th O $`2p`$ orbital), while $`n_{i\sigma }^d`$ ($`n_{j\sigma }^p`$) are the corresponding number operators. The first and second term in Eq. (3) represent the atomic part of the Hamiltonian, with the charge-transfer energy $`\mathrm{\Delta }`$, and the on-site Coulomb repulsion $`U_d`$ between Cu $`3d`$ holes. The last two terms in Eq. (3) are the hybridization of Cu $`3d`$ and O $`2p`$ orbitals (hopping strength $`t_{pd}`$) and of O $`2p`$ orbitals (hopping strength $`t_{pp}`$). The factors $`\varphi _{pd}^{ij}`$ and $`\varphi _{pp}^{jj^{}}`$ give the correct sign for the hopping processes. Finally, $`ij`$ denotes the summation over nearest neighbor pairs.
The loss function in EELS experiments is directly proportional to the dynamical density-density correlation function $`\chi _\rho (\omega ,𝐪)`$, which depends on the energy loss $`\omega `$ and momentum transfer $`𝐪`$. $`\chi _\rho (\omega ,𝐪)`$ is calculated from
$$\chi _\rho (\omega ,𝐪)=\frac{1}{i}_0^{\mathrm{}}𝑑te^{i\omega t}\mathrm{\Psi }|[\rho _𝐪(0),\rho _𝐪(t)]|\mathrm{\Psi }\text{,}$$
(4)
with
$$\rho _𝐪=\underset{i\sigma }{}n_{i\sigma }^de^{i\mathrm{𝐪𝐫}_i}+\underset{j\sigma }{}n_{j\sigma }^pe^{i\mathrm{𝐪𝐫}_j}\text{,}$$
(5)
where $`|\mathrm{\Psi }`$ is the ground state of $`H`$, and $`\rho _𝐪`$ is the Fourier transformed hole density. The ground state $`|\mathrm{\Psi }`$ is approximated as follows: We start from a Néel-ordered state $`|\mathrm{\Psi }_N`$ with singly occupied Cu $`3d`$ orbitals (with alternating spin direction) and empty O $`2p`$ orbitals. Fluctuations are added to $`|\mathrm{\Psi }_N`$ using an exponential form
$$|\mathrm{\Psi }=\mathrm{exp}\left(\underset{i\alpha }{}\lambda _\alpha F_{i,\alpha }\right)|\mathrm{\Psi }_N\text{.}$$
(6)
The fluctuation operators $`F_{i,\alpha }`$ describe various delocalization processes of a hole initially located in the Cu $`3d`$ orbital at site $`i`$, where a summation over equivalent final sites takes place. The parameters $`\lambda _\alpha `$ in Eq. (6) describe the strength of the delocalization processes and are determined self-consistently by solving the system of equations $`\mathrm{\Psi }|F_{0,\alpha }^{}|\mathrm{\Psi }=0`$, where $``$ is the Liouville operator, defined as $`A=[H,A]`$ for any operator $`A`$. These equations have to hold if $`|\mathrm{\Psi }`$ is the ground state of $`H`$.
Using Eqs. (4) and (6), we calculate the EELS spectrum by means of Mori-Zwanzig projection technique. For a set of operators $`D_\mu `$, the so-called dynamical variables, the following matrix equation approximately holds
$`{\displaystyle \underset{\gamma }{}}[z\delta _{\mu \gamma }{\displaystyle \underset{\eta }{}}\mathrm{\Psi }|D_\mu ^{}D_\eta |\mathrm{\Psi }\left(\mathrm{\Psi }|D_\eta ^{}D_\gamma |\mathrm{\Psi }\right)^1]\times `$ (7)
$`\times \mathrm{\Psi }|D_\gamma ^{}{\displaystyle \frac{1}{z}}D_\nu |\mathrm{\Psi }=\mathrm{\Psi }|D_\mu ^{}D_\nu |\mathrm{\Psi }\text{,}`$ (8)
where $`z=\omega +i0`$. In Eq. (7) the set of dynamical variables was assumed to be sufficiently large so that self-energy contributions can be neglected. The set $`\{D_\mu \}`$ contains the dynamical variable $`D_0=\rho _𝐪`$. Therefore, by solving Eq. (7), an approximation for Eq. (4) can be obtained. Besides $`D_0`$, the set includes $`D_\alpha =\rho _𝐪F_{0,\alpha }`$ for all $`\alpha `$. The $`F_{0,\alpha }`$ are the fluctuation operators used in the ground state Eq. (6), without the summation over equivalent final sites. We use altogether $`12`$ dynamical variables and observe good convergence of the spectral function.
In Fig. 1 the obtained results are compared to the experimental spectra from Ref. . The parameters in the Hamiltonian are chosen as follows: $`U_d=8.8\text{eV}`$ and $`t_{pp}=0.65\text{eV}`$ are kept constant at typical values. The values of $`\mathrm{\Delta }=4.3\text{eV}`$ and $`t_{pd}=1.5\text{eV}`$ have been adjusted to obtain the correct position of the lowest energy feature at $`2.5\text{eV}`$ for $`q=0.01`$ Å<sup>-1</sup>, and at $`3.1\text{eV}`$ for $`q=0.7`$ Å<sup>-1</sup>. Thus, we effectively use only two free parameters. It is found that the value of $`\mathrm{\Delta }`$ dominates the excitation energy, which increases with increasing $`\mathrm{\Delta }`$. The dispersion of the peak depends mainly on $`t_{pd}`$ with increasing dispersion for increasing hopping parameter. As compared to the standard value $`1.3\text{eV}`$, $`t_{pd}=1.5\text{eV}`$ is slightly enhanced, in agreement with recent results of band structure calculations.
The theoretical spectra consist of two excitations. The dominant excitation is at $`2.45\text{eV}`$ for $`q=0.1`$ Å<sup>-1</sup>, and shifts to $`3.05\text{eV}`$ for $`q=0.7`$ Å<sup>-1</sup>. Besides, a second excitation appears at $`6.4\text{eV}`$ which has no dispersion.
The low energy peak structure is shown in more detail in Fig. 2, where a smaller peak broadening has been used. As will be explained below, mainly two different Zhang-Rice singlet-like excitations lead to this peak structure. The $`𝐪`$-dependence of the spectrum is due to two effects. Firstly, one observes a shift of spectral weight with increasing $`𝐪`$ between two excitations labelled with (a) and (b) in Fig. 2. Secondly, with increasing $`𝐪`$ the energies of the two peaks shift to higher values.
The shift of spectral weight can be attributed to different delocalization properties of the two final states. The excited state (a) in Fig. 2 which dominates the spectrum for small momentum transfer is rather extended, see Fig. 3(a). This state has a rather small probability for the hole at its original plaquette. With increasing q the spectral weight shifts to another excited state, shown in Fig. 3(b), with a higher probability for the hole on its original Cu-site. This means that the character of the excitation changes from an extended to a more localized one, while still forming a Zhang-Rice singlet.
This behavior can be understood by analyzing the relevant expectation values in Eq.(5). For small values of q the frequency term $`\mathrm{\Psi }|D_\mu ^{}D_\nu |\mathrm{\Psi }`$ can be approximated by expanding $`e^{i\mathrm{𝐪𝐫}}1+i\mathrm{𝐪𝐫}`$ in Eq. (7). This gives $`\mathrm{\Psi }|F_{0,\mu }^{}F_{0,\nu }|\mathrm{\Psi }\times 𝐪(𝐫_\mu 𝐫_\nu )`$ which is proportional to the fluctuation distance, thus favoring far-reaching excitations. This picture changes for large values of q, where stronger oscillations of the phase factor lead to a cancelation of extended excitations. The result is a transfer of spectral weight from delocalized towards more localized excitations with increasing q.
The $`𝐪`$-dependence of the energies, on the other hand, is a consequence of the inner structure of the Zhang-Rice singlet-like excitations. In both excitations (a) and (b) a hole hops onto the Cu site of its nearest neighbor plaquette, see Fig. 3. Due to the Coulomb repulsion $`U_d`$, the hole which had originally occupied this Cu site is pushed away onto the surrounding O sites. Depending on the direction of this delocalization, this process leads to a $`𝐪`$-dependence of the excitation energy.
Next, we want to stress that the claim in for the one-band Hubbard model that only the inclusion of the next-neighbor repulsion leads to the possibility of the formation of an excitonic state is not consistent with our results. In the one-band model such a repulsion leads to a binding energy of empty and doubly occupied sites due to the reduction of neighboring interactions. This binding energy is proportional to $`V`$. However, as can be seen from exact diagonalization calculations in the one-band model, the intersite repulsion mainly leads to an energy shift of the EELS spectra. Thus, the parameter $`V`$ in the one-band model serves only to adjust the energetical position of the spectra, and is not necessary in more realistic models. In the multi-band model, the formation of an exciton is only driven by the energetically favored formation of a Zhang-Rice singlet, and no further inclusion of next-neighbor repulsion is necessary.
The important role of the Zhang-Rice singlet formation has been studied previously also in an effective model for excitons in the CuO<sub>2</sub> plane. Like the one-band model, this effective model neglects inner degrees of freedom of the Zhang-Rice singlet. If this model is reduced to the CuO<sub>3</sub> chain, $`𝐪`$-dependent energies are only possible for a non-vanishing O on-site Coulomb repulsion $`U_p0`$. In contrast to these results, we find $`𝐪`$-dependent energies for $`U_p=0`$. As described above this effect cannot be explained in a model which neglects the inner structure of the singlet.
Thus, our results show that both an inclusion of the O-sites and a complete description of the excitation is necessary to obtain the full dispersion. The O-sites are essential for the correct description of the different characters of the singlet excitations, which leads to the shift of spectral weight from one excitation to another. On the other hand, taking account of the inner degrees of freedom of the Zhang-Rice singlet leads to the $`𝐪`$-dependence of the energies.
The results of the projection technique do not correctly describe the experimentally observed width of the peak for small momentum transfer. A possible explanation is that not all excitations are included in the projection space. The above discussion suggests that the width should be due to the presence of additional delocalized excitations. Processes which are neglected in the present calculation involve less important multiple excitations of holes beyond their original plaquette.
Finally, although they are not the focus of this paper, we discuss some high-energy features. The excitation at 6.4 eV in the theoretical spectra is due to a local process on the plaquette itself. Here, the hole is excited to the surrounding O sites, without leaving its original plaquette, see Fig. 3(c). The energy of this structure does not shift as a function of momentum transfer. Once again, a transfer of spectral weight towards this localized excitation with increasing values of q is observed. The plaquette excitation has a highly local character. Therefore, its spectral weight increases as a function of q compared to the more delocalized Zhang-Rice singlet excitations. For small q the spectral weight of the plaquette peak is about 6 times smaller than that of the Zhang-Rice peak. As q increases, this ratio increases to about one half. One should note that the experimental spectra show no obvious features above 6 eV. However, since many different orbitals may contribute in this energy range, we cannot expect a realistic description using a model that contains only Cu $`3d`$ and O $`2p`$ orbitals. This applies also to the experimental structure around 4.5 eV for small momentum transfer, which is not described by the present model. We assume that this feature is due to excitations which involve Sr orbitals, as has been argued before.
In comparison with earlier works on Cu$`2p_{3/2}`$ X-ray photoemission spectroscopy using the same theoretical approach, we find that the character of the excitations in both experiments is very similar. Zhang-Rice singlet and local excitations play an important role. In both experiments the dominant excitation at low energies is associated with a Zhang-Rice singlet formation.
In conclusion, we have carried out the first calculation of the EELS-spectrum for the one-dimensional CuO<sub>3</sub> chain by using a multi-band-Hubbard model. Our results are in good agreement with experimental results for Sr<sub>2</sub>CuO<sub>3</sub>. We find that the main feature in the spectra is due to the formation of Zhang-Rice singlet-like excitations. The momentum dependence of the spectrum is due to two effects. First, there is a shift of spectral weight from less localized to more localized final states. Second, the excitation energies are $`𝐪`$-dependent. This $`𝐪`$-dependence is found to be a consequence of the inner structure of the Zhang-Rice singlet. Therefore, the inclusion of the O degrees of freedom is essential for the description of the relevant excitations. This has two important consequences. Firstly, only a multi-band model allows the correct description of charge excitations. And, secondly, if a multi-band model is used, no intersite Coulomb repulsion is necessary. Furthermore, we observe the existence of a local excitation at large $`𝐪`$-values.
We would like to acknowledge fruitful discussions with S. Atzkern, S.-L. Drechsler, J. Fink, M. S. Golden, R. E. Hetzel, A. Hübsch, R. Neudert, and H. Rosner. This work was performed within the SFB 463. |
warning/0001/hep-ex0001042.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Since the 1964 discovery of $`K_\mathrm{L}\pi ^+\pi ^{}`$ , understanding CP violation has been a major goal of particle physics. Subsequent experiments showed that the dominant mechanism of CP violation in neutral kaons (still the only particle system in which CP violation has been observed) is a small asymmetry between $`K^0\overline{K}^0`$ and $`\overline{K}^0K^0`$ mixing. This asymmetry, referred to as indirect CP violation, results in the $`K_L`$ and $`K_S`$ being states of mixed CP. The parameter $`ϵ`$, which is used to parametrize this effect, quantifies the CP impurity of the $`K_L`$ and $`K_S`$ states:
$`K_S`$ $``$ $`K_{\mathrm{even}}+ϵK_{\mathrm{odd}}`$
$`K_L`$ $``$ $`K_{\mathrm{odd}}+ϵK_{even},`$
where $`|ϵ|=2.28\times 10^3`$, $`CP|K_{\mathrm{even}}>=+1|K_{\mathrm{even}}>`$, and $`CP|K_{\mathrm{odd}}>=1|K_{\mathrm{odd}}>.`$
There has been considerable effort during the last 30 years to determine whether or not the CP symmetry is also violated in the decay amplitude (i.e., $`K_{\mathrm{odd}}\pi \pi `$). This effect is referred to as direct CP violation and is parametrized by $`ϵ^{}`$. The ratio $`ϵ^{}/ϵ`$ can be determined from the double ratio of the 2-pion decay rates of $`K_L`$ and $`K_S`$:
$$\mathrm{Re}(ϵ^{}/ϵ)\frac{1}{6}\left[\frac{\mathrm{\Gamma }(K_L\pi ^+\pi ^{})/\mathrm{\Gamma }(K_S\pi ^+\pi ^{})}{\mathrm{\Gamma }(K_L\pi ^0\pi ^0)/\mathrm{\Gamma }(K_S\pi ^0\pi ^0)}1\right].$$
(1)
$`ϵ^{}/ϵ0`$ is an unambiguous indication of direct CP violation.
The Standard Model predicts both direct and indirect CP violation. Unfortunately, large hadronic uncertainties make precise calculations of Re$`(ϵ^{}/ϵ)`$ difficult. Most recent Standard Model predictions are in the range Re$`(ϵ^{}/ϵ)=(030)\times 10^4`$. Other models, such as the Superweak Model of Wolfenstein , predict no direct CP violating effects.
The two best previous measurements of $`ϵ^{}/ϵ`$ come from E731 at Fermilab and NA31 at CERN:
$`\mathrm{Re}(ϵ^{}/ϵ)`$ $`=`$ $`(7.4\pm 5.9)\times 10^4(\mathrm{E731})`$
$`\mathrm{Re}(ϵ^{}/ϵ)`$ $`=`$ $`(23\pm 6.5)\times 10^4(\mathrm{NA31}).`$
The CERN result is 3.5 standard deviations from zero, while the Fermilab result is just over 1 sigma from zero. To clarify this experimental situation and definitively resolve the question of whether or not direct CP violation occurs, new experiments were built at Fermilab (KTeV), CERN (NA48), and Frascati (KLOE) to attempt to measure $`ϵ^{}/ϵ`$ at the $`(12)\times 10^4`$ level. The KTeV and NA48 experiments are similar fixed-target experiments. They differ mainly in the method used to produce $`K_\mathrm{S}`$, and in the technique used to correct for the difference in detector acceptance for $`K_\mathrm{S}`$ and $`K_\mathrm{L}`$ decays resulting from the large $`K_\mathrm{S}K_\mathrm{L}`$ lifetime difference. The KLOE experiment at Frascati is trying a new technique using an $`e^+e^{}\varphi `$ collider.
The first measurement of $`ϵ^{}/ϵ`$ from the KTeV experiment is the subject of this paper. A more complete description of the KTeV measurement is given in . The NA48 and KLOE experiments are described by Barr and Bertolucci in these proceedings.
## 2 The KTeV Detector
To achieve the required level of statistical and systematic uncertainty in $`ϵ^{}/ϵ`$, the KTeV experiment (Fig. 1) uses the same double-beam technique as E731 with a new detector and beamline. Following the primary target, collimators and sweeping magnets are used to form two almost parallel neutral beams. A fully active regenerator is placed in one of the beams 122m from the production target, at the upstream end of the decay region, to provide a source of $`K_\mathrm{S}`$ for the experiment (this beam is referred to as the regenerator beam and the other as the vacuum beam). The regenerator (along with a movable absorber that attenuates the beam hitting the regenerator) is moved from one beam to the other each minute to eliminate many possible systematic errors in normalization and detector response. All four $`K2\pi `$ decays are detected simultaneously. The detector consists of a large vacuum decay region instrumented with photon veto counters, a drift chamber spectrometer, and a CsI electromagnetic calorimeter. Compared to E731, KTeV also has an improved trigger and data acquisition system. The final stage of the trigger includes full event reconstruction and filtering before data are written to tape.
The performance of the calorimeter, made up of 3100 pure CsI crystals, is particularly important to the success of the experiment. The energy scale of the calorimeter is directly related to the reconstructed decay position along the beam ($`z`$) direction for $`K\pi ^0\pi ^0`$ decays, and is therefore a critical part of understanding the detector’s acceptance for neutral events. Figure 2 shows the energy resolution of the calorimeter as a function of momentum for electrons from $`K\pi e\nu `$ events. The average energy resolution for photons from $`K\pi ^0\pi ^0`$ events is 0.7%. The excellent energy resolution also reduces background for both the $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ decay modes.
## 3 $`K\pi ^+\pi ^{}`$ and $`K\pi ^0\pi ^0`$ Analysis
The analysis presented here is based on $`K\pi ^0\pi ^0`$ data collected during 1996 and $`K\pi ^+\pi ^{}`$ data collected during 1997 . Using charged and neutral data from different running periods does not significantly increase the systematic error in $`ϵ^{}/ϵ`$ because the two decay modes use essentially independent detector systems. It is critical, however, that the $`K_\mathrm{S}/K_\mathrm{L}`$ flux ratio be the same in both years. This issue will be addressed in Section 4.
$`K\pi ^+\pi ^{}`$ events are reconstructed in the charged spectrometer, consisting of four drift chambers, two on either side of a large dipole magnet providing a 0.41 GeV/c horizontal momentum kick. Important requirements for the $`\pi ^+\pi ^{}`$ decay mode include:
* each track must have a momentum of at least 8 GeV/c and deposit less than 85% of its energy in the CsI calorimeter;
* there must not be any hits in the muon hodoscope located behind 4 m of steel;
* the square of the transverse momentum of the $`\pi ^+\pi ^{}`$ system relative to the initial kaon trajectory, $`p_t^2`$, is required to be less than 250 MeV<sup>2</sup>/c<sup>2</sup>.
The $`K\pi ^0\pi ^0`$ reconstruction is based on the energies and positions of four photons measured in the CsI calorimeter. The events are reconstructed by selecting the photon pairing which is most consistent with both $`\pi ^0`$ decays occurring at the same point. As an alternative to $`p_t^2`$, which cannot be reconstructed in $`\pi ^0\pi ^0`$ decays because the photon directions are not measured, we calculate a “ring number” based on the center-of-energy of the four photons at the calorimeter. The ring number is defined as the area (in cm<sup>2</sup>) of the smallest square that is centered on the beam and contains the center-of-energy. We require that the ring number be less than 110, which selects events with center-of-energy inside a square region of area 110 cm<sup>2</sup> centered on each beam.
Invariant mass distributions for the $`K2\pi `$ decay modes for events with $`110<z<158`$ m and $`40<E_K<160`$ GeV are shown in Fig. 3. The corresponding distributions of decay positions along the beam ($`z`$) direction are shown in Fig. 4.
There are two classes of background in these $`K\pi \pi `$ samples: misidentified kaon decays and real $`K\pi \pi `$ events that have scattered in the regenerator or final collimator. The total background levels for the four decay modes are shown in Fig. 5; Table 1 summarizes the different components of the background. For the $`\pi ^+\pi ^{}`$ decay mode, backgrounds in both beams are less than 0.1%. In the vacuum beam, the background comes mainly from misidentified semileptonic decays. In the regenerator beam, the main background is from kaons that scatter in the regenerator before decaying to $`\pi ^+\pi ^{}`$. The background levels are much higher for the 2$`\pi ^0`$ decay mode. As in the charged decay mode, kaons that scatter in the regenerator are the main background in the regenerator beam. Since the ring-number variable is not as effective as $`p_t^2`$ at identifying scattered kaons, however, the neutral-mode background from this source is 1.07% (more than an order of magnitude larger than in the charged decay mode). Kaons that scatter enough to be reconstructed in the wrong beam contribute a background of 0.3% to neutral decays in the vacuum beam. The vacuum beam also has a background of 0.27% from $`K_\mathrm{L}3\pi ^0`$ decays with lost and/or overlapping photons. The numbers of $`K2\pi `$ events after background subtraction are given in Table 2.
As shown in Fig. 4, the difference between the $`K_\mathrm{L}`$ and $`K_\mathrm{S}`$ lifetimes results in very different decay vertex distributions for the $`K_\mathrm{L}`$ and $`K_\mathrm{S}`$ decays which must be compared to compute $`ϵ^{}/ϵ`$. Therefore, to extract a value for $`ϵ^{}/ϵ`$, the numbers in Table 2 must be corrected for the variation in detector acceptance as a function of $`z`$. We make this correction with a Monte Carlo (MC) simulation. The simulation models kaon production and regeneration to generate decays with the same energy and $`z`$ distribution as the data. It also includes a detailed simulation of all detector elements.
The quality of the Monte Carlo simulation is studied using distributions from $`K2\pi `$ decays, as well as higher statistics decay modes. Figure 6 shows a comparison of data and Monte Carlo vacuum beam $`z`$ vertex distributions for the $`\pi \pi `$ signal modes, as well as for the much larger $`\pi e\nu `$ and $`3\pi ^0`$ samples. Since the average decay positions for $`K_\mathrm{L}`$ and $`K_\mathrm{S}`$ decays differ by about 6 m, a relative slope of $`10^4`$ per meter in the data/MC ratio would result in an error of $`10^4`$ in $`ϵ^{}/ϵ`$. The only noticeable problem in Fig. 6 is the slope of $`(1.60\pm 0.63)\times 10^4`$ m<sup>-1</sup> in the data/MC slope for $`K\pi ^+\pi ^{}`$. Although this slope is only 2.5 sigma from zero and the slope in $`K_L\pi e\nu `$ is much smaller, we assign a systematic error of $`1.6\times 10^4`$ on Re($`ϵ^{}/ϵ`$) based on the full size of the observed slope in $`K_\mathrm{L}\pi ^+\pi ^{}`$. The $`\pi ^0\pi ^0`$ and $`3\pi ^0`$ data and Monte Carlo $`z`$ distributions are consistent. Since the $`3\pi ^0`$ decay mode is more sensitive to most acceptance problems, we use the slope in the data/MC ratio in $`3\pi ^0`$ to place a limit of $`0.7\pm 10^4`$ on the bias in Re$`(ϵ^{}/ϵ)`$ from the neutral-mode acceptance.
## 4 Systematic Errors
Table 3 summarizes the estimated systematic uncertainties in $`ϵ^{}/ϵ`$. The $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ columns list errors that are specific to the charged and neutral decay modes. The errors at the bottom of the table are common to both decay modes. Adding these errors in quadrature yields a total systematic error on $`ϵ^{}/ϵ`$ of $`2.8\times 10^4`$. Only a few of these errors will be addressed here; additional details are given in .
The largest contribution to the systematic error comes from uncertainties in the $`z`$ dependence of the acceptance, which are estimated from the comparison of $`z`$ distributions for data and Monte Carlo discussed above. Other significant uncertainties result from the energy scale and background subtraction in neutral mode. To evaluate the uncertainty in the neutral energy scale, we compare the reconstructed $`z`$ vertex of $`\pi ^0\pi ^0`$ events produced at the downstream edge of the regenerator with the reconstructed $`z`$ vertex for $`\pi ^0`$ pairs produced by hadronic interactions in the vacuum window at the downstream end of the decay region. The difference between these measurements is 2 cm greater than the actual distance between the regenerator edge and the vacuum window, resulting in a systematic error of $`0.7\times 10^4`$ on Re($`ϵ^{}/ϵ`$). The neutral mode background uncertainty results largely from uncertainty in the acceptance for scattered $`K\pi ^+\pi ^{}`$ decays, which are used to tune the Monte Carlo simulation for scattered events.
As mentioned earlier, in combining $`\pi ^+\pi ^{}`$ and $`\pi ^0\pi ^0`$ data from different years, we must consider the possibility of a change in the $`K_\mathrm{S}/K_\mathrm{L}`$ flux ratio between the two samples. Although the same regenerator and movable absorber were used for the two data samples, we assign a small uncertainty on Re$`(ϵ^{}/ϵ)`$ to account for the possible effect of a temperature difference between the two data collection periods, which would change the densities of the movable absorber and regenerator.
## 5 Results
The numbers of events and relative acceptances (from the Monte Carlo simulation) for the four 2$`\pi `$ decay modes can be used to calculate a simple estimate of $`ϵ^{}/ϵ`$ using Equation 1. This calculation yields $`\mathrm{Re}(ϵ^{}/ϵ)=(26.5\pm 3.0)\times 10^4,`$ but is not precisely correct because it assumes that there are only $`K_\mathrm{S}`$ decays in the regenerator beam. As illustrated in Fig. 7, the regenerator beam contains a coherent mixture of $`K_\mathrm{S}`$ and $`K_\mathrm{L}`$, which must be taken into account in the calculation of $`ϵ^{}/ϵ`$. The decay distibution in the regenerator beam also allows us to measure the $`K_\mathrm{S}`$ lifetime ($`\tau _S`$), the $`K_\mathrm{S}K_\mathrm{L}`$ mass difference ($`\mathrm{\Delta }m`$), and the relative phases of the CP violating and CP conserving amplitudes ($`\mathrm{\Phi }_{00}`$ for $`K\pi ^0\pi ^0`$ and $`\mathrm{\Phi }_{++}`$ for $`K\pi ^+\pi ^{}`$):
$`\tau _S`$ $`=`$ $`(0.8967\pm 0.0007)\times 10^{10}s`$
$`\mathrm{\Delta }m`$ $`=`$ $`(0.5280\pm 0.0013)\times 10^{10}\mathrm{}s^1`$
$`\mathrm{\Delta }\mathrm{\Phi }`$ $`=`$ $`\mathrm{\Phi }_{00}\mathrm{\Phi }_+=0.09^{}\pm 0.46^{}.`$
The final value of Re$`(ϵ^{}/ϵ)`$ is extracted from the background-subtracted and acceptance-corrected data with a fitting program that calculates decay vertex distributions, properly treating regeneration and $`K_\mathrm{S}K_\mathrm{L}`$ interference downstream of the regenerator. Including the systematic error from Table 3, the result of the fit is
$`\mathrm{Re}(ϵ^{}/ϵ)`$ $`=`$ $`(28.0\pm 3.0(\mathrm{stat})\pm 2.8(\mathrm{syst}))\times 10^4`$
$`=`$ $`(28.0\pm 4.1)\times 10^4.`$
We have performed several cross checks on this result. Consistent results are obtained at all kaon energies, beam intensities, periods during the run, magnet polarities, and for both regenerator positions. We also have done the analysis using $`\pi ^+\pi ^{}`$ data from 1996 (collected simultaneously with the $`\pi ^0\pi ^0`$ data) rather than $`\pi ^+\pi ^{}`$ data from 1997. The result is consistent with that quoted above, but with a larger systematic error . Some of these cross checks are summarized in Figs. 8 and 9. It is worth noting that the $`ϵ^{}/ϵ`$ analysis was done “blind”: the value of $`ϵ^{}/ϵ`$ was hidden with an unknown offset until after the analysis and evaluation of the systematic error were completed.
## 6 Conclusions
Based on about 1/4 of the data collected during the Fermilab 1996-1997 fixed-target run, KTeV has measured Re$`(ϵ^{}/ϵ)=(28.0\pm 3.0(\mathrm{stat})\pm 2.8(\mathrm{syst}))\times 10^4`$. This result establishes the existence of CP violation in a decay process at almost 7 sigma, and rules out the Superweak Model as the sole source of CP violation. Although the result is larger than most Standard Model calculations, it supports the Standard Model explanation of CP violation. Figure 10 shows a comparison of the KTeV measurement with previous results; the preliminary result of the NA48 experiment is shown also. The KTeV result is consistent with earlier evidence for direct CP violation from NA31 and differs from the E731 result by 2.9 sigma. Study of the E731 result has not revealed any error that would cause this discrepancy. A weighted average of all $`ϵ^{}/ϵ`$ measurements gives Re$`(ϵ^{}/ϵ)=(21.3\pm 2.8)\times 10^4`$ with a confidence level of 7%.
The analysis of the remaining 3/4 of KTeV’s 1996-1997 data sample is in progress. In 1999, we collected a new $`ϵ^{}/ϵ`$ data set with statistics equal to the full 1996-1997 sample. Several small detector modifications were made to improve the systematic quality of the 1999 data. We also performed additional systematic studies during the 1999 run. The full data sample should allow us to reduce the statistical uncertainty on Re$`(ϵ^{}/ϵ)`$ to $`1\times 10^4`$. Significant work will be required to reduce the systematic error to a similar level.
Although the very existence of direct CP violation has been an issue until recently, the full data sets of KTeV, NA48, and KLOE may soon provide measurements of $`ϵ^{}/ϵ`$ at the 5% level. Considerable improvement in theoretical calculations of $`ϵ^{}/ϵ`$ will be required to take full advantage of this precision. There is some optimism, however, that the next rounds of calculations using lattice gauge theory may approach a 10% uncertainty in $`ϵ^{}/ϵ`$, making the precise measurements of $`ϵ^{}/ϵ`$ equally precise tests of the Standard Model.
Discussion
Sherwood Parker (University of Hawaii): Did you make any changes to the apparatus to achieve the better results in the second run?
Blucher: There were no fundamental changes to the detector, but small modifications were made to improve data quality and datataking efficiency. For data quality, the most important changes involved the drift chamber system. The drift chamber electronics were improved to have higher gain and lower noise to reduce the chamber inefficiency. The two upstream drift chambers were also restrung because of damage sustained during the 1996-1997 run.
B. F. L. Ward (University of Tennessee): Is there any understanding of why there may have been a systematic bias in the earlier measurement that caused it to miss the higher value of Re$`(ϵ^{}/ϵ)`$?
Blucher: As mentioned earler, we have studied the E731 analysis and have not found any evidence of a systematic problem. For example, comparisons of data and Monte Carlo $`z`$ distributions for E731 , similar to those shown for KTeV in Fig. 6, do not show any sign of an acceptance problem.
Mario Calvetti (INFN, Florence): In your analysis, you rely on the Monte Carlo acceptance corrections to the first order. Why is this preferable to the method of NA48; that is, reweighting the events in order to have similar longitudinal vertex distribution?
Blucher: The NA48 procedure sacrifices statistics to reduce the required acceptance correction, while the KTeV procedure maximizes the statistical power of the data sample, but requires that the detector acceptance be understood. We believe that we have a reliable procedure to estimate the systematic error associated with our acceptance correction. As a cross check, we have analyzed our data with an alternate technique that compares vacuum and regenerator beam $`z`$ distributions directly, eliminating the need for a Monte Carlo acceptance correction. This analysis gives a consistent value of $`ϵ^{}/ϵ`$ but with a significantly larger statistical error. |
warning/0001/cond-mat0001102.html | ar5iv | text | # A combined He-atom scattering and theoretical study of the low energy vibrations of physisorbed monolayers of Xe on Cu(111) and Cu(001)
## I Introduction
In the past, investigations of physisorption potentials for particles on solid substrates as well as the potentials describing interadsorbate interactions were mainly motivated by the experimental studies of adsorption and phase transitions at surfaces. Several new developments have recently stimulated renewed interest. First, the possibility to manipulate and displace single atoms and molecules with low-temperature scanning tunneling microscopes has not only added to our understanding of adsorbate-substrate interactions but also underlined the need for more detailed microscopic data. Second, the recent progress in understanding sliding friction calls for more precise information on the potential energy surfaces and energy dissipation to the substrate . Although physisorption energies can be determined in a rather straightforward fashion using thermal desorption spectroscopy (TDS), information on the interparticle potentials can be only extracted indirectly, either through precise analyses of the shape of TDS-peaks or by detailed investigations of phase transitions within the adsorbed adlayers .
As the interplay between adsorption and interadsorbate potentials determines the low energy dynamics of adlayers, studies of physisorbed rare gas monolayers are of special interest in the above discussed context because of their allegedly simple vibrational properties. In the present paper we describe a determination of the parameters of these potentials on the prototype commensurate and incommensurate physisorbed monolayers of Xe on Cu(111) and Cu(001), respectively, by using He atom scattering (HAS) time of flight (TOF) spectroscopy to measure the dispersion of the low-energy adlayer-modes in combination with a theoretical analysis of the scattering data. This provides direct information on the force constants which couple the adsorbates to the substrate, the effective corrugation of the potential energy surface (PES) describing the motion of the particles on the substrate, and the force constants coupling the adjacent adsorbates. Although the first HAS-TOF measurements on rare gas overlayers were carried out almost twenty years ago, these early experiments were only able to detect the vertically polarized Einstein-like S-mode . Only recently was an additional mode found for Xe on Cu(110) and shortly thereafter also for Xe on Cu(001) , Cu(111) and NaCl(001) surfaces. This new mode was interpreted as being due to low-energy longitudinally polarized motion of the adsorbates. However, simple model calculations suggest a significant discrepancy between the fits based on this assignment and empirical potential models used so far to model the adsorbate-adsorbate and adsorbate-substrate interactions. This has created some controversy in the literature which calls for a critical reassessment of the HAS data on the low energy vibrations of physisorbed Xe monolayers.
In this paper we present the analysis of the experimental data obtained for a commensurate $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$ Xe adlayer adsorbed on Cu(111) and a similar system, viz. the hexagonal incommensurate Xe adlayer adsorbed on Cu(001). Measurements are reported on the dispersion curves and the excitation probabilities of two adlayer induced modes, the vertically polarized Einstein-like phonon branch over the entire surface Brillouin zone (SBZ) and the new in-the-surface plane polarized acoustic-like mode over the main part of the SBZ. In particular, for the latter mode in Xe/Cu(111) it was possible to measure the zone-center phonon gap which provides particularly important information on the Xe-substrate potential energy surface, and to compare this result to the recently published data on the incommensurate Xe-overlayer adsorbed on Cu(001). The first, tentative assignment of the modes observed in both systems was made by combining the symmetry selection rules applicable to the excitation of phonons of different polarization in the single phonon scattering regime with the results of lattice-dynamical analysis of the adlayers. This analysis showed that a good agreement between theoretical and experimental dispersion curves for Xe-induced modes could be obtained only with intralayer force constants derived from the Xe-Xe pair interaction unexpectedly softer than the one deduced from accurate gas phase potentials or bulk phonon data . As the use of this procedure was recently questioned , further progress in understanding the HAS data for monolayers of Xe on Cu(111) and Cu(001) necessitates resolving this controversy by carrying out a comprehensive and consistent analysis of the measured spectral features. Here we demonstrate that additional support to the discussed assignments, and in particular of the dominantly longitudinal character of the observed acoustic mode, can be obtained by carefully examining the scattering intensities in the HAS TOF spectra. To this end we have performed detailed calculations of the absolute and relative excitation probabilities of the adlayer localized modes in the single and multiphonon scattering regime using a recently developed theoretical approach and compared them with experimental HAS TOF intensities. A good agreement of the results of calculations with the experimental data provides a strong and convincing argument in favor of the present assignments and therefore of the strong modification of the monolayer force constants. It thereby points to some peculiar characteristics of the Xe-Xe interaction in adlayers of monoatomic thickness which still await a microscopic interpretation through detailed calculations of the adlayer electronic and structural properties.
The present article starts with a brief description of the experimental procedure and the preparation of Xe monolayers outlined in Sec. II. The experimental results are presented in Sec. III where a tentative assignment and interpretation of the modes observed in HAS from Xe monolayers on Cu(111) and Cu(001) is discussed. The theoretical model used to interpret the HAS TOF intensities measured both in the single and multiphonon scattering regimes is described in Sec. IV. The basic ingredients of the model relevant to the calculations of HAS from adlayers are discussed and illustrated for the example of realistic He-Xe interaction potentials. In Sec. V the experimental HAS TOF intensities are compared with the theoretical model predictions and physical implications of the good agreement are discussed. Section VI presents a way to determine the corrugation of the adlayer-substrate potential energy surface using the present approach. Finally, Sec. VII summarizes all the relevant findings and the most important conclusions. Preliminary reports on some results of the present work have been published previously .
## II Experimental
The experiments have been carried out in a high resolution helium atom scattering apparatus (base pressure $`8\times 10^{11}`$ mbar, fixed total scattering angle $`\theta _{SD}`$) described elsewhere . The crystal was mounted on a home made crystal holder and the sample could be cooled down to 40 K with liquid helium. The sample temperatures were measured using a cromel-alumel thermocouple and could be stabilized to within $`\pm `$0.5 K. The Cu(111) crystal previously oriented to within $`0.15^{}`$ was cleaned by cycles of Ar ion sputtering (600 eV, $`1\mu \mathrm{A}/\mathrm{cm}^2`$) followed by annealing at 1100 K. Prior to the experiments described here the cleanliness and the structural quality of the surface were checked by XPS and LEED. The 99.99% pure Xe gas was backfilled into the scattering chamber through a leak valve to a pressure of $`4\times 10^8`$ mbar. During the preparation of the Xe monolayer structures the crystal temperature was kept at 70 K in order to avoid the formation of bi- and multilayers, which are stable only at temperatures below 68 K. For temperatures below 68 K the He-atom TOF spectra revealed the appearance of an additional loss, which could be assigned to vertically polarized vibrations of the second layer of Xe atoms. At the temperature of preparation of the Xe monolayer on Cu(111) the commensurate-incommensurate transitions are not expected as they have been detected to occur at around 47 K . A description of the preparation of the Xe monolayer on the Cu(001) surface has been given in Refs.
## III Experimental results
The right hand side of Fig. 1.a shows the structure of the commensurate $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$ monolayer of Xe atoms adsorbed on Cu(111) surface and indicates the two principal directions (azimuths) of the substrate crystal surface. The left hand side (LHS) shows the first SBZ of the substrate (dashed lines) and the two dimensional Brillouin zone of the adlayer (full lines). Figure 1.b shows an angular distribution of He atoms scattered from $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$ Xe/Cu(111) surface for incident wave vector $`k_i=9.2`$ Å<sup>-1</sup> ($`E_i=45`$ meV) and the substrate temperature $`T_s`$=60 K along the $`[1\overline{1}0]`$-azimuth relative to the substrate surface. The intensities are normalized to the specular peak height. In addition to the (1,0) diffraction peak, two additional, Xe (1/3,0) and (2/3,0) diffraction peaks of the order one-third were observed . The sharpness of the peaks and relatively low background indicate the presence of a well-ordered, largely defect-free Xe-overlayer.
Figure 2 shows an angular distribution along the substrate -azimuth obtained by scattering He atoms from a monolayer of Xe atoms adsorbed on Cu(001) for incident wave vector $`k_i=5.25`$ Å<sup>-1</sup> ($`E_i=14.36`$ meV) and $`T_s`$=52 K. This distribution indicates a well defined structure. The earlier LEED studies at $`T_s77`$ K have identified a hexagonally ordered adlayer incommensurate with the underlying substrate , so as that the $`[100]`$ substrate direction lies along equivalent non-high symmetry directions for the two domains of the Xe monolayer, one rotated by $`30^0`$ from the other. The geometrical structure of these domains is shown in Fig. 6 of Ref. and Fig. 2 of Ref. . The present out-of-the-high-symmetry-plane measurements indicate sharp diffraction peaks commensurate with the orientation of the Xe overlayer along the Cu(001) azimuth except for the two bumps at each side of the specular peak. Their presence is related to inelastic resonance processes involving the Cu(001) surface Rayleigh wave and intense nondispersive Xe mode with polarization perpendicular to the surface, as determined by the TOF measurements described below. These characteristics of He-angular distribution spectra from Xe/Cu(001) for $`T_s<65`$ K indicate a ”floating” incommensurate Xe adlayer. Hence, in the case of both Cu substrates the Xe adlayers may be considered planar and periodic with hexagonal symmetry, irrespective of the (in)commensurability with the underlying substrate. The periodicity and symmetry of the adlayers is then reflected in their vibrational properties. The adlayer vibrational modes can be classified as dominantly in-plane polarized (longitudinal (L) and shear horizontal (SH)) and shear vertical (S) .
Figure 3 shows typical He atom TOF spectra for the $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$Xe/Cu(111) surface along the $`[11\overline{2}]`$ substrate azimuth (i.e. along the $`\overline{\mathrm{\Gamma }}\overline{\text{K}}_{Xe}`$ direction of the superstructure), for $`\theta _{SD}=\theta _i+\theta _f=90.5^0`$ and three different He atom incident energies $`E_i`$ spanning the transition from the single to the multi-quantum scattering regime. The TOF spectra have been converted from flight time to energy transfer scale. Arbitrary units are used for spectral intensities on the vertical axis. The spectrum at the lowest incident energy ($`E_i`$=9.9 meV) is typical of the single phonon scattering regime and is dominated by two well defined peaks at $`\pm `$2.62 meV on the energy loss and gain sides of the TOF spectrum, respectively. Within the experimental error these energies do not change in the interval beyond $`\mathrm{\Delta }K=0.1`$ Å<sup>-1</sup> in the first SBZ of the superstructure. In accordance with previous works on noble gas atoms adsorbed on other substrates , this mode is assigned to the excitation of collective vibrations of Xe-atoms with a polarization vector vertical to the surface and is designated the S-mode. The lack of dispersion indicates that the frequency of the vertically polarized phonon is mainly determined by the adsorbate coupling to the substrate, with only a weak coupling to adjacent adsorbates. Deviation from a dispersionless behavior occurs only at the intersection with the substrate Rayleigh-mode . The energy of this S-mode ($`\mathrm{}\omega _S=2.62`$ meV), is slightly larger than for the (110)-face of Cu ($`\mathrm{}\omega _S=2.5`$ meV ). The small, but significant deviation of 0.12 meV is consistent with a slightly deeper potential well for Xe on Cu(111) and Cu(001) than on Cu(110) .
In addition to the intense S-peaks the measured spectrum also reveals the presence of a weak but clearly resolved feature (labeled ”L”) near the elastic or zero energy loss line. The energy of this mode changes with the angle of incidence $`\theta _i`$ and thus shows dispersion. The spectral intensity of this mode relative to that of the S-mode in each TOF measurement was found to decrease strongly with the magnitude of its wave vector so that for the He$``$Xe/Cu(111) system the corresponding data points could only be obtained for parallel wavevector up to one third of the distance between the $`\overline{\mathrm{\Gamma }}`$ and $`\overline{\text{K}}_{Xe}`$ points in the first Brillouin zone of the superstructure (interval shown in Fig. 5). Since in the displayed TOF spectra the energy of the ”L” mode is always significantly below that of the lowest surface phonon of the clean Cu(111) surface , this must be a pure Xe adlayer-induced mode which cannot couple to the substrate for wavevectors over a wide range of the SBZ. As for the $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$ Xe/Cu(111) system the $`[11\overline{2}]`$ direction has a high symmetry mirror plane the vibrational modes are partitioned in two orthogonal classes . Two thirds of the modes are polarized in the sagittal plane (including the adlayer induced S- and L-modes). The remaining one third of the modes are polarized in the surface plane and normal to the mirror plane and designated shear horizontal or SH-modes. The three possible adlayer induced orthogonal modes with the wavevector in the $`[11\overline{2}]`$ direction (c.f. Fig. 1.a) are thus characterized by either a combination of the components with S- and L-polarization or pure SH-polarization. Combining the symmetry selection rules pertinent to the probabilities of excitation of in-plane phonons at ideal surfaces (c.f. Refs. and Sec. IV below) with the fact that the data were recorded in the first SBZ of the superstructure and in the sagittal plane which coincides with the high symmetry plane of the Xe/Cu(111) system, the observation of the SH-mode under these experimental conditions can be ruled out. Hence, this mode is tentatively assigned to the longitudinal mode of the adlayer which is known to couple to the scattered He atoms under similar conditions . However, as demonstrated for NaCl, the SH-modes can be excited along a high symmetry direction in the second SBZ .
The other two spectra in Fig. 3 demonstrate the transition from a single to a multiphonon scattering regime as $`E_i`$ is increased. This transition takes place already at rather low He atom incident energies due to the very low excitation energies of the adlayer-induced S-modes whose vertical polarization gives rise to a strong projectile-phonon coupling (c.f. Sec. IV). Although some single phonon features are still discernible at incident energy $`E_i=21.4`$ meV, both spectra are dominated by a number of uniformly spaced peaks at energies $`\pm n\times 2.62`$ meV. For $`E_i=45.1`$ meV the true multiphonon scattering regime is reached because the intensity of the elastic peak is smaller than that of the multi-quantum S-peak for $`n=2`$.
Figure 4 shows three representative He-atom time-of-flight spectra for the incommensurate Xe monolayer on Cu(001) for three different He atom incident energies along the $`100`$ substrate azimuth which lies halfway between the two high symmetry directions of the adlayer SBZ. In all essential aspects these spectra are similar to those shown in Fig. 2. They also exhibit strong dispersion of the ”L” mode and the multiple excitation of S-modes at energies $`\pm n\times 2.71`$ meV. In addition, the Rayleigh mode (labeled RW) of the underlying Cu(001) substrate is also observed at low and intermediate energies $`E_i`$. The RW dispersion curves of clean Cu(111) and Cu(001) surfaces are well known from the previous work .
It is noteworthy that for both adlayers the multiphonon lines are all, to within experimental error, located at integral multiples of a fundamental frequency $`\omega _S`$, 2.62 meV$`/\mathrm{}`$ for Xe/Cu(111) and 2.71 meV$`/\mathrm{}`$ for Xe/Cu(001). At the first sight this seems to imply a very harmonic Xe-Cu potential since anharmonic shifts, which are expected to be negative, would produce overtone energies smaller than the corresponding multiples of the fundamental frequency $`\omega _S`$ (c.f. Sec. VI). However, the theoretical analyses of the Xe-metal interactions show that the potential is notably anharmonic but, as we show in the next sections, the multiple spectral peaks can be explained by multiple excitation of delocalized phonon modes which involve the lowest harmonic states of many adatoms rather than a single higher anharmonic state localized on a single adatom. In this case there is no anharmonic shift as each multiphonon excitation is distributed over several Xe atoms in the overlayer.
From up to about a couple of hundred of TOF spectra with different $`\theta _i`$ the experimental dispersion curves were determined and are shown in Figs. 5 and 6. For both Xe/Cu(111) and Xe/Cu(001) the vertically polarized S-mode exhibits negligible dispersion over the major part of the SBZ except at the point of avoided crossing with the substrate RW . The most striking difference between the vibrational dynamics of the two adsorbate phases manifests itself in the dispersion of the ”L” mode. The ”L” mode for the commensurate Xe/Cu(111) structure exhibits a zone center gap of about $`0.4\pm 0.1`$ meV whereas for the incommensurate phase the frequency at the zone center goes to zero linearly with the wave vector.
To further aid the assignments of the modes in the He$``$Xe/Cu(111) TOF spectra and analyze their dispersion we have carried out a full lattice dynamics calculation of the vibrationally coupled $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^{}`$ Xe/Cu(111) system with Xe atoms placed in on-top sites on both sides of a 40 layer thick slab of substrate atoms and interadsorbate distance $`d^{XeXe}=4.42`$ Å. The interaction between nearest-neighbor Cu atoms was accounted for by a single radial force constant $`\beta ^{Cu}=28.0`$ N/m as obtained from a fit of the bulk Cu phonon dispersion curves . The other parameters describing the coupling of the Xe atoms to the nearest neighbor Cu substrate atoms was fitted to the dispersion curves, which yielded a radial force constant $`\beta ^{Xe}=3.7`$ N/m and a tangential force constant $`\alpha ^{Xe}=0.086`$ N/m. Assigning the longitudinal character to the observed ”L” mode to comply with the above discussed symmetry selection rules, the interaction between the atoms in the adlayer could be described by a radial force constant $`\beta ^{XeXe}=0.5`$ N/m and a tangential force constant $`\alpha ^{XeXe}=0`$. The results of the full calculation are shown in Fig. 9 in the next section and in Fig. 5 we present only the dispersion for the surface projected S- and longitudinal modes which reproduce the experimental data very satisfactorily. The radial Xe-Xe force constant $`\beta ^{XeXe}=0.5`$ N/m resulting from this procedure is, however, significantly smaller than the value predicted from the highly precise HFD-B2 gas-phase potential , $`\beta _{HFD}^{XeXe}=1.67`$ N/m, which produces a significantly steeper dispersion curve for longitudinal phonons denoted by dash-dotted curve in Fig. 5.
In the case of incommensurate monolayer of Xe on Cu(001) it was only possible to set up a three-dimensional dynamical matrix describing the three vibrational modes localized in the adlayer, namely the S-, L- and SH-modes (c.f. Refs. ). Since the experimental data were taken halfway between the two high symmetry directions of the two dimensional hexagonal Xe adlayer Brillouin zone, the broken symmetry no longer forbids excitation of the SH-mode. However, since the calculated polarization vector of the SH-mode is nearly perpendicular and of the L-mode nearly parallel to the present azimuthal direction , the corresponding excitation probabilities of the SH-phonon are expected to be much smaller than those of the L-phonon (c.f. Refs. and Sec. IV). Hence, as in the case of the commensurate system, a longitudinal polarization is assigned to the observed low energy adlayer-induced acoustic ”L” mode also in the incommensurate system Xe/Cu(001). The interadsorbate distance was fixed at $`d^{XeXe}=4.40`$ Åand the best-fit force constants in the direction are: $`\beta ^{Xe}=3.8`$ N/m, $`\beta ^{XeXe}=0.42`$ N/m, and $`\alpha _T^{XeXe}=0.012`$ N/m, which are similar to force constants for the Cu(111) substrate. These results are also presented in Fig. 6 and reproduce the experimental data very well. For comparison the dispersion of the L-mode calculated by using $`\beta _{HFD}^{XeXe}`$ is also shown as a dash-dotted line and does not fit to the data. However, in the case of both Xe adlayers, the physical origin of the unexpected large softening of the radial Xe-Xe force constants introduced to reconcile the symmetry requirements with the experimental data remains unclear. A clue to this effect in the case of Cu(001) and Cu(111) surfaces may be provided by their peculiar electronic structure which gives rise to surface electronic states with corresponding electronic wave functions extending far across the adsorbed Xe atoms . Alternatively, a delocalization of the electronic charge within the monolayer itself could give rise to softening of intralayer forces which then might explain the same phenomenon observed for an insulating substrate like NaCl(001) .
Recently, it was suggested that the observed ”L”-mode could be interpreted as a SH-mode as this would be consistent with a thermodynamic analysis of the Xe/Cu(001) system . This has created the controversy in the literature referred to in the Introduction and additionally motivated the present study. However, the model calculations of the HAS-TOF intensities reported in the next sections do not support such an interpretation.
## IV Theoretical description of He atom scattering from Xe adlayers on Cu(001) and Cu(111)
Since the assignments of the peaks in the experimental TOF spectra discussed in the preceding section have been questioned additional corroboration by theoretical arguments is called for. To this end we have carried out extensive calculations based on the recently developed fully quantum model of inelastic He atom-surface scattering which is especially suitable for scattering from adlayers . In this model, the single and multiphonon excitation processes can be treated on an equivalent footing without invoking additional quasi-classical approximations for the scattered particle dynamics . A detailed description of the model was presented in Ref. , so only its salient properties relevant to the calculations of HAS from adlayers are outlined here.
In view of the HAS angular distributions characteristic of the present Xe/Cu(111) and Xe/Cu(001) surfaces (c.f. Figs. 1 and 2), the static corrugation of the He-surface interaction potential will be neglected so that the Xe overlayers are assumed to be flat and free of defects. The assumption of a planar and perfectly periodic Xe adlayer justifies the use of the dynamical matrix approach in the description of the vibrational properties of the surface in terms of phonon modes characterized by their parallel wave vector and branch index. The model Hamiltonian describing inelastic atom-surface collisions can then be cast in the form:
$$H=H_0^{part}+H_0^{ph}+V(𝐫),$$
(1)
where
$$H_0^{part}=\frac{𝐩^2}{2M}+U(z)$$
(2)
is the Hamiltonian describing unperturbed motion of the projectile in the flat static potential $`U(z)`$ of the target. The projectile particle is characterized by its coordinate and momentum operators $`𝐫=(𝝆,z)`$ and $`𝐩=(𝐏,p_z)`$, respectively, and mass $`M`$. Here $`𝝆`$, $`z`$ and $`𝐏`$, $`p_z`$ denote the parallel (lateral) and vertical (normal) to the surface components of $`𝐫`$ and $`𝐩`$, respectively. $`H_0^{ph}`$ is the Hamiltonian of the unperturbed phonon field which can be constructed once the dispersion and polarization of the vibrational modes of the Xe/Cu system are known, and $`V(𝐫)`$ is the dynamic projectile-surface interaction. The distorted waves $`𝐫𝐤=𝝆,z𝐊,k_z`$, which are the eigenstates of $`H_0^{part}`$, are described by the quantum numbers $`𝐊=𝐏/\mathrm{}`$ and $`k_z=p_z/\mathrm{}`$ denoting, respectively, the asymptotic parallel and normal projectile wave vectors far outside the range of the potential $`U(z)`$. The corresponding unperturbed energy of the projectile is then given by $`E_𝐤=\mathrm{}^2(𝐊^2+k_z^2)/2M`$. Using the box normalization these eigenstates can be orthonormalized to satisfy $`𝐤𝐤^{}=\delta _{𝐤,𝐤^{}}`$, and are except for a phase factor equal to the unperturbed incoming and outgoing states satisfying the scattering boundary conditions . Explicitly, for a flat surface we have, in the coordinate representation,
$$𝐫𝐤=\frac{e^{i𝐊𝝆}\chi _{k_z}(z)}{\sqrt{L_zL_s^2}},$$
(3)
where $`L_s`$ and $`L_z`$ are the quantization lengths in the parallel and perpendicular to the surface directions, respectively, and $`\chi _{k_z}(z)`$ satisfies the limit $`\chi _{k_z}(z\mathrm{})2\mathrm{cos}(k_zz+\eta )`$. A more detailed description of the distorted wave scattering formalism was given in Refs. .
The theoretical description of the scattering event described by Hamiltonian (1) is sought in terms of a scattering spectrum $`N(\mathrm{\Delta }E,\mathrm{\Delta }𝐊)`$, which gives the probability density that an amount of energy $`\mathrm{\Delta }E`$ and parallel momentum $`\mathrm{}\mathrm{\Delta }𝐊`$ are transferred from the He atom to the substrate phonon field. The particular choice of these two variables is dictated by the symmetry of the problem, the conservation of the total energy and, for a periodic surface, the conservation of the parallel momentum to within a reciprocal lattice vector $`𝐆`$. Therefore, $`\mathrm{\Delta }E`$ and $`\mathrm{\Delta }𝐊`$ completely determine the final state of the scattered particle provided its initial state $`𝐤_𝐢=(𝐊_𝐢,k_{zi})`$ is well specified. With these prerequisites the energy and parallel momentum resolved scattering spectrum is defined by
$$N_{𝐤_𝐢}(\mathrm{\Delta }E,\mathrm{\Delta }𝐊)=\underset{t\mathrm{}}{lim}\mathrm{\Psi }(t)\delta [\mathrm{\Delta }E(H_0^{ph}\epsilon _i)]\delta (\mathrm{}\mathrm{\Delta }𝐊\widehat{𝐏}^{ph})\mathrm{\Psi }(t),$$
(4)
where $`\widehat{𝐏}^{ph}`$ is the parallel momentum operator of the unperturbed phonon field, $`\epsilon _i`$ is the initial energy of the phonon field, $`\mathrm{\Delta }𝐊=𝐊_𝐢𝐊_𝐟`$, and $`\mathrm{\Psi }(t)`$ is the wave function of the entire interacting system. For calculational convenience, the phonon creation (annihilation) processes are assigned positive (negative) $`\mathrm{\Delta }E`$ and $`\mathrm{\Delta }𝐊`$ since they refer to the phonon field quantum numbers. The corresponding experimental quantities have, however, opposite signs because they refer to the measured changes of energy and parallel momentum of the projectile. The spectrum (4) is inherently normalized to unity and hence satisfies the optical theorem. It is also directly proportional to the experimental time-of-flight (TOF) spectrum . Based on the translational symmetry of the system we shall in the following describe the phonon modes propagating in Xe monolayers by their wave vector $`𝐐`$ parallel to the surface, branch index $`j`$, polarization vector $`𝐞(𝐐,j)`$ and energy $`\mathrm{}\omega _{𝐐,j}`$ . The problem of localized modes characteristic of either mixed layers with broken or reduced translational symmetry or of isolated adsorbates will be treated elsewhere.
Under the conditions in which the HAS experiments were carried out, the uncorrelated phonon exchange processes dominate over the correlated ones . Then the angular resolved scattering spectrum is accurately represented by the expression:
$$N_{𝐤_𝐢,T_s}^{EBA}(\mathrm{\Delta }E,\mathrm{\Delta }𝐊)=_{\mathrm{}}^{\mathrm{}}\frac{d\tau d^2𝐑}{(2\pi \mathrm{})^3}e^{\frac{i}{\mathrm{}}[(\mathrm{\Delta }E)\tau \mathrm{}(\mathrm{\Delta }𝐊)𝐑]}\mathrm{exp}[2W^{EBA}(𝐑,\tau )2W^{EBA}(0,0)],$$
(5)
where $`\tau `$ and $`𝐑=(X,Y)`$ are auxiliary variables occurring after the temporal and spatial Fourier representation of the energy and parallel momentum delta-functions, respectively, are introduced on the RHS of expression (4) , $`2W^{EBA}(𝐑,\tau )`$ is the exponentiated Born approximation (EBA) expression for the so-called scattering or driving function which contains all information on uncorrelated phonon exchange processes in the atom-surface scattering event. Its zero point value $`2W^{EBA}(0,0)=2W_{T_s}^{EBA}`$ gives the Debye-Waller exponent (DWE) in the EBA and the corresponding Debye-Waller factor (DWF), $`\mathrm{exp}[2W_{T_s}^{EBA}]`$, gives the probability of the elastically scattered specular beam . Since in the EBA the correlations between two subsequent phonon scattering events are neglected, the expression for $`N_{𝐤_𝐢,T_s}^{EBA}(\mathrm{\Delta }E,\mathrm{\Delta }𝐊)`$ on the LHS of (5) must be combined with the conservation laws for the total energy and parallel momentum .
The EBA expression for the scattering spectrum (5) holds irrespective of the form of the projectile-phonon coupling. However, it has been shown that, for the projectile-phonon coupling to all orders in the lattice displacements, the higher order phonon exchange processes which involve only single phonon vertices and originate from linear coupling give much larger contribution to the scattering matrix than the non-linear many-phonon processes of the same multiplicity (c.f. Fig. 1 of Ref. and Fig. 1 of Ref. ). Hence, in the present approach, only the linear projectile-phonon coupling will be retained, in which case the scattering function takes the form :
$`2W^{EBA}(𝐑,\tau )`$ $`=`$ $`{\displaystyle \underset{𝐐,𝐆,j,k_z^{}}{}}[𝒱_{k_z^{},k_{zi}}^{𝐊_𝐢,𝐐+𝐆,j}(+)^2[\overline{n}(\mathrm{}\omega _{𝐐,j})+1]e^{i(\omega _{𝐐,j}\tau (𝐐+𝐆)𝐑)}+`$ (6)
$`+`$ $`𝒱_{k_z^{},k_{zi}}^{𝐊_𝐢,𝐐+𝐆,j}()^2\overline{n}(\mathrm{}\omega _{𝐐,j})e^{i(\omega _{𝐐,j}\tau (𝐐+𝐆)𝐑)}].`$ (7)
Here $`\overline{n}(\omega _{𝐐,j})`$ is the Bose-Einstein distribution of phonons of energy $`\mathrm{}\omega _{𝐐,j}`$ at the substrate temperature $`T_s`$ and the symbols
$$𝒱_{k_z^{},k_{zi}}^{𝐊_𝐢,𝐐+𝐆,j}(\pm )=2\pi V_{k_z^{},k_{zi}}^{𝐊_𝐢𝐐+𝐆,𝐊_𝐢,j}\delta (E_{𝐊_𝐢𝐐+𝐆,k_z^{}}E_{𝐊_𝐢,k_{zi}}\pm \mathrm{}\omega _{𝐐,j})$$
(8)
denote the on-the-energy and momentum-shell one-phonon emission (+) and absorption $`()`$ matrix elements or the probability amplitudes of inelastic He atom-surface scattering expressed through the corresponding off-the-energy-shell interaction matrix elements $`V_{k_z^{},k_{zi}}^{𝐊_𝐢𝐐+𝐆,𝐊_𝐢,j}`$ (see below). In the present fully three dimensional calculations the wave vectors of real phonons exchanged in the collision will be restricted to the first SBZ of the superstructure (i.e. G=0) because the major part of the experimental data was recorded in this region. However, for integrated quantities such as the DWF, the relevant summations sometimes need to be extended beyond the first SBZ (see below). The matrix elements given by expression (8) are normalized to unit particle current normal to the surface, $`j_z=v_z/L_z=\mathrm{}k_z/ML_z`$. This can be easily verified if according to the box normalization the energy conserving $`\delta `$-function in (8) is converted into the Kronecker symbol following the identity
$$2\pi \delta (E_{𝐊𝐐,k_z^{}}E_{𝐊,k_z}\pm \mathrm{}\omega _{𝐐,j})=\frac{L_z}{\mathrm{}\sqrt{v_z^{}v_z}}\delta _{k_z^{},\overline{k}_{zi}}\mathrm{\Theta }(\overline{k}_{zi}^2),$$
(9)
where $`\overline{k}_{zi}^2=\pm 2𝐊_𝐢𝐐𝐐^2+k_{zi}^22M\omega _{𝐐,j}/\mathrm{}`$ and $`\mathrm{\Theta }(\overline{k}_{zi}^2)`$ is the step function restricting $`\overline{k}_{zi}^2`$ only to open scattering channels in which $`\mathrm{}k_z^2/2M>0`$. The factor of $`L_z`$ appearing in (9) is canceled by the factor $`L_z^1`$ appearing in $`V_{k_z^{},k_{zi}}^{𝐊_𝐢𝐐,𝐊_𝐢,j}`$ which arises from the box normalization of the projectile wave functions (c.f. Eq. (3)). This enables a straightforward summation over $`k_z^{}`$ on the RHS of expression (7). The quantization lengths in the parallel directions also cancel out from expression (7) after the final summation over $`𝐐`$. The Debye-Waller exponent is then obtained from Eq. (7) by a straightforward substitution $`𝐑=0`$ and $`\tau =0`$.
In the following we shall adopt for $`V_{k_z^{},k_{zi}}^{𝐊_𝐢𝐐,𝐊_𝐢,j}`$ the expressions obtained by taking the matrix elements of the vibrating part $`V(𝐫)`$ of the total He-Xe/Cu potential $`V_{tot}(𝐫)`$ which will be modeled by a pairwise sum of atomic He-Xe interaction potentials $`v(𝐫𝐫_𝐥)`$ . Hence:
$$V(𝐫)=\left(V_{tot}(𝐫)\right)_{vib}=\left(\underset{𝐥}{}v(𝐫𝐫_𝐥𝐮_𝐥)\right)_{vib},$$
(10)
where $`𝐫_𝐥=(𝝆_𝐥,z_l)`$ ranges over the equilibrium positions of Xe atoms and $`𝐮_𝐥`$ denotes the displacement of the $`𝐥`$-th Xe atom from equilibrium. The static part of $`V_{tot}(𝐫)`$, which is equal to the average of the pairwise sum in the brackets on the RHS of Eq. (10), is then identified with the static atom-surface potential $`U(z)`$ which is included in $`H_0^{part}`$ in Eq. (2). The thus formulated scattering theory is equally appropriate to treat single and multiphonon scattering processes in HAS and incorporates the single phonon DWBA scattering theory reviewed in Refs. and as a special limit.
To simplify the numerical calculations and in particular the treatment of the interaction matrix elements and the scattering function, we shall approximate $`U(z)`$ by a suitably adjusted Morse potential:
$$U(z)=D(e^{2\alpha (zz_0)}2e^{\alpha (zz_0)}),$$
(11)
where $`D`$, $`z_0`$ and $`\alpha `$ denote the potential well depth, position of the minimum and the inverse range, respectively. This approximation is justified in the range of energies of the present HAS experiments . The values of these potential parameters appropriate to the two studied collision systems are given in Sec. V in which they are explicitly quoted as the input in the calculations of the scattering intensities for comparison with the experimental results.
Following the findings of Ref. that the repulsive and attractive components of the pair potentials contribute to the vibrating part of the total dynamic atom-surface interaction, both components are included in the dynamic atom-adlayer interaction. Then the matrix elements for linear atom-phonon coupling acquire a simple form :
$$V_{k_z^{},k_z}^{𝐊𝐐,𝐊,j}=𝐮^{}(𝐐,j)𝐅(𝐊^{}𝐊,k_z^{},k_z)\delta _{𝐊^{},𝐊𝐐},$$
(12)
where $`𝐮(𝐐,j)`$ is the vector of quantized displacement of the adlayer atoms corresponding to the phonon mode $`(𝐐,j)`$ defined below in Eq. (16). The parallel momentum conserving Kronecker symbols $`\delta _{𝐊^{},𝐊𝐐}`$ arise as a result of the summation over adsorption sites of pair potential contributions from all adsorbates in the periodic adlayer. The matrix element of the force $`𝐅(𝐊^{}𝐊,k_z^{},k_z)`$ exerted on the projectile by an atom in the adlayer is expressed as :
$$𝐅(𝐊^{}𝐊,k_z^{},k_z)=\chi _{k_z^{}}(i(𝐊^{}𝐊),/z)v(𝐊^{}𝐊,z)\chi _{k_z},$$
(13)
where $`v(𝐊^{}𝐊,z)`$ is a two-dimensional Fourier transform of $`v(𝐫)`$ which appears in expression (13) after taking the matrix element between the parallel components of the projectile wave functions $`𝝆𝐊^{}`$ and $`𝝆𝐊`$. The scalar product appearing in expression (12) gives the afore mentioned symmetry selection rules for excitation amplitudes of the various one-phonon scattering processes. In particular, for a purely SH-polarized phonon with a polarization vector in the surface plane and perpendicular to the mode wave vector $`𝐐`$ in the first SBZ, the scalar product in (12) will be equal to zero, leading to a vanishing excitation probability. Expressions (12) and (13) also indicate that for small parallel momentum transfer to phonons the projectile-phonon coupling is strongest for vibrations with polarization vector perpendicular to the surface.
The parallel or $`(𝐊^{}𝐊)`$-dependence of $`v(𝐊^{}𝐊,z)`$ was modeled by introducing the cut-off wave vector $`Q_c`$ which gives an approximate upper bound on the parallel momentum transfer in the one-phonon exchange processes (Hoinkes-Armand effect ). Denoting $`𝐊^{}𝐊=𝐐`$ this yields:
$$v(𝐐,z)=D(e^{2\alpha (zz_0)}e^{Q^2/2Q_c^2}2e^{\alpha (zz_0)}e^{Q^2/Q_c^2}).$$
(14)
with the property $`v(𝐐=0,z)=U(z)`$. The appearance of different effective cut-offs in the $`Q`$-dependence of the repulsive and attractive components of $`v(𝐐,z)`$ in Eq. (14) (viz. $`\sqrt{2}Q_c`$ versus $`Q_c`$) is a consequence of the different ranges of the repulsive and attractive components of the model pair potential $`v(𝐫𝐫_𝐥)`$ consistent with expression (11) . In the case of exponential potentials of range $`1/\beta `$ the value of $`Q_c`$ is approximately given by :
$$Q_c=\sqrt{\frac{\beta }{z_t}},$$
(15)
where $`z_t`$ is the (energy dependent) average value of the He atom turning point in the surface potential $`U(z)`$. Although the numerical evaluation of the matrix elements (13) avoids the explicit introduction of $`Q_c`$ the effect of the cut off in the parallel momentum transfer remains . The matrix elements described by Eq. (13) were all calculated by using the pair potentials $`v(𝐫𝐫_𝐥)`$ to obtain $`v(𝐐,z)`$, Eq. (14), with the parameters corresponding to the two studied systems explicitly defined in the next section. Figures 7.a and 7.b illustrate the behavior of the one dimensional off-shell matrix elements $`\chi _{k_z^{}}v(𝐐=0,z)\chi _{k_z}`$ and $`\chi _{k_z^{}}(/z)v(𝐐=0,z)\chi _{k_z}`$ which determine the parallel and perpendicular components of expression (13), respectively. The minima occurring in these plots are the consequence of the competition between the contributions coming from the repulsive and attractive components of $`v(𝐐=0,z)`$.
As is clear from Eq. (12), the calculations of the full interaction matrix elements also require the dynamical displacements $`𝐮_𝐥`$ of atoms in the adlayer. For Xe adsorption on Cu(001) the overlayer structure is incommensurate with the underlying substrate which necessitates an approximate but consistent description of the adlayer vibrational properties. Following the experimental evidence indicating a defect free and well structured monolayer (c.f. Fig. 2) we assume as in Sec. III a planar ”floating adlayer” with perfect hexagonal symmetry in which the phonon dynamics takes into account only the averaged Xe-substrate potential perpendicular to the surface as well as inter-adsorbate interactions. In this case the polarization vectors and eigenfrequencies are solutions of a three-dimensional dynamical matrix . Hence, the adsorbate displacements can be expanded in terms of normal phonon modes of the adlayer in terms of phonon creation ($`a_{𝐐,j}^{}`$) and annihilation ($`a_{𝐐,j}`$) operators:
$$𝐮_𝐥=\underset{𝐐,j}{}\left(\frac{\mathrm{}}{2M_aN_a\omega _{𝐐,j}}\right)^{1/2}e^{i𝐐𝝆_𝐥}𝐞(𝐐,j)(a_{𝐐,j}+a_{𝐐,j}^{}),$$
(16)
which also defines $`𝐮(𝐐,j)=(\mathrm{}/2M_aN_a\omega _{𝐐,j})^{1/2}𝐞(𝐐,j)`$ in Eq. (12). Here $`𝝆_𝐥`$ is the parallel component of the radius vector of the $`𝐥`$-th adsorbate in equilibrium, and $`M_a`$ and $`N_a`$ are the mass and the number of Xe atoms in the adlayer, respectively. In the floating adlayer model the index $`j`$ ranges over the S- (shear vertical), L- (longitudinal horizontal) and SH- (shear horizontal) adlayer modes. By construction the floating adlayer phonon modes are localized in the adlayer and the polarizations of L- and SH-modes are strictly in the surface plane. The corresponding dispersion curves calculated with the adjusted force constants quoted in Sec. III are shown in Fig. 8. Consequently, the symmetry selection rules for probability of phonon excitation in a floating adlayer are more stringent than in the case of a dynamical matrix description which includes the substrate dynamics in some way. This is reflected in the calculated probability of excitation of an SH-phonon for in-the-sagittal plane inelastic scattering within the first SBZ of the superstructure. This probability turns out to be much smaller than for the L-mode for all azimuths, and is exactly zero along the two high symmetry directions $`\mathrm{\Gamma }\overline{K}_{Xe}`$ and $`\mathrm{\Gamma }\overline{M}_{Xe}`$ of the superstructure. These effects will be further discussed below in conjunction with the effects which the scattering potential imparts to the scattering intensities and in Sec. V where we discuss a comparison between experimental and theoretical results.
To calculate the required eigenfrequencies and the corresponding polarization vectors of the full dynamical matrix corresponding to the commensurate Xe/Cu(111) system we have used the force constants given in the previous section. The results for the dispersion curves are shown in Fig. 9.a. Here we can also trace how each phonon mode of the composite system is localized at the surface (i.e. within the adlayer) and how typical surface modes may get delocalized for certain values of the wave vector. A measure of the adlayer localization of the S-, L- and SH-modes near the center of the first BZ of the superstructure is shown in Fig. 9.b. Further important information concerning the ellipticity of polarization (perpendicular versus longitudinal) of the L-mode in the same region is illustrated in Fig. 9.c.
The calculation of the force matrix elements, Eq. (13), can be performed analytically using the wave functions of Eq. (3) and the two dimensional Fourier transform of the pair interaction, Eq. (14) . With the aid of these matrix elements and using Eqs. (8) and (9), we can obtain first order or distorted wave Born approximation (DWBA) transition probabilities for He atoms in Eq. (7). Multiplying them by the corresponding Bose distributions we obtain the DWBA inelastic state-to-state reflection coefficients for one phonon scattering . Carrying out the summation over $`k_z^{}`$ by making use of Eq. (9), fixing $`\theta _{SD}=\theta _i+\theta _f`$, $`E_i`$ and $`T_s`$, and varying $`\theta _i`$ we obtain the $`Q`$-dependent scattering intensities which can be directly related to the one phonon intensities in the TOF spectra (c.f. next section). Here we shall only illustrate some of their general and most interesting features.
Figure 10 shows a plot of the DWBA scattering intensities for emission (energy loss) or absorption (energy gain) of a single dispersionless S-phonon in HAS from the ”floating” Xe adlayer on Cu(001) surface. The calculated intensities reveal a relatively simple and expected structure as a function of the exchanged phonon momentum which is mainly due to simple properties of S-phonons characteristic of the ”floating” adlayer model (absence of dispersion and the polarization vector localized in and perpendicular to the adlayer). On the other hand, due to the more complicated model of vibrational dynamics of the commensurate Xe monolayer adsorbed on Cu(111) surface the analogous intensities shown in Fig. 10.b exhibit a more complicated structure despite the similarity in the corresponding potential parameters (for the magnitude of the latter see next section). Here the S-phonon polarization vector becomes delocalized over the first few layers of the Xe/Cu slab for the values of $`Q`$ at which the S-phonon dispersion curve meets the dispersion curves of substrate phonons (c.f. Fig. 9.a). This makes the coupling of the He atom to S-phonons weaker in this region of the $`Q`$-space which is then reflected in the occurrence of pronounced minima in the scattering intensities.
However, for nondispersive S-phonons the intensities of the measured single quantum loss or gain peaks acquire additional weight due to the multi-quantum interference between the emission of $`n\pm 1`$ and annihilation of $`n`$ nondispersive phonons of different wave vectors . These additional contributions are automatically included in the EBA with account of recoil effects, as demonstrated in Ref. . The difference between the single S-phonon loss and gain scattering intensities obtained in first order DWBA theory and in the EBA (which takes into account such interference processes) can also be visualized in Figs. 10.a and 10.b for incommensurate and commensurate Xe adlayers, respectively. It is seen from the figures that for given projectile incoming energies these differences may be already quite substantial. In particular, the noticeably larger EBA intensities for larger wave vectors are solely due to multi-quantum interference processes. This necessitates the use of the EBA in calculating the scattering intensities for comparison with the experimental data. On the other hand, we have found that the same type of renormalization of the scattering intensities of dispersive L-modes by emission and absorption of nondispersive S-modes gives a negligible effect.
The differences in magnitude between the projectile transition probabilities in one phonon loss and gain processes can be best illustrated by repeating the above calculation for the scattering intensities but without multiplying the phonon loss and gain transition probabilities by the corresponding Bose distributions. The results of such a calculation for an S-mode emission and absorption are depicted in the insets in Figs. 10.a and 10.b. These differences arise from and give a measure of the quantum recoil effects and are more pronounced at lower projectile incoming energies (c.f. Fig. (6) in Ref.). The trend that the results for loss processes give smaller values than for the gain processes reflects the fact that the phase space or density of states for transitions of the projectile to a state with lower energy (case of phonon emission) is smaller than to a state with higher energy (case of phonon absorption).
Figure 11.a shows first order or DWBA intensities for HAS from L-phonons in the incommensurate adlayer of Xe on Cu(001) surface for finite substrate temperature $`T_s`$ which determines the temperature of the Bose-Einstein distributions for adlayer phonons in expression (7). In the present ”floating” adlayer model for the dynamical matrix the L-mode frequency follows acoustic dispersion $`\omega _{𝐐,L}c_LQ`$ for small $`Q`$ (c.f. Fig. 8). The corresponding polarization vector $`𝐞(𝐐,L)`$ lies strictly in the adlayer plane and remains dominantly parallel to $`𝐐`$ even outside the high symmetry directions of the BZ of the superstructure. Consequently, the L-phonon DWBA intensity for small $`Q`$ (for which $`\omega _{𝐐,L}Q`$) and finite $`T_s`$ becomes proportional to the factor $`𝐐𝐞(𝐐,L)^2kT_s/\omega _{𝐐,L}^2`$ which saturates at a finite value for $`Q0`$. As a result of that and the properties of the matrix elements depicted in Fig. 7.a the L-phonon scattering intensity in the case of the incommensurate monolayer exhibits a maximum near the zone center. The minima in the intensity occur for those values of $`Q`$ at which the on-the-energy-shell counterparts of these matrix elements go through a minimum or zero. All these features clearly manifest themselves in the $`Q`$-dependence of the L-phonon scattering intensity shown in Fig. 11.a. In contrast to the L-mode behavior, the polarization of the SH-mode remains dominantly perpendicular to $`𝐐`$ also outside the high symmetry directions of the first SBZ of the superstructure . Therefore for ideally structured ”floating” adlayers it will always give a much smaller contribution to the intensity of the one phonon processes for HAS in the sagittal plane and $`𝐐`$ restricted to the first SBZ (c.f. next section).
Figure 11.b shows the single L-phonon HAS intensity for Xe/Cu(111) system as a function of the phonon wave vector on the same scale as in Fig. 11.a. Apart from the trends leading to zero scattering intensities for some isolated Q-values due to the behavior of the off-shell matrix elements shown in Fig. 7.a, which are common to both incommensurate and commensurate Xe layers, some basic differences with respect to the Xe/Cu(001) system can be observed. The commensurability of the adlayer with the substrate gives rise to non-vanishing Xe-Cu shear stress force constants entering the full dynamical matrix of the Xe/Cu slab, thereby producing two important effects regarding the phonon dynamics. First, it causes the appearance of a zone center phonon gap in the dispersion curves of L-phonons and hence the intensity factor $`𝐐𝐞(𝐐,L)^2kT_s/\omega _{𝐐,L}^2Q^2`$ for small $`Q`$ because $`\omega _{𝐐=0,L}0`$. Second, the polarization vector of the L-phonons is no longer constrained to the surface plane but for the values of $`Q`$ at which the L-mode and substrate modes are degenerate it also acquires a component in the direction perpendicular to the surface and its localization to the adlayer is reduced (c.f. Figs. 9.b and 9.c). For a completely in-surface-plane polarization of the L-mode and finite $`T_s`$ the first effect causes a drop in the scattering intensity which is quadratic in $`Q`$ towards the zone center. The beginning of this trend is clearly visible in Fig. 11.b. However, by increasing $`Q`$ the second effect begins to play a role and, since the coupling to perpendicular vibrations is much stronger than to the parallel ones, the L-phonon scattering intensity rises rapidly up and reaches a maximum in two spikes near the zone center. Hence, the interplay between the parallel and perpendicular polarizations, or the ellipticity of the L-mode polarization in the commensurate Xe/Cu(111) system, introduces fast variations of the scattering intensity as a function of the exchanged phonon momentum. Regarding the role of the SH-modes of the slab on the HAS intensities, we find that the situation here is completely analogous to the case of a floating Xe adlayer, i.e. within the present model description their coupling to He atom is generally negligible for in-sagittal-plane collision geometry and $`𝐐`$ lying in the first SBZ, and is strictly zero along the high symmetry directions. However, this conclusion does not apply to the magnitude of the Debye-Waller factor because the Debye-Waller exponent is obtained by carrying out the momentum transfer summations over the entire first SBZ and also beyond if the coupling matrix elements are strong there (c.f. Figs. 10 and 11). In fact, for the matrix elements of appreciable magnitude in the second SBZ the SH-mode can produce even larger contributions to the DW exponent than the L-mode due to its lower excitation frequency. This situation is illustrated in Fig. 12.
An important point to be observed in connection with Figs. 10 and 11 is a relatively large difference between the one phonon loss and gain scattering probabilities at lower projectile incident energies. This is due to an interplay between the projectile recoil and temperature effects. The amplitude for a transition of the projectile to a state with higher energy is larger than to a state with lower energy (c.f. insets in Figs. 10.a and 10.b) because of the larger phase space for the states of higher energy. Thus, for the same incoming energy the matrix elements $`𝒱()^2`$ for phonon absorption in expression (7) for the scattering function will be generally larger than $`𝒱(+)^2`$ which describe phonon emission (c.f. also Fig. 6 in Ref. ). On the other hand, the temperature effects entering expression (7) through the corresponding Bose-Einstein distribution factors $`\overline{n}`$ and $`(\overline{n}+1)`$ for phonon absorption and emission, respectively, act just in the opposite direction because $`\overline{n}<(\overline{n}+1)`$ . Hence, the total scattering intensity for phonon emission or absorption calculated from the scattering function (7) depends on the trade off between these two effects.
## V Comparison of theoretical and experimental results
A real test of the assumptions underlying the present model interpretation of HAS from Xe monolayers on Cu(001) and Cu(111) surfaces should come through a comparison of relative excitation intensities of the various modes in the experimental and calculated scattering spectra. This is equally relevant for the single and multiphonon scattering regimes.
In this section we first calculate the relative intensities of the various adlayer modes in the single phonon scattering regime using the approaches described in the preceding sections. The parameters characterizing the He-Xe potential in expression (14) are given by:
$`D=6.60`$ meV, $`\alpha ^1=0.8202`$ Å, and $`z_0=3.49`$ Å,
for the commensurate system Xe/Cu(111), and
$`D=6.40`$ meV, $`\alpha ^1=1.032`$ Å, and $`z_0=3.6`$ Å,
for the incommensurate system Xe/Cu(001). These are not the parameters obtained from pairwise summation of pure He-Xe gas-phase potentials which yields:
$`D_{gas}=7.2`$ meV, $`\alpha _{gas}^1=0.77`$ Å, and $`z_{0,gas}=3.51`$ Å,
but slightly modified ones to produce a softer He-surface potential. The present set of parameters for the Xe/Cu(111) system also differs from the one quoted in Ref. which is a result of additional consistency requirement imposed to obtain a unified set describing the TOF spectral intensities equally well in the single and multiphonon scattering regimes. Such a necessity for modification of the sum of gas-phase pair potentials is not uncommon in HAS studies (c.f. Refs. ) and here it is also necessary to consistently reproduce the relative peak intensities in the measured TOF spectra.
A comparison of the experimental and calculated spectral intensities of S- and L-modes in the single phonon scattering regime of HAS from Xe/Cu(111) is shown in Fig. 13. Here we note that our calculations always yield smaller intensities for the elastic peaks compared with the experiment as the latter also includes contributions from diffuse elastic scattering from defects not accounted for by the present model. Hence, this missing component has been added to the elastic peak intensity because in combination with the finite peak width it can also contribute to the background intensity of the L-peaks. With this proviso a good agreement between experimental and theoretical results is achieved which illustrates the consistency of the present interpretation of the inelastic peaks in the TOF spectra.
Since in the floating adlayer model applied to the Xe/Cu(001) system the interference between the adlayer modes and the substrate Rayleigh wave (RW) cannot be obtained, we have selected the TOF spectra in which the peaks assigned to S- and L-modes could be maximally separated from those of the RW and then calculated only the adlayer mode intensities in the EBA by neglecting the S-mode frequency shifts and delocalization occurring at avoided crossing with the dispersion curve of the RW. Along the direction of measurement the polarization of the SH mode is not strictly perpendicular to its wave vector, and this in principle could give rise also to SH-mode-induced structures in the TOF spectra. However, in this direction the present theoretical analysis gives the SH-mode intensity of the order of only five percent relative to the contribution from the L-mode. Only the introduction of coupling of the SH mode to the modes of the underlying substrate could induce a breakdown of symmetry leading to a removal of such stringent selection rules and thereby to a larger SH-mode excitation probability. The calculated relative intensities of the S- and L-modes for the Xe/Cu(001) system in the single phonon scattering regime, but with inclusion of multi-quantum interference of nondispersive S-modes, are compared with the experimental data in Fig. 14. Given all the approximations used in the calculation, it is seen that the model reproduces the relative TOF intensities quite satisfactory. The only exception occurs on the energy loss side in the lower panel of Fig. 14 where the afore mentioned avoided crossing between the substrate RW (energy loss at 3.05 meV) and the adlayer S-mode takes place, with the effect of S-mode frequency shift and intensity enhancement. In Fig. 14 we also demonstrate how the use of the unsoftened force constants derived from the three-dimensional Xe-Xe gas phase potential produces the position and intensity of L-peaks for which the disagreement with the experimental data is evident. On the other hand, the SH-peaks calculated for the present scattering geometry by using the same gas phase potentials are of negligible relative intensity to be experimentally observable although their frequency may coincide with that of the measured acoustic mode. Hence, with the present mode assignments and the corresponding model dispersion relations based on the softened radial intralayer force constants we can consistently describe the HAS-TOF intensities for the Xe/Cu(001) system as well.
As the coupling of He atoms to S-modes is much stronger than to the L-modes, as illustrated in Figs. 10 and 11, the multiphonon scattering spectra will be dominated by a series of multi-quantum S-peaks. All other dispersive modes may only add weak structures on top of this basic one. Eventually, these structures will turn into a broad Gaussian-like background (cf. Eq. (73) in Ref. and Eq. (9) and Fig. 3 in Ref. ) in the limit of high incident projectile energies. The multiphonon scattering spectra from Xe/Cu(111) and Xe/Cu(001) adlayers have been studied in detail in Ref. and for the sake of completeness we here briefly illustrate their features in Figs. 15.a and 15.b, respectively, by consistently employing the potentials from the corresponding single phonon calculations. Figure 15.b is interesting in that it illustrates the behavior of the experimental scattering spectra of He$``$Xe/Cu(001) collisions in the single phonon scattering regime regarding the modes which weakly couple to He atoms. This is shown by the appearance of a Rayleigh wave-induced hump and an L-mode-induced shoulder near the elastic line. However, this scattering regime simultaneously appears to be a multiphonon one for the S-modes whose coupling to the scattering He atoms is much stronger. Concerning the agreement between experimental and theoretical results we observe that although the multiphonon TOF spectra of the incommensurate Xe/Cu(001) system can be relatively well reproduced, except for the elastic line which was not corrected for diffuse scattering contribution in the theoretical plot, the agreement for the commensurate Xe/Cu(111) system is better. Interestingly enough, in the latter case (Fig. 15.a) the diffuse elastic scattering correction for the elastic line was unnecessary due to the true multiphonon character of the spectrum at this higher incident energy. This spectrum can be viewed as a convolution of a series of well defined equidistant peaks, signifying the uncorrelated multiple emission and absorption of nondispersive S-phonons and not the overtones (for overtone frequencies see next section), with a broad background arising from the multiple excitation of L- and SH-phonons (whose polarizations in this regime are no more constrained by the symmetry selection rules), and also from the substrate surface projected modes which may couple to the scattered He atoms. As implied in expression (7), the phonon absorption processes of any kind can take place only for $`T_s>0`$.
It is also noteworthy that the resulting multi-quantum S-mode intensities in the spectra shown in Figs. 15.a and 15.b do not generally follow the Poisson distribution. This arises as a consequence of the projectile recoil effects and the dependence of the magnitude of each peak maximum on the exchanged parallel momentum, which both act so as to prevent the appearance of a simple Poissonian structure. These features were discussed in detail in Refs. .
## VI Corrugation of Xe-Cu(111) potential energy surface
The value of the zone center gap for the longitudinal phonon mode in the case of Xe adsorbed on Cu(111) surface also provides information on the Xe/Cu(111) potential energy surface. Since, in the past, precise information on the lateral corrugation for noble gases adsorbed on metal surfaces has been missing, an approach based on the work by Steele has frequently been used in applications in which the periodic adsorbate-substrate potential $`V_s(𝐫)`$ is obtained by a summation of Lennard-Jones pair potentials $`V(𝐫)=4ϵ[(\sigma /r)^{12}(\sigma /r)^6]`$ describing interaction between noble gas atom and substrate atoms. The resulting sum can be expressed in the form
$$V_s(𝝆,z)=ϵ[V_0(z)+fV_1(z)\underset{i=1}{\overset{3}{}}\mathrm{cos}(𝐆_i𝝆)].$$
(17)
where now $`𝝆`$ and $`z`$ denote the adsorbate parallel and perpendicular coordinate, respectively, the latter being measured from the first layer of substrate atoms. The symbols $`\pm 𝐆_i`$, $`i=1`$ to 3, denote the six shortest reciprocal lattice vectors, and the definition of $`V_0`$ and $`V_1`$ is given in Ref. . The original expression (17) was derived in Ref. for the case $`f=1`$ and the extra factor $`f`$ which may differ from unity has been added following Ref. to adjust the corrugation without changing the adsorption energy. Since this type of the potential has been used in molecular dynamics simulations of sliding monolayers we can estimate its relevance to the present problem even without invoking the precise information on the adsorption sites. Thus, setting $`\sigma `$ to 3.487 Å, the arithmetic mean of $`\sigma _{XeXe}`$ (describing the Xe-Xe interaction), the Cu nearest neighbor distance and putting $`ϵ=19`$ meV, yields a Xe-surface potential with a total depth of around 200 meV, a reasonable value . For the interaction between noble gas atoms and metal surfaces with highly delocalized conduction electrons the parameter $`f`$ has previously been reduced to values of the order 0.1 to account for small corrugations observed experimentally, and values as small as 0.03 have been proposed for the case of Kr on Au(111) .
Although we have not used the parametrized expression (17) in our dynamical matrix analysis of Xe adlayer vibrations, we would like to point out that for the potential parameters appropriate to Xe on Cu(111) (see above) a value of $`f=0.1`$ yields a zone center phonon gap energy of 0.25 meV, significantly smaller than the value reported here. In addition, using this potential energy surface (PES) the computed S-phonon energy amounts to 4.55 meV (i.e. much larger than the present experimental value $`\mathrm{}\omega _S=2.62`$ meV), and the anharmonic shift of the fifth overtone to $``$0.5 meV. The same conclusion can be also derived by using the Xe-Cu(111) potentials parametrized in Refs. . To get the correct curvature of the PES at the adsorption site one should either change by a substantial amount the depth of the potential (17) in the normal direction (governed by $`ϵ`$), or modify its width which is controlled by $`\sigma `$, or both. Drastic changes in the potential depth leading to the experimental vibrational energies are physically implausible in view of the correct fitting of the desorption energies. On the other hand, the correct curvature can be achieved by a modest, 10% softening of the repulsive component of the potential. This is consistent with the softening of the L-mode force constants discussed in Sec. III and the modification (also in the direction of softening) of the He-Xe adlayer potential noted in Sec. V. All three features, which derive from independent analyses of the experimental data, unambiguously point towards the effect of softening of pair interactions involving Xe atoms in adsorbed monolayer phase.
In the previous report of the present results for Xe/Cu(111) an incorrect reference was made to the work of Cieplak, Smith and Robbins in which the results of molecular dynamics simulations for Kr adsorbed on Au(111), i.e. not Xe on Ag(111), were reported. Considering the analysis presented in the last paragraph, we believe that the PES used in that work may be too weakly corrugated when the factor $`f`$ is reduced to below the value of 0.1. Since the molecular dynamics results on friction of sliding noble gas adlayers show a pronounced dependence on the strength of lateral corrugation it would be highly desirable to experimentally determine the zone center gap of the longitudinally polarized phonon modes of Kr and Xe adsorbed on Ag(111) or Au(111). Unfortunately, however, such measurements are hampered by the fact that on these substrates both noble gases form incommensurate overlayers in which the zone center phonon gap is zero because of the translational invariance.
## VII Summary and Conclusions
In this work we have carried out a comprehensive comparative experimental and theoretical study of low energy dynamics of monolayers Xe on Cu(111) and Cu(001) surfaces by utilizing the HAS-TOF spectroscopy and a recently developed quantum theory of inelastic HAS from surfaces which treats single and multiphonon scattering processes on an equivalent footing. The inelastic HAS data were obtained for a wide range of initial scattering conditions ($`E_i,\theta _i,T_s`$) spanning the single and multiphonon scattering regimes. The data have been carefully analyzed by combining the dynamical matrix approach for description of the adlayer vibrational dynamics with the developed scattering theory.
For both substrates the angular distributions (diffraction spectra) of scattered He atoms signified hexagonally ordered Xe monolayers, the commensurate $`(\sqrt{3}\times \sqrt{3})\mathrm{R30}^0`$ adlayer in the case of the Cu(111) surface and the incommensurate one in the case of the Cu(001) surface. The measured phonon dispersion relations deduced from the TOF spectra for the two types of monolayers exhibited great similarities in the case of the nondispersive optical-like S-phonons localized in the adlayer. However, a striking difference occurred in the case of the very soft dispersive phonon branch labeled ”L”. In the incommensurate phase it is genuinely acoustic-like whereas in the commensurate phase it exhibits a frequency band gap at the zone center.
The tentative mode assignment was first made by employing the symmetry selection rules applicable to one-phonon excitation processes in HAS in the sagittal plane in combination with the dynamical matrix description of the adlayer vibrational modes. Since in the case of the Xe/Cu(001) system no signature of a possible high order commensurate phase has been found, the dynamical matrix treatment of the two adlayers was markedly different. On Cu(001) it was only possible to treat incommensurate Xe adlayer as an ideally structured hexagonal monolayer floating on a structureless substrate surface with adlayer modes completely decoupled from those of the substrate. On the other hand, for the monolayer of Xe on Cu(111) it was possible to construct a full dynamical matrix of the vibrationally coupled Xe/Cu(111) system. Despite these differences it was possible to establish a unified model interpretation of the observed modes in both systems in terms of a consistent set of adjusted Xe-Xe and Xe-Cu force constants. In this picture the S-mode is dominantly adlayer localized and $`FT_z`$ or vertically polarized. In order to reconcile the symmetry selection rules for excitation of in-plane-polarized adlayer-induced modes in HAS from ideally structured adlayers with the dynamical matrix description of the modes, we had to assign a dominantly longitudinal polarization to the ”L”-mode (L-phonon), with a possibility of a relatively strong vertical or $`z`$-admixture (up to $`15\%`$) near the avoided crossings with other surface projected modes. By consistently carrying out this procedure we found that the radial Xe-Xe force constants determining the dispersion of the thus assigned longitudinal modes turned out much softer than by directly applying the sophisticated HFD-B2 Xe-Xe gas phase pair potential. Such a modification of the interadsorbate interactions still awaits its interpretation through a detailed calculation of the electronic structure of Xe adlayers on Cu(111) and Cu(001). The magnitude of the band gap in the dispersion of L-phonons in the commensurate Xe/Cu(111) phase was used to obtain information on the corrugation of the Xe atom-substrate potential in this system.
The assignment of the observed acoustic modes to shear horizontal or SH-modes in the first SBZ, which were the subject of recent controversy, was ruled out for both systems first by invoking the symmetry selection rules (c.f. Sec. III) for the excitation of the various in-plane modes in HAS. Following these arguments, in the present model in which the ideal structure of Xe adlayers is an essential ingredient, the SH-mode can give only a negligible contribution to the scattering intensity relative to the longitudinal mode.
These interpretations were then corroborated by detailed theoretical analyses of the scattering intensities in the HAS-TOF spectra. We have first analyzed and demonstrated the difference between the interaction matrix elements coupling the scattering He atoms to the perpendicular and parallel to the surface vibrations of the adlayer for small parallel momentum transfer and variable incoming projectile energy. Combining this with the calculated properties of the polarization vectors of the adlayer modes, we were able to obtain the one-phonon HAS intensities of the adlayer modes and compare them with experiments. A good and consistent agreement between experimental and model theoretical results for the S- and L-modes was obtained in all aspects of the measured data for both types of Xe adlayers.
The theory was then extended to calculations of the scattering spectra in the transition from the single to the truly multiphonon scattering regime which is characterized by the value of the corresponding Debye-Waller exponent larger than unity. Interestingly enough, for the S-modes, which strongly couple to the scattered He atoms, the multiphonon regime is already reached for the scattering conditions which still favor the single L-phonon scattering. The interplay of these two types of couplings gives rise to the characteristic spectral shapes of the multiphonon HAS TOF spectra. A very good agreement between the calculated results and the TOF data in this regime gives further support to our earlier assignments, the consistency of the model description of the low energy dynamics of the two distinct monolayer phases of Xe, and the adequacy of the present treatment of single and multiphonon He atom scattering from these adlayers.
###### Acknowledgements.
The work in Zagreb has been supported in part by the National Science Foundation grant JF-133, and the work in Bochum in part by the German DFG grant Wo 464/14-1. |
warning/0001/astro-ph0001214.html | ar5iv | text | # ISO Spectroscopy of Young Intermediate-Mass Stars in the BD+40∘4124 Group Based on observations with ISO, an ESA project with instruments funded by ESA Member States (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) and with the participation of ISAS and NASA.
## 1 Introduction
The BD+404124 region consists of a few tens of very young stars associated with the probable Herbig Ae/Be stars BD+404124 (= V1685 Cyg), LkH$`\alpha `$ 224 (= V1686 Cyg) and the young multiple system LkH$`\alpha `$ 225 (= V1318 Cyg), all of which have infrared excesses (Strom et al. 1972a; Hillenbrand et al. 1995). Together with NGC 6910, NGC 6914, the BD+413731 region and IC 1318, it is part of the giant star forming region 2 Cyg, at a distance of about 1 kpc (Shevchenko et al. 1991). The stars in the BD+404124 region are significantly younger (ages less than 1 million years) than those in the surrounding OB associations, with the low- and the high-mass stars having formed nearly simultaneously, leading some authors to suggest that star formation in this association might have been induced by the propagation of an external shock wave into the cloud core (Shevchenko et al. 1991; Hillenbrand et al. 1995). The IRAS and AFGL surveys showed a powerful infrared source within the BD+404124 group, but the positional uncertainty did not allow to assign the flux to one of the individual objects in the region. More recent submm continuum maps of the region (Aspin et al. 1994; Di Francesco et al. 1997; Henning et al. 1998) clearly peak on LkH$`\alpha `$ 225, suggesting that it is also dominant in the far-infrared and may be identified with IRAS 20187+4111 (AFGL 2557).
Aspin et al. (1994) have shown LkH$`\alpha `$ 225 to be a triple system oriented north-south. The most northern and southern components, separated by 5″, appear stellar and are photometrically variable at optical and near-infrared wavelengths. The middle component exhibits strong \[S ii\] emission, suggesting it is a nebulous knot of shock-excited material, not unlike many Herbig-Haro objects (Magakyan & Movseyan 1997). Whereas BD+404124 dominates the association in the optical, the southern component of LkH$`\alpha `$ 225 is brightest in the mid-infrared (Aspin et al. 1994). A K-band spectrum of LkH$`\alpha `$ 225-South by the same authors shows strong ro-vibrational emission lines of molecular hydrogen. Aspin et al. (1994) estimate the total luminosity of this object to be $``$ 1600 L, which places it in the luminosity range of the Herbig Ae/Be stars.
Palla et al. (1994) obtained near infrared, CO, C<sup>18</sup>O, CS, and H<sub>2</sub>O maser observations of the group. Their high resolution VLA data show that a H<sub>2</sub>O maser source is clearly associated with LkH$`\alpha `$ 225-South. Moreover, a density concentration in the molecular cloud (as evidenced by CS J=5–4 emission) and a CO outflow are both associated with LkH$`\alpha `$ 225. In their model, LkH$`\alpha `$ 225 is at the center of a dense molecular core of mass $``$ 280 M, while BD+404124 lies near the periphery. Continuum radio emission has been detected from BD+404124 and a source 42″ to the east of BD+404124 (Skinner et al. 1993).
The infrared emission-line spectrum of young stellar objects (YSOs) such as those in the BD+404124 group is dominated by the interaction of the central object with the remnants of the cloud from which it formed. If a young stellar object produces intense UV radiation, either due to accretion or because of a high temperature of the central star, an H ii region will develop, producing a rich ionic emission line spectrum. At the edge of the H ii region, a so-called photodissociation or photon-dominated region (PDR) will be created, in which neutral gas is heated by photoelectrically ejected electrons from grain surfaces. Cooling of this neutral gas occurs mainly through emission in atomic fine-structure and molecular lines, allowing us to probe the physical conditions in the PDR through the study of its infrared emission-line spectrum. If the YSO has a strong, often collimated, outflow, it will cause a shock wave as the outflow penetrates in the surrounding molecular cloud, heating the gas. In case the shock has a velocity smaller than $``$ 40 km s<sup>-1</sup>, it will not dissociate the molecular material and mainly cool through infrared molecular transitions. Because the physical conditions from the pre-shock gas to the post-shock gas change gradually within such a non-dissociative shock, they are often called C(ontinuous)-shocks. For higher shock velocities, the molecules will be dissociated and cooling in the shock occurs mainly through atomic and ionic emission lines. In such a shock, the physical conditions from the pre- to the post-shock gas will change within one mean free path and therefore they are usually termed J(ump)-shocks. In the post-shock gas of a J-shock, molecules will re-form and cool down the gas further. Therefore a dissociative shock will produce an infrared spectrum consisting of a combination of ionic and molecular emission lines.
In this paper we present Infrared Space Observatory (ISO; Kessler et al. 1996) spectroscopic data obtained at the positions of BD+404124, LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225. Some of the H<sub>2</sub> lines included in this data-set were already analyzed in a previous letter (Wesselius et al. 1996). Here we will re-analyze an extended set of H<sub>2</sub> data using the latest ISO calibrations, in combination with new data on infrared fine-structure lines, gas-phase molecular absorption bands and solid-state emission features in the BD+404124 group. We will show that the infrared emission lines arise from the combination of a H ii region and a PDR at the position of BD+404124, from a non-dissociative shock at the position of LkH$`\alpha `$ 224, and from the combination of a non-dissociative and a dissociative shock at the position of LkH$`\alpha `$ 225. We will also discuss the unusual absorption-line spectrum seen in the line of sight towards LkH$`\alpha `$ 225 and briefly discuss its implications for the physical and chemical evolution of hot cores.
## 2 Observations
We obtained ISO Short Wavelength (2.4–45 $`\mu `$m) Spectrometer (SWS; de Graauw et al. 1996a) and Long Wavelength (43–197 $`\mu `$m) Spectrometer (LWS; Clegg et al. 1996) grating scans at the positions of BD+404124, LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225. For all three positions, both SWS scans covering the entire SWS wavelength range (“AOT 01”) and much deeper scans covering small wavelength regions around particularly useful diagnostic lines (“AOT 02”) were obtained. For LWS only scans covering the entire wavelength region were obtained. A full log of the observations is given in Table 1.
Data were reduced in a standard fashion using calibration files corresponding to ISO off-line processing software (OLP) version 7.0, after which they were corrected for remaining fringing and glitches. To increase the S/N in the final spectra, the detectors were aligned and statistical outliers were removed, after which the spectra were rebinned to a lower spectral resolution. Figure 1 shows the resulting ISO spectra. Plots of all detected lines, rebinned to a resolution $`\lambda /\mathrm{\Delta }\lambda `$ of 2000 with an oversampling factor of four (SWS), or averaged across scans (LWS), are presented in Figs. 2–4. Line fluxes for detected lines and upper limits (total flux for line with peak flux 3$`\sigma `$) for the most significant undetected lines are listed in Table 2.
For BD+404124 and LkH$`\alpha `$ 224, all detected lines appear at their rest wavelength within the accuracy of the ISO spectrometers. For LkH$`\alpha `$ 225, all lines in the SWS spectra are systematically shifted by $``$ $``$100 km s<sup>-1</sup>. This could either be a reflection of the real spatial velocity of LkH$`\alpha `$ 225 or be caused by a slight offset between our pointing, based on the optical position of the source, and the position of the infrared source. For all three sources, the lines are unresolved, indicating that the velocity dispersion is smaller than a few hundred km s<sup>-1</sup>.
For each complete spectral scan, the SWS actually makes twelve different grating scans, each covering a small wavelength region (“SWS band”), and with its own optical path. They are joined to form one single spectrum (Fig. 1). Because of the variation of the diffraction limit of the telescope with wavelength, different SWS bands use apertures of different sizes. For a source that is not point-like, one may therefore see a discontinuity in flux at the wavelengths where such a change in aperture occurs. This effect can indeed be seen in some of our spectra, indicating the presence of extended far-infrared emission throughout the region.
Since both grating spectrometers on board ISO use apertures that are fairly large compared to the separation of sources in most star forming regions, some caution is appropriate in interpreting such measurements. We created a plot with the positions of the SWS apertures, overlaid on a K-band image of the region (Hillenbrand et al. 1995), shown in Fig. 5. As can be seen from this figure, only one strong near-infrared source is included in the BD+404124 and LkH$`\alpha `$ 224 measurements, whereas the LkH$`\alpha `$ 225 measurement only includes the question-mark shaped infrared nebula formed by the point-like objects LkH$`\alpha `$ 225-North and LkH$`\alpha `$ 225-South and the bridging nebula LkH$`\alpha `$ 225-Middle. ISO-LWS has a beam that is larger (61–83″ FWHM) than the separation of the objects studied here. Therefore the LWS measurements of BD+404124 and LkH$`\alpha `$ 225 partly cover the same region. The LWS spectrum of LkH$`\alpha `$ 224 shown in Fig. 1 is a weighted average of these spectra.
Accuracies of the absolute flux calibration in the SWS spectra range from 7% in the short-wavelength ($`<`$ 4.10 $`\mu `$m) part to $``$ 30% in the long wavelength ($`>`$ 29 $`\mu `$m) part (Leech et al. 1997). The LWS absolute flux calibration is expected to be accurate at the 7% level (Trams et al. 1997). Note that the applied flux calibration is based on the assumption that we are looking at a point source. For an extended source, the diffraction losses will be underestimated and in particular at the long-wavelength part of the LWS, these corrections will exceed the quoted uncertainty.
## 3 Spectral energy distributions
A Spectral Energy Distribution (SED) for BD+404124 was constructed by combining UV, optical, infrared, submm and radio data of BD+404124 from literature (Wesselius et al. 1982; Strom et al. 1972a; Terranegra et al. 1994; Hillenbrand et al. 1992, 1995; Cohen 1972; Lorenzetti et al. 1983; Di Francesco et al. 1997; Corcoran & Ray 1998; Skinner et al. 1993; Bertout & Thum 1982) with our new ISO spectra (Fig. 6a). As can be seen from this plot, the optical to submm photometry forms a smooth curve. At radio wavelengths the slope of the energy distribution appears significantly flatter. We interpret this SED as the sum of three components: continuum emission from the central star in the UV and optical, thermal emission from dust heated by the central star in the infrared to submm and free-free emission from the stellar wind or an H ii region at cm wavelengths. The SWS spectrum of BD+404124 shows a rising continuum component starting around 13 $`\mu `$m. This component is not present in the infrared photometry by Cohen (1972). This could be due to the smaller aperture size or the chopping throw used for background subtraction by Cohen. We interpret this second dust component, only visible in the ISO data, as diffuse emission throughout the star forming region.
There is general consensus in the literature that the spectral type of BD+404124 is about B2 Ve+sh (Merrill et al. 1932; Herbig 1960; Strom et al. 1972b; Swings 1981; Finkenzeller 1985; Hillenbrand et al. 1995), corresponding to an effective temperature $`T_{\mathrm{eff}}`$ = 22,000 K and surface gravity $`\mathrm{log}g`$ = 4.0 (Schmidt-Kaler 1982). With this spectral type and the optical photometry by Strom et al. (1972a) we arrive at a value of $`E(BV)=0\stackrel{m}{.}97`$ towards the optical star. This value agrees well with the $`E(BV)`$ derived from the diffuse interstellar band at 5849Å (Oudmaijer et al. 1997). With this $`E(BV)`$ value and assuming a normal interstellar extinction law (i.e. $`R_V`$ = $`A_V/E(BV)`$ = 3.1), we corrected the data for extinction.
A Kurucz (1991) stellar atmosphere model with $`T_{\mathrm{eff}}`$ and $`\mathrm{log}g`$ corresponding to the star’s spectral type (assuming solar abundance) was fitted to the extinction-corrected UV to optical SED. The fit is also shown in Fig. 6a. As can be seen from this figure, the SED fit is not perfect in the UV. Possibly a UV excess due to a strong stellar wind is present in BD+404124. The fitted Kurucz model was used to compute an apparent stellar luminosity $`L/(4\pi d^2)`$ for BD+404124, which was converted to an absolute stellar luminosity using the BD+404124 distance estimate of 1 kpc by Shevchenko et al. (1991). Infrared luminosities were computed by fitting a spline to the infrared to mm data and subtracting the Kurucz model from this fit. The derived values for the optical and infrared luminosity of BD+404124 are $`6.4\times 10^3`$ and $`3.1\times 10^2`$ L, respectively. These luminosities place the star close to the zero-age main sequence position of a 10 M star in the Hertzsprung-Russell diagram (HRD).
We followed the same procedure to construct a SED for LkH$`\alpha `$ 224, combining optical, infrared and submm photometry from literature (Strom et al. 1972a; Shevchenko, personal communication; Hillenbrand et al. 1995; Cohen 1972; Di Francesco et al. 1997) with our new ISO spectra. It is shown in Fig. 6b. Since LkH$`\alpha `$ 224 is strongly variable in the optical, the data used in the SED were selected to be obtained near maximum system brightness, when available. The optical to infrared photometry of LkH$`\alpha `$ 224 forms a smooth curve in the SED, which we interpret as due to continuum emission from the star in the optical, and thermal emission from dust heated by the central star in the infrared.
There is no agreement in the literature on the spectral type of LkH$`\alpha `$ 224. Wenzel (1980) classified the star spectroscopically as B8e, whereas Hillenbrand et al. (1995) obtained a spectral type of B5 Ve. Corcoran & Ray (1997) derived a spectral type of A0 for LkH$`\alpha `$ 224, based upon the relative strength of the He i $`\lambda `$4471 and Mg ii $`\lambda `$4481 lines. In the optical, LkH$`\alpha `$ 224 shows large-amplitude photometric variations ($`>`$ 3<sup>m</sup>) due to variable amounts of circumstellar extinction (Wenzel 1980; Shevchenko et al. 1991, 1993). In the group of Herbig Ae/Be stars, these large-amplitude variations are only observed when the spectral type is A0 or later (van den Ancker et al. 1998a). Therefore we favour a later spectral type than B for LkH$`\alpha `$ 224. The detection of the Ca ii H and K lines in absorption (Magakyan & Movseyan 1997) also seems to favour a later spectral type than mid-B. Recent optical spectroscopy of LkH$`\alpha `$ 224 by de Winter (personal communication) shows strong, variable, P-Cygni type emission in H$`\alpha `$. The higher members of the Balmer series (up to H15) are present and in absorption, together with the Ca ii H and K lines. Numerous shell lines are present in the spectrum as well, which could hinder spectral classification solely based upon red spectra. From the available optical spectroscopy, we classify LkH$`\alpha `$ 224 as A7e+sh, corresponding to $`T_{\mathrm{eff}}`$ = 7850 K. We estimate the uncertainty in this classification to be around 2 subclasses, or 400 K.
With the new spectral type of A7e+sh and the optical photometry by Strom et al. (1972a), we derive an $`E(BV)`$ at maximum system brightness for LkH$`\alpha `$ 224 of 0$`\stackrel{m}{.}`$96. Again fitting a Kurucz model to the extinction-corrected photometry, we derive values for the optical and infrared luminosity of LkH$`\alpha `$ 224 of $`1.1\times 10^2`$ and $`2.7\times 10^2`$ L, respectively. The good fit of the SED to the Kurucz model with $`T_{\mathrm{eff}}`$ = 7850 K shows that the photometry is consistent with our adopted spectral type of A7e for LkH$`\alpha `$ 224. Comparing the derived parameters of LkH$`\alpha `$ 224 with the pre-main sequence evolutionary tracks by Palla & Stahler (1993), we see that it is located in the HRD at the location of a $`3\times 10^5`$ yr old 3.5 M star. This brings the age of the star in good agreement with those of the low-mass members of the BD+404124 group (Hillenbrand et al. 1995).
Again the same procedure as above was followed to construct a SED for LkH$`\alpha `$ 225 (Fig. 6c), combining optical to radio measurements from literature (Shevchenko, personal communication; Hillenbrand et al. 1995; Cohen 1972; Weaver & Jones 1992; Di Francesco et al. 1998; Henning et al. 1998; Cohen et al. 1982) with our ISO data. These data refer to the sum of all components in this object. Since LkH$`\alpha `$ 225 shows strong variability in the optical and infrared, only data obtained near maximum brightness was used in the SED. Like in BD+404124, the SED of LkH$`\alpha `$ 225 consists of a smooth continuum ranging from the optical to the submm. In view of the knowledge of the nature of LkH$`\alpha `$ 225 from literature, this SED must be interpreted as the sum of the three components of LkH$`\alpha `$ 225 in the optical to submm, each consisting of a hot component with circumstellar dust emission. The plotted IRAS fluxes of IRAS 20187+4111 (Weaver & Jones 1992) are smaller than those in the LkH$`\alpha `$ 225 LWS spectrum. Most likely, this is due to the background subtraction applied on the IRAS data. This means that a cool component is present as well throughout the region, covering an area that is larger than the size of the IRAS detectors. In view of submm maps of the region (Aspin et al. 1994; Henning et al. 1998), this seems plausible.
As can be seen in Fig. 6c, below 8 $`\mu `$m the flux levels in the SWS spectrum are considerably smaller than those from ground-based photometry at maximum brightness. At longer wavelengths they agree. By extrapolating our ISO SWS spectrum, we deduce that the total $`K`$ band magnitude of LkH$`\alpha `$ 225 was about 8$`\stackrel{m}{.}`$3 at the time of our observation. This is within the range of values present in the literature. Above 10 $`\mu `$m, the SWS flux levels are in agreement with ground-based measurements, suggesting that the large-amplitude variability of LkH$`\alpha `$ 225 is limited to the optical to near-infrared spectral range.
The spectral type of LkH$`\alpha `$ 225 is very uncertain. Hillenbrand et al. (1995) give a spectroscopic classification of mid A–Fe for both LkH$`\alpha `$ 225-North and LkH$`\alpha `$ 225-South, whereas Wenzel (1980) derives a spectral type of G–Ke for the sum of both components. Aspin et al. (1994) suggested the southern component to be of intermediate-mass, based on its high bolometric luminosity. Unlike for BD+404124 and LkH$`\alpha `$ 224, this makes the direct derivation of $`E(BV)`$ very uncertain. Adopting $`E(BV)`$ = 4$`\stackrel{m}{.}`$97, corresponding to $`A_V=15\stackrel{m}{.}4`$ derived from the silicate feature in the next section, results in an optical slope in the energy distribution that is steeper than the Rayleigh-Jeans tail of a black body. This could be because the extinction at the time of the optical observations was smaller than during the ISO observations. Therefore we used a rather uncertain value of $`E(BV)`$ = 2$`\stackrel{m}{.}`$36, based on the observed $`(BV)`$ colour of LkH$`\alpha `$ 225 and the intrinsic colours of a F0 star, to correct the photometry of LkH$`\alpha `$ 225 for extinction.
To obtain a rough measure for the total luminosity of LkH$`\alpha `$ 225, we fitted a Kurucz model with $`T_{\mathrm{eff}}`$ = 7200 K, corresponding to a spectral type of F0, to the extinction-corrected optical photometry. This results in values of $`5.9\times 10^2`$ and $`1.6\times 10^3`$ L for the total optical and infrared luminosities of LkH$`\alpha `$ 225. We conclude that at least one of the stars in the LkH$`\alpha `$ 225 system must be a massive (5–7 M) pre-main sequence object in order to explain these luminosities.
## 4 Solid-state features
The ISO full grating scans of BD+404124 consist of a relatively smooth continuum, with a number of strong emission lines superimposed. The familiar unidentified infrared (UIR) emission features at 3.3, 6.2, 7.6, 7.8, 8.6 and 11.3 $`\mu `$m, often attributed to polycyclic aromatic hydrocarbons (PAHs), are prominently present. Possibly the 12.7 $`\mu `$m feature also observed in other sources showing strong PAH emission (Beintema et al. 1996) is present as well. No 9.7 $`\mu `$m amorphous silicate feature, either in emission or in absorption, is visible in the BD+404124 SWS spectrum. The slight curvature in the ground-based 8–13 $`\mu `$m BD+404124 spectrum obtained by Rodgers & Wooden (1997), which they interpreted as a silicate feature in emission, is absent in our SWS data.
The continuum in BD+404124 seems to consist of two distinct components, one from 2.4–13 $`\mu `$m and the other from 13–200 $`\mu `$m. In the SWS range, it is well fit by the superposition of two blackbodies of 320 and 100 K. For the LWS spectrum a significant excess at the long-wavelength part remains after the black-body fit. Probably a range in temperatures is present starting from 100 K down to much lower temperatures. The jumps in the spectrum at the positions corresponding to a change in aperture suggest that this component is caused by diffuse emission in the star forming region.
Remarkably, the line flux measured in the 3.3 $`\mu `$m PAH feature of BD+404124 ($`1.1\times 10^{14}`$ W m<sup>-2</sup>) is much larger than the $`2.0\times 10^{15}`$ W m<sup>-2</sup> upper limit obtained by Brooke et al. (1993). PAH features also appear absent in the 8–13 $`\mu `$m hifogs spectrum shown by Rodgers & Wooden (1997). This could either be an effect of the different aperture size used ($`20\mathrm{}\times 14\mathrm{}`$ for SWS versus a 1$`\stackrel{}{.}`$4 circular aperture by Brooke et al.) in case the PAH emission is spatially extended, or be due to time-variability of the PAH emission. If the first explanation is correct, the PAH emission should come from a region with a diameter larger than 3$`\stackrel{}{.}`$2 and hence be easily resolvable with ground-based imaging.
The ISO spectrum of LkH$`\alpha `$ 224 consists of one single smooth continuum, with a few emission lines superimposed. No solid-state emission or absorption is apparent in the SWS spectrum. Again the slight curvature seen in the hifogs 8–13 $`\mu `$m spectrum of LkH$`\alpha `$ 224 (Rodgers & Wooden 1997) is absent in our SWS data. In view of the fact that most Herbig Ae stars show strong silicate emission in the 10 $`\mu `$m range (e.g. van den Ancker 1999), the absence of the silicate feature is quite remarkable. It means that the dust emission must come from a region which is completely optically thick up to infrared wavelengths and yet only produce 3 magnitudes of extinction towards the central star in the optical. It is obvious that such a region cannot be spherically symmetric, but must be highly flattened or have a hole through which we can seen the central star relatively unobscured. A dusty circumstellar disk might be the prime candidate for such a region. The absence of silicate emission in LkH$`\alpha `$ 224 might then be explained by either an intrinsically higher optical depth in its circumstellar disk than those surrounding other Herbig Ae stars, a view supported by its relative youth, or be caused by a nearly edge-on orientation of the circumstellar disk.
The infrared continuum of LkH$`\alpha `$ 224 cannot be fit by a single blackbody. Rather a sum of blackbodies with a range of temperatures starting at several hundreds Kelvins and continuing to temperatures of a few tens of K are required to fit the spectrum adequately. Again the jumps in the spectrum at the positions corresponding to a change in aperture are present, suggesting that at the longer wavelengths we are looking at diffuse emission in the star forming region. However, the slope of the continuum in LkH$`\alpha `$ 224 is significantly different from that of the cool component in BD+404124. This could either be due to a difference in the maximum temperature or to a difference in temperature gradient of the diffuse component between the two positions.
The SWS spectrum of LkH$`\alpha `$ 225 looks very different. Again we have a strong, smooth continuum with many emission lines, but now also absorption lines due to gaseous molecular material as well as strong absorption features due to solid-state material are present. The familiar 9.7 $`\mu `$m absorption feature due to the Si–O stretching mode in amorphous silicates is strong. Apart from a 20% difference in the absolute flux levels, the silicate feature looks very similar to what was found by IRAS LRS (Olnon et al. 1986), suggesting that it is constant in time. The integrated optical depth ($`\tau (\nu )𝑑\nu `$) of the 9.7 $`\mu `$m feature in the ISO SWS spectrum is 196 cm<sup>-1</sup>. The 18 $`\mu `$m feature due to the bending mode of Si–O is also present in absorption with an integrated optical depth of 11 cm<sup>-1</sup>. The O–H bending mode of water ice at 3.0 is present in absorption as well (156 cm<sup>-1</sup>).
Using intrinsic band strengths from literature (Tielens & Allamandola 1987; Gerakines et al. 1995), we have converted the integrated optical depths of the 9.7 $`\mu `$m silicate and 3.0 $`\mu `$m H<sub>2</sub>O features to column densities. The results are a column of $`1.6\times 10^{18}`$ molecules for the silicates and $`7.8\times 10^{17}`$ molecules for H<sub>2</sub>O ice. The 2:1 ratio of these two species is within the range of what is found in other lines of sight (Whittet et al. 1996 and references therein). Curiously, CO<sub>2</sub> ice, which invariably accompanies H<sub>2</sub>O ice in all other lines of sight studied by ISO (Whittet et al. 1996; Boogert et al. 1999; Gerakines et al. 1999) is absent in LkH$`\alpha `$ 225. The derived upper limit on the solid CO<sub>2</sub>/H<sub>2</sub>O ratio is 0.04, much less than the canonical value of 0.15.
No aperture jumps are visible in the SWS spectrum of LkH$`\alpha `$ 225. The bulk of the continuum flux must therefore come from an area that is small compared to the smallest SWS aperture ($`20\mathrm{}\times 14\mathrm{}`$). The discontinuity between the SWS and LWS spectra shows that although LkH$`\alpha `$ 225 itself is probably the strongest far-infrared source in the region, the total far-infrared flux of the group is dominated by the diffuse component. Like in LkH$`\alpha `$ 224, the SWS spectrum of LkH$`\alpha `$ 225 cannot be fit well with a single blackbody. Again a sum of blackbodies with a range of temperatures starting at several hundreds and continuing to temperatures of a few tens of K are required to fit the spectrum adequately.
PAHs appear absent in our LkH$`\alpha `$ 225 SWS spectrum. In view of the claim by Deutsch et al. (1994) that the southern component of LkH$`\alpha `$ 225 is the strongest UIR emitter in the region, this is remarkable. One possible explanation for this apparent discrepancy could be the large degree of variability ($`>`$ 3<sup>m</sup> in $`K`$; Allen 1973) of LkH$`\alpha `$ 225. In this case the component responsible for the PAH emission should have been much fainter than the other component at the time of observation. However, Aspin et al. (1994) showed the southern component to be dominant longward of 3 $`\mu `$m. Comparison of our LkH$`\alpha `$ 225 spectrum with infrared photometry by previous authors shows that the source was not near minimum brightness at the time of the SWS observation, making the explanation that the southern component of LkH$`\alpha `$ 225 was faint improbable. The most likely explanation for the apparent discrepancy between our non-detection and the reported UIR emission (Deutsch et al. 1994) might therefore be that the UIR emission within the southern component of LkH$`\alpha `$ 225 is variable in time. Note that because the gas cooling timescale is much longer than the PAH cooling timescale, if PAH emission has been present within recent years, gas emission from a remnant PDR might be expected in the vicinity of LkH$`\alpha `$ 225.
Since extinction in the continuum surrounding the 9.7 $`\mu `$m feature is small compared to the extinction within this feature, the extinction $`A_\lambda `$ at wavelength $`\lambda `$ across a non-saturated 9.7 $`\mu `$m feature can simply be obtained from the relation $`A_\lambda =2.5\mathrm{log}(I/I_0)`$. Using an average interstellar extinction law which includes the silicate feature (Fluks et al. 1994), we can then convert these values of $`A_\lambda `$ to a visual extinction, resulting in a value of $`A_V=15\stackrel{m}{.}4\pm 0\stackrel{m}{.}2`$ toward LkH$`\alpha `$ 225. This value is significantly smaller than the $`A_V50^\mathrm{m}`$ obtained from the C<sup>18</sup>O column density towards LkH$`\alpha `$ 225 (Palla et al. 1995). Although smaller, our estimate of $`A_V`$ is still compatible with the value of $`25{}_{}{}^{\mathrm{m}}\pm 9^\mathrm{m}`$ derived from the ratio of the 1–0 S(1) and Q(3) lines of H<sub>2</sub> (Aspin et al. 1994).
## 5 Gas-phase molecular absorption lines
In the SWS spectrum of LkH$`\alpha `$ 225 several absorption bands are present due to a large column of gas-phase CO, CO<sub>2</sub> and H<sub>2</sub>O in the line of sight. They are shown in Fig. 7. Molecular absorption bands are absent in the BD+404124 and LkH$`\alpha `$ 224 spectra. We compared the observed gas-phase absorption lines to synthetic gas-phase absorption bands computed using molecular constants from the HITRAN 96 database (Rothmann et al. 1996). First the relative population of the different levels within one molecule were computed for an excitation temperature $`T_{\mathrm{ex}}`$. For the relative abundances of the isotopes, values from the HITRAN database were adopted. A Voigt profile was taken for the lines, with a Doppler parameter $`b`$ = $`\frac{c}{2\sqrt{\mathrm{ln}2}}\frac{\mathrm{\Delta }\lambda }{\lambda }`$ for the Gaussian component of the Voigt profile and the lifetime of the considered level times $`b/4\pi `$ for the Lorentz component. The optical depth $`\tau _\lambda `$ as a function of wavelength was then computed by evaluating the sum of all integrated absorption coefficients, distributed on the Voigt profile. Synthetic absorption spectra were obtained by computing $`\mathrm{exp}(\tau _\lambda )`$. This procedure for computing absorption spectra is nearly identical to that followed by Helmich et al. (1996) and Dartois et al. (1998). For comparison with the observations, the spectra were convolved with the ISO SWS instrumental profile. For the AOT 02 observations, the instrumental profile is nearly Gaussian with a wavelength-dependent resolving power $`R=FWHM/\lambda `$ ranging between 1400 and 3000 (Leech et al. 1997). For our AOT 01 observations, the resolution is a factor four lower.
Best fits of the synthetic absorption spectra to the observed CO, CO<sub>2</sub> and H<sub>2</sub>O bands are also shown in Fig. 7. Because of the relatively low signal to noise in the spectra, the fits for the different absorption bands were not done independently, but $`T_{\mathrm{ex}}`$ and $`b`$ were required to be the same for all species. This procedure is only valid if the different molecular species are co-spatial. The results of similar fitting procedures in other lines of sight (e.g. van Dishoeck et al. 1996; Dartois et al. 1998; Boogert 1999) suggest that this is the case. Satisfactory fits to the data could be obtained for excitation temperatures of a few 100 K and a Doppler parameter $`b`$ between 3 and 10 km s<sup>-1</sup>. The derived column of warm CO<sub>2</sub> is several times 10<sup>17</sup> cm<sup>-2</sup>. For H<sub>2</sub>O it is about 10<sup>19</sup> cm<sup>-2</sup>, whereas the column of gas-phase CO is in the range 10<sup>19</sup>–10<sup>21</sup> cm<sup>-2</sup>.
The derived values of $`b`$ are much higher than those expected from purely thermal broadening ($`0.1290\sqrt{T_{\mathrm{ex}}/A}`$ km s<sup>-1</sup>, with $`A`$ the molecular weight in amu; Spitzer 1978). This must be caused by macroscopic motion within the column of warm gas in our line of sight toward LkH$`\alpha `$ 225. The fact that our deduced values of $`b`$ are within the range of those found toward hot cloud cores (Helmich et al. 1996; van Dishoeck & Helmich 1996; Dartois et al. 1998) suggests that it is due to turbulence within the cloud rather than a dispersion in large-scale motion such as infall or rotation.
## 6 Hydrogen recombination lines
The ISO SWS spectrum of BD+404124 contains several emission lines of the Pfund and Brackett series of H i. No H i lines were detected in LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225. The lines fluxes for BD+404124 were corrected for extinction using the value of $`A_V`$ = 3$`\stackrel{m}{.}`$0 derived in section 3. We combined these data with ground-based measurements of emission lines in the Brackett and Paschen series (Harvey 1984; Hamann & Persson 1992; Rodgers & Wooden 1992) for BD+404124 to create plots of the H i line flux ratio as a function of upper level quantum number $`n`$ (Fig. 8). The fact that the values for the Brackett series lie on a continuous curve shows that they are not influenced much by the different beam sizes used, indicating that they must originate in a compact region.
In Fig. 8 we also show predicted values for Menzel & Baker (1938) Case B recombination for a range of temperatures from 1000 to 30,000 K and densities from 10<sup>3</sup> to 10<sup>9</sup> cm<sup>-3</sup>, taken from Storey & Hummer (1995). The fit of the Case B values to the data is poor, indicating that at least the lower lines in the Pfund and Brackett series are not optically thin, as assumed in Case B recombination theory, but have $`\tau `$ $``$ 1. An error in our estimate of the extinction towards the line emitting region cannot reconcile our observations with the Case B values. The poor fit of the Case B model predictions to the observed H i line fluxes means that the lines do not originate in the low-density H ii region responsible for the \[O iii\] emission (section 8).
In the limit that all lines are optically thick, the line flux ratios of a static slab of gas in local thermodynamic equilibrium (LTE) will be dominated by the wings of the line profile. Such a slab of gas will produce line fluxes $`I_\lambda `$ $``$ $`B_\lambda (T_e)`$ $`f_{ij}^{2/5}`$, with $`B_\lambda `$ the Planck function for an electron temperature $`T_e`$, and $`f_{ij}`$ the oscillator strength for the transition (Drake & Ulrich 1980). In Fig. 8 we also show these values for a range of electron temperatures between 1000 and 100,000 K. Again this simple model cannot reproduce the observed line flux ratios in BD+404124, especially for Pf$`\alpha `$/Br$`\alpha `$ and Br$`\gamma `$/Br$`\alpha `$. The most likely explanation for the poor fit is that the lines are more broadened than due to the Stark wings of the line profile, probably due to macroscopic motion of the gas.
The poor fit of both the Case B values and the optically thick static slab model shows that we are not looking at an optically thick static slab of gas, but at an optically thick ionized gas with a significant velocity dispersion. Most likely it originates either in an ionized wind, or in an ionized gaseous disk surrounding BD+404124. Without information on the kinematics of the gas, the distinction between these two cases is hard to make. To qualitatively show that such a model can indeed reproduce the observations, we also show in Fig. 8 the best fit of a simple LTE model for a totally ionized wind following the treatment of Nisini et al. (1995). This best fit model has a rather high mass loss rate ($``$ 10<sup>-6</sup> M yr<sup>-1</sup>), arising from a compact region ($``$ 12 R) in radius. However, the assumption of LTE will cause this simple model to significantly overestimate the mass loss rate (Bouret & Catala 1998), whereas the assumption that the wind is completely ionized will cause an underestimate of the size of the line emitting region. Therefore the values given here should be approached as lower, respectively upper limits. Also, a model for an ionized gaseous disk surrounding BD+404124 may give equally good fits to the data.
If the lower lines in the Pfund and Brackett series are optically thick, the region in which these lines originate should also produce optically thick free-free emission at radio wavelengths. In the simple wind model employed above, the Br$`\alpha `$ line flux is related to the 6 cm continuum flux by the relation $`S_\nu `$ (mJy) = $`1.4\times 10^{14}`$ $`F_{Br\alpha }`$ (W m<sup>-2</sup>) $`v_2^{1/3}`$, with $`v_2`$ the wind velocity in units of 100 km s<sup>-1</sup> (Simon et al. 1983). Assuming $`v_2=1`$, this relation yields 0.39 mJy for BD+404124, in excellent agreement with the observed 6 cm flux of 0.38 mJy (Skinner et al. 1993). Although highly simplified, this analysis does show that the region responsible for the H i line emission can also produce sufficient amounts of radio continuum emission to account for the observed fluxes and that our interpretation of the radio component in the SED as free-free emission (section 3) is correct.
## 7 Molecular hydrogen emission
At all three observed positions in the BD+404124 region we detected emission from pure rotational lines of molecular hydrogen. They are listed in Table 1 and are shown in Figs. 2–4. For BD+404124 and LkH$`\alpha `$ 224, 0–0 S(0) to S(5) were detected. For LkH$`\alpha `$ 225 pure rotational lines up to S(10) as well as several ro-vibrational lines were detected. It is clear that in LkH$`\alpha `$ 225 the 0–0 S(6) line escaped detection because of its unfortunate location in the H<sub>2</sub>O gas phase $`\nu _2`$ absorption band (Fig. 7b). The line flux of the 0–0 S(5) line may also be slightly ($``$ 10%) underestimated because of this. We have detected significantly more lines than the preliminary results reported in the A&A ISO First Results issue (Wesselius et al. 1996), both because of improvements in the SWS data reduction since 1996 and because additional data were obtained. Therefore a new analysis of these H<sub>2</sub> lines is in place.
From the H<sub>2</sub> line fluxes $`I(J)`$ it is possible to calculate the apparent column densities of molecular hydrogen in the upper $`J`$ levels, averaged over the SWS beam, $`N(J)`$, using $`N(J)=\frac{4\pi I(J)}{A_{ij}}\frac{\lambda }{hc}`$, with $`\lambda `$ the wavelength, $`h`$ Planck’s constant and $`c`$ the speed of light. The transition probabilities $`A_{ij}`$ were taken from Turner et al. (1977). Line fluxes were corrected for extinction using $`I(J)=I_{\mathrm{obs}}10^{A(\lambda )/2.5}`$ using the average interstellar extinction law by Fluks et al. (1994). For both BD+404124 and LkH$`\alpha `$ 224 we used $`A_V`$ = 3$`\stackrel{m}{.}`$0, valid for the optical stars. For LkH$`\alpha `$ 225 we used the $`A_V`$ = 15$`\stackrel{m}{.}`$4 derived in section 4.
A useful representation of the H<sub>2</sub> data is to plot the log of $`N(J)/g`$, the apparent column density in a given energy level divided by its statistical weight, versus the energy of the upper level. The statistical weight $`g`$ is the combination of the rotational and nuclear spin components. It is $`(2J+1)`$ for para-H<sub>2</sub> (odd $`J`$) and $`(2J+1)`$ times the Ortho/Para ratio for ortho-H<sub>2</sub> (even $`J`$). We have assumed the high temperature equilibrium relative abundances of 3:1 for the ortho and para forms of H<sub>2</sub> (Burton et al. 1992). The resulting excitation diagrams are shown in Fig. 9. For LkH$`\alpha `$ 225 we also included the measurements of the H<sub>2</sub> ro-vibrational lines by Aspin et al. (1994). For the lines in common, their values differ somewhat with ours, although the line ratios agree. This is probably an effect of their smaller beam size and indicates that in our measurements the beam filling factor is smaller than one. In Fig. 9 the values of Aspin et al. were scaled to our measurements.
In case the population of the energy levels is thermal, all apparent column densities should lie on a nearly straight line in the excitation diagram. The slope of this line is inversely proportional to the excitation temperature, while the intercept is a measure of the total column density of warm gas. As can be seen from Fig. 9, this is indeed the case in all three stars for the pure rotational lines with an upper level energy up to 5000 K. The fact that the points for ortho and para H<sub>2</sub> lie on the same line proves that our assumption on their relative abundances is correct. We have used the formula for the H<sub>2</sub> column density for a Boltzmann distribution given by Parmar et al. (1991) to fit our data points in the low-lying pure rotational levels, using the rotational constants given by Dabrowski (1984), varying the excitation temperature and column density. The results are shown as the dashed lines in Fig. 9.
Van den Ancker et al. (1998b and in preparation) have employed predictions of H<sub>2</sub> emission from PDR, J-shock and C-shock models (Burton et al. 1992; Hollenbach & McKee 1989; Kaufman & Neufeld 1996), to determine the excitation temperature from the low-lying pure rotational levels as a function of density $`n`$ and either incident FUV flux $`G`$ (in units of the average interstellar FUV field G<sub>0</sub> = $`1.2\times 10^4`$ erg cm<sup>-2</sup> s<sup>-1</sup> sr<sup>-1</sup>; Habing 1968) or shock velocity $`v_s`$ in an identical way as was done for the observations presented here. They arrived at the conclusion that the PDR and J-shock models allow a fairly small (200–540 K) range of excitation temperatures, whereas for C-shocks this range is much larger (100–1500 K). In the model predictions for shocks, $`T_{\mathrm{exc}}`$ does not depend much on density, whereas for PDRs it does not depend much on $`G`$. Once the mechanism of the H<sub>2</sub> emission is established, it can therefore be used to constrain $`v_s`$ or $`n`$ in a straightforward way.
The values for $`T_{\mathrm{exc}}`$ measured for LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225 fall outside the range of $`T_{\mathrm{exc}}`$ values predicted by either PDR or J-shock models. They are similar to the values found in other regions containing shocks (van den Ancker et al. 1998b). If the observed pure rotational H<sub>2</sub> emission is indeed due to a planar C-shock, its shock velocity should be around 20 km s<sup>-1</sup>. In section 4 we saw that our BD+404124 SWS full grating scan contains strong emission in the PAH bands. This indicates that a PDR is present at that location. If we assume that the observed H<sub>2</sub> emission is entirely due to this PDR, the observed $`T_{\mathrm{exc}}`$ of 470 K points to a rather high ($`5\times 10^5`$) density within the PDR.
For LkH$`\alpha `$ 225, ro-vibrational as well as pure rotational emission from H<sub>2</sub> was detected (Fig. 10). Both the higher pure rotational lines and the ro-vibrational lines significantly deviate from the straight line defined by the lower pure rotational lines in the excitation diagram and do not form a smooth line by themselves, as expected in the case of multiple thermal components. Such a situation can either occur because of fluorescence of H<sub>2</sub> in a strong UV field (Black & van Dishoeck 1987; Draine & Bertoldi 1996), be due to X-ray or EUV heating (Wolfire & Königl 1991; Tiné et al. 1997), or be due to the formation energy of re-formed H<sub>2</sub> in post-shock gas (Shull & Hollenbach 1978). Although the H<sub>2</sub> spectra resulting from the possible formation mechanisms do differ in the relative prominence of transitions with $`\mathrm{\Delta }v2`$ (Black & van Dishoeck 1987), the distinction between these situations is rather difficult to make with the detected lines in LkH$`\alpha `$ 225.
By summing all the apparent column densities for the ro-vibrational and higher pure rotational lines we obtain an estimate for the observed total column of non-thermal H<sub>2</sub> in LkH$`\alpha `$ 225 of $`2\times 10^{16}`$ cm<sup>-2</sup>, corresponding to $`2\times 10^6`$ M or 0.3 earth masses within the SWS beam. This value of $`N`$(H$`{}_{}{}^{}{}_{2}{}^{}`$) is within the range predicted by UV fluorescence models. However, the absence of PAH emission in LkH$`\alpha `$ 225 at the time of the ISO observations suggests that there was no strong UV radiation field at that time. Therefore we consider the possibility that the ro-vibrational H<sub>2</sub> emission originates in a shock more likely.
Interestingly, in LkH$`\alpha `$ 225 we have detected two pairs of lines arising from the same energy level: the 1–0 Q(1) & 1–0 O(3) and the 1–0 Q(3) & 1–0 O(5) lines. For these pairs of lines $`N(J)`$ must be identical. Therefore they can be used to derive a differential extinction between the two wavelengths of the lines using $`A(\lambda _1)A(\lambda _2)=2.5\mathrm{log}\left(\frac{I_2\lambda _2A_{ij,1}}{I_1\lambda _1A_{ij,2}}\right)`$. Using the interstellar extinction curve by Fluks et al. (1994), we can then convert the differential extinction to a value of $`A_V`$. The results of this procedure are values for $`A_V`$ of $`60{}_{}{}^{\mathrm{m}}\pm 20^\mathrm{m}`$ and $`40{}_{}{}^{\mathrm{m}}\pm 20^\mathrm{m}`$ for the 1–0 Q(1) & 1–0 O(3) and 1–0 Q(3) & 1–0 O(5) line pairs, respectively. These extinction values are somewhat larger than the $`15\stackrel{m}{.}4\pm 0\stackrel{m}{.}2`$ derived from the silicate feature in section 4. But they agree well with $`A_V50^\mathrm{m}`$ obtained from the C<sup>18</sup>O column density towards LkH$`\alpha `$ 225 (Palla et al. 1995). If the slope of the infrared extinction law is approximately interstellar, the extinction towards the region producing the low-lying pure rotational H<sub>2</sub> lines in LkH$`\alpha `$ 225 must be smaller than this value though; such a large extinction would cause the extinction-corrected 0–0 S(3) line to deviate significantly from the thermal distribution line in the excitation diagram, since it is located within the 9.7 $`\mu `$m silicate feature in the extinction curve. We conclude that in LkH$`\alpha `$ 225 either there must be two distinct sources of H<sub>2</sub> emission, a 710 K thermal component suffering little extinction – presumably a C-shock – and a heavily extincted, deeply embedded component – possibly a J-shock, or the slope of the infrared extinction law towards this region must be much steeper than interstellar.
## 8 Carbon-monoxide emission lines
At both the positions of BD+404124 and LkH$`\alpha `$ 225, several emission lines due to the $`v`$ = 0–0 transitions of gas-phase CO were detected in the long-wavelength part of the LWS spectra (Table 2). Similar to what was done for the H<sub>2</sub> emission in the previous section, we constructed CO excitation diagrams, using molecular data from Kirby-Docken & Liu (1978). They are shown in Fig. 11. The temperature and column of CO resulting from the Boltzmann fit to these excitation diagrams are 500 K and $`8.1\times 10^{16}`$ cm<sup>-2</sup> and 300 K and $`1.9\times 10^{17}`$ cm<sup>-2</sup> for BD+404124 and LkH$`\alpha `$ 225, respectively. We estimate the errors in these fit parameters to be around 50 K in temperature and 50% in CO column.
The observed CO lines have critical densities of around 10<sup>6</sup> cm<sup>-3</sup>. Therefore the observation of these lines also implies densities of at least this order of magnitude in the originating region. The CO excitation temperature of 500 K found at the position of BD+404124 is comparable to that found from the H<sub>2</sub> lines. The CO/H<sub>2</sub> mass fraction of 0.01 is compatible for what one would expect for the warm gas in a PDR. However, assuming that densities of around 10<sup>6</sup> cm<sup>-3</sup> would exist in the entire BD+404124 PDR would be implausible. We therefore conclude that if these CO lines and the H<sub>2</sub> both originate in the large-scale environment of BD+404124, the PDR must have a clumpy structure (e.g. Burton et al. 1990).
The CO emission arising from the neighbourhood of LkH$`\alpha `$ 225 is remarkably different from that seen in H<sub>2</sub>: here the excitation temperature of the CO is much lower than that found in H<sub>2</sub>. The CO/H<sub>2</sub> mass fraction of 0.03 is also much higher than that found at the position of BD+404124. It seems likely that another component than the C-shock responsible for the H<sub>2</sub> emission needs to be invoked to explain the low CO excitation temperature. Again this region must have densities of around 10<sup>6</sup> cm<sup>-3</sup>. A possible disk or extended envelope around LkH$`\alpha `$ 225 could have both the temperature and densities required to explain the observed CO spectrum.
## 9 Atomic fine structure lines
In order to interpret our observations as arising in either a PDR, C-Shock or J-shock, we compare our results with theoretical models of such regions (Tielens & Hollenbach 1985; Hollenbach & McKee 1989; Kaufman & Neufeld 1996). Important constraints come from the observed fine structure lines. The mere presence of certain lines helps us to identify the mechanism responsible for the observed emission. In contrast to both C- and J-shocks, PDRs do not produce significant quantities of \[S i\] emission (Tielens & Hollenbach 1985). C-shocks only contain trace fractions of ions and hence cannot explain the \[Fe ii\], \[Si ii\] or \[C ii\] emission.
In BD+404124 the H<sub>2</sub> lines and the presence of PAH emission strongly suggest the presence of a PDR. No \[S i\] was detected, so no shock is required to explain the emission from this region. The \[Fe ii\] and \[Si ii\] emission observed at the position of BD+404124 may also originate in a PDR. The \[O iii\] emission lines detected by SWS cannot be produced in a PDR. The ratio of the \[O iii\] 52 and 88 $`\mu `$m lines is sensitive to the electron density $`n_e`$ in the line forming region. It hardly depends on the temperature. We computed the expected ratio for a range of temperatures and densities, in the approximation that we can treat \[O iii\] as a five level ion following the treatment by Aller (1984), using collisional strengths from Aggarwal et al. (1982). The results are shown in Fig. 12. We conclude that the \[O iii\] lines observed by LWS are formed in a H ii region with $`n_e`$ = 0.6–2.2 $`\times `$ $`10^2`$ cm<sup>-3</sup>. In view of the 22,000 K effective temperature of BD+404124, it is surprising that \[O iii\] emission is detected, since simple photo-ionization models predict that for stars with $`T_{\mathrm{eff}}`$ $`<`$ 32,000 K most oxygen should remain neutral. Clearly another ionization model must be present here. Possibly the region also responsible for the H i lines could collisionally ionize the oxygen and we are observing the outer, low-density part of an ionized wind.
Apart from the PDR, a H ii region surrounding BD+404124 may also contribute significantly to the observed \[Fe ii\] and \[Si ii\] emission. Therefore we have used the photo-ionization code cloudy (version 90.04; Ferland 1996) to generate model predictions for line strengths for an H ii region surrounding BD+404124. A Kurucz (1991) model with parameters appropriate for BD+404124 was taken as the input spectrum, and a spherical geometry and a constant electron density of 2 $`\times `$ $`10^2`$ cm<sup>-3</sup> throughout the H ii region were assumed. According to this model, 30% of the observed \[Si ii\] 34.82 $`\mu `$m flux and 40% of the 25.99 $`\mu `$m \[Fe ii\] flux will originate in the H ii region. From comparing the remainder of the fluxes of the atomic fine structure lines to the PDR models of Tielens & Hollenbach (1985), we derive that the PDR should be fairly dense ($``$ 10<sup>4</sup> cm<sup>-3</sup>) and have an incident far-UV field of about 10<sup>4</sup> G<sub>0</sub>. The extent of this PDR should be around 180 square arcseconds, or about half of the SWS beam.
In view of the observed H<sub>2</sub> spectrum (section 7), a C-shock appears the most likely candidate for explaining the observed \[S i\] emission in LkH$`\alpha `$ 224. A C-shock with a shock velocity of around 20 km s<sup>-1</sup> can explain both the H<sub>2</sub> and \[S i\] emission. However, the density and extent of the region are poorly constrained: the emission may either arise in a dense ($``$ 10<sup>6</sup> cm<sup>-3</sup>) region of only a few square arcseconds, or arise in a region of about 10<sup>3</sup>–10<sup>4</sup> cm<sup>-3</sup> with a high beam filling factor. Since it is observed in the largest SWS aperture, the observed \[Si ii\] emission could be due to contamination from LkH$`\alpha `$ 225 (see Fig. 5).
For LkH$`\alpha `$ 225 the situation appears more complicated. The detection of \[S i\] clearly shows that a shock must be present in the region. A C-shock can explain the observed thermal H<sub>2</sub> component, with similar parameters as for LkH$`\alpha `$ 224, but can only explain part of the \[S i\] emission. The \[Fe ii\] and \[Si ii\] emission could either come from a deeply embedded H ii region, a deeply embedded PDR, or a J-shock. In view of the necessity to have an additional source of \[S i\] emission, the most likely candidate might be a J-shock. A J-shock model with $`v_s`$ $``$ 60 km s<sup>-1</sup> and $`n`$ $``$ 10<sup>4</sup>–10<sup>5</sup> cm<sup>-3</sup> can indeed reproduce the observed \[S i\] and \[Si ii\] intensities. However, to reproduce the observed \[Fe ii\] 26.0 $`\mu `$m strength, iron would have to be about eight times more depleted than assumed in the Tielens & Hollenbach PDR models. The observed \[C ii\] 157.7 $`\mu `$m emission at the position of LkH$`\alpha `$ 225 cannot be explained by shocks. This could very well be due to contamination by the BD+404124 PDR or the galactic \[C ii\] background, however.
Fit parameters for the PDR, J-shock and C-shock models used to explain the H<sub>2</sub>, CO and fine structure emission lines are listed in Table 3. The summed model predictions for the line fluxes are listed in Table 2.
## 10 Discussion and conclusions
In the previous sections we have seen that in a small OB association like the BD+404124 group, different phenomena contribute to at first glance similar line spectra. The emission at the position of BD+404124 is well reproduced by the combination of a H ii region around BD+404124 with a PDR. In Section 7 we derived values of the far-UV radiation field for its PDR from the observed emission lines. It is useful to compare those values to those expected from the central star to see whether that is a sufficient source of radiation, or another exciting source needs to be invoked. From the Kurucz (1991) model with $`T_{\mathrm{eff}}`$ = 22,000 K and $`\mathrm{log}g=4.0`$, fitted to the extinction-corrected UV to optical SED of BD+404124 (section 3), we compute that BD+404124 has a total far-UV (6–13.6 eV) luminosity of $`3.2\times 10^3`$ L. At a location $`5\times 10^3`$ AU from the central star, this field will have diluted to the value of $`10^5`$ G<sub>0</sub> obtained from the infrared lines. At the BD+404124 distance of 1 kpc, this corresponds to an angular separation of 5″, consistent with the constraints imposed by the SWS aperture. We conclude that BD+404124 can indeed be responsible for the incident UV flux upon the PDR observed in that vicinity. Compared to the far-UV luminosity of BD+404124, the other two sources only show little UV emission (3 and 6 L for LkH$`\alpha `$ 224 and 225, respectively), explaining why we don’t observe a PDR at those positions.
For LkH$`\alpha `$ 224 we showed that the infrared emission-line spectrum could be explained by a single non-dissociative shock. A C-shock with very similar parameters may also be present at the position of LkH$`\alpha `$ 225. Comparing our ISO SWS aperture positions (Fig. 5) with the image of the bipolar outflow centered on LkH$`\alpha `$ 225 (Palla et al. 1995), we note that this outflow covers both LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225. One possible identification for the C-shock in both LkH$`\alpha `$ 224 and LkH$`\alpha `$ 225 might therefore be the shock created as the outflow originating from LkH$`\alpha `$ 225 drives into the surrounding molecular cloud.
Apart from the large-scale C-shock, we have seen that probably a J-shock is present in LkH$`\alpha `$ 225 as well. This can be naturally identified with the Herbig-Haro knot LkH$`\alpha `$ 225-M observed in \[S ii\] in the optical (Magakyan & Movseyan 1997). It remains unclear whether the ro-vibrational H<sub>2</sub> lines observed in this object are due to H<sub>2</sub> fluorescence by Ly$`\alpha `$ photons or to H<sub>2</sub> re-formation in the post-shock gas. Spectroscopy of lines with higher $`v`$ is required to clarify this.
In the line of sight toward LkH$`\alpha `$ 225, a large column consisting of warm gas-phase CO, CO<sub>2</sub> and H<sub>2</sub>O and solid water ice and silicates was detected. The column of gas-phase water was found to be about 10 times higher that that of water ice. No CO<sub>2</sub> ice was detected toward LkH$`\alpha `$ 225, demonstrating that the bulk of the CO<sub>2</sub> is in the gas-phase. In Table 4 we compare the derived gas/solid ratio for LkH$`\alpha `$ 225 with those found in the lines of sight towards other young stellar objects. Both the H<sub>2</sub>O and CO<sub>2</sub> gas/solid ratios are much higher than those found in other YSOs. For CO<sub>2</sub>, the lower limit to the gas/solid is even a factor 100 higher than that found in the source with the previously reported highest ratio! At this point we can only speculate as to why this is the case. One possible explanation could be that the radiation field of BD+404124 is heating the outer layers of the LkH$`\alpha `$ 225 envelope, evaporating the CO<sub>2</sub> ice. If this is the case, BD+404124 should be located closer to the observer than LkH$`\alpha `$ 225, suggesting that LkH$`\alpha `$ 225 is located at the far side of the “blister” in which the BD+404124 group is located. Another explanation could be that the LkH$`\alpha `$ 225 core itself is unusually warm. Since the abundance of gas-phase water is sensitive to the temperature (Charnley 1997), this would also explain the high abundance of water vapour in the line of sight toward LkH$`\alpha `$ 225. Because LkH$`\alpha `$ 225 is less massive than the luminous objects in which the previous gas/solid ratios have been determined, this high temperature might reflect a more evolved nature of the LkH$`\alpha `$ 225 core. Future research, such as a temperature determination from gas-phase CO measurements, should be able to distinguish between these possibilities and show whether we have discovered the chemically most evolved hot core known to date, or are looking through a line of sight particularly contaminated by a nearby OB star.
###### Acknowledgements.
The authors would like to thank Ewine van Dishoeck for her help in obtaining the BD+404124 LWS data and Dolf de Winter for making his optical spectra of LkH$`\alpha `$ 224 available to us. We thank Adwin Boogert and Issei Yamamura for helpful discussions on the molecular absorption spectra. Lynne Hillenbrand kindly provided the K-band image of the region shown in Fig. 5. An anonymous referee provided useful suggestions for improvements of the paper. MvdA acknowledges financial support from NWO grant 614.41.003 and through a NWO Pionier grant to L.B.F.M. Waters. This research has made use of the Simbad data base, operated at CDS, Strasbourg, France. |
warning/0001/physics0001024.html | ar5iv | text | # Scattering of positronium by H, He, Ne, and Ar
## Abstract
The low-energy scattering of ortho positronium (Ps) by H, He, Ne, and Ar atoms has been investigated in the coupled-channel framework by using a recently proposed time-reversal-symmetric nonlocal electron-exchange model potential with a single parameter $`C`$. For H and He we use a three-Ps-state coupled-channel model and for Ar and Ne we use a static-exchange model. The sensitivity of the results is studied with respect to the parameter $`C`$. Present low-energy cross sections for He, Ne and Ar are in good agreement with experiment.
Low-energy collision of ortho positronium (Ps) atom with neutral gas atoms and molecules is of interest in both physics and chemistry. Recently, there have been precise measurements of low-energy ortho-Ps scattering by H<sub>2</sub>, N<sub>2</sub>, He, Ne, Ar, C<sub>4</sub>H<sub>10</sub>, and C<sub>5</sub>H<sub>12</sub> . Due to internal charge and mass symmetry, Ps atom yields zero elastic and even-parity transition potentials in the direct channel. Ps scattering is dominated mainly by exchange correlation at low energies. If $`N`$ basis states are included for both Ps and target in a coupled-channel formalism, the number of channels grow as $`N^2`$. This complicates the tractability of the Ps scattering process in a coupled channel scheme compared to the electron scattering. The dominance of the short-range interaction in Ps scattering causes serious trouble towards the convergence of any coupled-channel formalism with a truncated basis . The use of 22 coupled Ps pseudostates for Ps-H system in the R-matrix approach has indicated convergence difficulties in Ps-H binding and resonance energies.
To find a solution to the nonconvergence problem, we have suggested a nonlocal electron-exchange model potential with a single parameter $`C`$ and demonstrated its effectiveness by performing quantum coupled-channel calculations using the ab initio framework of close coupling approximation. Two versions of this potential were suggested: one is time-reversal-symmetric and the other nonsymmetric. The nonsymmetric potential has been applied for the study of Ps scattering by H , He and H<sub>2</sub> using a three-Ps-state coupled-channel model. For He and H<sub>2</sub> these studies yielded total cross sections in good agreement with experiments in addition to producing the correct pick-off quenching rate for Ps-He at low energies . Higher Ps-excitation and ionization cross sections were also calculated in these cases to reproduce the total cross sections at medium and high energies. Previous theoretical studies on Ps-He produced results in strong disagreement with experiment .
In a subsequent application of this model potential to Ps scattering by H , it was found that the symmetric form leads to by far superior result than the nonsymmetric form. The symmetric form was able to reproduce accurate variational results very precisely for singlet Ps-H binding and resonance energies; the nonsymmetric form failed to yield such results.
In view of this we reinvestigate the problem of low-energy Ps scattering by He using the symmetric exchange potential employing the three-Ps-state model used before. We study how the low-energy cross sections for Ps-H and Ps-He change with the variation of the parameter $`C`$ of the potential. Then we also apply this exchange potential to the study of low-energy Ps scattering by Ne and Ar using a static-exchange model. The present calculation accounts for the measured low-energy cross sections satisfactorily for He, Ne, and Ar.
The total wave function of the Ps-target system is expanded in terms of the Ps eigenstates as
$`\mathrm{\Psi }^\pm (𝐫_\mathrm{𝟏},\mathrm{},𝐫_𝐍;𝐫_{𝐍+\mathrm{𝟏}},𝐱)`$ $`=`$ $`{\displaystyle \underset{\nu }{}}[F_\nu (\rho _{𝐍+\mathrm{𝟏}})\chi _\nu (𝐭_{𝐍+\mathrm{𝟏}})\varphi _0(𝐫_\mathrm{𝟏},\mathrm{},𝐫_𝐣,\mathrm{},𝐫_𝐍)`$ (1)
$`+`$ $`{\displaystyle \underset{j=1}{\overset{N}{}}}(1)^{S_{N+1},j}F_\nu (\rho _𝐣)\chi _\nu (𝐭_𝐣)\varphi _0(𝐫_\mathrm{𝟏},\mathrm{},𝐫_{𝐍+\mathrm{𝟏}},\mathrm{},𝐫_𝐍)],`$
where antisymmetrization with respect to Ps- and target-electron coordinates has been made. Here $`\rho _𝐢=(𝐱+𝐫_𝐢)/2`$, $`𝐭_𝐢=(𝐱𝐫_𝐢)`$, where $`𝐫_𝐢,i=1,\mathrm{},N`$ denote the target electron coordinates, and $`𝐫_{𝐍+\mathrm{𝟏}}`$ and $`𝐱`$ are the electron and positron coordinates of Ps; $`\varphi _0`$ and $`\chi _\nu `$ denote the target and Ps wave functions, and $`F_\nu `$ is the continuum orbital of Ps with respect to the target. $`S_{N+1,j}`$ is the total spin of the Ps electron ($`N+1`$) and target electron ($`j`$) undergoing exchange and can have values of 1 or 0. The spin of the positron is conserved in this process and the exchange profile of the Ps-target system is analogous to the corresponding electron-target system. Projecting the resultant Schrödinger equation on the Ps eigenstates and averaging over spin states, the resulting momentum-space Lippmann-Schwinger scattering equation for a particular total electronic spin state $`S`$ can, in general, be written as
$`f_{\nu ^{}\nu }^S(𝐤^{},𝐤)=_{\nu ^{}\nu }^S(𝐤^{},𝐤)`$ (2)
$``$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle \underset{\nu ^{\prime \prime }}{}}{\displaystyle \text{d}𝐤^{\prime \prime }\frac{_{\nu ^{}\nu ^{\prime \prime }}^S(𝐤^{},𝐤^{\prime \prime })f_{\nu ^{\prime \prime }\nu }^S(𝐤^{\prime \prime },𝐤)}{k_{\nu ^{\prime \prime }}^2/4k^{\prime \prime 2}/4+\text{i}0}},`$
where $`f_{\nu ^{}\nu }^S`$ is the scattering amplitude, and $`_{\nu ^{}\nu }`$ is the corresponding Born potential, $`\nu `$ and $`\nu ^{}`$ denote initial and final Ps states, $`k_{\nu ^{\prime \prime }}=\sqrt{2m(ϵ^{\prime \prime })/\mathrm{}^2}`$ is the on-shell relative momentum of Ps in the channel $`\nu ^{\prime \prime }`$ with $`ϵ^{\prime \prime }`$ the total binding energy of the intermediate Ps and target states, and $``$ the total energy of the Ps-target system and $`m`$ the reduced mass. Here
$$_{\nu ^{}\nu }^S(𝐤^{},𝐤)=B_{\nu ^{}\nu }^D(𝐤^{},𝐤)+\underset{j=1}{\overset{N}{}}(1)^{S_{N+1,j}}B_{\nu ^{}\nu }^{E_j}(𝐤^{},𝐤);$$
(3)
where $`B^D`$ is the direct Born potential and $`B^{E_j}`$ is the model potential for exchange between the Ps electron (denoted by $`N+1`$) with the $`j`$th target electron. For Ps-H scattering both $`SS_{2,1}`$ = 0, 1 will contribute ; the corresponding potentials and amplitudes are usually denoted by $`_{\nu ^{}\nu }^\pm `$ and $`f_{\nu ^{}\nu }^\pm `$, respectively . For Ps scattering from He, Ne, and Ar etc. there will be only one scattering equation (2) corresponding to total electronic spin $`S=1/2`$. For these targets with doubly occupied spatial orbitals, in the sum over $`j`$ in Eq. (3) only half of the occupied target electrons in each sub-shell will contribute when the target is frozen to its ground state . Consequently, only $`S_{N+1,j}`$ = 1 ($`f^{}`$ and $`^{}`$) will contribute to target-elastic scattering for targets with doubly occupied spatial orbitals.
For Ps-H scattering, the differential cross section is given by $`d\sigma /d\mathrm{\Omega }=[|f^+|^2+3|f^{}|^2]/4`$. For target-elastic Ps scattering by He, Ne, and Ar, the differential cross section is given by $`d\sigma /d\mathrm{\Omega }=|f^{}|^2`$. In all Ps-scattering the direct potential, $`B^D`$, is zero for elastic and all even-parity-state transitions of Ps. Thus the nonorthogonal exchange kernel alone dominates the solution of Eq. (2) and this dominance is possibly responsible for convergence difficulties to conventional approaches based on Eq. (2).
The present exchange model was derived using Slater-type orbital for the H-atom, so that a generalization from a H-target to a complex target represented by a Hatree-Fock wave function becomes straight-forward. For Ps scattering from a H orbital, the model exchange potential between the Ps-electron ($`𝐫_\mathrm{𝟐}`$) and the orbital electron ($`𝐫_\mathrm{𝟏}`$) was derived from the $`1/r_{12}`$ term and is given by :
$`B_{\mu ^{}\nu ^{}\mu \nu }^E`$ $`=`$ $`{\displaystyle \frac{4(1)^{l+l^{}}}{<D>}}{\displaystyle }\varphi _\mu ^{}^{}(𝐫_2)\mathrm{exp}(i𝐐.𝐫_2)\varphi _\mu (𝐫_2)\text{d}𝐫_2`$ (4)
$`\times `$ $`{\displaystyle }\chi _\nu ^{}^{}(𝐭_2)\mathrm{exp}(i𝐐.𝐭_2/2)\chi _\nu (𝐭_2)\text{d}𝐭_2,`$
where $`l`$ and $`l^{}`$ are angular momenta of the initial ($`\chi _\nu `$) and final ($`\chi _\nu ^{}`$) Ps states, $`\varphi _\mu `$ and $`\varphi _\mu ^{}`$ are initial and final H states, and $`𝐐=𝐤_𝐢𝐤_𝐟`$. Here $`𝐤_𝐢`$ and $`𝐤_𝐟`$ are initial and final Ps momenta, respectively. In Eq. (4) the symmetric form of the averaged quantity $`<D>`$ is
$$<D>=\frac{k_i^2+k_f^2}{8}+C^2\left[\frac{\alpha _\mu ^2+\alpha _\mu ^{}^2}{2}+\frac{\beta _\nu ^2+\beta _\nu ^{}^2}{2}\right],$$
(5)
where $`\alpha _\mu ^{}^2/2`$ and $`\beta _\nu ^2`$ are the binding energies of the final target and initial Ps states, respectively, and $`C`$ is the only parameter of the potential. Normally, the parameter $`C`$ is taken to be unity which leads to reasonably good numerical results. However, it can be varied slightly from unity to obtain a precise fit of a low-energy scattering observable (experimental or variational), as have been done in some applications of model potentials . A variation of $`C`$ from unity leads to a variation of the binding energy parameters ($`\alpha ^2,\beta ^2`$ etc.) used as average values for square of momentum in the expression for $`D`$ of Eq. (5). This, in turn, tunes the strength of the exchange potential (4) at low energies. At high energies this model potential is insensitive to this parametrization and leads to the well-known Born-Oppenheimer form of exchange . We have turned this flexibility to good advantage by obtaining precise agreement with low-energy results of Ps scattering by H, He, Ne, and Ar, as we shall see in the following.
For a complex target the space part of the HF wave function is given by $`\mathrm{\Psi }(𝐫_1,𝐫_2,\mathrm{},𝐫_j,\mathrm{},𝐫_N)=𝒜[\varphi _1(𝐫_1)\varphi _2(𝐫_2)\mathrm{}\varphi _j(𝐫_j)\mathrm{}\varphi _N(𝐫_N)],`$ where $`𝒜`$ is the antisymmetrization operator. The position vectors of the electrons are $`𝐫_i,i=1,2,\mathrm{},N`$ and $`\varphi _j`$’s have the form: $`\varphi _j(𝐫_𝐣)=_\kappa a_{\kappa j}\varphi _{\kappa j}(𝐫_𝐣)`$. The orbital $`\varphi _{\kappa j}(𝐫_𝐣)`$ is a Slater-type orbital. Considering proper antisymmetrization with respect to Ps and target electrons, the final model exchange potential obtained from (4) is given by
$`B_{\nu ^{}\nu }^{E_j}`$ $`=`$ $`{\displaystyle \underset{\kappa \kappa ^{}}{}}{\displaystyle \frac{4a_{\kappa j}a_{\kappa ^{}j}(1)^{l+l^{}}}{<D_{\kappa \kappa ^{}}>}}`$ (6)
$`\times `$ $`{\displaystyle }\varphi _{\kappa ^{}j}^{}(𝐫_j)\mathrm{exp}(i𝐐.𝐫_j)\varphi _{\kappa j}(𝐫_j)\text{d}𝐫_j`$
$`\times `$ $`{\displaystyle }\chi _{\nu \mathrm{`}}^{}(𝐭_j)\mathrm{exp}(i𝐐.𝐭_j/2)\chi _\nu (𝐭_j)\text{d}𝐭_j.`$
with
$$<D_{\kappa \kappa ^{}}>=(k_i^2+k_f^2)/8+C^2[(\alpha _{\kappa j}^2+\alpha _{\kappa ^{}j}^2)/2+(\beta _\nu ^2+\beta _{\nu \mathrm{`}}^2)/2],$$
where $`\alpha _{\kappa j}`$ is the energy parameter corresponding to the orbital $`\varphi _{\kappa j}(𝐫_𝐣)`$ .
We use exact wave functions for H and Ps, HF wave functions for He, Ne, and Ar . After a partial-wave projection, the one-dimensional scattering equations are solved by the method of matrix inversion.
First we study the effect of the variation of the parameter $`C`$ of the exchange potential in the Ps-H system using a three-Ps-state model with Ps(1s,2s,2p) states . We start our discussion with the singlet S-wave resonance. In Fig. 1 we plot the S-wave phase shift at different energies which illustrate the resonance pattern obtained with different values of $`C`$. The resonance position shifts monotonically towards lower energies with decreasing of $`C`$ from unity. We have shown it in steps where the value of $`C`$ is varied from unity to 0.785. The resonance position matches with the accurate prediction of 4.01 eV for $`C=0.785`$. In Fig. 2, we plot $`k\mathrm{cot}\delta `$ versus $`k^2`$ for the corresponding low-energy S-wave phase shifts $`\delta `$. Figure 2 demonstrates how the improvement in the resonance position simultaneously improves the Ps-H binding energy. For $`C=1.0`$ the resonance and binding energies are 4.715 eV and 0.165 eV, respectively; for $`C=0.9`$ the corresponding energies are 4.470 eV and 0.445 eV, respectively. At $`C=0.785`$, while the resonance position is correctly fitted to 4.01 eV (Fig. 1), we obtain an approximate binding energy of 1.02 eV from a linear extrapolation as in Fig. 2, and 0.99 eV with more precise fitting considering second order corrections, compared to the accurate prediction of 1.0598 $``$ 1.067 eV . This behavior of the low-energy phase shifts, which yields simultaneously the Ps-H resonance and binding energies, indicates that the use of the model potential (4) in a coupled-channel scheme can lead to a good description of Ps-H scattering.
We exhibit in Figs. 3 (a), (b), and (c) the present elastic cross sections, for Ps scattering by He, (three-Ps-state ) Ne and Ar (static-exchange), respectively, for $`C=1`$, 0.85, and 0.785. The value $`C=0.785`$ yielded the good agreement in the case of Ps-H. For the closed-shell atoms, a typical $`C`$ close to 0.85 works well for the 3-Ps-state model in Ps-He and for the static-exchange model in Ps-Ar and Ps-Ne. Although the present cross sections differ from other theoretical and experimental works at low energies for Ps-He (See, Fig. 6 of Ref. ), they agree well with the recent measurements of Skalsey et al. and unpublished work of G. Peach as quoted in Ref. .
Table I: Low-energy S-wave phase shifts in radians for Ps-He, Ps-Ne, and Ps-Ar for different $`k`$ in au. The entries for $`k=0`$ correspond to the scattering lengths in units of $`a_0`$, incident positronium energy $`E=6.8k^2`$ eV.
| $`k`$ | Ar(SE) | Ne(SE) | He(SE) | He(3st) |
| --- | --- | --- | --- | --- |
| 0.0 | 1.65 | 1.41 | 1.03 | 0.90 |
| 0.1 | $``$0.164 | $``$0.141 | $``$0.103 | $``$0.088 |
| 0.2 | $``$0.319 | $``$0.277 | $``$0.202 | $``$0.172 |
| 0.3 | $``$0.457 | $``$0.404 | $``$0.294 | $``$0.249 |
| 0.4 | $``$0.572 | $``$0.518 | $``$0.375 | $``$0.315 |
| 0.5 | $``$0.656 | $``$0.615 | $``$0.444 | $``$0.368 |
| 0.6 | $``$0.706 | $``$0.694 | $``$0.500 | $``$0.408 |
| 0.7 | $``$0.720 | $``$0.754 | $``$0.541 | $``$0.433 |
| 0.8 | $``$0.699 | $``$0.792 | $``$0.569 | $``$0.445 |
Table II: Low-energy P-wave phase shifts in radians for Ps-He, Ps-Ne, and Ps-Ar for different $`k`$ in au. The incident positronium energy $`E=6.8k^2`$ eV. The numbers in parenthesis denote powers of ten.
| $`k`$ | Ar(SE) | Ne(SE) | He(SE) | He(3st) |
| --- | --- | --- | --- | --- |
| 0.1 | $``$2.71($``$3) | $``$1.63($``$3) | $``$8.19($``$4) | $`6.24(4)`$ |
| 0.2 | $``$1.94($``$2) | $``$1.20($``$2) | $``$6.11($``$3) | $`4.63(3)`$ |
| 0.3 | $``$5.51($``$2) | $``$3.55($``$2) | $``$1.85($``$2) | $`1.38(2)`$ |
| 0.4 | $``$1.06($``$1) | $``$7.17($``$2) | $``$3.81($``$2) | $`2.80(2)`$ |
| 0.5 | $``$1.65($``$1) | $``$1.17($``$1) | $``$6.33($``$2) | $`4.53(2)`$ |
| 0.6 | $``$2.23($``$1) | $``$1.66($``$1) | $``$9.15($``$2) | $`6.26(2)`$ |
| 0.7 | $``$2.75($``$1) | $``$2.15($``$1) | $``$1.20($``$1) | $`7.63(2)`$ |
| 0.8 | $``$3.17($``$1) | $``$2.60($``$1) | $``$1.47($``$1) | $`7.89(2)`$ |
In Table I we present the S-wave phase shifts for Ps-Ar (static exchange model denoted SE), Ps-Ne (SE), and Ps-He (SE and three-Ps-state models) scattering for $`C=0.85`$. In Table II we present the same for the P wave. The magnitude of the scattering lengths, low-energy cross sections and phase shifts (well below Ps-excitation threshold) increase monotonically as we move from He to Ne and from Ne to Ar. As the effective potential for elastic scattering in these cases is repulsive in nature, this indicates an increase in repulsion from He to Ne and from Ne to Ar.
We find from Figs. 3 that the energy-dependences of the elastic cross sections are similar for all the closed-shell atoms studied here. The cross section has a monotonic slow decrease with increasing energy. This trend is consistently found in all previous theoretical calculations in Ps-He. Also, this is expected as the underlying effective potential for elastic scattering is repulsive in nature.
In conclusion, we have reinvestigated the problem of low-energy elastic Ps scattering by H, and He (three-Ps-state) using a symmetric nonlocal electron-exchange potential with a parameter $`C`$. We further apply this potential to Ps scattering by Ne, and Ar (static-exchange). Although the value $`C=1`$ was originally suggested, a slightly lower value $`C0.8`$ leads to good agreement with accurate experiment and accurate calculations in the present cases. Although, a non-symmetric form of the model potential provides a fairly good account of the cross section , we have found that the symmetric form is able to provide a more precise description of scattering. The Ref. we have demonstrated the effectiveness of the present exchange potential in electron-impact scattering. Simplicity of the present exchange potential and the reliability of the present results calculated with it from a two- (Ps-H) to a 19-electron (Ps-Ar) system reveals the effectiveness of the exchange model and warrants further study with it.
We thank Prof. B. H. Bransden for his helpful and encouraging comments. The work is supported in part by the CNPq and FAPESP of Brazil.
Figure Caption
1. S-wave singlet Ps-H phase shifts in radian showing the variation of the resonance position with the variation of $`C`$ in (5) using present three-Ps-state model.
2. $`k\mathrm{cot}\delta `$ and $`ik`$ versus $`k^2`$ plot showing the change in Ps-H binding energy with the variation in $`C`$ as in figure 1 (Energy = $`6.8k^2`$ eV). The crossing of the $`k\mathrm{cot}\delta `$ and $`ik`$ curves give the energy of the bound state.
3. Cross section of Ps scattering by (a) He, (three-Ps-state model) (b) Ne, and (c) Ar (static-exchange model) for different $`C`$: $`C=1`$ (full line), $`C=0.85`$ (dashed-dotted) line, $`C=0.785`$ (dashed line), experiment (box, Ref. ). |
warning/0001/hep-th0001203.html | ar5iv | text | # 1 Introduction
## 1 Introduction
We introduce a natural method to formulate a gauge theory on more or less arbitrary noncommutative spaces. The starting point is the observation that multiplication of a (covariant) field by a coordinate can in general not be a covariant operation in noncommutative geometry, because the coordinates will not commute with the gauge transformations. The idea is to make the coordinates covariant by adding a gauge potential to them. This is analogous to the case in usual gauge theory; one adds gauge potentials to the partial derivatives to obtain covariant derivatives. One can consider a covariant coordinate as a position-space analogue of the usual covariant momentum of gauge theory.
In the following we prefer not to present the general case of an arbitrary associative algebra of noncommuting variables; we consider rather three important examples in which the commutator of two coordinates is respectively constant, linear and quadratic in the coordinates. We employ Weyl’s quantization proceedure to associate with an algebra of noncommuting coordinates an algebra of functions of commuting variables with deformed product. One of our examples gives the same kind of noncommutative gauge theory that has surfaced in string theory recently .
## 2 Covariant coordinates
The associative algebraic structure $`𝒜_x`$ which defines a noncommutative space can be defined in terms of a set of generators $`\widehat{x}^i`$ and relations $``$. Instead of considering a general expression for the relations we shall discuss rather some important explicit cases. These are of the form of a canonical structure
$$[\widehat{x}^i,\widehat{x}^j]=i\theta ^{ij},\theta ^{ij},$$
(2.1)
a Lie-algebra structure
$$[\widehat{x}^i,\widehat{x}^j]=iC^{ij}{}_{k}{}^{}\widehat{x}_{}^{k},C^{ij}{}_{k}{}^{},$$
(2.2)
and a quantum space structure
$$\widehat{x}^i\widehat{x}^j=q^1\widehat{R}^{ij}{}_{kl}{}^{}\widehat{x}_{}^{k}\widehat{x}^l,\widehat{R}^{ij}{}_{kl}{}^{}.$$
(2.3)
In all these cases the index $`i`$ takes values from $`1`$ to $`N`$. We shall suppose that $`𝒜_x`$ has a unit element. For the quantum space structure a simple version is the Manin plane, with $`N=2`$:
$$\widehat{x}\widehat{y}=q\widehat{y}\widehat{x},q.$$
(2.4)
We shall refer to the generators $`\widehat{x}^i`$ of the algebra as ‘coordinates’ and we shall consider $`𝒜_x`$ to be the algebra of formal power series in the coordinates modulo the relations
$$𝒜_x\left[[\widehat{x}^1,\mathrm{},\widehat{x}^N]\right]/.$$
(2.5)
For a physicist this means that one is free to use the relations (2.1), (2.2) or (2.3), (2.4) to reorder the elements of an arbitrary power series.
We consider fields as elements of the algebra $`𝒜_x`$:
$$\psi (\widehat{x})=\psi (\widehat{x}^1,\mathrm{},\widehat{x}^N)𝒜_x.$$
(2.6)
We shall introduce the notion of an infinitesimal gauge transformation $`\delta \psi `$ of the field $`\psi `$ and suppose that under an infinitesimal gauge transformation $`\alpha (\widehat{x})`$ it can be written in the form
$$\delta \psi (\widehat{x})=i\alpha (\widehat{x})\psi (\widehat{x});\alpha (\widehat{x}),\psi (\widehat{x})𝒜_x.$$
(2.7)
This we call a covariant transformation law of a field. It follows then of course that $`\delta \psi 𝒜_x`$. Since $`\alpha (\widehat{x})`$ is an element of $`𝒜_x`$ it is the equivalent of an abelian gauge transformation. If $`\alpha (\widehat{x})`$ belonged to an algebra $`M_n(𝒜_x)`$ of matrices with elements in $`𝒜_x`$ then it would be the equivalent of a nonabelian gauge transformation.
An essential concept is that the coordinates are invariant under the action of a gauge transformation:
$$\delta \widehat{x}^i=0.$$
Multiplication of a field on the left by a coordinate is then not a covariant operation in the noncommutative case. That is
$$\delta (\widehat{x}^i\psi )=i\widehat{x}^i\alpha (\widehat{x})\psi $$
(2.8)
and in general the right-hand side is not equal to $`i\alpha (\widehat{x})\widehat{x}^i\psi `$.
Following the ideas of ordinary gauge theory we introduce covariant coordinates $`\widehat{X}^i`$ such that
$$\delta (\widehat{X}^i\psi )=i\alpha \widehat{X}^i\psi ,$$
(2.9)
i.e., $`\delta (\widehat{X}^i)=i[\alpha ,\widehat{X}^i]`$. To find the relation between $`\widehat{X}^i`$ and $`\widehat{x}^i`$ we make an Ansatz of the form
$$\widehat{X}^i=\widehat{x}^i+A^i(\widehat{x}),A^i(\widehat{x})𝒜_x.$$
(2.10)
This is quite analogous to the expression of a covariant derivative as the sum of an ordinary derivative plus a gauge potential.<sup>1</sup><sup>1</sup>1Closely related to the coordinate $`\widehat{x}^i`$ is the inner derivation $`\text{ad}\widehat{x}^i`$ of $`𝒜_x`$ and in this context a general consistency relation for $`\widehat{x}^i`$ has been written which also covers the relations (2.1), (2.2) and (2.3).
We derive the transformation properties of $`A^i`$ from the requirement (2.9):
$$\delta A^i=i[\alpha ,A^i]i[\widehat{x}^i,\alpha ].$$
(2.11)
The right hand side can be evaluated using one of the relations (2.1), (2.2) or (2.3). It is easy to see that a tensor $`T^{ij}`$ can be defined in each case as respectively
$$T^{ij}=[\widehat{X}^i,\widehat{X}^j]i\theta ^{ij}$$
(2.12)
in the canonical case,
$$T^{ij}=[\widehat{X}^i,\widehat{X}^j]iC^{ij}{}_{k}{}^{}\widehat{X}_{}^{k}$$
(2.13)
for the Lie-structure and
$$T^{ij}=\widehat{X}^i\widehat{X}^jq^1\widehat{R}^{ij}{}_{kl}{}^{}\widehat{X}_{}^{k}\widehat{X}^l$$
(2.14)
for the quantum space.<sup>2</sup><sup>2</sup>2The second expression (2.13) has a direct interpretation as the field strength of an electromagnetic potential over a geometry with $`𝒜_x=M_n`$, the algebra of $`n\times n`$ matrices . It is of interest to note that in the case where the $`\widehat{x}^i`$ are used to construct inner derivations then the analog of $`T^{ij}`$ must vanish .
We verify directly that the objects $`T^{ij}`$ are covariant tensors. In the canonical case we find
$`T^{ij}`$ $`=`$ $`[A^i,\widehat{x}^j]+[\widehat{x}^i,A^j]+[A^i,A^j],`$
$`\delta T^{ij}`$ $`=`$ $`[\delta A^i,\widehat{x}^j]+[\widehat{x}^i,\delta A^j]+[\delta A^i,A^j]+[A^i,\delta A^j].`$ (2.15)
We insert $`\delta A^i`$ from (2.11), use the Jacobi identity and obtain
$$\delta T^{ij}=i[\alpha ,T^{ij}].$$
(2.16)
Exactly the same procedure leads to the result for the Lie structure:
$`T^{ij}`$ $`=`$ $`[\widehat{x}^i,A^j]+[A^i,\widehat{x}^j]+[A^i,A^j]iC^{ij}{}_{k}{}^{}A_{}^{k},`$
$`\delta T^{ij}`$ $`=`$ $`i[\alpha ,T^{ij}].`$ (2.17)
In the case of the quantum space we find
$$T^{ij}=P^{ij}{}_{kl}{}^{}(A^k\widehat{x}^l+\widehat{x}^kA^l+A^kA^l)$$
(2.18)
where we have introduced $`P`$ defined as
$$P^{ij}{}_{kl}{}^{}=\delta _k^i\delta _l^jq^1\widehat{R}^{ij}{}_{kl}{}^{}.$$
(2.19)
We again insert $`\delta A^i`$ from (2.11) to compute $`\delta T^{ij}`$. We obtain
$`\delta T^{ij}`$ $`=`$ $`iP^{ij}{}_{kl}{}^{}\{[\alpha ,A^k]\widehat{x}^l+[\alpha ,\widehat{x}^k]\widehat{x}^l+\widehat{x}^k[\alpha ,A^l]+\widehat{x}^k[\alpha ,\widehat{x}^l]`$ (2.20)
$`+[\alpha ,A^k]A^l+[\alpha ,\widehat{x}^k]A^l+A^k[\alpha ,A^l]+A^k[\alpha ,\widehat{x}^l]\}.`$
With relation (2.3) this becomes
$$\delta T^{ij}=i[\alpha ,T^{ij}].$$
(2.21)
## 3 Weyl Quantization
In the framework of canonical quantization Hermann Weyl gave a prescription how to associate an operator with a classical function of the canonical variables. This prescription can also be used to associate an element of $`𝒜_x`$ with a function $`f`$ of classical variables $`x^1,\mathrm{}x^n`$ . We use $`\widehat{x}`$ for elements of $`𝒜_x`$ and $`x`$ for the associated classical commuting variables.
Using the Fourier transform
$$\stackrel{~}{f}(k)=\frac{1}{(2\pi )^{\frac{n}{2}}}d^nxe^{ik_jx^j}f(x)$$
(3.1)
of the function $`f(x^1,\mathrm{}x^n)`$ we define an operator
$$W(f)=\frac{1}{(2\pi )^{\frac{n}{2}}}d^nke^{ik_j\widehat{x}^j}\stackrel{~}{f}(k).$$
(3.2)
This is a unique prescription, the operator $`\widehat{x}`$ replaces the variables $`x`$ in $`f`$ in the most symmetric way. If the operators $`\widehat{x}`$ have hermiticity properties $`W(f)`$ will inherit these properties for real $`f`$. At present we are interested in the algebraic properties only.
Operators obtained by (3.2) can be multiplied to yield new operators. The question arises whether or not these new operators can be associated also with classical functions. If such a function exists we call it $`fg`$ (‘f diamond g’):
$$W(f)W(g)=W(fg).$$
(3.3)
We can write (3.3) more explicitly as
$$W(f)W(g)=\frac{1}{(2\pi )^n}d^nkd^npe^{ik_i\widehat{x}^i}e^{ip_j\widehat{x}^j}\stackrel{~}{f}(k)\stackrel{~}{g}(p).$$
(3.4)
If the product of the two exponentials can be calculated by the Baker-Campbell-Hausdorff formula to give an exponential of a linear combination of the $`\widehat{x}^i`$ the function $`fg`$ will exist.
This is the case for the canonical structure:
$$e^{ik_i\widehat{x}^i}e^{ip_j\widehat{x}^j}=e^{i(k_j+p_j)\widehat{x}^j\frac{i}{2}k_ip_j\theta ^{ij}}.$$
(3.5)
A comparison with (3.2) shows that $`(fg)(x)`$ can be computed from (3.4) and (3.5) by replacing $`\widehat{x}`$ by $`x`$.
$`fg=fg`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^n}}{\displaystyle d^nkd^npe^{i(k_j+p_j)x^j\frac{i}{2}k_i\theta ^{ij}p_j}\stackrel{~}{f}(k)\stackrel{~}{g}(p)}`$ (3.6)
$`=`$ $`e^{\frac{i}{2}\frac{}{x^i}\theta ^{ij}\frac{}{y^j}}f(x)g(y)|_{yx}`$
We obtain the Moyal-Weyl $``$-product .
A similar $``$-product is obtained for the Lie structure:
$$e^{ik_i\widehat{x}^i}e^{ip_j\widehat{x}^j}=e^{iP_i(k,p)\widehat{x}^i}$$
(3.7)
where $`P_i(k,p)`$ are the parameters of a group element obtained by multiplying two group elements, one parametrized by $`k`$ and the other by $`p`$. From the Baker-Campbell-Hausdorff formula we know that
$$P_i(k,p)=k_i+p_i+\frac{1}{2}g_i(k,p)$$
(3.8)
where $`g_i`$ contains the information about the noncommutative structure of the group. Again we find the star product after a Fourier transformation
$`fg=fg`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^n}}{\displaystyle d^nkd^npe^{iP_i(k,p)x^i}\stackrel{~}{f}(k)\stackrel{~}{g}(p)}`$ (3.9)
$`=`$ $`e^{\frac{i}{2}x^ig_i(i\frac{}{y},i\frac{}{z})}f(y)g(z)|_{\genfrac{}{}{0pt}{}{yx}{zx}}.`$
A more complicated situation arises for the quantum plane structure. The Baker-Campbell-Hausdorff formula cannot be used explicity. The Weyl quantization (3.2) does not seem to be the most natural one. At the moment we are only interested in the algebraic structure of the theory. In this context any unique way of associating an operator with a function of the classical variables would do. For the quantum plane this could be a normal ordering. We treat the case of the Manin plane (2.4) explicitly.
With any monomial in $`x`$ $`y`$ we associate the normal ordered product of the operators $`\widehat{x}`$, $`\widehat{y}`$ where all the $`\widehat{x}`$ operators are placed to the left and all the $`\widehat{y}`$ operators to the right:
$$W(f(x,y))=:f(\widehat{x},\widehat{y}):$$
(3.10)
The dots indicate the above normal ordering. Eqn (3.3) now has to be written in the form:
$$:f(\widehat{x},\widehat{y})::g(\widehat{x},\widehat{y}):=:fg(\widehat{x},\widehat{y}):$$
(3.11)
Let us first compute this for monomials:
$`\widehat{x}^{n_1}\widehat{y}^{m_1}\widehat{x}^{n_2}\widehat{y}^{m_2}`$ $`=`$ $`q^{m_1n_2}\widehat{x}^{n_1+n_2}\widehat{y}^{m_1+m_2}`$ (3.12)
$`:\widehat{x}^{n_1}\widehat{y}^{m_1}::\widehat{x}^{n_2}\widehat{y}^{m_2}:`$ $`=`$ $`q^{m_1n_2}:\widehat{x}^{n_1+n_2}\widehat{y}^{m_1+m_2}:`$
$`=`$ $`W\left(q^{x^{}\frac{}{x^{}}y\frac{}{y}}x^{n_1}y^{m_1}x^{n_2}y^{m_2}|_{\genfrac{}{}{0pt}{}{x^{}x}{y^{}y}}\right)`$
This is easily generalized to arbitrary power series in $`x`$ and $`y`$
$$fg=q^{x^{}\frac{}{x^{}}y\frac{}{y}}f(x,y)g(x^{},y^{})|_{\genfrac{}{}{0pt}{}{x^{}x}{y^{}y}}$$
(3.13)
and we have obtained a diamond product for the Manin plane. Instead of the $`\widehat{x}\widehat{y}`$ ordering we could have used the $`\widehat{y}\widehat{x}`$ ordering or, more reasonably, the totally symmetric product of the $`\widehat{x}\widehat{y}`$ operators. For monomials of fixed degree the $`\widehat{x}\widehat{y}`$ ordered and the $`\widehat{y}\widehat{x}`$ ordered as well as the symmetrically ordered products form a basis. Thus the diamond product exists in all the cases and it is only a combinatorial problem to compute it explicitly.
The Weyl quantization allows the representation of an element of $`𝒜_x`$ by a classical function of $`x`$. For a constant $`c`$ and for $`\widehat{x}^i𝒜_x`$ this is trivial:
$$cc,\widehat{x}^ix^i.$$
(3.14)
The formula (3.3) can be used to generalize this to any element of $`𝒜_x`$. As an example we take the bilinear elements of $`𝒜_x`$.
$$\widehat{x}^i\widehat{x}^j=W(x^i)W(x^j)=W(x^ix^j),\widehat{x}^i\widehat{x}^jx^ix^j.$$
(3.15)
In particular
$$W(x^ix^j)=\frac{1}{2}(\widehat{x}^i\widehat{x}^j+\widehat{x}^j\widehat{x}^i)$$
(3.16)
for the canonical structure and the Lie structure. For the quantum space structure we have
$$W(x^ix^j)=:\widehat{x}^i\widehat{x}^j:$$
(3.17)
The elements of $`𝒜_x`$ can be represented by functions $`f(x)`$, the multiplication of the elements by the star product of the functions. This product is associative. Let us now represent a field by a classical function $`\psi (x)`$. The gauge transformation (2.7) is represented by $`\alpha (x)`$:
$$\delta _\alpha \psi (x)=i\alpha (x)\psi (x).$$
(3.18)
We immediately conclude
$`(\delta _\alpha \delta _\beta \delta _\beta \delta _\alpha )\psi (x)`$ $`=`$ $`i\beta (x)\left(\alpha (x)\psi (x)\right)i\alpha (x)\left(\beta (x)\psi (x)\right)`$ (3.19)
$`=`$ $`i\left(\beta \alpha \alpha \beta \right)\psi .`$
The transformation law of $`A^i(x)`$, representing the element $`A^i𝒜_x`$ is:
$$\delta A^i=i[\alpha \stackrel{}{,}A^i]i[x^i\stackrel{}{,}\alpha ]$$
(3.20)
and for the tensors $`T^{ij}(x)`$:
$$\delta T^{ij}=i[\alpha \stackrel{}{,}T^{ij}].$$
(3.21)
Where $`T^{ij}`$ is defined as in (2.12), (2.13), (2.14), but with elements of $`𝒜_x`$ and algebraic multiplication replaced by the corresponding functions and diamond product:
$`T^{ij}`$ $`=`$ $`[A^i\stackrel{}{,}x^j]+[x^i\stackrel{}{,}A^j]+[A^i\stackrel{}{,}A^j]`$
$`T^{ij}`$ $`=`$ $`[x^i\stackrel{}{,}A^j]+[A^i\stackrel{}{,}x^j]+[A^i\stackrel{}{,}A^j]iC^{ij}{}_{k}{}^{}A_{}^{k}`$ (3.22)
$`T^{ij}`$ $`=`$ $`P^{ij}{}_{kl}{}^{}(A^kx^l+x^kA^l+A^kA^l).`$
## 4 Noncommutative gauge theories
### 4.1 Canonical structure
We would now like to give explicit formulas for the gauge transformation and tensor in the canonical case and will explain the relation to the conventions of noncommutative Yang-Mills theory as presented in . The commutator $`[\widehat{x}^i,.]`$ in the transformation of a gauge potential (2.11),
$$\delta A^i=i[\widehat{x}^i,\alpha ]+i[\alpha ,A^i],$$
acts as a derivation on elements of $`𝒜_x`$. Due to the special form of the commutation relations (2.1) with the *constant* $`\theta ^{ij}`$, this commutator can in fact be written as a derivative on elements $`f𝒜_x`$:
$$[\widehat{x}^i,f]=i\theta ^{ij}_jf.$$
(4.1)
The derivative $`_j`$ is defined as a derivation on $`𝒜_x`$, i.e., $`_jfg=(_jf)g+f(_jg)`$ and on the coordinates as: $`_j\widehat{x}^i\delta _j^i`$. The right-hand side of (4.1) is a derivation because $`\theta `$ is constant and thus commutes with everything. We find that in the canonical case the gauge transformation can be written
$$\delta A^i=\theta ^{ij}_j\alpha +i[\alpha ,A^i].$$
(4.2)
The gauge potential $`\widehat{A}`$ of noncommutative Yang-Mills is introduced by the identification
$$A^i\theta ^{ij}\widehat{A}_j.$$
(4.3)
We must here assume that the matrix $`\theta `$ is non-degenerate. We find the following transformation law for the gauge field $`\widehat{A}_j`$:
$$\delta \widehat{A}_j=_j\alpha +i[\alpha ,\widehat{A}_j].$$
(4.4)
It has exactly the same form as the transformation law for a non-abelian gauge potential in commutative geometry, except that in general the meaning of the commutator is different. An explicit expression for the tensor $`T`$ in the canonical case (2.15) is found likewise,
$$T^{ij}=i\theta ^{ik}_kA^ji\theta ^{jl}_lA^i+[A^i,A^j].$$
(4.5)
Up to a factor $`i`$, the relation to the field strength $`\widehat{F}`$ of noncommutative Yang-Mills is again simply obtained by using $`\theta `$ to raise indices:
$$T^{ij}=i\theta ^{ik}\theta ^{jl}\widehat{F}_{kl}.$$
(4.6)
Assuming again non-degeneracy of $`\theta `$, we find
$$\widehat{F}_{kl}=_k\widehat{A}_l_l\widehat{A}_ki[\widehat{A}_k,\widehat{A}_l].$$
(4.7)
According to our conventions we are to consider this as the field strength of an abelian gauge potential in a noncommutative geometry, but except for the definition of the bracket it has again the same form as a non-abelian gauge field-strength in commutative geometry. Since $`\theta ^{ij}`$, $`\widehat{F}`$ is a tensor:
$$\delta \widehat{F}_{kl}=i[\alpha ,\widehat{F}_{kl}].$$
(4.8)
These formulae become clearer and the relation to noncommutative Yang-Mills theory is even more direct, if we represent the elements of $`𝒜_x`$ by functions of the classical variables $`x^i`$ and use the Moyal-Weyl star product (3.6). In particular equation (4.1) becomes
$$x^iffx^i=i\theta ^{ij}_jf,$$
(4.9)
where $`f(x)`$ is now a function and $`_jf=f/x^j`$ is the ordinary derivative. This follows directly from the Moyal-Weyl product (3.6). The identifications (4.3,4.6) have the same form as before. The relevant equations written in terms of the star product become
$`\delta A^i`$ $`=`$ $`\theta ^{ij}_j\alpha +i\alpha A^iiA^i\alpha ,`$ (4.10)
$`T^{ij}`$ $`=`$ $`i\theta ^{ik}_kA^ji\theta ^{jl}_lA^i+A^iA^jA^jA^i,`$ (4.11)
$`\delta T^{ij}`$ $`=`$ $`i\alpha T^{ij}iT^{ij}\alpha ,`$ (4.12)
$`\delta \widehat{A}_j`$ $`=`$ $`_j\alpha +i\alpha \widehat{A}_ji\widehat{A}_j\alpha ,`$ (4.13)
$`\widehat{F}_{kl}`$ $`=`$ $`_k\widehat{A}_l_l\widehat{A}_ki\widehat{A}_k\widehat{A}_l+i\widehat{A}_l\widehat{A}_k,`$ (4.14)
$`\delta \widehat{F}_{kl}`$ $`=`$ $`i\alpha \widehat{F}_{kl}i\widehat{F}_{kl}\alpha `$ (4.15)
and
$$\delta _\alpha \delta _\beta \delta _\beta \delta _\alpha =\delta _{(\beta \alpha \alpha \beta )}.$$
(4.16)
All this clearly generalizes to $`A^i`$, $`\alpha `$, $`\widehat{A}_j`$ and $`\widehat{F}_{kl}`$ that are (hermitean) $`n\times n`$ matrices. We will have to say more about that later. It is interesting to note the form of the covariant coordinates written in terms of $`\widehat{A}`$:
$$\widehat{X}^i=\widehat{x}^i+\theta ^{ij}\widehat{A}_j.$$
(4.17)
This expression has appeared in string theory contexts related to noncommutative Yang-Mills theory mainly as a coordinate transformation .
#### Remark:
Ordinary gauge theory can be understood as a special case of gauge theory on the noncommutative canonical structure as follows: Consider coordinates $`\{\widehat{q}^j,\widehat{p}_i\}`$ with canonical commutation relations $`[\widehat{q}^j,\widehat{p}_i]=i\delta _i^j`$ and restrict the allowed choices of infinitesimal gauge transformations $`\alpha `$ to depend only on the $`\widehat{q}^i`$, i.e., only on half the original coordinates. Multiplying a field $`\psi `$ by a coordinate is now a noncovariant concept only for half the coordinates, namly for the ‘momenta’ $`\widehat{p}_i`$. The gauge field $`A`$ will thus depend only on the $`\widehat{q}^i`$, as will the tensor $`T`$. It is not hard to see that the relations of noncommutative gauge theory reduce in this case to those of ordinary gauge theory. The algebra of the $`\widehat{q}^j`$ and $`\widehat{p}_i`$ can of course be realized as ordinary commutative coordinates $`q^j`$ and derivatives $`i_i`$.
### 4.2 Lie structure
The relations of noncommutative gauge theory on a Lie structure (2.2) written in the language of star products are
$`\delta A^i`$ $`=`$ $`i[x^i\stackrel{}{,}\alpha ]+i[\alpha \stackrel{}{,}A^i],`$ (4.18)
$`T^{ij}`$ $`=`$ $`[x^i\stackrel{}{,}A^j]+[A^i\stackrel{}{,}x^j]+[A^i\stackrel{}{,}A^j]iC^{ij}{}_{k}{}^{}A_{}^{k},`$ (4.19)
$`\delta T^{ij}`$ $`=`$ $`i\alpha T^{ij}iT^{ij}\alpha ,`$ (4.20)
where $`A^i`$ and $`\alpha `$ are functions of the (commutative) coordinates $`x^i`$ and the $``$-product is given in (3.9). As in the canonical case, $`[x^i\stackrel{}{,}f(x)]`$ can be written in terms of a derivative of $`f`$
$$[x^i\stackrel{}{,}f(x)]=iC^{ij}{}_{k}{}^{}x_{}^{k}\frac{f}{x^j},$$
(4.21)
but the proof is not so obvious, because the left-hand side is a derivation of the noncommutative $``$-product while the right-hand side is a derivation with respect to the commutative pointwise product of functions. However, these two notions can be reconciled thanks to the symmetrization inherent in the Weyl quantization proceedure. Equations (4.18) and (4.19) can thus also be written as
$`\delta A^i`$ $`=`$ $`C^{ij}{}_{k}{}^{}x_{}^{k}_j\alpha +i\alpha A^iiA^i\alpha ,`$ (4.22)
$`T^{ij}`$ $`=`$ $`iC^{il}{}_{k}{}^{}x_{}^{k}_lA^jiC^{jl}{}_{k}{}^{}x_{}^{k}_lA^i+[A^i\stackrel{}{,}A^j]iC^{ij}{}_{k}{}^{}A_{}^{k}.`$ (4.23)
## 5 Nonabelian gauge transformations
In this case the parameter $`\alpha (\widehat{x})`$ in (2.7) and the gauge field $`A`$ in (2.10) will be matrix valued:<sup>3</sup><sup>3</sup>3For notational simplicity we are suppresing the index $`i`$ on $`A^i`$. $`\alpha =\alpha _rT^r`$ and $`A=A_rT^r`$, where $`\alpha _r,A_r𝒜_x`$ and the $`T^r`$ form a suitable basis of matrices. It is not clear what conditions we can consistently impose on these matrices and in particular in which sense they can be Lie-algebra valued; we can, however, always assume that $`\alpha `$ and $`A`$ are in the enveloping algebra of a Lie algebra. Let us consider the commutator (2.11). It can be written as a sum of commutators and anticommutators of the matrices $`T^i`$:
$$[\alpha ,A]=\frac{1}{2}(\alpha _rA_s+A_s\alpha _r)[T^r,T^s]+\frac{1}{2}(\alpha _rA_sA_s\alpha _r)\{T^r,T^s\}.$$
(5.1)
In the commutative case the second term is zero and it is clear that one can choose $`T_r`$ from any matrix representation of a Lie algebra. Here, however, $`\alpha _r`$ and $`A_s`$ do not commute. As we shall see it is nevertheless possible to consistently impose hermiticity, while it is e.g. not consistent to impose tracelessness.
Let us now assume that the relations (2.1), (2.2), (2.3) or (2.4) allow a conjugation:
$$(\widehat{x}^i)^{}=\widehat{x}^i$$
(5.2)
This will be the case for real $`\theta ^{ij}`$, real $`C^{ij}_k`$ and, in (2.4), $`q`$ a root of unity. Then it makes sense to speak about “real” functions
$$f^{}(\widehat{x})=f(\widehat{x}),$$
(5.3)
and in this case $`\alpha `$ could be hermitean:
$$\alpha (\widehat{x})=\alpha _l(\widehat{x})T^l=\alpha ^{}(\widehat{x}),(\alpha _l(\widehat{x}))^{}=\alpha _l(\widehat{x}),T_l^{}=T_l.$$
(5.4)
The commutation of those hermitean objects will be antihermitean:
$$\left([\alpha (x),\beta (y)]\right)^{}=[\alpha (x),\beta (y)].$$
(5.5)
We conclude that with $`\alpha `$, $`A`$ and $`\widehat{x}`$ hermitean, $`\delta A`$ in (2.11) will be hermitean again. If the matrices $`T_l`$ form a basis for all hermitean matrices of a certain dimension, then the commutators and anticommutators in (5.1) will also close into these matrices.
## 6 Seiberg-Witten map
Seiberg and Witen were able to establish a connectoin of noncommutative Yang-Mills theory to ordinary Yang-Mills theory. We show that this can be done for all three examples we have considered.
The ordinary gauge potential we shall call $`a_i`$ and the infinitesimal gauge parameter $`\epsilon `$. The transformation law of the gauge potential $`a_i`$ is
$$\delta _\epsilon a_i=_i\epsilon +i[\epsilon ,a_i].$$
(6.1)
This has to be compared with the gauge transformation (3.20)
$$\delta A^i=i[\alpha \stackrel{}{,}A^i]i[x^i\stackrel{}{,}\alpha ].$$
(6.2)
The diamond product can be written in a formal way analogous to deformation quantization
$$fg=fg+\underset{n1}{}h^nB_n(f,g),$$
(6.3)
where the $`B_n`$ are differential operators bilinear in $`f`$ and $`g`$, and $`h`$ is an expansion parameter.
Canonical case:
$$fg=fg+\underset{n1}{}\frac{1}{n!}\left(\frac{i}{2}\right)^n\theta ^{i_1j_1}\mathrm{}\theta ^{i_nj_n}(_{i_1}\mathrm{}_{i_n}f)(_{j_1}\mathrm{}_{j_n}g)$$
(6.4)
Lie case:
$`fg`$ $`=`$ $`fg+{\displaystyle \underset{n1}{}}{\displaystyle \frac{1}{n!}}\left({\displaystyle \frac{i}{2}}{\displaystyle \underset{k}{}}x^kg_k(i_y,i_z)\right)^nf(y)g(z)|_{\genfrac{}{}{0pt}{}{y=x}{z=x}}`$ (6.5)
$`=`$ $`fg+{\displaystyle \frac{i}{2}}x^kC^{ij}{}_{k}{}^{}_{i}^{}f_jg+\mathrm{}`$
Quantum space case ($`h=\mathrm{ln}q`$):
$$fg=fg+\underset{n1}{}\frac{1}{n!}(h)^n\left(\left(y_y\right)^nf\right)\left(\left(x_x\right)^ng\right).$$
(6.6)
The identification with formula (6.3) is obvious. In the following we shall work to second order in $`h`$ only. For the canonical and the Lie structure the formula for the $``$ commutator is
$$[f\stackrel{}{,}g]=i\theta ^{ij}(x)_if_jg+𝒪(\theta ^3).$$
(6.7)
This expression does not contain any terms in second order in $`\theta `$. This is typical for a deformation quanization of a Poisson structure .
As a consequence the second term on the righthand side of (6.2) will be:
$$[x^i\stackrel{}{,}\alpha ]=i\theta ^{ij}_j\alpha .$$
(6.8)
For the canonical and the Lie structure (6.8) will be true to all orders in $`\theta `$. Combining (6.8) and (6.7) we obtain for (6.2)
$$\delta A^i=\theta ^{ij}_j\alpha \theta ^{ij}_if_jg+𝒪(\theta ^3).$$
(6.9)
Following Seiberg and Witten we construct explicitely local expressions $`A`$ and $`\alpha `$ in terms of $`a`$, $`\epsilon `$ and $`\theta `$. This we do by the following Ansatz:
$`A^i`$ $`=`$ $`\theta ^{ij}a_j+G^i(\theta ,a,a,\mathrm{})+𝒪(\theta ^3)`$ (6.10)
$`\alpha `$ $`=`$ $`\epsilon +\gamma (\theta ,\epsilon ,\epsilon ,\mathrm{},a,a,\mathrm{})+𝒪(\theta ^2).`$
We demand that the variaton $`\delta A`$ of (6.10) with the infinitesimal parameter $`\alpha `$ is obtained from the variation (6.1) of a. This is true to first order in $`\theta `$ due to the Ansatz (6.10). In second order we get an equation for $`G^i`$ and $`\gamma `$:
$`\delta _\epsilon G^i`$ $`=`$ $`\theta ^{ij}_j\gamma {\displaystyle \frac{1}{2}}\theta ^{kl}\left(_k\epsilon _l(\theta ^{ij}a_j)+_k(\theta ^{ij}a_j)_l\epsilon \right)`$ (6.11)
$`+i[\epsilon ,G^i]+i[\gamma ,\theta ^{ij}a_j].`$
This equation has the following solution:
$`G^i`$ $`=`$ $`{\displaystyle \frac{1}{4}}\theta ^{kl}\{a_k,_l(\theta ^{ij}a_j)+\theta ^{ij}F_{lj}\}`$ (6.12)
$`\gamma `$ $`=`$ $`{\displaystyle \frac{1}{4}}\theta ^{lm}\{_l\alpha ,a_m\},`$
where $`F_{ij}`$ is the classical field strength $`F_{ij}=_ia_j_ja_i+i[a_i,a_j]`$. To proof, that this indeed solves eqn (6.11), one has to use the Jacobi identity for $`\theta ^{ij}(x)`$. In the canonical case, i.e. $`\theta ^{ij}`$ constant, this is the same result as found in , if one takes into account the identification (4.3).
Our quantum space example does not fit into the fromework of deformaiton quantization as specified by eqn (6.7), a quadratic term in $`h=\mathrm{ln}q`$ appears:
$`[f\stackrel{}{,}g]`$ $`=`$ $`hxy(_xf_yg_xg_yf)`$
$`+{\displaystyle \frac{h^2}{2}}xy\{(_yf_xg_yg_xf)+xy(_y^2f_x^2g_y^2g_x^2f)`$
$`+x(_yf_x^2g_yg_x^2f)+y(_y^2f_xg_y^2g_xf)\}`$
This has as a consequence that a second order term will appear in the following formula:
$`[x\stackrel{}{,}\alpha ]`$ $`=`$ $`+hxy_y\alpha {\displaystyle \frac{h^2}{2}}xy_y(y_y\alpha )`$ (6.14)
$`[y\stackrel{}{,}\alpha ]`$ $`=`$ $`hxy_x\alpha +{\displaystyle \frac{h^2}{2}}xy_x(x_x\alpha ).`$
Nevertheless the Seiberg-Witten map can be constructed at least for the abelean case. The transformation is
$`A^x`$ $`=`$ $`ihxya^y{\displaystyle \frac{1}{2}}h^2xy\left[_y(xa^x(iya^y))+_x(xya^ya^y)\right]+𝒪(h^3)`$
$`A^y`$ $`=`$ $`+ihxya^x{\displaystyle \frac{1}{2}}h^2xy\left[_x(ya^y(ixa^x))+_y(xya^xa^x)\right]+𝒪(h^3)`$
$`\alpha `$ $`=`$ $`\epsilon +{\displaystyle \frac{1}{2}}h\left[y_y\alpha +x_x\alpha +ixy(a_x_y\alpha a_y_x\alpha )\right]+𝒪(h^2).`$ (6.15)
This sugggests that there should be an underlying geometric reason for the Seiberg-Witten map. |
warning/0001/hep-th0001058.html | ar5iv | text | # The operator form of the effective potential governing the time evolution in 𝑛-dimensional subspace of states
## 1 Introduction
The time evolution of physical systems in the Hilbert space is described by the Shrödinger equation:
$$i\frac{}{t}|\psi ;t>=H|\psi ;t>,$$
(1)
where $`\mathrm{}=c=1`$.
If we choose the initial conditions:
$$|\psi ;t=0>|\psi >,$$
(2)
then the time evolution is described by a unitary operator $`U(t)|\psi >=|\psi ;t>`$ ($`|\psi >,|\psi ;t>`$, $`U(t)=e^{itH}`$).
Vector $`|\psi ;t>`$ carries complete information about the physical system considered. In particular, the properties of the system which are described by vectors belonging to a closed subspace $`_{||}`$, of $``$ can be extracted from $`|\psi ;t>`$ . In such a case it is sufficient to know the component $`|\psi ;t>_{||}_{||}`$ of $`|\psi ;t>`$. The subspace $`_{||}`$ is defined by a projector $`P`$: $`_{||}=𝒫`$, which simply means that $`|\psi ;t>_{||}=P|\psi ;t>`$.
Alternatively, the same result can be obtained by studying the time evolution not in the total space of states $``$ but in a closed subspace $`_{||}`$. In this way the total state space is split into two orthogonal subspaces $`_{}`$ and $`_{}=_{}`$, and the Shrödinger equation can be replaced by equations describing each of the subspaces respectively. The equation for $`_{}`$ has the following form :
$$\left(i\frac{}{t}PHP\right)|\psi ;t>_{||}=|\chi ;t>i_0^{\mathrm{}}K(t\tau )|\psi ;\tau >_{||}𝑑\tau ,$$
(3)
$$Q=IP,$$
(4)
$$K(t)=\mathrm{\Theta }(t)PHQe^{iQHQ}QHP,$$
(5)
$$|\chi ;t>=PHQe^{iQHQ}|\psi >_{},$$
(6)
where
$$\mathrm{\Theta }(t)=\{\begin{array}{ccc}1\hfill & \mathrm{for}\hfill & t0\hfill \\ 0\hfill & \mathrm{for}\hfill & t<0\hfill \end{array}.$$
Of course $`K(t)0`$ only if $`[P,H]0`$. Condition (2) can now be rewritten as
$$|\psi ;t=0>_{||}|\psi >_{||},|\psi ;t=0>_{}|\psi >_{},$$
(7)
where $`|\psi >_{}Q|\psi >.`$
If we now assume that at the initial moment no states from $`_{}`$ are occupied, $`|\psi >_{}=0`$, ( that is $`|\chi ;t>0`$, $`|\psi >\psi >_{||})`$ and define the evolution operator for the subspace $`_{||}`$:
$$|\psi ;t>_{||}P|\psi ;t>PU(t)|\psi >PU(t)P|\psi >_{||},$$
(8)
so
$$U_{||}(t)|\psi >_{||}\stackrel{\mathrm{def}}{=}PU(t)P|\psi >_{||},$$
(9)
we can transform (3) into
$$\left(i\frac{}{t}PHP\right)U_{||}|\psi >_{||}=i_0^{\mathrm{}}K(t\tau )U_{||}(\tau )|\psi >_{||}𝑑\tau .$$
(10)
An equivalent differential form of (10) has been found by Królikowski and Rzewuski :
$$\left(i\frac{}{t}H_{||}(t)\right)U_{||}(t)|\psi >_{||}=0,\mathtt{}t0,\mathtt{}U_{||}(0)=P,$$
(11)
where the $`H_{||}(t)`$ denotes the effective Hamiltonian:
$$H_{||}(t)PHP+V_{||}(t).$$
(12)
For every effective Hamiltonian $`H_{}`$ governing the time evolution in $`_{}`$ $`P`$, which in general can depend on time $`t`$ , the following identity holds -:
$$H_{}(t)i\frac{U_{}(t)}{t}[U_{}(t)]^1P,$$
(13)
where $`[U_{}(t)]^1`$, is defined as follows
$$[U_{}(t)]^1U_{}(t)=U_{}(t)[U_{}(t)]^1P.$$
(14)
In the nontrivial case
$$[P,H]0,$$
(15)
from (13), using (12) and (9) we find
$`H_{}(t)`$ $``$ $`PHU(t)P[U_{}(t)]^1P`$ (16)
$`\stackrel{\mathrm{def}}{=}`$ $`PHP+V_{}(t).`$ (17)
and thus
$$V_{||}(t)PHQU(t)[U_{}(t)]^1P.$$
Assumption (15) means that transitions of states from $`_{}`$ into $`_{}`$ and from $`_{}`$ into $`_{}`$, i.e., the decay and regeneration processes, are allowed. Thus ,
$$H_{}(0)PHP,V_{}(0)=0,V_{}(t0)itPHQHP,$$
(18)
so, in general $`H_{}(0)`$ $`H_{}(tt_0=0)`$ and $`V_{}(t0)V_{}^+(t0)`$, $`H_{}(t0)H_{}^+(t0)`$. According to the ideas of the standard scattering theory, it can be stated that operator $`H_{}(t\mathrm{})`$ $`H_{}(\mathrm{})\stackrel{\mathrm{def}}{=}H_{||}`$ describes the bounded or quasistationary states of the subsystem considered (and in this sense it is similar to e.g. the LOY–effective Hamiltonian ).
From (10) and (11),(12) it follows that the action of $`V_{||}(t)`$ on $`U_{||}(t)`$ has the following form:
$$V_{||}(t)U_{||}(t)=i_0^{\mathrm{}}K(t\tau )U_{||}(\tau )𝑑\tau .$$
(19)
The approximate form of $`V_{||}`$ can be obtained from (10) and (19) with the use of the retarded solution of:
$$\left(i\frac{}{t}PHP\right)G(t)=P\delta (t),$$
(20)
where $`G(t)`$ is the retarded Green operator:
$$GG(t)=i\mathrm{\Theta }(t)e^{itPHP}P.$$
(21)
Then, using the iteration procedure for the equation (10) for $`U_{||}`$ , we get:
$$U_{||}=U_{||}^0(t)+\underset{n=1}{\overset{\mathrm{}}{}}(i)^n\underset{n\mathtt{}times}{\underset{}{LLL\mathrm{}L}}U_{||}^0(t).$$
(22)
$`U_{||}^0(t)`$ is the solution of the following ”free” equation :
$$\left(i\frac{}{t}PHP\right)U_{||}^0(t)=0,\mathtt{}U_{||}^0(0)=P.$$
(23)
$``$ stands for the convolution
$$fg(t)=_0^{\mathrm{}}f(t\tau )g(\tau ),$$
and
$$LL(t)=GK(t).$$
Equations (19) and (22) yield:
$$V_{||}(t)U_{||}(t)=iKU_{||}^0(t)+\underset{n=1}{\overset{\mathrm{}}{}}(i)^nKLL\mathrm{}LU_{||}^0(t).$$
(24)
If $`L(t)<1`$ then the series (24) is convergent. It is worth noticing that, unlike in the standard perturbation series, it is not necessary for the perturbation $`H^1`$ to be small in relation to $`H^0`$ (the full Hamiltonian $`H=H^0+H^1`$) if $`L(t)<1`$. This is considered one of the advantages of this approach over the standard ones as it can describe both week and strong interactions .
If for every $`t0`$ $`L(t)<1`$ then to the lowest order of $`L(t)`$, $`V_{||}(t)`$ is expressed by :
$$V_{||}(t)V_{||}^1(t)=i_0^{\mathrm{}}K(t\tau )e^{i(t\tau )PHP}P𝑑\tau .$$
(25)
This formula was used to compute $`V_{||}(t)`$ for one–dimensional subspace $`_{}`$ and to find the matrix elements of $`V_{||}(t)`$ acting in a two–state subspace $`_{}`$ in . In some problems it is more useful and more convenient to use the operator form of $`V_{}(t)`$ rather than the the matrix elements of $`V_{}(t)`$ only. Searching for the global transformation properties of $`V_{}(t)`$ under some operators expressing symetries of the system is as an example of such problems.
Result (25) will be the starting point for the following considerations concerning the explicit operator form of $`V_{||}(t)`$ in $`n`$, $`2`$ and $`3`$ dimensional cases.
## 2 Effective potential $`V_{}`$ in n-dimensional <br>subspace of states.
Let us consider a general case of effective potential $`V_{,n}`$, acting in an $`n`$-dimensional subspace of states. Formally, the equation corresponding to Eq.(12) has the following form:
$$H_{,n}(t)\stackrel{\mathrm{def}}{=}PHP+V_{,n}(t).$$
(26)
The projector $`P`$ is defined in the following way:
$$P=\underset{j=1}{\overset{n}{}}|𝐞_j><𝐞_j|I_{},$$
(27)
where $`I_{}`$ is the unit operator in $`_{||}`$, $`\mathtt{\{}|𝐞_j>\mathtt{\}}_{j𝒜}`$ and $`\mathtt{\{}|𝐞_j>\mathtt{\}}_{j=1,2,\mathrm{}n}\mathtt{\{}|𝐞_j>\mathtt{\}}_{j𝒜}`$ are complete sets of orthonormal vectors $`<𝐞_j|𝐞_k>=\delta _{jk}`$ in $``$ and $`_{}`$ respectively. Consequently, if the state space for the problem is $``$ then $`_{}=𝒫`$ and $`P`$ is the unity in $`_{}`$, $`P=I_{}`$ .
The subspace $`_{}`$ can also be spanned by the eigenvectors of the hermitian matrix $`PHP`$:
$$PHP|\lambda _j>=\lambda _j|\lambda _j>,\left(j=1,2,\mathrm{},n\right).$$
(28)
Using $`|\lambda _j>`$ we define projectors $`P_j`$ where for simplicity the non-degenerate case of $`\lambda _j`$ is assumed. :
$$P_j\stackrel{\mathrm{def}}{=}\frac{1}{<\lambda _j|\lambda _j>}|\lambda _j><\lambda _j|,\mathtt{}\left(j=1,2,3\right).$$
(29)
Of course these projectors fulfill the following completness condition:
$$\underset{j=1}{\overset{n}{}}P_j=P.$$
(30)
The operator $`PHP`$ can now be written as follows:
$$PHP=\underset{j=1}{\overset{n}{}}\lambda _jP_j,$$
(31)
and following:
$$Pe^{\pm itPHP}=P\underset{j=1}{\overset{n}{}}e^{\pm it\lambda _j}P_j.$$
(32)
This result can be directly applied to equation (25)
$$V_{,n}(t)=i\underset{j=1}{\overset{n}{}}_0^tPHQe^{i\left(t\tau \right)\left(QHQ\lambda _j\right)}QHP𝑑\tau P_j.$$
(33)
The integration can be easily performed, with the result:
$$V_{,n}(t)=i\underset{j=1}{\overset{n}{}}\left\{PHQ\frac{e^{it(QHQ\lambda _j)}1}{QHQ\lambda _j}QHP\right\}P_j=\underset{j=1}{\overset{n}{}}\mathrm{\Xi }(\lambda _j,t)P_j,$$
(34)
where
$$\mathrm{\Xi }(\lambda ,t)\stackrel{\mathrm{def}}{=}PHQ\frac{e^{it(QHQ\lambda )}1}{QHQ\lambda }QHP.$$
(35)
Knowing that
$$\underset{t\mathrm{}}{lim}\mathrm{\Xi }(\lambda ,t)=PHQ\frac{1}{QHQ\lambda +i0}QHP,$$
(36)
and defining
$$\mathrm{\Sigma }(\lambda )\stackrel{\mathrm{def}}{=}PHQ\frac{1}{QHQ\lambda +i0}QHP$$
, we finally get:
$$V_{,n}\stackrel{\mathrm{def}}{=}\underset{t\mathrm{}}{lim}V_{,n}(t)=i\underset{t\mathrm{}}{lim}\underset{j=1}{\overset{n}{}}\mathrm{\Xi }(\lambda _j,t)P_j=i\underset{j=1}{\overset{n}{}}\mathrm{\Sigma }(\lambda _j)P_j.$$
(37)
## 3 $`V_{}`$ in a two dimensional subspace.
In this section we find the explicit formula for $`V_{}`$ in a two-dimensional subspace of states using the framework presented above.
In this case $`PHP`$, being a $`[2\times 2]`$ hermitian matrix, has the following form:
$$PHP=\left[\begin{array}{cc}\hfill H_{11}& \hfill H_{12}\\ \hfill H_{21}& \hfill H_{22}\end{array}\right],$$
(38)
$$H_{ij}=H_{ji}^{},$$
where $`H_{j,k}=<𝐞_j|H|𝐞_k>`$.
The eigenvalues of $`PHP`$ are easy to calculate:
$$PHP|\lambda >=\left[\begin{array}{cc}\hfill H_{11}& \hfill H_{12}\\ \hfill H_{21}& \hfill H_{22}\end{array}\right]\left(\begin{array}{c}\hfill \alpha _1\\ \hfill \alpha _2\end{array}\right)=\lambda \left(\begin{array}{c}\hfill \alpha _1\\ \hfill \alpha _2\end{array}\right),$$
(39)
$$\lambda ^{1,2}=\frac{1}{2}(H_{11}+H_{22})\pm \sqrt{|H_{12}|^2+\frac{1}{4}(H_{11}H_{22})},$$
(40)
and if we adopt the symbols used in -:
$$\lambda ^{1,2}\stackrel{\mathrm{def}}{=}H_0\pm \kappa ,$$
(41)
where
$$H_0=\frac{1}{2}(H_{11}+H_{22}),\mathtt{}\kappa =\sqrt{|H_{12}|^2+\frac{1}{4}(H_{11}H_{22})}.$$
(42)
Following, the eigenvector $`|\lambda ^1>`$ can be chosen as follows:
$$|\lambda ^1>=\left(\begin{array}{c}\frac{H_{12}}{H_0+\kappa H_{11}}\\ 1\end{array}\right),$$
(43)
and the projector $`P_1`$:
$$P_1=\frac{1}{<\lambda _1|\lambda _1>}|\lambda _1><\lambda _1|=$$
(44)
$$=\frac{1}{\frac{|H_{12}|^2}{(H_0+\kappa H_{11})^2}+1}\left(\begin{array}{c}\frac{H_{12}}{H_0+\kappa H_{11}}\\ 1\end{array}\right)(\frac{H_{21}}{H_0+\kappa H_{11}},1),$$
so, explicitly
$$P_1=\left[\begin{array}{cc}\frac{\left(H_0+\kappa H_{11}\right)\left|H_{12}\right|^2}{\left|H_{12}\right|^2+\left(H_0+\kappa H_{11}\right)^2}& \frac{\left(H_0+\kappa H_{11}\right)H_{12}}{\left|H_{12}\right|^2+\left(H_0+\kappa H_{11}\right)^2}\\ \frac{\left(H_0+\kappa H_{11}\right)H_{21}}{\left|H_{12}\right|^2+\left(H_0+\kappa H_{11}\right)^2}& \frac{\left(H_0+\kappa H_{11}\right)^2}{\left|H_{12}\right|^2+\left(H_0+\kappa H_{11}\right)^2}\end{array}\right].$$
(45)
For clarity let us define:
$$P_j\stackrel{\mathrm{def}}{=}\left[\begin{array}{cc}\hfill p_{11}^j& \hfill p_{12}^j\\ \hfill p_{21}^j& \hfill p_{22}^j\end{array}\right]\mathtt{}\left(j=1,2\right).$$
Both $`P_1`$ and $`PHP`$ can be represented by Pauli matrices:
$$P_1=p_0^1\sigma _0+p_x^1\sigma _x+p_y^1\sigma _y+p_z^1\sigma _z,$$
$$PHP=H_0\sigma _0+H_x\sigma _x+H_y\sigma _y+H_z\sigma _z,$$
and the calculation of the coefficients $`p^j`$ yields:
$$\begin{array}{c}p_0=\frac{1}{2}\left(p_{11}+p_{22}\right)=\frac{1}{2},\hfill \\ p_x=\frac{1}{2}\left(p_{12}+p_{21}\right)=\frac{H_x}{2\kappa },\hfill \\ p_y=\frac{1}{2}i\left(p_{12}p_{21}\right)=\frac{H_y}{2\kappa },\hfill \\ p_z=\frac{1}{2}\left(p_{11}p_{22}\right)=\frac{H_z}{2\kappa }.\hfill \end{array}$$
(46)
We can see from the above that $`p_\nu ,(\nu =0,x,y,z)`$ can be expressed by $`H_\nu ,(\nu =0,x,y,z)`$, so finally we get the following expression for $`P_1`$
$$P_1=\frac{1}{2}\left(\left(1\frac{H_0}{\kappa }\right)\sigma _0+\frac{1}{\kappa }PHP\right).$$
(47)
Keeping in mind the fact that in $`_{}`$ we have $`\sigma _0=I_{}=P`$, we obtain:
$$P_1=\frac{1}{2}\left(\left(1\frac{H_0}{\kappa }\right)P+\frac{1}{\kappa }PHP\right),$$
(48)
and after performing the same calculation for $`P_2`$:
$$P_2=\frac{1}{2}\left(\left(1+\frac{H_0}{\kappa }\right)P\frac{1}{\kappa }PHP\right).$$
(49)
It is easy to verify that the completness condition (30) is fulfilled:
$$P_1+P_2=P.$$
If we now come back to Eq.(34) and use the results obtained in this section, the effective potential $`V_{}`$ will have the following form:
$`V_{}(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Xi }(H_0+\kappa ,t)\left[(1{\displaystyle \frac{H_0}{\kappa }})P+{\displaystyle \frac{1}{\kappa }}PHP\right]`$ (50)
$`{\displaystyle \frac{1}{2}}\mathrm{\Xi }(H_0\kappa ,t)\left[(1+{\displaystyle \frac{H_0}{\kappa }})P{\displaystyle \frac{1}{\kappa }}PHP\right].`$
Matrix elements of this $`V_{}(t)`$ are exactly the same as those obtained in .
As noted in this result is significant. For example in the case of neutral $`K`$ mesons the assumption of $`CPT`$ invariance and $`CP`$ noninvariance in the quantun theory, that is $`[CPT,H]=0`$ and $`[CP,H]0`$, yields:
$$h_{11}h_{22}0,$$
(51)
where $`h_{ij}=<𝐞_i|H_{||}|𝐞_j>`$ are the matrix elements of $`H_{||}PHP+V_{||}`$, $`V_{||}\stackrel{\mathrm{def}}{=}V_{||}(\mathrm{})`$, which runs counter to the usual assumption. More remarks on this problem can be found in the conclusions.
The case of both eigenvalues of $`PHP`$ equal can easily be obtained from the general case described above. The assumption of both eigenvalues equal for a hermitian $`[2\times 2]`$ matrix yields $`H_{11}=H_{22}`$ and $`H_{12}=H_{21}=0`$. It is easy to verify that $`\lambda ^1=\lambda ^2\kappa =0`$. Then:
$$\lambda ^1=\lambda ^2=H_0$$
(52)
$$PHP=H_0P$$
and
$$Pe^{itPHP}e^{itH_0}P$$
(53)
Thus, from equations (25) and (33):
$$V_{||}(t)V_{||}^1(t)=\mathrm{\Xi }(H_0,t)P$$
(54)
Furthermore, if apart from assuming the degenerate case of $`PHP`$ we take $`t\mathrm{}`$ we will get the same result as obtained from the Wigner-Weisskopf approximation by e.g. Lee, Oehme and Yang . It is interesting to notice that in this case $`h_{11}=h_{22}`$ (where $`h_{jj}=<j|H_{||}|j>`$) with $`[CPT,H]=0`$, whereas in the case of $`\lambda ^1\lambda ^2`$ under the same conditions we have (51).
## 4 $`V_{}`$ in a three dimensional subspace.
This section describes the explicit formula for $`V_{}`$ in a three dimensional subspace of states in a very similar way as it was done for the two dimensional case.
In this case the $`PHP`$ matrix is a $`[3\times 3]`$ matrix, for example
$$PHP=\left[\begin{array}{ccc}\hfill H_{11}& \hfill H_{12}& \hfill H_{13}\\ \hfill H_{21}& \hfill H_{22}& \hfill H_{23}\\ \hfill H_{31}& \hfill H_{32}& \hfill H_{33}\end{array}\right],$$
(55)
$$H_{ij}=H_{ji}^{},$$
and has the following characteristic equation:
$$\lambda ^3+A\lambda ^2+B\lambda +C=0,$$
(56)
$$\begin{array}{c}A=(H_{11}+H_{22}+H_{33}),\hfill \\ B=H_{11}H_{22}+H_{11}H_{33}+H_{22}H_{33}|H_{13}|^2|H_{23}|^2|H_{13}|^2,\hfill \\ C=(H_{11}H_{22}H_{33}+2Re(H_{12}H_{23}H_{31})H_{11}|H_{23}|^2H_{22}|H_{13}|^2H_{33}|H_{12}|^2).\hfill \end{array}$$
It is easy to notice that $`A,B,C\mathrm{}`$ so, given the fact that $`PHP`$ is a hermitian matrix, equation (56) is a third order equation with real coefficients and real solutions. To find the solutions we will use the Cardano formulae. Bearing in mind that the solutions are real we get the following three cases $`\lambda _1\lambda _2\lambda _3`$, $`\lambda _1=\lambda _2=\lambda \lambda _3`$ and $`\lambda _1=\lambda _2=\lambda _3=\lambda `$: Let us find the eigenvectors, projectors and the quasipotential for each of the above cases.
### 4.1 $`\lambda _1\lambda _2\lambda _3`$.
In this case the three solutions of the characteristic equation (56) are given by the following formulae:
$$\begin{array}{c}\lambda _1=2(\frac{A^23B}{3})^{\frac{1}{2}}\mathrm{cos}\frac{1}{3}\alpha \frac{A}{3},\hfill \\ \lambda _2=2(\frac{A^23B}{3})^{\frac{1}{2}}\mathrm{cos}\frac{1}{3}(\alpha +2\pi )\frac{A}{3},\hfill \\ \lambda _3=2(\frac{A^23B}{3})^{\frac{1}{2}}\mathrm{cos}\frac{1}{3}(\alpha +4\pi )\frac{A}{3},\hfill \end{array}$$
(57)
where $`\mathrm{cos}\alpha =\frac{\frac{3}{2}(\frac{2A^3}{27}\frac{B}{3}+C)}{\frac{2}{3}(\frac{A^23B}{3})^{\frac{3}{2}}}.`$
The following basis of orthogonal eigenvectors can be chosen:
$$|\lambda _j>=\left(\begin{array}{c}H_{13}(H_{22}\lambda _j)H_{23}H_{12}\\ H_{23}(H_{11}\lambda _j)H_{13}H_{21}\\ |H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)\end{array}\right),$$
(58)
where $`j=1,2,3`$.
Using these eigenvectors we create projectors $`P`$ in the way given in Sec.2.:
$$P_j=\frac{1}{<\lambda _j|\lambda _j>}|\lambda _j><\lambda _j|=$$
(59)
$$\begin{array}{c}\{|H_{13}(H_{22}\lambda _j)H_{23}H_{12}|^2+\hfill \\ |H_{23}(H_{11}\lambda _j)H_{13}H_{21}|^2+\hfill \\ [|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)]^2\}^1\times \hfill \end{array}$$
$$\times \left[\begin{array}{ccc}\hfill p_{11}^j& \hfill p_{12}^j& \hfill p_{13}^j\\ \hfill p_{21}^j& \hfill p_{22}^j& \hfill p_{23}^j\\ \hfill p_{31}^j& \hfill p_{32}^j& \hfill p_{33}^j\end{array}\right],\mathtt{}(j=1,2,3),$$
where
$$\begin{array}{c}p_{11}^j=|H_{13}(H_{22}\lambda _j)H_{23}H_{12}|^2,\hfill \\ p_{12}^j=(H_{13}(H_{22}\lambda _j)H_{23}H_{12})(H_{32}(H_{11}\lambda _j)H_{31}H_{12}),\hfill \\ p_{13}^j=(H_{13}(H_{22}\lambda _j)H_{23}H_{12})(|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)),\hfill \\ p_{21}^j=(H_{23}(H_{11}\lambda _j)H_{13}H_{21})(H_{31}(H_{22}\lambda _j)H_{32}H_{21}),\hfill \\ p_{22}^j=|H_{23}(H_{11}\lambda _j)H_{13}H_{21}|^2,\hfill \\ p_{23}^j=(H_{23}(H_{11}\lambda _j)H_{13}H_{21})(|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)),\hfill \\ p_{31}^j=(|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)(H_{31}(H_{22}\lambda _j)H_{32}H_{21}),\hfill \\ p_{32}^j=(|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j)(H_{32}(H_{11}\lambda _j)H_{31}H_{12}),\hfill \\ p_{33}^j=(|H_{12}|^2(H_{11}\lambda _j)(H_{22}\lambda _j))^2,\hfill \end{array},$$
(where j=1,2,3).
And consequently the quasipotential
$$V_{,3}(t)=i\underset{j=1}{\overset{3}{}}\mathrm{\Xi }(\lambda _j,t)P_j,$$
(60)
### 4.2 $`\lambda _1=\lambda _2=\lambda \lambda _3`$.
In this case we have the following expressions for the solutions of the characteristic equation (56):
$$\begin{array}{c}\lambda =(\frac{2A^3}{27}\frac{B}{3}+C)^{\frac{1}{3}}\frac{A}{3},\hfill \\ \lambda _3=2(\frac{2A^3}{27}\frac{B}{3}+C)^{\frac{1}{3}}\frac{A}{3}.\hfill \end{array}$$
(61)
In this case to define one of the projectors, say $`P_3`$ we can use the result presented above, so the projector will be given by formula (59).
We do not actually need to know the remaining two projectors explicitly as
$$V_{,3}(t)=i\mathrm{\Xi }(\lambda ,t)(P_1+P_2)+\mathrm{\Xi }(\lambda _3,t)P_3$$
(62)
and $`P_1+P_2=PP_3`$, $`P`$ is the unity in the considered space so:
$$V_{,3}(t)=i\mathrm{\Xi }(\lambda ,t)(PP_3)+\mathrm{\Xi }(\lambda _3,t)P_3$$
(63)
### 4.3 $`\lambda _1=\lambda _2=\lambda _3=\lambda `$.
This case is the simplest one, and the solutions are:
$$\lambda =\frac{A}{3}=H_{11}=H_{22}=H_{33}$$
(64)
In this case $`PHP`$ is a diagonal matrix in any basis. In fact, this is true for any $`n`$-dimensional hermitian matrix with all eigenvalues equal, so we get a form of quasipotential which is identical to the two dimensional degenerate case (54).
$$V_{}=\mathrm{\Xi }(\lambda ,t)P$$
(65)
Again, if apart from assuming the three-fold degenerate case of $`PHP`$ we take $`t\mathrm{}`$ we will get a result which is analogous to the one obtained from the Wigner-Weisskopf approximation by e.g. Lee, Oehme and Yang .
## 5 Equation for $`\rho `$ matrix in $`_{||}`$ .
This section contains one possible application of the result obtained above, which is the equation for the density matrix $`\rho `$ in $`_{||}`$.
Very often systems of the type described in Section 1. are considered as open systems interacting with an unknown rest, i.e., with the reservoir . Then, for the description of the time evolution in subspace $`_{}`$, instead of the state vector $`|\psi ;t>_{}`$ solving equations (3), (11), density matrix $`\rho `$ is used. The $`\rho `$–matrix in quantum mechanics fulfills the following equation:
$$\frac{}{t}\rho =i[\rho ,H],$$
(66)
where $`H`$ is the total Hamiltonian of the system under consideration acting in the Hilbert state space $``$. $`H`$ and $`\rho `$ are hermitian.
The consideration of such systems sometimes begins with a phenomenological Hamiltonian $`H_{eff}H_{}`$, acting in an $`n`$-dimensional subspace $`_{}`$. Such Hamiltonians are of the LOY type or the type used in the master equation approaches . These Hamiltonians are not hermitian, therefore the time evolution of the reduced $`\rho `$–matrix, i.e., $`\rho _{}`$ (where $`\rho _{}`$ denotes the part of $`\rho `$–matrix acting in $`_{}`$ ), is given by
$$\frac{}{t}\rho _{}=i\left(H_{}\rho _{}\rho _{}H_{}^+\right),$$
(67)
where
$$\rho _{}(t)\left(\begin{array}{cccccc}\rho _{11}(t)& \rho _{12}(t)& \mathrm{}& \rho _{1n}(t)& 0& \mathrm{}\\ \rho _{12}^{}(t)& \rho _{22}(t)& \mathrm{}& \rho _{2n}(t)& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& 0& \mathrm{}\\ \rho _{1n}^{}(t)& \rho _{2n}^{}(t)& \mathrm{}& \rho _{nn}(t)& 0& \mathrm{}\\ 0& 0& 0& 0& 0& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
(68)
At this point one remark concerning the above should be made: all properties of $`\rho _{}(t>\mathrm{\hspace{0.33em}0})`$ solving this evolution equation are determined by the form and properties of $`H_{}`$ so for the same initial conditions $`\rho _0`$ but different $`H_{}`$ a different $`\rho _{}(t)`$ can be obtained.
Let us notice that the solution of Eq.(66) has the following form
$$\rho (t)U(t)\rho _0U^+(t),$$
(69)
where $`\rho _0\rho (0)`$ and $`U(t)`$ is the total unitary evolution operator for the system considered. From this we conclude that the exact reduced $`\rho `$–matrix for a given complete and closed subspace $`_{}`$ of the total state space $``$ is
$$\rho _{}(t)P\rho (t)P,$$
(70)
If the subsystem described by $`\rho _{}(t)`$ is an open system, i.e., if transitions from subspace $`_{}`$ into $`_{}`$ (and vice versa) occur, then $`P`$ cannot commute with the total Hamiltonian $`H`$.
Now, in order to describe an $`n`$ state system of the considered type, $`\rho _0`$ of the form (68) and a projector defining the subspace of the form (27), or another unitary one equivalent to it, should be chosen. It is easy to verify that for this $`P`$ we have
$$\rho _0P\rho _0P,$$
(71)
so, in this case (see (70) and (69))
$$\rho _{}(t)P\rho (t)PPU(t)P\rho _0PU^+(t)P.$$
(72)
Using the identity (9) we have
$$\rho _{}(t)U_{}(t)\rho _0U_{}^+(t).$$
(73)
It can be easily verified that $`\rho _{}(t)`$ fulfills the following equation,
$$i\frac{}{t}\rho _{}(t)=\left(i\frac{U_{}(t)}{t}\right)\rho _{}(t)+\rho _{}(t)\left(i\frac{U_{}^+(t)}{t}\right),$$
(74)
or, equivalently
$$i\frac{}{t}\rho _{}(t)H_{}(t)\rho _{}(t)\rho _{}(t)H_{}^+(t),$$
(75)
(where $`H_{}(t)`$ is given by the identity (13)), which is analogous to (67).
## 6 Conclusions
This paper deals with the operator form of the effective potential governing the time evolution in $`n`$-dimensional subspace of states. The general expression for such an effective potential has been found in Section 2. Sections 3. and 4. dealt with the explicit form of such an operator for $`2`$ and $`3`$ dimensional cases. In Section 5. an application of the formalism developed in the previous sections to the density matrix has been suggested.
The approach presented in this paper can be considered a natural extention of the Wigner-Weisskopf approach to the single line width to more level subsystems which interact with the rest of the physical system. It has been shown that in the case of $`n`$ level systems the WW approach may only be suitable if the $`PHP`$ is $`n`$ \- fold degenerate, which of course is not always the case.
The physical problem which is currently investigated with the use of similar methods is the neutral kaon complex and the possible violation of the $`CPT`$ symmetry. This problem is obviously a $`2`$ dimensional problem and can be researched with the use of the formalism developed in Section 3. The standard approach to the problem developed in uses the WW approximation to describe the time evolution of the $`K_0,\overline{K_0}`$ complex and proves to be quite a successful approximation of the physical reality. As noted at the end of Section 3., one of the conclusions which can be drawn here is that $`h_{11}=h_{22}`$. This can be measured, and the parameter $`\delta _{CPT}h_{11}h_{22}`$ is used in tests of $`CPT`$ conservation. However, if we want to retain the geometry of the problem (i.e. we do not want to reduce the problem to a one dimensional problem by assuming $`PHP`$ degeneration) we will find that $`\delta _{CPT}0`$ even under $`CPT`$ conserved. For a more extensive discussion of this problem see .
The three dimensional case has not as yet been applied to describe an actual physical system and the possibilities of doing so will be investigated in future papers. One possiblility is to use the density matrix approach which has been proposed in Section 5., to the description of multi-level atomic transitions. Experiments designed to demonstrate the Quantum Zeno effect provide an example of such multi-level systems. For example Cook suggested an experiment which should demonstrate this effect on an induced transition in a single, trapped ion . This experiment assumes the ion to have a $`3`$ – level structure, and to describe it the density matrix approach is usually used (see for example ). This gives us a possiblity to use the results obtained in Section 4.1 ($`\lambda _1\lambda _2\lambda _3`$) and Section 5. to construct a suitable equation for the reduced three dimensional density matrix. This, however, is beyond the scope of this paper and, as noted earlier, will be researched in future papers. |
warning/0001/hep-ph0001062.html | ar5iv | text | # I Introduction
## I Introduction
Inclusive charmonium production processes can be expressed in a factorized form, combining a short-distance expansion with the use of a non-relativistic QCD Lagrangian (NRQCD) . The short-distance expansion works best for total production cross sections, provided the expansion parameter $`v^2`$ (of order of the typical velocity squared of the quarks in the bound state) is small enough. It follows that contrary to prior belief many charmonium production processes such as production in hadron-hadron collisions at large transverse momentum and at fixed target , and in $`B`$ meson decay , are actually dominated by production of a coloured $`c\overline{c}`$ state, followed by a long-distance transition to charmonium and light hadrons .
The theoretical prediction of charmonium energy distributions is more delicate. A long-standing problem for the NRQCD factorization approach concerns the $`z`$-distribution in inelastic $`J/\psi `$ photoproduction, where $`z=E_{J/\psi }/E_\gamma `$ is the quarkonium energy fraction in the proton rest frame. The colour octet contributions to this quantity grow rapidly near $`z=1`$ , in conflict with observation , unless the NRQCD matrix elements that normalize the colour octet contribution are made rather small.<sup>*</sup><sup>*</sup>*There may be other difficulties for the NRQCD factorization approach, which we do not discuss in this paper. For a long time, transverse polarization of $`J/\psi `$ produced in hadron-hadron collisions at large transverse momentum has been regarded as the crucial test of the theoretical framework. If recent indications from CDF of no polarization are confirmed by higher statistics data, this may indicate a problem with factorization, as suggested in , or it may imply large spin-symmetry violating corrections.
One of the physical origins of this discrepancy is as follows: the fragmentation of the coloured $`c\overline{c}`$ state into $`J/\psi `$ occurs via the emission of gluons with small momentum fractions of order $`v^2`$. Because the momentum of these gluons is small compared to the momenta involved in the hard subprocess that creates the $`c\overline{c}`$ state, it is neglected in leading order in the short-distance expansion (in $`v^2`$); the fragmentation into $`J/\psi `$ is described by a single number (the ‘NRQCD matrix element’). This is adequate for total production cross sections, but it is not for distributions in the kinematic region, where the charmonium carries nearly maximal energy. In this region, the $`J/\psi `$ energy distribution is evidently sensitive to the energy distribution of the soft emitted gluons. In particular, we expect that the $`J/\psi `$ energy distribution should fall to zero, rather than grow, near the point of maximal energy, if the $`J/\psi `$ is produced via a colour octet state, since the emission of gluons with momentum much smaller than their typical one is rather unlikely.
The inadequacy of a leading-order treatment of the short-distance expansion, and the necessity to account for the kinematics of soft gluon emission, is even more evident for $`J/\psi `$ production in $`B`$ meson decay. The leading order partonic short-distance process $`b(c\overline{c})q`$ results in $`c\overline{c}`$ pairs with fixed (maximal) energy, in stark contrast to the broad energy distribution observed . The broad energy distribution of multi-body final states has to be attributed to soft gluon emission and to the Fermi motion of the $`b`$ quark in the $`B`$ meson.
Technically speaking, the velocity expansion of the short-distance process breaks down near the kinematic endpoint of maximal charmonium energy , because higher-order terms in the small parameter $`v^2`$ are compensated by inverse powers of small kinematic invariants. Such a breakdown of the short-distance expansion is not specific to quarkonium production in the NRQCD approach, but occurs quite generally for inclusive processes, for example in deep-inelastic scattering as Bjorken $`x1`$ or in semi-leptonic or radiative $`B`$ decays . When the quarkonium carries a fraction $`(1ϵ)`$ of its maximal energy, where $`ϵ`$ is small, the inclusiveness of the process is restricted by the small phase-space left for the emission of further particles. The process is then also sensitive to the fact that the physical phase space is limited by hadron kinematics, while the calculation of short-distance coefficients is carried out in terms of partons. The short-distance expansion reacts to this non-inclusiveness by exhibiting terms of order $`(v^2/ϵ)^k`$. In some cases one can sum the leading terms in $`v^2/ϵ`$ to all orders and express the quarkonium production cross section as a convolution of a non-perturbative ‘shape function’ with a partonic cross section. The shape function leads to a smearing of the energy spectrum. The shape function formalism is analogous to a leading twist approximation, and is appropriate for $`ϵv^2`$. In this intermediate region the framework of the NRQCD factorization approach is still valid, reorganized by a partial resummation of the velocity expansion. However, in the extreme endpoint region, $`ϵv^2`$, the twist expansion also breaks down.
The leading twist expressions for several energy distributions have been derived in . But since the shape function is non-perturbative and essentially unknown, no quantitative analysis has been performed. It is the aim of this paper to explore the kinematic effect of soft gluons in the fragmentation of a coloured $`c\overline{c}`$ pair quantitatively. In particular, we will be interested in the question whether folding the short-distance cross section with a shape function can indeed account for the observed $`z`$-distribution in $`J/\psi `$ photoproduction. The emission of soft gluons with energy of order $`m_cv^2`$ in the quarkonium rest frame cannot be computed perturbatively and we have to model it. Our ansatz for the soft gluon radiation function will be guided by simplicity. The important feature of the model is that it incorporates the kinematics of soft gluon radiation together with reasonable assumptions on the typical energy scales involved. The ansatz bears some similarities with Fermi motion smearing and, in particular, the ACCMM model for semileptonic $`B`$ decays. Since the precise form of the energy distribution near the endpoint depends on the ansatz for the shape function, our results do not constitute theoretical predictions. However, as we shall see, a satisfactory description of $`B`$ decay data can indeed be obtained with a reasonable ansatz for the shape function. A further cross check is provided by applying the same shape function to the $`J/\psi `$ energy distribution in photoproduction. This however, turns out to be more problematic.
The paper is divided as follows: Sect. 2 is ‘theoretical’. We define the model and derive the equation that describes the convolution of the short-distance process with the shape function for a general production process. We also show that the model is equivalent to a specific form of the NRQCD shape function in the region where a leading twist approximation is valid. To illustrate the formalism, we consider the limit $`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$, in which charmonium is a Coulomb bound state. We rederive NRQCD factorization for this specific case and compute the shape function in this limit.
The ansatz for the non-perturbative shape function depends on a few model parameters. In Sect. 3 we apply the model to the $`J/\psi `$ momentum distribution in $`BJ/\psi +X`$ and tune the parameters of the model to the observed momentum distribution. In Sect. 4 the more complicated (and more interesting) case of inelastic photoproduction is considered.
## II Shape function model
In this section we derive the general expression for the smeared quarkonium energy distributions on which the applications to $`B`$ decay and photoproduction will be based. To motivate our approach and to make more explicit contact with the formalism of , we begin by considering the production amplitude for quarkonium in the Coulomb limit, and with emission of a single soft gluon, before generalizing the expressions to the case of interest. In the last subsection we return to the Coulomb limit and compute the shape function in this limit. This provides us with an idea of the form of the shape function in a controlled, although unrealistic limit.
### A Factorization and the shape function in the Coulomb limit
Inclusive charmonium production proceeds in two stages : first a pair of nearly on-shell and co-moving charm quarks is created in a hard process in which typical momenta are of order $`2m_c`$ (or larger, if there is another hard scale) in the charmonium rest frame. The nearly on-shell $`c\overline{c}`$ state then fragments into charmonium via emission of soft particles with energy and momentum of order $`m_cv^2`$ in the charmonium rest frame.The energy scale for these particles is set by the small velocity $`v`$ that characterizes the non-relativistic charmonium bound state and the typical virtuality $`(m_cv)^2`$ of the nearly on-shell $`c`$ and $`\overline{c}`$ quark. See also the discussion below. Schematically, the differential cross section is expressed in the factorized form
$`(2\pi )^3\mathrm{\hspace{0.17em}2}p_R^0{\displaystyle \frac{d\sigma }{d^3p_R}}`$ $`=`$ $`\text{flux}{\displaystyle 𝑑\text{PS}[p_i,k_j](2\pi )^4\delta (p_R+\underset{j}{}k_j+\underset{i}{}p_iP_{in})}`$ (2)
$`H(P_{in},P,l_1,l_2,p_i)S(p_R,P,l_1,l_2,k_j),`$
where $`d\text{PS}[p_i,k_j]`$ denotes the phase space measure for the sets of hard ($`p_i`$) and soft ($`k_j`$) particle momenta and $`H`$ and $`S`$ refer to the hard and soft parts of the amplitude squared, respectively. See Fig. 1 for a graphical representation and further explanation of notation.In an abuse of notation, in the figure $`H`$ and $`S`$ refer to the hard and soft part of the amplitude, rather than the amplitude squared. The nearly on-shell heavy quark propagators that connect the hard and soft part in the figure should be considered as part of $`S`$. See below.
To define the hard and soft parts in (2) accurately, we use the amplitude for the process $`\gamma gJ/\psi gg`$, relevant to inelastic photoproduction, as an example. It is also instructive to take the limit $`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$, where $`v`$ is now of order $`\alpha _s(m_cv)`$ and $`\mathrm{\Lambda }_{\mathrm{QCD}}`$ is the strong interaction scale. We call this the Coulomb limit, because the charmonium bound state is perturbatively calculable in this limit and the dominant binding is through the Coulomb force. The Coulomb limit is much stronger than the non-relativistic limit. While charmonium and bottomonium are non-relativistic ($`v^21`$), they are not Coulombic ($`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$) in reality. In particular, the NRQCD matrix elements, which are usually taken as non-perturbative parameters, can be perturbatively calculated in the Coulomb limit, up to corrections suppressed by powers of $`\mathrm{\Lambda }_{\mathrm{QCD}}/(m_cv^2)`$.
A particular contribution to the $`\gamma gJ/\psi gg`$ amplitude is shown in Fig. 2. The corresponding squared amplitude is the sum of terms where both gluons are hard or both gluons are soft or one of them is hard and the other is soft. The hard-soft term is the most interesting one for inelastic photoproduction through the colour octet mechanism and we focus on it first. The other two terms will be briefly discussed later.
Suppose the gluon with momentum $`p_X`$ in Fig. 2 is hard and the gluon with momentum $`k`$ is soft. On-shell soft gluons in NRQCD can have energy of order $`m_cv`$ and $`m_cv^2`$ (called ‘soft’ and ‘ultrasoft’, respectively, in ). However, gluons with energy of order $`m_cv`$ cannot be radiated over the time-scale $`1/(m_cv^2)`$ and do not appear as final state particles in the scattering amplitude.<sup>§</sup><sup>§</sup>§More technically, because the interaction with a gluon with energy of order $`m_cv`$ sends the heavy quark propagator off-shell, a subgraph with energy and momentum of order $`m_cv`$ in the amplitude squared has no $`c\overline{c}+ng`$ cut, as would be required for a non-zero contribution to the $`\gamma gJ/\psi gg`$ amplitude. Rather such a subgraph can be expanded into a series of instantaneous interactions, which contribute to the potential between the heavy quarks. Consequently, the scale of $`k`$ is $`m_cv^2`$. This is important, because this will set the scale for the energy of soft gluon emission in our model parametrization later.
In Fig. 2 we included (dashed lines) the instantaneous exchange of (Coulomb) gluons with energy of order $`m_cv^2`$ and momentum of order $`m_cv`$. If this exchange occurs between nearly on-shell heavy quark propagators with off-shellness of order $`m_cv^2`$, it is not suppressed by the small coupling constant, because the total contribution from each gluon is of order $`\alpha _s(m_cv)/v1`$. However, if one of the heavy quark propagators is far off-shell, Coulomb exchange represents an ordinary higher-order correction to the amplitude. Hence we can neglect gluon exchange to the left of the gluon with momentum $`p_X`$. The gluon ladder ‘between’ the emission of the gluons with momentum $`p_X`$ and $`k`$, respectively, cannot be neglected, but it is summed into the Coulomb Green function $`G_c(𝒑,𝒑^{};E)`$, the Green function for the Schrödinger equation with the (leading order) Coulomb potential. The Green function is related to the quark-antiquark scattering amplitude for a quark-antiquark pair with (small) relative three momentum $`2𝒑`$ into a quark-antiquark pair with (small) relative three momentum $`2𝒑^{}`$ with total non-relativistic energy $`E`$. Likewise the gluon ladder to the right of the gluon with momentum $`k`$ is summed and contained in the bound state wave function. For a $`{}_{}{}^{3}S_{1}^{}`$ state, such as $`J/\psi `$, the bound state wave function in the bound state rest frame is given by
$$\mathrm{\Psi }(p_R,\lambda ;𝒑)=\sqrt{2M_R}\frac{\delta _{ab}}{\sqrt{N_c}}\frac{ϵ^i(\lambda )\sigma _{\alpha \beta }^i}{\sqrt{2}}\psi (𝒑),$$
(3)
where
$$\psi (𝒑)=\frac{8\sqrt{\pi }\gamma ^{5/2}}{(𝒑^2+\gamma ^2)^2}$$
(4)
and $`\gamma =m_cC_F\alpha _s/2`$. $`M_R`$ is the quarkonium mass, $`\delta _{ab}`$ refers to colour (with $`N_c=3`$ the number of colours and $`C_F=(N_c^21)/(2N_c)`$), $`\sigma ^i`$ is a Pauli matrix and $`ϵ^i(\lambda )`$ the polarization vector of the quarkonium.
With these remarks one of the two (symmetric) hard-soft contributions to the amplitude can be written as
$`𝒜(\gamma gJ/\psi gg)`$ $`=`$ $`{\displaystyle \frac{d^3𝒒}{(2\pi )^3}\frac{d^3𝒑}{(2\pi )^3}\widehat{𝒜}(\gamma gc\overline{c}g)iG_c(𝒒,𝒑+𝒌/2;E(p_R+k))}`$ (6)
$`V(k;𝒑)\mathrm{\Psi }(p_R,\lambda ;𝒑),`$
where $`V(k;𝒑)`$ refers to the vertex at which the soft gluon is emitted and $`\widehat{𝒜}(\gamma gc\overline{c}g)`$ denotes the hard sub-amplitude with the on-shell spinors for its external heavy quark lines with momentum $`P/2+l_1`$ and $`P/2+l_2`$ removed. We also introduced the vector $`P`$, defined as $`P=(2m_c,\mathrm{𝟎})`$ in the $`J/\psi `$ rest frame, the relative momentum $`q=(l_1l_2)/2`$ and $`E(p_R+k)=p_R^0+k^02m_c=m_c(C_F\alpha _s)^2/4+k^0`$. The binding energy at leading order has to be kept in the last expression, because it is of the same order as $`k^0`$. For later use we define $`l=l_1+l_2`$, the vector that describes the motion of the $`c\overline{c}`$ pair in the $`J/\psi `$ rest frame. Note the kinematic relation $`P+l=p_R+k`$.
The amplitude is not yet in a factorized form, because the hard sub-amplitude still depends on $`q`$ and $`l`$ and its spin and colour indices are entangled with those of the remaining part of the amplitude. As described in , we can perform a spin and colour decomposition that disentangles the two parts of the amplitude. We then expand the hard sub-amplitude in the small momentum $`q`$, which amounts to an expansion in derivative operators and a decomposition in orbital angular momentum. As a matter of principle, we could also expand the hard sub-amplitude in $`l`$. However, since it is $`l`$ that occurs in the phase space constraint and that is related to the terms in the short-distance expansion, which we intend to sum to all orders, we do not perform this expansion. The spin and colour decomposition, and the expansion in relative momentum $`q`$, results in the following expansion of the amplitude squared:
$`\left|𝒜(\gamma gJ/\psi gg)\right|^2`$ $`=`$ $`{\displaystyle \underset{n}{}}\text{Pr}_n\left[\widehat{𝒜}(\gamma gc\overline{c}g)\right]\text{Pr}_n^{}\left[\widehat{𝒜}(\gamma gc\overline{c}g)^{}\right]`$ (9)
$`{\displaystyle }{\displaystyle \frac{d^3𝒒}{(2\pi )^3}}{\displaystyle \frac{d^3𝒑}{(2\pi )^3}}\text{tr}\left[\mathrm{\Gamma }_n(𝒒)iG_c(𝒒,𝒑+𝒌/2;E(p_R+k))V(k;𝒑)\mathrm{\Psi }(p_R,\lambda ;𝒑)\right]`$
$`{\displaystyle }{\displaystyle \frac{d^3\widehat{𝒒}}{(2\pi )^3}}{\displaystyle \frac{d^3\widehat{𝒑}}{(2\pi )^3}}\text{tr}\left[\mathrm{\Gamma }_n^{}(\widehat{𝒒})iG_c(\widehat{𝒒},\widehat{𝒑}+𝒌/2;E(p_R+k))V(k;\widehat{𝒑})\mathrm{\Psi }(p_R,\lambda ;\widehat{𝒑})\right]^{}.`$
Here $`\mathrm{\Gamma }_n(𝒒)`$ is a matrix in spin and colour indices and a polynomial in $`𝒒`$. The operator $`\text{Pr}_n`$ is also a matrix in spinor and colour indices and extracts the appropriate Taylor coefficient of expansion of $`\widehat{𝒜}(\gamma gc\overline{c}g)`$ in $`𝒒`$. The quantity $`\text{Pr}_n\left[\widehat{𝒜}(\gamma gc\overline{c}g)\right]`$ is $`𝒒`$-independent, but still depends on $`l`$. In conventional NRQCD terms, the sum over $`n`$ corresponds to intermediate $`c\overline{c}`$ pairs in different angular momentum and colour states, and also to higher dimension operators in each intermediate channel. The previous equation can be written as the product of a hard and soft part,
$$\left|𝒜(\gamma gJ/\psi gg)\right|^2=\underset{n}{}H_n(P_{in},P,l,p_X)S_n(p_R,P,k),$$
(10)
where the soft part $`S_n`$ is given by the last two lines of (9). $`H_n`$ and $`S_n`$ are still coupled through the relation $`P+l=p_R+k`$, so we introduce $`1=d^4l\delta (p_R+kPl)`$. Adding the phase space integration over $`p_X`$ and $`k`$, we recover the differential cross section in a form similar to (2):
$`(2\pi )^3\mathrm{\hspace{0.17em}2}p_R^0{\displaystyle \frac{d\sigma }{d^3p_R}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{d^4l}{(2\pi )^4}\widehat{\sigma }(c\overline{c}[n])(l)F_n(l)}`$ (13)
$`={\displaystyle \underset{n}{}}{\displaystyle \frac{d^4l}{(2\pi )^4}\text{flux}𝑑\text{PS}[p_X](2\pi )^4\delta (P+l+p_XP_{in})H_n(P_{in},P,l,p_X)}`$
$`{\displaystyle }d\text{PS}[k](2\pi )^4\delta (p_R+kPl)S_n(p_R,P,k),`$
where $`\widehat{\sigma }(c\overline{c}[n])(l)`$ refers to the short-distance part and $`F_n(l)`$ to the soft part. The expansion in local operators appropriate to integrated cross sections is recovered after expansion of $`H_n(P_{in},P,l,p_X)`$ in $`l`$. In leading order, we then identify
$$𝑑\text{PS}[k]S_n(p_R,P,k)$$
(14)
with the NRQCD matrix elements defined in .
Before continuing let us discuss as an example the angular momentum and colour projection for the case of an intermediate $`c\overline{c}`$ pair in a $`{}_{}{}^{3}S_{1}^{}`$, colour-singlet state, at lowest order in the expansion in $`𝒒`$. In this case Pr simply sets $`𝒒`$ to zero in the hard sub-amplitude and $`\mathrm{\Gamma }(𝒒)`$ carries no $`𝒒`$-dependence. The correctly normalized spin and colour projection is
$`\text{Pr}_n[\mathrm{}]{\displaystyle \frac{1}{\sqrt{22m_c}}}{\displaystyle \frac{1}{\sqrt{3}}}{\displaystyle \frac{1}{2N_c}}\text{tr}(\overline{)}ϵ_\lambda (P)(\overline{)}P+2m_c)[\mathrm{}]),`$ (15)
$`\mathrm{\Gamma }_n(𝒒)\mathrm{\Gamma }_n^{}(𝒒){\displaystyle \frac{1}{\sqrt{22m_c}}}\sigma ^i{\displaystyle \frac{1}{\sqrt{22m_c}}}\sigma ^i,`$ (16)
where the trace includes a colour trace and the projection of the hard amplitude is written in a covariant form. Let us check that (14) together with the projection (16) do indeed reproduce the colour singlet NRQCD matrix element. In leading order the transition $`{}_{}{}^{3}S_{1}^{(1)}{}_{}{}^{3}S_{1}^{(1)}`$ does not require gluon emission. Hence
$`{\displaystyle 𝑑\text{PS}[k]S_n(p_R,P,k)}`$ (17)
$`{\displaystyle \underset{\lambda }{}}\left|{\displaystyle \frac{d^3𝒑}{(2\pi )^3}\frac{\text{tr}(\sigma ^i\mathrm{\Psi }(p_R,\lambda ;𝒑))}{\sqrt{22m_c}}}\right|^2={\displaystyle \frac{M_R}{2m_c}}6N_c|\mathrm{\Psi }(0)|^2𝒪_1({}_{}{}^{3}S_{1}^{}),`$ (18)
where we used that in the leading order approximation $`M_R2m_c`$.
Note that $`F_n(l)`$ in (13) defines a more general object than the shape function in , which is a function of only one variable $`l_+=l_0+l_z`$ or $`l_0`$. The definitions of would be reproduced, if we could neglect the other components of $`l`$ in the short-distance part. We shall discuss later, after generalizing (13) to the emission of more than one gluon, under what conditions this is justified.
Up to now we considered the contribution of the diagram in Fig. 2 to $`J/\psi `$ photoproduction, when one of the two emitted gluons is hard and the other is soft. The contribution from two hard gluons is part of the next-to-leading order correction to the short-distance part of the colour-singlet intermediate state. The contribution from two soft gluons smears out the contribution from the diagram with no gluon emission, which is concentrated at $`z=1`$ and zero transverse momentum. It also contributes to the endpoint of the energy spectrum, but can be eliminated with a transverse momentum cut sufficiently large compared to several hundred MeV. Experimental measurements of inelastic $`J/\psi `$ photoproduction usually imply such a cut.
### B The general case
We now extend the previous discussion in the following way. We consider a general, inclusive charmonium production process (cf. Fig. 1)
$$\text{Initial state }(P_{in})c\overline{c}[n]+X(p_i)J/\psi (p_R)+X(p_i)+Y(k_j),$$
(19)
where the $`c\overline{c}`$ pair is in a certain colour and angular momentum state $`n`$, $`X`$ denotes a collection of hard particles, and $`Y`$ a collection of soft particles emitted in the fragmentation of the $`c\overline{c}`$ pair.
Since $`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$, the coupling to soft gluons is large and the emission of multiple gluons is not suppressed. Hence the emission of soft gluons is better described as the emission of a soft colour multipole field, which carries away a total momentum $`k=_jk_j`$ and which has the correct quantum numbers to effect the transition from $`c\overline{c}[n]`$ to $`J/\psi `$. Hence we define
$$\mathrm{\Phi }_n(k;p_R,P)=𝑑\text{PS}[k_j](2\pi )^4\delta (k\underset{j}{}k_j)S_n(p_R,P,k_j),$$
(20)
where $`S_n(p_R,P,k_j)`$ is the generalization of the soft sub-amplitude that appears in (13) to the emission of more than one soft gluon. With this definition the generalization of (13) is given by
$`(2\pi )^3\mathrm{\hspace{0.17em}2}p_R^0{\displaystyle \frac{d\sigma }{d^3p_R}}`$ $``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{d^4l}{(2\pi )^4}\widehat{\sigma }(c\overline{c}[n])(l)F_n(l)}`$ (23)
$`={\displaystyle \underset{n}{}}{\displaystyle \frac{d^4l}{(2\pi )^4}\text{flux}𝑑\text{PS}[p_i](2\pi )^4\delta (P+l+\underset{i}{}p_iP_{in})H_n(P_{in},P,l,p_i)}`$
$`[{\displaystyle \frac{dk^2}{2\pi }\frac{d^3𝒌}{(2\pi )^32k^0}(2\pi )^4\delta (p_R+kPl)\mathrm{\Phi }_n(k;p_R,P)}].`$
As above the differential cross section is factored into a short-distance and a soft part. In higher orders in the strong coupling, this would require careful subtractions to define both parts properly. We will be working only with cases, where the lowest order, tree approximation to the short-distance part is assumed. Then the factorization is trivial, as in the example of the previous subsection.
There is an additional assumption implicit in writing (23), which concerns the validity of NRQCD factorization in general , not only its generalization to spectra. The assumption is that the transition from the $`c\overline{c}[n]`$ state to $`J/\psi `$ occurs via emission of gluons rather than by absorption from the surrounding ‘partonic medium’. Of course, if $`n`$ is a colour octet state the emitted gluons must interact with the remnant process to form colour neutral hadrons; the NRQCD approach assumes that the process of colour neutralization is suppressed by powers of $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_c`$ and can be formally ignored, if we consider $`v`$ and $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_c`$ as independent parameters such that $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_cv1`$. On the other hand, absorption would violate factorization explicitly, since its details depend on the environment created by the specific production process. Despite the fact that this issue affects most quarkonium production processes, it has rarely been addressed in the literature, with the exception of . We will not dwell on this issue further and take factorization for granted. (The empirical fact that the NRQCD matrix elements are approximately universal, including hadronic collisions, may support this assumption.) However, an investigation of this point would certainly be useful.
#### 1 Derivation of the smeared spectrum
We now bring (23) into a more useful form. We make one additional simplification, which is adequate to the two applications which we consider in this paper. The simplification is that there is only a single, massless hard particle in the final state. Then the set of momenta $`p_i`$ consists of only $`p_X`$, and $`p_X^2=0`$.
It is often convenient to refer explicitly to the quarkonium rest frame defined by $`𝒑_R=𝑷=0`$ rather then the centre-of-mass frame defined by $`𝑷_{in}=0`$. In the following non-invariant quantities will refer to the quarkonium rest frame. For example, in $`(p_RP)l=(M_R2m_c)l_0`$, $`l_0`$ refers to the zero-component of $`l`$ in the quarkonium rest frame. We define the $`z`$-direction as the direction of $`𝑷𝑷_{in}`$ in the quarkonium rest frame and in the centre-of-mass frame. With this unconventional definition of the $`z`$-direction in the centre-of-mass frame the boost from the centre-of-mass to the quarkonium rest frame is in the $`z`$-direction and the transverse components defined with respect to this axis are invariant.
We use the two $`\delta `$-functions in (23) to integrate over $`𝒑_X`$ and $`𝒌`$. Then define $`l_\pm =l_0\pm l_z`$ and write
$$\frac{d^4l}{(2\pi )^4}=\frac{dl_+dl_0dl_{}^2d\varphi }{32\pi ^4}.$$
(24)
The $`\delta `$-function left over from the second $`\delta `$-function in (23) fixes
$$l_{}^2=(M_R2m_c)^22(M_R2m_c)l_0+l_+(2l_0l_+)k^2.$$
(25)
The result of these manipulations is
$`(2\pi )^3\mathrm{\hspace{0.17em}2}p_R^0{\displaystyle \frac{d\sigma }{d^3p_R}}`$ $`=`$ (27)
$`{\displaystyle \underset{n}{}}{\displaystyle \frac{dk^2}{2\pi }𝑑l_+𝑑l_0\frac{d\varphi }{2\pi }\delta (A)\text{flux}H_n(P_{in},P,l,p_X)\frac{1}{4\pi }\mathrm{\Phi }_n(k;p_R,P)},`$
with
$`A`$ $``$ $`(2m_cP_{in})(2m_cP_{in+}+l_+)+(2l_0l_+)(2m_cP_{in+})`$ (29)
$`(M_R2m_c)(M_R2m_c2l_0)+k^2`$
and $`p_X=P_{in}(P+l)`$, $`k=P+lp_R`$. Furthermore, we have the constraints $`k_0>0`$, $`p_{X,0}>0`$, $`k^2>0`$ and $`l_{}^2>0`$.
Any ansatz for the function $`\mathrm{\Phi }_n(k;p_R,P)`$ that we will be using will be independent of the azimuthal component $`\varphi `$ of $`l`$. Hence we need only the azimuthally averaged short-distance part:
$$\overline{H}_n(P_{in},P,l,p_X)\frac{d\varphi }{2\pi }H_n(P_{in},P,l,p_X).$$
(30)
The remaining $`\delta `$-function can be used to integrate over $`l_+`$. Then we use $`k_0=2m_cM_R+l_0`$ as integration variable instead of $`l_0`$ and define
$$\alpha P_{in+}M_R,\beta P_{in}M_R.$$
(31)
This leads to the final result
$`(2\pi )^3\mathrm{\hspace{0.17em}2}p_R^0{\displaystyle \frac{d\sigma }{d^3p_R}}`$ $`=`$ (33)
$`{\displaystyle \underset{n}{}}{\displaystyle \underset{0}{\overset{\alpha \beta }{}}}{\displaystyle \frac{dk^2}{2\pi }}{\displaystyle \underset{(\alpha ^2+k^2)/(2\alpha )}{\overset{(\beta ^2+k^2)/(2\beta )}{}}}𝑑k_0\text{flux}\overline{H}_n(P_{in},P,l,p_X){\displaystyle \frac{1}{4\pi (\beta \alpha )}}\mathrm{\Phi }_n(k;p_R,P).`$
Recall that $`\alpha `$, $`\beta `$ and $`k_0`$ are defined in the quarkonium rest frame.
The integration limits are obtained as follows: inserting the constraint (29) $`A=0`$ on $`l_+`$ provided by the last $`\delta `$-function into $`l_{}^2>0`$ with $`l_{}^2`$ given by (25), we find the condition
$$\left[k^2\alpha (2k_0\alpha )\right]\left[k^2\beta (2k_0\beta )\right]<0,$$
(34)
in addition to $`k_0>0`$ and $`k_0<(\alpha +\beta )/2`$, which follows from $`p_{X,0}>0`$. Now note that $`\alpha \beta =(P_{in}p_R)^2>0`$ and that $`k_0>0`$ implies $`\alpha +\beta >0`$. Hence $`\alpha `$ and $`\beta `$ are both positive. Now $`\alpha \beta =2P_{in,z}`$. In the quarkonium rest frame the $`z`$-axis is defined by the direction of $`𝑷_{in}`$. This implies
$$\beta >\alpha >0.$$
(35)
Eq. (34) admits two solutions. The physical one yields the limits on the $`k_0`$-integration in (33). The upper limit on the $`k^2`$-integral then follows. Note that $`k_0>0`$ and $`k_0<(\alpha +\beta )/2`$ are then respected automatically.
Eq. (33) is the main result of this section and we will use it later to obtain the $`J/\psi `$ energy spectra in $`B`$ decay and photoproduction. Recall that $`\text{flux}\overline{H}_n(P_{in},P,l,p_X)`$ is just the ordinary, projected $`c\overline{c}`$ production cross section that enters familiar applications of NRQCD factorization with the only difference that the $`c\overline{c}`$ pair is produced with momentum $`P+l`$ rather than $`P`$, and that an average over the azimuthal angle of $`l`$ in the quarkonium rest frame is performed. This means that the invariant mass of the $`c\overline{c}`$ pair is given by $`M_{c\overline{c}}^2=(P+l)^2=(p_R+k)^2=M_R^2+2M_Rk_0+k^2M_R^2`$ rather than $`4m_c^2`$ as in the conventional partonic calculation. This kinematic difference can make a large numerical effect.
The radiation function $`\mathrm{\Phi }_n(k;p_R,P)`$ is defined by (20). Roughly speaking, it represents the probability squared that a soft gluon cluster with energy $`k_0`$ in the $`J/\psi `$ rest frame and invariant mass $`k^2`$ is emitted from the $`c\overline{c}`$ pair in the transition $`c\overline{c}[n]J/\psi `$. We consider it as a non-perturbative function. We will make an ansatz and try to determine some of its parameters from existing data. In the Coulomb limit, the function $`\mathrm{\Phi }_n(k;p_R,P)`$ could be computed as indicated previously. However, we shall not assume this limit for charmonium.
#### 2 The shape function limit
As mentioned above, the function
$$F_n(l)=\frac{dk^2}{2\pi }\frac{d^3𝒌}{(2\pi )^32k^0}(2\pi )^4\delta (p_R+kPl)\mathrm{\Phi }_n(k;p_R,P)$$
(36)
defined in (23) is different from the shape function introduced in . The shape functions introduced there correspond to a systematic resummation of enhanced higher order corrections in the NRQCD velocity expansion. Eq. (33) goes beyond such a systematic resummation. We now show that (23) and (33) are equivalent to the results of in the region of applicability of the latter, up to non-enhanced higher order terms in the velocity expansion.
We are concerned with energy spectra in a variable $`z`$. For quarkonium production in the decay of a heavier particle with mass $`m`$, we define $`z=2P_{in}p_R/P_{in}^2`$. The maximal value of $`z`$ is $`z_{max}=1+M_R^2/m^2`$, assuming that all other particles in the final state are massless. (In reality these will be pions; we neglect the small pion mass.) For quarkonium production in two-to-two collisions, $`a(p_1)+b(p_2)J/\psi +\mathrm{}`$, we define $`z=2p_2p_R/P_{in}^2`$. For example, in $`\gamma p`$ collisions $`p_2`$ is the momentum of the struck parton in the proton. The maximal value of $`z`$ is $`z_{max}=1`$.
Consider the $`z`$-spectrum in the region $`z_{max}z`$ of order $`v^21`$, but $`z_{max}z`$ not much smaller than $`v^2`$. This is the region in which the shape function formalism of applies. We introduce $`p_X=_ip_i`$ in (23) and use the first $`\delta `$-function to integrate over $`𝒑_X`$. This leaves a $`\delta `$-function with argument
$$\left[(PP_{in})_{}+l_{}\right]\left[(PP_{in})_++l_+\right]l_{}^2p_X^2.$$
(37)
Using the definitions of $`z`$, it is easy to see that in the endpoint region $`p_X`$ and $`PP_{in}`$ become nearly light-like. With our definition of the $`z`$-axis $`(PP_{in})_+`$ becomes small, of order $`m_cv^2`$ (but not much smaller), while $`(PP_{in})_{}`$ remains of order $`m_c`$.All other large scales that the process may involve are treated as order $`m_c`$. $`p_X^2`$ has to be of order $`m_c^2v^2`$ or smaller. All components of $`l`$ scale as $`m_cv^2`$, since $`M_R2m_c`$ and all components of $`k`$ are of this order. It follows that the dependence of (37) on $`l_{}`$ and $`l_{}`$ can be dropped. Furthermore, the formalism of assumed that the dependence of the hard cross section $`H_n(P_{in},P,l,p_X)`$ on $`l`$ can be neglected, since it is not related to enhanced higher order terms in the velocity expansion. As a consequence, we can pull the $`l_{}`$\- and $`l_{}`$-integrations through to the second line of (23). The result then takes the form of a partonic differential production cross section convoluted with a shape function in $`l_+`$, provided we identify the shape function defined in with
$`F_n(l_+)`$ $``$ $`{\displaystyle \underset{Y}{}}0|\psi ^{}\mathrm{\Gamma }_n\chi |J/\psi +YJ/\psi +Y|\delta (l_+iD_+)(\chi ^{}\mathrm{\Gamma }_n^{}\psi )|0`$ (38)
$`=`$ $`{\displaystyle \frac{dl_{}d^2l_{}}{2(2\pi )^4}\left[\frac{dk^2}{2\pi }\frac{d^3𝒌}{(2\pi )^32k^0}(2\pi )^4\delta (p_R+kPl)\mathrm{\Phi }_n(k;p_R,P)\right]}.`$ (39)
This shows that (23) is consistent with the operator formalism of in the region of $`z`$ where the operator formalism applies. Eqs. (23) and (33) extrapolate this formalism into the extreme endpoint region $`z_{max}zv^2`$. Since there is no correspondence with a systematic resummation of the velocity expansion in the extreme endpoint region, this extrapolation should be considered as a model. This is again analogous to energy spectra in semileptonic $`B`$ decays .
It is instructive to recover the consistency with the shape function formalism directly from (33). In the region $`z_{max}zv^2`$, we may approximate (29) by
$$A(2m_cP_{in})(2m_cP_{in+}+l_+)=(\alpha +M_R2m_cl_+)(\beta +M_R2m_c).$$
(40)
This implies that the upper integration limits in (33) are replaced by infinity.This is consistent with $`\alpha m_cv^2`$ and $`\beta m_c`$ in the shape function limit, such that $`\alpha \beta m_c^2v^2`$ and $`\beta +k^2/\beta m_c`$, i.e. both upper limits are parametrically larger than the typical values of the integration variables $`k^2m_c^2v^4`$, and $`k_0m_cv^2`$, respectively. We can then re-introduce $`1=𝑑l_+\delta (l_+\alpha [M_R2m_c])`$ and factorize (33) into a convolution over the hard cross section times the shape function (38).
#### 3 Form of $`\mathrm{\Phi }_n(k;p_R,P)`$
Eq. (38) implies that the moments of the shape-function are related to the usual NRQCD matrix elements. For example, integration over $`l_+`$ results in
$$\frac{d^4l}{(2\pi )^4}F_n(l)=\frac{1}{(2\pi )^3}\underset{0}{\overset{\mathrm{}}{}}𝑑k^2\underset{\sqrt{k^2}}{\overset{\mathrm{}}{}}𝑑k_0\sqrt{k_0^2k^2}\mathrm{\Phi }_n(k;p_R,P)=𝒪_n^{J/\psi },$$
(41)
where $`𝒪_n^{J/\psi }`$ is the conventional NRQCD matrix element for an intermediate $`c\overline{c}`$ pair in an angular momentum and colour state $`n`$. This could in principle be used to determine the overall normalization of $`\mathrm{\Phi }_n(k;p_R,P)`$ from the known NRQCD matrix elements.
In practice this is problematic. The phenomenological values of the NRQCD matrix elements are determined from integrated quantities in leading order in the velocity expansion in a given channel $`n`$. On the other hand, if we compute the same integrated quantities from the spectra obtained with (33), they contain higher order terms in the velocity expansion, for example related to the fact that the invariant mass of the $`c\overline{c}`$ pair is always larger than the quarkonium mass $`M_R`$. Since $`v^2`$ is not small, the integrated quantities can be quite different, if the normalization condition (41) is imposed. Another way of saying this is that the phenomenological values of the NRQCD matrix elements would be quite different from the commonly accepted ones, if the theoretical prediction used to obtain them contained higher order terms in the velocity expansion. As a consequence we are forced to tune anew the overall normalization to the measured integrated spectra. We will return to this point below in the context of specific applications.
The radiation function $`\mathrm{\Phi }_n(k;p_R,P)`$ is non-perturbative. Similar in spirit to the ACCMM model for semileptonic $`B`$ decays, we assume a simple functional ansatz for phenomenological studies:
$$\mathrm{\Phi }_n(k;p_R,P)=a_n|𝒌|^{b_n}\mathrm{exp}(k_0^2/\mathrm{\Lambda }_n^2)k^2\mathrm{exp}(k^2/\mathrm{\Lambda }_n^2).$$
(42)
The exponential cut-off reflects our expectation that the typical energy and invariant mass of the radiated system is of order $`\mathrm{\Lambda }_nm_cv^2`$several hundred MeV. Since the pattern of soft gluon radiation may depend on the $`c\overline{c}`$ state $`n`$, the parameters $`a_n`$, $`b_n`$ and $`\mathrm{\Lambda }_n`$ can differ for different states. The three parameters of the ansatz could be determined from the first three moments of the shape function. In practice this is not possible, not only because of the problem mentioned above, but also because the NRQCD matrix elements with derivatives to which the higher moments are related are not known phenomenologically.
In later applications, we will need the radiation functions for the three colour octet states $`n={}_{}{}^{1}S_{0}^{(8)},{}_{}{}^{3}P_{0}^{(8)},{}_{}{}^{3}S_{1}^{(8)}`$. We assume that
$`b[{}_{}{}^{1}S_{0}^{(8)}]=2,b[{}_{}{}^{3}P_{0}^{(8)}]=b[{}_{}{}^{3}S_{1}^{(8)}]=0,`$ (43)
$`\mathrm{\Lambda }[{}_{}{}^{1}S_{0}^{(8)}]=\mathrm{\Lambda }[{}_{}{}^{3}P_{0}^{(8)}]\mathrm{\Lambda },\mathrm{\Lambda }[{}_{}{}^{3}S_{1}^{(8)}]=c\mathrm{\Lambda }.`$ (44)
The choice of $`b[{}_{}{}^{1}S_{0}^{(8)}]=2`$ is motivated by the fact that the gluon coupling for a M1 magnetic dipole transition from a $`{}_{}{}^{1}S_{0}^{(8)}`$ to $`J/\psi `$ is proportional to the momentum of the gluon. Furthermore, the transition from $`{}_{}{}^{3}S_{1}^{(8)}`$ to $`J/\psi `$ occurs through two E1 electric dipole transition, which suggests that the average radiated energy and invariant mass is larger than for the single M1 and E1 transition in the other two cases. We fix $`c=1.5`$; the effect of this somewhat arbitrary choice will be discussed in the context of specific applications. Of course, since soft gluon emission is non-perturbative for charmonium, the arguments that lead to these choices are at best indicative in any case.
### C Computation of the shape function in the Coulomb limit
In the following we compute the radiation function in the Coulomb limit $`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$, $`\alpha _s(m_cv)v`$ for $`n={}_{}{}^{1}S_{0}^{(8)},{}_{}{}^{3}P_{0}^{(8)}`$ to obtain an idea of the form of this function in a controlled limit. Since this limit is unrealistic for $`J/\psi `$, the reader interested only in the application of the formalism presented above may jump directly to the next section.<sup>\**</sup><sup>\**</sup>\**The calculation is similar to a calculation reported in . However, in this work the $`c\overline{c}`$ pair in state $`n`$ is described by a Coulomb wave function just as $`J/\psi `$. This substitution does not correspond to the NRQCD definition of a colour octet operator or the corresponding shape function, in which the $`c\overline{c}`$ pair is local and all intermediate states with the quantum numbers $`n`$ are allowed, and described by the full Coulomb Green function.
We begin with the chromo-magnetic dipole transition $`c\overline{c}[{}_{}{}^{1}S_{0}^{(8)}]J/\psi +g`$. With emission of one gluon (20) simplifies to
$$\mathrm{\Phi }[{}_{}{}^{1}S_{0}^{(8)}](k;p_R,P)=2\pi \delta (k^2)S[{}_{}{}^{1}S_{0}^{(8)}](k;p_R,P).$$
(45)
Furthermore, $`S[{}_{}{}^{1}S_{0}^{(8)}](k;p_R,P)`$ is normalized to the conventional NRQCD matrix element according to (14), i.e.
$$\frac{d^3𝒌}{(2\pi )^32k^0}S[{}_{}{}^{1}S_{0}^{(8)}](k;p_R,P)=𝒪_8({}_{}{}^{1}S_{0}^{}).$$
(46)
The non-relativistic quark-gluon vertices are classified according to their velocity suppression. The leading spin-flipping interaction is provided by the chromo-magnetic interaction vertex $`g_s/(2m_c)(𝝈\times 𝒌)`$ with $`k`$ the outgoing gluon momentum as in Fig. 3. The diagram on the left hand side of Fig. 3 gives (cf. (6))
$`{\displaystyle \frac{g_s^2C_F}{8m_c^2}}{\displaystyle \frac{d^3𝒌}{(2\pi )^32k^0}\left(\delta _{ij}\frac{k_ik_j}{𝒌^2}\right)\frac{d^3𝒑}{(2\pi )^3}\frac{d^3𝒑^{}}{(2\pi )^3}\frac{d^3𝒒}{(2\pi )^3}\frac{d^3𝒒^{}}{(2\pi )^3}}`$ (47)
$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda }{}}\text{tr}(\mathit{ϵ}(\lambda )𝝈(𝝈\times 𝒌)_i)\text{tr}(\mathit{ϵ}^{}(\lambda )𝝈(𝝈\times (𝒌))_j)\psi (𝒑)\psi (𝒑^{\mathbf{}})`$ (48)
$`iG_c(𝒑+𝒌/2,𝒒+𝒌/2;E(p_R+k))iG_c(𝒒^{}+𝒌/2,𝒑^{}+𝒌/2;E(p_R+k)),`$ (49)
with $`\psi (𝒑)`$ as given by (4) and $`E(p_R+k)=p_R^0+k^02m_c=m_c(C_F\alpha _s)^2/4+k^0\kappa ^2/m_c`$. Eq. (47) can be simplified, because the gluon is ultrasoft with energy and momentum of order $`m_cv^2m_c\alpha _s^2`$, while $`𝒑`$, $`𝒑^{}`$, $`𝒒`$ and $`𝒒^{}`$ are of order $`m_cvm_c\alpha _s`$. Dropping small terms in the arguments of the Coulomb Green function (as we have already done when defining $`E(p_R+k)`$), performing the traces and accounting for an identical contribution from the other three diagrams not shown in Fig. 3, we obtain
$$S[{}_{}{}^{1}S_{0}^{(8)}](k;p_R,P)=\frac{2g_s^2C_F}{m_c^2}𝒌^2\left|I[{}_{}{}^{1}S_{0}^{(8)}](k)\right|^2,$$
(50)
where
$$I[^1S_0^{(8)}](k)=\frac{d^3𝒒}{(2\pi )^3}\frac{d^3𝒑}{(2\pi )^3}G_c(𝒒,𝒑;\kappa ^2/m_c)\psi (𝒑).$$
(51)
To compute this integral, we switch to coordinate space,
$$I[^1S_0^{(8)}](k)=d^3𝒙\stackrel{~}{G}_c(𝒙,\mathrm{𝟎};\kappa ^2/m_c)\stackrel{~}{\psi }(𝒙),$$
(52)
use $`\stackrel{~}{\psi }(𝒙)=\sqrt{\gamma ^3/\pi }e^{\gamma x}`$ ($`\gamma =m_cC_F\alpha _s/2`$), gained by Fourier transformation of (4), and the following representation for the coordinate space Coulomb Green function <sup>††</sup><sup>††</sup>††There is a misprint in the first reference of , which is corrected in Eq. (18) of the second reference.:
$$\stackrel{~}{G}_c(𝒙,𝒚;\kappa ^2/m_c)=\underset{l=0}{\overset{\mathrm{}}{}}(2l+1)\stackrel{~}{G}_l(x,y;\kappa ^2/m_c)P_l(𝒙𝒚/(xy)),$$
(53)
where $`x`$, $`y`$ denote the modulus of $`𝒙`$, $`𝒚`$, $`P_l(z)`$ the Legendre polynomials and
$$\stackrel{~}{G}_l(x,y;\kappa ^2/m_c)=\frac{m_c\kappa }{2\pi }(2\kappa x)^l(2\kappa y)^le^{\kappa (x+y)}\underset{s=0}{\overset{\mathrm{}}{}}\frac{L_s^{(2l+1)}(2\kappa x)L_s^{(2l+1)}(2\kappa y)s!}{(s+l+1\lambda \gamma /\kappa )(s+2l+1)!}.$$
(54)
Here $`L_s^{(2l+1)}(z)`$ refers to the Laguerre polynomials and the parameter $`\lambda `$ is defined such that the Green function corresponds to the Green function in the potential
$$V(r)=\lambda \frac{C_F\alpha _s}{r}.$$
(55)
Hence $`\lambda =1`$, if the intermediate $`c\overline{c}`$ pair propagates in a colour singlet state, and $`\lambda =1/(2N_cC_F)=1/8`$, if it propagates in a colour-octet state, which is what we need here. Only the $`l=0`$ component of the Green function contributes to the integral (52). The remaining radial integration over Laguerre polynomials is easily executed as an integral over the generating function
$$e^{zu/(1u)}\frac{1}{(1u)^{p+1}}=\underset{s=0}{\overset{\mathrm{}}{}}u^sL_s^p(z)$$
(56)
with subsequent expansion in $`u`$. Then, summing over $`s`$, and introducing the dimensionless variable
$$z=\kappa /\gamma =\left(1+\frac{4k_0}{m_cC_F^2\alpha _s^2}\right)^{1/2},$$
(57)
the result is
$`I[^1S_0^{(8)}](k)`$ $`=`$ $`{\displaystyle \frac{4m_c}{(\pi \gamma )^{1/2}}}{\displaystyle \frac{z^2}{(z^21)^2}}{\displaystyle \underset{s=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{s(s1/z)}{s\lambda /z}}\left({\displaystyle \frac{1z}{1+z}}\right)^s`$ (60)
$`={\displaystyle \frac{m_c}{(\pi \gamma )^{1/2}}}{\displaystyle \frac{1}{z^21}}\{\mathrm{\hspace{0.17em}1}+(\lambda 1)[{\displaystyle \frac{2}{z+1}}`$
$`{\displaystyle \frac{4z}{z^21}}(1{}_{2}{}^{}F_{1}^{}(\lambda /z,1,1\lambda /z;(1z)/(1+z)))]\}`$
with $`{}_{2}{}^{}F_{1}^{}(a,b,c;z)`$ the hypergeometric function. Let us check the power counting: with $`\gamma m_cv`$ and $`k_0,k_im_cv^2`$, we obtain $`I[^1S_0^{(8)}](k)(m_c/v)^{1/2}`$ and, from (46), (50), $`𝒪_8({}_{}{}^{1}S_{0}^{})\alpha _sm_c^3v^7`$. This agrees with the velocity power counting of . The additional $`\alpha _s`$ arises, because we consider the weak coupling limit.
The chromo-electric dipole transition $`c\overline{c}[{}_{}{}^{3}P_{0}^{(8)}]J/\psi +g`$ is computed along similar lines. We have
$$S[{}_{}{}^{3}P_{0}^{(8)}](k;p_R,P)=\frac{8g_s^2C_F}{3m_c^4}\left|I[{}_{}{}^{3}P_{0}^{(8)}](k)\right|^2,$$
(61)
where
$$I[^3P_0^{(8)}](k)=\frac{1}{3}d^3𝒙\left[\frac{}{y_i}\stackrel{~}{G}_c(𝒙,𝒚;\kappa ^2/m_c)\right]_{𝒚=0}\frac{}{x_i}\stackrel{~}{\psi }(𝒙),$$
(62)
and the normalization is given by
$$\frac{d^3𝒌}{(2\pi )^32k^0}S[{}_{}{}^{3}P_{0}^{(8)}](k;p_R,P)=\frac{𝒪_8({}_{}{}^{3}P_{0}^{})}{m_c^2}.$$
(63)
The derivatives in (62) come from the factor $`𝒑`$ in the electric dipole vertex $`ig_s(𝒑+𝒑^{})/(2m_c)(i)g_s𝒑/m_c`$. In this case only the $`l=1`$ component of the Green function survives the $`𝒚0`$ limit and the angular integration. The result is
$`I[^3P_0^{(8)}](k)`$ $`=`$ $`{\displaystyle \frac{4m_c\gamma ^{3/2}}{3\pi ^{1/2}}}{\displaystyle \frac{z^3}{(z+1)^4}}{\displaystyle \underset{s=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(s+1)(s+2)(s+3)}{s+2\lambda /z}}\left({\displaystyle \frac{1z}{1+z}}\right)^s`$ (67)
$`={\displaystyle \frac{m_c\gamma ^{3/2}}{3\pi ^{1/2}}}{\displaystyle \frac{1}{(z+1)^3}}\{2(1+z)(2+z)+(\lambda 1)(5+3z)+2(\lambda 1)^2`$
$`+{\displaystyle \frac{4z(1+z)(z^2\lambda ^2)}{(1z)^2}}[{}_{2}{}^{}F_{1}^{}(\lambda /z,1,1\lambda /z;(1z)/(1+z))1`$
$`+{\displaystyle \frac{\lambda (1z)}{(1+z)(z\lambda )}}]\}.`$
Velocity power counting gives $`𝒪_8({}_{}{}^{3}P_{0}^{})/m_c^2\alpha _sm_c^3v^7`$, which is again consistent with the standard counting.
The dependence of $`k_0/(4\pi ^2)S_n(k;p_R,P)`$ for $`n={}_{}{}^{1}S_{0}^{(8)}`$ and $`n={}_{}{}^{3}P_{0}^{(8)}`$ on the energy $`k_0`$ of the emitted gluon is shown in Fig. 4. The input parameters are chosen as $`m_c=1.5`$GeV, $`\alpha _s=0.4`$; $`\lambda =1/8`$ for a colour octet matrix element. Both dependences are smooth and mainly reflect the asymptotic behaviours at small and large gluon energy. In particular the suppression of the $`{}_{}{}^{1}S_{0}^{}`$ curve at small $`k_0`$ is a consequence of the structure of the magnetic dipole vertex.
According to the normalization conditions (46) and (63) the integration of the two curves gives the value of the conventional NRQCD matrix elements. The result depends strongly (see the discussion below) on the cut-off on the integration range for $`k_0`$. Choosing the cut-off between $`300`$MeV and $`600`$MeV, we find<sup>‡‡</sup><sup>‡‡</sup>‡‡These numbers, in particular the one for $`{}_{}{}^{3}P_{0}^{}`$, depend sensitively on $`\alpha _s`$. $`𝒪_8^{J/\psi }({}_{}{}^{3}P_{0}^{})/m_c^2`$ increases rapidly as $`\alpha _s`$ increases.
$`𝒪_8^{J/\psi }({}_{}{}^{1}S_{0}^{})`$ $`=`$ $`(0.070.61)10^4\text{GeV}^3`$ (68)
$`𝒪_8^{J/\psi }({}_{}{}^{3}P_{0}^{})/m_c^2`$ $`=`$ $`(0.070.22)10^4\text{GeV}^3.`$ (69)
Although these numbers may be insignificant, because the assumption $`m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$ necessary to obtain them, is not valid for charmonium, it is interesting to note that the matrix elements come out one to two orders of magnitude smaller than the phenomenological values, determined from fitting colour-octet subprocesses to experimental data . This suggests either a large non-perturbative enhancement of the matrix elements – such as the presence of a gluon condensate to which the soft gluons can couple – or the possibility that the phenomenological values of the matrix elements effectively parametrize other corrections to the production processes not related to soft gluon emission (such as higher order short-distance corrections).
The behaviour of the soft function $`S_n(k;p_R,P)`$ at large $`k_0`$ deserves further discussion. First, we observe that the calculation by itself does not provide an intrinsic cut-off for large $`k_0`$. This should not be expected, since at the level of perturbative radiation the ultraviolet behaviour of the soft function joins smoothly to the infrared behaviour of the short-distance part. A well known example of this occurs in $`P`$-wave production : the logarithmic infrared behaviour of the coefficient function of $`𝒪_1^\chi (^3P_0)`$ matches the logarithmic ultraviolet divergence of $`𝒪_8^\chi (^3S_1)`$.
Inspection of $`S[^1S_0^{(8)}](k;p_R,P)`$ shows that we obtain a quadratically ultraviolet divergent matrix element $`𝒪_8^{J/\psi }(^1S_0)`$, which seems to contradict the conventional wisdom that this matrix element is scale-independent at leading order. However, the conventional wisdom is derived from the use of dimensional regularization. If a hard cut-off on the gluon energy is used, the colour octet $`{}_{}{}^{1}S_{0}^{}`$ operator mixes into the colour singlet $`{}_{}{}^{3}S_{1}^{}`$ operator through a quadratically divergent term.<sup>\**</sup><sup>\**</sup>\** The dimensions work out correctly, because the two chromo-magnetic dipole vertices provide two powers of $`1/m_c`$. This corresponds to a infrared finite, but quadratically infrared sensitive contribution to the coefficient function of $`𝒪_1^{J/\psi }(^3S_1)`$, consistent with the over-all $`v^4`$ suppression of $`𝒪_8^{J/\psi }(^1S_0)`$ relative to $`𝒪_1^{J/\psi }(^3S_1)`$. In dimensional regularization, the quadratically infrared sensitive term is attributed entirely to the short-distance coefficient and the quadratic divergence in $`𝒪_8^{J/\psi }(^1S_0)`$ is set to zero.
In case of $`S[^3P_0^{(8)}](k;p_R,P)`$ we find a linear divergence for $`𝒪_8^{J/\psi }(^3P_0)`$. The interpretation of this divergence requires a more careful discussion of the $`k_0`$-integral and the integrals over $`𝒑`$ and $`𝒑^{}`$; it will not be presented here.
In the ansatz (42) we have added a cut-off on $`k_0`$ by hand in the form of an exponential fall-off for $`k_0\mathrm{\Lambda }_n`$. We interpret this ansatz as a ‘primordial distribution’ for the radiation of non-perturbative gluons, which eventually is modified by perturbative evolution. This is similar to the assumption that intrinsic transverse momenta of the proton’s constituents are bounded. Perturbative radiation violates this assumption and leads to the evolution of parton distributions. A similar ansatz is also implied by the ACCMM model or in shape functions for semileptonic $`B`$ decays in general.
Finally, we comment on the transition from a colour octet or a colour singlet $`{}_{}{}^{3}S_{1}^{}`$ state to $`J/\psi `$. This presents a more complicated case, since – besides the contribution with no gluon emission for the colour singlet state – the leading term requires the emission of two gluons, see the right hand side of Fig. 3. In coordinate space this requires the evaluation of integrals of the form
$`I_{ij}[^3S_1^{(1,\mathrm{\hspace{0.17em}8})}]`$ $``$ $`{\displaystyle d^3𝒙d^3𝒚\stackrel{~}{G}_c(𝒚,\mathrm{𝟎};E(p_R+k_1))}`$ (71)
$`\times \left({\displaystyle \frac{}{y_i}}\stackrel{~}{G}_c(𝒙,𝒚;E(p_R+k_1+k_2))\right)\left({\displaystyle \frac{}{x_j}}\stackrel{~}{\psi }(𝒙)\right),`$
which we shall not pursue. If we were only interested in the limit of small loop momenta $`k=k_1+k_2`$, we could expand the Green functions for $`k_i^0\gamma ^2/m_c`$ first and integrate afterwards over $`𝒙`$ and $`𝒚`$. We would then find the same small-$`k_0`$ behaviour as in the case of $`I[^3P_0](k)`$.
## III Momentum spectrum in $`BJ/\psi X`$
In this section we apply the formalism developed in the previous section to the $`J/\psi `$ momentum spectrum in the semi-inclusive decay $`BJ/\psi X`$. The leading partonic decay process is very simple, resulting in $`J/\psi `$ with fixed momentum, but the hadronic decay spectrum is modified by fragmentation of the $`c\overline{c}`$ pair, which is the main concern of this paper, and by bound state effects on the $`b`$ quark in the $`B`$ meson. Both will be taken into account in the following.
We start by recapitulating the partonic result for $`bc\overline{c}[n]+q`$. We then implement the fragmentation of the $`c\overline{c}`$ pair according to our shape function ansatz and obtain the $`J/\psi `$ momentum distribution in $`b`$ quark decay. We regard this distribution as input distribution for the ACCMM model, which accounts in a simple but satisfactory way for the effect of Fermi motion of the $`b`$ quark inside the $`B`$ meson. The resulting $`J/\psi `$ distribution in $`B`$ meson decay is then boosted to the CLEO frame and compared to CLEO data. The aim of this comparison is twofold: first we show that smearing of the spectrum due to fragmentation of the $`c\overline{c}`$ pair is essential to describe the CLEO data. Second we use these data to determine the shape function model parameter $`\mathrm{\Lambda }`$. Assuming universality of the shape function over the whole kinematic domain, we will then turn to $`J/\psi `$ photoproduction in Sect. IV. Results for the $`J/\psi `$ momentum distributions already exist in the literature, including colour octet production . However, only Fermi motion effects are taken into account there. We will briefly compare our results with those of at the end of this section.
### A Energy distribution in $`b`$ quark decay
The underlying partonic process of a $`B`$ meson decay into $`J/\psi `$ and light hadrons is $`bc\overline{c}[n]+q`$ ($`q=\{d,s\}`$). Since the $`c\overline{c}`$ pair is treated as a single particle kinematically a leading order calculation of this process results in a fixed value for its energy (momentum) rather than in a real spectrum. Defining<sup>\*†</sup><sup>\*†</sup>\*†In this section “hatted” quantities refer to the $`b`$ quark rest frame. $`\widehat{z}=2\widehat{E}_{c\overline{c}}/m_b`$ as the energy fraction of the $`c\overline{c}`$ pair in the $`b`$ quark rest frame, the “spectrum” is
$$\frac{d\mathrm{\Gamma }_{c\overline{c}}}{d\widehat{z}}=\mathrm{\Gamma }_{c\overline{c}}\delta (1+\eta \widehat{z}),$$
(72)
where $`\eta =4m_c^2/m_b^2`$ for massless light hadrons in the final state. In a purely partonic calculation one may identify $`2m_c`$ with the $`J/\psi `$ mass and $`m_b`$ with the $`B`$ meson mass.
At leading order in the non-relativistic expansion the $`c\overline{c}`$ pair has to be produced in a colour singlet $`{}_{}{}^{3}S_{1}^{}`$ state. This term coincides with the colour singlet model and has been computed long ago . At relative order $`v^41/15`$ in the non-relativistic expansion, $`J/\psi `$ can also be produced through $`c\overline{c}`$ in $`{}_{}{}^{1}S_{0}^{(8)},^3P_J^{(8)},^3S_1^{(8)}`$ colour octet states. These formally subleading contributions are enhanced by a factor of about $`15`$, by which the short-distance structure of the $`\mathrm{\Delta }B=1`$ weak effective Hamiltonian favours the production of colour octet $`c\overline{c}`$ pairs in the $`bc\overline{c}q`$ transition. These additional terms can be comparable or even larger than the colour singlet term . They are the ones of interest in this paper, since the radiation of soft gluons in colour octet $`c\overline{c}`$ fragmentation has a large kinematic effect on the observed $`J/\psi `$ momentum spectrum. In comparison, fragmentation effects in the colour singlet channel are order $`v^4`$ suppressed relative to the total colour singlet rate and therefore negligible. Hard perturbative corrections to the colour singlet and colour octet production processes are also known. They enhance the colour octet channels moderately. Within the present limitations of the shape function ansatz we must neglect these perturbative corrections for consistency. The partonic production spectra for the $`c\overline{c}[n]`$ states of interest read
$$\frac{d\mathrm{\Gamma }_{c\overline{c}}[n]}{d\widehat{z}}=\frac{1}{2m_b}\frac{1\eta }{8\pi }H_n(m_b,2m_c)\delta (1+\eta \widehat{z}),$$
(73)
where
$$H_n(m_b,2m_c)=\frac{2G_F^2|V_{cb}|^2m_b^4}{27\pi (2m_c)}C_{[1,8]}^2f[n](\eta )$$
(74)
and the process-specific functions $`f[n](\eta )`$ are given by
$`f[^3S_1^{(1)}](\eta )`$ $`=`$ $`(1\eta )(1+2\eta ),`$ (75)
$`f[^3S_1^{(8)}](\eta )`$ $`=`$ $`{\displaystyle \frac{3}{2}}(1\eta )(1+2\eta ),`$ (76)
$`f[^1S_0^{(8)}](\eta )`$ $`=`$ $`{\displaystyle \frac{9}{2}}(1\eta ),`$ (77)
$`f[^3P_J^{(8)}](\eta )`$ $`=`$ $`9(1\eta )(1+2\eta ).`$ (78)
Note that the colour octet matrix elements are not part of the hard amplitudes, but included in the normalization of the radiation function $`\mathrm{\Phi }_n(k)`$, see (41). In case of the $`P`$ wave contribution, the normalization refers to $`𝒪_8({}_{}{}^{3}P_{0}^{})/m_c^2`$ and the corresponding factor $`1/m_c^2`$ is also extracted from $`H[^3P_J^{(8)}](m_b,2m_c)`$. As mentioned above we neglect QCD corrections and also small corrections due to penguin operators. The Wilson coefficients $`C_{[1,8]}`$ of the effective operators in the weak $`\mathrm{\Delta }B=1`$ Hamiltonian are related to the usual $`C_\pm `$ by
$`C_{[1]}(\mu )`$ $`=`$ $`2C_+(\mu )C_{}(\mu ),`$ (79)
$`C_{[8]}(\mu )`$ $`=`$ $`C_+(\mu )+C_{}(\mu ).`$ (80)
At leading order, as appropriate to the present analysis,
$$C_\pm (\mu )=\left[\frac{\alpha _s(M_W)}{\alpha _s(\mu )}\right]^{\gamma _\pm ^{(0)}/(2\beta _0)}$$
(81)
with $`\gamma _\pm ^{(0)}=\pm 2(31)`$ and $`\beta _0=112n_f/3`$. In (74) the notation $`C_{[1,8]}`$ implies $`C_{[1]}`$, if $`n`$ is a colour-singlet state, and $`C_{[8]}`$, if $`n`$ is a colour octet state. Note that $`C_{[8]}^2/C_{[1]}^215`$ at $`\mu m_b`$.
We now implement $`c\overline{c}`$ fragmentation for the colour octet production channels. Notice that the partonic amplitude squared has no azimuthal dependence, hence $`\overline{H}_n(m_b,2m_c)=H_n(m_b,2m_c)`$ in the notation of (30). Furthermore, we need the light cone components of the incoming momentum $`\widehat{P}_{in}=(m_b,\mathrm{𝟎})`$ in the $`J/\psi `$ rest frame to get $`\alpha `$ and $`\beta `$ of (31). We find
$$\alpha =\frac{m_b}{M_R}(\widehat{E}_R|\widehat{𝒑}_R|)M_R,\beta =\frac{m_b}{M_R}(\widehat{E}_R+|\widehat{𝒑}_R|)M_R.$$
(82)
The index “R” now refers to $`J/\psi `$. To complete the implementation we have to fix the ambiguity in treating the kinematic effects in the hard production amplitudes $`H_n`$. Strictly speaking the shape function formalism allows us to ignore the dependence of the hard production process on the vector $`l`$, since it does not lead to singular contributions near the endpoint, if the hard matrix element is not singular at the endpoint. On the other hand, the invariant mass of the $`c\overline{c}`$ pair is kinematically given by
$$M_{c\overline{c}}^2(k)=(p+l)^2=(p_R+k)^2=M_R^2+2M_Rk_0+k^2,$$
(83)
where $`k`$ is the four momentum of soft radiation in the $`J/\psi `$ rest frame. We adopt the convention that $`2m_c`$ in the partonic matrix element is replaced by $`M_{c\overline{c}}(k)`$ everywhere, i.e. even when it does not arise kinematically, but through internal charm quark propagators. This convention is consistent with the shape function formalism in the shape function limit, but is arbitrary otherwise. It has the advantage of incorporating the physically expected effect of reducing the short-distance amplitude, because of the need to create a heavier $`c\overline{c}`$ pair as compared to a purely partonic picture. The only exception to the convention is the factor $`1/(2m_c)`$ in (74), which comes from the normalization of the $`c\overline{c}`$ state. It should be replaced by $`1/M_R`$. Eq. (33), specialized to the $`J/\psi `$ energy distribution in $`b`$ quark decay, is then:
$$\frac{d\widehat{\mathrm{\Gamma }}}{d\widehat{E}_R}=\frac{|\widehat{𝒑}_R|}{4\pi ^2}\underset{n}{}\underset{0}{\overset{\alpha \beta }{}}\frac{dk^2}{2\pi }\underset{(\alpha ^2+k^2)/(2\alpha )}{\overset{(\beta ^2+k^2)/(2\beta )}{}}𝑑k_0\frac{1}{2m_b}H_n(m_b,M_{c\overline{c}}(k))\frac{M_R}{8\pi m_b|\widehat{𝒑}_R|}\mathrm{\Phi }_n(k)$$
(84)
with $`\alpha `$, $`\beta `$ from (82).
### B Normalization difficulty
We assumed up to now that the radiation function $`\mathrm{\Phi }_n(k)`$ is normalized according to (41). This implies that as $`\mathrm{\Lambda }`$ of (42) tends to zero the integral over $`d\widehat{\mathrm{\Gamma }}/d\widehat{E}_R`$ of (84) equals the integrated partonic rate with $`m_c=M_R/2`$.
Consider now the integral $`\widehat{\mathrm{\Gamma }}_n(\mathrm{\Lambda })`$ of the spectrum (84) with fragmentation (for a specific production channel $`n`$) at small $`\mathrm{\Lambda }`$ and expand in $`\mathrm{\Lambda }`$. To make things simpler put $`k=0`$ in the hard matrix element $`H_n`$. Then integrate over $`\widehat{E}_R`$ or, equivalently, $`\overline{z}2\widehat{E_R}/m_b`$, and perform a change of variables from $`\overline{z}`$ to $`\alpha `$. Then note that for small $`\mathrm{\Lambda }`$, one can set the upper limits of the $`k^2`$ and $`k_0`$ integrations to infinity up to exponentially small corrections in $`\mathrm{\Lambda }`$, given the ansatz (42). Then exchange the $`k^2`$ and $`k_0`$ integration with the $`\alpha `$ integration to obtain
$$\widehat{\mathrm{\Gamma }}_n(\mathrm{\Lambda })=\frac{M_R}{16(2\pi )^4m_b}H_n(m_b,M_R)\underset{0}{\overset{\mathrm{}}{}}𝑑k^2\underset{\sqrt{k^2}}{\overset{\mathrm{}}{}}𝑑k_0\mathrm{\Phi }_n(k)\underset{k_0\sqrt{k_0^2k^2}}{\overset{k_0+\sqrt{k_0^2k^2}}{}}𝑑\alpha \left|\frac{d\overline{z}}{d\alpha }\right|.$$
(85)
Now introduce the average
$$f_n\frac{1}{(2\pi )^3}\frac{1}{𝒪_n^{J/\psi }}\underset{0}{\overset{\mathrm{}}{}}𝑑k^2\underset{\sqrt{k^2}}{\overset{\mathrm{}}{}}𝑑k_0\sqrt{k_0^2k^2}\mathrm{\Phi }_n(k)f(k),$$
(86)
defined such that $`1_n=1`$ according to the normalization condition (41). Eq. (85) is then rewritten in the form
$$\widehat{\mathrm{\Gamma }}_n(\mathrm{\Lambda })=\frac{1}{2m_b}\frac{1\eta }{8\pi }H_n(m_b,M_R)𝒪_n^{J/\psi }r_n(\mathrm{\Lambda }),$$
(87)
where $`\eta `$ is now defined as $`M_R^2/m_b^2`$ and
$$r_n(\mathrm{\Lambda })=\frac{M_R}{2(1\eta )}\frac{1}{\sqrt{k_0^2k^2}}\underset{k_0\sqrt{k_0^2k^2}}{\overset{k_0+\sqrt{k_0^2k^2}}{}}𝑑\alpha \left|\frac{d\overline{z}}{d\alpha }\right|_n.$$
(88)
Hence we obtain the partonic decay rate with $`m_c=M_R/2`$ up to the factor $`r_n(\mathrm{\Lambda })`$. To evaluate $`r_n(\mathrm{\Lambda })`$ in an expansion in $`\mathrm{\Lambda }`$ we observe that
$$\left|\frac{d\overline{z}}{d\alpha }\right|=\frac{1}{M_R}\left(\frac{1}{(1+\alpha /M_R)^2}\eta \right)=\frac{1}{M_R}\left(1\eta +\underset{n=1}{\overset{\mathrm{}}{}}(n+1)\left(\frac{\alpha }{M_R}\right)^n\right)$$
(89)
can be expanded under the integral. The result is
$$r_n(\mathrm{\Lambda })=1+\frac{1}{1\eta }\left(2\frac{k_0}{M_R}_n+\frac{4k_0^2k^2}{M_R^2}_n+O\left(\frac{\mathrm{\Lambda }^3}{M_R^3}\right)\right).$$
(90)
The averages can be done using (42) with $`a_n`$ fixed by (41); they scale with definite powers of $`\mathrm{\Lambda }`$ as follows from the form of (86). With $`\eta =0.416`$, the result is
$$r_n(\mathrm{\Lambda })=1\left\{\begin{array}{cc}4.76& \\ 5.75& \end{array}\right\}\frac{\mathrm{\Lambda }}{M_R}+\left\{\begin{array}{cc}12.97& \\ 19.53& \end{array}\right\}\left(\frac{\mathrm{\Lambda }}{M_R}\right)^2+\mathrm{},$$
(91)
where the upper number refers to $`b_n=0`$ in (42) and the lower one to $`b_n=2`$. For $`\mathrm{\Lambda }300`$MeV this implies large corrections to the integrated rate. Since $`\mathrm{\Lambda }m_cv^2`$, this must be interpreted as large higher order corrections in the velocity expansion, which are not taken into account in the usual leading order NRQCD analysis. This means that enforcing the normalization condition (41) underestimates the data, because the matrix elements on the right hand side of (41) have been obtained without these large higher order corrections.
The effect is in fact even larger than indicated by (91), because we keep the $`k`$ dependence of the hard matrix element and $`M_{c\overline{c}}(k)`$ is always larger than $`M_R`$. As an indication of this effect we can compute the average
$$4m_{c}^{\mathrm{eff}}{}_{}{}^{2}M_{c\overline{c}}(k)^2_nM_R^2\left(1+\left\{\begin{array}{cc}2.78& \\ 3.39& \end{array}\right\}\frac{\mathrm{\Lambda }}{M_R}\right)$$
(92)
which implies an effective charm quark mass of about $`1.8`$GeV rather than $`m_c=1.5`$GeV which is usually adopted in partonic NRQCD calculations.
When the implicit $`k`$-dependence of the partonic matrix element $`H_n`$ is taken into account, the numbers given in (91) change. However, the observation that $`v^2`$ corrections are large is generic.
### C Fermi motion effects
We now convert the spectrum (84) in $`b`$ quark decay into a spectrum in $`B`$ meson decay by accounting for Fermi motion of the $`b`$ quark. We make the reasonable assumption that $`B`$ meson bound state effects can be factorized from the hard subprocess as well as from $`c\overline{c}`$ fragmentation. The Fermi motion effect can be described rigorously in heavy quark effective theory , but we contend ourselves with the earlier ACCMM model . The ACCMM model is in fact consistent with the heavy quark expansion, if a particular relation between the $`b`$ quark mass and the ACCMM model parameter $`p_F`$ is adopted . (The ACCMM model then assumes a particular value for the kinetic energy matrix element of heavy quark effective theory.) The ACCMM model provides a phenomenologically viable description of energy spectra in other $`B`$ decays, e.g. $`BX\mathrm{}\overline{\nu }_{\mathrm{}}`$ or $`BX_s\gamma `$.
The basic idea of this model is quite intuitive: one imagines the $`b`$ quark moving inside the $`B`$ meson at rest with a momentum $`p`$ according to some distribution with a width of a few hundred MeV. The cloud of gluons and light quarks in the $`B`$ meson of the mass $`M_B`$ is treated as spectator quark with mass $`m_{sp}`$. To keep the kinematics of this “decay in flight” exact one introduces a so-called floating $`b`$ quark mass
$$m_b^2(p)=M_B^2+m_{sp}^22M_B\sqrt{m_{sp}^2+p^2}.$$
(93)
The $`b`$ quark is on-shell with energy $`E_b(p)=(m_b^2(p)+p^2)^{1/2}`$. The $`b`$ quark momentum distribution must be chosen ad hoc. Usually one takes a properly normalized Gaussian form
$$\mathrm{\Phi }_{\mathrm{ACM}}(p)=\frac{4}{\sqrt{\pi }p_F^3}\mathrm{exp}(p^2/p_F^2),$$
(94)
where $`_0^{\mathrm{}}𝑑pp^2\mathrm{\Phi }_{\mathrm{ACM}}(p)=1`$. Implementing the kinematics of decay in flight, the $`J/\psi `$ energy distribution in the $`B`$ meson rest frame (quantities without “hat”) is then obtained from the spectrum in $`b`$ quark decay (84) by the convolution
$$\frac{d\mathrm{\Gamma }}{dE_R}=\underset{\mathrm{max}\{0,p_{}\}}{\overset{p_+}{}}𝑑pp^2\mathrm{\Phi }_{\mathrm{ACM}}(p)\frac{m_b^2(p)}{2pE_b(p)}\underset{\widehat{E}_R^{\mathrm{min}}(p)}{\overset{\widehat{E}_R^{\mathrm{max}}(p)}{}}\frac{d\widehat{E}_R}{\widehat{E}_R}\frac{d\widehat{\mathrm{\Gamma }}}{d\widehat{E}_R}.$$
(95)
The integration over the $`J/\psi `$ energy $`\widehat{E}_R`$ in the $`b`$ quark rest frame is limited by
$`\widehat{E}_R^{\mathrm{max}}`$ $`=`$ $`\mathrm{min}\{{\displaystyle \frac{E_RE_b(p)+|𝒑_R|p}{m_b(p)}},{\displaystyle \frac{m_b^2(p)+M_R^2}{2m_b(p)}}\},`$ (96)
$`\widehat{E}_R^{\mathrm{min}}`$ $`=`$ $`{\displaystyle \frac{E_RE_b(p)|𝒑_R|p}{m_b(p)}}.`$ (97)
The requirement $`\widehat{E}_R^{\mathrm{min}}E_R^{\mathrm{max}}`$ leads to the following bounds on $`p`$:
$$p_\pm =\frac{[p_R\pm (M_BE_R)]^2m_{sp}^2}{2[p_R\pm (M_BE_R)]}.$$
(98)
The dependence of the energy spectrum (95) on the two parameters of the ACCMM model, $`m_{sp}`$ and $`p_F`$, is quite different. Changing the value of the spectator mass does not affect the spectrum noticeably. Therefore $`m_{sp}`$ usually is fixed to 150 MeV in all ACCMM analyses. On the other hand the width $`p_F`$ of the momentum distribution must be chosen carefully, because the shape of the spectrum is strongly sensitive to this parameter. Successful fits to the lepton energy spectrum in semi-leptonic decay typically find $`p_F(300450)`$ MeV .
### D Final result and comparison with CLEO data
Eq. (95) yields the $`J/\psi `$ energy spectrum for $`B`$ mesons decaying at rest. To compare with CLEO data , we have to translate the energy spectrum (95) into a momentum spectrum
$$\frac{d\mathrm{\Gamma }}{dp_R}=\frac{E_R}{p_R}\frac{d\mathrm{\Gamma }}{dE_R}$$
(99)
and account for the fact that $`B`$ mesons have momentum $`\stackrel{~}{p}_B=(M_{\mathrm{{\rm Y}}(4S)}^2/4M_B^2)^{1/2}482`$MeV in the CLEO rest frame in which the data in is presented.<sup>\*‡</sup><sup>\*‡</sup>\*‡Quantities with “tildes” refer to the CLEO or $`\mathrm{{\rm Y}}(4S)`$ rest frame. The final boost from the $`B`$ meson to the $`\mathrm{{\rm Y}}(4S)`$ rest frame is effected by
$$\frac{d\stackrel{~}{\mathrm{\Gamma }}}{d\stackrel{~}{p}_R}=\frac{\stackrel{~}{p}_R}{\stackrel{~}{E}_R}\frac{M_B}{2\stackrel{~}{p}_B}\underset{p_R^{\mathrm{min}}}{\overset{p_R^{\mathrm{max}}}{}}\frac{dp_R}{p_R}\frac{d\mathrm{\Gamma }}{dp_R},$$
(100)
where the bounds on the $`J/\psi `$ momentum
$`p_R^{\mathrm{min}}`$ $`=`$ $`\mathrm{max}\{0,{\displaystyle \frac{\stackrel{~}{E}_B\stackrel{~}{p}_R\stackrel{~}{p}_B\stackrel{~}{E}_R}{M_B}}\},`$ (101)
$`p_R^{\mathrm{max}}`$ $`=`$ $`\mathrm{min}\{{\displaystyle \frac{\lambda ^{1/2}(M_B^2,M_R^2,m_{sp}^2)}{2M_B}},{\displaystyle \frac{\stackrel{~}{E}_B\stackrel{~}{p}_R+\stackrel{~}{p}_B\stackrel{~}{E}_R}{M_B}}\}`$ (102)
stem from kinematical restrictions set by the masses in the Källen function $`\lambda (x,y,z)=x^2+y^2+z^22xy2xz2yz`$ and from the integration over the angle between the $`B`$ and the $`J/\psi `$ momentum.
Owing to the difficulties of normalizing the partial production rates discussed above we forsake the idea of predicting the absolute $`J/\psi `$ branching fraction in $`B`$ decay and concentrate on the shape of the spectrum. We fix the absolute normalization by adjusting the sum of all contributions to data. This is actually equivalent to re-fitting the NRQCD matrix elements to data after including large higher order corrections in the velocity expansion. However, we do not give the result of the re-fitting, because we believe it is of little interest for comparison with other $`J/\psi `$ production processes.
The shape function ansatz (42) is slightly different for the different production channels because of the different choice of parameters (43), (44). Therefore the shape of the momentum spectrum depends somewhat on the relative contribution of the various channels even after adjusting the overall normalization to data. We determine the relative normalization of the various channels by comparing the existing information on the NRQCD matrix elements obtained by standard leading order NRQCD analyses. The colour singlet matrix element can be computed from the wave function at the origin. The Buchmüller-Tye potential is often adopted with the result
$$𝒪_1^{J/\psi }(^3S_1)=\frac{9|R(0)|^2}{2\pi }=1.16\text{GeV}^3.$$
(103)
Due to our particular treatment of the colour singlet contribution as described below, we do not need this matrix element in $`B`$ decay. The colour octet matrix elements are determined by fits to $`J/\psi `$ production in a variety of production processes. $`𝒪_8^{J/\psi }(^3S_1)`$ is best determined from $`J/\psi `$ production in hadron-hadron collisions at large transverse momentum , or, perhaps, from charmonium production in $`Z^0`$ decays . Given uncertainties from unknown higher order perturbative corrections a reasonable range is
$$𝒪_8^{J/\psi }(^3S_1)=(0.51.0)10^2\text{GeV}^3.$$
(104)
The determination of the other two matrix elements from hadron-hadron collisions is much more uncertain. Assuming the above range for $`𝒪_8^{J/\psi }(^3S_1)`$ a significant constraint on
$$M_k^{J/\psi }(^1S_0^{(8)},^3P_0^{(8)})=𝒪_8^{J/\psi }(^1S_0)+\frac{k}{m_c^2}𝒪_8^{J/\psi }(^3P_0).$$
(105)
with $`k=3.1`$ arises from the integrated $`J/\psi `$ branching in $`B`$ decay itself . A reasonable range is
$$M_{3.1}^{J/\psi }(^1S_0^{(8)},^3P_0^{(8)})=(1.02.0)10^2\text{GeV}^3.$$
(106)
As default we take the value $`M_{3.1}^{J/\psi }=1.510^2\text{GeV}^3`$ for $`m_c=1.5\text{GeV}`$ and assume that it originates from both parts equally. We then investigate the modification of the spectrum when $`M_{3.1}^{J/\psi }(^1S_0^{(8)},^3P_0^{(8)})`$ is saturated by only one of the two matrix elements and when the relative contribution of $`𝒪_8^{J/\psi }(^3S_1)`$ and $`M_{3.1}^{J/\psi }(^1S_0^{(8)},^3P_0^{(8)})`$ is varied as allowed by the ranges of values given. At the end we discard the absolute normalization that would be implied by these values and re-fit it to data as already mentioned.
A final comment concerns the treatment of the two-body modes $`BJ/\psi K`$ and $`BJ/\psi K^{}`$, which appear as sharp resonances in the $`J/\psi `$ momentum spectrum. Neither the ACCMM model nor the shape function for $`c\overline{c}`$ fragmentation applies to these resonance contributions. Fortunately, the information provided in allows us to subtract these contributions from the momentum spectrum. We then assume that the two resonant contributions are dual to the colour singlet contribution, while the rest of the spectrum corresponds to the colour octet contribution. This appears plausible, because we expect colour octet $`c\overline{c}`$ pairs to fragment into multi-body final states, with only a small probability that the emitted soft gluons reassemble with the spectator quark to form a single hadron. Hence, the experimental spectrum shown in the following plots refers to the CLEO data with $`BJ/\psi K`$ and $`BJ/\psi K^{}`$ subtracted and it is compared with colour octet contributions only. The integrated branching fraction from the resonance subtracted spectrum is $`0.53\%`$. Of course, indirect contributions from $`B\psi ^{}X`$ and $`B\chi _cX`$ with subsequent decay into $`J/\psi `$ are also subtracted.
We have implemented the five-fold integration that leads to the final $`J/\psi `$ momentum spectrum into a Monte Carlo program that uses the VEGAS routine described in . Parameters are chosen as follows: $`G_F=1.16610^5\text{GeV}^2`$, $`|V_{cb}|=0.039`$, $`M_\mathrm{{\rm Y}}=10.580\text{GeV}`$, $`M_B=5.279\text{GeV}`$ and $`M_\psi =3.097\text{GeV}`$. The Wilson coefficient $`C_{[8]}(\mu )`$ is taken at the scale $`\mu =4.8`$ GeV, which yields $`C_{[8]}=2.19`$. The result compared to data is shown in Fig. 5 for various values of the shape function parameter $`\mathrm{\Lambda }`$ (see the ansatz (42) and (44)). Here we have fixed the ACCMM model parameters to $`p_F=300`$ MeV, motivated by the CLEO analysis of semi-leptonic $`B`$ decay , and $`m_{sp}=150`$ MeV. It is clearly seen that the effect of $`c\overline{c}`$ fragmentation is necessary to reproduce the data for this choice of ACCMM parameters. Increasing $`\mathrm{\Lambda }`$ shifts the maximum of the spectrum to lower values of $`p_R`$. We get the best fit for $`\mathrm{\Lambda }=300`$ MeV, where $`\chi ^2=30.2/20`$ d.o.f..
In order to estimate the uncertainty of this fit we investigated the sensitivity of the best-fit $`\mathrm{\Lambda }`$ to the variation of the relative normalization of the various $`c\overline{c}`$ production channels as described above and to the ACCMM parameter $`p_F`$. Fig. 6 shows the best-fit result of Fig. 5 broken down into the separate contributions of the three colour octet channels. Each channel peaks approximately at the same value $`p_R`$ and has similar shapes, although the $`{}_{}{}^{3}S_{1}^{}`$ contribution is somewhat broader due to the choice of $`c=1.5`$ in (44). (Varying $`c`$ between 1 and 2 does not change our fit significantly.) Thus the result of fitting $`\mathrm{\Lambda }`$ is rather stable under changing the weightings of the different modes. Both, increasing the relative contribution of $`M_{3.1}^{J/\psi }`$ and saturating it by only one of its matrix elements leads to variations of $`\mathrm{\Lambda }`$ of about 50 MeV. There is an obvious anti-correlation between the size of $`\mathrm{\Lambda }`$ and of $`p_F`$, although the effect is not as large as one may expect. Figure 7 shows the spectra for different values of $`p_F`$ while $`\mathrm{\Lambda }`$ is fixed to 300 MeV. We obtain that the spectrum is slightly wider for higher values of $`p_F`$. But even for $`p_F=500`$ MeV the best-fit $`\mathrm{\Lambda }`$ would remain of order 200 MeV.
We conclude from this analysis that the kinematics of soft gluon emission has to be accounted for to describe the data on $`J/\psi `$ momentum spectra and that our shape function model provides a satisfactory description of the spectrum shape, if the parameter $`\mathrm{\Lambda }`$ is chosen in the range
$$\mathrm{\Lambda }=300_{100}^{+50}\text{MeV}.$$
(107)
This result agrees perfectly with the velocity scaling rules, which lead to the estimate $`\mathrm{\Lambda }m_cv^2\mathrm{\Lambda }_{\mathrm{QCD}}`$. It is also worth noting that the partonic spectrum behind Fig. 5 is a pure delta-function so that the smearing due to $`c\overline{c}`$ fragmentation and Fermi motion extends almost over the entire accessible momentum range. Only for rather small $`J/\psi `$ momentum, there would be a visible tail due to perturbative hard gluon radiation .
Finally let us comment on the $`J/\psi `$ momentum spectra in based on the effect of Fermi motion only. (Earlier results were based on the colour singlet model and will not be discussed.) These works also report acceptable fits of the $`J/\psi `$ momentum spectrum, however with a larger value of $`p_F550`$MeV, as one may expect when $`c\overline{c}`$ fragmentation effects are neglected. However, even this large value of $`p_F`$ is obtained only, because the $`K`$ and $`K^{}`$ resonances, which sit at large values of $`p_R`$ have been included, even though the ACCMM model cannot be applied to them. If these contributions are subtracted, as done in the present analysis, a satisfactory fit is not obtained with the ACCMM model alone.
## IV Inelastic $`J/\psi `$ photoproduction
In this section we discuss the energy spectrum in inelastic $`J/\psi `$ photoproduction. This is perhaps the most interesting application of the shape function model developed in this paper. The colour octet contributions to the energy spectrum have been predicted to increase rapidly in the endpoint region, where the $`J/\psi `$ approaches its maximal kinematically allowed energy . If the colour octet matrix elements take the values required to fit the normalization of production cross sections in hadron-hadron collisions and in $`B`$ decay, this prediction contradicts the data collected at the HERA collider , which show a rather flat energy distribution. The measured distribution can in principle be described by colour singlet contributions alone, both at leading order and at next-to-leading order in $`\alpha _s`$.
Several solutions have been proposed to solve this problem for the NRQCD approach to charmonium production:
(a) The relevant colour octet matrix elements are smaller than believed . The colour octet contributions are always small and the shape of the energy spectrum is determined by the colour singlet term.
(b) The partonic cross section is modified by intrinsic transverse momentum effects. Within a particular model for these effects obtains a reduction of the colour octet cross section, while the energy dependence is essentially unmodified.
(c) The NRQCD calculation is unreliable for large $`J/\psi `$ energies because of a breakdown of the non-relativistic expansion . Resummation of the expansion as discussed earlier leads to folding the partonic cross section with a shape function. It is expected that this leads to a depression of the spectrum at large $`J/\psi `$ energies, because some energy is lost for radiation in the fragmentation of the colour octet $`c\overline{c}`$ pair.
In this section we pursue suggestion (c), which has not been implemented in practice yet. Let us note that, irrespective of the issue of normalization, this is the only solution that addresses the fact that the shape of the colour octet spectrum obtained from a partonic calculation is unphysical for large $`J/\psi `$ energies.
The section is organized as follows. In parallel with the discussion of the $`B`$ decay we begin with kinematics and by listing the relevant partonic subprocesses $`\gamma +gc\overline{c}[n]+g`$.<sup>§</sup><sup>§</sup>§Photon-quark scattering is a small correction on the scale of effects we are going to discuss, and relative to photon-gluon fusion. We omit these subprocesses for simplicity. We then incorporate the fragmentation of the $`c\overline{c}`$ pair via our shape function ansatz and discuss the modification of the energy spectrum. For the sake of demonstration, we compare the result to HERA data, although we shall see that this comparison is problematic from a theoretical point of view.
### A Kinematics of photoproduction
The quantity of interest is $`d\sigma /dz`$, where
$$z=\frac{p_Rp_p}{p_\gamma p_p},$$
(108)
and $`p_R`$, $`p_p`$ and $`p_\gamma `$ denote the $`J/\psi `$, proton and photon momentum, respectively. In the proton rest frame $`z`$ is the fraction of the photon energy transferred to the $`J/\psi `$. In the photon-proton centre-of-mass system (cms) we define
$`p_\gamma `$ $`=`$ $`{\displaystyle \frac{\sqrt{s}}{2}}(1,0,0,1),`$ (109)
$`p_g`$ $`=`$ $`x_gp_p=x_g{\displaystyle \frac{\sqrt{s}}{2}}(1,0,0,+1),`$ (110)
$`p_R`$ $`=`$ $`(E_R,p_T,0,p_R^z),`$ (111)
where $`s=(p_p+p_\gamma )^2`$ is the cms energy and $`x_g`$ the gluon momentum fraction of the proton momentum. Note that $`z`$ and $`p_T`$ refer to the physical $`J/\psi `$ particle. In the present context they cannot be identified with the corresponding quantities of the progenitor $`c\overline{c}`$ pair, which we denote by $`z_{c\overline{c}}`$ and $`p_{T,c\overline{c}}`$. Using $`p_R^2=M_R^2`$, we express the $`J/\psi `$ energy $`E_R`$ and its longitudinal momentum $`p_R^z`$ in terms of its transverse momentum $`p_T`$ and $`z`$:
$$E_R=\frac{z^2s+p_T^2+M_R^2}{2z\sqrt{s}},p_R^z=\frac{z^2sp_T^2M_R^2}{2z\sqrt{s}}.$$
(112)
The convolution with the shape function, (33), requires $`\alpha `$ and $`\beta `$, defined by (31) in the quarkonium rest frame.Contrary to the previous section we now use “hats” to denote quantities defined in the $`J/\psi `$ rest frame. Non-invariant quantities without hat refer to the photon-proton cms frame with $`z`$ axis in the direction of the proton momentum. According to our convention, the $`\widehat{z}`$-axis is defined in the direction of $`\widehat{𝑷}_{in}`$ with $`\widehat{𝑷}_{in}=\widehat{𝒑}_\gamma +\widehat{𝒑}_g`$. Writing
$`\widehat{p}_\gamma `$ $`=`$ $`(\widehat{E}_\gamma ,\widehat{p}_{},\mathrm{\hspace{0.33em}0},\widehat{p}_\gamma ^z),`$ (113)
$`\widehat{p}_g`$ $`=`$ $`(\widehat{E}_g,\widehat{p}_{},\mathrm{\hspace{0.33em}0},\widehat{p}_g^z),`$ (114)
$`\widehat{P}_{in}`$ $`=`$ $`(\widehat{E}_{in},\mathrm{\hspace{0.33em}0},\mathrm{\hspace{0.33em}0},\widehat{P}_{in}^z),`$ (115)
and performing the Lorentz transformation explicitly, we obtain
$`\widehat{E}_\gamma `$ $`=`$ $`{\displaystyle \frac{M_R^2+p_T^2}{2M_Rz}},`$ (116)
$`\widehat{p}_{}`$ $`=`$ $`{\displaystyle \frac{p_Tzx_gs}{\lambda ^{1/2}(M_R^2,p_T^2,x_gsz^2)}},`$ (117)
$`\widehat{p}_\gamma ^z`$ $`=`$ $`{\displaystyle \frac{z^2x_gs(p_T^2M_R^2)+(p_T^2+M_R^2)^2}{2zM_R\lambda ^{1/2}(M_R^2,p_T^2,x_gsz^2)}},`$ (118)
$`\widehat{E}_g`$ $`=`$ $`{\displaystyle \frac{zx_gs}{2M_R}},`$ (119)
$`\widehat{p}_g^z`$ $`=`$ $`{\displaystyle \frac{zx_gs(z^2x_gs+p_T^2M_R^2)}{2M_R\lambda ^{1/2}(M_R^2,p_T^2,x_gsz^2)}}`$ (120)
with $`\lambda (x,y,z)=x^2+y^2+z^22xy2xz2yz`$, and
$$\widehat{E}_{in}=\frac{M_R^2+p_T^2+x_gsz^2}{2M_Rz},\widehat{P}_{in}^z=\frac{\lambda ^{1/2}(M_R^2,p_T^2,x_gsz^2)}{2M_Rz}.$$
(121)
The previous line gives $`\alpha `$ and $`\beta `$, defined as
$$\alpha =\widehat{E}_{in}+\widehat{P}_{in}^zM_R,\beta =\widehat{E}_{in}\widehat{P}_{in}^zM_R$$
(122)
for given $`z`$ and $`p_T`$ of the $`J/\psi `$ in the cms frame.
The Mandelstam variables that appear in the hard production amplitude for $`\gamma +gc\overline{c}[n]+g`$ are defined as
$`\widehat{s}`$ $`=`$ $`(\widehat{p}_g+\widehat{p}_\gamma )^2=x_gs,`$ (123)
$`\widehat{t}`$ $`=`$ $`(\widehat{p}_{c\overline{c}}\widehat{p}_\gamma )^2,`$ (124)
$`\widehat{u}`$ $`=`$ $`(\widehat{p}_{c\overline{c}}\widehat{p}_g)^2.`$ (125)
We have to express them in terms of $`z`$, $`p_T`$, $`x_g`$ and the energy $`\widehat{k}_0`$ and invariant mass $`\widehat{k^2}`$ of the radiated soft partons in the $`J/\psi `$ rest frame. Recall that $`\widehat{p}_{c\overline{c}}\widehat{P}+\widehat{l}=\widehat{p}_R+\widehat{k}`$ with $`\widehat{P}=(2m_c,\mathrm{𝟎})`$. Hence
$$\widehat{u}=M_{c\overline{c}}(k)^2\widehat{s}\widehat{t},$$
(126)
where $`M_{c\overline{c}}(k)^2=M_R^2+2M_R\widehat{k}_0+\widehat{k}^2`$ as usual. Next parametrize the momentum of the $`c\overline{c}`$ pair by
$$\widehat{p}_{c\overline{c}}=(\widehat{E}_{c\overline{c}},\widehat{l}_{}\mathrm{cos}\widehat{\varphi },\widehat{l}_{}\mathrm{sin}\widehat{\varphi },\widehat{l}_z).$$
(127)
This introduces azimuthal angular dependence into the partonic matrix element. This dependence is formally small. All $`\widehat{\varphi }`$ dependent terms are proportional to $`\widehat{l}_{}`$, and, as discussed in Sect. II B 2, such transverse momentum dependence can be neglected in the strict shape function limit. In our ansatz, which models the entire spectrum, we also have to keep the exact kinematic relations and therefore a non-trivial azimuthal average of the hard production amplitude appears in this case. With the help of on-shell conditions for the hard emitted gluon we can express the components of $`\widehat{p}_{c\overline{c}}`$ by
$`\widehat{E}_{c\overline{c}}`$ $`=`$ $`M_R+\widehat{k}_0,`$ (128)
$`\widehat{l}_{}`$ $`=`$ $`\widehat{k}_{}={\displaystyle \frac{[\widehat{k}^2\alpha (2\widehat{k}_0\alpha )]^{1/2}[\beta (2\widehat{k}_0\beta )\widehat{k}^2]^{1/2}}{\beta \alpha }},`$ (129)
$`\widehat{l}_z`$ $`=`$ $`\widehat{k}_z={\displaystyle \frac{\widehat{k}^2+\alpha \beta \widehat{k}_0(\alpha +\beta )}{\beta \alpha }}.`$ (130)
This result, together with the result for $`\widehat{p}_\gamma `$ and $`\alpha `$, $`\beta `$, allows us to express $`\widehat{t}`$ in terms of $`z`$, $`p_T`$, $`\widehat{k}_0`$, $`\widehat{k}^2`$ and $`x_g`$.
Let us now turn to the hard amplitudes squared of the partonic subprocesses. We restrict ourselves to photon-gluon fusion, $`\gamma +gc\overline{c}[n]+g`$, where $`n`$ represents either the dominant colour singlet state $`{}_{}{}^{3}S_{1}^{}`$ or one of the colour octet states $`{}_{}{}^{1}S_{0}^{}`$, $`{}_{}{}^{3}P_{J}^{}`$, $`{}_{}{}^{3}S_{1}^{}`$. In terms of Mandelstam variables, the spin averaged expressions are :
$`H[^3S_1^{(1)}](\widehat{s},\widehat{t},\widehat{u},2m_c)`$ $`=`$ $`{\displaystyle \frac{16e_c^2e^2g_s^2(2m_c)\left[\widehat{s}^2(\widehat{t}+\widehat{u})^2+\widehat{t}^2(\widehat{u}+\widehat{s})^2+\widehat{u}^2(\widehat{s}+\widehat{t})^2\right]}{27(\widehat{s}+\widehat{t})^2(\widehat{t}+\widehat{u})^2(\widehat{u}+\widehat{s})^2}},`$ (131)
$`H[^1S_0^{(8)}](\widehat{s},\widehat{t},\widehat{u},2m_c)`$ $`=`$ $`{\displaystyle \frac{3e_c^2e^2g_s^2\widehat{s}\widehat{u}\left[(\widehat{s}+\widehat{t}+\widehat{u})^4+\widehat{s}^4+\widehat{t}^4+\widehat{u}^4\right]}{(2m_c)\widehat{t}(\widehat{s}+\widehat{t})^2(\widehat{t}+\widehat{u})^2(\widehat{u}+\widehat{s})^2}},`$ (132)
$`H[^3P_J^{(8)}](\widehat{s},\widehat{t},\widehat{u},2m_c)`$ $`=`$ $`{\displaystyle \frac{6e_c^2e^2g_s^2}{(2m_c)\widehat{t}(\widehat{s}+\widehat{t})^3(\widehat{t}+\widehat{u})^3(\widehat{u}+\widehat{s})^3}}`$ (140)
$`\times [\widehat{t}^6(2\widehat{s}^3+13\widehat{s}^2\widehat{u}+13\widehat{s}\widehat{u}^2+2\widehat{u}^3)`$
$`+\widehat{t}^5(4\widehat{s}^4+47\widehat{s}^3\widehat{u}+70\widehat{s}^2\widehat{u}^2+47\widehat{s}\widehat{u}^3+4\widehat{u}^4)`$
$`+\widehat{t}^4(2\widehat{s}^5+63\widehat{s}^4\widehat{u}+136\widehat{s}^3\widehat{u}^2+136\widehat{s}^2\widehat{u}^3+63\widehat{s}\widehat{u}^4+2\widehat{u}^5)`$
$`+\widehat{s}\widehat{t}^3\widehat{u}(47\widehat{s}^4+132\widehat{s}^3\widehat{u}+190\widehat{s}^2\widehat{u}^2+132\widehat{s}\widehat{u}^3+47\widehat{u}^4)`$
$`+\widehat{s}\widehat{t}^2\widehat{u}(25\widehat{s}^5+88\widehat{s}^4\widehat{u}+156\widehat{s}^3\widehat{u}^2+156\widehat{s}^2\widehat{u}^3+88\widehat{s}\widehat{u}^4+25\widehat{u}^5)`$
$`+\widehat{s}\widehat{t}\widehat{u}(7\widehat{s}^6+38\widehat{s}^5\widehat{u}+78\widehat{s}^4\widehat{u}^2+98\widehat{s}^3\widehat{u}^3+78\widehat{s}^2\widehat{u}^4+38\widehat{s}\widehat{u}^5+7\widehat{u}^6)`$
$`+7\widehat{s}^2\widehat{u}^2(\widehat{s}+\widehat{u})(\widehat{s}^2+\widehat{s}\widehat{u}+\widehat{u}^2)^2],`$
$`H[^3S_1^{(8)}](\widehat{s},\widehat{t},\widehat{u},2m_c)`$ $`=`$ $`{\displaystyle \frac{15}{8}}H[^3S_1^{(1)}](\widehat{s},\widehat{t},\widehat{u},2m_c).`$ (141)
Here $`e`$ is the electromagnetic coupling, $`g_s`$ the strong coupling and $`e_c=2/3`$ the electric charge of the charm quark. Note that the NRQCD elements are not part of the hard cross sections, but included in the normalization of the radiation function $`\mathrm{\Phi }_n(k)`$, see (41). In case of the $`P`$ wave contribution, the normalization refers to $`𝒪_8({}_{}{}^{3}P_{0}^{})/m_c^2`$ and the corresponding factor $`1/m_c^2`$ is also extracted from $`H[^3P_J^{(8)}](\widehat{s},\widehat{t},\widehat{u},2m_c)`$.
The hard amplitudes squared are then expressed as functions of $`z`$, $`p_T`$, $`x_g`$, $`\widehat{k}_0`$, $`k^2`$ and $`\widehat{\varphi }`$ and the average over the azimuthal angle $`\widehat{\varphi }`$ according to (30) is performed. The double differential cross section for $`\gamma +gJ/\psi +X`$ is then given by
$`{\displaystyle \frac{d^2\sigma _{\gamma g}}{dp_T^2dz}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2z}}{\displaystyle \underset{n}{}}{\displaystyle \underset{0}{\overset{\alpha \beta }{}}}{\displaystyle \frac{d\widehat{k}^2}{2\pi }}{\displaystyle \underset{(\alpha ^2+\widehat{k}^2)/(2\alpha )}{\overset{(\beta ^2+\widehat{k}^2)/(2\beta )}{}}}𝑑\widehat{k}_0`$ (143)
$`{\displaystyle \frac{1}{2\widehat{s}}}\overline{H}_n(z,p_T^2,x_g,\widehat{k}_0,\widehat{k}^2){\displaystyle \frac{4\pi M_Rz}{\lambda ^{1/2}(M_R^2,p_T^2,x_gsz^2)}}\mathrm{\Phi }_n(\widehat{k}).`$
The sum runs over the four $`c\overline{c}`$ states listed above. Note, however, that no shape function is required for the colour singlet contribution, since the dominant contribution to the colour singlet matrix element does not require emission of soft gluons. For the colour singlet contribution we therefore use the ordinary differential cross section on the parton level. The final result is obtained by folding in the gluon distribution in the proton, $`g(x_g,\mu _F)`$, and integrating over transverse momentum:
$$\frac{d\sigma _{\gamma p}}{dz}=\underset{p_{T,\mathrm{min}}^2}{\overset{p_{T,\mathrm{max}}^2}{}}𝑑p_T^2\underset{x_{g,\mathrm{min}}}{\overset{1}{}}𝑑x_gg(x_g,\mu _F)\frac{d^2\sigma _{\gamma g}}{dp_T^2dz}.$$
(144)
The lower integration limit for $`p_T^2`$ usually is set by an experimental cut. In the present framework such a cut is needed to eliminate the contribution from the $`21`$ process $`\gamma +gc\overline{c}[n]`$, smeared out over a finite range in $`p_T`$ and $`z`$ by soft gluon emission in the fragmentation of the $`c\overline{c}`$ pair, and also from the initial state. The other bounds are given by
$`p_{T,\mathrm{max}}^2`$ $`=`$ $`(1z)(szM_R^2),`$ (145)
$`x_{g,\mathrm{min}}`$ $`=`$ $`{\displaystyle \frac{M_R^2(1z)+p_T^2}{sz(1z)}}.`$ (146)
The minimum $`p_T`$ cut implies that $`z<1p_{T,\mathrm{min}}^2/s+\mathrm{}`$. For large cms energy, as at the HERA collider, this is not a severe restriction on the $`z`$ spectrum.
### B Discussion of the energy spectrum
The following results for the energy spectrum are obtained with the GRV94 LO gluon density and factorization scale $`\mu _F=M_R`$, where $`M_R`$ is the $`J/\psi `$ mass. We also use $`\mathrm{\Lambda }_{\mathrm{QCD}}^{n_f=4}=0.2`$ GeV (consistent with GRV) and $`\alpha _s(M_R)=0.275`$. The cms energy is fixed to an average photon-proton cms energy at HERA, $`\sqrt{s}=100`$GeV. We also choose $`m_c=1.5`$ GeV for the colour-singlet process.
In Fig. 8 we display the $`J/\psi `$ energy spectrum $`d\sigma /dz`$ with the $`J/\psi `$ transverse momentum larger than $`5`$ GeV. This cut is larger than the one currently used by the HERA experiments. However, it allows us to discuss the effect of $`c\overline{c}`$ pair fragmentation in a situation that is theoretically under better control. The curves in the upper plot of Fig. 8 show, as expected, that the spectrum turns over and approaches zero as $`z1`$, once some fraction of the photon energy is lost to radiation in the fragmentation of the $`c\overline{c}`$ pair. This turn-over occurs at smaller $`z`$ for larger values of the parameter $`\mathrm{\Lambda }`$, which is related to the typical energy lost to radiation in the $`J/\psi `$ rest frame. For $`J/\psi `$ production in $`B`$ decay, we found that $`\mathrm{\Lambda }300`$MeV fitted the spectrum well. Assuming universality of the shape function, this is our preferred choice for photoproduction. For comparison, we also display the result with $`\mathrm{\Lambda }=500`$MeV. Note that these numbers refer to the $`J/\psi `$ rest frame. In another frame, such as the laboratory frame, the energy lost to “soft” radiation may be large, of order $`E_R\mathrm{\Lambda }/M_R`$, where $`E_R`$ is the $`J/\psi `$ energy in that frame.
The overall normalization in Fig. 8 and the subsequent figure requires comment. The NRQCD matrix elements are chosen as in Sect. III D on $`B`$ decay. As in that case the normalization has then to be re-adjusted to account for the fact that the effective charm quark mass in the hard scattering amplitude is much larger than $`m_c=1.5`$GeV, conventionally assumed in fits of NRQCD matrix elements. We proceed as follows: The curves labelled “partonic” (total and colour singlet alone) use $`m_c=1.5`$GeV to allow comparison with earlier results. For given $`\mathrm{\Lambda }`$, and for each colour octet channel separately, we determine $`m_c^{\mathrm{eff}}`$ defined in (92). We then recalculate the partonic curve with $`m_c=m_c^{\mathrm{eff}}`$ and determine a normalization ratio by dividing the result for $`1.5`$GeV by the second one in the region of $`z0.10.4`$. Finally, we compute the curve including the shape function with the given value of $`\mathrm{\Lambda }`$, multiply it by this ratio and compare it to the partonic curve for the conventional choice $`m_c=1.5`$GeV. The low $`z`$ region is chosen to compute the normalization ratio, since the shape function should have little effect on the spectrum far away from the endpoint. As a consequence of this procedure the partonic result and the results for non-zero $`\mathrm{\Lambda }`$ nearly coincide for small $`z`$. The normalization adjustment is quite large, which reflects the strong $`m_c`$ dependence of the partonic cross sections.
Closer inspection of the upper panel of Fig. 8 shows that the spectrum for non-zero $`\mathrm{\Lambda }`$ increases faster for moderate $`z`$ than the partonic spectrum. To understand this effect, we reconsider the hard amplitudes squared for the production of a colour octet $`c\overline{c}`$ pair in a $`{}_{}{}^{1}S_{0}^{}`$ or a $`{}_{}{}^{3}P_{J}^{}`$ state as functions of $`z_{c\overline{c}}`$ and $`p_{T,c\overline{c}}`$. For any fixed $`p_{T,c\overline{c}}`$ the hard amplitudes squared increase as $`1/(1z_{c\overline{c}})^2`$ as $`z_{c\overline{c}}1`$, as follows from $`\widehat{s}=\widehat{t}/(1z_{c\overline{c}})`$ and $`\widehat{u}\widehat{s}`$ as $`z_{c\overline{c}}1`$. This causes the troubling increase of colour-octet contributions in the partonic calculation. Now, for any given $`z`$,
$$z_{c\overline{c}}=\frac{p_{c\overline{c}}p_p}{p_\gamma p_p}z$$
(147)
as can be seen by going to the proton rest frame. Hence, for fixed $`z`$, the hard amplitude squared is evaluated at larger $`z_{c\overline{c}}`$, when $`\mathrm{\Lambda }`$ is non-zero compared to the partonic result for which $`z_{c\overline{c}}=z`$. Due to the above-mentioned behaviour of the amplitude, sampling the hard cross section at larger $`z_{c\overline{c}}`$ increases the spectrum. Likewise, the transverse momentum of the $`c\overline{c}`$ pair with respect to the beam axis
$$p_{T,c\overline{c}}^2=(1z_{c\overline{c}})(x_gsz_{c\overline{c}}M_{c\overline{c}}^2)$$
(148)
differs from $`p_T^2`$. This happens for two reasons: first, the loss of energy to radiation also implies a loss of transverse momentum with respect to the beam axis, if the $`J/\psi `$ is not parallel to the beam axis. Second, the $`J/\psi `$ can gain transverse momentum by recoil against the soft gluons radiated during the fragmentation process. For fixed $`p_T`$, this is preferred to losing transverse momentum, because the production amplitude for the $`c\overline{c}`$ pair increases with smaller $`p_{T,c\overline{c}}`$. The dominant effect is the one related to $`z_{c\overline{c}}z`$. The corresponding increase of the spectrum (for $`\mathrm{\Lambda }`$ non-zero and moderate $`z`$) relative to the partonic spectrum is stronger as $`p_{T,\mathrm{min}}`$ is chosen smaller, since the hard cross section rises faster for smaller $`p_{T,\mathrm{min}}`$ (and would approach the collinear and soft divergence at $`z=1`$, if $`p_{T,\mathrm{min}}=0`$). Finally, at very large $`z`$, the suppression due to the radiation function $`\mathrm{\Phi }_n(k)`$ wins and turns the spectrum over to zero.
To illustrate these remarks we define an ad hoc modification of the hard cross sections $`H_n(z_{c\overline{c}},p_{T,c\overline{c}})`$:
$$H_n^{\mathrm{mod}}(z_{c\overline{c}},p_{T,c\overline{c}})=\{\begin{array}{cc}H_n(0.9,p_{T,c\overline{c}})\hfill & \text{if }z_{c\overline{c}}>0.9,p_{T,c\overline{c}}>1\text{GeV}\hfill \\ H_n(z_{c\overline{c}},1\text{GeV})\hfill & \text{if }z_{c\overline{c}}<0.9,p_{T,c\overline{c}}<1\text{GeV}\hfill \\ H_n(0.9,1\text{GeV})\hfill & \text{if }z_{c\overline{c}}>0.9,p_{T,c\overline{c}}<1\text{GeV}\hfill \\ H_n(z_{c\overline{c}},p_{T,c\overline{c}})\hfill & \text{else}\hfill \end{array}$$
(149)
The energy spectra analogous to the upper panel of Fig. 8 but with hard cross sections modified in this way are shown in the lower panel of this figure. The partonic cross section is modified only for $`z>0.9`$ by construction. The spectra for non-zero $`\mathrm{\Lambda }`$ are reduced already at smaller $`z`$, which shows the sensitivity to $`z_{c\overline{c}}>0.9`$ at such small $`z`$.
We emphasize that no physical significance should be attached to the lower panel of Fig. 8. The growth of the colour octet cross sections at large $`z`$ is physical and reflects the growth of $`22`$ cross sections at large rapidity difference due to $`t`$-channel gluon exchange. In the endpoint region $`\widehat{t}p_{T,\mathrm{min}}^2`$ and $`\widehat{s}\widehat{u}p_{T,\mathrm{min}}^2/(1z)`$ so that $`\widehat{s}|\widehat{t}|`$. Higher order corrections to the spectrum would involve logarithms of $`\widehat{s}/(\widehat{t})`$. Summation of these logarithms with the BFKL (Balitsky-Fadin-Kuraev-Lipatov) equation increases the parton cross section in the endpoint region.
After this discussion for large transverse momentum of the $`J/\psi `$, we display the result for the energy spectrum with the additional requirement $`p_T>1`$GeV, which we compare to data from the H1 and ZEUS collaborations . Fig. 9 shows again the conventional partonic calculation compared to the calculation with two values of $`\mathrm{\Lambda }`$. The lower panel refers to the ad hoc modification of the hard cross sections according to (149).
The qualitative features evident in the upper panel follow from the previous discussion. At large $`z`$ the spectrum turns over, but at intermediate $`z`$, including the entire region where data exist, there is a large enhancement, which follows from the fact that the partonic matrix element is sampled very close to $`z_{c\overline{c}}=1`$. Taken at face value, the disagreement with data is worse after accounting for $`c\overline{c}`$ fragmentation effects. However, the theoretical prediction with small transverse momentum cut is unreliable at large $`z`$. With no $`p_T`$ cut at all, we expect that the $`z`$ spectrum is drastically modified at large $`z`$ after accounting for the $`21`$ process, the virtual corrections to it, and soft gluon radiation from the initial gluon. Owing to the sensitivity to large $`z_{c\overline{c}}`$, the theoretical prediction is more sensitive to these modifications when gluon radiation in $`c\overline{c}`$ fragmentation is included. An indication of this is provided by plotting the spectrum with the modified partonic cross section. This modification of the partonic cross section, although ad hoc, may give a qualitative representation of the effects to be expected from soft gluon resummation. The lower panel of Fig. 9 shows that the unphysical enhancement is largely reduced in this case, although it does not disappear completely. If reality turned out to resemble the lower panel, it would be difficult to disentangle colour octet contributions, given the additional normalization uncertainties of both, the colour singlet and the colour octet contributions. In this case a $`J/\psi `$ polarization measurement would provide useful additional information .
The results of this analysis can be summarized as follows: with the small transverse momentum cut on the $`J/\psi `$ currently used by both HERA collaborations, the region $`z>0.7`$ is beyond theoretical control. This remains true even after resummation of large higher order NRQCD corrections via the shape function, since the hard partonic cross section is sensitive to other modifications that are also difficult to control theoretically at such small transverse momentum. At present, the experimental data cannot be interpreted as providing evidence for or against the presence of colour octet contributions in photoproduction. It is not necessary to reduce the colour octet matrix elements as suggested in to arrive at this conclusion. This is welcome as matrix elements of the order quoted in Sect. III seem to be needed to account for the observed branching fraction of $`BJ/\psi X`$.
The situation in photoproduction remains unsatisfactory. In our opinion, nothing is learnt on quarkonium production mechanisms, if a small transverse momentum cut is used. We therefore recommend that future increases in integrated luminosity should not be used to reduce the experimental errors on the present analysis, but to increase the transverse momentum cut at the expense of statistics.
## V Conclusion
In this paper we provided a first investigation of the kinematic effect of soft emission in the fragmentation process $`c\overline{c}[n]J/\psi +X`$. In the NRQCD factorization approach to inclusive quarkonium production these effects appear as kinematically enhanced higher order corrections in the NRQCD expansion , which become important near the upper endpoint of quarkonium energy/momentum spectra. The shape function formalism discussed in resums these corrections and allows us to extend to validity of the NRQCD approach closer to the endpoint, although the entire spectrum is not covered even after this resummation. In the present paper, we implemented the kinematics of soft gluon radiation exactly and used an ansatz for the probability of radiation of soft gluons. This allows us to cover the entire energy spectrum, although in a model-dependent way. The model is consistent with the NRQCD shape function formalism in the energy region where the later applies. This situation is similar to the relation of the ACCMM model to the heavy quark expansion in inclusive semi-leptonic decays of $`B`$ mesons. The main result is provided by (33), which applies to a general inclusive quarkonium production process, when the partonic final state before fragmentation consists of a $`c\overline{c}`$ pair and one additional massless, energetic parton.
We then proceeded to two applications of the formalism. These applications are not necessarily the simplest ones conceivable, but they seem to be most interesting. We first considered $`J/\psi `$ production in $`B`$ decay, which proceeds through colour octet states by a large fraction. In this case the effect of emission in fragmentation of colour octet $`c\overline{c}`$ pairs has to be disentangled from Fermi motion of the $`b`$ quark in the $`B`$ meson. We found that the description of the spectrum improves significantly, when soft radiation is included, and if the parameter $`\mathrm{\Lambda }`$ that controls the energy scale for soft radiation is chosen around $`300`$MeV. The shape function defined in is production process independent. Assuming universality of our ansatz over the entire energy range, the same ansatz is used for inelastic $`J/\psi `$ photoproduction. We found that the energy spectrum turns over at $`z0.80.9`$, to be compared with the partonic spectrum that rises towards $`z=1`$. However, at $`z<0.8`$, the colour octet contributions to the spectrum still grow faster than the colour singlet contribution. Due to the increase of the partonic cross section, the increase is in fact faster in this intermediate $`z`$ region after $`c\overline{c}`$ fragmentation effects are included. We also concluded that the transverse momentum cut $`p_T>1`$GeV, presently used by the HERA experiments, is too small to arrive at a reliable theoretical prediction. Hence, no conclusion regarding colour octet contributions and the validity of the NRQCD formalism can presently be drawn from HERA data.
The formalism developed in this paper could be applied to other production processes, in which the $`J/\psi `$ energy is measured. Another interesting extension is quarkonium decays, when the energy of one of the decay particles is measured, such as the photon energy in $`\eta _c\gamma +X`$ and $`J/\psi \gamma +X`$. Since decay processes are less affected by theoretical uncertainties related to colour recombination and initial state radiation than production processes, this may lead to theoretically better controlled applications of the shape function formalism.
Acknowledgements. We would like to thank M. Krämer, T. Mannel and I.Z. Rothstein for useful comments. S.W. thanks the CERN Theory Group for the hospitality on several occasions. This work was supported in part by the EU Fourth Framework Programme ‘Training and Mobility of Researchers’, Network ‘Quantum Chromodynamics and the Deep Structure of Elementary Particles’, contract FMRX-CT98-0194 (DG 12 - MIHT), by the Landesgraduiertenförderung of the state Baden-Württemberg, and by the Graduiertenkolleg “Elementarteilchenphysik an Beschleunigern”. S.W. is part of the DFG-Forschergruppe Quantenfeldtheorie, Computeralgebra und Monte-Carlo-Simulation. |
warning/0001/hep-ph0001107.html | ar5iv | text | # On the Mixing of the Scalar Mesons 𝑓₀(1370), 𝑓₀(1500) and 𝑓₀(1710)
## I. Introduction
The existence of glueball states made of gluons is one of the important predictions of QCD. Discovery and confirmation of these glueball states would be the strong support to the QCD theory. Therefore, the search for and identifying the glueball states have been a very excited and attractive research subject. The abundance of $`q\overline{q}`$ mesons and the possible mixing of glueballs and ordinary mesons make the current situation with the identification of the glueball states rather complicated. However, some progress has been made in the glueball sector. By studying the mixing between quarkonia and glueball to study the properties of glueballs or identify the glueball states is an appealing approach .
In contrast to the vector and tensor mesons, the identification of the scalar mesons is a long standing puzzle. In particular, the $`I=0`$, $`J^{PC}=0^{++}`$ sector is the most complex one both experimentally and theoretically. The quark model predicts that there are two mesons with $`I=0`$ in the ground $`{}_{}{}^{3}P_{0}^{}`$ $`q\overline{q}`$ nonet, but apart from the state $`f_J(1710)`$ with $`J=0`$ or ( and ) $`2`$, four states $`f_0(4001200)`$, $`f_0(980)`$, $`f_0(1370)`$ and $`f_0(1500)`$ are listed by Particle Data Group (PDG). There are too many controversies about these states, especially relating to the $`f_0(4001200)`$ and $`f_0(980)`$. The convenient but not convincing recent tendency is to put aside the $`f_0(4001200)`$ and $`f_0(980)`$, and focus on $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$ , although the spin-parity of the $`f_J(1710)`$ $`J^{PC}=0^{++}`$ or ( and ) $`2^{++}`$ is controversial.
Recently, several authors have discussed the quarkonia-glueball content of the $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$ by studying the mixing of the three states . The different assumption about the mass level order of the bare states $`|G=|gg`$, $`|S=|s\overline{s}`$ and $`|N=|u\overline{u}+d\overline{d}/\sqrt{2}`$ leads to the different quantitative predictions about the glueball-quarkonia content of the three states. In Ref. $`M_G>M_S>M_N`$ is assumed and in Ref. $`M_S>M_G>M_N`$ is assumed. The assumption, $`M_G>M_{q\overline{q}}`$, is consistent with the prediction given by lattice QCD that the bare glueball state has a higher mass than the bare quarkonia states. However, without the confirmation that which state, $`a_0(980)`$ or $`a_0(1450)`$, is the isovector member in the ground $`{}_{}{}^{3}P_{0}^{}`$ nonet, the level order of the $`M_S`$ and $`M_N`$ in the scalar sector perhaps still remains open. On one hand, if the $`a_0(1450)`$ is assigned as the isovector member in the ground $`{}_{}{}^{3}P_{0}^{}`$ nonet, since the $`a_0(1450)`$ with mass $`1474\pm 19`$ MeV has a higher mass than the observed isodoublet scalar states $`K_0^{}(1430)`$ with mass $`1429\pm 6`$ MeV, according to the Gell-Mann- Okubo mass formula one would expect $`M_N>M_S`$. On the other hand, if the $`a_0(980)`$ is assigned as the isovector member, one would expect $`M_S>M_N`$, which is also consistent with that the strange quark $`s`$ has a higher mass than the non-strange quark $`u`$ or $`d`$ in a constituent quark picture. We believe that neither $`M_S>M_N`$ nor $`M_N>M_S`$ seems to be ruled out in the scalar sector in the current situation.
In this letter, based on the mixing scheme of the $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$, we shall discuss the glueball-quarkonia content of the three states taking into account the two possible assumptions $`M_G>M_S>M_N`$ and $`M_G>M_N>M_S`$ Assuming $`M_S=M_N`$ and taking $`M_1=1.712`$ GeV, $`M_2=1.5`$ GeV, when $`M_3`$ changes from 1.2 to 1.5 GeV, from Eqs. (2)$``$(4), we find that $`M_G>0`$ requires $`M_S=M_N=1.5`$ GeV, which leads to $`x_2=y_2=z_2=0`$ in Eqs. (5), (6). Therefore, the possibility of $`M_S=M_N`$ can be ruled out.. This paper is organized as follows: In Sect. II, the two-body hadronic decays of $`f_0(1710)`$, $`f_0(1500)`$ and $`f_0(1370)`$ are investigated in the quarkonia-glueball mixing framework. The results for two cases $`M_G>M_S>M_N`$ and $`M_G>M_N>M_S`$ are presented in Sect. III. Our conclusions are reached in Sect. IV.
## II. Mixing scheme of quarkonia and glueball
In the $`|G=|gg`$, $`|S=|s\overline{s}`$, $`|N=|u\overline{u}+d\overline{d}/\sqrt{2}`$ basis, the mass matrix describing the mixing of a glueball and quarkonia can be written as follows :
$$M=\left(\begin{array}{ccc}M_G& f& \sqrt{2}f\\ f& M_S& 0\\ \sqrt{2}f& 0& M_N\end{array}\right),$$
(1)
where $`f=G|M|S=G|M|N/\sqrt{2}`$ represents the flavor independent mixing strength between the glueball and quarkonia states. The vanishing off-diagonal elements indicate that there is no direct quarkonia mixing which is assumed to be a higher order effect. $`M_G`$, $`M_S`$ and $`M_N`$ represent the masses of the bare states $`|G`$, $`|S`$ and $`|N`$, respectively. Here we assume that the physical states $`|f_0(1710)`$, $`|f_0(1500)`$ and $`|f_0(1370)`$ are the eigenstates of $`M`$ with the eigenvalues of $`M_1`$, $`M_2`$ and $`M_3`$, respectively ($`M_1`$, $`M_2`$ and $`M_3`$ denote the masses of $`f_0(1710)`$, $`f_0(1500)`$ and $`f_0(1370)`$, respectively). If one defines a $`3\times 3`$ unitary matrix $`U`$ which transforms the states $`|G`$, $`|S`$ and $`|N`$ into the physical states $`|f_0(1710)`$, $`|f_0(1500)`$ and $`|f_0(1370)`$, then $`UMU^1`$ must be the diagonal matrix with the diagonal elements $`M_1`$, $`M_2`$ and $`M_3`$, from which one can get the following equations:
$`M_1+M_2+M_3=M_G+M_S+M_N,`$ (2)
$`M_1M_2+M_1M_3+M_2M_3=M_GM_S+M_GM_N+M_NM_S3f^2,`$ (3)
$`M_1M_2M_3=M_GM_SM_Nf^2(2M_S+M_N).`$ (4)
The three physical states can be read as
$$\left(\begin{array}{ccc}|f_0(1710)& & \\ |f_0(1500)& & \\ |f_0(1370)& & \end{array}\right)=U\left(\begin{array}{ccc}|G& & \\ |S& & \\ |N& & \end{array}\right)=\left(\begin{array}{ccc}x_1& y_1& z_1\\ x_2& y_2& z_2\\ x_3& y_3& z_3\end{array}\right)\left(\begin{array}{ccc}|G& & \\ |S& & \\ |N& & \end{array}\right),$$
(5)
where
$$U=\left(\begin{array}{ccc}(M_1M_S)(M_1M_N)C_1& (M_1M_N)fC_1& \sqrt{2}(M_1M_S)fC_1\\ (M_2M_S)(M_2M_N)C_2& (M_2M_N)fC_2& \sqrt{2}(M_2M_S)fC_2\\ (M_3M_S)(M_3M_N)C_3& (M_3M_N)fC_3& \sqrt{2}(M_3M_S)fC_3\end{array}\right)$$
(6)
with $`C_{i(i=1,2,3)}=[(M_iM_S)^2(M_iM_N)^2+(M_iM_N)^2f^2+2(M_iM_S)^2f^2]^{\frac{1}{2}}`$.
In the above mixing scheme, for the hadronic decays of the $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$, neglecting the possible glueball component in the final states, we consider the following coupling modes as shown in Fig. 1: the coupling of the quarkonia components of the three states to the quarkonia components of the final state pseudoscalar mesons, and the coupling of the glueball components of the three states to the quarkonia components of the final state pseudoscalar mesons. Performing an elementary $`SU(3)`$ calculation , one can get the following equations:
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1500)\eta \eta ^{})}{\mathrm{\Gamma }(f_0(1500)\eta \eta )}}={\displaystyle \frac{P_{\eta \eta ^{}}}{2P_{\eta \eta }}}{\displaystyle \frac{[4\alpha \beta (\frac{z_2}{\sqrt{2}}y_2)]^2}{[(\sqrt{2}\alpha ^2z_2+2\beta ^2y_2)^2+2r\mathrm{cos}\theta (\sqrt{2}\alpha ^2z_2+2\beta ^2y_2)x_2+r^2x_2^2)]}},`$ (7)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1500)\pi ^0\pi ^0)}{\mathrm{\Gamma }(f_0(1500)\eta \eta )}}={\displaystyle \frac{P_{\pi ^0\pi ^0}}{P_{\eta \eta }}}{\displaystyle \frac{[\frac{z_2^2}{2}+\sqrt{2}r\mathrm{cos}\theta z_2x_2+r^2x_2^2]}{[(\sqrt{2}\alpha ^2z_2+2\beta ^2y_2)^2+2r\mathrm{cos}\theta (\sqrt{2}\alpha ^2z_2+2\beta ^2y_2)x_2+r^2x_2^2]}},`$ (8)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1500)K\overline{K})}{\mathrm{\Gamma }(f_0(1500)\pi \pi )}}={\displaystyle \frac{P_{KK}}{3P_{\pi \pi }}}{\displaystyle \frac{[(\frac{z_2}{\sqrt{2}}+y_2)^2+4r\mathrm{cos}\theta (\frac{z_2}{\sqrt{2}}+y_2)x_2+4r^2x_2^2]}{[\frac{z_2^2}{2}+\sqrt{2}r\mathrm{cos}\theta z_2x_2+r^2x_2^2]}},`$ (9)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1710)\pi \pi )}{\mathrm{\Gamma }(f_0(1710)K\overline{K})}}=3{\displaystyle \frac{P_{\pi \pi }^{}}{P_{KK}^{}}}{\displaystyle \frac{[\frac{z_1^2}{2}+\sqrt{2}r\mathrm{cos}\theta z_1x_1+r^2x_1^2]}{[(\frac{z_1}{\sqrt{2}}+y_1)^2+4r\mathrm{cos}\theta (\frac{z_1}{\sqrt{2}}+y_1)+4r^2x_1^2]}},`$ (10)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1710)\eta \eta )}{\mathrm{\Gamma }(f_0(1710)K\overline{K})}}={\displaystyle \frac{P_{\eta \eta }^{}}{P_{KK}^{}}}{\displaystyle \frac{[(\sqrt{2}\alpha ^2z_1+2\beta ^2y_1)^2+2r\mathrm{cos}\theta (\sqrt{2}\alpha ^2z_1+2\beta ^2y_1)x_1+r^2x_1]}{[(\frac{z_1}{\sqrt{2}}+y_1)^2+4r\mathrm{cos}\theta (\frac{z_1}{\sqrt{2}}+y_1)x_1+4r^2x_1^2]}},`$ (11)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1710)\eta \eta ^{})}{\mathrm{\Gamma }(f_0(1710)K\overline{K})}}={\displaystyle \frac{P_{\eta \eta ^{}}^{}}{2P_{KK}^{}}}{\displaystyle \frac{[4\alpha \beta (\frac{z_1}{\sqrt{2}}y_1)]^2}{[(\frac{z_1}{\sqrt{2}}+y_1)^2+4r\mathrm{cos}\theta (\frac{z_1}{\sqrt{2}}+y_1)x_1+4r^2x_1^2]}},`$ (12)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1370)\pi \pi )}{\mathrm{\Gamma }(f_0(1370)K\overline{K})}}=3{\displaystyle \frac{P_{\pi \pi }^{\prime \prime }}{P_{KK}^{\prime \prime }}}{\displaystyle \frac{[\frac{z_3^2}{2}+\sqrt{2}r\mathrm{cos}\theta z_3x_3+r^2x_3^2]}{[(\frac{z_3}{\sqrt{2}}+y_3)^2+4r\mathrm{cos}\theta (\frac{z_3}{\sqrt{2}}+y_3)x_3+4r^2x_3^2]}},`$ (13)
$`{\displaystyle \frac{\mathrm{\Gamma }(f_0(1370)\eta \eta )}{\mathrm{\Gamma }(f_0(1370)K\overline{K})}}={\displaystyle \frac{P_{\eta \eta }^{\prime \prime }}{P_{KK}^{\prime \prime }}}{\displaystyle \frac{[(\sqrt{2}\alpha ^2z_3+2\beta ^2y_3)^2+2r\mathrm{cos}\theta (\sqrt{2}\alpha ^2z_3+2\beta ^2y_3)x_3+r^2x_3^2]}{[(\frac{z_3}{\sqrt{2}}+y_3)^2+4r\mathrm{cos}\theta (\frac{z_3}{\sqrt{2}}+y_3)x_3+4r^2x_3^2]}},`$ (14)
where $`\alpha =(\mathrm{cos}\theta _p\sqrt{2}\mathrm{sin}\theta _p)/\sqrt{6}`$, $`\beta =(\mathrm{sin}\theta _p+\sqrt{2}\mathrm{cos}\theta _p)/\sqrt{6}`$, $`\theta _p`$ is the mixing angle of isoscalar octet-singlet for pseudoscalar mesons; $`P_{jj^{}}`$ ($`P_{jj^{}}^{}`$, $`P_{jj^{}}^{\prime \prime }`$) ( $`j,j^{}=\pi ,\eta ,\eta ^{},K`$ ) is the momentum of the final state meson in the center of mass system for the $`jj^{}`$ decays of the $`f_0(1500)`$ ( $`f_0(1710)`$, $`f_0(1370)`$ ); $`r`$ represents the ratio of the effective coupling strength of the coupling mode (b) to that of the coupling mode (a); $`\theta `$ is the relative phase between the amplitude of the coupling mode (b) and that of the coupling mode (a).
For the two-photon decays of the three states, one can get
$`\mathrm{\Gamma }(f_0(1710)\gamma \gamma ):\mathrm{\Gamma }(f_0(1500)\gamma \gamma ):\mathrm{\Gamma }(f_0(1370)\gamma \gamma )=`$ (15)
$`M_1^3(5z_1+\sqrt{2}y_1)^2:M_2^3(5z_2+\sqrt{2}y_2)^2:M_3^3(5z_3+\sqrt{2}y_3)^2`$ (16)
## III. The results for the cases $`M_G>M_S>M_N`$ and $`M_G>M_N>M_S`$
The decay data relating to the $`f_0(1500)`$ are as follows:
$`\mathrm{\Gamma }(f_0(1500)\eta \eta ^{})/\mathrm{\Gamma }(f_0(1500)\eta \eta )=0.84\pm 0.23,`$ (17)
$`\mathrm{\Gamma }(f_0(1500)\pi ^0\pi ^0)/\mathrm{\Gamma }(f_0(1500)\eta \eta )=4.29\pm 0.72,`$ (18)
$`\mathrm{\Gamma }(f_0(1500)K\overline{K})/\mathrm{\Gamma }(f_0(1500)\pi \pi )=0.19\pm 0.07.`$ (19)
The decay datum of the $`f_0(1710)`$ is
$`\mathrm{\Gamma }(\pi \pi )/\mathrm{\Gamma }(K\overline{K})=0.39\pm 0.14.`$ (20)
Apart from $`M_1=1.712`$ GeV and $`M_2=1.5`$ GeV, the central values of the masses of the $`f_0(1710)`$ and $`f_0(1500)`$, respectively, we take the central values of the decay data mentioned above and $`\theta _p=19.1^{}`$ as input. In this way seven parameters, $`M_G`$, $`M_3`$, $`M_N`$, $`M_S`$, $`f`$, $`\theta `$ and $`r`$ are unknown. We perform numerically to solve the unlinear equations $`(2)(4),(7)(10)`$ for the cases $`M_G>M_S>M_N`$ and $`M_G>M_N>M_S`$, respectively. The two solutions are presented in Table I.
Table I shows that in both cases, the mass of the pure glueball is $`1.590`$ GeV, which is in agreement with the lattice QCD simulations which give $`1.55\pm 0.05`$ GeV and $`1.63\pm 0.08`$ GeV for the scalar glueball mass. In addition, from Table I the masses of the pure $`|N`$ and $`|S`$ are close to the mass of the pure glueball in both cases, which implies that a large mixing would exist on $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$. We note that the mass of $`f_0(1370)`$ is determined to be the value of $`1.200`$ GeV in the case $`M_G>M_S>M_N`$ and $`1.380`$ GeV in the case $`M_G>M_N>M_S`$, which is also consistent with $`1.2001.500`$ GeV estimated by PDG.
For the case $`M_G>M_S>M_N`$, the numerical form of the unitary matrix $`U`$ is
$$U=\left(\begin{array}{ccc}0.793& 0.550& 0.263\\ 0.473& 0.830& 0.296\\ 0.382& 0.112& 0.917\end{array}\right).$$
(21)
The physical states $`|f_0(1710)`$, $`|f_0(1500)`$ and $`|f_0(1370)`$ can be read as
$`|f_0(1710)=0.793|G+0.550|S+0.263|N,`$ (22)
$`|f_0(1500)=0.473|G+0.830|S0.296|N,`$ (23)
$`|f_0(1370)=0.382|G0.112|S0.917|N,`$ (24)
which indicates that in the case $`M_G>M_S>M_N`$, $`f_0(1710)`$ ($`f_0(1500)`$, $`f_0(1370)`$) contains about $`63\%`$ ($`22\%`$, $`15\%`$) glueball component, $`30\%`$ ($`69\%`$, $`1\%`$) $`s\overline{s}`$ component and $`7\%`$ ($`9\%`$, $`84\%`$) $`(u\overline{u}+d\overline{d})/\sqrt{2}`$ component. In the case $`M_G>M_S>M_N`$ our results are consistent with the results given by Ref. .
Based on Eqs. (7)$``$(15) as well as Eqs. (19)$``$(21), the numerical results relating to the hadronic decays of the $`f_0(1710)`$, $`f_0(1500)`$ and $`f_0(1370)`$ in the case $`M_G>M_S>M_N`$ are shown in the Table II, and the two-photon decay width ratio for the three states is given by
$$\mathrm{\Gamma }_{\gamma \gamma }(f_0(1710)):\mathrm{\Gamma }_{\gamma \gamma }(f_0(1500)):\mathrm{\Gamma }_{\gamma \gamma }(f_0(1370))=21.917:0.316:38.901.$$
(25)
For the case $`M_G>M_N>M_S`$, the numerical form of the unitary matrix $`U`$ is
$$U=\left(\begin{array}{ccc}0.748& 0.220& 0.626\\ 0.445& 0.527& 0.724\\ 0.493& 0.816& 0.301\end{array}\right).$$
(26)
The physical states $`|f_0(1710)`$, $`|f_0(1500)`$ and $`|f_0(1370)`$ can be read as
$`|f_0(1710)=0.748|G+0.220|S+0.626|N,`$ (27)
$`|f_0(1500)=0.445|G0.527|S+0.724|N,`$ (28)
$`|f_0(1370)=0.493|G0.816|S0.301|N.`$ (29)
which indicates in the case $`M_G>M_N>M_S`$, $`f_0(1710)`$ ($`f_0(1500)`$, $`f_0(1370)`$) contains about $`56\%`$ ($`20\%`$, $`24\%`$) glueball component, $`5\%`$ ($`28\%`$, $`67\%`$) $`s\overline{s}`$ component and $`39\%`$ ($`52\%`$, $`9\%`$) $`(u\overline{u}+d\overline{d})/\sqrt{2}`$ component.
Similarly, based on Eqs. (7)$``$(15) as well as Eqs. (24)$``$(26), the numerical results relating to the hadronic decays of the $`f_0(1710)`$, $`f_0(1500)`$ and $`f_0(1370)`$ are shown in the Table III, and the two-photon decay width ratio for the three states is given by
$$\mathrm{\Gamma }_{\gamma \gamma }(f_0(1710)):\mathrm{\Gamma }_{\gamma \gamma }(f_0(1500)):\mathrm{\Gamma }_{\gamma \gamma }(f_0(1370))=59.388:27.908:18.564.$$
(30)
From Eqs. (18) and (23), in both cases, a large mixing effect on the $`f_0(1710)`$, $`f_0(1500)`$ and $`f_0(1370)`$ exists, which is consistent with our above results that in the scalar sector, pure glueball and quarkonia lie in a vicinal mass region. The largest components of $`f_0(1370)`$ and $`f_0(1500)`$ are quarkonia and the quarkonia content of the $`f_0(1500)`$ and $`f_0(1370)`$ differs due to the different mass level order of the bar states $`|N`$ and $`|S`$, which is consistent with the main property of the mass matrix (1) that upon mixing the higher mass bare state becomes more massive, while the lower mass bare state becomes less massive (i.e., the mass splitting between the higher and lower mass bare states increases as a result of the mixing). The largest component of $`f_0(1710)`$ is glueball, which supports the argument that $`f_J(1710)`$ is a mixed $`q\overline{q}`$ glueball having a large glueball component if its spin is determined to be 0. Furthermore, in both cases, the results exhibit destructive interference between the states $`|N`$ and $`|S`$ for $`f_0(1500)`$ while constructive interference between the states $`|N`$ and $`|S`$ for $`f_0(1710)`$ and $`f_0(1370)`$, which is also consistent with the conclusion given by Ref..
The predictions about the decays of the three states in two cases can provide a stringent consistency check of the two assumptions, therefore measurements of the above decay channels of the three states, especially the $`\eta \eta ^{}`$ decay channel of $`f_0(1710)`$ and the $`\pi \pi `$ decay channel of $`f_0(1370)`$ as well as the two-photon decays of the three states, can be most relevant in clarifying which assumption is really reasonable. In addition, it is important to investigate the nature of the $`a_0(1450)`$ and $`a_0(980)`$, since the isovector scalar state and the isodoublet scalar state $`K_0^{}`$ can set a natural mass scale of the ground scalar meson nonet.
## IV. Summary and Conclusions
In the scalar glueball-quarkonia mixing framework, we study the two-hadronic decays of $`f_0(1370)`$, $`f_0(1500)`$ and $`f_0(1710)`$ considering the coupling quarkonia and glueball components of the three states to the quarkonia components of the final states pseudoscalar mesons. Taking into account two possible assumptions about the mass level order of the bare states $`|G`$, $`|S`$ and $`|N`$, $`M_G>M_S>M_N`$ and $`M_G>M_N>M_S`$, we obtain the quarkonia-glueball content of the three states by solving the unlinear equations.
Our conclusions are as follows:
1). In the scalar sector, the pure glueball and quarkonia have comparable masses and a significant mixing of glueball with the isoscalar mesons exists.
2). The largest component of $`f_0(1710)`$ is glueball (about $`60\%`$) and the largest component of $`f_0(1500)`$ ($`f_0(1370)`$) is quarkonia. Which flavor $`(u\overline{u}+d\overline{d})/\sqrt{2}`$ or $`s\overline{s}`$ is dominant component of $`f_0(1500)`$ ($`f_0(1370)`$) depends on the mass level order of the pure states $`|N`$ and $`|S`$.
3). The interference between $`|N`$ and $`|S`$ is destructive for $`f_0(1500)`$ while constructive for $`f_0(1370)`$ and $`f_0(1710)`$.
4). The measurements for the $`\eta \eta ^{}`$ decay channel of $`f_0(1710)`$ and the $`\pi \pi `$ decay channel of $`f_0(1370)`$ as well as the two-photon decays of the three states would be relevant to judge which assumption is really reasonable. Moreover, the confirmation of the nature about the $`a_0(980)`$ and $`a_0(1450)`$ would be useful to check the consistency of two assumptions.
## Acknowledgments
We wish to thank Drs. L. Burakovsky and P.R. Page for their useful comments on this work. This project is supported by the National Natural Science Foundation of China under Grant No. 19991487, No. 19677205 and Grant No. LWTZ-1298 of the Chinese Academy of Sciences. |
warning/0001/astro-ph0001471.html | ar5iv | text | # The Effect of a Non-Thermal tail on the Sunyaev-Zel’dovich Effect in Clusters of Galaxies
## 1 Introduction
Clusters of galaxies are powerful laboratories for measuring cosmological parameters and for testing cosmological models of the formation of structure in the Universe. These associations of large numbers of galaxies are confined by a much greater mass of dark matter, which also confines a somewhat smaller mass in very hot gas. The galaxies and the gas are in rough virial equilibrium with the dark matter potential well. While initially clusters were investigated through the observed dynamics of the galaxies they contain, in recent decades much information has been gathered from studies of the gas, primarily via X-ray observations of bremsstrahlung emission but also through the Sunyaev-Zel’dovich (SZ) effect (Zeldovich & Sunyaev 1969). Interpreting these observations requires a detailed understanding of the thermodynamic state of the gas. With increasingly more sensitive measurements, the gas dynamics should become clearer which would allow for a better understanding of the structure and dynamics of clusters as well as their effectiveness as tests of cosmological models.
Both the X-ray emission and the SZ effect are sensitive to the energy distribution of the electrons. It is usually assumed that in the intracluster gas the electron energy distribution is described by a thermal (transrelativistic Maxwell-Boltzmann) distribution function. The typical equilibration time for the bulk of this hot and rarefied electron gas is of order $`10^5`$ years and is mainly determined by electron-electron Coulomb scattering (electron-proton collisions are much less efficient). This time rapidly increases when the electron energy becomes appreciably larger than the thermal average, so that thermalization takes longer for higher energy electrons. In the absence of processes other than Coulomb scatterings, the electron distribution rapidly converges to a Maxwell-Boltzmann distribution. However, the fact that the intracluster gas may be (and actually is often observed to be) magnetized, can change this simple scenario: for instance, cluster mergers can modify the electron distribution either by producing shocks that diffusively accelerate part of the thermal gas, or by inducing the propagation of MHD waves that stochastically accelerate part of the electrons and heat most of the gas (Blasi 1999a). Although the bulk of the electron distribution is likely to maintain its thermal energy distribution, higher energy electrons, more weakly coupled to the thermal bath, may acquire a significantly non-thermal spectrum (Blasi 1999a).
Until recently, X-ray observations could only probe energies below $`10`$ keV, where the observed radiation is consistent with bremsstrahlung emission from the intracluster plasma with a thermal electron distribution with temperatures in the $`120`$ keV range. The recent detection of a hard X-ray component in excess of the thermal spectrum of the Coma cluster (Fusco-Femiano et al. 1999) may be the first indication that the particle distribution in (some) clusters of galaxies contains a significant non-thermal component. Observations of Abell 2199 (Kaastra et al. 1999) show a similar excess while no excess has been detected in Abell 2319 (Molendi et al. 1999), thus, the source of this effect may not be universal.
As argued above, the presence of magnetic fields in the intracluster gas allows for acceleration processes that can modify the details of the heating processes, so that the electron energy distribution may differ from a Maxwell-Boltzmann. In this case, the bremsstrahlung emission from a modified Maxwell-Boltzmann electron gas can account for the observed X-ray spectra, up to the highest energies accessible to current X-ray observations (Ensslin, Lieu & Biermann 1999; Blasi 1999a). This model works as an alternative to the more traditional interpretation based on the inverse Compton scattering (ICS) emission from a population of shock accelerated ultra-relativistic electrons (Volk & Atoyan 1999). The ICS model has many difficulties such as the requirement that the cosmic ray energy density be comparable to the thermal energy in the gas (Ensslin et al. 1999; Blasi & Colafrancesco 1999) . This large cosmic ray energy density might be hard to reconcile with the nature of cosmic ray sources in clusters (Berezinsky, Blasi & Ptuskin 1997) and with gamma ray observations (Blasi 1999). Moreover, the combination of X-ray and radio observations within the ICS model strongly indicates a very low magnetic field, $`B0.1\mu G`$, much lower than the values derived from Faraday rotation measurements (Kim et al. 1990; Feretti et al. 1995), which by themselves represent only lower limits to the field.
The best way to resolve the question of whether the observed hard X-rays are due to ICS or are the first evidence for a modified thermal electron distribution in clusters is to probe directly such a distribution. We propose that this probe can be achieved by detailed observations of the SZ effect, which is the change in brightness temperature of the cosmic microwave background (CMB) photons when they traverse a hot electron gas such as the gas in clusters. We discuss the SZ effect in detail in the next section, where the main results are also discussed. Additional implications of the scenario proposed here are presented in section 3.
## 2 The SZ effect as a probe of non-thermal processes
In this section, we calculate the SZ effect for a modified electron distribution, including a high energy tail. We follow the procedure outlined by Birkinshaw (1999).
Photons of the CMB propagating in a gas of electrons are Compton scattered and their energy spectrum is modified. As long as the center-of-mass energy of the collision is less than $`m_\mathrm{e}c^2`$, the scattering is accurately described by the Thomson differential cross-section. For CMB photons at low redshift this only requires that the electron energy in the cosmic rest-frame be less than $`1`$ TeV. For scattering of a photon with initial frequency $`\nu _\mathrm{i}`$, off an isotropic distribution of electrons each with speed $`v`$, the probability distribution of the scattered photon having frequency $`\nu _\mathrm{i}(1+\mathrm{\Delta })`$ is (Stebbins 1997)
$$P(\mathrm{\Delta },\beta )d\mathrm{\Delta }=\frac{\overline{F}(\mathrm{\Delta },\beta \mathrm{sgn}(\mathrm{\Delta }))}{(1+\mathrm{\Delta })^3}d\mathrm{\Delta },\mathrm{\Delta }[\frac{2\beta }{1+\beta },\frac{2\beta }{1\beta }]$$
(1)
where $`\beta =\frac{v}{c}`$ and
$`\overline{F}(\mathrm{\Delta },b)=|{\displaystyle \frac{3(1b^2)^2(3b^2)(2+\mathrm{\Delta })}{16b^6}}\mathrm{ln}{\displaystyle \frac{(1b)(1+\mathrm{\Delta })}{1+b}}+{\displaystyle \frac{3(1b^2)(2b(1b)\mathrm{\Delta })}{32b^6(1+\mathrm{\Delta })}}`$ (2)
$`\times (4(33b^2+b^4)+2(6+b6b^2b^3+2b^4)\mathrm{\Delta }+(1b^2)(1+b)\mathrm{\Delta }^2)|.`$ (3)
If instead of a fixed speed, we consider the scattering off electrons with a distribution of speeds, $`\mathrm{p}(\beta )d\beta `$, the distribution of $`\mathrm{\Delta }`$ after one scattering is $`P_1(\mathrm{\Delta })=_{|\mathrm{\Delta }|/(2+\mathrm{\Delta })}^1𝑑\beta \mathrm{p}(\beta )P(\mathrm{\Delta },\beta ).`$ This expression can be easily applied to determine the change in the spectrum of the CMB as seen through the hot gas in a cluster of galaxies. Since clusters have a small optical depth to Compton scattering ($`10^2`$), the fraction of photons which are scattered is given by the optical depth, $`\tau _\mathrm{e}=\sigma _\mathrm{T}N_\mathrm{e}`$, where $`N_\mathrm{e}`$ is the projected surface density of free electrons. The change in brightness of the CMB at frequency $`\nu `$ due to the SZ effect is then given by
$$\mathrm{\Delta }I(\nu )=\frac{2h\nu ^3}{c^2}\tau _e_1^+\mathrm{}𝑑\mathrm{\Delta }P_1(\mathrm{\Delta })\left[\frac{(1+\mathrm{\Delta })^3}{e^{(1+\mathrm{\Delta })x}1}\frac{1}{e^x1}\right],$$
(4)
where $`x\frac{h\nu }{k_\mathrm{B}T_{\mathrm{CMB}}}`$, $`T_{\mathrm{CMB}}`$ is the CMB temperature at the present epoch, and $`k_\mathrm{B}`$ is Boltzmann’s constant. It is conventional in CMB studies to use the change in the thermodynamic brightness temperature rather than the change in brightness, the former being given by
$$\frac{\mathrm{\Delta }T}{T_{\mathrm{CMB}}}=\frac{(e^x1)^2}{x^4e^x}\frac{\mathrm{\Delta }I}{I_0}$$
(5)
where $`I_0\frac{2(k_BT_{\mathrm{CMB}})^3}{(hc)^2}`$.
For very non-relativistic electrons, $`P_1(\mathrm{\Delta })`$ is narrowly peaked and can be accurately estimated via a 1st order Fokker-Planck approximation. This gives the classical formula (Zeldovich & Sunyaev 1969) $`\frac{\mathrm{\Delta }T}{T_{\mathrm{CMB}}}=y\left(x\frac{e^x+1}{e^x1}4\right),`$ where $`y=\frac{1}{3}\tau _\mathrm{e}\beta ^2`$. In this limit the shape of the spectral distortion yields no useful information, only the amplitude, $`y`$, is interesting but it depends only on the 2nd moment of $`\mathrm{p}(\beta )`$. Fortunately the gas in rich clusters is hot enough for relativistic corrections to become important, leading to deviations from this classical formula at the $``$10% level (Birkinshaw 1999, Rephaeli 1995, Stebbins 1997, Challinor & Lasenby 1998, Itoh, Kohyama & Nozawa 1998) . Through these relativistic corrections, changes in the electron energy distribution can be measured by the modified shape of the SZ spectrum, hence the shape of the SZ effect can be used to differentiate between thermal and non-thermal models. Even without spectral information, non-thermality can be inferred by the comparison of the X-ray flux and temperature with the amplitude of $`\mathrm{\Delta }T_{\mathrm{SZ}}`$, however this requires a detailed model of the density structure of the cluster since the SZ effect and bremsstrahlung emission scale differently with density.
The SZ effect is usually computed assuming a thermal $`\mathrm{p}(\beta )`$, but here we include the effect of a non-thermal tail. We adopt the model for the distribution function used by Ennslin et al. (1998) which fits both the non-thermal hard X-ray data and the thermal soft X-ray data. In particular, a thermal distribution for momenta smaller than $`p^{}`$ ($`m_\mathrm{e}c\beta ^{}\gamma ^{}`$) is matched to a power law distribution in momentum above $`p^{}`$, and cutoff at momentum $`p_{\mathrm{max}}`$ ($`m_\mathrm{e}c\beta _{\mathrm{max}}\gamma _{\mathrm{max}}`$) i.e.
$$\mathrm{p}(\beta )=\frac{C\gamma ^5\beta ^2}{\mathrm{\Theta }K_2(\frac{1}{\mathrm{\Theta }})}\times \{\begin{array}{ccc}\mathrm{exp}(\frac{\gamma }{\mathrm{\Theta }})& & \beta [0,\beta ^{}]\\ \mathrm{exp}(\frac{\gamma ^{}}{\mathrm{\Theta }})& (\frac{\beta ^{}\gamma ^{}}{\beta \gamma })^{\alpha +2}& \beta [\beta ^{},\beta _{\mathrm{max}}]\\ 0& & \beta [\beta _{\mathrm{max}},1)\end{array}.$$
(6)
Here $`\gamma =\frac{1}{\sqrt{1\beta ^2}}`$, $`\gamma ^{}=\frac{1}{\sqrt{1\beta _{}^{}{}_{}{}^{2}}}`$, $`\mathrm{\Theta }=\frac{kT}{m_ec^2}`$ gives the temperature of the low energy thermal distribution, and $`C`$ ($`1`$) normalizes the function to unit total probability. For instance, in the model proposed by Blasi (1999a), a cutoff at $`\beta _{\mathrm{max}}\gamma _{\mathrm{max}}1000`$ arises naturally and insures that the electrons in the tail do not affect the synchrotron radio emission. For $`\gamma _{}1`$ one finds $`C=0.982`$, indicating that only 1.8% of the electrons are in the non-thermal tail, however the electron kinetic energy is increased by 73% and the electron pressure by 48%, so the hydrodynamical properties of the gas can be greatly influenced by the non-thermal component.
The bremsstrahlung emissivity is given by $`q_{brem}(k_\gamma )=n_{gas}𝑑pn_e(p)v(p)\sigma _B(p,k_\gamma ),`$ where $`n_{gas}`$ is the gas density in the cluster, $`v(p)`$ is the velocity of an electron with momentum $`p`$ and $`k_\gamma `$ is the photon momentum. The bremsstrahlung cross section, $`\sigma _B`$, is taken from (Haug 1997). We assumed for simplicity that the cluster has constant density and temperature, but our results can be easily generalized to the more realistic spatially varying case.
As shown by Ensslin et al. (1999), there is a wide region in the $`p^{}`$-$`\alpha `$ parameter space that matches the observations. We choose the values $`\beta ^{}\gamma ^{}=0.5`$ and $`\alpha =2.5`$ that provide a good fit to the overall X-ray data, as shown in Fig. 1, where the thermal component has a temperature $`T=8.21`$ KeV. The data points are from BeppoSAX (Fusco-Femiano 1999) observations, while the thick curve is the result of our calculations for a suitable choice of the emission volume.
The basic question that we want to answer is whether the non-thermal tail in the electron distribution produces distortions in the CMB radiation that can be distinguished from the thermal SZ effect. To answer this question, we calculate the SZ spectrum using eq. (4), plotting the results in Fig. 2, for a thermal model and two non-thermal models, each based on Coma. There is an appreciable difference between the curves, as large as $`60\%`$ at high frequencies ($`x>5`$). At low frequencies ($`x<1.7`$), the region currently probed by most SZ observations, the relative difference is at the level of $`1020\%`$.
To establish the existence of a non-thermal contribution to the SZ effect, say in Coma, one should measure $`\mathrm{\Delta }T`$ at three or more frequencies. While $`T_\mathrm{e}`$ is well constrained by X-ray measurements, $`\tau _\mathrm{e}`$ is not, and in addition the SZ distortion is contaminated by a frequency independent constant, $`\mathrm{\Delta }T_{\mathrm{CMBR}}+\mathrm{\Delta }T_{\mathrm{kSZ}}`$, i.e. the sum of the background primordial CMBR anisotropy, and the kinematic SZ effect caused by a line-of-sight velocity, $`v_\mathrm{c}`$, in the CMBR frame. Two measurements are required to determine these unknowns before one is able to detect non-thermality. In fig. 3 we estimate the difference in $`\mathrm{\Delta }T`$ for a thermal and non-thermal spectrum after allowing for these unknowns. The residual spectral difference remain both at low and high frequencies, and might be accessible by ground observation. From space a non-thermal signature should be detectable by the Planck Surveyor, but not by MAP, mainly due to sensitivity and beam dilution rather than frequency coverage.
Of particular interest observationally is the frequency of the zero SZ spectral distortion, $`x_0`$, defined by $`\mathrm{\Delta }I(x_0)=\mathrm{\Delta }T(x_0)=0`$. Measuring the difference in the CMB flux on and off the cluster near the zero allows the measurement of small deviations from the classical behaviour with only moderate requirements on the calibration of the detector, and is very sensitive to $`v_\mathrm{c}`$. For a thermal plasma (Birkinshaw 1999), $`x_0=3.830\left(1+1.13\mathrm{\Theta }+1.14\frac{\beta _\mathrm{c}}{\mathrm{\Theta }}\right)+𝒪(\mathrm{\Theta }^2,\beta _\mathrm{c}^2)`$, where $`\mathrm{\Theta }=\frac{kT_e}{m_\mathrm{e}c^2}`$, $`\beta _\mathrm{c}=\frac{v_\mathrm{c}}{c}`$. This equation is no longer valid for a non-thermal electron distribution. For our canonical parameters, no cutoff, and $`v_\mathrm{c}=0`$, we find that $`x_0`$ is shifted to 3.988, the same as would be obtained for a thermal distribution with an unreasonably large temperature of 18.62 keV, and $`v_\mathrm{c}=0`$, or with the “correct” temperature (8.21 keV) and $`v_\mathrm{c}=111`$km/sec. Even with our non-thermal tail, it is the velocity which mostly determines the value of $`x_0`$, although the non-thermal electrons can bias the $`v_\mathrm{c}`$ determinations by $`+100`$ km/sec (i.e. away from the observer).
## 3 Other Implications
In this section we mention other important consequences of the existence of a non-thermal electron distribution. As noted above, the non-thermal component might correspond to only a few percent in additional electrons which do not contribute significantly to the nearly thermal 1-10 keV X-ray emission, while at the same time the electron pressure may be increased by nearly a factor of two (we have no evidence whether there is similar increase in the ion pressure). Many cluster mass estimates which are based on X-ray observations, use the hydrostatic relation $`M_\mathrm{c}p/\rho `$, and if the pressure has been significantly under-estimated due to non-thermal electrons the cluster mass would also be underestimated. Cluster masses play an important role in normalizing the amplitude of inhomogeneities in cosmological models, and the non-thermal electron populations may lead to an underestimate in this cluster normalization. The baryon fraction in clusters have also been used as an indicator of the universal baryon-to-mass ratio, $`\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{m}`$. If a cluster mass is underestimated due to non-thermal electrons then the cluster baryon fraction will be overestimated. Note that the Coma cluster, which does have a non-thermal X-ray excess, has played a particularly important role in cluster $`\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{m}`$ estimates (White et al. 1993) although optical mass estimates are also used here. These cosmological consequences would be true even if the excess pressure was provided by a population of relativistic cosmic rays, as discussed by Ensslin et al. (1997).
Other implications are instead peculiar to the non-thermal tail scenario: using a combination of X-ray and SZ measurements, clusters have been used to estimate Hubble’s constant, $`H_0I_\mathrm{X}/(\mathrm{\Delta }T_{\mathrm{SZ}})^2`$ (Birkinshaw 1999). We have shown that a non-thermal electron distribution generally increases $`\mathrm{\Delta }T_{\mathrm{SZ}}`$ for fixed $`\tau _\mathrm{e}`$ and $`\mathrm{\Theta }`$, and therefore one should use a larger proportionality constant when non-thermal electrons are present. Therefore cluster estimates of $`H_0`$ without taking into account a non-thermal electron distribution would under-estimate $`H_0`$.
If our model of the non-thermal tail held universally then naive estimates of $`M_\mathrm{c}`$, $`\mathrm{\Omega }_\mathrm{b}/\mathrm{\Omega }_\mathrm{m}`$, and $`H_0`$ should be respectively adjusted upward, downward, and upward by 10’s of percent. However estimates of cosmological parameters using clusters generally make use of measurements of an ensemble of clusters. Supra-thermal X-ray emission does appear in two of three clusters, but the statistics are not good enough for an accurate prediction of how frequently a non-thermal electron distribution might be present in a sample of clusters. Therefore the overall bias introduced in parameter estimates is necessarily uncertain. In any individual cluster the bias in a parameter estimator will depend on the spatial distribution of the non-thermal electrons, which is also uncertain and not well-constrained by present hard X-ray measurements. The important point is that the magnitude of cosmological parameter mis-estimation might be quite large.
Confirmation or refutation of the hypothesis that the X-ray excess is due to a non-thermal tail will have important consequences not only for the understanding of cluster structure but for cosmology as well. We argue that SZ measurements are the best way to test this hypothesis, and that this is within the capabilities of present technology.
## 4 Acknowledgements
We are grateful to M. Bernardi for a useful discussion. The work of P.B. and A.S. was funded by the DOE and the NASA grant NAG 5-7092 at Fermilab. The work of A.V.O. was supported in part by the DOE through grant DE-FG0291 ER40606, and by the NSF through grant AST-94-20759. |
warning/0001/hep-th0001133.html | ar5iv | text | # UPR-871T, OUTP-99-03P, IASSNS-HEP- 00-03 Small Instanton Transitions in Heterotic M–Theory
## 1 Introduction:
In fundamental work, Hořava and Witten showed that chiral fermions can be obtained from M-theory by compactifying $`D=11`$, $`N=1`$ supergravity on an $`S^1/Z_2`$ orbifold. The resultant theory consists of an eleven–dimensional “bulk” space with two ten–dimensional boundary fixed planes, one at one end of the bulk space and one at the other. Furthermore, in order for the theory to be anomaly free, these authors showed that there must be a $`D=10`$, $`N=1`$ $`E_8`$ Yang–Mills supermultiplet on each of the boundary planes. Witten further demonstrated that, when compactified on a Calabi–Yau manifold, realistic low energy parameters, such as the $`D=4`$ Newton’s constant, will occur only if the the orbifold radius is substantially larger than the radius of the Calabi–Yau threefold.
Based on this observation, the effective five–dimensional theory arising from the compactification of $`D=11`$, $`N=1`$ supergravity on a Calabi–Yau threefold was constructed . This five–dimensional regime of M–theory was shown to be described by a specific type of gauged $`D=5`$, $`N=1`$ supergravity coupled to hyper and vector supermultiplets in the bulk space and to gauge and matter supermultiplets on the two four–dimensional boundary planes. The gauge symmetry introduces “cosmological” potentials for hyperscalars of a very specific type, both in the bulk space and on the two boundary planes. These potentials have exactly the right form so as to support BPS three–branes as solutions of the equations of motion. It was shown in that the minimal static vacuum of this theory consists of two BPS three–branes, one located at one boundary plane and one at the other. However, as discussed in , more complicated “non–perturbative” vacua are possible which, in addition to the pair of boundary three–branes, allow for one or more five–branes in the bulk space. These five–branes are wrapped on holomorphic curves in the background Calabi–Yau threefold. When compactifying, it is necessary to specify the $`N=1`$ supersymmetry preserving $`E_8`$ gauge “instanton” localized on the Calabi–Yau space at each boundary three–brane. Such gauge configurations satisfy the Hermitian Yang–Mills equations. These instanton vacua are not arbitrary, being required to be, among other things, consistent with anomaly cancellation. The physical effect of a non–trivial gauge instanton is to break $`E_8`$ to a smaller gauge group, as well as to introduce chiral “matter” superfields on the associated boundary three–brane. It was shown in that Hermitian Yang–Mills instantons can be described in terms of smooth, semi–stable, holomorphic vector bundles. Using, and extending, mathematical techniques introduced in , it was demonstrated in a series of papers that there are phenomenologically relevant, anomaly free vacuum solutions. These vacua have three–families of quarks and leptons, as well as realistic grand unified groups, such as $`SO(10)`$ and $`SU(5)`$, or the standard gauge group, $`SU(3)\times SU(2)\times U(1)`$, on one of the boundary three–branes. This brane is called the “observable” brane. For simplicity, we usually take the vector bundle to be trivial on the other boundary three–brane, which, thus, has unbroken gauge group $`E_8`$. This is called the “hidden” brane. Generically, we find that such vacua contain additional five–branes “living” in the bulk space and wrapped on holomorphic curves in the background Calabi–Yau threefold.
To conclude, we have shown in that a fundamental “brane world” emerges from M–theory compactified on a Calabi–Yau threefold and an $`S^1/Z_2`$ orbifold. Typically, the Calabi–Yau radius is of the order inverse $`10^{16}GeV`$, whereas the orbifold radius can be anywhere from an order of magnitude larger to inverse $`10^{12}GeV`$ . For length scales between these two radii, this world consists of a five–dimensional $`N=1`$ supersymmetric bulk space bounded on two sides by BPS three–branes. One of these boundary three–branes, the “observable” brane, has a realistic gauge group and matter content. The other boundary three–brane is the “hidden” brane which, in this paper, we will choose to have unbroken $`E_8`$ gauge group. In addition, there generically are wrapped five–branes “living” in the bulk space. We refer to this five–dimensional“brane world” as heterotic M–theory.
A wrapped BPS five–brane in the bulk space has a modulus corresponding to translation of the five–brane in the orbifold direction. An important question to ask is: What happens to a wrapped bulk five–brane in heterotic M–theory when it is translated across the bulk space and comes into direct contact with one of the boundary three–branes? This is the question that we address in this paper. For specificity, and because it is physically more interesting, we will consider “collisions” of a bulk five–brane with the “observable” boundary three–brane. All of our results, however, apply equally well to collisions with the “hidden” brane. We will show the following. Upon contact with the boundary three–brane, the wrapped five–brane disappears and its data is “absorbed” into a singular “bundle”, called a torsion free sheaf, localized on the Calabi–Yau threefold associated with that boundary three–brane. This singular, torsion free sheaf is referred to as a “small instanton”. This small instanton can then be “smoothed” out by moving in its moduli space to a smooth holomorphic vector bundle. The physical picture is that the bulk five–brane disappears, thus altering the instanton vacuum on the boundary three–brane. The altered gauge vacuum generically has different topological data than the instanton prior to the five–brane “collision” with the boundary brane. In particular, the third Chern class of the associated vector bundle can change, thus changing the number of quark and lepton families on the observable wall. That is, the vacuum can undergo a “chirality–changing” phase transition. Furthermore, the structure group of the vector bundle can change, thus altering the unbroken gauge group on the boundary brane. That is, the vacuum can undergo a “gauge–changing” phase transition. Whether the phase transition is chirality–changing, gauge–changing, or both depends on the topological structure of the bulk five–brane being absorbed. At least for the smooth holomorphic vector bundles discussed in this paper, we find that chirality–changing small instanton phase transitions only occur for specific initial topological data, and are otherwise obstructed. Gauge–changing transitions can always occur. All of the work presented in this paper is within the context of compactification on elliptically fibered Calabi–Yau threefolds. Related discussions involving “monad” Calabi–Yau spaces were given in .
Specifically, in this paper we do the following. In Section 2, we review some properties of elliptically fibered Calabi–Yau threefolds that we will use in our discussion. In Section 3, we present an outline of the spectral cover construction of smooth, stable (and, hence, semi–stable) holomorphic $`SU(n)`$ vector bundles over elliptically fibered Calabi–Yau threefolds, and give some explicit examples. Section 4 is devoted to discussing the two fundamental topological conditions that must be satisfied in any realistic particle physics vacuum. These conditions are associated with the requirements of anomaly cancellation and three–families of quarks and leptons. Chirality–changing small instanton phase transitions are explicitly constructed in Section 5. It is shown that these transitions are associated with “absorbing” all, or part, of the base component of the bulk space five–brane class. The mathematical structure of the associated small instanton is presented and a detailed discussion of the conditions under which it can be “smoothed” to a vector bundle is given. We compute the Chern classes both before and after the small instanton transition and give an explicit formula for calculating the change in the number of families. We present several explicit examples, one transition involving the complete base component and the second involving only a portion of the base component of the five–brane class. In Section 6, we discuss gauge–changing small instanton transitions. It is shown that these transitions are associated with “absorbing” all, or part, of the pure fiber component of the bulk space five–brane class. We present the mathematical structure of the associated small instanton and show that this can always be “smoothed” to a reducible, semi–stable vector bundle. We construct the Chern classes both before and after the small instanton transition and show that the number of families is unchanged. It is demonstrated , however, that the structure group of the vector bundle changes from $`SU(n)`$ to $`SU(n)\times SU(m)`$ for restricted values of $`m`$. Hence, the unbroken gauge group on the observable brane, which is the commutant of the structure group, also changes in a calculable way. We present an explicit example of this type of transition. Finally, in Section 7, we present our conclusions.
## 2 Elliptically Fibered Calabi–Yau Threefolds:
In this paper, we will consider Calabi–Yau threefolds, $`X`$, that are structured as elliptic curves fibered over a base surface, $`B`$. Specifically, there is a mapping $`\pi :XB`$ such that $`\pi ^1(b)`$ is a torus, $`E_b`$, for each point $`bB`$. We further require that this torus fibered threefold has a zero section; that is, there exists an analytic map $`\sigma :BX`$ that assigns to every element $`b`$ of $`B`$, an element $`\sigma (b)E_b`$. The point $`\sigma (b)`$ acts as the zero element for the group law and turns $`E_b`$ into an elliptic curve.
A simple representation of an elliptic curve is given in the projective space $`^2`$ by the Weierstrass equation
$$zy^2=4x^3g_2xz^2g_3z^3$$
(2.1)
where $`(x,y,z)`$ are the homogeneous coordinates of $`^2`$ and $`g_2`$, $`g_3`$ are constants. The origin of the elliptic curve is located at $`(x,y,z)=(0,1,0)`$. Note that near the origin $`z4x^3`$ and, hence, has a third order zero as $`x0`$. This same equation can represent the elliptic fibration, $`X`$, if the coefficients $`g_2`$, $`g_3`$ in the Weierstrass equation are functions over the base surface, $`B`$. The correct way to express this globally is to replace the projective plane $`^2`$ by a $`^2`$-bundle $`PB`$ and then require that $`g_2`$, $`g_3`$ be sections of appropriate line bundles over the base. If we denote the conormal bundle to the zero section $`\sigma (B)`$ by $``$, then $`P=(𝒪_B^2^3)`$, where $`(M)`$ stands for the projectivization of a vector bundle $`M`$. There is a hyperplane line bundle $`𝒪_P(1)`$ on $`P`$ which corresponds to the divisor $`(^2^3)P`$ and the coordinates $`x,y,z`$ are sections of $`𝒪_P(1)^2,𝒪_P(1)^3`$ and $`𝒪_P(1)`$ respectively. It then follows from (2.1) that the coefficients $`g_2`$ and $`g_3`$ are sections of $`^4`$ and $`^6`$.
It will be useful in this paper to define new coordinates<sup>1</sup><sup>1</sup>1To see that such coordinates exist, note that the cubic behavior of $`z`$ as $`x0`$ implies that the restriction of $`𝒪_P(1)`$ to $`X`$ is precisely the line bundle $`𝒪_X(3\sigma )`$. Therefore, we may take $`𝐙`$ to be the unique (up to scalar) section of $`𝒪(\sigma )`$ and normalize it so that $`z=𝐙^3`$., $`𝐗`$,$`𝐘`$,$`𝐙`$, on $`X`$ by $`x=\mathrm{𝐗𝐙}`$, $`y=𝐘`$ and $`z=𝐙^3`$.
It follows that $`𝐗,𝐘,𝐙`$ are now sections of line bundles
$$𝐗𝒪(2\sigma )^2,𝐘𝒪(3\sigma )^3,𝐙𝒪(\sigma )$$
(2.2)
respectively. The coefficients $`g_2`$ and $`g_3`$ remain sections of line bundles
$$g_2^4,g_3^6$$
(2.3)
The symbol “$``$” simply means “section of”.
The requirement that elliptically fibered threefold, $`X`$, be a Calabi–Yau space constrains the first Chern class of the tangent bundle, $`TX`$, to vanish. That is,
$$c_1(TX)=0$$
(2.4)
It follows from this that
$$=K_B^1$$
(2.5)
where $`K_B`$ is the canonical bundle on the base, $`B`$. Condition (2.5) is rather strong and restricts the allowed base spaces of an elliptically fibered Calabi–Yau threefold to be del Pezzo, Hirzebruch and Enriques surfaces, as well as certain blow–ups of Hirzebruch surfaces .
## 3 Spectral Cover Description of $`SU(n)`$ Vector Bundles:
As discussed in detail in , $`SU(n)`$ vector bundles over an elliptically fibered Calabi–Yau threefold can be explicitly constructed from two mathematical objects, a divisor $`𝒞`$ of $`X`$, called the spectral cover, and a line bundle $`𝒩`$ on $`𝒞`$. Let us discuss the relevant properties of each in turn. In this section, we will describe only stable $`SU(n)`$ vector bundles constructed from irreducible spectral covers. Semi–stable vector bundles associated with reducible spectral covers will be discussed in Section 6.
### Spectral Cover:
A spectral cover, $`𝒞`$, is a surface in $`X`$ that is an $`n`$-fold cover of the base $`B`$. That is, $`\pi _𝒞:𝒞B`$. The general form for a spectral cover is given by
$$𝒞=n\sigma +\pi ^{}\eta $$
(3.1)
where $`\sigma `$ is the zero section and $`\eta `$ is some curve in the base $`B`$. The terms in (3.1) can be considered either as elements of the homology group $`H_4(X,)`$ or, by Poincare duality, as elements of cohomology $`H^2(X,)`$. This ambiguity will occur in many of the topological expressions in this paper.
In terms of the coordinates $`𝐗`$, $`𝐘`$, $`𝐙`$ introduced above, it can be shown that the spectral cover can be represented as the zero set of the polynomial
$$s=a_0𝐙^n+a_2\mathrm{𝐗𝐙}^{n2}+a_3\mathrm{𝐘𝐙}^{n3}+\mathrm{}+a_n𝐗^{\frac{n}{2}}$$
(3.2)
for $`n`$ even and ending in $`a_n𝐗^{\frac{n3}{2}}𝐘`$ if $`n`$ is odd, along with the relations (2.2). This tells us that the polynomial $`s`$ must be a holomorphic section of the line bundle of the spectral cover, $`𝒪(𝒞)`$. That is,
$$s𝒪(n\sigma +\pi ^{}\eta )$$
(3.3)
It follows from this and equations (2.2) and (2.3), that the coefficients $`a_i`$ in the polynomial $`s`$ must be sections of the line bundles
$$a_i\pi ^{}K_B^i𝒪(\pi ^{}\eta )$$
(3.4)
for $`i=1,\mathrm{},n`$ where we have used expression (2.5).
In order to describe vector bundles most simply, there are two properties that we require the spectral cover to possess. The first, which is shared by all spectral covers, is that
* $`𝒞`$ must be an effective class in $`H_4(X,)`$.
This property is simply an expression of the fact the spectral cover must be an actual surface in $`X`$. It can easily be shown that
$$𝒞X\text{ is effective }\eta \text{ is an effective class in }H_2(B,).$$
(3.5)
The second property that we require for the spectral cover is that
* $`𝒞`$ is an irreducible surface.
This condition is imposed because it guarantees that the associated vector bundle is stable. It is important to note, however, that semi–stable vector bundles can be constructed from reducible spectral covers, as we will do later in this paper. Deriving the conditions under which $`𝒞`$ is irreducible is not completely trivial and will be discussed in detail elsewhere . Here, we will simply state the results. First, recall from (3.4) that $`a_i\pi ^{}K_B^i𝒪(\pi ^{}\eta )`$ and, hence, the zero locus of $`a_i`$ is a divisor, $`D(a_i)`$, in $`X`$. Then, we can show that $`𝒞`$ is an irreducible surface if
$$D(a_0)\text{ is an irreducible divisor in }X$$
(3.6)
and
$$D(a_n)\text{ is an effective class in }H_4(X,).$$
(3.7)
Using Bertini’s theorem, it can be shown that condition (3.6) is satisfied if the linear system $`|\eta |`$ is base point free. “Base point free” means that for any $`bB`$, we can find a member of the linear system $`|\eta |`$ that does not pass through the point $`b`$.
In order to make these concepts more concrete, we take, as an example, the base surface to be
$$B=𝔽_r$$
(3.8)
and derive the conditions under which (3.5), (3.7) and (3.6) are satisfied. Recall that the homology group $`H_2(𝔽_r,)`$ has as a basis the effective classes $`𝒮`$ and $``$ with intersection numbers
$$𝒮^2=r,𝒮=1,^2=0$$
(3.9)
Then, in general, $`𝒞`$ is given by expression (3.1) where
$$\eta =a𝒮+b$$
(3.10)
and $`a`$,$`b`$ are integers. One can easily check that $`\eta `$ is an effective class in $`𝔽_r`$, and, hence, that $`𝒞`$ is an effective class in $`X`$, if and only if
$$a0,b0.$$
(3.11)
It is also not too hard to demonstrate that the linear system $`|\eta |`$ is base point free if and only if
$$bar$$
(3.12)
Imposing this constraint then implies that $`D(a_0)`$ is an irreducible divisor in $`X`$. Finally, we can show that for $`D(a_n)`$ to be effective in $`X`$ one must have
$$a2n,bn(r+2)$$
(3.13)
We will give a detailed derivation of (3.12) and (3.13) elsewhere . Combining conditions (3.12) and (3.13) then guarantees that $`𝒞`$ is an irreducible surface. To be even more specific, we now present two physically relevant examples of this type.
Example 1: Choose the structure group of the vector bundle to be
$$G=SU(5)$$
(3.14)
Hence, $`n=5`$. Also, restrict $`r=1`$. Now choose
$$\eta =12𝒮+15$$
(3.15)
so that $`a=12`$ and $`b=15`$. These parameters are easily shown to satisfy the conditions (3.11), (3.12) and (3.13). Therefore, the associated spectral surface
$$𝒞=5\sigma +\pi ^{}(12𝒮+15)$$
(3.16)
is both effective and irreducible.
Example 2: As a second example, consider again
$$G=SU(5)$$
(3.17)
Hence, $`n=5`$. Again, restrict $`r=1`$. Now choose
$$\eta =24𝒮+36$$
(3.18)
so that $`a=24`$ and $`b=36`$. These parameters also satisfy equations (3.11), (3.12) and (3.13). Therefore, the associated spectral surface
$$𝒞=5\sigma +\pi ^{}(24𝒮+36)$$
(3.19)
is again both effective and irreducible.
The reason for choosing these two examples will become clear soon. We now turn to the second mathematical object that is required to specify an $`SU(n)`$ vector bundle.
### The Line Bundle $`𝒩`$:
As discussed in , in addition to the spectral cover it is necessary to specify a line bundle, $`𝒩`$, over $`𝒞`$. For $`SU(n)`$ vector bundles, this line bundle must be a restriction of a global line bundle on $`X`$ (which we will again denote by $`𝒩`$), satisfying the condition
$$c_1(𝒩)=n(\frac{1}{2}+\lambda )\sigma +(\frac{1}{2}\lambda )\pi ^{}\eta +(\frac{1}{2}+n\lambda )\pi ^{}c_1(B)$$
(3.20)
where $`c_1(𝒩)`$, $`c_1(B)`$ are the first Chern classes of $`𝒩`$ and $`B`$ respectively and $`\lambda `$ is, a priori, a rational number. Since $`c_1(𝒩)`$ must be an integer class, it follows that either
$$n\text{is odd},\lambda =m+\frac{1}{2}$$
(3.21)
or
$$n\text{is even},\lambda =m,\eta =c_1(B)mod2$$
(3.22)
where $`m`$. In this paper, for simplicity, we will always take examples where $`n`$ is odd.
### $`SU(n)`$ Vector Bundle:
Given a spectral cover, $`𝒞`$, and a line bundle, $`𝒩`$, satisfying the above properties, one can now uniquely construct an $`SU(n)`$ vector bundle, $`V`$. This can be accomplished in two ways. First, as discussed in , the vector bundle can be directly constructed using the associated Poincare bundle, $`𝒫`$. The result is that
$$V=\pi _1(\pi _2^{}𝒩𝒫)$$
(3.23)
where $`\pi _1`$ and $`\pi _2`$ are the two projections of the fiber product $`X\times _B𝒞`$ onto the two factors $`X`$ and $`𝒞`$. We refer the reader to for a detailed discussion. Equivalently, $`V`$ can be constructed directly from $`𝒞`$ and $`𝒩`$ using the Fourier-Mukai transformation, as discussed in . Both of these constructions work in reverse, yielding the spectral data $`(𝒞,𝒩)`$ up to the overall factor of $`K_B`$ given the vector bundle $`V`$. Throughout this paper we will indicate this relationship between the spectral data and the vector bundle by writing
$$(𝒞,𝒩)V$$
(3.24)
The Chern classes for the $`SU(n)`$ vector bundle $`V`$ have been computed in and . The results are
$$c_1(V)=0$$
(3.25)
since $`\mathrm{tr}F=0`$ for the structure group $`SU(n)`$,
$$c_2(V)=\eta \sigma \frac{1}{24}c_1(B)^2(n^3n)+\frac{1}{2}(\lambda ^2\frac{1}{4})n\eta (\eta nc_1(B))$$
(3.26)
and
$$c_3(V)=2\lambda \sigma \eta (\eta nc_1(B)).$$
(3.27)
In order to make these concepts more concrete, we again take the base surface to be
$$B=𝔽_r$$
(3.28)
The Chern classes for this surface are known and given by
$$c_1(𝔽_r)=2𝒮+(r+2),c_2(𝔽_r)=4$$
(3.29)
Now consider the two specific examples discussed above.
Example 1: In this example, the structure group of the vector bundle is chosen to be $`G=SU(5)`$ and, hence, $`n=5`$. Also, we restrict $`r=1`$ and take $`\eta =12𝒮+15`$. We further specify the line bundle, $`𝒩`$, by choosing
$$\lambda =\frac{1}{2}$$
(3.30)
Note that this requirement is consistent with condition (3.21) since $`n=5`$ is odd. It follows from (3.9), (3.26) and (3.29) that
$$c_2(V)=(12𝒮+15)\sigma 40F$$
(3.31)
where $`F`$ is the generic class of the fiber, and from (3.9), (3.27) and (3.29) that
$$c_3(V)=6$$
(3.32)
Example 2: As a second example, consider again $`G=SU(5)`$, $`n=5`$, $`r=1`$ and we take $`\eta =24S+36`$. Further specify the line bundle, $`𝒩`$, by choosing
$$\lambda =\frac{1}{2}$$
(3.33)
It follows from (3.9), (3.26) and (3.29) that
$$c_2(V)=(24𝒮+36)\sigma 40F$$
(3.34)
and from (3.9), (3.27) and (3.29) that
$$c_3(V)=672$$
(3.35)
To conclude, in this section we have discussed the construction and properties of stable $`SU(n)`$ vector bundles associated with irreducible spectral covers. For the remainder of this paper, for brevity, we will refer to such bundles simply as “stable $`SU(n)`$ vector bundles”.
## 4 Physical Topological Conditions:
As discussed in a number of papers , there are two fundamental conditions that must be satisfied in any physically acceptable heterotic M–theory.
### Anomaly Cancellation:
The first condition is a direct consequence of demanding that the theory be anomaly free. This requires that the Bianchi identity for the field strength of the three–form be modified by the addition of both gauge and tangent bundle Chern classes as well as by sources for possible bulk space five–branes. Integrating this modified Bianchi identity over an arbitrary four–cycle then gives the topological condition
$$c_2(V_1)+c_2(V_2)+W=c_2(TX)$$
where $`V_1`$ and $`V_2`$ are the vector bundles on the observable and hidden boundary branes respectively and $`TX`$ is the tangent bundle of the Calabi–Yau threefold $`X`$. In addition, $`W`$ is the class of the holomorphic curve in $`X`$ around which possible bulk space five–branes are wrapped. Any anomaly free heterotic M–theory must satisfy this condition. In this paper, for simplicity, we will always choose the vector bundle on the hidden sector, $`V_2`$, to be trivial. This ensures an unbroken $`E_8`$ gauge group in the hidden sector and simplifies equation (4.1) to
$$W=c_2(TX)c_2(V)$$
(4.1)
where we now denote $`V_1`$ by $`V`$. Given the second Chern classes for $`V`$ and $`TX`$, this equation acts as a definition for the five–brane class $`W`$. As such, it is not, a priori, a constraint. However, the five–brane class must, on physical grounds, be represented by an actual surface in $`X`$. Hence,
$$W\text{ must be an effective class in }H_2(X,).$$
(4.2)
This condition puts a non–trivial constraint on the choice of the vector bundle $`V`$. It is important to note, however, that the constraint of effectiveness of $`W`$ is much less restrictive then trying to set $`c_2(V)=c_2(TX)`$, as we will see.
Using equation (3.26) and the fact that
$$c_2(TX)=(c_2(B)+11c_1(B)^2)F+12\sigma c_1(B)$$
(4.3)
where $`c_2(B)`$ is the second Chern class of the base $`B`$, it follows from (4.1) that
$$W=W_B\sigma +a_fF$$
(4.4)
where
$$W_B=\pi ^{}(12c_1(B)\eta )$$
(4.5)
and
$$a_f=c_2(B)+(11+\frac{n(n^21)}{24})c_1(B)^2\frac{n}{2}(\lambda ^2\frac{1}{4})\eta (\eta nc_1(B)).$$
(4.6)
For concreteness, let us evaluate these quantities for the two sample cases discussed above.
Example 1: In this case, $`G=SU(n)`$, $`n=5`$, $`B=𝔽_1`$, $`\eta =12𝒮+15`$ and $`\lambda =\frac{1}{2}`$. It then follows from (3.9), (3.29), (4.5) and (4.6) that
$$W_B=12𝒮+21,a_f=132$$
(4.7)
Example 2: Here $`G=SU(n)`$, $`n=5`$, $`B=𝔽_1`$, $`\eta =24𝒮+36`$ and $`\lambda =\frac{1}{2}`$. It then follows from (3.9), (3.29), (4.5) and (4.6) that
$$W_B=0,a_f=132$$
(4.8)
These examples elucidate two important properties of five–brane classes $`W`$ within the context of the stable $`SU(n)`$ vector bundles discussed so far. The first property is that it is possible to choose vector bundles such that $`W_B=0`$, as in Example 2. We will show in the next section that, under certain conditions, a vacuum with a five–brane class with non-vanishing base component, $`W_B0`$, can make a phase transition via a “small instanton” to a vacuum in which the five–brane class base component vanishes, $`W_B=0`$. Note, however, that in both of the above examples the five–brane fiber component, $`a_fF`$, is non-zero. This turns out to indicate the second property of five–brane classes. That is, it is never possible, within context of the stable $`SU(n)`$ vector bundles arising from irreducible spectral surfaces, to choose a vector bundle such that the entire five–brane class vanishes, $`W=0`$. This statement is sufficiently important for us to provide a short proof.
### Search for $`c_2(V)=c_2(TX)`$:
In order for $`W=0`$, it is necessary that $`W_B`$ in (4.5) and $`a_f`$ in (4.6) both vanish. Clearly, $`W_B=0`$ requires that one choose
$$\eta =12c_1(B)$$
(4.9)
Inserting this expression into (4.6), we find that $`a_f`$ will vanish if and only if
$$\lambda =\pm \sqrt{\frac{c_2+(11+\frac{n(n^21)}{24}+\frac{3n(12n)}{2})c_1^2}{6n(12n)}}$$
(4.10)
Recall that for $`c_1(𝒩)`$ to be an integer class, the parameter $`\lambda `$ must be a rational number. The square root of a rational number is generically not rational itself and, hence, we do not expect $`\lambda `$ in (4.10) to be rational. We have checked for del Pezzo, Hirzebruch and Enriques bases with physically sensible value of $`n`$ and found that this is indeed the case. We conclude, therefore, that one can never have $`W=0`$ or, equivalently, that one can never set $`c_2(V)=c_2(TX)`$ within context of the stable $`SU(n)`$ vector bundles discussed so far.
### Number of Generations:
The second fundamental topological condition is the statement that the number of families of quarks and leptons on the observable brane is given by
$$N_{gen}=\frac{c_3(V)}{2}$$
It follows from (3.27) that
$$N_{gen}=\lambda \sigma \eta (\eta nc_1(B))$$
(4.11)
For concreteness, let us evaluate the number of generations for the two sample cases discussed above.
Example 1: In this case, $`G=SU(n)`$, $`n=5`$, $`B=𝔽_1`$, $`\eta =12𝒮+15`$ and $`\lambda =\frac{1}{2}`$. It then follows from (3.9), (3.29) and (4.11) that
$$N_{gen}=3$$
(4.12)
Example 2: In this example $`G=SU(n)`$, $`n=5`$, $`B=𝔽_1`$, $`\eta =24𝒮+36`$ and $`\lambda =\frac{1}{2}`$. It then follows from (3.9), (3.29) and (4.11) that
$$N_{gen}=336$$
(4.13)
Once again, these examples are indicative of an important property of phase transitions via “small instantons” that change a five–brane class with $`W_B0`$ into a five–brane class with $`W_B=0`$. That is, in any such transition the number of generations will change. Thus, such processes correspond to “chirality–changing” phase transitions.
## 5 Chirality–Changing Small Instanton Transitions:
In this section, we will show that, within the context of the stable $`SU(n)`$ vector bundles discussed so far, chirality–changing phase transitions via small instantons can occur. These transitions have the property that they take a vacuum with a non-zero base component, $`W_B0`$, in the five–brane class and transform it to a vacuum with a five–brane class with either a vanishing base component, $`W_B=0`$, or a smaller base component. Such transitions do not affect the fiber component, $`a_fF`$, of the five–brane curve, which is non-vanishing and identical on both sides of the small instanton transition. Phase transitions which change the fiber component of $`W`$ will be discussed in the next section.
Let us begin on the observable boundary brane with a stable $`SU(n)`$ vector bundle $`V`$ specified by the spectral cover $`𝒞`$ which is a smooth, irreducible surface in the homology class
$$𝒞=n\sigma +\pi ^{}\eta $$
(5.1)
and the line bundle $`𝒩`$ over $`𝒞`$ whose first Chern class satisfies (3.20). It follows from the above discussion that the bulk space five–brane class $`W=W_B\sigma +a_fF`$ does not vanish. In addition, we will demand that $`V`$ and $`TX`$ be such that the base component
$$W_B0$$
(5.2)
The fiber component, $`a_fF`$, also does not vanish, but will not concern us in this section. Since any $`W`$ in $`X`$ is a four–form, it follows from Poincare duality that $`W_B`$ must be a surface in $`X`$. From (4.5), we see that $`W_B`$ is of the form $`W_B=\pi ^{}z`$ where $`z=12c_1(B)\eta `$.
Let us now move the bulk five–brane to the observable boundary brane and attempt to “absorb” the $`\pi ^{}z`$ part of the five–brane class into the vector bundle. A full chirality–changing phase transition will occur if we choose $`z=12c_1(B)\eta `$. However, a “partial” transition can occur when $`z`$ is any effective subcurve that splits off from $`12c_1(B)\eta `$. In either case, this will result in a “bundle”, $`\stackrel{~}{V}`$, whose spectral cover, $`\stackrel{~}{𝒞}`$, is reducible and of the form
$$\stackrel{~}{𝒞}=𝒞\pi ^{}z$$
(5.3)
One might try to specify the line bundle $`\stackrel{~}{𝒩}`$ over $`\stackrel{~}{𝒞}`$ directly and then to construct the “bundle” $`\stackrel{~}{V}`$ from this spectral data via the Fourier–Mukai transformation. However, we find it expedient to first discuss the properties of $`\stackrel{~}{V}`$ and then use these properties to derive the general form of $`\stackrel{~}{𝒩}`$. To do this, we begin by employing the Fourier–Mukai transformation to construct $`V`$ from the spectral data $`(𝒞,𝒩)`$. That is,
$$(𝒞,𝒩)V$$
(5.4)
where $`V`$ is the original rank $`n`$ vector bundle over $`X`$. Second, we must specify a line bundle $`\mathrm{}`$ on the surface $`\pi ^{}z`$ which we will glue together with $`𝒩`$ to produce $`\stackrel{~}{𝒩}`$. A priori, $`\mathrm{}`$ is arbitrary, but, as we will see, it is actually subject to strong constraints. To find these constraints, we first use the Fourier–Mukai transformation to construct a vector bundle $`V_z`$ from the spectral data $`(\pi ^{}z,\mathrm{})`$. That is,
$$(\pi ^{}z,\mathrm{})V_z$$
(5.5)
where $`V_z`$ is a rank $`1`$ vector bundle over the curve $`\stackrel{~}{z}=\sigma \pi ^{}z`$.<sup>2</sup><sup>2</sup>2As a technical aside, we note that the vector bundle $`V_z`$ over the curve $`\stackrel{~}{z}`$ can be formally extended over the Calabi–Yau threefold $`X`$ as an object that vanishes everywhere outside the curve $`\stackrel{~}{z}`$ and is identical to $`V_z`$ on $`\stackrel{~}{z}`$. This extended object will also be denoted by $`V_z`$. We will let context dictate which of these notions is to be used. This remark applies to all of the line bundles discussed throughout this paper. Now, the fact that, by construction, the base component of the bulk five–brane class associated with $`\stackrel{~}{V}`$ must be equal to $`W_B\pi ^{}z`$, implies that $`\mathrm{}=\pi ^{}L`$ for some line bundle $`L`$ on the curve $`z`$ in the base. A simple Fourier-Mukai calculation shows that $`V_z`$ is just
$$V_z=i_{}(LK_B)$$
(5.6)
where $`i`$ is the embedding $`i:\stackrel{~}{z}X`$ of the curve $`\stackrel{~}{z}`$ in $`X`$.
Given $`V`$ and $`V_z`$, we now attempt to “weave” them together by relating them on the curve $`\stackrel{~}{z}`$ in $`X`$ where their data overlap. This is done by specifying a surjection
$$\xi :V|_{\stackrel{~}{z}}V_z$$
(5.7)
That such a surjection exists and is unique will become clear shortly. Given this relation, one can define a “bundle” $`\stackrel{~}{V}`$ on $`X`$ via the exact sequence<sup>3</sup><sup>3</sup>3The bundle $`\stackrel{~}{V}`$ defined in this way bears a special name. It is a called a Hecke transform of $`V`$ and the pair $`(\xi ,V_z)`$ is called the center of the Hecke transform.
$$0\stackrel{~}{V}VV_z0$$
(5.8)
It can be shown that because
$$\mathrm{codimension}\stackrel{~}{z}=2>1,$$
(5.9)
then $`\stackrel{~}{V}`$ is a singular object, called a torsion free sheaf<sup>4</sup><sup>4</sup>4The notion of stability here is similar to that used for vector bundles. The differential geometric counterpart of a stable sheaf $`\stackrel{~}{V}`$ is a Hermitian-Yang-Mills connection $`\stackrel{~}{A}`$ on the vector bundle $`V`$ which is smooth outside of the curve $`\stackrel{~}{z}X`$ but has a delta function behavior along the curve $`\stackrel{~}{z}`$. In other words, a stable torsion free sheaf $`\stackrel{~}{V}`$ is the algebraic-geometry incarnation of a “small instanton” concentrated on the curve $`\stackrel{~}{z}`$. This justifies the terminology “small instanton phase transition”that we use below to describe the two step process of first creating $`\stackrel{~}{V}`$ out of $`V`$ and then deforming $`\stackrel{~}{V}`$ to a smooth vector bundle $`\widehat{V}`$ on $`X`$., but is not a smooth vector bundle. Hence, to complete our construction, we will have to show that $`\stackrel{~}{V}`$ can be “smoothed out” to a stable vector bundle. Before doing this, however, we must first compute the Chern classes of the torsion free sheaf $`\stackrel{~}{V}`$. It follows from the exact sequence (5.8) that
$$Ch(\stackrel{~}{V})=Ch(V)+Ch(V_z)$$
(5.10)
where $`Ch`$ stands for the Chern character. Using the Grothendieck–Riemann–Roch theorem, we find that
$$Ch(V_z)=i_{}(Ch(LK_{B|z})Td(z))Td(X)^1$$
(5.11)
where $`Td`$ stands for the Todd class. Inserting this expression into (5.10) and expanding out, one obtains the Chern classes
$$c_1(\stackrel{~}{V})=c_1(V)=0,$$
(5.12)
$$c_2(\stackrel{~}{V})=c_2(V)+z$$
(5.13)
$$c_3(\stackrel{~}{V})=c_3(V)2(c_1(V_z)+1g)$$
(5.14)
where $`c_1(V)`$,$`c_2(V)`$ and $`c_3(V)`$ are the Chern classes of the bundle $`V`$ given in (3.25), (3.26) and (3.27) respectively and $`g`$ is the genus of the curve $`z`$. It follows from (5.6) that
$$c_1(V_z)=c_1(L)c_1(B)\stackrel{~}{z}$$
(5.15)
Using the Riemann–Roch formula on $`B`$, one can also show that the genus is given by
$$1g=\frac{1}{2}(c_1(B)z)z$$
(5.16)
Inserting these expressions into (5.14), the third Chern class of $`\stackrel{~}{V}`$ can be written as
$$c_3(\stackrel{~}{V})=c_3(V)2c_1(L)+(c_1(B)+z)z$$
(5.17)
Note that this result is true for any allowed choice of the line bundles $`𝒩`$ on $`𝒞`$ and $`L`$ on $`z`$. Having defined the torsion free sheaf $`\stackrel{~}{V}`$, we can now construct its spectral line bundle $`\stackrel{~}{𝒩}`$ via the inverse Fourier–Mukai transformation
$$\stackrel{~}{V}(\stackrel{~}{𝒞},\stackrel{~}{𝒩})$$
(5.18)
where $`\stackrel{~}{𝒞}`$ is given in (5.3). It follows from the Fourier–Mukai transformation and (5.8) that $`\stackrel{~}{𝒩}`$ must lie in the exact sequence
$$0\pi ^{}L\stackrel{~}{𝒩}𝒩0,$$
(5.19)
where $`𝒩`$ and $`\stackrel{~}{𝒩}`$ are understood as line bundles on $`𝒞`$ and $`\stackrel{~}{𝒞}`$ respectively.
This sequence implies that the line bundles $`\stackrel{~}{𝒩}`$ and $`\pi ^{}L`$ on $`\pi ^{}z`$ are not independent but, rather, are related by the expression
$$\left(\stackrel{~}{𝒩}𝒪_X((𝒞\pi ^{}z))\right)|_{\pi ^{}z}=\pi ^{}L$$
(5.20)
Evaluating the first Chern class on $`\pi ^{}z`$, we find that
$$c_1(\stackrel{~}{𝒩})|_{\pi ^{}z}𝒞\pi ^{}z=\pi ^{}c_1(L)$$
(5.21)
We will return to this equation and a discussion of the properties of $`\stackrel{~}{𝒩}`$ below.
We can now examine whether the singular torsion free sheaf, $`\stackrel{~}{V}`$, can be smoothed out to a stable $`SU(n)`$ vector bundle, which we will denote by $`\widehat{V}`$. The spectral data of $`\widehat{V}`$ can be obtained via the inverse Fourier–Mukai transformation
$$\widehat{V}(\widehat{𝒞},\widehat{𝒩})$$
(5.22)
Clearly, the spectral cover $`\widehat{C}`$ is in the homology class
$$\widehat{𝒞}=n\sigma +\pi ^{}\widehat{\eta }$$
(5.23)
where
$$\widehat{\eta }=\eta +z.$$
(5.24)
To ensure that $`\widehat{V}`$ is stable we need to take $`\widehat{𝒞}`$ to be an irreducible surface in the class $`n\sigma +\pi ^{}\widehat{\eta }`$. Furthermore, from (3.20) we see that the line bundle $`\widehat{𝒩}`$ must satisfy
$$c_1(\widehat{𝒩})=n(\frac{1}{2}+\lambda )\sigma +(\frac{1}{2}\lambda )\pi ^{}\widehat{\eta }+(\frac{1}{2}+n\lambda )\pi ^{}c_1(B)$$
(5.25)
The structure of $`\widehat{𝒩}`$ will be further discussed below.
Since $`\widehat{V}`$ is a smooth, stable $`SU(n)`$ bundle, then it follows from (3.25), (3.26) and (3.27) that
$$c_1(\widehat{V})=0,$$
(5.26)
$$c_2(\widehat{V})=\widehat{\eta }\sigma \frac{1}{24}c_1(B)^2(n^3n)+\frac{1}{2}(\lambda ^2\frac{1}{4})n\widehat{\eta }(\widehat{\eta }nc_1(B)),$$
(5.27)
$$c_3(\widehat{V})=2\lambda \sigma \widehat{\eta }(\widehat{\eta }nc_1(B)).$$
(5.28)
If the bundle $`\widehat{V}`$ exists, then its Chern classes must match those of the torsion free sheaf $`\stackrel{~}{V}`$. That is, we must have
$$c_i(\widehat{V})=c_i(\stackrel{~}{V})$$
(5.29)
for $`i=1,2,3`$. It follows from (5.26) and (5.12) that both first Chern classes vanish. Comparing the second Chern classes given in (5.27) and (5.13) respectively, we see that they will be identical if and only if one restricts the spectral line bundle $`𝒩`$ of the original bundle $`V`$ so that
$$\lambda =\pm \frac{1}{2}$$
(5.30)
Hence, small instanton transitions of this type only occur for certain components of the moduli space of $`SU(n)`$ vector bundles. Henceforth, we will assume that (5.30) is satisfied. Inserting these values for $`\lambda `$ into expression (5.28) for the third Chern class of $`\widehat{V}`$, we find, using (5.24), that it will be identical to $`c_3(\stackrel{~}{V})`$ in (5.17) if and only if
$$c_1(L)=\left(\frac{1}{2}(1\pm n)c_1(B)+\frac{1}{2}(11)z\eta \right)z$$
(5.31)
Therefore, the line bundle $`L`$ on the curve $`z`$ is also not arbitrary, but must satisfy constraint (5.31). Note that, in general, $`d`$ but need not be positive.
If the torsion free sheaf $`\stackrel{~}{V}`$ can be smoothed out to the irreducible vector bundle $`\widehat{V}`$, then, in addition to (5.29), the corresponding spectral line bundles must satisfy
$$c_1(\widehat{𝒩})=c_1(\stackrel{~}{𝒩})$$
(5.32)
Inserting this into expression (5.21), we have
$$c_1(\widehat{𝒩})|_{\pi ^{}z}𝒞\pi ^{}z=\pi ^{}c_1(L)$$
(5.33)
Using (5.1) and (5.25), we find that
$$n(\lambda \frac{1}{2})\sigma \pi ^{}z+\pi ^{}\left(((\frac{1}{2}\lambda )(\eta +z)+(\frac{1}{2}+n\lambda )c_1(B)\eta )z\right)=\pi ^{}c_1(L)$$
(5.34)
Since the first term on the left hand side is not of the form $`\pi ^{}`$ of some expression, it follows that we must take
$$\lambda =\frac{1}{2}$$
(5.35)
for consistency. This is compatible with (5.30), but is a stronger constraint. Henceforth, we will assume that (5.35) is satisfied. In this case, expression (5.34) simplifies to
$$c_1(L)=(\frac{1}{2}(1+n)c_1(B)\eta )z$$
(5.36)
which is compatible with (5.31) for the choice of $`\lambda =\frac{1}{2}`$. It follows that the spectral line bundle $`L`$ on the curve $`z`$ is not only not arbitrary, but is uniquely fixed to be
$$L=(\frac{1}{2}(1+n)c_1(B)\eta )z$$
(5.37)
Furthermore, note that for $`\lambda =\frac{1}{2}`$
$$c_1(\widehat{𝒩})=c_1(𝒩)$$
(5.38)
and, therefore , using (5.32) that
$$\widehat{𝒩}=\stackrel{~}{𝒩}=𝒩$$
(5.39)
It follows that the spectral line bundles $`\widehat{𝒩}`$ and $`\stackrel{~}{𝒩}`$ are also uniquely fixed in terms of $`𝒩`$.
We conclude that for the choice of $`\lambda =\frac{1}{2}`$ and $`L`$ given by (5.37), the torsion free sheaf $`\stackrel{~}{V}`$ can be smoothed out to a stable $`SU(n)`$ vector bundle $`\widehat{V}`$ and, hence, the phase transition can be completed. Note from (5.17), (5.29) and (5.36) that
$$c_3(\widehat{V})=c_3(V)+(2\eta +znc_1(B))z$$
(5.40)
It follows from (4.11) that such phase transitions generically change the number of generations.
### Summary:
In this section we have shown the following.
* Start with a heterotic M–theory vacuum specified by a stable $`SU(n)`$ vector bundle, $`V`$, on the observable boundary brane with spectral cover
$$𝒞=n\sigma +\pi ^{}\eta $$
(5.41)
and line bundle $`𝒩`$ constrained to have
$$\lambda =\frac{1}{2}$$
(5.42)
as well as a five–brane class in the bulk space
$$W=W_B\sigma +a_fF$$
(5.43)
where $`W_B`$ is non-vanishing. Note that
$$W_B=\pi ^{}z$$
(5.44)
where $`z=12c_1(B)\eta `$.
* Now move the five–brane through the bulk space until it touches the observable brane and “detach” either all, or a portion, of the base component of the five–brane class. That is, consider $`\pi ^{}z`$, where $`z`$ is either the entire base curve $`12c_1(B)\eta `$ or some effective subcurve. Leave the rest of the base component, if any, and the pure fiber component, $`a_fF`$, of the five–brane class undisturbed. One can then define a rank $`1`$ vector bundle $`V_z`$ over the curve $`\stackrel{~}{z}=\sigma \pi ^{}z`$ with spectral data $`(\pi ^{}z,\pi ^{}L)`$ where
$$L=(\frac{1}{2}(1+n)c_1(B)\eta )z$$
(5.45)
* The original vector bundle, $`V`$, now combines with the rank $`1`$ vector bundle, $`V_z`$, to form a singular torsion free sheaf, $`\stackrel{~}{V}`$, on the observable brane. This sheaf has a reducible spectral cover
$$\stackrel{~}{𝒞}=𝒞\pi ^{}z$$
(5.46)
and spectral line bundle
$$\stackrel{~}{𝒩}=𝒩$$
(5.47)
This singular torsion free sheaf is called a small instanton.
* The small instanton can now be smoothed out into a stable $`SU(n)`$ vector bundle $`\widehat{V}`$ with spectral cover
$$\widehat{𝒞}=n\sigma +\pi ^{}(\eta +z)$$
(5.48)
and spectral line bundle
$$\widehat{𝒩}=𝒩$$
(5.49)
Note that $`\widehat{V}`$ has the same structure group, $`SU(n)`$, as $`V`$ and that both $`\widehat{𝒩}`$ and $`𝒩`$ have $`\lambda =\frac{1}{2}`$.
* The Chern classes of the original vector bundle $`V`$ and the final vector bundle $`\widehat{V}`$ after the phase transition are related by
$$c_1(\widehat{V})=c_1(V)=0,$$
(5.50)
$$c_2(\widehat{V})=c_2(V)+z$$
(5.51)
$$c_3(\widehat{V})=c_3(V)+(2\eta +znc_1(B))z$$
(5.52)
These operations define a chirality–changing small instanton phase transition from one heterotic M-theory vacuum to another involving either all, or part, of the base component of the five–brane class. The remainder the base component, if any, and the entire pure fiber class have not been involved in this transition. In order to make these concepts more transparent, we now present several examples.
Example 1: Consider the first sample vacuum discussed earlier in this paper, specified by $`B=𝔽_1`$, $`G=SU(5)`$, spectral cover
$$𝒞=5\sigma +\pi ^{}\eta $$
(5.53)
where
$$\eta =12𝒮+15$$
(5.54)
and line bundle $`𝒩`$ with
$$\lambda =\frac{1}{2}$$
(5.55)
We found in (4.7) that
$$W_B=12𝒮+21,a_f=132$$
(5.56)
and in (4.12) that
$$N_{gen}=3$$
(5.57)
Since $`\lambda =\frac{1}{2}`$ and $`W_B0`$, this vacuum satisfies the criteria to make a chirality–changing small instanton transition. To specify this, we must choose the portion of base component $`W_B`$ we wish to “absorb” during the transition. Let us choose the entire base curve
$$z=12𝒮+21$$
(5.58)
In this case, the small instanton transition will be to a new, irreducible vacuum specified by $`B=𝔽_1`$, $`G=SU(5)`$, spectral curve
$$\widehat{𝒞}=5\sigma +\pi ^{}(\eta +z)$$
(5.59)
where
$$\eta +z=24𝒮+36$$
(5.60)
and line bundle $`\widehat{𝒩}=𝒩`$ and, hence,
$$\lambda =\frac{1}{2}$$
(5.61)
Since we have absorbed the entire base component $`W_B`$, we must have
$$\widehat{W}_B=0$$
(5.62)
On the other hand, the pure fiber component of the five–brane class is left undisturbed and, therefore,
$$\widehat{a}_f=132$$
(5.63)
We note from (3.19), (3.33) and (4.8) that these are exactly the properties of the second sample vacuum that we discussed above. Furthermore, inserting $`n=5`$, (5.54), (5.57) and (5.58) into (5.52) we find, using $`N_{gen}=\frac{1}{2}c_3`$, that
$$\widehat{N}_{gen}=336$$
(5.64)
which is consistent with the result given in (4.13). We conclude that the two sample vacua discussed above are related to each other by a chirality–changing small instanton transition in which the entire base component of the five–brane class of the first vacuum is “absorbed”.
Example 2: As a second example, consider a heterotic M–theory vacuum specified by $`B=𝔽_0`$, $`G=SU(3)`$, spectral cover
$$𝒞=3\sigma +\pi ^{}\eta $$
(5.65)
where
$$\eta =6𝒮+6$$
(5.66)
and line bundle $`𝒩`$ with
$$\lambda =\frac{1}{2}$$
(5.67)
Using the formalism presented in Sections 2 and 3, it can easily be shown that
$$W_B=18𝒮+18,a_f=100$$
(5.68)
and that
$$N_{gen}=0$$
(5.69)
Since $`\lambda =\frac{1}{2}`$ and $`W_B0`$, this vacuum satisfies the criteria to make a chirality–changing small instanton transition. To specify this, we must choose the portion of base component $`W_B`$ we wish to “absorb” during the transition. In this example, we will only choose an effective subcurve of the base component
$$z=$$
(5.70)
For this case, the small instanton transition will be to a new, irreducible vacuum specified by $`B=𝔽_0`$, $`G=SU(3)`$, spectral curve
$$\widehat{𝒞}=3\sigma +\pi ^{}(\eta +z)$$
(5.71)
where
$$\eta +z=6𝒮+7$$
(5.72)
and line bundle $`\widehat{𝒩}=𝒩`$ and, hence,
$$\lambda =\frac{1}{2}$$
(5.73)
Since we have absorbed $`\pi ^{}z`$ where $`z=`$, we must have
$$\widehat{W}_B=18𝒮+17$$
(5.74)
On the other hand, the pure fiber component of the five–brane class is left undisturbed and, therefore,
$$\widehat{a_f}=100$$
(5.75)
Using (5.52) and the data presented in this example, we can compute the number of generations in the new vacuum after the phase transition. We find that
$$\widehat{N}_{gen}=3$$
(5.76)
We conclude that, in this example, we have a chirality–changing small instanton transition from a vacuum with no families to a vacuum with three families. The three family vacuum has both non-vanishing base and fiber components of its five–brane class.
## 6 Gauge Group Changing Small Instanton Transitions:
In the previous section, we discussed chirality–changing phase transitions involving all, or a portion, of the base component, $`W_B`$, of the five–brane class, $`W`$. This discussion did not include the pure fiber component, $`a_fF`$, of $`W`$, which was left “unabsorbed” by the transition. In this section, we turn our attention to the pure fiber component. We show that all, or a portion, of $`a_fF`$ can always be “absorbed” via a small instanton phase transition into a smooth vector bundle on the observable brane. This vector bundle, however, is somewhat different than the stable $`SU(n)`$ bundles discussed previously. Among other properties, it is a reducible, semi–stable vector bundle and has the product structure group $`SU(n)\times SU(m)`$. It follows that pure fiber component small instanton transitions generically change the structure group and, hence, the gauge group on the observable brane.
### Reducible Vector Bundles:
We begin by considering a stable $`SU(n)`$ vector bundle, $`\overline{V}`$, over $`X`$ specified by a spectral cover
$$\overline{𝒞}=n\sigma +\pi ^{}\overline{\eta }$$
(6.1)
and line bundle $`\overline{𝒩}`$ over $`\overline{𝒞}`$. The Chern classes $`c_1(\overline{𝒩})`$ and $`c_i(\overline{V})`$ for $`i=1,2,3`$ are given in with $`\eta `$ replaced by $`\overline{\eta }`$.
Next, let $`M`$ be a stable $`SU(m)`$ vector bundle with $`m2`$, not over $`X`$, but over the base $`B`$. The Chern classes of $`M`$ are trivial to compute and are given by
$$c_1(M)=0$$
(6.2)
$$c_2(M)=k,k$$
(6.3)
$$c_i(M)=0,i3$$
(6.4)
Now consider the pull–back to a stable $`SU(m)`$ vector bundle $`\pi ^{}M`$ over $`X`$. The spectral data can be determined by performing an inverse Fourier–Mukai transformation. The result is that
$$\pi ^{}M(m\sigma ,M)$$
(6.5)
where the spectral cover $`m\sigma `$ consists of $`m`$ coincident sections, called a non-reduced surface . Although of rank $`m`$, $`\pi ^{}M`$ splits into a direct sum of $`m`$ one–dimensional spaces over each point in the base $`B`$. Hence, $`M`$ can be thought of as a deformation of a line bundle over $`m\sigma `$. The Chern classes of $`\pi ^{}M`$ follow directly from the above and are given by
$$c_1(\pi ^{}M)=0$$
(6.6)
$$c_2(\pi ^{}M)=kF,k$$
(6.7)
$$c_3(\pi ^{}M)=0$$
(6.8)
Having presented the two stable vector bundles $`\overline{V}`$ and $`\pi ^{}M`$, we now construct a reducible bundle, $`𝐕`$, by taking their direct sum. That is, define
$$𝐕=\overline{V}\pi ^{}M$$
(6.9)
$`𝐕`$ is a smooth, but reducible, semi–stable, rank $`n+m`$ vector bundle over $`X`$ with structure group $`SU(n)\times SU(m)`$. Its spectral data can be computed via an inverse Fourier–Mukai transformation with the result that
$$𝐕(𝐂,𝐍)$$
(6.10)
where
$$𝐂=\overline{𝒞}m\sigma ,𝐍=\overline{𝒩}\sigma _{}M$$
(6.11)
Since
$$c_1(\overline{V})=c_1(\pi ^{}M)=0,$$
(6.12)
the Chern classes of $`𝐕`$ are simply the sum
$$c_i(𝐕)=c_i(\overline{V})+c_i(\pi ^{}M)$$
(6.13)
for $`i=1,2,3`$. It follows that
$$c_1(𝐕)=0$$
(6.14)
$$c_2(𝐕)=c_2(\overline{V})+kF,k$$
(6.15)
$$c_3(𝐕)=c_3(\overline{V})$$
(6.16)
This concludes our discussion of reducible $`SU(n)\times SU(m)`$ vector bundles. We now turn to the study of small instanton phase transitions involving the pure fiber component of the five–brane class.
Let us begin on the observable boundary brane with a stable $`SU(n)`$ vector bundle $`V`$ specified by the spectral cover
$$𝒞=n\sigma +\pi ^{}\eta $$
(6.17)
and the line bundle $`𝒩`$ over $`𝒞`$ whose first Chern class satisfies (3.20). It follows from the above discussion that the bulk space five–brane class $`W=W_B\sigma +a_fF`$ does not vanish. In addition, we will demand that $`V`$ and $`TX`$ be such that the fiber component
$$a_fF0$$
(6.18)
We will will make no assumptions about the base component, $`W_B`$, which can be either zero or non-zero, but does not concern us in this section.
Let us now move the bulk five–brane to the observable boundary brane and attempt to “absorb” the $`kF`$ part of the five–brane class into the vector bundle. A full gauge–changing phase transition will occur if we choose $`k=a_f`$. However, a “partial” transition can occur for $`k<a_f`$. Our discussion will be similar to that of the previous section, with the important difference that we must first consider vector bundles over the base $`B`$ before lifting them to $`X`$. With this in mind, define a rank $`m`$ vector bundle , $`U`$, over $`B`$ by
$$U=𝒪_B\mathrm{}𝒪_B$$
(6.19)
with $`m`$ factors of the trivial bundle $`𝒪_B`$ over the base. Henceforth, for simplicity, we will consider the generic region of moduli space where the class $`kF`$ is represented by $`k`$ separated fibers. Projected onto the base, this corresponds to $`k`$ distinct points, $`z_i`$, with $`i=1,\mathrm{},k`$. As in the construction of $`\stackrel{~}{V}`$ from $`V`$ and $`V_z`$ in Section 5, we should next specify a line bundle over these points. This is accomplished by choosing, at each point $`z_i`$, a one dimensional vector space $`U_{z_i}`$. The space
$$U_z=U_{z_1}\mathrm{}U_{z_k}$$
(6.20)
then defines a line bundle over the base $`B_z=\{z_1,\mathrm{},z_k\}`$ of points. Given these two separate vector bundles, we now attempt to “weave” them together by relating them where they overlap, namely, on $`B_z`$. This is done by specifying a surjection
$$\xi :U|_{z_i}U_{z_i}$$
(6.21)
That such a surjection exists will become clear shortly. Given this relation, one can define a “bundle” $`\stackrel{~}{U}`$ via the exact sequence
$$0\stackrel{~}{U}UU_z0$$
(6.22)
It can be shown that because
$$\mathrm{codimension}B_z=2>1,$$
(6.23)
then $`\stackrel{~}{U}`$ is a singular torsion free sheaf, but is not a smooth vector bundle. It is easy to show that the general smooth bundle obtained as a deformation of $`\stackrel{~}{U}`$ will be stable if and only if
$$2m$$
(6.24)
Henceforth, we will assume this condition is satisfied. It is straightforward to compute the Chern classes of $`\stackrel{~}{U}`$. They are given by
$$c_1(\stackrel{~}{U})=0$$
(6.25)
$$c_2(\stackrel{~}{U})=k$$
(6.26)
$$c_i(\stackrel{~}{U})=0,i3$$
(6.27)
We now want to construct the spectral data for the above vector bundles and sheaf via the inverse Fourier–Mukai transformation. We emphasize that these transformations are to be carried out in the base space $`B`$. For simplicity, we will assume that $`B=dP_9`$. The space $`dP_9`$ is an elliptic fibration over $`^1`$ with $`\pi _B:dP_9^1`$ and admits a zero section $`\sigma _B`$. Our conclusions, however, can be shown to hold generically for any other allowed base $`B`$ . Performing the Fourier–Mukai transformations, we find that
$$U(m\sigma _B,𝒪_^1(1)\mathrm{}𝒪_^1(1))$$
(6.28)
with $`m`$ factors of $`𝒪_^1(1)`$ and
$$U_z\underset{i=1}{\overset{k}{}}(f_i,𝒪_{f_i}(z_ip_i))$$
(6.29)
where $`f_i=\pi _B^1(\pi _B(z_i))`$ is the elliptic fiber containing the point $`z_i`$ and $`p_i=\sigma _B(\pi _B(z_i))`$ is the origin of $`f_i`$. In addition, we have
$$\stackrel{~}{U}(m\sigma _B+kf,\stackrel{~}{𝒩}_B)$$
(6.30)
where $`fH_2(B,)`$ denotes the class of the fiber of the projection $`\pi _B:B^1`$. Now, it follows from the Fourier–Mukai transformations and (6.22) that $`\stackrel{~}{𝒩}_B`$ must lie in the exact sequence
$$0\underset{i=1}{\overset{k}{}}𝒪_{f_i}(z_ip_i)\stackrel{~}{𝒩}_B𝒪_^1(1)\mathrm{}𝒪_^1(1)0$$
(6.31)
We see that $`\stackrel{~}{𝒩}_B`$ must satisfy the condition that
$$\left(\stackrel{~}{𝒩}_B𝒪_B(m\sigma _B)\right)|_{f_i}=𝒪_{f_i}(z_ip_i)$$
(6.32)
Calculating the first Chern classe of this expression, we find
$$c_1(\stackrel{~}{𝒩}_B)|_{f_i}=m$$
(6.33)
for each $`i=1,\mathrm{},k`$.
We can now examine whether the singular torsion free sheaf, $`\stackrel{~}{U}`$, can be smoothed out to a stable $`SU(m)`$ vector bundle on the base, which we will denote by $`\widehat{U}`$. The spectral data of $`\widehat{U}`$ can be obtained via the inverse Fourier–Mukai transformation
$$\widehat{U}(\widehat{𝒞}_B,\widehat{𝒩}_B)$$
(6.34)
To ensure the stability of the bundle $`\widehat{U}`$, it suffices to choose $`\widehat{𝒞}_B`$ to be an irreducible curve in the homology class
$$\widehat{𝒞}_B=m\sigma _B+kf$$
(6.35)
Such a homology class does not necessarily contain an irreducible curve. It will contain such a curve if and only if
$$1<mk$$
(6.36)
which is an important constraint on the choice of $`m`$. We, henceforth, assume this condition is satisfied. We can also show that the spectral line bundle, $`\widehat{𝒩}_B`$, on $`\widehat{𝒞}`$ must satisfy
$$c_1(\widehat{𝒩}_B)=\frac{m}{2}(2k1m)$$
(6.37)
The Chern classes of the stable $`SU(m)`$ bundle $`\widehat{U}`$ are easily computed. We find that
$$c_1(\widehat{U})=0$$
(6.38)
$$c_2(\widehat{U})=k$$
(6.39)
$$c_i(\widehat{U})=0,i3$$
(6.40)
which are identical to the Chern classes of the torsion free sheaf, $`\stackrel{~}{U}`$, given in (6.25), (6.26) and (6.27). It follows that, as far as these Chern classes are concerned, the torsion free sheaf, $`\stackrel{~}{U}`$, can be smoothed out to the stable vector bundle, $`\widehat{U}`$, without any further restrictions. However, it remains to check whether the corresponding spectral line bundles satisfy
$$c_1(\widehat{𝒩}_B)=c_1(\stackrel{~}{𝒩}_B)$$
(6.41)
In contrast with the discussion in Section 5, this condition does not impose additional constraints. In fact, one can check that, on the reducible spectral curve $`\stackrel{~}{𝒞}`$, the sheaf $`\stackrel{~}{N}_B`$ can be deformed to a line bundle satisfying, in addition to (6.33), the condition
$$c_1(\stackrel{~}{𝒩}_B)=\frac{m}{2}(2k1m)$$
(6.42)
Hence, it follows from (6.37) and (6.42) that sheaf, $`\stackrel{~}{U}`$, can always be smoothed out to the stable $`SU(m)`$ vector bundle $`\widehat{U}`$.
Having defined these bundles and sheafs on the base $`B`$, we can now pull them all back to $`X`$. In particular, $`\pi ^{}\stackrel{~}{U}`$ is defined on $`X`$ and, since
$$\mathrm{codimension}kF=2>1,$$
(6.43)
it follows that $`\pi ^{}\stackrel{~}{U}`$ is a singular, torsion free sheaf. The Chern classes of $`\pi ^{}\stackrel{~}{U}`$ in $`X`$ are simply the pull–back of the Chern classes of $`\stackrel{~}{U}`$ in the base. They are given by
$$c_1(\pi ^{}\stackrel{~}{U})=0$$
(6.44)
$$c_2(\pi ^{}\stackrel{~}{U})=kF$$
(6.45)
$$c_3(\pi ^{}\stackrel{~}{U})=0$$
(6.46)
In addition, it follows from (6.24) and (6.28) that for
$$2mk$$
(6.47)
the pull–back $`\pi ^{}\widehat{U}`$ is a stable $`SU(m)`$ vector bundle on $`X`$ with spectral cover
$$\widehat{𝒞}=m\sigma $$
(6.48)
and $`\widehat{𝒩}=\widehat{U}`$, which can be thought as a deformation of a line bundle over $`m\sigma `$. The Chern classes of $`\pi ^{}\widehat{U}`$ in $`X`$ are simply the pull–back of the Chern classes of $`\widehat{U}`$ in the base. They are given by
$$c_1(\pi ^{}\widehat{U})=0$$
(6.49)
$$c_2(\pi ^{}\widehat{U})=kF$$
(6.50)
$$c_3(\pi ^{}\widehat{U})=0$$
(6.51)
Finally, it is not hard to establish that, since $`\stackrel{~}{U}`$ can be smoothed out to $`\widehat{U}`$ in the base, the pull–back torsion free sheaf, $`\pi ^{}\stackrel{~}{U}`$, can be smoothed out to vector bundle $`\pi ^{}\widehat{U}`$ on the Calabi–Yau threefold $`X`$.
The small instanton transition then proceeds as follows. Move the bulk five–brane to the observable boundary brane. The pure fiber component, $`kF`$ of the five–brane class combines with the original stable vector bundle $`V`$ on the boundary brane to form a reducible, singular, torsion free sheaf
$$\stackrel{~}{𝐕}=V\pi ^{}\stackrel{~}{U}$$
(6.52)
This small instanton can then be smoothed out to a reducible, but smooth, semi–stable $`SU(n)\times SU(m)`$ vector bundle
$$\widehat{𝐕}=V\pi ^{}\widehat{U}$$
(6.53)
It follows from (6.13) and (6.49), (6.50), (6.51) that the Chern classes of $`\widehat{𝐕}`$ are given by
$$c_1(\widehat{𝐕})=0$$
(6.54)
$$c_2(\widehat{𝐕})=c_2(V)+kF$$
(6.55)
$$c_3(\widehat{𝐕})=c_3(V)$$
(6.56)
Note that this phase transition changes the structure group on the boundary brane from $`SU(n)`$ to $`SU(n)\times SU(m)`$ where $`2mk`$ and, hence, their commutant subgroups in $`E_8`$ also change. We conclude that such small instanton phase transitions generically change the unbroken gauge group on the boundary brane.
### Summary:
In this section we have shown the following.
* Start with a heterotic M–theory vacuum specified by a stable $`SU(n)`$ vector bundle, $`V`$, on the observable boundary brane with spectral cover
$$𝒞=n\sigma +\pi ^{}\eta $$
(6.57)
and line bundle $`𝒩`$ over $`𝒞`$ satisfying (3.20), as well as a five–brane class in the bulk space
$$W=W_B\sigma +a_fF$$
(6.58)
where $`a_fF`$ is non-vanishing.
* Now move the five–brane through the bulk space until it touches the observable brane and “detach” either all, or a portion, of the fiber component of the five–brane class. That is, consider $`kF`$, where $`kF`$ is either the entire fiber class, for $`k=a_f`$, or some effective subclass, for $`k<a_f`$. Leave the pure base component, $`W_B`$ if any, and the rest of the fiber component, if any, of the five–brane class undisturbed. One can then define a singular torsion free sheaf $`\pi ^{}\stackrel{~}{U}`$ over $`X`$ associated with $`kF`$.
* The original vector bundle, $`V`$, now combines with $`\pi ^{}\stackrel{~}{U}`$, to form a reducible, singular, torsion free sheaf
$$\stackrel{~}{𝐕}=V\pi ^{}\stackrel{~}{U}$$
(6.59)
on the observable brane. This singular torsion free sheaf is called a small instanton.
* The small instanton can now be smoothed out into a reducible, semi–stable $`SU(n)\times SU(m)`$ vector bundle
$$\widehat{𝐕}=V\pi ^{}\widehat{U}$$
(6.60)
where $`m`$ can be any integer subject to the constraint $`2mk`$.
* The Chern classes of the original vector bundle $`V`$ and the final bundle $`\widehat{𝐕}`$ after the phase transition are related by
$$c_1(\widehat{𝐕})=c_1(V)=0,$$
(6.61)
$$c_2(\widehat{𝐕})=c_2(V)+kF$$
(6.62)
$$c_3(\widehat{𝐕})=c_3(V)$$
(6.63)
* The structure group of the vector bundle changes during the phase transition from
$$SU(n)SU(n)\times SU(m)$$
(6.64)
where $`2mk`$. It follows that the unbroken gauge group on the boundary brane, the commutant in $`E_8`$ of the structure group, also undergoes a transition.
These operations define a gauge–changing small instanton phase transition from one heterotic M-theory vacuum to another involving either all, or part, of the fiber component of the five–brane class. The base component, if any, and the remainder of the pure fiber class, if any, have not been involved in this transition. In order to make these concepts more transparent, we now present an example.
Example:
Consider a vacuum specified by $`B=𝔽_1`$, $`G=SU(5)`$, the irreducible spectral curve
$$𝒞=5\sigma +\pi ^{}\eta ,\eta =24𝒮+36$$
(6.65)
and line bundle $`𝒩`$ with $`\lambda =\frac{1}{2}`$. We showed in Section 5 that the associated five–brane class is given by
$$W_B=0,a_f=132$$
(6.66)
and that the number of generations is
$$N_{gen}=336$$
(6.67)
Note that the commutant of $`G=SU(5)`$ in $`E_8`$ is the unbroken gauge group
$$H=SU(5)$$
(6.68)
Since $`a_f0`$, this vacuum satisfies the criterion to make a gauge–changing small instanton phase transition. To specify this, we must choose the portion of the fiber component, $`kF`$, that we want to “absorb” during the transition. Let us choose the entire fiber class by taking
$$k=132$$
(6.69)
In this case, the small instanton transition will be to a new smooth, but reducible, semi–stable vacuum specified by $`B=𝔽_1`$ and
$$\widehat{G}=SU(5)\times SU(m),2m132$$
(6.70)
The entire five–brane class has been absorbed, so
$$\widehat{W}_B=0,\widehat{a}_f=0$$
(6.71)
Since the third Chern class does not change during the transition, it follows that
$$\widehat{N}_{gen}=336$$
(6.72)
By construction, $`SU(m)`$ must commute with the structure group $`G=SU(5)`$. This implies that
$$SU(m)H=SU(5)$$
(6.73)
and, hence, that $`m`$ is further restricted to satisfy $`2m5`$. Moreover, it follows that the commutant, $`\widehat{H}`$, of $`SU(5)\times SU(m)`$ in $`E_8`$ is the same as the commutant of $`SU(m)`$ in $`H=SU(5)`$. It is helpful to note that the maximal subgroups of $`SU(5)`$ containing an $`SU(m)`$ factor are
$$SU(5)SU(3)\times SU(2)\times U(1),SU(4)\times U(1).$$
(6.74)
Let us first consider $`m=2`$. Using (6.74), we see that
$$\widehat{H}=SU(3)\times U(1)$$
(6.75)
That is, the small instanton phase transition has changed the gauge group on the boundary brane from
$$SU(5)SU(3)\times U(1)$$
(6.76)
Similarly, for $`m=3`$ the gauge group on the boundary brane undergoes the transition
$$SU(5)SU(2)\times U(1)$$
(6.77)
whereas for $`m=4`$
$$SU(5)U(1)$$
(6.78)
Finally, we see from (6.74) that for $`m=5`$ the gauge group on the boundary brane changes as
$$SU(5)\mathrm{𝟏}$$
(6.79)
This example highlights two additional properties of gauge–changing small instanton phase transitions. The first concerns the evaluation of the final unbroken gauge group. Consider any gauge–changing phase transition in which the structure group of the vector bundle changes as
$$SU(n)SU(n)\times SU(m)$$
(6.80)
where $`2mk`$ and $`ka_f`$. Let $`H`$ be the commutant of $`SU(n)`$ in $`E_8`$ and $`\widehat{H}`$ be the commutant of $`SU(n)\times SU(m)`$ in $`E_8`$. Clearly, since $`SU(m)`$ must commute with $`SU(n)`$ we have
$$SU(m)H$$
(6.81)
As we learned in the example, this fact generically puts a much stronger restriction on $`m`$. The exact restriction depends on the choice of the structure group $`SU(n)`$. In the above example, it tightened the bound on $`m`$ from $`2m132`$ to $`2m5`$. Furthermore, it follows from (6.81) that $`\widehat{H}`$ must also be the commutant of $`SU(m)`$ in $`H`$. This observation facilitates the evaluation of $`\widehat{H}`$ considerably. For example, let the original stable vector bundle have structure group
$$G=SU(4)$$
(6.82)
Since $`SU(4)\times SO(10)E_8`$ is a maximal subgroup, it follows that
$$H=SO(10)$$
(6.83)
Now consider a small instanton transition to a reducible vector bundle with the structure group
$$\widehat{G}=SU(4)\times SU(m)$$
(6.84)
where, in general, $`2mk`$ for some $`ka_f`$. We see from (6.81), however, that
$$SU(m)SO(10)$$
(6.85)
It is helpful to note that
$$SO(10)SU(2)\times SO(7),SU(2)\times SU(2)\times SU(4),SU(5)\times U(1)$$
(6.86)
are the maximal subgroups of $`SO(10)`$ containing an $`SU(m)`$ factor. It follows that $`m`$ is further constrained to satisfy
$$2m5$$
(6.87)
Let us first consider the $`m=2`$ case. Using (6.86), we see that
$$\widehat{H}=SO(7),SU(2)\times SU(4)$$
(6.88)
depending upon the embedding of $`SU(2)`$ in $`SO(10)`$. That is, the small instanton phase transition has changed the gauge group from
$$SO(10)SO(7),SU(2)\times SU(4)$$
(6.89)
Clearly for the $`m=3`$ case
$$\widehat{H}=\mathrm{𝟏}SO(10)\mathrm{𝟏}$$
(6.90)
Similarly, for $`m=4`$
$$\widehat{H}=SU(2)\times SU(2)SO(10)SU(2)\times SU(2)$$
(6.91)
and for the $`m=5`$ case
$$\widehat{H}=U(1)SO(10)U(1)$$
(6.92)
We conclude that the gauge bgroup breaking pattern for a gauge–changing small instanton phase transition can be computed and is, generically, very rich.
This observation leads to the second issue regarding gauge–group changing phase transitions. That is, given the initial data of the stable vector bundle and the associated five–brane class, can one predict which region of moduli space the vacuum is in after the phase transition? In particular, can one predict the final structure group factor $`SU(m)`$? The answer, for the moment, must be no. The reason is that, as the five–brane “collides” with the boundary brane, tensionless string states are momentarily created due to the vanishing tension of wrapped membranes stretched between the boundary brane and the wrapped five–brane. These states become massive as the small instanton is smoothed out and can, hence, be ignored after the phase transition. However, they make it difficult to follow the moduli space trajectory of the vacuum during the transition itself. We conclude that, presently, we must be content with constructing the moduli space and specifying the gauge group breaking patterns of gauge–changing small instanton phase transitions.
## 7 Conclusion:
In this paper, we have given a detailed description of both the mathematics and physics of small instanton phase transitions associated with the “collision” of a bulk space five–brane with a boundary brane. We expect such collisions and, hence, small instanton phase transitions to be an important part of any realistic particle physics theory derived from the “brane world”. We have presented our results within the context of the fundamental brane world that arises from M–theory, namely, heterotic M–theory . However, our results, with relatively minor modifications, are applicable to any brane world scenario .
Specifically, we have shown that upon collision with a boundary brane, part, or all, of the five–brane is “absorbed” by the boundary brane, depending upon the initial vector bundle and five–brane data. The absorbed five–brane is transmuted, rather catastrophically, into a singular modification of the initial vector bundle on the boundary brane, called a small instanton. This is then smoothed out to a modified vector bundle that differs quantitatively from the vector bundle prior to the collision. That is, the five–brane collides with the boundary brane and disappears, but at the cost of modifying the vector bundle on the boundary brane. In this paper, we have given a precise description of these small instanton phase transitions.
First, we have shown that if all, or a part, of the base component of the five–brane class is absorbed during the collision, then the vector bundle on the boundary brane is modified in such a way that its third Chern class changes. This implies that the number of generations of quarks and leptons is different after the phase transition than it was before. Specifically, we find that
$$N_{gen}(\widehat{V})=N_{gen}(V)+\frac{1}{2}(2\eta +znc_1(B))z$$
(7.1)
where $`V`$ and $`\widehat{V}`$ are the vector bundles on the boundary brane before and after the transition respectively. Curve $`\eta `$ and $`n`$ are initial data for the vector bundle on the boundary brane, curve $`z`$ specifies how much of the five–brane class is absorbed during the transition and $`c_1(B)`$ partially defines the Calabi–Yau vacuum. The point is that one can specify this data mathematically and explicitly compute the difference in the number of generations. We showed that the structure group of the vector bundle does not change during such phase transitions. For these reasons, we call transitions that involve only the base component of the five–brane class “chirality–changing small instanton phase transitions”. At least for the types of vector bundles discussed in this paper, we find that only for specific initial vector bundle data, namely $`\lambda =\frac{1}{2}`$, can chirality–changing transitions proceed. In all other cases they are topologically obstructed.
Second, we have shown that if all, or part, of the fiber component of the five–brane class is absorbed during the collision, then the vector bundle on the boundary brane is modified in such a way that the structure group changes. This implies that the unbroken gauge group on the boundary brane, the commutant of the structure group in $`E_8`$, is changed by the phase transition. Specifically, we find that
$$SU(n)SU(n)\times SU(m)$$
(7.2)
where $`SU(n)`$ and $`SU(n)\times SU(m)`$ are the structure groups before and after the phase transition respectively. The values of $`m`$ are not fixed, but are constrained to lie in a relatively small interval that can be computed explicitly. Thus, we can quantitatively compute the unbroken gauge group structure following the small instanton transition. We showed that the third Chern class of the vector bundle does not change during such transitions. For these reasons, we call transitions involving only the fiber component of the five–brane class “gauge–changing small instanton phase transitions”. Unlike the case of chirality–changing transitions, we find that gauge–changing phase transitions are never topologically obstructed and can always occur.
In general, small instanton phase transitions involving both the base and fiber components of the five–brane class can occur. These will then, of course, involve phase transitions in both the number of chiral families and the unbroken gauge group. There would appear to be an enormous amount of new, non–perturbative particle physics and cosmology associated with the small instanton phase transitions discussed in this paper. We will discuss these topics elsewhere.
In this paper, we did not discuss duality between the vacua of heterotic M-theory and other theories, such as F-theory. We want to point out, however, that there is an interesting dual process in F-theory which follows from the results in our paper. The dual of heterotic M-theory on an Calabi-Yau elliptically fibered threefold with bundle data is F-theory compactified on an elliptic Calabi-Yau fourfold. We considered chirality changing phase transitions in Section 5. In , it is shown that the third Chern class of the vector bundle is related to the four-form flux on the F-theory side. In type IIB language, this flux is the nontrivial NS-NS and R-R three-form field background . Since we change the third Chern class of the vector bundle in chirality changing small instanton phase transitions, the dual process in F-theory changes this flux. On the heterotic M-theory side, the number of five-branes wrapping on a fiber does not change. The dual of the 5-branes wrapping on a fiber are the three-branes in F-theory . Hence, the number of three-branes does not change in the dual process in F-theory. The anomaly equation in F-theory tells us that the sum of the number of three-branes and the flux is proportional to the Euler character of the fourfold. The dual process of the small instanton transition involving five-branes wrapping on a base curve changes the topology of the dual elliptic fourfold in F-theory, since it involves blowdown and blowup processes . Hence, the Euler character of the manifold does change before and after the dual process. Thus, we can conclude that the F-theory dual process mediates between different manifolds with different flux. This is difficult to check directly in F-theory, since vacua with flux are not well understood. In a similar fashion, by further exploration of heterotic M-theory on an elliptic Calabi-Yau threefold, we can indirectly learn many interesting facts about dual vacua, which are worthy of further investigation.
### Acknowledgments
We would like to thank E. Diaconescu, R. Donagi, A. Grassi, K. Intriligator, G. Rajesh and E. Witten for useful conversation and discussion. B. A. Ovrut is supported in part by a Senior Alexander von Humboldt Award, by the DOE under contract No. DE-AC02-76-ER-03071 and by a University of Pennsylvania Research Foundation Grant. T. Pantev is supported in part by an NSF grant DMS-9800790 and by an Alfred P. Sloan Research Fellowship. J. Park is supported in part by U.S. Department of Energy Grant No. DE-FG02-90-ER40542. |
warning/0001/cond-mat0001196.html | ar5iv | text | # 1 Introduction
## 1 Introduction
An effective management of transport problems is of great interest in densely populated areas. Therefore the performance optimisation of the existing traffic networks is an important aspect of infra-structural planning <sup>?</sup>. Recent experimental <sup>?,?,?,?,?</sup> and theoretical studies <sup>?,?,?</sup> have provided great evidence that the network performance is largely dominated by the capacity of so-called bottlenecks, i.e. parts of the roads where the capacity is locally reduced. In realistic traffic systems a large variety of possible bottlenecks exists, e.g. road constructions, crossings and lane-reductions. If one concentrates on highway networks the reduction of the capacity is often due to on- and off-ramps. Therefore the influence of on- and off-ramps has been discussed, e.g., on- and off-ramps have been used in studies of macroscopic models in order to explain the emergence of synchronised traffic <sup>?,?</sup>.
In this work we present a simulation study of on- and off-ramps using a discrete microscopic traffic model <sup>?,?</sup> (for reviews, see <sup>?,?,?</sup>). In order to extract the effects of on- and off-ramps we keep the lattice geometry as simple as possible, i.e. we study a single-lane system with periodic boundary conditions, with an additional on- and off-ramp. Moreover we consider only one type of cars. This choice of the system allows for an easy parametrisation and systematic analysis of ramp effects. Nevertheless these simplifications do not reduce the practical relevance of our results because the empirical results which have been obtained at multi-lane highways show the large influence of the ramps <sup>?,?,?</sup>. Moreover the strong coupling of the lanes at high densities implies that the generic behaviour is found on all lanes <sup>?,?,?</sup>.
The simulation results show that the maximal capacity of the system depends on the flow at the ramps as well as on different input strategies. In contrast, different output procedures do not affect the results significantly. Starting from this realistic scenario we discuss the relation to periodic systems with stationary defects <sup>?,?</sup>, i.e. to periodic systems where the mobility of the cars is locally reduced. It turns out that the essential features of traffic systems near ramps are already reproduced by the system with a stationary defect. Moreover we are able to establish a direct relation between on-ramp activity and parametrisation of the defect. Therefore it seems to be possible to achieve a considerable reduction of the computational complexity of network simulation using this kind of implementation of ramps.
The influence of on- and off-ramps on the dynamics in microscopic models is not yet analysed to our knowledge. The most important point that is investigated here is the strategy of the cars to change from the acceleration lane to the driving lane. This strategy depends on the individual behaviour of the drivers and might have a considerable influence on the traffic dynamics. In this paper we will present a simple scenario that is able to quantify the effects of on- and off-ramps qualitatively. It will be no restriction to the problem that we will only treat one-lane models. The effects caused by the on-ramps in realistic systems can be explained qualitatively with one-lane models. Therefore the Nagel-Schreckenberg (NaSch) model serves as the basis model for the implementation of on- and off-ramps. Firstly we suggest two different types of on-ramps. It is found that it is not necessary to make a difference in the modelling of the off-ramps because they play a rather inferior role for the traffic dynamics. Afterwards we study the effect of both types on the model qualitatively with the help of suitable observables. It will be shown that there exists a strict analogy of the effect of on-ramps to that of stationary defects. This analogy allows the parametrisation of on-ramps in an exceedingly easy way, so that one can perform very fast, but realistic, simulations of complex traffic networks.
Before we start with our considerations concerning the on- and off-ramps, let us remind the reader of the update rules (parallel dynamics) in the NaSch model:
Acceleration: $`v_i\mathrm{min}(v_{max},v_i+1)`$
Braking: $`v_i\mathrm{min}(d_i,v_i)`$
Randomization: $`v_i\mathrm{max}(0,v_i1)`$
Randomization: with probability $`p`$
Driving: car $`i`$ moves $`v_i`$ cells
Here $`v_i`$ and $`d_i`$ denotes the velocity of car $`i`$ and the number of empty cells in front of car $`i`$, i.e. the so-called headway, respectively. The maximum velocity and the slowdown parameter are denoted as $`v_{max}`$ and $`p`$ respectively.
## 2 Definition of the ramp-types
In this section we discuss two possible types of implementations of on- and off-ramps. The on- and off-ramps are implemented as connected parts of the lattice where the vehicles may enter or leave the system. The activity of the ramps is characterised by the number of entering (or leaving) cars per unit of time $`j_{in}`$ ($`j_{out}`$). In order to avoid density fluctuations we only added a car to the system if the removal of another car at the off-ramp is possible at the same time-step. So, the following relation for the rates holds: $`j_{in}=j_{out}`$. Moreover, input and output are performed with a constant frequency. Compared to a stochastic in- and output of cars this particular choice allows for a better quantitative analysis of the results. We have tested that a stochastic in- and output of cars does not lead to a qualitatively different behaviour of the system. The chosen length of the on- and off-ramps and the distance between them is motivated by the dimensions found on german highways. Here we have chosen $`L_{ramp}=25`$ as length of the ramps in units of the lattice constant (usually identified with 7.5 meters). The position, i.e. the first cell of the on-ramp, is located at $`x_{on}=80`$ and that of the off-ramp at $`x_{off}=L80`$ where $`L`$ is the system size. Using periodic boundary conditions the distance of the on-ramp to the off-ramp is given by $`d_{ramp}=x_{on}x_{off}+L`$. The only and essential difference in the implementation of the different types of on-ramps lies in the strategy of the cars changing from the acceleration lane to the driving lane.
Now we discribe two different procedures adding cars to the lattice.
Type A
Using this method the lattice will successively be searched in the region of the on-ramp ($`x_{on}`$ to $`x_{on}+L_{ramp}`$) until a vacant cell is found. Then a car will be inserted into this cell (see Fig. 1), even if the cell in front is already occupied by a car. The velocity of the car is set to $`v_{max}`$. Dependent on the global density $`\rho `$ this can lead to a strong perturbation of the system (see Section 4).
This extremely restrictive method described above implies a very inconsiderate behaviour of the drivers because in the process of changing from the acceleration lane to the driving lane no safety margin will be held. However, due to the unbounded deceleration capabilities of the cars in the NaSch model this will not lead to accidents.
Type B
In this method the cell that will be occupied by a car is selected in a stochastic way. A vacant cell will be randomly chosen in the region of the on-ramp. Afterwards a car will be inserted into this cell like in type A. The measurements in the simulations will show that there is no qualitative difference of this type to type A. Type B will also lead to a strong perturbation of the system.
By the method described above one gets a more realistic description of traffic flow than in type A. Here it will be used to simulate both inconsiderate and cautious behaviour of the drivers.
The off-ramps work for the corresponding types of on-ramps in the same way: one goes successively through the cells of the lattice in the region of the off-ramps until an occupied cell is found. Then the car will be removed from this cell. A schematic diagram of this procedure is shown in Fig.2.
## 4 Effects of the ramps
In this section we discuss the effects of the ramps. Using computer simulations fundamental diagrams dependent on the in/output-rates and density profiles dependent on the global density of the system are generated. Then, by analysing these results, we investigate the relation between on-ramps and stationary defects. This will be done in the last subsection.
### 4.1 Fundamental diagrams and density profiles
In Fig. 3 the fundamental diagrams of the NaSch model for both types of on-ramps are shown. The input-rate is chosen to be $`j_{in}=j_{out}=\frac{1}{5}`$. This choice guarantees the conservation of the global density $`\rho `$. For comparison the fundamental diagram without ramps is also shown as solid line.
It is clearly seen that a density regime $`\rho _{low}<\rho <\rho _{high}`$ exists where the flow $`J(\rho )`$ is independent of the density. This so-called plateau value of the flow is lower than the corresponding flow of the model without ramps. An increase of the input-rate $`j_{in}`$ leads to a decrease of the plateau value If one compares the different types of input strategies it is evident that the plateau value of type B is lower than that of type A. This can be explained by the probability that the cell in front of the inserted car is already occupied. For type B this probability is smaller than for type A. Nevertheless there is no difference between the two types in a qualitative sense. That is the reason why we restrict ourselves to type A in the further treatment. With this type the effect can be seen in the simplest way and so it is easier to describe.
Obviously we can distinguish three different phases depending on the global density. In the high and low density phases the average flow $`J(\rho )`$ of the perturbated system takes the same value as in the system without ramps. For intermediate densities $`\rho _{low}<\rho <\rho _{high}`$ the flow is constant and limited by the capacity of the ramps.
For a better understanding of the behaviour of the average flow it will be helpful to look at the density profile (see Fig. 4). In the high and low density phase one only observes local deviations from a constant density profile. For intermediate densities the system is separated into macroscopic high ($`\rho _{high}`$) and low ($`\rho _{low}`$) density regions. In the region of the ramps the density $`\rho _{ramp}`$ is additionally higher than in the high density region. Thus the ramps act like a blockage in the system that decreases the flow locally. Varying the global density within the phase-separated state the bulk densities in the high and low density region remain constant, only the length of the regions changes (see Fig. 5). Also the local density at the ramps ($`\rho _{ramp}`$) remains constant. Finally this leads to a constant flow in the segregated phase.
If one assumes that the cars can move freely in the low density regime and that the flow in the high density region depends linearly on the density (which holds for small braking parameters $`p`$) we get the following relation:
$$\rho _{low}=\left(1\rho _{high}\right)\frac{1p}{v_{max}p}.$$
(4.1)
Unfortunately no expressions for $`\rho _{low}`$ and $`\rho _{high}`$ depending on the model parameters only can be given. The reason is that no exact analytical description for the unperturbated system with $`v_{max}>1`$ has been found so far. Furthermore an analytical treatment of the ramps is very complicated because of the strong interactions within these regions.
### 4.2 Analogy to stationary defects
In the previous subsection we have shown that the on-ramps in the system act like a blockage. This blockage leads to a decrease of the local flow at the ramp. To clarify the analogy of on-ramps to stationary defects we give a short summary of the most important results on stationary defects like construction sites <sup>?,?</sup>.
Stationary defects can be implemented in two different ways. First, one can define a certain range on the lattice where the slowdown parameter $`p`$ is increased compared to that of the residual lattice sites <sup>?</sup>. Second, one can decrease the maximum velocity $`v_{max}`$ in this certain range <sup>?,?</sup>. In our investigations we restrict ourselves to the first method.
Fig. 6 shows a schematical representation of a single defect in the NaSch model with $`v_{max}=1`$ and slowdown parameter $`p`$. The slowdown parameter at the defect is denoted as $`p_d`$.
In Fig. 7 the fundamental diagram of the NaSch model with stationary defects is represented. Again we can distinguish three different phases. In the high and low density regime the flow $`J(\rho )`$ is identical to that of the model without defects. For intermediate densities $`\rho _{low}<\rho <\rho _{high}`$ the flow is constant in analogy to the model with ramps. In this regime $`J(\rho )`$ is limited by the capacity of the defect sites.
Once again the phenomenon of the plateau formation can be understood by the analysis of the density profiles (see Fig. 8). The argument is the same as in subsection 3.1.
For the case $`v_{max}=1`$ of the NaSch model with a single defect site good approximations for the plateau value of the flow as well as for the densities $`\rho _{low}`$ and $`\rho _{high}`$ can be made <sup>?</sup>. An essential reason for this is the particle-hole symmetry in this special case. Because of this symmetry following relation holds:
$$\rho _{low}+\rho _{high}=1.$$
(4.2)
With the assumption <sup>?</sup> that the system is separated into two regions of constant density and that the flow $`J_d`$ at the defect is equal to the flow $`J_{bulk}`$ in the bulk one can establish following equation in the mean field theory:
$$J_d=q_d\rho _{high}\left(1\rho _{low}\right)=J_{bulk}=q\rho _{high}\left(1\rho _{high}\right)$$
where $`q=1p`$ and $`q_d=1p_d`$. With equation (4.2) we finally get the expressions for the densities:
$$\rho _{high}=\frac{q}{q+q_d},\rho _{low}=\frac{q_d}{q+q_d}.$$
(4.3)
From this and the exact current (see e.g. <sup>?,?</sup>) follows the plateau value of the flow:
$$J_P=\frac{1}{2}\left(1\frac{1}{q+q_d}\sqrt{\left(q+q_d\right)^24q^2q_d}\right).$$
(4.4)
In principle one can treat the defects for $`v_{max}>1`$ in the same way. When we make the assumption that for the two branches in the fundamental diagram the following approximations hold:
$$J_{free}=\rho (v_{max}p),J_{jam}=(1p)(1\rho ),$$
one gets the following expressions for the densities in the phase-separated state:
$`\rho _{low}`$ $`=`$ $`{\displaystyle \frac{q_d}{v_{max}p+q_d}},`$
$`\rho _{high}`$ $`=`$ $`{\displaystyle \frac{(v_{max}p)(qq_d)+qq_d}{(v_{max}p)q+qq_d}}.`$ (4.5)
The plateau value of the flow results from this as:
$$J_P=\frac{(v_{max}p)q_d}{v_{max}p+q_d}.$$
(4.6)
In spite of the crude estimate for $`J_{jam}`$ this approximation is in good agreement with the simulation data for small $`p`$ (see Fig. 7). It has not been checked so far for which range of values for $`p_d`$ equation (4.6) can reproduce the simulation results.
We have shown that there is no qualitative difference between the effect of on- and off-ramps and that of stationary defects. In both cases one observes plateau formation in the fundamental diagram as well as phase separation in the system. The only difference lies in the nature of the blockage dividing the system into two macroscopic regions. In the case of the ramps it is the local increase of the density that decreases the flow locally. In the model with defects the increased slowdown parameter leads to a local decrease of the flow.
In order to use the equivalence of ramps and defects in realistic simulations of traffic flow one has to determine the relation between the input-rates $`j_{in}`$ and the slowdown parameter $`p_d`$ at the defect sites. Fig. 9 shows the values of $`p_d`$ and $`j_{in}`$ leading to the same fundamental diagrams. It can be seen that a non-trivial relation between the two parameters exists. We regard this Fig. 9 as our main result for future applications.
## 5 Summary and Conclusions
In this paper we have presented a simple scenario that can quantify the effects of ramps on the traffic dynamics in microscopic models. The model used here is the well known Nagel-Schreckenberg model, a cellular automaton for traffic flow. We have introduced two different types of on-ramps. One type that implies a very inconsiderate behaviour of the drivers and another type that simulates both inconsiderate and cautious behaviour. We have shown that there is no difference between these two types in a qualitative sense. With both types one observes effects very similar to those of stationary effects: in both cases one observes plateau formation in the fundamental diagram as well as phase separation in the system. The only difference lies in the mechanism dividing the system into two macroscopic regions. This analogy is is very important for efficient modelling of complex networks <sup>?</sup> with a multitude of ramps.
Usually in simulations of large networks one uses a more realistic approach. In <sup>?</sup> ramps are fed by an external road. Cars try to change to the highway according to the usual lane changing rules. If they could not change the cars wait at the end of the ramp.
In our considerations we have also investigated in the influence of ramps on different mutations of the NaSch model like the Slow To Start model <sup>?,?</sup> and a model with an anticipation rule. The effects caused by the ramps are qualitatively the same as in the NaSch model, but in the model with anticipation one has to use much higher input-rates $`j_{in}`$ to observe phase separation and plateau formation. This model reacts more robust on the perturbations caused by the cars changing from the acceleration lane to the driving lane <sup>?</sup>.
The effects of ramps have been studied in connection with synchronised traffic recently <sup>?,?</sup>. For the hydrodynamic models it has been found that the localised perturbation through the ramp flow can induce transitions between different traffic states.
In <sup>?</sup> it has been shown using computer simulations and data from measurements on real traffic that on-ramps can induce a first-order non-equilibrium phase transition between free flow and a congested phase. The transition is induced by the interplay of density waves caused by the on-ramps and shock waves moving on the highway.
Acknowledgment
This work has been performed within the research program of the SFB 341 (Köln–Aachen–Jülich). L. S. acknowledges support from the Deutsche Forschungsgemeinschaft under Grant No. SA864/1-1.
References |
warning/0001/cond-mat0001305.html | ar5iv | text | # Alternative Technique for ”Complex” Spectra Analysis
## I Eigenvalue Distribution of Generalized Gaussian Ensembles
### A The Change of Eigenvalues and Eigenfunctions
The eigenvalue equation of a complex Hermitian matrix $`H`$ is given by $`HU=U\mathrm{\Lambda }`$ with $`\mathrm{\Lambda }`$ as the matrix of eigenvalues $`\lambda _n`$ and $`U`$ as the eigenvector matrix, unitary in nature. As obvious, a slight variation of the matrix elements of $`H`$ will, in general, lead to variation of both the eigenvalues as well as the eigenvectors and associated rates of change can be obtained as follows;
As $`\lambda _n=_{i,j}U_{ni}H_{ij}U_{nj}^{}`$, the rate of change of $`\lambda _n`$ with respect to $`H_{kl;s}`$ (with $`s`$ referring to real, $`s=1`$, and imaginary, $`s=2`$, parts of $`H_{kl}`$) can be given
$`{\displaystyle \frac{\lambda _n}{H_{kl;s}}}={\displaystyle \frac{i^{s1}}{g_{kl}}}[U_{ln}U_{kn}^{}(1)^sU_{ln}^{}U_{kn}].`$ (3)
where $`g_{kl}=1+\delta _{kl}`$. This can further be used to obtain the following relations (Appendix A)
$`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{\lambda _n}{H_{kl;s}}}H_{kl;s}`$ $`=`$ $`{\displaystyle \underset{k,l}{}}H_{kl}U_{ln}U_{kn}^{}=\lambda _n`$ (4)
and
$`{\displaystyle \underset{kl}{}}g_{kl}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{\lambda _n}{H_{kl;s}}}{\displaystyle \frac{\lambda _m}{H_{kl;s}}}=2\delta _{mn}`$ (5)
For our analysis later, we also require the information about the second order change of an eigenvalue with respect to a matrix element and, therefore, the rate of change of one of the eigenvector components with respect to $`H_{kl}`$. This is given as follows (Appendix B),
$`{\displaystyle \frac{U_{pn}}{H_{kl;s}}}={\displaystyle \frac{i^{s1}}{g_{kl}}}{\displaystyle \underset{mn}{}}{\displaystyle \frac{1}{\lambda _n\lambda _m}}U_{pm}(U_{km}^{}U_{ln}+(1)^{s+1}U_{lm}^{}U_{kn})`$ (6)
and now by using eqs.(3,6), One can show that (Appendix C)
$`{\displaystyle \underset{kl}{}}g_{kl}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{^2\lambda _n}{H_{kl;s}^2}}`$ $`=`$ $`4{\displaystyle \underset{m}{}}{\displaystyle \frac{1}{\lambda _n\lambda _m}}`$ (7)
For the real-symmetric case, the corresponding relations can be obtained by using $`U^+=U^T`$ (as eigenvector matrix is now orthogonal) in eqs.(3-7) and taking $`H_{ij;2}=0`$ for all values of $`i,j`$ (see ).
.. ..
### B The Evolution Equation For the Eigenvalues
Let us consider an ensemble of complex Hermitian matrices $`H`$, with matrix elements $`H_{kl}=H_{kl;1}+iH_{kl;2}(1\delta _{kl})`$ distributed as Gaussians with arbitrary variances and mean-values; the variances of real and imaginary parts of a single matrix element also need not be same. Thus we choose the distribution $`\rho (H)`$ of matrix $`H`$ to be following:
$`\rho (H,y,b)=C\mathrm{exp}({\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \underset{kl}{}}\alpha _{kl;s}(H_{kl;s}b_{kl;s})^2)`$ (8)
with $`C=_{kl}_{s=1}^2\sqrt{\frac{\alpha _{kl;s}}{\pi }}`$ as the normalization constant, $`y`$ as the set of the coefficients $`y_{kl;s}=\alpha _{kl;s}g_{kl}=\frac{g_{kl}}{2<H_{kl;s}^2>}`$ and $`b`$ as the set of all $`b_{kl;s}`$. Note that such a choice leads to a non-random complex Hamiltonian ($`H_{kl}=b_{kl;1}+ib_{kl;2}`$) in limit $`\alpha _{kl;1},\alpha _{kl;2}\mathrm{}`$ and therefore can model various real physical situations such as switching of disorder in a non-random Hamiltonian e.g. metal-insulator transitions.
Let $`P(\mu ,y,b)`$ be the probability of finding eigenvalues $`\lambda _i`$ of $`H`$ between $`\mu _i`$ and $`\mu _i+\mathrm{d}\mu _i`$ at a given $`y`$ and $`b`$,
$`P(\mu ,y,b)={\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\rho (H,y,b)\mathrm{d}H}`$ (9)
As the $`\alpha `$-dependence of $`P`$ in eq.(9) enters only through $`\rho (H)`$ and $`\frac{\rho }{\alpha _{kl;s}}=\left[(2\alpha _{kl;s})^1(H_{kl;s}b_{kl;s})^2\right]\rho =(2\alpha _{kl;s})^1\left[\rho +(H_{kl;s}b_{kl;s})\frac{\rho }{H_{kl;s}}\right]`$ with $`\frac{\rho }{H_{kl;s}}=\frac{\rho }{b_{kl;s}}`$, a derivative of $`P`$ with respect to $`\alpha _{kl;s}`$ can be written as follows
$`{\displaystyle \frac{P}{\alpha _{kl;s}}}`$ $`=`$ $`{\displaystyle \frac{P}{2\alpha _{kl;s}}}+{\displaystyle \frac{1}{2\alpha _{kl;s}}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)H_{kl;s}\frac{\rho }{H_{kl;s}}\mathrm{d}H}+{\displaystyle \frac{1}{2\alpha _{kl;s}}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)b_{kl;s}\frac{\rho }{b_{kl;s}}\mathrm{d}H}`$ (10)
The second integral in eq.(10) is equal to $`b_{kl;s}\frac{P}{b_{kl;s}}`$. The first integral can also be simplified by using integration by parts followed by a use of the equality $`\frac{_{i=1}^N\delta (\mu _i\lambda _i)}{H_{kl;s}}=_{n=1}^N\frac{_{i=1}^N\delta (\mu _i\lambda _i)}{\mu _n}\frac{\lambda _n}{H_{kl;s}}`$:
$`{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)H_{kl;s}\frac{\rho }{H_{kl;s}}\mathrm{d}H}`$ $`=`$ $`{\displaystyle \frac{\underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)}{H_{kl;s}}H_{kl;s}\rho dH}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\rho \mathrm{d}H}=I_{kl;s}P`$ (11)
where
$`I_{kl;s}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl;s}}H_{kl;s}\rho \mathrm{d}H}`$ (12)
Substitution of eq.(11) in eq.(10) then gives
$`2\alpha _{kl;s}{\displaystyle \frac{P}{\alpha _{kl;s}}}=I_{kl}+b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}`$ (13)
Our aim is to find a function $`Y`$ of the coefficients $`\alpha _{kl;s}`$’s and $`b_{kl;s}`$’s such that the evolution of $`P(\mu ,Y)`$ in terms of $`Y`$ satisfies a F-P equation similar to that of Dyson’s Brownian motion model (Wigner-Dyson gas) . For this purpose, we consider the sum 2 $`_{kl}\left(\gamma g_{kl}\alpha _{kl;s}\right)\alpha _{kl;s}\frac{P}{\alpha _{kl;s}}`$ where $`\gamma `$ is an arbitrary parameter and thereby obtain following relation
$`{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \underset{kl}{}}\left(\gamma y_{kl;s}\right)\left[2y_{kl;s}{\displaystyle \frac{P}{y_{kl;s}}}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}\right]={\displaystyle \underset{s=1}{\overset{2}{}}}\left[\gamma {\displaystyle \underset{kl}{}}I_{kl;s}{\displaystyle \underset{kl}{}}y_{kl;s}I_{kl;s}\right]`$ (14)
As shown in Appendix D, the first term on the right hand side of eq.(14) can further be simplified,
$`{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \underset{kl}{}}I_{kl;s}={\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left(\mu _nP\right)`$ (15)
The second term can similarly be rewritten as follows (Appendix E):
$`{\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}y_{kl;s}I_{kl;s}={\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left[{\displaystyle \frac{}{\mu _n}}+{\displaystyle \underset{mn}{}}{\displaystyle \frac{\beta }{\mu _m\mu _n}}\right]P{\displaystyle \underset{kl}{}}y_{kl;s}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}`$ (16)
where $`\beta =2`$. Using both the equalities (15) and (16) in eq.(14), we obtain the desired F-P equation
$`{\displaystyle \frac{P}{Y}}`$ $`=`$ $`\gamma {\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left(\mu _nP\right)+{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left[{\displaystyle \frac{}{\mu _n}}+{\displaystyle \underset{mn}{}}{\displaystyle \frac{\beta }{\mu _m\mu _n}}\right]P`$ (17)
Here the left hand side of above equation, summing over all $`y_{kl;s}`$ and $`b_{kl;s}`$, has been rewritten as $`\frac{P}{Y}`$ with $`Y`$ given by the condition that
$`{\displaystyle \frac{P}{Y}}=2{\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}y_{kl;s}(\gamma y_{kl;s}){\displaystyle \frac{P}{y_{kl;s}}}\gamma {\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}.`$ (18)
By using the orthogonality of eigenvectors and following the same steps, it can be proved for real-symmetric case too (now $`\beta =1`$). It is worth noting that the eq.(17) is same as the evolution equation for the eigenvalues of Brownian ensembles. It is also similar to the one governing the transitions between any two universality classes of SGE caused by a random perturbation of strength $`\tau `$ (with $`\tau Y`$) .
### C How to Obtain the Complexity parameter $`Y`$:
The variable $`Y`$, a function of relative values of the coefficients $`\alpha _{kl;s}`$’s and $`b_{kl;s}`$’s, is a measure of the degree and nature of the complexity of a system and can therefore be referred as the ”complexity parameter”. For the case discussed here (eq.(18)), $`Y`$ can be obtained by the following method.
We define $`M=2N^2`$ variables $`(Y_1,..Y_M)`$ as the functions of all $`y_{kl;s}`$’s and $`b_{kl;s}`$’s such that the condition given by eq.(18) (where $`YY_1`$) is satisfied. This is indeed possible by using the orthogonal (Jacobi) coordinate transformation between variables $`\{Y_i\}_{i=1,..,M}`$ and $`\{y_{kl;s},b_{kl;s}\}_{kl;k,l=1,..,N;s=1,2}`$ defined by following rule,
$`Y_i={\displaystyle \underset{j=1}{\overset{M}{}}}a_{ij}X_j\mathrm{for}i=1M`$ (19)
where $`X_j\frac{1}{2}\mathrm{ln}\frac{y_{kl;s}}{|y_{kl;s}\gamma |}+c_j`$ for $`jN^2`$ and $`X_j\frac{1}{\gamma }\mathrm{ln}|b_{kl;s}|+c_j`$ for $`j>N^2`$ with $`c_j`$ as arbitrary constants of integration. Here coefficients $`a_{ij}`$ must satisfy the relation $`_{j=1}^Ma_{ij}=\delta _{i1}`$ which is a necessary condition for orthogonality but not sufficient to get the right form for $`\frac{}{Y}`$. With $`D`$ being the functional derivative of $`Y_i`$’s with respect to $`X_j`$’s, we also need the elements $`D_{1j}^1`$ of its inverse to be unity. One way to achieve this is to set all adjuncts of the matrix elements $`\frac{Y_1}{X_j}`$ equal. Now by choosing $`a_{1j}`$ also equal, $`a_{1j}=M^1`$, we are left with $`M`$ conditions for $`a_{ij}`$, $`i1`$, which can easily be fulfilled.
The form of $`Y=_ja_{1j}X_j`$, fulfilling condition (18), can therefore be given as
$`Y={\displaystyle \frac{1}{2N^2}}{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}\left[{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{y_{kl;s}}{|y_{kl;s}\gamma |}}{\displaystyle \frac{1}{\gamma }}\mathrm{ln}|b_{kl;s}|\right]+C`$ (20)
with $`C=M^1_jc_j`$.
As obvious, this method is applicable only for the case when the prefactor associated with a derivative of $`P`$ with respect to a variable $`r`$ in eq.(18) depends only on $`r`$ ($`r`$ can be any one of the $`y_{kl;s}`$ or $`b_{kl;s}`$). Our studies on the ensembles more complicated than eq.(8) show that the prefactors can also depend on a combination of various $`r`$ variables. This requires a more general method to obtain $`Y`$ which can also be used for the case discussed here (Appendix F).
### D Determination of $`P(\mu ,Y)`$
The eq.(17) describes an evolution of the eigenvalues of GGE due to changing distribution parameters of the ensemble which can be solved, in principle, to obtain $`P(\mu ,Y)`$ for arbitrarily chosen initial values of the parameters. If the ensemble corresponding to initial set of the parameters is referred as $`H_0`$, an integration over $`H_0`$ would lead to $`P(\mu ,Y)`$, free of initial conditions. In fact, it can be shown that
$`P(\mu ;Y)`$ $`=`$ $`(4\pi Y)^{N^2/2}{\displaystyle \mathrm{exp}\left[\frac{1}{4Y}tr(\mu U^+\mu _0U)^2\right]f(\mu _0)|\mathrm{\Delta }(\mu _0)|^{\beta _0}d\mu _0dU}`$ (21)
where $`\mu _0`$ is the set of eigenvalues of the initial matrix $`H_0`$, with $`\beta _0`$ given by its symmetry conditions, and $`U`$ is the integral over unitary (or orthogonal) space of matrices.
To show that eq.(21) is indeed a solution of eq.(17), we study a general case. Consider a partial differential equation for a function $`F(A;t)`$ defined in the matrix space of $`N\times N`$ Hermitian matrices $`A`$
$`{\displaystyle \frac{F}{t}}`$ $`=`$ $`\left[_A^2F+.(AF)\right]`$ (22)
$`\mathrm{where}_A^2`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \frac{^2}{A_{ii}^2}}+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i<j}{}}{\displaystyle \frac{^2}{A_{ij}^2}}\mathrm{and}.(AF)={\displaystyle \underset{ij}{}}{\displaystyle \frac{}{A_{ij}}}(A_{ij}F)`$ (23)
with the initial condition $`F(A;0)=f(A)`$. This equation is known to have a unique solution (see page 174 of ),
$`F(A;t)`$ $`=`$ $`{\displaystyle K(A,B,t)f(B)dB}`$ (24)
$`\mathrm{where}K(A,B,t)`$ $`=`$ $`(4\pi t)^{N^2/2}\mathrm{exp}\left[{\displaystyle \frac{1}{4t}}tr(AB)^2\right]`$ (25)
where $`B`$ is a $`N\times N`$ hermitian matrix. Depending on the nature of both $`A`$ and $`B`$, we can choose a special class of eigenvector matrices $`U_A`$ and $`U_B`$ (for $`A`$ and $`B`$ real-symmetric, complex hermitian or symplectic, $`U_A`$ and $`U_B`$ are orthogonal, unitary and symplectic matrices respectively) such that
$`A=U_A^saU_A\mathrm{and}B=U_B^sbU_B`$ (26)
where $`a=[a_i\delta _{ij}]`$, $`b=[b_i\delta _{ij}]`$ are diagonal matrices with $`a_i`$ and $`b_i`$ as the eigenvalues of $`A`$ and $`B`$ respectively and $`U^s=U^+`$ or $`U^T`$ or $`U^R`$ depending on whether $`U`$ is an eigenvector matrix for a complex Hermitian, real symmetric or symplectic matrix . Let $`\beta _A`$ and $`\beta _B`$ give the number of components of a typical matrix elements in $`A`$ and $`B`$ respectively. Changing the variables from matrix elements to the $`N`$ eigenvalues and $`\beta N(N1)/2`$ angle (i.e eigenvector) parameters on which $`U_B`$ depends, we have
$`\mathrm{d}B=|\mathrm{\Delta }(b)|^{\beta _b}\mathrm{d}b\mathrm{d}U_B\mathrm{with}\mathrm{d}b={\displaystyle \underset{i=1}{\overset{N}{}}}\mathrm{d}b_i\mathrm{and}\mathrm{\Delta }(b)={\displaystyle \underset{ij}{}}(b_ib_j)`$ (27)
The substitution of these relations in eq.(24) gives us
$`F(A;t)`$ $`=`$ $`(2\pi t)^{N^2/2}{\displaystyle \mathrm{exp}\left[\frac{1}{2t}tr(aU^sbU)^2\right]f(b,U_B)|\mathrm{\Delta }(b)|^{\beta _b}dbdU_B}`$ (28)
where $`U=U_BU_A^s`$ and $`U^s=U_AU_B^s`$. Now if $`f(b,U_B)`$ is independent of $`U_B`$ then $`F(A;t)`$ is also independent of $`U_A`$. This helps us to rewrite the eq.(28) as follows,
$`F(a;t)`$ $`=`$ $`(4\pi t)^{N^2/2}{\displaystyle G(a,b,t)f(b)|\mathrm{\Delta }(b)|^{\beta _b}db}`$ (29)
where
$`G(a,b,t)={\displaystyle \mathrm{exp}\left[\frac{1}{4t}tr(aU^sbU)^2\right]dU}`$ (30)
Here the integral is over the group $`U`$ of orthogonal, unitary and symplectic matrices respectively. Further the Laplacian $`_A^2`$ can also be written in terms of eigenvalues and angle parameters of $`A`$ (see appendix A.5 of )
$`^2(A)={\displaystyle \frac{1}{|\mathrm{\Delta }(a)|^{\beta _a}}}{\displaystyle \underset{i}{}}{\displaystyle \frac{}{a_i}}|\mathrm{\Delta }(a)|^{\beta _a}{\displaystyle \frac{}{a_i}}+_{U_A}^2.`$ (31)
By the substitution of eq.(30) in eq.(22) and using independence of $`F(a;t)`$ of $`U_A`$, one can rewrite eq.(22) as follows,
$`{\displaystyle \frac{F(a;t)}{t}}={\displaystyle \frac{1}{|\mathrm{\Delta }(a)|^{\beta _a}}}{\displaystyle \underset{i}{}}{\displaystyle \frac{}{a_i}}\left[|\mathrm{\Delta }(a)|^{\beta _a}{\displaystyle \frac{F(a;t)}{a_i}}\right]+{\displaystyle \underset{i}{}}{\displaystyle \frac{}{a_i}}(a_iF)`$ (32)
with $`F(a;t)`$ given by eq.(29). Now by using the equality $`_i\frac{^2}{a_i^2}|\mathrm{\Delta }(a)|^{\beta _a}=0`$, eq.(31) can be reduced in the following form:
$`{\displaystyle \frac{F}{t}}`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \frac{}{a_i}}\left(a_iF\right)+{\displaystyle \underset{i}{}}{\displaystyle \frac{}{a_i}}\left[{\displaystyle \frac{}{a_i}}+{\displaystyle \underset{ji}{}}{\displaystyle \frac{\beta _a}{a_ja_i}}\right]F`$ (33)
which is similar to eq.(17) with $`a_i\mu _i`$, $`tY`$, $`\gamma =1`$ and $`FP`$. The joint probability density $`P`$ can therefore be obtained by evaluating the integral (29). However, so far, the integration could be performed only for the unitary group of matrices .
### E Steady State, Level Density and Correlations
The steady state of eq.(17), $`P(\mu ,\mathrm{})P_{\mathrm{}}=|\mathrm{\Delta }(\mu )|^\beta \mathrm{e}^{\frac{\gamma }{2}_k\mu _k^2}`$, corresponds to $`YY_0\mathrm{}`$ (with $`Y_0`$ as the complexity parameter of initial ensemble) which can be achieved by two ways (for finite $`Y_0`$ values). The first is when almost all $`y_{kl;1}\gamma `$ and $`y_{kl;2}\mathrm{}`$ (for finite $`b_{kl;1}`$ and $`b_{kl;2}`$ values ) which results in a GOE steady state. The second is when almost all $`y_{kl;1}\gamma ,y_{kl;2}\gamma `$, resulting in a GUE. This indicates that, in the steady state limit, system tends to belong to one of the SGEs. The eq.(17) can, therefore, describe a transition from a given initial ensemble (with $`Y=Y_0`$) to either GOE or GUE with $`YY_0`$ as the transition parameter. The non-equilibrium states of this transition, given by non-zero finite values of $`YY_0`$, are various Gaussian ensembles corresponding to varying values of the coefficients $`y_{kl;s}`$ and $`b_{kl;s}`$. For example, the choice of the initial ensemble as GOE (almost all $`y_{kl;1}=\gamma ,y_{kl;2}\mathrm{}`$ initially) and a decrease of $`y_{kl;2}`$ (from $`\mathrm{}\gamma `$ while keeping $`y_{kl;1}`$ fixed) leads to GOE $``$ GUE transition with intermediate ensembles as those of complex Hermitian matrices. Similarly Poisson $``$ GUE transition can be brought about by choice of the initial ensemble as Poisson (almost all $`y_{kl;1},y_{kl;2}\mathrm{}`$ for $`kl`$, $`y_{kk;1}=\gamma `$, $`y_{kk;2}=\gamma `$ and $`b_{kl;s}=0`$ for all $`k,l,s`$ values) and by varying both $`y_{kl;1}`$ and $`y_{kl;2}`$ upto $`\gamma `$. As clear from above, $`\gamma `$ fixes the variance of the final ensemble and an arbitrariness in $`\gamma `$ leaves the latter arbitrary. This however does not affect the statistical properties of the intermediate ensembles.
The eq.(21) for $`P(\mu ,Y)`$ can be used to obtain $`n^{\mathrm{th}}`$ order density correlator $`R_n(\mu _1,..\mu _n;Y)`$, defined by $`R_n=\frac{N!}{(Nn)!}P(\mu ,Y)\mathrm{d}\mu _{n+1}..\mathrm{d}\mu _N`$. ($`R_n`$ can also be expressed in the form $`<\nu (\mu _1,Y)..\nu (\mu _n,Y)>`$ with $`\nu (\mu ,Y)=N^1_i\delta (\mu \mu _i)`$ as the density of eigenvalues and $`<..>`$ implying the ensemble average). Here note that the analogy of eq.(17) to that of Dyson’s Brownian ensembles implies same form of $`P`$ for both the cases and therefore $`R_n`$. A lot of information already being available about level-density and various correlation for Brownian ensembles, it can directly be used for ensemble described by eq.(8). Thus, as for BE, a direct integration of F-P equation (17) leads to the BBGKY hierarchic relations among the unfolded local correlators $`R_n(r_1,..,r_n;\mathrm{\Lambda })=\mathrm{Lim}N\mathrm{}\frac{R_n(\mu _1,..,\mu _n;Y)}{R_1(\mu _1;Y)\mathrm{}R_1(\mu _n;Y)}`$ with $`r=^rR_1(\mu ;Y)d\mu `$ and $`\mathrm{\Lambda }=(YY_0)/D^2`$ ($`D=R_1^1`$; the mean level spacing) ,
$`{\displaystyle \frac{R_n}{\mathrm{\Lambda }}}`$ $`=`$ $`{\displaystyle \underset{j}{}}{\displaystyle \frac{^2R_n}{r_j^2}}\beta {\displaystyle \underset{jk}{}}{\displaystyle \frac{}{r_j}}\left({\displaystyle \frac{R_n}{r_jr_k}}\right)\beta {\displaystyle \underset{j}{}}{\displaystyle \frac{}{r_j}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{R_{n+1}}{r_jr_k}}`$ (34)
(here for simplification, $`\gamma `$ is chosen to be unity). As can be seen from the above equation, the transition for $`R_n`$ occurs on the scales determined by $`YD^2`$ and a smooth transition can be brought only in terms of the parameter $`\mathrm{\Lambda }`$, obtained by rescaling $`Y`$ by $`D^2`$. On the other hand, for $`R_1`$, the corresponding scale is given by $`YND^2`$. This implies, therefore, during the transition in $`R_n`$, the density $`R_1`$ remains nearly unchanged; this fact is very helpful in unfolding the correlators $`R_n`$. For $`n=1`$ and in large $`N`$-limit, above equation reduces to the Dyson-Pastur equation for the level density $`<\nu (\mu _1,Y)>N^1R_1`$
$`{\displaystyle \frac{<\nu (\mu )>}{Y}}=\beta {\displaystyle \frac{}{\mu }}\left({\displaystyle \underset{m}{}}𝐏{\displaystyle d\mu ^{}\frac{<\nu (\mu ^{})>}{\mu \mu ^{}}}\right)<\nu (\mu )>`$ (35)
which results in a semi-circular form for $`\nu `$; $`\nu (r)=\frac{2}{\pi \eta ^2}(\eta ^2r^2)^{1/2}`$ with $`\eta ^2=4N(1+Y^2)`$ . The application of super-symmetry (SUSY) technique to ensemble (8) gave a similar result (also see section 4.3 of ).
## II Connection to Calogero Hamiltonian
A similarity transformation followed by a Wick rotation converts the F-P equation into a self-adjoint form . This can be seen as follows. The F-P equation, in general, can be expressed in a form
$`{\displaystyle \frac{|P_Y>}{Y}}=P|P_Y>`$ (36)
where $`P`$ is a F-P operator with non-negative eigenvalues. Here $`|P_Y>`$ is a general state of operator $`P`$ at ”time” $`Y`$ and its projection in eigenvalue space can be obtained by the usual operation $`P(\mu ,Y)<\mu |P_Y>`$ (with $`\mu `$ as set of the eigenvalues). Let $`P(\mu ,Y_0)<\mu |P_0>`$ be the equilibrium probability. One can further define a vector $`<0|d\mu <\mu |..`$ satisfying $`<0|P=0`$ thus implying the conservation of probability in ”time” $`Y`$ in this state (the ground state). The F-P operator can now be hermiticized through a similarity transformation $`S^1PS=H`$ where $`S`$ is Hermitian and invertible operator depending only on the eigenvalues. Thus the ground state condition must be given by $`HS|0>=0`$ (as $`P^+|0>=0`$). Let the effect of similarity transformation on the state $`|P_Y>`$ and $`|P_0>`$ is expressed by $`|\psi >=S^1|P_Y>`$ and $`|\psi _0>=S^1|P_0>`$ respectively. The similarity transformation of eq.(35) will then give the desired form $`\frac{|\psi >}{Y}=H|\psi >`$; the ground state $`|\psi _0>`$ must now satisfy the condition $`H|\psi _0>=0`$. The comparison of the two different forms of the ground state condition gives $`|\psi _0>=S|0>`$ and therefore $`|P_0>=S^2|0>`$.
In the case of F-P equation (17), $`H`$ turns out to be CM Hamiltonian (eq.(1) with $`r_i\mu _i`$) and has well-defined eigenstates and eigenvalues . As well-known, the particles in CM system undergo an integrable dynamics, thus implying a similar motion for the eigenvalues too. Here $`H`$ being a generic member of GGE, this result is valid for all systems with interactions complicated enough to be modeled by GGE.
The ”state” $`\psi `$ or $`P(\mu ,Y|H_0)`$ can be expressed as a sum over the eigenvalues and eigenfunctions which on integration over the initial ensemble $`H_0`$ leads to the joint probability distribution $`P(\mu ,Y)`$ and thereby static (at a single parameter value) density correlations $`R_n`$. The above correspondence can also be used to map the multi-parametric correlations to multi-time correlations of the of CM Hamiltonian. For example, the parametric correlation $`<Q_a(Y)Q_b(0)>`$, for a classical variable $`Q(Y)`$ with $`[Q,S]=0`$ can be mapped to the corresponding ground state correlation of CM hamiltonain $`<\psi _0|Q_a(Y)\mathrm{e}^{YH}Q_b(0)|\psi _0>`$. This follows because
$`<Q_a(Y)Q_b(0)>={\displaystyle Q_aQ_bP(\mu ,Y)d\mu }={\displaystyle <\mu |Q_aQ_b|P_Y>d\mu }`$ (37)
now as the evolution of $`|P_Y>`$ with respect to $`Y`$ is given by $`|P_Y>=S\mathrm{e}^{YH}S^1|P_0>`$, one has
$`<Q_a(Y)Q_b(0)>=<0|Q_aS\mathrm{e}^{YH}S^1Q_b|P_0>=<\psi _0|Q_a\mathrm{e}^{YH}Q_b|\psi _0>`$ (38)
## III Application to Physical Problems
:
The given ensemble (8), referred here as ”G”, is represented by a point $`Y`$ in the parametric-space consisting of distribution parameters and various transition curves may pass through this point. The question therefore arises which curve should be chosen for the studies of the properties of $`G`$? The answer is the one which does not leave any arbitrariness behind and if there are more than one such curve, each one of them should give same answer for various fluctuation measures of $`G`$. This criteria for the right choice are based on the symmetry properties of ensemble $`G`$, that is, the nature of all $`\alpha _{kl}`$ and $`b_{kl}`$ with end-points (the final and initial ensemble, referred here as ”F” and ”O” respectively) chosen in such a way that the values corresponding to G occur during the variation of distribution parameters from one end to the other. Further the chosen transition should preferably be the one whose properties are already known and can therefore tell us about G. For many GGE described by eq.(8), above criteria is satisfied by choosing F as a SGE with variance $`<F_{ii}^2>=2<F_{ij}^2>=\gamma ^1`$, $`\gamma \mathrm{min}\{y_{kl;s}[G]\}`$, $`k,l=1,2,..,N`$, $`s=1,2`$, and O as an ensemble with each $`\alpha _{kl}`$\[O\] given by the maximum value taken by the functional form of the corresponding $`\alpha _{kl}`$\[G\]. However, as explained in following examples, O can also be chosen as some other ensemble. For example, If G is an ensemble of real-symmetric matrices $`H`$ represented by $`\rho (H)\mathrm{exp}[_{kl}\alpha _{kl}H_{kl}^2]`$ with finite but different values for all $`\alpha _{kl}`$, the Poisson $``$ GOE curve is more suitable for its study rather than GOE $`GUE`$. Here the GOE ensemble is described by $`<F_{ii}^2>=2<F_{ij}^2>=\gamma ^1`$ with $`\gamma `$ as the minimum value among given $`y_{kl}[G]`$s. However if various $`\alpha _{kl}`$ in the above example can also take complex values, the ensemble can now be chosen on any one of the curves, namely, Poisson $``$ GUE or GOE $``$ GUE. Here now GUE can be chosen as $`<F_{ii}^2>=2<F_{ij;1}^2>=2<F_{ij;2}^2>=\gamma ^1`$. The GOE for the second curve can be chosen as the one with $`<O_{ii}^2>=2<O_{ij;1}^2>=q^1`$ and $`<O_{ij;2}^2>=0`$ with $`q=\mathrm{max}\{y_{ij;1}[G]\}`$. Similarly, for Poisson $``$ GUE curve, the initial ensemble may be taken as one with $`<O_{ii}^2>=\gamma ^1`$ (or $`q^1`$) and $`<O_{ij;1}^2>=<O_{ij;2}^2>=0`$ for $`ij`$. The reason for the choice of the two transitions is due to availability of the results for their 2-point correlation $`R_2`$ :
For Poisson $``$ GUE
$`R_2(r;\mathrm{\Lambda })R_2(r;\mathrm{})={\displaystyle \frac{4}{\pi }}{\displaystyle _0^{\mathrm{}}}dx{\displaystyle _1^1}dz\mathrm{cos}(2\pi rx)\mathrm{exp}\left[8\pi ^2\mathrm{\Lambda }x(1+x+2z\sqrt{x})\right]\left({\displaystyle \frac{\sqrt{(1z^2)}(1+2z\sqrt{x})}{1+x+2z\sqrt{x}}}\right)`$ (39)
and for GOE $``$ GUE
$`R_2(r;\mathrm{\Lambda })R_2(r;\mathrm{})={\displaystyle \frac{1}{\pi ^2}}{\displaystyle _0^\pi }dx{\displaystyle _\pi ^{\mathrm{}}}dzx\mathrm{sin}(rx)\mathrm{exp}\left[2\mathrm{\Lambda }(x^2y^2)\right]{\displaystyle \frac{\mathrm{sin}(yr)}{y}}`$ (40)
where $`R_2(r,\mathrm{})=1\frac{\mathrm{sin}^2(\pi r)}{\pi ^2r^2}`$ (the GUE limit).
It is obvious therefore that if $`\mathrm{\Lambda }_1`$ and $`\mathrm{\Lambda }_2`$ are the parameter values for the ensemble ”G” on Poisson $``$ GUE and GOE $``$ GUE curves respectively, one should have $`R_{2,PU}(r;\mathrm{\Lambda }=\mathrm{\Lambda }_1)=R_{2,OU}(r;\mathrm{\Lambda }=\mathrm{\Lambda }_2)`$. This would require an intersection of two curves in the $`R_2\mathrm{\Lambda }`$ space which however is possible. This is because the GOE can occur as an intermediate point in Poisson $``$ GUE transition. The GOE $``$ GUE curve can also appear as a part of the Poisson $``$ GUE curve; thus the choice of two different initial ensembles here corresponds only to two different origins of dynamics on the same curve.
The parameter $`\gamma `$, which determines $`Y`$ as well as the variances of $`F`$, enters in calculation at step given by eq.(14) and can be chosen arbitrarily. As suggested by eq.(17), the choice of different $`\gamma `$-values corresponds to different $`Y`$-values as well as the transition curves with end-points of same nature but different variances; this, however, would not imply different properties for the ensemble G (Appendix G). Similarly the F-P equation is although independent of the choice of the initial ensemble, the latter is required for determination of the correlations of G. The possibility of an arbitrary choice of O may seem to imply a certain arbitrariness left in the correlation of G. However the choice of two different initial ensembles corresponds only to the two different origins of the dynamics approaching to the same point in the parametric space.
It will be clarified by the examples given below.
### A Anderson Transition
:
Using above method, the transition parameter for a metal-insulator transition as a result of increasing disorder can exactly be calculated. To see this, let us consider the case of a d-dimensional disordered lattice, of size $`L`$, in tight-binding approximation. Here, in the configration space representation of the Hamiltonian, a $`N\times N`$ matrix of size $`N=L^d`$, the diagonal matrix elements will be site-energies $`ϵ_i`$. The hopping is generally assumed to connect only the $`z`$ nearest-neighbors with amplitude $`t`$ so that the electron kinetic energy spread or bandwidth is $`zt`$. This therefore results in sparse form of the matrix $`H`$. We first consider the case of $`LD`$ transition brought about by decreasing diagonal disorder only. In this case, site-energies $`ϵ_i`$ are taken to be independent random variables with probability-density $`p(ϵ_i)`$. In the Anderson model of metal-insulator (MI) transition, $`p(ϵ)`$ was taken to be a constant $`W^1`$ between $`W/2`$ to $`W/2`$. Various physical arguments and approximations used in this case led to conclusion that here all the states are localized for $`W>4Kt\mathrm{ln}(\frac{W}{2t})`$ with $`K`$ as a function of $`z`$ and $`d`$.
However, as well-known now, MI transition does not depend on nature of $`p(ϵ)`$ and latter can also be chosen as Gaussian; the type of $`p(ϵ)`$ affects only the critical point of the transition. The $`\rho (H)`$, for any intermediate state of MI transition brought about by diagonal disorder, can therefore be chosen as in eq.(8) with $`\alpha _{kl}\mathrm{}`$, $`b_{kl}=t`$ for $`kl`$, $`\alpha _{kk}=\alpha `$ and $`b_{kk}=0`$ for all $`k`$ which results in $`Y=\frac{1}{2N^2}\left[\frac{N}{2}\mathrm{ln}\frac{2\alpha }{|2\alpha \gamma |}\gamma ^1K\mathrm{ln}t\right]+C`$. Here $`K`$ is total number of the sites connected and depends on the dimensionality $`d`$ of the system. The system can initially be considered in an insulator regime where all the eigenvectors become localized on individual sites of the lattice (strong disorder limit). This results in a diagonal form of the matrix $`H`$ with the eigenvalues independent from each other. The insulator limit can therefore be modeled by ensemble (8) with $`\alpha _{kl}\mathrm{}`$ for $`kl`$, $`\alpha _{kk}=\alpha _0`$ (for all $`k`$-values) and $`b_{kl}0`$ (for all $`k,l`$), giving, $`Y_0=\frac{1}{4N}\mathrm{ln}\frac{2\alpha _0}{|2\alpha _0\gamma |}+C`$ (as K=0 in the insulator regime). The decrease of the diagonal disorder, that is, an increase of $`\alpha _{kk}`$ from $`\alpha _0`$ to some finite values (while $`\alpha _{kl}`$, $`kl`$, remains infinite throughout the transition) will ultimately lead to metal regime with fully delocalized wavefunctions. The eigenvalue distribution of $`H`$ in the regime can be well-modeled by the SGE; let it be described by $`\alpha _M`$($`>\alpha _0`$). Thus for the study of transition in this case we should choose $`\gamma =2\alpha _M`$. The transition parameter can now be given as follows, with the mean level spacing $`D\frac{1}{\sqrt{N}}`$,
$`\mathrm{\Lambda }={\displaystyle \frac{YY_0}{D^2}}={\displaystyle \frac{1}{4}}\left[\mathrm{ln}{\displaystyle \frac{\alpha |\alpha _0\alpha _M|}{\alpha _0|\alpha \alpha _M|}}{\displaystyle \frac{K}{N\alpha _M}}\mathrm{ln}t\right]`$ (41)
As obvious from the above, the transition is governed by relative values of the disorder and the hopping. Here $`\mathrm{\Lambda }0`$ leads to fully localized regime which corresponds to following condition on $`\alpha `$ and $`t`$
$`\mathrm{ln}{\displaystyle \frac{\alpha }{\alpha _0}}+{\displaystyle \frac{\alpha \alpha _0}{\alpha _M}}`$ $`=`$ $`{\displaystyle \frac{K}{N\alpha _M}}\mathrm{ln}t`$ (42)
The eq.(40) gives, therefore, the condition for the critical region or mobility edge ($`\frac{K}{N}`$ finite as $`N\mathrm{}`$). As $`\frac{|\alpha \alpha _0|}{\alpha _M}<<1`$ even for large $`\alpha `$-values, the condition is always satisfied if $`\frac{K}{N\alpha }0`$. This explains the localization of all the states in infinitely long wires (or strictly 1-d systems where $`K<<N`$) even for very weak disorder. With increasing dimensionality $`d`$, connectivity $`K`$ of the lattice and thereby the possibility of $`|\mathrm{\Lambda }|>>0`$ and the delocalized states increases. The $`\mathrm{\Lambda }`$ can similarly be calculated when off-diagonal disorder is also present.
### B 1-D, Quasi 1-D, Periodic 1-D disordered and Chaotic systems
:
In 1-D geometry of a solid state system e.g a chain of $`N`$ interacting sites, in tight binding approximation, the long-range random hopping leads to a banded structure of the matrix, known as random banded matrix (RBM) . Here the effectively non-zero, randomly distributed, matrix elements are confined within a band with its width governed by the range of hopping. The 1-D periodic geometry e.g. a chain of interacting sites joined into a ring leads to a periodic RBM in which all non-zero matrix elements belong to three regions: a band along the main diagonal, the upper right corner and the lower left one . A real disordered wire has finite cross-section (referred as quasi 1-D geometry) and therefore allows for propagating modes with different transverse quantization numbers frequently referred as transverse channels. This case can again be modeled by RBMs with band-width given by number of transverse channels . In the case of dynamical systems too, exhibiting strong chaos in classical limit, the generic structure of Hamiltonian matrix in some basis is banded and matrix elements can be assumed to be pseudo-random . For example, the Hamiltonian of quantum kicked rotor turns out to be a RBM in momentum basis .
In all these cases, nature of the disorder or associated randomness decides the nature of the distribution of the matrix elements. The physical properties of such systems can therefore be analyzed by studying the distribution of the eigenvalues of associated RBMs. The most studied type of RBM is that with the zero mean value of all matrix elements and variance given by $`<H_{nm}^2>=v^2a(|nm|/b)`$ where $`a(r)`$ is some function satisfying the condition $`\mathrm{lim}_r\mathrm{}a(r)=0`$ and determines the shape of the band . For large but finite size of the matrix $`N>>b>>1`$, its statistical properties were shown (by SUSY method) to be determined by the scaling parameter $`b^2/N`$ with the transition parameter scaling as $`Nf(\frac{b^2}{N})`$ .
The transition parameter for the RBM can also be calculated by our method. Let us first consider the simplest case i.e. Rosenzweig-Porter Model where all the off-diagonal matrix elements are distributed with same variance which is different from the diagonal ones. Let us take $`\alpha _{ij;ij}[G]=2(1+\mu )`$ and $`\alpha _{ii}[G]=1`$ with $`\mu 0`$; thus min$`\{y_{ij}[G]\}=2`$ and we can choose $`\gamma =2`$. This GGE can therefore be mapped to a Brownian ensemble, with $`YY_0=\frac{N1}{4N}\mathrm{ln}|1\frac{1}{1+\mu }|\frac{1}{4\mu }`$ for $`\mu >1`$, appearing in a Poisson $``$ GOE transition where the initial matrix elements distribution is given by $`P(H_0)\mathrm{e}^{_iH_{ii}^2}`$ and the final, stationary state, obtained for large $`\mathrm{\Lambda }`$-values, is $`P(H)\mathrm{e}^{\frac{\gamma }{2}\mathrm{Tr}H^2}`$. Now as $`R_1\sqrt{N}`$ , the $`D^21/N`$ and therefore $`\mathrm{\Lambda }\frac{N}{4\mu }`$ which implies that the GGE will have an eigenvalue statistics very different from that of Poisson or GOE only if $`\mu cN`$ ($`c`$ a finite constant). For $`\mu >cN`$, $`\mathrm{\Lambda }0`$ and for $`\mu <cN`$, $`\mathrm{\Lambda }\mathrm{}`$ for $`N\mathrm{}`$ and thus the GGE behaves like a Poisson ensemble in the first case and like a GOE in the second; this result is in agreement with the one obtained, in , by using NLSM technique. (Note in ref. , $`D`$ is taken as $`D1/N`$, which gives $`\mathrm{\Lambda }\frac{N^2}{2\mu }`$ and therefore GOE and Poisson ensemble result for $`\mu <cN^2`$ and $`\mu >cN^2`$ respectively).
..
Consider the ensemble with exponential decay of the variances away from the diagonal i.e $`\alpha _{kl}=\mathrm{e}^{|kl|/b},kl,1<<b<<N`$. Thus, again $`\gamma =2`$ and the final ensemble is a SGE with $`P(H)=\mathrm{e}^{\frac{\gamma }{2}\mathrm{Tr}H^2}`$ and therefore $`Y=\frac{1}{4N^2}_{ij=1}^N\mathrm{ln}|1\gamma y_{ij}^1|+C`$. Here the initial ensemble is that of the diagonal matrices with a Poisson distribution of the eigenvalues which corresponds to $`y_{ii}`$\[O\]$`=2`$ and $`y_{ij;ij}`$\[O\] $`\mathrm{}`$ (this being maximum value of $`y_{kl}`$\[G\]) giving $`Y_0=\frac{1}{4N^2}_{i=1}^N\mathrm{ln}|1\gamma y_{ii}^1[\mathrm{O}]|+C`$. Thus $`YY_0=\frac{1}{4N^2}_{r=1}^N(Nr)\mathrm{ln}|12\mathrm{e}^{r/b}|\frac{b}{N}`$. As $`R_1\sqrt{N}`$, the transition parameter for infinite system ($`N\mathrm{}`$) turn out to be $`\mathrm{\Lambda }=\frac{Y}{D^2}b`$ (see ) which reconfirms that, in infinite systems, the transition is governed only by the band-width $`b`$ .
Another case of importance is the ensemble with power law decay of variances $`H_{ij}=\stackrel{~}{G}_{ij}a(|ij|)`$ with $`\stackrel{~}{G}`$ a typical member of SGE $`(<\stackrel{~}{G}_{ii}^2>=2<\stackrel{~}{G}_{ij}^2>=v^2)`$ and $`a(r)=1`$ and $`(b/r)^\sigma `$ for $`rb`$ and $`r>b`$ ($`b>>1)`$ respectively (known as PRBM model with P stands for power) . This corresponds to $`y_{ij}=\frac{1}{v^2a^2(|ij|)}`$ and therefore $`\gamma =\mathrm{min}\{y_{ij}\}=\frac{1}{v^2}`$. Again as for the exponential case, the choice of initial and the final ensemble remains the same. Now as $`y_{ij}y_r=\gamma (\frac{r}{b})^{2\sigma }`$ (with $`r=|ij|`$), we get
$`\mathrm{\Lambda }=D^2(YY_0)`$ $`=`$ $`{\displaystyle \frac{1}{4N}}{\displaystyle \underset{r=b+1}{\overset{N}{}}}(Nr)\mathrm{ln}\left(1\left({\displaystyle \frac{b}{r}}\right)^{2\sigma }\right)`$ (43)
$``$ $`{\displaystyle \frac{N}{4}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{j}}\left({\displaystyle \frac{b}{N}}\right)^{2j\sigma }{\displaystyle _{b/N}^1}dx(1x)x^{2j\sigma }`$ (44)
$`=`$ $`{\displaystyle \frac{N}{4}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{j}}\left[{\displaystyle \frac{1}{2(12j\sigma )(1j\sigma )}}\left({\displaystyle \frac{b}{N}}\right)^{2j\sigma }{\displaystyle \frac{1}{(12j\sigma )}}{\displaystyle \frac{b}{N}}+{\displaystyle \frac{1}{2(1j\sigma )}}\left({\displaystyle \frac{b}{N}}\right)^2\right]`$ (45)
Thus, for large $`N`$-values and $`\sigma <1/2`$, $`\mathrm{\Lambda }(N^{12\sigma })`$ is sufficiently large and the eigenvalue statistics approaches SG limit. At $`\sigma =1/2`$, the statistics is governed by the parameter $`b^2/N`$ instead of $`N`$ only. For $`\sigma =1`$, the non-zero, finite $`\mathrm{\Lambda }`$-value ($`\mathrm{\Lambda }b`$ even when $`N\mathrm{}`$) leads to an eigenvalue statistics intermediate between that of SGE or Poisson. For $`\sigma >3/2`$ with $`N\mathrm{}`$, $`\mathrm{\Lambda }0`$ therefore, the eigenvalue statistics approaches Poisson limit, $`\mathrm{\Lambda }`$ being very small. All these results are in agreement with those obtained in by SUSY technique.
Another type of RBMs often encountered in atomic and nuclear systems are those with the non-zero mean value of all matrix elements and with variance given by $`<H_{nm}^2>=v^2a(|nm|/b)`$; the transition parameter for them can also be obtained as for the above cases .
### C Quantum Hall Case
:
A Quantum Hall system without disorder has all the states degenerate within a single Landau level. The introduction of disorder leads to a broadening of the levels (also termed as diagonal disorder) as well as random hopping between them (off-diagonal disorder) and a competition between the two leads to a L $`D`$ transition. Note this is different from the Anderson model where the L$`D`$ transition is caused by the competition between diagonal disorder and non-random hopping (bandwidth) . The $`N\times N`$ Hamiltonian matrix in presence of disorder therefore belongs to an ensemble far more complicated than eq.(8), known as random Landau matrix, as now various matrix elements are no longer independently distributed: $`\rho (H,y,b)=C\mathrm{exp}[_{s=1}^2_{k,l;kl}H_{kl;s}(\alpha _{kl;s}H_{kl;s}_{i,j;ij}^{}b_{ijkl;s}H_{ij;s})]`$ with $`C`$ as the normalization constant and $`y`$ and $`b`$ as the sets of inverse of variances $`y_{kl;s}=\alpha _{kl;s}g_{kl}`$ and coefficients $`b_{ijkl;s}`$ respectively with $`g_{kl}=1+\delta _{kl}`$. Here $`_{i,j}^{}b_{ijkl;s}`$ will imply that the summation is over all possible pairs of indices $`\{i,j\}`$ such that the pair $`\{i,j\}\{k,l\}`$ or $`\{l,k\}`$ . In this case too, one can show that the eigenvalue distribution $`P`$ satisfies eq.(17) but the condition for the determination of $`Y`$ is no longer given by eq.(18); the details will be presented elsewhere.
### D Critical Ensemble and Multifractality of Eigenvectors
Recent studies of some metal-insulator transitions revealed that the energy level statistics in the critical region is universal and different from both Wigner-Dyson as well as Poisson statistics. The eigenfunctions associated with the critical statistics show multifractal characteristics . The level number varaince $`\mathrm{\Sigma }^2(N)`$ is believed to be an important indicator of this critical behaviour with its asymptotic linearity in the mean number of levels $`\overline{N}`$ ; $`\mathrm{\Sigma }^2(\overline{N})=<(\delta N)^2>=\chi \overline{N},\chi <1`$. The critical statistics, therefore, governs the spectral fluctuations that are weaker than for the Poisson statistics ($`\mathrm{\Sigma }^2(\overline{N})=\overline{N}`$) but much stronger than for the Wigner-Dyson statistics, ($`\mathrm{\Sigma }^2(\overline{N})=\mathrm{ln}\overline{N}`$). Later on remarkable similarities were found between the spectral statistics of a number of dynamical systems e.g pseudointegrable billiards and the critical statistics near the mobility edge . However such a critical region being inaccessible either perturbatively or semiclassically, a different tool was required to probe into it. This led to the suggestion of a RM modelling of this region . The $`N\times N`$ matrices in this model are Hermitian and matrix elements are Gaussian distributed with zero mean and the variance given by
$`<(H_{ij})^2>=\left[1+\left({\displaystyle \frac{|ij|}{B}}\right)^{2\sigma }\right]^1`$ (46)
Using SUSY technique, it has been shown that for large $`B`$-values ($`B>>1`$), this ensemble behaves like a SGE for $`\sigma <1`$ and as a Poisson for $`\sigma >1`$. The case $`\sigma =1`$ is believed to be of special relevance as it supports critical statistics and multifractal eigenstates; the application of SUSY technique gives $`R_2(r)1\frac{1}{16B^2}\frac{\mathrm{sin}^2(\pi r)}{\mathrm{sinh}^2(\pi r/4B)}`$ and $`\mathrm{\Sigma }^2(N)\chi N`$ .
The existence of the ensembles with critical statistics is indicated by our technique too. The $`N`$-dependence of the transition parameter $`\mathrm{\Lambda }`$, entering through $`Y`$ and the mean level-spacing $`D`$, causes the transition to reach the equilibrium in limit $`N\mathrm{}`$ for finite, non-zero $`Y`$-values. In some cases, however, the $`N`$-dependence of $`Y`$ may be such that it balances the one due to $`D`$, thus resulting in an $`N`$-independent $`\mathrm{\Lambda }`$ (as shown in section III.A,B) and therefore critical statistics. As can be seen from eq.(20), $`\mathrm{\Lambda }`$ for the ensemble, given by eq.(44), is also $`N`$-independent for $`\sigma =1`$; here the ensemble appears as an intermediate point between Poisson $``$ GUE transition with $`YY_0=\frac{1}{4N^2}_{r=1}^N(Nr)\mathrm{ln}\left(1+(\frac{b}{r})^{2\sigma }\right)`$ and $`\mathrm{\Lambda }`$ behaves as in the case of PRBM model discussed above, showing criticality for $`\sigma =1`$. The correlation $`R_2`$ for the ensemble (44) can therefore be given by eq.(38) which for large $`\mathrm{\Lambda }`$-values (for all $`r`$), can be approximated as follows :
$`R_2(r,\mathrm{\Lambda })`$ $`=`$ $`1+{\displaystyle \frac{\mathrm{\Lambda }}{\pi ^2\mathrm{\Lambda }^2+r^2}}+{\displaystyle \frac{1}{2\pi ^2r^2}}[\mathrm{cos}(2\pi r)\mathrm{e}^{2\frac{r^2}{\mathrm{\Lambda }}}1]`$ (47)
$`=`$ $`1+{\displaystyle \frac{1}{\pi ^2\mathrm{\Lambda }}}+{\displaystyle \frac{1}{2\pi ^2r^2}}[\mathrm{e}^{2\frac{r^2}{\mathrm{\Lambda }}}2\mathrm{e}^{2\frac{r^2}{\mathrm{\Lambda }}}\mathrm{sin}^2(\pi r)1]`$ (48)
$``$ $`1+{\displaystyle \frac{1}{\pi ^2\mathrm{\Lambda }}}{\displaystyle \frac{\mathrm{sin}^2\pi r}{\pi ^2r^2\mathrm{e}^{2\frac{r^2}{\mathrm{\Lambda }}}}}1{\displaystyle \frac{6}{\pi ^2\mathrm{\Lambda }}}{\displaystyle \frac{\mathrm{sin}^2(\pi r)}{\mathrm{sinh}^2(r\sqrt{6}/\mathrm{\Lambda })}}(\mathrm{for}r<<\sqrt{\mathrm{\Lambda }})`$ (49)
which is similar to the result given by SUSY technique. However, for $`\mathrm{\Lambda }>>r>>\sqrt{\mathrm{\Lambda }}`$, our method gives $`1R_2(r,\mathrm{\Lambda })=\frac{\mathrm{\Lambda }}{\pi ^2\mathrm{\Lambda }^2+r^2}+\frac{1}{2\pi ^2r^2}`$ while SUSY technique gives $`1R_2`$ as an exponentially decaying function.
As obvious from eq.(47), $`R_2`$ approaches GUE limit as $`\mathrm{\Lambda }\mathrm{}`$ but, for finite $`\mathrm{\Lambda }`$-values, it is very different from both Poisson as well as GUE. This indicates that the ensembles with distribution parameters giving rise to a finite $`\mathrm{\Lambda }`$ do not reach stationarity even for infinite size of their matrices, and, their properties being very different from those of the equilibrium ensembles, can be referred as ”critical”. However in our technique, as shown in previous sections, the difference between various GG ensembles (within same stationarity limits) manifest itself only in different $`\mathrm{\Lambda }`$-values, leaving the functional form of various statistical measures unaffected. Thus RP model as well as ensemble (44), both being GGEs and lying on Poisson $``$ GUE curve, would follow similar formulations for various statistical measures; For example, $`R_2`$ for both of them is given by eq.(47) although with different formulas for $`\mathrm{\Lambda }`$ and both can show the critical behavior. However a contradiction arises when one considers the Number variance statistics $`\mathrm{\Sigma }^2(r)`$ which can be expressed in terms of $`R_2(r)`$ ,
$`\mathrm{\Sigma }^2(r;\mathrm{\Lambda })=r2{\displaystyle _0^r}(rs)(1R_2(s))ds`$ (50)
and therefore should show a similar behavior, as a function of $`\mathrm{\Lambda }`$, for both (RP model and ensemble (44)). But a detailed study of RP model by SUSY technique suggests that although it shows critical statistics for $`\mu =cN`$, it can not support linear nature of $`\mathrm{\Sigma }^2=\chi r`$ with $`\chi <1`$. As claimed by this study, the difference in $`\mathrm{\Sigma }^2(r)`$ behavior arises due to difference in large-$`r`$, $`(\mathrm{\Lambda }>>r>>\sqrt{\mathrm{\Lambda }})`$, behavior of $`R_2(r)`$ in the two cases.
As our technique is equally well-applicable to both these systems, multifractality should exist in either both or none of them. Note that the multifractal nature of an ensemble is so far believed to be indicated by its $`\mathrm{\Sigma }^2`$-behavior. But the latter is not yet clearly understood for RP model (see ) and therefore question of multifractality is still not fully settled. Also note that the earlier results for both models are obtained by SUSY technique using saddle point approximation at various stages which may also be misleading. It is also possible that (i) the seeming multifractality of ensemble (44) is the erroneous conclusion of various approximations, or (ii) $`\mathrm{\Sigma }^2(r)\chi r`$ is not always a correct indicator of multifractality and therefore its absence in RP model.
We believe that the $`\mathrm{\Sigma }^2(r)`$-behavior is a bigger suspect . Our belief has its roots in the direct applicability of our technique to Anderson model too. Here also the ensemble for $`H`$ is located between Poisson $``$ GUE (for a time-reversal breaking disorder) with corresponding $`R_2`$-behavior given by eq.(38). Thus for finite $`\mathrm{\Lambda }`$-values corresponding to critical region, the eigenvalue statistics is different from Poisson or GUE. But again for $`\mathrm{\Sigma }^2`$ obtained by using eq.(38), $`\mathrm{\Sigma }^2(r)\chi r`$ with $`\chi <1`$ and therefore if it is indeed an indicator of multifractality of eigenfunctions, our technique would suggest its absence in Anderson model. However the existence of multifractality among the eigenfunction of Anderson Hamiltonian is experimentally confirmed.
Our results indicate that multifractality will either be a common feature of all the Gaussian ensembles with finite $`\mathrm{\Lambda }`$-values in limit $`N\mathrm{}`$ or it does not exist in any of them. Thus the questions related to critical statistics, the correct criteria for multifractality and its analysis by SUSY technique require further probing.
## IV Other Cases
### A A perturbed Hamiltonian with GG type perturbation
The intimate connection of RMT $``$ CM Hamiltonian continues also for system $`H=H_0+xV`$ with a random perturbation $`V`$ drawn from a GGE (i.e $`\rho (V,y,b)=C\mathrm{exp}(_{s=1}^2_{kl}\alpha _{kl;s}(V_{kl;s}b_{kl;s})^2)`$. In this case, the eigenvalues evolve due to changing strength of perturbation too. To obtain the desired evolution equation, therefore, one needs to consider the sum $`\frac{P}{x}+_s_{kl}\left(\gamma y_{kl;s}\right)\left[2y_{kl;s}\frac{P}{y_{kl;s}}b_{kl;s}\frac{P}{b_{kl;s}}\right]`$ which leads to following equality
$`{\displaystyle \frac{P}{x}}+{\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}\left(\gamma y_{kl;s}\right)\left[2y_{kl;s}{\displaystyle \frac{P}{y_{kl;s}}}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}\right]={\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}I_{kl;s}{\displaystyle \underset{s}{}}{\displaystyle \underset{kl}{}}y_{kl;s}I_{kl;s}`$ (51)
where $`I_{kl;s}`$ is still given by same form as eq.(12) but with $`H`$ replaced by $`V`$. As the right hand side of eq.(49) is same as that of eq.(14), one again obtains obtains the evolution equation (17) but now $`Y`$ is given by the condition that $`\frac{P}{Y}=\frac{P}{x}+_s_{kl}\left(\gamma y_{kl;s}\right)\left[2y_{kl;s}\frac{P}{y_{kl;s}}b_{kl;s}\frac{P}{b_{kl;s}}\right]`$. Proceeding just as in section I.C, $`Y`$ can be shown to be given by the following relation:
$`Y={\displaystyle \frac{1}{2N^2+1)}}\left[x+{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}\left({\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{y_{kl}^{(s)}}{|y_{kl}\gamma |}}\gamma ^1\mathrm{ln}|b_{kl;s}|\right)\right]+C`$ (52)
Again the steady state is achieved for $`Y\mathrm{}`$ which corresponds to $`x\mathrm{}`$ and $`y_{kl;s}\gamma `$; the steady state solution for $`P`$ is given by $`_{i<j}|\mu _i\mu _j|^\beta \mathrm{e}^{\frac{\gamma }{2}_k\mu _k^2}`$. Here only $`x\mathrm{}`$ (with $`\frac{P}{x}=0`$ and $`H=xV`$) no longer represents a steady state, as in the case when V belongs to SGE, but represents a transition state with $`\frac{P}{Y}0`$. Note from eq.(50) that $`Y\mathrm{}`$ as $`x\mathrm{}`$, seemingly implying that the equilibrium is reached and therefore $`H`$ belongs to SGE. But, as obvious from $`H=H_0+xV`$, in limit $`x\mathrm{}`$, $`H=xV`$ and therefore $`H`$ must be a GG matrix. This contradiction is a result of the error made in not ensuring the mean spacing of $`H`$ same as $`H_0`$ and $`V`$ . Here, to ensure the latter, we need to use a modified Hamiltonian, given by $`H=\mathrm{e}^{\frac{\tau }{N}}H_0+\sqrt{\frac{1\mathrm{e}^{\frac{2\tau }{N}}}{N}}V`$ with $`\tau =N^1\mathrm{ln}\mathrm{cos}(x/N)`$ (same as before in large-$`N`$ limit). The effect of this modification on F-P equation (17) is that now $`\frac{P}{Y}=\frac{P}{\tau }+\frac{1}{N(1\mathrm{e}^{2\tau /N})}_s_{kl}\left(\gamma y_{kl;s}\right)\left[2y_{kl;s}\frac{P}{y_{kl;s}}\gamma ^1b_{kl;s}\frac{P}{b_{kl;s}}\right]`$ and the coefficient $`\gamma `$ of the drift term is now replaced by $`N^1\gamma `$ (see eq.(13) of ). The $`Y`$ can now be obtained by the second method given in section I.C.
### B Non-Gaussian Ensembles
As mentioned before, the RM models of complex systems can, in general, be non-Gaussian, e.g. $`\rho (H)=C\mathrm{exp}^{_{kl}f(H_{kl})}`$ with $`f`$ as an arbitrary function and it is not an easy task to obtain the correlations in this case. However this case can be analyzed by our method if $`f`$ is a well behaved function and can be expanded in a Taylor’s series. To understand this, let us consider an ensemble of real-symmetric matrices $`H`$ with distribution of a more general nature e.g. $`f`$ as a polynomial of $`H`$ with degree $`2M`$, $`f_{kl}(x)=_{r=1}^M\gamma _{kl}(r)x^{2r}`$ with $`C`$ as the normalization constant and variances for the diagonal and off-diagonal matrix elements chosen to be arbitrary.
To obtain an evolution equation in this case, we now consider the sum $`2_{r=1}^Mr_{kl}\left(\gamma y_{kl}(1)\right)y_{kl}(r)\frac{\stackrel{~}{P}}{y_{kl}(r)}`$ (with $`P=C\stackrel{~}{P}`$ and $`y_{kl}(r)=g_{kl}\gamma _{kl}(r)`$) where the derivative of $`\stackrel{~}{P}`$ with respect to $`\gamma _{kl}(1)`$ can be shown to be following (with $`\rho =C\stackrel{~}{\rho }`$)
$`{\displaystyle \frac{\stackrel{~}{P}}{\gamma _{kl}(1)}}`$ $`=`$ $`{\displaystyle \frac{1}{2\gamma _{kl}(1)}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)H_{kl}\frac{\stackrel{~}{\rho }}{H_{kl}}\mathrm{d}H}{\displaystyle \underset{r=2}{\overset{M}{}}}r{\displaystyle \frac{\gamma _{kl}(r)}{\gamma _{kl}(1)}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\stackrel{~}{\rho }}{\gamma _{kl}(r)}\mathrm{d}H}`$ (53)
Now as $`\frac{\stackrel{~}{\rho }}{\gamma _{kl}(r)}=H_{kl}^{2r}\rho `$ and $`\frac{\stackrel{~}{\rho }}{H_{kl}}=2_{r=1}^Mr\gamma (r)H_{kl}^{2r1}\rho `$, the second integral in eq.(51) being equal to $`\frac{\stackrel{~}{P}}{\gamma _{kl}(r)}`$, eq.(11) can be rearranged to show that $`2_{r=1}^Mr\gamma _{kl}(r)\frac{\stackrel{~}{P}}{\gamma _{kl}(r)}=I_{kl}`$ with $`I_{kl}`$ given by eq.(12), (but without subscript $`(s)`$ on quantities). The required evolution equation in this case, can be obtained from the following equality:
$`2{\displaystyle \underset{r=1}{\overset{M}{}}}{\displaystyle \underset{kl}{}}r\left(\gamma y_{kl}(1)\right)y_{kl}(r){\displaystyle \frac{\stackrel{~}{P}}{y_{kl}(r)}}=\gamma {\displaystyle \underset{kl}{}}I_{kl}{\displaystyle \underset{kl}{}}y_{kl}(1)I_{kl}`$ (54)
where, again, $`_{kl}I_{kl}=_n\frac{}{\mu _n}(\mu _n\stackrel{~}{P})`$ and
$`{\displaystyle \underset{kl}{}}y_{kl}(1)I_{kl}={\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left[{\displaystyle \frac{}{\mu _n}}+{\displaystyle \underset{mn}{}}{\displaystyle \frac{\beta }{\mu _m\mu _n}}\right]\stackrel{~}{P}+{\displaystyle \underset{kl}{}}J_{kl}`$ (55)
with $`J_{kl}`$ now given by following relation:
$`J_{kl}`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl}}\left[\underset{r=2}{\overset{M}{}}ry_{kl}(r)H_{kl}^{2r1}\right]\rho \mathrm{d}H}`$ (56)
$`=`$ $`g_{kl}{\displaystyle \underset{r=1}{\overset{M}{}}}(r+1)y_{kl}(r+1){\displaystyle \frac{\stackrel{~}{P}}{y_{kl}(r)}}\left[(2r+1)+2{\displaystyle \underset{s=1}{\overset{M}{}}}sy_{kl}(s){\displaystyle \frac{\stackrel{~}{P}}{y_{kl}(s)}}\right]`$ (57)
using these relations as before, one again obtains the F-P equation for $`\stackrel{~}{P}`$ similar to eq.(17) with $`\beta =1`$ and $`\frac{\stackrel{~}{P}}{Y}=2_{kl}_{r=1}^Mh_{kl}(r)\frac{\stackrel{~}{P}}{y_{kl}(r)}`$ where $`h_{kl}(r)=2ry_{kl}(r)(\gamma y_{kl}(1))+(r+1)(2r+1)y_{kl}(r+1)g_{kl}+2(r+1)y_{kl}(r+1)g_{kl}_{s=1}^Msy_{kl}(s)\frac{\stackrel{~}{P}}{y_{kl}(r)}`$. Note the condition for $`Y`$ here includes terms of type $`\frac{\stackrel{~}{P}}{y_{kl}(r)}\frac{\stackrel{~}{P}}{y_{kl}(s)}`$ and $`Y`$ can no longer be obtained by methods given in section I.C.
### C Block-Diagonal Ensembles
The eq.(7) and, therefore, evolution equation (17) of $`P(\mu ,Y)`$ is no longer valid if the matrix $`H`$ is in a block-diagonal form. This is because the eigenvalues belonging to different blocks don’t repel each other, are not correlated and undergo an evolution independent of the other block. For this case, the evolution of eigenvalues in each block can be considered separately, leading to one F-P equation similar to eq.(17) for each block. A detailed discussion of this case in given in .
## V An Alternative Evolution Equation For The Eigenvalues
In section I.B, the eq.(17) governing the evolution of the eigenvalues was obtained by using the relation (14). However, as obvious from eq.(13), $`P`$ also satisfies the relation
$`{\displaystyle \underset{kl}{}}\left[2y_{kl;s}{\displaystyle \frac{P}{y_{kl;s}}}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}\right]={\displaystyle \underset{kl}{}}I_{kl;s}`$ (58)
and, therefore, one can define a function $`Z(y_{kl;s},b_{kl;s})`$ such that
$`{\displaystyle \frac{P}{Z}}={\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left(\mu _nP\right)`$ (59)
Here $`Z`$ is given by the condition $`\frac{P}{Z}=_{kl}\left[2y_{kl;s}\frac{P}{y_{kl;s}}b_{kl;s}\frac{P}{b_{kl;s}}\right]`$ which can be solved (as in section II) to show that $`Z=\frac{1}{4N^2}\mathrm{ln}\left[_{kl}_{s=1}^2|y_{kl;s}|b_{kl;s}^2\right]+C`$.
The eq.(57) also describes the evolution of eigenvalues for the same ensemble (3). But now the ”time”-scale is such that the eigenvalues seem to be drifting only, hiding the repulsion between them. Again the steady state of eq.(57) is given by $`|ZZ_0|\mathrm{}`$ and the final ensemble as Poisson (with finite, non-zero variances for diagonal matrix elements and zero variances for the off-diagonal ones). The ensemble G will now appear as an intermediate point in a transition from some initial ensemble $``$ Poisson ensemble and, in principle, the transition can be used for the analysis of $`G`$. For example, the critical parameter for Anderson transition (same model as used in section III) can be obtained by taking the initial state ”O” as metal with energy level distribution described by a GUE ($`<O_{ii}^2>=\alpha _M^1`$, $`<O_{ij}^2>=0`$) and all $`<O_{ij;s}>=t_M`$ which gives $`Z_0=\frac{1}{2N^2}\left[N\mathrm{ln}\alpha _M2K\mathrm{ln}|t_M|\right]+C`$ The critical region will therefore occur as as intermediate point in the GUE $``$ Poisson transition with transition parameter $`\mathrm{\Lambda }=D^2(ZZ_0)=\frac{1}{2N}\left[N\mathrm{ln}\frac{\alpha }{\alpha _M}2K\mathrm{ln}\frac{|t|}{|t_M|}\right]`$. As obvious, the increase of diagonal disorder ($`\frac{\alpha }{\alpha _M}<1`$) for a fixed hopping rate ($`t=t_M`$) will ultimately lead to Poisson statistics, implying localization of states; note here the transition occurs backwards in ”time” $`\mathrm{\Lambda }`$. However the results for correlations associated with SGE $``$ Poisson transition are not known which leaves eq.(17) as a better tool to analyze the properties of GGEs. . The eq.(17) has one more advantage over eq.(58): the reduction of former to CSM Hamiltonian reveals the underlying universality of statistical formulation among various complex system.
## VI Conclusion
In this paper, we have described a new method to analyze the statistical properties of the RM model of complex systems. Our technique is based on the exact reduction of spectral analysis in the general case to the one in SGE. This greatly reduces the degree of difficulty of the original problem as many of the properties of SGE are already known. This also indicates that a thorough knowledge of the properties of SGE or CSM will be highly advantageous even for systems with interactions too intricate to be modeled by SGE. So far, the probing of GGE is carried out only by SUSY technique which requires a saddle point approximation at various steps and is not easily applicable, even approximately, to cases where our technique can be used for exact probing. Note the main term in GGEs responsible for the correspondence with CSM Hamiltonian is due to the repulsion between eigenvalues. As the mathematical origin of this term lies in the transformation from matrix space to eigenvalue space which is same for all the hermitian ensembles (belonging to same symmetry class), the correspondence with CSM Hamiltonian should exist for almost all of them irrespective of the distribution of their matrix elements. As discussed in section III, our study also confirms the conjecture regarding the one parameter scaling of localization and provides the formula for relevant parameter.
The reduction technique presented here raises some basic questions. Why the reparametrization of the spectral properties of different RM ensembles results in to a similar mathematical formulation for them? In other words, why the eigenvalues of quantum operators associated with complex systems evolve in a similar ordered way (like equations of motion for Calogero particles) notwithstanding the varied nature of their complexity? The reason may lie in the following. The eigenvalues and eigenfunctions of a Hamiltonian evolve due to a change in either degree or nature of its complexity. The evolution of the eigenfunction is chaotic in the sense that the overlapping between the eigenfunctions, associated with two Hamiltonians even with slightly different complexity, decreases rapidly in time (page 2 of ). However an eigenvalue of an operator is its average value in the state described by the associated eigenfunction and an ordered evolution of the former will, in general, imply an ordered change in the average behavior of the latter. Thus it seems that the eigenvalues and eigenfunctions, on an average, are not able to view the fine subtlities of the varied nature of complexity and therefore are not affected too drastically to loose correlations even when nature of the complexity changes. Note, for a small change in the interactions, this result is not surprising and used as the base for the perturbation theory. But the results in this paper imply that the eigenvalues (and physics based on them) even after a violent change in the interactions remain correlated in the parametric space. Thus it seems that certain physical properties, based on average behavior of eigenvalues and eigenfunctions, of one complex system are related to the physics of another, very different in nature of the interactions.
I am grateful to B.S.Shastry and N.Kumar for various useful suggestions during the course of this study. I would also like to thank K.Frahm and V. Kravatsov for useful criticism of the work. A brief discussion with B. Altschuler and B. Huckenstein has also been helpful.
## A Proof of Eqs.(3,4,5)
The use of the eigenvalue equation $`HU=U\mathrm{\Lambda }`$, with $`U`$ as a unitary matrix and $`\mathrm{\Lambda }`$ the eigenvalue matrix, leads to following:
$`{\displaystyle \underset{j}{}}H_{ij}U_{jn}=\lambda _nU_{in}\mathrm{and}{\displaystyle \underset{i}{}}H_{ij}U_{in}^{}=\lambda _nU_{jn}^{}`$ (A1)
where $`H_{ij}=H_{ij;1}+iH_{ij;2}`$. Differentiating both sides of above equation with respect to $`H_{kl;s}`$ (with $`s=1\mathrm{or}\mathrm{\hspace{0.33em}2}`$), we get
$`{\displaystyle \underset{j}{}}{\displaystyle \frac{U_{jn}}{H_{kl;s}}}H_{ij}+{\displaystyle \underset{j}{}}U_{jn}{\displaystyle \frac{H_{ij}}{H_{kl;s}}}`$ $`=`$ $`\lambda _n{\displaystyle \frac{U_{in}}{H_{kl;s}}}+{\displaystyle \frac{\lambda _n}{H_{kl;s}}}U_{in}`$ (A2)
Now as $`_iU_{in}^{}U_{im}=\delta _{nm}`$, multiplying both the sides by $`U_{in}^{}`$ followed by a summation over all $`i`$’s, we get the following
$`{\displaystyle \frac{\lambda _n}{H_{kl;s}}}`$ $`=`$ $`{\displaystyle \underset{i,j}{}}U_{in}^{}{\displaystyle \frac{H_{ij}}{H_{kl;s}}}U_{jn}`$ (A3)
which further gives
$`{\displaystyle \frac{\lambda _n}{H_{kl;s}}}`$ $`=`$ $`i^{s1}{\displaystyle \frac{1}{g_{kl}}}\left[U_{ln}U_{kn}^{}(1)^sU_{ln}^{}U_{kn}\right]`$ (A4)
This can further be used to show that
$`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{\lambda _n}{H_{kl;s}}}H_{kl;s}`$ $`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \frac{1}{g_{kl}}}\left[U_{ln}U_{kn}^{}{\displaystyle \underset{s}{}}i^{s1}H_{kl;s}+U_{ln}^{}U_{kn}{\displaystyle \underset{s}{}}i^{s1}(1)^{s+1}H_{kl;s}\right]`$ (A5)
$`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \frac{1}{g_{kl}}}\left[H_{kl}U_{ln}U_{kn}^{}+H_{kl}^{}U_{ln}^{}U_{kn}\right]`$ (A6)
$`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \frac{1}{g_{kl}}}H_{kl}U_{ln}U_{kn}^{}+{\displaystyle \underset{kl}{}}{\displaystyle \frac{1}{g_{kl}}}H_{lk}^{}U_{kn}^{}U_{ln}`$ (A7)
$`=`$ $`{\displaystyle \underset{k,l}{}}H_{kl}U_{ln}U_{kn}^{}=\lambda _n`$ (A8)
where eq.(A8) is obtained from eq.(A7) by using Hermitian properties of $`H`$ ($`H_{lk}^{}=H_{kl}`$). By using eq.(A4), One can also show that
$`{\displaystyle \underset{kl}{}}g_{kl}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{\lambda _n}{H_{kl;s}}}{\displaystyle \frac{\lambda _m}{H_{kl;s}}}`$ $`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}i^{2(s1)}{\displaystyle \frac{1}{g_{kl}}}\left[U_{ln}U_{kn}^{}(1)^sU_{ln}^{}U_{kn}\right]\left[U_{lm}U_{km}^{}(1)^sU_{lm}^{}U_{km}\right]`$ (A9)
$`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \frac{2}{g_{kl}}}\left[U_{ln}U_{kn}^{}U_{km}U_{lm}^{}+U_{ln}^{}U_{kn}U_{lm}U_{km}^{}\right]`$ (A10)
$`=`$ $`2{\displaystyle \underset{k,l}{}}U_{ln}U_{kn}^{}U_{km}U_{lm}^{}={\displaystyle \underset{k}{}}U_{kn}U_{km}^{}{\displaystyle \underset{l}{}}U_{lm}U_{ln}^{}=2\delta _{mn}`$ (A11)
where eq.(A11) follows from eq.(A10) by writing $`_{kl}U_{ln}^{}U_{kn}U_{km}^{}U_{lm}=_{kl}U_{ln}U_{kn}^{}U_{km}U_{lm}^{}`$ and the last equality in eq.(A11) is due to unitary nature of $`U`$.
## B Proof of Eq.(6)
Multiplying both the sides of eq.(A2) by $`U_{im}^{}`$ ($`mn`$) followed by a summation over all $`i`$’s, we get the following
$`{\displaystyle \underset{j}{}}U_{jm}^{}{\displaystyle \frac{U_{jn}}{H_{kl;s}}}`$ $`=`$ $`{\displaystyle \frac{1}{\lambda _n\lambda _m}}{\displaystyle \underset{i,j}{}}U_{im}^{}{\displaystyle \frac{H_{ij}}{H_{kl;s}}}U_{jn}`$ (B1)
a multiplication of both the sides by $`U_{rm}`$ followed by a summation over all $`m`$’s then gives
$`{\displaystyle \frac{U_{rn}}{H_{kl;s}}}`$ $`=`$ $`i^{s1}{\displaystyle \frac{1}{g_{kl}}}{\displaystyle \underset{mn}{}}{\displaystyle \frac{U_{rm}}{\lambda _n\lambda _m}}\left(U_{km}^{}U_{ln}(1)^sU_{lm}^{}U_{kn}\right)`$ (B2)
## C Proof of Eq.(7)
$`{\displaystyle \underset{kl}{}}g_{kl}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{^2\lambda _n}{H_{kl;s}^2}}`$ $`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}i^{s1}{\displaystyle \frac{1}{g_{kl}}}{\displaystyle \frac{}{H_{kl;s}}}\left[U_{ln}U_{kn}^{}(1)^sU_{ln}^{}U_{kn}\right]`$ (C1)
$`=`$ $`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}i^{s1}\left[{\displaystyle \frac{U_{kn}^{}}{H_{kl;s}}}U_{ln}+{\displaystyle \frac{U_{ln}}{H_{kl;s}}}U_{kn}^{}+(1)^{s+1}{\displaystyle \frac{U_{ln}^{}}{H_{kl;s}}}U_{kn}+(1)^{s+1}{\displaystyle \frac{U_{kn}}{H_{kl;s}}}U_{ln}^{}\right]`$ (C2)
Now by using eq.(B2) and its complex conjugate in eq.(C2) and by summing over $`s`$, we get
$`{\displaystyle \underset{kl}{}}g_{kl}{\displaystyle \underset{s=1}{\overset{2}{}}}{\displaystyle \frac{^2\lambda _n}{H_{kl;s}^2}}`$ $`=`$ $`4{\displaystyle \underset{kl}{}}{\displaystyle \frac{1}{g_{kl}}}{\displaystyle \underset{m}{}}{\displaystyle \frac{1}{\lambda _n\lambda _m}}\left[U_{km}U_{km}^{}U_{ln}U_{ln}^{}+U_{kn}U_{kn}^{}U_{lm}U_{lm}^{}\right]`$ (C3)
$`=`$ $`4{\displaystyle \underset{k,l}{}}{\displaystyle \underset{m}{}}{\displaystyle \frac{1}{\lambda _n\lambda _m}}\left[U_{km}U_{km}^{}U_{ln}U_{ln}^{}\right]`$ (C4)
$`=`$ $`4{\displaystyle \underset{m}{}}{\displaystyle \frac{1}{\lambda _n\lambda _m}}\left[{\displaystyle \underset{k}{}}U_{km}U_{km}^{}\right]\left[{\displaystyle \underset{l}{}}U_{ln}U_{ln}^{}\right]`$ (C5)
Now by using the unitary relation $`_jU_{jm}^{}U_{jm}=1`$, one obtains the desired relation (7).
..
## D Proof of Eq.(15)
The eq.(12) gives us the following,
$`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}I_{kl;s}`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{i}{}\delta (\mu _i\lambda _i)\left[\underset{kl}{}\underset{s=1}{\overset{2}{}}\frac{\lambda _n}{H_{kl;s}}H_{kl;s}\right]\rho \mathrm{d}H}`$ (D1)
The use of eq.(A8) will further simplify it in following form
$`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}I_{kl;s}`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{i}{}\delta (\mu _i\lambda _i)\lambda _n\rho \mathrm{d}H}`$ (D2)
$`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}(\mu _nP)`$ (D3)
## E Proof of eq.(16)
For each $`s`$-value, we have the following relation
$`{\displaystyle \underset{kl}{}}y_{kl;s}I_{kl;s}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}g_{kl}\alpha _{kl;s}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl;s}}H_{kl;s}\rho \mathrm{d}H}`$ (E1)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}{\displaystyle \frac{g_{kl}}{2}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl;s}}\left[\frac{}{H_{kl;s}}2\alpha _{kl;s}b_{kl;s}\right]\rho \mathrm{d}H}`$ (E2)
$`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}{\displaystyle \frac{g_{kl}}{2}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl;s}}\frac{\rho }{H_{kl;s}}\mathrm{d}H}+{\displaystyle \underset{kl}{}}J_{kl;s}`$ (E3)
where eq.(E3) is obtained by using the equality: $`\frac{\rho }{H_{kl;s}}=2\alpha _{kl;s}(H_{kl;s}b_{kl;s})\rho `$ and $`J_{kl;s}`$ is given by eq.(E9).
By integrating eq.(E3) further by parts, one obtains
$`{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}y_{kl;s}I_{kl;s}`$ $`=`$ $`{\displaystyle \underset{s}{}}{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}{\displaystyle \frac{g_{kl}}{2}}{\displaystyle \left(\frac{}{H_{kl;s}}\underset{i}{}\delta (\mu _i\lambda _i)\right)\frac{\lambda _n}{H_{kl;s}}\rho dH}`$ (E4)
$`+`$ $`{\displaystyle \underset{s}{}}{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{kl}{}}{\displaystyle \frac{g_{kl}}{2}}{\displaystyle \underset{i}{}\delta (\mu _i\lambda _i)\frac{^2\lambda _n}{H_{kl;s}^2}\rho \mathrm{d}H}+{\displaystyle \underset{kl}{}}{\displaystyle \underset{s}{}}J_{kl;s}`$ (E5)
$`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{m}{}}{\displaystyle \frac{}{\mu _m}}{\displaystyle \underset{i}{}\delta (\mu _i\lambda _i)\left[\underset{s}{}\underset{kl}{}\frac{g_{kl}}{2}\frac{\lambda _m}{H_{kl;s}}\frac{\lambda _n}{H_{kl;s}}\right]\rho \mathrm{d}H}`$ (E6)
$``$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{i}{}\delta (\mu _i\lambda _i)\left[\underset{mn}{}\frac{2}{\lambda _m\lambda _n}\right]\rho (H)\mathrm{d}H}+{\displaystyle \underset{kl}{}}{\displaystyle \underset{s}{}}J_{kl;s}`$ (E7)
$`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{^2P}{\mu _n^2}}{\displaystyle \underset{n}{}}{\displaystyle \frac{}{\mu _n}}\left[2{\displaystyle \underset{mn}{}}{\displaystyle \frac{P}{\mu _m\mu _n}}\right]+{\displaystyle \underset{kl}{}}{\displaystyle \underset{s}{}}J_{kl;s}`$ (E8)
where $`J_{kl;s}`$ can be obtained as follows:
$`J_{kl;s}`$ $`=`$ $`y_{kl;s}b_{kl;s}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{}{\mu _n}}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\lambda _n}{H_{kl;s}}\rho \mathrm{d}H}`$ (E9)
$`=`$ $`y_{kl;s}b_{kl;s}{\displaystyle \frac{\underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)}{H_{kl;s}}\rho dH}`$ (E10)
$`=`$ $`y_{kl;s}b_{kl;s}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\rho }{H_{kl;s}}\mathrm{d}H}`$ (E11)
$`=`$ $`y_{kl;s}b_{kl;s}{\displaystyle \underset{i=1}{\overset{N}{}}\delta (\mu _i\lambda _i)\frac{\rho }{b_{kl;s}}\mathrm{d}H}=y_{kl;s}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}`$ (E12)
where in eq.(A32), the equality $`\frac{\rho }{b_{kl;s}}=2\alpha _{kl;s}(H_{kl;s}b_{kl;s})\rho =\frac{\rho }{H_{kl;s}}`$ is used. A substitution of eq.(E12) in eq.(E8) now leads to the eq.(16).
..
## F A General Method to Obtain $`Y`$
Let us consider a transformation of $`M=2N^2`$ coordinates $`\{r_j\}`$ to another set of $`M`$ coordinates $`\{Y_i\}`$, where $`r_j`$’s are various coefficients $`y_{kl;s}`$ (total $`N^2`$) and $`b_{kl;s}`$ (total $`N^2`$). The $`Y_i`$’s should be chosen such that the right hand side of the eq.(18), summing over all $`y_{kl;s}`$,’s and $`b_{kl;s}`$’s can be rewritten as
$`{\displaystyle \underset{i}{\overset{M}{}}}{\displaystyle \frac{P}{Y_i}}={\displaystyle \underset{kl}{}}2(\gamma y_{kl;s})y_{kl;s}{\displaystyle \frac{P}{y_{kl;s}}}\gamma {\displaystyle \underset{kl}{}}b_{kl;s}{\displaystyle \frac{P}{b_{kl;s}}}{\displaystyle \underset{j=1}{\overset{M}{}}}g_j(r_1,r_2,..,r_M){\displaystyle \frac{P}{r_j}}`$ (F1)
where, for our case, $`g_i(r_1,..,r_M)=2(\gamma r_i)r_i`$ if $`r_i`$ is one of the $`y_{kl;s}`$, and, $`g_i(r_1,..,r_M)=\gamma r_i`$ if $`r_i`$ is one of the $`b_{kl;s}`$.
Now, as we want $`_i^M\frac{}{Y_i}=\frac{}{Y_1}`$, with $`Y_1Y`$, this imposes following conditions on the functions $`Y_i`$’s (as can be shown by using the theory of partial differentiation)
$`{\displaystyle \frac{P}{Y_1}}={\displaystyle \underset{i=1}{\overset{M}{}}}{\displaystyle \underset{j}{\overset{M}{}}}g_j(r_1,r_2,..,r_M){\displaystyle \frac{P}{Y_i}}{\displaystyle \frac{Y_i}{r_j}}`$ (F2)
and therefore
$`{\displaystyle \underset{j=1}{\overset{M}{}}}g_j(r_1,r_2,..,r_M){\displaystyle \frac{Y_i}{r_j}}=\delta _{1i}`$ (F3)
According to theory of partial differential equations , the general solution of linear PDE $`_i^MP_i(x_1,x_2,..,x_M)\frac{Z}{x_i}=R`$ is $`F(u_1,u_2,..,u_n)=0`$ where $`F`$ is an arbitrary function and $`u_i(x_1,x_2,..,x_n,Z)=c_i`$ (a constant), $`i=1,2,..,n`$ are independent solutions of the following equation
$`{\displaystyle \frac{\mathrm{d}x_1}{P_1}}={\displaystyle \frac{\mathrm{d}x_2}{P_2}}=\mathrm{}..{\displaystyle \frac{\mathrm{d}x_k}{P_k}}=\mathrm{}\mathrm{}{\displaystyle \frac{\mathrm{d}x_M}{P_M}}={\displaystyle \frac{\mathrm{d}Z}{R}}`$ (F4)
Thus the general solution of eq.(F3) for each $`Y_j`$ is given by a relation $`F_j(u_{1j},u_{2j},..,u_{Mj})=0`$ where function $`F_j`$ is arbitrary and $`u_{ij}(r_1,r_2,..,r_M,Y_j)=c_{ij}`$, $`(i=1,2,..,M)`$ (with $`c_{ij}`$’s as constants) are independent solution of the equation
$`{\displaystyle \frac{\mathrm{d}r_1}{g_1}}={\displaystyle \frac{\mathrm{d}r_2}{g_2}}=\mathrm{}..{\displaystyle \frac{\mathrm{d}r_k}{g_k}}=\mathrm{}\mathrm{}{\displaystyle \frac{\mathrm{d}r_M}{g_M}}={\displaystyle \frac{\mathrm{d}Y_j}{\delta _{1j}}}`$ (F5)
The above set of equations can be solved for various $`Y_j`$ to obtain $`F_j`$. For $`Y_1`$, we get the relations $`Y_1\frac{1}{2}\mathrm{log}\frac{r_i}{|r_i\gamma |}=c_{i1}(i=1,..,M/2)`$, $`Y_1+\frac{1}{\gamma }\mathrm{log}|r_i|=c_{i1}(i=1+M/2,..,M)`$, and therefore $`F_1`$ satisfies the relation $`F_1(Y_1\frac{1}{2}\mathrm{log}\frac{r_1}{|r_1\gamma |},..,Y_1\frac{1}{2}\mathrm{log}\frac{r_{M/2}}{|r_{M/2}\gamma |}),Y_1+\gamma ^1\mathrm{log}|r_{M/2}|,..,Y_1+\gamma ^1\mathrm{log}|r_M|)=0`$. The function $`F_1`$ being arbitrary here, this relation can also be expressed in the follwing form:
$`Y_1={\displaystyle \frac{1}{M}}\left[{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{M/2}{}}}\mathrm{log}{\displaystyle \frac{r_i}{|r_i\gamma |}}{\displaystyle \frac{1}{\gamma }}{\displaystyle \underset{i=M/2+1}{\overset{M}{}}}\mathrm{log}|r_i|\right]+C`$ (F6)
where $`C`$ is another arbitrary function of constants: for example $`CC(\frac{1}{2}\mathrm{log}\frac{r_1}{|r_1\gamma |}+\gamma ^1\mathrm{log}|r_M|,\frac{1}{2}\mathrm{log}\frac{r_2}{|r_2\gamma |}+\gamma ^1\mathrm{log}|r_M|,\mathrm{},\frac{1}{2}\mathrm{log}\frac{r_{M1}}{|r_{M1}\gamma |}+\gamma ^1\mathrm{log}|r_M|)`$.
Similarly the variables $`Y_i`$, $`i>1`$, can be obtained however their knowledge is not required for our analysis.
## G
The choice of $`\gamma `$ is based only on the requirement that $`y_{kl}(O)>y_{kl}(G)>\gamma `$ for all $`k,l`$. Thus $`\gamma `$ can take any value such that $`\gamma \mathrm{min}y_{kl}(G)`$. Let us consider two such possibilities for $`\gamma `$, $`\gamma =\gamma _1`$ and $`\gamma =\gamma _2`$ and try to evaluate properties of $`G`$ on these curves referred as $`T1`$ and $`T2`$ respectively. Let the value of $`Y`$ for $`G`$ on these curves be $`Y_1`$ and $`Y_2`$ where
$`Y_1`$ $`=`$ $`{\displaystyle \frac{1}{2N^2}}{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}\left[{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{y_{kl;s}}{|y_{kl;s}\gamma _1|}}{\displaystyle \frac{1}{\gamma _1}}\mathrm{ln}b_{kl;s}\right]+C`$ (G1)
$`Y_2`$ $`=`$ $`{\displaystyle \frac{1}{2N^2}}{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}\left[{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{y_{kl;s}}{|y_{kl;s}\gamma _2|}}{\displaystyle \frac{1}{\gamma _2}}\mathrm{ln}b_{kl;s}\right]+C`$ (G2)
However $`Y_1`$ can also be written as follows
$`Y_1`$ $`=`$ $`{\displaystyle \frac{1}{2N^2}}{\displaystyle \underset{kl}{}}{\displaystyle \underset{s=1}{\overset{2}{}}}\left[{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{y_{kl;s}^{}}{|y_{kl;s}^{}\gamma _2|}}{\displaystyle \frac{1}{\gamma _2}}\mathrm{ln}b_{kl;s}^{}\right]+C`$ (G3)
Now as $`y_{kl;s}^{}=y_{kl;s}\frac{\gamma _2}{\gamma _1}y_{kl;s}`$, this implies that $`Y_1`$ would correspond to a point, different from $`Y_2`$, on the transition curve $`T_2`$ and therefore would give properties for the ensemble $`G`$ different from those given by $`Y_2`$. This conclusion is, however, erroneous and is a result of the rescaling applied only to one point $`Y_1`$ on the transition curve $`T_1`$. To get the right answer, the whole curve $`T_1`$ should be rescaled which would require a rescaling of the end-points too and therefore changed distances on the rescaled curve (call it $`T_1^{}`$). Thus the point $`Y_1`$ will appear at the same location on $`T_1^{}`$-curve, relative to end-points, where $`Y_2`$ appears on $`T_2`$-curve and therefore both will imply the same properties for the ensemble $`G`$. |
warning/0001/astro-ph0001165.html | ar5iv | text | # Three-Layered Atmospheric Structure in Accretion Disks Around Stellar-Mass Black Holes
The sun has a complicated atmosphere, including a photosphere, chromosphere, transition layer, and an outmost hot corona\[Tajima & Shibata 1997¡1¿, Priest 1999¡2¿\]. It is generally thought that the magnetic activities of the sun may play a significant role in heating the corona\[Priest 1999¡2¿, Sturrock 1999¡3¿\], though other models have been proposed\[scudder¡4¿\]. The atmosphere of the sun is not in hydrodynamical equilibrium. Consequently, the solar wind is blown outward from the corona. Coronae and outflows are actually quite common in various types of stellar environment. Here we present observational evidence for a solar-type atmosphere for the accretion disks around stellar mass black holes in x-ray binaries\[charles¡5¿\].
One of the common characteristics of black hole binaries is the so-called two-component x-ray and gamma-ray spectrum: a soft blackbody-like component at low energies ($`<`$ 10 keV) and a hard power-law-like component at high energies (up to several hundred keV)\[Tanaka-lewin¡6¿\]. The soft component is generally attributed to the emission from an optically thick, geometrically thin cold accretion disk, which is often described by the standard $`\alpha `$-disk model\[Shakura & Sunyaev 1973¡7¿\]. The hard component is attributed to an optically thin, geometrically thick hot corona in either a plane parallel to the disk or with a spherical geometry above the disk\[liang-pr¡8¿\]. The prototype models were motivated by the studies of the solar corona\[Liang & Price 1977¡9¿\].
Recently, more attention has been paid to the similarities between the physical processes in accretion disks and those in the sun, because the empirically-invoked viscosity for the disks might have originated from the same dynamo processes operating on the sun\[Hawley Balbus & Winters 1999¡10¿\]. Consequently, like in the sun, magnetic turbulence and buoyancy may trigger magnetic flares high above the disks which could cause intense in situ particle heating and acceleration, thus powering a disk corona \[Maraschi & Haardt 1997¡11¿\]. The relative importance of the soft and hard spectral components in black hole binaries is probably modulated by the energy deposition in the corona by magnetic flares\[Di Matteo Celotti & Fabian 1999¡12¿\] — more energy deposited in the corona produces a stronger hard component. It was proposed that there also exists a layer between the corona and the cold accretion disk, which is directly responsible for the observed soft component\[Nayakshin & Melia 1997¡13¿, Misra Chitnis & Melia 1998¡14¿\].
To explore the structure of accretion disks in black hole binaries, we carried out detailed studies of the x-ray spectra of two such sources, GRO J1655–40 and GRS 1915+105, both of which are galactic superluminal jet sources\[Mirabel & Rodriguez 1994¡15¿\]. The higher-than-normal temperature of the soft component of the two sources is suggested to be caused by the rapid spin of the black holes in these systems, which results in the disk extending closer to the black hole horizon\[Zhang et al. 1997¡16¿, ¡17¿\]. Here, we report the results based primarily on data collected from the Japanese-US x-ray satellite ASCA (Advanced Satellite for Cosmology and Astrophysics), which has good energy resolution and effective area in the 0.7-10 keV energy band, ideal for studying the soft component.
For black hole binaries, x-ray emission is powered by the release of gravitational energy of matter being accreted by the central black holes, which occurs mostly in the inner region of the accretion disks. Because electron scattering dominates over free-free absorption in the inner disk\[Shakura & Sunyaev 1973¡7¿\], the emergent x-ray spectrum is fully Comptonized (a photon must undergo many scattering events before escaping). The inner disk region is also radiation pressure dominated (versus gas pressure), and thus its temperature changes slowly with radius ($`T(r)1/r^{3/8}`$)\[liang-pr¡8¿\], as opposed to a more rapid temperature variation in the gas pressured dominated disk ($`T(r)1/r^{3/4}`$)\[liang-pr¡8¿\]. Therefore, we can approximate the emergent x-ray spectrum from the disk as the Comptonization of a single-temperature blackbody spectrum by an electron cloud\[Sunyaev & Titarchuk 1985¡18¿\]. In the standard $`\alpha `$-disk model, the cloud has the same temperature as the x-ray emission and its optical depth is very large ($`>`$100)\[liang-pr¡8¿\].
For this analysis, we adopted the Comptonization model by Titarchuk \[Sunyaev & Titarchuk 1985¡18¿\] and fit it with the observed spectra, in order to determine these key parameters, including the blackbody temperature of the seed photons (the original photons before the Compton scattering), the electron temperature and optical depth of the cloud (Table 1). This model fit the data well for cases where the hard component is negligible. When the hard component is important, a second Comptonized component is required. Note that although we use the same Comptonization model for the soft and hard spectral components, the physical environments for the two are different: the hard component is produced in an optically thin hot corona (about 100 keV or 10<sup>9</sup> K), while the soft component is produced in an optically thick warm cloud (about 1 keV or 10<sup>7</sup> K). As an example, we plotted the results from spectral modeling of GRO J1655-40 and GRS 1915+105 in figure 1.
For the soft component, the results indicate that the temperature of the electron cloud is higher than the effective temperature of the seed photons to the Comptonization process , by a factor of 3-6, and the inferred optical depth of the cloud ($`10`$) is much smaller than that expected from the standard $`\alpha `$-disk model ($`>`$100). These results provide observational evidence for the presence of a lower-density, warm layer outside the standard cold disk. The hard spectral component, on the other hand, cannot be well constrained by the ASCA data alone, because the electron temperature of the Comptonizing corona is higher than the upper end of the ASCA band ($``$10 keV). However, the temperature of the corona can be estimated with the data obtained with the high energy instruments of CGRO (The US Compton Gamma-Ray Observatory) and RXTE (The US Rossi-X-ray Timing Explorer). Using the high energy CGRO (20-500 keV) and RXTE (5-250 keV) data obtained simultaneously with the ASCA observations, we found that the corona has a temperature of $``$100 keV or higher and an optical depth of the order of unity or less (Table 1). This agrees with numerous previous reports on the high energy spectra of these two sources, for example in references\[Zhang et al. 1997¡16¿, Harmon et al. 1995 ¡19¿, Grove et al. 1998¡20¿\]. From Table 1 we can also see that the temperature of seed photons for the high energy Comptonization process is very close to that of the warm layer. This implies that the main source of seed photons feeding the corona is the emergent Comptonized spectrum from the warm layer outside the cold disk. The contribution of the hard component to the total x-ray luminosity varies, from being negligible to being dominant, so the corona is a highly dynamic environment. At the same time, the warm layer does not seem to vary appreciably. It is possible that the layer between the cold disk and the hot corona in Cyg X-1\[Misra Chitnis & Melia 1998¡14¿\] and the ionized cloud in GRO J1655-40 and GRS 1915+105 inferred from the iron absorption features\[Ueda et al. 1998¡21¿\] in some of the data we used here are in fact the warm layer we identified. However this warm layer is clearly not produced by the heating of the corona\[Misra Chitnis & Melia 1998¡14¿\], because of the apparent independence between the relatively stable warm layer and the highly dynamical corona, which sometimes disappears completely.
Although we used a thermal Comptonization model (the electron kinetic energy is assumed to follow the Maxwellian distribution) in our fitting, it is worth pointing out that non-thermal electron energy distribution (for the high energy spectral component) may also be consistent to the data, as implied by steep power-law spectra extending beyond several hundred keV in some observations \[Grove et al. 1998¡20¿\]. In this case, the electron temperature inferred in our model fitting should be considered the lower limit to the kinetic energy of electrons in the corona. Therefore the corona may also be in the form of jets/outflow from the black hole or near-spherical converging flow into the black hole\[¡22¿\]. Current x-ray data alone do not allow us to distinguish these different corona geometry unambiguously.
The inferred structure of accretion disks of black hole binaries can be compared to the structure of the solar atmosphere (Fig. 2). The photosphere, chromosphere and corona of the sun appear to correspond to the surface of the cold disk, the overlaying optically thick warm layer, and the optically thin hot corona, respectively. The transition region between the chromosphere and the corona in the solar atmosphere, however, could not be identified in disks from our current spectral fitting. It cannot correspond to the warm layer, because the latter is observed even in the absence of the corona (the hard component). The temperatures of the three regions are higher in the accretion disks by approximately a factor of 500 than the corresponding regions in the sun. This supports the notion that magnetic activity is responsible for powering the upper atmosphere in both cases, giving $`TE^{1/4}B^{1/2}`$ and thus $`T_{\mathrm{DISK}}/T_{\mathrm{SUN}}(B_{\mathrm{DISK}}/B_{\mathrm{SUN}})^{1/2}(10^8G/500G)^{1/2}500`$.
Because the solar wind is driven out primarily by strong coronal activities, by analogy, we argue that the corona surrounding accretion disks of black hole binaries is also a source of outflow. In fact a recent accretion disk model suggests that magnetic field driven jets and outflow are also important in the angular momentum transfer, which is essential in order for the accretion process to operate in these systems\[¡23¿\]. The connection between corona and outflow is also supported by the fact that radio emissions from black hole binaries seems always accompanied with the detection of significant hard x-ray emission\[Harmon et al. 1995 ¡19¿\]. Although the magnetic fields may be generated by the dynamo processes as a result of the differential rotation in both the sun and the accretion disks of black hole binaries\[Tajima & Shibata 1997¡1¿\], the two types of systems are different. In the sun, the source of radiation energy is the nuclear burning in the core, and only a small portion of the total energy is converted to the magnetic field. In accretion disks, however, all radiation energy comes from the viscous dissipation of gravitational energy, which may originate in magnetic turbulence\[Hawley Balbus & Winters 1999¡10¿\]. It is, therefore, natural that the magnetic field related energy dissipation in accretion disks is more important than that in the sun. Consequently our results provide strong support to theoretical predictions that relativistic jets and outflow from these systems are magnetic-field driven\[¡24¿\]. In fact it has been realized recently that there might exist a ‘magnetic switch’ in these systems; when the magnetic field activity exceeds a certain limit, fast and relativistic jets may be produced\[Meier et al. 1997¡25¿\]. Our results reported here and the fact that both GRO J1655-40 and GRS 1915+105 have been observed to produce highly relativistic jets\[Mirabel & Rodriguez 1994¡15¿\] provide support to this magnetic switch theory. It is worth noting that disk coronae powered by magnetic flares are also believed to exist in the accretion disks around supermassive black holes\[Maraschi & Haardt 1997¡11¿\]. Therefore, similar physical processes may operate in systems with different properties and scales.
Acknowledgements. We thank Drs. Junhan You of SJTU (China), Robert Shelton of UAH, Alan Harmon of NASA/MSFC, Kajal Ghosh of NRC/MSFC and Lev Titarchuk of GSFC for useful discussions, and Ken Ebisawa of USRA/GSFC for help on ASCA data analysis. We acknowledge partial financial support from NASA GSFC under the Long Term Space Astrophysics program and several guest investigations, and from NASA MSFC through contract NCC8-65. Correspondence should be addressed to S.N.Z. (e-mail: zhangsn@email.uah.edu). |
warning/0001/quant-ph0001088.html | ar5iv | text | # Daylight quantum key distribution over 1.6 km
## Abstract
Quantum key distribution (QKD) has been demonstrated over a point-to-point $`1.6`$-km atmospheric optical path in full daylight. This record transmission distance brings QKD a step closer to surface-to-satellite and other long-distance applications.
Quantum cryptography was introduced in the mid-1980s as a new method for generating the shared, secret random number sequences, known as cryptographic keys, that are used in crypto-systems to provide communications security (for a review see ). The appeal of quantum cryptography (or more accurately, quantum key distribution, QKD) is that its security is based on laws of nature and information-theoretically secure techniques, in contrast to existing methods of key distribution that derive their security from the perceived intractability of certain problems in number theory, or from the physical security of the distribution process.
Several groups have demonstrated QKD over multi-kilometer distances of optical fiber , but there are many key distribution problems for which QKD over line-of-sight atmospheric paths would be advantageous (for example, it is impractical to send a courier to a satellite). Free-space QKD was first demonstrated in 1990 over a point-to-point 32-cm table top optical path, and recent work has produced atmospheric transmission distances of 75 m (daytime) and 1 km (nighttime) over outdoor folded paths (to a mirror and back). The close collocation of the QKD transmitter and receiver in folded-path experiments is not representative of practical applications and can result in some compensation of turbulence effects. We have recently performed the first point-to-point atmospheric QKD in full daylight, achieving a 0.5-km transmission range , and here we report a record 1.6-km point-to-point transmission in daylight, with a novel QKD system that has no active polarization switching elements.
The success of QKD over atmospheric optical paths depends on the transmission and detection of single-photons against a high background through a turbulent medium. Although this problem is difficult, a combination of temporal, spectral and spatial filtering can render the transmission and detection problems tractable . The essentially non-birefringent nature of the atmosphere at optical wavelengths allows the faithful transmission of the single-photon polarization states used in the free-space QKD protocol.
A QKD procedure starts with the sender, “Alice,” generating a secret random binary number sequence. For each bit in the sequence, Alice prepares and transmits a single photon to the recipient, “Bob,” who measures each arriving photon and attempts to identify the bit value Alice has transmitted. Alice’s photon state preparations and Bob’s measurements are chosen from sets of non-orthogonal possibilities. For example, using the B92 protocol Alice agrees with Bob (through public discussion) that she will transmit a $`45^{}`$ polarized photon state $`|45`$, for each “0” in her sequence, and a vertical polarized photon state $`|v`$, for each “1” in her sequence. Bob agrees with Alice to randomly test the polarization of each arriving photon with $`45^{}`$ polarization, $`|45`$, to reveal “1s,” or horizontal polarization, $`|h`$, to reveal “0s.” In this scheme Bob will never detect a photon for which he and Alice have used a preparation/measurement pair that corresponds to different bit values, such as $`|h`$ and $`|v`$, which happens for 50% of the bits in Alice’s sequence. However, for the other 50% of Alice’s bits the preparation and measurement protocol uses non-orthogonal states, such as for $`|45`$ and $`|h`$, resulting in a 50% detection probability for Bob. Thus, by detecting single-photons Bob identifies a random 25% portion of the bits in Alice’s random bit sequence, assuming a single-photon Fock state with no bit loss in transmission or detection. This 25% efficiency factor, $`\eta _Q`$, is the price that Alice and Bob must pay for secrecy.
Bob and Alice reconcile their common bits by revealing the locations, but not the bit values, in the sequence where Bob detected photons; Alice retains only those detected bits from her initial sequence. In practical systems the resulting sifted key sequences , will contain errors; a pure key is distilled from them using classical error detection techniques. The single-photon nature of the transmissions ensures that an eavesdropper, “Eve,” can neither “tap” the key transmissions with a beam splitter (BS), owing to the indivisibility of a photon , nor faithfully copy them, owing to the quantum “no-cloning” theorem . Furthermore, the non-orthogonal nature of the quantum states ensures that if Eve makes her own measurements she will be detected through the elevated error rate she causes by the irreversible “collapse of the wavefunction” . From the observed error rate and a model for Eve’s eavesdropping strategy, Alice and Bob can calculate a rigorous upper bound on the infomation Eve might have obtained. Then, using the technique of generalized privacy amplification by public discussion Alice and Bob can distill a shorter, final key on which Eve has less than one bit of information.
The QKD transmitter (“Alice”) in our experiment (Fig. 1)operates at a clock rate $`R_0=1`$-MHz. On each “tick” of the clock a $`1`$-ns vertically-polarized optical “bright pulse” is produced from a “timing-pulse” diode laser whose wavelength is temperature controlled to $`768`$ nm. After a $`100`$-ns delay one of two temperature-controlled dim pulse “data” diode lasers emits a $`1`$-ns optical pulse that is attenuated to the single-photon level and constrained by an interference filter (IF) to $`773\pm 0.5`$ nm to remove wavelength information. Polarizers set one data laser’s output to be $`45^{}`$ polarized and the other to be vertically polarized as required for the B92 protocol. The choice of which data laser fires is determined by a random bit value that is obtained by discriminating electrical noise. The random bit value is indexed by the clock tick and recorded in Alice’s computer control system’s memory. All three optical pulse paths are combined with beamsplitters (BSs) into a single-mode (SM) optical fiber to remove spatial mode information, and transmitted toward Bob’s receiver through a $`27\times `$ beam expander (to extend the system Rayleigh range). A single-photon detector (SPD) located behind a matched IF in one of the BS output ports is used to monitor the average photon number $`\overline{n}`$ of the dim-pulses as follows: (1) a calibration photon-number measurement is made from the rate at which a calibrated single-photon counting module (SPCM) fires at the transmitter’s SM transmission-fiber output with a given input, (2) next the transmitter’s SPD count rate is calibrated to the SPCM firing rate with the same input to determine the SPD efficiency, which is then (3) used with the experimental SPD count rates to measure the transmitted $`\overline{n}`$ in key generation mode.
At the QKD receiver (“Bob”) light pulses are collected by a $`8.9`$-cm diameter Cassegrain telescope and directed into a polarization analysis and detection system (Fig. 2). A bright pulse triggers a “warm” avalanche photodiode (APD), which sets up a narrow $`5`$-ns coincidence gate in which to test a subsequent dim pulse’s polarization . A BS randomly directs dim pulses along one of two paths. Polarization elements along the upper path are set to transmit $`45^{}`$ polarization in accordance with Bob’s B92 “1” value, while along the lower path a measurement for $`|h`$ to reveal “0”s is made using a polarizing beamsplitter (PBS). (The PBS transmits $`|h`$ but reflects $`|v`$.) Each analysis path contains a matched IF and couples to a SPD via multi-mode (MM) fiber that provides limited spatial filtering, giving the receiver a restricted $`200`$ $`\mu `$-radian field of view. For events on which one of the two SPDs triggers during the coincidence gate, Bob can assign a bit value to Alice’s transmitted bit; upper-path SPD firings identify “1”s, and lower-path SPD firings identify “0”s. He records these detected bits in the memory of his computer control system, indexed by the “bright pulse” clock tick. Bit generation is completed when Bob communicates the locations, but not values, of his photon detections in Alice’s random bit-sequence over a public channel: wireless ethernet in our experiment.
The QKD system was operated over a $`1.6`$-km outdoor range with excellent atmospheric conditions on Friday $`13`$ August $`1999`$ beginning at 09:30 LST under cloudless New Mexico skies. By 11:30 LST turbulence induced beam-spreading hindered our ability to efficiently acquire data at low bit-error rates ($`BER`$), $`ϵ`$ (where $`BER`$, $`ϵ`$, is defined as the ratio of the number of bits received in error to the total number of bits received). The system efficiency, $`\eta _{system}`$, which accounts for losses between the transmitter and MM fibers at the receiver, and the receiver’s SPDs efficiencies had an average value of $`\eta _{system}0.13`$ with a standard deviation of $`\sigma =0.04`$. Fluctuations in $`\eta _{system}`$ were caused by turbulence induced beam-spreading and beam-wander; the typical beam-wander was observed to be on the order of $`3`$ to $`5`$ $`\mu `$-radians. (Our present system has no beam-steering or adaptive-optics technology to compensate for turbulence-induced effects.) The $`\eta _Q=0.25`$ quantum efficiency of the B92 protocol lowers the overall efficiency to $`\eta =\eta _Q\eta _{system}0.0325`$ and leads to a detection probability for Bob of $`P_B=1exp(\eta \overline{n})`$. This gave a bit-rate of $`R5.4`$, $`12.2`$, and $`17`$-kHz at $`\overline{n}0.2`$, $`0.35`$, and $`0.5`$-photons per dim-pulse, respectively, when the lasers were pulsed at $`R_0=1`$ MHz. Bits were transmitted in $`25`$, $`50`$, and $`100`$ k-bit blocks. A total of $`1.55`$ M-bits were sent in $`40`$ data exchanges between Alice and Bob and $`17,420`$ bits of sifted key were received. Table I includes a typical $`250`$-bit sample from one of several $`1.6`$-km daylight transmissions on $`13`$ August $`1999`$. The sifted key shown contains eight bit-errors (in bold) corresponding to $`ϵ=3.2`$% for these $`250`$ bits and has a $`60`$:$`40`$ bias toward ones (the average bias for all experiments on $`13`$ August $`1999`$ was $`50.3`$:$`49.7`$ toward ones). The average $`BER`$ on all key material acquired during the daylight transmissions was $`ϵ=5.3`$%. These $`BER`$s would be regarded as unacceptably high in any conventional telecommunications application but are tolerated in QKD because of the secrecy of the bits.
The dominant $`BER`$ component is from the ambient solar background, with a measured noise probability for both detectors of about $`6.7\times 10^4`$ per coincidence gate, contributing about $`5.9`$% to the $`ϵ=7.8`$% at $`\overline{n}=0.2`$ data, about $`2.4`$% to the $`ϵ=4.1`$% at $`\overline{n}=0.35`$, and about $`1.9`$% to the $`ϵ=4.1`$% at $`\overline{n}=0.5`$. (The ambient-background is somewhat less than that expected from the daylight radiance , which we attribute to Bob viewing the dark interior of the tent housing Alice’s transmitter.) Imperfections and misalignments of the polarizing elements were the next largest contribution (about $`1.9`$%) to the total $`BER`$s on 13 August 1999. Experience from previous experiments suggests that this component of $`BER`$ can be reduced to about $`0.5`$%. Detector dark noise ($`1,400`$ dark-counts per second) makes an even smaller contribution of $`<0.1`$% to the $`BER`$. The dual-fire rate — the probability that both SPDs fire during a coincidence window— was $`0.0003`$, $`0.0007`$, and $`0.001`$ at $`\overline{n}0.2`$, $`0.35`$, and $`0.5`$, respectively.
Alice and Bob can correct errors by transmitting error correction information over the public channel, amounting to
$$f(ϵ)=ϵ\mathrm{log}_2ϵ(1ϵ)\mathrm{log}_2(1ϵ)$$
(1)
bits per bit of sifted key in the Shannon limit. For example, for $`ϵ=4.1`$%, $`f(0.041)=0.246`$. Practical error-correcting codes do not achieve the Shannon limit, although the interactive scheme known as Cascade , comes within about $`1.16f(ϵ)`$ for error rates up to $`5`$% . Our experiments use a combination of block-parity checks and Hamming codes achieving an efficiency equivalent to the $`Cascade`$ scheme but with greater computational efficiency. The error correction information is transmitted over the public channel and thus could provide information about the key material to Eve, reducing Alice and Bob’s secret bit yield. (Alice and Bob could encrypt the error correction information to deny Eve access to it, but at the cost of an equal number of shared secret key bits .)
Alice and Bob now use “privacy amplification” to reduce any partial knowledge gained by an eavesdropper to less than 1-bit of information. (For discussions of eavesdropping strategies see References .) We have not implemented privacy amplification at this time, but to estimate the secret-key rate for our experiment and its dependencies on relative parameters, we assume Eve is restricted to performing the combination of the intercept-resend and beamsplitting attacks considered in . In this case Alice and Bob could use the parities of random subsequences of their error-corrected keys as their final secret key bits, resulting in a compression to
$$F(ϵ)=(1\overline{n})2\sqrt{2}ϵ$$
(2)
bits per bit of error-corrected key. The first term in Eq. 2 accounts for the multi-photon fraction of Alice’s dim-pulses, which are susceptible to beamsplitting, while the second accounts for Eve performing intercept-resend on a fraction of the pulses. The final secret bit yield is therefore a fraction $`F(ϵ)f(ϵ)`$ the length of the original sifted key. For $`\overline{n}0.05`$, under the conditions of our $`13`$ August $`1999`$ experiment with $`\eta _{system}=0.13`$, there is no net secret bit yield because of the large value $`f(ϵ)`$. With increasing $`\overline{n}`$ the $`BER`$ decreases so rapidly that the increased privacy amplification cost to protect against beamsplitting is more than offset by the reduced error-correction cost, and so the secret bit yield initially increases. However, for larger $`\overline{n}`$ values, the privacy amplification factor $`F(ϵ)`$ required to compensate for beamsplitting of multi-photon pulses becomes small, and the secret bit yield decreases. For $`\eta _{system}=0.13`$, we find that the optimum $`\overline{n}`$ for our $`13`$ August $`1999`$ experiment is $`0.4`$ giving a secret bit yield of $`38.5`$% of the sifted key length, and $`0.4`$% of the length of the transmitted sequence. (With $`Cascade`$ the optimal $`\overline{n}`$ would also be $`0.4`$ and the secret bit yield would be $`24.7`$% of the sifted key or $`0.32`$% the length of the transmitted sequence, giving a secret bit rate of $`3`$-kHz.) For smaller $`\eta _{system}`$ values under $`13`$ August $`1999`$ conditions the optimal $`\overline{n}`$ values are as above but the secret bit yield is smaller; for $`\eta _{system}<0.04`$ there is no secret bit yield. (To protect against the attacks proposed in , should they become feasible, we would need to reduce our background further with a shorter coincidence gate window and narrower spectral filters to have a non-zero secret-bit yield at the $`\overline{n}`$ values required.)
This paper reports QKD between a transmitter and receiver separated by a $`1.6`$-km daylight atmospheric optical path. This transmission distance, which was only limited by the length of the available range, is the longest to date. Our system has no active polarization elements, resulting in greater simplicity and security over previous experiments. Secret bit rates of several kilo-Hertz protected against simple beamsplitting and intersept-resend attacks have been shown to be feasible. Such rates would enable the rekeying of cryptographic systems. The system could be easily adapted to the BB84 four-state QKD protocol or to use single-photon light sources once they are available, providing protection against more sophisticated future attacks . Our results are representative of practical situations showing that QKD could be used in conjunction with optical communication systems and providing further evidence for the feasibility of surface-to-satellite QKD . The $`1.6`$-km optical path is similar in optical depth to the effective turbulent atmospheric thickness encountered in a surface-to-satellite application. Significant amounts of key-material (about $`15`$ k-bits) with low $`BER`$s ($`ϵ3.0`$%) at low $`\overline{n}`$ ($`\overline{n}0.2`$) were also taken at night and during light rain over this $`1.6`$-km distance. Finally, we note that the variability of system efficiency and background is a feature of atmospheric QKD that is quite different from optical fiber systems.
We wish to thank P. G. Kwiat for QKD discussions, D. Derkacs for technical support, and G. H. Nickel, D. Simpson, and E. Twyeffort for discussions regarding bit-error detection protocols and privacy amplification. |
warning/0001/hep-th0001113.html | ar5iv | text | # References
SMC-PHYS-160
hep-th/0001113
An Early Proposal of “Brane World”
Keiichi Akama<sup>1</sup><sup>1</sup>1 e-mail: akama@saitama-med.ac.jp, telephone: (81)492-95-1000 ext. 446, fax: (81)492-95-4644.
Department of Physics, Saitama Medical College
Moroyama, Saitama, 350-0496, Japan
Here we place the -typeset version of the old preprint SMC-PHYS-66 (1982),<sup>2</sup><sup>2</sup>2 This cover is added in January, 2000. The original preprint starts at the next page, and is identical to the published version except for minor typographical changes. We place it on this preprint server, because, under the increasing interests and activities concerning the brane world, we often hear annoyance that the paper is hardly accessible in many of institutions, while most of them have internet access to the server. We would like to thank Professor Ann Nelson and Professor Matt Visser for their useful suggestions in placing this old preprint on this preprint server. which was published in K. Akama, “Pregeometry”, in Lecture Notes in Physics, 176, Gauge Theory and Gravitation, Proceedings, Nara, 1982, edited by K. Kikkawa, N. Nakanishi and H. Nariai, (Springer-Verlag) 267–271. In the paper, we presented the picture that we live in a “brane world” (in the present-day terminology) i.e. in a dynamically localized 3-brane in a higher dimensional space.<sup>3</sup><sup>3</sup>3 See also the related paper K. Akama, Prog. Theor. Phys. 60 (1978) 1900, where we show the bosonic and the fermionic brane-volume type actions give rise to Einstein gravity on the brane through the quantum fluctuations. We adopt, as an example, the dynamics of the Nielsen-Olesen vortex type in six dimensional spacetime to localize our space-time within a 3-brane. At low energies, everything is trapped in the 3-brane, and the Einstein gravity is induced through the fluctuations of the 3-brane.<sup>4</sup><sup>4</sup>4 See also the related papers K. Akama, Prog. Theor. Phys. 78 (1987) 184; 79 (1988) 1299; 80 (1988) 935, which incorporates the normal connections of the brane as gauge fields. The idea is important because it provides a way basically distinct from the “compactification” to hide the extra dimensions which become necessary for various theoretical reasons.
PREGEOMETRY
K. Akama
Department of Physics, Saitama Medical College
Moroyama, Saitama, 350-04, Japan
All the existing experimental evidences, though not so many, clearly support the general relativity of Einstein as a theory of gravitation. So far, extensive investigations have been made, based on the premise of general relativity. Even the theory of induced gravity , or pregeometry, where the Einstein action is derived from a more fundamental sage, are not free of this premise. However, if the principle of the general relativity is true, it should be a manifestation of some underlying dynamics. just like the Kepler’s law for the Newtonian gravity, or like the law of definite proportion in chemical reaction for atoms, etc. So we would like to ask here why the physical laws are generally relative, instead we premise it. The purpose of this talk is to propose a model to give possible answer to the question. By general relativity, we mean general covariance of the physical laws in the curved spacetime. Our solution, in short, is that it is because our four spacetime is a four-dimensional vortex-like object in a higher-dimensional flat spacetime, where only the special relativity is assumed. To be specific, we adopt the dynamics of the Nielsen-Olesen vortex in a six-dimensional flat spacetime, and show that general relativity actually holds in the four-spacetime. Furthermore we will show that the Einstein equation in the four-spacetime is effectively induced through vacuum fluctuations, just as in Sakharov’s pregeometry .
We start with the Higgs Lagrangian in a six dimensional flat spacetime
$$=\frac{1}{4}F_{MN}F^{MN}+D_M\varphi ^{}D^M\varphi +a|\varphi |^2b|\varphi |^4+c$$
(1)
where $`F_{MN}=_MA_N_NA_M`$ and $`D_M\varphi =_M+ieA_M`$. This has the ‘vortex’ solution
$$A_M=ϵ_{0123MN}A(r)X^N/r,\varphi =\phi (r)e^{in\theta },(r^2=(x^5)^2+(x^6)^2)$$
(2)
where $`A(r)`$ and $`\phi (r)`$ are the solutions of the differential equations,
$`{\displaystyle \frac{1}{r}}{\displaystyle \frac{d}{dr}}\left(r{\displaystyle \frac{d}{dr}}\phi \right)+\left[\left({\displaystyle \frac{n}{r}}+eA\right)^2a+2b\phi ^2\right]\phi =0`$ (3)
$`{\displaystyle \frac{d}{dr}}\left({\displaystyle \frac{1}{r}}{\displaystyle \frac{d}{dr}}rA\right)+\phi ^2\left(e^2A^2+{\displaystyle \frac{en}{r}}\right)=0`$ (4)
The ‘vortex’ is localized within the region of $`O(ϵ)`$ $`(ϵ=1/\sqrt{a})`$ in two of the space dimensions $`(X^5,X^6)`$, leaving a four-dimensional subspacetime $`(X^0X^3)`$ inside it. For large $`a`$, the curved ‘vortices’ with curvature $`R<<a`$ become approximate solutions , which we denote by $`A_M^0`$ and $`\varphi ^0`$. Let the center of the ‘vortex’ be $`X^M=Y^M(\xi ^\mu )`$ $`(\mu =03)`$, and take the curvilinear coordinate $`x^M`$ such that, near the ‘vortex’,
$$X^M=Y^M(x^\mu )+n_m^Mx^m,(M=03,5,6,\mu =03,m=5,6)$$
(5)
where $`X^M`$ is the Cartesian coordinate, and $`n_m^M`$ are the normal vectors of the ‘vortex’. (Hereafter Greek suffices stand for 0-3, small Latin, 5, 6, and capital, 0-3, 5, 6). Then the solution is
$$A_M^0=ϵ_{0123MN}A(r)x^N/r,\varphi ^0=\phi (r)e^{in\theta }.(r^2=x^mx^m)$$
(6)
The S-matrix element between the states $`\mathrm{\Psi }_i`$ and $`\mathrm{\Psi }_f`$ is given by
$$S_{fi}=\underset{X^M}{}dA_Md\varphi d\varphi ^{}\mathrm{exp}\left[id^6X\right]\mathrm{\Psi }_f^{}\mathrm{\Psi }_i\underset{X^M}{}\delta (_MA^M)$$
(7)
We assume that the path integration is dominated by the field configurations of the approximate solutions (5) and small quantum fluctuations around it. To estimate it, we first extract the collective coordinate by inserting
$$1=\underset{X_{//}}{}dY^M(\xi ^\mu )\delta \left(Y^M(\xi ^\mu )C^M(\xi ^\mu )\right)$$
(8)
where $`C^M(\xi ^\mu )`$ is the center of mass distribution of $`|\stackrel{~}{\varphi }|^2`$ $`(\stackrel{~}{\varphi }=\varphi \sqrt{a/2b})`$ in the normal plane $`N(\xi ^\mu )`$ of the ‘vortex’ at $`x^\mu =\xi ^\mu `$,
$$C^M(\xi ^\mu )=_{N(\xi ^\mu )}X^M|\stackrel{~}{\varphi }|^2d^2X_{}/_{N(\xi ^\mu )}|\stackrel{~}{\varphi }|^2d^2X_{}$$
(9)
By $`_{X_{//}}`$, we mean the product over four parameters $`\xi ^\mu `$ with the invariant measure. Then we transform them into the representation in the curvilinear coordinate $`x^M`$, and we change the path-integration variables $`A_M`$ and $`\varphi `$ to their quantum fluctuations $`B_{\overline{N}}=A_{\overline{N}}A_{\overline{N}}^0`$ and $`\sigma =\varphi \varphi ^0`$, retaining the terms up to quadratic in them.
$$S_{fi}=\underset{X_{//}}{}dY^M\underset{X^M}{}dB_{\overline{N}}d\sigma d\sigma ^{}\delta (\sqrt{g}_{\overline{N}}B^{\overline{N}}\underset{X_{//}}{}\delta (\stackrel{~}{C}^M)\mathrm{exp}[i(_0+_1)\sqrt{g}d^6x]\mathrm{\Psi }_f^{}\mathrm{\Psi }_i$$
(10)
with
$`_0`$ $`=`$ $`(\varphi =\varphi _0,A_M=A_M^0)`$ (11)
$`_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}g^{LM}_LB_{\overline{N}}_MB^{\overline{N}}+B_{\overline{N}}B^{\overline{N}}e^2|\varphi ^0|^2+g^{LM}(D_L^0\sigma )^{}(D_M^0\sigma )`$ (13)
$`4ieV^{\overline{N}M}B_{\overline{N}}\mathrm{Im}\left(\sigma ^{}D_M^0\varphi ^0\right)+a|\sigma |^2b\left[4|\varphi ^0\sigma |^2+2\mathrm{R}\mathrm{e}(\sigma ^{}\varphi ^0)^2\right],`$
$`\stackrel{~}{C}^m`$ $`=`$ $`{\displaystyle x^m|\stackrel{~}{\varphi }|^2𝑑x^5𝑑x^6/|\stackrel{~}{\varphi }|^2𝑑x^5𝑑x^6}`$ (14)
$`=`$ $`{\displaystyle \frac{1}{J_0}}{\displaystyle x^m\left[|\sigma |^2+\mathrm{Re}(\stackrel{~}{\varphi }^0\sigma ^{})\left\{1\frac{2}{J_0}\mathrm{Re}(\stackrel{~}{\varphi }^0\sigma ^{})𝑑x^5𝑑x^6\right\}\right]𝑑x^5𝑑x^6},`$ (15)
and $`\stackrel{~}{C}^\mu =0`$, where the barred suffices stand for the local Lorentz frame indices, $`V^{\overline{N}M}`$, the vierbein, $`g^{LM}`$, the metric tensor, $`_M`$, the covariant differentiation, $`D_M^0=_M+ieA_M^0`$, and $`J_0=|\stackrel{~}{\varphi }^0|^2𝑑x^5𝑑x^6`$. The Lagrangian $`_2`$ indicates that , outside the ‘vortex’, any low energy fields are suppressed because of the high barrier of $`|\varphi ^0|^2`$. Inside the ‘vortex’, $`g_{m\mu }=O(R/a)<<1`$, $`g_{mn}=\delta _{mn}+O(R/a)`$ and $`B_{\overline{M}}`$ reduces to the four-vector $`B_{\overline{\mu }}`$ and two scalars $`B_{\overline{m}}`$. Thus the spacetime looks like four-dimensional and curved to observers with large scale. It is easily checked that the action is invariant under the general coordinate transformation of the curved four-spacetime, i. e. the physical laws are generally relative!
Now we see that the Einstein action is induced thorough vacuum polarizations. The effective action $`S^{\mathrm{eff}}`$ for it is given by
$$S^{\mathrm{eff}}=i\mathrm{ln}\underset{X^M}{}dB_{\overline{N}}d\sigma d\sigma ^{}\delta \left(\sqrt{g}_{\overline{N}}B^{\overline{N}}\right)\underset{X_{//}}{}\delta (\stackrel{~}{C}^M)\mathrm{exp}\left[i\sqrt{g}_2d^6x\right].$$
(16)
Exponentiating the argument of the $`\delta `$-functions by $`\delta =𝑑ke^{ikx}`$, we get
$$S^{\mathrm{eff}}=i\mathrm{ln}\underset{\xi ^\mu }{}dw_m\underset{x^M}{}dB_{\overline{M}}d\sigma d\sigma ^{}dv\mathrm{exp}\left[i(\mathrm{\Xi }\mathrm{\Phi }+\mathrm{\Phi }^{}\mathrm{\Delta }\mathrm{\Phi })d^6x\right]$$
(17)
with
$`\mathrm{\Phi }^{}=(B^{\overline{M}},\sigma ,\sigma ^{}),`$ (18)
$`\mathrm{\Xi }=\sqrt{g}(_{\overline{M}}v,w_mx^m\stackrel{~}{\varphi }^0/J_0,w_mx^m\stackrel{~}{\varphi }^0/J_0),`$ (19)
$`\mathrm{\Delta }=\sqrt{g}`$ (20)
$`\times \left(\begin{array}{ccc}\eta _{\overline{M}\overline{N}}\left(\frac{1}{2}_L^L+e^2|\varphi ^0|^2\right)& ieD_{\overline{M}}^0\varphi ^0& ieD_{\overline{M}}^0\varphi ^0\\ ieD_{\overline{N}}^0\varphi ^0& \frac{1}{2}D_L^0D^{0L}+\frac{a}{2}2b|\varphi ^0|^2+\delta _{11}^mw_m& b(\varphi ^0)^2+\delta _{12}^mw_m\\ ieD_{\overline{N}}^0\varphi ^0& b(\varphi ^0)^2+\delta _{21}^mw_m& \frac{1}{2}D_L^0D^{0L}+\frac{a}{2}2b|\varphi ^0|^2+\delta _{22}^mw_m\end{array}\right)`$
where $`\delta ^m`$ is the nonlocal operator in 5-6 plane
$$\delta ^m(x,x^{})=\frac{1}{2J_0}x^m\delta (xx^{})+\frac{1}{2J_{0}^{}{}_{}{}^{2}}(x^m+x^m)\left(\begin{array}{c}\stackrel{~}{\varphi }^0(x)\\ \stackrel{~}{\varphi }^0(x)^{}\end{array}\right)\left(\begin{array}{cc}\stackrel{~}{\varphi }^0(x^{})^{}& \stackrel{~}{\varphi }^0(x^{})\end{array}\right)$$
(21)
Performing the path-integration in $`B_{\overline{N}}`$, $`\sigma `$, $`\sigma ^{}`$, and $`v`$, we get (with $`\mathrm{\Xi }_0=\mathrm{\Xi }|_{v=0}`$)
$$S^{\mathrm{eff}}=\frac{1}{2}i\mathrm{Tr}\mathrm{ln}\mathrm{\Delta }+\frac{1}{2}i\mathrm{Tr}\mathrm{ln}\left[_M\sqrt{g}(\mathrm{\Delta }^1)^{MN}\sqrt{g}_N\right]\frac{1}{4}\mathrm{\Xi }_0^{}\mathrm{\Delta }^1\mathrm{\Xi }_0d^6x$$
(22)
$`S^{\mathrm{eff}}`$ in (22) is estimated perturbatively in $`h^{MN}=g^{MN}\eta ^{MN}`$ ($`\eta ^{MN}=\mathrm{diag}(1,1,1,1,1,1)`$) and $`w`$. The propagator is given by the inverse of $`\mathrm{\Delta }|_{h^{MN}=0,w=0}\mathrm{\Delta }_0`$. $`\mathrm{\Delta }_0`$ can be separated into two parts $`\mathrm{\Delta }_0^{\mathrm{sp}}`$ and $`\mathrm{\Delta }_0^{\mathrm{ex}}`$ which operates on four-space variables $`x^\mu `$, and the extra space variables $`x^m`$, respectively. Furthermore, these $`\mathrm{\Delta }_0`$’s are block-diagonalized into two parts $`\mathrm{\Delta }_0^\mathrm{V}`$ and $`\mathrm{\Delta }_0^\mathrm{S}`$, which operate on the four-vector $`B^\mu `$ and coupled scalars $`(S^{(1)},S^{(2)},S^{(3)},S^{(4)})=(B^5,B^6,\sigma ,\sigma ^{})`$, respectively. They are given by
$`\mathrm{\Delta }_0^{\mathrm{V},\mathrm{sp}}={\displaystyle \frac{1}{2}}\text{},\mathrm{\Delta }_0^{\mathrm{S},\mathrm{sp}}={\displaystyle \frac{1}{2}}\text{},\mathrm{\Delta }_0^{\mathrm{V},\mathrm{ex}}={\displaystyle \frac{1}{2}}_l_l+e^2|\varphi ^0|^2,`$ (23)
$`\mathrm{\Delta }_0^{\mathrm{S},\mathrm{ex}}=\left(\begin{array}{ccc}\left(\frac{1}{2}_l_l+e^2|\varphi ^0|^2\right)\eta _{mn}& ieD_n^0\varphi ^0& ieD_n^0\varphi ^0\\ ieD_m^0\varphi ^0& \frac{1}{2}D_l^0D_l^0+\frac{a}{2}b|\varphi ^0|^2& b(\varphi ^0)^2\\ ieD_m^0\varphi ^0& b(\varphi ^0)^2& \frac{1}{2}D_l^0D_l^0+\frac{a}{2}b|\varphi ^0|^2\end{array}\right)`$ (24)
where $`\text{}=\eta ^{\mu \nu }_\mu _\nu `$. Then the propagators for each class are given by
$`\left[(\mathrm{\Delta }_0^\mathrm{V})^1\right]^{\mu \nu }`$ $`=`$ $`\eta ^{\mu \nu }{\displaystyle \underset{k}{}}(\text{}+m_{k}^{}{}_{}{}^{2})^1V_k(x^m)V_k(x^m),`$ (25)
$`\left[(\mathrm{\Delta }_0^\mathrm{V})^1\right]^{\mu \nu }`$ $`=`$ $`{\displaystyle \underset{k}{}}(\text{}+m_{k}^{}{}_{}{}^{2})^1S_k^{(a)}(x^m)S_k^{(b)}(x^m),`$ (26)
where $`V_k`$, $`S_k^{(0)}`$, $`m_{k}^{}{}_{}{}^{2}`$ and $`m_{k}^{}{}_{}{}^{2}`$ are the solutions and the eigenvalues of the differential equations in the extraspace,
$$\mathrm{\Delta }_0^{\mathrm{V},\mathrm{ex}}V_k=m_{k}^{}{}_{}{}^{2}V_k,\mathrm{\Delta }_0^{\mathrm{S},\mathrm{ex}(a)(b)}S_k^{(b)}=m_{k}^{}{}_{}{}^{2}S_k^{(a)}.$$
(27)
The argument of the logarithms in (22) is expanded as follows
$`\mathrm{\Delta }=\mathrm{\Delta }_0(1+\mathrm{\Delta }_0^1\mathrm{\Delta }_{\mathrm{int}}),`$ (28)
$`_M\sqrt{g}(\mathrm{\Delta }^1)^{MN}\sqrt{g}_N=1+\mathrm{\Delta }_{0}^{}{}_{}{}^{1}+_m(\mathrm{\Delta }_0^1)^{mn}_n+\mathrm{\Delta }_{\mathrm{int}}^{},`$ (29)
where $`\mathrm{\Delta }_{\mathrm{int}}`$ and $`\mathrm{\Delta }_{\mathrm{int}}^{}`$ are the interaction parts including $`h^{\mu \nu }`$ and $`w`$, and
$$\mathrm{\Delta }_{0}^{}{}_{}{}^{1}=\underset{k}{}m_{k}^{}{}_{}{}^{2}(\text{}+m_{k}^{}{}_{}{}^{2})^1V_k(x^m)V_k(x^m).$$
(30)
We expand the logarithms in (22), and get series of one-loop diagrams with external $`h^{\mu \nu }`$ and $`w`$ lines attached. These diagrams diverge quartically in the ultraviolet region. We introduce the momentum cutoff $`\mathrm{\Lambda }`$ much larger than $`\sqrt{a}`$, and calculate the divergent contributions. The diagrams with vertices which involve extra-space operators are less divergent.
After this, the same argument as in the pregeometry leads to the Einstein action in the four-dimensional curved space. Namely, the divergent contributions are
$$S^{\mathrm{eff}}=\sqrt{g}\left[(N_0\alpha _0+N_1\alpha _1+\alpha _c)\mathrm{\Lambda }^4+(N_0\beta _0+N_1\beta _1+\beta _c)\mathrm{\Lambda }^2R\right]d^4x$$
(31)
plus less divergent terms, where $`N_0`$ and $`N_1`$ are the numbers of the scalar and vector bound-states in (27), respectively, and $`\alpha _0`$, $`\alpha _1`$, $`\beta _0`$, $`\beta _1`$ are calculable constants of $`O(1)`$. The values are found in literatures and , though we should be careful, since they depend on the cutoff-method and even on gauge. $`\alpha _c`$ and $`\beta _c`$ are the contributions from the continuum states in (27). Now, together with the contributions from $`_0`$, we finally get the Einstein action
$$S=\sqrt{g}\left(\lambda +\frac{1}{16\pi G}R\right)d^4x$$
(32)
where
$$\lambda =_0𝑑x^5𝑑x^6+(N_0\alpha _0+N_1\alpha _1+\alpha _c)\mathrm{\Lambda }^4,\frac{1}{16\pi G}=(N_0\beta _0+N_1\beta _1+\beta _c)\mathrm{\Lambda }^2.$$
(33)
In conclusion, in this model:
1)The principle of general relativity is induced, instead it is premised.
2)The Einstein equation is induced just as in Sakharov’s pregeometry.
3)Two kinds of internal symmetries are induced, those of the transformation and the excitation in the extra-space. The former is somewhat like isospin, while the latter, generation. This suggests a new mechanism for unification of the interactions.
4)When the gravitational field is quantized, the ultraviolet divergences should be cut off at the inverse of the size of the ‘vortex’, which may be much smaller than the Planck mass. If this is the case, we can by-pass the problem of renormalizability of the gravity.
5)Particles with sufficiently high energy can penetrate into the extra dimensions.
6)At very high temperatures , or high densities, the ‘vortex’ is spread out over the extra-space revealing the higher dimensional spacetime. |
warning/0001/hep-ph0001202.html | ar5iv | text | # Equilibration of the Gluon-Minijet Plasma at RHIC and LHC
## I Introduction
In the next few years, the BNL-RHIC (Au-Au collisions at $`\sqrt{s}`$=200 GeV per incident nucleon pair) and the CERN-LHC (Pb-Pb collisions at $`\sqrt{s}`$=5.5A TeV) accelerators will provide the opportunity to study a new phase of matter, namely the so-called Quark-Gluon Plasma (QGP) . It is very important and interesting to study whether the QGP actually does thermalize in those reactions, and if so, what is the actual energy density, number density and temperature at which it thermalized. For this purpose, and also for the calculation of all the signatures, it is necessary to study the space-time evolution of partons just after the nuclear collision. For example, the equilibration time is crucial for a quantitative understanding of $`J/\psi `$ suppression , and it is a challenging task to determine this quantity accurately. Similarly, understanding the equilibration time is important for all other proposed signatures for the QGP, for example for dilepton emission and strangeness production . Once equilibrium is reached, the further space time evolution of partons can be described by the well known equations of hydrodynamics.
The evolution of the QGP towards (local) equilibrium can be studied by solving transport equations for quarks and gluons with all the dynamical effects taken into account. Obviously, the first problem one always encounters is the correct computation of the initial conditions needed to solve the transport equation. This is because one can not calculate the parton production in all range of momentum from perturbative QCD (pQCD). There are also coherence effects that play an important role in the early stage of the nuclear collision at very high energy. For small x and large nuclei, the QCD based calculation performed in predicts the existence of a coherent field in a certain kinematical range. That field may play an important role in the equilibration of the plasma. In the present paper, however, we restrict our calculation to the initial incoherent parton production, which is computed within the framework of pQCD. We study the subsequent evolution of that minijet “plasma” by solving a relativistic transport equation, thus taking into account collisions between the produced partons. In the future, we intend to generalize our approach to include both coherent field and incoherent partons in the transport equation.
The paper is organized as follows. In section II we briefly review minijet production in high-energy nuclear collisions within pQCD. In section III we discuss the in-medium screening of long wavelength gluons which is relevant to our study. We present the relativistic transport equation in section IV, briefly describing the numerical strategy for its solution in section V. We discuss our main results in section VI and conclude in section VII. Throughout the manuscript we employ natural units, $`\mathrm{}=c=k=1`$.
## II Minijet Production in nuclear collisions at RHIC and LHC
In this section we review the computation of the single-inclusive semi-hard cross section in lowest order pQCD, cf. also . The $`22`$ minijet cross section per nucleon in AA collision is given by
$$\sigma _{jet}=𝑑p_t𝑑y_1𝑑y_2\frac{2\pi p_t}{\widehat{s}}\underset{ijkl}{}x_1f_{i/A}(x_1,p_t^2)x_2f_{j/A}(x_2,p_t^2)\widehat{\sigma }_{ijkl}(\widehat{s},\widehat{t},\widehat{u}).$$
(1)
Here $`x_1`$ and $`x_2`$ are the light-cone momentum fractions carried by the partons $`i`$ and $`j`$ from the projectile and the target, respectively. $`f_{j/A}`$ are the distribution functions of the parton species $`j`$ within a nucleon bound in a nucleus of mass number $`A`$. $`y_1`$ and $`y_2`$ denote the rapidities of the scattered partons. The symbols with carets refer to the parton-parton c.m. system. $`\widehat{\sigma }_{ijkl}`$ is the elementary pQCD parton cross section.
$$\widehat{s}=x_1x_2s=4p_t^2\mathrm{cosh}^2\left(\frac{y_1y_2}{2}\right),$$
(2)
gives the total c.m.-energy of the parton-parton scattering. The rapidities $`y_1`$, $`y_2`$ and the momentum fractions $`x_1`$, $`x_2`$ are related by,
$$x_1=p_t(e^{y_1}+e^{y_2})/\sqrt{s},x_2=p_t(e^{y_1}+e^{y_2})/\sqrt{s}.$$
(3)
The limits of integrations of rapidities $`y_1`$ and $`y_2`$ are given by $`|y_1|`$ ln($`\sqrt{s}/2p_t+\sqrt{s/4p_t^21}`$) and $``$ln($`\sqrt{s}/p_te^{y_1})y_2`$ ln($`\sqrt{s}/p_te^{y_1})`$, respectively. We multiply the above minijet cross sections by the phenomenological factor $`K=2`$ to account for higher-order contributions.
The minijet cross section, Eq. (1), can be related to the total number of produced partons via
$$N=T(0)𝑑p_t𝑑y_1𝑑y_2\frac{2\pi p_t}{\widehat{s}}\underset{ijkl}{}x_1f_{i/A}(x_1,p_t^2)x_2f_{j/A}(x_2,p_t^2)\widehat{\sigma }_{ijkl}(\widehat{s},\widehat{t},\widehat{u}),$$
(4)
where $`T(0)=9A^2/8\pi R_A^2`$ is the nuclear geometrical factor for head-on AA collisions (for a nucleus with a sharp surface). $`R_A=1.1A^{1/3}`$ fm is the nuclear radius. Similarly, the total transverse energy $`E`$ of minijets is given by
$$E=T(0)𝑑p_tp_t𝑑y_1𝑑y_2\frac{2\pi p_t}{\widehat{s}}\underset{ijkl}{}x_1f_{i/A}(x_1,p_t^2)x_2f_{j/A}(x_2,p_t^2)\widehat{\sigma }_{ijkl}(\widehat{s},\widehat{t},\widehat{u}).$$
(5)
We employ the “EKS98” set of parton distribution functions in a bound nucleon from ref. , based on the GRV98 set of parton distributions for a free nucleon . One has to choose the scale in the transverse momentum below which the incoherent parton picture is not valid and coherence effects have to be taken into account. These scales provide the initial cutoff for the (semi-)hard scatterings. The values for the cutoff are found to be $``$ 1 at RHIC and $``$ 2 GeV at LHC from the McLerran-Venugopalan model using their initial conditions . For the quantitative estimates presented below we actually choose the cutoff $`p_0`$ to be 1.13 GeV and 2.13 GeV at RHIC and LHC, respectively. These values are obtained by an independent method by Eskola et. al, .
To solve the transport equation one has to specify the initial distribution function of the particles in phase-space, while accounting for the correlation between momentum-space rapidity and space-time rapidity. We choose our initial distribution function to be a Boltzmann distribution in the local rest frame,
$$f(\tau _0=1/p_0,\xi ,p_t)=\mathrm{exp}\left(p_\mu u^\mu /T_{jet}\right)=\mathrm{exp}\left(p_t\mathrm{cosh}\xi /T_{jet}\right).$$
(6)
$`u^\mu =(\mathrm{cosh}\eta ,0,0,\mathrm{sinh}\eta )`$ is the four-velocity of the local rest-frame of the medium, with $`\eta =\mathrm{Artanh}(z/t)`$ denoting the space-time rapidity, and $`\xi \eta y`$. The parameter $`T_{jet}`$ can be determined from the average energy per particle of the initially formed minijets which is obtained from Eqs. (5) and (4). We mention here that even though the initial distribution is chosen to be a Boltzmann distribution, the subsequent evolution will be non-ideal, see below.
We shall use these initial conditions to study the evolution of the parton “plasma” at RHIC and LHC by solving a self-consistent relativistic transport equation (see section IV). As most of the produced minijets are gluons, we will simplify our considerations by considering gluons only. In Table-I we have listed the initial conditions of the gluon minijets.
## III Screening in Non-Equilibrium
In this section we describe the screening of long wavelength electric fields in the parton medium. It will play an important role in defining the finite collision term of our transport equation. We shall employ the static limit (screening of infinitely long wavelength fields), which gives the Debye screening mass, and assume that this simplified treatment is at least qualitatively correct. Our concern here is to incorporate the density dependence of the medium-induced cutoff (which thus also depends on collision energy), as well as to treat the coupled evolution (cutoff and medium) self-consistently. At present we can not include magnetic (dynamic) screening into the non-equilibrium study because we do not find an expression for the magnetic screening mass in terms of the non-equilibrium distribution function in the literature (see section VII for a detail discussion). We also mention here that the momentum dependent screening mass is usually studied in thermal equilibrium. However, accounting for the momentum dependence of the screening mass in non-equilibrium is technically very difficult and is beyond the scope of this present paper.
The electric screening mass is given by the infrared limit of the real part of the gluon self-energy $`\mathrm{\Pi }^{00}`$, calculated in the given background that is described by the distribution function $`f`$ (not to be confused with the parton distribution function $`f_{j/A}`$ introduced in section II). In ref. the following expression has been derived (in Coulomb gauge) for a medium of gluonic excitations:
$$m^2=\frac{3\alpha _s}{\pi ^2}\underset{|\stackrel{}{q}|0}{lim}d^3p\frac{|\stackrel{}{p}|}{\stackrel{}{q}\stackrel{}{p}}\stackrel{}{q}_pf(p).$$
(7)
In the above equation $`\stackrel{}{q}`$ is the momentum of the test particle, $`f(p)`$ is the non-equilibrium distribution function of the gluons and $`\alpha _s`$ is the strong coupling constant. We will consider the transverse screening mass in the following, which will be introduced below as a cutoff in parton-parton anti-collinear elastic scattering to obtain a finite transport cross-section. Performing an integration by parts we obtain the transverse screening mass
$$m_t^2=\frac{3\alpha _s}{\pi ^2}\frac{\mathrm{d}^3p}{p^0}f(p).$$
(8)
Following Bjorken’s hypothesis , we express all quantities in terms of longitudinal-boost invariant parameters $`\tau =\sqrt{t^2z^2}`$, $`\xi `$ and $`p_t`$. We assume that the above equation is also valid for a space-time dependent distribution function $`f(x,p)`$ and hence use
$$m_t^2(\tau )=\frac{6\alpha _s(\tau )}{\pi }𝑑p_tp_t𝑑\xi f(\tau ,p_t,\xi ).$$
(9)
Improving earlier approaches , we do not assume factorization of the distribution function in the form $`f(\tau ,p_t,\xi )=g(\xi )h(\tau ,p_t)`$. Also, in our case the screening mass enters the collision kernel of the transport equation and thus determines the rate of equilibration.
In the above equation the QCD running coupling constant becomes time dependent, via
$$\alpha _s(\tau )=\alpha _s(p_t^2(\tau )).$$
(10)
The average transverse momentum squared of the excitations of the medium is defined as
$$p_t^2(\tau )=\frac{𝑑\mathrm{\Gamma }p_\mu u^\mu p_t^2f(\tau ,p_t,\xi )}{𝑑\mathrm{\Gamma }p_\mu u^\mu f(\tau ,p_t,\xi )}.$$
(11)
Here $`\mathrm{d}\mathrm{\Gamma }=\mathrm{d}^3p/(2\pi )^3p^0=\mathrm{d}p_tp_t\mathrm{d}\xi /(2\pi )^2`$ is the invariant momentum-space measure. Throughout the manuscript we use the GRV98 calculation of $`\alpha _s(p_t^2(\tau ))`$ with $`p_t^2(\tau )`$ calculated from Eq. (11).
## IV Solution of the Transport Equation with Screening
In the absence of any coherent color field the space-time evolution of the produced partons at RHIC and LHC can be studied by solving the Boltzmann transport equation
$$p^\mu _\mu f(x,p)=C(x,p),$$
(12)
where $`f(x,p)`$ is the distribution function of gluons and $`C(x,p)`$ is the collision term. To solve the above transport equation with the initial value of $`f_0`$ given by Eq. (6), we employ the relaxation time approximation for the collision term :
$$C(\tau ,\xi ,p_t)=p^\mu u_\mu \left[f(\tau ,\xi ,p_t)f^{eq}(\tau ,\xi ,p_t)\right]/\tau _c(\tau ).$$
(13)
$`f^{eq}`$ is the Bose-Einstein equilibrium distribution function, and $`\tau _c(\tau )`$ is the time dependent relaxation time of the plasma. With this collision term the formal solution of the transport equation becomes
$`f(\tau ,\xi ,p_t)={\displaystyle _{\tau _0}^\tau }d\tau ^{}\mathrm{exp}\left({\displaystyle _\tau ^\tau ^{}}{\displaystyle \frac{\mathrm{d}\tau ^{\prime \prime }}{\tau _c(\tau ^{\prime \prime })}}\right){\displaystyle \frac{f^{eq}(\tau ^{},\xi ^{},p_t)}{\tau _c(\tau ^{})}}+f(\tau _0,\xi _0,p_t)\mathrm{exp}\left({\displaystyle _{\tau _0}^\tau }{\displaystyle \frac{\mathrm{d}\tau ^{\prime \prime }}{\tau _c(\tau ^{\prime \prime })}}\right),`$ (14)
where $`\xi ^{}`$ is the solution of
$$\mathrm{sinh}\xi ^{}=\frac{\tau }{\tau ^{}}\mathrm{sinh}\xi ,$$
(15)
and $`\mathrm{sinh}\xi _0=\frac{\tau }{\tau _0}\mathrm{sinh}\xi `$, with $`\tau _0=1/p_0`$. Despite the fact that the transport cross section (governing kinetic equilibration) has been derived from the $`gggg`$ elastic scattering cross section, the number-current of the gluons is not conserved. Rather, for massless particles the number density in equilibrium is proportional to the entropy density. However, dissipation during the pre-equilibrium stage will produce additional entropy, and accordingly the comoving number density is expected to decrease less fast than for a conserved current $`j^\mu =\rho u^\mu `$, where $`_\mu (\rho u^\mu )=\mathrm{d}\rho /\mathrm{d}\tau +\rho /\tau =0`$, see below.
We write the relaxation time for collisions, $`\tau _c(\tau )`$, as
$$\tau _c(\tau )=\frac{1}{\sigma _t(\tau )n(\tau )},$$
(16)
where
$$n(\tau )=g_Gd\mathrm{\Gamma }p_\mu u^\mu f(\tau ,p_t,\xi )$$
(17)
is the number density of the gluon-minijet plasma, and
$$\sigma _t(\tau )=d\mathrm{\Omega }\frac{\mathrm{d}\sigma }{\mathrm{d}\mathrm{\Omega }}\mathrm{sin}^2\theta _{c.m.}$$
(18)
denotes the time dependent transport cross-section for the collision processes . We assume that anti-collinear small-angle scattering gives the dominant contribution to the transport cross-section , such that $`\mathrm{sin}^2\theta _{c.m.}=4\widehat{t}\widehat{u}/\widehat{s}^2`$. We mention again that, in our study, all the quantities such as $`m_t`$, $`\sigma _t`$, $`n`$, $`\tau _c`$ are time dependent and have been obtained from the non-equilibrium distribution function of the gluon minijets.
We shall consider the leading order elastic scattering processes $`gggg`$. The differential cross section for this process is given by
$$\frac{\mathrm{d}\sigma }{\mathrm{d}\widehat{t}}=\frac{9\pi \alpha _s^2}{2\widehat{s}^2}\left[3\frac{\widehat{u}\widehat{t}}{\widehat{s}^2}\frac{\widehat{u}\widehat{s}}{\widehat{t}^2}\frac{\widehat{s}\widehat{t}}{\widehat{u}^2}\right].$$
(19)
In the limit of small-angle scattering (of identical particles) it simplifies to
$$\frac{\mathrm{d}\sigma }{\mathrm{d}\widehat{t}}=\frac{9\pi \alpha _s^2}{2}\frac{1}{\widehat{t}^2}$$
(20)
and the transport cross-section $`\sigma _t`$ diverges logarithmically due to exchange of long-wavelength gluons. However, as discussed in section III, long-wavelength fields will be screened by the dense medium. For our studies we therefore employ the medium-modified elastic cross-section
$$\frac{\mathrm{d}\sigma }{\mathrm{d}\widehat{t}}=\frac{9\pi \alpha _s^2}{2}\left(\frac{m_t^2}{\widehat{s}}+1\right)\frac{1}{\left(\widehat{t}m_t^2\right)^2}.$$
(21)
Using Eq. (21) in Eq. (18) we obtain the medium modified finite (time dependent) transport cross-section
$`\sigma _t(\tau )={\displaystyle \frac{9}{2}}{\displaystyle \frac{4\pi \alpha _s^2(\tau )}{\widehat{s}^2(\tau )}}\left({\displaystyle \frac{m_t^2(\tau )}{\widehat{s}(\tau )}}+1\right)\left[\left(\widehat{s}(\tau )+2m_t^2(\tau )\right)\mathrm{log}\left({\displaystyle \frac{\widehat{s}(\tau )}{m_t^2(\tau )}}+1\right)2\widehat{s}(\tau )\right].`$ (22)
To simplify the considerations we have replaced $`\widehat{s}`$ by its average value
$$\widehat{s}(\tau )=4E(\tau )^2$$
(23)
in the above expression. $`E(\tau )`$ is the time dependent average energy per particle given by
$$E(\tau )=\frac{ϵ(\tau )}{n(\tau )},$$
(24)
where
$$ϵ(\tau )=g_Gd\mathrm{\Gamma }(p_\mu u^\mu )^2f(\tau ,p_t,\xi )$$
(25)
is the energy density of the minijet “plasma” and $`n(\tau )`$ is the local number density as defined in Eq. (17).
To obtain the collision term (13) in each time step we also have to determine the equilibrium distribution towards which the evolution is supposed to converge. In other words, we have to determine the “equivalent” plasma temperature from (25). It can be obtained from the condition that the first moment of the actual distribution function $`f`$ equals that of the equilibrium distribution function $`f^{eq}`$, i.e.
$$ϵ=g_G\frac{\pi ^2}{30}T^4.$$
(26)
This should be a reasonable approximation as long as the system is not very close to the hadronization phase transition.
## V Numerical Solution
The expression for the distribution function $`f(\tau ,\xi ,p_t)`$, Eq. (14), involves $`T(\tau )`$ and $`\tau _c(\tau )`$ which are again defined through the distribution function $`f(\tau ,\xi ,p_t)`$. We solve these coupled set of equations self-consistently. At any time $`\tau `$ we start with the old trial values $`T_O`$, $`n_O`$, $`\alpha _{s}^{}{}_{O}{}^{}`$, $`m_{t}^{}{}_{O}{}^{}`$ and $`\widehat{s}_O`$ from which we get $`f_O`$ via Eq. (14). This $`f_O`$ is used in Eq. (25) to calculate $`ϵ(\tau )`$ which gives a new temperature $`T_N`$ through Eq. (26). This new temperature, but the old values of $`n_O`$, $`\alpha _{s}^{}{}_{O}{}^{}`$, $`m_{t}^{}{}_{O}{}^{}`$ and $`\widehat{s}_O`$ are again used in Eq. (14) to get a new $`f_1`$. This $`f_1`$ is used in Eq. (17) to calculate a new $`n_N`$ which also gives a new value $`\widehat{s}_N`$ via Eq. (23). These new values $`T_N`$, $`n_N`$ and $`\widehat{s}_N`$ and the old values $`\alpha _{s}^{}{}_{O}{}^{}`$ and $`m_{t}^{}{}_{O}{}^{}`$ are again used in Eq. (14) to get a new $`f_2`$. Using this $`f_2`$ in Eq. (11) we obtain $`\alpha _{s}^{}{}_{N}{}^{}`$ from Eq. (10). These new values $`T_N`$, $`n_N`$, $`\widehat{s}_N`$, $`\alpha _{s}^{}{}_{N}{}^{}`$ and old value $`m_{t}^{}{}_{O}{}^{}`$ are again used in Eq. (14) to obtain a new $`f_3`$. Using this $`f_3`$ in Eq. (9) we obtain a new $`m_{t}^{}{}_{N}{}^{}`$. Thus, starting with the old set of values $`T_O`$, $`n_O`$, $`\alpha _{s}^{}{}_{O}{}^{}`$, $`m_{t}^{}{}_{O}{}^{}`$ and $`\widehat{s}_O`$ we obtain a new set of values $`T_N`$, $`n_N`$, $`\alpha _{s}^{}{}_{N}{}^{}`$, $`m_{t}^{}{}_{N}{}^{}`$ and $`\widehat{s}_N`$. This process is iterated until convergence is attained to the required accuracy. This gives us the self-consistent values of $`ϵ(\tau )`$, $`T(\tau )`$, $`n(\tau )`$, $`\alpha _s(\tau )`$, $`m_t(\tau )`$ and $`\widehat{s}(\tau )`$ at any time $`\tau `$.
## VI Results and Discussions
The purpose of this paper is to study various bulk properties of the gluon minijet plasma. In particular, we discuss the time evolution of the number density, the energy density, the temperature, as well as the collision-relaxation time and the transport cross section. Calculations of signatures from this equilibrating minijet plasma will be presented elsewhere.
We compare the time evolution of the energy density with that obtained in the free streaming limit (no collisions and initial rapidity distribution $`\mathrm{d}N/\mathrm{d}y\delta (y\eta )`$) and in the equilibrium limit (isotropic momentum distribution in the comoving frame, at all times), i.e. the hydrodynamical evolution. For purely longitudinal expansion the energy density in the free streaming limit behaves as
$$ϵ(\tau )=ϵ_i\left(\frac{\tau }{\tau _{fs}}\right)^1$$
(27)
where $`ϵ_i`$ is the energy density of the gluon-minijet plasma at the time $`\tau _{fs}`$ where free streaming sets in.
In the equilibrium limit we have
$`n(\tau )`$ $`=`$ $`n_0\left({\displaystyle \frac{\tau }{\tau _{eq}}}\right)^1,`$ (28)
$`ϵ(\tau )`$ $`=`$ $`ϵ_0\left({\displaystyle \frac{\tau }{\tau _{eq}}}\right)^{\frac{4}{3}},`$ (29)
$`T(\tau )`$ $`=`$ $`T_0\left({\displaystyle \frac{\tau }{\tau _{eq}}}\right)^{\frac{1}{3}}.`$ (30)
In the above equations $`ϵ_0`$, $`n_0`$ and $`T_0`$ are the energy density, number density and temperature of the gluon plasma at $`\tau =\tau _{eq}`$, where equilibrium is reached. The latter two equations actually depend on the equation of state of the minijet plasma; we have assumed an ideal gas of gluons.
The evolution of the energy densities at RHIC and LHC are shown in Fig. 1 and Fig. 2 respectively. The solid lines depict the result from our self-consistent transport calculations. The dashed lines correspond to the free streaming evolution (see Eq. (27)) with the minijet initial conditions at $`\tau _{fs}=\tau _0=1/p_0`$. The dot dashed lines correspond to the 1$``$1 hydrodynamical evolution of the energy densities (see Eq. (29)) with the same initial conditions of the minijet plasma at $`\tau _{eq}=\tau _0`$. The latter case represents the evolution of the energy densities assuming equilibration at $`\tau =\tau _0`$. It can be seen that our results lie between the free streaming and hydrodynamic limits. To see when equilibration sets in we fit our results with $`ϵ(\tau )\tau ^\alpha `$, at different times. We present our fitted values of $`\alpha `$ in Table-II and Table-III for RHIC and LHC respectively. It can be observed that as time progresses the scaling exponent $`\alpha `$ increases. This is due to the fact that at later times the collision rate among the plasma constituents increases, driving the system towards equilibrium. As a cross-check we also examine the behavior of the temperatures and number densities.
The time evolutions of the “temperatures” of the minijet plasma at RHIC and LHC are depicted in Fig. 3. It can be observed that the plasma is found to be much hotter at LHC than at RHIC. To study equilibration we have fitted our results with $`T(\tau )\tau ^\alpha `$, at different times. The fitted values of $`\alpha `$ are given in Table-II and Table-III for RHIC and LHC respectively. Again we see that as time progresses the scaling exponent $`\alpha `$ increases. As already mentioned above, $`T`$ should not be interpreted as a temperature in the thermodynamic sense for $`\tau <\tau _{eq}`$. This is because the energy-momentum tensor at those early times deviates from the ideal fluid form, which is why Eqs. (28-30) do not hold. Nevertheless, $`T(\tau )`$ can be taken as an indication for the time evolution of the average energy per particle even at $`\tau <\tau _{eq}`$.
The evolutions of the number densities are shown in Fig. 4. Not surprisingly, the plasma is found to be much denser at LHC than at RHIC. Again, we have fitted our results to $`n(\tau )\tau ^\alpha `$, at various times. The fitted values of $`\alpha `$ can be found in Table-II and Table-III for RHIC and LHC respectively. As already mentioned above, the density $`n(\tau )`$ decreases less fast than $`1/\tau `$.
The scaling exponents given in Table-II and Table-III represent the fitted values of our results ($`ϵ(\tau )`$, T($`\tau `$), n($`\tau `$)) with the functional form $`\tau ^\alpha `$, at different times. For an equilibrated $`11`$ dimensionally expanding plasma the scaling exponents are 4/3 for $`ϵ(\tau )`$, 1/3 for T($`\tau `$) and 1 for n($`\tau `$) respectively. It can be seen from Table-II and Table-III that our scaling exponents approach those values at later times. The reader may judge himself when the system is close to equilibrium. Our choice is $`\tau _{eq}45`$ fm.
The time evolutions of the transport cross sections at RHIC and LHC are shown in Fig. 5. In our calculation the minijet scale $`p_0`$ evolves with collision energy, (1.13 and 2.13 GeV at RHIC and LHC, respectively; see section II). Therefore, more energetic partons are produced at LHC and the transport cross section is much smaller. These transport cross sections play a crucial role in the equilibration of the plasma, cf. Eq. (16). Since the screening mass and the momentum scale in the running coupling constant decrease with time the transport cross section, in turn, increases strongly. Therefore, despite the decreasing number density the relaxation time decreases at later time. In Fig. 6 we have displayed the time evolution of the relaxation time $`\tau _c(\tau )`$. One observes that the relaxation times at RHIC and LHC do not differ by much, despite the much higher density of partons obtained at LHC.
Finally, in Fig. 7 we present the time evolution of the coupling constant. One observes that the coupling seems to be weak at LHC but becomes stronger at RHIC, see also ref. . One may have to include also higher order processes in the study of equilibration of the minijet plasma at RHIC, which will yield faster equilibration as compared to the present results.
## VII Summary and Conclusions
We have studied the production and equilibration of the gluon minijet plasma produced in the central region of high-energy nuclear collisions by solving the relativistic Boltzmann transport equation. The initial conditions are obtained from pQCD. We have solved the transport equation employing a collision term based on $`22`$ elastic collisions. The collinear divergence in the perturbative cross section to lowest order is removed by incorporating the screening of very soft interactions by the medium. The screening mass is calculated from the non-equilibrium distribution function of the partons.
Parton equilibration in high-energy collisions has previously been discussed within the Boltzmann equation in refs. . However, ref. made an Ansatz for the time-dependence of the relaxation rate, $`\tau _c(\tau )=\theta _0(\tau /\tau _0)^\beta `$. It has been found that the results depend rather sensitively on the exponent $`\beta `$. In an attempt was made to obtain an analytical expression for $`\tau _c(\tau )`$. However, the authors actually use equilibrium distribution functions (apart from other approximations) to derive the relaxation time, which is written as a function of temperature.
In the present work we attempted to reduce such uncertainties by coupling $`\tau _c(\tau )`$ to the evolution of the medium itself, leading to self-consistent dynamics. Moreover, $`\tau _c(\tau )`$ is determined from the medium by using the number density and transport cross section which are computed by using the actual non-equilibrium distribution functions. The treatment of a non-equilibrium medium determining the relaxation time in an explicit and numerically computable way is one of the main contributions of our paper.
Another major difference to previous treatments lies in the choice of the initial time and initial conditions. In particular, we have taken into account that according to recent arguments regarding parton saturation the minijet scale increases with collision energy, which has a significant effect on the initial conditions. In , for example, the initial conditions were taken from the HIJING model at rather late time where it is assumed that momentum isotropy is reached (in HIJING the minijet scale $`p_0`$ is assumed to be energy independent). The initial conditions used in the above studies are obtained at $`\tau _0^{}`$= 0.7 fm at RHIC and 0.5 fm at LHC. The energy densities at these times are 3.2 GeV/fm<sup>3</sup> at RHIC and 40 GeV/fm<sup>3</sup> at LHC. We solve the transport equation starting at $`\tau _0=1/p_0<\tau _0^{}`$ fm, and do not find isotropic momentum distributions at $`\tau _0^{}`$. As our initial conditions at $`\tau _0=1/p_0`$ are rather different from those employed in , our findings regarding equilibration time and other bulk properties of the plasma differ considerably from those of the above studies.
In our study all the quantities such as $`\alpha _s(\tau )`$, $`m_t(\tau )`$, $`\widehat{s}(\tau )`$, $`n(\tau )`$, $`ϵ(\tau )`$ are obtained by using the non-equilibrium distribution functions. These time dependent quantities are used in a self-consistent manner to determine the evolution of the plasma. We have attempted to study equilibration without approximations which are valid only in equilibrium, and have tried to define most of the quantities in non-equilibrium. For example, we do not include a magnetic screening mass in our study because we do not find a closed expression for the magnetic screening mass in terms of the non-equilibrium distribution function in the literature. Most of the analysis of magnetic screening mass is done in thermal QCD and such calculations can not be applied to the initial non-equilibrium stage of high-energy collisions. From this point of view we are presently unable to account for magnetic screening in our non-equilibrium study. Also, the extensive numerical computations (we solve for the actual phase-space distribution function, not only for it’s first moment) were presently restricted to a momentum independent relaxation time; that is, we considered the static (infinite wavelength) limit of the polarization tensor only.
In the present discussion of thermal equilibration we have restricted ourselves to $`gggg`$ secondary elastic collisions. We hope to include $`ggggg`$ (and vice versa) inelastic collisions in the future, which is necessary to address chemical equilibration. Our present results are based on $`gggg`$ perturbative elastic collisons of the produced minijets at RHIC and LHC.
The present study confirms that the plasma is much denser and hotter at LHC energy. For central collisions of heavy ions at RHIC and LHC energy the minijet plasma appears close to equilibrium at a time $`\tau _{eq}45`$ fm, with a temperature of 220 MeV and 380 MeV respectively. We do not obtain significantly different kinetic equilibration times of the gluon-minijet plasma at RHIC and LHC because the product of comoving parton density and transport cross-section, i.e. the kinetic equilibration rate, is similar. However, there are differences in other physical quantities such as number density, energy density and temperature. Our results indicate somewhat larger equilibration times than those obtained in the parton cascade model (with fixed minijet scale $`p_0`$ and medium independent cutoff for rescattering) and HIJING .
For simplicity, we have not incorporated any coherent field in the present study. Including a coherent field in the initial condition may decrease the equilibration times and increase the energy density, the number density and the temperature of the plasma. We attempt to study the production and equilibration of a QGP at RHIC and LHC with both coherent field and incoherent partons taken into account in a forthcoming paper.
###### Acknowledgements.
We thank K. Kajantie for pointing out an error in the earlier version of the paper. This manuscript has been authored under contract No. DE-AC02-98CH10886 with the U.S. Department of Energy. G.C.N. acknowledges support by the Alexander von Humboldt Foundation. A.D. is supported from the DOE Research Grant Contract No. De-FG-02-93ER-40764.
### Figure captions
FIG. 1. Time evolution of the energy density of the gluon-minijets at RHIC. The solid line is obtained from the self-consistent solution of the transport equation. The dashed line correspond to the free streaming and hydrodynamic limits with the same initial minijet conditions at $`\tau _0=1/p_0`$.
FIG. 2. Time evolution of the energy density of the gluon-minijets at LHC. The solid line is obtained from the self-consistent solution of the transport equation. The dashed line correspond to the free streaming and hydrodynamic limits with the same initial minijet conditions at $`\tau _0=1/p_0`$.
FIG. 3. Time evolution of the temperatures of the gluon-minijets at RHIC and LHC.
FIG. 4. Time evolution of the number densities of the gluon-minijets at RHIC and LHC.
FIG. 5. Time evolution of the in-medium transport cross sections for the $`gggg`$ process at RHIC and LHC.
FIG. 6. Time evolution of the kinetic relaxation time $`\tau _c(\tau )`$ at RHIC and LHC.
FIG. 7. Time evolution of the strong coupling constant $`\alpha _s(\tau )`$ at RHIC and LHC. |
warning/0001/hep-ph0001298.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Beginning with its experimental discovery in $`K`$–meson decays, about three decades ago, the origin of CP violation has been one of the most intriguing questions in particle phenomenology. Notably, the subsequent experiments in the search for electric dipole moments (EDM) of the neutron and electron have observed no sign of new CP–violating effects despite their considerably high precision. Hence, the neutral $`K`$–system remains, so far, the only experimental information on the presence of CP–violation in nature.
In the near future, this situation will change. Not only the new $`B`$ factories will start measuring CP violation effects in $`B^0`$ CP asymmetries, but also the experimental sensitivity to the electric dipole moment of the neutron and the electron will be substantially improved. These new experiments will enlarge our knowledge of CP violation phenomena and, hopefully, will show the existence of new sources of CP violation from models beyond the Standard Model (SM).
The Standard Model of electroweak interactions is known to be able to accommodate the experimentally observed CP–violation through a unique phase, $`\delta _{CKM}`$, in the Cabibbo–Kobayashi–Maskawa mixing matrix (CKM). However, most of the extensions of the SM include new observable phases that may significantly modify the pattern of CP violation. Supersymmetry is, without a doubt, one of the most popular extensions of the SM. Indeed, in the minimal supersymmetric extension of the SM (MSSM), there are additional phases which can cause deviations from the predictions of the SM. After all possible rephasings of the parameters and fields, there remain at least two new physical phases in the MSSM Lagrangian. These phases can be chosen to be the phases of the Higgsino Dirac mass parameter ($`\phi _\mu =\text{Arg}[\mu ]`$) and the trilinear sfermion coupling to the Higgs, ($`\phi _{A_0}=\text{Arg}[A_0]`$) . In fact, in the so–called Constrained Minimal Supersymmetric Standard Model (CMSSM), with strict universality at the Grand Unification scale, these are the only new phases present.
It was soon realized, that for most of the MSSM parameter space, the experimental bounds on the electric dipole moments of the electron and neutron constrained $`\phi _{A_0,\mu }`$ to be at most $`𝒪(10^2)`$. Consequently these new supersymmetric phases have been taken to vanish exactly in most studies in the framework of the MSSM.
However, in the last few years, the possibility of having non–zero SUSY phases has again attracted a great deal of attention. Several new mechanisms have been proposed to suppress supersymmetric contributions to EDMs below the experimental bounds while allowing SUSY phases $`𝒪(1)`$. Methods of suppressing the EDMs consist of cancellation of various SUSY contributions among themselves , non universality of the soft breaking parameters at the unification scale and approximately degenerate heavy sfermions for the first two generations . In the presence of one of these mechanisms, large supersymmetric phases are naturally expected and EDMs should be generally close to the experimental bounds.
In this work we will study the effects of these phases in CP violation observables as $`\epsilon _K`$, $`\epsilon ^{}/\epsilon `$ and $`B^0`$ CP asymmetries. We will show that the presence of large susy phases is not enough to produce sizeable supersymmetric contributions to these observables. In fact, in the absence of the CKM phase, a general MSSM with all possible phases in the soft–breaking terms, but no new flavor structure beyond the usual Yukawa matrices, can never give a sizeable contribution to $`\epsilon _K`$, $`\epsilon ^{}/\epsilon `$ or hadronic $`B^0`$ CP asymmetries. However, as recently emphasized , as soon as one introduces some new flavor structure in the soft Susy–breaking sector, even if the CP violating phases are flavor independent, it is indeed possible to get sizeable CP contribution for large Susy phases and $`\delta _{CKM}=0`$. Then, we can rephrase our sentence above in a different way: A new result in hadronic $`B^0`$ CP asymmetries in the framework of supersymmetry would be a direct prove of the existence of a completely new flavor structure in the soft–breaking terms. This means that $`B`$–factories will probe the flavor structure of the supersymmetry soft–breaking terms even before the direct discovery of the supersymmetric partners .
## 2 Soft–breaking flavor structure
As announced in the introduction, the presence of new flavor structure in the soft–breaking terms is necessary to obtain sizeable contributions to flavor–changing CP observables (i.e. $`\epsilon _K`$, $`\epsilon ^{}/\epsilon `$ and hadronic $`B^0`$ CP asymmetries). To prove this we will consider any MSSM, i.e. with the minimal supersymmetric particle content, with general complex soft–breaking terms, but with a flavor structure strictly given by the two familiar Yukawa matrices or any matrix strictly proportional to them. In these conditions, the most general structure of the soft–breaking terms at the large scale, that we call $`M_{GUT}`$, is,
$`(m_Q^2)_{ij}=m_Q^2\delta _{ij}(m_U^2)_{ij}=m_U^2\delta _{ij}`$
$`(m_D^2)_{ij}=m_D^2\delta _{ij}(m_L^2)_{ij}=m_L^2\delta _{ij}`$
$`(m_E^2)_{ij}=m_E^2\delta _{ij}m_{H_1}^2m_{H_2}^2`$
$`m_{\stackrel{~}{g}}e^{i\phi _3}m_{\stackrel{~}{W}}e^{i\phi _2}m_{\stackrel{~}{B}}e^{i\phi _1}`$
$`(A_U)_{ij}=A_Ue^{i\phi _{A_U}}(Y_U)_{ij}`$
$`(A_D)_{ij}=A_De^{i\phi _{A_D}}(Y_D)_{ij}`$
$`(A_E)_{ij}=A_Ee^{i\phi _{A_E}}(Y_E)_{ij}.`$ (1)
where all the allowed phases are explicitly written and one of them can be removed by an R–rotation. All other numbers or matrices in this equation are always real. Notice that this structure covers, not only the CMSSM , but also most of Type I string motivated models considered so far , gauge mediated models , minimal effective supersymmetry models , etc.
Experiments of CP violation in the $`K`$ or $`B`$ systems only involve supersymmetric particles as virtual particles in the loops. This means that the phases in the soft–breaking terms can only appear in these experiments through the mass matrices of the susy particles. Then, the key point in our discussion will be the role played by the susy phases and the soft–breaking terms flavor structure in the low–energy sparticle mass matrices.
It is important to notice that, even in a model with flavor–universal soft–breaking terms at some high energy scale, as this is the case, some off–diagonality in the squark mass matrices appears at the electroweak scale. Working on the basis where the squarks are rotated parallel to the quarks, the so–called Super CKM basis (SCKM), the squark mass matrix is not flavor diagonal at $`M_W`$. This is due to the fact that at $`M_{GUT}`$ there are always two non-trivial flavor structures, namely the two Yukawa matrices for the up and down quarks, not simultaneously diagonalizable. This implies that through RGE evolution some flavor mixing leaks into the sfermion mass matrices. In a general Supersymmetric model, the presence of new flavor structures in the soft breaking terms would generate large flavor mixing in the sfermion mass matrices. However, in the CMSSM, the two Yukawa matrices are the only source of flavor change. Always in the SCKM basis, any off-diagonal entry in the sfermion mass matrices at $`M_W`$ will be necessarily proportional to a product of Yukawa couplings. Then, a typical estimate for the element $`(i,j)`$ in the $`L`$$`L`$ down squark mass matrix at the electroweak scale would necessarily be (see for details),
$`(m_{}^{2}{}_{LL}{}^{(D)})_{ij}cm_Q^2Y_{ik}^uY_{jk}^{u}{}_{}{}^{},`$ (2)
with $`c`$ a proportionality factor between $`0.1`$ and 1. This rough estimate provides the order of magnitude of the different entries in the sfermion mass matrices. It is important to notice that if the phases of these elements were $`𝒪(1)`$, due to some of the phases in equation (2), we would be able to give sizeable contributions, or even saturate, the different CP observables . Then, it is clear that the relevant question for CP violation experiments is the presence of imaginary parts in these off–diagonal entries.
As explained in , once we have solved the Yukawa RGEs, the RGE equations of all soft–breaking terms are a set of linear differential equations. Then, they can be solved as a linear function of the initial conditions,
$`m_Q^2(M_W)={\displaystyle \underset{i}{}}\eta _Q^{(\varphi _i)}m_{\varphi _i}^2+{\displaystyle \underset{i}{}}\eta _Q^{(g_i)}m_{g_i}^2`$
$`+{\displaystyle \underset{ij}{}}\left(\eta _Q^{(g_{ij})}e^{i\phi _{ij}}+\eta _Q^{(g_{ij})T}e^{i\phi _{ij}}\right)m_{g_i}m_{g_j}`$
$`+{\displaystyle \underset{ij}{}}\left(\eta _Q^{(gA_{ij})}e^{i\phi _{iA_j}}+\eta _Q^{(gA_{ij})T}e^{i\phi _{iA_j}}\right)m_{g_i}A_j`$
$`+{\displaystyle \underset{ij}{}}\left(\eta _Q^{(A_{ij})}e^{i\phi _{A_iA_j}}+\eta _Q^{(A_{ij})T}e^{i\phi _{A_iA_j}}\right)A_iA_j`$
$`+{\displaystyle \underset{i}{}}\eta _Q^{(A_i)}A_i^2,`$ (3)
where $`\varphi _i`$ refers to any scalar, $`g_i`$ to the different gauginos, $`A_i`$ to any tri–linear coupling and the phases $`\phi _{ab}=(\phi _a\phi _b)`$. In this equation, the different $`\eta `$ matrices are $`3\times 3`$ matrices, strictly real and all the allowed phases have been explicitly written. Regarding the imaginary parts, due to the hermiticity of the sfermion mass matrices, any imaginary part will always be associated to the non–symmetric part of the $`\eta _Q^{(g_ig_j)}`$, $`\eta _Q^{(A_iA_j)}`$ or $`\eta _Q^{(g_iA_j)}`$ matrices. To estimate the size of these anti–symmetric parts, we can go to the RGE equations for the scalar mass matrices, where we use the same conventions and notation as in . Taking advantage of the linearity of these equations we can directly write the evolution of the anti–symmetric parts, $`\widehat{m}_Q^2=m_Q^2(m_Q^2)^T`$ as,
$`{\displaystyle \frac{d\widehat{m}_Q^2}{dt}}=({\displaystyle \frac{1}{2}}(\stackrel{~}{Y}_U\stackrel{~}{Y}_U^{}+\stackrel{~}{Y}_D\stackrel{~}{Y}_D^{})\widehat{m}_Q^2`$
$`+{\displaystyle \frac{1}{2}}\widehat{m}_Q^2(\stackrel{~}{Y}_U\stackrel{~}{Y}_U^{}+\stackrel{~}{Y}_D\stackrel{~}{Y}_D^{})`$
$`+\stackrel{~}{Y}_U\widehat{m}_U^2\stackrel{~}{Y}_U^{}+\stackrel{~}{Y}_D\widehat{m}_D^2\stackrel{~}{Y}_D^{}`$
$`+2i\mathrm{}\{\stackrel{~}{A}_U\stackrel{~}{A}_U^{}+\stackrel{~}{A}_D\stackrel{~}{A}_D^{}\}),`$ (4)
where, due to the reality of Yukawa matrices, we have used $`Y^T=Y^{}`$, and following a tilde over the couplings ($`\stackrel{~}{Y}`$, $`\stackrel{~}{A}`$, …) denotes a re–scaling by a factor $`1/(4\pi )`$. In the evolution of the $`R`$$`R`$ squark mass matrices, $`m_U^2`$ and $`m_D^2`$, only one of the two Yukawa matrices, the one with equal isospin to the squarks, is directly involved. Then, it is easy to understand that these matrices are in a very good approximation diagonal in the SCKM basis once you start with the initial conditions given in equation (2). Hence, for the sake of clarity, we can safely neglect the last two terms in equation (2) and forget about $`\widehat{m}_U^2`$ and $`\widehat{m}_D^2`$. However, if needed, we could always apply to estimate their anti–symmetric parts an analogous reasoning as the one we show below to $`\widehat{m}_Q^2`$.
From equation (2), the initial conditions for $`\widehat{m}_Q^2`$ at $`M_{GUT}`$ are identically zero. This means that the only source for $`\widehat{m}_Q^2`$ in equation (2) is necessarily $`\mathrm{}\{A_UA_U^{}+A_DA_D^{}\}`$.
The next step is then to analyze the RGE for the tri–linear couplings,
$`{\displaystyle \frac{d\stackrel{~}{A}_U}{dt}}={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{16}{3}}\stackrel{~}{\alpha }_3+3\stackrel{~}{\alpha }_2+{\displaystyle \frac{1}{9}}\stackrel{~}{\alpha }_1\right)\stackrel{~}{A}_U`$
$`\left({\displaystyle \frac{16}{3}}\stackrel{~}{\alpha }_3M_3+3\stackrel{~}{\alpha }_2M_2+{\displaystyle \frac{1}{9}}\stackrel{~}{\alpha }_1M_1\right)\stackrel{~}{Y}_U`$
$`(2\stackrel{~}{A}_U\stackrel{~}{Y}_U^{}\stackrel{~}{Y}_U+3Tr(\stackrel{~}{A}_U\stackrel{~}{Y}_U^{})\stackrel{~}{Y}_U`$
$`+{\displaystyle \frac{5}{2}}\stackrel{~}{Y}_U\stackrel{~}{Y}_U^{}\stackrel{~}{A}_U+{\displaystyle \frac{3}{2}}Tr(\stackrel{~}{Y}_U\stackrel{~}{Y}_U^{})\stackrel{~}{A}_U`$
$`+\stackrel{~}{A}_D\stackrel{~}{Y}_D^{}\stackrel{~}{Y}_U+{\displaystyle \frac{1}{2}}\stackrel{~}{Y}_D\stackrel{~}{Y}_D^{}\stackrel{~}{A}_U)`$ (5)
with an equivalent equation for $`A_D`$. With the general initial conditions in equation (2), $`A_U`$ is complex at any scale. However, we are interested in the imaginary parts of $`A_UA_U^{}`$. At $`M_{GUT}`$ this combination is exactly real, but, due to different renormalization of different elements of the matrix, this is not true any more at a different scale.
However, a careful analysis of equation (2) is enough to convince ourselves that these imaginary parts are extremely small. Let us, for a moment, neglect the terms involving $`\stackrel{~}{A}_D\stackrel{~}{Y}_D^{}`$ or $`\stackrel{~}{Y}_D\stackrel{~}{Y}_D^{}`$ from the above equation. Then, the only flavor structure appearing in equation (2) at $`M_{GUT}`$ is $`Y_U`$. We can always go to the basis where $`Y_U`$ is diagonal and then we will have $`A_U`$ exactly diagonal at any scale. In particular this means that $`\mathrm{}\{A_UA_U^{}\}`$ would always exactly vanish. A completely parallel reasoning can be applied to $`A_D`$ and $`\mathrm{}\{A_DA_D^{}\}`$. Hence, simply taking into account the flavor structure, our conclusion is that, necessarily, any non–vanishing element of $`\mathrm{}[A_UA_U^{}+A_DA_D^{}]`$ and hence of $`\widehat{m}_Q^2`$ must be proportional to $`(\stackrel{~}{Y}_D\stackrel{~}{Y}_D^{}\stackrel{~}{Y}_U\stackrel{~}{Y}_U^{}H.C.)`$. So, we can expect them to be,
$`(\widehat{m}_Q^2)_{i<j}K(Y_DY_D^{}Y_UY_U^{}H.C.)_{i<j}`$
$`(\widehat{m}_Q^2)_{12}K\mathrm{cos}^2\beta (h_sh_t\lambda ^5)`$
$`(\widehat{m}_Q^2)_{13}K\mathrm{cos}^2\beta (h_bh_t\lambda ^3)`$
$`(\widehat{m}_Q^2)_{23}K\mathrm{cos}^2\beta (h_bh_t\lambda ^2),`$ (6)
where $`h_i=m_i^2/v^2`$, with $`v=\sqrt{v_1^2+v_2^2}`$ the vacuum expectation value of the Higgs, $`\lambda =\mathrm{sin}\theta _c`$ and $`K`$ is a proportionality constant that includes the effects of the running from $`M_{GUT}`$ to $`M_W`$. To estimate this constant we have to keep in mind that the imaginary parts of $`A_UA_U^{}`$ are generated through the RGE running and then these imaginary parts generate $`\widehat{m}_Q^2`$ as a second order effect. This means that roughly $`K𝒪(10^2)`$ times a combination of initial conditions as in equation (2). So, we estimate these matrix elements to be $`(\mathrm{cos}^2\beta \{10^{12},6\times 10^8,3\times 10^7\})`$ times initial conditions. This was exactly the result we found for the $`A`$$`g`$ terms in in the framework of the CMSSM. In fact, now it is clear that this is the same for all the terms in equation (2), $`g_i`$$`A_j`$, $`g_i`$$`g_j`$ and $`A_i`$$`A_j`$, irrespectively of the presence of an arbitrary number of new phases.
As we have already said before, the situation in the $`R`$$`R`$ matrices is still worse because the RGE of these matrices involves only the corresponding Yukawa matrix and hence, in the SCKM, they are always diagonal and real in extremely good approximation.
Hence, so far, we have shown that the $`L`$$`L`$ or $`R`$$`R`$ squark mass matrices are still essentially real. The only complex matrices, then, will still be the $`L`$$`R`$ matrices that include, from the very beginning, the phases $`\phi _{A_i}`$ and $`\phi _\mu `$. Once more, the size of these entries is determined by the Yukawa elements with these two phases providing the complex structure. However, this situation is not new for these more general MSSM models and it was already present even in the CMSSM. We can conclude, then, that the structure of the sfermion mass matrices at $`M_W`$ is not modified from the familiar structure already present in the CMSSM, irrespective of the presence of an arbitrary number of new susy phases.
In the next section we analyze the different indirect and direct CP violation observables in this general MSSM without new flavor structure.
## 3 CP observables
### 3.1 Indirect CP violation
In first place, we will consider indirect CP violation both in the $`K`$ and $`B`$ systems. In the SM neutral meson mixing arises at one loop through the well–known $`W`$–box. However, in the MSSM, there are new contributions to $`\mathrm{\Delta }F=2`$ processes coming from boxes mediated by supersymmetric particles. These are: charged Higgs boxes ($`H^\pm `$), chargino boxes ($`\chi ^\pm `$) and gluino-neutralino boxes ($`\stackrel{~}{g}`$, $`\chi ^0`$). $``$$`\overline{}`$ mixing is correctly described by the $`\mathrm{\Delta }F=2`$ effective Hamiltonian, $`_{eff}^{\mathrm{\Delta }F=2}`$, which can be decomposed as,
$`_{eff}^{\mathrm{\Delta }F=2}={\displaystyle \frac{G_F^2M_W^2}{(2\pi )^2}}(V_{td}^{}V_{tq})^2(C_1(\mu )Q_1(\mu )`$
$`+C_2(\mu )Q_2(\mu )+C_3(\mu )Q_3(\mu )).`$ (7)
With the relevant four–fermion operators given by
$`Q_1`$ $`=`$ $`\overline{d}_L^\alpha \gamma ^\mu q_L^\alpha \overline{d}_L^\beta \gamma _\mu q_L^\beta ,`$
$`Q_2`$ $`=`$ $`\overline{d}_L^\alpha q_R^\alpha \overline{d}_L^\beta q_R^\beta ,`$
$`Q_3`$ $`=`$ $`\overline{d}_L^\alpha q_R^\beta \overline{d}_L^\beta q_R^\alpha ,`$ (8)
where $`q=s,b`$ for the $`K`$ and $`B`$–systems respectively and $`\alpha ,\beta `$ as color indices. In the CMSSM, these are the only three operators present in the limit of vanishing $`m_d`$. The Wilson coefficients, $`C_1(\mu )`$, $`C_2(\mu )`$ and $`C_3(\mu )`$, receive contributions from the different supersymmetric boxes,
$`C_1(M_W)`$ $`=`$ $`C_1^W(M_W)+C_1^H(M_W)`$
$`+`$ $`C_1^{\stackrel{~}{g},\chi ^0}(M_W)+C_1^\chi (M_W)`$
$`C_2(M_W)`$ $`=`$ $`C_2^H(M_W)+C_2^{\stackrel{~}{g}}(M_W)`$
$`C_3(M_W)`$ $`=`$ $`C_3^{\stackrel{~}{g},\chi ^0}(M_W)+C_3^\chi (M_W)`$
Both, the usual SM $`W`$–box and the charged Higgs box contribute to these operators. However, with $`\delta _{CKM}=0`$, these contributions do not contain any complex phase and hence cannot generate an imaginary part for these Wilson coefficients.
Gluino and neutralino contributions are specifically supersymmetric. They involve the superpartners of quarks and gauge bosons. Here, the source of flavor mixing is not directly the usual CKM matrix. It is the presence of off–diagonal elements in the sfermion mass matrices, as discussed in section 2. From the point of view of CP violation, we will always need a complex Wilson coefficient. In the SCKM basis all gluino vertices are flavor diagonal and real. This means that in the mass insertion (MI) approximation, we need a complex MI in one of the sfermion lines. Only $`L`$$`L`$ mass insertions enter at first order in the Wilson coefficient $`C_{1}^{}{}_{}{}^{\stackrel{~}{g},\chi ^0}(M_W)`$. From equation (2), the imaginary parts of these MI are at most $`𝒪(10^6)`$ for the $`b`$$`s`$ transitions and smaller otherwise . Comparing these values with the phenomenological bounds required to saturate the measured values of these processes we can easily see that in this model we are always several orders of magnitude below.
In the case of the Wilson coefficients $`C_{2}^{}{}_{}{}^{\stackrel{~}{g}}(M_W)`$ and $`C_{3}^{}{}_{}{}^{\stackrel{~}{g}}(M_W)`$, the MI are $`L`$$`R`$. However these MI are always suppressed by light masses of right handed squark, or in the case of $`b`$$`s`$ transitions directly constrained by the $`bs\gamma `$ decay. Hence, gluino boxes, in the absence of new flavor structures, can never give sizeable contributions to indirect CP violation processes .
The chargino contributions to these Wilson coefficients were discussed in great detail in the CMSSM framework in reference . In this more general MSSM, as we have explained in section 2, we find very similar results due to the absence of new flavor structure.
Basically, in the chargino boxes, flavor mixing comes explicitly from the CKM mixing matrix, although off–diagonality in the sfermion mass matrix introduces a small additional source of flavor mixing.
$`C_1^\chi (M_W)={\displaystyle \underset{i,j=1}{\overset{2}{}}}{\displaystyle \underset{k,l=1}{\overset{6}{}}}{\displaystyle \underset{\alpha \gamma \alpha ^{}\gamma ^{}}{}}`$
$`{\displaystyle \frac{V_{\alpha ^{}d}^{}V_{\alpha q}V_{\gamma ^{}d}^{}V_{\gamma q}}{(V_{td}^{}V_{tq})^2}}G^{(\alpha ,k)i}G^{(\alpha ^{},k)j}`$
$`G^{(\gamma ^{},l)i}G^{(\gamma ,l)j}Y_1(z_k,z_l,s_i,s_j)`$ (10)
where $`V_{\alpha q}G^{(\alpha ,k)i}`$ represent the coupling of chargino and squark $`k`$ to left–handed down quark $`q`$, $`z_k=M_{\stackrel{~}{u}_k}^2/M_W^2`$ and $`s_i=M_{\stackrel{~}{\chi }_i}^2/M_W^2`$. The explicit expressions for these couplings and loop functions can be found in reference . $`G^{(\alpha ,k)i}`$ are in general complex, as both $`\phi _\mu `$ and $`\phi _{A_i}`$ are present in the different mixing matrices.
The main part of $`C_1^\chi `$ in equation (3.1) will be given by pure CKM flavor mixing, neglecting the additional flavor mixing in the squark mass matrix . This means, $`\alpha =\alpha ^{}`$ and $`\gamma =\gamma ^{}`$. In these conditions, using the symmetry of loop function $`Y_1(a,b,c,d)`$ under the exchange of any two indices it is easy to prove that $`C_1^\chi `$ would be exactly real . This is not exactly true either in the CMSSM or in our more general MSSM, where there is additional flavor change in the sfermion mass matrices. Here, some imaginary parts appear in the $`C_1^\chi `$ in equation (3.1). In figure 1 we show in a scatter plot the size of imaginary and real parts of $`C_1^\chi `$ in the B system for a fixed value of $`\mathrm{tan}\beta =40`$. We see that this Wilson coefficient is always real up to a part in $`10^3`$. In any case, this is out of reach for the foreseen B–factories.
Finally, chargino boxes contribute also to the quirality changing Wilson coefficient $`C_3^\chi (M_W)`$,
$`C_3^\chi (M_W)={\displaystyle \underset{i,j=1}{\overset{2}{}}}{\displaystyle \underset{k,l=1}{\overset{6}{}}}{\displaystyle \underset{\alpha \gamma \alpha ^{}\gamma ^{}}{}}`$
$`{\displaystyle \frac{V_{\alpha ^{}d}^{}V_{\alpha q}V_{\gamma ^{}d}^{}V_{\gamma q}}{(V_{td}^{}V_{tq})^2}}{\displaystyle \frac{m_q^2}{2M_W^2\mathrm{cos}^2\beta }}`$
$`H^{(\alpha ,k)i}G^{(\alpha ^{},k)j}G^{(\gamma ^{},l)i}H^{(\gamma ,l)j}`$
$`Y_2(z_k,z_l,s_i,s_j)`$ (11)
where $`m_q/(\sqrt{2}M_W\mathrm{cos}\beta )V_{\alpha q}H^{(\alpha ,k)i}`$ is the coupling of chargino and squark to the right–handed down quark $`q`$ . Unlike the $`C_1^\chi `$ Wilson coefficient, due to the differences between $`H`$ and $`G`$ couplings, $`C_3^\chi `$ is complex even in the absence of intergenerational mixing in the sfermion mass matrices . Then, the presence of flavor violating entries in the up–squark mass matrix hardly modifies the results obtained in their absence . In fact, in spite the presence of the Yukawa coupling squared, $`m_q^2/(2M_W^2\mathrm{cos}^2\beta )`$, this contribution could be relevant in the large $`\mathrm{tan}\beta `$ regime. For instance, in $`B^0`$$`\overline{B}^0`$ mixing we have $`m_b^2/(2M_W^2\mathrm{cos}^2\beta )`$ that for $`\mathrm{tan}\beta >25`$ is larger than 1 and so, it is not suppressed at all when compared with the $`C_1^\chi `$ Wilson Coefficient. This means that this contribution can be very important in the large $`\mathrm{tan}\beta `$ regime and could have observable effects in CP violation experiments in the new B–factories. However, we will show next, that when we include the constraints coming from $`bs\gamma `$ these chargino contributions are also reduced to an unobservable level.
The chargino contributes to the $`bs\gamma `$ decay through the Wilson coefficients $`𝒞_7`$ and $`𝒞_8`$, corresponding to the photon and gluon dipole penguins respectively . In the large $`\mathrm{tan}\beta `$ regime, we can approximate these Wilson coefficients as ,
$`𝒞_7^{\chi ^\pm }(M_W)={\displaystyle \underset{k=1}{\overset{6}{}}}{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{\alpha ,\beta =u,c,t}{}}{\displaystyle \frac{V_{\alpha b}V_{\beta s}^{}}{V_{tb}V_{ts}^{}}}`$
$`{\displaystyle \frac{m_b}{\sqrt{2}M_W\mathrm{cos}\beta }}H^{(\alpha ,k)i}G_{}^{}{}_{}{}^{(\beta ,k)i}{\displaystyle \frac{M_{\chi ^i}}{m_b}}F_R^7(z_k,s_i)`$
$`𝒞_8^{\chi ^\pm }(M_W)={\displaystyle \underset{k=1}{\overset{6}{}}}{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \underset{\alpha ,\beta =u,c,t}{}}{\displaystyle \frac{V_{\alpha b}V_{\beta s}^{}}{V_{tb}V_{ts}^{}}}`$
$`{\displaystyle \frac{m_b}{\sqrt{2}M_W\mathrm{cos}\beta }}H^{(\alpha ,k)i}G_{}^{}{}_{}{}^{(\beta ,k)i}{\displaystyle \frac{M_{\chi ^i}}{m_b}}F_R^8(z_k,s_i)`$
(12)
Now, if we compare the chargino contributions to these Wilson coefficients and to the coefficient $`C_3`$, equations (3.1) and (12), we can see that they are deeply related. In fact, in the approximation where the two different loop functions involved are of the same order, we have,
$`C_3(M_W)(𝒞_7(M_W))^2{\displaystyle \frac{m_q^2}{M_W^2}}`$ (13)
In figure 2, we show a scatter plot of the allowed values of $`Re(𝒞_7)`$ versus $`Im(𝒞_7)`$ in the CMSSM for a fixed value of $`\mathrm{tan}\beta =40`$ with the constraints from the decay $`BX_s\gamma `$ taken from the reference . Notice that a relatively large value of $`\mathrm{tan}\beta `$, for example, $`\mathrm{tan}\beta >10`$, is needed to compensate the $`W`$ and charged Higgs contributions and cover the whole allowed area with positive and negative values. However, the shape of the plot is clearly independent of $`\mathrm{tan}\beta `$, only the number of allowed points and its location in the allowed area depend on the value considered. Then, figure 3 shows the allowed values for a re–scaled Wilson coefficient $`\overline{C}_3(M_W)=M_W^2/m_q^2C_3(M_W)`$ corresponding to the same allowed points of the susy parameter space in figure 2. As we anticipated previously, the allowed values for $`\overline{C}_3`$ are close to the square of the values of $`𝒞_7`$ in figure 2 slightly scaled by different values of the loop functions.
We can immediately translate this result to a constraint on the size of the chargino contributions to $`\epsilon _{}`$.
$`\epsilon _{}={\displaystyle \frac{G_F^2M_W^2}{4\pi ^2\sqrt{2}\mathrm{\Delta }M_{}}}{\displaystyle \frac{(V_{td}V_{tq})^2}{24}}`$
$`F_{}^2M_{}{\displaystyle \frac{M_{}^2}{m_q^2(\mu )+m_d^2(\mu )}}`$
$`\eta _3(\mu )B_3(\mu )Im[C_3]`$ (14)
In this expression $`M_{}`$, $`\mathrm{\Delta }M_{}`$ and $`F_{}`$ denote the mass, mass difference and decay constant of the neutral meson $`^0`$. The coefficient $`\eta _3(\mu )=2.93`$ includes the RGE effects from $`M_W`$ to the meson mass scale, $`\mu `$, and $`B_3(\mu )`$ is the B–parameter associated with the matrix element of the $`Q_3`$ operator .
For the $`K`$ system, using the experimentally measured value of $`\mathrm{\Delta }M_K`$ we obtain,
$`\epsilon _K^\chi =1.7\times 10^2{\displaystyle \frac{m_s^2}{M_W^2}}Im[\overline{C}_3]`$
$`0.4\times 10^7Im[\overline{C}_3]`$ (15)
Given the allowed values of $`\overline{C}_3`$ in figure 3, this means that in the MSSM, even with large susy phases, chargino cannot produce a sizeable contribution to $`\epsilon _K`$.
The case of $`B^0`$$`\overline{B}^0`$ mixing has a particular interest due to the arrival of new data from the B–factories. In fact, in the large $`\mathrm{tan}\beta `$ regime chargino contributions to indirect CP violation can be very important. However, for any value of $`\mathrm{tan}\beta `$, we must satisfy the bounds from the $`bs\gamma `$ decay. Then, if we apply these constraints to the $`B^0`$$`\overline{B}^0`$ mixing,
$`\epsilon _B^\chi =0.17{\displaystyle \frac{m_b^2}{M_W^2}}Im[\overline{C}_3]`$
$`0.5\times 10^3Im[\overline{C}_3]`$ (16)
where once again, with the allowed values of figure 3 we get a very small contribution to CP violation in the mixing. We must take into account that the mixing–induced CP phase, $`\theta _M`$, measurable in $`B^0`$ CP asymmetries, is related to $`\epsilon _B`$ by $`\theta _M=\mathrm{arcsin}\{2\sqrt{2}\epsilon _B\}`$. The expected sensitivities on the CP phases at the B factories are around $`\pm 0.1`$ radians, so this supersymmetric chargino contribution will be absolutely out of reach.
### 3.2 Direct CP violation
To complete our analysis, we consider now direct CP violation. In this case, the different decay processes are described by a $`\mathrm{\Delta }F=1`$ effective Hamiltonian. A complete operator basis for these transitions in a general MSSM involves 14 different operators . The main difference with the case of indirect CP violation is that these operators receive contributions both from box and penguin diagrams. Nevertheless the discussion of the presence of imaginary is completely analogous to the case of indirect CP violation.
Once more, in the gluino case, $`L`$$`L`$ transitions are real to a very good approximation, and several orders of magnitude below the phenomenological bounds . On the other hand, $`L`$$`R`$ transitions are suppressed by quark masses or $`bs\gamma `$ decay. This is always true for the squark mass matrices obtained in section 2, and valid both for boxes and penguins.
Finally we are left with chargino contributions. The analysis of chargino boxes is exactly the same as in the previous section. In fact, even the Wilson coefficients are identical once we factor out the CKM elements. Then, for the penguins, $`L`$$`L`$ transitions are exactly real if we neglect inter–generational mixing in the squark mass matrices. Taking into account this small mixing we find, for the very same reasons as in the indirect CP violation case, that imaginary parts are far too small. The relation of the $`bs\gamma `$ decay with the $`L`$$`R`$ chargino penguins is even more transparent than before.
However, there is still one possibility to observe the effects of the new supersymmetric phases in the absence of new flavor structure. We have seen that the reason for the smallness of the contributions of chargino $`L`$$`R`$ transitions is the experimental bound from the $`BX_s\gamma `$ branching ratio. This bound makes the chirality changing transitions, although complex, too small to compete with $`L`$$`L`$ transitions. Hence, in these conditions, just the processes where only chirality changing operators contribute (EDMs or $`bs\gamma `$), or observables where chirality flip operators are relevant ($`bsl^+l^{}`$) can show the effects of new supersymmetric phases .
## 4 Conclusions
To conclude we would like to summarize the possibilities of finding supersymmetric contributions in the different CP violation experiments.
In the presence of large supersymmetric phases, the EDMs of the electron and the neutron must be very close to the experimental bounds and possibly reachable for the new generation of experiments. However, as we have shown in this work, the presence of these phases is not enough to generate a sizeable contribution to $`\epsilon _K`$, $`\epsilon ^{}/\epsilon `$ or $`B^0`$ CP asymmetries. In this flavor changing CP observables, the presence of a completely new flavor structure in the soft breaking terms is a necessary ingredient to obtain sizeable effects. Only the processes where just chirality changing operators contribute as $`bs\gamma `$, or processes where these chirality flip operators are relevant, can show the effects of the new supersymmetric phases.
Nevertheless, in the presence of new flavor structure in the soft Susy–breaking sector it is indeed possible to get sizeable CP contribution with large Susy phases, even with $`\delta _{CKM}=0`$ . Then, a new result in hadronic $`B^0`$ CP asymmetries in the framework of supersymmetry would be a direct prove of the existence of a completely new flavor structure in the soft–breaking terms. And so, $`B`$–factories will probe the flavor structure of the supersymmetry soft–breaking terms even before the direct discovery.
## 5 Acknowledgments
We thank the organizers for the pleasant atmosphere in which this meeting took place, D.A. Demir as the co–author of several works in which this talk is based and S. Bertolini, T. Kobayashi and S. Khalil for enlightening discussions. The work of A.M. was partially supported by the European TMR Project “Beyond the Standard Model” contract N. ERBFMRX CT96 0090; O.V. acknowledges financial support from a Marie Curie EC grant (TMR-ERBFMBI CT98 3087). |
warning/0001/astro-ph0001528.html | ar5iv | text | # A broad-band X-ray view of NGC 4945
## 1 Introduction
NGC 4945 is a nearby (z=0.0019 or 3.7 Mpc; Mauersberger et al. 1996), almost edge-on (inclination angle $`80^{}`$) spiral galaxy, which exhibits a prominent dust lane crossing its plane. It is the third brightest extragalactic source in the IRAS point source catalog, and most of its infrared emission is concentrated in a compact nuclear region (Rice et al. 1988; Brock et al. 1988). It shows both starburst emission (Heckman et al. 1990; Koornneff 1993) and an H<sub>2</sub>O megamaser (Dos Santos & Lepine 1979). A region of extended optical-line emitting gas protrudes from the nucleus along the galaxy minor axis (Nakai 1989; Heckman et al. 1990). It is associated with a cavity open by a starburst superwind (Moorwood et al. 1996). X-ray observations with Ginga (Iwasawa et al. 1993) and ASCA (Iwasawa 1997) unveiled a highly obscured, strongly variable X-ray source. Actually NGC 4945 turned out to be the brightest Seyfert 2 and the second brightest radio-quiet Active Galactic Nucleus (AGN) after NGC 4151 of the 100 keV sky (Done et al. 1996).
NGC 4945 is one of the best examples of an active galaxy with a composite nature (starburst plus AGN). At wavelengths shorter than 1 keV, all its observational properties can be accounted for by starburst activity alone, despite its classification as a Seyfert in the Véron-Cetty and Véron (1989) catalog. For instance, a mass-to-light ratio of 0.18 is consistent with the parameter space solely occupied by starbursters (Oliva et al. 1999). Also in the Genzel et al. (1998) ISO diagnostic planes NGC 4945 is located in the regions occupied by starbursts. However, the presence of a strong continuum radio source and studies of the off-nuclear optical spectra have suggested the presence of a LINER (Whiteoak & Gardner 1979; Moorwood et al. 1996). The X-ray observations provided the final proof for the presence of an active nucleus. This confirms that hard X-ray emission can be the most efficient wavelength to identify the nature of obscured AGN (see e.g. the discussion in Vignati et al. 1999 for the case of NGC 6240).
Previous observations in the soft (0.1–2 keV) and intermediate (2–10 keV) X-rays showed a complexity, which is far from being completely resolved. The 3–10 keV Ginga spectrum (Iwasawa et al. 1993) could be fitted with a simple power-law with a photon index of about 1.7, interpreted as scattering of the primary nuclear continuum. The same description fits also the non-simultaneous Ginga, ASCA and OSSE spectra (Done et al. 1996). A huge (Equivalent Width, EW, $``$1–1.5 keV) iron line has been observed as well, whose centroid energy is consistent with K<sub>α</sub> fluorescence from neutral or mildly ionized iron. The ASCA image is clearly extended, but the irregular, broad shape of the instrumental Point Spread Function (PSF) has prevented any detailed studies. The ROSAT PSPC and HRI images of NGC 4945 revealed a complex pattern. Brandt et al. (1996) detected at least five discrete sources, one of them variable by about one order of magnitude on timescales of hundreds days. A diffuse emission up to a distance of about 5$`\mathrm{}`$ from the nucleus, and elongated along the plane of the galaxy, was measured as well.
The scientific payload on board BeppoSAX (Boella et al. 1997a) is particularly well suited to study this source and resolve at least part of this complexity. It combines the widest X-ray broadband coverage, the highest sensitivity above 10 keV and the sharpest 2–10 keV PSF ever flown before the advent of Chandra. We report in this paper the results of a BeppoSAX observation performed on July 1999. At the distance of NGC 4945, 1$`\mathrm{}`$ corresponds to about 1.1 kpc.
In this paper: energies are quoted in the source rest frame; uncertainties on the spectral parameters are quoted at the 90% level for one interesting parameter ($`\mathrm{\Delta }\chi ^2=2.71`$); the cosmology used assumes $`\mathrm{H}_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup> and $`\mathrm{q}_0=0.5`$; J2000 coordinates are used, unless otherwise specified. The Galactic column density along the line of sight is assumed to be $`1.57\times 10^{21}`$ cm<sup>-2</sup> (Heiles & Cleary 1979). The errors on the energies measured by the MECS take into account a systematics of 0.8% at 6 keV (Guainazzi & Molendi, 1999). Xspec 10 was used for spectral analysis.
The paper is organized as follows. In Sect. 2 the data reduction procedures are described. In Sect. 3 we will deal with the analysis of the LECS and MECS images. We will report the detection in the intermediate X-rays of two discrete sources in the SE outskirts of the NGC 4945 spatial profile (Sect. 3.1), and study the residual unresolved diffuse emission (Sect. 3.3). We present also a reanalysis of ROSAT/PSPC archival data of the NGC 4945 field (Sect. 3.2). The properties of the hard (i.e.: $`>`$10 keV) X-ray emission will be studied in Sect. 4.1. In Sect. 4.2 we will describe the broadband X-ray spectrum with standard fitting techniques. We will discuss our findings in Sect. 5 and summarize them in Sect. 6.
## 2 Observation and Data Reduction
NGC 4945 was observed by BeppoSAX from July 1 04:43 UTC to July 3 1999 09:18 UTC. The scientific payload onboard BeppoSAX comprises two gas scintillation proportional counters with imaging capabilities: the Low Energy Concentrator Spectrometer (LECS; Parmar et al. 1997), and the Medium Energy Concentrator Spectrometer (MECS; Boella et al. 1997b). The LECS has a nominal bandpass of 0.1–10 keV, with an energy resolution of $``$4% at 1 keV and $``$8% at 6 keV. The field of view has a diameter of $``$37$`\mathrm{}`$. The angular resolution at 2 keV is 2$`\mathrm{}`$.1 Full Width Half Maximum (FWHM), but degrades to 9$`\mathrm{}`$.7 below the Carbon edge (i.e., $`\text{ }<0.4`$ keV). The MECS has similar energy resolution, but a wider field of view (57$`\mathrm{}`$ diameter), a narrower sensitive bandpass (1.8–10.5 keV) and about a factor of two higher effective area in the overlapping energy interval, after the failure of one of the three original units in May 1997. The 80% power radius of the PSF is comprised between 2$`\mathrm{}`$.5 and 2$`\mathrm{}`$.75. The BeppoSAX payload also includes two collimated instruments, mounted on a rocking system to achieve a continuous monitoring of the background, with a duty-cycle of 96 s. The High Pressure Gas Scintillator Proportional Counter was switched off during the NGC 4945 observation. The Phoswitch Detector System (PDS; Frontera et al. 1997) possesses an unprecedented sensitivity in its 13–200 keV nominal bandpass.
The data reduction followed standard procedures, as described e.g. in Guainazzi et al. (1999b). In particular, good time intervals for the extraction of scientific products were selected only when the star tracker aligned with the pointing direction was operative. This condition allows the best attitude reconstruction. The absolute pointing accuracy under these conditions is better than 1$`\mathrm{}`$, the relative better than 30$`\mathrm{}`$ for sources as bright as NGC 4945. The resulting net exposure times are about 38.8 ks, 86.7 ks and 87.6 ks in the LECS, MECS and PDS, respectively. PDS data have been reduced using fixed Rise Time thresholds to reject the particle background, as appropriate for sources brighter then $`0.5`$ s<sup>-1</sup>. The PDS points continuously at the nominal target with only two of its four units, the others monitoring the background.
MECS background spectra were extracted from blank deep field exposures, accumulated by the BeppoSAX Science Data Center (SDC) in the first three years of the mission. The same method applied to the LECS spectra yields systematically negative counts below the carbon edge. We have therefore extracted LECS background spectra from two semi-annuli in the LECS field of view, and suitably renormalized them to the source extraction region, as described in Parmar et al. (1999). The background subtraction in PDS light curves and spectra has been performed by plain subtraction of the “off-source” from the “on-source” products. The systematic uncertainties of this method are lower than $`0.03`$ s<sup>-1</sup> in the full PDS sensitive energy bandpass (Guainazzi & Matteuzzi 1997). Spectra and light curves of NGC 4945, unless otherwise specified, have been extracted from circular regions of 8$`\mathrm{}`$ radius around the best-fit centroid of the 2–10 keV image. The position of the centroid is slightly dependent on energy. However, the dynamical range of these fluctuations is of the order of 20$`\mathrm{}`$, well within the accuracy of the positional reconstruction. The spectra were rebinned in order to: a) oversample the FWHM of the energy resolution by a factor at least 3; b) have at least 20 counts per spectral channel, to ensure the applicability of $`\chi ^2`$ statistics. The background-subtracted count rates are: $`(2.51\pm 0.10)\times 10^2`$ s<sup>-1</sup> (0.1–4 keV); $`(6.30\pm 0.10)\times 10^2`$ s<sup>-1</sup> (1.8–10.5 keV); $`2.72\pm 0.04`$ s<sup>-1</sup> (13–200 keV) in the LECS, MECS and PDS, respectively (in brackets the energy intervals where each instrument is currently well calibrated). The September 1997 calibration release is adopted throughout this paper. No known bright sources are present in the PDS field of view apart from NGC 4945 itself, and the probability of a serendipitous source with a flux equal or larger than NGC 4945 is $`\text{ }<2.5\times 10^4`$, if the 2–10 keV ASCA LogN-LogS (Cagnoni et al. 1998) is adopted and the lowest extrapolation of the unabsorbed 2–10 keV flux is assumed (see Sect. 4.1).
## 3 Image Analysis in the 0.1-10 keV Energy Band
### 3.1 The serendipitous sources
The rather large visual extent of NGC 4945 (3$`\mathrm{}`$$`\times `$20$`\mathrm{}`$) is well encompassed within the fields of view of both the LECS and the MECS. It is therefore possible with BeppoSAX to compare directly the shapes of the optical and of the X-ray images. In Fig. 1
we superpose the 2–10 keV (MECS) iso-intensity contours with the ESO Digitalized Sky Survey image. The MECS contours are well aligned with the main plane of the host galaxy. Actually, part of the X-ray extension is likely to be due to the presence of discrete sources. Apart from the nucleus, one source is detected at a signal-to-noise ratio $`>`$5 (S1 hereinafter). Its coordinates are $`\alpha =13^\mathrm{h}05^\mathrm{m}6.6^\mathrm{s}`$; $`\delta =49^{}33\mathrm{}34\mathrm{}`$, and it is therefore located 6.2$`\mathrm{}`$ SW from the nucleus. Assuming $`\mathrm{N}_\mathrm{H}=\mathrm{N}_{\mathrm{H},\mathrm{Gal}}`$ (the 90% upper limit on $`\mathrm{N}_\mathrm{H}`$ if left free in the fit is $`1.1\times 10^{23}`$ cm<sup>-2</sup>), its spectrum (extracted from a 2$`\mathrm{}`$ circular region) can be modeled with a power-law with $`\mathrm{\Gamma }=1.7\pm _{0.3}^{0.6}`$ ($`\chi ^2=4.4/9`$ dof; see Fig. 2)
or a thermal bremsstrahlung with $`\mathrm{kT}>4`$ keV ($`\chi ^2=3.8/9`$ dof). The net background subtracted count rate is $`(1.7\pm 0.2)\times 10^3`$ s<sup>-1</sup> in the 2–10 keV band, corresponding to a flux of $`1.7\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup> and a rest-frame luminosity of $`3\times 10^{38}`$ erg s<sup>-1</sup> at the distance of NGC 4945. The search for a periodic modulation has produced no significant peak, hardly surprising, since only 147 photons are counted from S1. Another detection at the 4$`\sigma `$ level \[count rate $`(7.3\pm 1.7)\times 10^4`$ s<sup>-1</sup>\] corresponds to the following position: $`\alpha =13^\mathrm{h}04^\mathrm{m}41.9^\mathrm{s}`$; $`\delta =49^{}34\mathrm{}22\mathrm{}`$ (9$`\mathrm{}`$ SW from the center). The faintness of this source, and its location below the MECS strongback rib prevent us from performing any reliable flux determination or spectral analysis.
In Fig 3, we show the NGC 4945 field
imaged by the ROSAT/PSPC on August 1992 and July 1993, for a total net exposure time of 14.2 and 9.0 ks, respectively. The BeppoSAX sources coincide with two of those detected by ROSAT within the 1$`\mathrm{}`$ positional accuracy. The extrapolation of the S1 MECS best-fit into the PSPC band predicts $`48\pm 6`$ photons, reasonably close to the observed 33 PSPC background-subtracted source counts. Despite the relatively high Galactic latitude of NGC 4945 ($`\mathrm{b}=13.340`$), the possibility that either or both S1 and S2 is a Galactic foreground object cannot be ruled out by our data alone. No known source is included in the Simbad or Ned databases within 2$`\mathrm{}`$ from the best-fit MECS positions. If $`\mathrm{N}_\mathrm{H}=10^{20}`$ cm<sup>-2</sup> (appropriate for a Galactic source at the distance of approximately 0.5 kpc), the extrapolation of the MECS best-fit would exceed the ROSAT flux by a factor of four, which could be accounted for by intrinsic variability. Analogously the extrapolation of the MECS spectrum remains consistent with the ROSAT detection within a factor of a few for absorbing column density $`\text{ }<10^{22}`$ cm<sup>-2</sup>. It is therefore also possible that S1 is a background object, seen through a moderate column density of the galaxy.
### 3.2 The ROSAT nuclear sources
The ROSAT PSPC detects four sources within the innermost NGC 4945 5$`\mathrm{}`$ (see Fig. 3). Their coordinates and count rates are listed in Tab. 1. All of them exhibit a certain amount of
variability. It is interesting to notice that none of them strictly coincides with the optical nucleus of the galaxy, the closest being located 0$`\mathrm{}`$.6 SE. An extended diffuse emission along the galactic plane is also present, whose integrated count rate is about 3–4$`\times 10^2`$ s<sup>-1</sup> (i.e., about the same as the sum of the detected discrete sources). No reliable spectral information can be obtained from any of the above sources. If their spectrum is a power-law with $`\mathrm{\Gamma }=2`$ (1), they may contribute $``$15% (50%) of the observed 2–10 keV MECS flux.
### 3.3 The diffuse emission in BeppoSAX
In order to provide a quantitative estimate of the intrinsic extension and ellipticity of the BeppoSAX X-ray images, we extracted the counts along two perpendicular strips crossing the optical center of the galaxy in the 0.1-2 keV (LECS) and 2–10 keV (MECS) energy bands, respectively. The strip directions are defined by the following pair of coordinates: ($`\alpha =13^\mathrm{h}05^\mathrm{m}44.3^\mathrm{s}`$; $`\delta =49^{}25\mathrm{}22\mathrm{}`$) and ($`\alpha =13^\mathrm{h}05^\mathrm{m}12.3^\mathrm{s}`$; $`\delta =49^{}30\mathrm{}34\mathrm{}`$) for the strip parallel to the plane of the galaxy (i.e.: NE to SW); ($`\alpha =13^\mathrm{h}05^\mathrm{m}36.1^\mathrm{s}`$; $`\delta =49^{}30\mathrm{}26\mathrm{}`$) and ($`\alpha =13^\mathrm{h}05^\mathrm{m}13.1^\mathrm{s}`$; $`\delta =49^{}26\mathrm{}10\mathrm{}`$) for the strip perpendicular to the plane of the galaxy (i.e.: NW to SE). The width of the strips is 4′, comparable with the intrinsic width of the instrumental PSF (Parmar et al. 1997; Boella et al. 1997b). This choice is actually likely to discard the bulk of the photons emitted below the carbon edge, where the LECS detector PSF is the broadest. However, this effect is negligible in our case, because the photoelectric absorption due to the matter in our Galaxy along the line of sight of NGC 4945 is large enough to substantially suppress the photons in this band. The results are shown in Fig. 4, as count rate space density as a function of the offset angle towards the galaxy center (note that the offset increases for decreasing RA). The MECS image shows clearly a larger extent
in the direction parallel to the galaxy plane for all offset angles between -4$`\mathrm{}`$ and 8$`\mathrm{}`$. Comparison at larger angles is made impossible by the shadow of the strongback support ring in the MECS field of view. The difference between the profiles along the parallel and perpendicular directions is rather symmetric within 4$`\mathrm{}`$, while an excess tail is evident at larger offset radii only for positive offsets (cf. the inset in the right panel of Fig. 4), due to the presence of the discrete sources detected by the MECS.
In the same Fig. 4, we compare the observed NGC 4945 profile with point-like sources, whose data have been reduced under the same experimental conditions as the NGC 4945 ones. In order to avoid any systematic effects due to the dependence of the PSF with energy, we have chosen two sources contained in the archive of the BeppoSAX public observations, whose spectrum is similar to that observed in NGC 4945. The 0.1–2 keV LECS spectrum of NGC 4945 can be formally well approximated by a photoelectrically absorbed power-law, with parameters: $`\mathrm{\Gamma }=1.2\pm _{0.2}^{0.3}`$; $`\mathrm{N}_\mathrm{H}=(1.2\pm _{0.8}^{1.5})\times 10^{21}`$ cm<sup>-2</sup>. This model is consistent, within the statistical uncertainties, with that describing the LECS spectrum of the black-hole candidate LMC X-3 in the same energy band (Siddiqui et al. 1999). The 2–10 keV MECS continuum of NGC 4945 is well approximated by a power-law, with $`\mathrm{\Gamma }=1.91\pm _{0.16}^{0.28}`$. The comparison for the MECS is made against the profile of the quasar 3C273 (Grandi et al. 1997). The presence of a prominent iron line in the NGC 4945 spectrum (Iwasawa et al. 1993), which is absent in 3C273, makes a negligible difference in this context. Even the profile perpendicular to the galaxy plane is broader than the instrumental PSF within $`\pm `$3$`\mathrm{}`$–4$`\mathrm{}`$. However, caution has to be used in interpreting the last result, as the residual inaccuracies in the attitude reconstruction could significantly affect the significance of the last result, whereas no doubt exists about the true nature of the extension along the galaxy plane.
As a further step, we have studied the energy dependence of the X-ray image profile along the plane of the galaxy with the MECS (an analogous study with the LECS is hampered by the much poorer statistics and the broader instrumental PSF). The results of such a study are shown in Fig. 5. They
are compared with the width expected on the basis of the instrumental PSF, weighted on the energy assuming a power-law spectrum of photon index $`\mathrm{\Gamma }=1.8`$ (dash-dotted line in Fig. 5). The X-ray MECS image is significantly extended in the whole range between 2 and 5 keV, whereas it becomes consistent with that expected from a point-like source for $`\mathrm{E}\text{ }>6`$ keV. It is difficult with our data to assess a systematic trend between 2 and 5 keV. If we consider the face-on values, the profile width has a peak at $``$4 keV.
## 4 The X-ray Spectral Energy Distribution
In Fig. 6 we compare the $`>`$2 keV spectra of NGC 4945 and
NGC 1068, after they have been divided by the spectrum of the Crab Nebula. Since the latter is a power-law with photon index $``$2, this technique is very similar to a $`\nu \mathrm{F}_\nu `$ plot. In the intermediate X-ray band, the two spectra are similar. A careful inspection suggests that the emission line feature around 6 keV is broader and more intense in NGC 1068, indicating that more ionization stages contribute to its profile than in NGC 4945. The most remarkable difference is, however, at energies $`>`$10 keV. NGC 4945 is more than one order of magnitude brighter in the PDS, suggesting that a further component emerges - actually well connected with the higher end of the MECS sensitive bandpass. It is straightforward to identify this component with the primary nuclear continuum transmitted through an absorber with a column density of a few $`10^{24}`$ cm<sup>-2</sup>, originally discovered by Iwasawa et al. (1993). On the other hand, in NGC 1068, the archetypical example of totally Compton-thick Seyfert 2, the nuclear emission is completely suppressed.
### 4.1 The high-energy emission
As shown in Fig. 7, the PDS full band light curve exhibits
a remarkable variability. In three events the flux increases by about 60% in $``$$`3\times 10^4`$ s, whereas a decrease by a factor $``$30% in $`\text{ }<10^4`$ s represents the most extreme variability episode. We have searched in vain for spectral changes associated with these flux variations. In Fig. 8 we show the hardness ratio (HR)
between the count rates in the 13–35 and 35–200 keV energy bands. No clear deviation from constancy is observed. If we fit the data points in Fig. 8 with a constant, $`\chi ^2=18.0/17`$ degrees of freedom (dof). We will therefore hereinafter focus on the time-averaged spectrum only.
An absorbed power-law model yields a marginally acceptable fit to the PDS spectrum ($`\chi ^2=62.3/47`$ dof). We first modeled the extinction as an exponential function of the energy $`\mathrm{exp}^{\mathrm{N}_\mathrm{H}\sigma (\mathrm{E})}`$, where the cross-section $`\sigma (\mathrm{E})`$ includes both the effects of photoelectric absorption (model wabs in Xspec, with the abundances of Morrison & McCammon 1983) and of Compton scattering (model cabs in Xspec). The inclusion of a high-energy cutoff improves the quality of the fit by $`\mathrm{\Delta }\chi ^2=7.7`$, for the decrease of one degree of freedom, which is significant at $`>99.2\%`$ confidence level according to the F-test. The best-fit parameters and results are summarized in Tab. 2.
In Fig. 9 we show the iso-$`\chi ^2`$
confidence contours for $`\mathrm{\Gamma }`$ versus the cutoff energy $`\mathrm{E}_\mathrm{c}`$. At 90% confidence level for two interesting parameters, $`\mathrm{E}_\mathrm{c}`$ is comprised between 70 and 500 keV, the value corresponding to the best-fit being $``$110 keV. The addition of a Compton-reflection component from a plane-parallel infinite edge-on slab to the best-fit model (implying the decrease of a further degree of freedom to the fit, the relative normalization between the reflected and the transmitted component R; model pexrav in Xspec, Magdziarz & Zdziarski 1995) does not yield any further improvements to the fit. The 90% upper limit on R is 0.5. The 20–100 keV observed flux is $`(2.89\pm 0.04)\times 10^{10}`$ erg cm<sup>-2</sup> s<sup>-1</sup>. The extrapolation of the best fit model (second row of Tab. 2) to the 2–10 keV (0.1–200 keV) energy band yields an unabsorbed flux of $`3.5\times 10^9`$ ($`1.83\times 10^8`$) erg cm<sup>-2</sup> s<sup>-1</sup>, corresponding to a rest-frame luminosity of $`5.3\times 10^{43}`$ ($`2.8\times 10^{44}`$) erg s<sup>-1</sup>.
At the level of $`4\times 10^{24}`$ cm<sup>-2</sup>, the matter is optically thick to Compton scattering. The cabs model in Xspec assumes, on the contrary, the simple Thompson cross-section. Neglecting the effects of electron scattering in the column may lead to a substantial overestimate of the true column density and, consequently, of the intrinsic nuclear luminosity (Leahy et al. 1989). Matt et al. (1999b) have recently developed a self-consistent model for X-ray absorption by matter which is optically thick to Compton-scattering and has a large covering factor. The application of such a model yields about 40% lower value for the column density. Moreover, the extrapolated intrinsic luminosities differ significantly. In the Matt et al. (1999b) model a fraction of the photons are scattered into the line of sight, and the nuclear luminosity required to explain the observed flux is lower. The extrapolation of the best fit model (row 3 in Tab. 2) yields an unabsorbed 1–10 keV (0.1–200 keV) flux of $`2.5\times 10^{10}`$ ($`1.14\times 10^9`$) erg cm<sup>-2</sup> s<sup>-1</sup>, corresponding to a rest frame luminosity of $`3.8\times 10^{42}`$ ($`1.77\times 10^{43}`$) erg s<sup>-1</sup>. We will refer to these values hereinafter.
### 4.2 The broadband 0.1-200 keV spectrum
Given the spatial and spectral complexity emerging from the above analysis, a global description of the 0.1–200 keV spectrum in terms of standard fitting technique at the moderate spatial resolution and sensitivity provided by the BeppoSAX instruments is hardly more than an academic task. The soft and intermediate X-ray emission is likely to be produced by the superposition of radiation scattered/reprocessed in the nuclear environment (probably most contributing to the huge iron line), a population of discrete unresolved sources (binaries, cataclysmic variables, supernova remnants) and truly diffuse gas emission, each possibly seen through absorbers with different density and/or physical conditions. Such complex scenario will be fully understood when future observation with arc-second spatial resolution and/or much better sensitivity will be available. Given all these caveats, in this Section we will, however, try to accomplish this task, whose results has allowed us to extend previous studies of this kind.
In Fig. 10 we show the light curves in the 0.1–2 keV, 2–4 keV
and 4–10.5 keV energy bands, along with the corresponding HRs between adjacent bands. No significant variability of either quantity is observed. This is of course not surprising, because the bulk of the emission below 6 keV is extended on several kpc scale (see Sect. 3.3). Fit with a constant line of the HRs yield $`\chi ^2`$ of 22.3/17 dof and 17.9/17, for HR<sub>1</sub> ($``$2–4 keV/0.1–2 keV) and HR<sub>2</sub> ($``$10.5–4 keV/2–4 keV), respectively. We are therefore justified in focusing on the time-averaged spectrum only.
The broadband spectrum of NGC 4945 was fitted using the following general formula:
$$F(E)=\mathrm{exp}^{[\sigma _{ph}N_{H,Gal}]}\{\mathrm{exp}^{[\sigma _{ph}(E)N_{H,1}]}A(E)$$
$$+\mathrm{exp}^{[\sigma _{ph}(E)N_{H,2}]}B(E)+G(E)$$
$$+\mathrm{exp}^{\{[\sigma _{ph}(E)+\sigma _C(E)]N_{H,tr}\}}\mathrm{exp}^{(E/E_c)}NE^{\mathrm{\Gamma }_{tr}}\}$$
The last term in brackets is the nuclear transmitted component emerging in the PDS, with normalization $`\mathrm{N}`$. $`\sigma _{\mathrm{ph}}(\mathrm{E})`$ and $`\sigma _\mathrm{C}(\mathrm{E})`$ are the photoelectric and Compton cross-sections, respectively. We will use the cabs Xspec implementation for the latter. $`\mathrm{A}(\mathrm{E})`$ and $`\mathrm{B}(\mathrm{E})`$ are two continuum models, chosen according to one of either the following scenarios:
* $`\mathrm{A}(\mathrm{E})`$ is a power-law, produced by the scattering of the primary continuum by ionized matter, and $`\mathrm{B}(\mathrm{E})`$ is the thermal emission from a collisionally excited plasma. The index of the former is tied to be the same as $`\mathrm{\Gamma }_{\mathrm{tr}}`$. We will use the mekal Xspec implementation for the latter throughout this paper. This model provides a reasonable description of the spectra of some reflection-dominated Seyfert 2 galaxies, like Circinus Galaxy, NGC 1068 (Guainazzi et al. 1999a), or NGC 6240 (Iwasawa & Comastri 1998; Vignati et al. 1999). All these objects are characterized by a strong circumnuclear starburst and/or are infrared ultraluminous galaxies
* $`\mathrm{A}(\mathrm{E})`$ is a thermal plasma emission and $`\mathrm{B}(\mathrm{E})`$ is either a blackbody (b1) or a second thermal plasma (b2), which is the template model successfully employed to fit the Einstein, ROSAT and ASCA bulge emission of early-type galaxies (Bregman et al. 1995; Matsumoto et al. 1997; Kim et al. 1996; Irwin & Bregman 1999)
* $`\mathrm{A}(\mathrm{E})`$ is a power-law and $`\mathrm{B}(\mathrm{E})`$ is a Compton-reflection, both with the photon index tied to be the same as $`\mathrm{\Gamma }_{\mathrm{tr}}`$. This scenario follows the idea that the primary nuclear continuum undergoes both scattering by a warm plasma and Compton reflection, along two different optical paths.
To all models a Gaussian emission line $`\mathrm{G}(\mathrm{E})`$ was added. We allowed different absorbing column densities for the nuclear (warm-scattered and Compton-reflected power-law) and the thermal/non-nuclear components. Finally, we included in the models a power-law, with all the parameters frozen to the best-fit values obtained fitting the S1 spectrum alone (this contribution is not explicity indicated in the above formula for sake of clarity).
The best-fit parameters and results are shown in Tab. 3. The fit
is actually only marginally acceptable for scenarios a) and b). However, no significant improvement is obtained if a further component (either a continuum, an emission line or an absorption edge) is added to any of the above models. No improvement in the quality of the fit in scenario a) is obtained if the warm scattered power-law spectral index is untied from $`\mathrm{\Gamma }_{\mathrm{tr}}`$. No systematics trend can be recognized in the residuals, as shown in Fig. 11. We checked that the rather high $`\chi ^2`$ is
not due to residual systematics effects.
The fit results strongly argue against any Compton reflection component to substantially contribute to the broad band spectrum. The scenario c), which includes it explicitly, yields a significantly worse $`\chi ^2`$ with a comparable number of degrees of freedom. The addition of a Compton reflection component to the other scenarios is not statistically justified. In scenario a), its 2–10 keV flux upper limit is $`5.9\times 10^{13}`$ erg cm<sup>-2</sup> s<sup>-1</sup>, against a $`3.1\times 10^{12}`$ erg cm<sup>-2</sup> s<sup>-1</sup> flux of the warm scattered component in the same energy band.
The properties of the iron line are not strongly dependent on the adopted continuum (see Tab. 4). It remains narrow (intrinsic width $`\sigma <150`$ eV) and
consistent with K<sub>α</sub> fluorescence from neutral or mildly ionized iron (Fe$`<`$xx). If we extrapolate the best-fit model of raw 3 Tab. 2, and compare it with the observed line intensity, the iron line EW against the transmitted nuclear continuum alone is $``$1.3 keV.
Assuming the best-fit scenario b), the observed flux in the 0.1–2 keV (2–10 keV) energy band is $`1.3\times 10^{12}`$ ($`5.4\times 10^{12}`$) erg cm<sup>-2</sup> s<sup>-1</sup>, corresponding to a rest frame unabsorbed luminosity of $`1.7\times 10^{40}`$ ($`8.4\times 10^{40}`$) erg s<sup>-1</sup>.
## 5 Discussion
### 5.1 The hard X-ray emission
NGC 4945 is confirmed to be one of the brightest extragalactic objects above 10 keV, where we are seeing the primary nuclear continuum, transmitted through an absorbing column density of a few $`10^{24}`$ cm<sup>-2</sup>. This interpretation is confirmed by the detection of rapid variability in the PDS emission, with a extrapolated doubling/halving time scale $`\tau `$ $`3`$$`5\times 10^4`$ s. Variation of a comparable amount were observed by Ginga in the 9.1–30 keV energy band (Iwasawa et al. 1993). $`\tau `$ is actually only an upper limit to the variability timescales of the primary continuum. If the absorbing matter is spherically distributed, such a relatively rapid variability must be related only to the fraction of nuclear photons, which are transmitted without being scattered. For $`\mathrm{log}(\mathrm{N}_{\mathrm{H},\mathrm{tr}})=24.5`$, more than 2/3 of the 20–200 keV incoming photons are scattered (Matt et al. 1999b). This implies that the observed variability could be substantially diluted. If we suppose that the light curve in Fig. 7 is given by the sum of a constant plateau (scattered photons) and a variable contribution (unscattered photons), the latter has 2.6 times higher dynamical range, or, conversely, a $`\tau `$ lower by this amount. $`\tau 10^4`$ s is still not exceptional among Seyfert galaxies. It is interesting to notice that NGC 4945 is one of the nearby galaxies with the smallest estimate of the central dark object mass ($`\mathrm{M}_{\mathrm{DO}}1.6\times 10^6\mathrm{M}_{}`$; Greenhill et al. 1997). This suggests that NGC 4945 might be an absorbed version of NGC 4051 (Lawrence et al. 1985), accreting at a sizeable fraction ($`10^1`$) of the Eddington rate. Alternatively, our estimate of the intrinsic nuclear variability dynamical range could be lowered if the covering fraction of the absorber is much less than unity. The lack of any significant detection of Compton reflection in the broadband X-ray spectrum supports this hypothesis.
It is remarkable that no spectral variability is associated with these flux changes. This rules out that changes in the interposing absorbing medium are responsible for the observed flux variations. On the other hand, this suggests that the shape of the primary continuum in NGC 4945 is not significantly dependent on the intensity state. The infrared luminosity, ($`3\times 10^{43}`$ erg s<sup>-1</sup> if calculated according to Mulchaey et al. 1994), and our extrapolation of the 2–10 keV nuclear intrinsic luminosity ($`3\times 10^{42}`$ erg s<sup>-1</sup>) lie well on the low luminosity end of the correlation observed in Seyferts for these two quantities (Mulchaey et al. 1994). If $`\mathrm{L}_{110\mathrm{keV}}/\mathrm{L}_{\mathrm{bol}}0.05`$, as typical for quasars with $`\mathrm{L}_{110\mathrm{keV}}<10^{45}`$ erg s<sup>-1</sup> (Elvis et al. 1994), the bolometric luminosity associated to the AGN is of the same order of magnitude as the observed infrared luminosity, and hence the AGN dominates the energy output, at variance with the deductions of Genzel et al. (1998) on the basis of the ISO spectrum (see Marconi et al. 1999 for a possible explanation of this discrepancy).
A high-energy cut-off in the primary nuclear continuum is measured for the first time. Its presence is significantly required in all the models adopted to describe the broadband emission, and in the PDS data alone as well. The cut-off energy cannot be, however, very well constrained, and values in the range 100-300 keV are possible. A reanalysis of the 50–500 keV OSSE spectrum yields a steeper index than measured by BeppoSAX ($`\mathrm{\Gamma }_{\mathrm{OSSE}}=2.2\pm _{0.3}^{0.2}`$), and also the BATSE average spectrum shows evidence for a high-energy cutoff above 100 keV (A.Malizia, private communication). Such cut-off energies are well consistent with those measured in several Seyfert 1s so far, both by OSSE (Zdziarski et al. 1995; Madjeski et al. 1995) and BeppoSAX (Piro et al. 1998; Guainazzi et al. 1999b; Guainazzi et al. 1999c; Perola et al. 1999). Also the intrinsic spectral index of the primary nuclear continuum (ranging between 1.4 and 1.7 in the various models) is slightly but not exceptionally flat among Seyfert galaxies (Nandra et al. 1997; Turner et al. 1997).
### 5.2 The 0.1–6 keV extended emission: unresolved discrete sources or truly diffuse emission?
The total suppression of the transmitted component below $``$8 keV allows us to observe other spectral components, which are at least in part associated with the host galaxy. The emission in the 0.1–6 keV energy band is clearly extended along the plane of the host galaxy, thus dismissing the possibility that the bulk of the intermediate X-ray emission is due to scattering of the nuclear radiation only (Iwasawa et al. 1993). In the MECS image at least two sources are detected with a signal-to-noise ratio higher than 3. The spectral properties and luminosity of the brightest are consistent with a binary system accreting at sizeable fraction of the Eddington luminosity, if it is indeed associated with NGC 4945. Other explanations are, however, not excluded by our data. If the contribution of these sources is taken into account, a significant extended emission remains within at least the innermost 5 kpc, whose extent is almost symmetric with respect to the nucleus. This would lead to the conclusion that it is produced in a truly diffuse interstellar medium. There is, however, no way of determining the amount of the contribution of any unresolved underlying sources. The ROSAT/PSPC images of NGC 4945 suggest that at least 50% of the 0.1–2.4 keV photons are produced by discrete sources. However, the extrapolation of the contribution of these sources in the MECS band yields a fraction of the observed flux varying between 15% and 50%, if a power-law with $`\mathrm{\Gamma }`$ comprised between 1 and 2 is assumed. The study of a large sample of early type galaxies with ASCA and BeppoSAX suggests that the bulk of the emission above 1 keV probably originates as the integrated emission from X-ray binaries (Matsumoto et al. 1997; Trincheri et al. 1999). A complete characterization of the properties of this extended emission should await the superior spatial resolution and sensitivity available with the scientific payloads onboard Chandra and XMM. What BeppoSAX data can clearly show is that both the iron line and the continuum above 7 keV (where the presence of the transmitted primary nuclear continuum starts to be dominant) are, by contrast, produced by a point-like region (at least as seen by the MECS). This strongly supports a nuclear origin for both components.
### 5.3 The broadband X-ray spectrum
The 0.1–10 keV continuum can be fit with the superposition of a single temperature thermal emission from a collisionally excited plasma with $`\mathrm{kT}3`$ keV and a warm scattered nuclear power-law, with a scattering fraction $``$0.4%. This model has already been successfully employed to describe the moderate resolution intermediate X-ray spectrum of several Compton-thick Seyfert 2 galaxies (Turner et al. 1997; Guainazzi et al. 1999a; Vignati et al. 1999). Two main differences are, however, present. The warm scattered power-law is seen through a substantial absorbing column density of $``$$`3\times 10^{22}`$ cm<sup>-2</sup>. This might imply that the nuclear region is encompassed by absorbing matter also on scales with are much larger than the dimension of the Compton-thick structures, which almost suppress the direct view of the nucleus. It is straightforward to associate it with the prominent dust lanes crossing the galaxy plane, although the presence of a starburst ring on a 100-pc scale (Marconi et al. 1999) provides a possible alternative source of absorption (Fabian et al. 1999). Recent HST NICMOS observations suggest that the active nucleus in NGC 4945 might be obscured along all lines of sight by matter with $`\mathrm{N}_\mathrm{H}10^{21}`$$`10^{22}`$ cm<sup>-2</sup> (Marconi et al. 1999). On the other hand, the thermal component has a much higher temperature than typically associated with the X-ray emitting nuclear starburst in the Seyfert 2s ($``$500 eV). Again, this may simply be telling us that the single temperature description of this component is too a crude approximation. Scenario a), however, can hardly be reconciled with the fact that the bulk of the emission below 6 keV is extended on scales larger than a few kpc. The warm scattered power-law, in fact, dominates the fit in the whole 3–10 keV range, therefore also where the emission is extended. This is almost at odds with its supposed nuclear origin. The power-law could of course represent only a phenomenological description of a different source of radiation, e.g. the contribution of a population of unresolved discrete sources.
A formally equivalent description of the soft/intermediate X-ray spectrum is provided in the framework of the two thermal components template, used to fit the integrated bulge emission of X-ray faint early-type galaxies (Bregman et al. 1995; Kim et al. 1996; Matsumoto et al. 1997; Irwin & Bregman 1999). The temperature obtained with BeppoSAX for the hotter component is remarkably consistent with that measured on other early type galaxies, whereas the typical temperature of the soft component is slightly lower than usual (Matsumoto et al. 1997; Irwin & Bregman 1999), although consistent with that measured by ASCA in at least one case (NGC 4392; Matsumoto et al. 1997). The fact that at least 50% of the soft X-rays originate in discrete sources (see Sect. 3.2) is in agreement with the results on M 31 (Primini et al. 1993; Irwin & Bregman 1999; Trincheri et al. 1999). On the other hand, Brandt et al. (1996) report a diffuse emission using the ROSAT/HRI on scales of 5$`\mathrm{}`$ along the plane of NGC 4945, which is consistent with our reanalysis of the same data. Obviously, there is no way in this scenario to produce a neutral iron line with $`>`$1 keV EW. Actually, such lines have never been observed in the integrated spectra of early type galaxies (Matsushita et al. 1994; Matsumoto et al. 1997). The origin of the line must therefore be connected with the nuclear activity.
Recent studies suggest a possible alternative interpretation. In M 82 and NGC 253 (Cappi et al. 1999b), the intermediate X-rays are dominated by hot gas with $`\mathrm{kT}`$6–9 keV, probably associated with starburst superwind outflows protruding from the galaxy disks. The observed iron abundances are strongly sub-solar. If this scenario is viable also for NGC 4945, these abundances can explain the lack of detection of fluorescent emission from highly ionized iron. The presence of a wind-blown cavity (Moorwood et al. 1996) strongly supports the existence of a starburst superwind in NGC 4945. Again, high resolution imaging with Chandra and XMM will provide invaluable contributions to resolve this issue.
### 5.4 The iron line: signature of the nuclear absorber?
The spectral fits do not require the presence of any component associated with Compton-reflection from the inner side of the putative molecular torus surrounding the nuclear region, as observed in NGC 1068 (Matt et al. 1997) or Circinus Galaxy (Matt et al. 1999a). This rules out the most straightforward interpretation for the origin of the prominent ($`\mathrm{EW}1`$ keV) K<sub>α</sub> fluorescent iron line. The centroid energy and intrinsic narrowness imply an origin from neutral or mildly ionized iron (Fe$`<`$xx). This is not in principle inconsistent with the line being produced in the same lukewarm medium responsible, in scenario a), for the almost energy-independent scattering of the primary nuclear radiation. However, given also the problems of the scenario a), an appealing alternative explanation is that the line is produced in transmission by the same thick absorbing medium covering the nucleus (Leahy et al. 1989). Matt et al. (2000) compare the observed EW in the whole sample of the Compton-thick Seyfert 2 galaxies observed by BeppoSAX with the values expected in the pure transmission scenario, as calculated by the Matt et al. (1999b). In NGC4945, the observed EW is consistent with the model predictions, suggesting that the iron line is indeed due to transmission by the same absorbing matter covering the nucleus. It is interesting to compare this outcome with that for the Circinus Galaxy, where the observed value ($``$60 eV against the total continuum; Matt et al. 2000) is more than one order of magnitude higher than expected from the column density of the absorbing matter ($`4\times 10^{24}`$ cm<sup>-2</sup>). In Circinus Galaxy a Compton reflection continuum is required to fit the broadband X-ray spectrum (Matt et al. 1999a), most likely providing the dominant contribution to the iron line. The difference between the NGC4945 and Circinus Galaxy case may be due to the geometry of the absorbing matter, allowing in the latter the direct view of the farthest side of the molecular torus encompassing the nucleus. The reader is referred to Matt et al. (2000) for a more extensive discussion of this issue.
## 6 Conclusions
The main results of this paper can be summarized as follows:
* the 0.1-5 keV image profile is extended along the plane of the host galaxy. The extension is symmetric within the innermost 5$`\mathrm{}`$, but at larger radii only the SE MECS profile shows a broader tail. This asymmetry is due to two discrete galactic sources which are present both in the soft X-ray ROSAT/PSPC and in the intermediate X-ray MECS/BeppoSAX fields. The profile perpendicular to the galaxy plane is possibly also extended within $`\pm `$3$`\mathrm{}`$, although this result is made more uncertain by possible residual inaccuracies in the BeppoSAX attitude reconstruction
* we measure the best high-energy (i.e.: $`>`$10 keV) spectrum so far. Along with the lack of significant extension in the MECS emission above 7 keV, the spectral fitting confirms the idea that the emission above 10 keV is dominated by a nuclear non-thermal continuum, seen through an absorbing screen of $`\mathrm{N}_\mathrm{H}`$ a few $`10^{24}`$ cm<sup>-2</sup>. A flux variability with a dynamical range $``$60% and extrapolated doubling/halving timescales $`<`$ a few $`10^4`$ s (similar to that discovered by Iwasawa et al. 1993 with Ginga) is not associated with any spectral changes, suggesting that it echoes a, possibly more extreme, variability of the intrinsic nuclear continuum
* from our estimate of the intrinsic nuclear power, we conclude that the energy output in NGC 4945 is likely to be dominated by the AGN, not by the starburst as suggested by infrared diagnostic (Genzel et al. 1998). NGC 4945 is therefore another indication that absorbed AGN (and, possibly, also the so far elusive type 2 quasars) should be better searched in X-rays rather in the optical/infrared band
* the prominent iron line is consistent with K<sub>α</sub> fluorescence from neutral or mildly ionized iron ($`<`$Fexx). There is no evidence for blending or intrinsic broadening at a level higher than 200 eV. The bulk of the line (along with the continuum above 7 keV) is produced within about 1$`\mathrm{}`$, strongly supporting a nuclear origin. The most likely explanation is fluorescence in the same absorbing medium, responsible for the nuclear absorption, provided its covering fraction is lower than one
* the broadband 0.1–200 keV spectrum can be fitted with several statistically equivalent models. However, the most consistent explanation is in the framework of the two thermal components template, already employed to fit the integrated bulge emission of early type galaxies, where the bulk of the soft X-rays and a sizeable fraction of the intermediate X-rays are believed to be produced by unresolved discrete sources (mainly binaries). Alternatively, the extended emission above 1 keV might be associated with a hot superwind-driven outflow, as already observed in nearby starburst galaxies.
###### Acknowledgements.
The BeppoSAX satellite is a joint Italian-Dutch program. MG acknowledges an ESA Research Fellowship. WNB gratefully acknowledges the support of NASA LTSA grant NAG5-8107. GM acknowledges financial support from ASI and from MURST (grant cofin98–02–32). The authors acknowledge help from L.Chiappetti for the MECS data analysis, and useful comments from A.Marconi and G.C.Perola. This research has made use of the NASA/IPAC Extragalactic Database, which is operated by the Jet Propulsion Laboratory under contract with NASA, and of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center. |
warning/0001/cond-mat0001235.html | ar5iv | text | # A microscopic model for d-wave charge carrier pairing and non-Fermi-liquid behavior in a purely repulsive 2D electron system
## I Introduction
The microscopic understanding of the effect of charge carrier doping on spin$`\frac{1}{2}`$ antiferromagnetic (AFM) Mott insulators is the central issue of the high-temperature superconducting cuprates. Many puzzling experimental features of these systems suggest that a fundamental law of nature remains to be recognized. Extremely low doping ( $`\delta 0.020.05`$ charge carriers per site) leads to a complete destruction of the long-range AFM order, and a transition to an unusual non-Fermi-liquid metal. This unusual metal becomes superconducting, with the transition temperature $`\mathrm{T}_\mathrm{c}`$ strongly dependent on the doping $`\delta `$. The maximum $`\mathrm{T}_\mathrm{c}`$ is reached for dopings around $`\delta =0.15`$. For higher dopings the critical temperature decreases to zero, and in the overdoped region a crossover towards a (non-superconducting) Fermi-liquid takes place. Two central questions require resolution. The first one concerns the nature of the charge carriers responsible for this non-Fermi-liquid metallic behavior. This is a fundamental issue, since it lies outside the framework of Landau’s Fermi-liquid theory and it necessitates understanding the appearance of non-quasiparticle-like charge carriers in a system of interacting electrons. The second question concerns the nature of strong attractive pairing between these charge carriers, given the purely repulsive interaction between the constituent electrons. In conventional superconductors, the pairing attraction is due to overscreening of the electron-electron Coulomb repulsion by the ionic lattice. In the case of the high-temperature superconducting cuprates, it has been suggested that pairing is an intrinsic property of the electron gas itself mediated by AFM spin-fluctuations of the doped system. Accordingly, the challenge is to identify a strong attractive force based purely on repulsive Coulomb interactions. In this paper, we derive such a force and demonstrate that it leads to d-wave pairing of charge carrying holes introduced by doping a quantum, spin-$`\frac{1}{2}`$, Mott-Hubbard antiferromagnet.
The simplest model Hamiltonians used to investigate the cuprate physics are the Hubbard model and the closely related t-J model. Unlike the 1D problem, an exact solution for the 2D Hubbard Hamiltonian is not known. As a result, various approximations are necessary. Although the application of the mean-field theory has been severely criticized in this context, it provides a valuable reference point for incorporating fluctuation effects. Moreover, even for the 1D Hubbard model, essential features of the exact solution may be recaptured by judiciously incorporating fluctuation and tunneling effects into mean-field theory. The most straightforward mean-field theory is the Hartree-Fock Approximation (HFA). At half-filling ($`\delta =0`$) the HFA predicts an AFM Mott insulator ground-state. As the system is doped, HFA suggests that charge carrier holes in the AFM background assemble in charged stripes, which are quasi-one-dimensional structures. A large effort has been devoted to studying these charged stripes and relating them to certain features of the cuprates.
Recently, a more fundamental investigation of the many-electron problem has suggested the possibility of an alternative model Hamiltonian for the cuprate physics. This model Hamiltonian, called the spin-flux model, suggests that the long-range Coulomb interaction between spin-$`\frac{1}{2}`$ electrons leads to qualitative new physics, not apparent in the conventional Hubbard model (see Section 2). The results of the Hartree-Fock study of this spin-flux model are summarized in Section 3. They suggests that the undoped parent compound is also an AFM Mott insulator. However, unlike the conventional Hubbard model, the one-electron dispersion relations of the AFM mean-field in the spin-flux model match those measured experimentally through angle-resolved photo-emission for undoped cuprates. A proper description of the highest occupied electronic states (as provided by the spin-flux model), is crucial to considerations of doping. The spin-flux model and the conventional Hubbard model differ dramatically in this regard. At the HF level, the doping holes added to the AFM background of the spin-flux model are trapped in the core of antiferromagnetic spin vortices. This composite object (meron-vortex) is a bosonic charged collective mode of the many-electron system (the total spin of the magnetic vortex is zero). The reversal of the spin-charge connection provides a microscopic basis for non-Fermi-liquid behavior.
A magnetic vortex is strongly attracted to an antivortex. This attraction increases logarithmically with the distance between the vortex cores, and is stronger than the unscreened Coulomb repulsion between the charge meron-vortex cores. In effect, the increase in Coulomb energy between a given pair of holes is more than offset by the lowering in exchange energy between the background electrons as their vortices approach each other from far away. As the inter-vortex distance increases, more and more spins are rotated out of their AFM background orientation and the total energy of the system increases. Thus, even at the HF level, the spin-flux model provides a fundamental underpinning for the origin of both non-Fermi-liquid behavior, and strong pairing between the charge carriers.
While providing a good starting point, the Hartree-Fock Approximation also has serious shortcomings. For instance, the ground-state wavefunction in the presence of doping is non-homogeneous (the static meron-vortices of the spin-flux model, or the charged stripes of the conventional Hubbard model, break translational symmetry). Physically, one expects that these charge carriers can move along the planes, resulting in a wavefunction which preserves the translational symmetry of the original Hamiltonian. Quantum dynamics of the charge carriers also determines whether the doped ground-state is really a metal. Charge carriers in the optimally doped cuprates are quite mobile excitations, although their scattering rates are radically different from electrons in a conventional Fermi liquid.
A consistent way of treating the quantum dynamics of the charge carriers is provided by the Configuration Interaction (CI) Method, described in Section 4. Here, a linear combination of HF wavefunctions is used in order to restore the various broken symmetries. For instance, in a doped system the CI wavefunction is chosen to be a linear combination of HF wavefunctions with the charge carrier localized at different sites. Certain types of charge carriers can lower their total energy substantially by quantum mechanically hopping from one site to the next. We tested the accuracy of the CI method against the exact solution of the one-dimensional Hubbard model in Reference 3. In the 1D Hubbard model the CI method describes the quantum dynamics of charged domain wall solitons in the AFM background. By including these effects as fluctuation corrections to the Hartree-Fock mean-field theory, the CI method provides excellent agreement with the exact Bethe Ansatz solution for the ground-state energy of the doped 1D Hubbard chain, over the entire $`U/t`$ range. The CI method also leads to a clear demonstration of the spin-charge separation in 1D. Addition of one doping hole to the half-filled antiferromagnetic chain results in the appearance of two different carriers: a charged bosonic domain-wall (which carries the charge but no spin) and a neutral spin-1/2 domain wall (which carries the spin but no charge). This study demonstrates the effectiveness of the CI method. In this paper we use the CI method to investigate dynamics of the charged meron-vortices in the spin-flux model. Throughout this paper we exploit and refer to the analogy between the charge excitations of the 1D Hubbard model and the 2D spin-flux model, apparent in the CI approach. The CI results for the spin-flux model (presented in Section 4) confirm that the meron-vortices are very mobile, suggesting that a collection of such mobile bosonic charge carriers is a non-Fermi-liquid metal. The CI method also allows us to identify the rotational symmetry of the meron-antimeron pair wavefunction to be d-wave for the most stable pairs. An energetically more expensive metastable s-wave pairing is also possible. The possibility of spin-charge separation in 2D is elucidated. A summary of the results, their interpretation and conclusions is provided in Section 5.
## II The spin-flux model
The effective 2D Hamiltonian that we use to describe the strongly correlated electrons residing in the $`O(2p)Cu(3d_{x^2y^2})`$ orbitals of the isolated CuO<sub>2</sub> plane is the tight-binding model:
$$=\underset{i,j,\sigma }{}(t_{ij}c_{i\sigma }^{}c_{j\sigma }+h.c.)+\underset{i,j}{}V_{ij}n_in_j$$
(1)
where $`c_{i\sigma }^{}`$ creates an electron at site $`i`$ with spin $`\sigma `$, $`t_{ij}`$ is the hopping amplitude from site $`j`$ to site $`i`$ on the square lattice, $`n_i\underset{\sigma =1}{\overset{2}{}}c_{i\sigma }^{}c_{i\sigma }`$ is the total number of electrons at site $`i`$, and $`V_{ij}`$ is the Coulomb interaction between electrons at sites $`i`$ and $`j`$. The dominant terms are the nearest-neighbor hopping $`t_{ij}=t_0`$ and the on-site Coulomb repulsion $`V_{ii}=U/2`$. If only these two terms are considered, and we shift the chemical potential by $`U`$, this reduces to the well-known Hubbard model. The neglect of all longer range Coulomb interaction ($`V_{ij}=0`$, if $`ij`$), in the Hubbard model, is based on the Fermi-liquid theory notion of screening of the effective electron-electron interaction. However, Fermi liquid theory fails to explain many of the crucial features of the high-T<sub>c</sub> cuprates. In our description, we include the nearest-neighbor Coulomb repulsion, which we assume is on the energy scale of $`t`$. This leads to the generation of spin-flux, an entirely new type of broken symmetry in the many-electron system, which we show leads naturally to bosonic charge carriers in the form of meron-vortices, non-Fermi-liquid behavior and a strong attractive pairing force between holes in the AFM background. In order to extract the relevant physics from our starting Hamiltonian,
$$=t_0\underset{i,j\sigma }{}(c_{i\sigma }^{}c_{j\sigma }+h.c.)+U\underset{i}{}n_in_i+V\underset{i,j}{}n_in_j$$
(2)
we introduce bilinear combination of electron operators $`\mathrm{\Lambda }_{ij}^\mu c_{i\alpha }^{}\sigma _{\alpha \beta }^\mu c_{j\beta }`$, $`\mu =0,1,2,3`$, for $`ij`$ (summation over multiple indexes is assumed). Here $`\sigma ^0`$ is the $`2\times 2`$ identity matrix and $`\stackrel{}{\sigma }(\sigma ^1,\sigma ^2,\sigma ^3)`$ are the usual Pauli spin matrices. The notation $`i,j`$ means that the sites $`i`$ and $`j`$ are nearest neighbors. The quantum expectation value $``$ of the $`\mathrm{\Lambda }_{ij}^\mu `$ operators are associated with charge-currents ($`\mu =0`$) and spin-currents ($`\mu =1,2,3`$). Non-vanishing charge currents lead to appearance of electromagnetic fields, which break the time-reversal symmetry of the Hamiltonian. Experimentally, this does not occur in the cuprates. In the following, we adopt the ansatz that there is no charge current in the ground state $`\mathrm{\Lambda }_{ij}^0=0`$ but circulating spin-currents may arise and take the form $`\mathrm{\Lambda }_{ij}^a=\frac{2t_0}{V}i\mathrm{\Delta }_{ij}\widehat{n}_a,a=1,2,3`$, where $`|\mathrm{\Delta }_{ij}|=\mathrm{\Delta }`$ for all $`i`$ and $`j`$, and $`\widehat{n}`$ is a unit vector. These spin-currents provide a transition state to the spin-flux mean-field that we use in this paper.
Using the Pauli spin-matrix identity, $`\frac{1}{2}\sigma _{\alpha \beta }^\mu (\sigma _{\alpha ^{}\beta ^{}}^\mu )^{}=\delta _{\alpha \alpha ^{}}\delta _{\beta \beta ^{}}`$, it is possible to rewrite the nearest-neighbor electron-electron interaction terms as $`n_in_j=2n_i\frac{1}{2}\mathrm{\Lambda }_{ij}^\mu (\mathrm{\Lambda }_{ij}^\mu )^+`$. If we neglect fluctuations in the spin-currents, we can use the mean-field factorization, $`\mathrm{\Lambda }_{ij}^\mu (\mathrm{\Lambda }_{ij}^\mu )^+\mathrm{\Lambda }_{ij}^\mu (\mathrm{\Lambda }_{ij}^\mu )^++\mathrm{\Lambda }_{ij}^\mu \mathrm{\Lambda }_{ij}^\mu ^{}\mathrm{\Lambda }_{ij}^\mu \mathrm{\Lambda }_{ij}^\mu ^{}`$. Thus, the quartic nearest-neighbor Coulomb interaction term is reduced to a quadratic term that is added to the hopping term leading to the effective Hamiltonian:
$$=t\underset{\genfrac{}{}{0pt}{}{i,j}{\alpha \beta }}{}(c_{i\alpha }^{}T_{\alpha \beta }^{ij}c_{j\beta }+h.c.)+U\underset{i}{}n_in_i.$$
(3)
Here, $`T_{\alpha \beta }^{ij}(\delta _{\alpha \beta }+i\mathrm{\Delta }_{ij}\widehat{n}\stackrel{}{\sigma }_{\alpha \beta })/\sqrt{1+\mathrm{\Delta }^2}`$ are spin-dependent $`SU(2)`$ hopping matrix elements defined by the mean-field theory, and $`t=t_o\sqrt{1+\mathrm{\Delta }^2}`$. In deriving (3) we have dropped constant terms which simply change the zero of energy as well as terms proportional to $`\underset{i}{}n_i`$ which simply change the chemical potential. It was shown previously that the ground state energy of the Hamiltonian of Eq.(3) depends on the SU(2) matrices $`T^{ij}`$ only through the plaquette matrix product $`T^{12}T^{23}T^{34}T^{41}\mathrm{exp}(i\widehat{n}\stackrel{}{\sigma }\mathrm{\Phi })`$. Here, $`\mathrm{\Phi }`$ is the spin-flux which passes through each plaquette and $`2\mathrm{\Phi }`$ is the angle through which the internal coordinate system of the electron rotates as it encircles the plaquette. Since the electron spinor wavefunction is two-valued, there are only two possible choices for $`\mathrm{\Phi }`$. If $`\mathrm{\Phi }=0`$ we can set $`T_{\alpha \beta }^{ij}=\delta _{ij}`$ and the Hamiltonian (3) describes conventional ordered magnetic states of the Hubbard model. The other possibility is that a spin-flux $`\mathrm{\Phi }=\pi `$ penetrates each plaquette, leading to $`T^{12}T^{23}T^{34}T^{41}=1`$. This means that the one-electron wavefunctions are antisymmetric around each of the plaquettes, i.e. that as an electron encircles a plaquette, its wavefunction in the internal spin space of Euler angles rotates by $`2\pi `$ in response to strong interactions with the other electrons. In effect, the electron performs an internal “somersault” as it traverses a closed path in the CuO<sub>2</sub> plane. This spin-flux phase is accompanied by a AFM local moment background (with reduced magnitude relative to the AFM phase of the conventional Hubbard model). In the spin-flux phase, the kinetic energy term in (3) exhibits broken symmetry as though a spin-orbit interaction has been added. However, it is distinct from the smaller, conventional spin-orbit effects which give rise to anisotropic corrections to superexchange interactions between localized spins in the AFM. In the presence of charge carriers this mean-field is unstable to the proliferation of topological fluctuations (magnetic solitons) which eventually destroy AFM long range order. In this sense, the analysis which we present below goes beyond simple mean field theory. The quantum dynamics of these magnetic solitons described by the Configuration Interaction (CI) method, corresponds to tunneling effects not contained in the Hartree-Fock approximation. For simplicity, throughout this paper we assume that the mean-field spin-flux parameters $`T^{ij}`$ are given by the simplest possible choice $`T^{12}=1,T^{23}=T^{34}=T^{41}=1`$ (see Fig. 1). In order to go beyond a mean-field description of the spin-flux, these matrices may also be treated as dynamical variables. In this paper, we go beyond mean-field theory in describing the antiferromagnetic degrees of freedom but restrict ourselves to a mean-field model of the spin-flux.
## III Hartree-Fock results for the spin-flux model
The Configuration Interaction Method utilizes a linear combination of judiciously chosen Hartree-Fock wavefunctions. In this section, we provide a short review of the relevant Hartree-Fock results for the spin-flux model. A full comparison between the HFA for the spin-flux model and the conventional Hubbard model has been published elsewhere.
### A The Static Hartree-Fock Approximation
One of the most widely used approximations for the many-electron problem is the Static Hartree-Fock Approximation (HFA). In this approximation the many-body problem is reduced to one-electron problems in which each electron moves in a self-consistent manner depending on the mean-field potential of the other electrons in the system. While this method is insufficient, by itself, to capture all of the physics of low dimensional electronic systems with strong correlations, it provides a valuable starting point from which essential fluctuation corrections can be included. In particular, we use the Hartree-Fock method to establish the electronic structure and the static energies of various magnetic soliton structures. In the more general Configuration Interaction (CI) variational wavefunction, the solitons acquire quantum dynamics and describe large amplitude tunneling and fluctuation effects that go beyond mean field theory.
In the HF approximation, the many-body wavefunction $`|\mathrm{\Psi }`$ is decomposed into a Slater determinant of effective one-electron orbitals. The one-electron orbitals are found from the condition that the total energy of the system is minimized
$$\delta \frac{\mathrm{\Psi }||\mathrm{\Psi }}{\mathrm{\Psi }|\mathrm{\Psi }}=0$$
(4)
In order to approximate the ground state of the spin-flux Hamiltonian (3), we consider a Slater determinant trial-wavefunction of the form
$$|\mathrm{\Psi }=\underset{p=1}{\overset{N_e}{}}a_p^{}|0,$$
(5)
where $`|0`$ is the vacuum state, $`N_e`$ is the total number of electrons in the system and the one-electron states are given by
$$a_n^{}=\underset{i\sigma }{}\varphi _n(i,\sigma )c_{i\sigma }^{}$$
(6)
Here, the one-particle wave-functions $`\varphi _n(i,\sigma )`$ form a complete and orthonormal system.
Using the wavefunction (5) in equation (4), and minimizing with respect to the one-particle wavefunctions $`\varphi _n(i,\sigma )`$, we obtain the Hartree-Fock eigen-equations:
$$E_n\varphi _n(i,\alpha )=t\underset{jV_i,\beta }{}T_{\alpha \beta }^{ij}\varphi _n(j,\beta )$$
$$+U\underset{\beta }{}\left(\frac{1}{2}\delta _{\alpha \beta }Q(i)\stackrel{}{\sigma }_{\alpha \beta }\stackrel{}{S}(i)\right)\varphi _n(i,\beta )$$
(7) where $`(\sigma _x,\sigma _y,\sigma _z)`$ are the Pauli spin matrices and the charge density,
$$Q(i)=\mathrm{\Psi }|c_{i\alpha }^{}c_{i\alpha }|\mathrm{\Psi }=\underset{p=1}{\overset{N_e}{}}|\varphi _p(i,\alpha )|^2,$$
(8)
and the spin density,
$$\stackrel{}{S}(i)=\mathrm{\Psi }|c_{i\alpha }^{}\frac{\stackrel{}{\sigma }_{\alpha \beta }}{2}c_{i\beta }|\mathrm{\Psi }=\underset{p=1}{\overset{N_e}{}}\varphi _p^{}(i,\alpha )\frac{\stackrel{}{\sigma }_{\alpha \beta }}{2}\varphi _p(i,\beta ),$$
(9)
must be computed self-consistently. The notation $`jV_i`$ appearing in (7) means that the sum is performed over the sites $`j`$ which are nearest-neighbors of the site $`i`$. The self-consistent Hartree-Fock equations (7,8,9) must be satisfied by the occupied orbitals $`p=1\mathrm{}N_e`$, but can also be used to compute the empty (hole) orbitals.
The ground-state energy of the system in the HFA is given by
$$E_{GS}=\mathrm{\Psi }||\mathrm{\Psi }=\underset{p=1}{\overset{N_e}{}}E_pU\underset{i}{}\left(\frac{1}{4}Q(i)^2\stackrel{}{S}(i)^2\right)$$
(10)
where the single particle energies are obtained from (7).
The approximation scheme described above is called the Unrestricted Hartree-Fock Approximation, because we did not impose constraints on the wavefunction $`|\mathrm{\Psi }`$ which would require it to be an eigenfunction of various symmetry operations which commute with the Hamiltonian (3). If these symmetries are enforced, the method is called the Restricted Hartree-Fock Approximation. We use the Unrestricted HFA since it leads to lower energies. The breaking of symmetries in our case implies that electronic correlations are more effectively taken into account. The restoration of these symmetries is deferred until the CI wavefunction is introduced.
In the undoped (half-filled) case, the self-consistent Hartree-Fock equations can be solved analytically for the infinite system, using plane-wave one-particle wave-functions. In the unrestricted Hartree-Fock approach, doping the system leads to the appearance of inhomogeneous solutions, which break the translational invariance. In this case, we solve the unrestricted self-consistent Hartree-Fock equations numerically on a finite lattice. Starting with an initial spin and charge distribution $`\stackrel{}{S}(i)`$ and $`Q(i)`$, we numerically solve the eigenproblem (7) and find the HF eigenenergies $`E_n`$ and wavefunctions $`\varphi _n(i,\alpha )`$. These are used in Eqs. (8) and (9) to calculate the new spin and charge distribution, and the procedure is repeated until self-consistency is reached. Numerically, we define self-consistency by the condition that the largest variation of any of the charge or spin components on any of the sites of the lattice is less that $`10^9`$ between successive iterations.
### B The undoped ground state
For the undoped system, the Hartree-Fock equations (7) for an infinite system are easily solved. In the cuprates, long-range AFM order is experimentally observed. Accordingly, we choose a spin distribution at the site $`i=\stackrel{}{e}_xi_xa+\stackrel{}{e}_yi_ya`$ of the form $`\stackrel{}{S}(i)=(1)^{(i_x+i_y)}S\stackrel{}{e}`$, where $`\stackrel{}{e}`$ is the unit vector of some arbitrary direction, while the charge distribution is $`Q(i)=1`$. In the spin-flux phase, it is convenient to choose a square unit cell, in order to simplify the description of the $`T^{ij}`$ phase-factors. We make the simplest gauge choice compatible with the spin-flux condition for the $`T`$-matrices, namely that $`T^{12}=T^{23}=T^{34}=T^{41}=1`$ (see Fig. (1)). This leads to the reduced square Brillouin zone $`\pi /2ak_x\pi /2a,\pi /2ak_y\pi /2a`$. From the Hartree-Fock equations we find two electronic bands, characterized by the dispersion relations:
$$E_{sf}^{(\pm )}(\stackrel{}{k})=\pm E_{sf}(\stackrel{}{k})=\pm \sqrt{ϵ_{sf}^2(\stackrel{}{k})+(US)^2}$$
(11)
where each level is four-fold degenerate and $`ϵ_{sf}(\stackrel{}{k})=2t\sqrt{\left(\mathrm{cos}(k_xa)\right)^2+\left(\mathrm{cos}(k_ya)\right)^2}`$ are the noninteracting electron dispersion relations in the presence of spin-flux. The HF ground-state energy of the spin-flux AFM background is given by (see Eq. (10)):
$$E_{GS}^{sf}=4\underset{\stackrel{}{k}}{}E_{sf}(\stackrel{}{k})+N^2U\left(S^2+\frac{1}{4}\right)$$
(12)
where the AFM local moment amplitude is determined by the self-consistency condition (9)
$$S=\frac{2}{N^2}\underset{\stackrel{}{k}}{}\frac{US}{E_{sf}(\stackrel{}{k})}.$$
(13)
At half-filling the valence band ($`E_{sf}^{()}(k)<0`$) is completely filled, the conduction band ($`E_{sf}^{(+)}(k)>0`$) is completely empty, and a Mott-Hubbard gap of magnitude $`2US`$ opens between the valence and the conduction bands. The ground-state of the undoped spin-flux model is an AFM Mott insulator. It is interesting to note that the quasi-particle dispersion relation obtained in the presence of the spin-flux (Eq. (11)) closely resembles the dispersion as measured through angle-resolved photo-emission spectroscopy (ARPES) in a compound such as Sr<sub>2</sub>CuO<sub>2</sub>Cl<sub>2</sub> (see Fig. 2). There is a a large peak centered at $`(\pi /2,\pi /2)`$ with an isotropic dispersion relation around it, observed on both the $`(0,0)`$ to $`(\pi ,\pi )`$ and $`(0,\pi )`$ to $`(\pi ,0)`$ lines. The spin-flux model in HFA exhibits another smaller peak at $`(0,\pi /2)`$ which is not resolvable in existing experimental data. This minor discrepancy may be due to next nearest neighbor hopping or other aspects of the electron-electron interaction which we have not yet been included in our model. The quasi-particle dispersion relation of the conventional Hubbard model ($`T^{12}=T^{23}=T^{34}=T^{41}=1`$) has a large peak at $`(\pi /2,\pi /2)`$ on the $`(0,0)`$ to $`(\pi ,\pi )`$ line (see Fig. 2), but it is perfectly flat on the $`(0,\pi )`$ to $`(\pi ,0)`$ line (which is part of the large nested Fermi surface of the conventional 2D Hubbard model). Also, it has a large crossing from the upper to the lower band-edge on the $`(0,0)`$ to $`(0,\pi )`$ line. This dispersion relation is very similar to that of the $`tJ`$ model (see Ref. 17).
While both the conventional and spin-flux model predict AFM insulators at half-filling (at least at the HF level), the spin-flux also provides a much better agreement with the dispersion relations, as measured by ARPES. As in the 1D case, the effect of doping is the appearance of discrete levels deep inside the Mott-Hubbard gap. These levels are drawn into the gap from the top (bottom) of the undoped valence (conduction) bands. Accordingly, the type of excitations created by doping depends strongly on topology of the electronic structure near the band edges.
### C Charged solitons in the doped insulator: the spin-bag and the meron-vortex
#### 1 The spin-bag
If we introduce just one hole in the plane, the self-consistent HFA solution is a conventional spin-polaron or “spin-bag” (see Fig. 3a). This type of excitation is the 2D analog of the 1D spin-polaron. The doping hole is localized around a particular site, leading to the appearance of a small ferromagnetic core around that site. The spin and charge distribution at the other sites are only slightly affected. In fact, the localization length of the charge depends on $`U/t`$, and becomes very large as $`US0`$, since in this limit the Mott-Hubbard gap closes. For intermediate and large $`U/t`$, the doping hole is almost completely localized on the five sites of the ferromagnetic core.
The spin-bag is a charged fermion, as can be seen by direct inspection of its charge and spin distributions. This is also confirmed by its electronic structure (see Fig.3b). Thus, the 2D spin-bag is indeed the analog of the 1D spin-polaron.
#### 2 The meron-vortex
The 2D analog of the 1D charged domain wall is the meron-vortex (see Fig. 4). Like the 1D domain-wall, the meron-vortex is also a topological excitation, characterized by a topological (winding) number $`\pm 1`$ (the spins on each sublattice rotate by $`\pm 2\pi `$ on any closed contour surrounding the center of the meron). As such, a single meron-vortex cannot be created in an extended AFM background with cyclic boundary conditions by the introduction of a single hole (just as a single isolated charged domain wall cannot be created on an AFM (even) chain with cyclic boundary conditions, by the introduction of a single hole). From a topological point of view, this is so because the AFM background has a winding number 0, and the winding number must be conserved, unless topological excitations migrate over the boundary into the considered region. However, excitations can be created in pairs of total topological number 0. In the 1D case, this means creation of pairs of domain walls, while in 2D this means the creation of vortex-antivortex pairs.
From Figs. 4(a) and 4(b) we can see that the meron-vortex is a charged boson. The total spin of such a configuration is zero, while it carries the doping charge trapped in the vortex core. Moreover, from its electronic spectrum (Fig. 4b) we can see that only the extended states of the valence band are occupied. They are the only ones contributing to the total spin. Since only one state is drawn from the valence band into the gap, to become a discrete bound level, it appears that an odd (unpaired) number of states remains in the valence band. However, one must remember that for topological reasons, merons must appear in vortex-antivortex pairs. Therefore, the valence band has an even number of (paired) levels, and the total spin is zero. This argument for the bosonic character of the meron-vortex is identical to that for the charged domain wall in polyacetylene.
Unlike in the 1D case, we cannot directly compare the excitation energy of the spin-bag with the excitation energy of the meron-vortex. The reason is that the excitation energy of the latter increases logarithmically with the size of the sample, and therefore an isolated meron-vortex is always energetically more expensive than a spin-bag. However, topology requires that merons and antimerons are created in pairs. The excitation energy of such a meron-antimeron pair is finite, allowing a meaningful comparison between excitation energies of a pair of spin-bags and a meron-antimeron pair.
#### 3 The meron-antimeron pair
In Figs. 5(a) and 5(b) we show the self-consistent spin and charge distributions for the lowest energy self-consistent HF configuration found when we add 2 holes to the AFM background, in the spin-flux model, for $`U/t=5`$. This configuration consists of a meron and an antimeron centered on second nearest-neighbor sites. As a result of interactions, the cores of the vortices are somewhat distorted. If the vortices were uncharged, vortex-antivortex pair annihilation would be possible. However, for charged vortices, the fermionic nature of the underlying electrons prevents two holes from being localized at the same site, in spite of the bosonic character of the collective excitation.
A very interesting feature of this configuration is the strong topological attraction between the vortex and the antivortex. The closer the two cores are to each other, the smaller is the region in which the spins are rotated out of their background AFM orientation by the vortices, and therefore the smaller is the excitation energy of the pair. Since the holes are localized in the cores of the vortices, this topological attraction between vortices is an effective attraction between holes in the purely repulsive 2D electron system. This effect is unique to the spin-flux phase. In the conventional Hubbard model, vortices are not stable excitations. The vortex-antivortex attraction increases as the logarithm of the distance between the cores. Therefore, the pair of vortices should remain bound even if full unscreened $`1/r`$ Coulomb repulsion exists between the charged cores, providing a compelling scenario for the existence of strongly bound pre-formed pairs in the underdoped regime.
There is another possible self-consistent state for the system with two holes, consisting of two spin-bags far from each other (such that their localized wave functions do not overlap). The excitation energy of such a pair of spin-bags is simply twice the excitation energy of a single spin-bag. When this excitation energy is compared to the excitation energy of the tightly bound meron-antimeron pair, we find that it is higher by $`0.15t`$ (for $`U/t=5`$). In fact, for $`U/t<8`$ the HFA predicts that the meron-antimeron pair is the low-energy charged excitation, while for $`U/t>8`$, the spin-bag is the low-energy charge carrier. This is analogous with the situation in 1D, where the spin-bag was predicted to be the low energy excitation for $`U/t>6.5`$, in the HFA. As in 1D, however, we expect that this conclusion will be drastically modified once the charged solitons are allowed to move along the planes and the lowering of kinetic energy through translations is also taken into consideration.
We complete this review of the HF results by pointing out that the strong analogy between the 1D Hubbard model and the 2D spin-flux model is due to the similarity between the electronic structures at zero doping. As seen from Fig.2, the 2D spin-flux model has isotropic dispersion relations about the $`(\pi /2,\pi /2)`$ point. This acts as a Fermi point for the noninteracting system as it does in the 1D system. The two empty discrete levels drawn deep inside the Mott-Hubbard gap in the presence of the meron-vortex split from the $`(\pi /2,\pi /2)`$ peaks of the electron dispersion relation. The different topology of the large nested Fermi surface of the conventional Hubbard model leads to instability of the meron-antimeron pair. In fact, in the conventional Hubbard model doping holes assemble in charged stripes, as opposed to the liquid of meron-antimeron pairs which is the low-energy state of the doped spin-flux model.
## IV Configuration Interaction Method results for the 2D system
### A Configuration Interaction Method
The essence of the Configuration Interaction (CI) method is that the ground-state wavefunction, for a system with $`N_e`$ electrons, is not represented by just a single $`N_e\times N_e`$ Slater determinant (as in the HFA), but a judiciously chosen linear combination of such Slater determinants. Given the fact that the set of all possible Slater determinants (with all possible occupation numbers) generated from a complete set of one-electron orbitals constitute a complete basis of the $`N_e`$-particle Hilbert space, our aim is to pick out a subset of Slater determinants which captures the essential physics of the exact solution.
Consider the CI ground-state wavefunction given by
$$|\mathrm{\Psi }=\underset{i=1}{\overset{N}{}}\alpha _i|\mathrm{\Psi }_i$$
(14)
where each $`|\mathrm{\Psi }_i`$ is a distinct $`N_e\times N_e`$ Slater determinant and the coefficients $`\alpha _i`$ are chosen to satisfy the minimization principle:
$$\frac{\delta }{\delta \alpha _i}\left(\frac{\mathrm{\Psi }||\mathrm{\Psi }}{\mathrm{\Psi }|\mathrm{\Psi }}\right)=0i=1,N$$
(15)
This leads to the system of CI equations
$$\underset{j=1}{\overset{N}{}}_{ij}\alpha _j=E\underset{j=1}{\overset{N}{}}𝒪_{ij}\alpha _ji=1,N$$
(16)
where $`E=\mathrm{\Psi }||\mathrm{\Psi }/\mathrm{\Psi }|\mathrm{\Psi }`$ is the energy of the system in the $`|\mathrm{\Psi }`$ state , $`_{ij}=\mathrm{\Psi }_i||\mathrm{\Psi }_j`$ are the matrix elements of the Hamiltonian in the basis of Slater determinants $`\{|\mathrm{\Psi }_i,i=1,N\}`$, and $`𝒪_{ij}=\mathrm{\Psi }_i|\mathrm{\Psi }_j`$ are the overlap matrix elements of the Slater determinants (which are not necessarily orthogonal). The CI solution is easily found by solving the linear system of equations (16), once the basis of Slater determinants $`\{|\mathrm{\Psi }_i,i=1,N\}`$ is chosen. If we denote by $`\varphi _p^{(n)}(i,\sigma )`$ the $`p=1,\mathrm{},N_e`$ one-electron occupied orbitals of the Slater determinant $`|\mathrm{\Psi }_n`$, these matrix elements are given by:
$$𝒪_{nm}=\left|\begin{array}{ccc}\beta _{1,1}^{nm}& \mathrm{}& \beta _{1,N_e}^{nm}\\ \mathrm{}& & \mathrm{}\\ \beta _{N_e,1}^{nm}& \mathrm{}& \beta _{N_e,N_e}^{nm}\end{array}\right|$$
(17)
The matrix elements of the Hamiltonian (3) can be written as:
$$_{nm}=t𝒯_{nm}+U\underset{i}{}𝒱_{nm}(i)$$
(18)
where the expectation values of the hopping and on-site interaction terms are:
$$𝒯_{nm}=\underset{p=1}{\overset{N}{}}\left|\begin{array}{ccccc}\beta _{1,1}^{nm}& \mathrm{}& t_{1,p}^{nm}& \mathrm{}& \beta _{1,N_e}^{nm}\\ \mathrm{}& & \mathrm{}& & \mathrm{}\\ \beta _{N_e,1}^{nm}& \mathrm{}& t_{N_e,p}^{nm}& \mathrm{}& \beta _{N_e,N_e}^{nm}\end{array}\right|$$
and
$$𝒱_{nm}(i)=\underset{p_1p_2}{}\left|\begin{array}{ccccccc}\beta _{1,1}^{nm}& \mathrm{}& u_{1,p_1}^{nm}(i)& \mathrm{}& d_{1,p_2}^{nm}(i)& \mathrm{}& \beta _{1,N_e}^{nm}\\ \mathrm{}& & \mathrm{}& & \mathrm{}& & \mathrm{}\\ \beta _{N_e,1}^{nm}& \mathrm{}& u_{N_e,p_1}^{nm}(i)& \mathrm{}& d_{N_e,p_2}^{nm}(i)& \mathrm{}& \beta _{N_e,N_e}^{nm}\end{array}\right|_.$$
Here,
$$\beta _{ph}^{nm}=\underset{i\sigma }{}\varphi _h^{(n)}(i,\sigma )\varphi _p^{(m)}(i,\sigma ),$$
$$t_{p_1,p_2}^{nm}=\underset{\genfrac{}{}{0pt}{}{i,j}{\alpha \beta }}{}(\varphi _{p_1}^{(n)}(i,\alpha )T_{\alpha \beta }^{ij}\varphi _{p_2}^{(m)}(j,\beta )+h.c.),$$
$$u_{p_1,p_2}^{nm}(i)=\varphi _{p_2}^{(n)}(i)\varphi _{p_1}^{(m)}(i),$$
and
$$d_{p_1,p_2}^{nm}(i)=\varphi _{p_2}^{(n)}(i)\varphi _{p_1}^{(m)}(i).$$
We now consider the specific choice of the Slater determinant basis $`\{|\mathrm{\Psi }_i,i=1,N\}`$. Strictly speaking, one may choose an optimized basis of Slater determinants from the general variational principle:
$$\frac{\delta }{\delta \varphi _p^{(n)}(i,\sigma )}\left(\frac{\mathrm{\Psi }||\mathrm{\Psi }}{\mathrm{\Psi }|\mathrm{\Psi }}\right)=0n=1,N;p=1,N_e$$
(19)
However, implementation of this full trial-function minimization scheme (also known as a multi-reference self-consistent mean-field approach ) is numerically cumbersome even for medium-sized systems. Instead, we select the Slater determinant basis $`\{|\mathrm{\Psi }_i,i=1,N\}`$ from the set of broken symmetry, Unrestricted Hartree-Fock wavefunctions (5), their symmetry related partners and their excitations. Clearly, (5) satisfies (19) by itself, provided that the $`\alpha `$ coefficients corresponding to the other Slater determinants in Eq.(14) are set to zero (see Eq. (4)). Since this Unrestricted HF wavefunction is not translationally invariant (the doping hole is always localized somewhere on the lattice), we can restore the translational invariance of the CI ground-state wavefunction by also including in the basis of Slater determinants all the possible lattice translations of this Unrestricted HF wavefunction. Furthermore, if the self-consistent configuration is not rotationally-invariant (e.g. a meron-antimeron pair), all possible rotations must be performed as well. By rotation we mean changing the relative position of the meron and antimeron while keeping their center of mass fixed.
Clearly, all the translated HF Slater determinants lead to the same HF ground-state energy $`\mathrm{\Psi }_n||\mathrm{\Psi }_n=E_{GS}`$ as defined by Eq. (10). The CI method lifts the degeneracy between states with the hole-induced configuration localized at different sites (see Eq. (16)), thereby restoring translational invariance. We may identify the lowering in the total energy due to the lifting of this degeneracy as quantum mechanical kinetic energy of deconfinement which the doping-induced configuration saves through hopping along the lattice. In addition, quantum fluctuations in the internal structure of a magnetic soliton can be incorporated by including the lowest order excited state configurations of the static Hartree-Fock energy spectrum. Such wavefunctions are given by $`a_p^{}a_h|\mathrm{\Psi }`$, where $`p>N_e`$ labels an excited particle state and $`hN_e`$ labels the hole which is left behind (see Eq. (5)). Once again, all possible translations (and non-trivial rotations) of this “excited” configurations must be included in the full CI wavefunction. These additions can describe changes in the “shape” of the soliton as it undergoes quantum mechanical motion along the plane.
The CI method is described in more detail in Reference 3, where it is used to study the 1D Hubbard chain in order to gauge its accuracy by comparing its results with the exact Bethe ansatz solution. We showed that the CI method recaptures the essential physical features of the exact solution of the 1D Hubbard chain, such as spin-charge separation, as well as leading to remarkable agreement of ground state energies of doped chains for all values of $`U/t`$. The main difference between the 1D case and the 2D case is the computation time required. The computation time for one matrix element $`_{nm}`$ scales roughly like $`N^9`$, where $`N`$ is the number of sites. The number of configurations included in the CI set scales as $`N!/N_s!(NN_s)!`$ when $`N_s`$ solitons are present. For both an $`N`$-site chain and an $`N\times N`$ lattice, the HF “bulk” limit is reached for $`N10`$. In the 1D case we used chains with $`N=1025`$, and numerical calculations can be easily performed. However, in 2D the smallest acceptable system has 100 sites, leading to an enormous increase in the computation time. Nevertheless, our sample of results in 2D suggest a simple and clear physical picture which we describe below.
### B Spin-bag Dissociation: <br>Spin-Charge Separation in 2D
The charged spin-bag carries a spin of 1/2. Let $`|\mathrm{\Psi }_+,|\mathrm{\Psi }_{}`$ be the HF determinants for the spin-bag centered at any two nearest neighbor sites, respectively, and let $`\widehat{S}_z=_i\widehat{S}_z(i)=\frac{1}{2}_{i,\sigma }\sigma c_{i\sigma }^{}c_{i\sigma }`$ be the total spin operator in the $`z`$-direction. Then, $`\widehat{S}_z|\mathrm{\Psi }_+=\frac{1}{2}|\mathrm{\Psi }_+`$ while $`\widehat{S}_z|\mathrm{\Psi }_{}=\frac{1}{2}|\mathrm{\Psi }_{}`$ (or viceversa), since moving the center of the spin-bag by one site leads to a flip of its total spin (see Fig. 3(a)). Consequently, $`\mathrm{\Psi }_{}|\mathrm{\Psi }_+=0`$. Since the Hubbard Hamiltonian commutes with $`\widehat{S}_z`$, it follows that $`\mathrm{\Psi }_{}||\mathrm{\Psi }_+=0`$. From the CI equation (16) we conclude that there is no mixing between states with different total spin. As a result, it is enough to include in the CI set only those configurations with the spin bag localized on the same magnetic sublattice. Let us denote by $`|\mathrm{\Psi }_{(0,0)}`$ the initial static Hartree-Fock configuration, and by $`|\mathrm{\Psi }_{(n,m)}`$ the configuration obtained through its translation by $`n`$ sites in the x-direction and $`m`$ sites in the y-direction (cyclic boundary conditions are imposed). The condition that only configurations on the same sublattice are included means that $`n+m`$ must be an even number, and the cyclic boundary conditions mean that $`0nN1,0mN1`$, for a $`N\times N`$ lattice. As explained in detail in the 1D analysis, mixing configurations with the charged spin-bag localized at different sites and then subtracting out the contribution of the undoped AFM background allows us to calculate the dispersion band of the spin-bag itself:
$$E_{sb}(\stackrel{}{k})=E(\stackrel{}{k},N)N^2e_{GS}.$$
(20)
Here, the total energy of the lattice with the spin-bag
$$E(\stackrel{}{k},N)=\frac{\mathrm{\Psi }_\stackrel{}{k}||\mathrm{\Psi }_\stackrel{}{k}}{\mathrm{\Psi }_\stackrel{}{k}|\mathrm{\Psi }_\stackrel{}{k}}$$
and the CI wave-function
$$|\mathrm{\Psi }_\stackrel{}{k}=\underset{(n,m)}{}\mathrm{exp}\left(i(k_xn+k_y|m)a\right)\mathrm{\Psi }_{(n,m)}$$
are the solutions of the CI equations (16). The finite size of the lattice and cyclic boundary conditions restricts the calculation to $`\stackrel{}{k}`$-points of the form $`\stackrel{}{k}=\frac{2\pi }{Na}\left(\alpha \stackrel{}{e}_x+\beta \stackrel{}{e}_y\right)`$, where $`(\alpha ,\beta )`$ is any pair of integer numbers. As usual, only $`\stackrel{}{k}`$-points inside the first Brillouin zone need to be considered.
An analysis of the dependence of the spin-bag dispersion relation $`E_{sb}(\stackrel{}{k})`$ on the size $`N\times N`$ of the lattice is shown in Fig. 6, for the conventional Hubbard model (upper panel) and spin-flux model (lower panel), and $`U/t=5`$. We used 6x6, 8x8, 10x10 and (only for the spin-flux model) 12x12 lattices. The dispersion relation is plotted along lines of high symmetry of the full Brillouin zone. For comparison, we also show the excitation energy $`E_{sb}^{HF}`$ obtained in the static HFA as a full line. For both models, we see that the spin-bag dispersion band is almost converged, even though we used quite small lattices. The convergence is somewhat slower in the spin-flux case, as seen most clearly at the (0,0) point. Although the values obtained from the four lattices all differ at (0,0), the extremum values correspond to the 6x6 and the 8x8 lattices, while the values for the 10x10 and 12x12 lattices are indistinguishable. We conclude that the fit (20) is legitimate.
From Fig. 6 we also see that the dispersion relations for the spin-bag in the two different models are very different. The dispersion relations over the full 2D Brillouin zone are shown in Fig. 7, and they are seen to mimic the electronic dispersion relation of the underlying undoped AFM background, shown in Fig. 2. This is consistent with the quasi-particle nature of this charged spin-1/2 spin-bag. In the conventional Hubbard model, the undoped AFM background has a large nested Fermi surface along the $`(0,\pi )`$ to $`(\pi ,0)`$ line, and it is exactly along this line that the spin-bag dispersion band has a minimum. Similarly, the lowest energy of the spin-bag of the spin-flux model is at $`(\pi /2,\pi /2)`$, corresponding to the Fermi points of the underlying undoped spin-flux AFM background.
The extra kinetic energy $`E_{sb}(\frac{\pi }{2},\frac{\pi }{2})E_{sb}^{HF}`$ saved by the spin-bag through quantum hopping is $`0.37t`$ in the conventional model and $`0.56t`$ in the spin-flux model (for $`U/t=5`$). Since the spin-bag is confined to one magnetic sublattice, it must tunnel two lattice constants to the next allowed site. Consequently, the energy gained through hopping (of order $`t^2/U`$) is small. This is displayed, for the spin-bag of the spin-flux model, in Fig. 8, where we plot the lowering in kinetic energy of the deconfined spin-bag $`E_{sb}(\frac{\pi }{2},\frac{\pi }{2})E_{sb}^{HF}`$ as a function of $`t/U`$. A similar dependence for the spin-bag of the conventional Hubbard model is presented elsewhere. As in the 1D case, we conclude that the spin-bag in 2D is a rather immobile quasiparticle-like excitation.
In the 1D model it is energetically favorable for the immobile spin-bag to decay into a charged bosonic domain wall and a neutral fermionic domain wall, resulting in spin-charge separation. The analog of the 1D charged bosonic domain wall is the 2D charged bosonic meron-vortex of the spin-flux model. If the spin-bag decays into a charged meron-vortex, a magnetic antivortex must also be created for topological reasons. Unlike the pair of domain walls in the 1D case, the vortex-antivortex pair is tightly bound by a topological binding potential that increases as the logarithm of the vortex-antivortex separation. Therefore, we expect that the doping charge is shared between the two magnetic vortices. One technical problem for testing this hypothesis is that such a configuration ( a vortex-antivortex pair sharing one doping hole) is not self-consistent at the static Hartree-Fock level. In the static approximation we require two doping holes to stabilize two vortex cores and create a meron-antimeron pair. We can, however, construct a trial wavefunction to describe the singly-charged vortex-antivortex pair, by adding one electron in the first empty state of the self-consistent doubly-charged meron-antimeron configuration. The first empty levels of the meron-antimeron pair are the localized levels bound in the vortex cores, two for each vortex (see Fig. 4(b)). Because of degeneracy between the two lower discrete levels of the pair, we have in fact two distinct trial wave-functions, obtained by adding one electron in either of these two lower localized gap electronic states of a self-consistent meron-antimeron pair. These wavefunctions are not invariant to rotations ( see Fig. 5). Therefore we must include in the CI set of Slater determinants the configurations obtained through $`\pi /2`$ rotations of the vortex-antivortex pair about its fixed center of mass in addition to translated configurations. As a result, we have a total of $`8N^2`$ configurations describing the singly charged vortex-antivortex pair localized at all possible sites with all possible orientations about the center of mass.
We performed this CI analysis for a $`10\times 10`$ lattice and $`U/t=5`$. The HF energy of a simple static spin-bag is $`0.82t`$ (measured with respect to the HF energy of the undoped AFM background, equal to $`76.76t`$). The energy of the static singly-charged vortex-antivortex pair is $`0.23t`$. Thus, we see that because this singly-charged pair trial wavefunction is not self-consistent, in the static case this configuration is energetically much more costly than the self-consistent spin-bag configuration. However, if we allow for quantum motion of these configurations, the situation changes dramatically. Performing the CI analysis for the set of all possible translated spin-bag configurations, we find that the energy of the spin-bag is lowered to $`1.24t`$. Performing the CI analysis for the set of all translated and rotated singly-charged vortex-antivortex pairs we find that this configuration’s energy is lowered to $`2.18t`$. This shows that the vortex-antivortex pair has lowered its translational and rotational kinetic energy by almost $`2t`$, thereby becoming the low-energy charge carrier. This large number is not surprising, since unlike the spin-bag, the vortex-antivortex pair is not constrained to motion on one magnetic sublattice. As a result, such configurations lower their kinetic energy by an amount on the scale of $`t`$, as opposed to $`t^2/U`$ for the spin-bag configuration. For larger $`U/t`$ values this effect is even more pronounced.
We conclude that these results strongly support the hypothesis of spin-bag dissociation into a much more mobile singly-charged vortex-antivortex pair, analogous to the 1D spin-bag dissociation into a pair of a charged bosonic domain-wall and a neutral fermionic domain-wall. Unlike in the 1D case, however, we do not have distinct charge and spin carriers for the composite excitation. Instead the spin and the charge are shared equally between the vortex and the antivortex. If, on the other hand, there was a mechanism whereby the vortices became unbound, complete spin-charge separation could occur, in which one vortex traps the hole (and is therefore a charged meron) and the other vortex carries the spin, in a lotus-flower (or undoped magnetic meron) configurations. In the absence of the corresponding self-consistent static HF configuration we are not able to settle this question. At very low doping, the strong vortex-antivortex topological attraction binds the spin and charge together. This is different from the 1D case, where the absence of long-range interactions between the domain-walls allow for a complete spin-charge separation at any doping and even at zero temperature.
This scenario opens a new avenue for research into how the system evolves with doping. If each hole is dressed into a singly-charged vortex-antivortex pair, when two such pairs overlap it is possible that both doping charges move to the same pair, creating a meron-antimeron pair of charged bosons. Such pre-formed charge pairs may condense into a superconducting state at low temperatures. The other uncharged vortex-antivortex pair may either collapse and disappear (this is likely to happen at low-temperatures) or remain as a magnetic excitation of the system (at higher temperatures), mediating the destruction of the long-range AFM order, the renormalization of the spin-wave spectrum and the opening of the spin pseudogap.
### C D-wave pairing of charge carriers
From the static HF analysis we found that the most stable static self-consistent configuration with two doping holes added to the AFM background of the spin-flux model is the meron-antimeron pair, for $`3<U/t<8`$. At larger $`U/t`$, two charged spin-bags become more stable, in the static HF approximation. This is in close analogy to the prediction that the spin-bag is energetically more favorable than the static charged domain-wall for $`U/t>6.5`$, in the HFA of the 1D Hubbard model. However, in the 1D case the charged domain-wall is considerably more mobile than the charged spin bag, gaining a kinetic energy of the order of $`t`$ as opposed to $`t^2/U`$ energy gained by the spin-bag. As a result, when this kinetic energy of deconfinement is taken into account within the CI method, the charged domain-wall is found to be the relevant charged excitation for all values of $`U/t`$. A similar picture emerges in the 2D case, because the meron-vortices are much more mobile than the spin-bags.
For the 2D system, we have shown that the charged spin-bag has very similar behavior to the 1D charged spin-bag. The analog of the 1D charged bosonic domain-wall is the 2D charged bosonic meron-vortex. We now consider the properties of the doubly-charged meron-antimeron pair. All the numerical results quoted in the rest of this section refer to a meron-antimeron pair on a 10x10 lattice, in the spin-flux model with $`U/t=5`$.
As already discussed, the meron-antimeron pair is not rotationally invariant. We can find the rotational kinetic energy saved by the pair as it rotates about its center of mass. In the present case, only 4 configurations need to be included, corresponding to the four possible self-consistent arrangements of the meron and antimeron about their fixed center of mass (see Fig. 9). Simple rotation by $`\pi /2`$ of the one-particle orbitals $`\varphi _p(i,\sigma )`$ about the center of mass is not, however, sufficient to generate the rotated configurations. First of all, the $`\pi /2`$ rotation also changes the spin-flux parameterization. If the spin-flux of the initial configuration is $`T^{12}=1,T^{23}=T^{34}=T^{41}=1`$, a $`\pi /2`$ rotation leads to a state corresponding to the rotated configuration $`T^{12}=1,T^{23}=1,T^{34}=T^{41}=1`$. Thus, following the $`\pi /2`$ rotation, a unitary transformation must be performed in order to restore the initial spin-flux parameterization. For the case cited above, this simply implies the change in the one-particle orbitals $`\varphi _p(i_x,i_y,\sigma )\varphi _p(i_x,i_y,\sigma )`$ for all sites $`(i_x,i_y)`$ which are a type ’2’ site of the unit cell, in other words sites with even $`i_x`$ and odd $`i_y`$ (also, see Fig. 1). The second observation is that the rotation by $`\pi /2`$ also changes (flips) all the spins of the AFM background surrounding the pair. Thus, an extra $`\pi `$ rotation about an axis perpendicular to the lattice plane is necessary to restore the alignment of the AFM background. Following these transformations it is straightforward to generate the Slater determinants $`|\mathrm{\Psi }_2,|\mathrm{\Psi }_3`$ and $`|\mathrm{\Psi }_4`$ corresponding to the meron-antimeron pairs rotated by $`\frac{\pi }{2},\pi `$ and $`\frac{3\pi }{2}`$ from the initial self-consistent HF meron-antimeron pair described by $`|\mathrm{\Psi }_1`$. The CI method can be used to find the rotational energy saved by superposing these rotated meron-antimeron configurations. The lowest CI energy found is $`0.46t`$ below the energy of the static pair, and corresponds to d-wave symmetry. By this we mean that the coefficients $`\alpha _i`$ multiplying the 4 rotated states in the CI wave-function $`|\mathrm{\Psi }=_{i=1}^4\alpha _i|\mathrm{\Psi }_i`$ satisfy the condition $`\alpha _1=\alpha _2=\alpha _3=\alpha _4`$.
Translation of a pair over the whole lattice can also be investigated. Since the pair does not carry any spin, all possible translations must be included (there is no restriction to same magnetic sublattice configurations). This leads to a total of $`N^2`$ possible configurations for a $`N\times N`$ lattice. Again, when various configurations are generated from the initial self-consistent HF meron-antimeron state $`|\mathrm{\Psi }_1`$, care must be taken to preserve the same spin-flux parameterization and the same AFM background orientation. This can be achieved performing transformations similar to the ones described above. As a result of performing the CI method on the set of translated states, we find the dispersion relation of the (un-rotated) meron-antimeron pair. This is shown in Fig. 10. In this plot we show the total energy of the lattice with the moving meron-antimeron pair, as a function of the total momentum of the pair. Quantum hopping of the meron-antimeron pair lowers its total energy by an extra $`1.29t`$. Two other interesting features are observed in Fig. 10. The first one is that the dispersion relation of this rigidly polarized pair is not invariant to rotations by $`\pi /2`$, as expected. More important is that the minima of the dispersion relation occur at the $`(\pi ,\pi )`$ points. Since the momentum of the pair is twice the momentum of either the meron or the antimeron, this is consistent with the fact that in their lowest energy state, both the meron and the antimeron have momenta of $`(\pi /2,\pi /2)`$, in the spin-flux model. The doubling of the size of the Brillouin zone is also a direct consequence of this doubling of total momentum ( for comparison with undoped dispersion relation, see Fig. 2).
However, to obtain the true energy of the charged pair, we must mix all $`4N^2`$ rotated and translated meron-antimeron configurations. All have the same static HF energy and are equally important in the CI method. Let $`|\mathrm{\Psi }_0(0,0)`$ denote the initial self-consistent static Hartree-Fock meron-antimeron configuration, and $`|\mathrm{\Psi }_\theta (n,m)`$ denote the configuration obtained through translation by $`n`$ sites in the x-direction and $`m`$ sites in the y-direction, as well as a rotation by an angle of $`\theta \frac{\pi }{2}`$ of the pair about its center of mass. Here $`0\theta 3`$ and $`0nN1,0mN1`$ (cyclic boundary conditions are imposed). The CI wavefunctions are then given by:
$$|\mathrm{\Psi }_\stackrel{}{k}=\underset{(n,m)}{}e^{i\left(k_xn+k_ym\right)a}\left(\underset{\theta =0}{\overset{3}{}}\alpha _\theta |\mathrm{\Psi }_\theta (n,m)\right)$$
(21)
The dispersion relation
$$E_{pair}(\stackrel{}{k})=\frac{\mathrm{\Psi }_\stackrel{}{k}||\mathrm{\Psi }_\stackrel{}{k}}{\mathrm{\Psi }_\stackrel{}{k}|\mathrm{\Psi }_\stackrel{}{k}}E_{pair}^{HF}$$
obtained from this complete set is shown in Fig. 11. The reference point is the HF energy of the self-consistent meron-antimeron pair $`E_{pair}^{HF}=78.52t`$. Thus, we see that the total kinetic energy saved by the freely moving and rotating meron-antimeron pair is $`1.75t`$, when the total momentum of the pair is $`(\pi ,\pi )`$. This energy equals the sum $`0.46t+1.29t`$ of rotational and translational kinetic energies found before (the number of significant figures indicates the estimated accuracy of the computational method). The rotational invariance of the dispersion band is also restored. Besides the absolute minima about the $`(\pi ,\pi )`$ points, there is a more shallow minimum region about the $`(0,0)`$ point.
The rotational symmetry of the meron-antimeron pair wavefunction, defined by the coefficients $`\left(\alpha _\theta \right)`$, is a function of the total momentum carried by the pair, as shown in Fig. 12. The absolute minima points $`(\pi ,\pi )`$ and the area around them correspond to pairs with d-wave symmetry. By this, we mean that the coefficients $`\alpha _\theta `$ have the form
$$\alpha _\theta =\mathrm{exp}\left(iJ\theta \frac{\pi }{2}\right)\alpha _0$$
(22)
with $`J=2`$, i.e. $`\alpha _0=\alpha _1=\alpha _2=\alpha _3`$. The core area, about the local minimum $`(0,0)`$ point, corresponds to s-wave symmetry. In this region the coefficients $`\left(\alpha _\theta \right)`$ again satisfy Eq. (22), but for $`J=0`$, i.e. $`\alpha _0=\alpha _1=\alpha _2=\alpha _3`$. The intermediary area appears to be a mixture of different $`J`$ values. A simple decomposition of the form (22) is no longer possible. Instead, a sum of such terms corresponding to different $`J`$ values is required. Since we only have rotations by $`\pi /2`$, a unique identification of the composite symmetry is not possible. Moreover, the energy of the states in this intermediary area is at the top of the dispersion band. In order to find the correct CI states for energies well above the static HF value (i.e. larger than zero, in this case) we must add to the CI set the first set of excited HF states. For a meron-antimeron pair, excitation of an electron from the valence band onto the empty localized levels inside the Mott-Hubbard gap costs about 1.5t of energy, for $`U/t=5`$, so such states should contribute significantly in the CI states with positive energies and modify their dispersion and symmetry (for this reason, we do not show the upper three high-energy bands in Fig. 11). Consequently, both the energy and the symmetry of the states in the intermediary area may be modified from the ones shown in Fig. 11. However, the minima at $`(\pi ,\pi )`$ and $`(0,0)`$ are at energies well below zero. Their energies and rotational symmetry are unaffected by additions of higher energy configurations to the CI set.
The fact that we obtain two distinct minima is not very surprising. As argued before, we expect that individual merons and antimerons are created with momenta of $`(\pm \pi /2,\pm \pi /2)`$. As a result, two different couplings are possible. A $`(\pi /2,\pi /2`$) meron can pair with a $`(\pi /2,\pi /2`$) antimeron, creating a pair of total momentum $`(\pi ,\pi )`$. This is the most stable coupling, leading to the lowest possible energy of $`1.75t`$ below the static HF energy. This pair has d-wave symmetry. The second possible coupling is between a $`(\pi /2,\pi /2`$) meron and a $`(\pi /2,\pi /2`$) antimeron. This pair has a total momentum of $`(0,0)`$, and s-wave symmetry. However, this coupling is less strong. For the $`U/t=5`$ case considered, the energy of the s-wave $`(0,0)`$ pair is $`1.28t`$ above the energy of the d-wave $`(\pi ,\pi )`$ pair. The existence of both d-wave and s-wave pairing, and the dominance of the d-wave pairing, have been established experimentally for the high-T<sub>c</sub> cuprates. We are not aware of any other microscopic theory that predicts the two types of pairing to appear in different regions of the Brillouin zone.
The total kinetic energy saved by the meron-antimeron pair through quantum hopping and rotation is of order $`t`$, as expected, since the pair is not restricted to one magnetic sublattice and tunneling is not required for motion. Consequently, we expect that the energy saved by the meron-antimeron pair for larger values of $`U/t`$ is comparably large. On the other hand, the energy saved by the spin bag through tunneling motion scales like $`t^2/U`$. In fact, we argued that a spin-bag may dissociate into a singly-charged vortex-antivortex pair in order to enhance its mobility. However, even if dissociation does not occur, the kinetic energy saved by a pair of spin-bags is significantly smaller than the kinetic energy saved by the meron-antimeron pair. This shows that for $`U/t=5`$ the meron-antimeron pair is even more favorable energetically than the HFA predicts and suggests that the $`U/t`$ range where meron-antimeron pair formation occurs may extend well beyond the $`U/t=8`$ limit found within the HFA. In the 1D case, the range of stability of the charged domain wall versus the charged spin-bag is extended (from the HF prediction of $`U/t=6.5`$) to all $`U/t`$ range. A numerical analysis is needed to determine if the limit is extended to infinity in the 2D case as well.
## V Summary and Conclusions
The Configuration Interaction Approximation incorporates crucial quantum translational and rotational motion of the charge carriers, which are absent in the static Hartree-Fock Approximation. Given the accuracy of the CI method in recapturing certain features of the exact Bethe ansatz solution of the 1D Hubbard model, we believe that the CI method is likewise a very powerful tool for describing effects beyond mean-field theory in 2D. For 2D systems, numerical calculations are much more time consuming. However, our small sample of results is quite suggestive of a simple physical picture. In direct analogy with the 1D results, we find that the bosonic charged meron-vortices are much more mobile than the fermionic charged spin-bags. The extra kinetic energy gained by the meron-vortices very likely extends their region of stability beyond the $`U/t=8`$ limit suggested in the HFA. There are also strong indications that a charged spin-bag is unstable to decay into a singly-charged vortex-antivortex pair, analogous to the spin-charge separation in the 1D case. Nucleation of such pairs of vortices with doping is expected to further influence the magnetic behavior of the cuprates. The bound state and the unbound continuum states of the singly charged meron-antimeron pair may account for the anomalous “quasiparticle” spectral widths observed on angle-resolved photo-emission experiments.
The symmetry of the meron-antimeron pairs emerges very clearly from the CI treatment. We find two regions of stability of the meron-antimeron pair. Pairs with total momentum of $`(\pi ,\pi )`$ have d-wave symmetry, and are the most stable. Pairs with total momentum $`(0,0)`$ have s-wave symmetry and have a smaller gap. Thus, we find that different pairing appears in different regions of the Brillouin zone. These results appear to have a direct bearing on numerous experiments, which show a mixture of strong d-wave component and a smaller s-wave component in the superconducting state of the cuprates.
Many other features of our model are in agreement with experimentally observed properties of the cuprate superconductors. Nucleation of magnetic vortices with doping explains a variety of magnetic properties, starting with complete destruction of the long-range AFM order for very low doping concentration. As we can see from Fig. 5(a) a tightly-bound meron-antimeron pairs disturbs the long-range AFM ordering of most of the spins on the 10x10 lattice. For very low dopings, these pairs are far from each other, and there are many spins on the plane whose orientations are not affected by any pair. Thus, most of the spins maintain the long range AFM order. However, as the doping increases to about $`5\%`$ (which is roughly equivalent to having two meron-antimeron pairs on the 10x10 lattice) the areas occupied by each meron-antimeron pairs start to overlap with those occupied by the neighboring pairs. At this doping the orientation of all the spins on the CuO<sub>2</sub> planes is affected by at least one pair of vortices, and therefore the LRO is severely disrupted. The local ordering, however, is still AFM. This picture explains the extremely low doping necessary for the disappearance of LR AFM order, as well as the fact that the spin correlation length is basically equal to the average distance between holes (vortices) and does not depend strongly on the temperature. Each hole carries its vortex with it, and the spins in each vortex are correlated with each other. The correlation length is thus roughly equal to the average size of the vortex which is defined by the average inter-vortex (inter-hole) distance. The nucleation of magnetic vortices also explains the split of the $`(\pi ,\pi )`$ AFM Bragg peak into the four incommensurate peaks whose positions shift with doping, as observed in LaCuO and, more recently, in YBaCuO. The form factor of any given vortex already gives rise to an apparent splitting of the neutron scattering peak. As demonstrated in Ref. 9, even at the mean-field level we recapture the neutron scattering data using a random distribution of meron-vortices.
Optical behavior of the cuprates is also explained naturally using our model. Two features develop in the optical absorption spectra with doping: a broad mid-infrared temperature-independent absorption band, and a strongly temperature-dependent low-frequency Drude tail. In our model the broad mid-infrared band is related to excitation of electrons from the valence band onto the empty levels bound in the vortex cores, which are localized deep inside the Mott-Hubbard gap (see Fig. 4(b)). The number of localized levels scales with the number of vortices, and inter-vortex interactions lead to their splitting into a broad band. As such, this mechanism is similar to the one leading to a broad mid-infrared absorption band in polyacetylene with doping. The polyacetylene band is due to electronic excitations inside the cores of the polyacetylene domain-wall solitons, which are the topological analogues of meron-vortices. Another strong argument in favor of this interpretation is provided by photoinduced absorption experiments. If the undoped parent compounds are illuminated with intense visible light, they develop absorption bands that resemble the mid-infrared bands of the doped compounds. Similar behavior is observed in polyacetylene, and is attributed to the nucleation of solitons by photoexcited electron-hole pairs. The second component of the optical spectrum is the Drude tail. It results from the response of the freely moving charged vortices to the external electric field. The strong temperature dependence of this tail is determined by the scattering mechanism for merons (presumably due to interactions with other merons and spin-waves). This interpretation is also supported by the fact that the superconducting transition leaves the mid-infrared absorption band unchanged. Merons with internal electronic structure are still present on the planes but pair condensation leads to a collapse of the Drude tail into a $`\delta (\omega )`$ response.
As already discussed, nucleation of charged meron-vortices with doping provides a microscopic basis for non-Fermi-liquid behavior, due to the bosonic nature of the mobile charged excitations. The model also predicts the existence of pre-formed pairs with d-wave symmetry, which are thought to be responsible for the pseudo-gap effects. As the number of pairs of charged bosons increases with doping and the temperature is lowered, the meron-antimeron pairs Bose condense and become coherent, leading to superconductivity. This mechanism naturally explains the puzzling scaling of the superfluid density with doping $`\rho _s\delta `$, in other words with the number of holes, not of electrons. In our model, it is the doping-induced positively charged meron-vortices that are the mobile charge carriers. As a result, the density of preformed meron-antimeron Cooper pairs is obviously proportional to doping. Finally, for large dopings ($`\delta >0.300.40`$) the average vortex size become extremely small and the very cores of the merons start to overlap. In this limit the Mott-Hubbard gap is completely filled in by the discrete levels, and the spin-flux state becomes energetically unstable relative to a normal Fermi liquid.
It is noteworthy that all of the independent features described above are in qualitative agreement with our model, which has essentially no free or adjustable parameters. The choice of $`U/t`$ is fixed by the experimentally measured size of the Mott-Hubbard charge transfer gap at zero doping. More detailed comparisons with specific experiments may require the incorporation of specific (smaller energy scale) interactions which are not included in this simplest version of the spin-flux Hamiltonian. A derivation of the explicit consequences of this picture appears to be worthy. A more comprehensive and quantitative e comparison with the experiments may prove quite fruitful.
## Acknowledgments
M.B. acknowledges support from the Ontario Graduate Scholarship Program and a fellowship from William F. McLean. This work was supported in part by the Natural Sciences and Engineering Research Council of Canada. |
warning/0001/hep-th0001215.html | ar5iv | text | # SMI-5-00 A Note on UV/IR for Noncommutative Complex Scalar Field
## 1 Introduction
Recently, there is a renovation of the interest in noncommutative quantum field theories (or field theories on noncommutative space-time ). As emphasized in , the important question is whether or not the noncommutative quantum field theory is well-defined. Note that one of earlier motivations to consider noncommutative field theories is a hope that it would be possible to avoid quantum field theory divergencies . Now a commonly accepted belief is that a theory on a noncommutative space is renormalizable iff the corresponding commutative theory is renormalizable. Results on one-loop renormalizability of noncommutative gauge theory and two-loop renormalizability of noncommutative scalar $`\varphi _4^4`$ theory as well as general considerations support this belief. In this paper we show that for more complicated models this is not true.
Note that renormalizability does not guarantee that the theory is well-defined. There is a mixing of the UV and the IR divergencies . In particular, multi one-loop insertions in $`\phi ^3`$ theory and multi tadpole insertions in $`\phi ^4`$ theory produce infrared divergencies. UV/IR mixing depends on the model. The $`U(1)`$ noncommutative gauge theory does not exhibit a mixing of the UV and the IR dynamics. For further discussions see -.
The IR behaviour of noncommutative theories is closely related with an existence of a commutative limit of a noncommutative quantum theory under consideration. In particular, the IR behaviour of noncommutative $`\phi _4^4`$ theory makes an existence of the commutative limit impossible.
In this paper we consider noncommutative quantum field theories of complex scalar field whose commutative analogue $`(\varphi ^{}\varphi )^2`$ is renormalizable in four-dimensional case. There is a two-coupling noncommutative analogue of $`U(1)`$-invariant quartic interaction $`(\varphi ^{}\varphi )^2`$, namely $`A\varphi ^{}\varphi \varphi ^{}\varphi +B\varphi ^{}\varphi ^{}\varphi \varphi `$. For arbitrary values of $`A`$ and $`B`$ the model is nonrenormalizable. However it is one-loop renormalizable in two special cases: $`B=0`$ and $`A=B`$. Moreover, in the case $`B=0`$ the model does not suffer from IR divergencies at least at one-loop insertions level.
## 2 The model
Consider complex scalar field. There are only two noncommutative structures that generalize a commutative quartic interaction $`(\varphi ^{}\varphi )^2`$:
$`Tr\varphi ^{}\varphi \varphi ^{}\varphi `$,
$`Tr\varphi ^{}\varphi ^{}\varphi \varphi `$,
where $``$ is the Moyal product $`(fg)(x)=e^{i\xi \theta ^{\mu \nu }_\mu _\nu }f(x)g(x)`$, $`\xi `$ is a deformation parameter, $`\theta ^{\mu \nu }`$ is a nondegenerate skew-symmetric real constant matrix. In the commutative case the quartic interaction $`(\varphi ^{}\varphi )^2`$ is invariant under local $`U(1)`$-transformations. In the noncommutative theory we can consider a ”deformed” $`U(1)`$-symmetry ($`UU^{}=1`$). One sees that only the structure (a) is invariant under these transformations. Using (a) and (b) we can construct an interaction
$$V[\varphi ^{},\varphi ]=ATr\varphi ^{}\varphi \varphi ^{}\varphi +BTr\varphi ^{}\varphi ^{}\varphi \varphi =$$
$$(AB)Tr\varphi ^{}\varphi \varphi ^{}\varphi +\frac{B}{2}Tr([\varphi ^{},\varphi ]_{AM}[\varphi ^{},\varphi ]_{AM}),$$
(1)
where $`[,]_{AM}`$ is the Moyal antibracket $`[f,g]_{AM}=fg+gf`$. The action of the theory is
$$S=d^dx\left[_\mu \varphi ^{}_\mu \varphi +m^2\varphi ^{}\varphi \right]+V[\varphi ^{},\varphi ].$$
(2)
Let us rewrite the interaction term in the Fourier components and symmetrize it, i.e.
$$V[\varphi ^{},\varphi ]=\frac{1}{(2\pi )^4}dp_1\mathrm{}dp_4\delta (p_i)\times $$
$$\times [A\mathrm{cos}(p_1p_2+p_3p_4)+B\mathrm{cos}(p_1p_3)\mathrm{cos}(p_2p_4)]\varphi ^{}(p_1)\varphi (p_2)\varphi ^{}(p_3)\varphi (p_4).$$
(3)
## 3 One Loop
In this section we analyze counterterms to one loop Feynman graphs in the theory (2) and find conditions when this theory is renormalizable. All one-loop graphs are presented on Fig.1:b,c,d. ”In” arrows are the fields ”$`\varphi `$” and ”out” arrows are the fields ”$`\varphi ^{}`$”.
The following analytic expression corresponds to the graph on Fig.1:b
$$\mathrm{\Gamma }_{\text{1}b}=\frac{N_b}{(2\pi )^d}d^dk\frac{𝒫_{\text{1}b}(p,k)}{(k^2+m^2)((k+P)^2+m^2)},$$
(4)
where $`N_b`$ is a number of graphs ($`N_b`$=8), $`P=p_2+p_4=p_1p_3`$ and $`𝒫_{\text{1}b}(p,k)`$ is the trigonometric polynomial
$$𝒫_{\text{1}b}(p,k)=[A\mathrm{cos}(kp_2+(kp_2)p_4)+B\mathrm{cos}(p_2p_4)\mathrm{cos}(kP)]$$
$$\times [A\mathrm{cos}(p_1(k)+p_3(kp_1))+B\mathrm{cos}(p_1p_3)\mathrm{cos}(kP)]$$
(5)
The terms containing $`\mathrm{exp}[(\mathrm{})k]`$ give a finite contribution to (4). Divergencies come from the terms $`\mathrm{\Delta }𝒫_{\text{1}b}`$ of the polynomial $`𝒫_{\text{1}b}`$
$$\mathrm{\Delta }𝒫_{\text{1}b}=\frac{B^2}{2}\mathrm{cos}(p_1p_3)\mathrm{cos}(p_2p_4).$$
(6)
The graphs Fig.1:c and 1:d mutually differ by permutation of momenta $`13`$ only and the analytic expressions for these graphs coincide. For the graph Fig.1:c we have
$$\mathrm{\Gamma }_{\text{1}c}=\frac{N_c}{(2\pi )^d}d^dk\frac{𝒫_{\text{1}c}(p,k)}{(k^2+m^2)((k+P)^2+m^2)},$$
(7)
where $`N_c`$ is a number of graphs ($`N_c=16`$), $`P=p_1+p_2=p_3p_4`$ and $`𝒫_{\text{1}c}(p,k)`$ is the trigonometric polynomial
$$𝒫_{\text{1}c}(p,k)=[A\mathrm{cos}(p_1p_2+(kP)k)+B\mathrm{cos}(p_1(k+P))\mathrm{cos}(p_2k)]$$
$$\times [A\mathrm{cos}(p_3p_4+(k)(k+P))+B\mathrm{cos}(p_3k)\mathrm{cos}(4(k+P))].$$
(8)
The polynomial $`\mathrm{\Delta }𝒫_{\text{1}c}`$ that gives contribution to a divergent part of this graph is equal (after symmetrization $`p_2p_4`$) to
$$\mathrm{\Delta }𝒫_{\text{1}c}=\mathrm{cos}(p_1p_2+p_3p_4)\left[\frac{A^2}{2}+\frac{B^2}{8}\right]+\frac{AB}{2}\mathrm{cos}(p_1p_3)\mathrm{cos}(p_2p_4).$$
(9)
We obtain the same answer for the graph on Fig.1:d, i.e.
$$N_d=N_c,\mathrm{\Delta }𝒫_{\text{1}c}=\mathrm{\Delta }𝒫_{\text{1}d}.$$
It is easy to see that the following condition is equal to one-loop renormalizability of the theory (2)
$$N_b\mathrm{\Delta }𝒫_{\text{1}b}+2N_c\mathrm{\Delta }𝒫_{\text{1}c}=C[A\mathrm{cos}(p_1p_2+p_3p_4)+B\mathrm{cos}(p_1p_3)\mathrm{cos}(p_2p_4)],$$
(10)
where $`C`$ is a constant. The condition (10) yields two algebraic equations:
$`N_c\left[A^2+{\displaystyle \frac{B^2}{4}}\right]=AC`$ (11)
$`N_b{\displaystyle \frac{B^2}{2}}+N_cAB=BC`$ (12)
This system is self consistent if
$$B(BN_c2AN_b)=0.$$
The last equation has two solutions: $`B=0`$ and $`A=B`$. Therefore, one-loop renormalizability takes place only in two cases
$`B=0`$ and $`V[\varphi ^{},\varphi ]=ATr(\varphi ^{}\varphi )^2,`$ (13)
$`A=B`$ and $`V[\varphi ^{},\varphi ]={\displaystyle \frac{B}{2}}Tr([\varphi ^{},\varphi ]_{AM})^2.`$ (14)
Theories with a real scalar field have problems with infrared behaviour originated in multi one-loop insertions.
Considering a tadpole Fig.1:e in our case of complex scalar field we have
$$\mathrm{\Gamma }(p)=\frac{1}{(2\pi )^d}d^dk\frac{A+B\mathrm{cos}^2(kp)}{k^2+m^2}=\frac{A+\frac{B}{2}}{(2\pi )^d}d^dk\frac{1}{k^2+m^2}+\frac{B}{2(2\pi )^d}d^dk\frac{e^{i2kp}}{k^2+m^2}.$$
(15)
Integrating this expression over momentum $`k`$ we obtain
$$\mathrm{\Gamma }(p)=\frac{m^{d2}}{(4\pi )^{d/2}}(A+\frac{B}{2})\mathrm{\Gamma }(1d/2)+\frac{B}{(4\pi )^{d/2}}\left[\frac{m}{\xi |\theta p|}\right]^{d/21}K_{d/21}(2m\xi |\theta p|).$$
(16)
If $`d=4`$ the second term is singular when $`p0`$. But in the case $`B=0`$ this term disappears and hence there is no IR problem at all.
In conclusion, we have considered two-coupling noncommutative analogue of $`U(1)`$-invariant quartic interaction $`(\varphi ^{}\varphi )^2`$ of the complex scalar field and shown that renormalizability takes place only in two special cases, in one of this cases the theory is free of infrared divergencies.
## Acknowledgments
We would like to thank B. Dragovich, P. B. Medvedev, O. A. Rytchkov and I. V. Volovich for useful discussions. This work was supported in part by RFFI grant 99-01-00166 and by grant for the leading scientific schools. |
warning/0001/cond-mat0001258.html | ar5iv | text | # D-XY Critical Behavior in Cuprate Superconductors
## Abstract
We outline the universal and finite temperature critical properties of the $`3D`$-$`XY`$ model, extended to anisotropic extreme type-II superconductors, as well as the universal quantum critical properties in $`2D`$. On this basis we review: (i) the mounting evidence for $`3D`$-$`XY`$ behavior in optimally doped cuprate superconductors and the $`3D`$ to $`2D`$ crossover in the underdoped regime; (ii) the finite size limitations imposed by inhomogeneities; (iii) the experimental evidence for a $`2D`$-$`XY`$ quantum critical point in the underdoped limit, where the superconductor to insulator transition occurs; (iv) the emerging implications and constraints for microscopic models.
The starting point of the phenomenological theory of superconductivity is the Ginzburg-Landau Hamiltonian
$``$ $`=`$ $`{\displaystyle }d^D𝐑\left({\displaystyle \underset{j=1}{\overset{D}{}}}{\displaystyle \frac{\mathrm{}^2}{2M_j}}\right|(i_j+{\displaystyle \frac{2\pi }{\mathrm{\Phi }_0}}A_j\left(𝐑\right))\mathrm{\Psi }|^2`$ (1)
$``$ $`r|\mathrm{\Psi }|^2+{\displaystyle \frac{u}{2}}|\mathrm{\Psi }|^4+{\displaystyle \frac{\left|\mathrm{rot}𝐀\right|^2}{8\pi }}),j=(x,y,z).`$
$`D`$ is the dimensionality of the system, the complex scalar $`\mathrm{\Psi }\left(𝐑\right)`$ is the order parameter, $`M`$ the effective mass of the pair and $`𝐀`$ the vector potential. The pair carries a non-zero charge in addition to its mass. The charge ($`\mathrm{\Phi }_0=hc/2e`$) couples the order parameter to the electromagnetic field via the first term in $``$.
If $`\mathrm{\Psi }`$ and $`𝐀`$ are treated as classical fields, the relative probability $`𝒫`$ of finding a given configuration $`[\mathrm{\Psi },\mathrm{\Psi }^{},𝐀]`$ is then
$`𝒫[\mathrm{\Psi },\mathrm{\Psi }^{},𝐀]`$ $`=`$ $`\mathrm{exp}\left(\beta [\mathrm{\Psi },\mathrm{\Psi }^{},𝐀]\right),`$
$`\beta `$ $`=`$ $`1/\left(k_BT\right).`$
The free energy $`F`$ follows from
$$\mathrm{exp}\left(\frac{F}{k_BT}\right)=Z=D\left[𝐀\right]D\left[\mathrm{\Psi }\right]D\left[\mathrm{\Psi }^{}\right]𝒫[\mathrm{\Psi },\mathrm{\Psi }^{},𝐀],$$
(2)
where the partition function on the right hand side corresponds to an integral over all possible realizations of the vector potential $`𝐀`$, the order parameter $`\mathrm{\Psi }`$ and its complex conjugate $`\mathrm{\Psi }^{}`$. Setting $`e=0`$, the free energy reduces to that for a normal to neutral superfluid transition, which is one of the best understood continuous phase transitions with unparalleled agreement between theory, simulations and experiment . In extreme type-II superconductors, however, the coupling to vector potential fluctuations appears to be weak , but nonetheless these fluctuations drive the system – very close to criticality – to a charged critical point . In any case, inhomogeneities prevent cuprate superconductors from entering this regime, due to the associated finite size effect. For these reasons, the neglect of vectorpotential fluctuations appears to be a reasonable starting point. In this case the vectorpotential in Hamiltonian Eq. (1) can be replaced by its most probable value. The critical properties at finite temperature are then those of the $`3D`$-$`XY`$ model, reminiscent to the lamda transition in superfluid helium, but extended to take the effective mass anisotropy into account .
The universal properties of the $`3D`$-$`XY`$ universality class are characterized by a set of critical exponents, describing the asymptotic behavior of the correlation length $`\xi _i^\pm `$, magnetic penetration depth $`\lambda _i`$, specific heat $`A^\pm `$, etc., in terms of
$$\xi _i^\pm =\xi _{i,0}^\pm \left|t\right|^\nu ,\lambda _i=\lambda _{i,0}\left|t\right|^{\nu /2},C=\frac{A^\pm }{\alpha }\left|t\right|^\alpha ,$$
(3)
where $`3\nu =2\alpha `$. As usual, in the above expression $`\pm `$ refer to $`t=T/T_c1>0`$ and $`t<0`$, respectively. The critical amplitudes $`\xi _{i,0}^\pm `$, $`\lambda _{i,0}^2`$, $`A^\pm `$, etc., are nonuniversal, but there are universal critical amplitude relations, including
$`\left(k_BT_c\right)^3`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{\Phi }_0^2}{16\pi ^3}}\right)^3{\displaystyle \frac{\xi _{x,0}^{}\xi _{y,0}^{}\xi _{z,0}^{}}{\lambda _{x,0}^2\lambda _{y,0}^2\lambda _{z,0}^2}}`$
$`=`$ $`\left({\displaystyle \frac{\mathrm{\Phi }_0^2}{16\pi ^3}}\right)^3{\displaystyle \frac{\left(^{}\right)^3}{A^{}\lambda _{x,0}^2\lambda _{y,0}^2\lambda _{z,0}^2}},`$
$`\left(^\pm \right)^3`$ $`=`$ $`A^\pm \xi _{x,0}^\pm \xi _{y,0}^\pm \xi _{z,0}^\pm .`$ (4)
The singular part of the free energy density adopts in an applied magnetic field $`H`$ the scaling form
$$f_s=\frac{k_BTQ_3^\pm }{\xi _x^\pm \xi _y^\pm \xi _z^\pm }G_3^\pm \left(𝒵\right),G_3^\pm \left(0\right)=1,$$
(5)
where
$`𝐇`$ $`=`$ $`H(\mathrm{cos}\left(\varphi \right)\mathrm{sin}\left(\delta \right),\mathrm{sin}\left(\varphi \right)\mathrm{sin}\left(\delta \right),\mathrm{cos}\left(\delta \right)),`$
$`𝒵`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Phi }_0}}\sqrt{H_x^2\xi _y^2\xi _z^2+H_y^2\xi _x^2\xi _z^2+H_z^2\xi _x^2\xi _y^2}.`$ (6)
$`^\pm `$ and $`Q_3^\pm `$ are universal numbers, and $`G_3^\pm (𝒵)`$ is an universal scaling function of its argument.
Provided that this scenario applies to cuprate superconductors, the implications include: (i) the universal relations hold irrespective of the dopant concentration and of the material; (ii) given the nonuniversal critical amplitudes of the correlation lengths, $`\xi _{i,0}^\pm `$, and the form of the universal scaling function $`G_3^\pm (𝒵)`$, properties which can be derived from the free energy can be calculated close to the zero field transition. These properties include the specific heat, magnetic torque, diamagnetic susceptibility, melting line, etc. It should be recognized that the universal relations, Eq. (4), also imply constraints on, e.g., isotope and pressure coefficients.
Although there is mounting evidence for $`3D`$-$`XY`$ universality in the cuprates it appears impossible to prove that unambiguously. Indeed, due to inhomogeneities, a solid always is homogeneous over a finite length $`L`$ only. In this case, the actual correlation length $`\xi (t)|t|^\nu `$ cannot grow beyond $`L`$ as $`t0`$, and the transition appears rounded. Due to this finite size effect, the specific heat peak occurs at a temperature $`T_P`$ shifted from the homogeneous system by an amount $`L^{1/\nu }`$, and the magnitude of the peak located at temperature $`T_P`$ scales as $`L^{\alpha /\nu }`$. To quantify this point we show in Fig. 1 the measured heat coefficient of $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{7\delta }`$ around the peak. The rounding and the shape of the specific heat coefficient clearly exhibit the characteristic behavior of a system in confined dimensions, i.e., rod or cube shaped inhomogeneities . A finite size scaling analysis reveals inhomogeneities with a characteristic length scale ranging from $`300`$ to $`400\AA `$, in the $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{7\delta }`$ samples YBCO3, UBC2 and UBC1 of Ref. . For this reason, deviations from $`3D`$-$`XY`$ critical behavior around $`T_P`$ do not signal the failure of $`3D`$-$`XY`$ universality, as previously claimed , but reflect a mere finite size effect at work. Indeed, from Fig. 2 it is seen that the finite size effect makes it impossible to enter the asymptotic critical regime. To set the scale we note that in the $`\lambda `$-transition of <sup>4</sup>He the critical properties can be probed down to $`|t|=10^9`$ . In Fig. 2 we marked the intermediate regime where consistency with $`3D`$-$`XY`$ critical behavior, i.e., with $`C/T=\stackrel{~}{A}^\pm 10^{\alpha \mathrm{log}_{10}|t|}+\stackrel{~}{B}^\pm `$ for $`\alpha =0.013`$ and $`\stackrel{~}{A}^+/\stackrel{~}{A}^{}=1.07`$, can be observed.
The upper branch corresponds to $`T<T_c`$ and the lower one to $`T>T_c`$. The open circles closer to $`T_c`$ correspond to the finite size affected region, while further away the temperature dependence of the background, usually attributed to phonons, becomes significant. Hence, due to the finite size effect and the temperature dependence of the background the intermediate regime is bounded by the temperature region where the data depicted in Fig. 2 fall nearly on straight lines. To provide quantitative evidence for $`3D`$-$`XY`$ universality in this regime, we invoke the universal relation (4) and calculate $`T_c`$ from the critical amplitudes of specific heat and penetration depth. Using $`A^+=8.410^{20}cm^3`$, derived from the data shown in Fig. 2 for sample YBCO3 with $`T_c=92.12K`$, $`\lambda _{a,0}=1153\AA `$, $`\lambda _{b,0}=968\AA `$ and $`\lambda _{c,0}=8705\AA `$, derived from magnetic torque measurements on a sample with $`T_c=91.7K`$ , as well as the universal numbers $`A^+/A^{}=1.07`$ and $`^{}0.59`$, we obtain $`T_c=88.2K`$. Hence, the universal $`3D`$-$`XY`$ relation (4) is remarkably well satisfied.
Another difficulty results from the pronounced anisotropy of the cuprates: a convenient measure is the effective mass parameter $`\gamma =\sqrt{M_{}/M_{}}`$, which depends on the dopant concentration. Even though the strength of thermal fluctuations grows with increasing $`\gamma `$, they are slightly away from $`T_c`$ essentially two-dimensional. Accordingly, the intermediate $`3D`$-$`XY`$ critical regime shrinks, and the corrections to scaling are expected to become significant. An experimental demonstration of the temperature driven dimensional crossover is shown in Fig. 3 in terms of the angular dependence of the onset field $`H^{}`$, where a measurable resistance is observed . $`H^{}(\delta )`$ follows from $`𝒵(H^{})=𝒵^{}`$. For superconducting sheets of thickness $`d_s`$, corresponding to $`2D`$, the argument of the scaling function $`G_2^\pm (𝒵)`$ is given by
$$𝒵=\left(\frac{H}{\mathrm{\Phi }_0}\left(\xi _{}^\pm \right)^2\left|\mathrm{cos}\left(\delta \right)\right|+\frac{H^2}{\mathrm{\Phi }_0^2}\left(\xi _{}^\pm \right)^2d_s^2\mathrm{sin}^2\left(\delta \right)\right)^{1/2}.$$
(7)
Noting that Eqs. (6) and (7) lead to distinct bell-shaped ($`3D`$) and cusp-like ($`2D`$) behavior around $`\delta =90^o`$, respectively, these measurements clearly illustrate the temperature driven dimensional crossover. Indead, as seen in Fig. 3, at $`T=79.5K`$ $`H^{}(\delta )`$ mirrors a $`2D`$ film behavior, while closer to $`T_c`$ at $`T=82.8K`$ $`3D`$ bulk behavior appears. To illustrate the difficulties associated with this crossover we show in Fig. 4 estimates for the derivative of the universal scaling function $`G_3^\pm (𝒵)`$ derived from magnetic torque measurements . Even though the qualitative behavior is the same for all samples, the deviations increase systematically with increasing $`\gamma `$. This systematics cannot be attributed to the experimental uncertainties of about $`40\%`$. It is more likely that it reflects the $`3D`$ to $`2D`$ crossover and the associated reduction of the $`3D`$-$`XY`$ fluctuation dominated regime, requiring corrections to scaling. Indeed, in the derivation of the scaling function from the experimental data, both, corrections to scaling and finite size effects have not been considered.
In materials, such as $`\mathrm{La}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{CuO}_4`$, where the underdoped regime is experimentally accessible, a strict $`3D`$\- to $`2D`$-$`XY`$ crossover occurs. By approaching the underdoped limit $`x=x_u0.05`$, $`\gamma =\sqrt{M_{}/M_{}}`$ becomes very large (see Fig. 5) and $`T_c`$ vanishes. Here the materials correspond to a stack of independent sheets of thickness $`d_s`$ As there is a phase transition line with an endpoint $`T_c(x=x_u)=0`$, one expects a doping driven $`2D`$-$`XY`$ insulator to superconductor transition at $`T=0`$.
For such a transition the scaling theory of quantum critical phenomena predicts
$`\underset{\delta 0}{lim}{\displaystyle \frac{1}{d_s^2}}\left(T{}_{c}{}^{}\left(\delta \right)\right)^2\lambda _x^2(\delta ,T=0)\lambda _y^2(\delta ,T=0)=`$
$`={\displaystyle \frac{1}{Q_{2,0}^2}}\left({\displaystyle \frac{\mathrm{\Phi }_0^2}{16\pi ^3k_B}}\right)^2`$ (8)
to be universal. $`\delta =(xx_u)/x_u`$ is the control parameter, $`Q_{2,0}`$ is an universal number and
$$T_c\delta ^{z\overline{\nu }},\lambda _i^2\left(\delta ,T=0\right)\delta ^{\overline{\nu }}.$$
(9)
$`z`$ is the dynamic critical exponent and $`\overline{\nu }`$ the exponent of the correlation length. In Fig. 6 we depict experimental data in terms of $`T_c`$ versus $`1/\lambda _{}^2(T=0)`$. As $`T_c`$ approaches the underdoped limit, the data appear to merge on the solid line. In this context it should be emphasized that the data, with the exception of $`\mathrm{Bi}_{2+\mathrm{x}}\mathrm{Sr}_{2\mathrm{x}}\mathrm{CuO}_{6+\delta }`$, are rather far away from the asymptotic regime where Eq. (8) is expected to apply. Moreover, $`d_s`$ is known to adopt material dependent values . Nevertheless, the data collected in Figs. 5 and 6 clearly point to a quantum phase transition in $`D=2`$ at $`x=x_u`$ where $`T_c`$ vanishes and $`\lambda _{}^2(T=0)`$ tends to infinity. Hence, there is strong evidence for a $`2D`$-$`XY`$ quantum phase transition, where Eq. (8) applies and $`dT_c/d(1/\lambda _{}^2(T=0))`$ is not universal, as suggested by Uemura et al , but depends on $`d_s`$.
To summarize, there is mounting evidence for intermediate $`D`$-$`XY`$ critical behavior, a $`3D`$\- to $`2D`$\- crossover as the underdoped limit is approached and for the occurrence of a quantum superconductor to insulator transition at the underdoped limit in $`D=2`$. Emerging implications and constraints for microscopic models include: (i) in the experimentally accessible temperature regime and close to optimum doping, there is remarkable consistency with $`3D`$-$`XY`$ universality; (ii) close to criticality the symmetry of the order parameter is either d-wave or s-wave; (iii) the decrease of $`T_c`$ in the underdoped regime mirrors the dimensional crossover, enhancing thermal fluctuations and the competition with quantum fluctuations which suppress superconductivity at the underdoped limit; (iv) the enhanced thermal and quantum fluctuations reduce the single particle density of states at the chemical potential. This reduction leads to a pseudogap above $`T_c`$; (v) these fluctuations imply the existence of phase uncorrelated pairs above $`T_c`$ and invalidate mean-field treatments, including the Fermi liquid approach in the normal state; etc.
For a more elaborate review of the $`D`$-$`XY`$ behavior in cuprate superconductors we refer to Ref. .
The authors are grateful to J. Hofer for very useful comments and suggestions on the subject matter. |
warning/0001/cond-mat0001332.html | ar5iv | text | # Evidence from 77Se Knight shifts for triplet superconductivity in (TMTSF)2PF6
\[
\]
The layered quasi-one-dimensional molecular superconductor (TMTSF)<sub>2</sub>PF<sub>6</sub> is a very exotic material with a superconducting order parameter whose ground state symmetry has remained ill-defined . Here we present a pulsed NMR Knight shift (K) study of <sup>77</sup>Se measured simultaneously with transport in pressurized (TMTSF)<sub>2</sub>PF<sub>6</sub>. The Knight shift is linearly dependent on the electron spin susceptibility $`\chi _s`$, and is therefore a direct measure of the spin polarization in the superconducting state. For a singlet superconductor, the spin contribution to the Knight shift, K<sub>s</sub>, falls rapidly on cooling through the transition. The present experiments indicate no observable change in K between the metallic and superconducting states, and thus strongly support the hypothesis of triplet p-wave superconductivity in (TMTSF)<sub>2</sub>PF<sub>6</sub>.
The suppression of superconductivity by defects produced by irradiation and by chemical substitution led to early suggestions of p-wave symmetry as did the presence of a neighboring spin-density-wave phase . However, specific heat thermal conductivity and resistive upper critical field studies had indicated conventional, BCS-like pairing. The issue was revived by recent measurements of the upper critical field H<sub>c2</sub> with substantially improved accuracy in angular alignment and lower temperatures . Superconductivity persists to field strengths exceeding the Clogston limit for singlet superconductors, H<sub>p</sub>, by several times when the field is applied in the plane of the molecular layers. Even with a field-induced dimensional crossover, which greatly increases the orbital critical field , an additional mechanism, such as the formation of the inhomogeneous LOFF state or triplet superconductivity, is required to exceed H<sub>p</sub> in the Bechgaard salts (TMTSF)<sub>2</sub>X (X=PF<sub>6</sub>, ClO<sub>4</sub>, AsF<sub>6</sub>, etc.). The lack of evidence for a first order phase transition between a LOFF state and a uniform superconductor, the observed H$`{}_{c2}{}^{}>`$4H<sub>p</sub> and the recent theoretical analysis of the in-plane H<sub>c2</sub> anisotropy argue against the LOFF state . The present NMR Knight shift study is then strong evidence supporting a triplet state.
In general, a singlet superconducting ground state leads to a vanishing of the spin contribution, K<sub>s</sub>, to the total K as T$``$0. The expected shifts for <sup>77</sup>Se are in the range 340-480 ppm for cooling from the normal phase to a singlet superconducting phase. However, we conclude from our measured spectra that no change is observed ($`\delta `$K<sub>s</sub>=0$`\pm `$20 ppm). To ensure that the pressurized sample was superconducting while acquiring the NMR data, we conducted transport measurements time-synchronous with the application of the radiofrequency pulses.
Our principal result is shown in Fig. 1. The lower set of spectra was collected as free induction decays (FIDs), and the upper as spin echoes. Spectra were recorded at temperatures above T<sub>c</sub> and below, for a magnetic field aligned parallel to the layers to within 0.1 and parallel to the b’-axis to within $``$5. To within the experimental uncertainty, there is no change in the first moment (marked by the vertical solid line). The vertical hashed region is the estimated range where the center of the spectrum would be if the spin susceptibility had vanished. The lack of any observable difference between the spectra as the temperature is varied indicates the system is not a singlet superconductor. Below, we establish the relationship between the spin susceptibility and the Knight shift.
There is an extensive literature related to NMR work on (TMTSF)<sub>2</sub>PF<sub>6</sub>, in both the ambient pressure spin-density wave phase and the pressurized metallic phase . For the most part, the previous work includes studies of the local magnetic environments of either the protons in the methyl groups or <sup>13</sup>C spin-labeled on the various inequivalent sites. Another possibility is <sup>77</sup>Se. Its abundance is 8%, I = 1/2, and $`{}_{}{}^{77}\gamma `$=8.129 MHz/T. There are reports of <sup>77</sup>Se spin-lattice relaxation rate measurements in the metallic phase for powdered samples and single crystals , but very little spectroscopy that we know of . However, it is generally known from band structure calculations as well as EPR studies that the largest spin densities associated with the conduction band are closely linked with molecular orbitals associated the selenium ions.
Figure 2 shows the paramagnetic shifts in the normal state as a function of the spin susceptibility $`\chi _s`$ for B$``$b’. This type of plot is often used to separate shifts of orbital and chemical origin from shifts originating from the hyperfine coupling, and therefore proportional to $`\chi _s`$. The absolute value of $`\chi _s`$ was extracted from Miljak, et al , who obtained a strong temperature dependence that probably results from a combination of lattice contraction and low-dimensional correlation effects. Thus, just as for the recent study identifying Sr<sub>2</sub>RuO<sub>4</sub> as a triplet superconductor , temperature is a natural implicit parameter relating K to $`\chi _s`$. The shifts K are measured relative to the NMR line (at $`\nu _0`$) of <sup>77</sup>Se in Se(CH<sub>2</sub>)<sub>2</sub>. That is, K=($`\nu \nu _0)/\nu _0`$. We are interested in the expected change $`\delta `$K upon cooling into the superconducting state from the normal state. The shifts in the normal state at 20K are marked on Fig. 2 as K<sub>s</sub>(T=20K). The extrapolation to $`\chi _s`$=0 gives the expected shift K($`\chi _s`$=0) if the superconducting state were singlet. The difference between these two values, K(T=20K) and K($`\chi _s`$=0), is from the hyperfine coupling to the spin, K<sub>s</sub>, and it is the expected change $`\delta `$K for a singlet superconducting ground state. The vertical lines bounding the hashed region in Fig. 1 mark the corresponding first moment at 340-480 ppm above the measured value. At the measuring field of B=2.38T, this corresponds to about 6-9 kHz, and we estimate our uncertainty at about 1 kHz. We have also found that <sup>77</sup>Se spectroscopy with the field aligned along the a-axis is much more sensitive. We expect that by changing to that configuration, we can work at much lower fields for comparable or smaller experimental uncertainties.
In Fig. 3a, we show the interlayer resistance R<sub>zz</sub> vs. temperature for B=0T, and the <sup>77</sup>Se measuring field of B=2.38 T along the b’-axis. There is a sharp reduction at T<sub>c</sub>(B=0T)=1.18K, followed by a resistive tail (probably related to sample or pressure inhomogeneity) before R<sub>zz</sub> tends to zero at T = 0.8 K.
In addition to confirming the superconducting state, in situ transport measurements along with NMR provide a crucial diagnostic tool at the lowest temperatures, since the sample itself can be used as an excellent thermometer in the middle of the superconducting transition. We found that the thermal time constant of the sample (plus surrounding fluids and NMR coils) was approximately 1ms. The NMR spectra are acquired on a time scale of 100$`\mu `$s. The duty cycle for the rf pulsing was kept very low, so that the average heating was negligible. A resistance measurement with short time constant made the heating by the rf pulses observable and therefore controllable.
An example of the time-synchronous transport measurements, recorded under the same conditions as the data which give the spectra in Figure 1, is shown in Fig. 3b. The resistance is measured using a standard four probe lock-in technique at a frequency of 3.14kHz. We verified that the electronic time constant was about 0.3ms. The pulses used for the FID experiments were of duration 1$`\mu `$s using power levels less than 10mW. (At a recycle time of 1s, the time-averaged power is somewhat less 10nW.) Immediately after the pulse, the sample resistance (temperature) begins to rise, reaching a maximum at about 600$`\mu `$s later. Afterward, an exponential decay is observed with the time constant of $``$1ms. The shape of the heating curve suggests that the NMR coil, not the sample, is the source of the heating. Since the Knight shift measurement is completed in less than 100$`\mu `$s, it is possible that the sample experiences no heating in this time. The high limiting value of the sample heating is obtained by extrapolating the exponential part of the heating curve back to the time of the pulse. The resistance and temperature at this time are an upper bound to the heating effects. These upper bounds are the temperatures that we quote in the rest of the paper. They are indicated as the open circles in Fig. 3a and are those labeling the spectra in Fig. 1.
To obtain an independent and bulk measure of the superconducting transition, we recorded the spin-lattice relaxation rates T$`{}_{}{}^{1}{}_{1}{}^{}`$ for <sup>77</sup>Se that are shown in Fig. 4. Plotted in this way, the results look generally similar to what is expected for the normal state of pressurized (TMTSF)<sub>2</sub>PF<sub>6</sub> . However, a distinct peak that we associate with the onset of superconductivity is evident in (T<sub>1</sub>T)<sup>-1</sup> near to T=0.7K (see upper inset). Ordinarily, we expect that the signature from transport would occur at the same temperature as for T$`{}_{}{}^{1}{}_{1}{}^{}`$, although the transport results of Fig. 3a indicate a sharp resistance drop at T$``$0.5K. We note that dynamic processes related to flux motion (when the sample is cooled in a magnetic field) can influence both resistance and T<sub>1</sub> measurements.
A related issue is the general tendency for the relaxation rate to approach the normal state value. Well below T<sub>c</sub>(H) in a strong Type II superconductor, T$`{}_{}{}^{1}{}_{1}{}^{}`$$``$ TH/H<sub>c2</sub> because of the normal fraction in the vortex cores and the Korringa relation . In fact, T$`{}_{}{}^{1}{}_{1}{}^{}`$ for (TMTSF)<sub>2</sub>PF<sub>6</sub> appears to be extraordinarily sensitive to magnetic field, which we demonstrate by way of field-cycling experiments using the methyl group protons as a probe. Shown in the lower inset to Fig. 4 are experiments on another sample with slightly higher pressure at B=12.8mT and B=232mT. The behavior at the lower field is similar to that observed by Takigawa, et al , for field-cycled <sup>1</sup>H relaxation in superconducting (TMTSF)<sub>2</sub>ClO<sub>4</sub>: there is no indication for a Hebel-Slichter peak, and below the transition T$`{}_{}{}^{1}{}_{1}{}^{}`$$``$T<sup>β</sup>, with $`\beta `$=2.5 (in Ref. , $`\beta `$ was reported to be 3.0). At the resonance field of 232mT, the fast drop of T$`{}_{}{}^{1}{}_{1}{}^{}`$ is nearly absent, although there is a distinct change in slope at T=1K. Remarkably, the applied field B=232mT at T=0.5K is far below characteristic values for H<sub>c2</sub> observed by Lee, et al or in earlier studies. The important points are these: 1) We have a clear signature for superconductivity from the <sup>77</sup>Se relaxation rates, and 2) even though the rates are high in the superconducting state they are not simply related to the volume fraction of the normal cores.
The evidence for no change in spin susceptibility between the normal and superconducting states would be consistent with the so-called Anderson-Brinkman-Morel state identified with superfluid <sup>3</sup>He-A phase , where there are spin-up and spin-down pairs but no pairs with S<sub>z</sub> = 0. Lebed has proposed an order parameter with the spins oriented parallel to the b’-axis to account for the findings here and the critical field anisotropy. In that case, a change in shift is expected for fields applied parallel to the a-axis. Experiments designed to verify that prediction are underway, along with a search for the longitudinal resonance which gives a measure of the order parameter of the condensed triplet phase.
ACKNOWLEDGEMENTS. The authors thank Hae-Young Kee and Andrei Lebed for many discussions on this topic. The work was supported in part by the National Science Foundation. |
warning/0001/cond-mat0001313.html | ar5iv | text | # Thermodynamics of the spin-flop transition in a quantum 𝑋𝑌𝑍 chain
\[
## Abstract
A special limit of an antiferromagnetic $`XYZ`$ chain was recently shown to exhibit interesting bulk as well as surface spin-flop transitions at $`T=0`$. Here we provide a complete calculation of the thermodynamics of the bulk transition using a transfer-matrix-renormalization-group (TMRG) method that addresses directly the thermodynamic limit of quantum spin chains. We also shed some light on certain spinwave anomalies at low temperature predicted earlier by Johnson and Bonner.
\] There has been a revival of interest in bulk and surface spin-flop transitions following some recent experimental work on Fe/Cr multilayers. These are effectively described by classical spin chains characterized by antiferromagnetic exchange interaction in addition to single ion anisotropy. It is then natural to raise similar questions in the context of quantum spin chains which are more appropriate for the study of quasi-one-dimensional crystalline magnetic systems.
Indeed, in a recent communication, this issue was studied within a special limit of the spin$`\frac{1}{2}`$ $`XYZ`$ chain defined by the Hamiltonian
$`W=`$ $`{\displaystyle \underset{\mathrm{}=1}{\overset{\mathrm{\Lambda }}{}}}[T_{\mathrm{}}^xT_{\mathrm{}+1}^x+T_{\mathrm{}}^yT_{\mathrm{}+1}^y+\mathrm{\Delta }(T_{\mathrm{}}^zT_{\mathrm{}+1}^z{\displaystyle \frac{1}{4}})`$ (2)
$`+H(1)^{\mathrm{}}T_{\mathrm{}}^z],`$
where $`\mathrm{\Delta }>1`$ and the operators $`𝐓_{\mathrm{}}`$ satisfy the standard spin commutation relations; hence (2) may be thought of as the Hamiltonian of a ferromagnetic $`XXZ`$ chain in a staggered magnetic field. A more physical interpretation is obtained by the canonical transformation $`S_{\mathrm{}}^x=T_{\mathrm{}}^x`$, $`S_{\mathrm{}}^y=(1)^{\mathrm{}}T_{\mathrm{}}^y`$, $`S_{\mathrm{}}^z=(1)^{\mathrm{}}T_{\mathrm{}}^z`$ which reduces (2) to a special limit of an antiferromagnetic $`XYZ`$ Hamiltonian in a uniform field $`H`$. In view of the above dual interpretation we consider in parallel the two special operators
$$\tau =\underset{\mathrm{}=1}{\overset{\mathrm{\Lambda }}{}}T_{\mathrm{}}^z,M=\underset{\mathrm{}=1}{\overset{\mathrm{\Lambda }}{}}(1)^{\mathrm{}}T_{\mathrm{}}^z.$$
(3)
The operator $`\tau `$ is not endowed with a simple physical meaning but commutes with Hamiltonian (2) and thus provides a very useful classification of states. In contrast, the operator $`M`$ does not commute with the Hamiltonian but represents the physical magnetization, a quantity of special interest in the following.
Although the main objective of this paper is to study the thermodynamic limit $`\mathrm{\Lambda }\mathrm{}`$, some issues become clear by approaching that limit through a finite periodic chain with an even number of sites $`\mathrm{\Lambda }=2N`$. The eigenvalues of $`\tau `$ are then given by $`\tau =0,\pm 1,\mathrm{},\pm N`$ and split the Hilbert space into $`2N+1`$ sectors. The two extremal sectors $`\tau =\pm N`$ contain only one state each, which is an exact eigenstate of the Hamiltonian with energy $`E=0`$ for any strength of the applied field $`H`$. In the original spin language these are the two completely polarized Néel states. To study their stability at finite $`H`$ we also consider one-magnon excitations, with $`\tau =N+1`$ or $`N1`$, whose energy eigenvalues are the same for both sectors and are given explicitly by
$$E_k=\mathrm{\Delta }\pm \sqrt{\mathrm{cos}^2(k/2)+H^2},G_\pm =\mathrm{\Delta }\pm \sqrt{1+H^2},$$
(4)
where $`k`$ is a sublattice crystal momentum. In Eq. (4) we also display the energies of the $`k=0`$ modes, denoted by $`G_\pm `$, which will be referred to as the magnon gaps and are depicted in Fig. 1 as functions of the applied field.
It is clear that the lowest gap closes $`(G_{}=0)`$ at the critical field
$$H_b=\sqrt{\mathrm{\Delta }^21}$$
(5)
beyond which the Néel states are no longer the lowest-energy states and the system undergoes a bulk spin-flop (BSF) transition.
The nature of this $`T=0`$ phase transition is actually more interesting than indicated by the preceding argument. In fact, the lowest-energy states of all sectors become degenerate at the critical field, with energy $`E=0`$, and the corresponding eigenstates can be constructed analytically. For $`H>H_b`$ the $`\tau =0`$ sector prevails in the sense that it contains the unique absolute ground state. Accordingly the first excited states are the lowest-energy states of the $`\tau =\pm 1`$ sectors and are degenerate. The corresponding magnon gap, denoted by $`G`$ in Fig. 1, was computed via a Lanczos algorithm, on finite periodic chains with $`\mathrm{\Lambda }22`$, complemented by straightforward Richardson extrapolation. The detailed numerical results indicate that the gap $`G`$ might vanish through an essential singularity at $`H_b`$ in the thermodynamic limit. Extrapolation becomes completely unnecessary for fields in the region $`H\mathrm{\Delta }`$ where the gap $`G`$ approaches the Ising asymptote $`H\mathrm{\Delta }`$. One would expect that the lowest gaps $`G_{}`$ and $`G`$ dominate the low-temperature thermodynamics, in the respective field ranges, an issue that turned out to be more intricate than normally anticipated.
In order to prepare the discussion of thermodynamics it is also useful to calculate the magnetization $`M`$ at $`T=0`$. The magnetization vanishes for $`H<H_b`$ but exhibits a finite jump at the critical field which can be calculated analytically. For $`H=H_b`$ the expected value of $`M`$ in the ground state $`|\psi _\tau `$ of each sector $`\tau `$ is
$`M_\tau ={\displaystyle \frac{\psi _\tau |M|\psi _\tau }{\psi _\tau |\psi _\tau }}=\sqrt{\mathrm{\Delta }^21}{\displaystyle \frac{NI_{_{N1}}}{I__N}},`$ (6)
$`I__N={\displaystyle \frac{1}{\pi }}{\displaystyle _0^\pi }\mathrm{cos}(\tau \theta )(\mathrm{\Delta }+\mathrm{cos}\theta )^^N𝑑\theta ,`$ (7)
which generalizes the $`\tau =0`$ result quoted in Ref. 2. For any fixed $`\tau `$ a simple application of the Laplace method yields the asymptotic expansion
$$M_\tau =\left(N+\frac{1}{2}\right)\sqrt{\frac{\mathrm{\Delta }1}{\mathrm{\Delta }+1}}+\frac{14\tau ^2}{8N}\sqrt{\mathrm{\Delta }^21}+O(1/N^2),$$
(8)
which can be used to extract the thermodynamic limit. Since the $`\tau =0`$ sector contains the absolute ground state just above $`H_b`$, the magnetization jump at the critical field is given by
$$\mu _0=\underset{N\mathrm{}}{lim}\left(\frac{M_0}{2N}\right)=\frac{1}{2}\sqrt{\frac{\mathrm{\Delta }1}{\mathrm{\Delta }+1}}.$$
(9)
A more subtle quantity is the $`T=0`$ average magnetization at the critical point calculated from
$$\mu _b=\underset{N\mathrm{}}{lim}\frac{1}{(2N)^2}\underset{\tau =N}{\overset{N}{}}M_\tau .$$
(10)
The asymptotic expansion (8) cannot be employed in Eq. (10) because the latter contains terms with values of $`\tau `$ that are comparable to $`N`$. Nevertheless the explicit result (6) may be inserted in Eq. (10) to numerically estimate $`\mu _b`$ at large $`N`$.
For $`H>H_b`$ the $`T=0`$ magnetization is not known analytically and we have again resorted to the Lanczos algorithm. At our maximum size $`\mathrm{\Lambda }=22`$ the Lanczos result for the magnetization jump at the critical field differs from the analytical prediction (9) by about 5%, a difference that is rectified by Richardson extrapolation to an accuracy about one part in a thousand. Hence we have applied the same extrapolation for $`H>H_b`$ and the result is depicted by a solid line in Fig. 2. Again, extrapolation becomes unnecessary for $`H\mathrm{\Delta }`$.
We thus arrive at the main point of this paper, namely the calculation of thermodynamics via a TMRG algorithm which has already been applied to the study of quantum spin ladders . One of the distinct features of the method is that it directly addresses the thermodynamic limit $`\mathrm{\Lambda }\mathrm{}`$. We shall not present here numerical details but merely discuss some important results.
For instance, the temperature dependence of the magnetization is shown in Fig. 3 for a number of field values. The magnetization vanishes for all temperatures at vanishing field. For finite fields in the subcritical region, $`H<H_b`$, the magnetization again vanishes at $`T=0`$, as expected, but develops a maximum at some finite temperature. Right at the critical field, $`H=H_b`$, the $`T=0`$ limit of the calculated curve is consistent with the value $`\mu _b=0.143`$ of Eq. (10), applied for $`\mathrm{\Delta }=3/2`$, whereas just above $`H_b`$ the $`T=0`$ limit is consistent with the value $`\mu _0=0.224`$ of Eq. (9). For supercritical fields, $`H>H_b`$, the low-temperature limiting values of $`\mu `$ extracted from Fig. 3 are depicted by open circles in Fig. 2 and are thus seen to be in excellent agreement with our independent Lanczos calculation of the magnetization at $`T=0`$. Similarly the results extracted from Fig. 3 at the specific temperature $`T=0.1`$ were used to calculate the field dependence of the magnetization at this temperature, a result that is shown by a dotted line in Fig. 2 and illustrates the manner in which the $`T=0`$ magnetization jump at the critical point is smoothed out at finite temperature.
We next turn our attention to the specific heat. In Fig. 4 we compare the TMRG result at vanishing field with a finite-size calculation for chains with $`\mathrm{\Lambda }=10,12`$, and 14 for which a complete numerical diagonalization of the Hamiltonian is possible. This comparison is surprising in that the trend of the finite-size results does not seem to be consistent with the calculated thermodynamic limit. We have thus naturally questioned the validity of our TMRG calculation. However this special case was also considered in Fig. 4b of a paper by Klümper whose numerical method is again based on a transfer matrix but relies heavily on the complete integrability of model (2) at vanishing staggered field. Direct correspondence with the above author established that our result agrees with his throughout the temperature range considered.
It should be added here that the TMRG method does not rely on complete integrability and is thus more flexible; e.g., it can be applied for the calculation of the thermodynamics at any finite staggered field for which model (2) is not known to be completely integrable.
The “anomalous scaling” observed in Fig. 4 for $`H=0`$ persists for nonvanishing fields throughout the BSF transition but gradually disappears in the “no-scaling region” $`H\mathrm{\Delta }`$ where the correct thermodynamic limit is practically reached by very short chains, as short as $`\mathrm{\Lambda }=4`$. In any case, the TMRG calculation of the temperature dependence of the specific heat is illustrated in Fig. 5 for various field values. The main feature of this figure is that the specific heat develops a double peak for fields in the vicinity of the critical point $`H_b`$. Furthermore the low-temperature behavior appears to be generally consistent with the field dependence of the magnon gaps shown in Fig. 1.
One would expect that the low-temperature specific heat is correctly predicted by a dilute-magnon or spinwave approximation, a long cherished assumption in condensed matter physics. To check this assumption we first consider the case of vanishing field for which our model is formally identical to the ferromagnetic $`XXZ`$ chain extensively studied through the Bethe Ansatz . At sufficiently low temperature the spinwave approximation of the specific heat should read
$$C\frac{G_{}^2\mathrm{exp}(G_{}/T)}{(2\pi T^3)^{1/2}},G_{}=\mathrm{\Delta }1,$$
(11)
where $`G_{}`$ is the lowest magnon gap at vanishing field. Equation (11) suggests considering the quantity $`T\mathrm{ln}(T^{3/2}C)`$ which should interpolate linearly to the magnon gap $`G_{}`$ at $`T=0`$. Yet a comparison of the spinwave prediction (11) with the TMRG calculation shown in the $`\mathrm{\Delta }=3/2`$ entry of Fig. 6 reveals a sharp disagreement even at the lowest temperature accessible by our method. On the other hand, one can show that the spinwave approximation agrees well with the finite-size results for $`\mathrm{\Lambda }=10,12,14`$ given in Fig. 4 restricted to the temperature range of Fig. 6. Clearly then the anomalous scaling noted earlier is intimately related to the apparent failure of the dilute-magnon approximation.
In order to understand this situation we now invoke an asymptotic result obtained for the ferromagnetic $`XXZ`$ chain by Johnson and Bonner who predict that the low-temperature specific heat is more appropriately described by
$`C{\displaystyle \frac{G_{}^2\mathrm{exp}(G_{}/T)}{(2\pi T^3)^{1/2}}}+{\displaystyle \frac{G_1^2\mathrm{exp}(G_1/T)}{T^2}},`$ (12)
$`G_1={\displaystyle \frac{1}{2}}\sqrt{\mathrm{\Delta }^21},`$ (13)
where a new gap $`G_1`$ is potentially important. This gap originates in bound multimagnon or domain-wall states, including the notorious factor $`1/2`$ familiar from earlier discussions of the antiferromagnetic Ising and $`XXZ`$ chains. The two terms in Eq. (12) may then be referred to as the magnon and Ising contributions,respectively. The two gaps $`G_{}`$ and $`G_1`$ become equal at the critical anisotropy $`\mathrm{\Delta }=5/3`$ and are ordered as $`G_{}<G_1`$ or $`G_{}>G_1`$ for $`\mathrm{\Delta }<5/3`$ or $`\mathrm{\Delta }>5/3`$.
Therefore, when $`1<\mathrm{\Delta }<5/3`$, the magnon contribution in Eq. (12) dominates for sufficiently low temperature, practically in the region $`TG_1G_{}\delta `$. For $`\mathrm{\Delta }=3/2`$ one finds that $`\delta =0.06`$ and hence the region $`T\delta `$ is difficult to approach by the inherently finite-temperature TMRG algorithm. This explains the apparent failure of spinwave theory demonstrated in the $`\mathrm{\Delta }=3/2`$ entry of Fig. 6. However, when both terms of Eq. (12) are included, the agreement with our TMRG result is obviously very good. The picture becomes more transparent in the $`\mathrm{\Delta }=5/4`$ entry of Fig. 6 where the differential gap $`\delta =0.125`$ is greater and thus the region $`T\delta `$ becomes accessible to TMRG, albeit somewhat marginally. Also interesting is the result for the critical anisotropy $`\mathrm{\Delta }=5/3`$ shown in Fig. 6, where the failure of spinwave theory becomes complete, whereas our result continues to agree with the Johnson-Bonner prediction (12). Finally we have examined the case of a supercritical anisotropy, $`\mathrm{\Delta }=2`$, with a similar conclusion.
At finite (staggered) field our model is not equivalent to the ferromagnetic $`XXZ`$ chain and thus the finite-field results of Ref. 7 are no longer applicable. We do not know at this point how to generalize Eq. (12) to account for a staggered field, especially because complete integrability seems to be lost. Numerical investigation of this issue suggests that spinwave anomalies persist in the subcritical region $`H<H_b`$ while normal spinwave behavior is restored for $`H>H_b`$. In the latter region the quantity $`T\mathrm{ln}(T^{3/2}C)`$ interpolates linearly to the magnon gap $`G`$ shown in Fig. 1.
To summarize, we have presented a reasonably complete theoretical description of the thermodynamics of the spin-flop transition for Hamiltonian (2). Our explicit results would be directly relevant for the analysis of actual experiments, provided that a quasi-one-dimensional magnetic system is found that is described by our model Hamiltonian at least approximately. Perhaps equally important is the overall conclusion that the TMRG method proves to be reliable even under stringent conditions.
We are grateful to A. Orendacova and M. Orendac for bringing Ref. 7 to our attention and for a related discussion. This work was completed during a visit of JK at IRRMA. XW and XZ acknowledge support by the Swiss National Foundation grant No. 20-49486.96, the Univ. of Fribourg and the Univ. of Neuchâtel. We would also like to thank A. Klümper for helpful correspondence. |
warning/0001/hep-th0001023.html | ar5iv | text | # Untitled Document
The String Uncertainty Relations follow
from the New Relativity Principle
Carlos Castro
Center for Theoretical Studies of Physical Systems
Clark Atlanta University
Atlanta, GA. 30314
January 2000
Abstract
The String Uncertainty Relations have been known for some time as the stringy corrections to the original Heisenberg’s Uncertainty principle. In this letter the Stringy Uncertainty relations, and corrections thereof, are explicitly derived from the New Relativity Principle that treats all dimensions and signatures on the same footing and which is based on the postulate that the Planck scale is the minimal length in Nature in the same vein that the speed of light was taken as the maximum velocity in Einstein’s theory of Special Relativity. The Regge behaviour of the string’s spectrum is also a natural consequence of this New Relativity Principle.
Recently we have proposed that a New Relativity principle may be operating in Nature which could reveal important clues to find the origins of $`M`$ theory . We were forced to introduce this new Relativity principle, where all dimensions and signatures of spacetime are on the same footing, to find a fully covariant formulation of the $`p`$-brane Quantum Mechanical Loop Wave equations. This New Relativity Principle, or the principle of Polydimensional Covariance as has been called by Pezzaglia, has also been crucial in the derivation of Papapetrou’s equations of motion of a spinning particle in curved spaces that was a long standing problem which lasted almost 50 years . A Clifford calculus was used where all the equations were written in terms of Clifford-valued multivector quantities; i.e one had to abandon the use of vectors and tensors and replace them by Clifford-algebra valued quantities, matrices, for example .
In this letter we will explicitly derive the String Uncertainty Relations, and corrections thereof, directly from the Quantum Mechanical Wave equations on Noncommutative Clifford manifolds or C-spaces . There was a one-to-one correspondence between the nested hierarchy of point, loop, 2-loop, 3-loop,……p-loop histories encoded in terms of hypermatrices and wave equations written in terms of Clifford-algebra valued multivector quantities. This permits us to recast the QM wave equations associated with the hierarchy of nested p-loop histories, embedded in a target spacetime of $`D`$ dimensions , where the values of $`p`$ range from : $`p=0,1,2,3\mathrm{}\mathrm{}D1`$, as a $`single`$ QM line functional wave equation whose lines live in a Noncommutative Clifford manifold of $`2^D`$ dimensions. $`p=D1`$ is the the maximum value of $`p`$ that saturates the embedding spacetime dimension.
The line functional wave equation in the Clifford manifold, C-space is :
$$𝑑\mathrm{\Sigma }(\frac{\delta ^2}{\delta X(\mathrm{\Sigma })\delta X(\mathrm{\Sigma })}+^2)\mathrm{\Psi }[X(\mathrm{\Sigma })]=0.$$
$`(1)`$
where $`\mathrm{\Sigma }`$ is an invariant evolution parameter of $`l^D`$ dimensions generalizing the notion of the invariant proper time in Special Relativity linked to a massive point particle line ( path ) history :
$$(d\mathrm{\Sigma })^2=(d\mathrm{\Omega }_{p+1})^2+\mathrm{\Lambda }^{2p}(dx^\mu dx_\mu )+\mathrm{\Lambda }^{2(p1)}(d\sigma ^{\mu \nu }d\sigma _{\mu \nu })+\mathrm{\Lambda }^{2(p2)}(d\sigma ^{\mu \nu \rho }d\sigma _{\mu \nu \rho })+\mathrm{}\mathrm{}.$$
$`(2)`$
$`\mathrm{\Lambda }`$ is the Planck scale in $`D`$ dimensions. X$`(\mathrm{\Sigma })`$ is a Clifford-algebra valued ” line ” living in the Clifford manifold ( C-space) :
$$X=\mathrm{\Omega }_{p+1}+\mathrm{\Lambda }^px_\mu \gamma ^\mu +\mathrm{\Lambda }^{p1}\sigma _{\mu \nu }\gamma ^\mu \gamma ^\nu +\mathrm{\Lambda }^{p2}\sigma _{\mu \nu \rho }\gamma ^\mu \gamma ^\nu \gamma ^\rho +\mathrm{}\mathrm{}\mathrm{}$$
$`(3a)`$
The multivector X encodes in one single stroke the point history represented by the ordinary $`x_\mu `$ coordinates and the holographic projections of the nested family of 1-loop, 2-loop, 3-loop…p-loop histories onto the embedding coordinate spacetime planes given respectively by :
$$\sigma _{\mu \nu },\sigma _{\mu \nu \rho }\mathrm{}\mathrm{}\sigma _{\mu _1\mu _2\mathrm{}\mu _{p+1}}$$
$`(3b)`$
The scalar $`\mathrm{\Omega }_{p+1}`$ is the invariant proper $`p+1=D`$-volume associated with the motion of the ( maximal dimension ) p-loop across the $`D=p+1`$-dim target spacetime. There was a coincidence condition that required to equate the values of the center of mass coordinates $`x_\mu `$, for all the p -loops, with the values of the $`x^\mu `$ coordinates of the point particle path history. This was due to the fact that upon setting $`\mathrm{\Lambda }=0`$ all the p-loop histories collapse to a point history. The latter history is the baseline where one constructs the whole hierarchy. This also required a proportionality relationship :
$$\tau \frac{A}{\mathrm{\Lambda }}\frac{V}{\mathrm{\Lambda }^2}\mathrm{}\mathrm{}.\frac{\mathrm{\Omega }^{p+1}}{\mathrm{\Lambda }^p}.$$
$`(4)`$
$`\tau ,A,V\mathrm{}.\mathrm{\Omega }^{p+1}`$ represent the invariant proper time, proper area, proper volume,… proper $`p+1`$-dim volume swept by the point, loop, 2-loop, 3-loop,….. p-loop histories across their motion through the embedding spacetime, respectively. $`=T`$ is a quantity of dimension $`(mass)^{p+1}`$, the maximal $`p`$-brane tension ( $`p=D1`$) .
The wave functional $`\mathrm{\Psi }`$ is in general a Clifford-valued, hypercomplex number. In particular it could be a complex, quaternionic or octonionic valued quantity. At the moment we shall not dwell on the very subtle complications and battles associated with the quaternionic/octonionic extensions of Quantum Mechanics based on Division algebras and simply take the wave function to be a complex number. The line functional wave equation for lines living in the Clifford manifold ( C-spaces) are difficult to solve in general. To obtain the String Uncertainty Relations, and corrections thereof, one needs to simplify them. The most simple expression is to write the simplified wave equation in units $`\mathrm{}=c=1`$ :
$$[(\frac{^2}{x^\mu x_\mu }+\frac{\mathrm{\Lambda }^2}{2}\frac{^2}{\sigma ^{\mu \nu }\sigma _{\mu \nu }}+\frac{\mathrm{\Lambda }^4}{3!}\frac{^2}{\sigma ^{\mu \nu \rho }\sigma _{\mu \nu \rho }}+\mathrm{}\mathrm{})\mathrm{\Lambda }^{2p}^2]\mathrm{\Psi }[x^\mu ,\sigma ^{\mu \nu },\sigma ^{\mu \nu \rho },\mathrm{}..]=0$$
$`(5)`$
where we have dropped the first component of the Clifford multivector dependence, $`\mathrm{\Omega }^{p+1}`$, of the wave functional $`\mathrm{\Psi }`$ and we have replaced functional differential equations for ordinary differential equations. Had one kept the first component dependence $`\mathrm{\Omega }^{p+1}`$ on $`\mathrm{\Psi }`$ one would have had a cosmological constant contribution to the $``$ term as we will see below. Similar types of equations in a different context with only the first two terms of eq-(5), have also been written in .
The last equation contains the seeds of the String Uncertainty Relations and corrections thereof. Plane wave type solutions to eq-(5) are :
$$\mathrm{\Psi }=e^{i(k_\mu x^\mu +k_{\mu \nu }\sigma ^{\mu \nu }+k_{\mu \nu \rho }\sigma ^{\mu \nu \rho }+\mathrm{}\mathrm{}.)}.$$
$`(6)`$
where $`k_{\mu \nu },k_{\mu \nu \rho }\mathrm{}..`$ are the area-momentum, volume-momentum,….. $`p+1`$-volume-momentum conjugate variables to the holographic $`\sigma ^{\mu \nu },\sigma ^{\mu \nu \rho }\mathrm{}`$ coordinates respectively. These are the components of the Clifford-algebra valued $`multivector`$ K that admits an expansion into a family of antisymmetric tensors of arbitrary rank like the Clifford-algebra valued ”line” X did earlier in eq-(3a). The multivector K is nothing but the conjugate $`polymomentum`$ variable to X in C-space. Inserting the plane wave solution into the simplified wave equation yields the generalized dispersion relation, after reinserting the suitable powers of $`\mathrm{}`$ :
$$\mathrm{}^2(k^2+\frac{1}{2}\mathrm{\Lambda }^2(k_{\mu \nu })(k^{\mu \nu })+\frac{1}{3!}\mathrm{\Lambda }^4(k_{\mu \nu \rho })(k^{\mu \nu \rho })+\mathrm{}\mathrm{}..)\frac{\mathrm{\Lambda }^{2p}^2}{\mathrm{}^{2p}}=0.$$
$`(7)`$
this is just the generalization of the ordinary wave/particle dispersion relationship
$$p^2=\mathrm{}^2k^2.p^2m^2=0.$$
$`(8)`$
Had one included the $`\mathrm{\Omega }^{p+1}`$ dependence on $`\mathrm{\Psi }`$; i.e an extra piece $`exp[i\mathrm{\Omega }_{p+1}\lambda ]`$, where $`\lambda `$ is the cosmological constant of dimensions $`(mass)^{(p+1)}`$. The required $`\mathrm{\Lambda }^{2p}^2\mathrm{\Psi }/(\mathrm{\Omega }_{p+1})^2`$ term of the simplified wave equation (5) would have generated an extra term of the form $`\mathrm{\Lambda }^{2p}\lambda ^2`$. After reinserting the suitable powers of $`\mathrm{}`$, the cosmological constant term will precisely $`shift`$ the value of the $`\mathrm{\Lambda }^{2p}^2/\mathrm{}^{2p}`$ piece of eq-(7) to the value : $`(\frac{\mathrm{\Lambda }}{\mathrm{}})^{2p}(^2\lambda ^2)`$, which precisely has an overall dimension of $`m^2`$ as expected.
Hence, this will be then the ” vacuum ” contribution to $`maximal`$ $`p`$-brane tension ( $`p=D1`$) : $`=T_p`$ has overall units $`(mass)^{p+1}`$; i.e energy per $`p`$-dimensional volume. On dimensional grounds and due to the $`coincidence`$ condition referred above one has that :
$$(k_{\mu \nu })(k^{\mu \nu })(k^2)^2=k^4.(k_{\mu \nu \rho })(k^{\mu \nu \rho })(k^3)^2=k^6\mathrm{}\mathrm{}$$
$`(9)`$
where the proportionality factors in eq-(9) are $`scalar`$-valued quantities that we choose to be ( for simplicity ) the dimension-dependent constants, $`\beta _1,\beta _2\mathrm{}.`$ respectively. The coincidence condition implies that upon setting $`\mathrm{\Lambda }=0`$ all the p-loop histories $`collapse`$ to a point history. In that case the areas, volumes, …hypervolumes collapse to $`zero`$ and the wave equation (5) reduces to the ordinary Klein-Gordon equation for a spin zero massive particle.
Factoring out the $`k^2`$ factor in (7), using the analog of the dispersion relation (8) and taking the square root, after performing the binomial/Taylor expansion of the square root, subject to the condition $`\mathrm{\Lambda }^2k^2<<1`$, one obtains an $`effective`$ energy dependent Planck ” constant ” that takes into account the Noncommutative nature of the Clifford manifold (C-space ) at Planck scales :
$$\mathrm{}_{eff}(k^2)=\mathrm{}(1+\frac{1}{2.2!}\beta _1\mathrm{\Lambda }^2k^2+\frac{1}{2.3!}\beta _2\mathrm{\Lambda }^4k^4+\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}.).$$
$`(10)`$
where we have included explicitly the $`D`$ dependent coefficients $`\beta _1,\beta _2,\mathrm{}`$ that arise in (9) due to the $`coincidence`$ condition and on dimensional analysis.
Arguments concerning an effective value of Planck’s ” constant ” related to higher derivative theories and the modified uncertainty relations have been given by . The advantage of this derivation based on the New Relativity Principle is that one automatically avoids the problems involving the ad hoc introduction of higher derivatives in Physics ( ghosts, …) .
The uncertainty relations for the coordinates-momenta follow from the Heisenberg-Weyl algebraic relation familiar in QM :
$$\mathrm{\Delta }x\mathrm{\Delta }p|<[\widehat{x},\widehat{p}]>|.[\widehat{x},\widehat{p}]=i\mathrm{}$$
$`(11)`$
Now we have that in C-spaces, $`x,p`$ must not, and should not, be interpreted as ordinary vectors of spacetime but as one of the many $`components`$ of the Clifford-algebra valued multivectors that ” coordinatize ” the Noncommutative Clifford Manifold, C-space. The Noncommutativity is $`encoded`$ in the $`effective`$ value of the Planck’s ” constant ” which $`modifies`$ the Heisenberg-Weyl $`x,p`$ algebraic commutation relations and, consequently, generates new uncertainty relations :
$$\mathrm{\Delta }x\mathrm{\Delta }p|<[\widehat{x},\widehat{p}]>|=<\mathrm{}_{eff}>=\mathrm{}(1+\frac{1}{2.2!}\beta _1\mathrm{\Lambda }^2<k^2>+\frac{1}{2.3!}\beta _2\mathrm{\Lambda }^4<k^4>+\mathrm{}\mathrm{}.)$$
$`(12)`$
Using the relations :
$$\mathrm{}k=p.<p^2>(\mathrm{\Delta }p)^2.<p^4>(\mathrm{\Delta }p)^4\mathrm{}..$$
$`(13)`$
one arrives at :
$$\mathrm{\Delta }x\mathrm{\Delta }p\mathrm{}+\frac{\beta _1\mathrm{\Lambda }^2}{4\mathrm{}}(\mathrm{\Delta }p)^2+\frac{\beta _2\mathrm{\Lambda }^4}{12\mathrm{}^3}(\mathrm{\Delta }p)^4+\mathrm{}\mathrm{}.$$
$`(14)`$
Finally, keeping the first two terms in the expansion in the r.h.s of eq- (14) one recovers the ordinary String Uncertainty Relation directly from the New Relativity Principle as promised :
$$\mathrm{\Delta }x\frac{\mathrm{}}{\mathrm{\Delta }p}+\frac{\beta _1\mathrm{\Lambda }^2}{4\mathrm{}}(\mathrm{\Delta }p).$$
$`(15)`$
which is just a reflection of the minimum distance condition in Nature and an inherent Noncommutative nature of the Clifford manifold ( C-space ). Eq-(15) yields a $`minimum`$ value of $`\mathrm{\Delta }x`$ of the order of the Planck length $`\mathrm{\Lambda }`$ that can be verified explicitly simply by minimizing eq-(15).
There is a widespread misunderstanding about the modification of the Heisenberg-Weyl algebra (12). One could start from a canonical pair of variables $`q,p`$ and perform a $`noncanonical`$ change of variables $`Q,P`$ such as to precisely reproduce the modified commutation relations of eq-(12) :
$$xx^{}=x.pp^{}.[x^{},p^{}]=i\mathrm{}[\frac{}{p},p^{}]=i\mathrm{}\frac{p^{}}{p}=i\mathrm{}+\frac{i\beta _1\mathrm{\Lambda }^2}{4\mathrm{}}(p^{})^2+\mathrm{}.$$
$`(16a)`$
Integrating (16a) keeping only the leading terms yields the desired relationship between $`p`$ and $`p^{}`$ :
$$p(p^{})=\frac{dp^{}}{1+\frac{\beta _1\mathrm{\Lambda }^2}{4\mathrm{}^2}(p^{})^2}.$$
$`(16b)`$
This $`noncanonical`$ change of coordinates is $`not`$ what is represented here by the modified Heisenberg-Weyl algebra. Space at small scales is $`not`$ necessarily governed by the familiar Lorentzian symmetries : it is a Noncommutative Clifford manifold that requires abandoning the naive notion of vectors and tensors and replacing them by Clifford multivectors. Inotherwords, it is a world where Quantum Groups operate . The fact that the String Uncertainty relations reflect the existence of a minimum length in Nature is consistent with the $`discretization`$ of spacetime at the Planck scale and the replacement of ordinary Lorentzian group symmetries by Quantum Group ( Hopf Algebras) Symmetries .
The New Relativity Principle reshuffles, for example, a loop history into a membrane history; a membrane history into a into a $`5`$-brane history; a $`5`$-brane history into a $`9`$-brane history and so forth; in particular it can transform a $`p`$-brane history into suitable combinations of other $`p`$-brane histories as building blocks. This is the bootstrap idea taken from the point particle case to to the $`p`$-branes case : each brane is made out of all the others. ” Lorentz” transformations in C-spaces involve hypermatrix changes of ” coordinates ” . The naive Lorentz transformations do not apply in the world of Planck scale physics. Only at large scales the Riemannian continuum is recaptured . For a discussion of the more fundamental Finsler Geometries implementing the minimum scale ( maximal proper acceleration ) in String Theory see .
The New Relativity principle not only reproduces the ordinary String Uncertainty Relations but yields $`corrections`$ thereof in one single stroke as we have shown in eq-(14)! This is a positive sign that the New Relativity principle is on the right track to reveal the geometrical foundations of $`M`$ theory . Uncertainty relations based on the Scale Relativity theory were furnished in . We must emphasize that the latter uncertainty relations involved spacetime $`resolutions`$. Resolutions are $`not`$ statistical uncertainties, therefore the relations $`cannot`$ be used to evaluate the modified coordinates-momenta commutation relations like the r.h.s of (12).
To finalize this letter we will show how the Regge trajectories behaviour of the string’s spectrum emerges also from the New Relativity principle. Pezzaglia’s derivation of Papapetrou’s equations for a spinning particle moving in curved spaces were based on an invariant interval of the form :
$$(d\mathrm{\Sigma })^2=dx^\mu dx_\mu +\frac{1}{2\lambda ^2}d\sigma ^{\mu \nu }d\sigma _{\mu \nu }.$$
$`(17a)`$
where $`\lambda `$ is a length scale. The norm of the Clifford-valued momentum is :
$$P^2=p_\mu p^\mu +\frac{1}{2\lambda ^2}S_{\mu \nu }S^{\mu \nu }.$$
$`(17b)`$
where $`S^{\mu \nu }`$ is the spin or canonically-conjugate variable to the $`area`$ . If we set the $`\lambda \mathrm{\Lambda }`$ and relate the squared-norm $`S^{\mu \nu }^2`$ to the value of the norm-squared of the 2-vector conjugate to the holographic area variables $`\sigma ^{\mu \nu }`$ ; i.e $`(k^{\mu \nu })(k_{\mu \nu })`$, norm-squared which is proportional to $`k^4`$, one can infer, after inserting the appropriate units ( $`c=1`$), from the spin-squared terms of eq-(17b) and the dispersion relation given by eq-(7) :
$$\frac{S^{\mu \nu }}{\mathrm{}}\mathrm{\Lambda }^2k^2=\frac{\mathrm{\Lambda }^2p^2}{\mathrm{}^2}=\frac{\mathrm{\Lambda }^2m^2}{\mathrm{}^2}=n(\frac{\mathrm{\Lambda }^2m_P^2}{\mathrm{}^2})=n.$$
$`(18)`$
hence one has that the spin is quantized in units of $`\mathrm{}`$ and from the third term in the r.h.s of eq-(18) one recovers the Regge trajectories behaviour of the string spectrum in units where $`\mathrm{}=c=1`$ :
$$J\alpha ^{}m^2+a.m^2nm_P^2.\alpha ^{}\mathrm{\Lambda }^2=\frac{1}{m_P^2}.$$
$`(19)`$
which is consistent with the action-angle variables/ area-quantization $`A=n\mathrm{\Lambda }^2`$ ( in units of $`\mathrm{}=c=1`$) :
$$S=P_{\mu \nu }𝑑\sigma ^{\mu \nu }TAT(n\mathrm{\Lambda }^2)n\frac{\mathrm{\Lambda }^2}{2\pi \alpha ^{}}n.$$
$`(20)`$
where $`P_{\mu \nu }`$ is the area-momentum variable conjugate to the string areal interval $`d\sigma ^{\mu \nu }`$. It is the string analog of the ordinary momentum $`p=mv`$ for a point particle. The action is a multiple of $`\mathrm{}`$ as the Bohr-Sommerfield action-angle relation indicates : $`S=p𝑑g=n\mathrm{}`$. The area quantization condition, as well as the Bekenstein-Hawking entropy-area relation, have also been obtained by Loop Quantum Gravity methods . Using Loop Quantum Gravity methods they arrive at $`A\mathrm{\Lambda }^2\sqrt{j_i(j_i+1)}`$ where one is summing over spin quantun numbers along the edges of a spin network. The New Relativity principle is telling us from eqs-(18,19,20) that $`A=n\mathrm{\Lambda }^2`$ where $`n`$ is the spin quantum number !
Having derived the string uncertainty relations, and corrections thereof, and explained in simple terms why there is a link between the Regge trajectories behaviour of the string spectrum with the quantization of area, should be enough encouragement to proceed forward with the New Relativity Principle.
Acknowledgements
We thank Luis and Sheila Perelman for their hospitality in New York City where this work was completed, and for the use of their computer facilities. We extend our gratitude to T. Riley for his gracious assistance.
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warning/0001/hep-th0001109.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Better understanding of non-conformal supersymmetric field theories is often facilitated by the study of superconformal field theories. One may, therefore, expect, that studying the N=2 (rigid) superconformal Non-Linear Sigma-Models (NLSM) in 3+1 spacetime dimensions may shed light on the structure of the hypermultiplet low-energy effective actions in quantized N=2 supersymmetric gauge field theories, as well as provide more insights into the moduli spaces of hypermultiplets in the type-II superstring compactifications on Calabi-Yau threefolds in the limit where the supergravity decouples, since they are all governed by hyper-Kähler metrics. The N=2 superconformal hypermultiplets also appear in describing the D3-brane world-volume field theories , and in relation to the AdS/CFT correspondence . The universal formulation of hypermultiplets is indispensable for those purposes.
The most natural formulation of supersymmetry is provided by superspace. However, as regards N=2 supersymmetry in 1+3 dimensions, the standard N=2 superspace is not suitable to describe off-shell hypermultiplets. Since N=2 supersymmetry in the four-dimensional NLSM amounts to hyper-Kähler geometry in the NLSM target space , there should be a good reason for this failure inside the hyper-Kähler geometry. As is well known, the hyper-Kähler geometry is characterized by the existence of three, covariantly constant, complex structures, $`I^{(a)}`$, $`a=1,2,3`$, satisfying a quaternionic algebra. In the conventional superspace approach one picks up a single complex structure to be manifest. In fact, any linear combination, $`c_1I^{(1)}+c_2I^{(2)}+c_3I^{(3)}`$, of the complex structures with some real coefficients $`c_a`$ is again a covariantly constant complex structure provided that $`c_1^2+c_2^2+c_3^2=1`$. There is, therefore, the whole sphere $`S^2`$ of the hidden complex structures on the top of the manifest one. To treat all the complex structures on equal footing, one should add $`S^2`$ to the hyper-Kähler manifold, which essentially amounts to its twistor extension. In the context of N=2 supersymmetry, the extension of the standard N=2 superspace by the two-sphere $`S^2`$ gives rise to the off-shell (model-independent) formulation of a hypermultiplet with manifest (linearly realized) N=2 supersymmetry. The twistor extension of N=2 superspace comes in two versions known as Projective Superspace (PSS) and Harmonic Superspace (HSS). The PSS appears after adding a single projective holomorphic coordinate of $`CP^1S^2`$. The PSS construction naturally leads to holomorphic potentials for hyper-Kähler metrics via the so-called generalized Legendre transform in terms of projective $`O(2p)`$ hypermultiplets . In the HSS construction one uses another isomorphism $`S^2SU(2)/U(1)`$, one adds harmonics belonging to the group $`SU(2)`$, and one considers only equivariant (Grassmann-)analytic functions with respect to the $`U(1)`$ charge (cf. the notion of a flag manifold). The HSS thus naturally leads to analytic potentials for hyper-Kähler metrics. An off-shell, manifestly N=2 supersymmetric formulation of the most basic Fayet-Sohnius (FS) hypermultiplet is only possible with the infinite number of the auxiliary fields. This problem is elegantly solved in HSS that provides the universal formulation of a hypermultiplet in terms of a single unconstrained N=2 superfield in the analytic subspace of HSS . At the same time, the infinite number of the auxiliary fields leads to a quite obscure connection (‘bridge’) between the HSS superfields and their physical components, which highly complicates a derivation of hyper-Kähler metrics out of the N=2 NLSM in terms of the FS hypermultiplet superfields. The projective hypermultiplets with the finite numbers of the auxiliary fields, are more suitable for describing the N=2 NLSM metrics with isometries, either translational or rotational.
The combined constraints implied by hyper-Kähler geometry and conformal invariance on the target space geometry of the (1+3)-dimensional N=2 supersymmetric NLSM were recently investigated by de Wit, Kleijn and Vandoren who called the N=2 superconformal NLSM geometry special hyper-Kähler. They also found remarkable relations between the special hyper-Kähler, quaternionic and 3-Sasakian metrics, by using the component approach with on-shell N=2 supersymmetry for hypermultiplets. The approach adopted in ref. is invariant under reparametrizations, but it formulates the special hyper-Kähler geometry in terms of complicated geometrical constraints that are unavoidable in any component approach. We use the manifestly N=2 supersymmetric HSS approoach to solve those constraints in terms of an unconstrained homogeneous (of degree two) function of hypermultiplets, similarly to the standard N=2 superconformally invariant action of N=2 vector multiplets.
Though our general HSS construction uses the infinite number of auxiliary fields, we also derive the non-trivial N=2 superconformal NLSM in terms of the projective hypermultiplets with the finite numbers of the auxiliary fields. As an application, we easily reproduce $`A_k`$ and $`D_k`$ series of four-dimensional gravitational instanton metrics by combining the (improved) special hyper-Kähler potentials with different moduli and adding simple non-conformal deformations to them. Those metrics naturally arise in modern gauge and string theories that supply more motivation for the alternative and more transparent derivation of the metrics from HSS.
Distant physical problems in field theory often share common hyper-Kähler moduli space. For example, the vacuum structure of the quantized $`SU(n)`$-based N=4 supersymmetric (pure) gauge field theory in 2+1 dimensions (in the Coulomb branch) is known to be equivalent to the moduli space of $`n`$ BPS monopoles in the classical $`SU(2)`$-based (N=0) Yang-Mills-Higgs system in 3+1 dimensions . The four-dimensional hyper-Kähler spaces are necessarily self-dual, while the latter naturally arise as gravitational instantons in quantum gravity, or as the moduli spaces of solutions to the (integrable) system of Nahm equations with appropriate boundary conditions .
M-theory provides the unifying framework for a study of those remarkable correspondences, while it also offers their explanation via dualities. For example, the M-theory compactification on the $`A_{k1}`$ Asymptotically Locally Flat (ALF) self-dual space is equivalent to the background of $`k`$ parallel D6-branes in the type-IIA string picture <sup>2</sup><sup>2</sup>2In the case of $`D_k`$ ALF space, one gets $`k`$ D6-branes parallel to an orientifold $`O6^{}`$ . Probing this background with a parallel D2-brane gives rise to the (2+1)-dimensional N=4 supersymmetric effective gauge field theory with $`k`$ matter hypermultiplets in the D2-brane world-volume, whose moduli space is given by the ALF space. In the (dual) type-IIB string picture one gets a BPS configuration of intersecting D5- and D3-branes, which gives rise (in the infra-red limit) to the same effective field theory in the D3-brane world-volume, and whose moduli space is given by the charge-two (centered) BPS monopole moduli space with $`k`$ singularities .
Though the brane technology appears to be very efficient in establishing the equivalence between the apparently different moduli spaces, it does not offer any means for a calculation of the exact moduli space metrics. The standard hyper-Kähler quotient construction of the multi-monopole moduli space metrics from the Nahm data is very complicated in practice, so that it does not allow one to establish a simple and natural way of describing the metrics. The alternative approach is provided by twistor methods whose essential ingredients are given by holomorphic vector bundles over the twistor space . The ALF metrics can be obtained from the (moduli-dependent) holomorphic potentials in the twistor space by the generalized Legendre transform that was originally deduced from PSS . However, even the generalized Legendre transform techniques are usually limited to the hyper-Kähler metrics having isometries, whereas a generic monopole moduli space does not have any isometries. It is, therefore, very desirable to develop a more universal approach to this problem.
The ALF spaces asymptotically approach $`𝐑^3\times S^1/\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is a discrete subgroup of $`SU(2)`$. After sending the radius of $`S^1`$ to infinity, one gets the Asymptotically Locally Euclidean (ALE) metrics that asymptotically approach $`R^4/\mathrm{\Gamma }`$. Kronheimer found their A–D–E classification into two infinite ($`A_k`$ and $`D_k`$) and three exceptional $`E_{6,7,8}`$ cases, according to the intersection matrix of their two-cycles. Since the ALE spaces are naturally related to the enhanced symmetries, most notably, conformal invariance, it is natural to approach an ALF moduli space metric from its ALE limit, being guided by hyper-Kähler geometry and conformal invariance on the top of it. In the context of N=2 NLSM in superspace, the ALE potentials can be constructed by ‘switching on’ vacuum expectation values of the hypermultiplet scalars, whereas the associated ALF potentials are obtained by non-conformal deformations of them. To solve the hyper-Kähler constraints, we use an unconstrained hyper-Kähler potential in HSS. The N=2 superconformal symmetry implies extra constraints on the special hyper-Kähler potentials, which can be easily solved in HSS too.
Our paper is organized as follows. In sect. 2 we review some basic properties of the special hyper-Kähler geometry and its relation to N=2 superconformal symmetry . In sect. 3 we introduce rigid N=2 superconformal transformations in superspace . The N=2 superconformal rules for various types of the N=2 hypermultiplet superfields are discussed in sect. 4. In sect. 5 a simple general solution to the special hyper-Kähler geometry in N=2 HSS is given. In sect. 6 we turn to a construction of the improved (N=2 superconformal) actions of the $`O(2p)`$ projective multiplets in HSS, and then relate them to the (ALE and ALF) $`A_k`$ and $`D_k`$ series of gravitational instantons. Sect. 7 is devoted to our conclusion. All efforts were made to make our presentation as simple as possible.
## 2 Special hyper-Kähler NLSM geometry
Let $`(P_\mu ,M_{\lambda \rho };D,K_\nu )`$ be the generators of the standard conformal extension of the Poincaré algebra in 3+1 spacetime dimensions, $`\mu ,\nu ,\mathrm{},=0,1,2,3`$, where $`P_\mu `$ stand for translations, $`M_{\lambda \rho }`$ for Lorentz rotations, $`D`$ for dilatations and $`K_\nu `$ for special conformal transformations. The commutation relations of the conformal algebra are given by a contracted $`so(4,2)`$ algebra. We use middle Greek letters to denote spacetime vector indices, whereas early Greek letters are reserved for the 2-component spinor indices, $`\alpha ,\beta ,\mathrm{}=1,2`$. A vector index $`(\mu )`$ is equivalent to a bi-spinor index $`(\alpha \stackrel{_{{}_{}{}^{}}}{\alpha })`$.
The N=2 superconformal algebra extends the conformal algebra to a contracted $`su(2,2|2)`$ superalgebra. The new generators are given by bosonic charges of the $`SU(2)_{\mathrm{conf}.}\times U(1)_{\mathrm{ch}.}`$ internal symmetry, eight fermionic supersymmetry charges, $`Q_\alpha ^i`$ and $`\overline{Q}_i^\stackrel{_{{}_{}{}^{}}}{\alpha }`$, and eight fermionic special supersymmetry charges, $`S_\alpha ^i`$ and $`\overline{S}_i^\stackrel{_{{}_{}{}^{}}}{\alpha }`$, where $`i=1,2`$.
In the context of N=2 supersymmetric NLSM in 3+1 dimensions, N=2 supersymmetry amounts to the hyper-Kähler NLSM target space $``$ of real dimension $`4k`$, $`k=1,2,\mathrm{}`$, whose holonomy group is in $`Sp(k)`$ . Given the full N=2 superconformal invariance, its internal $`su(2)_{\mathrm{conf}.}`$ part implies an $`su(2)`$ isometry of the hyper-Kähler NLSM metric $`g_{mn}`$, i.e. the existence of three Killing vectors $`K_{(A)}^m`$ obeying Killing equations,
$$K_{(A)}^{(m;n)}=0,m=1,2,\mathrm{},4k,A=1,2,3,$$
$`(2.1)`$
and forming an $`su(2)`$ algebra. This non-abelian isometry is necessarily rotational, i.e. it rotates complex structures in the hyper-Kähler NLSM target space $``$ . The dilatational invariance of a Riemannian manifold $``$ is equivalent to the existence of another (Eulerian) vector $`X^m`$ satisfying an equation
$$X^{m;n}=g^{mn}.$$
$`(2.2)`$
Its geometrical significance was clarified in ref. , where eq. (2.2) was shown to be equivalent to the following form of the metric:
$$g_{mn}dx^mdx^n=dr^2+r^2h_{ab}dx^adx^b,$$
$`(2.3)`$
where
$$x^n=(r,x^a),a,b,c=1,2,\mathrm{},4k1,\mathrm{and}h_{ab}=h_{ab}(x^c).$$
$`(2.4)`$
Eq. (2.3) means that $``$ can be considered as a cone $`C(B)`$ over a base manifold $`B`$ of dimension $`4k1`$ . The vector $`X^m`$ in the coordinates (2.4) reads
$$X=r\frac{}{r},$$
$`(2.5)`$
so that it is associated with the dilatations $`(r,x^a)(\lambda r,x^a)`$ indeed.
Eq. (2.2) is obvioulsy equivalent to the conformal Killing equation,
$$_Xg_{mn}=X_{m;n}+X_{n;m}=2g_{mn},$$
$`(2.6)`$
together with a condition $`X_{[m;n]}=0`$ or, equivalently,
$$X_m=_mf.$$
$`(2.7)`$
Eqs. (2.6) and (2.7) imply that the metric $`g_{mn}`$ admits a potential $`f(x^n)`$,
$$g_{mn}=_m_nf,\mathrm{or}g_{mn}X^mX^n=2f.$$
$`(2.8)`$
In the context of hyper-Kähler geometry, the potential $`f`$ also generates the complex structures by differentiation, so that the function $`f`$ is sometimes called the hyper-Kähler potential . It is worth noticing here that the potential $`f`$ is a constrained function in any geometry (e.g., $`_m_n_pf=0`$), whereas we are going to introduce the hyper-Kähler (pre-)potential as an unconstrained function (sect. 5).
Though the Euler vector $`X`$ is not a Killing vector, it is easy to verify that it implies the existence of a Killing vector $`Y`$ in the presence of a covariantly constant complex structure $`I`$ on $``$ ,
$$Y^n=I^n{}_{m}{}^{}X_{}^{m},_XI=0,X,Y=0.$$
$`(2.9)`$
The second equation means that the vector $`X`$ is holomorphic, i.e. it preserves the complex structure. The corresponding base manifold $`B`$ then carries the so-called Sasakian structure to be obtained by projection of the $`(I,X,Y)`$ structure of $``$ on $`B`$ . Since in our case $``$ is a (special) hyper-Kähler manifold, the base manifold $`B`$ should admit a 3-Sasakian structure because of the existence of three independent and covariantly constant complex structures on $``$,
$$Y_{(A)}^n=I_{(A)}^n{}_{m}{}^{}X_{}^{m},X,Y_A=0.$$
$`(2.10)`$
One easily finds that the vector $`X`$ is tri-holomorphic, and
$$_{Y_A}I_B=2\epsilon _{ABC}I_C,Y_A,Y_B=2\epsilon _{ABC}Y_C.$$
$`(2.11)`$
This means that the Killing vectors $`Y_A`$ are rotational and form an $`su(2)`$ algebra indeed . The complex structures are invariant under dilatations.
The base manifold $`B`$ associated with a special hyper-Kähler manifold $``$ is called 3-Sasakian (see ref. for a recent mathematical account of the 3-Sasakian manifolds). A 3-Sasakian manifold of real dimension $`(4k1)`$ is an Einstein space,
$$R_{ab}=(4k1)h_{ab},$$
$`(2.12)`$
while it takes the form of an $`Sp(1)`$ fibration over a quaternionic space . In ref. the special hyper-Kähler manifolds (of real dimension $`4k`$) were described as the local products of flat 4-dimensional space with a $`(4k4)`$-dimensional quaternionic manifold, i.e. as the manifolds of $`Sp(k1)`$ holonomy. The special hyper-Kähler manifolds can be equally defined as cones over 3-Sasakian manifolds . Some applications of the 3-Sasakian manifolds in M-theory were discussed in refs. .
Our purpose is to solve the constraints implied by the special hyper-Kähler geometry, in terms of an unconstrained special hyper-Kähler (pre-)potential. By using the established relation between the special hyper-Kähler geometry and the N=2 superconformal symmetry, the solution amounts to a formulation of the most general N=2 superconformally invariant NLSM. To do this in superspace, we need a HSS realization of N=2 superconformal transformations.
## 3 N=2 superconformal transformations in HSS
The N=2 superconformal transformations in the ordinary N-extended superspaces are known for a long time . It is, therefore, straightforward to rewrite them to the case of N=2 supersymmetry in HSS . We follow ref. in this section.
In the HSS approach the standard N=2 superspace coordinates $`Z=(x^\mu ,\theta _i^\alpha ,\overline{\theta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^i)`$ are extended by bosonic harmonics (or twistors) $`u^{\pm i}`$, $`i=1,2`$, belonging to the group $`SU(2)`$ and satisfying the unimodularity condition
$$u^{+i}u_i^{}=1,\overline{u^{i+}}=u_i^{}.$$
$`(3.1)`$
The original motivation for an introduction of harmonics was the desire to make manifest the hidden analyticity structure of the N=2 superspace constraints defining both N=2 vector multiplets and FS hypermultiplets, and find their manifestly N=2 supersymmetric solutions in terms of unconstrained N=2 superfields.
Instead of using an explicit parametrization of the sphere $`S^2`$, in HSS one deals with the equivariant functions of harmonics, which have definite $`U(1)`$ charges defined by $`U(u_i^\pm )=\pm 1`$. The simple harmonic integration rules,
$$𝑑u=1\mathrm{and}𝑑uu^{+(i_1}\mathrm{}u^{+i_m}u^{j_1}\mathrm{}u^{j_n)}=0\mathrm{otherwise},$$
$`(3.2)`$
are similar to the (Berezin) integration rules in superspace. In particular, any harmonic integral over a $`U(1)`$-charged quantity vanishes. The harmonic covariant derivatives, preserving the defining equations (3.1) in the original (central) basis, are given by
$$D^{++}=u^{+i}\frac{}{u^i}^{++},D^{}=u^i\frac{}{u^{+i}},D^0=u^{+i}\frac{}{u^{+i}}u^i\frac{}{u^i}.$$
$`(3.3)`$
They satisfy an $`su(2)`$ algebra and commute with the standard (flat) N=2 superspace covariant derivatives $`D_\alpha ^i`$ and $`\overline{D}_i^\stackrel{_{{}_{}{}^{}}}{\alpha }`$. The operator $`D^0`$ measures $`U(1)`$ charges.
The key feature of HSS is the existence of an analytic subspace parametrized by
$$(\zeta ;u)=\left\{\begin{array}{c}x_{\mathrm{analytic}}^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}=x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}4i\theta ^{i\alpha }\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }j}u_{(i}^+u_{j)}^{},\theta _\alpha ^+=\theta _\alpha ^iu_i^+,\overline{\theta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^+=\overline{\theta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^iu_i^+;u_i^\pm \end{array}\right\},$$
$`(3.4)`$
which is invariant under N=2 supersymmetry :
$$\delta x_{\mathrm{analytic}}^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}=4i\left(\epsilon ^{i\alpha }\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}+\theta ^{\alpha +}\overline{\epsilon }^{\stackrel{_{{}_{}{}^{}}}{\alpha }i}\right)u_i^{}4i\left(\epsilon ^\alpha \overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}+\theta ^{\alpha +}\overline{\epsilon }^\stackrel{_{{}_{}{}^{}}}{\alpha }\right),$$
$$\delta \theta _\alpha ^+=\epsilon _\alpha ^iu_i^+\epsilon _\alpha ^+,\delta \overline{\theta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^+=\overline{\epsilon }_\stackrel{_{{}_{}{}^{}}}{\alpha }^iu_i^+\overline{\epsilon }_\stackrel{_{{}_{}{}^{}}}{\alpha }{}_{}{}^{+},\delta u_i^\pm =0,$$
$`(3.5)`$
where only $`\theta _{\alpha ,\stackrel{_{{}_{}{}^{}}}{\alpha }}^+`$ are present, not $`\theta _{\alpha ,\stackrel{_{{}_{}{}^{}}}{\alpha }}^{}`$ .
The usual complex conjugation does not preserve analyticity. However, it does, after being combined with another (star) conjugation that only acts on the $`U(1)`$ indices as $`(u_i^+)^{}=u_i^{}`$ and $`(u_i^{})^{}=u_i^+`$. One has $`\stackrel{}{\overline{u^{\pm i}}}=u_i^\pm `$ and $`\stackrel{}{\overline{u_i^\pm }}=u^{\pm i}`$.
Analytic off-shell N=2 superfields $`\varphi ^{(q)}(\zeta (Z,u),u)`$ of any positive (integral) $`U(1)`$ charge $`q`$ in HSS are defined by (cf. N=1 chiral superfields)
$$D_\alpha ^+\varphi ^{(q)}=\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^+\varphi ^{(q)}=0,\mathrm{where}D_\alpha ^+=D_\alpha ^iu_i^+\mathrm{and}\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^+=\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^iu_i^+.$$
$`(3.6)`$
The analytic measure reads $`d\zeta ^{(4)}dud^4x_{\mathrm{analytic}}^\mu d^2\theta ^+d^2\overline{\theta }^+du`$, and it has the $`U(1)`$ charge $`(4)`$. The harmonic derivative $`D^{++}`$ in the analytic subspace (3.4) takes the form
$$D_{\mathrm{analytic}}^{++}=^{++}4i\theta ^{\alpha +}\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}\frac{}{x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}},$$
$`(3.7)`$
it preserves analyticity, and it allows one to integrate by parts. Similarly, one easily finds that
$$D_{\mathrm{analytic}}^0=u^{+i}\frac{}{u^{+i}}u^i\frac{}{u^i}+\theta ^{\alpha +}\frac{}{\theta ^{\alpha +}}+\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}\frac{}{\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}}.$$
$`(3.8)`$
In what follows we omit the explicit references to the analytic subspace, in order to simplify our notation.
The use of harmonics allows one to make manifest (i.e. linearly realised) the $`SU(2)_R`$ symmetry of N=2 supersymmetry algebra, in addition to manifest N=2 supersymmetry (see ref. for more details). The relation to PSS, where the $`SU(2)_R`$ rotations take the form of projective transformations, becomes clear in a particular parametrization
$$u_i^+=(1,\xi ),u^i=\frac{1}{1+\left|\xi \right|^2}\left(\begin{array}{c}1\\ \xi \end{array}\right),$$
$`(3.9)`$
where $`\xi `$ is the projective (complex) $`CP^1`$ coordinate.
The translational and Lorentz transformation properties of the HSS coordinates are obvious, and we do not write them down. The transformation rules with respect to dilatations with the infinitesimal parameter $`\rho `$ are also rather evident, being dictated by conformal weights $`w`$,
$$w[x]=1,w[\theta ]=w[\overline{\theta }]=\frac{1}{2},w[u]=0.$$
$`(3.10)`$
The non-trivial part of N=2 superconformal transformations is given by the $`U(2)_{\mathrm{conf}.}`$ rotations with the parameters $`l^{ij}`$, special conformal transformations with the parameters $`k_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}`$, and N=2 special supersymmetry with the parameters $`\eta _\alpha ^i`$ and $`\overline{\eta }_i^\stackrel{_{{}_{}{}^{}}}{\alpha }`$.
The N=2 superconformal extension of the spacetime conformal transformations,
$$\delta x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}=\rho x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}+k_{\beta \stackrel{_{{}_{}{}^{}}}{\beta }}x^{\alpha \stackrel{_{{}_{}{}^{}}}{\beta }}x^{\beta \stackrel{_{{}_{}{}^{}}}{\alpha }},$$
$`(3.11)`$
is dictated by the requirement of preserving the unimodularity and analyticity conditions in eqs. (3.1) and (3.6), respectively. As regards the non-trivial part of the N=2 superconformal transformation laws, one finds
| $`\delta x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}`$ | $`=4i\lambda ^{ij}u_i^{}u_j^{}\theta ^{\alpha +}\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}+k_{\beta \stackrel{_{{}_{}{}^{}}}{\beta }}x^{\alpha \stackrel{_{{}_{}{}^{}}}{\beta }}x^{\beta \stackrel{_{{}_{}{}^{}}}{\alpha }}+4i\left(x^{\alpha \stackrel{_{{}_{}{}^{}}}{\beta }}\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}\overline{\eta }_\stackrel{_{{}_{}{}^{}}}{\beta }^{}x^{\stackrel{_{{}_{}{}^{}}}{\alpha }\beta }\theta ^{\alpha +}\eta _\beta ^{}\right),`$ |
| --- | --- |
| $`\delta \theta ^{\alpha +}`$ | $`=\lambda ^{ij}u_i^+u_j^{}\theta ^{\alpha +}+k_{\beta \stackrel{_{{}_{}{}^{}}}{\beta }}x^{\alpha \stackrel{_{{}_{}{}^{}}}{\beta }}\theta ^{\beta +}2i(\theta ^{\beta +}\theta _\beta ^+)\eta ^\alpha +x^{\alpha \stackrel{_{{}_{}{}^{}}}{\beta }}\overline{\eta }_\stackrel{_{{}_{}{}^{}}}{\beta }^+,`$ |
| $`\delta \overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}`$ | $`=\stackrel{}{\overline{(\delta \theta ^{\alpha +})}},`$ |
| $`\delta u_i^+`$ | $`=\left[\lambda ^{kj}u_k^+u_j^++4ik_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}\theta ^{\alpha +}\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}+4i\left(\theta ^{\alpha +}\eta _\alpha ^++\overline{\eta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^+\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }+}\right)\right]u_i^{},`$ |
| $`\delta u_i^{}`$ | $`=0.`$ |
$`(3.12)`$
Since the building blocks of any invariant action in HSS are given by the measure, analytic superfields and HSS covariant derivatives, only their transformation properties under rigid N=2 superconformal transformations are going to be relevant for our purposes. It follows from eq. (3.12) that
$$\mathrm{Ber}\frac{(\zeta ^{},u^{})}{(\zeta ,u)}=12\mathrm{\Lambda },\mathrm{or}\delta [d\zeta ^{(4)}du]=2\mathrm{\Lambda }[d\zeta ^{(4)}du],$$
$`(3.13)`$
where the HSS superfield parameter
$$\mathrm{\Lambda }=\left(\rho +k_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}x^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}\right)+\left(\lambda ^{ij}+4i\theta ^{\alpha i}\eta _\alpha ^j+4i\overline{\eta }_\stackrel{_{{}_{}{}^{}}}{\alpha }^j\overline{\theta }^{\stackrel{_{{}_{}{}^{}}}{\alpha }i}\right)u_i^+u_j^{}$$
$`(3.14)`$
has been introduced. Similarly, one easily finds that
$$(D^{++})^{}=D^{++}(D^{++}\mathrm{\Lambda })D^0\mathrm{and}(D^0)^{}=D^0.$$
$`(3.15)`$
The ‘truly’ N=2 superconformal (infinitesimal) component parameters can thus be nicely encoded into the single scalar superfield $`\mathrm{\Lambda }`$ subject to the HSS constraint
$$(D^{++})^2\mathrm{\Lambda }=0,$$
$`(3.16)`$
and the reality condition
$$\stackrel{}{\overline{(\mathrm{\Lambda }^{++})}}=\mathrm{\Lambda }^{++},\mathrm{where}\mathrm{\Lambda }^{++}D^{++}\mathrm{\Lambda }.$$
$`(3.17)`$
The transformations rules of the harmonics in eq. (3.12),
$$\delta u_i^+=\mathrm{\Lambda }^{++}u_i^{},\delta u_i^{}=0,$$
$`(3.18)`$
together with eqs. (3.13), (3.15), (3.16) and (3.17) represent the very simple and convenient description of rigid N=2 conformal supersymmetry in HSS.
## 4 Superconformal hypermultiplet superfields
The $`O(2p)`$ projective (or generalized tensor) multiplets in the standard N=2 superspace are described by the N=2 superfields $`L^{i_1\mathrm{}i_{2p}}`$ that are totally symmetric with respect to their $`SU(2)_\mathrm{R}`$ indices, being subject to the constraints
$$D_\alpha ^{(k}L^{i_1\mathrm{}i_{2p})}=\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }{}_{}{}^{(k}L_{}^{i_1\mathrm{}i_{2p})}=0,$$
$`(4.1)`$
and the reality condition
$$\overline{L}_{i_1\mathrm{}i_{2p}}(L^{i_1\mathrm{}i_{2p}})^{}=\epsilon _{i_1j_1}\mathrm{}\epsilon _{i_{2p}j_{2p}}L^{j_1\mathrm{}j_{2p}}.$$
$`(4.2)`$
The N=2 projective multiplets are all irreducible off-shell representations of N=2 supersymmetry with superspin $`Y=0`$ and superisospin $`I=p1`$ as long as $`p1`$. The list of their off-shell, $`8(2p1)`$ bosonic and $`8(2p1)`$ fermionic, field components is most conveniently represented in terms of the $`SU(2)`$ Young tableaux :
$$\begin{array}{cc}\stackrel{2p}{\stackrel{}{\text{}}}& \stackrel{2p}{\stackrel{}{\text{}}}\\ L^{i_1\mathrm{}i_{2p}}& \lambda _\alpha ^{i_2\mathrm{}i_{2p}}\\ \text{}& \text{}\\ N^{i_3\mathrm{}i_{2p}}& V_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}^{i_3\mathrm{}i_{2p}}\\ \text{}& \text{}\\ \chi _\alpha ^{i_4\mathrm{}i_{2p}}& C^{i_5\mathrm{}i_{2p}}\end{array}$$
$`(4.3)`$
where the boxes with dots and stars denote the N=2 superspace covariant derivatives, $`D_\alpha ^i`$ and $`\overline{D}_i^\stackrel{_{{}_{}{}^{}}}{\alpha }`$, respectively. It follows from matching the numbers of the bosonic and fermionic degrees of freedom in eq. (4.3) that the vector $`V_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}`$ in the N=2 tensor multiplet $`(p=1)`$ is conserved, $`^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}V_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}=0`$. The vector $`V_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}^{i_3\mathrm{}i_{2p}}`$ of any projective N=2 multiplet with $`p>1`$ is an unconstrained (general) vector field.
The PSS naturally comes out of the efforts to construct an N=2 supersymmetric self-interaction of the projective multiplets in N=2 superspace . Let’s introduce a function $`G(L_A;\xi ,\eta )`$, whose arguments are given by some number $`(A=1,2,\mathrm{},k)`$ of the $`O(2p)`$ projective superfields (of any type) and two extra complex coordinates, $`\xi `$ and $`\eta `$. Let’s also impose four linear differential equations on this function,
$$_\alpha G(D_\alpha ^1+\xi D_\alpha ^2)G=0,\mathrm{\Delta }_\stackrel{_{{}_{}{}^{}}}{\alpha }G(\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^1+\eta \overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^2)G=0.$$
$`(4.4)`$
It follows from the defining constraints (4.1) that a general solution to eq. (4.4) reads
$$G=G(Q_A(\xi );\xi ),\eta =\xi ,Q_{(2p)}(\xi )\xi _{i_1}\mathrm{}\xi _{i_{2p}}L^{i_1\mathrm{}i_{2p}},\xi _i(1,\xi ),$$
$`(4.5)`$
in terms of an arbitrary function $`G(Q_A;\xi )`$. Since the function $`G`$ does not depend upon a half of the Grassmann coordinates of N=2 superspace by construction, its integration over the rest of the coordinates is invariant under N=2 supersymmetry. This leads to the following universal N=2 supersymmetric action for the projective multiplets in PSS :
$$S[L_A]=d^4x\frac{1}{2\pi i}_C𝑑\xi (1+\xi ^2)^4\stackrel{~}{}^2\stackrel{~}{\mathrm{\Delta }}^2G(Q_A,\xi )+\mathrm{h}.\mathrm{c}.,$$
$`(4.6)`$
where the new derivatives,
$$\stackrel{~}{}_\alpha \xi D_\alpha ^1D_\alpha ^2,\stackrel{~}{\mathrm{\Delta }}_\stackrel{_{{}_{}{}^{}}}{\alpha }\xi \overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^1\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }^2,$$
$`(4.7)`$
in the directions orthogonal to the ‘vanishing’ directions of eq. (4.4) have been introduced. The integration contour $`C`$ in the complex $`\xi `$-plane is supposed to make the action (4.6) non-trivial. The factor $`(1+\xi ^2)^4`$ in the action (4.6) was introduced to simplify the transformation properties of the integrand under $`SU(2)_R`$ . The projective variable $`\xi CP^1`$ has the rational transformation law,
$$\xi ^{}=\frac{\overline{a}\xi \overline{b}}{a+b\xi },$$
$`(4.8)`$
whose complex parameters $`(a,b)`$ are constrained by the condition $`\left|a\right|^2+\left|b\right|^2=1`$. In general, the action (4.6) is neither conformally nor $`SU(2)_R`$ invariant.
After being expanded in components, the action (4.6) depends upon the bosonic Lagrange multipliers given by the vector fields $`(V)`$ and the scalars $`(C)`$, that can be removed via their algebraic equations of motion or by a duality transformation. This procedure is known as the generalized Legendre transform that leads to a hyper-Kähler metric in the bosonic NLSM part of the theory (4.6).
The constraints (4.1) and (4.2) take the simple form in HSS,
$$D^{++}L^{+\mathrm{}+}=0,\stackrel{}{\overline{L^{+\mathrm{}+}}}=L^{+\mathrm{}+},$$
$`(4.9)`$
where (cf. eq. (4.5))
$$L^{+\mathrm{}+}=u_{i_1}^+\mathrm{}u_{i_{2p}}^+L^{i_i\mathrm{}i_{2p}}.$$
$`(4.10)`$
Requiring the invariance of the constraints (4.9) under the N=2 superconformal transformations (3.15) and (3.18) gives rise to the covariant transformation laws for the projective superfields,
$$\delta L^{+\mathrm{}+}=w\mathrm{\Lambda }L^{+\mathrm{}+},\mathrm{with}w=2p.$$
$`(4.11)`$
The choice of $`2p=1`$ in eq. (4.1) defines the most basic FS hypermultiplet (with vanishing central charge), whose physical components comprise only scalars and spinors. It is not difficult to verify that the constraints (4.1) in this case imply free equations of motion, $`\mathrm{}L^i=0`$. An off-shell FS hypermultiplet is naturally described in HSS by an unconstrained complex analytic superfield $`q^+`$ of $`U(1)`$ charge $`(+1)`$ . Its free HSS action reads
$$S[q]_{\mathrm{free}}=𝑑\zeta ^{(4)}𝑑u\stackrel{}{\overline{q}}{}_{}{}^{+}D_{}^{++}q^+.$$
$`(4.12)`$
This action is invariant under the N=2 superconformal transformations provided that $`D^{++}q^+`$ transforms covariantly like $`q^+`$ itself, which implies that $`q^+`$ is of conformal weight one ,
$$\delta q^+=\mathrm{\Lambda }q^+.$$
$`(4.13)`$
The free HSS equations of motion, $`D^{++}q^+=0`$, imply $`q^+=L^i(Z)u_i^+`$ together with the on-shell FS hypermultiplet superspace constraints, $`D_\alpha {}_{}{}^{(i}L_{}^{j)}=\overline{D}_\stackrel{_{{}_{}{}^{}}}{\alpha }{}_{}{}^{(i}L_{}^{j)}=0`$.
It is worth noticing that the $`SU(2)_{\mathrm{conf}.}`$ transformations, which are the part of the N=2 superconformal symmetry, are different from the $`SU(2)_\mathrm{R}`$ transformations, with the latter being defined by their natural action on the Latin indices, $`i,j=1,2`$, as $`\delta _{SU(2)_\mathrm{R}}u^{i\pm }=\lambda ^i{}_{j}{}^{}u_{}^{j\pm }`$, etc. For example, as regards the free off-shell theory (4.12), one finds
$$\delta _{SU(2)_\mathrm{R}}q^+=\delta _{SU(2)_{\mathrm{conf}.}}q^++\lambda ^{ij}u_i^{}u_j^{}D^{++}q^+,$$
$`(4.14)`$
so that the $`SU(2)_{\mathrm{conf}.}`$ and $`SU(2)_\mathrm{R}`$ transformations coincide only if $`D^{++}q^+=0`$, i.e. on-shell.
## 5 General N=2 superconformal NLSM actions
We are now in a position to discuss the N=2 superconformal hypermultiplet actions in HSS. We use the pseudo-real $`Sp(1)`$ notation for a single FS hypermultiplet superfield,
$$q_a^+=(\stackrel{}{\overline{q}}{}_{}{}^{+},q^+),a=1,2,q^{a+}=\epsilon ^{ab}q_b^+,$$
$`(5.1)`$
and further generalize it to the case of several FS hypermultiplets, $`q^{a+}q^{A+}`$ and $`q_A^+=\mathrm{\Omega }_{AB}q^{B+}`$, with a constant (antisymmetric) $`Sp(k)`$-invariant metric $`\mathrm{\Omega }_{AB}`$, $`A,B=1,\mathrm{},2k`$.
First, we recall that the most general N=2 supersymmetric NLSM can be most naturally formulated in HSS, in terms of the FS hypermultiplet superfields, as
$$S_{\mathrm{NLSM}}[q]=\frac{1}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u\left[\frac{1}{2}q_A^+D^{++}q^{A+}+𝒦^{(+4)}(q^{A+},u_i^\pm )\right],$$
$`(5.2)`$
where the real analytic function $`𝒦^{(+4)}=\stackrel{}{\overline{𝒦^{(+4)}}}`$ of $`U(1)`$ charge $`(+4)`$ is called a hyper-Kähler (pre-)potential <sup>3</sup><sup>3</sup>3We now choose our HSS superfields to be dimensionless, by the use of the dimensionful coupling
constant $`\kappa `$ in front of their actions. By manifest N=2 supersymmetry of the NLSM action (5.2), the NLSM metric must be hyper-Kähler for any choice of $`𝒦^{(+4)}`$. Unfortunately, an explicit general relation between a hyper-Kähler potential and the corresponding hyper-Kähler metric is not available (see, however, refs. for the explicit hyper-Kähler potentials of the (ALE) multi-Eguchi-Hanson, (ALF) multi-Taub-NUT and Atiyah-Hitchin metrics, and their derivation from the NLSM (5.2) in terms of FS hypermultiplet superfields, in HSS).
Eq. (5.2) formally solves the hyper-Kähler constraints on the NLSM metric in terms of an arbitrary function $`𝒦^{(+4)}`$. It is, therefore, quite natural to impose extra N=2 superconformal invariance on this function, in order to determine a general solution to the special hyper-Kähler geometry, since the free part (4.12) of the action (5.2) is automatically N=2 superconformally invariant. In general, the invariance of the HSS action (5.1) merely implies the invariance of the HSS Lagrangian up to a total derivative, because of the identity
$$𝑑\zeta ^{(4)}𝑑uD^{++}X^{++}=0.$$
$`(5.3)`$
However, in the case of unconstrained FS analytic superfields $`q^+`$, the hyper-Kähler potential should be invariant too. Eqs. (3.13), (3.18) and (4.13) now imply
$$\mathrm{\Lambda }\left[\frac{𝒦^{(+4)}}{q^{A+}}q^{A+}2𝒦^{(+4)}\right]+\mathrm{\Lambda }^{++}\frac{𝒦^{(+4)}}{u_i^+}u_i^{}=0.$$
$`(5.4)`$
Equation (5.4) is equivalent to two constraints,
$$\frac{𝒦^{(+4)}}{q^{A+}}q^{A+}=2𝒦^{(+4)}\mathrm{and}\frac{𝒦^{(+4)}}{u_i^+}=0.$$
$`(5.5)`$
This means that the special hyper-Kähler potential of the N=2 superconformally invariant NLSM, in terms of the analytic FS superfields $`q^{A+}`$ in HSS, is given by a homogeneous (of degree two) function $`𝒦^{(+4)}(q^{A+},u_i^{})`$ of $`q^{A+}`$. There is no restriction on the dependence of $`𝒦^{(+4)}`$ upon $`u_i^{}`$, while it should be independent upon $`u_i^+`$. This represents one of our main new results in this paper.
Our simple description of the N=2 superconformal hypermultiplet actions in terms of the off-shell N=2 superfields is to be compared to the well-known description of the (abelian) N=2 vector multiplet actions in the standard N=2 (chiral) superspace ,
$$S[W]=d^4xd^4\theta (W_A)+h.c.,$$
$`(5.6)`$
in terms of the N=2 restricted chiral superfields $`W_A`$ representing the N=2 abelian gauge field strengths. The N=2 superconformal invariance of the action (5.6) implies that $`(W_A)`$ is a homogeneous (of degree two) function of $`W_A`$ . The special Kähler geometry, associated with the scalar NLSM part of the action (5.6), and the special hyper-Kähler geometry (sect. 2) are, however, very different at the level of components, as well as in the geometrical terms.
A non-trivial special hyper-Kähler potential exists even in the case of a single FS hypermultiplet, e.g.,
$$𝒦^{(+4)}(\stackrel{}{\overline{q}}{}_{}{}^{+},q^+,u_i^{})=C\left[\frac{\stackrel{}{\overline{q}}{}_{}{}^{+}q_{}^{+}}{\stackrel{}{\overline{q}}{}_{}{}^{+}u_{2}^{}q^+u_1^{}}\right]^2,$$
$`(5.7)`$
where $`C`$ is a real constant. Eq. (5.7) is not invariant with respect to $`SU(2)_\mathrm{R}`$ because of its explicit dependence upon harmonics, whereas it is invariant under the $`SU(2)_{\mathrm{conf}.}`$ part of the N=2 superconformal symmetry by construction. The corresponding special hyper-Kähler metric interpolates between the Eguchi-Hanson (ALE) metric described by a hyper-Kähler potential
$$𝒦_{\mathrm{EH}}^{(+4)}=\left[\frac{\xi ^{++}}{\stackrel{}{\overline{q}}{}_{}{}^{+}u_{2}^{}q^+u_1^{}}\right]^2,$$
$`(5.8)`$
in the limit $`(\stackrel{}{\overline{q}}{}_{}{}^{+}q_{}^{+})\xi ^{++}=\xi _{ij}u^{i+}u^{j+}`$ with constant $`\xi _{ij}`$, and the Taub-NUT (ALF) metric described by a hyper-Kähler potential (in the limit $`\stackrel{}{\overline{q}}{}_{}{}^{+}u_{2}^{}q^+u_1^{}=const.`$)
$$𝒦_{\mathrm{Taub}\mathrm{NUT}}^{(+4)}=Const.\left(\stackrel{}{\overline{q}}{}_{}{}^{+}q_{}^{+}\right)^2.$$
$`(5.9)`$
## 6 N=2 superconformal projective multiplets
We now turn to a HSS construction of the N=2 superconformal (improved) actions for the $`O(2p)`$ projective multiplets introduced in sect. 4. Unlike the FS hypermultiplets described by unconstrained (analytic) superfields in HSS, the projective multiplets are described by the constrained (off-shell) analytic superfields that give rise to the finite numbers of the auxiliary fields. It is, therefore, straightforward to deduce the component hyper-Kähler metrics out of their HSS actions. The N=2 supersymmetric selfinteraction (4.6) of the projective multiplets ($`p<\mathrm{}`$) in PSS is known to be merely a subclass of the most general N=2 NLSM described by eq. (5.2) in HSS , while the projective superfields are of higher conformal weight than FS superfields — see eqs. (4.11) and (4.13). We should, therefore, expect severe constraints on the N=2 superconformal actions in terms of the projective multiplets. This is known to be the case for the standard N=2 tensor multiplet $`(p=1)`$ indeed, whose N=2 improved action was constructed many years ago, first in components , then in N=1 superspace and N=2 PSS , and finally in HSS . We begin with a simple derivation of the improved N=2 tensor multiplet action in HSS, and then discuss its N=2 superconformal generalizations and non-conformal deformations.
On dimensional reasons, the most general N=2 supersymmetric action of a single N=2 tensor multiplet superfield $`L^{++}`$, subject to the constraints (4.9), reads in HSS as
$$S[L]=\frac{1}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u^{(+4)}(L^{++};u_i^\pm ).$$
$`(6.1)`$
A free bilinear action in $`L^{++}`$ is obvioulsy not N=2 superconformally invariant, so that it has to be improved in some non-trivial way. A power series in terms of $`L^{++}`$, as the naive Ansatz for the HSS Lagrangian $`^{(+4)}`$, also does not work here, because of the need to balance the conformal weights defined by eqs. (3.13) and (4.11). A resolution of this problem was suggested in ref. , where it was noticed that the improved Lagrangian must be topologically non-trivial, i.e. it should contain a Dirac-like string of singularities parametrized by an arbitrary $`SU(2)`$ triplet of constants $`c^{ij}`$,
$$c^{ij}=c^{ji},\overline{(c^{ij})}=\epsilon _{ik}\epsilon _{jl}c^{kl},c^2=\frac{1}{2}c_{ij}c^{ij}.$$
$`(6.2)`$
This essentially amounts to extracting a ‘fake’ vacuum expectation value out of the N=2 tensor superfield $`L^{ij}`$,
$$L^{ij}=c^{ij}+l^{ij},\mathrm{or},\mathrm{equivalently},L^{++}=c^{++}+l^{++}.$$
$`(6.3)`$
The N=2 superconformal invariance of the action makes it to be independent upon the constants $`c^{ij}`$ because of the $`SU(2)_{\mathrm{conf}.}`$ symmetry. Since the normalization of $`c^2`$ can always be changed by dilatations, we temporarily set $`c^2=1`$ for simplicity of our calculations in what follows. The definitions
$$c^{++}=c^{ij}u_i^+u_j^+,c^+=c^{ij}u_i^+u_j^{},c^{}=c^{ij}u_i^{}u_j^{},$$
$`(6.4)`$
imply the identities
$$D^{++}c^{}=2c^+,D^{++}c^+=c^{++},D^{++}c^{++}=0,$$
$`(6.5)`$
and
$$c^{++}c^{}(c^+)^2=c^2=1,$$
$`(6.6)`$
with the latter being the corollary of the completeness relation for harmonics,
$$u^{i+}u_j^{}u_j^+u^i=\delta ^i{}_{j}{}^{}.$$
$`(6.7)`$
Equations (6.2), (6.3) and (6.5) imply that $`l^{++}`$ also satisfies the initial off-shell constraints (4.9),
$$D^{++}l^{++}=0,\stackrel{}{\overline{l^{++}}}=l^{++}.$$
$`(6.8)`$
The natural Ansatz for the improved N=2 tensor multiplet action in HSS is given by
$$S[L]_{\mathrm{impr}.}=\frac{1}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u(l^{++})^2f(y),yl^{++}c^{},$$
$`(6.9)`$
where the function $`f(y)`$ is at our disposal. Since the action in question is supposed to improve the naive (quadratic) one, the function $`f`$ should obey the boundary condition
$$f(0)=1.$$
$`(6.10)`$
A more general HSS Ansatz for the HSS Lagrangian may include a term $`(c^{++})^2g(y,c)`$ in eq. (6.9), with yet another function $`g(y,c)`$ to be discussed below.
The identities (6.5) and (6.6) together with the constraint (6.8) further imply that
$$2y(D^{++})^2y(D^{++}y)^2=4(l^{++})^2\mathrm{and}(D^{++})^3y=0.$$
$`(6.11)`$
The N=2 superconformal transformation laws of the new variables $`l^{++}`$ and $`y`$ follow from their definitions in eqs. (6.3) and (6.9), by the use of eqs. (3.18) and (4.11) with $`p=1`$ and $`w=2`$. We find
$$\delta l^{++}=2\mathrm{\Lambda }l^{++}+2D^{++}\left(\mathrm{\Lambda }c^+\mathrm{\Lambda }^{++}c^{}\right),$$
$`(6.12)`$
and
| $`\delta y`$ | $`=2\mathrm{\Lambda }y+2\left[\mathrm{\Lambda }c^{++}\mathrm{\Lambda }^{++}c^+\right]c^{}`$ |
| --- | --- |
| | $`=2\mathrm{\Lambda }y+2D^{++}\left[\mathrm{\Lambda }c^{}c^+\mathrm{\Lambda }^{++}(c^{})^2\right]+4c^+\left[\mathrm{\Lambda }^{++}c^{}\mathrm{\Lambda }c^+\right].`$ |
$`(6.13)`$
Varying the action (6.9) by the use of eqs. (3.13), (6.12) and (6.13), integrating by parts via eq. (5.3), and using the identities (6.11) yield
| $`\delta {\displaystyle 𝑑\zeta ^{(4)}𝑑u(l^{++})^2f(y)}=`$ | $`{\displaystyle 𝑑\zeta ^{(4)}𝑑u\mathrm{\Lambda }(D^{++}y)^2\left[y(y+1)f^{\prime \prime }+\frac{1}{2}(7y+6)f^{}+\frac{3}{2}f\right]}`$ |
| --- | --- |
| | $`+{\displaystyle 𝑑\zeta ^{(4)}𝑑u\mathrm{\Lambda }^{++}(D^{++}y)\left[y^2f^{\prime \prime }+y(6y)f^{}yf\right]}=0.`$ |
$`(6.14)`$
Note that the second line of eq. (6.14) is also a total derivative in the case of a single N=2 tensor multiplet. The N=2 superconformal invariance of the action (6.9) thus amounts to the second-order ordinary differential equation on the function $`f(z)`$,
$$z(1z)f_{zz}+\frac{1}{2}(67z)f_z\frac{3}{2}f=0,z=y.$$
$`(6.15)`$
This is the very particular hyper-geometric equation, whose well-known general form depending upon three parameters $`(\alpha ,\beta ,\gamma )`$ is given by
$$z(1z)F_{zz}+\left[\gamma (\alpha +\beta +1)z\right]F_z\alpha \beta F=0.$$
$`(6.16)`$
Hence, a regular solution to our problem (6.15) with the boundary condition (6.10) is given by the hyper-geometric function $`F(\alpha ,\beta ,\gamma ;z)`$ with $`\alpha =1`$, $`\beta =\frac{3}{2}`$ and $`\gamma =3`$. It appears to be an elementary function
$$f(z)=F(1,\frac{3}{2},3;z)=\left[\frac{1+\sqrt{1z}}{2}\right]^2,$$
$`(6.17)`$
in full agreement with ref. , where the recursive methods were used. As was demonstrated in ref. , integration over the Grassmann and harmonic coordinates of HSS in the action defined by eqs. (6.9) and (6.17),
$$S[L]_{\mathrm{impr}.}=\frac{4}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u\left[\frac{L^{++}c^{++}}{1+\sqrt{1+(L^{++}c^{++})c^{}/c^2}}\right]^2,$$
$`(6.18)`$
results in the improved component action of ref. . The equivalent PSS action (4.6) has a holomorphic potential
$$G(Q(\xi ),\xi )=(Q(\xi )c(\xi ))\left[\mathrm{ln}(Q(\xi )c(\xi ))1\right],$$
$`(6.19)`$
where $`Q=\xi _i\xi _jL^{ij}`$ and $`c(\xi )=\xi _i\xi _jc^{ij}`$ with $`\xi _i=(1,\xi )`$, while the contour $`C`$ in the complex $`\xi `$-plane encircles the roots of a quadratic equation $`(Qc)(\xi )|=0`$. Like the HSS action (6.9), the equivalent PSS action (4.6) with the potential (6.19) does not depend upon the constants $`c^{ij}`$.
It is not difficult to verify that another Ansatz for the N=2 tensor multiplet HSS Lagrangian of the form $`(c^{++})^2g(y,c^+)`$ gives rise to another N=2 superconformal invariant,
$$𝑑\zeta ^{(4)}𝑑u(c^{++})^2L^{++}c^{}.$$
$`(6.20)`$
However, it vanishes after integration over harmonics and the anticommuting N=2 superspace coordinates, because of the conservation law $`_{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}V^{\alpha \stackrel{_{{}_{}{}^{}}}{\alpha }}=0`$ for the vector component of the N=2 tensor multiplet in eq. (4.3).
The N=2 superconformally invariant action (6.18) leads to a flat NLSM metric (in disguise) after the generalized Legendre transform . The improved N=2 tensor multiplet action can, nevertheless, serve as the key building block for a construction of non-trivial four-dimensional hyper-Kähler metrics. For example, the $`A_k`$ series of the ALE gravitational instanton metrics arise when one sums the improved N=2 tensor multiplet Lagrangians with different moduli $`c_a^{ij}`$,
$$S[L]_{\mathrm{ALE}A_k}=\frac{4}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u\underset{a=1}{\overset{k+1}{}}\left[\frac{L^{++}c_a^{++}}{1+\sqrt{1+(L^{++}c_a^{++})c_a^{}/c_a^2}}\right]^2.$$
$`(6.21)`$
The associated PSS potential reads
$$G(Q(\xi ),\xi )=\underset{a=1}{\overset{k+1}{}}(Q(\xi )c_a(\xi ))\left[\mathrm{ln}(Q(\xi )c_a(\xi ))1\right],$$
$`(6.22)`$
while its generalized Legendre transform is known to lead to the $`A_k`$ ALE metrics indeed . Another simple non-conformal deformation is given by the naive (bilinear) action of the N=2 tensor multiplet,
$$S[L]_{\mathrm{naive}}=m𝑑\zeta ^{(4)}𝑑u(L^{++})^2.$$
$`(6.23)`$
After being added to the action (6.21), it leads to the $`A_k`$ series of the ALF (multi-Taub-NUT) metrics with a Taub-NUT mass parameter $`m`$ (see e.g., ref. ). As is clear from eq. (6.22), the moduli of the $`A_k`$ metrics are naturally described by fixed real sections $`c_a(\xi )`$ of the $`O(2)`$ holomorphic bundle, while one of them can be arbitrarily chosen. In the context of M-theory/type-IIA superstring compactification (sect. 1), the $`A_k`$ moduli describe the D6-brane positions in the transverse space.
Having established the improved action of a single N=2 tensor multiplet $`(p=1)`$, it is natural to look for N=2 superconformal actions in terms of several N=2 tensor multiplets or the higher $`O(2p)`$ projective multiplets as well (a geometrical motivation of the latter is discussed at the end of this section).
A generalization of the Ansatz (6.9) to the case of several N=2 tensor multiplets $`(p=1)`$ is given by
$$S[L_a]=\frac{1}{\kappa ^2}𝑑\zeta ^{(4)}𝑑u\underset{a,b=1}{\overset{q}{}}l_a^{++}l_b^{++}f_{ab}(\{y\}),a=1,2\mathrm{},q,$$
$`(6.24)`$
where $`f_{ab}(\{y\})`$ is the symmetric matrix of $`q(q+1)/2`$ functions depending upon $`q`$ variables, $`\{y\}=(l_1^{++}c^{},\mathrm{},l_q^{++}c^{})`$, with the same $`c^{}`$. Requiring the action (6.24) be invariant under the N=2 superconformal transformations gives rise to a system of $`q(q+1)/2`$ second-order ordinary differential equations, <sup>4</sup><sup>4</sup>4We denote differentiations by commas, like in general relativity.
$$\underset{a=1}{\overset{q}{}}\left[(q+\underset{b=1}{\overset{q}{}}y_b)y_a+2(1+y_a)\right]f_{a(c,d)}+\underset{a=1}{\overset{q}{}}(1\frac{3}{2}y_a)f_{cd,a}\frac{3}{2}f_{cd}=0,$$
$`(6.25)`$
and extra consistency condition on the vector
$$V_a\underset{b,c=1}{\overset{q}{}}y_b(2y_c)f_{ab,c}\underset{b=1}{\overset{q}{}}f_{ab}y_b$$
$`(6.26)`$
to be a total derivative, i.e. $`_aV_b_bV_a=0`$. This gives rise to the additional equations
$$\underset{a,b=1}{\overset{q}{}}y_a(2y_b)f_{a[c,d]b}2\underset{a=1}{\overset{q}{}}f_{a[c,d]}y_a=0$$
$`(6.27)`$
that make the full set of $`q^2`$ equations to be overdetermined. We are unaware of any non-trivial solutions to these equations, except of the one given by a non-interacting sum of the improved actions for each N=2 tensor multiplet.
We now turn to a single $`O(4)`$ projective multiplet $`L^{++++}L^{(+4)}`$ satisfying the constraints (4.9), and construct its improved action in HSS. Instead of writing down a new Ansatz, it is much simpler to use the already established improved action (6.18) for the $`O(2)`$ projective (tensor) multiplet, and then take into account the known transformation property (4.11) of $`L^{(+4)}`$ with $`p=2`$ and $`w=4`$. The latter implies that $`L^{(+4)}`$ transforms as $`(L^{++})^2`$ under the N=2 superconformal transformations. By using the obvious identities,
$$L^{++}c^{}=\sqrt{(L^{++})^2(c^{})^2}$$
$`(6.28)`$
and
$$(L^{++}c^{++})^2=(L^{++})^24(D^{++})^2\sqrt{(L^{++})^2(c^{})^2}+(c^{++})^2,$$
$`(6.29)`$
we can simply substitute $`(L^{++})^2`$ by $`L^{(+4)}`$ in eq. (6.18). It yields the N=2 superconformally invariant (improved) action of an $`O(4)`$ projective multiplet in the form
| $`S[L^{(+4)}]_{\mathrm{impr}.}=`$ | $`{\displaystyle \frac{4}{\kappa ^2}}{\displaystyle }d\zeta ^{(4)}du[1+\sqrt{1+{\displaystyle \frac{1}{c^2}}\sqrt{L^{(+4)}(c^{})^2}{\displaystyle \frac{c^{++}c^{}}{c^2}}}]^2\times `$ |
| --- | --- |
| | $`\times \left\{L^{(+4)}\left(1{\displaystyle \frac{8c^{++}c^{}}{\sqrt{L^{(+4)}(c^{})^2}}}\right)+(c^{++})^2\right\}.`$ |
$`(6.30)`$
This action is one of our main new results in this paper. The associated PSS potential is obtained from eq. (6.19) after a substitution $`Q_{(2)}\sqrt{Q_{(4)}}`$ , i.e.
$$G(Q_{(4)}(\xi ),\xi )=\left(\sqrt{Q_{(4)}(\xi )}c(\xi )\right)\left[\mathrm{ln}\left(\sqrt{Q_{(4)}(\xi )}c(\xi )\right)1\right],$$
$`(6.31)`$
while the integration contour $`C_2`$ in the complex $`\xi `$-plane is now given by two circles around the branch cuts of $`\sqrt{Q_{(4)}}`$ .
It is worth noticing that the HSS superfield $`\sqrt{L^{(+4)}(c^{})^2}`$ transforms covariantly under the N=2 superconformal transformations with conformal weight $`w=2`$,
$$\delta \sqrt{L^{(+4)}(c^{})^2}=2\mathrm{\Lambda }\sqrt{L^{(+4)}(c^{})^2}.$$
$`(6.32)`$
This implies the existence of another non-trivial N=2 superconformal invariant that originates from eq. (6.20) and has the form
$$S[L^{(+4)},c]_{\mathrm{ext}.}=𝑑\zeta ^{(4)}𝑑u(c^{++})^2\sqrt{L^{(+4)}(c^{})^2}.$$
$`(6.33)`$
The holomorphic PSS potential associated with the HSS Lagrangian (6.33) is obvious,
$$G(Q_{(4)}(\xi ))_{\mathrm{ext}.}=\sqrt{Q_{(4)}(\xi )}.$$
$`(6.34)`$
We are now in a position to make use of the new improved action (6.30) of a single $`O(4)`$ projective multiplet. The generalized Legendre transform in application to eq. (6.31) is supposed to yield a free NLSM metric (in disguise), similarly to the improved $`O(2)`$ projective multiplet action in eqs. (6.18) and (6.19). However, a sum of the improved actions (6.30) and (6.33) with different moduli $`c_a^{ij}`$,
$$S[L^{(+4)}]_{\mathrm{ALE}D_k}=\underset{a=1}{\overset{k}{}}\left(S[L^{(+4)},c_a]_{\mathrm{impr}.}+S[L^{(+4)},c_a]_{\mathrm{impr}.}\right)+S[L^{(+4)},c_0]_{\mathrm{ext}.},$$
$`(6.35)`$
gives rise (after the generalized Legendre transform) to the N=2 NLSM whose non-trivial metric can be identified with the ALE $`D_k`$ metric . The $`Z_2`$ symmetric combination of the improved terms in eq. (6.35) is necessary to produce the dihedral group $`D_k`$ out of the cyclic $`C_k`$ group. Similarly, the ALF series of $`D_k`$ metrics are obtained after adding to eq. (6.35) a non-conformal deformation (cf. eq. (6.23)),
$$m𝑑\zeta ^{(4)}𝑑uL^{(+4)}.$$
$`(6.36)`$
In the context of M-theory/type-IIA compactification (sect. 1), the parameters $`\{c_a^{ij}\}`$ in the action (6.35) describe the positions of D6-branes and an orientifold in the transverse directions. In the context of the related three-dimensional N=4 supersymmetric gauge field theory with $`k`$ matter hypermultiplets in the probe D2-brane world-volume, the moduli $`\{c_a^{ij}\}`$ parametrize the quantum moduli space (= ALF $`D_k`$ with $`k`$ singularities) of the low-energy effective field theory, being related to the positions of monopoles in the type-IIB picture (sect. 1).
In particular, the N=2 NLSM with the famous (regular and complete) Atiyah-Hitchin (AH) metric is obtained by the non-conformal deformation (6.36) of the N=2 superconformal action (6.33). The corresponding PSS data,
$$\frac{1}{2\pi i}G(Q_{(4)}(\xi ),\xi )=\frac{m}{2\pi i}_{C_0}\frac{Q_{(4)}(\xi )}{\xi }+_{C_2}\sqrt{Q_{(4)}(\xi )},$$
$`(6.37)`$
with the contour $`C_0`$ encircling the origin in the clock-wise direction, just describes the AH metric . The AH metric also appears in the quantum moduli space of the three-dimensional N=4 supersymmetric pure gauge $`SU(2)`$-based quantum field theory , and in the hypermultplet low-energy effective action (NLSM) of a (magnetically charged) hypermultiplet in the Higgs branch . From the AH prospective, the ALF $`D_k`$ metrics, associated with the HSS potential given by a sum of eqs. (6.35) and (6.36), can be equally interpreted as the deformations of the AH metric. Some of those metrics were discovered by Dancer , by using the hyper-Kähler quotient construction. Their derivation via the generalized Legendre transform is due to Chalmers who also noticed the significance of the same metrics for the monopole moduli spaces in the completely broken $`SU(3)`$ gauge theory investigated by Houghton .
To the end of this section, we would like to comment on the geometrical significance of an $`O(4)`$ projective multiplet versus an $`O(2)`$ projective (tensor) multiplet, in the context of N=2 supersymmetric NLSM with four-dimensional (self-dual or hyper-Kähler) target spaces. The PSS construction of N=2 NLSM takes the universal form (4.6) for all projective multiplets, it generically breaks the $`SU(2)_R`$ automorphism symmetry of N=2 supersymmetry algebra, but it leaves a $`U(1)`$ symmetry. The latter implies an $`SO(2)`$ isometry in the target space of the associated N=2 NLSM. The nature of this isometry is, however, dependent upon whether one uses an $`O(2)`$ or $`O(4)`$ projective multiplet in the PSS action (4.6). Any such action in terms of a single $`O(2)`$ tensor multiplet necessarily leads to a translational (tri-holomorphic) isometry that arises after trading the conserved vector component of the $`O(2)`$ projective multiplet for a scalar by the generalized Legendre transform.
Quite generally, the existence of an isometry amounts to the existence of a Killing vector $`K^m`$, $`m=1,2,3,4`$, obeying eq. (2.1) or, equivalently, the existence of the coordinate system $`(x^a,\tau )`$, $`a=1,2,3`$, where the metric components are independent upon one of the coordinates ($`\tau `$),
$$ds^2=H^1(d\tau +C_adx^a)+H\gamma _{ab}dx^adx^b.$$
$`(6.38)`$
A translational isometry implies extra condition on the Killing vector ,
$$K^{[m;n]}={}_{}{}^{}K_{}^{[m;n]},$$
$`(6.39)`$
where the star denotes the four-dimensional dual tensor. Equation (6.39) gives rise to the existence of the coordinate system (6.38) where, in addition, we have the ‘monopole equation’
$$\stackrel{}{}H=\pm \stackrel{}{}\times \stackrel{}{C},\mathrm{and}\gamma _{ab}(x)=\delta _{ab}.$$
$`(6.40)`$
Self-duality then amounts to a linear Laplace equation on the potential $`H(x^a)`$,
$$\mathrm{\Delta }H=0,$$
$`(6.41)`$
whose localized solutions,
$$H(x)=\lambda +\underset{s=1}{\overset{k}{}}\frac{m}{\left|\stackrel{}{x}\stackrel{}{x}_s\right|},$$
$`(6.42)`$
just describe the $`A_k`$ series of self-dual metrics (ALE multi-Eguchi-Hanson metrics in the case of $`\lambda =0`$ and ALF multi-Taub-NUT metrics in the case of $`\lambda =1`$). It is now not very surprising that those metrics arise from the N=2 superspace NLSM in terms of an $`O(2)`$ tensor multiplet only.
However, if one wants to construct the hyper-Kähler metrics possessing merely a rotational isometry, the conventional way towards their derivation (in components) is much more involved. Equation (6.38) still holds, but no eqs. (6.39), (6.40) and (6.41) are available. Nevertheless, a single real scalar potential for those metrics also exists in the so-called Toda frame defined by the conditions
$$H=_3\mathrm{\Psi },C_1=\pm _2\mathrm{\Psi },C_2=\pm _1\mathrm{\Psi },C_3=0,$$
$`(6.43a)`$
and
$$\gamma _{11}=\gamma _{22}=e^\mathrm{\Psi },\gamma _{33}=1.$$
$`(6.43b)`$
In the Toda frame self-duality amounts to the non-linear 3d Toda equation <sup>5</sup><sup>5</sup>5The 3d Toda equation arises from the standard (2d) $`SU(N)`$-based Toda system in the large-$`N`$
limit .
$$\left(_1^2+_2^2\right)\mathrm{\Psi }+_3^2e^\mathrm{\Psi }=0,$$
$`(6.44)`$
which is very hard to solve. By the use of an $`O(4)`$ projective multiplet having no conserved vector components, in the N=2 superspace construction of 4d hyper-Kähler metrics, we just deal with the self-dual metrics having merely a rotational isometry. The basic geometrical difference between the N=2 superspace NLSM actions in terms of $`O(2)`$ or $`O(4)`$ projective multiplets thus amounts to the nature of their abelian isometry: it is tri-holomorphic in the $`O(2)`$ case, whereas it is not triholomorphic in the $`O(4)`$ case. The N=2 NLSM in terms of higher $`O(2p)`$ projective multiplets are similar to that with $`p=2`$. It is worth mentioning in this context that a self-dual metric with rotational isometry gives rise to a solution to the 3d Toda equation (6.44).
## 7 Conclusion
By the use of harmonic superspace describing hypermultiplets with manifest N=2 supersymmetry, we arrived at a general solution to the N=2 non-linear sigma-models with special hyper-Kähler geometry. Our solution is parametrized by a single (of degree two) homogeneous function, which is quite similar to the well-known N=2 superconformal description of N=2 vector multiplets in the standard N=2 superspace.
We also constructed the improved (N=2 superconformal) actions of the $`O(2)`$ and $`O(4)`$ projective multiplets, which lead to flat four-dimensional metrics in disguise. However, after being added together with different moduli, those N=2 superconformal actions naturally lead to the $`A_k`$ and $`D_k`$ series of the highly non-trivial self-dual metrics in the target space of the associated N=2 NLSM. It gives us the very natural way of derivation and classification of those self-dual metrics. In particular, the ALE metric potentials in superspace can be interpreted as the interpolating potentials between different improved (flat) potentials in terms of the $`O(2)`$ projective multiplet in the $`A_k`$ case and in terms of the $`O(4)`$ projective multiplet in the $`D_k`$ case, whereas the ALF potentials can be understood as non-conformal deformations of the ALE ones. It would be interesting to find the self-dual metrics, associated with the exceptional (simply-laced) $`E_{6,7,8}`$ Lie groups, in the superspace approach.
The (improved) N=2 superconformally invariant actions (6.18) and (6.30) of the $`O(2)`$ and $`O(4)`$ projective multiplets, respectively, are not easily generalizable to the case of higher $`O(2p)`$ projective multiplets with $`p>2`$. An $`O(2p)`$ projective multiplet is described in HSS by the $`L^{(2p+)}`$ superfield satisfying the off-shell constraints (4.9). It can be used to introduce the HSS superfield
$$\left[L^{(2p+)}(c^{})^p\right]^{1/p}$$
$`(7.1)`$
that covariantly transforms under the rigid N=2 superconformal transformations with conformal weight $`w=2`$. It is, however, unclear to us how to define a covariant HSS superfield of $`U(1)`$ charge $`(+4)`$ and conformal weight $`w=4`$, in terms of the $`L^{(2p+)}`$ superfield, in order to substitute $`(L^{++})^2`$ in eq. (6.18). This obstruction may be related to the existence of only two ($`A_k`$ and $`D_k`$) regular series of gravitational instantons. It is, however, possible to define N=2 superconformal generalizations of eqs. (6.20) and (6.33) to the case of higher projective multiplets,
$$S[L^{(2p+)},c]_{\mathrm{ext}.}=𝑑\zeta ^{(4)}𝑑u(c^{++})^2\left[L^{(2p+)}(c^{})^p\right]^{1/p}.$$
$`(7.2)`$
It would be interesting to study non-conformal deformations of eq. (7.2).
Our final remark is devoted to local N=2 superconformal symmetry that implies coupling N=2 (rigidly) superconformal NLSM to N=2 (conformal) supergravity. It leads to the deformation of a given special hyper-Kähler NLSM metric $`g_{mn}`$ to a quaternionic metric $`G_{mn}`$ . This deformation in four dimensions preserves self-duality of the Weyl tensor of the metric $`g_{mn}`$, but it also turns it into an Einstein metric with negative scalar curvature . The associated quaternionic metric reads
$$G_{mn}=\frac{1}{f}g_{mn}\frac{1}{f^2}\left(\frac{1}{2}X_mX_n+2Y_m^AY_n^A\right)$$
$`(7.3)`$
in terms of the Euler vector $`X_m`$, the potential $`f`$ defined by eq. (2.7), and the Killing vectors $`Y_m^{(A)}`$ defined by eq. (2.9). Therefore, an explicit derivation of the quaternionic metric, associated with a given special hyper-Kähler metric, seems to be possible without going into details of the N=2 NLSM coupling to N=2 supergravity.
## Acknowledgements
It is my pleasure to thank Jan Ambjorn and the High Energy Theory Group at Niels Bohr Institute for nice hospitality extended to me in Copenhagen during the completion of this work. I also thank Luis Alvarez-Gaumé, Francois Delduc, Olaf Lechtenfeld, Werner Nahm and Galliano Valent for useful discussions. |
warning/0001/hep-th0001164.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Fermionic zero modes of the Dirac operator $`D_A=\gamma ^\mu (_\mu iA_\mu )`$ are of importance in many places in quantum field theory and mathematical physics . They are the ingredients for the computation of the index of the Dirac operator and play a key rôle in understanding anomalies. In Abelian gauge theories, which is what we are concerned with here, they affect crucially the behaviour of the Fermion determinant $`det(D_A)`$ in quantum electrodynamics. The nature of the QED functional integral depends strongly on the degeneracy of the bound zero modes.
In three dimensions – which is the case which we want to study here – the first examples of such zero energy Fermion bound states were obtained only in 1986 , and some further results have been found recently . In both articles no degeneracy of these zero modes has been observed, because, by their very methods, the authors of and of could only construct one zero mode per gauge field. Only very recently we were able to give the first examples of Dirac operators that admit more than one zero mode , thereby establishing that the phenomenon of zero mode degeneracy exists for the Abelian Dirac operator in three dimensions. It is the purpose of this article to generalise and further explain the results of .
It should be emphasised here that the problem of the existence and degeneracy of zero modes of the Abelian Dirac operator in three dimensions, in addition to being interesting in its own right, has some deep physical implications. The authors of were mainly interested in these zero modes because in an accompanying paper it was proven that one-electron atoms with sufficiently high nuclear charge in an external magnetic field are unstable if such zero modes of the Dirac operator exist.
Further, there is an intimate connection between the existence and number of zero modes of the Dirac operator for strong magnetic fields on the one hand, and the nonperturbative behaviour of the three dimensional Fermionic determinant (for massive Fermions) in strong external magnetic fields on the other hand. The behaviour of this determinant, in turn, is related to the paramagnetism of charged Fermions, see . So, a thorough understanding of the zero modes of the Dirac operator is of utmost importance for the understanding of some deep physical problems as well.
In addition, it is speculated in that the existence and degeneracy of zero modes for $`QED_3`$ may have a topological origin as it does in $`QED_2`$ — cf. for details and an account of the situation for $`QED_{2,3,4}`$. We will find some further strong support for that conjecture in our paper.
This article is organised as follows. In Section 2 we briefly review the case of zero modes of the Abelian Dirac operator in two dimensions, because there exists some similarity between the general two-dimensional case and the specific class of zero modes in three dimensions that we want to discuss. We point out some specific features of the two-dimensional case that we shall need later on. In Section 3 we review the features of maps $`S^2S^2`$ and of Hopf maps $`S^3S^2`$, because we shall need them for a topological interpretation of our results. In Section 4 we construct our class of Dirac operators together with their zero modes. Further we show that the corresponding magnetic fields may be related to Hopf maps (they may be expressed as Hopf curvatures of some Hopf maps), and that the Hopf index is related to the number of zero modes of a given Dirac operator in a simple fashion. This topological interpretation of the magnetic fields requires the introduction of a fixed, universal background magnetic field. In the final section we briefly describe another class of multiple zero modes that were not covered in the main section. Further we discuss how our results are related to a rigorous upper bound on the growth of the number of zero modes for strong magnetic fields, and we provide some interpretations for the fixed, universal background field that we had to introduce.
## 2 Two-dimensional case
First of all, we want to briefly recall the situation in two dimensions, because there will be some analogies with the class of three-dimensional zero modes that we shall discuss below. The two-dimensional Dirac equation is
$$\gamma _\mu (i_\mu A_\mu (x))\mathrm{\Psi }(x)=0,$$
(1)
where $`x=(x_1,x_2)`$, $`\mu =1,2`$, $`\gamma _\mu =\sigma _\mu `$ and $`\mathrm{\Psi }`$ is a two-component spinor. Both in Euclidean space $`𝐑^2`$ and on the two-sphere $`S^2`$ all zero modes are either left-handed (i.e., the lower component of $`\mathrm{\Psi }`$ is zero) or right-handed (the upper component of $`\mathrm{\Psi }`$ is zero). Further, a solution of the first type (left-handed) may be mapped into a solution of the second type by the simple replacement $`A_\mu A_\mu `$, therefore we may restrict to the left-handed case
$$i\left(\begin{array}{cc}0& _ziA_z\\ _{\overline{z}}iA_{\overline{z}}& 0\end{array}\right)\rho ^{1/2}(z,\overline{z})e^{i\lambda (z,\overline{z})}\left(\begin{array}{c}1\\ 0\end{array}\right)=0$$
(2)
where
$$z=x_1+ix_2,_z=\frac{1}{2}(_1i_2)$$
(3)
$$A_z=\frac{1}{2}(A_1iA_2).$$
(4)
Here $`\rho ^{1/2}(z,\overline{z})`$ is a real, nonsingular function and $`\lambda `$ is a pure gauge factor that has to be determined accordingly (see below).
At this point we want to make some observations. Firstly, obviously only the left lower component $`_{\overline{z}}iA_{\overline{z}}`$ of the Dirac operator acts on the spinor in (2). Therefore, a spinor that solves (2) may be multiplied by an arbitrary holomorphic function $`f(z)`$ and still solves the same Dirac equation (2). A more complicated way of stating the same observation (which will be useful for the three-dimensional case) is as follows. We search for a function $`f(z,\overline{z})`$ such that
$$i\gamma _\mu (_\mu f)\left(\begin{array}{c}1\\ 0\end{array}\right)=0,$$
(5)
then $`f\mathrm{\Psi }`$ will formally solve the Dirac equation for the same Dirac operator (i.e., the same gauge potential) as $`\mathrm{\Psi }`$. A possible choice for $`f`$ is $`f=z`$ and, as a consequence of the Leibnitz rule, arbitrary functions $`f(z)`$ of $`z`$ only are allowed. Observe that (5) implies
$$det(i\gamma _\mu _\mu f)=(f_{,1})^2+(f_{,2})^2=0,$$
(6)
which requires a complex $`f`$.
Secondly, from eq. (2) $`A_\mu `$ may be expressed in terms of $`\rho `$ and $`\lambda `$ as ($`ϵ_{12}=1`$)
$$A_\mu =\frac{1}{2}ϵ_{\mu \nu }_\nu \mathrm{ln}\rho +\lambda _{,\mu }$$
(7)
$$A_z=\frac{i}{2}_z\mathrm{ln}\rho +\lambda _{,z}.$$
(8)
Now assume that $`\rho (z,\overline{z})`$ has a zero at some point $`z_0`$. As $`\rho `$ is real, let us assume that the zero is of the type $`((zz_0)(\overline{z}\overline{z}_0))^\alpha `$ for some $`\alpha >0`$. This zero induces a singular contribution $`A_\mu ^{\mathrm{sing}}`$ to the gauge potential $`A_\mu `$ (here $`z_0=:y_1+iy_2`$), where
$$A_\mu ^{\mathrm{sing}}=\alpha ϵ_{\mu \nu }\frac{x_\nu y_\nu }{(\stackrel{}{x}\stackrel{}{y})^2}=\alpha _\mu \mathrm{arg}(zz_0).$$
(9)
From the r.h.s. of (9) it is obvious that $`A_\mu ^{\mathrm{sing}}`$ is in fact a pure gauge. Therefore, all singularities of $`A_\mu `$ due to zeros of $`\rho `$ of the above type may be gauged away by choosing the appropriate gauge functions
$$\lambda =\alpha \mathrm{arg}(zz_0):=\alpha \mathrm{arctan}\frac{x_2y_2}{x_1y_1}$$
(10)
in (2). As we want nonsingular gauge potentials, this gauge choice will be assumed in the sequel. However, $`\lambda `$ in (10) is not a single-valued function, and the gauge factor $`\mathrm{exp}(i\lambda )`$ of the spinor in (2) will be single-valued only provided that $`\alpha =n𝐍`$, i.e., only zeros of the above type of integer order are allowed for $`\rho `$. Zeros of other types (as e.g. $`\rho =z+\overline{z}`$, which is zero at $`z=0`$) lead to singularities in $`A_\mu `$ that are not pure gauge, i.e., they lead to singular magnetic fields (14). They are, therefore, forbidden.
Now suppose that a zero mode for a non-singular gauge field is given and $`\rho `$ has some zeros of integer order of the allowed type as just described. For each zero $`((zz_0)(\overline{z}\overline{z}_0))^n`$ we may multiply the zero mode in (2) by the function $`f(z)=(zz_0)^n`$. This is a function of $`z`$ only, therefore the new spinor $`f\mathrm{\Psi }`$ is a zero mode of the same Dirac operator. As a consequence, for each Dirac operator that admits zero modes there exists a zero mode (2) such that $`\rho `$ is nonzero everywhere, $`\rho ^{1/2}`$ is strictly positive, $`\rho ^{1/2}>0`$. Further, the corresponding pure gauge terms (10) are absent, and we may assume that the gauge factor in (2) is absent altogether, $`\lambda 0`$, which corresponds to Lorentz gauge $`_\mu A_\mu =0`$ for the gauge potential in (7).
Let us assume that a spinor (2) is given with $`\lambda =0`$, $`\rho ^{1/2}>0`$ and
$$\underset{|z|\mathrm{}}{lim}\rho (z\overline{z})^\alpha _{\mathrm{}}.$$
(11)
Square-integrability of $`\mathrm{\Psi }`$ in $`𝐑^2`$ implies $`\alpha _{\mathrm{}}>1`$. If $`n+1>\alpha _{\mathrm{}}>n,n𝐍`$, then further square-integrable zero modes of the same Dirac operator may be constructed as
$$\mathrm{\Psi }_k=z^k\rho ^{1/2}\left(\begin{array}{c}1\\ 0\end{array}\right),k=0\mathrm{}n1$$
(12)
and the above-mentioned zero modes with some zeros of integer order may be recovered as linear combinations of (12). In addition, $`\alpha _{\mathrm{}}`$ determines the magnetic flux $`\mathrm{\Phi }`$,
$$\mathrm{\Phi }=d^2xB=2\pi \alpha _{\mathrm{}}$$
(13)
$$B=_1A_2_2A_1=2_z_{\overline{z}}\mathrm{ln}\rho .$$
(14)
Here we may follow two different approaches. Either we assume that our results really exist in Euclidean space. Then there are no further restrictions on $`\alpha _{\mathrm{}}`$. Further, whenever $`\alpha _{\mathrm{}}=n𝐍`$, then there are only $`n1`$ square-integrable zero modes (12), because the one with $`k=n1`$ is not square-integrable (its $`L^2`$ norm behaves as $`\mathrm{ln}V`$, where $`V`$ is the volume of space).
Or, on the other hand, we could interpret $`z`$ as a stereographic coordinate on the Riemann sphere. Then $`z=\mathrm{}`$ is a single point, and $`\rho `$ in (11) has a zero at this point if $`\alpha _{\mathrm{}}0`$, which leads to a singularity in $`A_\mu `$. This singularity, however, cannot be removed by a gauge transformation without introducing a singularity somewhere else. Instead, two different gauge potentials have to be chosen on different coordinate patches (e.g. on the northern and southern hemisphere), such that the difference of the two gauge potentials in the overlap region is a pure gauge $`_\mu \lambda `$. The gauge function $`\mathrm{exp}(i\lambda )`$ (which acts on the zero mode) is single-valued only if $`\alpha _{\mathrm{}}n_{\mathrm{}}𝐍`$ and, consequently, the magnetic flux $`\mathrm{\Phi }=2\pi n_{\mathrm{}}`$ is quantised (in fact, this is just the well-known topology of the Dirac monopole). In addition, the zero modes are now normalised w.r.t. the integration measure on the sphere, therefore there are $`n_{\mathrm{}}=\mathrm{\Phi }/(2\pi )`$ normalisable zero modes, in accordance with the index theorem.
## 3 Maps $`S^2S^2`$ and Hopf maps $`S^3S^2`$
The second homotopy group of the two-sphere is nontrivial, $`\mathrm{\Pi }_2(S^2)=𝐙`$, therefore maps $`S^2S^2`$ are characterised by the integer winding number $`w`$. One way of describing them is by interpreting both $`S^2`$ as Riemann spheres and by introducing stereographic coordinates $`z𝐂`$ on both of them. A specific class of such maps $`S^2S^2`$ may then be described by rational maps
$$R:zR(z)=\frac{P(z)}{Q(z)}$$
(15)
where $`P(z)`$ and $`Q(z)`$ are polynomials, and $`z`$ and $`R(z)`$ are interpreted as stereographic coordinates on the domain and target $`S^2`$, respectively. The winding number $`w`$ of this map is given by the degree of the map,
$$w=\mathrm{deg}(R)=\mathrm{max}(p,q)$$
(16)
where $`p`$ and $`q`$ are the degrees of the polynomials $`P(z)`$ and $`Q(z)`$ . Another possibility of computing the same winding number involves the pullback under $`R(z)`$ of the standard area two-form $`\mathrm{\Omega }`$ on $`S^2`$ (in stereographic coordinates),
$$\mathrm{\Omega }=\frac{2}{i}\frac{d\overline{z}dz}{(1+z\overline{z})^2},\mathrm{\Omega }=4\pi .$$
(17)
The pullback is ( means derivative w.r.t. the argument)
$$R^{}\mathrm{\Omega }=\frac{2}{i}\frac{|R^{}(z)|^2}{(1+R\overline{R})^2}d\overline{z}dz$$
(18)
and obeys
$$R^{}\mathrm{\Omega }=4\pi w$$
(19)
where $`w`$ is again the winding number (16).
However, rational maps are not the only types of functions that generate maps $`S^2S^2`$. Instead of $`R(z)`$ we may e.g. choose the functions (here $`z=u^{1/2}\mathrm{exp}(i\phi )`$, $`u:=z\overline{z}`$ and $`f`$ is an at the moment arbitrary real function)
$$G(z,\overline{z})=f(u)z^n=:g^{1/2}(u)e^{in\phi }$$
(20)
which we shall need later on. The pullback of $`\mathrm{\Omega }`$ under $`G`$ is ($`{}_{}{}^{}_u`$)
$$G^{}\mathrm{\Omega }=2n\frac{g^{}}{(1+g)^2}dud\phi $$
(21)
and its integral is
$$G^{}\mathrm{\Omega }=4\pi n_0^{\mathrm{}}𝑑u\frac{g^{}}{(1+g)^2}=4\pi n\frac{1}{1+g(u)}|_0^{\mathrm{}}.$$
(22)
If $`g(0)=0`$ and $`g(\mathrm{})=\mathrm{}`$, as holds e.g. for the rational maps $`R(z)=z^n`$, then the function $`G`$ in (20) defines a map $`S^2S^2`$ with winding number $`n`$,
$$G^{}\mathrm{\Omega }=4\pi n.$$
(23)
Apart from $`g(u)0`$, which follows from the definition of $`g`$, $`g`$ is not very much restricted in the intermediate range $`0<u<\mathrm{}`$. Let us, e.g., assume that $`g`$ has a singularity at $`u_1`$ and a zero at $`u_2`$ (we assume $`u_1<u_2`$ for this example), then the region $`u[0,u_1]`$ of the domain $`S^2`$ is mapped onto the target $`S^2`$ with winding number $`+n`$, the region $`[u_1,u_2]`$ is mapped onto the target $`S^2`$ with winding number $`n`$, and the region $`[u_2,\mathrm{}]`$ is mapped onto the target $`S^2`$ with winding number $`+n`$, again. Therefore the net winding number is $`n`$.
Observe that it is possible to relate the pullback $`R^{}\mathrm{\Omega }`$ or $`G^{}\mathrm{\Omega }`$ to a magnetic field $`B`$ via (e.g. for $`G`$)
$$G^{}\mathrm{\Omega }=:Bdx_1dx_2F,$$
(24)
where $`F=(1/2)F_{\mu \nu }dx_\mu dx_\nu `$ is the magnetic field strength two-form. However, all $`B`$’s that are constructed in this way have an even integer multiple of $`2\pi `$ as magnetic flux, $`\mathrm{\Phi }=d^2xB=4\pi n=2\pi 2n`$, as is obvious from (23). Differently stated, if we want to formally express magnetic fields with magnetic fluxes that are odd integer multiples of $`2\pi `$ by maps $`R`$ or $`G`$, then we have to allow for square-root type, double-valued maps $`Rz^{n/2}`$ or $`Gz^{n/2}`$. This we shall need later on.
Hopf maps are maps $`S^3S^2`$. The third homptopy group of the two-sphere is non-trivial as well, $`\mathrm{\Pi }_3(S^2)=𝐙`$, therefore such maps are characterised by an integer topological index, the so-called Hopf index. Hopf maps may be expressed, e.g., by maps $`\chi :𝐑^3𝐂`$ provided that the complex function $`\chi `$ obeys $`lim_{|\stackrel{}{x}|\mathrm{}}\chi (\stackrel{}{x})=\chi _0=\mathrm{const}`$, where $`\stackrel{}{x}=(x_1,x_2,x_3)^\mathrm{T}`$. The pre-images in $`𝐑^3`$ of points of the target $`S^2`$ (i.e., the pre-images of points $`\chi =\mathrm{const}`$) are closed curves in $`𝐑^3`$ (circles in the related domain $`S^3`$). Any two different circles are linked $`N`$ times, where $`N`$ is the Hopf index of the given Hopf map $`\chi `$. Further, a magnetic field $`\stackrel{}{}`$ (the Hopf curvature) is related to the Hopf map $`\chi `$ via
$$\stackrel{}{}=\frac{2}{i}\frac{(\stackrel{}{}\overline{\chi })\times (\stackrel{}{}\chi )}{(1+\overline{\chi }\chi )^2}=2\frac{(\stackrel{}{}T)\times \stackrel{}{}\sigma }{(1+T)^2}$$
(25)
where $`\chi =Se^{i\sigma }`$ is expressed in terms of its modulus $`S=:T^{1/2}`$ and phase $`\sigma `$ at the r.h.s. of (25).
Mathematically, the curvature $`=\frac{1}{2}_{ij}dx_idx_j`$, $`_{ij}=ϵ_{ijk}_k`$, is the pullback under the Hopf map, $`=\chi ^{}\mathrm{\Omega }`$, of the standard area two-form $`\mathrm{\Omega }`$ , (17), on the target $`S^2`$. Geometrically, $`\stackrel{}{}`$ is tangent to the closed curves $`\chi =\mathrm{const}`$ (see e.g. ; the authors of describe Hopf curvatures slightly differently, by the Abelian projection of an $`SU(2)`$ pure gauge connection, which has some technical advantages). The Hopf index $`N`$ of $`\chi `$ may be computed from $`\stackrel{}{}`$ via
$$N=\frac{1}{16\pi ^2}d^3x\stackrel{}{𝒜}\stackrel{}{}$$
(26)
where $`\stackrel{}{}=\stackrel{}{}\times \stackrel{}{𝒜}`$.
Once a Hopf map $`\chi `$ is given, we may construct further Hopf maps by composing the Hopf map $`\chi `$ with maps $`S^2S^2`$,
$$\chi _G:S^3\stackrel{\chi }{}S^2\stackrel{G}{}S^2$$
(27)
where $`G`$ might be e.g. a $`G(\chi ,\overline{\chi })`$ as in (20) or a rational map $`R(\chi )`$ as in (15). Further, if $`\chi `$ has Hopf index $`N=1`$ and $`G`$ has degree (i.e. winding number) $`n`$, then the composed Hopf map $`\chi _G`$ has Hopf index $`N=n^2`$.
The simplest (standard) Hopf map $`\chi `$ with Hopf index $`N=1`$ is
$$\chi =\frac{2(x_1+ix_2)}{2x_3i(1r^2)}$$
(28)
with modulus and phase
$$T:=\overline{\chi }\chi =\frac{4(r^2x_3^2)}{4x_3^2+(1r^2)^2},\sigma =\mathrm{arctan}\frac{x_2}{x_1}+\mathrm{arctan}\frac{1r^2}{2x_3}$$
(29)
$$\sigma =\sigma ^{(1)}+\sigma ^{(2)},\sigma ^{(1)}=\mathrm{arctan}\frac{x_2}{x_1},\sigma ^{(2)}=\mathrm{arctan}\frac{1r^2}{2x_3}.$$
(30)
Here the phase $`\sigma `$ is a sum of two terms $`\sigma ^{(1)}`$ and $`\sigma ^{(2)}`$, where $`\sigma ^{(1)}`$ is multiply valued around the singular point $`\chi =0`$ in target space, i.e., along the $`x_3`$ axis in the domain $`𝐑^3`$, and $`\sigma ^{(2)}`$ is multiply valued around the singular point $`\chi =\mathrm{}`$, i.e., around the circle $`\{\stackrel{}{x}𝐑^3\backslash x_3=0,x_1^2+x_2^2=1\}`$. As $`\chi `$ in three dimensions will play a role similar to $`z=x_1+ix_2`$ in two dimensions in Section 2, it is important to note a crucial difference in this respect. The same phase $`\phi =\mathrm{arg}z=\mathrm{arctan}(x_2/x_1)`$ is multiply valued around both singular points $`z=0`$ and $`z=\mathrm{}`$ in the two-dimensional case.
The simplest standard Hopf map, (28), leads to the Hopf curvature
$$\stackrel{}{}=\frac{16}{(1+r^2)^2}\stackrel{}{N}$$
(31)
and we have introduced the unit vector
$$\stackrel{}{N}=\frac{1}{1+r^2}\left(\begin{array}{c}2x_1x_32x_2\\ 2x_2x_3+2x_1\\ 1x_1^2x_2^2+x_3^2\end{array}\right)$$
(32)
($`\stackrel{}{N}^2=1`$) for later convenience.
## 4 Three-dimensional case
Here we want to study multiple solutions of the three-dimensional, Abelian Dirac equation (the Pauli equation)
$$i\sigma _i_i\mathrm{\Psi }(x)=A_i(x)\sigma _i\mathrm{\Psi }(x),$$
(33)
where $`\stackrel{}{x}=(x_1,x_2,x_3)^\mathrm{T}`$, $`i,j,k=1\mathrm{}3`$, $`\mathrm{\Psi }`$ is a two-component, square-integrable spinor on $`𝐑^3`$, $`\sigma _i`$ are the Pauli matrices and $`A_i`$ is an Abelian gauge potential. Before starting the actual computations we want to mention some general aspects of the Dirac equation (33). Firstly, for any pair $`(\mathrm{\Psi },\stackrel{}{A})`$ that solves the Dirac equation (33), the zero mode $`\mathrm{\Psi }`$ has to obey
$$\stackrel{}{}\stackrel{}{\mathrm{\Sigma }}=0$$
(34)
where $`\stackrel{}{\mathrm{\Sigma }}`$ is the spin density of $`\mathrm{\Psi }`$,
$$\stackrel{}{\mathrm{\Sigma }}=\mathrm{\Psi }^{}\stackrel{}{\sigma }\mathrm{\Psi }.$$
(35)
Secondly, when a spinor $`\mathrm{\Psi }`$ is given that obeys (34) (i.e., it is a possible zero mode), then the corresponding gauge potential $`\stackrel{}{A}`$ that solves the Dirac equation (33) together with $`\mathrm{\Psi }`$ may actually be expressed in terms of $`\mathrm{\Psi }`$ ,
$$A_i=\frac{1}{|\stackrel{}{\mathrm{\Sigma }}|}(\frac{1}{2}ϵ_{ijk}_j\mathrm{\Sigma }_k+\mathrm{Im}\mathrm{\Psi }^{}_i\mathrm{\Psi })$$
$$=\frac{1}{2}ϵ_{ijk}(_j\mathrm{ln}|\stackrel{}{\mathrm{\Sigma }}|)𝒩_k+\frac{1}{2}ϵ_{ijk}_j𝒩_k+\mathrm{Im}\widehat{\mathrm{\Psi }}^{}_i\widehat{\mathrm{\Psi }}$$
(36)
where we have expressed $`A_i`$ in terms of the general unit vector and unit spinor
$$\stackrel{}{𝒩}=\frac{\stackrel{}{\mathrm{\Sigma }}}{|\stackrel{}{\mathrm{\Sigma }}|},\widehat{\mathrm{\Psi }}=\frac{\mathrm{\Psi }}{|\mathrm{\Psi }^{}\mathrm{\Psi }|^{1/2}}$$
(37)
for later convenience.
Next we want to discuss the simplest example of a zero mode that was already found in , because we need it as a starting point. The authors of observed that a solution to this equation could be obtained from a solution to the simpler equation
$$i\stackrel{}{\sigma }\stackrel{}{}\mathrm{\Psi }=h\mathrm{\Psi }$$
(38)
for some scalar function $`h(x)`$. In this case the corresponding gauge field that obeys the Dirac equation (33) together with the spinor (38) is given by
$$A_i=h\frac{\mathrm{\Psi }^{}\sigma _i\mathrm{\Psi }}{\mathrm{\Psi }^{}\mathrm{\Psi }}.$$
(39)
In addition, they gave the following explicit example
$$\mathrm{\Psi }=\frac{4}{(1+r^2)^{\frac{3}{2}}}(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(40)
$$\stackrel{}{\mathrm{\Sigma }}=\mathrm{\Psi }^{}\stackrel{}{\sigma }\mathrm{\Psi }=\frac{16}{(1+r^2)^2}\stackrel{}{N}$$
(41)
where $`\stackrel{}{N}`$ is the specific unit vector defined in (32) and we chose the factor 4 in (40) for later convenience. The spinor (40) obeys
$$i\stackrel{}{\sigma }\stackrel{}{}\mathrm{\Psi }=\frac{3}{1+r^2}\mathrm{\Psi }$$
(42)
and is, therefore, a zero mode for the gauge field
$$\stackrel{}{A}=\frac{3}{1+r^2}\frac{\mathrm{\Psi }^{}\stackrel{}{\sigma }\mathrm{\Psi }}{\mathrm{\Psi }^{}\mathrm{\Psi }}=\frac{3}{1+r^2}\stackrel{}{N}$$
(43)
with magnetic field $`\stackrel{}{B}=\stackrel{}{}\times \stackrel{}{A}`$
$$\stackrel{}{B}=\frac{12}{(1+r^2)^2}\stackrel{}{N}$$
(44)
($`\stackrel{}{N}`$ is the unit vector defined in (32)).
Now we want to repeat the argument of (5) and (6) of the two-dimensional case, i.e., we assume that a function $`\chi `$ exists such that
$$(i\sigma _j_j\chi )(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\left(\begin{array}{c}1\\ 0\end{array}\right)=0.$$
(45)
Consequently, $`\chi ^n\mathrm{\Psi }`$, $`n𝐙`$ (where $`\mathrm{\Psi }`$ is the zero mode (40)), are additional formal zero modes for the same gauge field (43). Condition (45) implies
$$\mathrm{det}(i\stackrel{}{\sigma }\stackrel{}{}\chi )=\underset{i=1}{\overset{3}{}}\chi _{,i}\chi _{,i}=0,$$
(46)
therefore, $`\chi `$ necessarily must be complex. Indeed, such a function $`\chi `$ fulfilling (45) exists. It is just the simplest Hopf map $`\chi `$, (28), as may be checked easily. For the formal zero modes $`\chi ^n\mathrm{\Psi }`$ we observe the following two points. Firstly, $`n`$ has to be integer, because only integer powers of $`\chi `$ lead to a single-valued spinor $`\chi ^n\mathrm{\Psi }`$. Secondly, $`\chi ^n\mathrm{\Psi }`$ is singular for all $`n𝐙\{0\}`$, because $`\chi `$ is singular along the circle $`\{\stackrel{}{x}𝐑^3\backslash x_3=0,x_1^2+x_2^2=1\}`$ and zero along the $`x_3`$ axis. Therefore, the formal zero modes $`\chi ^n\mathrm{\Psi }`$, with $`\mathrm{\Psi }`$ given in (40), are not acceptable. However, we shall find some zero modes, different from (40), where multiplication with $`\chi ^n`$ will lead to acceptable new zero modes for some $`n0`$.
For this purpose, let us observe that the spin density (41) of the simplest zero mode (40) is in fact equal to the Hopf curvature (31) of the simplest Hopf map (28) (we chose the constant factor 4 in (40) in order to achieve this equality; otherwise $`\stackrel{}{\mathrm{\Sigma }}`$ would only be proportional to the Hopf curvature, which is enough for our purposes). As a consequence (see eq. (25))
$$\stackrel{}{\mathrm{\Sigma }}^{(M)}:=e^{M(\chi ,\overline{\chi })}\stackrel{}{\mathrm{\Sigma }}=\frac{16}{(1+r^2)^2}e^{M(\chi ,\overline{\chi })}\stackrel{}{N}$$
(47)
still is the spin density of a zero mode, i.e., it still obeys $`\stackrel{}{}\stackrel{}{\mathrm{\Sigma }}^{(M)}=0`$. Here $`M(\chi ,\overline{\chi })`$ is a real function of $`\chi `$ and $`\overline{\chi }`$. The corresponding zero mode reads
$$\mathrm{\Psi }^{(M)}=e^{i\mathrm{\Lambda }}e^{M/2}\mathrm{\Psi }=e^{i\mathrm{\Lambda }}e^{M/2}\frac{\mathrm{𝟏}+i\stackrel{}{\sigma }\stackrel{}{x}}{(1+r^2)^{3/2}}\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(48)
where $`\mathrm{\Lambda }`$ is a gauge function that has to be determined accordingly (analogously to our discussion in Section 2; see below). $`\mathrm{\Psi }^{(M)}`$ is proportional to the simplest zero mode (40), therefore it remains true that additional formal zero modes for the same Dirac operator may be constructed from $`\mathrm{\Psi }^{(M)}`$ by multiplication with powers $`\chi ^n`$ of $`\chi `$, (28).
At this point we want to present some first examples of such multiple zero modes (these examples were already discussed in ). For this purpose, we need some more results of . The authors of observed that, in addition to their simplest solution (40), they could find similar solutions to eq. (38) with higher angular momentum. Using instead of the constant spinor $`(1,0)^\mathrm{T}`$ the spinor
$$\mathrm{\Phi }_{l,m}=\left(\begin{array}{c}\sqrt{l+m+1/2}Y_{l,m1/2}\\ \sqrt{lm+1/2}Y_{l,m+1/2}\end{array}\right)$$
(49)
(where $`m[l1/2,l+1/2]`$ and $`Y`$ are spherical harmonics), they found the solutions
$$\mathrm{\Psi }_{l,m}=r^l(1+r^2)^{l\frac{3}{2}}(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\mathrm{\Phi }_{l,m}$$
(50)
$$\stackrel{}{A}_{l,m}=(2l+3)(1+r^2)^1\frac{\mathrm{\Psi }_{l,m}^{}\stackrel{}{\sigma }\mathrm{\Psi }_{l,m}}{\mathrm{\Psi }_{l,m}^{}\mathrm{\Psi }_{l,m}}.$$
(51)
Specifically, for maximal magnetic quantum number $`m=l+1/2`$, these solutions read
$$\mathrm{\Psi }_l:=\mathrm{\Psi }_{l,l+1/2}=\frac{Y_{l,l}r^l}{(1+r^2)^{l+3/2}}(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(52)
$$\stackrel{}{A}^{(l)}=\frac{3+2l}{1+r^2}\stackrel{}{N}$$
(53)
$$\stackrel{}{B}^{(l)}=\frac{4(3+2l)}{(1+r^2)^2}\stackrel{}{N}$$
(54)
(where we have omitted an irrelevant constant factor in (52)). Hence, $`\mathrm{\Psi }_l`$ is proportional to the simplest zero mode (40) and is, therefore, still an eigenvector of the matrix $`i\sigma _j_j\chi `$ with eigenvalue zero. Further, the zero mode $`\mathrm{\Psi }_l`$ may be rewritten as (again, we ignore irrelevant constant factors)
$$\mathrm{\Psi }_l=e^{il\phi }\left(\frac{T}{1+T}\right)^{l/2}(1+r^2)^{3/2}(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\left(\begin{array}{c}1\\ 0\end{array}\right)$$
(55)
where we introduced polar coordinates $`(x_1,x_2,x_3)(r,\theta ,\phi )`$, $`T`$ is the squared modulus (29), and (up to an irrelevant constant)
$$Y_{l,l}=e^{il\phi }\mathrm{sin}^l\theta =e^{il\phi }\frac{(r^2x_3^2)^{l/2}}{r^l}=e^{il\phi }\frac{(1+r^2)^l}{r^l}\left(\frac{T}{1+T}\right)^{l/2}.$$
(56)
Taking further into account that $`\phi =\mathrm{arctan}(x_2/x_1)=\sigma ^{(1)}`$ we conclude that the spinors
$$\mathrm{\Psi }_{n,l}=\chi ^n\mathrm{\Psi }_l=e^{i(ln)\sigma ^{(1)}in\sigma ^{(2)}}\frac{T^{(ln)/2}}{(1+T)^{l/2}}\mathrm{\Psi },n=0,\mathrm{}l$$
(57)
are non-singular, square-integrable zero modes for the same gauge field $`\stackrel{}{A}^{(l)}`$ and, therefore, the Dirac operator with gauge field $`\stackrel{}{A}^{(l)}`$ given by (53) has $`l+1`$ square-integrable zero modes (57). Here $`\sigma ^{(1)}`$ and $`\sigma ^{(2)}`$ are the two terms (30) of the phase of the simplest Hopf map (28).
At this point several remarks are necessary. Firstly, observe that the function $`\mathrm{exp}(M)`$, as defined in (47), for the zero modes (57) reads
$$e^M=\frac{T^{ln}}{(1+T)^l}$$
(58)
$$\underset{T0}{lim}e^MT^{ln},\underset{T\mathrm{}}{lim}e^MT^n$$
(59)
Hence, $`\mathrm{exp}(M)`$ has a zero of order $`ln`$ at $`T=0`$ and a zero of order $`n`$ at $`T=\mathrm{}`$. As in the two-dimensional case, these zeros introduce singularities in the gauge potentials, which are cured by the pure gauge functions $`(ln)\sigma ^{(1)}`$ and $`n\sigma ^{(2)}`$, respectively, leading to the well-behaving gauge potentials (53). In contrast to the two-dimensional case, the singularity at $`\chi =\mathrm{}`$ may be cured independently, i.e., without introducing singularities somewhere else (for an explanation see below).
Secondly, we observe that already the simplest magnetic field (44) (for $`l=0`$) is proportional but not equal to the Hopf curvature (31) (the magnetic field has a factor of 12 instead of 16, i.e., they differ by $`4(1+r^2)^2\stackrel{}{N}`$). Here we will take the following point of view. We assume that this difference is related to a fixed, universal background magnetic field $`\stackrel{}{B}^\mathrm{b}`$,
$$\stackrel{}{B}^\mathrm{b}=\frac{4}{(1+r^2)^2}\stackrel{}{N}$$
(60)
which couples to the Fermion via the Dirac operator but is “non-dynamical” otherwise. Then for the “dynamical” part $`\stackrel{~}{B}_j:=B_jB_j^\mathrm{b}`$ of $`B_j`$ it holds that
$$\stackrel{~}{B}_j=B_jB_j^\mathrm{b}=\frac{16}{(1+r^2)^2}N_j=_j$$
(61)
where $`_j`$ is the Hopf curvature (31). We immediately find that this feature continues to hold for all the higher $`B_j^{(l)}`$ in (54),
$$\stackrel{~}{B}_j^{(l)}=B_j^{(l)}B_j^\mathrm{b}=\frac{16(1+l/2)}{(1+r^2)^2}N_j.$$
(62)
These $`\stackrel{~}{B}_j^{(l)}`$ are Hopf curvatures for the Hopf maps
$$\chi ^{(l)}=T^{1/2}e^{i(1+l/2)\sigma }$$
(63)
where $`T`$ and $`\sigma `$ are given in (29). We find that we have to allow for double-valued, square-root type Hopf maps if we want to relate all $`\stackrel{~}{B}_j^{(l)}`$ to Hopf curvatures. Further, we find the relation
$$N=\left(\frac{k+1}{2}\right)^2$$
(64)
between the Hopf index $`N`$ and the number $`k=l+1`$ of zero modes. We will find that after the subtraction of the universal background field (60) all these features continue to hold for a much wider class of solutions to the Dirac equation.
In order to discuss this wider class, let us go back to the general zero mode (48) which depends on a function $`M(\chi ,\overline{\chi })`$ and a pure gauge function $`\mathrm{\Lambda }`$. The corresponding gauge potential $`\stackrel{}{A}^{(M)}`$ that obeys the Dirac equation together with $`\mathrm{\Psi }^{(M)}`$ may be computed from (36),
$$A_j^{(M)}=A_j+\frac{1}{2}ϵ_{jkl}M_{,k}N_l+\mathrm{\Lambda }_{,j}$$
(65)
$$=A_j+\frac{i}{2}(M_{,\chi }\chi _{,j}M_{,\overline{\chi }}\overline{\chi }_{,j})+\mathrm{\Lambda }_{,j}$$
(66)
where the second line follows after some algebra. Here $`A_j`$ is the gauge potential (43) of the simplest zero mode (40) and $`N_l`$ is the unit vector (32).
At this point we have to discuss the possible singularities of $`\stackrel{}{A}^{(M)}`$, which will determine $`\mathrm{\Lambda }`$ and, at the same time, pose some restrictions on $`\mathrm{exp}(M)`$, as in the two-dimensional case (Section 2). As in the two-dimensional case, zeros of $`\mathrm{exp}(M)`$ cause singularities of $`\stackrel{}{A}^{(M)}`$, and in order to cause only removable singularities, these zeros have to be of the type (with possible multiplicity $`n`$)
$$((\chi z_i)(\overline{\chi }\overline{z}_i))^n=:\zeta ^n\overline{\zeta }^n$$
(67)
which implies for the above expression (66) (without the pure gauge piece $`\mathrm{\Lambda }_{,j}`$)
$$\frac{i}{2}(M_{,\chi }\chi _{,l}M_{,\overline{\chi }}\overline{\chi }_{,l})\frac{in}{2}\frac{\overline{\zeta }\chi _{,l}\zeta \overline{\chi }_{,l}}{\zeta \overline{\zeta }}+\mathrm{}$$
(68)
where the remainder is regular at $`\zeta =0`$. The above singularity may be compensated by the pure gauge factor
$$\mathrm{\Lambda }=n\mathrm{arctan}\frac{i(\zeta \overline{\zeta })}{\zeta +\overline{\zeta }}.$$
(69)
Indeed ($`\zeta _{,l}\chi _{,l}`$),
$$\mathrm{\Lambda }_{,l}=\frac{in}{2}\frac{\overline{\zeta }\zeta _{,l}\zeta \overline{\zeta }_{,l}}{\zeta \overline{\zeta }}$$
(70)
precisely cancels the singular term (68). The spinor in (48) is multiplied by the gauge factor $`\mathrm{exp}(i\mathrm{\Lambda })`$. This factor is single-valued only if the order $`n`$ of the zero is integer, because $`\mathrm{\Lambda }`$ in (69) is a multiply-valued function.
In fact, this is not yet the whole story about singularities in $`\overline{A}_l^{(M)}`$. The point is that the expression
$$\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}$$
(71)
is singular in the limit $`\chi \mathrm{}`$ as well, as may be easily checked. Further, the derivatives of the gauge factors, (70), for all the zeros (67) produce this expression (71) for $`\chi \mathrm{}`$, because $`lim_\chi \mathrm{}\zeta =\chi `$. In addition, $`\mathrm{exp}(M)`$ may cause a similar term (71) for $`\stackrel{}{A}^{(M)}`$ if it behaves as
$$\underset{|\chi |\mathrm{}}{lim}\mathrm{exp}(M)|\chi \overline{\chi }|^n_{\mathrm{}}T^n_{\mathrm{}}.$$
(72)
Here $`n_{\mathrm{}}`$ has to be a positive integer or zero, as we shall see immediately. Further, $`\mathrm{exp}(M)`$ has to reach the limiting value sufficiently fast,
$$\underset{|\chi |\mathrm{}}{lim}(T^n_{\mathrm{}}\mathrm{exp}(M))1+cT^\alpha ,\alpha 1$$
(73)
($`c`$ is some constant) as will be explained below. Therefore, altogether we have to compensate
$$(n_{\mathrm{}}+\underset{i}{}n_i)\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}$$
(74)
by an additional gauge transformation, without introducing further singularities at $`\chi =0`$ (here $`n_i`$ are the multiplicities of the zeros $`z_i`$ of $`\mathrm{exp}(M)`$).
Fortunately this is possible for the following reason. If we were to compensate (74) by the full gauge function
$$\mathrm{\Lambda }=(n_{\mathrm{}}\underset{i}{}n_i)\mathrm{arctan}\frac{i(\chi \overline{\chi })}{\chi +\overline{\chi }}=(n_{\mathrm{}}\underset{i}{}n_i)\sigma $$
(75)
(where $`\sigma `$ is the phase of $`\chi `$ given in (29)), this would introduce a singularity at $`\chi =0`$. However, $`\sigma `$ is the sum of two terms $`\sigma =\sigma ^{(1)}+\sigma ^{(2)}`$ (see (30)), where $`\sigma _{,l}^{(1)}`$ is singular at $`\chi =0`$ and $`\sigma _{,l}^{(2)}`$ is singular at $`\chi =\mathrm{}`$. Therefore, we may cancel the singularity of (74) without introducing further singularities by performing an additional gauge transformation using only $`\sigma ^{(2)}`$,
$$\mathrm{\Lambda }=(n_{\mathrm{}}\underset{i}{}n_i)\sigma ^{(2)}.$$
(76)
Obviously, $`n_{\mathrm{}}`$ has to be integer for (76) to be an acceptable gauge function.
We want to emphasise again here that there is a crucial difference to the two-dimensional case (Section 2, last paragraph), where no gauge choice was possible to achieve a non-singular gauge potential for all $`z`$. The reason for this difference lies in the different topological features of the underlying spaces $`S^2`$ and $`S^3`$, respectively. In fact, the second cohomology group of the $`S^2`$ is non-trivial, $`H_2(S^2)=𝐙`$. Therefore, it is not possible to find a globally defined gauge potential on $`S^2`$ for magnetic fields with non-zero (quantised) magnetic flux. On the other hand, $`H_2(S^3)=0`$, therefore it is always possible to find a well-behaving non-singular gauge potential for a well-behaving non-singular magnetic field.
One consequence of the above discussion is that (as in the two-dimensional case) the zeros $`((\chi z_0)(\overline{\chi }\overline{z}_0))^n`$ may be removed by multiplying the corresponding zero mode with the holomorphic function (in the variable $`\chi `$) $`(\chi z_0)^n`$ without changing the Dirac operator. Therefore, for each Dirac operator that admits zero modes there exists one zero mode such that $`\mathrm{exp}(M/2)`$ is strictly positive, $`\mathrm{exp}(M/2)>0`$ for all $`\chi <\mathrm{}`$. This we will assume in the sequel. Further we assume
$$\underset{|\chi |\mathrm{}}{lim}\mathrm{exp}(M)T^n_{\mathrm{}}$$
(77)
as in (72), (73). The corresponding zero mode is
$$\mathrm{\Psi }^{(M)}=e^{i\mathrm{\Lambda }}e^{M/2}\mathrm{\Psi }$$
(78)
where $`\mathrm{\Lambda }`$ is given in (76) (with $`n_i=0`$). Additional non-singular, square-integrable zero modes for the same Dirac operator are
$$\mathrm{\Psi }_n^{(M)}=\chi ^n\mathrm{\Psi }^{(M)},n=0,\mathrm{}n_{\mathrm{}}$$
(79)
i.e., there are $`k=n_{\mathrm{}}+1`$ zero modes. As in the two-dimensional case, zero modes with arbitrary allowed zeros may be constructed as linear combinations of the above zero modes (79).
Finally we have to discuss the related magnetic field. The magnetic field $`B_i^{(M)}=ϵ_{ijk}_jA_k^{(M)}`$ corresponding to the gauge potential (65) is
$$B_l^{(M)}=B_l+\frac{1}{2}[M_{,\chi }(\chi _{,lk}N_k+\chi _{,l}N_{k,k}\chi _{,kk}N_l\chi _{,k}N_{l,k})+$$
$$M_{,\overline{\chi }}(\overline{\chi }_{,lk}N_k+\overline{\chi }_{,l}N_{k,k}\overline{\chi }_{,kk}N_l\overline{\chi }_{,k}N_{l,k})$$
$$(M_{,\chi \chi }\chi _{,k}\chi _{,k}+M_{,\overline{\chi }\overline{\chi }}\overline{\chi }_{,k}\overline{\chi }_{,k}+2M_{,\chi \overline{\chi }}\chi _{,k}\overline{\chi }_{,k})N_l]$$
(80)
where $`B_l`$ is the magnetic field (44). After some tedious algebra we find that only the coefficient of $`M_{,\chi \overline{\chi }}`$ is nonzero, i.e.,
$$\chi _{,lk}N_k+\chi _{,l}N_{k,k}\chi _{,kk}N_l\chi _{,k}N_{l,k}=0$$
(81)
$$\chi _{,k}\chi _{,k}=0$$
(82)
$$\chi _{,k}\overline{\chi }_{,k}=8\frac{(1+\chi \overline{\chi })^2}{(1+r^2)^2}$$
(83)
and, therefore
$$B_l^{(M)}=B_l8\frac{(1+\chi \overline{\chi })^2}{(1+r^2)^2}M_{,\chi \overline{\chi }}N_l.$$
(84)
Obviously, $`\stackrel{}{B}^{(M)}`$ will be finite in the limit $`|\chi |\mathrm{}`$ only if $`lim_{|\chi |\mathrm{}}M_{,\chi \overline{\chi }}|\chi \overline{\chi }|^{2ϵ},ϵ0`$. This corresponds to eq. (73) and explains our remark that $`\mathrm{exp}(M)`$ has to reach its limiting value sufficiently fast.
As in (61), we now have to subtract the background magnetic field (60) in order to be able to relate the resulting “dynamical” magnetic field $`\stackrel{~}{B}_l^{(M)}`$ to Hopf maps. We find
$$\stackrel{~}{B}_l^{(M)}=\left(1\frac{1}{2}(1+\chi \overline{\chi })^2M_{,\chi \overline{\chi }}\right)_l$$
(85)
where $`\stackrel{}{}`$ is the Hopf curvature (31).
At this point we want to specialise to the class of functions
$$M(\chi ,\overline{\chi })=M(\chi \overline{\chi })M(T),M^{}0$$
(86)
($`{}_{}{}^{}_T`$) because we want to relate them to Hopf maps of the type (27) where the function $`G`$ is given by (20). For these functions $`M(T)`$, (85) simplifies to
$$\stackrel{~}{B}_l^{(M)}=\left(1\frac{1}{2}(1+T)^2(M^{}+TM^{\prime \prime })\right)_l.$$
(87)
We want to re-express this magnetic field as a Hopf curvature $`\stackrel{}{}^{(G)}`$ for the Hopf map
$$\chi ^{(G)}=g^{1/2}(T)e^{im\sigma }$$
(88)
which is a composition of the standard Hopf map (28) and a map $`S^2S^2`$ of the type $`G`$ as in (20). The Hopf curvature $`\stackrel{}{}^{(G)}`$ is
$$\stackrel{}{}^{(G)}=2m\frac{(\stackrel{}{}g)\times \stackrel{}{}\sigma }{(1+g)^2}=m\frac{g^{}(1+T)^2}{(1+g)^2}\stackrel{}{}$$
(89)
which is indeed a Hopf curvature if $`g(0)=0,g(\mathrm{})=\mathrm{}`$, see (22). Equality of (87) and (89) implies
$$m\left(\frac{1}{1+g}\right)^{}=\left(\frac{1}{1+T}\right)^{}\frac{1}{2}(M^{}T)^{}$$
(90)
or upon integration
$$\frac{m}{1+g}=\frac{1}{1+T}+\frac{1}{2}TM^{}+\frac{1}{2}n_{\mathrm{}}$$
(91)
$$m=1+\frac{1}{2}n_{\mathrm{}}$$
(92)
(where we have chosen an appropriate constant of integration in (91)). Here $`M^{}0`$ (together with $`\mathrm{exp}(M)>0`$ and condition (77)) is a sufficient condition to ensure $`g0`$.
Therefore, we find that for all the zero modes of the type (78), (86) the corresponding magnetic fields may indeed be expressed as Hopf curvatures, provided that we allow for double-valued Hopf maps, $`m=1+(n_{\mathrm{}}/2)`$, whenever the Dirac operator has an even number of zero modes. In addition, we confirm the general relation between Hopf index $`N=m^2`$ and the number of zero modes $`k=n_{\mathrm{}}+1`$,
$$N=\left(\frac{k+1}{2}\right)^2.$$
(93)
## 5 Discussion
We have found a class of magnetic fields (87) that are the Hopf curvatures of the Hopf maps (88) (after the subtraction of the fixed background field (60)). The corresponding Dirac operator shows a degeneracy of zero modes, where the number of zero modes is related to the Hopf index via eq. (93). Here we had to allow for double-valued Hopf maps whenever the number of zero modes is even.
Further, we imposed some restrictions on the zero modes (i.e., on the functions $`M(\chi ,\overline{\chi })`$) because we wanted to relate the corresponding magnetic fields to the specific, simple type (88) of Hopf maps. We think that these restrictions are a mere technicality, and that abandoning these restrictions will just lead to more complicated Hopf maps. One specific type of such Hopf maps, different from (88), is easily accessible and leads to results that are in complete agreement with the ones we have described above, therefore we want to describe it briefly.
Recall that there exists a class of Hopf maps that are a composition of the standard Hopf map with an arbitrary rational map $`R(\chi )=P(\chi )/Q(\chi )`$, see (15). The corresponding Hopf curvature reads ($`{}_{}{}^{}`$ derivative w.r.t. the argument)
$$_l^{(R)}=\frac{|P^{}QPQ^{}|^2}{(|P|^2+|Q|^2)^2}(1+\chi \overline{\chi })^2_l=\stackrel{~}{B}_l^{(M_R)}$$
(94)
($`P`$ and $`Q`$ do not have a common zero), where we have already indicated on the r.h.s. of (94) that there exists a magnetic field $`\stackrel{~}{B}_l^{(M_R)}`$ for some zero mode $`\mathrm{\Psi }^{(M_R)}`$. In fact, $`\mathrm{exp}(M_R)`$ reads
$$\mathrm{exp}(M_R)=\frac{(1+\chi \overline{\chi })^2}{(|P|^2+|Q|^2)^2}$$
(95)
$$\underset{|\chi |\mathrm{}}{lim}\mathrm{exp}(M_R)=(\chi \overline{\chi })^{2(w1)}$$
(96)
where $`w`$ is the degree (16) of the rational map $`R`$. Therefore there are $`k=2w1`$ zero modes
$$\mathrm{\Psi }_n^{(M_R)}=\chi ^n\mathrm{\Psi }^{(M_R)},n=0,\mathrm{}2(w1).$$
(97)
In addition, the corresponding magnetic field $`\stackrel{~}{B}_l^{(M_R)}`$ (after the subtraction of the background field) is indeed equal to the Hopf curvature (94), as may be computed easily with the help of eq. (84). The Hopf index is $`N=w^2`$, therefore the relation (93) between Hopf index and number of zero modes is confirmed once more.
This class of solutions has another interesting feature. A zero mode may be constructed (a specific linear combination of the zero modes (97)) such that its spin density $`\mathrm{\Sigma }_l`$ equals the magnetic field $`\stackrel{~}{B}_l^{(M_R)}`$. Hence in addition to the Dirac equation (33) this solution obeys the equation $`\mathrm{\Sigma }_l=\stackrel{~}{B}_l`$. This system of equations of motion is generated by the Lagrangian density
$$=\mathrm{\Psi }^{}\sigma _j(i_jA_j)\mathrm{\Psi }+\frac{1}{2}\stackrel{~}{A}_j\stackrel{~}{B}_j,$$
(98)
where the background field is coupled to the Fermion, but it is absent in the second, “kinetic” term (the Abelian Chern–Simons term). This explains why we called $`\stackrel{~}{A}_l`$ the “dynamical” gauge potential (for details see , where these solutions (“Hopf instantons”) were discussed in depth).
Another point that we want to mention here is the fact that our results may be used to estimate the number of zero energy bound states (zero modes) for strong magnetic fields. This is seen especially easily for the higher angular momentum zero modes (57), because the magnetic fields (54) for higher angular momentum $`l`$ are just multiples of the simplest magnetic field (44). Therefore, the number $`k=l+1`$ of zero modes for strong magnetic fields (i.e. large $`l`$) behaves like
$$k=l+1cd^3x|\stackrel{}{B}^{(l)}|$$
(99)
(it holds that $`lim_{|\stackrel{}{x}|\mathrm{}}|\stackrel{}{B}^{(l)}|r^4`$, therefore the integral in (21) exists), i.e., $`k`$ grows linearly with the strength of the magnetic field (here $`c`$ is some constant). This remains true in a certain sense for our other solutions. From (93) we infer that the number of zero modes $`k`$ behaves like $`kN^{1/2}`$ for large $`k`$ ($`N`$ is the Hopf index). Further, as $`Nd^3x\stackrel{~}{A}_j\stackrel{~}{B}_j`$, the number of zero modes grows like $`\lambda `$ under a rescaling $`\stackrel{~}{A}_j\lambda \stackrel{~}{A}_j`$, $`\stackrel{~}{B}_j\lambda \stackrel{~}{B}_j`$. This is well within the rigorous upper bound on the possible growth of the number of zero modes
$$kc^{}d^3x|\stackrel{}{B}|^{3/2}$$
(100)
that was first stated in and later derived in (here $`c^{}`$ is a constant; the difference between $`\stackrel{~}{B}_j`$ and $`B_j`$ is unimportant for strong fields, because the background magnetic field (60) is the same for all magnetic fields). We should mention here that it is, in principle, possible that the Dirac operators of our magnetic fields have in fact more zero modes than we have discovered with our methods, which would imply that the true number of zero modes is closer to the rigorous upper bound (100).
Observe that it was possible to relate our magnetic fields to Hopf curvatures only after the subtraction of the fixed, universal background field (60) (although the existence and degeneracy of the zero modes per se does not require the background field). Further, the above-mentioned solutions to the equations of motion of the Chern–Simons and Fermion system (98) only exist in the presence of this background field, as well (). Therefore, this background field (60) seems to be rather fundamental for our discussion, and one wonders whether it admits some further interpretation. We cannot yet give a final answer to this question, but we want to mention two possible interpretations that were already given in . On one hand, if one compares the background magnetic field (60) with the magnetic fields (54) of the higher angular momentum zero modes (52), then one realises that changing the angular momentum by one unit produces a change of the corresponding magnetic field that is precisely minus two times the background field (60). It is, therefore, tempting to conjecture that the background field is somehow related to the half-integer angular momentum (spin) of the Fermion. Of course, this is just an observation at this point, because a mechanism that generates this background field is still missing.
On the other hand, it is possible to re-interpret the background gauge potential $`\stackrel{}{A}^\mathrm{b}=(1+r^2)^1\stackrel{}{N}`$ of the background magnetic field (60) as a spin connection $`\omega `$ in the Dirac equation (33) on a conformally flat manifold with torsion. Generally, the Dirac operator with spin connection reads (see e.g. for details)
$$D/=\gamma ^aE_a{}_{}{}^{\mu }(_\mu +A_\mu +\frac{1}{4}[\gamma _b,\gamma _c]\omega ^{bc}{}_{\mu }{}^{})$$
(101)
where $`\gamma ^a`$ ($`\sigma ^a`$ in our case) are the usual Dirac matrices, $`E_a^\mu `$ is the inverse vielbein and $`\omega ^{bc}_\mu `$ is the spin connection (here $`\mu ,\nu `$ are Einstein (i.e., space time) indices and $`a,b,c`$ are Lorentz indices). Our Dirac equation (33) may be rewritten in the form of eq. (101) provided that the vielbein is conformally flat, $`E_a{}_{}{}^{\mu }=f\delta _a^\mu `$, where $`f`$ is an arbitrary function. Using $`[\sigma _b,\sigma _c]=2iϵ_{bcd}\sigma ^d`$ we find
$$\frac{i}{2}\delta _a^kϵ_{bcd}\sigma ^a\sigma ^d\omega ^{bc}{}_{k}{}^{}\stackrel{!}{=}\delta _a^k\sigma ^aA_k^\mathrm{b}$$
(102)
(here $`k`$ is an Einstein index in three dimensions). The l.h.s. of (102) has to be antisymmmetric in $`a,d`$, i.e., the quantity $`\stackrel{~}{\omega }_{da}:=\delta _a^kϵ_{bcd}\omega ^{bc}_k`$ obeys $`\stackrel{~}{\omega }_{da}=\stackrel{~}{\omega }_{ad}`$. This leads to $`\stackrel{~}{\omega }_{ab}=ϵ_{abc}\delta _c^kA_k^\mathrm{b}`$. If we further assume $`\omega ^{ab}{}_{k}{}^{}=\omega ^{ba}_k`$ (i.e., covariant constancy of the metric) then we find that
$$\omega _{abk}=\delta _{ka}A_b^\mathrm{b}\delta _{kb}A_a^\mathrm{b}$$
(103)
(where $`A_a^\mathrm{b}\delta _a^kA_k^\mathrm{b}`$, i.e., it is not the Lorentz vector $`E_a{}_{}{}^{k}A_{k}^{\mathrm{b}}`$). Finally, we find for the torsion $`T`$ (expressed in Lorentz indices only)
$$2T_{abc}=(\delta _{ab}\delta _c^k\delta _{ac}\delta _b^k)_kf(\omega _{abc}\omega _{acb})$$
(104)
where
$$\omega _{abc}=E_c{}_{}{}^{k}\omega _{abk}^{}=f\delta _c^k\omega _{abk}.$$
(105)
Hence, with $`\omega _{abk}`$ given by (103), we may freely choose a conformally flat metric (i.e., conformal factor $`f`$) and compute the resulting torsion via (104). Due to the form of $`\omega _{abk}`$ (i.e., $`\stackrel{}{A}^\mathrm{b}`$) it is, however, not possible to choose a conformal factor such that the torsion is zero. On the other hand, it is possible to choose the flat metric $`f=1`$, so that (the anti-symmetric part of) the spin connection is given just by the torsion.
Finally we want to point out that some important questions still remain to be answered.
Firstly, all our zero modes are of a specific type. They are multiples (by a scalar function) of the simplest spinor (40). There exist, of course, zero modes of a different type (see e.g. ). By the very methods of , only one zero mode per Dirac operator (i.e., per gauge potential) could be constructed. We believe that the methods of this paper may, in principle, be adapted to address the question of a degeneracy of zero modes for more general Dirac operators, like those in .
Secondly, all our magnetic fields are Hopf curvatures after the subtraction of the background magnetic field (60), where one has to allow for double-valued Hopf maps in the case of an even number of zero modes. This immediately leads to the question whether this feature can be proven in general, and whether the existence and degeneracy of zero modes may be explained on topological grounds, as is the case in even dimensions.
Thirdly, the topological interpretation of our magnetic fields (as Hopf curvatures) was possible only after the introduction of the universal background magnetic field (60). We already provided some possible interpretations of this background field, but we think that it plays a rather fundamental role in the whole problem and, therefore, deserves some further investigation.
Anyhow, we think that our results should be relevant for some future developments in mathematical physics, as well as for the understanding of non-perturbative aspects of quantum electrodynamics, especially in three dimensions.
## 6 Acknowledgments
The authors thank M. Fry for helpful discussions. In addition, CA gratefully acknowledges useful conversations with R. Jackiw. CA was supported by a Forbairt Basic Research Grant during part of the work. BM gratefully acknowledges financial support from the Training and Mobility of Researchers scheme (TMR no. ERBFMBICT983476). |
warning/0001/hep-lat0001009.html | ar5iv | text | # The Stefan-Boltzmann law: 𝑆𝑈(2) versus 𝑆𝑂(3) lattice gauge theory
## Abstract
We investigate the high temperature limit of $`SU(2)`$ and $`SO(3)`$ lattice gauge theory, respectively. In particular, we study the Stefan-Boltzmann constant in both cases. As is well known, the Stefan-Boltzmann constant extracted from SU(2) lattice gauge theory by incorporating finite size effects is smaller than the continuum value which assumes three gluon degrees of freedom. On the other hand, the extrapolation of our $`SO(3)`$ lattice data comes much closer to the continuum value. This rises the question whether $`SU(2)`$ and $`SO(3)`$ lattice gauge theories represent different quantum theories in the continuum limit.
Understanding the high temperature phase of Yang-Mills theory is essential for a wide span of physics, ranging from the evolution of the early universe and the description of compact stars . With the advent of large scale numerical simulations of lattice gauge theories, it became evident that $`SU(2)`$ and SU(3) gauge theories undergo a phase transition at a critical temperature $`T_c`$ of a few hundred MeVs and that the high temperature phase is non-confining . The fact that the effective (”running”) coupling constant becomes small at high energy scales in non-Abelian Yang-Mills theories indicates that the high temperature phase is described in terms of a gas of weakly interacting quarks and gluons forming a plasma. At temperatures well above the intrinsic energy scales, temperature is the only relevant scale. One therefore expects on general grounds that the vacuum energy density $`ϵ`$ is related to the temperature $`T`$ by the Stefan-Boltzmann law
$$ϵ=\kappa T^4,\text{ (}T\text{ large) }.$$
(1)
The Stefan-Boltzmann constant $`\kappa `$ only depends on the number of degrees of freedom constituting the high temperature phase. In the case of a pure SU(N) continuum gauge theory, a gas of $`N^21`$ gluons would imply $`\kappa =(N^21)\pi ^2/15.`$
The remarkable finding of recent investigations of $`SU(2)`$ and SU(3) pure gauge theory is that at temperatures $`T=2\mathrm{}3T_c`$ where the Stefan Boltzmann law is realized to good accuracy the ratio $`ϵ/T^4`$ strongly underestimates the asymptotic value $`\kappa `$ corresponding to a plasma made out of gluons. In particular for the $`SU(2)`$ case, one finds at twice the critical temperature that the ratio $`ϵ/T^4`$ only reaches 70% of the asymptotic gluon plasma value .
A possible explanation of this discrepancy comes to mind: the continuum limit of $`SU(2)`$ lattice theory is not the same as the usual continuum Yang-Mills theory defined in terms of the gauge connection. In fact, lattice gauge theory is formulated in terms of link variables living in the gauge group, while the gauge potential of the continuum theory is defined in the algebra, which is the same for the SU(2) and the SO(3) group, respectively. Since furthermore the SU(2) and SO(3) lattice actions both reproduce the continuum action for zero lattice spacing, one would therefore expect that SU(2) and SO(3) lattice theory approach the same fix-point in the continuum limit. However, to our knowledge there is no rigorous proof that this is indeed the case. By contrast, since $`SU(2)SO(3)\times Z_2`$, in addition to the $`SO(3)`$ degrees of freedom, the $`SU(2)`$ lattice theory contains $`Z_2`$ center degrees of freedom which, in principle, could survive the continuum limit and hence contribute to the Stefan-Boltzmann constant. The fact that the discrete degrees of freedom of a $`Z_2`$ theory can contribute to physical quantities is observed in the so-called Maximal Center Gauge : the effective $`Z_2`$ gauge theory is determined from the full SU(2) gauge theory by center projection and is formulated in terms of vortices. It was observed that these vortices survive the continuum limit and are relevant infrared degrees of freedom. In fact, if these vortices are eliminated by hand, quark confinement and spontaneous breaking of chiral symmetry are lost.
In this letter, we study the Stefan-Boltzmann constant in $`SU(2)`$ and $`SO(3)`$ lattice theories. The Stefan-Boltzmann constant measures the number of degrees of freedom forming the heat bath. Since the continuum extrapolation of $`SO(3)`$ lattice gauge theory can be formulated employing three gluon fields as in the case of continuum Yang-Mills theory, we expect that their Stefan-Boltzmann constant match, while a deviation from the continuum value should occur for the SU(2) case if center degrees of freedom survive at the continuum fixed point.
The degrees of freedom of $`SU(2)`$ lattice gauge theory are defined by the link variables $`U_\mu (x)=Z_\mu (x)O_\mu (x)`$ while the link variables of $`SO(3)`$ lattice gauge theory, $`O_\mu (x)`$, can be constructed from the link variables $`U_\mu (x)`$ by enforcing the constraint $`Z_\mu (x)=1`$, i.e., for the SO(3) case the link variables $`U_\mu (x)`$ are restricted to $`\text{tr}U_\mu (x)>0`$. The actions for $`SU(2)`$ and $`SO(3)`$ gauge theories are given in terms of the plaquette variables
$$S_{su2/so3}=\underset{\mu >\nu ,\{x\}}{}\beta _{F/A}P_{\mu \nu }^{F/A}(x),\text{ }$$
(2)
where
$`P_{\mu \nu }^F(x)`$ $`:=`$ $`{\displaystyle \frac{1}{2}}\text{tr}\left[U_\mu (x)U_\nu (x+\mu )U_\mu ^{}(x+\nu )U_\nu ^{}(x)\right].`$ (3)
$`P_{\mu \nu }^A(x)`$ $`=`$ $`{\displaystyle \frac{4}{3}}\left(P_{\mu \nu }^F(x)\right)^2`$ (4)
The $`SU(2)`$ action is the standard Wilson action while the $`SO(3)`$ action is a special case of the Bhanot-Creutz action . Either gauge theory is defined by its partition function
$$Z_{su2/so3}=𝒟U_\mu (x)\mathrm{exp}\left\{S_{su2/so3}\right\}.$$
(5)
Finite temperature simulations can be performed by using asymmetric lattices with $`N_\tau `$ and $`N_\sigma `$ lattice points in time and spatial directions, respectively. The actual temperature is given by $`T=1/N_\tau a(\beta )`$ where $`a(\beta )`$ is the lattice spacing. In order to detain the Casimir effect from distorting the energy density, a sufficiently large ratio $`N_\sigma /N_\tau `$ must be chosen. It was found in that $`N_\sigma /N_\tau =4`$ already yields reasonable results for $`N_\tau 4`$ and $`\beta 2.8`$.
An explicit expression for the energy density in terms of lattice variables can be found in the literature . One finds
$`{\displaystyle \frac{ϵ^{su2/so3}}{T^4}}=3\beta ^{F/A}N_\tau ^4\{`$ (7)
$`\left[1{\displaystyle \frac{f_1^{F/A}(\beta ^{F/A})}{\beta ^{F/A}}}\right]\left(P_\tau ^{F/A}P_\sigma ^{F/A}\right)`$
$``$ $`\beta ^{F/A}f_2^{F/A}(\beta ^{F/A})[2P_0^{F/A}(P_\tau ^{F/A}+P_\sigma ^{F/A})]\},`$ (8)
where $`P_\tau `$ and $`P_\sigma `$ denote the expectation values of temporal and spatial plaquettes (in the asymmetric lattice) and $`P_0^{F/A}`$ is the plaquette expectation value for the symmetric lattice $`N_\tau =N_\sigma `$. The important observation is that the functions $`f^{F/A}(\beta ^{F/A})`$ approach finite values in the continuum limit $`\beta \mathrm{}`$. In particular, the function $`f^F(\beta ^F)`$ can be deduced for several $`\beta ^F`$ values from data reported in . The function $`f^A(\beta ^A)`$ can be calculated for $`\beta ^A1`$ by expanding the link variables $`U_\mu (x)=\mathrm{exp}\{iA_\mu (x)a\}`$ in powers of the lattice spacing $`a`$ around the unit element. The result of this calculation can be also found in and is referred to as the ”weak coupling regime” of $`SU(2)`$ gauge theory. Note, however, that this calculation, which relies on the expansion of the link variables near $`U_\mu =1`$, is only justified for the $`SO(3)`$ case where the link variables are sufficiently close to the unit element for large $`\beta ^{(A)}`$. This is because in the $`SU(2)`$ case, this calculation does not properly take into account the non-trivial center elements $`Z_\mu (x)`$ which we consider the progenitor of vortices (see discussion below). In the continuum limit, one finally obtains $`ϵ^{su2/so3}=E^{su2/so3}(\beta ^{F/A}\mathrm{})`$ where
$$E^{su2/so3}/T^4=\mathrm{\hspace{0.33em}3}\beta ^{F/A}N_\tau ^4\left(P_\tau ^{F/A}P_\sigma ^{F/A}\right).$$
(9)
In fact, one observes that the term in (7) proportional to $`f_2(\beta )`$ exponentially decreases with increasing $`\beta ^F`$ in the $`SU(2)`$ case and is for $`\beta ^F>2.7`$ orders of magnitude smaller than the dominant term proportional to $`P_\tau P_\sigma `$. However, one observes significant corrections to (9) from the term proportional to $`f_1^F(\beta _F)`$ if $`\beta ^F[2.5,3]`$. Thus a suitable approximation to the Stefan-Boltzmann constant is
$`\kappa `$ $`:=`$ $`{\displaystyle \frac{ϵ^{su2/so3}}{T^4}}`$ (10)
$``$ $`3\beta ^{F/A}N_\tau ^4\left[1{\displaystyle \frac{f_1^{F/A}(\beta ^{F/A})}{\beta ^{F/A}}}\right]\left(P_\tau ^{F/A}P_\sigma ^{F/A}\right).`$ (11)
Our numerical data for the $`SU(2)`$ case were obtained using the standard algorithm proposed by Creutz while a novel heat bath algorithm was used for the study of $`SO(3)`$ gauge theory . Figures 1 and 2 show the raw data $`E/T^4`$ as function of $`\beta ^{F/A}`$. One observes a clear signal of the deconfinement phase transition in the $`SU(2)`$ case. Since the $`SO(3)`$ lattice gauge theory possesses an un-physical phase transition at $`\beta ^A=2.5`$ (independent of the lattice size) , only data corresponding to the physical regime $`\beta ^A>2.5`$ are shown. In either case, a plateau value seems to be reached for $`\beta ^{A/F}>2.7`$.
For an investigation of the Stefan-Boltzmann constant in either field theory (being defined as the continuum limit of the lattice formulation), a thorough study of the limit $`N_\tau \mathrm{}`$ is requested. Assuming eq.(10) and that the plateau value is reached for $`\beta ^{F/A}=2.8`$, we studied the $`N_\tau `$ dependence of $`\kappa `$ for fixed ratio $`N_\sigma /N_\tau =4`$. We estimated $`f_1^F(\beta ^F)/\beta ^F=0.2`$ at $`\beta ^F=2.8`$ with the help of the data tabulated in . Since a detailed study of the non-perturbative $`\beta `$-function is not available for the $`SO(3)`$ case so far, we assume that the finite $`\beta ^A`$ correction to the continuum result is of the same order of magnitude (as suggested by lattice perturbation theory) and approximate $`f_1^A(2.8)f_1^F(2.8)`$. Our numerical data are presented in figure 3. We note that this approximation can lead to an relative error of 10% for the absolute value of $`\kappa `$. Also shown is one data point for the $`SU(2)`$ case at $`N_\tau =8`$ which is constructed with the help of the tabulated values in . For guiding the eye, we have fitted the data points to the ansatz
$$\kappa =\kappa _{\mathrm{}}+\frac{c_1}{N_\tau ^2}+\frac{c_2}{N_\tau ^4},$$
(12)
which was investigated in . Note that $`\kappa _{SO(3)}/\kappa _{SU(2)}`$ is insensitive to the absolute values of functions $`f_1^A(\beta ^A)`$ and $`f_1^F(\beta ^F)`$ as long as $`f_1^A(\beta ^A)f_1^F(\beta ^F)`$. Our result for this ratio is tabulated in table I).
Our results indicate that the Stefan-Boltzmann constant which emerges from the continuum extrapolation is larger in the $`SO(3)`$ than in the $`SU(2)`$ case. The explanation at hand is that in the $`SU(2)`$ case certain correlations survive even in the high temperature phase and prevent gluonic degrees of freedom from contributing to the Stefan-Boltzmann constant. In fact, lattice calculations performed in the Maximum Center Gauge show that center vortices percolate in the confined phase implying strong gluonic correlations. As a result, the energy density vanishes in this regime. Furthermore, vortex dominance for the string tension is not only observed in the confinement regime, but also above the deconfinement phase transition for the spatial string tension . In the deconfined phase, vortices partially align along the time axis but are still percolating in the 3-dimensional spatial universe resulting in a spatial string tension which is even larger than the string tension at zero temperature. This vortex scenario is compatible with dimensional reduction which support strong correlations in SU(2) lattice gauge theory even in the high temperature limit, thus effectively reducing the number of degrees of freedom participating in the gluonic heat bath.
In conclusions, we have studied for the first time the Stefan-Boltzmann constant of $`SO(3)`$ gauge theory by an extrapolation of lattice Monte-Carlo data to the continuum and infinite volume limit. We find preliminary evidence that this constant is about 20% larger than the corresponding constant of $`SU(2)`$ gauge theory. Given the fact that the Stefan-Boltzmann constant which arises from the continuum extrapolation of SU(2) lattice gauge theory is roughly 30% smaller than the expectation provided by three gluon degree’s of freedom , our results indicate that the Stefan-Boltzmann constant of $`SO(3)`$ gauge theory comes closer to the continuum expectation than the $`SU(2)`$ one. In our opinion, a large scale numerical analysis (comparable with ) of the $`SO(3)`$ theory is highly desirable for a more detailed study of the important question whether $`SO(3)`$ and $`SU(2)`$ lattice gauge theories give rise to different continuum field theories.
Acknowledgements: Helpful discussions with M. Ilgenfritz are greatly acknowledged. We thank M. Engelhardt and R. Alkofer for comments on the manuscript. This work is supported in part by Deutsche Forschungsgemeinschaft under contract DFG-Re 856/4-1. |
warning/0001/hep-th0001062.html | ar5iv | text | # Gauge and Gravitational Couplings from Modular Orbits in Orbifold Compactifications
## 1 Introduction
The purpose of this paper is to examine the appearance of one-loop threshold corrections in gauge and gravitational couplings, in four dimensional non-decomposable orbifolds of the heterotic string. In 4$`𝒟`$ $`N=1`$ orbifold compactifications the process of integrating out massive string modes, causes the perturbative one-loop threshold corrections<sup>1</sup><sup>1</sup>1which receive non-zero moduli dependent corrections from the $`N=2`$ unrotated complex planes, to receive non-zero corrections in the form of automorphic functions of the target space modular group. The one-loop threshold corrections can be calculated either by calculation of string amplitudes or by the sum over modular orbits. The latter technique will be used in this work.
At special points in the moduli space, previously massive states become massless, and contribute to gauge symmetry enhancement. The net result of the appearance of massless states in the running gauge coupling constants appears in the form of a dominant logarithmic term. In section two we will discuss the logarithmic term effect and suggest that its appearance, due to the nature of the underlying modular integration, sets specific limits in the mass of the previously massive states that becoming massless at the enhanced symmetry point.
In addition, in this paper, we are particularly interested in the calculation of one-loop threshold effects in non-decomposable orbifolds, using the technique of summing over modular orbits, that arise after integrating out the moduli dependent contributions of the heavy string modes. The last technique have been used in a variery of contexts, such as, the calculation of target space free energies of toroidal compactifications in and of Calabi-Yau compactifcation models , in addition to the calculation of threshold effects to gauge and gravitational couplings in $`N=1`$ 4$`𝒟`$ decomposable orbifold compactifications and the calculation of target space free energies and $`\mu `$-term contributions in $`N=1`$ 4$`𝒟`$ non-decomposable orbifold compactifications in . In section three we will discuss the appearance of automorphic functions of $`\mathrm{\Gamma }_o(3)_{T,U}`$ via the calculation of modular orbits of target space free energies and thus the threshold corrections, generalizing to non-decomposable orbifolds the discussion in for decomposable ones. In sections four and five we will complete the picture by extending the calculation of one-loop threshold effects to gauge and gravitational couplings respectively, using the sum over modular orbits (SMO), to $`N=1`$ 4$`𝒟`$ non- decomposable orbifolds. We will exhibit the application of SMO by examiming a $`Z_6`$ $`N=1`$ non-decomposable orbifold which exhibits a $`\mathrm{\Gamma }^o(3)_T\times \mathrm{\Gamma }^o(3)_U`$ target space duality group in one of its two dimensional untwisted subspaces. The gauge embedding in the gauge degrees of freedom will not be specified, apart for its $`T^2`$ torus subspace part, and kept generic in order for the threshold effects to be dependent only on the Wilson line context of its two dimensional subspace.
## 2 Massless singularity limit
In general, if one wants to describe globally the moduli space and not just the small field deformations of an effective theory around a specific vacuum solution, one has to take into account the number of massive states that become massless at a generic point in moduli space. This is a necessary, since the full duality group $`SO(22,6;Z)_T`$ mixes massless with massive modes. It happens because there are transformations of O(6,22,Z) acting as automorphisms of the Lorentzian lattice metric of $`\mathrm{\Gamma }^{(6,22)}=\mathrm{\Gamma }^{(6,6)}\mathrm{\Gamma }^{(0,16)}`$ that transform massless states into massive states.
Let us consider now the $`T_2`$ torus, coming from the decomposition of the $`T_6`$ orbifold into the form $`T_2T_4`$. At the large radius limit of the $`T^2`$ it was noticed that in the presence of states that become massless at a point in moduli space e.g, when the $`TU`$, the threshold corrections to the gauge coupling constants receive the most dominant logarithmic contribution in the form,
$$\mathrm{}_a(T,\overline{T})b_a^{}_\mathrm{\Gamma }\frac{d^2\tau }{\tau _2}e^{M^2(T)\tau _2}b_a^{}\mathrm{log}M^2\left(T\right),$$
(1)
where $`b_a^{}`$ is the contribution to the $`\beta `$-function from the states that become massless at the point $`T=U`$. Strictly speaking the situation is sightly different. We will argue that if we want to include in the string effective field theory large field deformations and to describe the string Higgs effect and not only small field fluctuations, eqn.(1) must be modified. We will see that massive states which become massless at specific points in the moduli space do so, only if the values of the untwisted moduli dependent masses are between certain limits. In this point was not emphasized and it was presented in a way that the appearance of the singularity in eqn. (1) had a general validity for generic values of the mass parameter.
We introduce the function Exponential Integral $`E_1(z)`$
$$E_1(z)=_z^{\mathrm{}}\frac{e^t}{t}dt(|argz|)<\pi ),$$
(2)
with the expansion
$$E_1(z)=\gamma lnz\underset{n=1}{\overset{\mathrm{}}{}}\frac{()^nz^n}{nn!}.$$
(3)
It can be checked that for values of the parameter $`|z|>1`$, the $`lnz`$ term is not the most dominant, while for $`0<|z|<1`$ it is.
In the latter case the $`E_1(z)`$ term is approximated<sup>2</sup><sup>2</sup>2 The ”Exponential Integral” $`E_1(x)`$ for $`0x1`$ is $`E_1(x)=ln(x)+\alpha _0+\alpha _1x+\alpha _2x+\alpha _3x+\alpha _4x+\alpha _5x+ϵ(x),|ϵ(x)|2\times 10^7`$, with the numerical constants $`a_i`$ to be given by $`\alpha _0=5.77`$ $`\alpha _1=0.99`$ $`\alpha _2=0.25`$ $`\alpha _3=0.55`$ $`\alpha _4=0.009`$ $`\alpha _5=0.00107`$ (4) as
$$E_1(z)=ln(z)+a_0+a_1z+a_2z^2+a_3z^3+a_4z^4+a_5z^5+ϵ(z).$$
(5)
Take now the form of eqn.(1) explicitly
$$\mathrm{}(z,\overline{z})b_a^{}_{|\tau _1|<1/2}𝑑\tau _1_{\sqrt{1\tau _1^2}}^{\mathrm{}}e^{M^2(T)\tau _2}.$$
(6)
Then by using eqn.(2) in eqn.(6), we can see that the $`b_a^{}lnM^2(T)`$ indeed arise. Notice now, that the limits of the integration variable $`\tau _1`$ in the world-sheet integral in eqn.(1) are between $`1/2`$ and $`1/2`$. Then especially for the value $`|1/2|`$ the lower limit in the integration variable $`\tau _2`$ takes its lowest value e.g $`(1\tau _1^2)^{1/2}=(1(1/2)^2)^{1/2}=\sqrt{3}/2`$. Use now eqn.(3). Rescaling the $`\tau _2`$ variable in the integral, and using the condition $`0<z<1`$ we get the necessary condition for the logarithmic behaviour to be dominant<sup>3</sup><sup>3</sup>3Restoring units in the Regge slope parameter $`a^{}`$.
$$0<M^2(T)<\frac{4}{\sqrt{3}a^{}}.$$
(7)
This means that the dominant behaviour of the threshold corrections appears in the form of a logarithmic singularity, only when the moduli scalars satisfy the above limit.
We know that for particular values of the moduli scalars, the low energy effective theory appears to have singularities, which are due to the appearance of charged massless states in the physical spectrum. At this stage, the contribution of the mass to the low energy gauge coupling parameters is given by
$$M^2n_H|Tp|^2,$$
(8)
where the $`n_H`$ represents the number of states $`\varphi _H`$ which become massless at the point $`p`$.
The parameter $`(a^{}\sqrt{3}/4)M^2`$ must always be between the limits zero and one in order that the dominant contribution of the physical singularity to $`\mathrm{}`$ to be in the ”mild” logarithmic form (8). Therefore, the complete picture of the threshold effects, when the asymptotic behaviour of the threshold corrections is involved, reads
$$\frac{1}{g_a^2(\mu )}=\frac{k_a}{g_{string}^2}+\frac{b_a}{16\pi ^2}\mathrm{ln}\frac{M_{string}^2}{\mu ^2}\mathrm{\Theta }(M^2+\frac{4}{\sqrt{3}a^{}})b_a^{}\mathrm{log}M^2(T),$$
(9)
where $`\mathrm{\Theta }`$ is the step function. Threshold effect dependence on the $`\mathrm{\Theta }`$ function, takes place in Yang - Mills theories, via the decoupling theorem . The contribution of the various thresholds decouples from the full theory, and the net effect is the appearance of mass suppressed corrections to the physical quantities. Their direct effect on the low energy effective theory is the appearance of the automorphic functions of the moduli dependent masses, after the integration of the massive modes.
So far, we have seen that the theory can always approach the enhanced symmetry point behaviour from a general massive point on the moduli space under specific conditions. For ”large” values of the moduli masses the enhanced symmetry point can be approached if its mass is inside the limit (7). Remember that at the point $`T=p`$ eqn.(9) breaks down, since at this point perturbation theory is not valid any longer.
## 3 Target space automorphic functions from string compactifications
Before looking at the appearance of automorphic functions in the one-loop gauge and gravitational couplings of 4$`𝒟`$ orbifold compactifications, using the sum over modular orbits, we need some background on the mass operator moduli dependence in orbifolds. For orbifold compactifications, where the underlying internal torus does not decompose into a $`T_6=T_2T_4`$ , the $`Z_2`$ twist associated with the reflection $`I_2`$ does not put any additional constraints on the moduli $`U`$ and $`T`$. As a consequence the moduli space of the untwisted subspace is the same as in toroidal compactifications and orbifold sectors which have the lattice twist acting as a $`Z_2`$, give non-zero threshold one-loop corrections to the gauge coupling constants in $`N=1`$ supersymmetric orbifold compactifications.
In the study of the untwisted moduli space, we will assume initially that under the action of the internal twist there is a sublattice of the Narain lattice $`\mathrm{\Gamma }_{22,6}`$ in the form $`\mathrm{\Gamma }_{22,6}\mathrm{\Gamma }_2\mathrm{\Gamma }_4`$ with the twist acting as $`I_2`$ on $`\mathrm{\Gamma }_2`$. In the general case, we assume that there is always a sublattice<sup>4</sup><sup>4</sup>4this does not correspond to a decomposition of the Narain lattice as $`\mathrm{\Gamma }_{22,6}=\mathrm{\Gamma }_{q+2,2}\mathrm{}`$ since the gauge lattice $`\mathrm{\Gamma }_{16}`$ is an Euclidean even self-dual lattice. So the only way for it to factorize as $`\mathrm{\Gamma }_{16}=\mathrm{\Gamma }_q\mathrm{\Gamma }_r`$, with $`q+r=16`$, is when $`q=r=8`$. $`\mathrm{\Gamma }_{q+2,2}\mathrm{\Gamma }_{r+4,4}\mathrm{\Gamma }_{16,6}`$, where the twist acts as $`I_{q+4}`$, on $`\mathrm{\Gamma }_{q+2,2}`$ and with eigenvalues different than -I on $`\mathrm{\Gamma }_{r+4,4}`$. In this case, the mass formula for the untwisted subspace $`\mathrm{\Gamma }_{q+2,2}`$ depends on the factorised form $`P_R^2=v^T\varphi \varphi ^Tv`$, with $`v^T`$ taking values as a row vector, namely as
$$v^T=(a^1,\mathrm{},a^q;n^1,n^2;m_1,m_2).$$
(10)
The quantities in the parenthesis represent the lattice coordinates of the untwisted sublattice $`\mathrm{\Gamma }_{q+2,2}`$, with $`a^1,\mathrm{},a^q`$ the Wilson line quantum numbers and $`n^1,n^2,m_1,m_2`$ the winding and momentum quantum numbers of the two dimensional subspaces.
Let us consider first the generic case of an orbifold where the internal torus factorizes into the orthogonal sum $`T_6=T_2T_4`$ with the $`Z_2`$ twist acting on the 2-dimensional torus lattice. We will be interested in the mass formula of the untwisted subspace associated with the $`T_2`$ torus lattice. We consider as before that there is a sublattice of the Euclidean self-dual lattice $`\mathrm{\Gamma }_{22,6}`$ as $`\mathrm{\Gamma }_{q+2,2}\mathrm{\Gamma }_{20q;\mathrm{\hspace{0.33em}4}}\mathrm{\Gamma }_{22,6}`$. In this case, the momentum operator factorises into the orthogonal components of the sublattices with $`(p_L;p_R)\mathrm{\Gamma }_{q+2;2}`$ and $`(P_L;P_R)\mathrm{\Gamma }_{20q,\mathrm{\hspace{0.33em}4}}`$. As a result the mass operator factorises into the form
$$\frac{\alpha ^{}}{2}M^2=p_R^2+P_R^2+2N_R.$$
(11)
On the other hand, the spin operator S for the $`\mathrm{\Gamma }_{q+2;2}`$ sublattice changes as
$$p_L^2p_R^2=2(N_R+1N_L)+P_R^2P_L^2=2n^Tm+q^TCq,$$
(12)
where C is the Cartran metric operator for the invariant directions of the sublattice $`\mathrm{\Gamma }_q`$ of the $`\mathrm{\Gamma }_{16}`$ even self-dual lattice. In eqn’s (11,12), we discussed the level matching condition in the case of a $`T_6`$ orbifold admitting an orthogonal decomposition.
Let us now consider the gauge symmetry enhancement<sup>5</sup><sup>5</sup>5 The information about the nature of singularities will then used in the calculation of the modular orbits. of the $`Z_6IIb`$ orbifold. This orbifold is defined on the torus lattice $`SU(6)\times SU(2)`$ and the twist in the complex basis is defined as $`\mathrm{\Theta }=exp((2,3,1)\frac{2\pi i}{6})`$. This orbifold is non-decomposable in the sense that the action of the lattice twist does not decompose into the orthogonal sum $`T_6=T_2T_4`$ with the fixed plane lying in $`T_2`$. The orbifold twists $`\mathrm{\Theta }^2`$ and $`\mathrm{\Theta }^4`$, leave the third and complex plane unrotated . The lattice in which the twists $`\mathrm{\Theta }^2`$ and $`\mathrm{\Theta }^4`$ act as a lattice automorphism is the $`SO(8)`$. In addition there is a fixed plane which lies in the $`SU(3)`$ lattice and is associated with the $`\mathrm{\Theta }^3`$ twist.
Consider now the k-twisted sector of a six-dimensional orbifold of the the heterotic string associated with a twist $`\theta ^k`$. The twisted sector quantum numbers have to satisfy
$`Q^kn=n,Q^km=m,M^kl=l,`$ (13)
where Q defines the action of the twist on the internal lattice and M defines the action of the gauge twist on the $`E_8\times E_8`$ lattice.
In the $`Z_6IIb`$ orbifold, for the $`N=2`$ sector associated to the $`\mathrm{\Theta }^2`$ twist, $`n^Tm=m_1n^1+3m_2n^2`$, and
$$m^2=\underset{m_1,m_2n^1,n^2}{}\frac{1}{Y}|TU^{}n^2+iTn^1iU^{}m_1+3m_2|_{U^{}=U+2}^2=/(Y/2),$$
(14)
with $`Y=(T+\overline{T})(U+\overline{U})`$. The quantity $`Y`$ is associated with the Kähler potential, $`K=\mathrm{log}Y`$. The target space duality group is found to be $`\mathrm{\Gamma }^0(3)_T\times \mathrm{\Gamma }^0(3)_U^{}`$, where $`U^{}=U+2`$. Mixing of the equations (11, 12) gives us the following equation
$$p_L^2\frac{\alpha ^{}}{2}M^2=2(1N_L\frac{1}{2}P_L^2)=2n^Tm+q^TCq.$$
(15)
The previous equation gives us a number of different orbits invariant under $`SO(q+2,2;Z)`$ transformations :
a) the untwisted orbit with $`2n^Tm+q^tCq=2`$. In this orbit, $`N_L=0,P_L^2=0`$. In particular, when $`M^2=0`$, this orbit is associated with the string Higgs effect. The string Higgs effect appears as a special solution of the (15) at the point where $`p_L^2=2`$, where additional massless particles may appear.
b) the untwisted orbit where $`2n^Tm+q^tCq=0`$ where, $`2N_L+P_L^2=2`$. This is the orbit relevant to the calculation of threshold corrections to the gauge couplings, without taking into account the enhanced gauge symmetry points.
c) The massive untwisted orbit with $`2N_L+P_L^24`$. Now always $`M^20`$. This orbit will be of no use to our attempt of exhibiting the singular behaviour of threshold corrections.
Let us now consider, for the orbifold $`Z_6IIb`$, the modular orbit associated with the string Higgs effect. We are looking for points in the moduli space where singularities associated with the additional massless particles appear and have as a result gauge group enhancement. This point correspond to $`T=U`$ with $`m^2=n^2=0`$ and $`m^1=n^1=\pm 1`$. At this point the gauge symmetry is enhanced to $`SU(2)\times U(1)`$. In particular, the left moving momentum for the two dimensional untwisted subspace yields
$$p_L^2=\frac{1}{2T_2U_2}|\overline{T}Un_2\overline{T}n_1iU^{}m_1+3m_2|^2=2,$$
(16)
while
$$p_R^2=\frac{1}{2T_2U_2^{}}|TU^{}n^2+iTn^1iU^{}m_1+3m_2|^2=0.$$
(17)
At the fixed point of the modular group $`\mathrm{\Gamma }^o(3)`$, $`\frac{\sqrt{3}}{2}(1+i\sqrt{3})`$, there are no additional massless states, so there is no further enhancement of the gauge symmetry.
We will now use eqn.(14) to calculate the stringy one-loop threshold corrections to the gauge coupling constants coming from the integration of the massive compactification modes with $`(m,m^{},n,n^{})(0,0,0,0)`$. The total contribution to the threshold corrections, coming from modular orbits and associated with the presence of massless particles, is connected to the existence of the following<sup>6</sup><sup>6</sup>6,we calculate only $`\mathrm{log}`$ since $`\mathrm{log}^{}`$ is its complex conjugate, orbits,
$`\mathrm{\Delta }_0`$ $`=`$ $`{\displaystyle \underset{2n^tm+q^T𝒞q=2}{}}\mathrm{log}|_{reg}`$
$`\mathrm{\Delta }_1`$ $`=`$ $`{\displaystyle \underset{2n^tm+q^T𝒞q=0}{}}\mathrm{log}|_{reg}.`$ (18)
In the previous expressions, a regularization procedure is assumed that takes place, which renders the final expressions finite, as infinite sums are included in their definitions. Morover, we demand that the regularization procedure for $`e^\mathrm{\Delta }`$ has to respect both modular invariance and holomorphicity. The regularization is responsible for the subtraction of a moduli independent quantity from the infinite sum e.g $`_{n,morbit}\mathrm{log}`$. The regularization procedure for the case of a decomposable orbifold, where the threshold corrections are invariant under the $`SL(2,Z)`$, were discussed in . The general case of the regularization procedure for the case of non-decomposable orbifolds, where the threshold corrections are invariant under subgroups of $`SL(2,Z)`$, was discussed in .
Let us consider first the orbit relevant for the string Higgs effect . This orbit is associated with the quantity $`2n^Tm+q^T𝒞q=2`$, where $`n^Tm=m_1n^1+3m_2n^2`$. The total contribution from the previously mentioned orbit yields :
$$\mathrm{\Delta }_0\underset{n^Tm+q^2=1}{}\mathrm{log}=\underset{n^Tm=1,q=0}{}\mathrm{log}+\underset{n^Tm=0,q^2=1}{}\mathrm{log}+\underset{n^Tm=1,q^2=2}{}\mathrm{log}+\mathrm{}$$
We must notice here that we have written the sum over the states associated with the $`SO(4,2)`$ invariant orbit $`2n^Tm+q^T𝒞q=2`$ in terms of a sum over $`\mathrm{\Gamma }^0(3)`$ invariant orbits $`n^Tm=constant`$ . We will be first considering the contribution from the orbit $`2n^Tm+q^T𝒞q=0`$. Note that we are working in analogy with calculations associated with topological free energy considerations . From the second equation in eqn.(18), considering in general the $`S0(4,2)`$ coset, we get for example that
$`\mathrm{\Delta }_1{\displaystyle \underset{n^Tm+q^2=0}{}}\mathrm{log}={\displaystyle \underset{n^Tm=0,q=0}{}}\mathrm{log}+{\displaystyle \underset{n^Tm=1,q^2=1}{}}\mathrm{log}+\mathrm{}`$ (19)
Consider in the beginning the term $`_{n^Tm=0,q=0}\mathrm{log}`$. We are summing up initially the orbit with $`n^Tm=0;(n,m)(0,0)`$,
$$=3m_2im_1U^{}+in^1T+n^2(U^{}T+BC)+qdependentterms.$$
(20)
We calculate the sum over the modular orbit $`n^Tm+q^2=0`$. As in we calculate initially the sum over massive compactification states with $`q_1=q_2=0`$ and $`(n,m)(0,0)`$. Namely, the orbit
$`{\displaystyle \underset{n^Tm=0,q=0}{}}\mathrm{log}={\displaystyle \underset{(n,m)(0,0)}{}}\mathrm{log}(3m_2im_1U^{}+in_1T+n_2(U^{}T))`$
$`+BC{\displaystyle \underset{(n,m)(0,0)}{}}{\displaystyle \frac{n_2}{(3m_2im_1U^{}+in_1Tn_2U^{}T)}}+𝒪((BC)^2).`$ (21)
The sum in relation (21) is topological (it excludes oscillator excitations) and is subject to the constraint $`3m_2n^2+m_1n^1=0`$. Its solution receives contributions from the following sets of integers:
$$m_2=r_1r_2,n_2=s_1s_2,m_1=3r_2s_1,n_1=r_1s_2,$$
(22)
$$m_2=r_1r_2,n_2=s_1s_2,m_1=r_2s_1,n_1=3r_1s_2,$$
(23)
and
$`{\displaystyle \underset{n^Tm=0,q=0}{}}\mathrm{log}=\mathrm{log}[\left(\eta ^2(T){\displaystyle \frac{1}{3}}\eta ^2({\displaystyle \frac{U^{}}{3}})\right)(14BC(_T\mathrm{log}\eta (T))`$ $`\times `$
$`(_U^{}\mathrm{log}\eta ({\displaystyle \frac{U^{}}{3}}))]+\mathrm{log}[((\eta ^2(U^{}){\displaystyle \frac{1}{3}})\eta ^2({\displaystyle \frac{T}{3}}))(14BC(_T\mathrm{log}`$ $`\times `$
$`\eta ({\displaystyle \frac{T}{3}}))(_U^{}\mathrm{log}\eta (U^{})))]+𝒪((BC)^2).`$
The previous expression is associated with the non-perturbative gaugino generated superpotential $`𝒲`$, which comes by direct integration of the string massive orbifold modes. The contribution of this term could give rise to a direct Higgs mass in the effective action and represents a particular solution to the $`\mu `$ term problem. These issues are discussed in . The threshold contribution of (LABEL:fufutos) to the modular orbit $`\mathrm{\Delta }_1`$ of eqn. (18) is obtained by substituting (LABEL:fufutos) in (19) yielding
$`\mathrm{\Delta }_1\mathrm{log}[\left(\eta ^2(T){\displaystyle \frac{1}{3}}\eta ^2({\displaystyle \frac{U^{}}{3}})\right)(14BC(_T\mathrm{log}\eta (T))`$ $`\times `$
$`(_U^{}\mathrm{log}\eta ({\displaystyle \frac{U^{}}{3}}))]+\mathrm{log}[((\eta ^2(U^{}){\displaystyle \frac{1}{3}})\eta ^2({\displaystyle \frac{T}{3}}))(14BC(_T\mathrm{log}`$ $`\times `$
$`\eta ({\displaystyle \frac{T}{3}}))(_U^{}\mathrm{log}\eta (U^{})))]+\mathrm{}.`$ (25)
The previous discussion was restricted to small values of the Wilson lines where our $`(0,2)`$ orbifold goes into a $`(2,2)`$. We turn now our discussion to the contribution from the first equation in (18) which is relevant to the stringy Higgs effect. Take for example the expansion (3). Let’s examine the first orbit corresponding to $`\mathrm{\Delta }_{0,0}=_{n^Tm=1,q=0}\mathrm{log}`$. This orbit is the one for which some of the previously massive states, now become massless. At these points $`\mathrm{\Delta }_{0,0}`$ have to exhibit the logarithmic singularity. In principle we could predict, in the simplest case when the Wilson lines have been switched off that $`\mathrm{\Delta }_{0,0}`$ may be given by
$`\mathrm{\Delta }_{0,0}={\displaystyle \underset{n^Tm=1}{}}\mathrm{log}(TU^{}n^2+Tn^1U^{}m_1+3m_2)=\mathrm{log}\{(\omega (T)\omega (U^{}))^\xi \times `$
$`\{\eta (T)^2\eta ({\displaystyle \frac{U^{}}{3}})^2+\eta ({\displaystyle \frac{T}{3}})^2\eta (U^{})^2\}+\mathrm{},`$ (26)
where $`\omega (T)`$ is the hauptmodul for the subgroup $`\mathrm{\Gamma }^o(3)_T`$, namely $`\omega =[\eta (T/3)/\eta (T)]^{12}`$. The behaviour of $`\mathrm{\Delta }_0`$ term reflects the<sup>7</sup><sup>7</sup>7in the following we will be using the variable $`U`$ instead of $`U^{}`$. fact that at the points with $`T=U`$, generally previously massive states becoming massless, while the eta-terms are needed for consistency under modular transformations. Finally, the integers $`\chi `$, $`\zeta `$ have to be calculated from a string loop calculation or by directly performing the sum. Note that for the R.H.S of (26) there is no known way of directly performing the sum.
After this parenthesis, we continue our discussion by turning on, Wilson lines. When we turn the Wilson lines on, for the $`SO(4,2)`$ orbit of the relevant untwisted two dimensional subspace, $`\mathrm{\Delta }_{0,0}`$ becomes
$$\mathrm{\Delta }_{0,0}=\underset{n^Tm=1}{}\mathrm{log}\{3m_2im_1U+in_1Tn_2(UTBC)\}.$$
(27)
The sum after using an ansatz, similar to , and keeping only lowest order terms satisfy
$`\mathrm{\Delta }_{0,0}`$ $`=`$ $`\mathrm{log}(\omega (T)\omega (U)BCX(T,U))^\xi +\mathrm{log}\{\eta (T)^2\eta ({\displaystyle \frac{U}{3}})^2+`$
$`+`$ $`\eta ({\displaystyle \frac{T}{3}})^2\eta (U)^2BC𝒴(T,U)\}+\mathrm{}`$
The functions $`X(T,U)`$, $`𝒴(T,U)`$, may be calculated by the demand of duality invariance. Let us first discuss the calculation of $`X(T,U)`$. Demanding duality invariance of the first term in (26), under $`\mathrm{\Gamma }^o(3)_U`$ modular transformations, we get that $`X(T,U)`$ has to obey - to the lowest non-trivial order in B C - the transformation
$$X(T,U)\stackrel{\mathrm{\Gamma }^o(3)_U}{}(i\gamma U+\delta )^2X(T,U)i\gamma (i\gamma U+\delta )(_T\omega (T)).$$
(29)
In (29) we have used the fact that under the $`\mathrm{\Gamma }^o(3)_U`$ target space duality transformations
$`U`$ $`\stackrel{\mathrm{\Gamma }^o(3)_U}{}`$ $`{\displaystyle \frac{\alpha Ui\beta }{i\gamma U+\delta }},TTi\gamma {\displaystyle \frac{BC}{i\gamma U+\delta }},\alpha \delta \beta \gamma =1,`$
$`B`$ $``$ $`{\displaystyle \frac{B}{i\gamma U+\delta }},C{\displaystyle \frac{C}{i\gamma U+\delta }},\beta =0mod\mathrm{\hspace{0.33em}3},`$ (30)
which leave the tree level Kähler potential
$$K=\mathrm{log}[(T+\overline{T})(U+\overline{U})(\overline{B}+C)(B+\overline{C})]$$
(31)
invariant , the following transformation is valid
$$\omega (T)\omega (U)\stackrel{\mathrm{\Gamma }^o(3)_U}{}\omega (T)\omega (U)i\gamma \frac{BC}{i\gamma U+\delta }(_T\omega (T)).$$
(32)
In a similar way invariance under $`\mathrm{\Gamma }^o(3)_T`$ transformations
$`T`$ $`\stackrel{\mathrm{\Gamma }^o(3)_T}{}`$ $`{\displaystyle \frac{\alpha Ti\beta }{i\gamma T+\delta }},UUi\gamma {\displaystyle \frac{BC}{i\gamma T+\delta }},\alpha \delta \beta \gamma =1,`$
$`B`$ $``$ $`{\displaystyle \frac{B}{i\gamma T+\delta }},C{\displaystyle \frac{C}{i\gamma T+\delta }},\beta =0mod\mathrm{\hspace{0.33em}3},`$ (33)
which leave (31) invariant, $`X(T,U)`$ has to transform as
$$X(T,U)\stackrel{\mathrm{\Gamma }^o(3)_T}{}(i\gamma T+\delta )^2X(T,U)+i\gamma (i\gamma T+\delta )(_U\omega (U)),$$
(34)
up to the lowest order in B C . So far we have described the properties of $`X(T,U)`$ under modular transformations. The final form of our function, which has to respect the proper modular transformations, and to reveal the presence of physical singularities in the quantum moduli space reads
$`X(T,U)=3_U\{\mathrm{log}\eta ^2({\displaystyle \frac{U}{3}})\}\omega ^{}(T)+_T\{\mathrm{log}\eta ^2(T)\}\omega ^{}(U)`$ $`+`$
$`\beta \{\omega (T)\omega (U)\}\{\eta ^4(T)\eta ^4({\displaystyle \frac{U}{3}})\}+𝒪((BC)^2),`$ (35)
where $`\beta `$ is a constant which may be decided from a loop calculation. Lets us now try to determine the Y-term in
$$𝒟=\mathrm{log}\left(\eta (T)^2\eta (\frac{U}{3})^2+\eta (\frac{T}{3})^2\eta (U)^2BC𝒴(T,U)\right)$$
(36)
of (LABEL:w00bcc). It should transform with modular weight -1 under $`\mathrm{\Gamma }^o(3)_U`$ transformations. In this case we find that $`𝒴`$ has to transform, up to order BC as
$`𝒴(T,U)\stackrel{\mathrm{\Gamma }^o(3)_U}{}(i\gamma U+\delta )𝒴(T,U)i\gamma \{\eta ^2({\displaystyle \frac{U}{3}})(_T\eta ^2(T))+(_{\frac{T}{3}}\eta ^2({\displaystyle \frac{T}{3}}))\eta ^2(U)\}.`$ (37)
On the other hand, if we demand that it transforms with modular weight -1 under $`\mathrm{\Gamma }^o(3)_T`$ we get that, up to lowest order in BC,
$$𝒴(T,U)\stackrel{\mathrm{\Gamma }^o(3)_T}{}(i\gamma T+\delta )𝒴(T,U)i\gamma \{(_{\frac{U}{3}}\eta ^2(\frac{U}{3})\eta ^2(T)+(_U\eta ^2(U))\eta ^2(\frac{T}{3}))\}.$$
(38)
The modular properties (37), (38) and the presence of the physical singularities in our moduli space fix the function $`𝒴(T,U)`$ up to order $`(BC)^2`$ as
$`𝒴(T,U)=\{\eta ^2(T)\eta ^2({\displaystyle \frac{U}{3}})(_T\eta ^2(T))(_{\frac{U}{3}}\eta ^2({\displaystyle \frac{U}{3}}))+`$
$`\eta ^2(U)\eta ^2({\displaystyle \frac{T}{3}})(_{\frac{T}{3}}\eta ^2({\displaystyle \frac{T}{3}}))(_U\eta ^2(U))\}+\rho [(\eta ^2(T)\eta ^2({\displaystyle \frac{U}{3}}))+\eta ^2({\displaystyle \frac{T}{3}})\eta ^2(U)],`$
(39)
where $`\rho `$ may be decided from a a loop calculation. It follows now, from (LABEL:w00bcc) that $`e^{\mathrm{}_{0,0}}`$, reads up to the order $`(BC)^2`$,
$`e^{\mathrm{}_{0,0}}[(\omega (T)\omega (U))^\xi \{\eta (T)^2\eta ({\displaystyle \frac{U}{3}})^2+\eta ({\displaystyle \frac{T}{3}})^2\eta (U)^2\}BC𝒴[\omega (T)\omega (U)]^\xi `$
$`\xi (\omega (T)\omega (U))^{\xi 1}BCX\{\eta (T)^2\eta ({\displaystyle \frac{U}{3}})^2+\eta ({\displaystyle \frac{T}{3}})^2\eta (U)^2\}+𝒪((BC)^2).`$ (40)
We must notice here that the expression for $`e^{\mathrm{}_{0,0}}`$ transforms with modular weight -1 under the $`\mathrm{\Gamma }^o(3)_{U,T}`$ modular transformations (30,33). This is natural since from the relations ,
$`Z=e^{F_{fermionic}}=det(({\displaystyle \frac{^{}}{Y^{}}}){\displaystyle \frac{}{Y}})={\displaystyle \frac{|𝒲|^2}{Y}},`$
$`F_{fermionic}={\displaystyle \underset{(n,m)(0,0)}{}}\mathrm{log}det(({\displaystyle \frac{^{}}{Y^{}}}){\displaystyle \frac{}{Y}}),`$ (41)
where $`F_{fermionic}`$ the fermionic free energy, the quantity $`e^{\mathrm{}_{0,0}}`$ is identified with $`𝒲`$, the superpotential.
## 4 Threshold corrections to gauge couplings
We will now analyze the threshold corrections to the gauge couplings, due to the integration of massive modes, in the case of $`N=1`$ symmetric $`(2,2)`$ non-decomposable orbifold compactifications of the heterotic string. When considering an effective locally supersymmetric theory, we have to distinguish between the kind of renormalized physical couplings involved in the theory. These are the cut-off dependent Wilsonian gauge couplings and the moduli and momentum dependent effective gauge couplings (EGC). Let us consider contributions to the EGC from the $`(2,2)`$ symmetric non-decomposable $`Z_6IIb`$ orbifold considered in the previous section. We want to examine the EGC when the embedding in the gauge degrees of freedom is such that the gauge group in the ”observable” sector gets broken to a subgroup by turning on Wilson line moduli fields B, C on the untwisted subspace of the non-decomposable orbifold. We consider a general embedding in the gauge degrees of freedom such that the gauge group, in the ”hidden” sector remains unbroken, namely $`E_8^{}`$. The contributions to the EGC receive contributions from all the $`N=2`$ sectors of the nondecomposable orbifold. Here for simplicity reasons we will consider only the contribution to the thresholds of the EGC from the $`N=2`$ $`\mathrm{\Theta }^2`$ sector that were examined in the previous section. We examine first the contributions to the EGC from the unbroken $`E_8^{}`$ gauge group. In this case the threshold corrections $`\mathrm{}_{E_8^{}}`$ receive contributions from the untwisted $`N=2`$ orbit, $`2n^Tm+q^TCq=0`$, of (LABEL:fufutos) yielding
$`\mathrm{}_{E_8^{}}=c(E_8^{})\mathrm{log}(9|\eta (T)\eta ({\displaystyle \frac{U}{3}})|^4|1BC(_T\mathrm{log}\eta ^2(T))(_U\mathrm{log}\eta ^2(U)|^2)+`$
$`+c(E_8^{})\mathrm{log}(9|\eta (U)\eta ({\displaystyle \frac{T}{3}})|^4|1BC(_T\mathrm{log}\eta ^2({\displaystyle \frac{T}{3}}))(_U\mathrm{log}\eta ^2(U)|^2).`$ (42)
The full threshold corrections to the EGC receive an additional contribution from the massless modes, due to Kähler and sigma model anomalies equal to
$$\mathrm{}_{massive}=C_aK2\underset{r}{}T_a(r)\mathrm{log}detg_r,$$
(43)
where $`C_a=C(G_a)+_rT_a(r)`$, $`C_a`$ the quadratic Casimir of the gauge group $`G_a`$, K is the Kähler potential of the $`N=2`$ unrotated subspace, the sum is over the chiral matter superfields transforming in a representation r of $`G_a`$ and $`g_r`$ is the $`\sigma `$-model metric of the massless sector that the matter fields in the representation r belong. The equation for the EGC associated to the $`E_8^{}`$ for a scale $`p^2<<M_{E_8^{}}`$, after taking into account (43) and the contribution fron the massive states that have been integrated out, namely eqn. (42), becomes
$`{\displaystyle \frac{1}{g_{E_8^{}}^2}}={\displaystyle \frac{S+\overline{S}}{2}}+{\displaystyle \frac{b_{E_8^{}}}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_{string}^2}{p^2}}\stackrel{~}{a}_{E_8^{}}\mathrm{log}\left((T+\overline{T})(B+\overline{B})(\overline{B}+C)(\overline{C}+B)\right)`$
$`+c(E_8^{})\mathrm{log}(9|\eta (T)\eta ({\displaystyle \frac{U}{3}})|^4|1BC(_T\mathrm{log}\eta ^2(T))(_U\mathrm{log}\eta ^2({\displaystyle \frac{U}{3}})|^2)+`$
$`+c(E_8^{})\mathrm{log}(9|\eta (U)\eta ({\displaystyle \frac{T}{3}})|^4|1BC(_T\mathrm{log}\eta ^2({\displaystyle \frac{T}{3}}))(_U\mathrm{log}\eta ^2(U)|^2),`$ (44)
where $`b_{E_8^{}}=3c(E_8^{})`$ and
$$\stackrel{~}{a}_{E_8^{}}=C_{E_8^{}}=c(E_8^{}).$$
(45)
In the following we will consider that, in the running of EGC at the ”observable” sector, beyond the high energy string scale there is an additional scale, e.g $`M_I`$, for which supersymmetry remains unbroken and the gauge group G, sitting at the high energy scale, gets spontaneously broken at a subgroup. By inspection of (26) we can realize that below the string scale $`M_{string}`$ there is an additional scale given by $`M_I=|\omega (T)\omega (U)|M_{string}`$. This is exactly the scale corresponding to gauge symmetry enhancement to $`SU(2)\times U(1)`$. Lets us now try to calculate the running gauge coupling for the two additional massless vector multiplets<sup>8</sup><sup>8</sup>8 In the case of $`N=1`$ four dimensional compactifications of heterotic string vacua, the moduli of the invariant subspace belongs to vector multiplets. present in the spectrum at the point $`T=U`$. Note that the running of the gauge couplings for points different than $`T=U`$, between the scales $`M_I`$ and $`M_{string}`$, is given by
$$\frac{1}{g^2(M_I^2)}=\frac{1}{g^2(M_{string}^2)}+\frac{b_a}{16\pi ^2}\mathrm{log}\frac{M_{string}^2}{M_I^2}+\mathrm{}_{massive},$$
(46)
where $`\mathrm{}_{massive}`$ is given in (43). Here, $`b_a=3c(G_a)+_CT_a(r_C)3_VT_a(r_V)`$, with the first sum runs over the chiral matter superfields transforming under a representation $`r_C`$ of the gauge group with $`T_a(r_C)=Tr_{r_C}(T_a^2)`$, the second sum runs over light vector multiplet representations $`r_V`$, and $`T_a`$ denotes a generator of the gauge group. In the case that the gauge coupling of the vector multiplets is in the region $`p^2<<M_I`$, we get
$$\frac{1}{g_{U(1)}^2(p^2)}=\frac{1}{g^2(M_I^2)}+\frac{\stackrel{~}{b}_a}{16\pi ^2}\mathrm{log}\frac{M_I^2}{p^2}+\mathrm{},$$
(47)
where
$$\mathrm{}=\frac{a_{U(1)}}{16\pi ^2}\{\mathrm{log}\left(9|\eta (T)\eta (\frac{U}{3})|^4\right)+log\left(9|\eta (U)\eta (\frac{T}{3})|^4\right)\}.$$
(48)
Here,
$$a_{U(1)}=c(U(1))+\underset{C}{}T_{U(1)}(1+2n_{U(1)}),$$
(49)
where $`n_{U(1)}`$ the modular weights of the light chiral superfields. Note that the moduli metric of the untwisted $`N=2`$ plane, from (43), $`g_r=((T+\overline{T})(U+\overline{U}))^{n_C}`$, with $`n_C`$ the modular weight of the light chiral superfields. Let us now apply (46, 47, 48, 49) to the running gauge coupling belonging to the 2 additional vector mupliplets present in the spectrum above the threshold scale $`M_I`$, for the $`Z_6IIb`$ orbifold,
$`{\displaystyle \frac{1}{g_{U(1)}(p^2)}}={\displaystyle \frac{S+\overline{S}}{2}}+{\displaystyle \frac{\widehat{b}_{U(1)}}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_{string}^2}{p^2}}+{\displaystyle \frac{(\widehat{b}_{U(1)}b_{U(1)})}{16\pi ^2}}\mathrm{log}(\omega (T)\omega (U))^2{\displaystyle \frac{a_{U(1)}}{16\pi ^2}}`$
$`\{\mathrm{log}\left((T+\overline{T})(U+\overline{U})9|\eta ({\displaystyle \frac{U}{3}})\eta (T)|^4\right)+\mathrm{log}\left((T+\overline{T})(U+\overline{U})9|\eta (U)\eta ({\displaystyle \frac{T}{3}})|^4\right)\}.`$ (50)
Here, $`\stackrel{~}{b}_{U(1)}=0`$, since $`c_{U(1)}=0`$ and there are no hypermultiplets charged under the $`U(1)`$. In the same way, $`a_{U(1)}=0`$, since the gauge group under the additional threshold scale $`M_I`$ is abelian. The coefficient $`b_{U(1)}`$ equals $`\widehat{b}_{U(1)}+2b_{vec}^{N=2}`$, where $`b_{vec}`$ the contribution from the $`\beta `$-function coefficients of the $`N=2`$ vector multiplets which are massless above the threshold scale and 2 counts their multiplicity. The additional threshold scale beyond the traditional string tree level unification scale is the one associated with the term $`\omega (T)\omega (U)`$. The threshold scale is associated with the enhancement of the abelian part of the gauge group to $`SU(2)`$.
## 5 Threshold corrections to gravitational couplings
Let us now discsuss contributions to the running gravitational couplings in $`(2,2)`$ symmetric $`Z_N`$ orbifold constructions of the heterotic string.
For $`(0,2)`$$`Z_N`$ orbifolds the effective low energy action of the heterotic string is
$$=\frac{1}{2}+\frac{1}{4}\frac{1}{g_{grav}}𝒞+\frac{1}{4}S_R(GB)+\frac{1}{4}S_IR_{abcd}R^{abcd},$$
(51)
where $`S_R(S+\overline{S})`$, $`S_I2ImS`$. We have used the conventional choice for the gravitational couplings is $`1/g_{grav}S_R`$ , while $`GB`$ is the Gauss-Bonnet combination
$$4(GB)=𝒞^22_{ab}^2+\frac{2}{3}^2$$
(52)
and $`𝒞`$ the Weyl tensor $`𝒞_{abcd}`$. When the above relation is written in the form
$$\mathrm{}^{grav}(T,\overline{T})(_{abcd}^24_{ab}^2+^2)+\mathrm{\Theta }^{grav}(T,\overline{T})ϵ^{abcd}_{abef}_{cd}^{ef},$$
where $`(\mathrm{\Theta }^{grav}(T,\overline{T})`$ the CP-odd part of GB, then the one-loop corrections , $`\mathrm{}^{grav}`$, to the gravitational action in $`N=1`$ decomposable orbifolds, in the absence of Green-Schwarz mechanism, give $`\mathrm{}^{grav}\stackrel{~}{b}_{N=2}^{grav}\mathrm{log}(T+\overline{T})|\eta (iT)|^4`$, where $`\stackrel{~}{b}_{N=2}^{grav}`$ the gravitational $`\beta `$-function coefficient that receives non-zero contributions from the $`N=2`$ sectors.
The corrections to the gravitational couplings considered up to know in the literature, are concerned with the decomposable orbifolds. We will complete the discussion of corrections to the running gravitational couplings by examining non-decomposable orbifolds. For the latter orbifolds the threshold corrections are expressed in terms of automorphic functions belonging to subgroups of the inhomogeneous modular group $`PSL(2,Z)=SL(2,Z)/\pm 1`$.
We focus our attention to the case of $`Z_6IIb`$ orbifold. We consider the case of vanishing Wilson lines in the $`\mathrm{\Theta }^2`$ sector. In the presence of the threshold $`p^2M_I^2M_{string}^2`$, we get
$`{\displaystyle \frac{1}{g_{grav}^{}{}_{}{}^{2}(M_{I}^{}{}_{}{}^{2})}}={\displaystyle \frac{1}{g_{grav}^2(M_{string}^2)}}+{\displaystyle \frac{b_{grav}}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_I^2}{M_{string}^2}}{\displaystyle \frac{a_{grav}^{}}{16\pi ^2}}\mathrm{log}\left(\eta ^4(T)\eta ^4({\displaystyle \frac{U}{3}})\mathrm{\hspace{0.33em}9}\right)`$
$`{\displaystyle \frac{a_{grav}^{}}{16\pi ^2}}\mathrm{log}\left(9\eta ^4({\displaystyle \frac{T}{3}})\eta ^4(U)\right)`$ (53)
and
$$\frac{1}{g_{grav}^{}{}_{}{}^{2}(p^2)}=\frac{1}{g_{grav}^{}{}_{}{}^{2}(M_{I}^{}{}_{}{}^{2})}+\frac{\stackrel{~}{b}_{grav}}{16\pi ^2}\mathrm{log}\frac{M_I^2}{p^2}\frac{\stackrel{~}{a}_{grav}}{16\pi ^2}\mathrm{log}\left((T+\overline{T})(U+\overline{U})\right).$$
(54)
Here $`\frac{1}{g_{grav}^2(M_{string}^2)}=\frac{S+\overline{S}}{2}`$ the treel level coupling, $`\stackrel{~}{b}_{grav}`$, $`b_{grav}`$ the $`\beta `$-function coefficients for the range $`p^2<<M_I^2`$, $`M_I^2<<p^2<<M_{string}`$ respectively. Note that in (53, 54) we neglected the contributions for the $`Z_6IIb`$ orbifold that are coming from the other $`N=2`$ sectors. For all our stydy and conclusions regarding (53, 54) we have considered that our orbifold has only one $`N=2`$ sector, the $`\mathrm{\Theta }^2`$ sector. If we want to consider the full $`Z_6IIb`$ orbifold, we should add the holomophic contributions from the other $`N=2`$ sector in addition to the contributions to the $`\beta `$-function coefficients of the fixed plane lying in the $`SU(3)`$ lattice, invariant under the $`\mathrm{\Theta }^3`$ twist, for which the contributions to the gravitational ruuning couplings transform under $`PSL(2,Z)`$. The $`\stackrel{~}{a}_{grav}`$ comes from non-holomorphic contributions from Kähler and $`\sigma `$-model anomalies and is given by $`\stackrel{~}{a}_{grav}=\frac{1}{24}(21+1dimG+\gamma _M+_{\stackrel{~}{C}}(1+2n_{\stackrel{~}{C}}))`$, where $`\gamma _M`$ is the contribution from modulinos. The $`\stackrel{~}{a}_{grav}`$ has been calculated in the absence of continuous Wilson lines as coefficients of the Gauss-Bonnet term in the gravitational action and represents the contribution of the completely rotated $`N=2`$ plane. In that case $`\stackrel{~}{a}_{grav}=\stackrel{~}{b}_{grav}^{N=2}`$. The coefficient $`a_{grav}^{}`$ has also been calculated in and equals $`\stackrel{~}{b}_{grav}^{N=2}`$. Moreover, because of the contribution of the additional vector multiplet which become massless above the enhancement scale $`M_I`$, $`(b_{grav}\stackrel{~}{b}_{grav})=\gamma _{grav}^C+\gamma _{grav}^V`$, with $`\gamma _{grav}^C`$, $`\gamma _{grav}^V`$ the contributions to the gravitational $`\beta `$-function arising from the decomposition of the additional $`N=2`$ vector multiplet in terms of its $`N=1`$ multiplets. That happens because any $`N=2`$ vector multiplet, can be decomposed into a $`N=1`$ vector multiplet and a $`N=1`$ chiral multiplet. Substituting (53) into (54) we get
$`{\displaystyle \frac{1}{g_{grav}^{}{}_{}{}^{2}(p^2)}}={\displaystyle \frac{S+\overline{S}}{2}}+{\displaystyle \frac{\widehat{b}_{grav}}{16\pi ^2}}\mathrm{log}{\displaystyle \frac{M_{string}^2}{p^2}}{\displaystyle \frac{\gamma _{grav}^C+\gamma _{grav}^V}{16\pi ^2}}\mathrm{log}|\omega (T)\omega (U)|^2`$
$`{\displaystyle \frac{a_{grav}^{}}{16\pi ^2}}\mathrm{log}((T+\overline{T})(U+\overline{U})\eta ^4(T)\eta ^4({\displaystyle \frac{U}{3}})9){\displaystyle \frac{a_{grav}^{}}{16\pi ^2}}\mathrm{log}((T+\overline{T})(U+\overline{U})\eta ^4(U)\eta ^4({\displaystyle \frac{T}{3}})9),`$ (55)
which is invariant under $`\mathrm{\Gamma }_0(3)_{T,U}`$ transformations.
Orbifolds, where the target space modular groups belong to a subgroup of the modular group may be found from further compactifying six-dimendional F-theory compactifications on a general Calabi-Yau 3-fold with an $`F_n`$ base where the order of the Mordell-Weyl group may be three . |
warning/0001/cond-mat0001300.html | ar5iv | text | # Electronic Structure of Carbon Nanotube Ropes
## I Introduction
A carbon nanotube is a cylindrical tubule formed by wrapping a graphene sheet. Single wall carbon nanotubes (SWNTs) can be synthesized in structures $`1`$ nm in diameter and microns long . There has been particular interest in the electronic properties of SWNTs which are predicted to exist in both conducting and semiconducting forms . Remarkably, it is possible to probe this behavior experimentally by contacting individual tubes with lithographically patterned electrodes or by tunneling spectroscopy on single tubes . However, most methods for synthesizing carbon nanotubes do not produce isolated tubes; instead the tubes self assemble to form a hierarchy of more complex structures. At the molecular scale tubes pack together to form bundles or “ropes” which can contain 10-200 tubes. X-ray diffraction reveals that a bundle contains tubes close packed in a triangular lattice , and measurements of the lattice constant and tube form factor led initially to the suggestion that these ropes contain primarily (10,10) nanotubes, a species predicted to be metallic . Subsequent work has demonstrated that the ropes likely contain a distribution of tube diameters and chiralities . On larger scales the ropes bend and entangle, so that the macroscopic morphology of a carbon nanotube sample is that of an entangled mat. Carbon nanotubes are also formed in various thick multiwalled species which exhibit their own unique electronic behavior .
The electronic properties of isolated SWNTs are controlled by the tube’s wrapping vector, curvature and torsion . However, in ropes and in multiwalled tubes the interactions between graphene surfaces is expected to play a major role. This is the case even for crystalline graphite in the Bernal structure. Although an isolated graphene sheet is a zero gap semiconductor, the small residual interactions between neighboring graphene sheets with the ordered $`A`$-$`B`$ stacking sequence lead to a small overlap of bands near the Fermi energy and eventually to conducting behavior . Graphite is an ordered three dimensional crystal for which weak intersurface interactions are sufficient to establish quantum coherence for electronic states on neighboring sheets. Thus the electrons can delocalize both parallel to the graphene sheet and perpendicular to it.
Recognizing this, several groups have attempted to estimate the energy scale for similar effects in nanotube ropes . Here the situation is much more delicate, since the structure of a (10,10) nanotube does not permit perfect registry between neighboring tubes when they are packed into a triangular lattice. Nevertheless, it is possible to construct a nanotube crystal, a hypothesized ordered structure in which each (10,10) tube adopts the same orientation, and to study its electronic properties with conventional band theoretic methods . Theoretical studies on nanotube ropes show that intertube interactions in a nanotube crystal lead to a mixing of forward and backward propagating electronic states near the Fermi energy. The level repulsion between these branches leads to suppression or “pseudogap” in the electronic density of states, on an energy scale estimated to be a few tenths of an electron volt. It should be noted that these effects are qualitatively different from those found in graphite where intersurface interactions lead to band overlap and thus an enhancement of the Fermi level density of states.
It has not yet been possible to extend these ideas to carbon nanotube ropes which contain a mixture of tubes with various diameters and chiralities. A direct calculation of the electronic structure for such a rope, which we define as “compositionally disordered,” is quite complicated since the system has no translational symmetry either along the rope axis or perpendicular to it.
In this paper we develop a tight binding theory for the coupling between tubes. In the absence of intertube coupling the electronic states on an isolated tube are essentially the Bloch waves of the graphene sheet wrapped onto the surface of a cylinder and indexed by a two dimensional crystal momentum k. The essence of our theory is to develop the effects of intertube interactions $`\mathrm{t}(𝐤_1,𝐤_2)`$ perturbatively. We find that the effects of intertube interactions in a disordered rope are quite different from what one obtains for a crystalline rope. In fact, we find that compositional disorder introduces an important energy barrier to inter-tube hopping within a rope so that intertube coherence is strongly suppressed. We are led to conclude that eigenstates in a compositionally disordered rope are strongly localized on individual tubes, though they can extend over large distances along the tube direction. Numerical results illustrating this effect will be presented in this paper. We believe this physics underlies the experimental observation that charge transport at low temperature occurs by hopping conduction in nanotube ropes and mats.
In section II we develop the tunneling model for describing the tight binding coupling between neighboring tubes in a rope. In this section we derive an analytic expression giving the tunneling amplitude $`\mathrm{t}(𝐤_1,𝐤_2)`$ between Bloch states on neighboring tubes indexed by momenta $`𝐤_1`$ and $`𝐤_2`$. In Section III we apply the method to study the electronic structure of a rope crystal, and show that the model reproduces well the results of more complete band theoretic calculations on this ordered system. In Section IV we then extend the method to study the low energy electronic structure in a compositionally disordered rope and analyze the effects of intertube interactions perturbatively. We will also present direct numerical calculations on a compositionally disordered rope which probe the transverse localization of the electronic states. A brief discussion of the relation of these results to experimental data is given in Section V.
## II Tunneling Model
In this section we derive an effective tight binding model which describes the coupling between the low energy electronic states on neighboring tubes. This coupling depends on the chirality and orientation of the tubes. Our starting point is a microscopic tight binding model which describes the coupling of the carbon $`\pi `$ orbitals both within a tube and between tubes,
$$=_0+_T.$$
(1)
$`_0`$ is a nearest neighbor tight binding model describing uncoupled tubes,
$$_0=\underset{a}{}\underset{<ij>}{}t_\pi c_{ai}^{}c_{aj},$$
(2)
where the index $`a`$ labels the tubes and $`<ij>`$ is a sum over nearest neighbor atoms on each tube. Tunneling between tubes is also represented by
$$_T=\underset{<ab>}{}\underset{ij}{}t_{ai,bj}c_{ai}^{}c_{bj}+\mathrm{H}.\mathrm{c}..$$
(3)
In the following we will assume that $`t_{ai,bj}=t_{𝐫_{ai},𝐫_{bj}}`$ depends on the positions and relative orientations of the $`\pi `$ orbitals on the $`i`$ and $`j`$ atoms.
The eigenstates of $`_0`$ are plane waves localized in an individual tube. Due to the translational symmetry of an individual tube the eigenstates may be indexed by a tube index $`a`$ and a two dimensional momentum $`𝐤`$. Of course the periodic boundary conditions imposed by wrapping the graphene sheet into a cylinder will give a constraint on the possible values of $`𝐤`$. In the following, we wish to express the Hamiltonian in terms of this plane wave basis. We will focus on eigenstates with low energy, which have $`𝐤`$ near one of the corners of the graphite Brillouin zone.
### A Plane Wave Basis
It is useful to express the eigenstates of the individual tubes in a basis of plane wave states localized on either the $`A`$ or $`B`$ sublattice. Let us first focus on a single tube. The eigenstates may be described by considering a two dimensional graphene sheet with periodic boundary conditions. We will find it useful to consider two coordinate systems for the two dimensional graphene sheet. As shown in Fig. 1, the $`x`$ and $`y`$ axes are oriented with respect to the armchair and zig zag axes of the graphene sheet. The $`u`$ and $`v`$ axes, on the other hand are oriented with respect to the tube, with $`u`$ pointing down the tube and $`v`$ pointing around the circumference. For armchair tubes these axes coincide, and in general the angle between the axes is equal to the chiral angle of the tube.
Suppressing the tube index, for the moment, we let
$$c_i=\frac{1}{\sqrt{N}}\underset{𝐤}{}e^{i𝐤𝐫_i}c_{\eta (i)𝐤},$$
(4)
where $`\eta `$ specifies the $`A`$ or $`B`$ sublattice and $`N`$ is the number of graphite unit cells on the tube. In this basis, the Hamiltonian for an isolated tube may be written
$$_0=t_\pi \underset{k}{}\gamma _𝐤c_{A𝐤}^{}c_{B𝐤}+\mathrm{H}.\mathrm{c}.,$$
(5)
where
$$\gamma _𝐤=\underset{j=1}{\overset{3}{}}e^{i𝐤𝐝_j}.$$
(6)
Here $`𝐝_j`$ are the three nearest neighbor vectors connecting the $`A`$ and $`B`$ sublattice indicated in Fig. 1. At low energy we may focus on the points $`𝐤=\alpha 𝐊_{\mathrm{}}+𝐪`$, where $`\alpha =\pm 1`$, $`𝐊_{\mathrm{}}`$ are at the corners of the Brillouin zone shown in Fig. 2, and $`\mathrm{}=1,0,1`$. In the $`uv`$ system, the $`𝐊_{\mathrm{}}`$ vectors can be written as
$$\alpha 𝐊_{\mathrm{}}=\alpha K_0(\mathrm{cos}\omega _{\mathrm{}},\mathrm{sin}\omega _{\mathrm{}}),$$
(7)
where
$$\omega _{\mathrm{}}=\frac{2\pi }{3}\mathrm{}+\theta $$
(8)
is the angle that the $`\mathrm{}^{\text{th}}`$ Fermi vector makes with the $`u`$ axis.
We will now focus on the point $`𝐊_0`$. For small $`𝐪`$, $`\gamma _{\alpha 𝐊_0+𝐪}=(\sqrt{3}a/2)(\alpha q_xiq_y)`$. Introducing a spinor $`\psi _{\eta \alpha 𝐪}=c_{\eta \alpha 𝐊_0+𝐪}`$ the Hamiltonian may then be written,
$$_0=v\psi _{\alpha 𝐪}^{}(\alpha q_x\sigma _x+q_y\sigma _y)\psi _{\alpha 𝐪},$$
(9)
where $`v=\sqrt{3}t_\pi a/2`$ and the $`\eta `$ indices are suppressed.
The tunneling Hamiltonian may similarly be expressed in this plane wave basis. Using (2.4) the term in (2.3) for the bond connecting tubes $`a`$ and $`b`$ is
$$\frac{1}{N}\underset{𝐫_a𝐫_b}{}\underset{𝐤_a𝐤_b}{}t_{𝐫_a𝐫_b}e^{i(𝐤_b𝐫_b𝐤_a𝐫_a)}c_{a\eta _a𝐤_a}^{}c_{b\eta _b𝐤_b},$$
(10)
where $`\eta _{a,b}`$ label the sublattice of the lattice site $`𝐫_{a,b}`$.
The sums over lattice sites may be evaluated by introducing a Fourier transform of the tunneling matrix element. As detailed in Appendix A, we may write
$$_T=\underset{𝐆_a𝐆_b}{}\underset{\eta _a\eta _b}{}e^{i𝐆_a(\rho _a+\eta _a\tau _a)𝐆_b(\rho _b+\eta _b\tau _b)}t_{𝐤_a+𝐆_a𝐤_b+𝐆_b}c_{\eta _a𝐤_a}^{}c_{\eta _b𝐤_b},$$
(11)
where
$$t_{𝐤_a,𝐤_b}=\frac{1}{NA_{\mathrm{cell}}^2}d^2r_ad^2r_bt(𝐫_a,𝐫_b)e^{i𝐤_a𝐫_a+i𝐤_b𝐫_b},$$
(12)
and $`G`$ is a reciprocal lattice vector.
We now specialize to eigenstates in the vicinity of the Fermi points, $`𝐤=\alpha 𝐊_0+𝐪`$. We may express the sum over the $`G`$’s as a sum over equivalent $`𝐊`$ points which are related to $`𝐊_0`$ by a reciprocal lattice vector. In the following we will see that this sum is dominated by the $`𝐊_0`$, $`𝐊_1`$ and $`𝐊_1`$, which lie in the “first star” in reciprocal space. Since $`𝐊_0\tau =0`$, the sum becomes
$$_T=\underset{\alpha _a\eta _a\alpha _b\eta _b𝐪_a𝐪_b}{}T(\alpha _a\eta _a𝐪_a|\alpha _b\eta _b𝐪_b)\psi _{a\alpha _a\eta _a𝐪_a}^{}\psi _{b\alpha _b\eta _b𝐪_b},$$
(13)
with
$$T(\alpha _a\eta _a𝐪_a|\alpha _b\eta _b𝐪_b)=\underset{\mathrm{}_a\mathrm{}_b=1}{\overset{1}{}}e^{i\alpha _a𝐊_{a\mathrm{}_a}(\rho _a+\eta _a\tau _a)i\alpha _b𝐊_{b\mathrm{}_b}(\rho _b+\eta _b\tau _b)}t_{\alpha _a𝐊_{a\mathrm{}_a}+𝐪_a,\alpha _b𝐊_{b\mathrm{}_b}+𝐪_b}.$$
(14)
We shall also find it useful to express the tunneling Hamiltonian in a basis in which the bare Hamiltonian describing the tubes is diagonal. This is accomplished by performing a rotation in the sublattice index space to make (2.9) diagonal. Specifically, for a tube with chiral angle $`\theta `$, the eigenstates will have momentum $`𝐤=\alpha 𝐊_0+𝐪`$, with $`(q_x,q_y)=q(\mathrm{cos}\theta ,\mathrm{sin}\theta )`$. Equation (2.9) is then
$$_0=v\psi _{\alpha q}^{}\alpha q(e^{i\alpha \theta }\sigma ^++e^{i\alpha \theta }\sigma ^{})\psi _{\alpha q}.$$
(15)
Using the transformation $`\psi _{\alpha q}=U(\alpha ,\theta )\psi _{\alpha q}^{}`$, with
$$U(\alpha ,\theta )=e^{i\frac{1}{2}\alpha \theta \sigma ^z}e^{i\frac{\pi }{4}\alpha \sigma ^y},$$
(16)
the Hamiltonian becomes
$$_0=vq(\psi _{\alpha qR}^{}\psi _{\alpha qR}^{}\psi _{\alpha qL}^{}\psi _{\alpha qL}^{}).$$
(17)
In the $`(R,L)`$ basis, the tunneling matrix has the form
$$T^{}(\alpha _a\eta _a^{}𝐪_a|\alpha _b\eta _b^{}𝐪_b)=U^{}(\alpha _a,\theta _a)_{\eta _a^{}\eta _a}T(\alpha _a\eta _a𝐪_a|\alpha _b\eta _b𝐪_b)U(\alpha _b,\theta _b)_{\eta _b\eta _b^{}},$$
(18)
which may be written as
$$T^{}(\alpha _a\eta _a^{}𝐪_a|\alpha _b\eta _b^{}𝐪_b)=\underset{\mathrm{}_a\mathrm{}_b=1}{\overset{1}{}}e^{i\alpha _a𝐊_{a\mathrm{}_a}\rho _ai\alpha _b𝐊_{b\mathrm{}_b}\rho _b}t_{\alpha _a𝐊_{a\mathrm{}_a}+𝐪_a,\alpha _b𝐊_{b\mathrm{}_b}+𝐪_b}M_{\eta _a^{}\eta _b^{}},$$
(19)
where
$$M=\frac{1}{2}\left[\begin{array}{cc}f_{\alpha _a}^\mathrm{}_af_{\alpha _b}^\mathrm{}_b& f_{\alpha _a}^\mathrm{}_af_{\alpha _b}^\mathrm{}_b\\ f_{\alpha _a}^\mathrm{}_af_{\alpha _b}^\mathrm{}_b& f_{\alpha _a}^\mathrm{}_af_{\alpha _b}^\mathrm{}_b\end{array}\right],$$
(20)
$$f_\alpha ^{\mathrm{}}=e^{i\varphi _{\mathrm{}}}+\alpha e^{i\varphi _{\mathrm{}}},$$
(21)
and
$$\varphi _{\mathrm{}}=\frac{1}{2}(2\pi \omega _{\mathrm{}}).$$
(22)
### B Tunneling Matrix Elements
For simplicity, we suppose that the matrix elements $`t_{ij}`$ for tunneling between atoms on different tubes depend only on the distance between the atoms and are of the form,
$$t_{ij}=t_0e^{d_{ij}/a_0},$$
(23)
where $`d_{ij}`$ is the distance between atoms $`i`$ and $`j`$.
It is useful to introduce two dimensional coordinates which are oriented relative to the tube’s axis. Let us define a two dimensional vector $`𝐫=(u,v)`$, where $`u`$ is the distance down the tube axis, and $`v`$ is the distance around the tube measured from the “contact line” as shown in Fig. 3.
Suppose the two tubes have a separation $`b`$ as shown in Fig. 3. Then, the distance is given by
$`d(𝐫_a,𝐫_b)^2=`$ $`(u_au_b)^2+(R\mathrm{sin}{\displaystyle \frac{v_a}{R}}R\mathrm{sin}{\displaystyle \frac{v_b}{R}})^2`$ (24)
$`+(b+2RR\mathrm{cos}{\displaystyle \frac{v_a}{R}}R\mathrm{cos}{\displaystyle \frac{v_b}{R}})^2.`$ (25)
Since the range of the tunneling interaction $`a_0`$ is of order $`.5`$Å, while $`R7`$Åand $`b`$ 3.4Å, it is useful to expand (2.24) for $`u`$,$`vb`$,$`R`$,
$$d(𝐫_a,𝐫_b)=b+\frac{|𝐫_a𝐫_b|^2}{2b}+\frac{v_a^2+v_b^2}{2R}.$$
(26)
It follows that the tunneling matrix element has a Gaussian dependence on $`𝐫_a`$ and $`𝐫_b`$,
$$t(𝐫_a,𝐫_b)=t_0e^{b/a_0}e^{\frac{1}{2}[\frac{|𝐫_a𝐫_b|^2}{ba_0}+\frac{v_a^2+v_b^2}{Ra_0}]}.$$
(27)
We may now use (2.26) to evaluate the Fourier transform of the matrix elements. The Gaussian form allows this to be done simply. Using the fact that the total area of the graphene sheet is given by $`NA_{\mathrm{cell}}=2\pi RL`$, we find
$$t_{𝐤_a𝐤_b}=\frac{2\pi ba_0}{A_{\mathrm{cell}}}t_0e^{b/a_0}e^{\frac{ba_0}{4}(|𝐤_a|^2+|𝐤_b|^2)}\sqrt{\frac{a_0}{4\pi R}}e^{\frac{Ra_0}{4}(k_{av}k_{bv})^2}\delta _{k_{au}k_{bu}}.$$
(28)
We now use (2.27) to evaluate the low energy tunneling matrix elements. Due to the exponential dependence on $`|𝐤_a|^2`$ the sum on $`𝐊_a`$ in (2.11) will be dominated by three terms $`𝐊_{ai}`$ in the “first star” in which $`|𝐊|=K_0=4\pi /(3a)`$. Specifically, estimating the parameters $`a=2.5`$ Å, $`b=3.4`$ Å and $`a_0=0.5`$ Å, the exponent of the last term is approximately $`8\pi ^2ba_0/9a^22.4`$. Thus the next star at $`\sqrt{3}K_0`$ will be suppressed by a factor of $`\mathrm{exp}(2(2.4))=0.01`$, justifying the first star approximation. For $`𝐤_{a(b)}=\alpha _{a(b)}𝐊_{ai(bj)}+𝐪_{a(b)}`$ we then have
$$t_{𝐤_a𝐤_b}=t_T\delta _{k_{au}k_{bu}}e^{\frac{1}{4}Ra_0(k_{av}k_{bv})^2},$$
(29)
with
$$t_T=\frac{2\pi ba_0}{A_{\mathrm{cell}}}e^{b/a_0}e^{\frac{1}{2}ba_0K_0^2}t_0.$$
(30)
Using (2.27) we then arrive at a final expression for the tunneling matrix element relating eigenstates on two tubes.
$`T(\alpha _a\eta _a𝐪_a|\alpha _b\eta _a𝐪_b)=t_T{\displaystyle \underset{\mathrm{}_a\mathrm{}_b=1}{\overset{1}{}}}e^{i\alpha _a𝐊_{a\mathrm{}_a}(\rho _a+\eta _a\tau _a)i\alpha _b𝐊_{b\mathrm{}_b}(\rho _b+\eta _b\tau _b)}\delta _{k_{au},k_{bu}}`$ (31)
$`\times e^{\frac{1}{4}Ra_0(k_{av}k_{bv})^2}|_{𝐤_{a(b)}=\alpha _{a(b)}𝐊_{a\mathrm{}_a(b\mathrm{}_b)}+𝐪_{a(b)}}.`$ (32)
### C Estimate of $`t_T`$ from the band structure of graphite
The tunneling model described above may be used to describe the coupling between flat graphene sheets. Since the transverse bandwidth of graphite is well known, this allows us to estimate the prefactor $`t_T`$ in the tunneling matrix element. The coupling between two flat graphene sheets is described by the $`R\mathrm{}`$ limit of the above theory. In this case, the Gaussian dependence on $`k_{av}k_{bv}`$ can be written as a (kronecker) delta function:
$$\sqrt{\frac{a_0}{4\pi R}}e^{\frac{1}{4}Ra_0(k_{av}k_{bv})^2}\delta _{k_{av}k_{bv}}.$$
(33)
We thus obtain
$$t_{𝐤_a𝐤_b}=t_G\delta _{𝐤_a𝐤_b},$$
(34)
with
$$t_G=\frac{2\pi ba_0}{A_{\mathrm{cell}}}t_0e^{b/a_0}e^{\frac{1}{2}ba_0K_0^2}.$$
(35)
For this calculation, we find it most convenient to use the sublattice basis for the electronic eigenstates. Using (2.27) the tunneling Hamiltonian for two graphene sheets is then,
$$_T=\underset{𝐪\alpha \eta _a\eta _b}{}T(\alpha \eta _a𝐪|\alpha \eta _b𝐪)\psi _{a\alpha \eta _a𝐪}^{}\psi _{b\alpha \eta _b𝐪},$$
(36)
where
$$T(\alpha \eta _a𝐪|\alpha \eta _b𝐪)=t_G\underset{\mathrm{}=1}{\overset{1}{}}e^{i\alpha 𝐊_{\mathrm{}}(\mathrm{\Delta }\rho +(\eta _a\eta _b)\tau )},$$
(37)
and $`\mathrm{\Delta }\rho =\rho _a\rho _b`$. For $`AB`$ stacking of graphite, $`\mathrm{\Delta }\rho =\tau `$, so, using $`_𝐊\mathrm{exp}i\alpha 𝐊\tau =0`$ the only nonzero term is
$$T(\alpha 1𝐪|\alpha 1𝐪)=3t_G.$$
(38)
Thus tunneling only connects the $`A`$ sublattice on the ”A” sheet to the $`B`$ sublattice on the ”B” sheet. This is to be expected, since an atom on the $`B`$ sublattice of the ”A” sheet sits above a hexagon on the ”B” sheet. The Hamiltonian for an $`AB`$ stacked crystal of graphene planes then has the form,
$$=\underset{s}{}v\psi _{s\alpha 𝐪}^{}(\alpha q_x\sigma _x+q_y\sigma _y)\psi _{s\alpha 𝐪}+3t_G\underset{s}{}\psi _{2s\alpha A𝐪}^{}\psi _{2s+1\alpha B𝐪}+\psi _{2s\alpha A𝐪}^{}\psi _{2s1\alpha B𝐪},$$
(39)
where $`s`$ indexes the graphene sheets. This can be simplified by introducing a transformation which interchanges the $`A`$ and $`B`$ sublattices of the graphene lattice when $`\alpha =1`$, followed by a transformation which interchanges the $`A`$ and $`B`$ sublattice on the odd $`(2s\pm 1)`$ graphene layers. The Hamiltonian then has the simpler form,
$$=\underset{s}{}v\psi _s^{}𝐪\sigma \psi _s+\underset{<ss^{}>}{}\frac{3}{2}t_G\psi _s^{}(1+\alpha \sigma _z)\psi _s^{}.$$
(40)
This leads to an energy dispersion
$$E(𝐪,q_z)=3t_G\mathrm{cos}bq_z\pm \sqrt{v^2|𝐪|^2+(3t_G\mathrm{cos}bq_z)^2}.$$
(41)
The bandwidth for transverse motion is then $`W=12t_G`$. Experimentally, the bandwidth of graphite is in the range $`W=1.21.6`$ eV . This leads to an estimate $`t_G=0.1`$ eV.
Comparing (2.29) and (2.33) we may relate the tube tunneling matrix element to that of graphite,
$$t_T=\sqrt{\frac{a_0}{4\pi R}}t_G.$$
(42)
For a tube with radius $`R=7`$Å we find
$$t_T=7.5\text{meV}.$$
(43)
## III Electronic Structure of a Rope Crystal
We now apply the tunneling model described above to the problem of the electronic structure of nanotube ropes. We begin by considering the simpler problem of an orientationally ordered crystal of (10,10) tubes. We then consider a compositionally disordered rope.
(10,10) tubes can be arranged in a triangular lattice in which each tube has the same orientation, and the tubes face each other via $`A`$-$`A`$ coupling, $`B`$-$`B`$ coupling and hexagon-hexagon coupling. For tunneling in the same subband, $`k_{av}=k_{bv}`$. Again, we find it useful to use the sublattice basis for the tube eigenstates. For each bond, the tunneling between the pair of tubes is described by equation (2.27) with
$$T(\alpha \eta _a𝐪|\alpha \eta _b𝐪)=t_T\underset{\mathrm{}=1}{\overset{1}{}}e^{i\alpha 𝐊_{\mathrm{}}(\mathrm{\Delta }\rho +(\eta _a+\eta _b)\tau )}.$$
(44)
For an $`A`$-$`A`$ bond it is only nonzero for $`\eta _a=\eta _b=1`$. Using a matrix notation for the $`\eta `$ indices:
$$T^{AA}(\alpha \eta _a𝐪|\alpha \eta _b𝐪)=\frac{3}{2}t_T(1+\sigma _z).$$
(45)
Similarly, for a $`B`$-$`B`$ bond,
$$T^{BB}(\alpha \eta _a𝐪|\alpha \eta _b𝐪)=\frac{3}{2}t_T(1\sigma _z).$$
(46)
For a hexagon-hexagon bond, we have $`\mathrm{\Delta }\rho =0`$, so
$$T^{AB}(\alpha \eta _a𝐪|\alpha \eta _b𝐪)=3t_T\sigma _x.$$
(47)
The Hamiltonian describing the transverse motion will then have the form,
$$_T=\underset{𝐪}{}(\gamma _1+\gamma _2)+\sigma _z(\gamma _1\gamma _2)+2\sigma _x\gamma _3,$$
(48)
where
$$\gamma _i=6t_T\mathrm{cos}𝐪𝐚_i,$$
(49)
where $`𝐚_i`$ are the three nearest neighbor vectors in the triangular tube lattice. Then,
$$E(q_x,𝐪)=\gamma _1+\gamma _2\pm \sqrt{(vq_x2\gamma _3)^2+(\gamma _1\gamma _2)^2}.$$
(50)
From the above estimate of $`t_T=7.5`$ meV, the density of states is plotted in Fig. 4, showing a pseudogap feature, associated with an energy of order $`12t_T.09`$ eV. The energy scale of this pseudogap agrees well with the results of more sophisticated electronic structure calculations .
## IV Compositional Disorder
A compositionally disordered rope contains a random distribution of chiral tubes. Since tubes with different chiralities have different periodicities, Bloch’s theorem is of little use for describing the eigenstates of the entire rope. Nonetheless, in the absence of coupling between the tubes, we know that the eigenstates on each tube are plane waves. Our approach is to describe the coupling between these plane waves perturbatively. We begin by considering the simpler problem of the electronic structure of two coupled nanotubes of different chirality.
### A Coupling between two tubes of different chirality
The electronic coupling between two tubes of different chirality conserves the momentum along the tube up to reciprocal lattice vectors in either tube. As we have argued in section II, the sum over reciprocal lattice vectors is dominated by the terms in which $`𝐤+𝐆`$ are near the first star of $`𝐊`$ points. When the coupling between the tubes is weak, it is useful to view this as momentum conserving coupling between states located near the three equivalent $`𝐊`$ points. It must be kept in mind that two states $`𝐊_0+𝐪`$ and $`𝐊_1+𝐪`$ in the vicinity of different $`𝐊`$’s are actually the same state.
Fig. 5 shows the Brillouin zones of two nanotubes with chiral angles $`\theta _a`$ and $`\theta _b`$ oriented so that the $`u_a`$ and $`u_b`$ axes coincide. Since the tunneling Hamiltonian conserves $`k_u`$, it is convenient to view the band structure of the pair of tubes as a function of $`k_u`$. Consider first the band structure in the absence of coupling. The solid bands describe the low energy states on one tube, while the dotted ones show the states on the other tube. Each set of bands is replicated three times, reflecting the three equivalent $`𝐊`$ points. In Fig. 6 we show the band structure in the vicinity of the Fermi points with the minimum momentum mismatch, for the uncoupled system(Fig. 6a), and for the couple one(Fig. 6b). To lowest order, the effect of the coupling is only important near points of degeneracy, i.e. where we have band crossing. This occurs in two cases. The first, which we refer to as a “backscattering gap” occurs when the right and left moving bands on each tube cross. The second, which we refer to as a “tunneling gap” occurs when the left moving band on one tube crosses the right moving band on the other tube.
The effect of the coupling depends on two crucial energy scales: (1) the tunneling matrix element, $`t`$, which we estimated in (2.27) to be less than 7.5 meV, and (2) the energy mismatch
$$\mathrm{\Delta }E=v[\alpha _a(𝐊_{a\mathrm{}_a})_u\alpha _b(𝐊_{b\mathrm{}_b})_u],$$
(51)
which determines the energy at which the right and left moving bands on tubes $`a`$ and $`b`$ cross. In general, this energy mismatch depends on the chiral angles $`\theta _a`$ and $`\theta _b`$ of the two tubes as well as the Fermi point indices $`i`$ and $`j`$. In Fig. 7 we show the variation of the energy mismatch $`\mathrm{\Delta }E`$ with the tube chirality for all the metallic tubes with diameters between $`1.21.5`$ nm. Tubes which are mirror images to one another have the same diameter and energy difference. The offset of the $`u`$ momentum is taken at a zigzag tube; in that case an (18,0) tube. As we see the typical energy mismatch is a few hundred meV. The fact that $`t\mathrm{\Delta }E`$ simplifies the problem considerably and justifies our perturbative approach. Of course it breaks down in special cases when $`\mathrm{\Delta }E`$ is zero or very small, which occurs, for instance when the two tubes are mirror images of each other.
The tunneling Hamiltonian couples left and right movers in first order, and therefore the tunneling gap is linear in the tunneling strength $`t`$. The gap opens at $`\mathrm{\Delta }E/2`$ and since $`t`$ is much smaller than $`\mathrm{\Delta }E`$, one concludes that tube-tube coupling has a small effect near the Fermi energy.
Backscattering gaps form through second order coupling between left and right movers on the same tube, and hence the gap is second order in the tunneling strength; $`E_gt^2/\mathrm{\Delta }E`$, which is of order $`1`$ meV. Furthermore, because the tunneling matrix elements are not invariant under the interchange of the two tubes, the backscattering gap of each tube opens at a different energy. This means that the effect on the density of states near the Fermi energy is weakened by the wiggling of the gaps. In what follows, we present quantitative arguments justifying our expectations.
We focus first on the tunneling gaps. The movers on each tube couple in first order. In general, crossing occurs at three different energies, as dictated by the momentum mismatch between the Fermi points of the two tubes(see Fig. 5). Since we are ultimately interested in the effect of tube interactions on the states nearest to the Fermi level, we only consider points with the lowest lying crossing. We denote these by $`\alpha _a𝐊_{ai}`$ and $`\alpha _b𝐊_{bj}`$. To find the magnitude of the gaps and their offsets we need to diagonalize the first order perturbation matrix. We thus consider the Hamiltonian which couples the right moving states on tube $`a`$ with the left moving states on tube $`b`$, and we diagonalize the matrix
$$_a^T=\left[\begin{array}{cc}v(𝐪\alpha _a𝐊_{ai})_u& T^{}(\alpha _aR𝐪_a|\alpha _bL𝐪_b)\\ T^{}(\alpha _aR𝐪_a|\alpha _bL𝐪_b)& v(𝐪\alpha _b𝐊_{bj})_u\end{array}\right],$$
(52)
where $`𝐪`$ is measured from the Fermi point of tube $`a`$. For $`\alpha _a,\alpha _b=+1`$ the magnitude of the tunneling gap is
$$E_g^T=2|T_{RL}^{}|=4t_Te^{\frac{1}{4}Ra_0K_0^2(\mathrm{sin}\omega _{ai}+\mathrm{sin}\omega _{bj})^2}\left|\mathrm{cos}\frac{\omega _{ai}}{2}\mathrm{sin}\frac{\omega _{bj}}{2}\right|.$$
(53)
It is centered about an energy $`E_o^T=\mathrm{\Delta }E/2`$ above the Fermi energy. Notice that the $`+`$ sign in the argument of the exponential is due to the fact that the tubes face each other from the outside. As we see from Fig. 7, the average energy separation $`\mathrm{\Delta }E300`$ meV, whereas the tunneling gap $`E_g^T<30`$ meV. This means that in a rope with a random distribution of chiralities, the opening of such gaps will have a negligible effect near the Fermi level.
Now we focus on the backscattering gaps which form near the Fermi level. Since the left and right moving states on the same tube do not couple in first order, we use second order degenerate perturbation theory. We are interested in calculating the size of the resulting gap as well as the offset of the gap. In order to calculate these, we need to diagonalize the matrix which arises from the second order coupling between the states. In general, we have tunneling between all Fermi points on each tube. Since the magnitude of the backscattering gaps varies quadratically with the tunneling strength and inversely with the energy difference $`\mathrm{\Delta }E`$, the most effective contributions are those with the highest tunneling strength and lowest $`\mathrm{\Delta }E`$. This argument makes us only include the set of nearest $`𝐊`$ points. Therefore, we diagonalize
$$^a=\left[\begin{array}{cc}v(𝐪\alpha _a𝐊_{a0})_u+E_{RR}^a& E_{RL}^a\\ E_{LR}^a& v(𝐪\alpha _a𝐊_{a0})_u+E_{LL}^a\end{array}\right],$$
(54)
where
$$E_{\lambda \lambda ^{}}^a=\underset{<\mathrm{}_a\mathrm{}_b>}{}\frac{\left[T^{}(\alpha _a\lambda 𝐪_a|\alpha _bL𝐪_b)T^{}(\alpha _a\lambda ^{}𝐪_a|\alpha _bL𝐪_b)T^{}(\alpha _a\lambda 𝐪_a|\alpha _bR𝐪_b)T^{}(\alpha _a\lambda ^{}𝐪_a|\alpha _bR𝐪_b)\right]}{v(\alpha _a𝐊_{a\mathrm{}_a}\alpha _b𝐊_{b\mathrm{}_b})_u}|_{𝐪_a=0},$$
(55)
and $`\lambda ,\lambda ^{}=R,L`$.
Diagonalizing, we get
$$E_\pm ^a(𝐪)=\frac{E_{LL}^a+E_{RR}^a}{2}\pm \sqrt{\left(v(𝐪\alpha _a𝐊_{a0})_u\frac{E_{LL}^aE_{RR}^a}{2}\right)^2+|E_{RL}^a|^2}.$$
(56)
The backscattering gap is $`E_g^a=2|E_{RL}^a|`$, and it opens around an energy offset $`E_o^a=(E_{RR}^a+E_{LL}^a)/2`$. We thus find
$$E_g^a=\frac{4t_T^2}{vK_0}\left|\underset{<\mathrm{}_a\mathrm{}_b>}{}\frac{e^{\frac{1}{2}Ra_0K_0^2(\alpha _a\mathrm{sin}\omega _{a\mathrm{}_a}+\alpha _b\mathrm{sin}\omega _{b\mathrm{}_b})^2}}{\alpha _a\mathrm{cos}\omega _{a\mathrm{}_a}\alpha _b\mathrm{cos}\omega _{b\mathrm{}_b}}\mathrm{sin}\omega _{a\mathrm{}_a}\mathrm{cos}\omega _{b\mathrm{}_b}\right|,$$
(57)
and
$$E_o^a=\frac{2t_T^2}{vK_0}\underset{<\mathrm{}_a\mathrm{}_b>}{}\frac{e^{\frac{1}{2}Ra_0K_0^2(\alpha _a\mathrm{sin}\omega _{a\mathrm{}_a}+\alpha _b\mathrm{sin}\omega _{b\mathrm{}_b})^2}}{\alpha _a\mathrm{cos}\omega _{a\mathrm{}_a}\alpha _b\mathrm{cos}\omega _{b\mathrm{}_b}}\mathrm{cos}\omega _{b\mathrm{}_b}.$$
(58)
Eqs(4.7) and (4.8) show that, in general, the gap offset $`E_o`$ is greater than the gap $`E_g`$. In addition, one expects that the offsets and gaps of both tubes will generally be different. This means that the gaps wiggle around the Fermi energy as the chiral angle is changed, leading to the conclusion that in a rope formed of a random collection of chiralities, the effect on the density of states around $`E_F`$ is very small.
Let us now have a closer look at the contributions of different tunneling points. In general, only one set of Fermi points will dominate, unless the tubes are mirror images of each other. We now argue that in a case when the tubes have different chiralities, it is a certain set of Fermi points that is actually important.
We want to understand which tubes significantly couple to each other, and for those tubes, the Fermi points at which the coupling is most effective. To do this, we study the quantity
$$\frac{t}{\mathrm{\Delta }E}=\frac{t_T}{vK_0}\frac{e^{\frac{1}{4}Ra_0K_0^2(\alpha _a\mathrm{sin}\omega _{a\mathrm{}_a}+\alpha _b\mathrm{sin}\omega _{b\mathrm{}_b})^2}}{\alpha _a\mathrm{cos}\omega _{a\mathrm{}_a}\alpha _b\mathrm{cos}\omega _{b\mathrm{}_b}}.$$
(59)
This quantity will be dominated by the exponential factor, and in cases where different sets of points have nearly equal exponential contribution, the denominator will dominate.
For nearly armchair tubes, the maximum is at $`\omega _{a(b)\mathrm{}(\mathrm{}^{})}0`$, i.e., around the $`𝐊_0`$ points($`𝐊_0\text{-}𝐊_0`$ tunneling). In that case, the exponential factor is approximately $`1`$, and the denominator takes it minimum value($`7`$ meV) as the two $`\omega `$’s are closest to zero. As the tubes shift from being armchair, the denominator increases as the Fermi points rotate away from the $`u`$ axis, thereby making the tunneling less effective.
For tubes which are nearly mirror images of each other, the dominant set is also the $`𝐊_0\text{-}𝐊_0`$. While moving away from the armchair region does not significantly change the exponential contribution, it makes the denominator bigger, hence making the coupling less important.
For tubes which are nearly zigzag(but are not mirror images of each other), tunneling is the least effective, as both the exponential argument and the denominator are big. In some of these cases, $`𝐊_0\text{-}𝐊_0`$ tunneling may not be the dominant one.
We thus conclude that tunneling is most effective between tubes which are nearly armchair, and that the $`𝐊_0\text{-}𝐊_0`$ tunneling is the most important one, and hence $`E_{RR}^1`$(and similar sums) are dominated by one term. In other words, the sum over reciprocal lattice vectors in the tunneling Hamiltonian is dominated by a single term. If we ignore the other terms, then there is no reciprocal lattice vector sum, and the system effectively has translational invariance in the direction parallel to the tubes. This “dominant Fermi point approximation” simplifies our problem considerably, since it allows us to assign a conserved momentum to each state. This will allow us to compute the band structure for an entire rope in the following section.
### B Compositionally disordered rope
In this section we study the electronic structure of a nanotube rope composed of tubes with a random distribution of diameters and chiralities. We expect that the momentum mismatch between the Fermi points of neighboring tubes will suppress the tunneling and lead to localization. In real ropes, we expect $`2/3`$ of the tubes to be semiconducting. As indicated in Fig. 8, this will make the localization effects even stronger. To emphasize our point, we consider a compositionally disordered rope with only metallic tubes.
To solve the problem, we employ the “dominant Fermi point approximation” introduced in the preceding section. In this approximation, the momentum $`k=K_{0u}+q`$ is conserved by the tunneling Hamiltonian. We may thus write
$$=\underset{i}{}_i+\underset{<ij>}{}_{ij},$$
(60)
with
$$_i=\underset{\alpha k}{}v(k\alpha K_{0u}^i)(\psi _{i\alpha kR}^{}\psi _{i\alpha kR}\psi _{i\alpha kL}^{}\psi _{i\alpha kL}),$$
(61)
and
$$_{ij}=\underset{\alpha \eta _i^{}\eta _j^{}k}{}\stackrel{~}{T^{}}(\alpha \eta _i^{}|\alpha \eta _j^{})\psi _{i\alpha k\eta _i^{}}^{}\psi _{j\alpha k\eta _j^{}},$$
(62)
where $`\stackrel{~}{T^{}}`$is the tunneling matrix given by
$$\stackrel{~}{T^{}}=2t_Te^{\frac{1}{4}Ra_0K_0^2(\mathrm{sin}\omega _{i0}+\mathrm{sin}\omega _{j0})^2}\left[\begin{array}{cc}\mathrm{cos}\frac{\omega _{i0}}{2}\mathrm{cos}\frac{\omega _{j0}}{2}& i\mathrm{cos}\frac{\omega _{i0}}{2}\mathrm{sin}\frac{\omega _{j0}}{2}\\ i\mathrm{sin}\frac{\omega _{i0}}{2}\mathrm{cos}\frac{\omega _{j0}}{2}& \mathrm{sin}\frac{\omega _{i0}}{2}\mathrm{sin}\frac{\omega _{j0}}{2}\end{array}\right].$$
(63)
The Hamiltonian may now be diagonalized for each $`k`$ by diagonalizing a $`4N\times 4N`$ matrix, where $`N`$ is the number of tubes in the rope. For each $`k`$, the $`m^{\text{th}}`$ eigenstate may be described by a “wavefunction” $`\zeta _{\alpha \eta }^m(i)`$, which is the amplitude for the particle to be in state $`\alpha `$, $`\eta `$ on tube $`i`$.
A portion of the band structure of the metallic rope is shown in Fig. 9a. It is clear that there is no significant change in the vicinity of the Fermi energy. As we have argued before the backscattering gaps wiggle around the Fermi energy, thereby negligibly changing the density of states, which is shown in Fig. 9b. Therefore, no pseudo gap develops.
The extent of localization of the eigenstates may be quantitatively measured by computing the correlation function
$$C(r_{},E)=\underset{ijm\alpha \eta \alpha ^{}\eta ^{}}{}|\zeta _{\alpha \eta }^m(i)|^2|\zeta _{\alpha ^{}\eta ^{}}^m(j)|^2\delta (|𝐑_i𝐑_j|r_{})\delta (E_mE),$$
(64)
at the Fermi energy, where $`𝐑_i`$ is the position of tube $`i`$ in the rope. As shown in Fig. 10, the correlation function decays exponentially with distance, $`C(r_{},E_F)e^{2r_{}/\xi _{}}`$, indicating that the eigenstates are localized perpendicular to the tube axes with a localization length $`\xi _{}10\text{Å}`$. Thus the eigenstates are predominantly on a single tube.
## V Conclusion
In this paper we have shown that the constraints of energy and crystal momentum conservation severely restrict the electronic coupling between carbon nanotubes. The electronic coupling between two nanotubes is only effective when the eigenstates near the Fermi energy have the same momentum, which requires that the graphene sheets of the two nanotubes are oriented parallel to one another. This only occurs when the two tubes are mirror images of one another. Thus, in contrast to a crystalline rope of armchair nanotubes, in which eigenstates are extended throughout the rope, we find that the electronic eigenstates of a compositionally disordered rope are strongly localized on individual nanotubes.
This conclusion has important consequences for the transport properties of nanotube ropes. In particular, it provides a natural explanation of the nonlocal effects observed by Bockrath et al. in their multi-terminal conductance measurements. These effects can arise when different electrical leads make contact to different tubes within a rope, allowing the current in a tube to “bypass” an electrical lead which it does not contact.
In the absence of impurities, the eigenstates will be localized on a single tube, but extend across the entire length of a tube. Scattering, either due to impurities or tube ends, will tend to localize the states in the tube direction. Paradoxically, by relaxing the constraint of momentum conservation such scattering will increase the coupling between tubes. Nonetheless, we are led to a picture of highly anisotropic localization.
This picture may help to explain some apparently paradoxical transport data on nanotube mats. At low temperatures, nanotube mats are observed to obey the three dimensional Mott variable range hopping law, $`R=R_0\mathrm{exp}(T_0/T)^{1/4}`$, with $`T_0`$ of order 100 K . If one uses the standard formula for isotropic variable range hopping and knowledge of the nanotube’s density of states, one extracts a localization length of order $`200`$Å. By contrast, Fuhrer et al. have analyzed the scaling of the hopping conductivity with electric field and temperature $`R(E,T)=f(\xi E/T)`$, and have argued that the localization length is much longer, of order 6000Å. Our picture of anisotropic localization offers a possible resolution to this discrepancy. In the simplest model of anisotropic variable range hopping, $`T_0`$ depends on the geometric mean of the localization lengths, $`(\xi _{}\xi _{}^2)^{1/3}`$, while the scaling with electric field depends on the longest localization length, $`\xi _{}`$.
In this paper, we have developed a general framework for describing the electronic coupling between graphene based structures. This approach should prove useful for other problems, including the coupling between neighboring shells of multiwalled tubes as well as the coupling between crossed single walled tubes. Analysis of these problems will be left for future work.
## A Lattice Fourier Transforms
In this appendix, we work out explicitly the Fourier transform in section IIA. As shown in Fig. 1 the positions of the lattice may be written as $`𝐫_i=𝐑+\rho +\eta \tau `$, which may be specified by a lattice vector $`𝐑`$, and a sublattice index $`\eta =\pm 1`$. The position of the center of the hexagon is given by $`\rho `$. Consider first a sum over lattice sites of the form
$$\frac{1}{\sqrt{N}}\underset{i}{}f(𝐫_i)e^{i𝐤𝐫_i}=\frac{1}{\sqrt{N}}\underset{𝐑\eta }{}f(𝐫)e^{i𝐤𝐫}|_{𝐫=𝐑+\rho +\eta \tau }.$$
(A1)
The sum over $`𝐑`$ may be performed by introducing reciprocal lattice vectors $`𝐆`$,
$$=\frac{1}{A_{\mathrm{cell}}\sqrt{N}}\underset{𝐆\eta }{}d^2re^{i𝐆(𝐫\rho \eta \tau )}f(𝐫)e^{i𝐤𝐫}.$$
(A2)
Defining the Fourier transform,
$$f_𝐤=\frac{1}{A_{\mathrm{cell}}\sqrt{N}}d^2rt(𝐫)e^{i𝐤𝐫},$$
(A3)
we may then write
$$\frac{1}{\sqrt{N}}\underset{i}{}f(𝐫_i)e^{i𝐤𝐫_i}=\underset{𝐆\eta }{}e^{i𝐆𝐝_\eta }f_{𝐆+𝐤}.$$
(A4) |
warning/0001/hep-th0001145.html | ar5iv | text | # Untitled Document
hep-th/0001145 CALT-68-2257 CITUSC/00-006
Probable Values of the Cosmological Constant
in a Holographic Theory
Petr Hořava<sup>1,2</sup> and Djordje Minic<sup>1,3</sup>
<sup>1</sup>CIT-USC Center for Theoretical Physics
<sup>2</sup>California Institute of Technology, Pasadena, CA 91125, USA
horava@theory.caltech.edu
<sup>3</sup>Department of Physics and Astronomy, University of Southern California
Los Angeles, CA 90089-0484, USA
minic@physics.usc.edu
We point out that for a large class of universes, holography implies that the most probable value for the cosmological constant is zero. In four spacetime dimensions, the probability distribution takes the Baum-Hawking form, $`dP\mathrm{exp}(cM_p^2/\mathrm{\Lambda })d\mathrm{\Lambda }`$.
January 2000
1. Introduction
One of the central problems of theoretical physics is why the cosmological constant is small .
The cosmological constant problem has a twofold meaning: it is a problem of fundamental physics, because the value of the cosmological constant $`\mathrm{\Lambda }`$ is tied to vacuum energy density. On the other hand, the cosmological constant tells us something about the large scale behaviour of the universe, since a small cosmological constant implies that the observable universe is big and (nearly) flat. The problem is that there is an enormous discrepancy between the value of the vacuum energy density as predicted by quantum field theory of the standard-model degrees of freedom, and the cosmologically observed value of $`\mathrm{\Lambda }`$ . This discrepancy occurs already at very low energy scales, of order eV, and clearly represents the most flagrant naturalness problem in today’s physics.
Thus, the cosmological constant relates the properties of the microscopic physics of the vacuum to the long-distance physics on cosmic scales.<sup>1</sup> This general philosophy was stressed in the wormhole approach to the cosmological constant problem (see for the original references and \[4,,5\] for a critique of this approach). Therefore, the observable smallness of the cosmological constant should tell us something fundamental about the underlying microscopic theory of nature.
In this note we study implications of holography \[6,,7\], taken as a fundamental property of the microscopic theory of quantum gravity, for the cosmological constant problem. Assuming that the cosmological constant is a dynamical variable, and that holographic entropy can be given a Botzmannian interpretation, we point out that the most probable value of the cosmological constant in a holographic theory is zero, in ensembles of universes with finite-area holographic screens.
The argument is very simple, but apparently has not been presented in the literature before.
2. Holography and the Cosmological Constant
It has been suggested on rather general grounds \[8,,9,,10\] that holography should be relevant for solving the cosmological constant problem. In its simplest heuristic form, this argument can be stated as follows. The cosmological constant problem in local quantum field theory is a naturalness problem, following from a gross overcount of the degrees of freedom of the vacuum. In a holographic theory, the Bekenstein-Hawking bound imposes a natural limit on the number of degrees of freedom, which subsequently reduces the vacuum energy density in the microscopic theory. Notice that this intuitive argument does not suggest that $`\mathrm{\Lambda }`$ should be zero; instead, it would make a small but non-zero cosmological constant natural.<sup>2</sup> Various other aspects of the cosmological constant problem in the light of holography have been recently studied in .
In order to make this argument work on a practical level, we may need a precise microscopic model that exhibits holography in a manifest way. A phenomenological model of holography has been proposed in , in the context of M-theory. In that model one is lead, schematically, to the following expansion of the low-energy effective action in four space-time dimensions<sup>3</sup> The phenomenological theory in is formulated in eleven space-time dimensions; here we have implicitly compactified the theory to four dimensions on $`T^7`$.
$$SNM^2d^4x\sqrt{g}\left(M^2+R+\frac{1}{M^2}R^2+\mathrm{}\right)$$
(in this expansion we ignore various multiplicative constants of order one). Here $`M`$ is an infrared scale, essentially the inverse size of the system; $`N`$ is tied to the number of degrees of freedom in the theory; and $`R^2`$ symbolically denotes the terms quadratic in the Riemann tensor. The low-energy (super)gravity regime is defined as the regime in which the Einstein-Hilbert term is kept finite; this determines the Newton constant $`G_N`$ in terms of the infrared mass $`M`$ and the number of degrees of freedom $`N`$
$$G_N{}_{}{}^{1}NM^2.$$
This can be interpreted as the Bekenstein-Hawking formula for $`N`$ in terms of the area of the surface surrounding the system, measured in Planck units. Another indication for holography comes from the following observation. The Einstein-Hilbert term is dominant only if the higher-order curvature terms are surpressed, which happens for $`RM^2`$. This bound coincides with the Bekenstein bound . For exactly the same reason the cosmological constant term in (2.1) is naturally small, of order $`\mathrm{\Lambda }M^2`$ – the “Hubble radius” of the system.
Thus, the phenomenological approach of seems to suggest at a somewhat semi-quantitative level that the cosmological constant problem – as a naturalness problem – could indeed be solved in a holographic theory (for other arguments from a different point of view, see ). However, the problem of finding a truly microscopic theory that manifestly satisfies holography still remains a fascinating challenge that has not been satisfactorily met so far.
Short of a microscopic formulation of a holographic theory, we choose a different strategy to address the cosmological constant problem. We simply assume that holography is valid, and show that in combination with certain robust thermodynamic arguments, holography indeed implies that the most probable value of the cosmological constant is zero.
For concreteness we work in four space-time dimensions, but the argument can be easily generalized to other cases as well.
At large scales gravity is described by the most general local effective action which incorporates the four-dimensional diffeomorphism invariance (the Einstein-Hilbert action, the cosmological constant term, plus higher order terms in the curvature tensor and its derivatives)
$$S_{\mathrm{eff}}=d^4x\sqrt{g}\left(\frac{1}{8\pi G}\mathrm{\Lambda }+\frac{1}{16\pi G}R+aR_{\mu \nu }R^{\mu \nu }+bR^2+cR_{\mu \nu \rho \sigma }R^{\mu \nu \rho \sigma }+\mathrm{}\right).$$
Note that $`\mathrm{\Lambda }`$ denotes an effective cosmological constant, which also takes into account the vacuum energy density of matter. We also assume that $`\mathrm{\Lambda }`$ is a dynamical variable, without specifying a particular mechanism that leads to a dynamical $`\mathrm{\Lambda }`$. Several such mechanisms are available in the literature : coupling gravity to a three-form gauge field , topology change , and chaotic inflation , to name a few.
According to the holographic principle \[6,,14\], the entire information about the space-time can be stored on particular hypersurfaces (called holographic screens) , such that the total number of degrees of freedom living on these holographic screens does not exceed the Bekenstein-Hawking bound. At present this is the only available formulation of the holographic principle, but it will be sufficient for our argument.
Let us concentrate on a class of universes with well-defined holographic screens of finite area, examples of which were explicitly constructed for various space-time geometries in . In this class of universes, a closer look at Einstein’s equations leads to the following scaling relation between the characteristic size $`r`$ of the preferred screen and the cosmological constant
$$\mathrm{\Lambda }r^21.$$
As can be seen in , this relation between $`\mathrm{\Lambda }`$ and $`r`$ is valid for a broad class of holographic screens in spacetimes with non-negative $`\mathrm{\Lambda }`$, including the de Sitter spacetime, the Einstein static universe, and a class of the Robertson-Walker cosmologies. In the de Sitter case, for example, the preferred screen is the cosmological horizon , whose area is given by
$$A=\frac{12\pi }{\mathrm{\Lambda }}.$$
In the anti-de Sitter spacetime, the size of the holographic screen is infinite, and we do not know whether our argument can be extended to the cases with holographic screens of infinite area.
The holographic principle asserts that the total number of degrees of freedom, or entropy $`S`$, living on the holographic screen is bounded by one quarter of the area in Planck units,
$$Sr^2M_p^2.$$
Of course, this formula is just an upper bound, and should be really treated as an inequality. We will take this into account below.
Using the scaling relation (2.1) valid for the holographic screens, together with the Bekenstein-Hawking bound (2.1), we get an intriguing formula which relates the cosmological constant and the holographic gravitational entropy $`S`$
$$\mathrm{\Lambda }SM_p^2.$$
More precisely, this formula should be viewed as an inequality
$$S\frac{M_p^2}{\mathrm{\Lambda }}.$$
Thus, the holographic gravitational entropy (or the total number of degrees of freedom living on the holographic screens) $`S`$ increases with a decreasing cosmological constant.
We use this observation to argue that the most probable value for the cosmological constant is zero. The argument proceeds as follows.
At large distances the cosmological constant could be treated as a classical variable (its fluctuations can be neglected). Thus, following the Boltzmann principle from statistical mechanics , the probabity distribution for the cosmological constant $`\mathrm{\Lambda }`$ to have a value in the interval from $`\mathrm{\Lambda }`$ to $`\mathrm{\Lambda }+d\mathrm{\Lambda }`$ is given by
$$w(\mathrm{\Lambda })d\mathrm{\Lambda }=\mathrm{𝚌𝚘𝚗𝚜𝚝}\mathrm{exp}\left\{S(\mathrm{\Lambda })\right\}$$
(with the Boltzmann constant set to one). In (2.1), $`S(\mathrm{\Lambda })`$ is the holographic entropy, which can be formally regarded as a function of $`\mathrm{\Lambda }`$ using (2.1). We conclude that
$$w(\mathrm{\Lambda })d\mathrm{\Lambda }=\mathrm{𝚌𝚘𝚗𝚜𝚝}\mathrm{exp}\left\{\frac{cM_p^2}{\mathrm{\Lambda }}\right\}.$$
Here $`c`$ denotes a constant of order one which takes into account the neglected numerical factors. This formula tells us that the probability distribution is strongly peaked around the value $`\mathrm{\Lambda }=0+`$. Hence, the most probable value for the cosmological constant, as implied by holography and thermodynamics, is zero.
We have obtained this formula by saturating the Bekenstein-Hawking bound, but it is easy to see that even if the holographic bound is taken as a true inequality the same conclusion follows, due to the properties of the function $`\mathrm{exp}\{\frac{cM_p^2}{\mathrm{\Lambda }}\}`$, and the fact that the probability distributions have to be normalized to one. Notice also that we have implicitly worked with a microcanonical ensemble of universes, given our Boltzmannian interpretation of the holographic entropy.<sup>4</sup> Some aspects of the microcanonical ensemble for gravity have been discussed in .
3. Discussion
Here we compare our result with the Baum-Hawking mechanism for the vanishing of the cosmological constant.
Our probability distribution (2.1) exhibits the same exponential dependence on $`1/\mathrm{\Lambda }`$ as the probability formula obtained in Euclidean quantum gravity by Baum and Hawking .<sup>5</sup> In $`D`$ spacetime dimensions, our probability distribution generalizes to $`\mathrm{exp}\left\{\stackrel{~}{c}M_p^{D2}\mathrm{\Lambda }^{(2D)/2}\right\}`$, and therefore gives a functional dependence on $`\mathrm{\Lambda }`$ which again agrees with the result of the Euclidean path integral approach. In the case of de Sitter universes, the exact value of the numerical constant $`c`$ in (2.1) follows from (2.1), and is found to be $`c=3\pi `$. Thus, for de Sitter universes, our holographic probability distribution exactly coincides with the Baum-Hawking distribution.
Recall that the Baum-Hawking mechanism asumes the validity of the Euclidean effective action formalism in quantum gravity; the Minkowski action would lead to an oscillating factor $`\mathrm{exp}[i\frac{M_p^2}{\mathrm{\Lambda }}]`$ which completely changes the conclusion about the most probable value for the cosmological constant. Also, the Euclidean action for Einstein’s gravity is well known to be unbounded from below; this fact renders the Baum-Hawking mechanism rather problematic. Moreover, it is not clear – at least within the Hamiltonian approach as presented in – whether the Baum-Hawking factor $`\mathrm{exp}[\frac{cM_p^2}{\mathrm{\Lambda }}]`$ can be interpreted as a probability distribution in the context of Euclidean quantum gravity with spacetime topology change.
By contrast, our argument is based on the assumptions of holography (without specifying its microscopic origin) and thermodynamics. According to the holographic principle, the holographic entropy counts the total number of degrees of freedom in quantum gravity. The use of the Boltzmann formula is therefore justified by the microscopic definition of entropy. Likewise, the use of the problematic Euclidean formalism of quantum gravity has been completely avoided by the use of the holographic principle. Nevertheless, we find it intriguing that the same probability distribution is found in both cases.
In this paper, we have presented a simple argument suggesting that in a holographic theory, the cosmological constant can be naturally small. This conclusion follows from the simple but somewhat subtle fact that by maximizing the entropy in a holographic theory, one minimizes the vacuum energy density, which indeed seems contrary to the intuitive expectation based on our experience with local field theory, where large entropy gives a large contribution to the vacuum energy density.
We wish to thank T. Banks, J. Polchinski, A. Strominger, and E. Witten for useful discussions. The work of P.H. has been supported in part by a Sherman Fairchild Prize Fellowship, and by DOE grant DE-FG03-92-ER 40701. The work of D.M. has been supported in part by the US Department of Energy under grant number DE-FG03-84ER 40168.
References
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warning/0001/nlin0001049.html | ar5iv | text | # Period Stabilization in the Busse-Heikes Model of the Küppers-Lortz Instability
## 1 Introduction
One of the most extensively studied systems, in the field of pattern formation in nonequilibrium systems, is Rayleigh-Bénard thermal convection. In many geophysical and astrophysical systems, thermally induced convection is combined with Coriolis forces induced by rotation. Therefore, Rayleigh-Bénard convection in fluid layers rotating around a vertical axis is a hydrodynamical system of significant importance. Specially interesting is a spatio-temporal regime that takes place above a critical rotation angular velocity. The system breaks up into a persistent dynamical state such that set of parallel convection rolls are seen to change orientation with a characteristic period. This phenomenon is known as the Küppers-Lortz instability . This instability can be described as follows: for an angular rotation speed $`\mathrm{\Omega }`$ greater than some critical value $`\mathrm{\Omega }_c`$, convective rolls lose their stability with respect to rolls inclined at an angle of about $`60^0`$ in the sense of rotation. The new rolls undergo the same instability, so that there is no stable steady-state pattern. As a result spatially disordered patterns arise already arbitrarily close to the onset of convection. Experimental characterization of this regime of spatio-temporal chaos has been reported in . Most experiments have been performed for small Prandtl numbers and have been theoretically described in the realm of Swift-Hohenberg models with and without the inclusion of mean flow effects. On the other hand, large Prandtl numbers lead to more rigid convection rolls. In this situation mean flow coupling can be neglected and, in the limit of infinite Prandtl numbers, three-mode models have been shown to exhibit the same qualitative features as more sophisticate Swift-Hohenberg models that take into account the full range of possible roll orientations.
We consider in this paper a three-mode model proposed by Busse and Heikes to study the Küppers-Lortz instability. Each mode represents the amplitude of a set of parallel rolls with an orientation of $`60^{}`$ to each other. This model contains an attracting heteroclinic cycle connecting three fixed points corresponding to the three different roll solutions. The model predicts successfully the existence of a region in parameter space in which the roll solution is unstable, but fails to reproduce the experimental observation of an approximately constant period between roll alternation. Whereas Busse and Heikes speculated that such a constant period would be obtained by the addition of noise, a conclusion confirmed by Stone and Holmes , no systematic study of the relation of the period to the system parameters has been performed so far. Another explanation for period stabilization has been given by Cross and Tu who have performed numerical investigations of an extension of the Busse-Heikes equations, where a spatial variation of the amplitudes has been introduced. In this paper, we study in detail these two proposed mechanisms for period stabilization in the Busse-Heikes model: (i) addition of noise and (ii) the consideration of spatial-dependent terms.
The paper is organized as follows: in section 2 we present a description of the Busse-Heikes model and give a clear physical explanation of the period divergence. We describe the dynamics in terms of a relaxational and a nonrelaxational part. The alternating period is calculated for the latter part which is associated with a slowly varying time-dependent Hamiltonian. In section 3 we consider the same model with the inclusion of additive white noise terms and we calculate the mean period stabilized by noise in terms of the previous dynamical picture. Sections 2 and 3 discuss ordinary differential equations for the amplitudes of the three modes. In section 4 we consider the more physically appropriate situation of spatial-dependent amplitudes in a $`d=2`$ model and study the influence on the dynamics of isotropic and anisotropic spatial-dependent terms. We describe the formation of vertices and how the period of roll alternation is determined by the competition of front motion around the vertices and the Küppers-Lortz instability.
## 2 Busse-Heikes Model
Based on the fact that, in a first approximation, only three directions are relevant to this problem, Busse and Heikes proposed a dynamical model to study the Küppers-Lortz instability. The vertical component of the velocity field $`\mathrm{\Psi }(𝐫,t)`$ is written as:
$$\mathrm{\Psi }(𝐫,t)=\underset{j=1}{\overset{3}{}}A_j(𝐫,t)\mathrm{e}^{iq_0\widehat{𝐞}_j𝐫}+\mathrm{c}.c.$$
(1)
(“c.c.” denotes complex conjugate). The vectors $`\widehat{𝐞}_j`$ are unit vectors in directions $`j=1,2,3`$ which form an angle of $`60^{}`$ between them, and $`q_0`$ is the selected wavenumber of the convection pattern. In this model the (complex) amplitudes of the three rotating modes, $`A_1`$, $`A_2`$, $`A_3`$, are independent of space and follow the evolution equations :
$`\dot{A}_1`$ $`=`$ $`A_1[\nu |A_1|^2(1+\mu +\delta )|A_2|^2(1+\mu \delta )|A_3|^2],`$
$`\dot{A}_2`$ $`=`$ $`A_2[\nu |A_2|^2(1+\mu +\delta )|A_3|^2(1+\mu \delta )|A_1|^2],`$ (2)
$`\dot{A}_3`$ $`=`$ $`A_3[\nu |A_3|^2(1+\mu +\delta )|A_1|^2(1+\mu \delta )|A_2|^2].`$
The parameter $`\nu `$ is proportional to the difference between the Rayleigh number and the the critical Rayleigh number for convection. We will consider exclusively in this paper the case of well-developed convection for which the parameter $`\nu `$ can be rescaled to $`1`$, i.e. $`\nu =1`$ henceforth. The exact relation of $`\mu `$ and $`\delta `$ to the fluid properties has been given in . We mention here that $`\mu `$ is a parameter related to the temperature gradient and the Taylor number (proportional to the rotation speed $`\mathrm{\Omega }`$) in such a way that it takes a nonzero value in the case of no rotation, $`\mathrm{\Omega }=0`$, whereas $`\delta `$ is related to the Taylor number in such a way that $`\mathrm{\Omega }=0`$ implies $`\delta =0`$. We will consider only $`\mathrm{\Omega }>0`$, or $`\delta >0`$; the case $`\mathrm{\Omega }<0`$ ($`\delta <0`$) follows by a simple change of the coordinate system. Although the dynamical equations are defined for all values of the parameters, only the case $`\mu 0`$ is physically relevant. Writing $`A_j=\sqrt{R_j}\mathrm{e}^{i\theta _j}`$ we obtain equations for the modulus square of the amplitudes $`R_j`$:
$`\dot{R}_1`$ $`=`$ $`2R_1[1R_1(1+\mu +\delta )R_2(1+\mu \delta )R_3],`$
$`\dot{R}_2`$ $`=`$ $`2R_2[1R_2(1+\mu +\delta )R_3(1+\mu \delta )R_1],`$ (3)
$`\dot{R}_3`$ $`=`$ $`2R_3[1R_3(1+\mu +\delta )R_1(1+\mu \delta )R_2],`$
and for the phases $`\theta _j`$:
$`\dot{\theta }_1`$ $`=`$ $`0,`$
$`\dot{\theta }_2`$ $`=`$ $`0,`$ (4)
$`\dot{\theta }_3`$ $`=`$ $`0.`$
It follows that the phases are simply arbitrary constants fixing the location of the rolls. A solution of the form $`\mathrm{\Psi }(𝐫)=\sqrt{R_j}\mathrm{e}^{i(q_0\widehat{𝐞}_j𝐫+\theta _j)}+\mathrm{c}.c.`$ represents a set of rolls of wavelength $`2\pi /q_0`$, oriented in a direction perpendicular to the vector $`\widehat{𝐞}_j`$. Hence, in this model one can simply consider the equations for the real variables $`R_j`$ instead of the equations for the complex variables $`A_j`$. A similar set of equations has been proposed to study population competition dynamics. For a single biological species, the Verhulst or logistic model assumes that its population $`N(t)`$ satisfies the evolution equation:
$$\frac{dN}{dt}=rN(1\lambda N),$$
(5)
where $`r`$ is the reproductive growth rate and $`\lambda `$ is a coefficient denoting competition amongst the members of the species. If three species are competing together, it is adequate in some occasions to model this competition by introducing a Gause–Lotka–Volterra type of equations :
$`\dot{N}_1`$ $`=`$ $`rN_1\left(1\lambda N_1\alpha N_2\beta N_3\right),`$
$`\dot{N}_2`$ $`=`$ $`rN_2\left(1\lambda N_2\alpha N_3\beta N_1\right),`$ (6)
$`\dot{N}_3`$ $`=`$ $`rN_3\left(1\lambda N_3\alpha N_1\beta N_2\right),`$
which are the same that the Busse-Heikes equations (3) for the modulus square of the amplitudes $`R_j`$ with the identifications: $`r=2`$, $`\lambda =1`$, $`\alpha =1+\mu +\delta `$, $`\beta =1+\mu \delta `$. These equations are the basis of May and Leonard analysis . We also mention the work of Soward which is concerned with the study of the nature of the bifurcations mainly, but not limited to, close to the convective instability for small $`\nu `$, in a slightly more general model that includes also quadratic nonlinearities in the equations. In the remaining of the section we will analyze some of the properties of the solutions of the Busse-Heikes equations (2). Although our analysis essentially reobtains the results of May and Leonard, we find it convenient to give it in some detail because, besides obtaining some further analytical expressions for the time variation of the amplitudes, we are able in some cases of rewriting the dynamics in terms of a Lyapunov potential. The existence of this Lyapunov potential allows us to interpret the asymptotic dynamics for $`\mu =0`$ as a residual (conservative) Hamiltonian dynamics. For $`\mu >0`$ we will use an adiabatic approximation with a time-dependent Hamiltonian. This interpretation will turn out to be very useful in the case that noise terms are added to the dynamical equations, because the found Lyapunov potential governs approximately the stationary probability distribution.
We first look for stationary solutions of the Busse-Heikes equations (2). The fixed point solutions are the following:
(a) The null solution: $`R_1=R_2=R_3=0`$.
(b) Roll solutions. There are three families of these solutions, each characterized by a unique nonvanishing amplitude, for instance: $`(R_1,R_2,R_3)=(1,0,0)`$ is a roll solution with rolls perpendicular to the $`\widehat{𝐞}_1`$ direction, and so on.
(c) Hexagon solutions. The three amplitudes are equal and different from 0, namely $`R_1=R_2=R_3=\frac{1}{3+2\mu }`$. They only exist for $`\mu >3/2`$.
(d) Rhombus solutions. There are three families of these solutions, in which two amplitudes are different from $`0`$ and the third amplitude vanishes. For instance: $`(R_1,R_2,R_3)=(\frac{\mu +\delta }{\mu (\mu +2)\delta ^2},\frac{\mu \delta }{\mu (\mu +2)\delta ^2},0)`$. They only exist for $`\mu >\delta `$, or $`1\sqrt{1+\delta ^2}<\mu <\delta `$.
The stability of the previous solutions can be studied by means of a linear stability analysis. The result is summarized in Fig. 1. For $`\mu <3/2`$ there are no stable solutions and the amplitudes grow without limit. The rhombus and null solutions are never stable. The hexagon solutions are stable for $`3/2<\mu <0`$. The roll solutions are stable for $`\mu >\delta `$. For $`0<\mu <\delta `$ there are no stable solutions, but the amplitudes remain bounded. This instability can be described as follows: consider the unstable roll solution $`(R_1,R_2,R_3)=(1,0,0)`$. The amplitude of the $`A_2`$ mode starts growing and that of $`A_1`$ decreasing in order to reach the roll solution $`(0,1,0)`$. However, this new roll solution is also unstable, and before it can be reached, the dynamical system starts evolving towards the roll solution $`(0,0,1)`$, which is unstable and evolves towards the solution $`(1,0,0)`$ which is unstable, and so on. Schematically, we can represent the situation as follows:
$$(1,0,0)(0,1,0)(0,0,1)(1,0,0)(0,1,0)\mathrm{}$$
(7)
This is the Küppers-Lortz instability that shows up in the rotation of the convective rolls. The Küppers-Lortz unstable region is characterized by the presence of three unstable fixed points, and a heteroclinic cycle connecting them.
The novelty of our treatment consists in writing the Busse-Heikes equations of motion in the form:
$$\dot{A}_j=\frac{V}{A_j^{}}+\delta v_j,j=1,2,3,$$
(8)
with the potential function:
$`V(A_1,A_2,A_3)`$ $`=`$ $`\left(|A_1|^2+|A_2|^2+|A_3|^2\right)+{\displaystyle \frac{1}{2}}\left(|A_1|^4+|A_2|^4+|A_3|^4\right)+`$
$`(1+\mu )\left(|A_1|^2|A_2|^2+|A_2|^2|A_3|^2+|A_3|^2|A_1|^2\right)`$
$`=`$ $`\left(R_1+R_2+R_3\right)+{\displaystyle \frac{1}{2}}\left(R_1^2+R_2^2+R_3^2\right)+(1+\mu )\left(R_1R_2+R_2R_3+R_3R_1\right),`$
and
$`v_1`$ $`=`$ $`A_1(|A_2|^2+|A_3|^2)=A_1(R_2+R_3),`$
$`v_2`$ $`=`$ $`A_2(|A_3|^2+|A_1|^2)=A_2(R_3+R_1),`$ (10)
$`v_3`$ $`=`$ $`A_3(|A_1|^2+|A_2|^2)=A_3(R_1+R_2).`$
The first term in the right-hand side of (8) describes relaxation in the potential $`V(A_1,A_2,A_3)`$. In the case $`\delta =0`$, hence, the dynamics is described simply as the relaxation, along the gradient lines of the potential $`V`$, in order to reach a minimum of $`V`$. In the case $`\delta >0`$ there is another contribution to the dynamics. Its effect can be analyzed partly by looking at the time evolution of the potential:
$$\frac{dV}{dt}=\underset{j=1}{\overset{3}{}}\frac{V}{A_j}\frac{dA_j}{dt}+\mathrm{c}.c.=2\underset{j=1}{\overset{3}{}}|\frac{V}{A_j}|^2+\delta [\underset{j=1}{\overset{3}{}}\frac{V}{A_j}v_j+\mathrm{c}.c.].$$
(11)
Therefore, when the so-called orthogonality condition is satisfied:
$$\delta [\underset{j=1}{\overset{3}{}}\frac{V}{A_j}v_j+\mathrm{c}.c.]=0,$$
(12)
the function $`V`$ decreases along the dynamical trajectories and it becomes a Lyapunov potential if it is bounded from below (which is the case for $`\mu >3/2`$). Using equations (2) and (2), (11) can be rewritten as:
$$\frac{dV}{dt}=2\underset{j=1}{\overset{3}{}}\left|\frac{V}{A_j}\right|^22\mu \delta (|A_1|^2|A_2|^2)(|A_2|^2|A_3|^2)(|A_3|^2|A_1|^2),$$
(13)
so that the orthogonality condition is seen to be satisfied for $`\mu \delta =0`$. In the case $`\delta =0`$, the system is purely relaxational in the potential $`V`$ and the corresponding stability diagram can be obtained also by looking at the minima of $`V`$. For the null solution, the potential takes the value $`V=0`$; for the rhombus, $`V=1/(2+\mu )`$; for the roll solution, $`V=1/2`$; and, finally, for the hexagon solution, $`V=3/(6+4\mu )`$. The study of the potential (for $`\delta =0`$) shows that the null and rhombus solutions correspond always to maxima of the potential and are, therefore, unstable everywhere. It turns out that the rolls (hexagons) are maxima (minima) of the potential for $`\mu <0`$ and minima (maxima) for $`\mu >0`$. Also, the potential for the roll solution is smaller that the potential for the other solutions whenever $`\mu >0`$, indicating that the rolls are the most stable (and indeed the only stable ones) solutions in this case. Unfortunately, this simple criterion does not have an equivalent in the nonrelaxational case, $`\delta >0`$, for which one has to perform the full linear stability analysis.
### 2.1 The case $`\mu =0`$
According to the result (13), the function $`V(A_1,A_2,A_3)`$ is a Lyapunov potential whenever $`\mu \delta =0`$. As discussed in the previous section, the case $`\delta =0`$ implies a relaxational gradient dynamics in which all variables tend to fixed values. In the case $`\mu =0`$, $`\delta >0`$, the dynamics is nonrelaxational potential and, whereas the dynamics still leads to the surface of minima of the Lyapunov function, there is a residual motion in this surface for which $`dV/dt=0`$. In other words: the relaxational terms in the dynamics make the system evolve towards the degenerate minimum of the potential (which for $`\mu =0`$ occurs at $`R_1+R_2+R_3=1`$). The residual motion is governed by the nonrelaxational part which is proportional to $`\delta `$ and this residual motion disappears for $`\delta =0`$, the relaxational gradient case.
According to this reduction of the dynamics as a residual motion in the surface of minima of the potential $`V`$, strictly valid only for $`\mu =0`$, it turns out that it is possible to solve essentially the equations of motion. By “essentially” we mean that after a transient time in which the system is driven to the minima of $`V`$, the residual motion is a conservative one in which it is possible to define a Hamiltonian-like function that allows one to find explicit expressions for the time variation of the dynamical variables. Let us define the variable
$$X(t)=R_1+R_2+R_3.$$
(14)
It is straightforward to show that, for arbitrary $`\mu `$ and $`\delta `$, $`X`$ satisfies the evolution equation:
$$\dot{X}=2X(1X)4\mu Y,$$
(15)
where:
$$Y(t)=R_1R_2+R_2R_3+R_3R_1.$$
(16)
In the case $`\mu =0`$ the equation for $`X(t)`$ is a closed equation whose solution is
$$X(t)=\frac{1}{\left(\frac{1}{X_0}1\right)\mathrm{e}^{2t}+1}.$$
(17)
Here $`X_0=X(t=0)`$. From this expression it turns out that $`lim_t\mathrm{}X(t)=1`$ independently of the initial condition. In practice, and due to the exponential decay towards $`1`$ of the above expression, after a transient time of order $`1`$, $`X(t)`$ already takes its asymptotic value $`X(t)=1`$. Therefore, we can substitute $`R_1(t)`$, say, by $`1R_2(t)R_3(t)`$ to obtain evolution equations for $`R_2(t)`$ and $`R_3(t)`$. In this way, the original 3-variable problem, Eqs. (3), is reduced to a residual dynamics in a 2-variable subspace:
$`\dot{R}_2`$ $`=`$ $`2\delta R_2(1R_22R_3),`$ (18)
$`\dot{R}_3`$ $`=`$ $`2\delta R_3(12R_2R_3).`$ (19)
These are Hamilton’s equations:
$`\dot{R}_2`$ $`=`$ $`2\delta {\displaystyle \frac{}{R_3}},`$ (20)
$`\dot{R}_3`$ $`=`$ $`2\delta {\displaystyle \frac{}{R_2}},`$ (21)
corresponding to the Hamiltonian:
$$(R_2,R_3)=R_2R_3(1R_2R_3).$$
(22)
As a consequence, in the asymptotic dynamics for which the Hamiltonian description is valid, $`(t)`$ is a constant of motion, $`=E`$, which will be called the “energy”. The Hamiltonian dynamics is valid only after a transient time, but the value of $`E`$ depends only on initial conditions at $`t=0`$. The dependence of $`E`$ on the initial conditions can be found by introducing the variable $`\widehat{}`$:
$$\widehat{}=R_1R_2R_3$$
(23)
which, in the asymptotic limit ($`t\mathrm{}`$) is equivalent to $``$. It is easy to show that, for arbitrary values of $`\mu `$ and $`\delta `$, $`\widehat{}`$ satisfies the following evolution equation:
$$\widehat{}^1\frac{d\widehat{}}{dt}=6(6+4\mu )X$$
(24)
(one can reduce the original dynamical problem to variables $`\{X,Y,\widehat{}\}`$ but the equation for $`\dot{Y}`$ turns out to be too complicated, see ). If we substitute the solution for $`X(t)`$ valid in the case $`\mu =0`$ we obtain:
$$\widehat{}(t)=\widehat{}_0\left[(1X_0)e^{2t}+X_0\right]^3,$$
(25)
with $`\widehat{}_0=\widehat{}(t=0)`$. The asymptotic value for $``$ is
$$E=\underset{t\mathrm{}}{lim}(t)=\underset{t\mathrm{}}{lim}\widehat{}(t)=\frac{\widehat{}_0}{X_0^3}=\frac{R_1(0)R_2(0)R_3(0)}{(R_1(0)+R_2(0)+R_3(0))^3}.$$
(26)
Again, this asymptotic value is reached after a transient time of order 1. This expression suggests to define the time-dependent variable:
$$E(t)=\frac{\widehat{}}{X^3}=\frac{R_1R_2R_3}{(R_1+R_2+R_3)^3},$$
(27)
whose evolution equation (again, for arbitrary $`\mu `$, $`\delta `$) is:
$$\frac{dE}{dt}=4\mu \left(X3\frac{Y}{X}\right)E4\mu f(t)E.$$
(28)
Therefore, in the case $`\mu =0`$, $`E(t)=E`$ is a constant of motion that coincides, in the asymptotic limit when $`X=1`$, with the numerical value of the Hamiltonian $``$. According to their definition, $`E(t)`$ is a bounded function $`0E(t)1/27`$ and $`f(t)0`$ for $`R_j0,j=1,2,3`$.
The problem in the case $`\mu =0`$ can now be given an explicit solution. After a transient time (or order 1), the motion occurs on the plane $`R_1+R_2+R_3=1`$, see Fig. 2. The motion is periodic because it corresponds to a Hamiltonian orbit with a fixed energy. The exact shape of the trajectory depends on the value of the energy $`E`$ which, in turn, depends on initial conditions. More interestingly, the period of the orbit can also be computed. For this, we solve the evolution equation (again asymptotically) for, say, $`R_3`$. By elimination of $`R_2`$ by setting $`=E`$ in Eq. (22):
$$R_2=\frac{1}{2}\left(1R_3\pm \sqrt{(1R_3)^24E/R_3}\right),$$
(29)
we obtain a closed equation for $`R_3`$:
$$\dot{R}_3=\pm 2\delta \sqrt{R_3^2(1R_3)^24ER_3}.$$
(30)
Let $`b`$ and $`c`$ be the return points, i.e. the solutions of
$$R_3(1R_3)^24E=0,$$
(31)
lying in the interval $`(0,1)`$ . The three roots, $`a,b,c`$, of the above third-degree equation are real and two of them (the return points $`b,c`$) lie in the interval $`(0,1)`$. The explicit expression for the roots is:
$`a`$ $`=`$ $`{\displaystyle \frac{2}{3}}\left[1+\mathrm{cos}{\displaystyle \frac{\theta }{3}}\right],`$ (32)
$`b`$ $`=`$ $`{\displaystyle \frac{2}{3}}\left[1+\mathrm{cos}{\displaystyle \frac{\theta 2\pi }{3}}\right],`$ (33)
$`c`$ $`=`$ $`{\displaystyle \frac{2}{3}}\left[1+\mathrm{cos}{\displaystyle \frac{\theta +2\pi }{3}}\right],`$ (34)
where
$$\theta =\mathrm{arccos}(54E1).$$
(35)
Integration of (30) yields the equation of motion for $`R_3(t)`$:
$$_c^{R_3(t)}\frac{dx}{\sqrt{x(xa)(xb)(xc)}}=2\delta _{t_0}^t𝑑t^{},$$
(36)
where we have chosen the initial time $`t_0`$ to correspond to the minimum value when $`R_3(t)=c`$. The integral in the left hand side can be expressed in terms of the Jacobi elliptic function $`\mathrm{sn}[x|q]`$, to yield:
$$R_3(t)=\frac{bc}{b+(cb)\mathrm{sn}^2[\delta \sqrt{b(ac)}(tt_0)|q]},$$
(37)
where
$$q=\frac{a(bc)}{b(ac)}.$$
(38)
The period of the orbit $`T`$ can be expressed in terms of the complete elliptic function of the first kind $`K(q)`$:
$$T=\frac{2}{\delta \sqrt{b(ac)}}K(q)$$
(39)
and $`R_3(t)`$ can be written as:
$$R_3(t)=\frac{bc}{b+(cb)\mathrm{sn}^2\left[\frac{2K(q)}{T}(tt_0)|q\right]},$$
(40)
Finally, the evolution equations for the other variables are:
$`R_1(t)`$ $`=`$ $`R_3(tT/3),`$ (41)
$`R_2(t)`$ $`=`$ $`R_3(t2T/3).`$ (42)
Summarizing, the behavior of the dynamical system in the case $`\mu =0`$ can be described as follows: after a transient time (or order $`1`$) the three variables $`R_1`$, $`R_2`$, $`R_3`$ vary periodically in time on the plane $`R_1+R_2+R_3=1`$. When $`R_1`$ decreases, $`R_2`$ increases, etc. The period of the orbit depends only on the initial conditions through a constant of motion $`E`$. The explicit expression for the period, Eq. (39), shows that the period diverges logarithmically when $`E`$ tends to zero, namely
$$T(E)=\frac{3}{2\delta }\mathrm{ln}E\times (1+O(E)),$$
(43)
and the amplitude of the oscillations $`\mathrm{\Delta }bc`$ depends also on the constant $`E`$. When $`E`$ tends to $`0`$ the amplitude approaches $`1`$:
$$\mathrm{\Delta }=(12E^{1/2})\times (1+O(E)).$$
(44)
All these relations have been confirmed by a numerical integration of the Busse-Heikes equations. In Fig. 3 we plot the time evolution of the amplitudes in the case $`\mu =0`$, $`\delta =1.3`$. In this figure we can observe that, after an initial transient time, there is a periodic motion (characteristic of the Küppers-Lortz instability) well described by the previous analytical expressions.
### 2.2 The case $`\mu >0`$
Once we have understood the case $`\mu =0`$, we now turn to $`\mu >0`$. In this case, the function $`V`$ is no longer a Lyapunov potential and we can not reduce the motion to a Hamiltonian one on the surface of minima of $`V`$. However, since the main features of the Küppers-Lortz dynamics are already present in the case $`\mu =0`$ one would like to perform some kind of perturbative analysis valid for small $`\mu `$ in order to characterize the Küppers-Lortz instability. We exploit these ideas in order to develop some heuristic arguments that will allow us to make some quantitative predictions about the evolution of the system.
According to Eq. (28), one can infer that $`E(t)`$ decreases with time in a characteristic time scale of order $`\mu ^1`$. If $`\mu `$ is small, $`E(t)`$ decreases very slowly and we can extend the picture of the previous section by using an adiabatic approximation. We assume, then, that the evolution for $`\mu >0`$ can be described by a Hamiltonian dynamics with an energy that slowly decreases with time. Hence, in reducing the energy, the system evolves by spiraling from a periodic orbit to another (similarly to a damped harmonic oscillator). Assuming this picture of a time-dependent energy $`E(t)`$, the main features of the case $`\mu =0`$ can now be extended. This model has several predictions:
$``$ After a transient time of order $`1`$, the motion occurs near the plane $`R_1+R_2+R_3=1`$. This is checked in the simulations as we can see in Fig. 4 where we plot the time evolution of the three amplitudes as well as their sum, in the case $`\delta =1.3,\mu =0.1`$.
$``$ The period of the orbits is now a function of time. Since the energy decreases towards zero, it follows from Eq. (43) that the period diverges with time. Moreover, it is possible to give an approximate expression for the time dependence of the period. By integration of equation (28), we obtain:
$$E(t)=E(t_0)\mathrm{e}^{4\mu _{t_0}^tf(t^{})𝑑t^{}}E(t_0)\mathrm{e}^{4\mu (tt_0)},$$
(45)
where we have approximated $`f(t)`$ by its asymptotic value $`f(t)=1`$. Once we have the time evolution of the energy, we can compute the time dependence of the period by using $`T(t)=T(E(t))`$ as given by (39). For late times, the energy is small and the asymptotic result (43) leads to:
$$T(t)=T_0+\frac{6\mu }{\delta }t.$$
(46)
This shows that the period increases linearly with time, in agreement with the results of in which the residence period was shown to behave also linearly with time (although with a different prefactor). In order to check this relation, we have performed a numerical integration of Eqs. (2) and computed the period $`T`$, defined as the time it takes for a given amplitude to cross a reference level (taken arbitrarily as $`R_j=0.5`$), as a function of time. The results for $`\delta =\{1.3,3\}`$ and $`\mu =\{0.1,0.01\}`$, plotted in Fig. 5, show that there is a perfect agreement between the theoretical expression and the numerical results.
$``$ The amplitude of the oscillations, as given by the return points $`\mathrm{\Delta }(t)=b(t)c(t)`$ is now a function of time. Using expression (44) with an energy that decreases with time as in Eq. (45) we obtain that the amplitude of the oscillations increases with time, see Fig. 4, and that it approaches $`1`$ in a time or order $`t\mu ^1`$. More specifically, we have:
$$1\mathrm{\Delta }(t)=(1\mathrm{\Delta }_0)\mathrm{e}^{2\mu t}.$$
(47)
In summary, for the case $`\mu >0`$, the period of the orbits, which is a function of the energy, increases linearly with time and the amplitude of the oscillations approaches $`1`$. We characterize in this way the increase of the period between successive alternation of the dominating modes, see Fig. 4, as an effect of the Hamiltonian dynamics with a slowly decreasing energy. This prediction of the Busse–Heikes model for the Küppers-Lortz instability is unphysical, since the experimental results do not show such an increase of the period. Busse and Heikes were fully aware of this problem and suggested that noise terms (“small amplitude disturbances”), that are present at all times, prevent the amplitudes from decaying to arbitrary small levels and a motion which is essentially periodic but with a fluctuating period is established. In the next section we study the effect of noise in the dynamical equations.
## 3 Busse-Heikes model in the presence of noise
In order to account for the effect of the fluctuations, we modify the Busse-Heikes equations by the inclusion of noise terms:
$`\dot{A}_1`$ $`=`$ $`A_1[1|A_1|^2(1+\mu +\delta )|A_2|^2(1+\mu \delta )|A_3|^2]+\xi _1(t),`$
$`\dot{A}_2`$ $`=`$ $`A_2[1|A_2|^2(1+\mu +\delta )|A_3|^2(1+\mu \delta )|A_1|^2]+\xi _2(t),`$ (48)
$`\dot{A}_3`$ $`=`$ $`A_3[1|A_3|^2(1+\mu +\delta )|A_1|^2(1+\mu \delta )|A_2|^2]+\xi _3(t).`$
We take the simplest case in which the $`\xi _i(t)`$ are, complex, white–noise processes with correlations:
$$\xi _i(t)\xi _j^{}(t^{})=2ϵ\delta (tt^{})\delta _{ij}.$$
(49)
As mentioned before, and in the case of parameter values lying inside the Küppers-Lortz instability region, noise prevents the system from spending an increasing amount of time near any of the (unstable) fixed points. The mechanism for this is that fluctuations are amplified when the trajectory comes close to one of the (unstable) fixed points of the dynamics and the trajectory is then repelled towards another fixed point . Hence, a fluctuating, but periodic on average, trajectory is sustained by noise. Within the general picture developed in the previous section, the main role of noise for $`\mu >0`$ is that of preventing $`E(t)`$ from decaying to zero. This can be understood in the following qualitative terms: when noise is absent, the dynamics brings the system to the surface of minima of $`V`$, where the dissipative terms act by decreasing the energy in a time scale of order $`\mu ^1`$, see Eq. (45). The inclusion of noise has the effect of counteracting this energy decrease that occurs in the surface of minima of $`V`$. As a consequence, $`E(t)`$ no longer decays to zero but it stabilizes around a mean value $`E`$. By stabilizing the orbit around that one corresponding to the mean value $`E`$, fluctuations in the residual motion stabilize the mean period to a finite value. In order to check this picture, we have performed numerical simulations of Eqs. (48) for small noise amplitude $`ϵ`$, using a stochastic Runge-Kutta algorithm . The numerical simulations, see Fig. 6, show indeed that the trajectories have a well defined average period $`T`$.
From a more quantitative point of view, and according to the previous picture, we can compute the mean period $`T`$, which in the purely Hamiltonian case was a function of $`E`$, see Eq. (39), by using the same function applied to the mean value of $`E`$, i.e. $`T=T(E)`$. This relation has been checked in the numerical simulations. In Fig. 7 we plot the mean period $`T`$ versus the period calculated from the mean energy, $`E`$, which has also been evaluated numerically. From this figure it appears that our qualitative argument of a trajectory stabilized around the Hamiltonian orbit, corresponding to the average energy, is well supported by the numerical simulations.
In order to proceed further, we consider the probability distribution for the amplitude variables, $`P(A_1,A_2,A_3;t)`$ which obeys a Fokker-Planck equation . For a general dynamics of the type given by Eq. (8), it is possible to show that the stationary probability distribution for the $`A_j`$ variables is given by
$`P_{\mathrm{st}}(A_1,A_2,A_3)`$ $`=`$ $`Z^1\mathrm{exp}[V(A_1,A_2,A_3)/ϵ],`$ (50)
$`Z`$ $`=`$ $`{\displaystyle 𝑑A_1𝑑A_1^{}𝑑A_2𝑑A_2^{}𝑑A_3𝑑A_3^{}\mathrm{e}^{V/ϵ}}`$
whenever two conditions are satisfied:
1. Orthogonality condition (12).
2. The residual dynamics \[nonrelaxational part of (8)\] is divergence free:
$$\underset{j=1}{\overset{3}{}}\frac{v_j}{A_j}=0.$$
(51)
In our case of the Busse-Heikes equations the orthogonality condition is satisfied for $`\mu =0`$, $`\delta >0`$, and (51) is satisfied independently of $`\mu `$ and $`\delta `$. For $`\mu >0`$ this is no longer true but we expect that for small $`\mu `$ a relation similar to (50) would be valid if we replace $`V`$ by a function $`\mathrm{\Phi }`$ that differs from $`V`$ in terms that vanish for vanishing $`\mu `$. Using this probability distribution, one can compute the average value of the variable $`E`$ as:
$$E=Z^1𝑑A_1𝑑A_1^{}𝑑A_2𝑑A_2^{}𝑑A_3𝑑A_3^{}E\mathrm{exp}[\mathrm{\Phi }/ϵ].$$
(52)
We take the crude approximation $`\mathrm{\Phi }=V`$ and, after a change of variables to amplitude and phase, the mean value of the energy can then be computed as:
$$E=\frac{_0^{\mathrm{}}𝑑R_1_0^{\mathrm{}}𝑑R_2_0^{\mathrm{}}𝑑R_3E\mathrm{exp}[V/ϵ]}{_0^{\mathrm{}}𝑑R_1_0^{\mathrm{}}𝑑R_2_0^{\mathrm{}}𝑑R_3\mathrm{exp}[V/ϵ]},$$
(53)
where $`V`$ and $`E`$ are given in terms of the variables $`R_1,R_2,R_3`$ in Eqs. (2) and (27), respectively. In the case $`\mu =0`$ (for which the above expression is exact) we obtain the value $`E=1/60`$, independent of $`ϵ`$, and $`T=T(E=1/60)6.4467/\delta `$.
In the case $`\mu >0`$, the above integral can be performed by means of a steepest descent calculation, valid in the limit $`ϵ0`$, where it yields the asymptotic behavior $`E(ϵ/\mu )^2`$. The mean period can now be computed, in this limit of small $`ϵ`$, using (43), with the result that the period, as a function of the system parameters $`\delta ,\mu ,ϵ`$, behaves as:
$$T(ϵ,\mu ,\delta )\frac{3}{\delta }\mathrm{ln}(\mu /ϵ),$$
(54)
a relation that is expected to hold in the limit of small $`ϵ`$ and for small values of $`\mu `$. The dependence with $`ϵ`$ is the same than the one holding for the mean first passage time in the decay from an unstable state and also follows from the general arguments of . In Fig. 8 we show that there is indeed a linear relation between the period computed in the numerical simulations and $`\delta ^1\mathrm{ln}(\mu /ϵ)`$, as predicted by the above formula, although the exact prefactor $`3`$ is not reproduced. We find it remarkable that, in view of the simplifications involved in our treatment, this linear relation holds for a large range of values for the parameters $`\mu `$, $`\delta `$ and $`ϵ`$.
## 4 Spatial-dependent terms
Tu and Cross have proposed an alternative explanation for the stabilization of the period without the necessity of the inclusion of the noise terms: they modify the Busse-Heikes equations by considering two-dimensional amplitude fields, $`A_j(𝐫,t)`$, and including terms accounting for the spatial variation of those fields:
$`_tA_1`$ $`=`$ $`_1A_1+A_1[1|A_1|^2(1+\mu +\delta )|A_2|^2(1+\mu \delta )|A_3|^2],`$
$`_tA_2`$ $`=`$ $`_2A_2+A_2[1|A_2|^2(1+\mu +\delta )|A_3|^2(1+\mu \delta )|A_1|^2],`$ (55)
$`_tA_3`$ $`=`$ $`_3A_3+A_3[1|A_3|^2(1+\mu +\delta )|A_1|^2(1+\mu \delta )|A_2|^2].`$
Here $`_j`$ ($`j=1,2,3`$) are linear differential operators. Two main classes of operators can be considered: isotropic and anisotropic. Whereas a multiple scale analysis of the convective instability usually leads to anisotropic terms, the isotropic terms are often justified for the sake of mathematical and numerical simplicity. There are also the natural choice in problems of population dynamics. The simplest isotropic terms are the Laplacian operators:
$$_j^\mathrm{I}=^2,j=1,2,3.$$
(56)
Two types of anisotropic terms have been proposed for similar fluid problems in the literature: (i) the Newell-Whitehead-Segel (NWS) terms and (ii) the Gunaratne-Ouyang-Swinney (GOS) terms . Without altering the essentials of the problem, both NWS and GOS terms can be further simplified leading to second-order directional derivatives along three directions with a relative orientation of $`60^{}`$ :
$$_j^\mathrm{A}=(\widehat{𝐞}_j)^2,j=1,2,3,$$
(57)
which are the only anisotropic terms considered henceforth. These are more tractable numerically and will be used to compute the alternating period as explained below.
In this section we will compare the dynamical evolution corresponding to each one of the isotropic and anisotropic spatial dependent terms presented before, Eqs. (56) and (57), respectively.
Common to all of them is that, as in section 2, we can recast system (55) into the form:
$$_tA_j(𝐫,t)=\frac{\delta _{\mathrm{B}H}}{\delta A_j^{}}+\delta v_j,j=1,2,3,$$
(58)
where $`_{\mathrm{B}H}`$ is a real functional of the fields given by:
$`_{\mathrm{B}H}[A_1,A_2,A_3]`$ $`=`$ $`{\displaystyle }d𝐫[{\displaystyle \underset{j=1}{\overset{3}{}}}({\displaystyle \frac{1}{2}}|_j^{1/2}A_j|^2|A_j|^2+{\displaystyle \frac{1}{2}}|A_j|^4)+`$ (59)
$`(1+\mu )(|A_1|^2|A_2|^2+|A_2|^2|A_3|^2+|A_3|^2|A_1|^2]`$
and the functions $`v_j`$ are given by (2).
As in the zero-dimensional case of sections 2 and 3, $`\delta =0`$ entails a relaxational gradient type dynamics and $`_{\mathrm{B}H}`$ acts as a Lyapunov functional that decreases monotonically with time. Since this potential is minimized by homogeneous solutions (because the spatial-dependent term gives always a positive contribution) the stationary solutions (and their stability) in the case $`\delta =0`$ are the same as in the zero-dimensional case. Unfortunately, the orthogonality condition
$$\delta \underset{j=1}{\overset{3}{}}d𝐫\frac{\delta _{\mathrm{B}H}}{\delta A_j}v_j+\mathrm{c}.c.=0$$
(60)
is not trivially satisfied in the case $`\mu =0`$ for any of the spatial dependent terms mentioned before, and the dynamical equations can not be reduced for $`\mu =0`$ as in the zero-dimensional case.
In general, for $`0<\delta <\mu `$, when the amplitudes grow from random initial conditions around $`A_j=0`$, $`j=1,2,3`$, we expect the formation of interfaces between the roll homogeneous states. Those interfaces move due to curvature and non-potential ($`\delta >0`$) effects. Moreover, the fact of dealing with three fields allows the formation of vertices, or points at which the three amplitudes take the same value. In the potential case, $`\delta =0`$, the interface motion is such that a final state in which a unique roll solution fills the whole space is obtained (a process defined as “coarsening”). On the other hand, the nonpotential dynamics induces the rotation of front lines around vertices giving rise to the formation of rotating spiral structures . Similar structures have been observed in other three competing species systems, such as lattice voter models . For small values of $`\mu `$, the interfaces are wide (it can be shown that an interface varies over a length scale of order $`1/\sqrt{\mu }`$) and the density of vertices is low. For large $`\mu `$ the interfaces are sharp and the density of vertices increases. The exact shape of the spirals depends upon the spatial-derivative terms used. With the isotropic terms, Eq. (56), interface propagation follows the normal direction at each point so that closed domains have spherical shape and spiral structures are close to Archimedes’ spirals. On the other hand, for anisotropic spatial derivatives, Eq. (57), interface propagation no longer follows the normal direction and closed domains stretch or collapse along preferential directions so that they adopt an elliptic shape rather than a spherical one.
An important effect is that the rotation of interfaces around vertices, driven by nonpotential effects, prevents the system from reaching a single roll solution filling the whole space, even outside the Küppers-Lortz instability region, i.e. for $`\delta <\mu `$ . While this is true both for isotropic and anisotropic derivatives, the dynamical mechanism that prevents this coarsening is different for isotropic and anisotropic terms. For the isotropic terms, vertices of opposite sense of rotation annihilate initially with each other if located closer than a critical distance $`d_c\delta ^1`$. After a transient time in which vertices are formed, they place each other outside the range of effective attraction of other vertices so that their number is essentially constant, thus preventing coarsening. For the anisotropic terms, two interfaces associated with the same vertex (and thus rotating in the same sense) may collide and generate continuously new vertices which, in turn, annihilate against each other again preventing coarsening outside the instability region. A consequence of interface motion is that a fixed point in space sees a change of the dominating amplitude. This alternation change is essentially periodic in time and presents a characteristic period which has nothing in common with the Küppers-Lortz instability mechanism in the bulk. Therefore, the period associated to this rotation is continuous at $`\delta =\mu `$, the instability point.
Before discussing what happens when this interface motion appears together with the instability in the bulk, we mention that for the isotropic terms it is possible to establish an analytical result concerning the front and spiral motion. In this case, using the fact that interfaces move in the normal direction to each point, it is possible to show that the rotation angular velocity of the interfaces around an isolated vertex scales, for small $`\delta `$, as $`\omega \delta ^2`$ . This predicts that, for the isotropic derivatives, the average period in a fixed point of space coming from the rotating spirals scales as $`T\delta ^2`$.
As mentioned above, the mechanism of front motion due to the nonpotential effects coexists with the Küppers-Lortz bulk instability. We will show in the remaining of the section some results that follow, mainly, from a numerical integration of Eqs. (55) in two spatial dimensions. It appears from the numerical simulations that the behavior beyond the instability point (for $`\delta >\mu `$) depends strongly on the type of spatial derivatives used as well on the magnitude of the parameter $`\mu `$. We discuss first each type of derivatives separately.
Isotropic derivatives: For $`\mu `$ small, the bulk instability is such that the intrinsic Küppers-Lortz period stabilizes to a statistically constant value. In a given point of space, we can see that the dominant amplitude changes due both to invasion from a rotating interface and a new amplitude growing inside the bulk. We give evidence of this combined mechanism in Fig. 9 where we have used the value $`\mu =0.1`$ and we present representative configurations inside and outside the instability region.
For higher values of $`\mu `$, the Küppers-Lortz intrinsic period in the bulk is observed to increase with time. This is the same phenomenon that occurs in the zero-dimensional model without noise, see section II. Therefore at long times the Küppers-Lortz period is so large that we only see rotating interfaces around vertices, just like below the instability point. The two images of the upper row in Fig. 10 show domain configurations at long times for $`\mu =2.5`$, below ($`\delta =2`$) and beyond ($`\delta =3.5`$) the Küppers-Lortz instability point in the case of the isotropic terms. Apart from the typical size of the domains, it appears that there is no qualitative difference between them. The period of alternating amplitudes is entirely dominated by front motion.
Anisotropic derivatives: Both for small and large $`\mu `$, in the Küppers-Lortz regime, $`\delta >\mu `$, we observe, in addition to the front motion, domains of one phase emerging in the bulk of other domains; this is seen at all times, indicating that, at variance with the isotropic derivative case, the period associated with the Küppers-Lortz instability does not diverge with time. Evidence is given in Fig. 9 for $`\mu =0.1`$ and Fig. 10 for $`\mu =2.5`$, both figures showing results inside and outside the instability region.
For small $`\mu `$, in summary, the morphology of domains inside and outside the instability region turns out to be similar with both kinds of spatial dependent terms, Fig. 9. The alternating period for $`\delta >\mu `$ is dominated by the Küppers-Lortz instability and is similar with isotropic and anisotropic spatial derivatives. This shows up in the fact that the period computed in a single point of space does not depend essentially of the type of derivatives used, as shown in Fig. 11a.
For large $`\mu `$, on the other hand, the morphology is different for isotropic and anisotropic terms. For the isotropic ones, spiral rotation dominates the dynamics because of the very large period associated with the bulk instability. For the anisotropic terms, both front motion and bulk instability are present. Finally in Fig. 11b (large $`\mu `$) we show how the alternating period changes when going through the Küppers-Lortz instability. We first note that the period does not vanish in the stable regime ($`\delta <\mu `$). In this regime it is entirely due to front and spiral motion. For isotropic derivatives the period changes smoothly through the point $`\delta =\mu `$. This supports the fact that the period is still given by front motion for $`\delta >\mu `$. On the contrary, for anisotropic derivatives a jump in $`T`$ is observed at $`\delta =\mu `$. In the Küppers-Lortz unstable regime and for anisotropic derivatives, $`T`$ is determined by a combination of bulk instability and front motion.
## 5 Conclusions
We have analyzed the Busse-Heikes equations for Rayleigh-Bénard convection in a rotating fluid. For the situation of spatial-independent amplitudes, a case previously analyzed by May and Leonard, we find a Lyapunov potential that allows us, for $`\mu =0`$, to split the dynamics into a relaxational plus a residual part. Since the residual dynamics is Hamiltonian, we are able to give explicit relations for the time variation of the amplitudes and to compute the period of the orbits as a function of the energy, which, in turn, is a function of initial conditions. For $`\mu >0`$ we extend the previous picture by using an adiabatic approximation in which the energy slowly decreases with time. This allows us to compute the variation of the alternation period between the three modes in the Küppers-Lortz instability regime. We next consider the effect of fluctuations and show how noise can stabilize the mean period to a finite value. By using the Lyapunov potential employed in the deterministic case, we can deduce an approximate expression that yields the period as a function of the system parameters, $`\mu ,\delta `$ as well as a function of the noise intensity $`ϵ`$. The conclusion is that the period increases logarithmically with decreasing noise intensity, a result that is well confirmed by numerical simulations
The two-dimensional version of this problem exhibits rather different dynamical behavior grossly dominated by vertices where three domain walls meet and which have no parallel in lower dimensional systems. The rotation of interfaces around vertices is driven by nonpotential effects and this inhibits coarsening for sufficiently large systems. We investigated the influence on the dynamics of the type of spatial dependent terms. For small values of the parameter $`\mu `$, the morphology of domains inside the Küppers-Lortz region turns out to be similar for both isotropic and anisotropic spatial derivatives. The alternating period is dominated by the Küppers-Lortz instability and is similar for both kinds of spatial-dependent terms. For large $`\mu `$, on the contrary, the morphology of patterns as well as the alternating mean period are different for isotropic and anisotropic terms. While the intrinsic period of the instability diverges with time with isotropic derivatives, it saturates to a finite value in the anisotropic case.
We acknowledge financial support from DGESIC (Spain) projects numbers PB94-1167 and PB97-0141-C02-01. |
warning/0001/quant-ph0001054.html | ar5iv | text | # An Approach to Measurement by Quantum-Stochastic-Parameter Averaged Bohmian Mechanics
## 1 Introduction
The present work is devoted to the consistent removal from the quantum formalism of the postulate where it gets closest sheer contradiction; the so-called projection postulate. In its version for non-degenerate pure states, it prescribes that immediately after a measurement with outcome $`q`$, the quantum state must change as follows:
$$|\psi (t_2)=\psi (t_1)\left|P_q\right|\psi (t_1)^{1/2}P_q|\psi (t_1)$$
(1)
where $`P_q=|qq|`$. Now, it is impossible to obtain (1) from the general quantum law of evolution
$$|\psi (t_2)=U(t_2,t_1)|\psi (t_1)$$
(2)
for whatever linear and unitary $`U(t_2,t_1)`$, as (1) is nonlinear in its vector argument $`|\psi (t_1)`$. One would try to escape contradiction by considering the denominator in (1) as a mere convention introduced in order to keep handy the statistical interpretation of quantum mechanics for individual systems even through the ocurrence of such accidents as “measurements”. The problem is the natural relaxation of (1)
$$|\psi (t_2)=P_q|\psi (t_1)$$
(3)
is also an impossibility in combination with (2) because of its non-unitary character. Put bluntly: Copenhagen quantum mechanics (CQM) makes room for a precarious consistency thanks to an artificial decree for two contradictory assumptions to hold at different times and in different (but otherwise unspecified) contexts, thus getting the nearest to logical “collapse” a theory has ever been. But we are speaking of mathematical statements, so the point is mathematical consistency, not philosophical fogginess.
It is perhaps ironical that all attempts to complete quantum mechanics have been haunted for decades by the issuing of different proofs, all of them consisting on some reductio ad absurdum argument, when this dazzling absurdity already is among Copenhagen’s quantum postulates. Such counter-arguments have always proved extremely fragile, as showed by J. S. Bell concerning Von Neumann’s infamous impossibility theorem. The reason, no doubt, is all of them are chained to one and the same burden of an excessively close identification between elements of reality or pre-existing properties of a system and eigenvalues of certain operator. The latter are only present in the linear level of the theory (already thinking in Bohmian terms,) which is precisely the heaviest burden one is relieved from when trying to extend quantum mechanics with additional variables, and the former are only present in our unredeemably deterministic minds. It is only if we (willingly) restrain ourselves from going beyond the quantum-operator level that we find our hands tied when trying to make a consistent and exhaustive (including every conceivable experiment) model of the world. It seems pertinent to point out that outcomes of experiments are always particle collisions in screens or counters, and not operator eigenvalues. The fact that there is one possible detection for each operator eigenvalue we can think of, must be looked upon as a theorem of the additional variable<sup>1</sup><sup>1</sup>1I intently avoid the malignant use of the word “hidden” for variables as obvious as the coordinates of a pixel on a screen. theory. And in this additional-variable theory there is no need for elements of reality to pre-exist before the experiment is performed because the theory may well be contextual. This forces, not only to feed $`|\psi `$ into the Kochen-Specker theorem , , as part of the overall set of dynamical variables giving rise to the particular outcomes, but also the potential energy, which is related to the environment’s dynamical state in a highly non-trivial way. In particular, discontinuity in the potential energy both in time and space and stochasticity may be involved in an essential way, and we know continuity and determinism are both essential ingredients of the Kochen-Specker argument (we will get back to this point in the concluding remaks).
In this work, I am facing the fact that neither (1) nor (3) are compatible with (2). In particular, I find that, when Bohmian mechanics is added to the quantum formalism, it is possible to contemplate measurements in a consistent way substituting formula (1) by
$$|\psi (t_2)=\underset{q\sigma (Q)}{}e^{i\alpha _q}P_q|\psi (t_1)$$
(4)
where $`\alpha _q`$ are parameters both (i): stochastic in character, and (ii): formally included within the quantum formalism so that (4) comes from a certain resolute approximation in the Schrödinger equation. Of course, it will be necessary to complement the resulting image with additional variables in order to supply for the pointers which (4) obviously lacks or, in other words, to supply for the definiteness of the observed world. The essentials of this approach were already developed by Bohm,, and there are other precedents in the literature as concerns the assumption of the existence of a source of stochasticity at the quantum-dynamical level,. What, I gather, is new in this approach is the realisation that formula (4) for different elections of the operator $`Q`$, fits at least three paradigmatic situations in experiments performed with single particles: (1<sup>st</sup>): collimation, (2<sup>nd</sup>): deflection and (3<sup>rd</sup>): localisation.
To summarise, I will assume the following:
1<sup>st</sup>: I do not set out to develop an encompassing description of the workings of the macroscopic world. I will adopt a much less ambitious program instead, concerning such things as “experiments”. For all their narrowness, such situations do have a valuable advantage: they are very much under human control. Thus, it is not a description of conscience or particles in a thermal bath etc., I am concerned with. It is Stern-Gerlach, EPR, double-slit, etc., experiments. There is, of course, an undeniable interest in crossing over from these to more general realms. My hope, however, is that once an elementary but consistent account of the relevant topics for simple, concrete, repeatable instances is presented, it will not be very difficult to believe that similar things must happen in a more general context (after all, features such as coherence are an exception, not a general rule).
The most important characteristic of these simplest of situations we call Stern-Gerlach, EPR, etc. is not that they are made up of few dynamical variables (which is actually not the case because macroscopic field sources stem from the presence of swarms of particles,) but the fact that they do not display a history-contingent or branch-dependent character or, in other words, that they are repeatable. Furthermore,“repeatable” does not mean that we can guarantee for each and every dynamical variable to repeat its history every time we set up another run of the experiment. What it actually means is we can separate in a consistent and useful manner the dynamical variables we are not interested in and average over when the dust has settled. In doing this, we must end up with a mathematical construct that succeeds to statistically describe the behaviour of the whole collectivity. Another aspect of experiments, as opposed to more general situations, is they are limited by a series of specific consistency conditions that must be put in and duly justified. This point will be further developed later.
2<sup>nd</sup>: Although a description based on the density matrix is the minimal guaranteed on theoretical grounds, I assume that the density matrix is to be obtained from a more fundamental description based on state vectors (again, a view not universally agreed upon). The density-matrix description arises, then, due to a combination of two things:
(i) Entanglement between the sub-system we are interested in and the rest of the world (including, if necessary, distant systems<sup>2</sup><sup>2</sup>2This is a reason (among others) to be extremely careful when ascribing the occurrence of decoherence to an “environment”. The part of the whole system responsible for the leading role in the appearance of decoherence in the “interesting” system can, in principle, be very far away.)
(ii) Ignorance (or unconcern) on our part about the fine details of the latter’s history.
This mechanism is sometimes described (see e.g., for a brief exposition) in the following terms: if a typical pure entangled state of the whole system ($`𝒮`$)$`+`$environment ($``$) is $`|\mathrm{\Psi }_𝒮=_qc_q|q,_q`$, then writing down the operator $`W_𝒮|\mathrm{\Psi }_𝒮\mathrm{\Psi }_𝒮|`$ produces
$$W_𝒮=\underset{q,q^{}}{}c_qc_q^{}^{}|q,_qq^{},_q^{}|$$
(5)
which, after summing over the “uninteresting” environmental degrees of freedom $`_q`$ and assuming $`_q|_q_q|=I_{}`$, yields
$$W_𝒮=\underset{q}{}\left|c_q\right|^2|qq|$$
(6)
while the most general $`|\mathrm{\Psi }_𝒮`$ displaying entanglement between our system ($`q`$-variables) and the rest of the world ($``$-variables) would lead to
$$W_{\mathrm{SE}}=\underset{q,q^{}}{}c_qc_q^{}^{}^{}|q,q^{},^{}|$$
(7)
But, as is easy to check by using the closure relation for the $``$’s:
$$W_𝒮=\underset{}{}\left|W_𝒮\right|=\underset{q,q^{}}{}W_{qq^{}}|qq^{}|$$
(8)
where $`W_{qq^{}}=_{}c_qc_q^{}^{}`$. Conclusion: a more general pattern of entanglement between the system and the rest of the world than the “matching” one in (5) does not result in a decoherent expression for $`W_\mathrm{S}`$. Thus, while the punch-line of the previous argument is essentially correct, the ambiguous word “environment” can render it somewhat misleading. What is really essential to the argument is: a typical decoherent situation is one in which some extraneous system has so special a relation to our system of interest as to repeatedly interact with it through a selected collection of states $`|_q`$ that exactly replicates the system’s (normal environment, “apparatus”, or whatever other technical name).
However, if the viewpoint of attaching a non fundamental meaning to $`W`$ is to be embraced, it is of the greatest importance to take to heart the merely instrumental nature of the density matrix. This operator is only an artifact I use in order to calculate probabilities relative to whatever experiment I decide to carry out, and is not an attribute of individual systems. It must be let for those who look at $`W`$ as a fundamental description to lament, e. g., the impossibility to write it unambiguously in terms of state vectors.
3<sup>rd</sup>: Formula (1) is dismissed. Quantum evolution (whatever it ultimately represents) is always linear and unitary; monitored by the Schrödinger equation. I claim though, the soundness of making approximations on it, which must be duly justified. Furthermore, I will supplement dynamical quantum mechanics with the position of the particle and its trajectory in order to establish a more detailed dynamical theory.
The addition of the particle’s position and trajectory will be realised here according to Bohmian mechanics, which is maximally abridged: It branches into two levels:
(BM1): Waves that evolve according to (2) with $`U(t_2,t_1)`$ a unitary linear operator being a function of a so-called CSCO (Complete Set of Commuting Operators).
(BM2): Wave-bound particles; the corresponding trajectories given by<sup>3</sup><sup>3</sup>3Straightforward manipulations lead to this form from the nowadays favoured one $`m𝐯(𝐱,t)=\mathrm{}`$Im$`\left(\psi (𝐱,t)/\psi (𝐱,t)\right)`$ or $`m𝐯(𝐱,t)=\mathrm{}`$Im$`\left(\psi ^{}(𝐱,t)\psi (𝐱,t)/\psi ^{}(𝐱,t)\psi (𝐱,t)\right)`$ (see, e.g., ). The latter is more convenient as concerns arguments on probability flux and related matters. But in the present discussion, I will need the proposed form (9) because it involves the logarithm. The continuous occurrence of its complex-plane inverse; the exponential operator, in the present work makes this form compelling.
$$m𝐯(𝐱,t)=\mathrm{}\mathrm{Im}\left(\mathrm{ln}\psi (𝐱,t)\right)$$
(9)
where $`\psi (𝐱,t)=𝐱|\psi (t)`$ is the unique solution of (2) furnished with the inicial conditions implementing the specific experimental preparation and I assume $`\mathrm{arg}\psi (𝐱,t)[0,2\pi )`$ to fix ideas, although none of the results depend on the particular Riemann sheet we place the logarithm in (due to the action of the gradient).
But if Bohmian mechanics is to crown its aspirations to explain<sup>4</sup><sup>4</sup>4Mind my use of the word “explain,” and not “supersede”. Bohmian mechanics cannot be dismissed on the grounds that it is incapable of getting “the same results with as little effort” as CQM. As long as we succeed to prove CQM to be but a user-friendly version of the more fundamental Bohmian mechanics, the effort spent in using Bohmian mechanics to solve “typically quantum” problems can be compared to the effort spent in using general relativity to calculate the orbits of a free-falling marble. Though, it is certainly uncomfortable that no context has appeared as yet in which Bohmian mechanics goes further than CQM in the phenomenological battleground. CQM’s famous FAPP validity, some demonstration is needed that the identification of squared amplitudes with probabilities is a sound procedure. This would imply, either a mathematical demonstration, (probably based on an analysis of Bohmian evolution à la Liouville) that Bohm’s evolution leads to such a quantum equilibrium situation from arbitrary initial conditions, or else a more challenging step-by-step argument involving a discussion of every conceivable experimental preparation (they are not as many as its seems at first sight,) e.g., collimation, thermal bath at finite temperature, etc. by using simplifying auxiliary hypotheses specific to each example. This is an ongoing program of research in Bohmian mechanics that I will not deal with in the present work. I am just going to draw conclusions from the assumption of compliance with the quantum equilibrium condition.
But I will have to appeal to the reader’s patience and engage (once more!) in some further excruciating use of trite quantum formalism. Though not earth-shattering by any means, there are some new insights in store for patient readers.
## 2 Brief Mathematical Notices.
My reasoning will very much rely on overlooked consequences of well-known mathematical facts, so it will be convenient to summarise these facts. Remember: provided a space of accessible states is specified, we can expand any self-adjoint operator $`F`$, such that $`[F,Q]=0`$ as
$$F=\underset{q\sigma (Q),\lambda }{}f(q,\lambda )P_{q,\lambda }$$
(10)
with $`P_{q,\lambda }=|q,\lambda q,\lambda |`$ and some index $`\lambda `$ accounting for degeneracy.
Several remarks to be made: (1) An offensively redundant wording of (10) : the fact that $`F`$ is $`Q`$-commuting plainly means that $`F`$ is a linear combination of $`q`$-projectors (the point is essential). (2) The summatory symbol could mean a Lebesgue integral for some sub-regions of the spectrum $`\sigma (Q)`$ and I will shift from one notation to the other somewhat relaxedly. (3) Not every operator acting on the space of states complies with (10), because an arbitrary operator could depend on further operators, not all of them commuting with $`Q`$. The extended set which does constitute a real operator basis is called an ISO (Irreducible Set of Observables).
Result (10) entitles us to the notation $`f(Q)`$. A so-called operator calculus based on this relation is possible. Dropping $`\lambda `$ from the equation for the sake of simplicity, and keeping it always in mind as an eventual addendum:
$$f(Q)=\underset{q\sigma (Q)}{}f(q)P_q$$
(11)
of which $`Q`$ itself is a particular instance $`Q=_{q\sigma (Q)}qP_q`$.
Further technical questions need not be detailed here. What I do need is to prompt a series of immediate corollaries of (11) for particular instances it contemplates. First, if $`f(Q)=\mathrm{exp}iQ`$
$$f(Q)=\mathrm{exp}iQ=\mathrm{exp}\left(\underset{q\sigma (Q)}{}iqP_q\right)=\underset{q\sigma (Q)}{}e^{iq}P_q$$
(12)
A direct application of (12) is provided by the action of $`U(t_2,t_1)`$ on an arbitrary state when the latter is expanded in eigenstates of a Hamiltonian with a bounding potential. Then we have: $`Q=(t_2t_1)H_{\mathrm{bounding}}/\mathrm{}`$ and $`q`$ is simply $`(t_2t_1)/\mathrm{}`$ times the energy of the corresponding bound state.
But one could foster hopes for the profitability of (12) to reach further than that, for it is the exponential operator of $`i(t_2t_1)H/\mathrm{}`$ which, in the most general context, carries quantum states from time $`t_1`$ to $`t_2`$. Furthermore, (12) involves two among the most relevant elements in quantum theory of measurement; one is projectors, and the other is phase factors (which must have something to do with how decoherence comes about). Of course, in a general case I cannot take advantage of (12), because the dynamics is far too messy in terms of the operator $`Q`$ I may be interested in (i.e., $`H`$ does not commute with it). The whole idea of the present work is to show that actually, there are instances in which we can do such a simplification. In fact, as we will see, I can define an “ideal” measurement as a situation in which, at some crucial time, the dynamics undergoes a transitory stage characterised by (12)<sup>5</sup><sup>5</sup>5To be sure, an ideal measurement is implicitly defined in this way in the literature. See e.g., an exhaustively documented reference such as or the classics or in this concern. There you can find an ideal measurement characterised as one in which neither (1<sup>st</sup>): the weights $`w_q=_\lambda q,\lambda \left|w\right|q,\lambda `$ of the different eigenstates nor (2<sup>nd</sup>): the coherences $`w_{\lambda \lambda ^,}=_qq,\lambda \left|w\right|q,\lambda ^,`$ between $`Q`$-commuting variables are altered after the measurement process. This statement is equivalent to statement (22) that we will see next (theorem). And (12) is a further corollary resulting when the evolution formula is considered. The 2<sup>nd</sup> requirement amounts to requiring that the evolution operator factorises into a non-trivial part acting on the subspace spanned by $`Q`$-eigenstates times the identity operator acting on the subspace spanned by $`\mathrm{\Lambda }`$-eigenstates, where $`\lambda `$ is a generic eigenvalue corresponding to a certain operator $`\mathrm{\Lambda }`$..
I introduce also the following device: I do not demand that the collection $`\left\{P_q\right\}`$ be exhaustive<sup>6</sup><sup>6</sup>6Some authors call exhaustive any collection of projectors that sum up to the identity operator $`_kP_k=I`$. We do not follow this use because it is more correct to call such sets complete (as is otherwise traditional,) and we do need to distinguish them from the really exhaustive ones. For us, $`\left\{P_q\right\}`$ is exhaustive if any operator $`f(Q)`$ admits an expansion: $`f(Q)=_{q\sigma (Q)}f(q)P_q`$. This is in keeping with the difference in nuance between both words in ordinary English., that is; even if $`\sigma (Q)`$ is continuous, I can perform a coarse-graining by integrating the point-like projectors over certain extended regions $`D_k`$<sup>7</sup><sup>7</sup>7Our coarse graining is meant to be relevant at a specific time. In particular, we will not use it to build a sequential product of operators or history for the observable in question. In this respect (and some more,) this approach differs from the loosely equivalent ones taken up by Griffiths, Gell-Mann-Hartle, Omnés, Zurek, etc.. Then
$$P_k(Q)_{D_k}𝑑qP_q$$
(13)
for a numerable partition $`\left\{D_k\right\}_{k=1,\mathrm{}n}`$ of $`\sigma (Q)`$. Nothing prevents me from adopting a partition with an infinite number of projectors, but I keep it finite for reasons that will become apparent later. This finiteness will presumably force upon me to take some of the $`D_k`$ infinite in extension (again, a feature that will have a suitable explanation). Then, if $`\alpha _k`$ are real numbers, and if I previously introduce
$$g(Q)=\underset{k=1}{\overset{n}{}}i\alpha _kP_k(Q)$$
(14)
the application of (11) to $`f=\mathrm{exp}g`$ renders formula (12) still validated as a new “coarse-grained” version
$$\mathrm{exp}\left(i\underset{k=1}{\overset{n}{}}\alpha _kP_k(Q)\right)=\underset{k=1}{\overset{n}{}}e^{i\alpha _k}P_k(Q)$$
(15)
Mind the purposeful nature of the discrete index $`k`$. Its occurrence means that $`f(Q)`$ in this operator calculus is now a function of $`Q`$ through the coarse-graining just introduced, and not an arbitrary function of $`Q`$. Any doubts that (15) is valid after such a procedure, are dissipated by directly expanding the power series plus use of orthogonality relations $`P_k(Q)P_j(Q)=\delta _{kj}P_j(Q)`$.
Another corollary of (12) that will prove useful: let us expand $`Q`$ as $`Q=RS`$ for certain complete operator set $`R`$ and $`S`$. The reader does not need a boring proof to believe
$$\mathrm{exp}\left(i\underset{r,s}{}\alpha _{rs}P_rP_s\right)=\underset{r,s}{}e^{i\alpha _{rs}}P_rP_s$$
(16)
but if suspicious again is invited to check it the hard way by direct expansion and using along the way identities as $`\left(P_1P_2\right)^{}=P_1^{}P_2^{}+P_1P_2^{}+P_1^{}P_2`$. Be careful with formula (16) : I have found fairly seasoned postgraduates in theoretical physics taking offence at my emphasising it (because of its triviality<sup>8</sup><sup>8</sup>8And trivial is is not in several ways: the reader may well be used to its common occurrence in matrix algebra. What is almost universally ignored is the validity of this kind of coarse-grained-version identities that makes them illuminating when applied within the position factor of the overall Hilbert space.) that actually do fail to apply it correctly right away. For example, do not rush into:
$$\mathrm{exp}\left(i\alpha P_1P_2\right)=e^{i\alpha }P_1P_2(\mathrm{false})$$
(17)
for $`P_1+P_2=I`$, but mind instead that
$$\mathrm{exp}\left(i\alpha P_1P_2\right)=e^{i\alpha }P_1P_2+P_1^{}P_2^{}+P_1P_2^{}+P_1^{}P_2(\mathrm{true})$$
(18)
because any $`\alpha _{rs}=0`$ in the l.h.s. of (16) transforms into $`e^{i\alpha _{rs}}=1`$ in the r.h.s. of (16) (sorry for the lag to the cleverer people). Another operator identity I will also use is
$$\mathrm{exp}iQR=\mathrm{exp}\left(\underset{q\sigma (Q)}{}iqP_qR\right)=\underset{q\sigma (Q)}{}P_q\mathrm{exp}\left(iqR\right)$$
(19)
Finally, a further relation I will need is the Campbell-Haussdorff identity for two non-commuting operators $`A`$ and $`B`$
$$\mathrm{exp}A\mathrm{exp}B=\mathrm{exp}\eta (A,B)$$
(20)
whose initial terms are
$$\eta (A,B)=A+B+\frac{1}{2}[A,B]+\frac{1}{12}[[A,B],B]+\frac{1}{12}[[B,A],A]+\mathrm{}$$
(21)
Later, I will make use of (21) in relation to the kinetic and potential-energy operators. The commutator of these operators produces a non constant, non-$`A`$ nor $`B`$-commuting operator in general, rendering (20) almost unmanageable. But an approximation will be introduced and proved feasible for certain states upon which (20) will be made to act. The essence of such approximation is that the action of (21) upon such suitable states (that is, for appropriate values of certain parameters), yields successive commutators that can be made arbitrarily small, so I will not need to care about fine details of this formula (numeric factors and signs) as long as we keep in mind that every term is obtained by further commutation of a previous-order term with either $`A`$ or $`B`$ and multiplication by a numeric factor.
## 3 Coarse-Grained Evolution Formulae and Bohm’s Approach to Measurement.
I am now going to take a glimpse at history with the help of the previous tools. In doing so, one realises that certain basic results of a long-established analysis in the quantum theory of measurement, are but a trivial application of operator formula (12) (or (15) when a coarse-graining is required). I also notice that there is nothing to prevent me from applying Bohm’s analysis to the particular instance of a position measurement. In fact, I can contemplate a localisation as a particular example among a series of other paradigmatic examples all of them cast into the same mathematical mold. But paying heed to the physics lore , a localisation is not just any old kind of measurement. It is the measurement. That is why, in the present work, this classical analysis by Bohm is taken as all but conclusive.
But let us shortly review Bohm’s approach. It goes like this: if we are to “measure” the quantum variable $`Q`$, the dynamical approximation that is in force at a certain critical time during that process (to be further specified) is one that makes the Hamiltonian operator diagonal in $`Q`$<sup>9</sup><sup>9</sup>9It is frequent to find an even more restrictive assumption in the literature, such as $`H_Q=QP_y`$ (the apparatus being included in the analysis,) with $`P_y`$ being a canonical momentum associated to the apparatus. This is an extension to a tensor-product space compatible with (22) that I will consider later in a slightly modified form. For the time being, I am focusing on how things look from the one-factor Hilbert space of the system that is being analised., that is, I consider some
$$H_{Q\mathrm{measuring}}=H(Q;Q\mathrm{commuting}\mathrm{operators})$$
(22)
It is unfortunate that no mathematical notation can justly enfazise the interesting features of the previous formula. The suffix in the l.h.s. of it does not imply $`Q`$-dependence. It implies whatever technical conditions the experimentalist has to comply with to make sure the experiment produces the results it has to. The r.h.s. does speak of $`Q`$-dependence, so the relation is very far from obvious. In order to properly understand how relation (22) comes about, it is far better to drop any kind of aprioristic reasoning (or blind faith in a messianic insight by its original proposer) and go instead one by one to the particular examples we know best. Thus, I use an inductive reasoning to see that (22) is in fact a good account of things going on at least in several standard situations, as long as they are seen as a limiting, well-behaved case<sup>10</sup><sup>10</sup>10A further remark, though, is necessary: I must in this concern ignore several technical qualifications about different kinds of measurement that would obscure the point I am trying to bring to light, although they could prove relevant to some other effects. I mean those referred to as QND (quantum non demolition), 1<sup>st</sup> and 2<sup>nd</sup> kind measurements, etc. Thus, a general process of measurement could involve several stages, each sharply defined as concerns (22), and, consequently, each equally suitable for its application. Yet, some of these stages could stand for an example of QND etc., while others would not..
Consider, e.g., the Stern-Gerlach experiment. The first stage, in which a particle is selected that approaches the Stern-Gerlach window in the desired direction, constitutes a linear momentum measurement (preparation) in itself, with a state evolving in accordance with the free-evolution formula:
$$|\psi (t_2)=e^{i\eta (t_2t_1)𝐏^2/2m\mathrm{}}|\psi (t_1)$$
(23)
This is a nice example of spectral formula (12) as clearly seen by expanding:
$$|\psi (t_2)=d^3p|𝐩𝐩\left|e^{i\eta (t_2t_1)𝐏^2/2m\mathrm{}}\right|\psi (t_1)=$$
(24)
$$d^3pe^{i\eta (t_2t_1)𝐩^2/2m\mathrm{}}|𝐩𝐩|\psi (t_1)=\underset{𝐩}{}e^{i\eta (t_2t_1)𝐩^2/2m\mathrm{}}P_𝐩|\psi (t_1)$$
(25)
and consequently, of the expression already advanced (4). Being $`H`$ (hence $`U(t_2,t_1)`$) diagonal in $`𝐏`$, I end up recovering the well-known free-evolution formula. Of course, you need not go this length for me to teach you free-quantum evolution. The point to highlight is (23) as being a particular instance for the application of (12).
Suppose now that at $`t=t_3`$, free evolution has accomplished its job of getting an incoming state fairly peaked in the momentum space and in the desired direction. This is the time when the quantum wave reaches the Stern-Gerlach window, at which moment an interaction impulsive in nature is triggered within the window (while $`[t_1,t_2]`$ is extremely large, the impulsive interval $`[t_2,t_3]`$ must be very short<sup>11</sup><sup>11</sup>11“Large” or “short” mean, of course, as compared to the relaxation time provided by the dispersion of a wave packet. In order to be definite, I can take $`\mathrm{\Delta }t=\mathrm{\Delta }_\psi K(𝐏)/\left|_tK(𝐏)_\psi \right|`$ in the spirit of the Mandelstam-Tamm interpretation of the uncertainty relation.). This interaction is given account of by the magnetic-dipole term $`H\sigma _nB_n\left(𝐱𝐧\right)`$, so we have rule (22) again for the particular instance $`Q=\sigma _n`$. But take notice: the experimenter does not set out to comply with condition (22) as a procedural experimental prescription; the dipole Hamiltonian representing the experimenter’s manipulations is inevitably diagonal in $`\sigma _n`$.
Subsequently, a time lapse from $`t_3`$ to a certain $`t_4`$ is necessary for the beam to reach a faraway screen. This last stage of the experiment requires (sticking to what we think is the surest commandment of quantum mechanical formalism, i.e., the Schrödinger equation!) an interaction that ideally, would look very much like $`HV(𝐱)`$ (collision). But then rule (22) is in force once again for the election $`Q=𝐗`$.
Some further elaboration of the previous example showing how (22) cannot be too far off the mark in matters of measurement is given next, but let us recall first as the last preliminary example that an energy preparation for an stationary state involves a dynamics monitored by a Hamiltonian that is diagonal (as couldn’t be otherwise) in its own representation: $`H=_EEP_E\mathrm{exp}\left[i(t_2t_1)H/\mathrm{}\right]=e^{i(t_2t_1)E/\mathrm{}}P_E`$.
Thus, completely different experimental procedures coincide in mathematical form under a conceptual unification that involves both preparations and other, of more uncontrolable effects, measurements.
### 3.1 The Stern-Gerlach experiment.
Here I fill up some details of this already outlined most classical piece of theoretical analysis about measurement with the fresh feature of showing that it is simply a particular instance of identity (12). Let us take the spin-1/2 Hilbert space for neutral<sup>12</sup><sup>12</sup>12We put off inconvenient dragging Lorentz forces. paramagnetic particles, and $`P_+=|++|`$, $`P_{}=||`$. The $`z`$-component of spin is represented by the operator $`\sigma _z=P_+P_{}`$. Given that the Hamiltonian interaction at the passing of the beam through the Stern-Gerlach window can be approximated by $`H=\mu _z\sigma _zB_z(z)`$, after application of (12) to the particular case of $`U(t_2+\tau ,0)`$ with $`t_2`$ being the time when the wave packet enters the window, and assuming an initial state approaching the window along the $`x`$-axis: $`𝐱\psi (t_2)=e^{ip_0x/\mathrm{}}\left(\psi _+(𝐱)|++\psi _{}(𝐱)|\right)`$, I get
$$𝐱\mathrm{\Psi }(t_2+\tau )=e^{ip_0x/\mathrm{}}\left(e^{i\alpha }e^{iz\mathrm{\Delta }p_z/\mathrm{}}\psi _+(𝐱)|++e^{i\alpha }e^{iz\mathrm{\Delta }p_z/\mathrm{}}\psi _{}(𝐱)|\right)$$
(26)
The deflection is given by both factors $`e^{\pm iz\mathrm{\Delta }p_z/\mathrm{}}`$ coming from Taylor-expanding the magnetic field inside the Stern-Gerlach window, with $`\mathrm{\Delta }p_z=\mu _zB_z(z)/z`$ evaluated at $`x=y=z=0`$ (the centre of the window). The remaining parameter $`\alpha =\mu _zB_z(0)`$ and other analogous appearing later will be interpreted (as Bohm already did without still considering additional variables,) as giving rise to decoherence when Bohmian mechanics is added to the scheme. Bohmian mechanics postulates as a plausible guess (to be further consolidated theoretically) that the quantum equilibrium condition is universally in force. This implies that the wave function’s modulus squared be used as a probability density for the localisation of the individual particles. But if such wave function is affected by further (stochastic) parameters, the next reasonable step to follow is to introduce some average over these parameters in addition to the quantum scalar product. At first, I will take this average quite relaxedly, simply justiftying it upon the fact that such parameters generally appear as phase factors varying very rapidly in relation to all the remaining quantum parameters involved. Later, I will involve myself more deeply with this question and formally introduce such an average after assuming entanglement between the system under study and the apparatus. The mentioned additional average will contemplate, among other things, a Hilbert scalar product for the pointer variables of the apparatus. As a further historical remark, let us say that in none of Bohm’s works is there an explicit reference to, nor any use of identity (12).
### 3.2 The special role of position measurements.
The next one is an example that really provides telltale clues in matters of interpretation and is a simple corollary of the coarse-grained version (15) of our identity. The reason why Bohm did not (to the best of my knowledge) pay attention to the possibility of this argument is to realise that, back then, it was not very fashionable to look at quantum mechanics in the light of V. Neumann’s spectral analysis of yes-no observables, as it has been, e.g., in the sequel of works , , , etc.
To develop the argument, I use the impulsive approximation<sup>13</sup><sup>13</sup>13Strictly speaking, the impulsive approximation not only implies the aforementioned $`𝐗`$-dependence, but at the same time, the time dependence $`\chi _{[t_1,t_2]}(t)`$ implementing its brief validity in time. It is, of course, both possible and sterile here to be somewhat more formal and use Dyson’s time-dependent evolution formula $`\mathrm{exp}\left[i/\mathrm{}𝒫H(t)𝑑t\right]`$ with $`H(t)=\chi _{[t_1,t_2]}(t)V(𝐗)`$. $`HV(𝐗)`$. Furthermore, I pick the particular realisation of (15) with $`Q=𝐗`$, and adopt a convenient coarse graining $`P_k(𝐗)_{D_k}d^3x|𝐱𝐱|`$ whose justification ultimately must be put to rest on the existence (whether on purpose or not) of a certain finite set of non-overlapping regions $`D_k`$ where the particles can be captured (“detectors”, you may think). This produces in position representation
$$𝐱\left|P_k(𝐗)\right|𝐱^{}=\chi _{D_k}(𝐱)\delta (𝐱𝐱^{})$$
(27)
But then, with the substitution $`\alpha _k=\eta _k(t_2t_1)/\mathrm{}`$:
$$𝐱\left|\mathrm{exp}\left(i\underset{k=1}{\overset{n}{}}\alpha _kP_k(𝐗)\right)\right|𝐱^{}=\delta (𝐱𝐱^{})\underset{k=1}{\overset{n}{}}e^{i\eta _k(t_2t_1)/\mathrm{}}\chi _{D_k}(𝐱)$$
(28)
so that:
$$\psi (𝐱,t_2)=\underset{k=1}{\overset{\mathrm{}}{}}e^{i\eta _k(t_2t_1)/\mathrm{}}\chi _{D_k}(𝐱)\psi (𝐱,t_1)$$
(29)
To be more concrete, imagine now the particular realisation of (29) that models the interaction at a certain moment $`t_1`$ is precisely a sharp potential “basin” $`V(𝐱)=\eta \chi _D(𝐱)`$, $`\eta <0`$ or a “plateau” $`\eta >0`$ where $`D`$ is some particular $`D_k`$ (a rough modelling of a definite “detection”). I would have
$$\psi (𝐱,t_2)=e^{i\eta (t_2t_1)/\mathrm{}}\chi _D(𝐱)\psi (𝐱,t_1)+\chi _D^{}(𝐱)\psi (𝐱,t_1)$$
(30)
Now eq. (30) can be qualified anything we want except neutral in matters of interpretation: it is sure to give a hard time to anyone asserting CQM is complete and willing to consider it seriously, and make the delight of a “hidden-variable” advocate. It simply is telling us that the wave function, when suddenly “hit” by an impulsive localised square potential does not change its associated local probability density $`\left|\psi (𝐱,t)\right|^2`$ at all!. It just shifts the relative phase between the inside component $`\psi _{\mathrm{in}}(𝐱)\chi _D(𝐱)\psi (𝐱)`$ and the outside one $`\psi _{\mathrm{ex}}(𝐱)\chi _D^{}(𝐱)\psi (𝐱)`$ (self-explanatory definitions). It is, besides, unable by itself to provide an image of what a detection must be. But if someone is to dismiss the equation as nonsense, they should also explain why so unmistakable an approximation as this (no doubt that $`H(t)=\chi _{[t_1,t_2]}(t)V(𝐗)`$ does represent however crudely a localising attempt) fails so catastrophically to embody the common-sense properties of localisation. I am going to take delight in it and show how, when combined with the general scheme of Bohmian mechanics, it explains the appearance and persistence of decoherence for times $`t`$ corresponding to the arrival of the wave fronts at a faraway screen or detector. Moreover, I am going to show that, in combination with Bohmian mechanics, eq. (30) provides an image of particles bouncing off $`D`$ by either absorbing ($`\eta <0`$) or repelling ($`\eta >0`$) the particle with an uncertain direction depending both on $`D`$ and the state’s spacial profile. Finally, I am also going to get an unmistakable picture of quantum EPR “nonlocality” in the last section of this work.
With a more general potential, the plain impulsive approximation giving $`\psi (𝐱,t_2)=e^{iV(𝐱)(t_2t_1)/\mathrm{}}\psi (𝐱,t_1)`$, imprints a locally varying phase shift in the outgoing wave function or, in other words, changes its momentum distribution in a way easily analysed by applying the momentum operator to the outcoming wave. If $`\tau =t_2t_1`$, the momentum distribution at $`t=t_2`$ is given by
$$\left[𝐏\psi \right](𝐱,t_2)=i\mathrm{}\left[e^{iV(𝐱)\tau /\mathrm{}}\psi (𝐱,t_1)\right]=$$
(31)
$$\left[\tau V(𝐱)\psi (𝐱,t_1)i\mathrm{}\psi (𝐱,t_1)\right]e^{iV(𝐱)\tau /\mathrm{}}$$
(32)
No mistake about the interpretation of this: the new momentum distribution is such that
$$\psi (t_2)\left|𝐏\right|\psi (t_2)=𝑑x\psi ^{}(𝐱,t_1)\left[\tau V(𝐱)\psi (𝐱,t_1)i\mathrm{}\psi (𝐱,t_1)\right]=$$
(33)
$$=\psi (t_1)\left|𝐏\right|\psi (t_1)\tau 𝑑xV(𝐱)\left|\psi (𝐱,t_1)\right|^2$$
(34)
Now, this comes from commonplace Hamiltonian dynamics and is not mysterious at all. The obvious interpretation of (34) in terms of probability distributions is: the wave function gets an additional “kick” in a direction that is generally uncertain as long as the exact profile of $`V(𝐱)`$ is uncertain, depending on both the potential and the initial state’s spatial profile.
On the other hand, in terms of Bohmian mechanics we get, by means of (9)
$$m𝐯(𝐱,t_2)=\frac{\mathrm{}}{2i}\frac{\psi ^{}(𝐱,t_1)\psi (𝐱,t_1)\psi (𝐱,t_1)\psi ^{}(𝐱,t_1)}{\psi ^{}(𝐱,t_1)\psi (𝐱,t_1)}\tau V(𝐱)=$$
(35)
$$m𝐯(𝐱,t_1)\tau V(𝐱)$$
(36)
so the new linear momentum is the previous one (given by the Bohmian velocity field) plus a contribution $`\tau V(𝐱)`$. But this is not the way in which the approximation proves itself more useful (and plausible) to our purposes. The step previously considered of $`V(𝐱)`$ assuming a square spatial profile with the stochastic character borne by multiplying constants will prove itself better in a series of concerns as will be shown in what follows.
To fix ideas (and also because of its paradigmatic character,) I consider again a Stern-Gerlach experiment for a neutral particle with arbitrary spin $`s`$ assuming $`2s+1`$ possible values. First of all, I will reshape the general set of projector-observables introduced before to render them tailor-made to suit my experiment (here is the explanation of our previous coarse-graining). So they are now a finite series of yes-no observables $`P_m(𝐗),`$ $`m=s,\mathrm{},+s`$, in the way of (27), corresponding to $`2s+1`$ non-overlapping “detectors”, plus the complementary of the union $`_{k=s}^{+s}D_m`$, that is, $`\left(_{k=s}^{+s}D_m\right)^\mathrm{c}`$ which will be denoted with the suffix “ex” for short. Each of these “detectors” corresponds to a region where the collision of a particle with precisely that spin $`z`$-projection is expected to hit. Then we have a partition of the identity in the position factor subspace of the whole Hilbert space given by
$$\underset{m=s}{\overset{+s}{}}P__m+P_{\mathrm{ex}}=I$$
(37)
These tool-box operators constitute a drastic reduction as compared to the more general formulation in quantum mechanics as concerns the implementation of results by means of eigenvalues. It is a way of giving mathematical shape to the feature that the only eigenvalues truly relevant to this experiment when it comes to speaking of position measurements are certain, fixedly defined position q-bits. So, it is two essential elements we are integrating here; (1): impulsive interactions (dynamics) and (2): countable character in the possible outcomes.
As an example, the particular operator corresponding to the observable-proposition “$`𝐱`$ IS EXTERNAL TO $`D_s`$” would be represented by the operator $`P_s^{}=P_{s+1}+P_{s+2}+\mathrm{}+P_s+P_{\mathrm{ex}}`$, and its action on an eigenstate $`|\psi `$ of the projectors making up (37) would be
$$P_s^{}|\psi \left(P_{s+1}+P_{s+2}+\mathrm{}+P_s+P_{\mathrm{ex}}\right)|\psi =\{\begin{array}{c}0|\psi \mathrm{if}|\psi \mathrm{is}\mathrm{within}D_s\\ 1|\psi \mathrm{if}|\psi \mathrm{is}\mathrm{outside}D_s\end{array}$$
(38)
I can even consider, in principle, observables like: “$`𝐱`$ IS INTERNAL TO EITHER $`D_1`$ OR $`D_2`$”, i.e.:
$$P_{\left(s\mathrm{or}s+1\right)}|\psi \left(P_s+P_{s+1}\right)|\psi =$$
(39)
$$\{\begin{array}{c}1|\psi \mathrm{if}|\psi \mathrm{is}\mathrm{either}\mathrm{within}D_s\mathrm{or}D_{s+1}\\ 0|\psi \mathrm{if}|\psi \mathrm{is}\mathrm{outside}\mathrm{both}D_s\mathrm{and}D_{s+1}\end{array}$$
(40)
Still other observables of classically impossible realisation, like “$`𝐱`$ IS INTERNAL TO BOTH $`D_m`$ AND $`D_m^{}`$” with $`mm^{}`$, which is identically assigned the zero operator.
But example (38) leads us to the following: for this scheme to make any sense within the context of my particular experiment, I need to supplement this set of relevant projectors with a consistency condition on the states I am using as possible inputs and outputs. In physical terms, this means I have to aim my wave packets to the regions of detection and intently preclude any situation in which any of these packets would be, at the moment of detection “caught in between” $`D_m`$ and $`\left(D_m\right)^\mathrm{c}`$ for arbitrary $`m`$. This means that the incoming wave is made up as a coherent superposition of states that are either completely within or else completely without the detection regions $`D_m`$ at the time designed for each wave packet to hit “its” detector. In other words, I will consider only states satisfying the coincidence condition:
$$P_m(𝐗)|\psi _m(t_{\mathrm{loc}})=\delta _{mm^{}}|\psi _m^{}(t_{\mathrm{loc}})$$
(41)
$$P_{\mathrm{ex}}(𝐗)|\psi _m(t_{\mathrm{loc}})=0\mathrm{for}\mathrm{all}m$$
(42)
with
$$|\psi (t_{\mathrm{loc}})=\underset{m=1}{\overset{n}{}}c_m|\psi _m(t_{\mathrm{loc}})$$
(43)
where $`t_{\mathrm{loc}}`$ stands for the time when the localisation is triggered. Mind the time dependence implied in (41)-(43), because I am focusing on experiments in which the initial state is prepared as a superposition of wave packets (Gaussian, to be more concrete). Thus
$$𝐱|\psi (t)=\underset{k=s}{\overset{+s}{}}c_m𝐱|\psi _m(t)=$$
(44)
$$\underset{m=s}{\overset{+s}{}}c_m\left(\sigma _m(t)\right)^{1/2}(2\pi )^{1/4}e^{i\alpha _m}e^{i𝐩_m𝐱/\mathrm{}}e^{(𝐱𝐱_m(t))^2/4\sigma _m^2(t)}$$
(45)
where the parameters $`𝐩_m=𝐩_0+\mathrm{\Delta }𝐩_m`$, $`\alpha _m=\mu _mB_z(0)`$ and $`\mathrm{\Delta }p_m=\mu _mB_z(z)/z`$ come from the previous stage of deflection as in the 2-state Stern-Gerlach experiment reviewed before. Of course, (41)-(43) do not determine $`|\psi _m(t_{\mathrm{loc}})`$, so these are not eigenstates to be uniquely determined (corresponding to the fact that the set of localisation operators $`P_m(𝐗)`$ is not exhaustive).
A still more restrictive condition (strong coincidence condition)<sup>14</sup><sup>14</sup>14Great caution is needed, of course, to handle this condition in order not to be led to inconsistencies, e.g.; the strict vanishing of the derivatives of the wave function to every order plus the requisite on the wave function to be analytic in $`𝐱`$, would lead for $`\psi _m(𝐱,t)`$to be identically zero. Reference , is given as a cautionary note to be taken in this concern. I am using the conclussion of that analysis throughout; namely: the safest way to handle states whose derivatives are being assumed to vanish to every order in a certain region is by means of the propagator: to be used in what follows, is (41)-(43) plus
$$\frac{^{\left(r\right)}}{\left(x_k\right)^r}\psi _m(𝐱,t_{\mathrm{loc}})|_{D_m}=0\mathrm{for}\mathrm{all}r$$
(46)
Although at first sight very strong a condition in a general setting, it is always possible to make it valid by making the regions $`D_m`$ large enough. We can play quite freely with such parameters because of the non existence of a fundamental length parameter imposed upon us, the point of interest being to discuss a plausible scenario for macroscopic localisation.
Let us digress a little about the previous ideas: a quite disturbing problem the impulsive approximation suffers from is that it does not seem to embody by itself a macroscopic situation generally enough. The question whether a more genuinely macroscopic condition can be used is given a drastically simplifying answer by the model of discontinuity in the potential energy. This model, though extremely idealised in the mathematical side, when combined with the impulsive approximation seems a more credible candidate for such macroscopicity condition than the bare impulsive approximation. The following is suggested as a possible reason for this: It is a well-known argument in statistical mechanics that for non-analytic functions to occur as probability distributions (which is what characterises the coexistence of distinct thermodynamic phases,) the intervention of an infinite number of microscopic mechanical states is strictly required. This is usually referred to as the problem of the thermodynamic limit. If, in an analogous way, the occurrence in quantum mechanics of sharp-edged potentials like $`V(𝐱)=_k\eta _k\chi _k(𝐱)`$ should come about because of the participation of very many particles each with infinitely many states interacting with my particle of interest, the previous model would constitute an intuitive ex post facto implementation of macroscopicity. In short, macroscopicity as concerns localisation would be embodied by the ocurrence of discontinuous domains in the potential energy. But this discontinuity-macroscopicity correspondence should not be taken too far, because discontinuity in the potential energy is also a feature of typically non-macroscopic problems as, e.g., reflection on a potential wall. The coincidence condition plays a crucial role in that it implements the fact that it is presumably the passing of the particle by the region of detection what triggers the activation of such discontinuity domains. In contrast, reflection problems (a situation which is widely used in quantum experiments with no decoherence implied in it) require the assumption that such discontinuity domains are pre-existing in the particle’s programmed path.
To show how the idea just exposed fits in without strictly having to make $`K(𝐩)`$ go to zero as compared to $`V(𝐱)`$ (which is what the usual form of the impulsive approximation would require,) I make use of (20) and (21), with $`A=i\tau K(𝐏)`$, $`B=i\tau \left(K(𝐏)+V(𝐗)\right)`$, choosing $`\mathrm{}=1`$ and $`t_2t_1\tau `$:
$$\mathrm{exp}i\tau K\mathrm{exp}i\tau \left(K+V\right)=\mathrm{exp}\eta (i\tau K,i\tau (K+V))=$$
(47)
$$\mathrm{exp}\eta (i\tau K,i\tau (K+V))=\mathrm{exp}(i\tau V+\frac{\tau ^2}{2}[K,V]+$$
(48)
$$\frac{(i\tau )^3}{6}[[K,V],K]\frac{(i\tau )^3}{12}[[K,V],V]+\mathrm{})$$
(49)
But notice that, when $`𝐱\left|K(𝐏)\right|𝐱^{}=(1/2m)(i)^2\delta (𝐱𝐱^{})`$, then
$$[K(i),V(𝐱)]\psi (i)^2(V(𝐱)\psi )V(𝐱)(i)^2\psi =$$
(50)
$$^2V(𝐱)\psi 2V(𝐱)\psi $$
(51)
The following terms are
$$[[K(i),V(𝐱)],K(i)]\psi $$
(52)
$$=2V(𝐱)\left(^2\psi \right)^2(^2V(𝐱))\psi 4\left(^2V(𝐱)\right)\psi $$
(53)
$$4(_i_jV(𝐱))(_i_j\psi )$$
(54)
and another one for $`[[K(i),V(𝐱)],V(𝐱)]\psi `$, etc. The moral of the former expansion is: the successive commutations are simply a sum of terms proportional to derivatives of $`V(𝐱)`$ of order $`1`$, because the effect of commutation is to remove the zero-order derivative of $`V(𝐱)`$ from $`L\left[V(x)\right]`$ with $`L`$ being any polynomial differential operator with constant coefficients. Now, if the class of states we are considering is a superposition of say, wave packets $`e^{(𝐱𝐱_m(t_{\mathrm{loc}}))^2/4\sigma _m^2(t_{\mathrm{loc}})}`$<sup>15</sup><sup>15</sup>15I need to use functions that are suitable for the application of delta distributions (that is; polynomically bounded). satisfying the strong coincidence condition at $`t=t_{\mathrm{loc}}`$ (negligibly small derivatives at the boundary,) with $`V(𝐱)=_k\eta _k\chi _{D_k}(𝐱)`$, it is immediate that such derivatives (proportional to delta functions in the coordinates normal to the potential wall) are approximately zero at this boundary.
For this very special instance, then, I can proceed as follows
$$\mathrm{exp}i\tau (K(i)+\underset{m}{}\eta _k\chi _{D_m}(𝐱))\underset{m^{}}{}c_m^{}\psi _m^{}(𝐱,t)\mathrm{exp}(i\tau K(i))\times $$
(55)
$$\mathrm{exp}(i\tau \underset{m}{}\eta _m\chi _{D_m}(𝐱))\underset{m^{}}{}c_m^{}\psi _m^{}(𝐱,t)=\mathrm{exp}(i\tau K(i))\times $$
(56)
$$\underset{m,m^{}}{}e^{i\tau \eta _m}c_m\chi _m^{}(𝐱)\psi _m(𝐱,t)=\mathrm{exp}(i\tau K(i))\underset{m,m^{}}{}e^{i\tau \eta _m}c_m\delta _{mm^{}}\psi _m^{}(𝐱,t)=$$
(57)
$$\mathrm{exp}(i\tau K(i))\underset{m}{}e^{i\tau \eta _m}c_m\psi _m(𝐱,t)=\underset{k}{}e^{i\tau \eta _m}c_m\psi _m^{(\mathrm{free})}(𝐱,t+\tau )$$
(58)
where $`\psi _m^{(\mathrm{free})}(𝐱,t+\tau )`$ are wave packets free-propagated from the original ones $`\psi _m(𝐱,t)`$. (58) plays the role of an extended impulsive approximation. It is valid only when the wave packets I am using are such that, whenever impulsive square potentials are activated, the $`m^{\mathrm{th}}`$ wave front is well within the $`m^{\mathrm{th}}`$ potential box. If I do not enforce this condition and allow, e.g., for the waves packets to face potential walls pre-existing in their path, then they would respond to a typical reflection model, whose effects are completely different as we know. On the other hand, any intermediate situation would be far more involved by using the Campbell-Haussdorff identity.
### 3.3 Supplementary conditions for the measurement of position. The two-slit experiment
I use now this classical experimental test in order to illustrate the continuous need in the quantum theory of measurement for the introduction of auxiliary hypotheses in the form of consistency conditions whenever a particular experiment is proposed. I must expect conditions of this kind to be associated in a inextricable way to the nature of each experiment we design. The reason is, of course, that I am not dealing with a fundamental theory and need to take into account whatever characteristics are imposed by me rather than universally present. Another reason for choosing this example is that it illustrates very well an essential feature of typical quantum experiments, namely; the persistence of decoherence<sup>16</sup><sup>16</sup>16Actually, the argument concerning the persistence of decoherence after a localisation has taken place can only be accounted for once the quantum equilibrium condition is assumed. The present one is a preliminary point to even start talking about persistence of decoherence for, if the different partial waves do not overlap in the course of subsequent evolution, it doesn’t even make sense to talk about decoherence, as explained here. when a further localisation is performed after a previous localisation has already been carried out in the past.
In this case, the wave is a superposition of two partial waves that, after coming through the double slit setting, at the moment of being localised in detectors separated in such a way as to be able to discern between both alternatives of passage can be written as:
$$\psi (𝐱,t_{\mathrm{loc}})=\psi _1(𝐱,t_{\mathrm{loc}})+\psi _2(𝐱,t_{\mathrm{loc}})$$
(59)
But something absolutely essential for this experiment to function properly is that both $`\psi _k(𝐱,t)`$ be nonoverlapping at the time of localisation:
$$\psi _1(𝐱,t_{\mathrm{loc}})\psi _2(𝐱,t_{\mathrm{loc}})0$$
(60)
which, somewhat more rigorously means
$$d^3x\left|\psi _1(𝐱,t_{\mathrm{loc}})\right|^2\left|\psi _2(𝐱,t_{\mathrm{loc}})\right|^2<<1$$
(61)
Otherwise, the experiment would not be discerning between both alternatives of passage. The problem is that, as long as condition (60) is accurately satisfied, the decoherence condition
$$\left|\psi (𝐱,t_{\mathrm{loc}})\right|^2=\left|\psi _1(𝐱,t_{\mathrm{loc}})\right|^2+\left|\psi _2(𝐱,t_{\mathrm{loc}})\right|^2$$
(62)
is empty because, as long as both supports do not overlap, condition (62) and the coherent one
$$\left|\psi (𝐱,t_{\mathrm{loc}})\right|^2=\left|\psi _1(𝐱,t_{\mathrm{loc}})\right|^2+\left|\psi _2(𝐱,t_{\mathrm{loc}})\right|^2+2\mathrm{R}\mathrm{e}\left(\psi _1(𝐱,t_{loc})\psi _2^{}(𝐱,t_{loc})\right)$$
(63)
are one and the same. Thus, it is not enough to impose a coincidence condition to enforce decoherence effects. I need to perform a second localisation as well, and at a distance sufficiently far removed from the first one. This second localisation must be performed far enough from the first one for free evolution to extend the partial waves’ supports and make both to overlap in a significant amount.
Thus, by aplying the free evolution formula so that, if $`\psi (𝐱,0)=\psi _1(𝐱,0)+\psi _2(𝐱,0)`$, $`U(t,t_{\mathrm{loc}}+\tau )=U^{(\mathrm{free})}(t,\tau )`$, $`U(t_{\mathrm{loc}},0)=U^{(\mathrm{free})}(t_{\mathrm{loc}},0)`$, and $`U(t_{\mathrm{loc}}+\tau ,t_{\mathrm{loc}})=\mathrm{exp}\left(i\tau \eta _1/\mathrm{}\chi _{D_1}(𝐱)i\tau \eta _2/\mathrm{}\chi _{D_2}(𝐱)\right)`$ I obtain
$$\psi (𝐱,t)=𝐱\left|U(t,t_{\mathrm{loc}}+\tau )U(t_{\mathrm{loc}}+\tau ,t_{\mathrm{loc}})U(t_{\mathrm{loc}},0)\right|\psi (0)=$$
(64)
$$e^{i\tau \eta _1/\mathrm{}}_{D_1}d^3x^,D^{(\mathrm{free})}(𝐱,t;𝐱^,,\tau )\psi _1(𝐱^,,0)+$$
(65)
$$e^{i\tau \eta _2/\mathrm{}}_{D_2}d^3x^,D^{(\mathrm{free})}(𝐱,t;𝐱^,,\tau )\psi _2(𝐱^,,0)$$
(66)
That is,
$$\psi (𝐱,t)=e^{i\tau \eta _1/\mathrm{}}\psi _{1,\mathrm{gap}}^{(\mathrm{free})}(𝐱,t)+e^{i\tau \eta _2/\mathrm{}}\psi _{2,\mathrm{gap}}^{(\mathrm{free})}(𝐱,t)$$
(67)
where
$$\psi _{k,\mathrm{gap}}^{(\mathrm{free})}(𝐱,t)_{D_k}d^3x^{}D^{(\mathrm{free})}(𝐱,t;𝐱^{},\tau )\psi _k(𝐱^{},0)$$
(68)
with $`k=1,2`$. In this approximation, both $`\psi _{k,\mathrm{gap}}^{(\mathrm{free})}(𝐱,t);`$ $`k=1,2`$, display a time lag with respect to what their values would be if no localising interaction had been present in their path. It is the strong coincidence condition what restores the usual timing, because it does not suppress the free-evolution factor from the whole evolution operator:
$$\psi (𝐱,t)=e^{i\tau \eta _1/\mathrm{}}\psi _1^{(\mathrm{free})}(𝐱,t)+e^{i\tau \eta _2/\mathrm{}}\psi _2^{(\mathrm{free})}(𝐱,t)$$
(69)
Needless to say, the interesting feature of (69) is the fact that it stems from approximations made on the linear and unitary quantum evolution equation and is not a make-up.
## 4 The EPR experiment for the singlet state of two identical particles.
When reading about nonlocality in the literature we face a nagging difficulty not having so much to do with any real intricacy as with the sheer ambiguity with which such term is generally burdened. An expansion of the dictionary is not always what is needed, but here it is strictly necessary. It seems thus feasible to look at Bell’s definition of nonlocal correlation $`p(a,b)p(a)p(b)`$ for respective outcomes $`a`$ and $`b`$ of a certain experiment (which are causally separated by design) as one that is minimal in some sense, because it rests on the more fundamental mathematical definition of statistical dependence between two stochastic variables. In this view, nonlocallity is implied nominally, because of what I declare $`a`$ and $`b`$ to be. I will know this property under the quite natural term of Bell nonlocality (BNL,) because, while it seems fair to call it nonlocality in some sense, it is presumably weaker than that which would be inferred from the physical picture of waves propagating superluminically.
There is, to be sure, no actual need for the wave packets to actually propagate faster than light to reach one another’s support, for such influence to occur. This, at least, as long as two conditions are satisfied. Namely;
(1) The involvement of a many-particle phase space in the dynamical equations.
(2) Entanglement between the interacting subsystems.
But it is also true that I would like to have at hand some intuitive picture of how a mechanism so counter-intuitive in relativistic terms can take place without any harm done to the principle of relativity. And I would like to picture it in terms of the evolution equation of my theory. This is, of course, no other than the Schrödinger equation, and work has been made on it up to this point so that it can directly produce the desired picture.
Consider the Stern-Gerlach experiment for two neutral paramagnetic particles in the $`\frac{1}{2}\frac{1}{2}`$ spin space. I will always label the eigenstates of $`\sigma _n`$ with an index so I can refer without ambiguity to a particular spin observable irrespective of the direction defining it. Thus, e.g., $`\sigma _z`$ has as eigenstates $`|+_z`$ and $`|_z`$, $`\sigma _𝐧`$ has $`|+_𝐧`$, $`|_𝐧`$, etc. I also omit unnecessary particle indexes in the spin variables, the index being implicit in the tensor-product ordering. I will focus on the stage of the experiment when both wave packets reach the deflection window, and I will call that time $`t_{\mathrm{def}}`$ in the laboratory frame (which happens to coincide with the CM frame). If both particles are at the (initial) moment corresponding to the decay (the “starting gun” of the experiment) into a singlet state $`𝐱_1,𝐱_2|\mathrm{\Psi }(0)=2^{1/2}\psi (𝐱_1,𝐱_2;0)\left(|+_z,_z|_z,+_z\right)`$, after a fairly long trip in opposite directions, they reach the configuration $`2^{1/2}\psi (𝐱_1,𝐱_2;t_{\mathrm{def}})\left(|+_z,_z|_z,+_z\right)`$. At that moment both have reached their respective windows and are simultaneously (in the LAB-frame) being acted upon by the respective dipole term. But let us suppose the first wave packet reaches its window slightly before the second one. We write the corresponding interaction as $`H=\eta P_{+_z}I`$, then, by means of (15) with $`R=\sigma _z`$ and $`S=\sigma _x`$
$$U(t_{\mathrm{def}}+\tau ,t_{\mathrm{def}})=e^{i\alpha (z_1)}P_{+_z}P_{+_x}+e^{i\alpha (z_1)}P_{+_z}P__x+P__zP_{+_x}+P__zP__x$$
(70)
with $`\alpha (z)=(\eta +z_1\mathrm{\Delta }p_{z_1})\tau /\mathrm{}`$. The second factor of the r.h.s. has been expanded in terms of $`\sigma _x`$-eigenstates in order to see how the deflection of the first wave packet following $`\sigma _z`$ affects the possible values for $`\sigma _x`$ corresponding to the second wave packet (we know the attempt to overcome Heisenberg’s incompatibility at a distance is the sticking point since EPR times). The action of (70) on the state at $`t=t_{\mathrm{def}}`$ is such that
$$\sqrt{2}\times |\mathrm{\Psi }(t_{\mathrm{def}}+\tau )=\sqrt{2}\times U(t_{\mathrm{def}}+\tau ,t_{\mathrm{def}})|\mathrm{\Psi }(t_d)=$$
(71)
$$e^{i\alpha (z_1)}+_x,_z|+_z,+_x+e^{i\alpha (z_1)}_x,_z|+_z,_x$$
(72)
$$+_x,+_z|_z,+_x_x,+_z|_z,_x=$$
(73)
$$\frac{1}{\sqrt{2}}\left(e^{i\alpha (z_1)}|+_z,+_xe^{i\alpha (z_1)}|+_z,_x+|_z,+_x+|_z,_x\right)$$
(74)
Now, the function I handle in QM to generate the probabilities of the different outcomes for the observable $`\sigma _z\sigma _x`$ of the composite system at time $`t`$ is $`\left|s_z,s_x|\mathrm{\Psi }(t)\right|^2`$. But it is interesting to see what happens if I calculate from this formula the marginal probabilities for the different outcomes $`s_x`$ of the second particle before (making $`\alpha =0`$) and after (making $`\alpha 0`$) the first particle’s $`\sigma _z`$-deflection:
$$\underset{s_z}{}|s_z,\pm _x|\mathrm{\Psi }(t_{\mathrm{def}}+\tau )|^2=|+_z,\pm _x|\mathrm{\Psi }(t_{\mathrm{def}}+\tau )+_z,\pm _x|\mathrm{\Psi }(t_{\mathrm{def}}+\tau )|^2=$$
(75)
$$=\frac{1}{2}(1\mathrm{cos}\alpha (z_1))$$
(76)
With the substitution $`\alpha =0`$ I recover what I would obtain if I calculated the marginal probabilities at time $`t_{\mathrm{def}}`$, that is
$$|\underset{s_z}{}s_z,_x|\mathrm{\Psi }(t_{\mathrm{def}})|^2=\underset{s_z}{}|s_z,_x|\mathrm{\Psi }(t_{\mathrm{def}})|^2=\frac{1}{2}$$
(77)
The general case of $`\alpha 0`$ I can only interpret in terms of probabilities provided I average over the stochastic parameter $`\alpha (z_1)`$ (in the way previously exposed when dealing with the Stern Gerlach experiment). Both (76) and (77) serve me to compare the probabilities before ($`\alpha =0`$) and after ($`\alpha 0`$) the interaction has taken place (disregarding the effects of the free-evolution factor from the whole evolution operator). “Before”, I had<sup>17</sup><sup>17</sup>17I still have to 1$`{}_{}{}^{\mathrm{st}}:`$ sum the amplitudes and 2<sup>nd</sup>: square, because I still ”do not know” what decoherence is about. It is the process of average, that I will introduce later more formally, what entails the habitual decoherence rule.
$$|\underset{s_z}{}s_z,+_x|\mathrm{\Psi }(t_{\mathrm{def}})|^2=0$$
(78)
$$|\underset{s_z}{}s_z,_x|\mathrm{\Psi }(t_{\mathrm{def}})|^2=1$$
(79)
and “after”, I have (provided I average to zero the trigonometric terms appearing in (76) and such average is represented by an overbar)
$$\overline{\underset{s_z=+,}{}|s_z,+_x|\mathrm{\Psi }(t_{\mathrm{def}}+\tau )|^2}=\overline{\underset{s_z}{}|s_z,_x|\mathrm{\Psi }(t_{\mathrm{def}}+\tau )|^2}=\frac{1}{2}$$
(80)
which means that the probabilities for the different outcomes of $`s_x`$ for the second particle have changed as a consequence of having measured $`s_z`$ for the first particle even though both are causally disconnected. Now, I new since Bell’s analysis based just on quantum probabilities (but without assuming QM dynamics) that this nonlocality was necessary (exception made of possible loopholes). I have just presented a dynamical discussion of how such a bizarre physical phenomenon can come about with no need to strand into the allegedly inconsistent soil of nonlocal dynamics. The reason can be pinned down to what I mentioned before: a combination of a multi-particle phase space plus the involvement of entangled states. All through this process, causality is not even touched, as the only way to check this quantum change in the multiparticle-quantum-phase space is only after having cropped up the results (at which time, the causality time frame has obviously become outdated).
## 5 Quantum-Stochastic-Parameter averaged Bohmian Mechanics
I am now going to cover details that remained somewhat loose before. In doing so, I will show why one is able to be sloppy in not considering further entanglement between the system of interest and the rest of the world without any harm done to the essential ideas to be extracted. Furthermore, I will show the reason for the previous average over stochastic phases. The idea will be presented in the context of Bohmian mechanics.
Let us consider our system $`𝒮`$, along with a second system $`𝒜`$, with $`𝒮`$ allowing a spectral expansion like the one giving rise to (15) and $`𝒜`$ a somewhat different one in that we make room for an additional subspace (the one orthogonal to the rest of the pointer states). That is, I assume the existence of a spectral expansion for $`𝒜`$ of the form
$$\underset{q=1}{\overset{n}{}}P_q^{(𝒜)}+P^{(𝒜)}=I^{(𝒜)}$$
(81)
while indulging the fiction that the space of states of $`𝒜`$ has dimension $`n+1`$, which allows to simplify the writing, while the corresponding generalisation would require the addition of an index<sup>18</sup><sup>18</sup>18Such additional index would not only freight the notation, but also have a somewhat obscure meaning, as it would not necessarility conform to any physically sensible eigenstate expansion. The reason is the CSCO I have chosen to expand $`𝒜`$’s space starts with the “unnatural” $`Q^{(𝒜)}_qq|𝒜_q𝒜_q|`$, which is fair enough to describe $`𝒜`$ in relation to $`𝒮`$, but not to exhaustively describe $`𝒜`$ as a system of its own. Furthermore, the addition of a further CSCO to $`Q^{(𝒜)}`$, would make me end up with a redundant description, thus risking inconsistency at every step. The set of observables adjoined to $`Q^{(𝒜)}`$ in order to reach completion is, thus, “unnatural” by construction.. The initial state of the whole system$`+`$apparatus adopts the form
$$|\mathrm{\Psi }(0)=\underset{q=1}{\overset{n}{}}c_q|\psi _q|\mathrm{\Phi }_0$$
(82)
where the system under experimental test is assumed to have undergone a previous stage of preparation, and I am going to suppose the apparatus’ initial state as having the most general form possible (known as absolute standard):
$$|\mathrm{\Phi }_0=|\mathrm{\Phi }^{}+\underset{q=1}{\overset{n}{}}a_q|𝒜_q$$
(83)
Thus, either the apparatus’ transition to a pointer state as well as its remaining on the neutral state, unaffected, are possible. We have also (for all $`q`$)
$$\mathrm{\Phi }^{}|𝒜_q=0$$
(84)
$$P_q^{(A)}|\mathrm{\Phi }^{}=0$$
(85)
The condition setemming from demanding normalisation for both the total state and the $`|𝒜`$’s will be ignored. So far, that is the general scenario. But let us be more concrete.
We recall now the standard scheme in the literature when it comes to consider the apparatus. The following interaction Hamiltonian is proposed for illustrative purposes
$$H=QP_y$$
(86)
where $`P_y=i/y`$ is the canonical operator corresponding to the one-dimensional pointer coordinate $`y`$. Then, if $`𝐱,y|\mathrm{\Psi }(0)=_{q=1}^nc_{q,\lambda }\psi _{q,\lambda }(𝐱)\mathrm{\Phi }_0(y)`$ (restoring a possible degeneracy in the formulae,) we get
$$𝐱,y|\mathrm{\Psi }(\tau )=\underset{q=1}{\overset{n}{}}\underset{\lambda }{}c_{q,\lambda }\psi _{q,\lambda }(𝐱)\mathrm{\Phi }_0(yq\tau )$$
(87)
So different outputs $`q`$ induce different pointers in the global state. The pointers are simply wave functions recoiled from their original position (think of $`y`$ as an angle or maybe as a location in a grid). I am going to modify slightly (86) so that it fits the previous discussion in what concerns the measured system’s space of quantum states. That is, instead I will consider
$$H=\underset{k}{}\eta _kP_k(Q)P_y$$
(88)
This amounts to changing the “measuring rule” $`Q=_qqP_q`$ to a yes-no and stochastically affected “measuring rule” $`f(Q)=_k\eta _kP_k(Q)`$. Now, in place of (87), I would have, by applying (19)
$$\mathrm{\Psi }_{\{\eta ,y\}}(𝐱,y;\tau )=𝐱,y|\mathrm{\Psi }_{\{\eta ,y\}}(\tau )=\underset{k=1}{\overset{n}{}}\underset{\lambda }{}c_{k,\lambda }\psi _{k,\lambda }(𝐱)\mathrm{\Phi }_0(y\eta _k\tau )$$
(89)
where $`\eta `$ runs over all $`\eta _k`$. Now, Bohmian mechanics prescribes that in the long run, the particle guided by the quantum wave will follow the statistical pattern of position variables $`𝐱`$ given by the modulus of the wave function squared. But in order to be able to write a proper wave function, I must include $`𝒜`$, so the expression to be applied the quantum equilibrium condition to is $`\left|\mathrm{\Psi }_{\{\eta ,y\}}(𝐱,\lambda ,y;t)\right|^2`$. With this, my probability density gets affected by the stochastics parameters $`\eta `$ and $`y`$ related to $`𝒜`$:
$$\rho _{\{\eta ,y\}}(𝐱;t)\left|\mathrm{\Psi }_{\{\eta ,y\}}(𝐱,y;t)\right|^2=$$
(90)
$$\underset{k,k^{}=1}{\overset{n}{}}\underset{\lambda ,\lambda ^{}}{}c_{k,\lambda }c_{k^{},\lambda ^{}}^{}\psi _{k,\lambda }(𝐱)\psi _{k^{},\lambda ^{}}^{}(𝐱)𝑑y\mathrm{\Phi }_0(y\eta _k\tau )\mathrm{\Phi }_0^{}(y\eta _k^{}\tau )$$
(91)
If only A had its dynamical variables fixed, I would be finished, but the question is these variables have a stochastic character that entails some kind of average in order to obtain the probabilities for sub-system S. In this respect, it is very important to keep in mind that the sample space to be averaged over is the one made up of all the $`\eta `$’s and all the $`y`$’s (corresponding to stochastic quantum excitations that could be activated in the same run of the experiment). Any such average (which has to run over both $`\eta `$ and $`y`$) will be denoted by an overbar and will be defined in the following way
$$\overline{u_{\{\eta ,y\}}}\frac{𝑑\eta _{k_1}\mathrm{}𝑑\eta _{k_n}𝑑y\pi (\eta _{k_1},\mathrm{},\eta _{k_n},y)u_{\{\eta ,y\}}}{𝑑\eta _{k_1^{}}\mathrm{}𝑑\eta _{k_n^{}}𝑑y\pi (\eta _1,\mathrm{},\eta _n,y)}$$
(92)
for any function $`u`$ of the arguments $`\eta `$ and $`y`$, and certain admissible density $`\pi (\eta _1,\mathrm{},\eta _n,y)`$ for the quantum stochastic parameters. Now, if $`\mathrm{\Phi }_0(y)`$ behaves like a quasi-classical wave function, I must expect it to oscillate very rapidly for sizable variations of its spacial argument $`y`$, when the stochastic energy parameters $`\eta _k`$ also change in a characteristically macroscopic range. The last means that the density $`\pi `$ must display a very slow variation as compared to $`\mathrm{\Phi }_0`$. This quasi-classical behaviour is implemented by the vanishing of the correlation between the values of $`𝒜`$’s factor in the global wave function when the quantum stochastic parameters run over their typical values and certainly depends on the stochastic parameters’ fluctuations: $`\overline{\mathrm{\Phi }_0(y\eta _k\tau )\mathrm{\Phi }_0^{}(y\eta _k^{}\tau )}=\delta _{kk^{}}`$. With this, and provided $`\pi `$ is normalised, one is led to:
$$\overline{\left|\mathrm{\Psi }_{\{\eta ,y\}}(𝐱,\lambda ,y;t)\right|^2}=\underset{k=1}{\overset{n}{}}c_{k,\lambda }c_{k,\lambda ^{}}^{}\psi _{k,\lambda }(𝐱)\psi _{k,\lambda ^{}}^{}(𝐱)\overline{\mathrm{\Phi }_0(y\eta _k\tau )\mathrm{\Phi }_0^{}(y\eta _k^{}\tau )}=$$
(93)
$$\underset{k=1}{\overset{n}{}}\underset{\lambda ,\lambda ^{}}{}c_{k,\lambda }\psi _{k,\lambda }(𝐱)c_{k,\lambda ^{}}^{}\psi _{k,\lambda ^{}}^{}(𝐱)$$
(94)
which is decoherent with respect to the coarse-grained $`P_k(Q)`$, but displays interferences with respect to the $`\lambda `$ variables to which the experiment is blind (as obtained from the usual convention implied in the projection postulate). Attention must be paid to the words with respect to the coarse-grained $`P_k(Q)`$, because decoherent or not depends on what observable I am considering to measure next. Thus, if I make up my mind to use the outcoming state (94) as an incoming state in a further experiment designed for measuring say, $`R`$ with $`[Q,R]0`$ then, being $`W`$ diagonal in $`Q`$ thus not in $`R`$, thus not in a new $`R`$-dependent coarse-graining $`P_j(R)`$, I find myself involved with coherences again.
## 6 Concluding remarks
Let us briefly review the whole idea of the present work: If I want a measurement to be “perfect”, it must neither blur nor biass the probability pattern of the collectivity $`p(𝐱)`$ previous to the measurement. But if this is to be true and the quantum equilibrium condition is satisfied: $`p(𝐱)=\left|_\lambda 𝐱,\lambda |\psi \right|^2`$ (while retaining linear and unitary evolution for the quantum waves,) any operator implementing this quantum change must be diagonal in $`𝐱`$. This, in turn, makes inescapable the form $`_𝐱e^{i\eta _𝐱\tau }P_𝐱`$ of which the coarse-grained version previously introduced is simply a rough approximation suitable for use in the position representation but related to a more general observable $`Q`$. Finally, Bohmian mechanics provides us with the pointers, while a reasonable average over the stochastic parameters involved produces the familiar coherence-loss result.
But, on the mathematical side, this is basically a work about the exponential operator. If the handling of the exponential evolution operator is to be trusted in any quantum mechanical context from molecular physics to QCD, I am placing the bet in that its form and properties must also have much to say in connection with this long-standing problem. The route followed in this respect is little short of compelling, the only thing to be contended being the roughness of the different approximations. More speculative is the assumption that Bohmian mechanics be the alternative to be followed when it comes to introducing additional variables.
But, irrespective of the final verdict of nature about Bohmian mechanics, there are several common assertions about the theory that are in sore need of being rebutted. One of them is the idea that Bohmian mechanics is no good because it is “nonlocal”. That ordinary CQM is already nonlocal because of (1) should be enough to bash away this popular opinion forever. But there is more and is well-known long ago: nonlocality is inferred from quantum probabilities (provided, in turn, by quantum waves). In consequence, we should expect that it did not depend on the particular model of additional variables we introduce. This peculiar quantum or “weak” nonlocality (BNL) must be explained, and not argued against. We should look for a picture of it in wave dynamics, and not in the additional-variable level. That is exactly the program I have followed in the present work.
As to the various theorems periodically launched in order to dispossess any additional-variable model from its consistency claims, it must be said that any such attempt must be aimed at whatever Bohmian mechanics does not succeed to explain, not at phenomena that Bohmian mechanics has no difficulty at all to explain. I mean, of course, spin measurements. Actually, there is no need for a model of additional variables to determine any pre-existing values of an arbitrary projection of spin, or of any other “inner” quantum variable for that matter, previous to the measurement (“beables do not need to be EPR’s elements of reality!”). Curiously enough, one of Bohr’s famous admonishments offers a helping hand to the additional-variable idea in this concern: it is the stochastic nature of the measurement process which, (in conjunction with the additional-variables’ evolution, that is) leads to one or other particular outcome for the selected quantum observable. Thus, a unique initial value for all the dynamical variables (a particular position for the particle and as a result, a given velocity, plus a unique initial quantum state, plus a unique initial value for the potential energy) leads to one or other particular outcome depending on what particular deflecting dipole-term we decide to introduce next and on the precise value of the stochastic parameters involved. This is possible in the face of Köchen-Specker’s rigorous result, because Bohmian mechanics qualifies as an inherently contextual additional-variable model (a possibility that the Köchen-Specker theorem does not preclude). But the key to the catch-word “contextual” (which otherwise would be nothing but a fancy philosophy-laden name,) lies in the existence of discontinuous and stochastic changes in the environment. That any quantum-orthodoxy advocate would find unpalatable such discontinuity and stochasticity while accepting both features in the shameful form expressed in (1) would be ironical to the extreme. However, while it is true that I have not proved the mentioned discontinuity as an inevitable consequence of the quantum evolution equation in the present work, I have presented fairly plausible arguments for its ocurrence: assemblies of many-particle systems with infinitely many quantum states as dynamical building blocks of the quantum context giving rise to discontinuous patterns of evolution is, to say the least, not impossible.
Another objection frequently presented to Bohmian mechanics is that its inception in physics does not justify the effort invested when CQM already gets the same results with much less effort. It is a question here of deciding between mathematical simplicity and logical consistency; but logical consistency should never be sacrificed on behalf of mathematical simplicity (this point has been addressed already in a footnote and is certainly not new in physics).
However, the most serious problem Bohmian mechanics has to face is that, probably, it is not the whole story. It is much too naive to be the whole story. This is because theories with particles are especially awkward when it comes to discuss symmetries (this is known since the demise of Lorentz’s theory of the electron (of which Dirac’s theory was a further sophistication in a similar spirit) followed by unfruitful attempts mainly by Poincaré to overcome the difficulties with a model of spacially extended electron with “inner” cohesion forces). Symmetries are so much better discussed in terms of fields, and we know symmetries are an essential ingredient of modern fundamental theories. In this respect, there is a possibility that Bohmian mechanics be but a simpleminded model of a highly nontrivial nonlinear field theory in which symmetries are obvious. This would-be field theory splitting, in turn, into two separate modes of evolution: one of them made up of stable lumps and the other made up of Schrödinger waves. This possibility would presumably have to face the difficulty of sorting out problems with renormalizability in the relativistic version and seems quirky in that linear waves affect lumps, and not the other way about. But another more plausible possibility is that Bohmian mechanics be a “pointlike version” of a more fundamental theory of strings, branes or extended objects in general (if not for additional location variables more concrete than the location furnished by a dispersing wave, what sense does it make to speak of any kind of spatial substructure beyond the level of quantum waves?…or are strings and branes to be nothing but “stringy” or “brany” quantum numbers, “surrealistically” related to localisation within the wave?). Neither of both suggestions, of course, are logical necessities and either could be plagued by technical difficulties, but they stress the point that Bohmian mechanics, peculiar though it is, is probably analyzable in more cogent terms than its crude original form seems to impose. |
warning/0001/hep-th0001112.html | ar5iv | text | # UPR-873TCERN-TH/2000-018 A Cosmological Mechanism for Stabilizing Moduli
## Abstract
In this paper, we show how the generic coupling of moduli to the kinetic energy of ordinary matter fields results in a cosmological mechanism that influences the evolution and stability of moduli. As an example, we reconsider the problem of stabilizing the dilaton in a non-perturbative potential induced by gaugino condensates. A well-known difficulty is that the potential is so steep that the dilaton field tends to overrun the correct minimum and to evolve to an observationally unacceptable vacuum. We show that the dilaton coupling to the kinetic or thermal energy of matter fields produces a natural mechanism for gently relaxing the dilaton field into the correct minimum of the potential without fine-tuning of initial conditions. The same mechanism is potentially relevant for stabilizing other moduli fields.
A fundamental problem in supergravity and superstring theories is the stabilization of moduli fields, particularly the dilaton. Perturbatively, $`\mathrm{\Phi }\mathrm{exp}(\lambda \varphi )`$ (the dilaton) has no potential, although it does not behave as a free field because it has non-linear couplings to the kinetic energy of the axion field. (Throughout this paper, we use $`\mathrm{\Phi }`$ and $`\varphi `$ interchangeably to represent the dilaton according to convenience; the constant $`\lambda =\sqrt{16\pi }/m_{pl}`$, where $`m_{pl}1.2\times 10^{19}`$ GeV is the Planck scale, is chosen so that $`\varphi `$ has a canonical kinetic energy density, $`\frac{1}{2}\dot{\varphi }^2`$.) A non-perturbative potential can be induced by gaugino condensates . With several gaugino condensates, parameters can be tuned so that there is a locally stable minimum with zero cosmological constant . See the solid curve in Fig. 1. However, the potential is exponentially steep ($`V\mathrm{exp}(\mathrm{exp}(\varphi ))`$) and the desired minimum, $`\mathrm{\Phi }_{min}`$, is separated by an exponentially small barrier (compared to the Planck scale) from an observationally unacceptable anti-de Sitter vacuum . It appears that, unless the initial conditions of the dilaton field are finely-tuned to lie very near the correct minimum, the field will overrun or miss altogether the desired minimum.
In this paper, we present a possible robust solution to this problem based on generic properties of the dilaton and natural cosmological effects. The solution relies on the coupling of the dilaton to the kinetic energy density of ordinary matter fields which has important consequences in the early universe when the thermal (kinetic) energy density is high. In the radiation-dominated epoch, at least three effects come into play, two of which have been considered previously.
First, the energy density in the thermal component increases the Hubble damping, as emphasized by Barreiro *et al* . If the thermal energy density is very large compared to the dilaton energy density, the Hubble damping factor is significantly enhanced and the evolution of the dilaton is slowed. As a result, $`\mathrm{\Phi }`$ can be allowed somewhat smaller initial values (corresponding to climbing further up the steep part of the potential in Fig. 1) and still be trapped at $`\mathrm{\Phi }_{min}`$. This is a modest expansion in allowed initial conditions. In the scheme presented here, we find that the range of allowed initial conditions is enormously expanded.
Second, as pointed out by Horne and Moore , the dilaton couples non-linearly to the axion field and, if both fields have large initial kinetic energy densities compared to their potential, the non-linear coupling causes $`\mathrm{\Phi }`$ to undergo chaotic motion back and forth in its potential over a finite range in $`\mathrm{\Phi }`$ that includes the desired minimum. If the chaotic behavior could be sustained, then this would enhance the probability that $`\mathrm{\Phi }`$ is trapped in the correct minimum. However, as pointed out by Banks *et al* , the axion kinetic energy decays too quickly and spatial inhomogeneities grow too rapidly during the chaotic phase.
This paper points out a third feature of the dilaton in a cosmological setting that can provide a robust mechanism for dilaton stabilization. Namely, although the dilaton couples non-perturbatively to itself, it couples *perturbatively* to the kinetic energy and potential energy of all matter and gauge fields. In studying vacuum solutions, these fields and their kinetic energies are usually set to zero. However, in a cosmological setting, they produce a non-negligible, temperature-dependent contribution to the dilaton effective potential that can allow the dilaton field to be gently lowered into the desired minimum as the universe expands and cools. Whether this mechanism works depends on the functional form of the dilaton coupling to the matter and radiation energy densities. If we take forms suggested by superstring theory, the scenario works. (When the first two effects above, Hubble damping and coupling to the axion, are also included, they help to extend the range of dilaton couplings which work.)
We write the lowest component of dilaton superfield as $`S=\mathrm{\Phi }+iA/m_{pl}`$, where $`\mathrm{\Phi }`$ describes the dilaton and $`A`$ the axion. The non-perturbative dilaton potential, $`V_{np}`$, is due to multiple gaugino condensates, arranged to yield a stable minimum with zero cosmological constant ($`\mathrm{\Phi }=\mathrm{\Phi }_{min}`$): the racetrack model as shown in Fig. 1. The energy scale has been blown up by more than $`60`$ orders of magnitude compared to the Planck scale in order to make visible the features near $`\mathrm{\Phi }_{min}`$. The minimum is locally stable. There is a barrier at $`\mathrm{\Phi }>\mathrm{\Phi }_{min}`$ peaking at $`\mathrm{\Phi }=\mathrm{\Phi }_p`$ which separates the desired minimum from an anti-de Sitter vacuum. The height of the barrier is tiny, typically 50 or more orders of magnitude below the Planck density. At $`\mathrm{\Phi }<\mathrm{\Phi }_{min}`$ the potential rises exponentially steeply to values $`V_{np}[\mathrm{\Phi }]V_{np}[\mathrm{\Phi }_p]`$.
Based on this description and Fig. 1, it is simple to see why it is hard to be trapped at $`\mathrm{\Phi }=\mathrm{\Phi }_{min}`$. If $`\mathrm{\Phi }`$ begins at $`\mathrm{\Phi }_0>\mathrm{\Phi }_p`$, on the right side of the barrier from $`\mathrm{\Phi }_{min}`$, it is unlikely to be trapped at $`\mathrm{\Phi }_{min}`$. For $`\mathrm{\Phi }_0<\mathrm{\Phi }_{min}`$, there is a very limited range of initial conditions for which $`\mathrm{\Phi }`$ is trapped at $`\mathrm{\Phi }_{min}`$. In particular, if $`V_{np}[\mathrm{\Phi }_0]V_{np}[\mathrm{\Phi }_p]`$, (e.g. if the initial potential energy density is near the Planck scale or compactification scale, which is much greater than the barrier height) the field tends to roll rapidly down the exponential potential, overshooting $`\mathrm{\Phi }_{min}`$ and the barrier ($`\mathrm{\Phi }=\mathrm{\Phi }_p`$), ending up in the wrong vacuum.
At high temperatures the relevant terms of a typical Lagrangian have the form:
$$\sqrt{\left|g\right|}L=\sqrt{\left|g\right|}\left\{\frac{1}{2}\left(\varphi \right)^2+\frac{f_A(\mathrm{\Phi })}{2}\left(A\right)^2+\frac{f(\mathrm{\Phi })}{2}|C|^2g(\mathrm{\Phi })V_C(C)V_{np}(\mathrm{\Phi },A)\right\}$$
(1)
where $`C`$ is the complex scalar field in a chiral supermultiplet (a matter field) with potential $`V_C(C)`$, $`f_A(\mathrm{\Phi })1/2\mathrm{\Phi }^2`$ is the dilaton-axion coupling, and $`f(\mathrm{\Phi })`$ and $`g(\mathrm{\Phi })`$ are, respectively, the coupling of the dilaton to the kinetic energy and potential energy of $`C`$. The exact form of $`f(\mathrm{\Phi })`$ and $`g(\mathrm{\Phi })`$ depends on the theory one is considering (see below). $`V_{np}(\mathrm{\Phi },A)`$ is the racetrack potential, constructed from the superpotential
$$Wm_{pl}^3Z(Z+1)^2;Ze^{\alpha S}$$
(2)
and Kähler potential
$$K=m_{pl}^2\mathrm{ln}\left(S+\overline{S}\right)\mathrm{}.$$
(3)
Here $`\alpha `$ is a constant whose value depends on the gauge group. The result for the potential is
$$V_{np}=e^{K/m_{pl}^2}\left[K^{S\overline{S}}D_SW\overline{D_SW}\frac{3}{m_{pl}^2}W\overline{W}\right]=\frac{1}{\mathrm{\Phi }}\underset{j=1}{\overset{5}{}}h_j(\mathrm{\Phi },A)e^{(j+1)\alpha \mathrm{\Phi }}$$
(4)
here $`D_SW_SWK_SW/m_{pl}^2`$ and the $`h_j(\mathrm{\Phi },A)`$ are polynomials of degree $`2`$ in $`\mathrm{\Phi }`$. The functional form of $`W`$ is chosen such that the cosmological constant is zero at the minimum. From Eq. (4) we can see that $`\mathrm{\Phi }`$ decreases exponentially fast for $`\mathrm{\Phi }<\mathrm{\Phi }_{min}`$; and, as proven in , using the holomorphic property of $`W`$, $`V_{np}`$ is forced to have a barrier at some $`\mathrm{\Phi }=\mathrm{\Phi }_p>\mathrm{\Phi }_{min}`$ separating $`\mathrm{\Phi }_{min}`$ from an anti-de Sitter minimum at $`\mathrm{\Phi }>\mathrm{\Phi }_p`$. See Fig. 1.
Note that Eq. (1) includes a perturbative coupling of $`\varphi `$ to the kinetic energy of the $`C`$ field. In previous treatments of dilaton stabilization at the minimum of racetrack potentials, this coupling was ignored because the kinetic energy was treated as negligible. While this is justified at zero temperature, the kinetic energy is non-negligible at high temperature and, then, this dilaton coupling is extremely important and should not be ignored.
Stabilization can result under two conditions: (a) coherent oscillation of a homogeneous scalar (matter) field; and (b) thermal excitation of matter fields. Both are plausible sources in the early universe. Let us first consider Case (a), the coherent oscillations of a scalar field $`C`$. If the potential energy is $`V_C|C|^n`$ for integer $`n2`$, then the oscillatory $`C`$-field energy density $`\rho _C`$ decays as $`a^{6n/(n+2)}`$. For simplicity, we will restrict ourselves to $`n=4`$ for which $`\rho _Ca^4`$, similar to radiation. Furthermore, we take $`f(\mathrm{\Phi })=g(\mathrm{\Phi })`$. Because the field is assumed to be homogeneous, $`C=0`$. Then, the action in Eq. (1) contains the interaction $`f(\mathrm{\Phi })\left[\frac{1}{2}|\dot{C}|^2V_C(C)\right]f(\mathrm{\Phi })p_C`$, where $`p_C`$ is the pressure of the oscillatory scalar field. Assuming a Friedmann-Robertson-Walker metric, the equation of motion for $`\mathrm{\Phi }=\mathrm{exp}(\lambda \varphi )`$ becomes
$$\frac{1}{a^3}\frac{d}{dt}\left(a^3\dot{\varphi }\right)f^{}p_C+V_{np,\varphi }=0$$
(5)
where $`a(t)`$ is the Robertson-Walker scale factor and $`f^{}=df/d\varphi `$. According to Eq. (5), the pressure due to $`C`$ exerts a force on $`\varphi `$ equal to $`f^{}p_C`$. From the equation-of-motion for $`C`$, we see
$$\ddot{C}+\left(3H+\frac{\dot{f}}{f}\right)\dot{C}=V_C^{}(C)$$
(6)
where $`V_C^{}(C)=dV/dC`$. Using $`p_C\frac{1}{2}|\dot{C}|^2V_C`$ and defining $`\rho _C\frac{1}{2}|\dot{C}|^2+V_C`$, Eq. (6) can be recast as
$$\dot{\rho }_C=\left(3H+\frac{\dot{f}}{f}\right)(\rho _C+p_C).$$
(7)
For oscillations in a $`V_CC^4`$ potential, $`p_C=\rho _C/3`$, so $`p_C=p_C^{(0)}(a^3f)^{4/3}`$, where $`p_C^{(0)}`$ is the initial value of the pressure. The force in Eq. (5) then becomes $`p_C^{(0)}f^{}(a^3f)^{4/3}.`$
As a specific example, consider the case $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }=\mathrm{exp}(\lambda \varphi )`$. This example assumes a single moduli field (the dilaton). Later, we will discuss the case of two or more moduli fields, which is pertinent to perturbative string theory or non-perturbative M-theory . For $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }`$, an exponentially strong force is induced by $`p_C`$ that adds an effective potential to $`V_{np}(\varphi )`$ equal to
$$V_{eff}(\varphi )=\frac{3p_C^{(0)}}{a^4}\mathrm{exp}(\lambda \varphi /3).$$
(8)
Note that $`1/a^4T^4`$, where the $`T`$ is the temperature of the radiation background. $`V_{eff}(\varphi )`$ is an exponentially increasing function that provides a force pushing $`\varphi `$ towards smaller values and opposes $`V_{np}`$, which pushes $`\varphi `$ toward higher values. Note that, expressed in terms of $`\mathrm{\Phi }`$, the effective potential is $`V_{eff}T^4\mathrm{\Phi }^{1/3}`$.
Case (b), where $`C`$ is in thermal equilibrium, proceeds similarly. Now the fluctuations in $`C`$ are non-negligible ($`C0`$) and contribute to the interaction term $`(f(\mathrm{\Phi })/2)|C|^2g(\mathrm{\Phi })V_C`$, which does not obey the same simple relationship to the pressure $`p_C`$ as above. A different approach must be used to compute $`V_{eff}`$. As above, we take a quartic potential $`V_C=ϵC^4`$ Under the assumption that $`\mathrm{\Phi }`$ varies slowly compared to thermal interactions, we can transform $`C\sqrt{f}C`$ and $`g(\mathrm{\Phi })V_C=ϵgC^4(ϵg/f^2)C^4ϵ_{eff}C^4`$. In thermal equilibrium, the effective potential for a scalar field with quartic interactions is $`V_{eff}=(\pi ^2T^4/30)[1(15/8)ϵ_{eff}+\mathrm{}]`$, which includes a $`\mathrm{\Phi }`$-dependent piece proportional to $`(\pi ^2T^4/48)(g/f^2)`$. Whether this acts as an effective potential term that causes $`\mathrm{\Phi }`$ to decrease (stabilizes) or increase (destabilizes) depends critically on the dilaton coupling to the kinetic energy. For example, consider the case $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }`$. Naively, based on the potential energy term alone, $`g(\mathrm{\Phi })(ϵC^4)`$, one might suppose that the effective potential is proportional to $`g(\mathrm{\Phi })=1/\mathrm{\Phi }`$, which is destabilizing. However, when the kinetic energy contribution is properly included,
$$V_{eff}=\frac{\pi ^2}{48}\frac{T^4}{f(\mathrm{\Phi })}T^4\mathrm{\Phi }=T^4\mathrm{exp}(\lambda \varphi ).$$
(9)
As in the case of coherent oscillations, $`V_{eff}`$ increases as $`\mathrm{\Phi }`$ increases, which is the stabilizing condition we need. In the remainder of the paper, we will consider this case with thermal excitations, although the same considerations apply to the coherent oscillation case.
As shown in Fig. 1, the net effect is that $`V_{eff}+V_{np}`$ at fixed temperature (dotted curves $`V_{T_i}`$) has a temperature-dependent minimum, $`\mathrm{\Phi }_{T_i}`$, about which the dilaton $`\mathrm{\Phi }`$ oscillates. The minimum lies at $`\mathrm{\Phi }_{T_i}<\mathrm{\Phi }_{min}`$. As the universe expands and cools, the temperature decreases and $`V_{eff}`$ decreases, as well. The energy density at $`\mathrm{\Phi }_{T_i}`$ decreases and the value of $`\mathrm{\Phi }`$ at the minimum moves gradually towards $`\mathrm{\Phi }_{min}`$.
For this mechanism to work, an issue is that oscillations in $`\mathrm{\Phi }`$ about $`\mathrm{\Phi }_T`$ must decay sufficiently quickly that $`\mathrm{\Phi }`$ does not jump over the barrier at low temperatures. That is, even if $`\mathrm{\Phi }_T`$ gently decreases towards $`\mathrm{\Phi }_{min}`$, it is conceivable that $`\mathrm{\Phi }`$ is oscillating so wildly about $`\mathrm{\Phi }_T`$ that it is carried past the peak $`\mathrm{\Phi }_p`$ at low temperatures when $`V_{eff}(\mathrm{\Phi }_p)V_{np}(\mathrm{\Phi }_p)`$. The large initial oscillations must be damped rapidly. The greater is the damping rate, the larger can be the initial oscillations, and, hence, the larger is the initial value of $`\mathrm{\Phi }`$ that can be stabilized.
The total dilaton energy ($`\rho _\varphi `$) at fixed temperature can be split into the zero-point energy ($`\rho _{zp}V_{np}(\mathrm{\Phi }_T)+V_{eff}(\mathrm{\Phi }_T)`$, where $`\mathrm{\Phi }_T`$ is the minimum of the finite temperature effective potential) and oscillation energy ($`\rho _{osc}\rho _\varphi \rho _{zp}`$). Thus for stabilization of the dilaton to be robust, we need $`\rho _{osc}`$ to decay faster than $`\rho _{zp}`$. Figure 2 shows the results of a numerical simulation for a typical case starting at a temperature of approximately $`T_{RH}`$ with $`\mathrm{\Phi }=10\mathrm{\Phi }_{min}`$ and all of the components of the energy density comparable. Note that initially $`\rho _{osc}\rho _{zp}`$, but after $`10`$ e-folds of expansion it is about $`4`$ orders of magnitude smaller. The relative damping of oscillation energy can be understood as follows: the effective potential energy for $`C`$ decreases as $`T^4`$, like radiation. As $`\mathrm{\Phi }`$ is rolling along $`V_{eff}`$, the oscillation energy decays due to the red shifting of its kinetic energy and due to the fact that $`V_{eff}`$ decreases as the temperature decreases. If $`\mathrm{\Phi }`$ were frozen ($`\dot{\mathrm{\Phi }}=0`$) at some value away from the minimum and all that happened is that $`V_{eff}`$ decreases, the energy in the dilaton would decay at the same rate as $`V_{eff}`$. With $`\mathrm{\Phi }`$ oscillating ($`\dot{\mathrm{\Phi }}0`$), one has additionally the red shift of the dilaton kinetic energy; hence, $`\rho _{osc}`$ decreases more rapidly than $`V_{eff}`$. However, the rate of decay of the zero-point energy $`\rho _{zp}`$ is approximately the same as $`V_{eff}`$. Thus, $`\rho _{osc}`$ decays faster than $`\rho _{zp}`$ and becomes negligible. That is, the dilaton settles down near the minimum $`\varphi _T`$ as the temperature decreases.
A more rigorous argument shows that $`\rho _{osc}`$ decays faster than $`\rho _{zp}`$ until $`\rho _{osc}/\rho _\varphi `$ reaches a negligibly small value and then the ratio remains roughly constant ($`10^4`$ in Fig. 2). The remaining oscillations are not important for our purposes since they are too small to drive $`\mathrm{\Phi }`$ past $`\mathrm{\Phi }_p`$. The decay rate of $`\rho _{osc}/\rho _\varphi `$ is so rapid once oscillations begin that it poses no significant constraint on our scenario. What does limit the range of initial conditions is that, for sufficiently large $`\mathrm{\Phi }`$, there is insufficient time for oscillations to commence. We will return to this point below when we determine how robust the stabilization mechanism is.
Based on what has been learned from this example, it is straightforward to consider couplings different from $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }`$. A necessary (but insufficient) condition for the coupling to produce a stabilizing $`V_{eff}`$ is that $`(g/f^2)^{}=d(g/f^2)/d\mathrm{\Phi }>0`$ for the case of thermally excited $`C`$-fields. Hence, $`f=g1/\mathrm{\Phi }^n`$ where $`n>0`$ is a satisfactory form. (Since $`V_{eff}`$ grows exponentially with $`\varphi `$ for all $`n>0`$, the stabilization mechanism is not very sensitive to the power $`n`$.)
We have focused on the dilaton coupling $`f(\mathrm{\Phi })`$ to the kinetic energy of the matter fields because they produce a net, stabilizing, effective potential. We note that $`S`$ also couples to the gauge fields via an interaction $`h(\mathrm{\Phi })F_{\mu \nu }F^{\mu \nu }`$, where $`F_{\mu \nu }F^{\mu \nu }B^2E^2`$ in the case of $`U(1)`$ gauge fields. At high temperature, $`<B^2>=<E^2>`$, and so the gauge interaction adds zero effective potential for $`\mathrm{\Phi }`$. Hence, in the case of abelian gauge fields, $`h(\mathrm{\Phi })F_{\mu \nu }F^{\mu \nu }`$ can be ignored for our purposes.
The dilaton coupling to the axion is yet another interesting example. The kinetic energy of the axion couples to the dilaton with $`f_A(\mathrm{\Phi })=1/2\mathrm{\Phi }^2`$, a stabilizing form by the criterion outlined above. However, the axion field is weakly coupled to matter, and so it cannot be expected to be in thermal equilibrium with the matter-fields. Instead, one can imagine that the axion has large coherent time-variation, as discussed by Horne and Moore . This produces a steep, stabilizing, effective potential $`\mathrm{\Phi }^2=\mathrm{exp}(2\lambda \varphi )`$ which forces $`\varphi `$ towards small values where it eventually gets trapped in the minimum of the combined potential due to the thermally excited $`C`$-field and the non-perturbative potential $`V_{np}`$. The axion-induced force is not sustained for a very long time because the strength is proportional to its pressure, $`p_A1/a^6`$, which decays faster than the thermal energy. However, the brief contribution of the axion-induced force to dilaton capture expands the range of $`f(\mathrm{\Phi })`$ and initial conditions for the dilaton that are ultimately trapped.
How robust are the various stabilization mechanisms? That is, beginning from initial conditions, what is the probability that $`\mathrm{\Phi }`$ is trapped at $`\mathrm{\Phi }_{min}`$? A precise answer is not possible because there is no rigorous understanding of the initial conditions. We use plausible estimates similar to Horne and Moore and others (e.g., we only consider energy densities less than the Planck scale and rough equipartition of kinetic and potential energies). Originally, when the couplings between the dilaton and all other fields were ignored, it appeared that a very narrow range of initial conditions result in $`\mathrm{\Phi }`$ being trapped at $`\mathrm{\Phi }_{min}`$. Formally, this is a set of measure zero if one imagines all possible initial values of $`\mathrm{\Phi }`$ and $`\dot{\mathrm{\Phi }}`$ as being equally likely. Barreiro et al. propose a high-temperature thermal background of particles in order to increase the Hubble damping during the phase when $`\mathrm{\Phi }`$ evolves along the potential. By increasing the damping of $`\dot{\mathrm{\Phi }}`$, this effect enhances the range of initial conditions by allowing $`\mathrm{\Phi }`$ to lie somewhat further up the steep part of the potential at $`\mathrm{\Phi }<\mathrm{\Phi }_{min}`$ and still not overshoot the peak at $`\mathrm{\Phi }_p`$. While this is an improvement, the range of allowed initial $`\mathrm{\Phi }`$ remains finite and narrow; formally, this is also a set of measure zero.
Horne and Moore argue that all possible values of $`\mathrm{\Phi }`$ are not equally likely, if couplings to the axion are properly included. The nonlinear coupling between axion and dilaton causes the dilaton to follow a chaotic path of back and forth motion in the potential in which large values of $`\mathrm{\Phi }>>\mathrm{\Phi }_{min}`$ are exponentially unlikely. They argue that the effect can be taken into account by weighting the probability of $`\mathrm{\Phi }`$ according to the Kähler metric, which leads to a finite phase volume. Fig. 3 shows two representations of the phase space of $`\mathrm{\Phi }`$ and $`A`$. The horizontal bounding curves represent $`A=0`$ and $`A=2\pi m_{pl}/\alpha `$. The probability of a given $`\mathrm{\Phi }^{}`$ is proportional to the length of the vertical segment joining the upper and lower curves at $`\mathrm{\Phi }=\mathrm{\Phi }^{}`$. Fig. 3a represents the naive expectation that all combinations of initial $`1\mathrm{\Phi }\mathrm{}`$ and $`0A2\pi m_{pl}/\alpha `$ are equally probable (all vertical segments joining the boundary have the same length). In this case, the total volume is infinite. However, the non-linear coupling between $`\mathrm{\Phi }`$ and $`A`$ leads to chaotic dynamics at early times which causes the probability distribution as a function of $`\mathrm{\Phi }`$ to fall off as $`1/\mathrm{\Phi }^2`$ . Fig. 3b illustrates this distortion of the phase space volume, which is now finite. Horne and Moore conclude that, within the total volume, the sub-volume of initial conditions that are ultimately trapped at $`\mathrm{\Phi }_{min}`$ is $`14\%`$ of the total volume, corresponding to $`\mathrm{\Phi }`$ near $`\mathrm{\Phi }_{min}`$. However, as later pointed out by Banks et al. , the chaotic motion also causes the evolution of unacceptably large inhomogeneities in the axion field. In particular, the homogeneous component of the axion energy responsible for the chaotic motion decreases as $`1/a^6`$, whereas the density inhomogeneities grow as $`1/a^4`$. So, while the universe may become trapped at $`\mathrm{\Phi }=\mathrm{\Phi }_{min}`$, the density distribution is too inhomogeneous.
In judging the stabilization mechanism proposed in this paper, we assume the axion field is excited initially as well as the matter ($`C`$) fields. Hence, we adopt the Kähler-weighted finite measure of the phase space for initial $`\varphi `$ as argued by Horne and Moore. To estimate what initial conditions are trapped, we impose the conservative constraint that our mechanism will rapidly stabilize the dilaton at $`\mathrm{\Phi }=\mathrm{\Phi }_T`$ beginning from some high initial temperature, e.g., the reheat temperature after inflation, $`T_{RH}`$. We determine the maximum $`\mathrm{\Phi }`$ for which the dilaton completes one oscillation about $`\mathrm{\Phi }_T`$ before the temperature decreases to $`10^3T_{RH}`$, say. After this oscillation, $`\rho _{osc}`$ is already less than $`\rho _{zp}`$ and $`\mathrm{\Phi }`$ is essentially caught near $`\mathrm{\Phi }_T`$. We find that $`\mathrm{\Phi }50`$ satisfies this conservative condition, which encompasses $`98\%`$ of the initial phase space volume. If we loosen our constraint by decreasing the bound below $`10^3T_{RH}`$, the fraction of allowed initial moduli space can be made even closer to unity.
As an example, consider the case of an initial value $`\mathrm{\Phi }=10`$, the case depicted in Fig. 2 and marked by an “X” in Fig. 3. This value lies outside the trapped region of Barriero et al., which considers the Hubble damping effect, and the trapped region of Horne and Moore, which considers only the dilaton-axion coupling. But this value lies well within the trapped region in our scenario, which includes the coupling between dilaton and $`C`$-field as well. Trapping all initial conditions with $`\mathrm{\Phi }10`$ would be arguable progress if Fig. 3a were correct, since this range would represent formally a set of measure zero. But, in Fig. 3b, this same range of initial conditions corresponds to $`90\%`$ of the total phase volume.
Figures 1 and 2 apply for case of dilaton coupling $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }`$. For a general $`f(\mathrm{\Phi })`$, we can ask what fraction of the Kähler-weighted volume of phase space for $`\mathrm{\Phi }`$ is trapped at $`\mathrm{\Phi }_{min}`$. Let us assume roughly equipartition initial conditions in which the kinetic plus potential energy density in $`\varphi `$ is comparable to the matter-field energy density. For $`f(\mathrm{\Phi })=g(\mathrm{\Phi })=1/\mathrm{\Phi }^n`$, this implies an effective potential $`V_{eff}\mathrm{\Phi }^{n/3}\mathrm{exp}(n\lambda \varphi /3)`$, which is exponentially steep, sufficient to trap nearly $`100\%`$ of all initial conditions.
Unlike the case of Horne and Moore, our scenario does not suffer from the problem of axion energy density inhomogeneities ($`\delta \rho `$). In their scenario, energy density due to inhomogeneities $`\delta \rho `$, which decays as $`1/a^4`$, always overtakes the homogeneous energy component, the axion kinetic energy, which decays as $`1/a^6`$. In our scenario, the homogeneous energy density is dominated by the thermal energy of the matter and gauge fields, which decays as $`1/a^4`$. (Here $`\delta \rho `$ is defined as the deviation in the $`00`$ component of the stress-energy tensor due to perturbations in the dilaton, axion and $`C`$ fields as well as the metric .) Hence, as shown in Fig. 2, $`\delta \rho `$ decays at the same rate as the total energy density ($`\rho _{tot}`$). Assuming that the inhomogeneities are initially negligible, they remain negligible.
When two or more moduli fields exist, the situation becomes more complicated. Both $`f`$ and $`g`$ take different forms. An example relevant to perturbative string theory or non-perturbative M-theory is $`f[S,T]=(3/Re[T])+(\beta /Re[S])`$ and $`g[S,T]=1/(ST^3f[S,T])`$. In models of the Hořava-Witten type, the dilaton $`S`$ is replaced in the non-perturbative superpotential $`W`$ by $`S\beta T`$, where $`T`$ is the orbifold modulus. Hence, one can consider trapping in the $`S\beta T`$ direction; typically, an independent method is needed to stabilize the $`S+\beta T`$ direction. If one supposes a mechanism that fixes $`Re[S+\beta T]=\kappa `$, where $`\beta >0`$ and $`\kappa =𝒪(100)>0`$ (as in the standard embedding), then the effective potential along the the $`Re[S\beta T]`$ direction is similar to the examples considered above. A technical difference is that, since the physical regime is $`S>0`$ and $`T>0`$, the constraint, $`Re[S+\beta T]=\kappa `$, prevents $`\mathrm{\Phi }=Re[S]`$ from exceeding $`\kappa `$; so trapping is only required for $`S\kappa =𝒪(100)`$. The non-perturbative potential tends to push $`\mathrm{\Phi }=Re[S]`$ to increase, but the thermal contribution due to the matter fields pulls $`\mathrm{\Phi }`$ back to smaller values. As in our toy model (see discussion of Eq. (9)), the critical feature is that the coupling to the kinetic energy produces a a stabilizing contribution to the thermal effective potential. The trapping force becomes small at large $`\mathrm{\Phi }`$. However, an initial axion kinetic energy produces a steep, stabilizing potential at early times (until the axion kinetic energy density becomes negligible compared to the dilaton energy). When all effects are included, the percentage of initial conditions that become trapped rises to nearly 100%, as before.
The lesson to be learned from this study goes beyond finding a long-sought mechanism for stabilizing the dilaton. What we have seen is that the cosmological background can play an important role in the evolution and stabilization of moduli fields and the determination of the present vacuum state. This is especially important for nearly-flat, non-perturbative potentials with multiple vacua, as is common in supergravity and superstring theories, where there is little guidance as to why one vacuum is observed and the others are irrelevant (at least within our Hubble volume). A characteristic feature of these models is non-linear sigma-model type couplings of the moduli fields to the kinetic energy of the matter of the type considered here. Whereas these couplings have been ignored in past considerations of the moduli problem, here we have seen that they can have a strong influence in the early universe. Hence, just as we have demonstrated for the dilaton, we expect the cosmological background to have significant effect on other moduli fields.
We thank M. Dine for useful discussions.. The work was supported by the US Department of Energy grant DE-FG02-91ER40671 (GH, PJS, DW) and DE-AC02-76-ER-03071 (BO). |
warning/0001/quant-ph0001056.html | ar5iv | text | # Sensitivity to measurement perturbation of single atom dynamics in cavity QED
## I Introduction
The study of quantum nonlinear dynamics, especially systems which classically exhibit Hamiltonian chaos, has recently begun to focus on the response of such systems to external sources of noise and decoherence. This direction was prompted by the observation that nonintegrable classical systems, when quantized will exhibit dynamics that departs from that expected classically on a very short time scale, so short that even macroscopic systems should show observable quantum features in their motion. There have now been numerous experimental observations of the short time deviations between quantum and classical dynamics of nonlinear systems. The nonlinear dynamics of cold atoms in optical dipole potentials has proved to be a particularly fertile field for quantum nonlinear dynamics. Recently the effects of decoherence in quantum chaotic dynamics was studied using cold atoms . However in all experimental observations so far, the results were obtained from an ensemble of systems, not from repeated observations on a single quantum system. Recent progress in single atom dynamics in small optical cavities indicate that it will soon be possible to study the quantum nonlinear dynamics of a single quantum system subject to repeated measurements and it is towards describing such systems that this paper is directed.
It is in the context of such single system dynamics that the information approach of Schack and Caves based on hypersensitivity to perturbation becomes significant. In that approach the response of classical and quantum nonlinear systems to external perturbations is considered. In particular they show that for a chaotic system it requires a huge amount algorithmic information to track the classical (phase space trajectory) or quantum (Hilbert space vector) of a single chaotic system when it is subjected to small external perturbations. It is better in such cases to average over the perturbation and pay a much smaller cost in von Neumann entropy. In the quantum case the signature of this hypersensitivity to perturbation has been shown to be the distribution of Hilbert space vectors resulting from dynamical sequences with different perturbation histories. While this approach seems to offer considerable insight into quantum and classical chaos, it is far from clear what it means for an experiment where the dominant source of perturbation is likely to be the measurement back action associated with the attempt to continuously monitor the dynamics.
In reference an attempt was made to study hypersensitivity to perturbation arising from quantum measurements made on a single quantum system: a nonlinear kicked top. In that study the measurements were not continuous in time but rather a sequence of discrete readouts applied at the same time as the kicks. The results confirmed in general terms the observation of Schack and Caves for measurement induced perturbation. Specifically it was shown that if a system was initially localized on a chaotic region of phase space, the Hilbert space vectors resulting from different measurement histories tended to become orthogonal, while for initial regular states the Hilbert space vectors for different histories tended to remain closer together. In this paper we extend that study to the case of a continuously monitored single quantum nonlinear system: a single atom trapped by an intracavity optical dipole field. The motion of the atom changes the phase of the cavity field which may be monitored using phase sensitive detection of the light leaving the cavity. Chaos is introduced by externally modulating the intensity of the light inside the cavity. We use the now established techniques of quantum trajectories to study the distribution of Hilbert space vectors for different measurement histories. Previous studies that use quantum trajectories to describe the dynamics of open quantum nonlinear systems include the work of Brun et al. .
We use the nonlinear stochastic Schrödinger equation to parallel the discussion in reference based on how information is extracted. The nonlinear Schrödinger equation describes a true measurement in which actual information about the quantum state of the monitored system is extracted from the external field. Our results confirm that a chaotic system, subject to different continuous observation histories, will produce a distribution of states that tend to be orthogonal. This means that a very tiny error in recording the measurement history will suggest a final state that is very likely orthogonal to the actual final state. In this way the intuitive idea that chaos constrains predictability is carried over to continuously observed single nonlinear quantum systems.
## II theoretical model of Homodyne measurements on single atom dynamics in cavity QED
Recently, experiments in cavity QED have achieved the exceptional circumstance of strong coupling, for which single quanta can impact the atom-cavity system. The trapping of a single atom in a high-finesse cavity has been realized. In these systems we must treat quantum mechanically both the optical and electronic degrees of freedom as well as the center-of-mass motion of the atom. In our model the atom is in the optical dipole potential of a cavity standing wave which is blue detuned from an atomic resonance so that there is a net conservative force acting on the atom in the direction of decreasing intensity. This interaction does not change the intensity of the optical field but it does change the phase by an amount that depends on the atomic position. As the atom moves in the cavity it changes the phase of the field and if this phase change can be monitored we can effectively monitor the atomic position. This can be accomplished by a homodyne measurement of the field leaving the optical cavity. Mabuchi et al have already demonstrated this kind of measurement at the level of a single atom. A similar model for an atom trapped in a harmonic optical potential was recently discussed by Doherty et al
The basic theoretical description can be given as master equation for a two-level atom coupling to a single electromagnetic mode via the Jaynes-Cummings interaction Hamiltonian, including the quantization of the atomic center-of-mass. The Hamiltonian in Schrödinger picture can be written as
$$\widehat{H}=\frac{\widehat{p}^2}{2M}+\mathrm{}\omega _A\sigma ^+\sigma ^{}+\mathrm{}\omega _ca^+a+\mathrm{}E_0(ae^{i\omega _Lt}+a^+e^{i\omega _Lt})+\mathrm{}g\mathrm{sin}(k_L\widehat{x})(a\sigma ^++a^+\sigma ^{}),$$
(1)
where $`p`$ is the momentum of atom, $`M`$ is its mass, $`\omega _A`$, $`\omega _c`$, and $`\omega _L`$ are the the two-level resonance frequency, the cavity frequency, and the frequency of the driving laser field, respectively. The term $`E_0`$ is a constant proportional to the amplitude of the driving field, $`g`$ is the coupling constant of the interaction between driving field and atom, $`\sigma ^+`$ and $`\sigma ^{}`$ are the raising and lowering operators for the two-level atom, and $`a^+`$ and $`a`$ are the creation and annihilation operators for the cavity field. We assume that the detuning $`\mathrm{\Delta }`$ is positive and $`\mathrm{\Delta }=\omega _A\omega _Lg,\mathrm{\Gamma }`$ and $`\omega _c=\omega _L`$, where $`\mathrm{\Gamma }`$ is the atomic dipole decay rate. In the interaction picture the Hamiltonian can be simplified as
$$\widehat{H}^{^{}}=\widehat{H}_{eff}+\mathrm{}E_0(a+a^+)$$
(2)
where
$$\widehat{H}_{eff}=\frac{\widehat{p}^2}{2M}\frac{\mathrm{}g^2}{2\mathrm{\Delta }}a^+a\mathrm{cos}(2k_L\widehat{x}),$$
(3)
is the effective Hamiltonian. Note that the effective interaction does not include the driving laser field.
We denote $`\mathrm{\Lambda }`$ the density operator for the joint state of the atom and the cavity. Then the master equation for $`\mathrm{\Lambda }`$ is ,
$$\frac{d\mathrm{\Lambda }}{dt}=\frac{1}{i\mathrm{}}[\widehat{H}_{eff},\mathrm{\Lambda }]iE_0[a+a^+,\mathrm{\Lambda }]+\frac{\kappa }{2}(2a\mathrm{\Lambda }a^+a^+a\mathrm{\Lambda }\mathrm{\Lambda }a^+a),$$
(4)
where $`\kappa `$ is the cavity decay rate. Note that if the cavity is driven by a strong coherent field and if it is strongly damped at the rate $`\kappa `$, the field state will relax to approximately a coherent state with amplitude $`\alpha =\frac{2iE_0}{\kappa }`$.
We assume that $`E_0/\kappa 1`$. Then we can transform the total state by
$$\stackrel{~}{\mathrm{\Lambda }}=D^+(\alpha )\mathrm{\Lambda }D(\alpha ).$$
(5)
Therefore $`aa+\alpha `$ and $`a^+a^++\alpha ^{}`$. We then expand $`\stackrel{~}{\mathrm{\Lambda }}`$
$$\stackrel{~}{\mathrm{\Lambda }}=\rho _0|0_a0|+(\rho _1|1_a0|+H.c.)+\rho _2|1_a1|+(\rho _{}^{^{}}{}_{2}{}^{}|2_a0|+H.c.).$$
(6)
The reduced density operator is $`\rho =Tr(\stackrel{~}{\mathrm{\Lambda }})=\rho _0+\rho _2`$ and the master equation after adiabatic elimination is
$$\frac{d\rho }{dt}=\frac{1}{i\mathrm{}}[\widehat{H}_0,\rho ]D[\widehat{J},[\widehat{J},\rho ]].$$
(7)
Here
$$D=\frac{2g^4E_0^2}{\mathrm{\Delta }^2\kappa ^3}$$
(8)
is the diffusion constant and
$$\widehat{J}=\mathrm{cos}(2k_L\widehat{x}),$$
(9)
$$\widehat{H}_0=\frac{\widehat{p}^2}{2M}+\mathrm{}\chi \widehat{J},$$
(10)
where
$$\chi =\frac{2g^2E_0^2}{\mathrm{\Delta }\kappa ^2}.$$
(11)
The conditional master equation for the optical field undergoing continuous Homodyne measurement is
$$(\frac{d\rho _c}{dt}_{field})=\frac{\kappa }{2}(2a\rho _ca^+a^+a\rho _c\rho _ca^+a)+\sqrt{\kappa }\frac{dW(t)}{dt}(a\rho _c+\rho _ca^+a+a^+_c\rho _c),$$
(12)
where $`dW(t)`$ is the infinitesimal Wiener increment. In this equation $`\rho _c`$ is the density matrix that is conditioned on a particular realization of the Homodyne current up to time $`t`$. The corresponding stochastic Schrödinger equation is
$$d|\psi _c(t)=dt[i\widehat{H}_{eff}/\mathrm{}\frac{1}{2}\kappa a^+a+I(t)a]|\psi _c(t),$$
(13)
where
$$I(t)=\kappa a+a^++\sqrt{\kappa }\frac{dW(t)}{dt}$$
(14)
is the measured current. Using Eq. (7), we can derive the nonlinear stochastic Schrödinger equation by adiabatic elimination,
$$d|\psi _c(t)=dt[i\widehat{H}_0/\mathrm{}D\widehat{J}^2+I_A(t)\widehat{J}]|\psi _c(t),$$
(15)
where $`I_A=4D\widehat{J}+\sqrt{2D}\frac{dW(t)}{dt}`$.
The normalized nonlinear stochastic Schrödinger equation is
$$d|\psi _c(t)=dt[i\widehat{H}_0/\mathrm{}D(\widehat{J}\widehat{J}_c)^2+\sqrt{2D}(\widehat{J}\widehat{J}_c)\frac{dW(t)}{dt}]|\psi _c(t).$$
(16)
Given the modulation frequency $`\omega `$, we can define dimensionless parameters by $`\stackrel{~}{t}=\omega t`$, $`\stackrel{~}{p}=(\frac{2k_L}{M\omega })p`$, $`\stackrel{~}{x}=2k_Lx`$, $`\stackrel{~}{\widehat{H}}_0=\frac{4k_L^2}{M\omega ^2}\widehat{H}_0`$, $`\stackrel{~}{g}=g/\omega `$, $`\stackrel{~}{E}=E/\omega `$, $`\stackrel{~}{\mathrm{\Delta }}=\mathrm{\Delta }/\omega `$, $`\stackrel{~}{\kappa }=\kappa /\omega `$, $`\stackrel{~}{D}=D/\omega `$, and $`\stackrel{~}{\chi }=\chi /\omega `$. This yields the commutator relation
$$[\stackrel{~}{\widehat{x}},\stackrel{~}{\widehat{p}}]=i\text{ \_*[-1.0ex]k},$$
(17)
where $`\text{ \_*[-1.0ex]k}=\frac{4\mathrm{}k_L^2}{M\omega }`$ is the dimensionless Plank constant.
Omitting all the tildes , the equivalent equations are similar except $`\mathrm{}`$ is replaced by _ \*\[-1.0ex\]k and the dimensionless Hamiltonian is
$$\widehat{H}_0=\frac{\widehat{p}^2}{2}\xi \mathrm{cos}\widehat{x},$$
(18)
where $`\xi =\frac{4k_L^2}{M\omega ^2}\mathrm{}\chi `$. In order to study chaos in a quantum system, we consider a periodic modulation of the driving field $`E_0(t)=E_0\sqrt{12ϵ\mathrm{cos}t}`$. The expressions of the stochastic equations (14) and (15) will not change except that $`\mathrm{}`$ is replaced by _ \*\[-1.0ex\]k and $`D`$ replaced by $`D(12ϵ\mathrm{cos}t)`$ and $`\xi `$ in Eq. (17) is replaced by $`\xi (12ϵ\mathrm{cos}t)`$.
## III sensitivity to diffusion constant
We assume that initially the atomic center-of-mass wave function is in a Gaussian minimum uncertainty state with the position representation
$$\psi (x)=\left(\frac{1}{2\pi \sigma _x}\right)^{1/4}\mathrm{exp}[\frac{(xx_0)^2}{4\sigma _x}+\frac{ip_0x}{\text{ \_*[-1.0ex]k}}].$$
(19)
We take $`x_0=0`$, $`p_0=1.0`$ as for these values the state is localized on a second order period one resonance and is thus localized in a regular region of phase space (see Fig. 1). For $`\sigma _x=0.3906`$, $`\text{ \_*[-1.0ex]k}=0.25`$, $`\xi =1.2`$, Dyrting et al. have shown that the system will coherently tunnel between the two corresponding second order period one resonances. We use a Split Operator Method and FFT (Fast Fourier Transformation) to obtain the numerical solution of the stochastic Schrödinger equations. In this scheme the kinetic operator and potential operator are used separately to propagate the wave function:
$$\mathrm{exp}[i\widehat{𝐇}\delta t/\text{ \_*[-1.0ex]k}]\mathrm{exp}[i(\widehat{𝐏})^2\delta t/4\text{ \_*[-1.0ex]k}]\mathrm{exp}[i(\widehat{𝐕})\delta t/2\text{ \_*[-1.0ex]k}]\mathrm{exp}[i(\widehat{𝐏})^2\delta t/4\text{ \_*[-1.0ex]k}].$$
(20)
The computing errors are of $`O(\delta t^3)`$. Here $`\widehat{V}`$ is the effective potential which includes a stochastic term,
$$\widehat{V}=\xi (t)\mathrm{cos}\widehat{x}i\text{ \_*[-1.0ex]k}.$$
(21)
where $`\xi (t)=\xi (12ϵ\mathrm{cos}t)`$ and $`D(t)=D(12ϵ\mathrm{cos}t)`$. We introduced the $`\frac{(dW(t))^2}{dt}`$ term to keep the expression consistent with the normalized nonlinear stochastic Schrödinger equation after an expansion of the exponential function.
In order to compare the quantum and semi-classical stochastic evolutions, we calculate the Wigner function,
$$P(x,p)=\frac{1}{2\pi \text{ \_*[-1.0ex]k}}𝑑yx\frac{y}{2}|\rho |x+\frac{y}{2}\mathrm{exp}(ipy/\text{ \_*[-1.0ex]k}).$$
(22)
This expression can be interpreted as the Weyl-Wigner correspondence of the density operator. To give the dynamical equation for the Wigner function that is the quantum correspondence of a classical Liouville equation we use the Weyl-Wigner correspondence of an operator $`\widehat{F}=\widehat{A}\widehat{B}`$ which is
$$F(x,p)=A(x,p)XB(x,p),$$
(23)
where $`X=\mathrm{exp}[\frac{\text{ \_*[-1.0ex]k}}{2i}(\frac{^{^{}}}{p}\frac{^{^{}}}{x}\frac{^{^{}}}{x}\frac{^{^{}}}{p})]`$ and the arrows on the operators denote the term on which the operator is to be applied. Alternatively, we obtain
$$F(x,p)=A(x\frac{\text{ \_*[-1.0ex]k}}{2i}\frac{}{p},p+\frac{\text{ \_*[-1.0ex]k}}{2i}\frac{}{q})B(x,p).$$
(24)
When we apply this formula to the products appearing in the Master equation we can readily obtain the phase space equation for the Wigner function we are looking for
$$\frac{P}{t}=[\frac{H_0(t)}{q}\frac{P}{p}\frac{H_0(t)}{p}\frac{P}{q}]+D(t)\text{ \_*[-1.0ex]k}^2\mathrm{sin}^2x\frac{^2P}{p^2},$$
(25)
where $`H_0(t)`$ is the classical Hamiltonian including modulation $`H_0(t)=\frac{p^2}{2}\xi (t)\mathrm{cos}x`$. We give the corresponding classical stochastic F-P equation from quantum nonlinear stochastic Schrödinger equation
$$\frac{dx}{dt}=p,$$
(26)
$$\frac{dp}{dt}=\xi (t)\mathrm{sin}x+\sqrt{2D(t)}\text{ \_*[-1.0ex]k}\mathrm{sin}x\frac{dW(t)}{dt}.$$
(27)
To describe the classical distribution we use the classical $`Q`$ function . The initial state is a bivariate Gaussian centered on $`(x_0,p_0)`$ with position variance $`\delta _x`$ and momentum variance $`\delta _p`$,
$$Q_0(x,p)=\frac{1}{2\pi \sqrt{\delta _x\delta _p}}\mathrm{exp}[\frac{(pp_0)^2}{2\delta _p}]\mathrm{exp}[\frac{(xx_0)^2}{2\delta _x}],$$
(28)
where the classical variances $`\delta _x`$ and $`\delta _p`$ are related with quantum parameters $`\delta _x=\frac{\text{ \_*[-1.0ex]k}^2}{2\xi }+\frac{\text{ \_*[-1.0ex]k}^2}{4\sigma _x}`$, $`\delta _p=\frac{\text{ \_*[-1.0ex]k}\sqrt{\xi }}{2}+\sigma _p`$. The evolution of $`Q`$ function is $`Q(x,p,t)=Q_0[\overline{x}(x,p,t),\overline{p}(x,p,t)]`$, where $`\overline{x}(x,p,t),\overline{p}(x,p,t)`$ is the trajectory generated by Hamilton’s equations.
To compare the quantum dynamics with the classical conditional dynamics, for quantum system we study the ensemble with the same initial condition but with random trajectories. It shows that when $`D`$ is very small, for Homodyne measurement, the evolution of average momentum $`p`$ and average variance of momentum $`(p^2p^2)`$ for the ensemble show coherent tunneling. Therefore the perturbation is not serious for small $`D`$ when the initial state is in the regular region of the classical phase space.
For the classical dynamics for small $`D`$ the results are close to the no diffusion case. Obviously we therefore expect that we obtain different results between classical and quantum conditional dynamics (Fig. 2).
However, if the diffusion constant is large enough, we obtain almost the same result as in the classical case (Fig. 3). For a single stochastic measurement, the terms in the normalized nonlinear Schrödinger stochastic equation due to the measurement depend on the quantity $`(\widehat{J}\widehat{J}_c)`$. We expect that for some range of values of $`D`$, the stochastic measurement terms would drive the system towards an oscillating trajectory for which
$$\widehat{J}^2_c\widehat{J}_c^2.$$
(29)
Therefore for the ensemble which includes many random trajectories, the results will approach that of the classical conditional dynamics.
## IV Sensitivity to chaotic and regular initial states
We again assume that the wave function is initially in a minimum uncertainty state in the position representation. We choose two initial locations in classical phase space. In the first case, $`x_0=0`$, $`p_0=1.0`$ it is in the regular region of classical phase space. In the second case $`x_0=2.5`$, $`p_0=1.0`$, it is in the chaotic region (see Fig. (1)).
Because the measurement will perturb the quantum state, we hope to be able to compare the effect of measurement noise of different trajectories. Here the angle $`\theta _{ij}(t)`$ is defined between two normalized state vectors $`|\psi _i(t)`$ and $`|\psi _j(t)`$ as
$$\theta _{ij}(t)=\mathrm{cos}^1|\psi _i(t)|\psi _j(t)|.$$
(30)
In the position representation, this is
$$|\psi _i(t)|\psi _j(t)|=|_{\mathrm{}}^{\mathrm{}}\psi _i(x,t)^{}\psi _j(x,t)𝑑x|.$$
(31)
As a measure of the distribution of the state vectors in Hilbert space we can calculate the average angle between all pairs of vectors. We define
$$\theta _{ave}(t)=\frac{2}{(N^2N)}\underset{ij}{}\theta _{ij}(t),$$
(32)
where $`N`$ is the number of trajectories.
In Fig. 4, we plot $`\theta _{ave}(t)`$ for the two initial states mentioned above, evolved up to 200 cycles. We used up to 40000 steps and $`N=1000`$ trajectories for our calculation. As can be seen, the average angle between vectors starting in the chaotic phase space region is larger than that of the regular initial state.
If the system started in the regular region, small errors in recording the results of the measurement will not be a very serious problem because the conditional states form trajectories which will remain close in Hilbert space. Therefore, if we consider the distribution of Hilbert angles at a fixed strobe number(Fig. 5), the distribution is centered at a small angle for an initial regular state. On the other hand, for an initial chaotic state, the peak location approaches $`\pi /2`$ (Fig. 6). It means that for an initial chaotic state most vectors are far apart from each other. Therefore if the initial state was in the chaotic region of phase space, it will be much more difficult to infer the system state reliably from the measurement results. This result is consistent with the results of the quantum kicked top.
In summary, we have demonstrated that for continuous Homodyne measurement of signals from the quantum system of single atom dynamics in cavity QED, the measured results are influenced by the diffusion constant and whether the initial states are in regular or chaotic phase space regions. We have shown that if the diffusion constant is large enough, the average measurement results are similar to classical conditional dynamics and for small diffusion constant the initial chaotic state will be more sensitive to errors in recording the measurement results than the initial regular state.
## V Acknowledgment
One of authors(XML) would like to thank Dr. J. F. Corney and Dr. M. Gagen for useful discussions on conditional master equations and Homodyne measurements. |
warning/0001/hep-ph0001299.html | ar5iv | text | # Casimir scaling as a test of QCD vacuum.
## 1 Introduction
The structure of QCD in its nonperturbative domain commands attention of theorists for many years. Confinement and chiral symmetry breaking have been studied both using theoretical models and lattice simulations (for review see ).
However most of the models are designed to describe confinement of colour charge and anticharge in the fundamental representation of the gauge group $`SU(3)`$, i.e. the area law for the simplest Wilson loop and hence linear potential between static quark and antiquark. A supplementary and as we shall see below, very important information about QCD vacuum is provided by the investigation of interaction between static charges in higher SU(3) representations. Comparing static potentials for different charges one can derive information about field correlators in the vacuum , which is not possible to obtain from fundamental charges alone.
The recent accurate measurements of the corresponding potential have been performed by G.Bali in . Preliminary physical analysis of the data from was presented in . We present in this paper more extended investigation and discuss new important information about the QCD vacuum and constraints on several QCD vacuum models.
## 2 Casimir scaling of the static potential
We define static potential between sources at the distance $`R`$ in the given representation $`D`$ as:
$$V_D(R)=\underset{T\mathrm{}}{lim}\frac{1}{T}\mathrm{ln}W(C),$$
(1)
where the Wilson loop $`W(C)`$ for the rectangular contour $`C=R\times T`$ in the ”34” plane admits the following expansion
$$W(C)=\text{Tr}_D\text{P}\mathrm{exp}\left(ig\underset{C}{}A_\mu ^aT^a𝑑z_\mu \right)=$$
$$=\text{Tr}_D\mathrm{exp}\underset{n=2}{\overset{\mathrm{}}{}}\underset{S}{}(ig)^nF(1)F(2)..F(n)d\sigma (1)\mathrm{}d\sigma (n)$$
(2)
Nonabelian Stokes theorem has been used in the above expression with the notation $`F(k)d\sigma (k)=\mathrm{\Phi }(x_0,u^{(k)})E_3^a(u^{(k)})T^a\mathrm{\Phi }(u^{(k)},x_0)d\sigma _{34}(u^{(k)})`$, where $`\mathrm{\Phi }`$ is a parallel transporter and $`x_0`$ is an arbitrary point on the surface $`S`$ bound by the contour $`C`$. The double brackets $`\mathrm{}`$ denote irreducible Green’s functions proportional to the unit matrix in the colour space.<sup>1</sup><sup>1</sup>1It makes unnecessary to write colour ordering operator in the r.h.s. of (2). Notice also, that the averages in (2) refer to a single Wilson loop and do not take into account screening effects which add to W(C) multiloop contributions, as will be explained below in section 4.
Since (2) is gauge-invariant, it is convenient to make use of generalized contour gauge , which is defined by the condition $`\mathrm{\Phi }(x_0,u^{(k)})1`$.
The $`SU(3)`$ representations $`D=3,8,6,15a,10,27,24,15s`$ are characterized by $`3^21=8`$ hermitian generators $`T^a`$ which satisfy the commutation relations $`[T^a,T^b]=if^{abc}T^c`$. One of the main characteristics of the representation is an eigenvalue of quadratic Casimir operator $`𝒞_D^{(2)}`$, which is defined according to $`𝒞_D^{(2)}=T^aT^a=C_D\widehat{1}`$. Following the notations from we introduce the Casimir ratio $`d_D=C_D/C_F`$, where the fundamental Casimir $`C_F=(N_c^21)/2N_c`$ equals to $`4/3`$ for $`SU(3)`$. The invariant trace is given by $`\text{Tr}_D\widehat{1}=1`$.
Since a simple algebra of the rank $`k`$ has exactly $`k`$ primitive Casimir–Racah operators of order $`m_1,..,m_k`$, it is possible to express those of higher order in terms of the primitive ones. In the case of $`SU(3)`$ the primitive Casimir operators are given by
$$𝒞_D^{(2)}=\delta _{ab}T^aT^b;𝒞_D^{(3)}=d_{abc}T^aT^bT^c$$
(3)
while the higher rank Casimir operators are defined as follows
$$𝒞_D^{(r)}=d_{(i_1..i_r)}^{(r)}T^{i_1}..T^{i_r}$$
(4)
where the totally symmetric tensor $`d_{(i_1..i_r)}^{(r)}`$ on the $`SU(N_c)`$ is expressed in terms of $`\delta _{ik}`$ and $`d_{ijk}`$ (see, for example, ).
The potential (1) with the definition (2) admits the following decomposition
$$V_D(R)=d_DV^{(2)}(R)+d_D^2V^{(4)}(R)+\mathrm{},$$
(5)
where the part denoted by dots contains terms, proportional to the higher powers of the quadratic Casimir as well as to higher Casimirs.
The fundamental static potential contains perturbative Coulomb part, confining linear and constant terms
$$V_D(R)=\sigma _DRv_D\frac{e_D}{R}$$
(6)
The Coulomb part is now known up to two loops and is proportional to $`C_D`$. The ”Casimir scaling hypothesis” declares, that the confinement potential is also proportional to the first power of the quadratic Casimir $`C_D`$, i.e. all terms in the r.h.s. of (5) are much smaller than the first one. In particular, for the string tensions one should get $`\sigma _D/\sigma _F=d_D`$.
This scaling law is in perfect agreement with the results found in . Earlier lattice calculations of static potential between sources in higher representations are in general agreement with .
To see, why this result (to be more precise – why the impressive accuracy of the ”Casimir scaling” behaviour) is nontrivial, let us examine the colour structure of a few lowest averages in the expansion (2).
The first nontrivial Gaussian cumulant in (2) is expressed through $`C_D`$ and representation–independent averages as
$$\text{Tr}_DF(1)F(2)=\frac{C_D}{N_c^21}F^a(1)F^a(2)=\frac{d_D}{2N_c}F^a(1)F^a(2),$$
(7)
so Gaussian approximation satisfies ”Casimir scaling law” exactly. It is worth being mentioned, that this fact does not depend on the actual profile of the potential. It could happen, that the linear potential observed in is just some kind of intermediate distance characteristics and changes the profile at larger $`R`$ (as it actually should happen in the quenched case for the representation of zero triality due to the screening of the static sources by dynamical gluons from the vacuum, or, in other words, due to gluelumps formation). The coordinate dependence of the potential is not directly related to the Casimir scaling, and can be analized at the distances which are small enough to be affected by the screening effects.<sup>2</sup><sup>2</sup>2The same is true for the general criticism of the confining potential evaluation on the lattice. The considered potential might be even different from linear but still demonstrate Casimir scaling.
Having made these general statements, let us come back to our analysis of the contributions to the potential from different field correlators. We turn to the quartic correlator and write below several possible colour structures for it. We introduce the following abbreviation
$$F^{[4]}=F^a(1)T^aF^b(2)T^bF^c(3)T^cF^d(4)T^d=T^aT^bT^cT^dF^{[4]}^{abcd}$$
where the Lorentz indices and coordinate dependence are omitted for simplicity of notation. One then gets, with some work in the last case the following possible structures
$$\begin{array}{cc}F^{[4]}^{abcd}\delta _{ab}\delta _{cd}\hfill & F^{[4]}C_D^2\widehat{1}\hfill \\ F^{[4]}^{abcd}\delta _{ac}\delta _{bd}\hfill & F^{[4]}\left(C_D^2\frac{1}{2}N_cC_D\right)\widehat{1}\hfill \\ F^{[4]}^{abcd}f_{ade}f_{cbe}\hfill & F^{[4]}\frac{1}{4}N_c^2C_D\widehat{1}\hfill \\ F^{[4]}^{abcd}f_{ace}f_{bde}\hfill & F^{[4]}=0\hfill \\ F^{[4]}^{abcd}f_{apm}f_{bpn}f_{dem}f_{cen}\hfill & F^{[4]}\frac{9}{4}\left(C_D^2+\frac{1}{2}C_D\right)\widehat{1}\hfill \end{array}$$
The operator $`𝒞_D^{(3)}`$ enters together with $`𝒞_D^{(2)}`$ at higher orders. Notice, that the terms, proportional to the square of $`C_D`$ appear in both the $`\delta \delta `$ parts (the first and the second strings) and higher order interaction parts (the last string). Mnemonically the $`C_D`$ – proportional components arise from the diagrams where the noncompensated colour flows inside while the $`C_D^2`$ – components describe the interaction of two white objects. It is seen, that the Casimir scaling does not mean ”quasifree gluons”, instead it means roughly speaking ”quasifree white multipoles” (see discussion at the end of the paper).
Let us analyse the data from quantitatively. We have already mentioned, that the Coulomb potential between static sources is proportional to $`C_D`$ up to the second loop (and possibly to all orders, this point calls for further study) and hence we expect contributions proportional to $`C_D^2d_D^2`$ to the constant and linear terms, i.e. we rewrite (7) as follows
$$V_D(R)=d_DV^{(2)}(R)+d_D^2(v_D^{(4)}+\sigma _D^{(4)}R).$$
(8)
and all higher contributions are omitted. Here $`v_D^{(4)},\sigma _D^{(4)}`$ measure the $`d_D^2`$–contribution of the cumulants higher than Gaussian to the constant term and string tension respectively. The results of the fitting of the data from with (8) for some representations are shown in the Table 1. See also Fig.1, where the quantity $`(V_D(R)d_DV_F(R))`$ versus distance $`R`$ is depicted. This figure shows the same data as the Figure 2 from the paper .
All numbers in the table 1 are dimensionless and given in lattice units. The author of used anisotropic lattice with the spatial unit $`a_s^1=2.4GeV`$.
Several comments are in order. First of all it is seen that the Casimir scaling behaviour holds with very good accuracy, better than 1% in all cases in the table 1 with the reasonable $`\chi ^2`$. It should be stressed, that any possible systematic errors which could be present in the procedure used in must either obey the Casimir scaling too or be very tiny, otherwise it would be unnatural to have the matching with such high precision.<sup>3</sup><sup>3</sup>3Since we are mostly interested in the relative quantities, their actual magnituge in the physical units is of no prime importance for us. This is another reason why we do not discuss possible systematical errors of and finite volume effects. Nevertheless, the terms violating the scaling are also clearly seen. While the value of the constant term $`v_D^{(4)}`$ is found to be compatible with zero within the error bars, it is not the case for $`\sigma _D^{(4)}`$. We have not found any sharp dependence of $`\sigma _D^{(4)}`$ on the representation $`D`$, which confirms the validity of the expansion (8) and shows, that the omitted higher terms do not have significant effect in this case. Notice the negative sign of the string tension correction. In euclidean metric it trivially follows from the fact, that the fourth order contribution is proportional to $`(ig)^4>0`$ while the Gaussian term is multiplied by $`(ig)^2<0`$ for real $`g`$.
## 3 Casimir scaling and instantons
From perturbation theory it follows, as it was already mentioned that Casimir scaling holds up to the $`g^6`$ terms. One might suspect therefore that also nonperturbative configurations when treated exactly, ensure the Casimir scaling. This is not true however for the models based on the classical solutions. As an example of the model which violates scaling we mention here the model of the dilute instanton gas.
In the simplest $`SU(2)`$ case the field strength of one instanton in the regular gauge is given by
$$gF_{\mu \nu }^a(x,z)=\frac{\eta _{a\mu \nu }\mathrm{\hspace{0.25em}4}\pi \rho ^2}{[(xz)^2+\rho ^2]^2}$$
(9)
where $`z_\mu `$ is the position of the instanton and $`\rho `$ is its size, chosing the Wilson plane to be $`\mathrm{"}12\mathrm{"}`$ one has $`\eta _{a12}=\delta _{a3}`$. The average over stochastic ensemble of the dilute instanton gas implies averaging over (global) color rotation of each instanton $`F_{12}\mathrm{\Omega }^{}F_{12}\mathrm{\Omega }`$, averaging over instanton positions $`z_\mu ^{(k)}`$ $`k=1..N`$, where $`N`$ is the total number of instantons and antiinstantons in the volume $`V`$ and weighted averaging over instanton sizes $`\rho `$. The latter one is assumed to be performed as the last step of all calculations. To the lowest order in density $`\left(\frac{N}{V}\rho ^4\right)`$ one must consider one instanton and sum up over $`k,1kN`$, hence one can write
$$F(1)..F(2)=T_{\alpha \beta }^3..T_{\rho \omega }^3_\mathrm{\Omega }\frac{N}{V}d^4zF^3(x_1,z)..F^3(x_n,z)$$
(10)
The lowest order terms read
$$T_{\alpha \beta }^3T_{\beta \gamma }^3_\mathrm{\Omega }=\delta _{\alpha \gamma }\frac{C_D}{3};T_{\alpha \beta }^3T_{\beta \gamma }^3T_{\gamma \delta }^3T_{\delta ϵ}^3_\mathrm{\Omega }=\delta _{\alpha ϵ}\frac{3C_D^2C_D}{15}$$
Consider now the rectangular Wilson loop $`R\times T`$ and perform the expansion of the Wilson loop with respect to the $`\mathrm{\Omega }`$\- and $`z_\mu `$ \- average procedures:
$$W_{\mathrm{\Omega },z_\mu }=\text{Tr}_D\text{P}\mathrm{exp}ig\underset{S}{}F_{12}d\sigma _{12}_{\mathrm{\Omega },z_\mu }=\text{Tr}_D\mathrm{exp}(\mathrm{\Lambda }_2+\mathrm{\Lambda }_4+..)$$
(11)
The terms $`\mathrm{\Lambda }_2`$ and $`\mathrm{\Lambda }_4`$ generate the following terms in the potential:
$$V_D(R)=V_D^{(2)}(R)+V_D^{(4)}(R)$$
(12)
where $`V_D^{(2)}`$ is proportional to $`C_D`$ and behaves as $`R^2`$ at small $`R`$, namely $`V_D^{(2)}(R)=\overline{\gamma }^{(2)}R^2/\rho ^3`$ where $`\overline{\gamma }^{(2)}=\frac{\pi }{32}\gamma ^{(2)}`$ with $`\gamma ^{(2)}=\frac{C_D}{3}\mathrm{\hspace{0.25em}16}\pi ^3\frac{N}{V}\rho ^4`$ For large distances $`R\rho `$ one has $`V_D^{(2)}(R)=\sigma ^{(2)}R`$ where $`\sigma ^{(2)}=\gamma ^{(2)}/2\rho ^2`$.
Analogously for $`V_D^{(4)}(R)`$ one has
$$V_D^{(4)}(R)=\frac{1}{24}\underset{T\mathrm{}}{lim}d^4z\frac{(4\rho ^2)^4}{T}\frac{N}{V}\left(\frac{3C_D^2C_D}{15}\right)J(R,T)^4$$
(13)
where
$$J(R,T)=\underset{0}{\overset{T}{}}\underset{0}{\overset{R}{}}\frac{dxdt}{((xz_1)^2+(tz_4)^2+z_{}^2+\rho ^2)^2}$$
(14)
Straightforward calculation gives at large distances
$$V_D^{(4)}(R)=\sigma _D^{(4)}R,\sigma _D^{(4)}=\frac{N}{V}\rho ^2\frac{16\pi ^4}{9}\frac{3C_D^2C_D}{15}$$
(15)
while in the regime $`R\rho ,T\rho `$ one gets
$$V_D^{(4)}=\frac{N}{V}\frac{R^4}{\rho }\frac{\pi ^6}{320}\frac{3C_D^2C_D}{15}$$
(16)
It is clear from (15) and (16), that linear asymptotics of $`V_D^{(4)}`$ at large $`R`$ occures rather late, for $`R7\rho `$. One concludes, that the Casimir scaling of the potential is violated by the term $`V_D^{(4)}`$. This was interpreted in as the upper bound on the instanton density, for $`v_D^{(4)}10^3Gev`$ it gives $`N/V0.2fm^4`$, which is much less than the instanton density typically used in the literature $`N/V1fm^4`$.
The original $`SU(3)`$ case for the quark–antiquark potential in the dilute instanton gas approximation was considered in . One has the following expression for the potential between static sources:
$$V(R)=4\pi \frac{N}{V}\underset{0}{\overset{\mathrm{}}{}}𝑑\rho \nu (\rho )\rho ^3\frac{1}{d(D)}\underset{JD}{}(2J+1)F_J(x),x=\frac{R}{2\rho }$$
(17)
and the function $`F_J(x)`$ is given by some cumbersome double integral which can be found in . Here $`d(D)D`$ is the dimension of the representation $`D`$ and sum over $`J=0,\frac{1}{2},1,..`$ goes over all $`SU(2)`$ multiplets for decomposition of the given $`SU(3)`$ representation with the corresponding weights. One has $`\underset{JD}{}(2J+1)=d(D)`$ and also
$$d(D)C_D=\frac{N_c^21}{3}\underset{JD}{}J(J+1)(2J+1)$$
At small $`x`$ the functions $`F_J(x)x^2`$, while at large $`x`$ the functions $`F_J(x)`$ tend to $`J`$-dependent constant .
Numerically one finds at small distances
$$V(R)=1.79\gamma R^2ϵ_D+𝒪(R^4)$$
(18)
where $`\gamma =\pi \frac{N}{V}_0^{\mathrm{}}𝑑\rho \nu (\rho )\rho `$ and numerical coefficients $`ϵ_D`$ for $`D=3,8,10`$ are given by
$$ϵ_3:ϵ_8:ϵ_{10}=\mathrm{\hspace{0.33em}\hspace{0.33em}1}:\mathrm{\hspace{0.33em}1.87}:\mathrm{\hspace{0.33em}3.11}$$
instead of Casimir scaling results $`1:\mathrm{\hspace{0.33em}2.25}:\mathrm{\hspace{0.33em}4.5}`$.
Similar situation takes place for the large distance asymptotics of the instanton–induced potentail. It violates Casimir scaling on the level of 20% (see ) and can be exluded by the present analysis at the level of $`10\sigma `$.
So one can see the sharp contradiction between the dilute instanton gas model calculation for the quark–antiquark potential and the Casimir scaling of this potential found on lattice. This can be understood in one of two ways. Either instantons are strongly suppressed in the real(hot) QCD vacuum (as it was observed in ) while they are recovered by the cooling procedure. Or else instanton medium is dense and strongly differs from dilute instanton gas, in such a way that higher cumulant components of such collectivized instantons are suppressed. Interesting to note, that linear confinement missing in the dilute gas, is recovered in this case.
## 4 Casimir scaling and QCD string
There is another important consequence of the observed Casimir scaling. It comes from the analysis of the confinement potential as being induced by the QCD string. In this case one has additional contribution to the confining potential besides the leading linear term, which comes from the internal dynamics of the string, in particular, from the transverse worldsheet vibrations. The simplest model in this respect is the Nambu–Goto string which action is proportional to the area of the surface bounded by the static sources worldlines. It modifies the confining potential with respect to the classical case (nonvibrating string) as
$$\sigma R\sigma R\frac{\pi }{12}\frac{1}{R}+\mathrm{}$$
(19)
where the term $`\pi /(12R)`$ will be referred to as the String Vibration (SV) term . Despite the Nambu–Goto string model cannot be rigorously defined in $`D=4`$, and, in particular the expansion of the r.h.s. of (19) meets singularity at the distances $`R1/\sqrt{\sigma }`$ it is instructive to look whether or not the data support the existence of such term. It is also worth noting, that the dimensionless coefficient $`\pi /12`$ is determined by the only two factors: target space dimension and the chosen string model. Having both factors fixed, it cannot be freely adjusted. Assuming $`\sigma _D=d_D\sigma _F`$, it is easy to see, that the Nambu–Goto induced SV term violates Casimir scaling.
It is a nontrivial task to separate the contributions of the discussed sort in the confining potential as it is because these corrections are essentially large distance effect, where they are subleading. But they have to become pronouncing in the expression (8) due to scaling violation. Namely one has
$$V_D(R)d_DV_F(R)=(d_D1)\frac{\pi }{12}\frac{1}{R}+..$$
(20)
where the dots denote the terms, omitted in (19). The dashed line on Fig.1 corresponds to the r.h.s. of (20). It is seen, that Casimir scaling-violating SV term of the form (19) is completely excluded for all measured distances.<sup>4</sup><sup>4</sup>4 Notice, that even the sign of the leading Nambu–Goto string correction is opposite to what has actually been observed.
We should mention at this point, that the lattice measurements performed in did also demonstrate no fingerprints of the SV corrections of the form discussed.
One can see different explanations of this result. First of all, nobody has proved up to now, that the simplest bosonic Nambu–Goto string model properly describes the dynamics of the QCD string and theoretical background of (19) is not clear. Just the opposite is true – there are many resons, why it is not the case (see discussion in ). The theory of the QCD string – whatever it will be – must explain the observed scaling of the potential.
## 5 Screening and string breaking
In the previous discussion the effect of string breaking in the triality zero representation was not taken into account. The modification of the potential (6) due to this effect was considered in in the strong coupling expansion, resulting in the expression for the adjoint Wilson loop in the large $`N_c`$ approximation
$$W_8(C)=\mathrm{exp}(\sigma _8\text{area}(C))+\frac{1}{N_c^2}\mathrm{exp}(4\sigma _3\text{perimeter}(C))$$
(21)
The appearence of the second term on the r.h.s. of (21) signals screening due to the lattice diagrams related to the vacuum average of the product of two undamental Wilson loops, while the first term is represented by the only one loop and has the cumulant expansion (2). We now demonstrate that a similar form also appears in the general background perturbation theory , and estimate the corresponding gluelump masses. To this end we represent $`A_\mu =B_\mu +a_\mu `$ and use the ’t Hooft identity to average separately over $`B_\mu `$ and $`a_\mu `$, while gluon action is written as
$$S(B,a)=S_0(B)+S_1+S_2+S_{int}$$
(22)
In this espression $`S_1`$ is proportional to the first power of $`a_\mu `$, while for $`S_2`$ one has
$$S_2=a^\mu \left(G[B]^1\right)_{\mu \nu }a^\nu $$
(23)
and $`S_{int}`$ contains higher order terms in the field $`a_\mu `$. We integrate over $`𝒟a_\mu `$, making perturbatve expansion in $`S_{int}`$, which leads to
$$W(B+a)=𝒟B\mathrm{exp}(S(B))[\text{Det}G[B]]^{\frac{1}{2}}(W(B)+\mathrm{})$$
(24)
where dots stand for higher order terms in the expansion over perturbative fields. Note that the retained in (24) term is purely nonperturbative. Using the world-line Fock–Schwinger representation for $`\text{Det}G`$, one has
$$\text{Det}G=\mathrm{exp}(\text{Tr}\mathrm{ln}G)=\mathrm{exp}(\text{Tr}\underset{0}{\overset{\mathrm{}}{}}\frac{ds}{s}𝒟z_\mu \mathrm{exp}(K)$$
$$W_{C_z}(B)\mathrm{exp}(\underset{C}{}d\tau \mathrm{\hspace{0.25em}2}g\widehat{F}))$$
(25)
where the integral is to be taken with the standard Wiener measure. It is seen from (25) and (24) that expansion of the exponent yields expansion in products of Wilson loops, and the first terms are
$$W_C(B+a)=W_C(B)+W_C(B)W_{C_z}(B)+..$$
(26)
where the average in the last term include the average over $`C_z`$ according to (25). The second term in (26) is responsible for the screening, since the asymptotics of it for large $`C`$ is of perimeter type, rather than area law. To find the logarithm of (26) explicitly, one can use the Hamiltonian formalism, obtained via the transition
$$𝒟z\mathrm{exp}(d^4xL)=x|\mathrm{exp}(HT)|y$$
(27)
Then for the asymptotics of the second term in (26) one gets
$$WW=\text{const}\mathrm{exp}(2M_{GL}T)$$
(28)
For simplified estimates we disregard the last spin term in (25) and interaction of two adjoint gluelumps with masses $`M_{GL}`$. To find $`M_{GL}`$ from $`H`$ one can use the standard technic of einbein formalism (see and references therein) to get an estimate
$$M_{GL}1.4GeV$$
(29)
This leads to an estimate of the screening distance $`R_0`$ from the relation $`V_{adj}(R_0)=2M_{GL}`$ to be $`R_01.4Fm`$, which is beyond the distance where Casimir scaling was measured in . It is interesting to note that a similar estimate of gluelump mass for higher $`D`$ leads to the decreasing $`R_0(D)`$, e.g. for $`D=15s`$ one gets $`R_0=0.7Fm`$ which is not in contradiction with the data from .
## 6 Discussion
The Casimir scaling behaviour of the confining potential confirmed in with the unprecendented precision leads to many important consequences, some of which have been discussed in the present paper. It is instructive to compare the pictures of the QCD vacuum, suggested in different models from the Casimir scaling point of view.
Abelian projection language being in wide use nowadays as one of the most adequate for the dual Meissner scenario of confinement encounters difficulties in explanation of the Casimir scaling. The reader is referred to the paper where the question is discussed in details for the adjoint static charges. The observed adjoint string tension (at intermediate distances) arises from the interaction of diagonal abelian projected gluons with the part of the adjoint source doubly charged with respect to the Cartan subgroup. If one naively omits the corresponding Faddeev–Popov determinant it gives $`\sigma _{adj}=4\sigma _{fund}`$. It is expected, that the loop expansion of the determinant produces terms, correcting the above behaviour to the Casimir scaling relation. Up to the authors’ knowledge, it has not yet been shown analytically, while there are numerical evidences from the lattice in favour of this possibility (see and references therein). From physical point of view to reproduce Casimir scaling, which is genuine nonabelian feature, one needs to restore the original nonabelian gauge invariance broken by hand in the abelian projected method.
The now popular confining mechanism is the model of fat center vortices . While the original center vortex picture cannot explain confinement of the adjoint charges, the introduction of the finite thickness of the vortex makes it possible, to obtain approximate Casimir ratios for the string tensions . However, with the high accuracy of the data these ratios are exluded.
In the gauge–invariant formalism , the Casimir scaling has two important features. First, it is the direct consequence of the Gaussian dominance hypothesis (see review ) since gaussian correlator provides the exact Casimir scaling. On the other hand, it implies the cancellations of $`C_D^2`$ – proportional terms and higher ones in the cluster expansion (2). Physically, it means the picture of the vacuum, made of relatively small colour dipoles with weak interactions between them. One can imagine two possible scenario. According to the first one, Casimir scaling is the consequence of Gaussian dominance. It this case any higher cumulant contributes to physical quantities much less than the gaussian one due to dynamical reasons. There is also the second possibility, when each higher term in the expansion (2) is not small, but their sum demonstrates strong cancellations of Casimir scaling violating terms. These pictures are in close correspondence to the stochastic versus coherent vacuum scenario . This set of questions certanly deserves further study.
There are also several open questions of computational origin. Additional measurements are needed in order to clarify the validity of scaling for higher representations where the statistics is still rather poor. It would also be very interesting to establish the adjoint string breaking scale in $`SU(3)`$ which could shed some light on the gluelumps physics.
Needless to say, that deeper theoretical understanding of the QCD vacuum structure is still required. The ability to incorporate such nontrivial feature as Casimir scaling is a necessary property of any reasonable confinement model.
Acknowledgements
The numerical calculations have been done using the lattice data by G.Bali, the Humboldt University, Berlin. The authors are very grateful to him for the submitting of his data and valuable explanations.
The authors thank M.I.Polikarpov and D.I.Diakonov for useful comments. One of the authors (Yu.S.) is grateful for warm hospitality at the Institute fo Theoretical Physics, Utrecht and acknowledges useful discussions with G.’t Hooft, N.G.Van Kampen and J.A.Tjon.
This work was supported in part by the joint RFFI-DFG grant 96-02-00088G and by the grant RFFI 96-15-96740 for scientific schools. V.Sh. acknowledges the support from ICFPM-INTAS-96-0457. |
warning/0001/astro-ph0001103.html | ar5iv | text | # A model-independent analysis of the variability of GRS 1915+105
## 1 INTRODUCTION
GRS 1915+105 was discovered in 1992 with WATCH (Castro-Tirado, Brandt & Lund 1992) as a transient source with considerable variability (Castro-Tirado et al. 1994). It was the first Galactic object to show superluminal expansion in radio observations (Mirabel & Rodríguez 1994). The standard interpretation of this phenomenon in terms of relativistic jets (Rees 1996) placed the source at a distance D = 12.5 kpc, with a jet axis at an angle $`i`$=70 to the line of sight (Mirabel & Rodríguez 1994, Rodríguez & Mirabel 1999, but see Fender et al. 1999). A counterpart has been found in the infrared (Mirabel et al. 1994), but the high Galactic extinction prevents the detection of an optical counterpart. Before the launch of the Rossi X-ray Timing Explorer (RXTE), not many observations of this source existed in X rays: the WATCH and SIGMA instruments on board GRANAT and BATSE/GRO showed once again that it was very variable in the X-ray band (Sazonov et al. 1994, Paciesas et al. 1996).
Since the launch of RXTE, the source has been monitored continuously with the All-Sky Monitor (ASM) instrument, which showed that the 2-10 keV X-ray flux of the source is extremely variable, unlike any other known X-ray source (see Remillard & Morgan 1998). GRS 1915+105 was observed extensively with the Proportional Counter Array (PCA) on board RXTE: from these data, the variability of the source appears even more extreme (Greiner, Morgan & Remillard 1996). Quasi-periodic oscillations with frequencies ranging from 0.001 to 67 Hz have been observed (Morgan, Remillard & Greiner 1997, Chen, Swank & Taam 1997). A subset of observations, showing a remarkably regular behavior, has been presented by Taam, Chen & Swank (1997) and Vilhu & Nevalainen (1998), with different interpretations. Other observations did not show spectacular variability (see Trudolyubov, Churazov & Gilfanov 1999). The source is suspected to host a black hole because of its similarity with the other Galactic superluminal source GRO J1655-40 (Zhang et al. 1994), for which a dynamical estimate of the mass is available (Bailyn et al. 1995) and because of its very high X-ray luminosity.
Belloni et al. (1997a,b) showed, from the analysis of the energy spectra of selected observations, that the large variability of the X-ray flux of GRS 1915+105 can be interpreted as the appearing/disappearing of a detectable inner region of the accretion disk, caused by the onset of thermal-viscous instabilities. From the comparison of the X-ray color-color diagrams of all observations available until then, they showed that all observations were consistent with this interpretation, with the exception of a few, whose character could not be accounted for. Additional spectral analysis has been presented by Markwardt, Swank & Taam (1999) and Muno, Morgan & Remillard (1999), who analyzed in detail the connection between QPOs and X-ray spectral distribution in GRS 1915+105.
Quasi-periodic variability in the radio and infrared bands has been discovered (Pooley 1995, Pooley & Fender 1997, Fender et al. 1997). Fender et al. (1997) suggested that these oscillations correspond to small ejections of material from the system. Indeed, these oscillations have been found to correlate with the disk-instability as observed in the X-ray band (Pooley & Fender 1997, Eikenberry et al. 1998, Mirabel et al. 1998, Fender & Pooley 1998). This strongly suggests that (some of) the matter from the inner disk is ejected in form of a jet throughout the instability phase.
GRS 1915+105 displays a bewildering variety of variability modes (see Greiner, Morgan & Remillard 1996; Belloni et al. 1997a,b; Chen, Swank & Taam 1997; Nayakshin, Rappaport & Melia 1999, Muno et al. 1999). In this paper, we present a classification of the different types of variability observed in the X-ray emission of GRS 1915+105 and we demonstrate that all the variations can be accounted for in terms of switching between just three main spectral states. All the observations are found to follow this characterization, which is model-independent. The structure of the paper is the following. In Section 2, we present the extraction techniques and the tools used for the analysis. In Section 3, we proceed to the classification of the observations and present the evidence for the three basic states. In Section 4, we discuss these results in terms of physical models, in particular in connection with the disk-instability model presented in Belloni et al. (1997a,b). A forthcoming paper will include detailed spectral modeling for a precise (and model dependent) characterization of these states.
## 2 DATA EXTRACTION AND COLOR-COLOR DIAGRAMS
We analyzed all observations of GRS 1915+105 made between January 1996 and December 1997 marked PUBLIC in the RXTE TOO archive (at heasarc.gsfc.nasa.gov), plus observation sequences 20187-02-01-00, 20187-02-01-01 and 20187-02-02-00, for a total of 163 observations. A list of the observations can be found, subdivided in classes (see below), in Table 1. Each observation consists of one or more continuous intervals of data (called observation intervals) separated by earth occultations. Each observation interval has a maximum duration of $``$1 hour per interval. Our database contains a total of 349 observation intervals. For each observation interval we produced light curves with 1 sec time resolution in three PHA channel intervals: A:0-13 (2–5 keV), B:14-35 (5–13 keV), C:36-255 (13–60 keV) (energy conversion corresponding to PCA Gain epoch 3). We subtract a constant background level of 10, 20 and 100 cts/s in the A, B and C bands respectively, as determined from the analysis of typical background spectra. Although this is only an approximation, the high source count rate minimizes the effect of background variations. From these light curves we produced a total light curve (R=A+B+C) and two X-ray colors: HR<sub>1</sub>=B/A and HR<sub>2</sub>=C/A.
The analysis described below is based on different combinations of these three parameters, R, HR<sub>1</sub> and HR<sub>2</sub>. The choice of the definition for the two X-ray colors was made to ensure the linearity of the resulting color-color diagram (CD): any linear combination of two spectral models lies on the straight-line segment connecting their locations in the CD.
The energy spectra of GRS 1915+105 are usually fitted with a model consisting of the sum of a power-law and a multicolor disk-blackbody, modified by interstellar absorption (see e.g. Belloni et al. 1997b). This model has become standard for the fitting of spectra of black-hole candidates. Figure 1 shows a CD with the location of the two models for different values of their parameters (photon index $`\mathrm{\Gamma }`$ and temperature at the inner radius kT<sub>in</sub>). The interstellar absorption has been fixed to $`6\times 10^{22}`$cm<sup>-2</sup>, as determined from spectral fitting (Belloni et al. 1997b ; Markwardt, Swank & Taam (1999)). With our choice of colors, HR<sub>2</sub> is mostly sensitive to changes in the slope of the power law component and HR<sub>1</sub> to changes in the temperature of the disk component for the ranges shown in Fig. 1. The additional presence of an iron line or edge, although significant for the $`\chi ^2`$ fitting of energy spectra, does not modify the colors much compared to the overall range covered by the source. It is important to note that the color analysis is by itself independent of a specific model. Therefore, although we interpret the results in the framework of a power law plus disk model, all the observed color variations are model independent.
In addition to CDs, we also produced Hardness-Intensity Diagrams (HIDs), where HR<sub>2</sub> is plotted versus the total count rate. Although these diagrams contain absolute flux information and depend strongly on the long term variability of the source, in some case they are useful for characterizing the behavior during a single observation.
## 3 DATA ANALYSIS
### 3.1 Selection of observations (classes)
Despite the extraordinarily complex variability displayed by GRS 1915+105, the examination of light curves and CDs shows that many features repeat in different observations. There are cases of observation intervals more than one year apart which are virtually indistinguishable from each other. We found that it was possible to classify our 349 observation intervals into only 12 classes, based on the appearance of light curves and CDs (see Table 1). This empirical classification is intended as a first step to reduce the complexity of the amount of available data, as well as a way to present the overall picture of timing/spectral variability of GRS 1915+105 in a model-independent fashion. We outline the 12 classes below. One example for each class (light curve and CD) is shown in Figure 2.
Two types of observations are relatively straightforward to separate from the others: those displaying no large amplitude variations (less than a factor of two) nor obvious structured variability (only random noise is seen in light curves binned at 1 second). However, examination of their light curves and CDs shows that these can be further subdivided into two separate classes: The first, class $`\varphi `$, is characterized by a count rate of $``$10 kcts/s or less and by a particular position in the CD, namely HR$`{}_{1}{}^{}`$1, HR$`{}_{2}{}^{}`$0.05 (see Fig. 2a,b).
The second, class $`\chi `$, has a more varied count rate, ranging between 3400 and $``$30000 cts/s (for 5 PCU units) and it occupies a position in the CD which can vary but is always at HR$`{}_{2}{}^{}>`$0.1 (see Fig. 2c,d). The cloud of points in the CD is usually diagonally elongated.
There are observations that are relatively quiet (class $`\gamma `$), apart from quasi-periodic oscillations with a typical time scale of $``$10 s and/or the presence of sharp ’dips’ with a typical duration of a couple of seconds (see Fig. 2f). In the CD, the quasi-periodicity results in a diagonally elongated distribution of points. The points corresponding to the dips are separated from the main distribution, and are located on its left along the direction of the elongation (See Fig. 2e).
These are observations that, although showing large amplitude (more than a factor of two) variability, show a single ‘branch’ of points in the CD (class $`\mu `$, Fig. 2g,h). This branch is elongated diagonally and it is curved to the right in its lower part. The light curves show rapid quasi-periodic oscillations (typical time scale between 10 seconds and 100 seconds), sometimes alternated with stabler periods of $``$100 seconds duration.
A number of observations show red-noise-like variability, which can exceed a factor of two in range. These observations form class $`\delta `$. Notice that in a number of observations in this class, there are ‘dips’ in the light curve which, unlike the rest of the variability, are characterized by a significant softening in both colors (see Fig. 2i,j). These dips last typically 10-20 seconds and, while the out-of-dip count rate is always above 10000 cts/s, during the dip it decreases to 10000 cts/s or less.
A group of observations clearly distinguishable from the others is class $`\theta `$ (Fig. 2k,l): the light curve has a characteristic shape, with ‘M’ shaped intervals with a typical duration of a few hundred seconds, alternating with shorter (100-200 seconds) low count rate ($``$10000 cts/s) periods. In the CD, two separate distributions are seen: during the ‘M’ events HR<sub>2</sub> is above 0.1, while in the low-rate intervals it is considerably softer.
The observation presented in Belloni et al. (1997a) and a few similar ones constitute class $`\lambda `$ (Fig. 2m,n): the light curve consists of the quasi-periodic alternation of low-quiet, high-variable and oscillating parts described in Belloni et al. (1997a). In the CD, a C-shaped distribution is evident, with the lower-right branch slightly detached from the rest, and corresponding to the low count rate intervals (typically a few hundred seconds long).
Very similar to the previous class are observations in class $`\lambda `$. The timing structure, as shown by Belloni et al. (1997b), is the same, only with shorter typical time scales (Fig. 2o,p). In the CD, an additional cloud between the two branches is visible (see Belloni et al. 1997b ).
Taam, Chen & Swank (1997) and Vilhu & Nevalainen (1998) presented extremely regular RXTE light curves of GRS 1915+105, consisting of quasi-periodic ‘flares’ recurring on a time scale of 1 to 2 minutes. There are differences in the observations presented by these authors, and for this reason we separate them in two classes. The first, class $`\rho `$ (Fig. 2 q,r), is extremely regular in the light curve, and in the CD it presents a loop-like behavior (described as ring-like in Vilhu & Nevalainen (1998), where data with lower time resolution were considered).
There are two main differences between observations in this class and those of class $`\rho `$. The first is that they are considerably more irregular in the light curve, and at times they show a long quiet interval, where the source moves to the right part of the CD (see Fig. 2s,t). The second is that, at 1s time resolution, they show more structure in the profile of the ‘flares’, notably a secondary peak after the main one (see Fig. 17b).
Light curves of observation intervals of class $`\alpha `$ show long ($``$1000 s) quiet periods, where the count rate is below 10000 cts/s, followed by a strong ($`>`$20000 cts/s) flare and a few 100s of seconds of oscillations(see Fig. 2u,v). The oscillations start at a time scale of a few dozen seconds and become progressively longer. This pattern repeats in a very regular way. In the CD, the quiet periods result in elongated clouds, the oscillations in small rings (not clearly visible in Fig. 2v) like those of classes $`\rho `$ and $`\nu `$, and the flare as a curved trail of soft (low HR<sub>2</sub>) points (Fig. 2u).
This class shows complex behavior in the light curves, some of which can be seen within other classes. What identifies class $`\beta `$ however, is the presence in the CD of a characteristic straight elongated branch stretching diagonally.
The number of the classes presented above could be reduced, given the strong similarities between them, but our goal is not to have as few classes as possible, but to give as comprehensive a description of the source behavior as possible, in order to look for basic ‘states’ of the source. For this purpose, defining a relatively large number of classes means we are being conservative in order not to overlook important details in source behavior. All observation intervals in the sample considered for this work are covered by this classification, but it is quite possible that future observations would require yet other classes. Some of our observation intervals can be seen as boundary cases between two classes. Therefore, our classification is not intended to exhaustively list mutually exclusive modes of behavior for GRS 1915+105 as: (i) transitions between some classes exist, (ii) a smaller number of classes would probably be sufficient to describe our observations, and (iii) more classes probably exist. The point of our work will instead be to demonstrate that this very complex behavior in fact follows a few very simple “universal laws”. Summarizing, in Fig. 3 we show a histogram with the “occupation times” of the different classes in our sample. Noice that class $`\chi `$ is by far the most common.
### 3.2 Classes $`\lambda `$, $`\kappa `$ and $`\theta `$: the basic states
Two observations representing classes $`\lambda `$ and $`\kappa `$, I-38-00 (Interval #3) and K-33-00 (Interval #2) respectively (notice the shortened naming convention, explained in the caption to Table 1), have already been presented by Belloni et al. (1997a,b). For a better understanding of what follows, we will briefly summarize their main result, restated using the terminology that we will use throughout the rest of this work. Let us start with examining class $`\lambda `$. The total light curve, the CD and the HID are shown in Fig. 4. Panels (a), (b) and (c) in Fig. 4 are the HID, the light curve (restricted to the points used for CD/HID) and the CD respectively. The complete light curve of observation interval #3 is shown in panel (d). Belloni et al. (1997a) identified in this observation (and then extended to all observations) three types of variability (“states”): a quiescent state at a relatively low count rate, an outburst state at high count rates, and a flare state in which the flux shows rapid alternations between the two. Hereafter, we will call the quiescent and outburst state C and state B respectively, and we will represent the corresponding points in all CDs, HIDs and light curves with squares and circles respectively. An example of these two states is clearly visible in Fig 4. These are the two main states corresponding to the absence and presence of a detectable inner part of the accretion disk (Belloni et al. 1997a ). The points corresponding to the two states cluster in two well separated regions of the CD and HID. In the CD, state B lies in the upper left part of the diagram, while state C is located more towards the lower right, at a higher HR<sub>2</sub> and lower HR<sub>1</sub>. The flare state was interpreted by Belloni et al. (1997a) as oscillations between the other two, not as a separate state. An example of this is shown in Fig. 5, where the CD and HID for a “flaring” interval of the same observation are shown. It is evident that, although the high-flux points (state B, circles) are indeed located in roughly the same region of the CD as before, the low-flux points (state C, squares) are considerably softer than those from the long state C intervals in Fig. 4). From their analysis of observation K-33-00, Belloni et al. (1997b) showed that the position of the state C points in the CD depends on the length of the low-flux interval: the shorter the state C event is, the softer it is and the more it will be shifted to the left in the CD. Since the oscillations shown in Fig. 4 have a time scale considerably shorter than those in Fig. 2, a softening of the state C spectrum occurs. The identification of these parts of the oscillations with state C is strengthened by the fact that during them 1-10 Hz QPOs are seen (see Markwardt et al. 1999; Muno et al. 1999).
On the basis of this analysis, Belloni et al. (1997a,b) tentatively concluded that the variability of GRS 1915+105 consists of oscillations between two separate states: state B corresponds to an accretion disk extending all the way down to the innermost stable orbit and therefore appears always with the same spectral colors, while state C corresponds to different portions of the inner disk being unobservable, and therefore can be found in different regions of the CD, but always at lower count rate and always separated from state B . However, Belloni et al. (1997b) also noticed that, although this characterization could be applied to most observations available at the time, one type of observation could not be reduced to these two states. This type observation is class $`\theta `$ in our classification of light curves (see Section 2). A typical observation of this class is shown in Fig. 6. The light curve consists of M-shaped intervals reminiscent of the long state C segments in Fig. 4. (although at a much higher flux level), alternated with low-rate stretches. In the middle of these low-flux stretches there are some ‘flares’. Comparing the CD in Fig. 6 with that in Fig. 4, we can see that it is indeed plausible that the M-shaped intervals are consistent with being state C (at a slightly higher HR<sub>1</sub> and much higher count rate), and that the low-flux points cannot be identified with state B , being much softer. Since these soft points cannot be assigned to either of the two states, we define a new state (state A ). In all the CDs, the points corresponding to this state will be marked with diamonds. During the ‘flares’ in the low-flux intervals, in the CD the source moves back almost to the state C points.
State A is characterized by consisting of low-flux, soft intervals, as opposed to state C , which is low-flux and hard. The presence of this additional state is very evident in an observation like that shown in Fig. 6, but in retrospect it could of course be present also in other observations. Going back to Fig. 4, we notice that at the end of a long state C period (see Fig. 4d) there is a short ($`<`$10s) dip. This dip corresponds to soft points in the CD (diamonds in Fig. 4c) which at the bottom of the dip reach the same position as those in Fig. 6. We find that in observations of class $`\lambda `$, this dip is always present as a transition between state C and state B , not only at the end of the long state C intervals, but also during the much more rapid flaring. By examining in detail the oscillations shown in Fig. 5, one can see that indeed a soft dip lies in between all C -B transitions, although the position in the CD in this case is much higher and in some cases it overlaps with that of state B (this overlap will be discussed extensively below). Also, the dip in the light curve corresponding to state A is not as deep as in the previous case.
Moving to observation K-33-00 (class $`\kappa `$), an examination of a short sample of the light curve shows that, although the time scales are shorter, the source behaves like in the $`\lambda `$ case (see Fig. 7). This was already recognized by Belloni et al. (1997b), who based on these data their analysis of the disk instabilities for states B and C, but it also applies when state A is considered.
### 3.3 The main color loop
It is useful to summarize the results from the first three classes before presenting more data. In the three observations we have discussed so far, we could identify three basic states:
* B : high rate, high HR<sub>1</sub>;
* C : low rate, low HR<sub>1</sub>, variable HR<sub>2</sub> depending on the length of the event;
* A : low rate, low HR<sub>1</sub> and HR<sub>2</sub>
As far as the transitions between the three states go, in two cases (classes $`\lambda `$ and $`\kappa `$), the source invariably follows the sequence: B -C -A -B and so on. In the third case (class $`\theta `$), there are only oscillations between two states (C and A ). No direct transition from state C to state B is observed. A schematical representation of this can be seen in Fig. 8. Notice that in some observations, state A is not completely separated from state B in the CD: this blending between the two classes is discussed extensively in the following sections. Before discussing this diagram however, we must go through the other classes.
### 3.4 Class $`\chi `$: state C only
As described before, class $`\chi `$ is characterized by the absence of strong variability and HR$`{}_{2}{}^{}>`$0.1. A large number of observation intervals belonging to this class correspond to observations taking place during three periods when no strong variability was observed on long (hours to months) time scales with the RXTE/ASM. The three periods are identified in Fig. 9 by arrows. Although the two short such intervals are well defined in the ASM light curve (MJD 50280-50311 and MJD 50730-50750 respectively), the boundaries of the long one are not so clear. We define its start as the time after which all PCA observation intervals show no structure in the 1s light curves, and its end as the time after which structure in the time variability is observed again in the PCA. This leads to the following start-end times: MJD 50410-50550, corresponding to observations K-04-00 to K-21-01. Observation K-03-00, the last before this period, shows a clear quasi-periodic structure corresponding to class $`\rho `$, and observation K-22-00, the first after this interval, shows again a quasi-periodic structure, but classified as class $`\alpha `$. Consistently, we applied the same method to re-define the time boundaries of the two shorter intervals, in order not to limit ourselves to the flat-bottom part of the light curves. We obtained the following time intervals: MJD 50275-50313 and MJD 50729-50750 respectively. We subdivided the observations of class $`\chi `$ into four sub-classes: $`\chi _1`$, $`\chi _2`$, $`\chi _3`$ correspond to the three quiet intervals (in time sequence), while $`\chi _4`$ comprises the remaining observation intervals, a number of which are located close to the long quiet interval. The assumption underlying this division is that the three long quiet intervals are indeed single intervals of no variability. Notice that our $`\chi _1`$ and $`\chi _3`$ intervals correspond to the “plateau” states in Fender et al. (1999). Figure 10 illustrates a selection of four observations in this class. It can be seen that the position in the CD is similar to that associated to state C (see the previous section), and we therefore conclude that class $`\chi `$ is an example of state C only. The absence of flares and visible quasi-periodicities, as well as the presence of variability in the form of white noise at time scales of 1 second (see Markwardt, Swank & Taam 1999 and Trudolyubov, Churazov & Gilfanov 1999), further supports this identification as the same state as the low flux periods described in Section 3.2. However, it is clear that there is substantial spectral variability between different observations, as the clouds of points in the CD are found in quite different positions (Fig. 10). As mentioned in Section 3.2, for shorter events, the position of state C is also variable. In order to examine these variations, we computed the average values of the X-ray colors for each observation and plotted them into the same CD (Fig. 11). The lines corresponding to some spectral models are included in the plot. The points (filled symbols in Fig. 11) clearly distribute along three separate branches. Classes $`\chi _2`$ and $`\chi _4`$ follow a flatter trend than classes $`\chi _1`$ and $`\chi _3`$. From Fig. 11, one can see that large movements to the right in the CD are likely caused by hardening of the power law component. However, a simple power law model with the “standard” value of 6$`\times 10^{22}`$cm<sup>-2</sup> for the interstellar absorption fits only the $`\chi _1`$ and $`\chi _3`$ points. On the basis of the CD, the other points (classes $`\chi _2`$ and $`\chi _4`$) can be fitted by a power law model with a lower absorption (2$`\times 10^{22}`$cm<sup>-2</sup>). An absorption of 2$`\times 10^{22}`$cm<sup>-2</sup> is compatible also with the $`\chi _1`$ and $`\chi _3`$ points only if an additional high-energy cutoff at $``$5 keV is included (see lines in Fig. 11). Detailed spectral fits, which will be presented in a forthcoming paper, indeed indicate that both such a reduced absoption and a high-energy cutoff are present. Notice that 6$`\times 10^{22}`$cm<sup>-2</sup> is the standard value adopted for GRS 1915+105, while the lower value 2$`\times 10^{22}`$cm<sup>-2</sup> is still consistent with the galactic N<sub>H</sub> as determined from radio measurements (Dickey & Lockman 1990). In this scenario, a large intrinsic absorption is present in the system and would be variable on a time scale longer than that of the long quiet intervals examined here.
### 3.5 Class $`\varphi `$: state A only
Class $`\varphi `$ is the second of the two classes where no variability is observed. An example of light curve and CD is shown in Fig. 12 (upper panels). Compared to class $`\chi `$, there is less white noise in the light curve (although in some cases red-noise variability is observed), and the points in the CD are much softer and more concentrated. The net count rate is $`<`$10 kcts/s. To determine whether this class corresponds to state A or state B , we need to compare the CD with that of an observation which shows both states. In Fig. 11 we show the average colors of all observations in class $`\varphi `$ (see Table 1) together with the state B points from Fig. 4. By comparing Fig. 4c and Fig. 11, it is evident that observations in class $`\varphi `$ have to be identified with state A . Note that the quietness of the light curve is also similar to the low-rate state A points from class $`\theta `$ (see Fig. 6). From Fig. 11, one can notice a continuity between state B and state A points, suggesting that the two states might not be completely different but rather part of the same state. This will be discussed extensively below.
### 3.6 Class $`\delta `$: B and A
An example of ligh curve, CD and HID for an observation in class $`\delta `$ is shown in Fig. 12 (lower panels). The light curve shows considerable ‘flaring’ variability. These variations are not accompanied by changes in X-ray colors, with the exception of a number of easily identifiable ’dips’, which correspond to a spectral softening. From the CD, we can identify the dips as occurrences of state A , while the rest of the time the source is in state B . It is noticeable that these state A events are the only ones when the source approaches or becomes weaker than 10 kct/sec.
### 3.7 Class $`\mu `$
Observations from class $`\mu `$ show, like some parts of observations in class $`\lambda `$, large flaring variability and a characteristic shape in the CD: it is elongated diagonally and bends towards higher HR<sub>2</sub> values in its lower part (see Fig. 13). In panels b, c and d from this figure the part of the light curve used to produce the CD, the CD and the total light curve are shown respectively. When we compare this figure to Fig. 5, where the flaring state of observation I-38-00 (Orbit 3, class $`\lambda `$) is shown, the striking resemblance between the two is evident. We can therefore identify state C in both the light curve and the CD (Fig. 13). Its relatively soft position in the CD compared to the position of state C in observation I-38-00 (Orbit 3) as shown in Fig. 4c, can again be explained by the short time scales observed (see section 3.2). Although, from the light curve in Fig. 13b (and comparing this with the one shown in Fig. 5b) state A and B are evident, they are not easily identified in the CD (Fig. 13c). The two states seem to be spectrally identical, as they take the same position in the CD. In order to check whether there is indeed a difference between state A and B, we produced a HID from the count rate and the HR1 values, again using only the part of the light curve shown in Fig. 13b. From this HID, shown in Fig. 13a, and the light curve in Fig. 13b, we see that in this class state A is also present, although its major difference with state B is count rate. State A and C both have count rates between 10 and 25 kcts/s, and only in state B the source becomes higher than 30 kcts/s.
Besides the rapid state alternations, stabler periods where the count rate remains at a high level around 40 ckts/s are observed in some light curves in class $`\mu `$ (see Fig. 2h). During these intervals hardly any spectral variation is seen, and the source takes a position in the CD with relatively soft HR2 (below $``$0.12) and hard HR1 (above $``$1.0) values. We therefore identify these intervals as periods were the source remains in state B for a extended period of time. They can be compared with the state B intervals in Fig. 4. Although at a higher count rate, the position in the CD is the same.
### 3.8 Variations within state A
As we have seen, in some cases examined so far the distinction between classes A and B in the CD becomes uncertain, complicating the simple picture sketched in Fig. 8. This is summarized in Fig. 14a, where we plot the CD from state B in observation I-38-00 (Orbit 3) and the average CD from class $`\varphi `$, as already shown in Fig. 11, together with the dips of all state A points shown in the previous sections. Indeed, most of state A points are clearly separated from those of state B, but some are not and a couple of them are even harder than all state B points shown. However, if the same points are plotted in a HID (see Fig. 14b), those ‘peculiar’ state A points are immediately distinguishable from the state B ones. What can be seen in Fig. 14b is that the colors of both state A and state B points are correlated with the count rate, but follow different branches.
From Fig. 14, we can re-define state A in the following terms:
1. in the light curve, a sharp dip, with a typical transition time scale between out-of-dip and dip of a few seconds;
2. at low count rates (below 15 kcts/s), the position in the CD is relatively soft (HR$`{}_{1}{}^{}<`$1.1) and separated from state B;
3. at higher count rates, the position in the CD overlaps with that of state B, but follows a different branch in the HID, located at lower rates.
This branch will be examined in more detail below.
### 3.9 Class $`\gamma `$
In Fig. 15 we show observation K-39-00 (Orbit 1), representing class $`\gamma `$. All observations from this class have a count rate centered around $``$20kcts/s, and show evidence of quasi-periodic oscillations with period $``$60-100 s (see Fig. 15d), in some cases with an amplitude as high as a factor of two (see Greiner, Morgan & Remillard 1996 and Morgan, Remillard & Greiner 1997). Simultaneously, faster $``$10 s QPOs are observed (see Fig. 15b). A number of observations show also sharp dips as the ones observed in class $`\delta `$. These dips always occur in correspondence to a minimum in the low-frequency oscillations.
In the CD (Fig. 15c), by comparison with previous cases, it appears that the oscillations belong to state B and the dips to state A (compare Fig. 15c with Fig. 14a).
### 3.10 Class $`\rho `$ and $`\nu `$
Observations in class $`\rho `$ have been presented by Vilhu & Nevalainen (1998), although limited to low time resolutions (16 seconds). The light curve consists of a very regular and characteristic pattern, which repeats on a time scale between one and two minutes (see Fig. 16). As noticed by Vilhu & Nevalainen (1998), these regular variations are reflected in a clockwise loop in the CD (Fig. 16). Notice that at a resolution of 1 second, the CD looks much less circular than in Vilhu & Nevalainen (1998), who used a resolution of 16 seconds, clearly not sufficient for the analysis of these observations. A comparison with the classes examined in the previous sections clearly indicates that the loop is constituted by oscillations between state B (high count rate) and state C (low count rate), without a clear evidence of a state A. However, when examining the light curves at a higher time resolution, a complex type of variability is resolved (Fig. 17). The high count rate part of the cycle shows sharp dips, with count rate changes of a factor of 3 in less than one second. The overall structure of this variability does not repeat between different events, with the only exception of the small peak after the last dip. The two examples in Fig. 17 are shifted so that this peak corresponds to time 0. At such high time resolution it is difficult to follow a few points in the CD, since the count rate in the high-energy band becomes uncertain. From the observation in Fig. 16 and 16, binned at 1/8 s, we considered only the points in the 10 seconds preceding the last peak (in order to isolate the high count rate sections), and averaged the colors of the points with a total rate $`<`$12 kcts/s. The resulting average colors are indicated by the diamond in Fig. 16c: the point falls in the soft region of the CD plane, corresponding to the position of state A. All the states are therefore represented in the light curves of this class. Notice that for a few observations in this class, the high time resolution light curve is much smoother, but still the dip preceding the last peak is present.
An observation from class $`\nu `$ has been presented by Taam, Chen & Swank (1997). In the light curve, class $`\nu `$ looks rather similar to the previous one (see Fig. 18). The main differences with class $`\rho `$ are the possible presence of long quiet intervals between trains of oscillations (not shown in the example considered here, but see Fig. 2), the different characteristic shape in the 1s light curve, and the lower regularity of the oscillations. The very fast dips observed in class $`\rho `$ can also be seen here, but are less deep. The long quiet interval, followed by a short high flux flare sometimes observed in observations included in this class (see Section. 3.1) is very similar to that in class $`\alpha `$ and $`\lambda `$ so it will not be discussed here. The difference in the regular light curve of class $`\nu `$ with respect to class $`\rho `$ consists in the presence of a dip at the end of the high-rate part of the cycle, which creates a secondary peak. This is reminiscent of the dip which gives origin to the small peak in class $`\rho `$, although in this class the dip and the peak are much longer, being both a few seconds long. By looking at the CD, one can see that the smooth clockwise movement from class $`\nu `$ is here interrupted during its ascending part by the dip, which is very soft. After the dip, the source moves to the hard part of the diagram. Following the structure of the previous sections, we can identify the long slow rise in the light curve with state C, followed by state A (the dip) and state B (the recovery from the dip, showing up as a secondary bump). Notice that in this class, the typical colors of both state B and state A are considerably harder than in most of the cases described in the previous sections.
### 3.11 Class $`\alpha `$
The light curves from observations belonging to class $`\alpha `$ show a repetitive pattern of long ($``$ 1000 s) quiet intervals and periods were a strong (up to $``$ 30 ktcs/s) flare is followed by a sequence of smaller oscillations (see Fig. 19d). The length of these oscillations increases with time and often their peak intensity decreases. The quiet intervals mentioned above can easily be identified with state C. They show the characteristic shape in the CD (Fig. 19c) and in the light curve(Fig. 19b), also seen in previous cases (see Fig. 4 and 6). The strong peak following each quiet interval looks practically identical to the quasi-periodic ones from class $`\rho `$ (Fig. 16). Not only do they have the same shape in the light curve (compare Fig. 19b and 19e with Fig. 16b), they also show the same loop in the CD. This can be seen in Fig. 19f, were the CD belonging to the peak from Fig. 19e is shown. Therefore, during this peak the source moves through all the three states as explained in Section 3.10. In some observations, the initial strong peak shows a marked HR2-soft ‘dip’ similar to that observed in class $`\nu `$ (Fig. 18). All the smaller oscillations resemble the ones shown in Fig. 18 for class $`\nu `$.
### 3.12 Class $`\beta `$
Observations grouped in class $`\beta `$ show a large variety of complex behavior and for this reason are described as last, in order to highlight the similarities with other classes. An example of this can be seen in Fig. 20d and Fig. 20b, were we show observation K-45-03 (Observation interval #1). Periods of large variability (between $``$ 8 and $``$ 40 kcts/s), similar to those seen in class $`\lambda `$ (see Section 3.2), are alternated by quiet intervals. These quiet intervals are similar to those from observations in class $`\theta `$, the main difference being the fact that here the dip phase after the strong peak is much less deep. The resulting CD (Fig. 20c) is characterized by a long elongated cloud stretching diagonally, and it shows a great resemblance with the CD’s seen in class $`\lambda `$ (Fig. 4). In order to identify the different states in the observation shown in Fig. 20, we make use of the similarities with the other classes, as mentioned above. From comparison with class $`\theta `$ (Fig. 6), we can therefore identify state C and A in the quiet interval, as indicated in Fig. 20b. The positions in the CD for these states are the same as found in class $`\theta `$ (see Fig. 6c): a relatively soft state A (below HR1=1.0 and HR2=0.1) and a state C which is much harder in HR2 ($``$0.12). As we have seen in the previous sections, after state A the source can make a fast transition into state B, as seen for instance in class $`\lambda `$ (Fig. 4b). However, in the case presented here the transition to state B is much more gradual. The spectrum becomes progressively harder, resulting in a connection between state A and B in the CD (the diagonal “finger-like” structure). The quiet interval therefore contains all the three states A,B and C. As mentioned before, the periods showing the large variability are rather similar to the ones shown in class $`\lambda `$ (Fig. 5). Only here the large dips all have the same count rate ($``$ 8 kcts/s, see Fig. 20b,d), whereas in class $`\lambda `$ not only the average count rate in the dips is higher ($``$ 12 kcts/s), but also different count rates are observed there (Fig. 5b). Nevertheless we can conclude that during these large variations, as for the ones seen in class $`\lambda `$, the source is switching between al the three states A,B and C. This can be seen by comparing Fig. 5b with Fig. 20e, were a part of the variation interval is shown. The only difference is that in Fig. 20e the state A intervals have a lower count rate than the state C ones. As a result of this oscillating between states during these variations, two branches for state B appear in the HID (Fig. 20a). When the source moves from state A to state B it follows the branch on the right in the HID, but the transition from state B back to A is characterized by a softer HR1 ($``$1), thus following the branch on the left. It is also possible, as explained before, to make the transition from state B to state C. The source then again follows the left branch, but makes a turn to higher HR2 values as it moves to state C. The presence of two branches corresponding to state B will be discussed in the next Section. Notice that class $`\beta `$ is the one that has most extensively been studied, especially in multi-wavelength campaigns (see Markwardt, Swank & Taam 1999; Eikenberry et al. 1998). It is clearly the most complex and possibly the most important of all our 12 classes, and it is presented last here only because in order to understand its structure one needs to examine simple classes first. Its analogies and differences with class $`\lambda `$ are very important, but a complete analysis of them is beyond the scope of this paper.
## 4 DISCUSSION
### 4.1 The disk-instability model: states B and C
In the previous sections, we classified and described in detail the whole complex phenomenology displayed by GRS 1915+105 in the first two years of RXTE observations. Despite the extreme variety of behavior, our analysis allowed us to identify three main states, the alternation of which are at the base of all the light curves and CDs included in Table 1. While all that has been said before is completely model-independent, we will now discuss the results in terms of the “standard” spectral model consisting of a disk-blackbody component and a power law. The three states can be characterized (and identified) in the following way:
* State A: CD position well above the power-law line (i.e., with a substantial contribution to the flux by a disk component with kT$`>`$1 keV). Mostly little time variability, sometimes red-noise variability.
* State B: CD position above the power law line, higher than state A. Substantial red-noise variability on time scales $`>`$ 1s.
* State C: CD position upon or below power law line (either no disk contribution or very soft disk inner temperature ($``$0.5 keV). White noise variability seen on time scales of 1s.
If no structured variability is present in an observation (i.e. classes $`\varphi `$ and $`\chi `$), state C can be distinguished from the others by the position in the CD with respect to the power-law line, while state A and state B differ by their value of HR<sub>1</sub>. State A has HR$`{}_{1}{}^{}<`$1.1, state B has HR$`{}_{1}{}^{}>`$1.1. In all the other cases, state A and B can only be separated by comparing the points in the CD: state A points are either softer or fainter than state B points.
Notice that a crude subdivision in states, based on a single observation (K-45-03, class $`\beta `$) has been presented by Markwardt, Swank & Taam (1999). Their “quiet state”, “low-frequency noise state” and “1-15 Hz state” can be identified as specific instances of our A,B,C states. respectively. Following Belloni et al. (1997a,b), from the position in the CD, we can identify state B with the typical situation observed in black-hole candidates in high-flux states: the energy spectrum is the superposition of a thermal component originating from an accretion disk which is observable down to the innermost stable orbit, and of a power-law component with a steep slope (see Belloni et al. 1997a, Markwardt, Swank & Taam 1999). With the same spectral model, in state C the power-law component is much more dominant and the disk component softer. Let us compare our analysis with proposed models, abandoning for the moment our model-independency. In the model by Belloni et al. (1997a,b), this state corresponds to the unobservability of the inner portion of the accretion disk, due to the onset of an instability. As the refill time $`\tau _{refill}`$ is related to the viscous time scale at the inner edge R<sub>in</sub>of the observable part of the disk, the re-fill time for the inner region is
$$\tau _{refill}\mathrm{R}_{in}^{3.5}\dot{\mathrm{M}}^2$$
(1)
This means that the larger the region affected by the instability, the longer the state-C event will last. From Belloni et al. (1997b), although their definition of CD is slightly different from that used in the present work, we can see that the longer the state-C event, the harder the X-ray colors. Since in state C, as compared to state B, the disk component becomes softer, this means that in state C the power-law component hardens. This effect is observable in our data too: the longer state-C events are located to the right in the CD (see Fig. 2). Therefore, our analysis is in agreement with the disk-instability model, although of course a detailed spectral modeling of all observations would be needed to say something more firm.
### 4.2 Long-lasting effects of the instability
As we have seen, during the three long quiet intervals included in our sample, the CD analysis shows that the spectrum of GRS 1915+105 is in first approximation consistent with a pure power law, possibly with a high-energy cutoff. All these observations have been identified with state C, and since they appear in three separate long events, it is natural to associate each single long quiet period with a single state C event. In the framework of the disk-instability model applied to GRS 1915+105 it is indeed possible to have a re-filling phase that lasts for a month or more. This can be achieved with a large radius of the unobservable inner region of the disk, which as we have seen is associated with a softening of the disk component and a flattening of the power-law component. During these periods, the soft component becomes therefore so soft that it is not detected anymore (due to the high value of interstellar absorption) and the power-law component becomes progressively harder (see Fig. 11). However, the instability model applies only to the inner radiation-pressure-dominated region of a Shakura & Sunyaev (1973) accretion disk, which for reasonable parameters cannot extend beyond a few hundred kilometers from the black hole. This means that in order to reach the relevant time scales, the accretion rate $`\dot{\mathrm{M}}`$ must also be lower (notice the strong dependence of $`\tau _{refill}`$ on $`\dot{\mathrm{M}}`$). The association between the long quiet periods and single state-C events is strengthened by the observed properties of the 1-10 Hz QPOs in both cases (Markwardt, Swank & Taam 1999, Muno, Morgan & Remillard 1999; Trudolyubov, Churazov & Gilfanov 1999). Muno et al. (1999), in their analysis of a large number of RXTE observations, find a correlation between the frequency of the 1-10 Hz QPO and the inner radius of the accretion disk (as measured through spectral fits). If during the quiet intervals the disk has a large inner radius (so large that the disk component is not seen in the PCA spectra), following this correlation, the QPO frequency should alwasy be rather small, while it can be as high as 10 Hz (Trudolyubov, Churazov & Gilfanov 1999). However, Belloni et al. (1997b) remarked that what can be measured during an instability phase is the inner disk radius at the beginning of the instability. The slow refilling is not observable in the energy spectrum, while the QPO frequency is indeed seen to increase with time as the disk is refilled. Therefore, what must be associated to a large radius is the slowest QPO observed in such an interval, which is about 0.6 Hz (Reig et al., in preparation). This would not be inconsistent with the correlation by Muno et al. (1999).
As we have shown in Section 3.4, the differences between different long quiet intervals can be interpreted as differences in N<sub>H</sub> (between 2 and 6$`\times 10^{22}`$cm<sup>-2</sup>), but also as differences in high-energy spectral cutoff. A detailed analysis of the energy spectra from these observations will be reported in a second paper. Notice, however, that a cutoff in the broad-band X-ray spectrum of GRS 1915+105 has been observed by Trudolyubov, Churazov & Gilfanov (1999) for the same set of observations, although their value for the cutoff energy (70-120 keV) appears too high to explain these differences. The presence of a high-energy cutoff is also reported by Muno, Morgan & Remillard (1999) and Feroci et al. (1999).
### 4.3 The soft state (state A)
We have seen that, besides state B and state C, a third state appears in most of the light curves we have analyzed. While in most cases this state is well defined, in some observations a gradual transition between state A and state B is observed, although the transition to state A is always sharp. We consider it a different state, rather than the softer end of a variable state B because of the sharp transitions. Looking at the CDs, we can see that in the disk+power-law model, the difference between state A and state B could be due to a difference in power law slope, but only if combined with very specific simultaneous changes in the inner temperature of the disk. Also, the changes in power law slope would be very large. A simpler model is to assume that the inner temperature of the disk changes, since the state A to state B line moves parallel to the disk-blackbody line (see Fig. 14). Preliminary spectral fits indicate that indeed there are variations in the temperature of the disk-blackbody component. If the inner radius of the disk does not change, variations in the temperature of the disk are directly associated with variations in the local accretion rate through the inner radius. To test whether such local variations can happen on time scales below a second, since they are connected to the viscous time scale at the inner edge of the disk, we can take the relation measured by Belloni et al. (1997b) between viscous time scale and radius, and extrapolate it down to their minimum observed inner disk radius of $``$20 km. We obtain a time scale of $``$0.5 s, therefore of the right order of magnitude (differences in average accretion rate will influence this number).
The interpretation of the difference between state A and state B in terms of a difference in inner temperature of the accretion disk is also in agreement with the presence of cases where the transition is gradual. In this framework, the disk changes temperature in response to changes in the local accretion rate, changes which can be gradual or sudden. What makes us consider state A a separate state is the presence of the sudden transitions. In particular, the transitions to state A are always fast.
The scenario that emerges from this work is the following. The accretion disk can have different temperatures, depending on the accretion rate. The variations in temperature can sometimes be very fast. This is in principle completely independent of the onset of the instability described in Belloni et al. (1997a,b), since A–B transitions are observed even in absence of instability events. Something similar might be observed in other sources, like in the case of GX 339-4 (Miyamoto et al. 1991). However, whenever the disk instability is at work, it triggers such temperature changes, since as we have shown above at the end of an instability event (when the inner portion of the disk is not observable), the disk switches always to state A and never directly to state B. This is the only link between the two processes (temperature changes and instability) and can provide important clues on both mechanisms.
### 4.4 Time variability and the three states
The detailed time variability of GRS 1915+105 has been studied by a number of authors (Morgan, Remillard & Greiner 1997, Chen, Swank & Taam 1997, Trudolyubov, Churazov & Gilfanov 1999, Markwardt, Swank & Taam 1999, Muno, Morgan & Remillard 1999, Feroci et al. 1999, Cui 1999). Following these results, it is interesting to compare the presence of the different QPOs observed in the light curves with the three states described here. The so-called “intermediate” QPO, usually between 1 and 15 Hz, is clearly connected to state C (see Markwardt, Swank & Taam 1999; Muno, Morgan & Remillard 1999; Trudolyubov, Churazov & Gilfanov 1999). As one can see from these works, this QPO appears always and only during the state C intervals. Since the frequency of this QPO is proportional to the observed rate (see Markwardt, Swank & Taam 1999), it is possible that the QPO is a tracer of the keplerian motion at the (large) inner radius of the observable disk, but no precise measurements support this conjecture. If the 67 Hz QPO (Morgan, Remillard & Greiner 1997) is indeed associated to either the keplerian motion or relativistic precession at the innermost stable orbit of the accretion disk (Morgan, Remillard & Greiner 1997 Zhang, Cui & Chen 1997), it should not be observed during state C, when the observable inner radius of the disk is much larger than the innermost stable orbit. Although an exhaustive analysis has not been made, Trudolyubov, Churazov & Gilfanov 1999 do not report a detection of such a QPO in the state-C observations they analyzed. As far as the low-frequency QPOs (in the frequency range well below 0.1 Hz) are concerned, it is clear from our analysis that they are simply caused by the state oscillations presented above.
### 4.5 How many variability classes?
As we said above, it is not within the purposes of this work to provide a complete classification of all the light curves in terms of the absolute minimum number of possible classes. However, it is interesting to note that the three states described in the previous sections and the state transitions between them could in principle give rise to a much larger variety of light curves, while only a limited number has been observed so far. In particular, some of the classes seem to repeat in an almost indistinguishable manner separated by months or even years. It is therefore clear that the structure of the time variability, i.e. the specific alternation of states, is not controlled by a random parameter, but is related to physical quantities.
### 4.6 Relation to standard black-hole candidates
It is interesting to note that, when in state B, GRS 1915+105 shows energy spectra and power spectra not unlike those of the so-called Very High State of black-hole candidates (see van der Klis 1995). The energy spectrum is a typical disk component down to a few dozen kilometers radius, plus a rather steep power-law component. The power spectrum is also similar to that of a VHS (see Markwardt, Swank & Taam 1999; Muno, Morgan & Remillard 1999; Belloni 2000a). State A is softer and usually (but not always) less variable, and shows sometimes sharp transitions with state B: something similar, although less spectacular, has been observed in the Very High State of GX 339-4 (the so-called ”flip-flops”, Miyamoto et al. 1991). We can conclude that when it is observed in one of these two states, GRS 1915+105 does not differ much from a standard black-hole candidate. During state C, an instability occurs, instability which is not yet observed in any X-ray source, and this is what makes this source peculiar. Also, there is evidence that the instability is related to the ejection of superluminal jets from the source (Pooley & Fender 1997, Eikenberry et al. 1998, Mirabel et al. 1998). Despite the fact that the physical conditions are rather different, the power spectra are very similar to those of “canonical” black-hole candidates in their Intermediate state (Belloni 2000a; Trudolyubov, Churazov & Gilfanov 1999). The energy spectra are also similar to the Intermediate State, with a power-law component with a slope of 2.2-2.5 and a soft component (see Belloni et al. 1997b, Markwardt, Swank & Chen 1999). The association to the Intermediate State becomes stronger when we look at the long quiet periods: here the power law becomes flatter and reaches 1.8 (see Fig. 11 and Trudolyubov, Churazov & Gilfanov 1999) and the characteristic frequencies in the power spectrum become smaller (Trudolyubov, Churazov & Gilfanov 1999). Both the timing and the spectral features approach those of the canonical Low State. Since a similar instability is not observed in standard sources, we can conclude that most likely the Intermediate State is not caused by such an instability, but that the instability mimics the conditions that give rise to an Intermediate State. In other words, the source looks like it is in a “canonical” Intermediate State because the instability produces the necessary conditions for such an energy spectrum and such a power spectrum to being produced, i.e. a missing or invisible inner disk.
### 4.7 The twelve classes as standard modes?
We have shown that it was possible to classify the remarkable variability of GRS 1915+105 in twelve classes. Although more “modes” of variability might be present, it is remarkable that only a handful of classes can be used to represent all observations. Indeed some patterns repeat almost exactly at a distance of months (see Belloni 2000b). Clearly, the presence of three basic states, even with well defined characteristics, is not enough to explain these features. Despite the almost infinite number of ways to alternate the three states, GRS 1915+105 “chooses” only a few. This indicates the presence of a small number of modes of variability, modes which must be connected to basic properties of the accretion disk.
## 5 CONCLUSIONS
We analyzed a large set of RXTE/PCA observations of GRS 1915+105 by means of X-ray color diagrams. We could classify the light curves in 12 separate classes based on the color variability and the light curve. In each of these classes, we could reduce all source variations to the alternation of three basic states. We interpret one of the states as the product of a thermal-viscous instability as proposed by Belloni et al. (1997a,b), and the other two as reflecting different inner temperatures of the accretion disk. This classification provides the necessary background for a detailed analysis based on spectral fitting.
MM is a fellow of the Consejo Nacional de Investigaciones Científicas y Técnicas de la República Argentina. This work was supported in part by the Netherlands Organization for Scientific Research (NWO) under grant PGS 78-277 and the Netherlands Foundation for Research in Astronomy (ASTRON) under grant 781-76-017. JVP acknowledges support from NASA under contract NAG 5-3003.
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warning/0001/gr-qc0001077.html | ar5iv | text | # Approximate Analytical Solutions to the Initial Data Problem of Black Hole Binary Systems
## I Introduction
The computation of gravitational wave production from the interaction and merger of compact astrophysical objects is an analytical and computational challenge. These calculations would be able to provide both a predictive and an analytical resource for the gravitational-wave interferometric detectors such as LIGO , Virgo and GEO600 soon to be online. We concentrate on the case of binary black hole mergers .
Besides ours, the other major efforts to numerically simulate black hole coalescences are being carried out by the AEI-WashU-NCSA and the Cornell-Illinois collaborations . The resolutions currently under consideration by the AEI-WashU-NCSA effort are as fine as $`h=M/5`$ in a computational domain of with $`385^3`$ mesh-points, where $`h`$ denotes the grid spacing. Our computations are carried out at a similarly modest resolution $`h=M/4`$, on $`161^3`$ domains. The goal of all these groups is to perform eventually simulations in domains of up to $`1000^3`$ grid-points, which will allow finer resolution and/or large physical domain sizes.
Regardless of resolution, in order to carry out such simulations, we must construct initial data sets representing binary black hole systems. These data sets should not only satisfy the Einstein constraints but also carry the desired physical content. Binary black hole initial data sets are the subject of this paper.
Under the $`3+1`$ formulation of General Relativity, the construction of initial data requires solving the Hamiltonian and momentum constraints:
$$R+\frac{2}{3}K^2A_i^jA_j^i=0$$
(1)
and
$$_jA_i^j\frac{2}{3}_iK=0,$$
(2)
respectively. Above, $`R`$ is the 3-dimensional Ricci scalar constructed from the spatial 3-metric $`g_{ij}`$, and
$$K_{ij}=A_{ij}+\frac{1}{3}g_{ij}K$$
(3)
is the extrinsic curvature tensor. $`K`$ and $`A_{ij}`$ are the trace and trace-free parts of $`K_{ij}`$, respectively. Covariant differentiation with respect to $`g_{ij}`$ is denoted by $`_i`$. Spacetime indices will be denoted by Greek letters and spatial indices by Latin letters.
The systematic solution of the constraint equations is due to Lichnerowicz, Choquet-Bruhat, York and others . This procedure involves freely specifying a metric $`\stackrel{~}{g}_{ij}`$, a traceless extrinsic curvature $`\stackrel{~}{A}_{ij}`$ and the trace $`\stackrel{~}{K}`$. It then introduces a conformal factor $`\varphi `$, and a scaling rule to determine the physical $`g_{ij}`$ and $`K_{ij}`$:
$`g_{ij}=\varphi ^4\stackrel{~}{g}_{ij},A_{ij}=\varphi ^2\stackrel{~}{A}_{ij},K=\stackrel{~}{K}`$ (4)
as functions of the coordinates (defined both in the physical and in the trial conformal space). Solution consists of simultaneously determining $`\varphi `$ (Eq. (1) becomes an elliptic equation for $`\varphi `$) and correcting the longitudinal part of $`A_{ij}`$. Typically, one introduces a vector potential $`w^i`$ to accomplish this latter task and the problem consists of four coupled elliptic equations for $`\varphi `$ and $`w^i`$ .
## II Kerr-Schild Slicing
Our work is based on descriptions of black holes in ingoing Eddington-Finkelstein (iEF) coordinates. This choice is motivated by the fact that, in these coordinates, surfaces of constant time “penetrate” the event horizon. Foliations that penetrate the horizon facilitate the excision of the singularity from the computational domain. The essence of black hole excision is the removal of the singularity while preserving the integrity of the spacetime accessible to observers outside the black hole. As originally suggested by Unruh , this is only possible if the excised region is fully contained within the event horizon, thus the need to have access to the interior of the black holes.
Other work, such as that of Brügmann for the generic 3-dimensional code, does not use excision, and instead solves $`K=0`$ initial data in a conformally flat background . Here, we keep $`K`$ non-zero to maintain close similarities to the analytically known single Kerr-Schild black hole.
The 4-dimensional form of the Kerr-Schild spacetime :
$`ds^2=dt^2+dx^2+dy^2+dz^2+2H(x^\alpha )(l_\lambda dx^\lambda )^2`$ (5)
describes isolated single black holes. Here the scalar function $`H`$ has a known form, and $`l_\lambda `$ is an ingoing null vector congruence associated with the solution. For instance for the Schwarzschild solution, $`H(x^\alpha )=M/r`$, and $`l_\lambda =(1;x^i/r)`$, i.e. an inward pointing null vector with unit spatial part. From the fact that Eq. (5) is an exact solution to the Einstein equations, one can write the 3-metric, and the momenta $`K_{ij}`$ associated with Eq. (5).
Initial data setting for multiple black hole spacetimes using the method described by Matzner, Huq, and Shoemaker (MHS) begins by specifying a conformal spatial metric which is a straightforward superposition of two Kerr-Schild single hole (spatial) metrics:
$`\stackrel{~}{g}_{ij}dx^idx^j=\delta _{ij}dx^idx^j+2{}_{1}{}^{}H(x^\alpha )({}_{1}{}^{}l_{j}^{}dx^j)^2`$ (6)
$`+2{}_{2}{}^{}H(x^\alpha )({}_{2}{}^{}l_{j}^{}dx^j)^2.`$ (7)
The fields marked with the pre-index $`1`$ ($`2`$) correspond to an isolated black hole with specific angular momentum $`𝐚_\mathrm{𝟏}`$ ($`𝐚_\mathrm{𝟐}`$) and boosted with velocity $`𝐯_\mathrm{𝟏}`$ ($`𝐯_\mathrm{𝟐}`$). The superposition of the conformal momenta is defined as follows: The extrinsic curvature for a single hole (say hole 1)
$`{}_{1}{}^{}K_{ij}^{}=({}_{1}{}^{}_{j}^{}\beta _i+{}_{1}{}^{}_{i}^{}\beta _j2{}_{1}{}^{}\mathrm{\Gamma }_{ij}^{k}{}_{1}{}^{}\beta _{k}^{}{}_{1}{}^{}_{t}^{}g_{ij})/(2{}_{1}{}^{}\alpha ),`$ (8)
is converted to a mixed-index object,
$`{}_{1}{}^{}K_{i}^{j}={}_{1}{}^{}g_{}^{nj}{}_{1}{}^{}K_{in}^{}.`$ (9)
The trace of $`\stackrel{~}{K}`$ is calculated as the sum of the corresponding traces:
$`\stackrel{~}{K}={}_{1}{}^{}K_{i}^{i}+{}_{2}{}^{}K_{i}^{i},`$ (10)
and the transverse-traceless part of the extrinsic curvature $`\stackrel{~}{A}_i^j`$ as
$`\stackrel{~}{A}_i^j={}_{1}{}^{}K_{i}^{j}+{}_{2}{}^{}K_{i}^{j}{\displaystyle \frac{1}{3}}\delta _i^j\stackrel{~}{K}.`$ (11)
MHS propose the use the metric and extrinsic curvature so defined as a conformal metric and extrinsic curvature to solve the coupled elliptic system .
## III Approximate solutions
Here we take a different approach. After all, when two black holes are widely separated we expect almost-linear superposition to hold, so the data setting as specified above, without the elliptic solution for $`\varphi `$ and $`w^i`$, should lead to only small errors in the widely separated case. We show here that even for interestingly close separation scenarios, the superposition errors are small, and in fact both the $`l_1`$ and $`l_{\mathrm{}}`$ norms are smaller than those of the truncation error (the discretization error in the calculation) in simulations at currently accessible computational resolutions. In all cases here we present the results for head-on collisions (which are simpler to display) but very similar results are found at similar separations for non head-on data.
Figure 1 shows plots of the norms of the residuals of the Hamiltonian and momentum constraints for a head-on collision using initial data $`\{\stackrel{~}{g}_{ij},\stackrel{~}{A}_{ij}\}`$ provided by Eq. (7) and Eq. (11), respectively. The parameters of the data are $`M_1=M_2=M=1`$, $`|𝐚_\mathrm{𝟏}|=|𝐚_\mathrm{𝟐}|=a=0.5M`$ along the $`z`$ axis, and the holes are boosted against each other in the $`x`$ direction with velocity $`v=0.5`$. The residuals are defined as the absolute value of
$`\stackrel{~}{H}`$ $`=`$ $`\stackrel{~}{R}+{\displaystyle \frac{2}{3}}\stackrel{~}{K}^2\stackrel{~}{A}_i^j\stackrel{~}{A}_j^i,`$ (12)
$`\stackrel{~}{M}_i`$ $`=`$ $`\stackrel{~}{}_j\stackrel{~}{A}_i^j{\displaystyle \frac{2}{3}}\stackrel{~}{}_i\stackrel{~}{K};`$ (13)
where again “$`\stackrel{~}{}`$” denotes analytic quantities evaluated using the approximate solutions (7) and (11). We see from figure 1 that the violation of the constraints is primarily confined to a region near each hole. This is due to the fact that Eq. (12) is the sum of terms which scale as $`O(M^2/r^4\times M/d)`$, where $`r`$ is the coordinate distance to the singularity and $`d`$ is the coordinate separation between holes. For an isolated black hole, these terms cancel each other out exactly, since the Kerr-Schild metric is an exact solution of the constraint equations. However, that is not the case for the spacetime metric and extrinsic curvatures provided by Eqs. (7) and (11). The presence of the perturbation of the second hole in the vicinity of the first hole destroys the balance between these terms, causing the right hand side of Eq. (12) to scale as $`O(M^2/r^4\times M/d)`$. As in our computational approach to evolving the spacetime, we mask the interior of the black hole. In this example, we excise the points inside a sphere of radius $`a+h`$ centered at the hole, where the absolute value of the specific angular momentum $`a`$ is also the radius of the Kerr ring-like singularity and $`h`$ is the grid spacing (for figure 1, $`h=M/4`$). Hence, figure 1 plots precisely the error on the computational domain.
Every finite difference code will have a corresponding truncation error associated with discretization. In most of the finite difference codes under development, this error scales as $`O(h^2)`$, second order accuracy; therefore, given a second order finite difference discretization of the constraints, the truncation errors are obtained from
$`H_{tr}`$ $`=`$ $`\overline{R}+{\displaystyle \frac{2}{3}}\overline{K}^2\overline{A}_i^j\overline{A}_j^i`$ (14)
$`M_{itr}`$ $`=`$ $`\overline{}_j\overline{A}_i^j{\displaystyle \frac{2}{3}}\overline{}_i\overline{K}.`$ (15)
Above, “$`\overline{}`$” is used to denote finite difference discretization, and it is understood that these finite difference expressions are to be evaluated using the exact, not approximate, solutions of the constraints. Of course, these exact solutions are not yet available . In order to circumvent this problem, we obtain an estimate of the truncation errors from the absolute value of
$`\overline{H}`$ $`=`$ $`\overline{R}+{\displaystyle \frac{2}{3}}\overline{K}^2\overline{A}_i^j\overline{A}_j^i\stackrel{~}{H}`$ (16)
$`\overline{M}_i`$ $`=`$ $`\overline{}_j\overline{A}_i^j{\displaystyle \frac{2}{3}}\overline{}_i\overline{K}\stackrel{~}{M}_i`$ (17)
instead. Although these truncation errors correspond to a modified form of the constraints, these errors should not be substantially different since the structure of the terms involving finite difference operators was not changed, only analytic functions ($`\stackrel{~}{H}`$ and $`\stackrel{~}{M}_i`$) have been added. Notice that for an isolated hole, the Kerr-Schild spatial metric and extrinsic curvature satisfy exactly the constraint equations ($`\stackrel{~}{H}=\stackrel{~}{M}_i=0`$), leaving us with an error exclusively related to the truncation error. Figure 2 shows the residual $`\stackrel{~}{H}`$ (diamonds) and truncation error $`\overline{H}`$ (circles) in the Hamiltonian constraint in a region around the rightmost hole of figure 1. The truncation error $`\overline{H}`$ was obtained in a mesh with grid spacing $`h=M/4`$.
In order to compare the global degree of satisfaction of the initial value equations by the methods described here, we calculate the $`l_{\mathrm{}}`$ (maximum) and $`l_1`$ (average of the absolute value) norms of the Hamiltonian and momentum constraints. We do this over the axis joining the black holes from $`x=10M`$ to $`x=10M`$, excluding the points inside two segments of length $`0.75M`$, centered around each hole, as indicated above. As shown in Table I, lines 1 and 4, both the $`l_1`$ and the $`l_{\mathrm{}}`$ norms of the superposition error are less than those of the $`M/4`$ truncation error. However figure 2 makes it clear that the truncation error is not uniformly (pointwise) larger than the superposition error. We find in practice that at $`M/4`$, superposition yields adequate behavior in the evolution. Figure 3 shows a similar diagram to figure 2 for the momentum constraint. In this case the superposition method can be used to provide data with error pointwise uniformly smaller than the truncation error.
## IV Attenuated superposition method
In order to reduce the residual errors, we propose a variation of the superposition method that preserves the simplicity of being analytical. Essentially, the method consists of multiplying “attenuation” functions into the recipe of the previous section. The new approximate metric $`\stackrel{~}{g}_{ij}`$, trace $`K`$ and tensor $`\stackrel{~}{A}_i^j`$ take the form:
$`\stackrel{~}{g}_{ij}^A`$ $`=`$ $`\delta _{ij}+2{}_{1}{}^{}B(x^k){}_{1}{}^{}H(x^k)_1l_{i1}l_j`$ (19)
$`+2{}_{2}{}^{}B(x^k){}_{2}{}^{}H(x^k)_2l_{i2}l_j,`$
$`\stackrel{~}{K}^A`$ $`=`$ $`{}_{1}{}^{}B{}_{1}{}^{}K_{i}^{i}+{}_{2}{}^{}B{}_{2}{}^{}K_{i}^{i},`$ (20)
$`\stackrel{~}{A}_i^{Aj}`$ $`=`$ $`{}_{1}{}^{}B{}_{1}{}^{}K_{i}^{j}+{}_{2}{}^{}B{}_{2}{}^{}K_{i}^{j}{\displaystyle \frac{1}{3}}\delta _i^j\stackrel{~}{K}^A.`$ (21)
The purpose of the attenuation function $`B`$ is to minimize the effects due to a given hole on the neighborhood of the other hole. For instance, the attenuation function $`{}_{1}{}^{}B`$ is unity everywhere except in the vicinity of hole-2 where it rapidly vanishes so the metric and extrinsic curvature there are effectively that of a single black hole. The attenuation functions with this property can be constructed in a number of different ways. An example of an attenuation function is
$${}_{1}{}^{}B=1e^{r^4/\sigma ^4},$$
(22)
where
$`r^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\rho ^2a^2)+\sqrt{{\displaystyle \frac{1}{4}}(\rho ^2a^2)^2+a^2z^2},`$ (23)
$`\rho `$ $`=`$ $`\sqrt{{}_{2}{}^{}\gamma _{}^{2}(x{}_{2}{}^{}x)^2+(y{}_{2}{}^{}y)^2+(z{}_{2}{}^{}z)^2}.`$ (24)
Here $`{}_{2}{}^{}x_{}^{i}`$, $`a`$ and $`{}_{2}{}^{}\gamma `$ denote the coordinate location, specific angular momentum and boost factor of hole-2, respectively. $`\sigma `$ represents a free parameter of the attenuation function. An expression similar to (22) for $`{}_{2}{}^{}B`$ is obtained by reversing the labels.
The attenuation function (22) was chosen amongst a few different types for its simplicity and better performance. Since the constraints involve second order derivatives, it is important to pick attenuation functions that vanish up to second order derivatives, as in (22), so “pure” single black hole solutions can be obtained in the neighborhood of each hole.
## V Results
Figures 2 and 4 (3 and 5) show the Hamiltonian (momentum) constraint for a region around the rightmost hole of figure 1. Figure 2 shows a comparison between the truncation error for $`h=M/4`$ (empty circles) and the superposition initial data (full diamonds), while figure 4 shows the same for attenuated initial data (full squares).
First we note in figure 4 that in some areas (near $`x=2M`$, for instance) the violation of the constraints for these attenuated data is greater than that corresponding to truncation error. However, even in these areas the violation is smooth and small in absolute value, as opposed to the unbounded behavior shown by the superposition data near the singularity, and the divergent behavior present at the singularity has disappeared with the use of attenuated data. This is due to the fact that, having cancelled the influence of the presence of the second hole, the fields $`\stackrel{~}{g}_{ij}^A`$ and $`\stackrel{~}{K}_{ij}^A`$ become the fields corresponding to an isolated black hole at the location of the singularity.
The results are presented in Table I. The momentum constraint $`l_1`$ norm represents the average of the three components of Eq. (13) and the $`l_{\mathrm{}}`$ the maximum value of them. These values are compared to the norms of the truncation error in the constraints caused by the finite difference stencils for grid spacings $`h=M/4`$, $`M/8`$, and $`M/16`$. These results show that with these norms, the superposition initial data violate the Hamiltonian and momentum constraints below the truncation error corresponding to grid spacings as fine as $`h=M/4`$, while the attenuated data extend this range to at least $`h=M/8`$. Note also that, for both the superposition and the attenuated method, the momentum constraint equations are satisfied well within the truncation error for grid spacings as fine as $`h=M/16`$. Finally Table I (rows 2, 3) shows the approximate second order convergence between resolutions $`h=M/8`$ and $`h=M/16`$. The convergence rate is approximately second order because even at $`h=M/16`$, finite $`h`$ effects affect significantly the convergence.
## VI Conclusions
The initial value problem for black hole binary systems is currently approached by solving numerically a set of elliptic equations derived from the Hamiltonian and momentum constraint. Due to the presence of singularities in the fields, these equations are complex and difficult to handle.
In this article we presented analytical methods that can provide initial value data for black hole binary systems. While these solutions are only approximate, they satisfy the Hamiltonian and momentum constraint equations to the level of accuracy (evaluated with the $`l_1`$ and $`l_{\mathrm{}}`$ norms) of the truncation error present in finite difference codes for a given range of grid resolutions. Because attenuated data are so much smoother than the superposition, and because the principal difficulties in computational simulations arise from sharp gradients and divergent values, which the attenuation method eliminates,we are confident that at least for the particular example of a head-on collision of two equal-mass black holes at a separation of $`10M`$, thess data could be used in evolutionary codes with grid spacings as fine as $`h=M/8`$.
The analytical nature of these methods makes them simpler to implement than the numerical approach. Furthermore, a more comprehensive study of the attenuation functions may extended the range of resolutions for which this approximation is valid.
The attenuation method offers the advantage that it cancels the divergent behavior of the constraints near the central singularity. The suppression of contributions near the black holes (individual holes have exactly zero residuals) should simplify the exact problem, since this method provides exact inner boundary conditions for the elliptic solver.
## VII Acknowledgement
This work was supported by NSF grant PHY9800722 and PHY9800725 to the University of Texas at Austin and PHY9800973 and PHY9800970 to the Pennsylvania State University. |
warning/0001/cond-mat0001403.html | ar5iv | text | # Hall effect and conduction anisotropy in the organic conductor (TMTSF)2PF6
## Abstract
Long missing basic experiments in the normal phase of the anisotropic electron system of (TMTSF)<sub>2</sub>PF<sub>6</sub> were performed. Both the Hall effect and the $`ab^{}`$-plane conduction anisotropy are directly addressing the unconventional electrical properties of this Bechgaard salt. We found that the dramatic reduction of the carrier density deduced from recent optical data is not reflected in an enhanced Hall-resistance. The pressure- and temperature dependence of the $`b^{}`$-direction resitivity reveal isotropic relaxation time and do not require explanations beyond the Fermi liquid theory. Our results allow a coherent-diffusive transition in the interchain carrier propagation, however the possible crossover to Luttinger liquid behavior is placed to an energy scale above room temperature.
Recent extensive experimental investigations of the low-dimensional organic conductor (TMTSF)<sub>2</sub>PF<sub>6</sub> have revealed exciting electronic properties in its metallic phase. The study of the optical conductivity over a wide spectral range led to the puzzling result that the d.c. conduction along the molecular chains ($`a`$-direction) is due to only about 1% of the carriers, and the dominant spectral weight is in a high frequency mode above a correlation gap, $`E_{gap}`$ . At low temperatures the system is 2-dimensional (2d) as evidenced by the observation of a plasma edge along the second most conducting ($`b^{}`$) direction . The spin-density wave (SDW) phase transition at $`T_{SDW}=12`$ K is the manifestation of a Fermi-surface anomaly and a broad variety of related phenomena is well understood in terms of the imperfect nesting model of a 2d Fermi gas. However, with increasing temperature a 2d $``$1d dimensionality crossover was suggested, which results in decoupled chains exhibiting Luttinger-liquid features . The non-Fermi liquid behavior is supported by NMR , magnetic susceptibility and photoemission results. The power-low asymptotic dependence of the high frequency optical mode has also been associated to Luttinger-exponents . The crossover temperature from a low temperature Fermi-liquid to a high temperature Luttinger-liquid behavior was identified by the resistivity peak measured along the least conducting ($`c^{}`$) direction .
The low temperature Fermi liquid state is generally described by a highly anisotropic band structure with transfer integrals in the order of $`t_a:t_b:t_c3000:300:10`$ K. The crossover to a non-Fermi liquid state has been related to various possible sources of electronic confinement; i., to thermal energy exceeding the transverse coupling, $`k_BT>`$ $`t_b`$ , ii., to the decrease of the transverse mean free path below the separation of the chains, $`l_b<b`$, which leads to the loss of coherence for the interchain transport , and finally iii., to a correlation gap exceeding the transfer integral perpendicular to the chains, $`E_{gap}>t_b`$ . It has also been suggested that in these relations a renormalized transfer integral is relevant, $`t_b^{eff}`$, which may be substantially smaller than $`t_b`$. The nature of the low temperature Fermi-liquid phase is also controversial. Here we refer to the reduced number of the carriers participating in d.c. transport, to the presence of a gapped high frequency mode, and also to the fact that the unusually long relaxation time of $`\tau 210^{11}`$ s corresponds to an anomalously long mean free path along the chains, $`l_a(20K)>10`$ $`\mu m`$.
In order to get insight into the above exotic electrical features of the metallic phase in (TMTSF)<sub>2</sub>PF<sub>6</sub> two very basic experiments were carried out for the first time (Hall-effect and $`ab^{}`$-plane anisotropy). The number of carriers participating in the electrical transport is deduced from the Hall measurements performed in the temperature range of $`5270`$ K. The temperature and pressure dependence of the transverse resistivity along the second most conducting direction, $`\rho _b`$, was also determined. The results do not reveal evidence for dimensionality crossover up to room temperature and the temperature independent $`ab^{}`$-plane anisotropy suggests isotropic in-plane relaxation time.
The Hall effect was measured in a $`Ba`$ configuration (magnetic field parallel to the most conducting direction). The current ($`I`$) was applied along the $`c^{}`$-direction, while the Hall-voltage was measured along the $`b^{}`$-direction. Though the experimental realization of such a configuration is hard, it has several advantages. First, in any other configuration the Hall-sensing contacts are placed on well conducting surfaces and thus they are short-circuited by the current injecting pads which cover the ends of the crystal. This can be avoided by surface-injecting (8-point configuration), but then the current may well be inhomogeneous. Second, as in our case $`I`$ $`c^{}`$ the homogeneous current distribution is ensured by the almost equipotential $`ab^{}`$-planes. Finally, the application of the magnetic field does not induce Lorentz force pointing to the $`c^{}`$-direction, along which the developement of a Hall field may be influenced by the anions separating the chains.
The results displayed below were obtained on a narrow slice cut from a thick crystal perpendicular to the chain axis. The resulting small piece was 700 $`\mu m`$ of length ($`c^{}`$-direction), 650 $`\mu m`$ of width ($`b`$-direction) and had a thickness $`d=`$ 25 $`\mu m`$ ($`a`$-direction). The contacts were made by evaporating gold pads on the $`b^{}c^{}`$ surface of the crystal, and then 6 $`\mu m`$ gold wires were attached by silver paint. In the 6 contact arrangement applied, the 2 pairs of side contacts allowed the simultaneous measurement of the Hall-voltage and of the $`c^{}`$-direction resistance. Measurements on three other crystals gave results consistent with those shown later, however due to their larger thickness they had worse signal/noise ratio.
In order to avoid any systematic error in the Hall voltage (especially the mixing of magnetoresistive components) both the current- and the field-direction were rotated. The inversion of the magnetic field with respect to the sample was achieved by rotating the crystal by a stepping motor. Most experiments were performed in persistent mode at $`B=12`$ T, thus with a fast 180 rotation of the sample we were able to produce a magnetic field change of $`\mathrm{\Delta }B=24`$ T within 1 second. This was followed by a waiting time of $`t_{th}=2`$ s, to let the sample thermalized. Then the Hall resistance, $`R_H`$, was measured with inverting currents and applying digital averaging over $`t_{av}=1`$ s. This rotation-detection procedure was repeated continuously, and the signal/noise ratio was further improved by taking the average of the data obtained in about 10-50 cycles (over 1-5 minutes).
The above method was tested in several steps. The thermalization time was chosen long enough to avoid temperature reading error due to the heating of the sample by the Eddy currents (the good thermalization is shown for example by the correct transition temperature determined from the Hall data). Thermal drift or thermal gradient related to the rotations have not influenced the data either. It was tested by changing the order both in the sample rotation sequence and in the current inversion sequence, and the same result were obtained in any of the four combinations. The reproducibility of the data during the cooling and heating cycle was also confirmed. Finally we excluded the possibility of any spurious systematic mechanical error (e.g. the gears applied in the sample holder may have play of about 2). For this aim we changed the magnetic field of the solenoid from $`B=12`$ T to $`12`$ T step by step and measured the Hall-signal, as described above. This supplied a double check for the inversion of the measured voltage with inverting field. Furthermore, this experiment revealed that the Hall signal is linear up to $`12`$ T, as shown in Fig. 1. (The slight curvature in the Hall voltage can be attributed to the temperature drift occurred during the more than 1 hour measuring time.)
Figures 2 and 3 show the temperature dependence of the Hall-resistance of (TMTSF)<sub>2</sub>PF<sub>6</sub> in the normal and in the SDW phase, respectively. In the metallic state the Hall signal is small, in accordance with the early observation of Jacobsen et al. who determined only an upper limit for it ($`\left|R_H\right|10^2`$ cm<sup>3</sup>/ C in $`Ba`$ configurations). We found that the Hall resistance is temperature independent, except in the vicinity of the phase transition. At the transition temperature it changes sign, then in the SDW phase $`\left|R_H\right|`$ rapidly increases 3 orders in magnitude down to $`T=5`$ K. As expected for a semiconductor, the Hall resistance is activated. The activation energy is $`\mathrm{\Delta }=23`$K, in accordance with previous results obtained in $`Bb^{}`$ configuration . Note, however, that the magnitude of $`\left|R_H\right|`$ measured in the SDW phase when $`Ba`$ is significantly smaller than that found either for the positive Hall coefficient in the $`Bb^{}`$ or for the negative Hall resistance in the $`Bc^{}`$ alignments .
The resistivity, $`\rho (T)`$, along the different directions were measured in various four probe arrangements, at samples cut from a thick crystal. In case of $`\rho _b`$ four gold strips were evaporated on the $`b^{}c^{}`$ surface of the crystal, while for $`\rho _c`$ two pairs of contacts were placed on the opposite $`ab^{}`$-surfaces. Typical size of these samples was $`0.4\times 0.4\times 0.1`$ mm<sup>3</sup> ($`c\times b\times a`$). The $`ab^{}`$-plane anisotropy was determined by Montgomery method , as well. In this case the contacts were put on four corners of the $`ab^{}`$ side of a long crystal, by placing the gold pads on the opposite $`ac^{}`$ surfaces. We verified that $`\rho _a(T)/\rho _b(T)`$ calculated from two independent longitudinal measurements agrees with the temperature dependence of the anisotropy determined by the Montgomery method on several crystals; and vica-versa, $`\rho _a(T)`$ or $`\rho _b(T)`$ calculated from the Montgomery measurements agree with the results of the direct longitudinal measurements.
Figure 4 shows the temperature dependence of the resistivity measured along the different directions. The $`a`$\- and $`c^{}`$-direction data agree well with those published in the literature by various groups. The $`b^{}`$-direction data, however, differ from the single available result published almost 20 years ago . As plotted in Fig. 4, $`\rho _a`$ and $`\rho _b`$ exhibit the same temperature profile, the curves scale together. In the normal phase the anisotropy is temperature independent within $`20\%`$, its magnitude is $`\rho _b/\rho _a=110\pm 30\%`$. (In small specimens the uncertainty of the contact positions introduces a large scatter in the magnitude of the anisotropy; the above value is the average of 6 independent measurements.)
The pressure dependence of the resistivity along the $`a`$\- and $`b^{}`$-directions was also determined. The samples were inserted into a self-clamping CuBe cell with kerosene as pressure medium. The results of a Montgomery experiment are shown in Fig. 5 together with the direct $`a`$-axis data. The pressure induced variation is the same for both orientations.
In the discussion it will be outlined that all the above observations are consistent with the Fermi-liquid description. Starting with the resistivity data, in contrast to the expectation of the Luttinger liquid picture , the temperature dependence along the $`a`$\- and $`b^{}`$-directions is similar from $`T=30`$ to $`300`$ K (Fig. 4). In a good approximation $`\rho _a(T)\rho _b(T)T^\alpha `$ with $`\alpha 1.5`$. Though the functional form may change if the isobaric temperature dependence is transformed to constant volume data such a transformation modifies $`\rho _a`$ and $`\rho _b`$ the same way, since they obey identical pressure dependences (Fig. 5).
The proportionality, $`\rho _a(T)\rho _b(T)`$ suggests a simple anisotropic band structure with isotropic relaxation time, $`\tau (T)`$. In a tight binding model a quarter filled band has a conduction anisotropy of: $`\rho _b/\rho _a=(at_a^2)/(bt_b{}_{}{}^{2})`$. This relation is certainly valid at low temperature where the mean free path along the $`b`$-direction exceeds the lattice constant: $`l_b(20K)`$ $`20`$ Å for $`\tau 410^{13}`$ s , $`\rho _b/\rho _a100`$ and Fermi velocity, $`v_F410^7`$cm/s . With increasing temperature $`l_b(T)`$ decreases below the distance between the chains ($`7.7`$ Å) at $`T_X50`$ K and above this temperature the interchain carrier propagation becomes diffusive. For such an incoherent interchain motion the perpendicular hopping probability is given by $`\tau _b^1=\tau (t_b/\mathrm{})^2`$ , ie. it is determined by the lifetime along the chain direction. As a consequence, even a diffusive $`b^{}`$-direction transport follows the temperature dependence of $`\tau (T)`$, moreover the magnitude of the anisotropy is the same as in case of the coherent $`b^{}`$-direction transport (within a factor close to unity) .
A coherent-diffusive crossover has not been observed along the $`c^{}`$-direction either, where the mean free path is much smaller . The resistivity anomaly observed in $`\rho _c(T)`$ (Fig. 4a) can easily be related to the fact that along the $`c^{}`$-direction the chains are separated by the PF<sub>6</sub> anions thus the transport may rather be characteristic of the hopping process through the anions than of the nature of an ideal anisotropic electron system . Note also that around $`60`$ K the proton relaxation data indicate structural rearrangement of the PF<sub>6</sub> ions thus the conclusions drawn from $`c^{}`$-direction transport should be taken cautiously.
The Hall effect is a quite general measure of the carrier concentration in metals. The relation $`R_H=1/ne`$ is independent of the scattering mechanisms (for isotropic relaxation time, as it is in our case) and remains valid even for a strongly anisotropic band structure. As shown in Fig. 2, the Hall coefficient observed in the normal phase of (TMTSF)<sub>2</sub>PF<sub>6</sub> is close to the value $`R_H=4\times 10^3`$ cm<sup>3</sup>/C corresponding to a carrier concentration of one hole/unit cell ( $`n=1.4\times 10^{21}`$ cm$`{}_{}{}^{3})`$. This is to be contrasted to the proposed factor of 100 reduction of the concentration of the carriers participating in the d.c. transport . Such a reduction should lead to a factor of hundred enhancement in $`R_H`$, which obviously has not been observed.
The enhancement of the Hall-signal in the vicinity of the phase transition can well be attributed to the opening of a pseudogap due to precursor fluctuations. In the semiconducting phase our results reflect the exponential freezing out of the carriers and the activation energy agrees well with that obtained from the resistivity data. While previous Hall data of $`Bb^{}`$ or $`Bc^{}`$ configurations led anomalously large Hall-mobilities in the SDW phase (explained by introducing in-chain effective mass as small as 1/200 m<sub>e</sub> ) our data is consistent with a mean free path of about $`\lambda _a(5K)50`$ Å for $`mm_e`$.
In conclusion we performed basic transport experiments in the normal phase of (TMTSF)<sub>2</sub>PF<sub>6</sub>. The results do not require explanations beyond the Fermi liquid description. The Hall effect corresponds to a carrier density of 1 hole/unit cell and the huge enhancement, expected from the optical data , was not found. In contrast to previous suggestions based on the $`c`$-direction transport $`\rho _b(T)`$ does not confirm the Luttinger liquid picture. With increasing temperature a coherent-diffusive transition occurs along the $`b^{}`$-direction at $`T_X50`$ K, however this is a smooth crossover and it does not show up in the anisotropy. The incoherent interchain transport still allows strong coupling between chains and for the conduction the conventional Fermi liquid description remains valid. Our results place the possible appearance of the 1d Luttinger liquid features in the dc transport to a higher energy scale (above room temperature); $`k_BT>`$ $`t_b`$, the bare transfer integral or $`k_BT>`$ $`E_{gap}`$, the correlation gap observed in optical data.
We thank B. Alavi for sample preparation and G. Gruner, S. Brown, L. Degiorgi and M. Dressel for useful discussions. This work was supported by the Swiss National Foundation for Scientific Research and by Hungarian Research Funds OTKA T015552, FKFP 0355-B10.
$`Note`$ $`added`$. – After submission of this article we received a preprint reporting similar Hall results in the normal phase of (TMTSF)<sub>2</sub>PF<sub>6</sub> . |
warning/0001/gr-qc0001046.html | ar5iv | text | # Critical phenomena in gravitational collapse
## 1 Introduction
We briefly introduce the topic of this review article in two ways: by definition, and in a historical context.
### 1.1 Definition of the topic
An isolated system in general relativity typically ends up in one of three distinct kinds of final state. It either collapses to a black hole, forms a stable star, or explodes and disperses, leaving empty flat spacetime behind. The phase space of isolated gravitating systems is therefore divided into basins of attraction. One cannot usually tell into which basin of attraction a given data set belongs by any other method than evolving it in time to see what its final state is. The study of these invisible boundaries in phase space is the subject of the relatively new field of critical collapse.
Ideas from dynamical systems theories provide a qualitative understanding of the time evolution of initial data near any of these boundaries. At the particular boundary between initial data that form black holes and data that disperse, scale-invariance plays an important role in the dynamics. This gives rise to a power law for the black hole mass. Scale-invariance, universality and power-law behavior suggest the name “critical phenomena in gravitational collapse”. In this review I cover critical collapse in the wider sense described above, of beginning near a boundary in the space of initial data.
Critical phenomena in statistical mechanics and in gravitational collapse share scale-invariant physics and the presence of a renormalization group, but while the former involves statistical ensembles, general relativity is deterministically described by PDEs.
### 1.2 Historical introduction
In 1987 Christodoulou, who was studying the spherically symmetric Einstein-scalar model analytically , suggested to Matt Choptuik, who was investigating the same system numerically, the following question : Consider a generic smooth one-parameter family of asymptotically flat smooth initial data, such that for large values of the parameter $`p`$ a black hole is formed, and no black hole is formed for small $`p`$. If one makes a bisection search for the critical value $`p_{}`$ where a black hole is just formed, does the black hole have finite or infinitesimal mass? After developing advanced numerical methods for this purpose, Choptuik managed to give highly convincing numerical evidence that the mass is infinitesimal. Moreover he found two totally unexpected phenomena : The first is the now famous scaling relation
$$MC(pp_{})^\gamma $$
(1)
for the black hole mass $`M`$ in the limit $`pp_{}`$ (but $`p>p_{}`$). Choptuik found $`\gamma 0.37`$. The second is the appearance of a highly complicated, scale-periodic solution for $`pp_{}`$. The logarithmic scale period of this solution, $`\mathrm{\Delta }3.44`$, is a second dimensionless number coming out of the blue. As a third remarkable phenomenon, both the “critical exponent” and “critical solution” are “universal”, that is the same for all one-parameter families ever investigated. Similar phenomena to Choptuik’s results were quickly found in other systems too, suggesting that they were limited neither to scalar field matter nor to spherical symmetry. Most of what is now understood in critical phenomena is based on a mixture of analytical and numerical work.
Critical phenomena are arguably the most important contribution from numerical relativity to new knowledge in general relativity to date. At first researchers were intrigued by the appearance of a complicated “echoing” structure and two mysterious dimensionless numbers in the evolution of generic smooth initial data. Later it was realized that critical collapse also provides a natural route to naked singularities, and that it constitutes a new generic strong field regime of classical general relativity, similar in universal importance to the black hole end states of collapse.
### 1.3 Plan of this review
In order to give the reader a flavor of the original work on critical phenomena, I describe Choptuik’s results in some detail in Section 2. This is followed by a table of references to the many other matter models (including vacuum gravity) in which critical collapse has been investigated subsequently.
Complementary to this phenomenological approach, the next three sections contain a systematic discussion. Section 3 describes the basic mechanism of critical collapse. Key concepts are borrowed from dynamical systems and renormalization group theory. I introduce the relativistic notions of scale-invariance and scale-periodicity, define the concept of a critical solution, and sketch the calculation of the critical exponent. The following section 4 contains both horizontal and vertical extensions to the basic picture that are, in my mind, less central. The dividing line between this and the previous section is therefore somewhat arbitrary. Section 5 groups together areas of current research where results are still lacking or tentative.
The present paper is a revised and updated version of . The number of papers dedicated to critical collapse since the work of Choptuik is now more than one hundred, although not all are cited here. Previous review papers include . Choptuik’s own review article is . For an interesting general review of the physics of scale-invariance, see .
## 2 The phenomena
In this section we present a phenomenological view of critical collapse. We present in some detail the spherically symmetric scalar field coupled to gravity, the model in which Choptuik first discovered critical phenomena, and describe his findings. Then we give a brief overview of the other systems that have been investigated since then.
### 2.1 Case study: the spherically symmetric scalar field
The system in which Christodoulou and Choptuik have studied gravitational collapse is the spherically symmetric massless, minimally coupled scalar field. It has the advantage of simplicity, while the scalar radiation propagating at the speed of light mimics gravitational waves. We describe the system, and Choptuik’s results.
#### 2.1.1 Spherical scalar field: definition of the system
We consider a spherically symmetric, massless scalar field minimally coupled to general relativity. The Einstein equations are
$$G_{ab}=8\pi \left(_a\varphi _b\varphi \frac{1}{2}g_{ab}_c\varphi ^c\varphi \right)$$
(2)
and the matter equation is
$$_a^a\varphi =0.$$
(3)
Note that the matter equation of motion is contained within the contracted Bianchi identities. Choptuik chose Schwarzschild-like coordinates
$$ds^2=\alpha ^2(r,t)dt^2+a^2(r,t)dr^2+r^2d\mathrm{\Omega }^2,$$
(4)
where $`d\mathrm{\Omega }^2=d\theta ^2+\mathrm{sin}^2\theta d\phi ^2`$ is the metric on the unit 2-sphere. This choice of coordinates is defined by the radius $`r`$ giving the surface area of 2-spheres as $`4\pi r^2`$, and by $`t`$ being orthogonal to $`r`$ (polar-radial coordinates). One more condition is required to fix the coordinate completely. Choptuik chose $`\alpha =1`$ at $`r=0`$, so that $`t`$ is the proper time of the central observer.
In the auxiliary variables
$$\mathrm{\Phi }=\varphi _{,r},\mathrm{\Pi }=\frac{a}{\alpha }\varphi _{,t},$$
(5)
the wave equation becomes a first-order system,
$`\mathrm{\Phi }_{,t}`$ $`=`$ $`\left({\displaystyle \frac{\alpha }{a}}\mathrm{\Pi }\right)_{,r},`$ (6)
$`\mathrm{\Pi }_{,t}`$ $`=`$ $`{\displaystyle \frac{1}{r^2}}\left(r^2{\displaystyle \frac{\alpha }{a}}\mathrm{\Phi }\right)_{,r}.`$ (7)
In spherical symmetry there are four algebraically independent components of the Einstein equations. Of these, one is a linear combination of derivatives of the other and can be disregarded. The other three contain only first derivatives of the metric, namely $`a_{,t}`$, $`a_{,r}`$ and $`\alpha _{,r}`$. Choptuik chose to use the equations giving $`a_{,r}`$ and $`\alpha _{,r}`$ for his numerical scheme, so that only the scalar field is evolved, but the two metric coefficients are calculated from the matter at each new time step. (The main advantage of such a numerical scheme is its stability.) These two equations are
$`{\displaystyle \frac{a_{,r}}{a}}+{\displaystyle \frac{a^21}{2r}}2\pi r(\mathrm{\Pi }^2+\mathrm{\Phi }^2)`$ $`=`$ $`0,`$ (8)
$`{\displaystyle \frac{\alpha _{,r}}{\alpha }}{\displaystyle \frac{a_{,r}}{a}}{\displaystyle \frac{a^21}{r}}`$ $`=`$ $`0,`$ (9)
and they are, respectively, the Hamiltonian constraint and the slicing condition. These four first-order equations totally describe the system. For completeness, we also give the remaining Einstein equation,
$$\frac{a_{,t}}{\alpha }=4\pi r\mathrm{\Phi }\mathrm{\Pi }.$$
(10)
#### 2.1.2 Spherical scalar field: the black hole threshold
The free data for the system are the two functions $`\mathrm{\Pi }(r,0)`$ and $`\mathrm{\Phi }(r,0)`$. (In spherical symmetry, there are no physical degrees of freedom in the gravitational field.) Choptuik investigated one-parameter families of such data by evolving the data for many values each of the parameter, say $`p`$. He examined a number of families in this way. Some simple examples of such families are $`\mathrm{\Phi }(r,0)=0`$ and a Gaussian for $`\mathrm{\Pi }(r,0)`$, with the parameter $`p`$ taken to be either the amplitude of the Gaussian, with the width and center fixed, or the width, with position and amplitude fixed, or the position, with width and amplitude fixed. For the amplitude sufficiently small, with width and center fixed, the scalar field will disperse, and for sufficiently large amplitude it will form a black hole. Generic 1-parameter families behave in this way, but this is difficult to prove in generality. Christodoulou showed for the spherically symmetric scalar field system that data sufficiently weak in a well-defined way evolve to a Minkowski-like spacetime , and that a class of sufficiently strong data forms a black hole .
But what happens in between? Choptuik found that in all 1-parameter families of initial data he investigated he could make arbitrarily small black holes by fine-tuning the parameter $`p`$ close to the black hole threshold. An important fact is that there is nothing visibly special to the black hole threshold. One cannot tell that one given data set will form a black hole and another one infinitesimally close will not, short of evolving both for a sufficiently long time. “Fine-tuning” of $`p`$ to the black hole threshold proceeds by bisection: Starting with two data sets one of which forms a black hole, try a third one in between along some one-parameter family linking the two, drop one of the old sets and repeat.
With $`p`$ closer to $`p_{}`$, the spacetime varies on ever smaller scales. The only limit was numerical resolution, and in order to push that limitation further away, Choptuik developed numerical techniques that recursively refine the numerical grid in spacetime regions where details arise on scales too small to be resolved properly. In the end, Choptuik could determine $`p_{}`$ up to a relative precision of $`10^{15}`$, and make black holes as small as $`10^6`$ times the ADM mass of the spacetime. The power-law scaling (1) was obeyed from those smallest masses up to black hole masses of, for some families, $`0.9`$ of the ADM mass, that is, over six orders of magnitude . There were no families of initial data which did not show the universal critical solution and critical exponent. Choptuik therefore conjectured that $`\gamma `$ is the same for all one-parameter families of smooth, asymptotically flat initial data that depend smoothly on the parameter, and that the approximate scaling law holds ever better for arbitrarily small $`pp_{}`$.
Choptuik’s results for individual 1-parameter families of data suggest that there is a smooth hypersurface in the (infinite-dimensional) phase space of smooth data which divides black hole from non-black hole data. Let $`P`$ be any smooth scalar function on the space so that $`P=0`$ is the black hole threshold. Then, for any choice of $`P`$, there is a second smooth function $`C`$ on the space so that the black hole mass as a function of the initial data is
$$M=\{\begin{array}{cc}CP^\gamma \hfill & \text{for }P>0\hfill \\ 0\hfill & \text{for }P<0\hfill \end{array}$$
(11)
The entire unsmoothness at the black hole threshold is now captured by the non-integer power. We should stress that this formulation of Choptuik’s mass scaling result is not even a conjecture, as we have not stated on what function space it is supposed to hold. Nevertheless, considering 1-parameter families of initial data is only a tool for numerical investigations of the the infinite-dimensional space of initial data, and a convenient way of expressing analytic approximations.
Clearly a collapse spacetime which has ADM mass 1, but settles down to a black hole of mass (for example) $`10^6`$ has to show structure on very different scales. The same is true for a spacetime which is as close to the black hole threshold, but on the other side: the scalar wave contracts until curvature values of order $`10^{12}`$ are reached in a spacetime region of size $`10^6`$ before it starts to disperse. Choptuik found that all near-critical spacetimes, for all families of initial data, look the same in an intermediate region, that is they approximate one universal spacetime, which is also called the critical solution. This spacetime is scale-periodic in the sense that there is a value $`t_{}`$ of $`t`$ such that when we shift the origin of $`t`$ to $`t_{}`$, we have
$$Z(r,t)=Z(e^{n\mathrm{\Delta }}r,e^{n\mathrm{\Delta }}t)$$
(12)
for all integer $`n`$ and for $`\mathrm{\Delta }3.44`$, and where $`Z`$ stands for any one of $`a`$, $`\alpha `$ or $`\varphi `$ (and therefore also for $`r\mathrm{\Pi }`$ or $`r\mathrm{\Phi }`$). The accumulation point $`t_{}`$ depends on the family, but the scale-periodic part of the near-critical solutions does not.
This result is sufficiently surprising to formulate it once more in a slightly different manner. Let us replace $`r`$ and $`t`$ by a pair of auxiliary variables such that one of them is the logarithm of an overall spacetime scale. A simple example is
$$x=\frac{r}{tt_{}},\tau =\mathrm{ln}\left(\frac{tt_{}}{L}\right),t<t_{}.$$
(13)
($`\tau `$ has been defined so that it increases as $`t`$ increases and approaches $`t_{}`$ from below. It is useful to think of $`r`$, $`t`$ and $`L`$ as having dimension length in units $`c=G=1`$, and of $`x`$ and $`\tau `$ as dimensionless.) Choptuik’s observation, expressed in these coordinates, is that in any near-critical solution there is a space-time region where the fields $`a`$, $`\alpha `$ and $`\varphi `$ are well approximated by their values in a universal solution, as
$$Z(x,\tau )Z_{}(x,\tau ),$$
(14)
where the fields $`a_{}`$, $`\alpha _{}`$ and $`\varphi _{}`$ of the critical solution have the property
$$Z_{}(x,\tau +\mathrm{\Delta })=Z_{}(x,\tau ).$$
(15)
The dimensionful constants $`t_{}`$ and $`L`$ depend on the particular one-parameter family of solutions, but the dimensionless critical fields $`a_{}`$, $`\alpha _{}`$ and $`\varphi _{}`$, and in particular their dimensionless period $`\mathrm{\Delta }`$, are universal.
The evolution of near-critical initial data starts resembling the universal critical solution beginning at some length scale $`Le^\tau `$ that is related (with some factor of order one) to the initial data scale. A slightly supercritical and a slightly subcritical solution from the same family (so that $`L`$ and $`t_{}`$ are the same) are practically indistinguishable until they have reached a very small scale where the one forms an apparent horizon, while the other starts dispersing. If a black hole is formed, its mass is related (with a factor of order one) to this scale, and so we have for the range $`\mathrm{\Delta }\tau `$ of $`\tau `$ on which a near-critical solution approximates the universal one
$$\mathrm{\Delta }\tau \gamma \mathrm{ln}|pp_{}|+\mathrm{const}.,$$
(16)
where the unknown factors of order one give rise to the unknown constant. As the critical solution is periodic in $`\tau `$ with period $`\mathrm{\Delta }`$ for the number $`N`$ of scaling “echos” that are seen we then have the expression
$$N\mathrm{\Delta }^1\gamma \mathrm{ln}|pp_{}|+\mathrm{const}.$$
(17)
Note that this holds for both supercritical and subcritical solutions.
Choptuik’s results have been repeated by a number of other authors. Gundlach, Price and Pullin could verify the mass scaling law with a relatively simple code, due to the fact that it holds even quite far from criticality. Garfinkle used the fact that recursive grid refinement in near-critical solutions is not required in arbitrary places, but that all refined grids are centered on $`(r=0,t=t_{})`$, in order to use a simple fixed mesh refinement on a single grid in double null coordinates: $`u`$ grid lines accumulate at $`u=0`$, and $`v`$ lines at $`v=0`$, with $`(v=0,u=0)`$ chosen to coincide with $`(r=0,t=t_{})`$. Hamadé and Stewart have written an adaptive mesh refinement algorithm based on a double null grid (but using coordinates $`u`$ and $`r`$), and report even higher resolution than Choptuik. Their coordinate choice also allowed them to follow the evolution beyond the formation of an apparent horizon.
### 2.2 Other matter models
Results similar to Choptuik’s were subsequently found for a variety of other matter models. In some of these, qualitatively new phenomena were discovered, and we have reviewed this body of work by phenomena rather than by matter models. The number of matter models is now so large that a presentation by matter models is given only in the form of Table 1. The second column specifies the type of critical phenomena that is seen (compare Sections 4.1 and 5.1). The next column gives references to numerical evolutions of initial data, while the last two columns give references to the semi-analytic approach.
Most models in the table are restricted to spherical symmetry, and their matter content is described by a few functions of space (radius) and time. Two models in the table are quite different, and therefore particularly interesting. The axisymmetric vacuum model (see Section 4.6.1) is unique in going beyond spherical symmetry nonperturbatively and in being vacuum rather than containing matter. The fact that similar phenomena to Choptuik’s were found in that model strongly suggests that critical phenomena are not artifacts of spherical symmetry or a specific matter model.
The second exceptional model, collisionless matter (Vlasov equation) model is distinguished by having a much larger number of matter degrees of freedom. Here, the matter content is described by a function not only of space and time but also momentum. Remarkably, no scaling phenomena of the kind seen in the scalar field were discovered in numerical collapse simulations. Collisionless matter appears to show a mass gap in critical collapse that depends on the initial matter – black hole formation turns on with a mass that is a large part of the ADM mass of the initial data . Therefore universality is not observed either. It is important to both confirm and further investigate this phenomenology, in order to understand it better. The explanation may be that the numerical precision was not high enough to find critical phenomena, or they may be genuinely absent, perhaps because the space of possible matter configurations is so much bigger than the space of metrics in this case.
Critical collapse of a massless scalar field in spherical symmetry in six spacetime dimensions was investigated in . Results are similar to four spacetime dimensions.
Related results not listed in the table concern spherically symmetric dust collapse. Here, the entire spacetime, the Tolman-Bondi solution, is given in closed form from the initial velocity and density profiles. Excluding shell crossing singularities, there is a “phase transition” between initial data forming naked singularities at the center and data forming black holes. Which of the two happens depends only the leading terms in an expansion of the initial data around $`r=0`$ . One could argue that this fact also makes the matter model rather unphysical.
<sup>0</sup><sup>0</sup>footnotetext: Nonspherical perturbations.
## 3 The basic scenario
In this section we take a more abstract point of view and present the general ideas underlying critical phenomena in gravitational collapse, without reference to a specific system. This is useful, because these ideas are really quite simple, and are best formulated in the language of dynamical systems rather than general relativity.
### 3.1 The dynamical systems picture
We shall pretend that general relativity as an infinite-dimensional dynamical system. The phase space is the space of pairs of three-metrics and extrinsic curvatures (plus any matter variables) that obey the Hamiltonian and momentum constraints. In the following we restrict ourselves to asymptotically flat data. In other words, it is the space of initial data for an isolated self-gravitating system. The evolution equations are the ADM equations. They contain the lapse and shift as free fields that can be given arbitrary values. In order to obtain an autonomous dynamical system, one needs a general prescription that provides a lapse and shift for given initial data. What such a prescription could be is very much an open problem and is discussed below in section 5.2. That is the first gap in the dynamical systems picture. The second gap is that even with a prescription for the lapse and shift in place, a given spacetime does not correspond to a unique trajectory in phase space, but to many, depending on how the spacetime is sliced. A possibility would be to restrict the phase space further, for example to maximal slices only. The third problem is that in order to talk about attractors and repellers we need a notion of convergence on the phase space, that is a distance measure. In the following, we brazenly ignore all three gaps in order to apply some fundamental concepts of dynamical systems theory to gravitational collapse.
An isolated system in general relativity, such as a star, or ball of radiation fields, or even of pure gravitational waves, typically ends up in one of three kinds of final state. It either collapses to a black hole, forms a stable star, or explodes and disperses, leaving empty flat spacetime behind. The phase space of isolated gravitating systems is therefore divided into basins of attraction. A boundary between two basins of attraction is called a critical surface. All numerical results are consistent with the idea that these boundaries are smooth hypersurfaces of codimension one in the phase space of GR. Inside the dispersion basin, Minkowski spacetime is an attractive fixed point. Inside the black hole basin, the 3-parameter family of Kerr-Newman black holes forms a manifold of attracting fixed points. (Clearly these are attractors only in a distance measures that uses amplitude rather than total energy for waves traveling off to infinity.)
A phase space trajectory starting in a critical surface by definition never leaves it. A critical surface is therefore a dynamical system in its own right, with one dimension fewer. Say it has an attracting fixed point or attracting limit cycle. For the black hole threshold in all toy models that have been examined (with the possible exception of the Vlasov-Einstein system, see Section 6 below) this is the case. We shall call these a critical point, or critical solution, or critical spacetime. Within the complete phase space, the critical solution is an attractor of codimension one. It has an infinite number of decaying perturbation modes tangential to the critical surface, and a single growing mode that is not tangential.
Any trajectory beginning near the critical surface, but not necessarily near the critical point, moves almost parallel to the critical surface towards the critical point. As the critical point is approached, the parallel movement slows down, and the phase point spends some time near the critical point. Then the phase space point moves away from the critical point in the direction of the growing mode, and ends up on a fixed point. This is the origin of universality: any initial data set that is close to the black hole threshold (on either side) evolves to a spacetime that approximates the critical spacetime for some time. When it finally approaches either empty space or a black hole it does so on a trajectory appears to be coming from the critical point itself. All near-critical solutions are passing through one of these two funnels. All details of the initial data have been forgotten, except for the distance from the black hole threshold. The phase space picture in the presence of a fixed point critical solution is sketched in Fig. 1. The phase space picture in the presence of a limit cycle critical solution is sketched in Fig. 2.
All critical points that have been found in black hole thresholds so far have an additional symmetry, either continuous or discrete. They are either time-independent (static) or periodic in time, or scale-independent of scale-periodic (discretely or continuously self-similar). The static or periodic critical points are metastable stars. As we shall see below in section 4.1, they give rise to a finite mass gap at the black hole threshold. In the remainder of this section we concentrate on the self-similar fixed points. They give rise to power-law scaling of the black hole mass at the threshold. These are the phenomena discovered by Choptuik. They are now referred to as type II critical phenomena, while the type with the mass gap, historically discovered second, is referred to as type I.
Continuously scale-invariant, or self-similar, solutions arise as intermediate attractors in some fluid dynamics problems (without gravity) . Discrete self-similarity does not seem to have played a role in physics before Choptuik’s discoveries.
It is clear from the dynamical systems picture that the closer the initial phase point (data set) is to the critical surface, the closer the phase point will get to the critical point, and the longer it will remain close to it. Making this observation quantitative will give rise to Choptuik’s mass scaling law in section 3.3 below. But we first need to define self-similarity in GR.
### 3.2 Scale-invariance and self-similarity
The critical solution found by Choptuik for the spherically symmetric scalar field is scale-periodic, or discretely self-similar (DSS), while other critical solutions, for example for a spherical perfect fluid are scale-invariant, or continuously self-similar (CSS). We begin with the continuous symmetry because it is simpler. In Newtonian physics, a solution $`Z`$ is self-similar if it is of the form
$$Z(\stackrel{}{x},t)=Z\left[\frac{\stackrel{}{x}}{f(t)}\right]$$
(18)
If the function $`f(t)`$ is derived from dimensional considerations alone, one speaks of self-similarity of the first kind. An example is $`f(t)=\sqrt{\lambda t}`$ for the diffusion equation $`Z_{,t}=\lambda \mathrm{\Delta }Z`$. In more complicated equations, the limit of self-similar solutions can be singular, and $`f(t)`$ may contain additional dimensionful constants (which do not appear in the field equation) in terms such as $`(t/L)^\alpha `$, where $`\alpha `$, called an anomalous dimension, is not determined by dimensional considerations but through the solution of an eigenvalue problem .
A continuous self-similarity of the spacetime in GR corresponds to the existence of a homothetic vector field $`\xi `$, defined by the property
$$_\xi g_{ab}=2g_{ab}.$$
(19)
This is a special type of conformal Killing vector, namely one with constant coefficient on the right-hand side. The value of this constant coefficient is conventional, and can be set equal to 2 by a constant rescaling of $`\xi `$. From (19) it follows that
$$_\xi R_{}^{a}{}_{bcd}{}^{}=0,$$
(20)
and therefore
$$_\xi G_{ab}=0,$$
(21)
but the inverse does not hold: the Riemann tensor and the metric need not satisfy (20) and (19) if the Einstein tensor obeys (21). If the matter is a perfect fluid (27) it follows from (19), (21) and the Einstein equations that
$$_\xi u^a=u^a,_\xi \rho =2\rho ,_\xi p=2p.$$
(22)
Similarly, if the matter is a massless scalar field $`\varphi `$, with stress-energy tensor (2), it follows that
$$_\xi \varphi =\kappa ,$$
(23)
where $`\kappa `$ is a constant.
In coordinates $`x^\mu =(\tau ,x^i)`$ adapted to the homothety, the metric coefficients are of the form
$$g_{\mu \nu }(\tau ,x^i)=e^{2\tau }\stackrel{~}{g}_{\mu \nu }(x^i)$$
(24)
where the coordinate $`\tau `$ is the negative logarithm of a spacetime scale, and the remaining three coordinates $`x^i`$ are dimensionless. In these coordinates, the homothetic vector field is
$$\xi =\frac{}{\tau }.$$
(25)
The minus sign in both equations (24) and (25) is a convention we have chosen so that $`\tau `$ increases towards smaller spacetime scales. For the critical solutions of gravitational collapse, we shall later choose surfaces of constant $`\tau `$ to be spacelike (although this is not possible globally), so that $`\tau `$ is the time coordinate as well as the scale coordinate. Then it is natural that $`\tau `$ increases towards the future, that is towards smaller scales.
As an illustration, the CSS scalar field in these coordinates would be
$$\varphi =f(x)+\kappa \tau ,$$
(26)
with $`\kappa `$ a constant. Similarly, perfect fluid matter with stress-energy
$$G_{ab}=8\pi \left[(p+\rho )u_au_b+pg_{ab}\right]$$
(27)
with the scale-invariant equation of state $`p=k\rho `$, $`k`$ a constant, allows for CSS solutions where the direction of $`u^a`$ depends only on $`x`$, and the density is of the form
$$\rho (x,\tau )=e^{2\tau }f(x).$$
(28)
The generalization to a discrete self-similarity is obvious in these coordinates, and was made in :
$$g_{\mu \nu }(\tau ,x^i)=e^{2\tau }\stackrel{~}{g}_{\mu \nu }(\tau ,x^i),\text{where}\stackrel{~}{g}_{\mu \nu }(\tau ,x^i)=\stackrel{~}{g}_{\mu \nu }(\tau +\mathrm{\Delta },x^i).$$
(29)
The conformal metric $`\stackrel{~}{g}_{\mu \nu }`$ does now depend on $`\tau `$, but only in a periodic manner. Like the continuous symmetry, the discrete version has a geometric formulation : A spacetime is discretely self-similar if there exists a discrete diffeomorphism $`\mathrm{\Phi }`$ and a real constant $`\mathrm{\Delta }`$ such that
$$\mathrm{\Phi }^{}g_{ab}=e^{2\mathrm{\Delta }}g_{ab},$$
(30)
where $`\mathrm{\Phi }^{}g_{ab}`$ is the pull-back of $`g_{ab}`$ under the diffeomorphism $`\mathrm{\Phi }`$. This is our definition of discrete self-similarity (DSS). It can be obtained formally from (19) by integration along $`\xi `$ over an interval $`\mathrm{\Delta }`$ of the affine parameter. Nevertheless, the definition is independent of any particular vector field $`\xi `$. One simple coordinate transformation that brings the Schwarzschild-like coordinates (4) into the form (29) was given in Eqn. (13), as one easily verifies by substitution. The most general ansatz for the massless scalar field compatible with DSS is
$$\varphi =f(\tau ,x^i)+\kappa \tau ,\mathrm{where}f(\tau ,x^i)=f(\tau +\mathrm{\Delta },x^i)$$
(31)
with $`\kappa `$ a constant. (In the Choptuik critical solution, $`\kappa =0`$ for unknown reasons.)
It should be stressed here that the coordinate systems adapted to CSS (24) or DSS (29) form large classes, even in spherical symmetry. One can fix the surface $`\tau =0`$ freely, and can introduce any coordinates $`x^i`$ on it. In particular, in spherical symmetry, $`\tau `$-surfaces can be chosen to be spacelike, as for example defined by (4) and (13) above, and in this case the coordinate system cannot be global (in the example, $`t<0`$). Alternatively, one can find global coordinate systems, where $`\tau `$-surfaces must become spacelike at large $`r`$, as in the coordinates (52). Moreover, any such coordinate coordinate system can be continuously deformed into one of the same class.
In a possible source of confusion, Evans and Coleman use the term “self-similarity of the second kind”, because they define their self-similar coordinate $`x`$ as $`x=r/f(t)`$, with $`f(t)=t^n`$. Nevertheless, the spacetime they calculate is homothetic, or “self-similar of the first kind” according to the terminology of Carter and Henriksen . The difference is only a coordinate transformation: the $`t`$ of is not proper time at the origin, but what would be proper time at infinity if the spacetime was truncated at finite radius and matched to an asymptotically flat exterior .
There is a large body of research on spherically symmetric self-similar perfect fluid solutions . Scalar field spherically symmetric CSS solutions were examined in . In these papers, the Einstein equations are reduced to an ODE system by the self-similar spherically symmetric ansatz, which is then discussed as a dynamical system. Surprisingly, the critical solutions of gravitational collapse were explicitly constructed only once they had been seen in collapse simulations. The critical solution found in perfect fluid collapse simulations was constructed through a CSS ansatz by Evans and Coleman . In this ansatz, the requirement of analyticity at the center and at the past matter characteristic of the singularity provides sufficient boundary conditions for the ODE system. (For claims to the contrary see . The DSS scalar critical solution of scalar field collapse was constructed by Gundlach using a similar method. More details of how the critical solutions are constructed using a DSS or CSS ansatz are discussed in Section 4.4.
### 3.3 Black hole mass scaling
The following calculation of the critical exponent from the linear perturbations of the critical solution by dimensional analysis was suggested by Evans and Coleman and carried out by Koike, Hara and Adachi and Maison . It was generalized to the discretely self-similar (DSS) case by Gundlach . For simplicity of notation we consider again the spherically symmetric CSS case. The DSS case is discussed in .
Let $`Z`$ stand for a set of scale-invariant variables of the problem in a first-order formulation. $`Z(r)`$ is an element of the phase space, and $`Z(r,t)`$ a solution. The self-similar solution is of the form $`Z(r,t)=Z_{}(x)`$. In the echoing region, where $`Z_{}`$ dominates, we linearize around it. As the background solution is $`\tau `$-independent, $`Z(x,\tau )=Z_{}(x)`$, its linear perturbations can depend on $`\tau `$ only exponentially (with complex exponent $`\lambda `$), that is
$$\delta Z(x,\tau )=\underset{i=1}{\overset{\mathrm{}}{}}C_ie^{\lambda _i\tau }Z_i(x),$$
(32)
where the $`C_i`$ are free constants. To linear order, the solution in the echoing region is then of the form
$$Z(x,\tau ;p)Z_{}(x)+\underset{i=1}{\overset{\mathrm{}}{}}C_i(p)e^{\lambda _i\tau }Z_i(x).$$
(33)
The coefficients $`C_i`$ depend in a complicated way on the initial data, and hence on $`p`$. If $`Z_{}`$ is a critical solution, by definition there is exactly one $`\lambda _i`$ with positive real part (in fact it is purely real), say $`\lambda _0`$. As $`tt_{}`$ from below and $`\tau \mathrm{}`$, all other perturbations vanish. In the following we consider this limit, and retain only the one growing perturbation. By definition the critical solution corresponds to $`p=p_{}`$, so we must have $`C_0(p_{})=0`$. Linearizing around $`p_{}`$, we obtain
$$\underset{\tau \mathrm{}}{lim}Z(x,\tau )Z_{}(x)+\frac{dC_0}{dp}(pp_{})e^{\lambda _0\tau }Z_0(x).$$
(34)
This approximate solution explains why the solution $`Z_{}`$ is universal. It is now also clear why Eqn. (16) holds, that is why we see more of the universal solutions (in the DSS case, more “echos”) as $`p`$ is tuned closer to $`p_{}`$. The critical solution would be revealed up to the singularity $`\tau =\mathrm{}`$ if perfect fine-tuning of $`p`$ was possible. A possible source of confusion is that the critical solution, because it is self-similar, is not asymptotically flat. Nevertheless, it can arise in a region up to finite radius as the limiting case of a family of asymptotically flat solutions. At large radius, it is matched to an asymptotically flat solution which is not universal but depends on the initial data (as does the place of matching.)
The solution has the approximate form (34) over a range of $`\tau `$. Now we extract Cauchy data at one particular value of $`\tau `$ within that range, namely $`\tau _{}`$ defined by
$$\frac{dC_0}{dp}(pp_{})e^{\lambda _0\tau _{}}ϵ,$$
(35)
where $`ϵ`$ is some constant $`1`$, so that at this $`\tau `$ the linear approximation is still valid. Note that $`\tau _{}`$ depends on $`p`$. At sufficiently large $`\tau `$, the linear perturbation has grown so much that the linear approximation breaks down. Later on a black hole forms. The crucial point is that we need not follow this evolution in detail, nor does it matter at what amplitude $`ϵ`$ we consider the perturbation as becoming non-linear. It is sufficient to note that the Cauchy data at $`\tau =\tau _{}`$ depend on $`r`$ only through the argument $`x`$, because by definition of $`\tau _{}`$ we have
$$Z(x,\tau _{})Z_{}(x)+ϵZ_0(x).$$
(36)
Going back to coordinates $`t`$ and $`r`$ we have
$$Z(r,t_{}L_{})Z_{}\left(\frac{r}{L_{}}\right)+ϵZ_0\left(\frac{r}{L_{}}\right),L_{}Le^\tau _{}.$$
(37)
These intermediate data at $`t=t_{}`$ depend on the initial data at $`t=0`$ only through the overall scale $`L_{}`$. The field equations themselves do not have an intrinsic scale. It follows that the solution based on the data at $`t_{}`$ must be universal up to the overall scale. In suitable coordinates (for example the polar-radial coordinates of Choptuik) it is then of the form
$$Z(r,t)=f(\frac{r}{L_{}},\frac{tt_{}}{L_{}}),$$
(38)
for some function $`f`$ that is universal for all 1-parameter families . This universal form of the solution applies for all $`t>t_{}`$, even after the approximation of linear perturbation theory around the critical solution breaks down. Because the black hole mass has dimension length, it must be proportional to $`L_{}`$, the only length scale in the solution. Therefore
$$ML_{}(pp_{})^{\frac{1}{\lambda _0}},$$
(39)
and we have found the critical exponent $`\gamma =1/\lambda _0`$.
When the critical solution is DSS, the scaling law is modified. This was predicted in and predicted independently and verified in collapse simulations by Hod and Piran . On the straight line relating $`\mathrm{ln}M`$ to $`\mathrm{ln}(pp_{})`$, a periodic “wiggle” or “fine structure” of small amplitude is superimposed:
$$\mathrm{ln}M=\gamma \mathrm{ln}(pp_{})+c+f[\gamma \mathrm{ln}(pp_{})+c],$$
(40)
with $`f(z)=f(z+\mathrm{\Delta })`$. The periodic function $`f`$ is again universal with respect to families of initial data, and there is only one parameter $`c`$ that depends on the family of initial data, corresponding to a shift of the wiggly line in the $`\mathrm{ln}(pp_{})`$ direction. (No separate adjustment in the $`\mathrm{ln}M`$ direction is possible.)
It is easy to see that the maximal value of the scalar curvature, and similar quantities, for near-critical solutions, scale just like the black hole mass, with a critical exponent $`2\gamma `$. Technically, it is easier to measure the critical exponent and the fine-structure in the subcritical regime from the maximum curvature than from the black hole mass in the supercritical regime .
## 4 Extensions of the basic scenario
In the previous section we have tried to present the central ideas of critical collapse. Much more is now known however. In this section we present other aspects that are either horizontal or vertical extensions of the central ideas.
### 4.1 Black hole thresholds with a mass gap
The spherical $`SU(2)`$ Einstein-Yang-Mills system shows two different kinds of critical phenomena, dominated by two different critical solutions. Which kind of behavior arises appears to depend on the qualitative shape of the initial data. In one kind of behavior, black hole formation turns on at an infinitesimal mass with the familiar power-law scaling, dominated by a DSS critical solution. In the other kind, black hole formation turns on at a finite mass, and the critical solution is now a static, asymptotically flat solution which had been found before by Bartnik and McKinnon . Choptuik, Chmaj and Bizon labelled the two kinds of critical behavior type II and type I respectively, corresponding to a second- and a first-order phase transition. The newly found, type I critical phenomena show a scaling law that is mathematically similar to the black hole mass scaling observed in type II critical phenomena. Let $`/t`$ be the static Killing vector of the critical solution. Then the perturbed critical solution is of the form
$$Z(r,t)=Z_{}(r)+\frac{dC_0}{dp}(pp_{})e^{\lambda _0t}Z_0(r)+\text{decaying modes}.$$
(41)
This is similar to Eqn. (34), but the growth of the unstable mode is now exponential in $`t`$, not in $`\mathrm{ln}t`$. In a close parallel to $`\tau _{}`$, we define a time $`t_p`$ by
$$\frac{dC_0}{dp}(pp_{})e^{\lambda _0t_p}ϵ,$$
(42)
so that the initial data at $`t_p`$ are
$$Z(r,t_p)Z_{}\left(r\right)+ϵZ_0\left(r\right),$$
(43)
and so the final black hole mass is independent of $`pp_{}`$. (It is of the order of the mass of the static critical solution.) The scaling is only apparent in the lifetime of the critical solution, which we can take to be $`t_p`$. It is
$$t_p=\frac{1}{\lambda _0}\mathrm{ln}(pp_{})+\mathrm{const}.$$
(44)
The type I critical solution can also have a discrete symmetry, that is, can be periodic in time instead of being static. This behavior was found in collapse situations of the massive scalar field by Brady, Chambers and Gonçalves . Previously, Seidel and Suen had constructed periodic, asymptotically flat, spherically symmetric self-gravitating massive scalar field solutions they called oscillating soliton stars. By dimensional analysis, the scalar field mass $`m`$ sets an overall scale of $`1/m`$ (in units $`G=c=1`$). For given $`m`$, Seidel and Suen found a one-parameter family of such solutions with two branches. The more compact solution for a given ADM mass is unstable, while the more extended one is stable to spherical perturbations. Brady, Chambers and Gonçalves (BCG) report that the type I critical solutions they find are from the unstable branch of the Seidel and Suen solutions. They see a one-parameter family of (type I) critical solutions, rather than an isolated critical solution. BCG in fact report that the black hole mass gap does depend on the initial data. As expected from the discrete symmetry, they find a small wiggle in the mass of the critical solution which is periodic in $`\mathrm{ln}(pp_{})`$. If type I or type II behavior is seen appears to depend mainly on the ratio of the length scale of the initial data to the length scale $`1/m`$.
In the critical phenomena that were first observed, with an isolated critical solution, only one number’s worth of information, namely the separation $`pp_{}`$ of the initial data from the black hole threshold, survives to the late stages of the time evolution. Recall that our definition of a critical solution is one that has exactly one unstable perturbation mode, with a black hole formed for one sign of the unstable mode, but not for the other. This definition does not exclude an $`n`$-dimensional family of critical solutions. Each solution in the family then has $`n`$ marginal modes leading to neighboring critical solutions, as well as the one unstable mode. $`n+1`$ numbers’ worth of information survive from the initial data, and the mass gap in type I, or the critical exponent for the black hole mass in type II, for example, depend on the initial data through $`n`$ parameters. In other words, universality exists in diminished form. The results of BCG are an example of a one-parameter family of type I critical solutions. Recently, Brodbeck et al. have shown, under the assumption of linearization stability, that there is a one-parameter family of stationary, rotating solutions beginning at the (spherically symmetric) Bartnik-McKinnon solution. This could turn out to be a second one-parameter family of type I critical solutions, provided that the Bartnik-McKinnon solution does not have any unstable modes outside spherical symmetry (which has not yet been investigated) .
Bizoń and Chmaj have studied type I critical collapse of an $`SU(2)`$ Skyrme model coupled to gravity, which in spherical symmetry with a hedgehog ansatz is characterized by one field $`F(r,t)`$ and one dimensionless coupling constant $`\alpha `$. Initial data $`F(r)\mathrm{tanh}(r/p)`$, $`\dot{F}(r)=0`$ surprisingly form black holes for both large and small values of the parameter $`p`$, while for an intermediate range of $`p`$ the endpoint is a stable static solution called a skyrmion. (If $`F`$ was a scalar field, one would expect only one critical point on this family.) The ultimate reason for this behavior is the presence of a conserved integer “baryon number” in the matter model. Both phase transitions along this one-parameter family are dominated by a type I critical solution, that is a different skyrmion which has one unstable mode. In particular, an intermediate time regime of critical collapse evolutions agrees well with an ansatz of the form (41), where $`Z_{}`$, $`Z_0`$ and $`\lambda `$ were obtained independently. It is interesting to note that the type I critical solution is singular in the limit $`\alpha 0`$, which is equivalent to $`G0`$, because the known type II critical solutions for any matter model also do not have a weak gravity limit.
Apparently, type I critical phenomena can arise even without the presence of a scale in the field equations. A family of exact spherically symmetric, static, asymptotically flat solutions of vacuum Brans-Dicke gravity given by van Putten was found by Choptuik, Hirschmann and Liebling to sit at the black hole-threshold and to have exactly one growing mode. This family has two parameters, one of which is an arbitrary overall scale.
### 4.2 CSS and DSS critical solutions
Critical solutions are continuously or discretely self-similar, and have exactly one growing perturbation mode. Other regular CSS or DSS solutions have more than one growing mode, and so will not appear as critical solution at the black hole threshold. An example for this is provided by the spherically symmetric massless complex scalar field. Hirschmann and Eardley found a way of constructing a CSS scalar field solution by making the scalar field $`\varphi `$ complex but limiting it to the ansatz
$$\varphi =e^{i\omega \tau }f(x),$$
(45)
with $`\omega `$ a real constant and $`f`$ real. The metric is then homothetic, while the scalar field shows a trivial kind of “echoing” in the complex phase. Later, they found that this solution has three modes with $`\mathrm{Re}\lambda >0`$ and is therefore not the critical solution. On the other hand, Gundlach examined complex scalar field perturbations around Choptuik’s real scalar field critical solution and found that only one of them, purely real, has $`\mathrm{Re}\lambda >0`$, so that the real scalar field critical solution is a critical solution (up to an overall complex phase) also for the free complex scalar field. This had been seen already in collapse calculations .
As the symmetry of the critical solution, CSS or DSS, depends on the matter model, it is interesting to investigate critical behavior in parameterized families of matter models. Two such one-parameter families have been investigated. The first one is the spherical perfect fluid with equation of state $`p=k\rho `$ for arbitrary $`k`$. Maison constructed the regular CSS solutions and its linear perturbations for a large number of values of $`k`$. In each case, he found exactly one growing mode, and was therefore able to predict the critical exponent. (To my knowledge, these critical exponents have not yet been verified in collapse simulations.) As Ori and Piran before , he claimed that there are no regular CSS solutions for $`k>0.88`$. Recently, Neilsen and Choptuik have found CSS critical solutions for all values of $`k`$ right up to $`1`$, both in collapse simulations and by making a CSS ansatz. Interesting questions arise because the stiff ($`p=\rho `$) perfect fluid, limited to irrotational solutions, is equivalent to the massless scalar field, limited to solutions with timelike gradient, while the scalar field critical solution is actually DSS. These are currently being investigated .
The second one-parameter family of matter models was suggested by Hirschmann and Eardley , who looked for a natural way of introducing a non-linear self-interaction for the (complex) scalar field without introducing a scale. (We discuss dimensionful coupling constants in the following sections.) They investigated the model described by the action
$$S=\sqrt{g}\left(R\frac{2|\varphi |^2}{(1\kappa |\varphi |^2)^2}\right).$$
(46)
Note that $`\varphi `$ is now complex, and the parameter $`\kappa `$ is real and dimensionless. This is a 2-dimensional sigma model with a target space metric of constant curvature (namely $`\kappa `$), minimally coupled to gravity. Moreover, for $`\kappa >0`$ there are (nontrivial) field redefinitions which make this model equivalent to a real massless scalar field minimally coupled to Brans-Dicke gravity, with the Brans-Dicke coupling given by
$$\omega _{\mathrm{BD}}=\frac{3}{2}+\frac{1}{8\kappa }.$$
(47)
In particular, $`\kappa =1`$ ($`\omega _{\mathrm{BD}}=11/8`$) corresponds to an axion-dilaton system arising in string theory . $`\kappa =0`$ is the free complex scalar field coupled to Einstein gravity). Hirschmann and Eardley calculated a CSS solution and its perturbations and concluded that it is the critical solution for $`\kappa >0.0754`$, but has three unstable modes for $`\kappa <0.0754`$. For $`\kappa <0.28`$, it acquires even more unstable modes. The positions of the mode frequencies $`\lambda `$ in the complex plane vary continuously with $`\kappa `$, and these are just values of $`\kappa `$ where a complex conjugate pair of frequencies crosses the real axis. The results of Hirschmann and Eardley confirm and subsume collapse simulation results by Liebling and Choptuik for the scalar-Brans-Dicke system, and collapse and perturbative results on the axion-dilaton system by Hamadé, Horne and Stewart . Where the CSS solution fails to be the critical solution, a DSS solution takes over. In particular, for $`\kappa =0`$, the free complex scalar field, the critical solution is just the real scalar field DSS solution of Choptuik.
Liebling has found initial data sets that find the CSS solution for values of $`\kappa `$ (for example $`\kappa =0`$) where the true critical solution is DSS. The complex scalar field in these data sets is of the form $`\varphi (r)=\mathrm{exp}i\omega r`$ times a slowly varying function of $`r`$, for arbitrary $`r`$, while its momentum $`\mathrm{\Pi }(r)`$ is either zero or $`d\varphi /dr`$. Conversely, data sets that are purely real find the DSS solution even for values of $`\kappa `$ where the true critical solution is the CSS solution, for example for $`\kappa =1`$. These two special families of initial data maximize and minimize the $`U(1)`$ charge. Small deviations from these data find the sub-dominant “critical” solution for some time, then veer off and find the true critical solution. (Even later, of course, the critical solution is also abandoned in turn for dispersion or black hole formation.)
### 4.3 Approximate self-similarity and universality classes
As we have seen, the presence of a length scale in the field equations can give rise to static (or oscillating) asymptotically flat critical solutions and a mass gap at the black hole threshold. Depending on the initial data and on how the scale appears in the field equations, this scale can also become asymptotically irrelevant as a self-similar solution reaches ever smaller spacetime scales. This behavior was already noticed by Choptuik in the collapse of a massive scalar field, or one with an arbitrary potential term generally and confirmed by Brady, Chambers and Gonçalves . It was also seen in the spherically symmetric EYM system . In order to capture the notion of an asymptotically self-similar solution, one may set the arbitrary scale $`L`$ in the definition (13) of $`\tau `$ to the scale set by the field equations, here $`1/m`$.
Introducing suitable dimensionless first-order variables $`Z`$ (such as $`a`$, $`\alpha `$, $`\varphi `$, $`r\varphi _{,r}`$ and $`r\varphi _{,t}`$ for the spherically symmetric scalar field), one can write the field equations as a first order system
$$F(Z,Z_{,x},Z_{,\tau },e^\tau )=0.$$
(48)
Every appearance of $`m`$ gives rise to an appearance of $`e^\tau `$. If the field equations contain only positive integer powers of $`m`$, one can make an ansatz for the critical solution of the form
$$Z_{}(x,\tau )=\underset{n=0}{\overset{\mathrm{}}{}}e^{n\tau }Z_n(x).$$
(49)
This is an expansion around a scale-invariant solution $`Z_0`$ (obtained by setting $`m0`$, in powers of (scale on which the solution varies)/(scale set by the field equations).
After inserting the ansatz into the field equations, each $`Z_n(x)`$ is calculated recursively from the preceding ones. For large enough $`\tau `$ (on spacetime scales small enough, close enough to the singularity), this expansion is expected to converge. A similar ansatz can be made for the linear perturbations of $`Z_{}`$, and solved again recursively. Fortunately, one can calculate the leading order background term $`Z_0`$ on its own, and obtain the exact echoing period $`\mathrm{\Delta }`$ in the process (in the case of DSS). Similarly, one can calculate the leading order perturbation term on the basis of $`Z_0`$ alone, and obtain the exact value of the critical exponent $`\gamma `$ in the process. This procedure was carried out by Gundlach for the Einstein-Yang-Mills system, and by Gundlach and Martín-García for massless scalar electrodynamics. Both systems have a single scale $`1/e`$ (in units $`c=G=1`$), where $`e`$ is the gauge coupling constant.
The leading order term $`Z_0`$ in the expansion of the self-similar critical solution $`Z_{}`$ obeys the equation
$$F(Z_0,Z_{0,x},Z_{0,\tau },0)=0.$$
(50)
Clearly, this leading order term is independent of the overall scale $`L`$. The critical exponent $`\gamma `$ depends only on $`Z_0`$, and is therefore also independent of $`L`$. There is a region in the space of initial data where in fine-tuning to the black hole threshold the scale $`L`$ becomes irrelevant, and the behaviour is dominated by the critical solution $`Z_0`$. In this region, the usual type II critical phenomena occur, independently of the value of $`L`$ in the field equations. In this sense, all systems with a single length scale $`L`$ in the field equations are in one universality class . The massive scalar field, for any value of $`m`$, or massless scalar electrodynamics, for any value of $`e`$, are in the same universality class as the massless scalar field.
It should be stressed that universality classes with respect to a dimensionful parameter arise in regions of phase space (which may be large). Another region of phase space may be dominated by an intermediate attractor that has a scale proportional to $`L`$. This is the case for the massive scalar field with mass $`m`$: in one region of phase space, the black hole threshold is dominated by the Choptuik solution and type II critical phenomena occur, in another, it is dominated by metastable oscillating boson stars, whose mass is $`1/m`$ times a factor of order 1 .
This notion of universality classes is fundamentally the same as in statistical mechanics. Other examples include modifications to the perfect fluid equation of state that do not affect the limit of high density. The $`SU(2)`$ Yang-Mills and $`SU(2)`$ Skyrme models, in spherical symmetry, also belong to the same universality class .
If there are several scales $`L_0`$, $`L_1`$, $`L_2`$ etc. present in the problem, a possible approach is to set the arbitrary scale in (13) equal to one of them, say $`L_0`$, and define the dimensionless constants $`l_i=L_i/L_0`$ from the others. The size of the universality classes depends on where the $`l_i`$ appear in the field equations. If a particular $`L_i`$ appears in the field equations only in positive integer powers, the corresponding $`l_i`$ appears only multiplied by $`e^\tau `$, and will be irrelevant in the scaling limit. All values of this $`l_i`$ therefore belong to the same universality class. As an example, adding a quartic self-interaction $`\lambda \varphi ^4`$ to the massive scalar field, for example, gives rise to the dimensionless number $`\lambda /m^2`$, but its value is an irrelevant (in the language of renormalization group theory) parameter. All self-interacting scalar fields are in fact in the same universality class. Contrary to the statement in , I would now conjecture that massive scalar electrodynamics, for any values of $`e`$ and $`m`$, forms a single universality class in a region of phase space where type II critical phenomena occur. Examples of dimensionless parameters which do change the universality class are the $`k`$ of the perfect fluid, the $`\kappa `$ of the 2-dimensional sigma model, or a conformal coupling of the scalar field.
### 4.4 Gravity regularizes self-similar matter
One important aspect of self-similar critical solutions is that they have no equivalent in the limit of vanishing gravity. The critical solution arises from a time evolution of smooth, even analytic initial data. It should therefore itself be analytic outside the future of its singularity. Self-similar spherical matter fields in spacetime are singular either at the center of spherical symmetry (to the past of the singularity), or at the past characteristic cone of the singularity. Only adding gravity makes solutions possible that are regular at both places. As an example we consider the spherical massless scalar field.
#### 4.4.1 The massless scalar field on flat spacetime
It is instructive to consider the self-similar solutions of a simple matter field, the massless scalar field, in spherical symmetry without gravity. The general solution of the spherically symmetric wave equation is of course
$$\varphi (r,t)=r^1\left[f(t+r)g(tr)\right],$$
(51)
where $`f(z)`$ and $`g(z)`$ are two free functions of one variable ranging from $`\mathrm{}`$ to $`\mathrm{}`$. $`f`$ describes ingoing and $`g`$ outgoing waves. Regularity at the center $`r=0`$ for all $`t`$ requires $`f(z)=g(z)`$ for $`f(z)`$ a smooth function. Physically this means that ingoing waves move through the center and become outgoing waves. Now we transform to new coordinates $`x`$ and $`\tau `$ defined by
$$r=e^\tau \mathrm{cos}x,t=e^\tau \mathrm{sin}x,$$
(52)
and with range $`\mathrm{}<\tau <\mathrm{}`$, $`\pi /2x\pi /2`$. These coordinates are adapted to self-similarity, but unlike the $`x`$ and $`\tau `$ introduced in (13) they cover all of Minkowski space with the exception of the point $`(t=r=0)`$. The general solution of the wave equation for $`t>r`$ can formally be written as
$`\varphi (r,t)=\varphi (x,\tau )`$ $`=`$ $`(\mathrm{tan}x+1)F_+\left[\mathrm{ln}(\mathrm{sin}x+\mathrm{cos}x)\tau \right]`$ (53)
$``$ $`(\mathrm{tan}x1)G_+\left[\mathrm{ln}(\mathrm{sin}x\mathrm{cos}x)\tau \right],`$
through the substitution $`f(z)/z=F_+(\mathrm{ln}z)`$ and $`g(z)/z=G_+(\mathrm{ln}z)`$ for $`z>0`$. Similarly, we define $`f(z)/z=F_{}[\mathrm{ln}(z)]`$ and $`g(z)/z=G_{}[\mathrm{ln}(z)]`$ for $`z<0`$ to cover the sectors $`|t|<r`$ and $`t<r`$. Note that $`F_+(z)`$ and $`F_{}(z)`$ together contain the same information as $`f(z)`$.
Continuous self-similarity $`\varphi =\varphi (x)`$ is equivalent to $`F_\pm (z)`$ and $`G_\pm (z)`$ being constant. Discrete self-similarity requires them to be periodic in $`z`$ with period $`\mathrm{\Delta }`$. The condition for regularity at $`r=0`$ for $`t>0`$ is $`F_+=G_+`$, while regularity at $`r=0`$ for $`t<0`$ requires $`F_{}=G_{}`$. Regularity at $`t=r`$ requires $`G_\pm `$ to vanish, while regularity at $`t=r`$ requires $`F_\pm `$ to vanish.
We conclude that a self-similar solution (continuous or discrete), is either zero everywhere, or else it is regular in only one of three places: at the center $`r=0`$ for $`t0`$, at the past light cone $`t=r`$, or at the future light cone $`t=r`$. We conjecture that other simple matter fields, such as the perfect fluid, show similar behavior.
#### 4.4.2 The self-gravitating massless scalar field
The presence of gravity changes this singularity structure qualitatively. Dimensional analysis applied to the metric (24) or (29) shows that $`\tau =\mathrm{}`$ \[the point $`(t=r=0)`$\] is now a curvature singularity (unless the self-similar spacetime is Minkowski). But elsewhere, the solution can be more regular. There is a one-parameter family of exact spherically symmetric scalar field solutions found by Roberts that is regular at both the future and past light cone of the singularity, not only at one of them. (It is singular at the past and future branch of $`r=0`$.) The only solution without gravity with this property is $`\varphi =0`$. The Roberts solution will be discussed in more detail in section 4.5 below.
Similarly, the scale-invariant or scale-periodic solutions found in near-critical collapse simulations are regular at both the past branch of $`r=0`$ and the past light cone (or sound cone, in the case of the perfect fluid). Once more, in the absence of gravity only the trivial solution has this property.
I have already argued that the critical solution must be as smooth on the past light cone as elsewhere, as it arises from the collapse of generic smooth initial data. No lowering of differentiability or other unusual behavior should take place before a curvature singularity arises at the center. As Evans first realized, this requirement turns the scale-invariant or scale-periodic ansatz into a boundary value problem between the past branch of $`r=0`$ and the past sound cone, that is, roughly speaking, between $`x=0`$ and $`x=1`$.
In the CSS ansatz in spherical symmetry suitable for the perfect fluid, all fields depend only on $`x`$, and one obtains an ODE boundary value problem. In a scale-periodic ansatz in spherical symmetry, such as for the scalar field, all fields are periodic in $`\tau `$, and one obtains a 1+1 dimensional hyperbolic boundary value problem on a coordinate square, with regularity conditions at, say, $`x=0`$ and $`x=1`$, and periodic boundary conditions at $`\tau =0`$ and $`\tau =\mathrm{\Delta }`$. Well-behaved numerical solutions of these problems have been obtained, with numerical evidence that they are locally unique, and they agree well with the universal solution that emerges in collapse simulations (references are given in the column “Critical solution” of Table 1). It remains an open mathematical problem to prove existence and (local) uniqueness of the solution defined by regularity at the center and the past light cone.
One important technical detail should be mentioned here. In the curved solutions, the past light cone of the singularity is not in general $`r=t`$, or $`x=1`$, but is given by $`x=x_0`$, or in the case of scale-periodicity, by $`x=x_0(\tau )`$, with $`x_0`$ periodic in $`\tau `$ and initially unknown. The same problem arises for the sound cone. It is convenient to make the coordinate transformation
$$\overline{x}=\frac{x}{x_0(\tau )},\overline{\tau }=\frac{2\pi }{\mathrm{\Delta }}\tau ,$$
(54)
so that the sound cone or light cone is by definition at $`\overline{x}=1`$, while the origin is at $`\overline{x}=0`$, and so that the period in $`\overline{\tau }`$ is now always $`2\pi `$. In the DSS case the periodic function $`x_0(\overline{\tau })`$ and the constant $`\mathrm{\Delta }`$ now appear explicitly in the field equations, and they must be solved for as nonlinear eigenvalues. In the CSS case, the constant $`x_0`$ appears, and must be solved for as a nonlinear eigenvalue.
As an example for a DSS ansatz, we give the equations for the spherically symmetric massless scalar field in the coordinates (13) adapted to self-similarity and in a form ready for posing the boundary value problem. (The equations of have been adapted to the notation of this review.) We introduce the first-order matter variables
$$X_\pm =\sqrt{2\pi }r\left(\frac{\varphi _{,r}}{a}\pm \frac{\varphi _{,t}}{\alpha }\right),$$
(55)
which describe ingoing and outgoing waves. It is also useful to replace $`\alpha `$ by
$$D=\left(1\frac{\mathrm{\Delta }}{2\pi }\frac{d\mathrm{ln}x_0}{d\overline{\tau }}\right)\frac{xa}{\alpha }$$
(56)
as a dependent variable. In the scalar field wave equation (6) we use the Einstein equations (9) and (10) to eliminate $`a_{,t}`$ and $`\alpha _{,r}`$, and obtain
$$\overline{x}\frac{X_\pm }{\overline{x}}=(1D)^1\left\{\left[\frac{1}{2}(1a^2)a^2X_{}^2\right]X_\pm X_{}\pm D\left(\frac{\mathrm{\Delta }}{2\pi }\frac{d\mathrm{ln}x_0}{d\overline{\tau }}\right)^1\frac{X_\pm }{\overline{\tau }}\right\}.$$
(57)
The three Einstein equations (8,9,10) become
$`{\displaystyle \frac{\overline{x}}{a}}{\displaystyle \frac{a}{\overline{x}}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(1a^2)+{\displaystyle \frac{1}{2}}a^2(X_+^2+X_{}^2),`$ (58)
$`{\displaystyle \frac{\overline{x}}{D}}{\displaystyle \frac{D}{\overline{x}}}`$ $`=`$ $`2a^2,`$ (59)
$`0`$ $`=`$ $`(1a^2)+a^2(X_+^2+X_{}^2)a^2D^1(X_+^2X_{}^2)`$ (60)
$`+\left({\displaystyle \frac{\mathrm{\Delta }}{2\pi }}{\displaystyle \frac{d\mathrm{ln}x_0}{d\overline{\tau }}}\right)^1{\displaystyle \frac{2}{a}}{\displaystyle \frac{a}{\overline{\tau }}}.`$
As suggested by the format of the equations, they can be treated as four evolution equations in $`\overline{x}`$ and one constraint that is propagated by them. The freedom in $`x_0(\overline{\tau })`$ is to be used to make $`D=1`$ at $`\overline{x}=1`$. Now $`\overline{x}=0`$ and $`\overline{x}=1`$ resemble “regular singular points”, if we are prepared to generalize this concept from linear ODEs to nonlinear PDEs. Near $`\overline{x}=0`$, the four evolution equations are clearly of the form $`Z/\overline{x}=\mathrm{regular}/\overline{x}`$. That $`\overline{x}=1`$ is also a regular singular point becomes clearest if we replace $`D`$ by $`\overline{D}=(1D)/(\overline{x}1)`$. The “evolution” equation for $`X_+`$ near $`\overline{x}=1`$ then takes the form $`X_+/\overline{x}=\mathrm{regular}/(\overline{x}1)`$, while the other three equations are regular.
This format of the equations also demonstrates how to restrict from a DSS to a CSS ansatz: one simply drops the $`\overline{\tau }`$-derivatives. The constraint then becomes algebraic, and the resulting ODE system can be considered to have three rather than four dependent variables.
Given that the critical solutions are regular at the past branch of $`r=0`$ and at the past sound cone of the singularity, and that they are self-similar, one would expect them to be singular at the future light cone of the singularity (because after solving the boundary value problem there is no free parameter left in the solution). The real situation is more subtle as we shall see in Section 4.5.
### 4.5 Critical phenomena and naked singularities
Choptuik’s results have an obvious bearing on the issue of cosmic censorship. (For a general review of cosmic censorship, see .) As we shall see in this section, the critical spacetime has a naked singularity. This spacetime can be approximated arbitrarily well up to fine-tuning of a generic parameter. A region of arbitrarily high curvature is seen from infinity as fine-tuning is improved. Critical collapse therefore provides a set of smooth initial data for naked singularity formation that has codimension one in phase space. It does not violate cosmic censorship if one states it as “generic(!) smooth initial data for reasonable matter do not form naked singularities”.
Nevertheless, critical collapse is an interesting test of cosmic censorship. First of all, the set of data is of codimension one, certainly in the space of spherical asymptotically flat data, and apparently also in the space of all asymptotically flat data. This means that one can fine-tune any generic parameter, whichever comes to hand, as long as it parameterizes a smooth curve in the space of initial data. Secondly, critical phenomena seem to be generic with respect to matter models, including realistic matter models with intrinsic scales. These two features together mean that, in a hypothetical experiment to create a Planck-sized black hole in the laboratory through a strong explosion, one could fine-tune any one design parameter of the bomb, without requiring control over its detailed effects on the explosion.
The metric of the critical spacetime is of the form $`e^{2\tau }`$ times a regular metric. From this general form alone, one can conclude that $`\tau =\mathrm{}`$ is a curvature singularity, where Riemann and Ricci invariants blow up like $`e^{4\tau }`$, and which is at finite proper time from regular points. The Weyl tensor with index position $`C_{}^{a}{}_{bcd}{}^{}`$ is conformally invariant, so that components with this index position remain finite as $`\tau \mathrm{}`$. In this property it resembles the initial singularity in Penrose’s Weyl tensor conjecture rather than the final singularity in generic gravitational collapse. This type of singularity is called “conformally compactifiable” or “isotropic” . Is the singularity naked, and is it timelike, null or a “point”? The answer to these questions remains confused, partly because of coordinate complications, partly because of the difficulty of investigating the singular behavior of solutions numerically.
Choptuik’s, and Evans and Coleman’s, numerical codes were limited to the region $`t<0`$, in the Schwarzschild-like coordinates (4), with the origin of $`t`$ adjusted so that the singularity is at $`t=0`$. Evans and Coleman conjectured that the singularity is shrouded in an infinite redshift based on the fact that $`\alpha `$ grows as a small power of $`r`$ at constant $`t`$. This is directly related to the fact that $`a`$ goes to a constant $`a_{\mathrm{}}>1`$ as $`r\mathrm{}`$ at constant $`t`$, as one can see from the Einstein equation (9). This in turn means simply that the critical spacetime is not asymptotically flat, but asymptotically conical at spacelike infinity, with the Hawking mass proportional to $`r`$.
Hamadé and Stewart evolved near-critical scalar field spacetimes on a double null grid, which allowed them to follow the time evolution up to close to the future light cone of the singularity. They found evidence that this light cone is not preceded by an apparent horizon, that it is not itself a (null) curvature singularity, and that there is only a finite redshift along outgoing null geodesics slightly preceding it. (All spherically symmetric critical spacetimes appear to be qualitatively alike as far as the singularity structure is concerned, so that what we say about one is likely to hold for the others.)
Hirschmann and Eardley were the first to continue a critical solution itself right up to the future light cone. They examined a CSS complex scalar field solution that they had constructed as a nonlinear ODE boundary value problem, as discussed in Section 4.4. (This particular one is not a proper critical solution, but that should not matter for the global structure.) They continued the ODE evolution in the self-similar coordinate $`x`$ through the coordinate singularity at $`t=0`$ up to the future light cone by introducing a new self-similarity coordinate $`x`$. The self-similar ansatz reduces the field equations to an ODE system. The past and future light cones are regular singular points of the system, at $`x=x_1`$ and $`x=x_2`$. At these “points” one of the two independent solutions is regular and one singular. The boundary value problem that originally defines the critical solution corresponds to completely suppressing the singular solution at $`x=x_1`$ (the past light cone). The solution can be continued through this point up to $`x=x_2`$. There it is a mixture of the regular and the singular solution.
We now state this more mathematically. The ansatz of Hirschmann and Eardley for the self-similar complex scalar field is (we slightly adapt their notation)
$$\varphi (x,\tau )=f(x)e^{i\omega \tau },a=a(x),\alpha =\alpha (x),$$
(61)
with $`\omega `$ a real constant. Near the future light cone they find that $`f`$ is approximately of the form
$$f(x)C_{\mathrm{reg}}(x)+(xx_2)^{(i\omega +1)(1+ϵ)}C_{\mathrm{sing}}(x),$$
(62)
with $`C_{\mathrm{reg}}(x)`$ and $`C_{\mathrm{sing}(\mathrm{x})}`$ regular at $`x=x_2`$, and $`ϵ`$ a small positive constant. The singular part of the scalar field oscillates an infinite number of times as $`xx_2`$, but with decaying amplitude. This means that the scalar field $`\varphi `$ is just differentiable, and that therefore the stress tensor is just continuous. It is crucial that spacetime is not flat, or else $`ϵ`$ would vanish. For this in turn it is crucial that the regular part $`C_{\mathrm{reg}}`$ of the solution does not vanish, as one sees from the field equations.
The only other case in which the critical solution has been continued up to the future light cone is Choptuik’s real scalar field solution . Let $`X_+`$ and $`X_{}`$ be the ingoing and outgoing wave degrees of freedom respectively defined in (55). At the future light cone $`x=x_2`$ the solution has the form
$`X_{}(x,\tau )`$ $``$ $`f_{}(x,\tau ),`$ (63)
$`X_+(x,\tau )`$ $``$ $`f_+(x,\tau )+(xx_2)^ϵf_{\mathrm{sing}}(x,\tau C\mathrm{ln}x),`$ (64)
where $`C`$ is a positive real constant, $`f_{}`$, $`f_+`$ and $`f_{\mathrm{sing}}`$ are regular real functions with period $`\mathrm{\Delta }`$ in their second argument, and $`ϵ`$ is a small positive real constant. (We have again simplified the original notation.) Again, the singular part of the solution oscillates an infinite number of times but with decaying amplitude. Gundlach concludes that the scalar field, the metric coefficients, all their first derivatives, and the Riemann tensor exist, but that is as far as differentiability goes. (Not all second derivatives of the metric exist, but enough to construct the Riemann tensor.) If either of the regular parts $`f_{}`$ or $`f_+`$ vanished, spacetime would be flat, $`ϵ`$ would vanish, and the scalar field itself would be singular. In this sense, gravity regularizes the self-similar matter field ansatz. In the critical solution, it does this perfectly at the past lightcone, but only partly at the future lightcone. Perhaps significantly, spacetime is almost flat at the future horizon in both the examples, in the sense that the Hawking mass divided by $`r`$ is a very small number. In the spacetime of Hirschmann and Eardley it appears to be as small as $`10^6`$, but not zero according to numerical work by Horne .
In summary, the future light cone (or Cauchy horizon) of these two critical spacetimes is not a curvature singularity, but it is singular in the sense that differentiability is lower than elsewhere in the solution. Locally, one can continue the solution through the future light cone to an almost flat spacetime (the solution is of course not unique). It is not clear, however, if such a continuation can have a regular center $`r=0`$ (for $`t>0`$), although this seems to have been assumed in . A priori, one should expect a conical singularity, with a (small) defect angle at $`r=0`$.
The results just discussed were hampered by the fact that they are investigations of singular spacetimes that are only known in numerical form, with a limited precision. As an exact toy model we consider an exact spherically symmetric, CSS solution for massless real scalar field that was apparently first discovered by Roberts and then re-discovered in the context of critical collapse by Brady and Oshiro et al. . We use the notation of Oshiro et al. The solution can be given in double null coordinates as
$`ds^2`$ $`=`$ $`dudv+r^2(u,v)d\mathrm{\Omega }^2,`$ (65)
$`r^2(u,v)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left[(1p^2)v^22vu+u^2\right],`$ (66)
$`\varphi (u,v)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{(1p)vu}{(1+p)vu}},`$ (67)
with $`p`$ a constant parameter. (Units $`G=c=1`$.) Two important curvature indicators, the Ricci scalar and the Hawking mass, are
$$R=\frac{p^2uv}{2r^4},M=\frac{p^2uv}{8r}.$$
(68)
The center $`r=0`$ has two branches, $`u=(1+p)v`$ in the past of $`u=v=0`$, and $`u=(1p)v`$ in the future. For $`0<p<1`$ these are timelike curvature singularities. The singularities have negative mass, and the Hawking mass is negative in the past and future light cones. One can cut these regions out and replace them by Minkowski space, not smoothly of course, but without creating a $`\delta `$-function in the stress-energy tensor. The resulting spacetime resembles the critical spacetimes arising in gravitational collapse in some respects: it is self-similar, has a regular center $`r=0`$ at the past of the curvature singularity $`u=v=0`$ and is continuous at the past light cone. It is also continuous at the future light cone, and the future branch of $`r=0`$ is again regular.
It is interesting to compare this with the genuine critical solutions that arise as attractors in critical collapse. They are as regular as the Roberts solution (analytic) at the past $`r=0`$, more regular (analytic versus continuous) at the past light cone, as regular (continuous) at the future light cone and, it is to be feared, less regular at the future branch of $`r=0`$: In contrary to previous claims there may be no continuation through the future sound or light cone that does not have a conical singularity at the future branch of $`r=0`$. The global structure still needs to be clarified for all known critical solutions.
In summary, the critical spacetimes that arise asymptotically in the fine-tuning of gravitational collapse to the black-hole threshold have a curvature singularity that is visible at infinity with a finite redshift. The Cauchy horizon of the singularity is mildly singular (low differentiability), but the curvature is finite there. It is unclear at present if the singularity is timelike or if there exists a continuation beyond the Cauchy horizon with a regular center, so that the singularity is limited, loosely speaking, to a point. Further work should be able to clarify this. In any case, the singularity is naked and the critical solutions therefore provide counter-examples to any formulation of cosmic censorship which states only that naked singularities cannot arise from smooth initial data in reasonable matter models. The statement must be that there is no open ball of smooth initial for naked singularities.
Recent analytic work by Christodoulou on the spherical scalar field is not directly relevant to the smooth (analytic or $`C^{\mathrm{}}`$) initial data discussed here. Christodoulou considers a larger space of initial data that are not $`C^1`$. He shows that for any data set $`f_0`$ in this class that forms a naked singularity there are data $`f_1`$ and $`f_2`$ such that the data sets $`f_0+c_1f_1+c_2f_2`$ do not contain a naked singularity, for any $`c_1`$ and $`c_2`$ except zero. Here $`f_1`$ is data of bounded variation, and $`f_2`$ is absolutely continuous data. Therefore, the set of naked singularity data is at least codimension two in the space of data of bounded variation, and of codimension at least one in the space of absolutely continuous data. The semi-numerical result of Gundlach claims that it is codimension exactly one in the set of smooth data. The result of Christodoulou holds for any $`f_0`$, including initial data for the Choptuik solution. The apparent contradiction is resolved if one notes that the $`f_1`$ and $`f_2`$ of Christodoulou are not smooth in (at least) one point, namely where the initial data surface is intersected by the past light cone of the singularity in $`f_0`$. (Roughly speaking, $`f_1`$ and $`f_2`$ start throwing scalar field matter into the naked singularity at the exact moment it is born, and therefore depend on $`f_0`$.) The data $`f_0+c_1f_1+c_2f_2`$ are therefore not smooth.
### 4.6 Beyond spherical symmetry
Every aspect of the basic scenario: CSS and DSS, universality and scaling applies directly to a critical solution that is not spherically symmetric, but all the models we have described are spherically symmetric. There are only two exceptions to date: a numerical investigation of critical collapse in axisymmetric pure gravity , and studies of the nonspherical perturbations the spherically symmetric perfect fluid and scalar field critical solutions. They correspond to two related questions: Are the critical phenomena in the known spherically symmetric examples destroyed already by small deviations from spherical symmetry? And: are there critical phenomena in gravitational collapse far from spherical symmetry?
#### 4.6.1 Axisymmetric gravitational waves
The paper of Abrahams and Evans was the first paper on critical collapse to be published after Choptuik’s PRL, but it remains the only one to investigate a non-spherically symmetric situation, and therefore also the only one to investigate critical phenomena in the collapse of gravitational waves in vacuum. Because of its importance, we summarize its contents here with some technical detail.
The physical situation under consideration is axisymmetric vacuum gravity. The numerical scheme uses a 3+1 split of the spacetime. The ansatz for the spacetime metric is
$$ds^2=\alpha ^2dt^2+\varphi ^4\left[e^{2\eta /3}(dr+\beta ^rdt)^2+r^2e^{2\eta /3}(d\theta +\beta ^\theta dt)^2+e^{4\eta /3}r^2\mathrm{sin}^2\theta d\phi ^2\right],$$
(69)
parameterized by the lapse $`\alpha `$, shift components $`\beta ^r`$ and $`\beta ^\theta `$, and two independent coefficients $`\varphi `$ and $`\eta `$ in the 3-metric. All are functions of $`r`$, $`t`$ and $`\theta `$. The fact that $`dr^2`$ and $`r^2d\theta ^2`$ are multiplied by the same coefficient is called quasi-isotropic spatial gauge. The variables for a first-order-in-time version of the Einstein equations are completed by the three independent components of the extrinsic curvature, $`K_\theta ^r`$, $`K_r^r`$, and $`K_\phi ^\phi `$. The ansatz limits gravitational waves to one “polarisation” out of two, so that there are as many physical degrees of freedom as in a single wave equation. In order to obtain initial data obeying the constraints, $`\eta `$ and $`K_\theta ^r`$ are given as free data, while the remaining components of the initial data, namely $`\varphi `$, $`K_r^r`$, and $`K_\phi ^\phi `$, are determined by solving the Hamiltonian constraint and the two independent components of the momentum constraint respectively. There are five initial data variables, and three gauge variables. Four of the five initial data variables, namely $`\eta `$, $`K_\theta ^r`$, $`K_r^r`$, and $`K_\phi ^\phi `$, are updated from one time step to the next via evolution equations. As many variables as possible, namely $`\varphi `$ and the three gauge variables $`\alpha `$, $`\beta ^r`$ and $`\beta ^\theta `$, are obtained at each new time step by solving elliptic equations. These elliptic equations are the Hamiltonian constraint for $`\varphi `$, the gauge condition of maximal slicing ($`K_{i}^{}{}_{}{}^{i}=0`$) for $`\alpha `$, and the gauge conditions $`g_{\theta \theta }=r^2g_{rr}`$ and $`g_{r\theta }=0`$ for $`\beta ^r`$ and $`\beta ^\theta `$ (quasi-isotropic gauge).
For definiteness, the two free functions, $`\eta `$ and $`K_\theta ^r`$, in the initial data were chosen to have the same functional form they would have in a linearized gravitational wave with pure $`(l=2,m=0)`$ angular dependence. Of course, depending on the overall amplitude of $`\eta `$ and $`K_\theta ^r`$, the other functions in the initial data will deviate more or less from their linearized values, as the non-linear initial value problem is solved exactly. In axisymmetry, only one of the two degrees of freedom of gravitational waves exists. In order to keep their numerical grid as small as possible, Abrahams and Evans chose the pseudo-linear waves to be purely ingoing. (In nonlinear general relativity, no exact notion of ingoing and outgoing waves exists, but this ansatz means that the wave is initially ingoing in the low-amplitude limit.) This ansatz (pseudo-linear, ingoing, $`l=2`$), reduced the freedom in the initial data to one free function of advanced time, $`I^{(2)}(v)`$. (In the linear limit, everything would then remain a function of advanced time forever.) A suitably peaked function was chosen.
Limited numerical resolution (numerical grids are now two-dimensional, not one-dimensional as in spherical symmetry) allowed Abrahams and Evans to find black holes with masses only down to $`0.2`$ of the ADM mass. Even this far from criticality, they found power-law scaling of the black hole mass, with a critical exponent $`\gamma 0.36`$. Determining the black hole mass is not trivial, and was done from the apparent horizon surface area, and the frequencies of the lowest quasi-normal modes of the black hole. There was tentative evidence for scale echoing in the time evolution, with $`\mathrm{\Delta }0.6`$, with about three echos seen. This corresponds to a scale range of about one order of magnitude. By a lucky coincidence, $`\mathrm{\Delta }`$ is much smaller than in all other examples, so that several echos could be seen without adaptive mesh refinement. The paper states that the function $`\eta `$ has the echoing property $`\eta (e^\mathrm{\Delta }r,e^\mathrm{\Delta }t)=\eta (r,t)`$. If the spacetime is DSS in the sense defined above, the same echoing property is expected to hold also for $`\alpha `$, $`\varphi `$, $`\beta ^r`$ and $`r^1\beta ^\theta `$, as one sees by applying the coordinate transformation (13) to (69).
In a subsequent paper , universality of the critical solution, echoing period and critical exponent was demonstrated through the evolution of a second family of initial data, one in which $`\eta =0`$ at the initial time. In this family, black hole masses down to $`0.06`$ of the ADM mass were achieved. Further work on critical collapse far away from spherical symmetry would be desirable, but appears to be held up by numerical difficulty.
#### 4.6.2 Perturbing around spherical symmetry
A different, and technically simpler, approach is to take a known critical solution in spherical symmetry, and perturb it using nonspherical perturbations. Addressing this perturbative question, Gundlach has studied the generic non-spherical perturbations around the critical solution found by Evans and Coleman for the $`p=\frac{1}{3}\rho `$ perfect fluid in spherical symmetry. There is exactly one spherical perturbation mode that grows towards the singularity (confirming the previous results ). There are no growing nonspherical modes at all. A corresponding result was established for non-spherical perturbations of the Choptuik solution for the massless scalar field .
The main significance of this result, even though it is only perturbative, is to establish one critical solution that really has only one unstable perturbation mode within the full phase space. As the critical solution itself has a naked singularity (see Section 4.5), this means that there is, for this matter model, a set of initial data of codimension one in the full phase space of general relativity that forms a naked singularity. This result also confirms the role of critical collapse as the most “natural”way of creating a naked singularity.
### 4.7 Black hole charge and angular momentum
Given the scaling power law for the black hole mass in critical collapse, one would like to know what happens if one takes a generic one-parameter family of initial data with both electric charge and angular momentum (for suitable matter), and fine-tunes the parameter $`p`$ to the black hole threshold. Does the mass still show power-law scaling? What happens to the dimensionless ratios $`L/M^2`$ and $`Q/M`$, with $`L`$ the black hole angular momentum and $`Q`$ its electric charge? Tentative answers to both questions have been given using perturbations around spherically symmetric uncharged collapse.
#### 4.7.1 Charge
Gundlach and Martín-García have studied scalar massless electrodynamics in spherical symmetry. Clearly, the real scalar field critical solution of Choptuik is a solution of this system too. Less obviously, it remains a critical solution within massless (and in fact, massive) scalar electrodynamics in the sense that it still has only one growing perturbation mode within the enlarged solution space. Some of its perturbations carry electric charge, but as they are all decaying, electric charge is a subdominant effect. The charge of the black hole in the critical limit is dominated by the most slowly decaying of the charged modes. From this analysis, a universal power-law scaling of the black hole charge
$$Q(pp_{})^\delta $$
(70)
was predicted. The predicted value $`\delta 0.88`$ of the critical exponent (in scalar electrodynamics) was subsequently verified in collapse simulations by Hod and Piran . (The mass scales with $`\gamma 0.37`$ as for the uncharged scalar field.) General considerations using dimensional analysis led Gundlach and Martín-García to the general prediction that the two critical exponents are always related, for any matter model, by the inequality
$$\delta 2\gamma .$$
(71)
This has not yet been verified in any other matter model.
#### 4.7.2 Angular momentum
Gundlach’s results on non-spherically symmetric perturbations around spherical critical collapse of a perfect fluid allow for initial data, and therefore black holes, with infinitesimal angular momentum. All nonspherical perturbations decrease towards the singularity. The situation is therefore similar to scalar electrodynamics versus the real scalar field. The critical solution of the more special model (here, the strictly spherically symmetric fluid) is still a critical solution within the more general model (a slightly nonspherical and slowly rotating fluid). In particular, axial perturbations (also called odd-parity perturbations) with angular dependence $`l=1`$ (i.e. dipole) will determine the angular momentum of the black hole produced in slightly supercritical collapse. Using a perturbation analysis similar to that of Gundlach and Martín-García , Gundlach (see correction in ) has derived the angular momentum scaling law
$$L(pp_{})^\mu $$
(72)
For the range $`0.123<k<0.446`$ of equations of state, the angular momentum exponent $`\mu `$ is related to the mass exponent $`\gamma `$ by
$$\mu (k)=\frac{5(1+3k)}{3(1+k)}\gamma (k).$$
(73)
In particular for the value $`k=1/3`$, $`\mu =(5/2)\gamma 0.898`$. An angular momentum exponent $`\mu 0.76`$ was derived for the massless scalar field in using second-order perturbation theory. Both results have not yet been tested against numerical collapse simulations.
## 5 Aspects of current research
Like the previous section, this one contains extensions of the basic ideas, but here we group together topics that are still under active investigation.
### 5.1 Phase diagrams
In analogy with critical phenomena in statistical mechanics, let us call a graph of the black hole threshold in the phase space of some self-gravitating system a phase diagram. The full phase space is infinite-dimensional, but one can plot a two-dimensional submanifold. In such a plot the black hole threshold is generically a line, analogous to the fluid/gas dividing line in the pressure/temperature plane.
Interesting phenomena can be expected in systems that admit more complicated phase diagrams. The massive complex scalar field for example, admits stable stars as well as black holes and flat space as possible end states. There are three phase boundaries, and these should intersect somewhere. A generic two-parameter family of initial data is expected to intersect each boundary in a line, and the three lines should meet at a triple point.
Similarly, many systems admit both type I and type II phase transitions, for example the massive real scalar field, and the $`SU(2)`$ Yang-Mills field in spherical symmetry. In a two-dimensional family of initial data, these should again generically show up as lines, and generically these lines should intersect. Is the black hole mass at the intersection finite or zero? Is there a third line that begins where the type I and type II lines meet?
Choptuik, Hirschmann and Marsa have investigated this for a specific two-parameter family of initial data for the spherical $`SU(2)`$ Yang-Mills field, using a numerical evolution code that can follow the time evolutions for long after a black hole has formed. As known previously, the type I phase transition is mediated by the static Bartnik-McKinnon solution, which has one growing perturbation mode. The type II transition is mediated by a DSS solution with one growing mode. There is a third type of phase transition along a third line which meets the intersection of the type I and type II lines. On both sides of this “type III” phase transition the final state is a Schwarzschild black hole with zero Yang-Mills field strength, but the final state is distinguished by the value of the Yang-Mills gauge potential at infinity. (The system has two distinct vacuum states.) The critical solution is an unstable black hole with Yang-Mills hair, which collapses to a hairless Schwarzschild black hole with either vacuum state of the Yang-Mills field, depending on the sign of its one growing perturbation mode. The critical solution is not unique, but is a member of a 1-parameter family of hairy black holes parameterized by their mass. At the triple point the family ends in a zero mass black hole.
### 5.2 The renormalisation group as a time evolution
It has been pointed out by Argyres , Koike, Hara and Adachi and others that the time evolution near the critical solution can be considered as a renormalisation group flow on the space of initial data. The calculation of the critical exponent in section 3.3 is in fact mathematically identical to that of the critical exponent governing the correlation length near the critical point in statistical mechanics , if one identifies the time evolution in the time coordinate $`\tau `$ and spatial coordinate $`x`$ with the renormalisation group flow. But those coordinates were defined only on self-similar spacetimes plus linear perturbations. In order to obtain a full renormalisation group, one has to generalize them to arbitrary spacetimes, or, in other words, find a general prescription for the lapse and shift as functions of arbitrary Cauchy data.
For simple parabolic or hyperbolic differential equations, a discrete renormalisation (semi)group acting on their solutions has been defined in the following way . Evolve initial data over a certain finite time interval, then rescale the final data in a certain way. Solutions which are fixed points under this transformation are scale-invariant, and may be attractors. One nice distinctive feature of GR as opposed to these simple models is that one can use a shift freedom in GR (one that points inward towards an accumulation point) to incorporate the rescaling into the time evolution, and the lapse freedom to make each rescaling by a constant factor an evolution through a constant time ($`\tau `$, in our notation) interval.
The crucial distinctive feature of general relativity, however, is that a solution does not correspond to a unique trajectory in the space of initial data. This is because a spacetime can be sliced in different ways, and on each slice one can have different coordinate systems. Infinitesimally, this slicing and coordinate freedom is parameterized by the lapse and shift. In a relaxed notation, one can write the ADM equations as $`(\dot{g},\dot{K})=\mathrm{functional}(\mathrm{g},\mathrm{K},\alpha ,\beta )`$, where $`g`$ is the 3-metric, $`K`$ the extrinsic curvature, $`\alpha `$ the lapse and $`\beta `$ the shift. The lapse and shift can be set freely, independently of the initial data. Of course they influence only the coordinates on the spacetime, not the spacetime itself, but the ADM equations are not yet a dynamical system. If we specify a prescription $`(\alpha ,\beta )=\mathrm{functional}(\mathrm{g},\mathrm{K})`$, then substituting it into the ADM equations, we obtain $`(\dot{g},\dot{K})=\mathrm{functional}(\mathrm{g},\mathrm{K})`$, which is an (infinite-dimensional) dynamical system. We are then faced with the general question: Given initial data in general relativity, is there a prescription for the lapse and shift, such that, if these are in fact data for a self-similar solution, the resulting time evolution actively drives the metric to the special form (29) that explicitly displays the self-similarity?
An algebraic prescription for the lapse suggested by Garfinkle did not work, but maximal slicing with zero shift does work if combined with a manual rescaling of space. Garfinkle and Gundlach have suggested several combinations of lapse and shift conditions that not only leave CSS spacetimes invariant, but also turn the Choptuik DSS spacetime into a limit cycle. The combination of maximal slicing with minimal strain shift has the nice property that it also turns static spacetimes into fixed points (and probably periodic spacetimes into limit cycles). Maximal slicing requires the first slice to be maximal ($`K_{a}^{}{}_{}{}^{a}=0`$), but other prescriptions allow for an arbitrary initial slice with arbitrary spatial coordinates. All these coordinate conditions are elliptic equations that require boundary conditions, and will turn CSS spacetimes into fixed points only for correct boundary conditions. Roughly speaking, these boundary conditions require a guess of how far the slice is from the accumulation point $`t=t_{}`$, and answers to this problem only exist in spherical symmetry.
### 5.3 Analytic approaches
A number of authors have attempted to explain critical collapse with the help of analytic solutions. The one-parameter family of exact self-similar real massless scalar field solutions first discovered by Roberts has already been presented in section 4.5. It has been discussed in the context of critical collapse in , and later . The original, analytic, Roberts solution is cut and pasted to obtain a new solution which has a regular center $`r=0`$ and which is asymptotically flat. Solutions from this family \[see Eqns. (65-67)\] with $`p>1`$ can be considered as black holes, and to leading order around the critical value $`p=1`$, their mass is $`M(pp_{})^{1/2}`$. The pitfall in this approach is that only perturbations within the self-similar family are considered, so the formal critical exponent applies only to this one, very special, family of initial data. But the $`p=1`$ solution has many growing perturbations which are spherically symmetric (but not self-similar), and is therefore not a critical solution in the sense of being an attractor of codimension one. This was already clear because it did not appear in collapse simulations at the black hole threshold, but Frolov has calculated the perturbation spectrum analytically . The eigenvalues of spherically symmetric perturbations fill a sector of the complex plane, with $`Re\lambda 1`$ . All nonspherical perturbations decay. Other supposed critical exponents that have been derived analytically are usually valid only for a single, very special family of initial data also.
Other authors have employed analytic approximations to the actual Choptuik solution. Pullin has suggested describing critical collapse approximately as a perturbation of the Schwarzschild spacetime. Price and Pullin have approximated the Choptuik solution by two flat space solutions of the scalar wave equation that are matched at a “transition edge” at constant self-similarity coordinate $`x`$. The nonlinearity of the gravitational field comes in through the matching procedure, and its details are claimed to provide an estimate of the echoing period $`\mathrm{\Delta }`$. While the insights of this paper are qualitative, some of its ideas reappear in the construction of the Choptuik solution as a 1+1 dimensional boundary value problem. Frolov has suggested approximating the Choptuik solution as the Roberts solution plus its most rapidly growing (spherical) perturbation mode, pointing out that it oscillates in $`\tau `$ with a period $`4.44`$, but ignoring the fact that also grows exponentially. This is probably a misguided approach.
In summary, purely analytic approaches have so far remained unsuccessful in explaining critical collapse.
### 5.4 Astrophysical black holes
Any real world application of critical phenomena would require that critical phenomena are not an artifact of the simple matter models that have been studied so far, and that they are not an artifact of spherical symmetry. At present this seems a reasonable hypothesis.
Critical collapse still requires a kind of fine-tuning of initial data that does not seem to arise naturally in the astrophysical world. Niemeyer and Jedamzik have suggested a scenario that gives rise to such fine-tuning. In the early universe, quantum fluctuations of the metric and matter can be important, for example providing the seeds of galaxy formation. If they are large enough, these fluctuations may even collapse immediately, giving rise to what is called primordial black holes. Large quantum fluctuations are exponentially more unlikely than small ones, $`P(\delta )\mathrm{exp}\delta ^2`$, where $`\delta `$ is the density contrast of the fluctuation. One would therefore expect the spectrum of primordial black holes to be sharply peaked at the minimal $`\delta `$ that leads to black hole formation. That is the required fine-tuning. In the presence of fine-tuning, the black hole mass is much smaller than the initial mass of the collapsing object, here the density fluctuation. In consequence, the peak of the primordial black hole spectrum might be expected to be at exponentially smaller values of the black hole mass than expected naively. See also .
The primordial black holes work assumes that the critical phenomena will be of type II. If one could fine-tune the gravitational collapse of stars made of realistic matter (i.e. not scalar fields) it seems likely that type I critical phenomena could be observed, i.e. there would be a universal mass gap. Critical collapse is not likely to be relevant in the real universe (at least at present) as there is no mechanism for fine-tuning of initial data.
### 5.5 Critical collapse in semiclassical gravity
As we have seen in the last section, critical phenomena may provide a natural route from everyday scale down to much smaller scales, perhaps down to the Planck scale. Various authors have investigated the relationship of Choptuik’s critical phenomena to quantum black holes. It is widely believed that black holes should emit thermal quantum radiation, from considerations of quantum field theory on a fixed Schwarzschild background on the one hand, and from the purely classical three laws of black hole mechanics on the other (see for a review). But there is no complete model of the back-reaction of the radiation on the black hole, which should be shrinking. In particular, it is unknown what happens at the endpoint of evaporation, when full quantum gravity should become important. It is debated in particular if the information that has fallen into the black hole is eventually recovered in the evaporation process or lost.
To study these issues, various 2-dimensional toy models of gravity coupled to scalar field matter have been suggested which are more or less directly linked to a spherically symmetric 4-dimensional situation (see for a review). In two space-time dimensions, the quantum expectation value of the matter stress tensor can be determined from the trace anomaly alone, together with the reasonable requirement that the quantum stress tensor is conserved. Furthermore, quantizing the matter scalar field(s) $`f`$ but leaving the metric classical can be formally justified in the limit of many such matter fields. The two-dimensional gravity used is not the two-dimensional version of Einstein gravity but of a scalar-tensor theory of gravity. $`e^\varphi `$, where $`\varphi `$ is called the dilaton, in the 2-dimensional toy model plays essentially the role of $`r`$ in 4 spacetime dimensions. There seems to be no preferred 2-dimensional toy model, with arbitrariness both in the quantum stress tensor and in the choice of the classical part of the model. In order to obtain a resemblance of spherical symmetry, a reflecting boundary condition is imposed at a timelike curve in the 2-dimensional spacetime. This plays the role of the curve $`r=0`$ in a 2-dimensional reduction of the spherically symmetric 4-dimensional theory.
How does one expect a model of semiclassical gravity to behave when the initial data are fine-tuned to the black hole threshold? First of all, until the fine-tuning is taken so far that curvatures on the Planck scale are reached during the time evolution, universality and scaling should persist, simply because the theory must approximate classical general relativity. Approaching the Planck scale from above, one would expect to be able to write down a critical solution that is the classical critical solution asymptotically at large scales, as an expansion in inverse powers of the Planck length. This ansatz would recursively solve a semiclassical field equation, where powers of $`e^\tau `$ (in coordinates $`x`$ and $`\tau `$) signal the appearances of quantum terms. Note that this is exactly the ansatz (49), but with the opposite sign in the exponent, so that the higher order terms now become negligible as $`\tau \mathrm{}`$, that is away from the singularity on large scales. On the Planck scale itself, this ansatz would not converge, and self-similarity would break down.
Addressing the question from the side of classical general relativity, Chiba and Siino write down a 2-dimensional toy model, and add a quantum stress tensor that is determined by the trace anomaly and stress-energy conservation. They note that the quantum stress tensor diverges at $`r=0`$. Ayal and Piran make an ad-hoc modification to these semiclassical equations. They modify the quantum stress tensor by a function which interpolates between 1 at large $`r`$, and $`r^2/L_p^2`$ at small $`r`$. They justify this modification by pointing out that the resulting violation of energy conservation takes place only at the Planck scale. It takes place, however, not only where the solution varies dynamically on the Planck scale, but at all times in a Planck-sized world tube around the center $`r=0`$, even before the solution itself reaches the Planck scale dynamically. This introduces a non-geometric, background structure, effect at the world-line $`r=0`$. With this modification, Ayal and Piran obtain results in agreement with our expectations set out above. For far supercritical initial data, black formation and subsequent evaporation are observed. With fine-tuning, as long as the solution stays away from the Planck scale, critical solution phenomena including the Choptuik universal solution and critical exponent are observed. (The exponent is measured as $`0.409`$, indicating a limited accuracy of the numerical method.) In an intermediate regime, the quantum effects increase the critical value of the parameters $`p`$. This is interpreted as the initial data partly evaporating while they are trying to form a black hole.
Researchers coming from the quantum field theory side seem to favor a model (the RST model) in which ad hoc “counter terms” have been added to make it soluble. The matter is a conformally rather than minimally coupled scalar field. The field equations are trivial up to an ODE for a timelike curve on which reflecting boundary conditions are imposed. The world line of this “moving mirror” is not clearly related to $`r`$ in a 4-dimensional spherically symmetric model, but seems to correspond to a finite $`r`$ rather than $`r=0`$. This may explain why the problem of a diverging quantum stress tensor is not encountered. Strominger and Thorlacius find a critical exponent of $`1/2`$, but their 2-dimensional situation differs from the 4-dimensional one in many aspects. Classically (without quantum terms) any ingoing matter pulse, however weak, forms a black hole. With the quantum terms, matter must be thrown in sufficiently rapidly to counteract evaporation in order to form a black hole. The initial data to be fine-tuned are replaced by the infalling energy flux. There is a threshold value of the energy flux for black hole formation, which is known in closed form. (Recall this is a soluble system.) The mass of the black hole is defined as the total energy it absorbs during its lifetime. This black hole mass is given by
$$M\left(\frac{\delta }{\alpha }\right)^{\frac{1}{2}}$$
(74)
where $`\delta `$ is the difference between the peak value of the flux and the threshold value, and $`\alpha `$ is the quadratic order coefficient in a Taylor expansion in advanced time of the flux around its peak. There is universality with respect to different shapes of the infalling flux in the sense that only the zeroth and second order Taylor coefficients matter.
Peleg, Bose and Parker study the so-called CGHS 2-dimensional model. This (non-soluble) model does allow for a study of critical phenomena with quantum effects turned off. Again, numerical work is limited to integrating an ODE for the mirror world line. Numerically, the authors find black hole mass scaling with a critical exponent of $`\gamma 0.53`$. They find the critical solution and the critical solution to be universal with respect to families of initial data. Turning on quantum effects, the scaling persists to a point, but the curve of $`\mathrm{ln}M`$ versus $`\mathrm{ln}(pp_{})`$ then turns smoothly over to a horizontal line. Surprisingly, the value of the mass gap is not universal but depends on the family of initial data. While this is the most “satisfactory” result among those discussed here from the classical point of view, one should keep in mind that all these results are based on mere toy models of quantum gravity.
Rather than using a consistent model of semiclassical gravity, Brady and Ottewill calculate the quantum stress-energy tensor of a conformally coupled scalar field on the fixed background of the perfect fluid CSS critical solution and treat it as an additional perturbation, on top of the perturbations of the fluid-GR system itself. In doing this, they neglect the coupling between fluid and quantum scalar perturbations through the metric perturbations. From dimensional analysis, the quantum perturbation has a Lyapunov exponent $`\lambda =2`$. If this is larger than the positive Lyapunov exponent $`\lambda _0`$, it will become the dominant perturbation for sufficiently good fine-tuning, and therefore sufficiently good fine-tuning will reveal a mass gap. For a spherical perfect fluid with equation of state $`p=k\rho `$, one finds that $`\lambda _0>2`$ for $`k>0.53`$, and vice versa. If $`\lambda _0>2`$, the semiclassical approximation breaks down for sufficiently good fine-tuning, and this calculation remains inconclusive.
## 6 Conclusions
We conclude with separate summings-up of what is known today and what still needs to be investigated and understood.
### 6.1 Summary
When one fine-tunes a smooth one-parameter family of smooth, asymptotically flat initial data to get close enough to the black hole threshold, the details of the initial data are completely forgotten in a small spacetime region where the curvature is high, and all near-critical time evolutions converge to one universal solution there. (This region is limited both in space and time, and at late times the final state is either a black hole or empty space.) At the black hole threshold, there either is a universal minimum black hole mass (type I transition), or black hole formation starts at infinitesimal mass (type II transition). In a type I transition, the universal critical solution is time-independent, or periodic in time, and the closer the initial data are to the black hole threshold, the longer it persists. In a type II transition, the universal critical solution is scale-invariant or scale-periodic, and the closer the initial data are to the black hole threshold, the smaller the black hole mass, by the famous formula (1).
Both types of behavior arise because there is a solution which is an intermediate attractor, or attractor of codimension one. Its basin of attraction is the black hole threshold itself, a hypersurface of codimension one that bisects phase space. Any time evolution that begins with initial data near the black hole threshold (but not necessarily close to the critical solution) first approaches the critical solution, then moves away from it along its one growing perturbation mode. At late times, the solution only remembers on which side of the black hole threshold the initial data were, and how far away from the threshold.
Our understanding of critical phenomena rests on this dynamical systems picture, but crucial details of the picture have not yet been defined rigorously. Nevertheless, it suggests semi-analytic perturbative calculations that have been successful in predicting the scaling of black hole mass and charge in critical collapse to high precision.
The importance of type II behavior lies in providing a natural route from large (the initial data) to arbitrarily small (the final black hole) scales, with possible applications to astrophysics and quantum gravity. Fine-tuning any one generic parameter in the initial data to the black hole threshold, for a number of matter models, without assuming any other symmetries, will do the trick.
Type II critical behavior also clarifies what version of cosmic censorship one can hope to prove. At least in some matter models (scalar field, perfect fluid), fine-tuning any smooth one-parameter family of smooth, asymptotically flat initial data, without any symmetries, gives rise to a naked singularity. In this sense the set of initial data that form a naked singularity is codimension one in the full phase space of smooth asymptotically flat initial data for well-behaved matter. Any statement of cosmic censorship in the future can only exclude naked singularities arising from generic initial data.
Finally, critical phenomena are arguably the outstanding contribution of numerical relativity to knowledge in GR to date, and they continue to act as a motivation and a source of testbeds for numerical relativity.
### 6.2 Outlook
Clearly, more numerical work will be useful to further establish the generality of critical phenomena in gravitational collapse, or to find a counter-example instead. In particular, future research should include highly non-spherical situations, initial data with large angular momentum and/or electric charge, and matter models with a large number of internal degrees of freedom (for example, collisionless matter instead of a perfect fluid). Both going beyond spherical symmetry and including collisionless matter pose formidable numerical challenges.
The fundamental theoretical challenge is to explain why so many matter models admit a critical solution, that is, an attractor of codimension one at the black hole threshold. If the existence of a critical solution is really a generic feature, then there should be at least an intuitive argument, and perhaps a mathematical proof, for this important fact. On the other hand, the spherical Einstein-Vlasov system may already be providing a counter-example. A more thorough mathematical and numerical investigation of this system is therefore particularly urgent.
The critical spacetimes and their perturbations are well known only in the past light cone of the singularity. The Cauchy horizon and the naked singularity itself, as well as the possible continuations beyond the Cauchy horizon, of the critical spacetimes have not yet been investigated thoroughly. It is unknown if all possible continuations have a timelike naked singularity, and in what manner this singularity is avoided when one perturbs away from the black hole threshold.
An important mathematical challenge is to make the intuitive dynamical systems picture of critical collapse more rigorous, by providing a distance measure on the phase space, and a prescription for a flow on the phase space (equivalent to a prescription for the lapse and shift). The latter problem is intimately related to the problem of finding good coordinate systems for the binary black hole problem.
On the phenomenological side, it is likely that the scope of critical collapse will be expanded to take into account new phenomena, such as multicritical solutions (with several growing perturbation modes), or critical solutions that are neither static, periodic, CSS or DSS. More complicated phase diagrams than the simple black hole-dispersion transition are already being examined, and the intersections of phase boundaries are of particular interest.
### 6.3 Thanks
A large number of people have contributed indirectly to this paper, but I would particularly like to thank Pat Brady, Matt Choptuik, David Garfinkle, José M. Martín-García, Alan Rendall and (last but not least) Bob Wald for stimulating discussions on many aspects of critical collapse. |
warning/0001/hep-ph0001281.html | ar5iv | text | # Effective Field Theory and 𝜒pt
## 1 Introduction
We have gathered to celebrate the fact that Bates has been delivering beam successfully for twenty five years and to review some of the things which have been learned and which are still to be studied. One thing that has changed theoretically during this period is that we now have a new paradigm for analysis of low energy processes such as studied at Bates. I was a student in the 1960’s and at that time our goal was to attempt to find a renormalizable field theory which describes all particle interactions with the same sort of success as quantum electrodynamics (QED). In 1967 we went part of the way with development of the Weinberg-Salam theory, which incorporated the weak interaction as a sibling to the electromagnetic. Because the interaction was weak it could be treated via the same perturbative techniques as could its electromagnetic kin and what has resulted is an extremely successful description of all weak and electromagnetic processes.
For the strong interactions a renormalizable picture has also been developed—quantum chromodynamics or QCD. The theory is, of course, deceptively simple on the surface. Indeed the form of the Lagrangian<sup>1</sup><sup>1</sup>1Here the covariant derivative is
$$iD_\mu =i_\mu gA_\mu ^a\frac{\lambda ^a}{2},$$
(1) where $`\lambda ^a`$ (with $`a=1,\mathrm{},8`$) are the SU(3) Gell-Mann matrices, operating in color space, and the color-field tensor is defined by
$$G_{\mu \nu }=_\mu A_\nu _\nu A_\mu g[A_\mu ,A_\nu ],$$
(2)
$$_{\text{QCD}}=\overline{q}(i\overline{)}Dm)q\frac{1}{2}\mathrm{tr}G_{\mu \nu }G^{\mu \nu }.$$
(3)
is elegant, and the theory is renormalizable. So why are we not satisfied? While at the very largest energies, asymptotic freedom allows the use of perturbative techniques, for those who are interested in making contact with low energy experimental findings there exist at least three fundamental difficulties:
* QCD is written in terms of the ”wrong” degrees of freedom—quarks and gluons—while low energy experiments are performed with hadronic bound states;
* the theory is non-linear due to gluon self interactions;
* the theory is one of strong coupling—$`g^2/4\pi 1`$—so that perturbative methods are not practical.
Nevertheless, there has been a great deal of recent progress in making contact between theory and experiment using the technique of ”effective field theory”, which exploits the chiral symmetry of the QCD interaction. In order to understand how this is accomplished, we shall first review this idea of effective field theory in the simple context of quantum mechanics. Then we show how these ideas can be married via chiral perturbation theory and indicate applications at Bates.
## 2 Effective Field Theory
The power of effective field theory is associated with the feature that there exist many situations in physics involving two scales, one heavy and one light. Then, provided one is working at energies small compared to the heavy scale, it is possible to fully describe the interactions in terms of an “effective” picture, which is written only in terms of the light degrees of freedom, but which fully includes the influence of the heavy mass scale through virtual effects. A number of very nice review articles on effective field theory can be found in ref. .
Before proceeding to QCD, however, it is useful to study this idea in the simpler context of ordinary quantum mechanics, in order to get familiar with the concept. Specifically, we examine the question of why the sky is blue, whose answer can be found in an analysis of the scattering of photons from the sun by atoms in the atmosphere—Compton scattering. First we examine the problem using traditional quantum mechanics and consider elastic (Rayleigh) scattering from, for simplicity, single-electron (hydrogen) atoms. The appropriate Hamiltonian is then
$$H=\frac{(\stackrel{}{p}e\stackrel{}{A})^2}{2m}+e\varphi $$
(4)
and the leading—$`𝒪(e^2)`$—amplitude for Compton scattering is found from calculating the diagrams shown in Figure 1, yielding the familiar Kramers-Heisenberg form
$`\mathrm{Amp}`$ $`=`$ $`{\displaystyle \frac{e^2/m}{\sqrt{2\omega _i2\omega _f}}}[\widehat{ϵ}_i\widehat{ϵ}_f^{}+{\displaystyle \frac{1}{m}}{\displaystyle \underset{n}{}}({\displaystyle \frac{\widehat{ϵ}_f^{}<0|\stackrel{}{p}e^{i\stackrel{}{q}_f\stackrel{}{r}}|n>\widehat{ϵ}_i<n|\stackrel{}{p}e^{i\stackrel{}{q}_i\stackrel{}{r}}|0>}{\omega _i+E_0E_n}}`$ (5)
$`+`$ $`{\displaystyle \frac{\widehat{ϵ}_i<0|\stackrel{}{p}e^{i\stackrel{}{q}_i\stackrel{}{r}}|n>\widehat{ϵ}_f^{}<n|\stackrel{}{p}e^{i\stackrel{}{q}_f\stackrel{}{r}}|0>}{E_0\omega _fE_n}})]`$
where $`|0>`$ represents the hydrogen ground state having binding energy $`E_0`$.
Here the leading component is the familiar $`\omega `$-independent Thomson amplitude and would appear naively to lead to an energy-independent cross-section. However, this is not the case. Indeed, by expanding in $`\omega `$ and using a few quantum mechanical identities one can show that, provided that the energy of the photon is much smaller than a typical excitation energy—as is the case for optical photons, the cross section can be written as
$`{\displaystyle \frac{d\sigma }{d\mathrm{\Omega }}}`$ $`=`$ $`\lambda ^2\omega ^4|\widehat{ϵ}_f^{}\widehat{ϵ}_i|^2\left(1+𝒪\left({\displaystyle \frac{\omega ^2}{(\mathrm{\Delta }E)^2}}\right)\right)`$ (6)
where
$$\lambda =\alpha _{em}\frac{2|z_{n0}|^2}{E_nE_0}$$
(7)
is the atomic electric polarizability, $`\alpha _{em}=e^2/4\pi `$ is the fine structure constant, and $`\mathrm{\Delta }Em\alpha _{em}^2`$ is a typical hydrogen excitation energy. We note that $`\alpha _{em}\lambda a_0^2\times \frac{\alpha _{em}}{\mathrm{\Delta }E}a_0^3`$ is of order the atomic volume, as will be exploited below, and that the cross section itself has the characteristic $`\omega ^4`$ dependence which leads to the blueness of the sky—blue light scatters much more strongly than red.
Now while the above derivation is certainly correct, it requires somewhat detailed and lengthy quantum mechanical manipulations which obscure the relatively simple physics involved. One can avoid these problems by the use of effective field theory methods. The key point is that of scale. Since the incident photons have wavelengths $`\lambda 5000`$A much larger than the $``$ 1A atomic size, then at leading order the photon is insensitive to the presence of the atom, since the latter is electrically neutral. If $`\chi `$ represents the wavefunction of the atom then the effective leading order Hamiltonian is simply
$$H_{eff}^{(0)}=\chi ^{}\left(\frac{\stackrel{}{p}^2}{2m}+e\varphi \right)\chi $$
(8)
and there is no interaction with the field. In higher orders, there can exist such atom-field interactions and this is where the effective Hamiltonian comes in to play. In order to construct the effective interaction, we demand certain general principles—this Hamiltonian must satisfy fundamental symmetry requirements. In particular $`H_{eff}`$ must be gauge invariant, must be a scalar under rotations, and must be even under both parity and time reversal transformations. Also, since we are dealing with Compton scattering, $`H_{eff}`$ should be quadratic in the vector potential. Actually, from the requirement of gauge invariance, it is clear that the effective interaction can utilize $`\stackrel{}{A}`$ only via the electric and magnetic fields, rather than the vector potential itself—
$$\stackrel{}{E}=\stackrel{}{}\varphi \frac{}{t}\stackrel{}{A},\stackrel{}{B}=\stackrel{}{}\times \stackrel{}{A}$$
(9)
since these are invariant under a gauge transformation
$$\varphi \varphi +\frac{}{t}\mathrm{\Lambda },\stackrel{}{A}\stackrel{}{A}\stackrel{}{}\mathrm{\Lambda }$$
(10)
while the vector and/or scalar potentials are not. The lowest order interaction then can involve only the rotational invariants $`\stackrel{}{E}^2,\stackrel{}{B}^2`$ and $`\stackrel{}{E}\stackrel{}{B}`$. However, under spatial inversion—$`\stackrel{}{r}\stackrel{}{r}`$—electric and magnetic fields behave oppositely—$`\stackrel{}{E}\stackrel{}{E}`$ while $`\stackrel{}{B}\stackrel{}{B}`$—so that parity invariance rules out any dependence on $`\stackrel{}{E}\stackrel{}{B}`$. Likewise under time reversal invariance $`\stackrel{}{E}\stackrel{}{E},\stackrel{}{B}\stackrel{}{B}`$ so such a term is also T-odd. The simplest such effective Hamiltonian must then have the form
$$H_{eff}^{(1)}=\chi ^{}\chi [\frac{1}{2}c_E\stackrel{}{E}^2\frac{1}{2}c_B\stackrel{}{B}^2]$$
(11)
(Terms involving time or spatial derivatives are much smaller.) We know from electrodynamics that $`\frac{1}{2}(\stackrel{}{E}^2+\stackrel{}{B}^2)`$ represents the field energy per unit volume, so by dimensional arguments, in order to represent an energy in Eq. 11, $`c_E,c_B`$ must have dimensions of volume. Also, since the photon has such a long wavelength, there is no penetration of the atom, so only classical scattering is allowed. The relevant scale must then be atomic size so that we can write
$$c_E=k_Ea_0^3,c_B=k_Ba_0^3$$
(12)
where we anticipate $`k_E,k_B𝒪(1)`$. Finally, since for photons with polarization $`\widehat{ϵ}`$ and four-momentum $`q_\mu `$ we identify $`\stackrel{}{A}(x)=\widehat{ϵ}\mathrm{exp}(iqx)`$, then from Eq. 9, $`|\stackrel{}{E}|\omega `$, $`|\stackrel{}{B}||\stackrel{}{k}|=\omega `$ and
$$\frac{d\sigma }{d\mathrm{\Omega }}|<f|H_{eff}|i>|^2\omega ^4a_0^6$$
(13)
as found in the previous section via detailed calculation. This is a nice example of the power of simple effective field theory arguments.
## 3 Application to QCD: Chiral Perturbation Theory
Now let’s apply these ideas to the case of QCD. In this case the invariance we wish to exploit is “chiral symmetry.” The idea of ”chirality” is defined by the operators
$$\mathrm{\Gamma }_{L,R}=\frac{1}{2}(1\pm \gamma _5)=\frac{1}{2}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)$$
(14)
which project “left-” and “right-handed” components of the Dirac wavefunction via
$$\psi _L=\mathrm{\Gamma }_L\psi \psi _R=\mathrm{\Gamma }_R\psi \text{with}\psi =\psi _L+\psi _R$$
(15)
In terms of these chirality states the quark component of the QCD Lagrangian can be written as
$$\overline{q}(i\overline{)}Dm)q=\overline{q}_Li\overline{)}Dq_L+\overline{q}_Ri\overline{)}Dq_R\overline{q}_Lmq_R\overline{q}_Rmq_L$$
(16)
The reason that these chirality states are called left- and right-handed is that in the limit $`m0`$ they coincide with quark helicity projection operators. With this background, we note that QCD, in the mathematical limit as $`m0`$ has the structure
$$_{\mathrm{QCD}}\stackrel{m=0}{}\overline{q}_Li\overline{)}Dq_L+\overline{q}_Ri\overline{)}Dq_R$$
(17)
and is invariant under independent global left- and right-handed rotations
$$q_L\mathrm{exp}(i\underset{j}{}\lambda _j\alpha _j)q_L,q_R\mathrm{exp}(i\underset{j}{}\lambda _j\beta _j)q_R$$
(18)
This invariance is called $`SU(3)_LSU(3)_R`$ or chiral $`SU(3)\times SU(3)`$. Continuing to neglect the light quark masses, we see that in a chiral symmetric world one would expect to have sixteen—eight left-handed and eight right-handed—conserved Noether currents
$$\overline{q}_L\gamma _\mu \frac{1}{2}\lambda _iq_L,\overline{q}_R\gamma _\mu \frac{1}{2}\lambda _iq_R$$
(19)
Equivalently, by taking the sum and difference we would have eight conserved vector and eight conserved axial vector currents
$$V_\mu ^i=\overline{q}\gamma _\mu \frac{1}{2}\lambda _iq,A_\mu ^i=\overline{q}\gamma _\mu \gamma _5\frac{1}{2}\lambda _iq$$
(20)
In the vector case, this is just a simple generalization of isospin (SU(2)) invariance to the case of SU(3). There exist eight ($`3^21`$) time-independent charges
$$F_i=d^3xV_0^i(\stackrel{}{x},t)$$
(21)
and there exist various supermultiplets of particles having identical spin-parity and (approximately) the same mass in the configurations—singlet, octet, decuplet, etc. demanded by SU(3)-invariance.
If chiral symmetry were realized in the conventional fashion one would expect there also to exist corresponding nearly degenerate same spin but opposite parity states generated by the action of the time-independent axial charges $`F_i^5=d^3xA_0^i(\stackrel{}{x},t)`$ on these states. However, it is known that the axial symmetry is broken spontaneously, whereby Goldstone’s theorem requires the existence of eight massless pseudoscalar bosons, which couple derivatively to the rest of the universe. Of course, in the real world such massless $`0^{}`$ states do not exist, because in the real world exact chiral invariance is broken by the small quark mass terms which we have neglected up to this point. Thus what we have are eight very light (but not massless) pseudo-Goldstone bosons which make up the pseudoscalar octet. Since such states are lighter than their other hadronic counterparts, we have a situation wherein effective field theory can be applied—provided one is working at energy-momenta small compared to the $`1`$ GeV scale which is typical of hadrons, one can describe the interactions of the pseudoscalar mesons using an effective Lagrangian. Actually this has been known since the 1960’s, where a good deal of work was done with a lowest order effective chiral Lagrangian
$$_2=\frac{F_\pi ^2}{4}\text{Tr}(_\mu U^\mu U^{})+\frac{m_\pi ^2}{4}F_\pi ^2\text{Tr}(U+U^{}).$$
(22)
where the subscript 2 indicates that we are working at two-derivative order or one power of chiral symmetry breaking—i.e. $`m_\pi ^2`$. Here $`U\mathrm{exp}(\lambda _i\varphi _i/F_\pi )`$, where $`F_\pi =92.4`$ is the pion decay constant. This Lagrangian is unique—if we expand to lowest order in $`\stackrel{}{\varphi }`$
$`\text{Tr}_\mu U^\mu U^{}`$ $`=`$ $`\text{Tr}{\displaystyle \frac{i}{F_\pi }}\stackrel{}{\tau }_\mu \stackrel{}{\varphi }\times {\displaystyle \frac{i}{F_\pi }}\stackrel{}{\tau }^\mu \stackrel{}{\varphi }={\displaystyle \frac{2}{F_\pi ^2}}_\mu \stackrel{}{\varphi }^\mu \stackrel{}{\varphi }`$
$`\mathrm{Tr}(U+U^{})`$ $`=`$ $`\mathrm{Tr}(2{\displaystyle \frac{1}{F_\pi ^2}}\stackrel{}{\tau }\stackrel{}{\varphi }\stackrel{}{\tau }\stackrel{}{\varphi })=\mathrm{const}.{\displaystyle \frac{2}{F_\pi ^2}}\stackrel{}{\varphi }\stackrel{}{\varphi }`$ (23)
we reproduce the free pion Lagrangian, as required,
At the SU(3) level, including an appropriately generalized chiral symmetry breaking term, there is even predictive power—one has
$$\frac{F_\pi ^2}{4}\text{Tr}_\mu U^\mu U^{}=\frac{1}{2}\underset{j=1}{\overset{8}{}}_\mu \varphi _j^\mu \varphi _j+\mathrm{}$$
$`{\displaystyle \frac{F_\pi ^2}{4}}\text{Tr}2B_0m(U+U^{})`$ $`=`$ $`\text{const.}{\displaystyle \frac{1}{2}}(m_u+m_d)B_0{\displaystyle \underset{j=1}{\overset{3}{}}}\varphi _j^2`$
$``$ $`{\displaystyle \frac{1}{4}}(m_u+m_d+2m_s)B_0{\displaystyle \underset{j=4}{\overset{7}{}}}\varphi _j^2{\displaystyle \frac{1}{6}}(m_u+m_d+4m_s)B_0\varphi _8^2+\mathrm{}`$
where $`B_0`$ is a constant and $`m`$ is the quark mass matrix. We can then identify the meson masses as
$`m_\pi ^2`$ $`=`$ $`2\widehat{m}B_0`$
$`m_K^2`$ $`=`$ $`(\widehat{m}+m_s)B_0`$
$`m_\eta ^2`$ $`=`$ $`{\displaystyle \frac{2}{3}}(\widehat{m}+2m_s)B_0,`$ (25)
where $`\widehat{m}=\frac{1}{2}(m_u+m_d)`$ is the mean light quark mass. This system of three equations is overdetermined, and we find by simple algebra
$$3m_\eta ^2+m_\pi ^24m_K^2=0.$$
(26)
which is the Gell-Mann-Okubo mass relation and is well-satisfied experimentally. Expanding to fourth order in the fields we also reproduce the well-known and experimentally successful Weinberg $`\pi \pi `$ scattering lengths
$$a_0^0=\frac{7m_\pi ^2}{32\pi F_\pi ^2},a_0^2=\frac{m_\pi ^2}{16\pi F_\pi ^2},a_1^1=\frac{m_\pi ^2}{24\pi F_\pi ^2}$$
(27)
However, when one attempts to go beyond tree level in order to unitarize the results, divergences arise and that is where the field stopped at the end of the 1960’s. The solution, as pointed out ten years later by Weinberg and carried out by Gasser and Leutwyler, is to absorb these divergences in phenomenological constants, just as done in QED. A new wrinkle in this case is that the theory is nonrenormalizabile in that the forms of the divergences are different from the terms that one started with. That means that the form of the counterterms that are used to absorb these divergences must also be different, and Gasser and Leutwyler wrote down the most general counterterm Lagrangian that one can have at one loop, which involves four-derivative interactions
$`_4`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{10}{}}}L_i𝒪_i=L_1\left[\mathrm{tr}(D_\mu UD^\mu U^{})\right]^2+L_2\mathrm{tr}(D_\mu UD_\nu U^{})\mathrm{tr}(D^\mu UD^\nu U^{})`$
$`+`$ $`L_3\mathrm{tr}(D_\mu UD^\mu U^{}D_\nu UD^\nu U^{})+L_4\mathrm{tr}(D_\mu UD^\mu U^{})\mathrm{tr}(\chi U^{}+U\chi ^{})`$
$`+`$ $`L_5\mathrm{tr}\left(D_\mu UD^\mu U^{}\left(\chi U^{}+U\chi ^{}\right)\right)+L_6\left[\mathrm{tr}\left(\chi U^{}+U\chi ^{}\right)\right]^2`$
$`+`$ $`L_7\left[\mathrm{tr}\left(\chi ^{}UU\chi ^{}\right)\right]^2+L_8\mathrm{tr}\left(\chi U^{}\chi U^{}+U\chi ^{}U\chi ^{}\right)`$
$`+`$ $`iL_9\mathrm{tr}\left(F_{\mu \nu }^LD^\mu UD^\nu U^{}+F_{\mu \nu }^RD^\mu U^{}D^\nu U\right)+L_{10}\mathrm{tr}\left(F_{\mu \nu }^LUF^{R\mu \nu }U^{}\right)`$
where the covariant derivative is defined via
$$D_\mu U=_\mu U+\{A_\mu ,U\}+[V_\mu ,U]$$
(29)
the constants $`L_i,i=1,2,\mathrm{}10`$ are arbitrary (not determined from chiral symmetry alone) and $`F_{\mu \nu }^L,F_{\mu \nu }^R`$ are external field strength tensors defined via
$`F_{\mu \nu }^{L,R}=_\mu F_\nu ^{L,R}_\nu F_\mu ^{L,R}i[F_\mu ^{L,R},F_\nu ^{L,R}],F_\mu ^{L,R}=V_\mu \pm A_\mu .`$ (30)
Now just as in the case of QED the bare parameters $`L_i`$ which appear in this Lagrangian are not physical quantities. Instead the experimentally relevant (renormalized) values of these parameters are obtained by appending to these bare values the divergent one-loop contributions—
$$L_i^r=L_i\frac{\gamma _i}{32\pi ^2}\left[\frac{2}{ϵ}\mathrm{ln}(4\pi )+\gamma 1\right]$$
(31)
By comparing predictions with experiment, Gasser and Leutwyler were able to determine empirical values for each of these ten parameters. Typical results are shown in Table 1, together with the way in which they were determined.
The important question to ask at this point is why stop at order four derivatives? Clearly if two-loop amplitudes from $`_2`$ or one-loop corrections from $`_4`$ are calculated, divergences will arise which are of six-derivative character. Why not include these? The answer is that the chiral procedure represents an expansion in energy-momentum. Corrections to the lowest order (tree level) predictions from one-loop corrections from $`_2`$ or tree level contributions from $`_4`$ are $`𝒪(E^2/\mathrm{\Lambda }_\chi ^2)`$ where $`\mathrm{\Lambda }_\chi 4\pi F_\pi 1`$ GeV is the chiral scale. Thus chiral perturbation theory is a low energy procedure. It is only to the extent that the energy is small compared to the chiral scale that it makes sense to truncate the expansion at the one-loop (four-derivative) level. Realistically this means that we deal with processes involving $`E<500`$ MeV, and for such reactions the procedure is found to work very well.
In fact Gasser and Leutwyler, besides giving the form of the $`𝒪(p^4)`$ chiral Lagrangian, have also performed the one loop integration and have written the result in a simple algebraic form. Users merely need to look up the result in their paper and, despite having ten phenomenological constants the theory is quite predictive. An example is shown in Table 2, where predictions are given involving quantities which arise using just two of the constants—$`L_9,L_{10}`$. The table also reveals an interesting dilemma—one solid chiral prediction, that for the charged pion polarizability, is possibly violated, although this is far from clear since there are three experimental results here, only one of which is in disagreement. This represents a serious challenge to the chiral predictions (and therefore to QCD!) and should be the focus of future experimental work. However, there are no Bates implications and, because of space limitations, we shall have to be content to stop here. Interested readers, however, can find applications to this and other systems in a number of review articles.
## 4 $`\chi `$pt and Bates
For application at Bates it is important to note that the same ideas can be applied within the sector of meson-nucleon interactions, although with a bit more difficulty. Again much work has been done in this regard, but there remain important challenges. Writing the lowest order chiral Lagrangian at the SU(2) level is straightforward—
$$_{\pi N}=\overline{N}(i\overline{)}Dm_N+\frac{g_A}{2}\text{/}u\gamma _5)N$$
(32)
where $`g_A`$ is the usual nucleon axial coupling in the chiral limit, the covariant derivative $`D_\mu =_\mu +\mathrm{\Gamma }_\mu `$ is given by
$$\mathrm{\Gamma }_\mu =\frac{1}{2}[u^{},_\mu u]\frac{i}{2}u^{}(V_\mu +A_\mu )u\frac{i}{2}u(V_\mu A_\mu )u^{},$$
(33)
and $`u_\mu `$ represents the axial structure
$$u_\mu =iu^{}_\mu Uu^{}$$
(34)
Expanding to lowest order we find
$`_{\pi N}`$ $`=`$ $`\overline{N}(i\text{/}m_N)N+g_A\overline{N}\gamma ^\mu \gamma _5{\displaystyle \frac{1}{2}}\stackrel{}{\tau }N({\displaystyle \frac{i}{F_\pi }}_\mu \stackrel{}{\pi }+2\stackrel{}{A}_\mu )`$ (35)
$``$ $`{\displaystyle \frac{1}{4F_\pi ^2}}\overline{N}\gamma ^\mu \stackrel{}{\tau }N\stackrel{}{\pi }\times _\mu \stackrel{}{\pi }+\mathrm{}`$
which yields the Goldberger-Treiman relation, connecting strong and weak couplings of the nucleon system
$$F_\pi g_{\pi NN}=m_Ng_A$$
(36)
Using the present best values for these quantities, we find
$$92.4\text{MeV}\times 13.05=1206\text{MeV}\text{vs.}1189\text{MeV}=939\text{MeV}\times 1.266$$
(37)
and the agreement to better than two percent strongly confirms the validity of chiral symmetry in the nucleon sector. Actually the Goldberger–Treiman relation is only strictly true at the unphysical point $`g_{\pi NN}(q^2=0)`$ and one expects about a 1% discrepancy to exist. An interesting ”wrinkle” in this regard is the use of the so-called Dashen-Weinstein relation, which takes into account lowest order SU(3) symmetry breaking, to predict this discrepancy in terms of corresponding numbers in the strangeness changing sector.
Another successful application at tree level involves threshold charged pion photoproduction and the Kroll-Ruderman term, which arises from the feature that, since the pion must be derivatively coupled, there exists a $`\overline{N}N\pi ^\pm \gamma `$ contact interaction which dominates threshold charged pion photoproduction. Here what is measured is the s-wave or $`E_{0+}`$ multipole, defined via
$$\text{Amp}=4\pi (1+\mu )E_{0+}\stackrel{}{\sigma }\widehat{ϵ}+\mathrm{}$$
(38)
where $`\mu =m_\pi /M`$. The chiral symmetry prediction is
$`E_{0+}`$ $`=`$ $`\pm {\displaystyle \frac{1}{4\pi (1+\mu )}}{\displaystyle \frac{eg_A}{\sqrt{2}F_\pi }}(1{\displaystyle \frac{\mu }{2}})={\displaystyle \frac{eg_A}{4\sqrt{2}F_\pi }}\left(\begin{array}{cc}1\frac{3}{2}\mu & \pi ^+\\ 1+\frac{1}{2}\mu & \pi ^{}\end{array}\right)`$ (41)
$`=`$ $`\{\begin{array}{cc}+26.3\times 10^3/m_\pi \hfill & \pi ^+n\hfill \\ 31.3\times 10^3/m_\pi \hfill & \pi ^{}p\hfill \end{array},`$ (44)
which is in excellent agreement with the present experimental results, as shown in Table 3.
However, any realistic approach must also involve loop calculations as well as the use of a Foldy-Wouthuysen transformation in order to assure proper power counting. This approach goes under the name of heavy baryon chiral perturbation theory (HB$`\chi `$pt) and interested readers can find a compendium of such results in the review article. For our purposes we shall have to be content to examine just two applications. One is neutral pion photoproduction. In this case the Kroll-Ruderman term is absent and the chiral expansion of the $`E_{0+}`$ threshold amplitude begins at order $`\mu `$ and a heavy baryon HB$`\chi `$pt calculation by Bernard, Kaiser, and Meissner found an important loop contribution which had been omitted in the previous PCAC/based approach. The correct chiral prediction at $`𝒪(\mu ^2)`$ was found to be
$$E_{0+}=\frac{eg_A}{8\pi M}\mu \{1[\frac{1}{2}(3+\kappa _p)+(\frac{M}{4F_\pi })^2]\mu +𝒪(\mu ^2)\}$$
(45)
where the term in $`M^2`$ signifies the “new” chiral loop contribution. However, comparison with experiment is tricky because of the existence of isotopic spin breaking in the pion and nucleon masses, so that there are two thresholds—one for $`\pi ^0p`$ and the second for $`\pi ^+n`$—only 7 MeV apart. When the physical masses of the pions are used recent data from both Mainz and from Saskatoon agree with the chiral prediction. However, there are concerns about the convergence of the chiral expansion, which reads $`E_{0+}=C(11.26+0.59+\mathrm{})`$. There also exist chiral predictions for threshold p-wave amplitudes which are in good agreement with experiment, as shown in Table 4, and for which the convergence is exprcted to be rapid.
Finally exists a chiral symmetry prediction for the reaction $`\gamma n\pi ^0n`$
$$E_{0+}=\frac{eg_A}{8\pi M}\mu ^2\{\frac{1}{2}\kappa _n+(\frac{M}{4F_\pi })^2\}+\mathrm{}=2.13\times 10^3/m_\pi $$
(46)
However, the experimental measurement of such an amplitude involves considerable challenge, and must be accomplished either by use of a deuterium target with the difficult subtraction of the proton contribution and of meson exchange contributions or by use of a <sup>3</sup>He target. Neither of these are straightforward although some limited data already exist.
Our final example involves an experiment at Bates—measurement of the generalized proton polarizability via virtual Compton scattering. First recall from section 2 the concept of polarizability as the constant of proportionality between an applied electric or magnetizing field and the resultant induced electric or magnetic dipole moment—
$$\stackrel{}{p}=4\pi \alpha _E\stackrel{}{E},\stackrel{}{\mu }=4\pi \beta _M\stackrel{}{H}$$
(47)
The corresponding interaction energy is
$$E=\frac{1}{2}4\pi \alpha _EE^2\frac{1}{2}4\pi \beta _MH^2$$
(48)
which, upon quantization, leads to a proton Compton scattering cross section
$`{\displaystyle \frac{d\sigma }{d\mathrm{\Omega }}}`$ $`=`$ $`\left({\displaystyle \frac{\alpha _{em}}{m}}\right)^2\left({\displaystyle \frac{\omega ^{}}{\omega }}\right)^2[{\displaystyle \frac{1}{2}}(1+\mathrm{cos}^2\theta )`$ (49)
$``$ $`{\displaystyle \frac{m\omega \omega ^{}}{\alpha _{em}}}[{\displaystyle \frac{1}{2}}(\alpha _E+\beta _M)(1+\mathrm{cos}\theta )^2+{\displaystyle \frac{1}{2}}(\alpha _E\beta _M)(1\mathrm{cos}\theta )^2+\mathrm{}].`$
It is clear from Eq.(49) that, from careful measurement of the differential scattering cross section, extraction of these structure dependent polarizability terms is possible provided that
* the energy is large enough that these terms are significant compared to the leading Thomson piece and
* that the energy is not so large that higher order corrections become important
and this has been accomplished recently at SAL and MAMI, yielding
$$\alpha _E^{exp}=(12.1\pm 0.8\pm 0.5)\times 10^4\text{fm}^3,\beta _M^{exp}=(2.10.80.5)\times 10^4\text{fm}^3$$
(50)
A chiral one loop calculation has also been performed by Bernard, Kaiser, and Meissner and yields a result in good agreement with these measurements
$$\alpha _E^{theo}=10\beta _M^{theo}=\frac{5e^2g_A^2}{384\pi ^2F_\pi ^2m_\pi }=12.2\times 10^4\text{fm}^3$$
(51)
The idea of generalized polarizability can be understood from the analogous venue of electron scattering wherein measurement of the charge form factor as a function of $`\stackrel{}{q}^2`$ leads, when Fourier transformed, to a picture of the local charge density within the system. In the same way the virtual Compton scattering process—$`\gamma ^{}+p\gamma +p`$ can provide a measurement of the $`\stackrel{}{q}^2`$-dependent electric and magnetic polarizabilities, whose Fourier transform provides a picture of the local polarization density within the proton. On the theoretical side our group has performed a one loop HB$`\chi `$pt calculation and has produced a closed from expression for the predicted polarizabilities
$`\overline{\alpha }_E^{(3)}(\overline{q})`$ $`=`$ $`{\displaystyle \frac{e^2g_A^2m_\pi }{64\pi ^2F_\pi ^2}}{\displaystyle \frac{4+2\frac{\overline{q}^2}{m_\pi ^2}\left(82\frac{\overline{q}^2}{m_\pi ^2}\frac{\overline{q}^4}{m_\pi ^4}\right)\frac{m_\pi }{\overline{q}}\mathrm{arctan}\frac{\overline{q}}{2m_\pi }}{\overline{q}^2\left(4+\frac{\overline{q}^2}{m_\pi ^2}\right)}},`$
$`\overline{\beta }_M^{(3)}(\overline{q})`$ $`=`$ $`{\displaystyle \frac{e^2g_A^2m_\pi }{128\pi ^2F_\pi ^2}}{\displaystyle \frac{\left(4+2\frac{\overline{q}^2}{m_\pi ^2}\right)+\left(8+6\frac{\overline{q}^2}{m_\pi ^2}+\frac{\overline{q}^4}{m_\pi ^4}\right)\frac{m_\pi }{\overline{q}}\mathrm{arctan}\frac{\overline{q}}{2m_\pi }}{\overline{q}^2\left(4+\frac{\overline{q}^2}{m_\pi ^2}\right)}}.`$ (52)
In the electric case the structure is about what would be expected—a gradual falloff of $`\alpha _E(\overline{q})`$ from the real photon point with scale $`r_pm_\pi `$. However, the magnetic generalized polarizability is predicted to rise before this general falloff occurs—chiral symmetry requires the presence of both a paramagnetic and a diamagnetic component to the proton. Both predictions have received some support in a soon to be announced (and tour de force) MAMI measurement at $`\overline{q}=600`$ MeV. However, since parallel kinematics were employed in the experiment the desired generalized polarizabilities had to be identified on top of an enormous Bethe-Heitler background. The Bates measurement, to be performed by the OOPS collaboration next spring, will take place at $`\overline{q}=240`$ MeV and will use the cababilities of the OOPS detector system to provide a 90 degree out of plane measurement, which should be much less sensitive to the Bethe-Heitler blowtorch. We anxiously await the results.
## 5 Conclusion
In a short paper it is not possible to give any sense of the range of phenomena to which the concept of effective field theory as manifested via chiral perturbation theory has been applied, and interested readers can find many further applications in and . Nevertheless, we have tried to convey the relatively direct connection of such predictions to the underlying QCD interaction and the feature that in this way QCD itself can be tested at Bates.
Acknowlegement
It is a pleasure to acknowledge the hospitality of MIT/Bates and the organizers of this meeting. This work was supported in part by the National Science Foundation. |
warning/0001/math0001165.html | ar5iv | text | # 1 Introduction words
## 1 Introduction words
The very first essential theorem on graphs (except Euler’s (1736) solution of Kënigsberg bridges problem) was formulated by Kirchhoff (1847) who considered graphs as networks of conducting wires. In this theorem Kirchhoff computed the number of connected subgraphs containing all vertices without circuits (spanning trees) for the aims of analyzing electric chains.
The next step in investigating tree-like structure of graph was the following. One can attach to every edge (unordered pair of vertices) some quantity (weight) and ask a question how to find the spanning tree of such graph (graph with weighted adjacencies) with minimal weight (having the minimal sum of edge weights). To clarify the idea of weights and the problem formulated one can use Kirchhoff’s approach. Let us assume that some number of points (vertices of graph) are connected by wires (edges of graph) in an arbitrary manner. The resistance (or length) of wire connecting two points is the weight of corresponding edge. The question is which wires to remove and which to reserve in order to get such network where all points are still connected by wires (may be through other points) but the summarized resistance (or length) of remaining wires be minimal. Of course such network must be a spanning tree. This significant problem is in graph theory one of few ones having a number of effective algorithms. According to one of them at the first step one takes an edge of minimal weight as a first intermediate graph (if it is not a single minimal weight edge one takes any of them), then the procedure is recurrent one. If $`k`$-th intermediate graph is constructed one have to add to it the edge of minimal weight among all others such as resulting graph does not contain circuits. At the $`(N1)`$-th step, where $`N`$ is a number of all vertices, one gets spanning tree of minimal weight. So at every step one gets a forest (graph without circuits), which connected components are trees, and every step means that two of them are joined into single tree by adding some edge connecting them. But for directed graph (digraph), where edges replaced by arcs (ordered pairs of vertices), the equivalent procedure was absent to our knowledge, and Theorem 1 of present paper shows us the way of such constructing.
To make clear the idea of weights and the problem to solve in the situation of digraphs we need to replace the classical picture of graph as an electric network by another one. Let us consider the picture of potential relief on a smooth manifold $`M`$, defined by some real smooth function $`V(x)`$, $`xM`$. The points of local minimum of the potential we associate as vertices of digraph and the potential bar necessary to overtake in order to leave point $`x_i`$ of local minimum and leave the corresponding fundamental region $`\mathrm{\Omega }_i`$ (the point $`x_i`$ attraction region of dynamic system $`\dot{x}=V(x)`$) and fall into another fundamental region $`\mathrm{\Omega }_j`$, which has a common boundary with $`\mathrm{\Omega }_i`$, we assume to be weight $`V_{ij}`$ of arc $`(i,j)`$ of digraph.
The main idea of constructing spanning trees of minimal weight is similar to the method above. At $`k`$-th step we construct forest of minimal weight among forests having $`k`$ arcs by connecting by arc two trees of the previous step into a single tree but with serious addition. One of these two trees must be reconstructed into new one before, and only then we connect them.
Let us explain partially here the reason of this reconstructing. There are two different orientation types of directed trees in the situation of digraphs. In one of them moving from any vertex along arcs according to orientation one falls into a single vertex called a root (just this type of directed trees we consider at this parer). By changing the direction of all arcs we get another type of directed trees. The complexity of directed case can be demonstrated by the following fact: it is easy to construct directed graph with weighted adjacencies such that any of its spanning trees (independently of the orientation type) of minimal weight does not contain the minimal weight arc!
Returning to our example of potential field on manifold the problem of constructing spanning tree having minimal weight can be reformulated as the next one. The problem is to chose some point of local minima (the root of the tree – it would be the point of global minimum) and to bind points of local minima by one-side ways so that moving from any point along these ways one gets into a the chosen point and the sum of potential bars corresponding to these ways must be minimal.
But the main aim of present paper is not to construct directed spanning trees (it is only a collateral result), although tree remains the elementary brick of our construction. In fact we consider a sequence of ordered grainings of given graph nested into each other. Every of these grainings except the last one is represented by simpler graph (the ”descendant”) still possessing essential properties of its ”ancestor”.
To illustrate the idea of grainings let us return to our example of manifold. One can imagine the particle, moving on this manifold. If the particle is at the moment at some point of local minima and possesses some fixed additional energy and this energy is quite enough to overtake some potential bars, the particle does not notice these bars and does not distinguish the fundamental regions they (bars) connect. So our manifold divides into more rough regions than fundamental ones. Increasing the level of this additional energy one gets more rough subdivision etc.
So coming back to graphs it is naturally to ask such a question. Can we look on graphs not in detail, but rather roughly without noticing unessential connections and uniting the vertices themselves into some grainings, among which to establish new connections? Continuing this logic we could look another time on such graining graph and to enlarge it one more time and so on. We suggest such kind of hierarchy approach here. Inside the situation when arcs (for directed) or edges (for non-directed) graphs are of no weights, the proposition about graph hierarchy structure is rather poor. For usual (non-directed) graphs we can speak in such sense only about connected components, for directed – about graph of condensations, which elements are the sets of mutually accessible vertices. For directed (and even for non-directed) graphs with weighted adjacencies the situation is far richer. One could try to introduce by force some decompositions on clusters of vertices and then has a problem how to determine adjacencies connecting these clusters, but our approach is natural one. It implies that graph itself contains the whole information about the number of hierarchically nested decompositions and about clusters inside every decomposition and this is determined mainly not by the number of vertices and not by the number of arcs (edges) but mostly by forces of these adjacencies (by weights). In this connection it comes to light that one can neglect the part of adjacencies without any waste and such a neglect does not affect on clusters inside decomposition and the number of decompositions either.
On the structure of work. At section 2 we give the necessary definitions and designations. At section 3 we introduce some new definitions required to formulate the general method using in proofs. Next section is devoted to investigating the properties of directed forests, which are the factors of the initial graph and have the minimal weight among all forests of $`k`$ trees under different $`k`$. It turns out that such extreme forests allow to construct at section 5 nested system of algebras of subsets of the set of vertices (they determine the hierarchy) and to investigate their properties. At section 6 using results of the previous section we construct some kind of enlarged graphs, which we call by weighted condensations.
## 2 Main definitions
In graph theory the unification of designations and even terminology proper have not complete yet. So let us give first necessary definitions and designations.
Let $`G`$ be graph (non-directed). By $`𝒱G`$ and $`G`$ we denote the set of its vertices and edges (unordered pairs of vertices) respectively.
Let $`𝒳`$ be non-empty set and $`𝒳^2`$ – its Cartesian square and let $`𝒰𝒳^2`$. Pair $`G=(𝒳,𝒰)`$ is called directed graph (digraph). The elements of the set $`𝒳`$ are called vertices and elements of the set $`𝒰`$ are called arcs. We use $`𝒱G`$ and $`𝒜G`$ to denote the set of vertices and arcs of $`G`$ respectively.
Let $`a=(i,j)`$ be an arc, vertices $`i`$ and $`j`$ are called an origin and a terminus of $`a`$ respectively. The arc $`(i,i)`$ with coinciding origin and terminus is called a loop. The number of arcs coming out of (into) the vertex $`i`$ is called outdegree $`d^+(i)`$ (indegree $`d^{}(i)`$) of the vertex $`i`$ .
Digraph having several arcs with common origin and common terminus is called multidigraph and such arcs are called parallel. If every edge (arc) of (di)graph possesses some value (weight), such (di)graph is called (di)graph with weighted adjacencies.
We use sometimes the term ”graph” in wide sense designating by it digraphs and multidigraphs with weighted adjacencies also if it is not lead to misunderstanding.
Graph $`H`$ is called subgraph of graph $`G`$ if $`𝒱H𝒱G`$, $`𝒜H𝒜G`$. Subgraph $`H`$ is called spanning subgraph (or factor) if $`𝒱H=𝒱G`$. Subgraph $`H`$ is called induced (or more completely – subgraph induced by the set $`𝒰𝒱G`$) if $`𝒱H=𝒰`$ and $`(i,j)𝒜H`$ means that $`(i,j)𝒜G`$ and $`\{i,j\}𝒰`$. We designate subgraph of $`G`$ induced by the set $`𝒰`$ as $`G|_𝒰`$.
Directed circuit of length M is digraph with set of vertices $`\{x_1`$,$`x_2`$,$`\mathrm{}`$,$`x_M\}`$ and with arcs $`(x_j,x_{j+1}),j=1,2,\mathrm{}M1`$ and $`(x_M,x_1)`$.
Walk (noncyclical) of length $`M1`$ is digraph with set of vertices $`\{i_1`$,$`2`$, $`\mathrm{}`$,$`M\}`$ and with arcs $`(i_j,i_{j+1})`$, $`i=1`$, $`\mathrm{}`$,$`M1`$ . Such walk we designate $`i_1i_M`$-walk. Semiwalk of length $`M1`$ is digraph with set of vertices $`\{i_1,i_2,\mathrm{},M\}`$ and its arcs are either $`(i_j,i_{j+1})`$ or $`(i_{j+1},i_j)`$ , $`i=1,2,\mathrm{},M1`$. The vertex $`j`$ is said to be accessible (attainable) from the vertex $`i`$ in graph $`G`$ if there is $`ij`$-walk in $`G`$. Digraph is called strong (or strong connected) if all its vertices are mutually attainable. Digraph $`G`$ is called weak if for every pair of vertices there is a semiwalk connecting them in $`G`$.
Any maximal with respect to including weak subgraph of graph $`G`$ is called its connected component (or simply – component). Strong component of $`G`$ is any maximal with respect to including its strong subgraph.
Other definitions we will cite as it is necessary.
## 3 Other definitions, designations and predetermined operations
Graph (non-directed) possessing no cycles is a forest. Connected component of a forest is a tree. For trees with $`\mathrm{\S }`$ as a set of vertices we use the notation $`T(\mathrm{\S })`$.
There are two kinds of directed forests at the situation of digraphs. Here we call by forest the digraph without circuits, in which outdegree of every vertex is equal to zero or to one ($`d^+(i)=0,1`$). Arcwise connected components of forest are called trees. The only vertex $`i`$ of tree which outdegree is equal to zero ($`d^+(i)=0`$) is called root of a tree. The set of roots of the forest $`F`$ we designate by $`𝒲^F`$. The tree of $`F`$ with root $`i`$ we designate $`T_i^F`$.
Let $`V`$ be graph (directed or non-directed). We use notation $`^k(V)`$ for the set of spanning forests having $`k`$ trees and being subgraph of $`V`$.
We call the vertex $`i`$ rear to the vertex $`j`$ in graph $`G`$, and correspondingly $`j`$ front to $`i`$ if there is $`ij`$-walk in $`G`$. Front (rear) enclosing of the vertex $`i`$ in graph $`G`$ is the set of terminuses of arcs outcoming from (origins of arcs coming into) $`i`$. For such set we use notation $`𝒩_G^+(i)`$ ($`𝒩_G^{}(i)`$).
Remark. If digraph is a forest, the front-rear relation is a relation of partial ordering. Such definition implicates that vertices can be connected by the rear-front relation only if they are in the same tree of the forest. The root of the forest is the front vertex to all vertices of the tree.
We say that in graph $`G`$ an arc comes out of the set $`𝒰`$ and comes into the set $`𝒱`$, if there is at list one arc which origin belongs to $`𝒰`$ and the terminus belongs to $`𝒱`$ in graph $`G`$. We also say that arc comes out of the set $`𝒰`$, if there is at least one arc which origin belongs to $`𝒰`$ but terminus does not.
If $`𝒟`$ is some subset of the set of all vertices of digraph $`G`$ we call the set of terminuses (origins) of arcs outcoming from (coming into) the set $`𝒟`$ as front (rear) enclosing of $`𝒟`$, which is naturally to designate as $`𝒩_G^+(𝒟)`$ ($`𝒩_G^{}(𝒟)`$).
In the following we will prove the existence of forests having some special properties. The general method of such proofs consists of sequent steps. It is necessary to take two concrete graphs with the same set of vertices and to select some subset $`𝒟`$ of vertices. Next, we exchange between each other arcs outcoming from the vertices of $`𝒟`$ in this graphs and then we investigate properties of the new graphs resulting in such exchange. Thereby is naturally to introduce the following definition.
Let $`F`$ and $`G`$ be two graphs with the same set of vertices and the set $`𝒟`$ is some subset of the set of vertices. We will say that the graph $`H`$ is $`𝒟`$-exchange of $`F`$ by $`G`$, if $`H`$ is a result of exchanging in graph $`F`$ arcs, outcoming from the vertices of the set $`𝒟`$, onto arcs that outcome from these vertices in graph $`G`$. Our interest relates to the situation, where $`F`$ and $`G`$ are forests and in addition $`𝒟`$-exchange of $`F`$ by $`G`$ and moreover at the same time $`𝒟`$-exchange of $`G`$ by $`F`$ are forests too. So at first let us formulate the criterion of $`𝒟`$-exchange to be a forest.
Criterion. Let $`F`$ and $`G`$ be two an arbitrary forests with the set of vertices $`𝒩=\{1,2,\mathrm{},N\}`$, $`𝒟`$ – some subset of $`𝒩`$. Let $`H`$ is $`𝒟`$-exchange $`F`$ by $`G`$. Then graph $`H`$ is a forest then and only then, if every vertex $`i𝒩_G^+𝒟`$ is not rear in $`F`$ with respect to those vertices from $`𝒟`$ which are rear to $`i`$ in $`G`$.
Proof. As any way starting from the vertex $`i𝒩_G^+(𝒟)`$ in graph $`F`$ (and as a sequence in $`H`$ too) by the condition can not include those vertices of the set $`𝒟`$, which are rear to $`i`$ in $`G`$ (and as a sequence in $`H`$), so $`H`$ does not contain circuits. Further, not more than one arc comes out from any vertex in $`H`$, so $`H`$ is a forest.
Sequence 1. Let $`F`$ – be a forest and $`𝒟`$ be some subset of the set of vertices, i) if there are not any arcs coming into $`𝒟`$ in $`F`$, so $`𝒟`$-exchange of $`F`$ by any forest $`G`$ is a forest; ii) if there are not any arcs coming out of $`𝒟`$ in $`F`$, so $`𝒟`$-exchange of any forest $`G`$ by $`F`$ is a forest.
Sequence 2. Let $`T^F`$ be a tree of the forest $`F`$ and $`T^G`$ – tree a of the forest $`G`$, and let $`𝒟=𝒱T^F`$ ($`=𝒱T^F𝒱T^G`$, $`=𝒱T^F𝒱T^G`$) then $`𝒟`$-exchange of $`F`$ by $`G`$ and $`𝒟`$-exchange of $`G`$ by $`F`$ are forests.
Sequence 3. Let $`T^F`$ be a tree of the forest $`F`$ and $`T^G`$ be a tree of the forest $`G`$, $`𝒞=𝒱T^F𝒱T^G`$, and $`𝒟𝒞`$, such, that there are not arcs coming into $`𝒟`$ in $`F`$ and terminuses of arcs coming from $`𝒟`$ do not belong to $`𝒞`$ , then $`𝒟`$-exchange of $`F`$ by $`G`$ and $`𝒟`$-exchange of $`G`$ by $`F`$ are forests.
Sequence 4. Let $`T^F`$ be a tree of the forest $`F`$ and $`T^G`$ be a tree of $`G`$, $`𝒞=𝒱T^G𝒱T^F`$, and $`𝒟`$ – be the set of all vertices from $`𝒞`$, such as the walk starting from any of them in the forest $`G`$ passes through the set $`𝒱T^F`$, then $`𝒟`$-exchange of $`F`$ by $`G`$ and $`𝒟`$-exchange of $`G`$ by $`F`$ are forests.
## 4 Related forests
Let $`V`$ be digraph with real weighted adjacencies $`v_{ij}`$ on the set of vertices $`𝒩=\{1,2,\mathrm{},N\}`$. We will consider factors of $`F`$ being forests and containing of $`k=1,2,\mathrm{},N`$ trees (the set of such forests we designate $`^k(V)`$). Under weight $`\mathrm{\Sigma }^F`$ of $`F`$ we understand the following quantity:
$$\mathrm{\Sigma }^F=\underset{(i,j)𝒜F}{}v_{ij}.$$
The minimum of weight over all forests $`F^k(V)`$ consisting exactly of $`k`$ trees we designate as $`\phi _k`$:
$$\phi _k=\underset{F^k(V)}{\mathrm{min}}\mathrm{\Sigma }^F.$$
If $`^k(V)=\mathrm{}`$ we suppose $`\phi _k=\mathrm{}`$. In the following we write $`^k`$ instead of $`^k(V)`$ in cases when it is clear subgraphs of which graph $`V`$ are under consideration.
Let us pick out the subset $`\stackrel{~}{}^k`$ from the set of forests $`^k`$, consisting of forests with the minimum weight: $`F\stackrel{~}{}^k^k`$ and $`\mathrm{\Sigma }^F=\phi _k`$. Such forests we call extreme.
Let us study extreme (giving minimum) forests from $`\stackrel{~}{}^k(V)`$ under different $`k`$. It turns to be that they have some kind of ”genetic” link. In particular it is valid the following
Proposition 1. Let under some $`k=1,2,\mathrm{},N1`$, the set $`^k`$ is not empty, then for any forest $`F\stackrel{~}{}^{k+1}`$ there is at least one $`G\stackrel{~}{}^k`$ (and for any forest $`G\stackrel{~}{}^k`$ there is $`F\stackrel{~}{}^{k+1}`$) such that the set of vertices of any tree of the forest $`F`$ is contained in the set of vertices of some tree of the forest $`G`$.
Remark. Just the formulation of this proposition means that as the forest $`G\stackrel{~}{}^k`$ contains one tree less than ”relative” to it forest $`F\stackrel{~}{}^{k+1}`$, so the sets of vertices of $`k1`$ trees of the forest $`G`$ coincide with the sets of vertices of corresponding trees of the forest $`F`$, the set of vertices of the last tree of the forest $`G`$ is conjunction of sets of vertices of last two trees of the forest $`F`$.
In actual we will prove more powerful fact. Preliminary we give one definition.
Let us agree upon to call the forest $`F^{k+1}`$ with roots (exactness to the numeration) $`1,2,\mathrm{},k+1`$ as an ancestor of the forest $`G^k`$ with roots $`1,2,\mathrm{},k`$, and correspondingly the forest $`G^k`$ to call as a descendant of the forest $`F^{k+1}`$ if $`T_i^F=T_i^G,i=1,2,\mathrm{},k1`$, $`T_k^FT_k^G`$, and subgraph $`G|_{𝒱T_{k+1}^F}`$ of the forest $`G`$ (or, which is the same, subgraph of the tree $`T_k^G`$) induced by the set $`𝒱T_{k+1}^F`$ is a tree (under this it may coincide with the tree $`T_{k+1}^F`$ or not).
The following theorem tells us on the minimum changes one must to provide to get a forest belonging to the set $`\stackrel{~}{}^k`$ from a forest belonging to the set $`\stackrel{~}{}^{k+1}`$ and vice versa.
Theorem 1 (on ”relatives”). Let under some $`k=1,2,\mathrm{},N1`$ the set $`^k`$ is not empty, then any forest $`F\stackrel{~}{}^{k+1}`$ has a descendant in the set $`\stackrel{~}{}^k`$ and any forest $`G\stackrel{~}{}^k`$ has an ancestor in the set $`\stackrel{~}{}^{k+1}`$.
Proof. Let us prove that any forest $`F\stackrel{~}{}^{k+1}`$ has a descendant in the set $`\stackrel{~}{}^k`$. Let $`F`$ and $`H`$ be arbitrary forests from the sets $`\stackrel{~}{}^{k+1}`$ and $`\stackrel{~}{}^k`$ respectively. As the power of the set of roots $`𝒲^F`$ of the forest $`F`$ is one unit more than the power $`|𝒲^H|=k`$, and as in any forest not more than one arc goes out of any vertex, so there is at least one vertex (let it be the vertex $`j`$) in the set $`𝒲^F𝒲^H`$, which is not attainable in the forest $`F`$ from the set $`𝒲^H𝒲^F`$, and hence the tree of the forest $`F`$, having the vertex $`j`$ as a root, has not intersection with the set $`𝒲^H𝒲^F`$. This way, all the vertices of the tree $`T_j^F`$ except the root $`j`$ itself, belong to the set $`(𝒩𝒲^F)(𝒩𝒲^H)`$, so arc goes out of every vertex from the set $`𝒱T_j^F\{j\}`$ in the forest $`H`$ (and in $`F`$ naturally).
Let us construct preliminary forest $`E\stackrel{~}{}^k`$, which is necessary to the final constructing of the descendant $`G\stackrel{~}{}^{k+1}`$ of the forest $`F`$. We take $`𝒱T_j^F`$-exchange of $`F`$ by $`H`$ as this auxiliary graph $`E`$, and we designate $`𝒱T_j^F`$-exchange of $`H`$ by $`F`$ as $`Q`$. By force of Sequence 2 from Criterion the graphs $`E`$ and $`Q`$ are forests. The forest $`E`$ contains one arc more than $`F`$, as there are no arc coming from the vertex $`j`$ in $`F`$, but there is one in $`H`$ ($`j𝒲^F𝒲^H`$). So $`E^k`$ and, analogically, $`Q^{k+1}`$ and
$$\phi _k\mathrm{\Sigma }^E,\phi _{k+1}\mathrm{\Sigma }^Q.$$
(1)
If we designate by $`\mathrm{\Delta }`$ the quantity $`\mathrm{\Sigma }^E\mathrm{\Sigma }^F=\mathrm{\Sigma }^E\phi _{k+1}`$, then, obviously,
$$\mathrm{\Sigma }^Q=\mathrm{\Sigma }^H\mathrm{\Delta }.$$
(2)
Using (1) and (2) we get $`\mathrm{\Sigma }^E=\phi _{k+1}+\mathrm{\Delta }\mathrm{\Sigma }^H\mathrm{\Delta }+\mathrm{\Delta }=\phi _k,`$ and hence $`\mathrm{\Sigma }^E=\phi _k`$, what means that $`E\stackrel{~}{}^k`$.
Let the vertex $`j`$ in the forest $`E`$ belong to the tree $`T_m^E`$ with vertex $`m`$ as a root. Consider the maximal walk being a subgraph of the tree $`T_m^E`$ and starting from the vertex $`j`$, all vertices of which belong to the set of vertices of the tree $`T_j^F`$. Let $`n`$ be final vertex of this way. Designate as $`T`$ maximal subtree of the tree $`T_m^E`$ with vertex $`n`$ as a root, all vertices of which belong to the set of vertices of the tree $`T_j^F`$. Notice, that all trees of the forest $`F`$ with the exception of the tree $`T_j^F`$ are subtrees of the trees of the forest $`E`$ with the same roots, but the vertices of the set $`𝒱T_j^F`$ are ”divided” among the trees of the forest $`E`$. So, we can confirm that there are no arcs coming into the set $`𝒱T`$ in the forest $`E`$ and by force of Sequence 3 from Criterion graph $`G`$ being $`𝒱T`$-exchange of $`F`$ by $`E`$ is a tree, and obviously it belongs to the set $`^k`$. If we consider $`𝒱T`$-exchange of $`E`$ by $`F`$, which by force of the same Sequence 3 from Criterion is a thee, analogically to the previous we are convinced that really $`G\stackrel{~}{}^k`$, but by the construction it is a descendant of the forest $`F`$. To the other side the affirmation of the theorem is proved analogically.
The theorem on ”relatives” lets us easy prove known system of convexity inequalities . Exactly, it is valid
Proposition 2. The quantities $`\phi _k`$ satisfy to the following chain of convexity inequalities
$$\phi _{k1}\phi _k\phi _k\phi _{k+1}.$$
(3)
Proof. By the theorem on ”relatives” any forest $`H\stackrel{~}{}^{k1}`$ can be constructed using redirection of arcs coming from the vertices of the only tree of some forest $`G\stackrel{~}{}^k`$, which, in its turn, can be constructed by redirection of arcs coming from the vertices of the only tree of some forest $`F\stackrel{~}{}^{k+1}`$. Let $`F`$, $`G`$, $`H`$ be just such ”relative” forests. Then there is at least one tree of the forest $`F`$, from every vertex of which an arc goes out in the forest $`H`$. Let the vertex $`i`$ be root of this tree and let us designate by $`f`$ the sum of weights of arcs coming in forest $`F`$ from the vertices of the set $`𝒱T_i^F`$, and by $`h`$ – the sum of weights of arcs outgoing from the vertices of the same set in $`H`$.
Let $`P`$ be $`𝒱T_i^F`$-exchange of $`F`$ by $`H`$, and $`Q`$ be $`𝒱T_i^F`$-exchange of $`H`$ by $`F`$. By force of the Sequence 2 from the Criterion both these graphs are forests and belong to the set $`^k`$ (because there is not an arc coming from the vertex $`i`$ in the forest $`F`$, but there is one coming from this vertex in forest $`H`$) and, hence
$$\mathrm{\Sigma }^P=\mathrm{\Sigma }^F+hf=\phi _{k+1}+hf\phi _k,$$
$$\mathrm{\Sigma }^Q=\mathrm{\Sigma }^Hh+f=\phi _{k1}h+f\phi _k.$$
The Proposition is a direct sequence of the last two inequalities.
Note, that the following inequalities
$$\phi _{ni}\phi _n\phi _{m+i}\phi _m,mn,\mathrm{min}(Nm,n)i0,$$
(4)
are the sequences from the system of convexity inequalities (3).
Let us prove the following auxiliary
Proposition 3. Let $`F\stackrel{~}{}^n`$ and $`G\stackrel{~}{}^m,mn`$, and let $`𝒟`$ be subset of the set of vertices $`𝒩`$, such that graphs $`P`$ and $`Q`$, being $`𝒟`$-exchange of $`F`$ by $`G`$ and $`𝒟`$-exchange of $`G`$ by $`F`$ correspondingly, are forests. Then if
a) $`𝒟`$ contains $`l0`$ roots of the forest $`F`$ more than roots of the forest $`G`$, then $`P\stackrel{~}{}^{nl}`$ and $`Q\stackrel{~}{}^{m+l}`$;
b) $`𝒟`$ contains $`lmn`$ roots of the forest $`G`$ more than roots of the forest $`F`$, then $`P\stackrel{~}{}^{n+l}`$ and $`Q\stackrel{~}{}^{ml}`$.
Proof. We prove point b) (point ) can be proved analogically). Designate as $`\mathrm{\Delta }`$ the following quantity $`\mathrm{\Delta }=\mathrm{\Sigma }^P\mathrm{\Sigma }^F=\mathrm{\Sigma }^G\mathrm{\Sigma }^Q.`$ It is followed from the condition, that $`P^{n+l}`$ and $`Q^{ml}`$, so
$$\mathrm{\Sigma }^P=\phi _n+\mathrm{\Delta }\phi _{n+l},\mathrm{\Sigma }^Q=\phi _m\mathrm{\Delta }\phi _{ml}.$$
Combining these two inequalities one gets $`\phi _m\phi _{ml}\phi _{n+l}\phi _n.`$ However from (4) under $`mn+l`$ it is followed reverse inequality and hence $`\mathrm{\Sigma }^P=\phi _{n+l}`$ and $`\mathrm{\Sigma }^Q=\phi _{ml}`$ and this proves the proposition directly.
## 5 Algebras of subsets
At the present paragraph we will construct the system of embedded algebras $`\mathrm{}_k,k=1,2,\mathrm{}N,`$ of subsets of the set of all vertices $`𝒩`$ and investigate the properties of the elementary sets of these algebras.
Let us consider all connected components $`T`$ (trees) of the forests $`F\stackrel{~}{}^k`$. The sets of vertices of the trees $`T`$ are the base of the algebra $`\mathrm{}_k`$ (i.e. algebra $`\mathrm{}_k`$ is generated by the sets of vertices $`𝒱T`$ of the trees of the forests $`F\stackrel{~}{}^k`$).
Theorem 2. The sequence of algebras $`\mathrm{}_k`$ is an increasing one:
$$\{𝒩,\mathrm{}\}=\mathrm{}_1\mathrm{}_2\mathrm{}\mathrm{}_{N1}\mathrm{}_N=2^𝒩,$$
where $`2^𝒩`$ is the set of all subsets of the set $`𝒩`$.
Proof. Direct sequence of Theorem 1.
Let us give a definition. We call the vertex $`j`$ as marked point (vertex) of the level $`k`$, if there exists at least one forest $`F\stackrel{~}{}^k`$, where $`j`$ is a root (i.e. there exists connected component $`T_j^F`$).
Elementary sets of algebras $`\mathrm{}_k`$ can as contain as not contain marked vertices. Elementary set can contain few marked vertices at once. Those elementary sets, that contain marked vertices we will call marked sets.
Let $`\mathrm{\S }`$ be some subset of the set of vertices $`𝒩`$. As $`\stackrel{~}{}^k|_𝒮`$ we will designate the set of subgraphs of the set of forests $`\stackrel{~}{}^k`$ induced by the set $`\mathrm{\S }`$.
Let us see what the properties of extreme forests are in case, if under some $`k`$ there is equality in the system of convexity inequalities (3):
$$\phi _{k1}\phi _k=\phi _k\phi _{k+1}.$$
(5)
Theorem 3. Let (5) be fulfilled, then
1) $`\mathrm{}_k=\mathrm{}_{k+1}`$,
2) $`\stackrel{~}{}^{k1}|_{}\stackrel{~}{}^k|_{}\stackrel{~}{}^{k+1}|_{}`$, where $``$ is an arbitrary elementary set of the algebra $`\mathrm{}_k`$.
Proof. According to the Theorem ”on relatives” every forest $`H\stackrel{~}{}^{k1}`$ possesses at least one ancestor $`F\stackrel{~}{}^k`$, which in its own, possesses at least one ancestor $`G\stackrel{~}{}^{k+1}`$. Let $`H`$, $`F`$ and $`G`$ be such relative forests. There are 2 possible scenarios of getting granddescendant $`H`$ from grandancestor $`G`$. It is easy to see, that by one of them 4 trees of the forest $`G`$ participate in the construction of the forest $`H`$, and by another one – only 3. Let us see on the first possible scenario.
So, let $`T_i^G`$, $`T_j^G`$, $`T_l^G`$ and $`T_m^G`$ be trees of the forest $`G`$ with the roots $`i`$, $`j`$, $`l`$ and $`m`$ correspondingly. Let the forest $`F`$ be constructed from the forest $`G`$ by uniting trees $`T_i^G`$ and $`T_j^G`$ with may be redirecting of arcs coming from vertices of, for example, the tree $`T_j^G`$, i.e. $`T_i^F|_{𝒱T_i^G}=T_i^G,T_i^F|_{𝒱T_j^G}`$ is a tree and $`𝒱T_i^F=𝒱T_j^G𝒱T_i^G`$, other trees of the forests $`F`$ and $`G`$ coincide between each other correspondingly. The forest $`H`$ in its turn is received from the forest $`F`$ by uniting trees $`T_l^F`$ and $`T_m^F`$ with may be redirecting arcs outgoing from the vertices of, for example, the tree $`T_m^G`$, i.e. $`T_l^H|_{𝒱T_i^F}=T_l^F,T_l^H|_{𝒱T_m^F}`$ is a tree and $`𝒱T_l^H=𝒱T_m^F𝒱T_l^F`$, other trees of the forests $`F`$ and $`G`$ coincide between each other correspondingly (note, that also $`T_l^G=T_l^F`$ and $`T_m^F=T_m^G`$). Designate as $`F^{}`$ $`𝒱T_j^G`$-exchange of $`H`$ by $`G`$. It is obvious (by Sequence 2 from Criterion and Proposition 3), that $`F^{}\stackrel{~}{}^k`$. By this every tree of the forest $`G`$ and every tree of the forest $`H`$ is either a tree of the forest $`F`$ or a tree of the forest $`F^{}`$, that confirms both points of the theorem. Another variant of the scenario is considered analogically.
We say, that the vertex $`j`$ is attainable from the vertex $`i`$ at the level $`k`$ or simply $`j`$ is $`k`$-attainable from $`i`$, if there is at least one forest $`F\stackrel{~}{}^k`$, such as there is $`ij`$-walk in $`F`$.
Let us see what are the properties of extreme forests in case if under some $`k`$ there is strong inequality in the system of convexity inequalities:
$$\phi _{k1}\phi _k>\phi _k\phi _{k+1}.$$
(6)
Proposition 4. Let (6) be taken place and $`i`$ and $`j`$ be level $`k`$ marked vertices. Let also the vertex $`i`$ be attainable from the vertex $`j`$ on the level $`k`$, then the vertex $`j`$ is attainable from the vertex $`i`$ on the level $`k`$ and, moreover, the vertices $`j`$ and $`i`$ belong to the same marked set of this level.
Proof. Under condition there is such forest $`F\stackrel{~}{}^k`$, where the vertex $`i`$ is rear comparative to the vertex $`j`$. Without loss of generality one can consider that, the vertex $`j`$ is a root in the forest $`F`$ (otherwise, if some marked vertex $`m`$ is a root of the tree containing the vertices $`i`$ and $`j`$ at this forest, the following discussions one can lead for any pair of vertices $`i`$ and $`m`$ or $`j`$ and $`m`$). Suppose, that there is such forest $`G\stackrel{~}{}^k`$, in which the vertex $`j`$ is a root, and the vertex $`i`$ does not belong to the tree having $`j`$ as a root. Let $`𝒟=𝒱T_i^F𝒱T_j^G`$, and $`P`$ and $`Q`$ are $`𝒟`$-exchanges of $`F`$ by $`G`$ and of $`G`$ by $`F`$ correspondingly. Then by Proposition 3 $`P\stackrel{~}{}^{k+1}`$ and $`Q\stackrel{~}{}^{k1}`$. Let us denote by $`f`$ and $`g`$ the sums of weights of arcs coming from the vertices of the set $`𝒟`$ at forests $`F`$ and $`G`$ correspondingly, then
$$\phi _{k+1}=\mathrm{\Sigma }^P=\mathrm{\Sigma }^Ff+g=\phi _kf+g,$$
$$\phi _{k1}=\mathrm{\Sigma }^Q=\mathrm{\Sigma }^G+fg=\phi _k+fg,$$
whence it follows that $`\phi _{k1}\phi _k=\phi _k\phi _{k+1},`$ which contradicts (6). So, in any forest $`G\stackrel{~}{}^k`$, in which the vertex $`j`$ is a root, the vertex $`i`$ belongs to the set of vertices of the tree $`T_j^G`$. From here it easy follows, that there is not such a forest in the set $`\stackrel{~}{}^k`$, in which the vertices $`i`$ and $`j`$ belong to different trees, which means validity of the proving proposition.
Note, that this proposition means in particular that if (6) is fulfilled, so every marked set of algebra $`\mathrm{}_k`$ contains exactly one root of an arbitrary forest $`F\stackrel{~}{}^k`$, and it is valid the following.
Theorem 4. Let (6) be fulfilled, then the algebra $`\mathrm{}_k`$ contains exactly $`k`$ marked elementary sets.
Proof. Any forest $`F\stackrel{~}{}^k`$ consists of $`k`$ trees and hence, there are not less than $`k`$ marked elementary sets in $`\mathrm{}_k`$. These $`k`$ marked sets are those elementary sets that contain the roots of the trees of $`F`$. Any root of an arbitrary forest $`G\stackrel{~}{}^k`$ naturally belongs to one of the trees of the forest $`F`$ and, hence, some root of the forest $`F`$ is accessible from it (root of $`G`$), and it means by Proposition 4 that this root belongs to one of mentioned elementary sets. Thus, there are exactly $`k`$ marked sets in $`\mathrm{}_k`$.
Let us call as $`k`$-attraction domain of marked vertex $`i`$ such set of vertices, which consists of such vertices $`j`$ that $`i`$ is accessible from $`j`$ in at least one forest $`\stackrel{~}{}^k`$.
Proposition 5. Let (6) be fulfilled for some $`k`$, then for every marked vertex $`i`$ there is such forest $`\stackrel{~}{}^k`$, in which the vertex $`i`$ is a root and the set of vertices of the tree $`T_i^F`$ coincides with $`k`$-attraction domain of the vertex $`i`$, and also the sets of $`k`$-attraction domains of mutually $`k`$-attainable vertices coincide with each other.
Proof. Let $`F`$ and $`G`$ be forests belonging to the set $`\stackrel{~}{}^k`$, in which mutually $`k`$-attainable vertices $`i`$ and $`j`$ (in particular they can coincide) are roots of the trees $`T_i^F`$ and $`T_j^G`$ correspondingly. It is sufficient to show, that there is such a forest $`H\stackrel{~}{}^k`$, where the vertex $`i`$ is a root and $`𝒱T_i^H𝒱T_i^F𝒱T_j^G`$. Let $`𝒟=𝒱T_j^G𝒱T_i^F`$, then by Proposition 3 $`𝒟`$-exchange $`F`$ by $`G`$ is required forest $`H`$.
Proposition 6. Let (6) be fulfilled, $`F\stackrel{~}{}^k`$ and $``$ is elementary set belonging to algebra $`\mathrm{}_k`$, then there is such forest $`G\stackrel{~}{}^k`$, where all arcs coming out from the vertices of the set $``$, coincide with ones coming out from them in the forest $`F`$, and also there are no arcs coming into the set $``$ from the outside in $`G`$.
Proof. Let there be an arc coming into the set $``$ from some elementary set $`_1`$ in the forest $`F`$. Since the sets $``$ and $`_1`$ are elementary, so there is such forest $`H\stackrel{~}{}^k`$, where both these sets belong to different trees. Let $``$ belong to the tree with $`i`$ as a root in $`F`$, and $`_1`$ belong to the tree with $`j`$ as a root in the forest $`H`$. Let $`𝒟`$ be the set $`𝒱T_i^F𝒱T_j^H`$. Let $`G`$ be $`𝒟`$-exchange $`F`$ by $`H`$. By Proposition 4 the vertices $`i`$ and $`j`$ simultaneously belong or do not belong to the set $`𝒟`$. So $`G\stackrel{~}{}^k`$ and there are not any arcs coming into the set $``$ from the set $`_1`$ in this forest, and also there are not more additional arcs coming into the set $``$ in $`G`$, in comparison to ones coming into $``$ in the forest $`F`$. If there are some arcs coming into the set $``$ in $`G`$, one can repeat the procedure above now concerning the forest $`G`$ and get the forest, where no one arc comes into the set $``$, but all arcs coming from it coincides with those coming from vertices of $``$ in the forest $`F`$.
Next proposition being direct consequence of Proposition 6 is in some sense inverse to Proposition 5. If Proposition 5 tells how big tree of extreme forest can be, but in the following one we explain how small it can be.
Proposition 7. Let (6) be fulfilled for some $`k`$, then for every marked elementary set $``$ of algebra $`\mathrm{}_k`$ there is such forest $`F\stackrel{~}{}^k`$, where $``$ is a set of vertices of one of trees of $`F`$, and also there is not such a forest belonging to $`\stackrel{~}{}^k`$, where arcs come out of the set $``$.
Proof. Let us suppose inverse. Let $`F\stackrel{~}{}^k`$ be a forest, where at least one arc comes out of $``$ with, let us say, the vertex $`m`$ as an origin. By Proposition 6 without loss of generality one can suppose that there are not any arcs coming into $``$ from outside. In addition, according to Proposition 4, the set $``$ contains exactly one root of $`F`$. But then the tree of $`F`$ having this root does not contain the vertex $`m`$ and is contained in $``$, which is in contradiction with elementary character of $``$.
Proposition 7 means in particular, that any subgraph of an arbitrary forest $`F\stackrel{~}{}^k`$, induced by marked elementary set of algebra $`\mathrm{}_k`$, is a tree if (6) is fulfilled. It is prove to be that indicated property is valid for unmarked elementary sets too.
Theorem 5. Let (6) be fulfilled, then induced by any elementary set $``$ of algebra $`\mathrm{}_k`$ subgraph of any forest $`F\stackrel{~}{}^k`$ is a tree.
Proof. It is necessary to show, that not more than one arc can come out of an arbitrary elementary set $``$. Let $`F\stackrel{~}{}^k`$. According to Proposition 6 one can suppose, that there are not any arcs coming into $``$ from outside in $`F`$. Let us verify firstly, that not more than one arc can come out of the set $``$ into any other elementary set. On the contrary, we assume that there are, for example, two arcs at the forest $`F\stackrel{~}{}^k`$ coming out of the set $``$ into some elementary set $`_1`$ of algebra $`\mathrm{}_k`$. Let also the arcs coming out of the set $``$ into $`_1`$ have their origin at the vertices $`a`$ and $`b`$ and let the sets $`𝒜`$ and $``$ be sets of rear vertices with respect to vertices $`a`$ and $`b`$ correspondingly (including vertices $`a`$ and $`b`$ themselves). The sets $`𝒜`$ and $``$ do not intersect with each other and $`𝒜=`$. As the sets $``$ and $`_1`$ are elementary, so there is such forest $`G\stackrel{~}{}^k`$, where these sets belong to different trees, let us say, to the trees $`T_j^G`$ and $`T_m^G`$ correspondingly. Let $`H`$ be $`𝒜`$-exchange of $`G`$ by $`F`$. Obviously, that $`H\stackrel{~}{}^k`$. In addition, since $``$ is elementary and, hence, its vertices at any forest from the set $`\stackrel{~}{}^k`$ must belong to the same tree, among them at $`H`$ too. It is possible only if the vertices of the set $``$ are rear with respect to the vertex $`a`$ at the forest $`G`$ (only in this case elementary set $``$ belongs entirely to single tree at $`H`$, namely to the tree $`T_m^H`$). Analogously, if $`Q`$ is $``$-exchange of $`G`$ by $`F`$, so $`Q\stackrel{~}{}^k`$ and the vertices of the set $`𝒜`$ must be rear with respect to the vertex $`b`$ at the forest $`G`$. So the vertices $`a`$ and $`b`$ are rear with respect to each other at $`G`$, which is impossible because $`G`$ is a forest.
Other cases, where arcs could come out of $``$ into several elementary sets one can examine analogously.
Theorem 6. Let (6) be fulfilled, then
i) induced by any elementary set $``$ belonging to the algebra $`\mathrm{}_k`$ subgraph of an arbitrary forest $`F\stackrel{~}{}^{k1}`$ is a tree,
ii) if $`𝒰`$ is unmarked elementary set belonging to the algebra $`\mathrm{}_k`$, then $`\stackrel{~}{}^{k1}|_𝒰=\stackrel{~}{}^k|_𝒰`$.
Proof. Let $`F`$ and $`G`$ be relative forests belonging correspondingly to $`\stackrel{~}{}^k`$ and $`\stackrel{~}{}^{k1}`$, and let also one can construct the forest $`G`$ from $`F`$ by adding an arc coming out of the root $`i`$ of some tree $`T_i^F`$, and, may be, by redirecting of arcs that come out of other vertices of this tree. According to Proposition 6, without loss of generality, one can consider that $`=𝒱T_i^F`$ is marked elementary set, and by theorem on ”relatives” the graph $`G|_{}`$ is a tree. In this case, if $`𝒰`$ is unmarked elementary set of the algebra $`\mathrm{}_k`$, so $`G|_𝒰=F|_𝒰`$.
Theorems 5 and 6 are very important for the consequent constructions, since based on Theorem 5 one can construct enlarged graphs and to determine adjacencies (and their weights) connecting enlarged vertices (elements of decomposition of the set of all vertices). Theorem 6 allows based on one level of enlargement to construct the following one.
## 6 Weighted condensations
Proved above properties of extreme forests allow us to look on them and at all on directed graphs with weighted adjacencies in ”an enlarged way”, without interest on details of their arc connections inside elementary sets, but paying attention only on connections among elementary sets, understanding elementary sets themselves as a vertices of some enlarged graph. Let us convert what has been said above into precise definition. Beforehand we remind existing definition of condensation for non-weighted directed graph, which just allows understand graphs in an enlarged way. Here is the corresponding definition.
Let $`\{𝒮_1,𝒮_2,\mathrm{},𝒮_M\}`$ be strong components (strong component is the set of inter-attainable vertices) of digraph $`G`$. Condensation of digraph $`G`$ is digraph $`\widehat{G}`$ with the set of vertices $`\{s_1,s_2,\mathrm{},s_M\}`$, where the pair $`(s_i,s_j)`$ is an arc in $`\widehat{G}`$ if and only if there is an arc in $`G`$ with origin belonging to $`𝒮_i`$, and terminus belonging to $`𝒮_j`$.
Mentioned definition is rather poor, since, for example, for strong digraphs (where all vertices are inter-attainable) condensation is trivial and consists of only one vertex, and hence, there are not any arcs in it. So we essentially modify the concept of condensation for weighted digraphs.
Let us firstly consider the case of non-directed graphs. In some sense the following simple theorem is more strong reformulation of Theorem on relatives but for non-directed graphs.
Theorem 7. Let the edge $`e`$ of non-directed graph $`P`$ possesses the minimal weight among all edges, in which exactly one endpoint belongs to the tree $`T`$ which is subgraph of $`P`$. Then there is at least one spanning tree containing $`Te`$ and having minimal weight among all spanning trees of $`P`$ containing $`T`$.
According to this theorem all examinations drawn are valid but essentially simplify. For example the division on marked and unmarked sets vanishes (every set is marked) and also there is no necessity to replace edges under joining trees as it was in case of directed graphs (one only need add an edge to connect two trees). Of course for non-directed graph $`P`$ with weighted adjacencies inequalities of convexity are fulfilled and if (6) is valid then algebra $`\mathrm{}_k`$ contains exactly $`k`$ elementary sets. The main property resulting from this theorem, that is useful for us, we point out as following.
Property 1. Subgraph of any forest $`F\stackrel{~}{}^n`$ induced by elementary set $``$ of algebra $`\mathrm{}_k`$, $`nk`$, is a tree.
Property 2. For every forest $`F\stackrel{~}{}^n`$ there exists such forest $`G\stackrel{~}{}^k`$, $`nk`$ (and, into opposite side, for any $`G\stackrel{~}{}^k`$ there exists such $`F\stackrel{~}{}^n`$ ) that $`F|_{}=G|_{}`$, where $``$ is an arbitrary elementary set of algebra $`alk`$.
Definition. Let $`P`$ be non-directed graph with weighted adjacencies $`p_{ij}`$, and let (6) be fulfilled, $`\mathrm{}_k`$ – algebra of subsets of the set of all vertices generated by the sets of vertices of trees belonging to $`\stackrel{~}{}^k(P)`$. We call non-directed graph $`P^k`$ with $`k`$ vertices as weighted condensation of the level $`k`$ (simply – k-weighted condensation) of $`P`$ if weights of it adjacencies are equal to the following numbers
$$p_{xy}^k=\underset{\genfrac{}{}{0pt}{}{i𝒳}{j𝒴}}{\mathrm{min}}p_{ij},$$
(7)
where $`𝒳`$ and $`𝒴`$ are elementary sets of algebra $`\mathrm{}_k`$. If there is not any edge in $`P`$, such that one of its ends belongs to the elementary set $`𝒳`$, and another to the elementary set $`𝒴`$, so we suppose that there is not corresponding edge $`(x,y)`$ in $`P^k`$.
It seems natural to consider that in graph of weighted condensation not only arcs possess weights but vertices too, which are actually elementary sets of corresponding algebra. We determine weight of vertex $`s`$, or which is the same, weight of elementary set $`S`$ corresponding to vertex $`s`$, as minimum of weight of spanning tree of graph $`P|_𝒮`$, i.e. as the quantity
$$\underset{\genfrac{}{}{0pt}{}{TP}{𝒱T=𝒮}}{min}\underset{(i,j)T}{}p_{ij}.$$
As weighted condensations, represent themselves usual graphs with weighted adjacencies, so all previous properties are valid for them (introduction of weights of vertices is not change anymore because we consider only spanning subgraphs, which include all vertices by definition). In particular, one can consider factor-forests of $`P^k`$ and determine the sets $`^n(P^k)`$ and also their subsets $`\stackrel{~}{}^m(P^k)`$ possessing minimal weight. The weight itself of the forest $`F\stackrel{~}{}^n(P^k)`$ we determine as stated above in the following way
$$\mathrm{\Sigma }^F=\underset{(x,y)F}{}p_{xy}^k+\underset{\mathrm{}_k}{}\underset{\genfrac{}{}{0pt}{}{TV}{𝒱T=}}{min}\underset{(i,j)T}{}p_{ij},$$
(8)
where $``$ is elementary set of algebra $`\mathrm{}_k`$. For example, any forest $`F^k(P^k)`$ is empty graph ($`k`$ vertices (however possessing their own weights) and no edges), any $`F`$ belonging to $`^1(P^k)`$ is a spanning tree of $`P^k`$.
Under definition (8) it is obvious that if we introduce the numbers $`\phi _n^k`$, $`nk`$, by the rule
$$\phi _n^k=\underset{F^n(P^k)}{min}\mathrm{\Sigma }^F,$$
(9)
then by force of Property 1
$$\phi _n=\phi _n^k,nk,$$
(10)
and, of course, inequalities of convexity are valid:
$$\phi _{n1}^k\phi _n^k\phi _n^k\phi _{n+1}^k,n=2,3,\mathrm{},k1.$$
(11)
Equalities (10) mean exactly, that minimum weights of spanning trees, consisting of equal number of trees $`nk`$, of weighted condensation $`P^k`$ and graph $`P`$ proper coincide with each other.
Now we consider analogical examination for directed graphs. Let $`V`$ be digraph with weighted adjacencies $`v_{ij}`$, and let (6) be fulfilled, $`\mathrm{}_k`$ – algebra of subsets of the set of vertices of $`V`$, generated by the sets of vertices of trees of forests belonging to $`\stackrel{~}{}^k(V)`$. Algebra $`\mathrm{}_k`$ contains at least $`k`$ elementary sets, to be precisely, it contains $`k+l`$ elementary sets, where $`l`$ is the number of unmarked sets (this number can be equal to zero).
Definition. Let us call digraph $`V^k`$ with $`k+l`$ vertices as weighted condensation of the level $`k`$ (simply – k-weighted condensation) if weights of its adjacencies are equal to the following numbers
$$v_{xy}^k=\underset{\genfrac{}{}{0pt}{}{i𝒳}{j𝒴}}{\mathrm{min}}(\underset{T_i(𝒳)}{\mathrm{min}}\mathrm{\Sigma }^{T_i(𝒳)}+v_{ij}),$$
(12)
where $`𝒳`$ and $`𝒴`$ are elementary sets of algebra $`\mathrm{}_k`$, $`T_i()`$ is a tree with $``$ as a set of vertices and $`i`$ as a root. If there is not any arc in $`V`$, such as its origin belongs to the elementary set $`𝒳`$, and the terminus to the elementary set $`𝒴`$, and under this $`i`$ is a root of at least one spanning tree of digraph $`V|_𝒳`$ we suppose that there is not arc $`(x,y)`$ in $`V^k`$.
The necessity of weights determination in a different way than it was in non-directed situation is caused by the fact that one must be sure that the set $`𝒴`$ is attainable from every vertex of $`𝒳`$ and in this case only it is justified to introduce an arc $`(x,y)`$ into graph $`V^k`$. Note, that weight minimum of tree $`T_i(𝒳)`$ depends on vertex $`i`$, so generally speaking in the situation of directed graphs it is not possible to introduce the weight of elementary set and one needs add ”it” (look at (12)) to corresponding arc going out of this set. Nevertheless, if there are not arcs going out of some set $`𝒳`$ in digraph, it is possible to determine weight of $`𝒳`$ as minimum by all $`i𝒳`$ of weights of trees $`T_i(𝒳)`$.
As graph $`V^k`$ has at least $`k`$ ($`k+l`$ to be precisely) vertices one can consider, in particular, spanning forests of it and to determine the sets $`^m(V^k)`$ and also their subsets $`\stackrel{~}{}^m(V^k)`$ possessing minimal weight. However the weight itself of the forest $`F\stackrel{~}{}^m(V^k)`$ we must determine in other way than in non-directed situation, because arc weights (12) are determined not analogous to edge ones (7). Namely:
$$\mathrm{\Sigma }^F=\underset{(x,y)F}{}v_{xy}^k+\underset{\genfrac{}{}{0pt}{}{\mathrm{}_k}{d^+\left(e\right)=0}}{}\underset{\genfrac{}{}{0pt}{}{TV}{𝒱T=}}{min}\underset{(i,j)T}{}v_{ij},$$
(13)
where $`F^m(V^k)`$, $`e`$ is a root of $`F`$ corresponding to the elementary set $`\mathrm{}_k`$. So weight of $`F^m(V^k)`$ is determined as sum of all arc weights $`v_{xy}^k`$ plus ”weights” of those elementary sets of algebra $`\mathrm{}_k`$, corresponding to which vertices in $`F`$ are roots.
Now one can introduce the quantities $`\phi _n^k,n=1,2,\mathrm{},k`$ by the rule analogous to (9)
$$\phi _n^k=\underset{F\stackrel{~}{}^n(V^k)}{\mathrm{min}}\mathrm{\Sigma }^F.$$
and, of course, for these quantities the inequalities of convexity (11) continue to be fulfilled, but (10) is not true now and one can assert only that
$$\phi _n\phi _n^k,$$
as the minima $`\phi _m`$ are calculated using graph $`V`$ itself, but the numbers $`\phi _m^k`$ – only using its weighted condensation. However, by force of definition of weighted condensations and its adjacencies (12) $`\phi _k^k=\phi _k`$. Moreover, since by Theorem 6 subgraph of any graph belonging to $`\stackrel{~}{}^{k1}`$ induced by an arbitrary elementary set of algebra $`\mathrm{}_k`$ is a tree, so $`\phi _{k1}^k=\phi _{k1}`$. Note, that (10) is a sequence of Property 1, which is not valid here generally speaking.
Point here that one can use the definition of weighted condensations in case of non-fulfillment of (6) also. Namely, let under some $`k`$ and $`nk1`$
$$\phi _{kn1}\phi _{kn}>\phi _{kn}\phi _{kn+1}=\mathrm{}=\phi _{k1}\phi _k>\phi _k\phi _{k+1},$$
(14)
then, as it follows from Theorem 3, algebras $`\mathrm{}_{kn+1}`$, $`\mathrm{}_{kn+2},\mathrm{},\mathrm{}_k`$ coincide with each other and so the definition of weighted condensations, initially introduced for index equal to $`k`$, one can spread to indices $`k1`$, $`k2`$, $`\mathrm{}`$, $`kn+1`$. Under that it is obvious that all this condensations are the same, so the number of different condensations equal to the number of sign $`{}_{}{}^{}>_{}^{}`$ at the system of convexity inequalities (6) plus one. Theorems 3 and 6 mean also that under (14) subgraph of any forest belonging to one of sets $`\stackrel{~}{}^{kl}`$, $`l=1,2,\mathrm{},n`$, induced by arbitrary elementary set of algebra $`\mathrm{}_k`$, is a forest and hence
$$\phi _{kl}=\phi _{kl}^k,l=1,2,\mathrm{},n.$$
One could think that (10) is valid for digraphs, however it is not so, because under (14) one has not any reason to expect that subgraph of $`F\stackrel{~}{}^{kn1}`$, induced by elementary set of $`\mathrm{}_k`$, is a forest (and really it is not so, one can easy construct such example). Nevertheless (10) takes place if the adjacencies $`v_{ij}`$ of digraph $`V`$ can be written in the form
$$v_{ij}=p_{ij}p_{ii},$$
(15)
where the numbers $`p_{ij}R^1`$ are weights of edges of some non-directed graph $`P`$ ($`p_{ij}=p_{ji}`$). This property we will call as potentiality of weights of digraph $`V`$. Such definition is bound up with the fact, that under fulfillment of (15) the weights $`v_{ij}`$ can be realized as potential bars necessary to overtake in order to get into point $`j`$ from point$`i`$ (the number $`p_{ij}`$ is transition potential from $`i`$ to $`j`$, $`p_{ii}`$ – potential of point $`i`$). Equalities (10) succeed from the following
Theorem 8. Let digraph $`V`$ possess potential weights and its adjacencies satisfy (15), then Property 1 is valid for $`V`$ and (10) takes place.
Proof. From the definition of potentiality it is followed that if there is an arc $`(i,j)`$ in digraph $`V`$, so there is an opposite arc $`(j,i)`$ there. Further, for potential graph it is not difficult to see that if some $`ij`$-way possesses minimum weight (minimum sum of arc weights (potential bars)) among all ways from $`i`$ to $`j`$, then if one changes all these arcs to opposite ones in this $`ij`$-way, one gets $`ji`$-way with minimum weight among all ways from $`j`$ to $`i`$ in $`V`$. Now let us turn to Theorem 1 (on ”relatives”). According to it any forest $`G\stackrel{~}{}^{k+1}`$ one can construct from some forest $`F\stackrel{~}{}^k`$ by adding an arc connecting two trees and may be by redirecting of arcs in that tree, from which this additional arc would go out. Let $`F`$ and $`G`$ be such relative forests, and let $`G`$ one can get from $`F`$ by adding arc $`(i,m)`$, where $`i`$ belongs to the set of vertices of tree $`T_j^F`$ with $`j`$ as a root, and ,it is clear, if $`i`$ does not coincide with $`j`$, by reconfiguration of arcs of this tree in such a way as to get on the set $`𝒱T_j^F`$ a new tree, but with $`i`$ as a root. In this connection this tree $`G|_{𝒱T_j^F}`$ must possess minimum weight among all trees on the set $`𝒱T_j^F`$ with $`i`$ as a root. Let us construct new tree $`G^{}\stackrel{~}{}^k`$ from $`F`$ by adding the same arc $`(i,m)`$, but reconfiguration of arcs of $`T_j^F`$ will be done in the following manner. Consider $`ij`$-way belonging to tree $`T_j^F`$. It is, of course, the only in this tree and it possesses minimum weight among all $`ij`$-ways in induced subgraph $`V|_{𝒱T_j^F}`$. Now change in $`F`$ arcs of this $`ij`$-way into opposite ones (one gets under this a tree on the set $`𝒱T_j^F`$ with minimum weight among all trees on this set with $`i`$ as a root) and add arc $`(i,m)`$. This forest let call $`G^{}`$. It is extreme, of course, because it was constructed under really minimum changes of forest $`F`$. Note, that this forest $`G^{}`$ possesses one important property. If one takes away the orientation from $`F`$ and $`G^{}`$, then these graphs coincide with each other, except adjacency $`(i,m)`$ proper. It appears from the above the validity of Property 1 for potential digraphs.
Theorem 8 shows, that the analysis of potential digraphs is not more difficult than the same of non-directed graphs, and for them instead of Property 2 it is valid
Property 2’. Let $`V`$ be potential digraph, then for any forest $`F\stackrel{~}{}^n(V)`$ there exist such forest $`G\stackrel{~}{}^k(V)`$, $`nk`$ (and for any $`G\stackrel{~}{}^k(V)`$ there is such $`F\stackrel{~}{}^n(V)`$), that induced by any elementary set $`\mathrm{}_k`$ subgraphs of $`F`$ and $`G`$ coincide with each other to within the orientation.
So, our considerations above mean the following. Let us suppose that we constructed $`k`$-weighted condensation of some directed graph $`V`$ and try to build up condensation $`V^n`$, $`n<k`$, of some next level $`n`$. The question appears: Can one do it using the information on already constructed condensation only? It turns out that can not, generally speaking. More exactly, one can construct the corresponding algebra $`\mathrm{}_n`$, but new adjacencies – can not. One have to use information on arcs of the initial digraph $`V`$. Nevertheless, if weights of $`V`$ are potential (or, moreover, graph is non-directed), it is not necessary to use any additional information and to realize the transition to next hierarchy level one can forget ”prehistory” of graph and use the adjacencies of $`V^k`$ only. This reduces considerably the number of calculations required.
## 7 Instead of discussion
The method suggested can have a lot of applications in different brunches of science such as economy and finances, biology and neuron-nets, probability theory and random processes, mathematical and theoretical physics. This is forced just by the necessity to determine the structure and the hierarchy of complicated objects and using this information to give a conclusion which processes are essential on each level and which are not. For example, at exponentially large times in dynamic systems under small random perturbations some sublimit distributions appear . They correspond in fact to distributions concentrated at marked elementary sets of some algebra $`\mathrm{}_k`$, the number of nontrivial possible time scales is equal to the number of different algebras. Under this, the generators of Fokker-Plank type equations (being singular perturbed ones ), which govern distribution functions of stochastic differential equations, possess very special spectrum. Its low-frequency spectrum and corresponding eigenfunctions are determined by weighted condensations of some special digraph , which analysis connects with the opportunity of representing of characteristic polynomial in terms of tree-like structure of corresponding digraph .
This work was supported RFBR, grants N-99-01-00696 and N-98-01-01063. |
warning/0001/math0001027.html | ar5iv | text | # HyperKähler Potentials via Finite-Dimensional Quotients
## 1. Introduction
Adjoint orbits in complex semi-simple Lie algebras are known to carry a compatible hyperKähler metric invariant under the compact group action (see ). Nilpotent orbits are particularly interesting as they admit a hyperKähler structure which is closely related to twistor spaces and quaternion-Kähler geometries and which comes equipped with a hyperKähler potential. If one only asks for a Kähler potential compatible with the hyperKähler structure, then several examples are known. Hitchin gave an expression for a global Kähler potential for a hyperKähler structure on the regular semi-simple orbit of $`𝔰𝔩(n,)`$ in terms of theta functions. Biquard and Gauduchon determined a simple formula for the Kähler potential for the hyperKähler metric on semi-simple orbits of *symmetric type*. These orbits come in continuous families and by taking a limit Biquard and Gauduchon also obtain Kähler potentials for certain nilpotent orbits.
In , Kähler and hyperKähler potentials were obtained for orbits of cohomogeneity one and two by considering the invariants preserved by the compact group action. The cohomogeneity of a complex orbit $`𝒪𝔤^{}`$ is defined as the codimension of the generic orbits of the compact group $`G`$ on $`𝒪`$. As the cohomogeneity increases, we move further away from homogeneous manifolds and the geometry of the orbits becomes more complicated.
But there are other ways of rating the level of complexity of nilpotent orbits. In the case when each simple component of $`𝔤^{}`$ is classical (i.e., equals $`𝔰𝔲(n,)`$, $`𝔰𝔬(n,)`$, or $`𝔰𝔭(n,)`$) it can be shown that nilpotent orbits in $`𝔤^{}`$ arise as hyperKähler reductions of the flat hyperKähler spaces $`^N`$ (see ). This gives a more explicit description of the hyperKähler metric and the corresponding potential, as the latter comes simply from the radial function $`r^2`$ on $`^N`$. The space $`^N`$ in the construction arises from a *diagram* of unitary vector spaces; the longer the diagram, the more complicated the geometry of the orbit. But even orbits that arise from the simplest diagrams (i.e., those of length $`2`$) may have arbitrary high cohomogeneity, which puts them beyond the scope of the “low cohomogeneity approach” mentioned above. In , we successfully applied this technique to construct the hyperKähler potential for the regular nilpotent orbit in $`𝔰𝔩(3,)`$, which has cohomogeneity $`4`$. The aim of this paper is to apply the same construction to calculate hyperKähler potentials for nilpotent orbits with diagrams of length two or three. This includes classical orbits of cohomogeneity one or two and also all orbits obtainable as limits of semi-simple orbits of symmetric type. In particular, we are able to prove (in the $`𝔰𝔩(n,)`$ case) that the Kähler potentials obtained by Biquard and Gauduchon on nilpotent orbits are in fact hyperKähler potentials. This is not apparent from their work, particularly because we found in that several of these orbits admit families of invariant hyperKähler metrics with Kähler potentials. We also determine the potential for orbits in $`𝔰𝔬(n,)`$ which have length three diagrams and Jordan type $`(3,2^{2k},1^{\mathrm{}})`$. In the simplest cases there is a striking resemblance to the formulæ we have for the cohomogeneity two case, but for $`k2`$ matters complicate rapidly.
In the calculations we use finite covering maps between nilpotent orbits and the Beauville bundle construction. It is worth pointing out that these techniques combined with knowledge of the invariants of the compact group action can be used to find the potential in several other cases, for example for nilpotent orbits in the exceptional Lie algebra $`𝔤_2^{}`$ (see ).
Explicit knowledge of hyperKähler potentials is of interest in the study of real nilpotent orbits, cf. , and we expect to pursue this in future work.
The paper is organised as follows. Section 2 recalls the hyperKähler quotient construction of classical nilpotent orbits and gives some general results on hyperKähler potentials. In section 3 we derive formulæ for the potential for orbits with diagrams of length $`2`$ and then, in section 4, apply the result to the low cohomogeneity case. Finally, in section 5 we work out the potential for the simplest orbits with diagrams of length $`3`$.
###### Acknowledgements.
We are grateful for financial support from the Epsrc of Great Britain and Kbn in Poland.
## 2. Background and General Results
We begin by reviewing the general theory of the relationship between hyperKähler quotients, hyperKähler potentials and nilpotent orbits.
A Riemannian manifold $`(N,g)`$ with complex structures $`I`$, $`J`$ and $`K`$ satisfying the quaternion identities $`IJ=K=JI`$, etc., is *hyperKähler* if $`g`$ is Hermitian with respect to each of the complex structures and the two-forms $`\omega _I(X,Y):=g(X,IY)`$, $`\omega _J`$ and $`\omega _K`$ are closed. Such a manifold is thus symplectic in three different ways. If one distinguishes the complex structure $`I`$, then $`N`$ becomes a Kähler manifold with a holomorphic symplectic two-form $`\omega _c:=\omega _J+i\omega _K`$.
An interesting general problem is to find hyperKähler structures compatible with a given complex structure $`I`$ and a holomorphic symplectic form $`\omega _c`$. One natural source of such manifolds is adjoint orbits $`𝒪`$ of a complex semi-simple Lie group $`G^{}`$. Such an orbit inherits a complex structure $`I`$ as a submanifold of the complex vector space $`𝔤^{}`$. The complex symplectic form on $`𝒪`$ is given at $`X𝒪`$ by
$$\omega _c^𝒪([A,X],[B,X])=X,[A,B],$$
where $`,`$ is the *negative* of the Killing form on $`𝔤^{}`$. If $`G`$ is a compact real form of $`G^{}`$, then $`𝒪`$ admits a $`G`$-invariant hyperKähler structure compatible with $`I`$ and $`\omega _c^𝒪`$ .
The Marsden-Weinstein quotient construction was adapted to hyperKähler manifolds in . Suppose a Lie group $`H`$ acts on a hyperKähler manifold $`N`$ preserving $`g`$, $`I`$, $`J`$ and $`K`$. Suppose also that there exist symplectic moment maps $`\mu _I`$, $`\mu _J`$ and $`\mu _K`$ from $`N`$ to $`𝔥^{}`$ for the action of $`H`$ with respect to the symplectic forms $`\omega _I`$, $`\omega _J`$ and $`\omega _K`$. For $`I`$, this means that for each $`V𝔥`$, the function $`\mu _I^V:=\mu _I,V`$ satisfies
$$d\mu _I^V=\xi _V\omega _I,$$
(2.1)
where $`\xi _V`$ is the vector field generated by the action of $`V`$. We then define a *hyperKähler moment map* by
$$\mu :N𝔥^{}\mathrm{Im},\mu =\mu _Ii+\mu _Jj+\mu _Kk.$$
The *hyperKähler quotient* of $`N`$ by $`H`$ is defined to be
$$N///H:=\mu ^1(0)/H.$$
If $`H`$ acts freely on $`N`$, then $`N///H`$ is a hyperKähler manifold of dimension $`dimN4dimH`$. Even if the action of $`H`$ is not free, there is a natural way to write $`N///H`$ as a union of hyperKähler manifolds . We will often distinguish the complex structure $`I`$ and write $`\mu =(\mu _{},\mu _{})`$, where $`\mu _{}=\mu _J+i\mu _K`$ and $`\mu _{}=\mu _I`$. The map $`\mu _{}`$ is then a complex symplectic moment map for the (infinitesimal) action of $`H^{}`$ on $`N`$.
For nilpotent orbits in the classical Lie algebras, a $`G`$-invariant hyperKähler metric may be constructed by finite-dimensional hyperKähler quotients . The only other orbits for which such a construction is known are the semi-simple orbits in $`𝔰𝔩(n,)`$ together with finite quotients of a couple of orbits in exceptional algebras . Let us briefly recall the construction for nilpotent orbits.
### 2.1. Nilpotent Orbits for Special Linear Groups
Given a nilpotent element $`A𝔰𝔩(n,)`$ such that $`A^{k1}0`$ and $`A^k=0`$ one defines the associated *image flag* to be $`\{0\}=V_0V_1V_2\mathrm{}V_k=^n`$, where $`V_i=\mathrm{Im}A^{ki}`$. We consider the complex vector space
$$W=\underset{i=0}{\overset{k1}{}}\left(\mathrm{Hom}(V_i,V_{i+1})\mathrm{Hom}(V_{i+1},V_i)\right)$$
(2.2)
and represent elements $`(\mathrm{},\alpha _i,\beta _i,\mathrm{})`$ of $`W`$ by diagrams
$$\{0\}=V_0\underset{\beta _0}{\overset{\alpha _0}{}}V_1\underset{\beta _1}{\overset{\alpha _1}{}}V_2\underset{\beta _2}{\overset{\alpha _2}{}}\mathrm{}\underset{\beta _{k1}}{\overset{\alpha _{k1}}{}}V_k=^n.$$
Taking $`^n`$ to be equipped with a Hermitian two-form, induces Hermitian inner products on each $`V_i`$, $`i=0,1,2,\mathrm{},k`$, and we get a norm on $`W`$ given by
$$r^2=(\mathrm{},\alpha _i,\beta _i,\mathrm{})^2=\underset{i=1}{\overset{k1}{}}\mathrm{Tr}(\alpha _i^{}\alpha _i+\beta _i\beta _i^{}).$$
(2.3)
The inner products enables us to make sense of Hermitian adjoints $`\alpha _i^{}`$ and $`\beta _i^{}`$ and to endow the vector space $`W`$ with a quaternionic structure by defining $`j(\mathrm{},\alpha _i,\beta _i,\mathrm{})=(\mathrm{},\beta _i^{},\alpha _i^{},\mathrm{})`$.
The product $`H=𝖴(V_1)\times \mathrm{}\times 𝖴(V_{k1})`$ of unitary groups acts in a natural way on $`W`$:
$$\begin{array}{c}(a_1,\mathrm{},a_{k1})(\mathrm{},\alpha _i,\beta _i,\mathrm{},\alpha _{k1},\beta _{k1})\hfill \\ \hfill =(\mathrm{},a_{i+1}\alpha _ia_i^1,a_i\beta _ia_{i+1}^1,\mathrm{},\alpha _{k1}a_{k1}^1,a_{k1}\beta _{k1}).\end{array}$$
This action preserves the quaternionic structure on $`W`$, and the hyperKähler moment map $`\mu =(\mu _{},\mu _{})`$ is given by
$$\begin{array}{cc}\hfill \mu _{}& =(\mathrm{},\alpha _i\beta _i\beta _{i+1}\alpha _{i+1},\mathrm{}),\hfill \\ \hfill \mu _{}& =(\mathrm{},\alpha _i\alpha _i^{}\beta _i^{}\beta _i+\beta _{i+1}\beta _{i+1}^{}\alpha _{i+1}^{}\alpha _{i+1},\mathrm{}).\hfill \end{array}$$
(2.4)
The hyperKähler quotient $`W///H`$ is homeomorphic to the closure $`\overline{𝒪}`$ of the nilpotent orbit $`𝒪=\mathrm{𝖲𝖫}(n,)A`$, which is a singular algebraic variety. The identification is induced by the map $`\psi :W𝔤𝔩(n,)`$ given by
$$\psi (\mathrm{},\alpha _i,\beta _i,\mathrm{})=\alpha _{k1}\beta _{k1}.$$
(2.5)
If $`W_0W`$ denotes the open set where each $`\alpha _i`$ is injective and each $`\beta _i`$ is surjective, then $`\psi :W_0///H𝒪`$ is a diffeomorphism. In fact, $`\psi `$ is the complex symplectic moment map for the action of $`\mathrm{𝖦𝖫}(n,)`$ on $`W_0///H`$ and so the general theory of moment maps implies that $`\psi ^{}\omega _c^𝒪`$ agrees with the complex symplectic structure on $`W_0///H`$. Note that $`j`$ on $`W`$ acts on $`𝒪`$ by $`\alpha _{k1}\beta _{k1}\beta _{k1}^{}\alpha _{k1}^{}`$ which agrees with the real structure $`XX^{}`$ on $`𝔰𝔩(n,)`$ defining the Lie algebra of the compact group $`\mathrm{𝖲𝖴}(n)`$.
### 2.2. Nilpotent Orbits in Orthogonal and Symplectic Algebras
The above construction may be adapted to the remaining classical Lie algebras $`𝔰𝔬(n,)`$ and $`𝔰𝔭(n,)`$. We start with a nilpotent element $`A`$ in the Lie algebra $`𝔤^{}`$ with $`A^k=0`$ and $`A^{k1}0`$. Let $`\delta `$ be $`0`$, if $`𝔤^{}=𝔰𝔬(n,)`$, or $`1`$, if $`𝔤^{}=𝔰𝔭(n,)`$. We consider the image flag
$$\{0\}(V_1,\omega _1)(V_2,\omega _2)\mathrm{}(V_k,\omega _k)=(^n,\omega _k),$$
(2.6)
where $`\omega _i:V_i\times V_i`$ are non-degenerate bilinear forms satisfying
$$\omega _i(X,Y)=(1)^{ki+\delta }\omega _i(Y,X).$$
(This implies that $`dimV_i`$ is even if $`ki+\delta `$ is odd). We denote by $`^{}`$ the adjoint with respect to the forms $`\omega _i`$ and define Lie groups
$$H_i=\{A𝖴(V_i):A^{}A=\mathrm{Id}_{V_i}\}.$$
Then $`H_i`$ is $`\mathrm{𝖲𝗉}(V_i)`$, if $`ki+\delta `$ is odd, or $`𝖮(V_i)`$, if $`ki+\delta `$ is even.
Take $`H=H_1\times \mathrm{}\times H_{k1}`$ and let $`W`$ be the quaternionic vector space as in formula (2.2). The subspace $`W^+W`$ defined by the equations
$$\beta _i=\alpha _i^{},i=1,\mathrm{},k1,$$
is a quaternionic vector space. The equations (2.4) define a hyperKähler moment map for the action of $`H`$ on $`W^+`$. Using the map $`\psi `$ of (2.5), the hyperKähler quotient $`W^+///H`$ may be identified with the closure of the nilpotent orbit $`H_k^{}A𝔥_k^{}`$. Again, this identification is compatible with the complex-symplectic form $`\omega _c^𝒪`$ and the real structure.
### 2.3. HyperKähler Potentials
A real-valued function $`\rho :N`$ on a hyperKähler manifold $`N`$ is called a *hyperKähler potential* if $`\rho `$ is simultaneously a Kähler potential for each of the Kähler structures $`(\omega _I,I)`$, $`(\omega _J,J)`$ and $`(\omega _K,K)`$. For $`I`$, this means that $`\omega _I=i\overline{_I}_I\rho `$, or equivalently
$$\omega _I=\frac{1}{2}dId\rho .$$
In general, $`N`$ will not admit a hyperKähler potential even locally. Indeed, the existence of $`\rho `$ implies that if we set $`\zeta =\frac{1}{2}\mathrm{grad}\rho `$ then $`\{\zeta ,I\zeta ,J\zeta ,K\zeta \}`$ generates an infinitesimal action of $`^{}\times \mathrm{𝖲𝗉}(1)`$ such that
$$L_{I\zeta }g=0,L_{I\zeta }I=0,\text{and}L_{I\zeta }J=2K,$$
with similar expressions for the action of $`J\zeta `$ and $`K\zeta `$, obtained by permuting $`(I,J,K)`$ cyclically (see ).
We need to know how hyperKähler potentials behave with respect to hyperKähler quotients. An indirect proof of a slightly weaker form of the following result may be found in . Beware that the hypotheses given in are not quite strong enough.
###### Theorem 2.1.
Let $`(N,g,I,J,K)`$ be a hyperKähler manifold admitting a hyperKähler potential $`\rho `$. Suppose a Lie group $`H`$ acts freely and properly on $`N`$ preserving $`g`$, $`I`$, $`J`$, $`K`$ and $`\rho `$. Suppose also that there is a hyperKähler moment map $`\mu `$ for the action of $`H`$ on $`N`$ and that $`\mu `$ is equivariant with respect to the infinitesimal action of $`\mathrm{𝖲𝗉}(1)`$ defined by $`\rho `$, meaning
$$L_{I\zeta }\mu _I=0,L_{I\zeta }\mu _J=2\mu _K,\text{etc.}$$
(2.7)
Then the function $`\rho `$ induces a hyperKähler potential on the hyperKähler quotient $`N///H`$.
###### Proof.
Let $`i:\mu ^1(0)N`$ be the inclusion and write $`\pi :\mu ^1(0)Q:=N///H`$ for the projection. The hyperKähler structure on the quotient is defined by the relations $`\pi ^{}\omega _I^Q=i^{}\omega _I`$, etc. In particular, at each $`x\mu ^1(0)`$ the tangent space to the fibre is spanned by the vector fields $`\xi _V`$, for $`V𝔥`$ and $`\left(T_x\mu ^1(0)\right)^{}=\{I\xi _V,J\xi _V,K\xi _V:V𝔥\}`$. Thus if $`YT_x\mu ^1(0)`$ is orthogonal to each $`\xi _V`$, then $`IY`$, $`JY`$ and $`KY`$ lie in $`T_x\mu ^1(0)`$ too.
As $`\rho `$ is invariant under the action of $`H`$, it descends to define a function $`\rho _Q:Q`$ satisfying $`\pi ^{}\rho _Q=i^{}\rho `$. This implies $`\pi ^{}d\rho _Q=i^{}d\rho `$. Now $`d\rho `$ is metric dual to $`2\zeta `$, so $`\zeta `$ commutes with the action of $`H`$, and we claim that $`\zeta `$ is tangent to $`\mu ^1(0)`$.
The equivariance condition (2.7) gives,
$$2\mu _K^V=L_{I\zeta }\mu _J^V=I\zeta (\xi _V\omega _J)=\omega _K(\xi _V,\zeta ),$$
using the $`J`$ version of (2.1). But now
$$L_\zeta \mu _K^V=\zeta d\mu _K^V=\zeta (\xi _V\omega _K)=\omega _K(\xi _V,\zeta )=2\mu _K^V.$$
Thus $`L_\zeta \mu =2\mu `$ and $`\zeta `$ preserves $`\mu ^1(0)`$.
For $`V𝔥`$, we have
$$g(\zeta ,\xi _V)=\frac{1}{2}d\rho (\xi _V)=\frac{1}{2}L_{\xi _V}\rho =0,$$
as $`\rho `$ is $`H`$-invariant. So $`I\zeta `$ is also tangent to $`\mu ^1(0)`$. In particular, $`i^{}Id\rho =Ii^{}d\rho `$ and we have
$$\pi ^{}(\frac{1}{2}dId\rho _Q)=i^{}(\frac{1}{2}dId\rho )=i^{}\omega _I=\pi ^{}\omega _I^Q,$$
so $`\rho _Q`$ is a Kähler potential for $`\omega _I^Q`$. Similar computations apply for $`J`$ and $`K`$ and we have that $`\rho _Q`$ is a hyperKähler potential on $`Q=N///H`$. ∎
For the flat hyperKähler spaces $`W`$ and $`W^+`$ introduced above, the hyperKähler potential is given by the function $`r^2`$ of equation (2.3). A hyperKähler potential on $`𝒪=W_0///H𝔰𝔩(n,)`$ or $`𝒪=W_0^+///H𝔰𝔬(n,)`$ or $`𝔰𝔭(n,)`$ is then given by the restriction of $`r^2`$ to the zero set of the hyperKähler moment map.
One can now ask whether this hyperKähler potential is any sense unique. In fact, one can answer such a question for nilpotent orbits in general. The following is an extension of an argument in .
###### Proposition 2.2.
Let $`G`$ be a compact semi-simple Lie group and let $`\sigma `$ be the corresponding real structure on $`𝔤^{}`$. Let $`𝒪𝔤^{}`$ be a nilpotent orbit with the Kirillov-Kostant-Souriau complex symplectic structure $`(I,\omega _c^𝒪)`$. Suppose $`(g,I,J,K)`$ is a hyperKähler structure on $`𝒪`$ such that (a) $`\omega _J+i\omega _K=\omega _c^𝒪`$, (b) $`g`$ is invariant under the compact group $`G`$ and (c) the structure admits a hyperKähler potential such that for the induced $`^{}`$-action $`j^{}`$ acts as $`\sigma |_𝒪`$. Then the hyperKähler structure is unique.
###### Proof.
By averaging with the $`G`$-action we may assume that there is a $`G`$-invariant hyperKähler potential $`\rho `$ on $`𝒪`$. Let $`\zeta =\frac{1}{2}\mathrm{grad}\rho `$, as above. Then $`L_\zeta \omega _I=2\omega _I`$ and $`L_\zeta \omega _c^𝒪=2\omega _c^𝒪`$, so
$$\omega _c^𝒪=\frac{1}{2}d(\zeta \omega _c^𝒪).$$
Note that as $`\omega _c^𝒪`$ is a $`(2,0)`$-form, $`\zeta \omega _c^𝒪`$ is of type $`(1,0)`$.
However, as $`𝒪`$ is nilpotent, the form $`\omega _c^𝒪`$ is exact in Dolbeault cohomology: $`\omega _c^𝒪=d\theta `$, with $`\theta _X([X,A])=X,A`$, which is holomorphic and $`G^{}`$-invariant. Therefore $`\theta \frac{1}{2}\zeta \omega _c^𝒪`$ is closed. But $`H^1(𝒪,)=0`$, as for nilpotent orbits have finite fundamental groups. So $`\theta \frac{1}{2}\zeta \omega _c^𝒪=df`$, for some function $`f:𝒪`$.
Now $`df`$ is of type $`(1,0)`$ and holomorphic. It is also $`G`$-invariant, as $`\zeta `$ commutes with $`G`$. Therefore we may average $`f`$ over the action of $`G`$ to get a $`G`$-invariant holomorphic function $`\stackrel{~}{f}`$ satisfying $`d\stackrel{~}{f}=\theta \frac{1}{2}\zeta \omega _c^𝒪`$. However, such a function is $`G^{}`$-invariant and $`G^{}`$ acts transitively on $`𝒪`$, so $`\stackrel{~}{f}`$ is constant and $`\zeta \omega _c^𝒪=2\theta `$. Therefore, the $`(1,0)`$-part of $`\zeta `$ agrees with the $`(1,0)`$ part of the Euler vector field on $`𝒪`$. As both these vector fields preserve $`I`$, we have that $`\zeta `$ equals the Euler vector field.
We now have that the quotient of $`𝒪`$ by the $`^{}`$-action generated by $`\zeta `$ and $`I\zeta `$ is the projectivised orbit $`(𝒪)`$ with $`\theta `$ as its complex-contact structure and with real structure $`\sigma `$. By , $`(𝒪)`$ is the twistor space of a unique quaternion-Kähler manifold $`M`$ of positive scalar curvature and $`𝒪`$ is the associated hyperKähler manifold $`𝒰(M)`$. Thus the hyperKähler structure is uniquely determined. ∎
## 3. Nilpotent Orbits with Diagrams of Length Two
Assume that $`𝔤^{}`$ is a classical complex simple Lie algebra and $`𝒪𝔤^{}`$ is an orbit of a rank $`k`$ nilpotent matrix $`X𝒪𝔰𝔩(n,)`$ which satisfies $`X^2=0`$. Then $`X`$ has Jordan type $`(2^k,1^{n2k})`$. Such orbits are precisely those that arise from diagrams of length two:
$$\{0\}^k\underset{\beta }{\overset{\alpha }{}}^n.$$
It follows from §2.1 that there exist $`\alpha :^2^n`$ and $`\beta :^n^2`$, such that $`X=\alpha \beta `$, with
$$\beta \alpha =0\text{and}\beta \beta ^{}=\alpha ^{}\alpha .$$
(3.1)
When $`𝔤=𝔰𝔲(n)`$ this is the full set of equations for $`𝒪`$. If $`𝔤`$ is either $`𝔬(n)`$ or $`𝔰𝔭(n)`$, then we have additionally
$$\beta =\alpha ^{}.$$
(3.2)
In all cases $`\mathrm{rank}\alpha =\mathrm{rank}\beta =\mathrm{rank}X=k`$, so $`\alpha `$ is injective and $`\beta `$ is surjective.
We shall use the above equations to calculate the hyperKähler potential $`\rho `$ on $`𝒪`$. From Theorem 2.1 we know that $`\rho `$ is the restriction of the radial function $`r^2`$. By (2.3) we have
$$\rho =\mathrm{Tr}(\alpha ^{}\alpha +\beta \beta ^{})=2\mathrm{Tr}\alpha ^{}\alpha =2\mathrm{Tr}\mathrm{\Lambda },$$
(3.3)
where $`\mathrm{\Lambda }=\alpha ^{}\alpha =\beta \beta ^{}`$. Since $`\mathrm{\Lambda }`$ is self-adjoint, there exists an orthonormal basis $`\{e_1,\mathrm{},e_k\}`$ for $`^k`$ in which $`\mathrm{\Lambda }`$ is diagonal,
$$\mathrm{\Lambda }=\mathrm{diag}(\lambda _1,\lambda _2,\mathrm{},\lambda _k).$$
Thus $`\rho =2(\lambda _1+\mathrm{}+\lambda _k)`$.
Note that
$$\beta ^{}e_i,\beta ^{}e_j=\beta \beta ^{}e_i,e_j=\mathrm{\Lambda }e_i,e_j=\lambda _i\delta _{ij}.$$
In particular, $`\beta ^{}e_i^2=\lambda _i`$. But $`\beta ^{}`$ is injective, so $`\lambda _i>0`$ and $`\{\beta ^{}e_1,\mathrm{},\beta ^{}e_k\}`$ is an orthogonal basis for $`\mathrm{Im}\beta ^{}`$.
Now consider the matrix $`X^{}X`$. On $`\mathrm{Im}\beta ^{}`$, we have $`X^{}X=\mathrm{\Lambda }^2`$, since
$$X^{}X\beta ^{}e_i=\beta ^{}\alpha ^{}\alpha \beta \beta ^{}e_i=\beta ^{}\mathrm{\Lambda }^2e_i=\lambda _{i}^{}{}_{}{}^{2}\beta ^{}e_i.$$
On the other hand, $`(\mathrm{Im}\beta ^{})^{}=\mathrm{ker}\beta `$ and $`X=\alpha \beta `$, so $`X^{}X`$ vanishes on $`(\mathrm{Im}\beta ^{})^{}`$. As a result $`X^{}X`$ has eigenvalues $`\lambda _{1}^{}{}_{}{}^{2},\mathrm{},\lambda _{k}^{}{}_{}{}^{2}`$. Writing $`\mathrm{Spec}X^{}X=\{\mu _1,\mathrm{},\mu _r\}`$ with $`\mu _i`$ distinct and of multiplicity $`k_i`$ we get
###### Theorem 3.1.
Let $`𝒪`$ be the adjoint orbit of a non-zero nilpotent matrix $`X`$ in a complex classical Lie algebra, and assume that $`X^2=0`$. Then the hyperKähler potential for the canonical hyperKähler metric on $`𝒪`$ is given by the formula
$$\rho (X)=2\underset{\mu _i\mathrm{Spec}(X^{}X)}{}k_i\mu _{i}^{}{}_{}{}^{1/2}$$
(3.4)
###### Remark 3.2.
The above formula can be obtained from (3.3) by explicitly solving (3.1) and (3.2) for a given nilpotent element $`X`$. For example consider orbits in $`𝔰𝔩(n,)`$. Then $`X`$ is $`𝖴(n)`$-conjugate to
$$M=\left(\begin{array}{cc}0& A\\ 0& 0\end{array}\right),$$
(3.5)
where $`A=\mathrm{diag}(a_1,\mathrm{},a_k)`$ with $`a_i`$ real and positive. To see this note that $`X^{}X`$ determines a set of orthonormal eigenvectors $`e_1,\mathrm{},e_k`$ with positive eigenvalues $`\mu _1,\mathrm{},\mu _k`$. Moreover, $`Xe_i,Xe_j=\mu _i\delta _{ij}`$, so $`\mu _{i}^{}{}_{}{}^{1/2}Xe_i`$, $`i=1,\mathrm{},k`$ are also orthonormal. Since $`X^2=0`$ it follows that
$$0=X^2e_i,Xe_j=Xe_i,X^{}Xe_j=\mu _jXe_i,e_j.$$
In effect the vectors
$$e_1,\mathrm{}e_k,\mu _{1}^{}{}_{}{}^{1/2}Xe_1,\mathrm{},\mu _{k}^{}{}_{}{}^{1/2}Xe_k$$
form an orthonormal set. Complete this to an orthonormal basis in $`^n`$. In this basis $`X`$ has the required form, with $`a_i=\mu _{i}^{}{}_{}{}^{1/2}`$.
It follows that $`X`$ is $`\mathrm{𝖲𝖴}(n)`$-conjugate to $`\lambda M`$ for some $`\lambda `$ satisfying $`\lambda \overline{\lambda }=1`$. The moment map equations (3.1) are now solved by
$$\alpha =\lambda \left(\begin{array}{c}A^{1/2}\\ 0\end{array}\right)\text{and}\beta =\overline{\lambda }\left(\begin{array}{cc}0& A^{1/2}\end{array}\right),$$
where $`A^{1/2}=\mathrm{diag}(a_1^{1/2},\mathrm{}a_k^{1/2})`$. In particular $`A=\alpha ^{}\alpha =\beta \beta ^{}`$. We have $`\mathrm{Spec}(XX^{})=\mathrm{Spec}(A^2)=\{a_{1}^{}{}_{}{}^{2},\mathrm{},a_{k}^{}{}_{}{}^{2}\}`$ and, by (3.4)
$$\rho (X)=2\underset{i=1}{\overset{k}{}}|a_i|.$$
This agrees with the formula obtained in . There Biquard & Gauduchon showed that this formula gives a Kähler potential for a hyperKähler structure on the nilpotent orbit. This was done by considering the orbit in $`𝔰𝔩(n,)`$ as a limit of semi-simple orbits. However, we have now shown that the Biquard-Gauduchon Kähler potential is in fact a hyperKähler potential.
## 4. HyperKähler Potentials for Low Cohomogeneity Orbits
In the simplest case $`𝒪`$ is a minimal nilpotent orbit in a classical Lie algebra. Such orbit arises from a length two diagram. Its Jordan type is given in Table 1. Minimal orbits are cohomogeneity one so any two elements $`X,X^{}𝒪`$ are conjugate if and only if $`X=X^{}`$. It follows that for all $`X𝒪`$ the matrix $`X^{}X`$ has only one non-zero eigenvalue, say $`\lambda `$, with multiplicity $`\kappa `$. Then, by (3.4) $`\rho =2\kappa \lambda ^{1/2}`$, so $`\rho ^2=4\kappa ^2\lambda `$. But $`\mathrm{Tr}X^{}X=\kappa \lambda `$, so
$$\rho ^2=4\kappa \mathrm{Tr}X^{}X,\text{where}\kappa =\{\begin{array}{cc}1\hfill & \text{for }𝔰𝔩(n,)\text{}𝔰𝔭(n,)\text{,}\hfill \\ 2\hfill & \text{for }𝔰𝔬(n,)\text{.}\hfill \end{array}$$
(4.1)
One finds the multiplicity $`\kappa `$ simply by calculating $`X^{}X`$ where $`X`$ is the block matrix $`\left(\begin{array}{cc}A& 0\\ 0& 0\end{array}\right)`$ with $`A=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)`$ for $`𝔰𝔩(n,)`$ and $`𝔰𝔭(n,)`$, and $`A=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& i\\ 0& i& 0\end{array}\right)`$ for $`𝔰𝔬(n,)`$.
In fact the potential on a minimal nilpotent orbit in any complex simple Lie algebra is equal to $`X=\sqrt{\mathrm{Tr}X^{}X}`$, up to a constant multiplier, see for example .
It is known that, with one exception, the next-to-minimal orbits in complex semi-simple Lie algebras are precisely the cohomogeneity-two orbits . The exception is the next-to-minimal nilpotent orbit in $`𝔰𝔩(3,)`$ which has cohomogeneity $`4`$. This case was dealt with in while in hyperKähler potentials for cohomogeneity-two nilpotent orbits were calculated: the latter were expressed in terms of two invariants $`\eta _1(X):=K(X,\sigma X)`$ and $`\eta _2(X):=\eta _1([X,\sigma X])`$, where $`K`$ denotes the Killing form. In our situation it will be more convenient to use the following two invariants (which in fact are multiples of $`\eta _1`$ and $`\eta _2`$):
$`c_1(X)`$ $`=\mathrm{Tr}XX^{},`$
$`c_2(X)`$ $`=\mathrm{Tr}YY^{},\text{where }Y=[X,X^{}]\text{.}`$
###### Theorem 4.1.
Let $`𝒪`$ be a cohomogeneity-two nilpotent orbit in a classical Lie algebra. Then the hyperKähler potential for $`𝒪`$ is given by the formula
$$\rho ^2=4\kappa c_1+4\kappa \sqrt{2c_{1}^{}{}_{}{}^{2}\kappa c_2}$$
where $`\kappa =1`$ for $`𝔰𝔩(n,)`$ and $`𝔰𝔭(n,)`$, and $`\kappa =2`$ for $`𝔰𝔬(n,)`$.
In the proof we shall consider the three classes of orbits which have length two diagrams, and postpone the length three case to §5.
###### Proof.
We use the notation of Remark 3.2. Since $`𝒪`$ is a cohomogeneity-two orbit, $`X^{}X`$ has at most two different eigenvalues. By considering a matrix defined in (3.5), with $`a_1,a_2`$ arbitrary, and $`a_3=\mathrm{}=a_k=0`$ one finds that for a generic element $`X`$ in nilpotent orbits $`𝒪_{(2,1^{nk})}𝔰𝔩(n,)`$, and $`𝒪_{(2,1^{2nk})}𝔰𝔭(n,)`$ we have $`\mathrm{Spec}(X^{}X)=\{\mu _1,\mu _2\}`$ where the eigenvalues $`\mu _1`$, $`\mu _2`$ have multiplicities $`\kappa =k_1=k_2=1`$. An element $`X`$ of $`𝒪_{(2^4,1^{n8})}𝔰𝔬(n,)`$ has, by Lemma 4.2 below, eigenvalues with even multiplicities. But $`X^{}X`$ has rank 4 so again $`\mathrm{Spec}(X^{}X)=\{\mu _1,\mu _2\}`$, this time with multiplicities $`\kappa =k_1=k_2=2`$. This can be verified by a direct calculation: a typical matrix in this orbit is conjugate to the matrix obtained by taking $`X`$ as in (3.5) with $`a_1=a_k,a_2=a_{k1}`$ arbitrary, and $`a_3=\mathrm{}=a_{k2}=0`$; note that this is possible if we take the quadratic form which defines $`𝔰𝔬(n,)`$ to be $`\frac{1}{2}(x_1x_n+x_2x_{n1}+\mathrm{}+x_nx_1)`$, cf. §5.2.
From (3.4) we have $`\rho =2\kappa (\mu _{1}^{}{}_{}{}^{1/2}+\mu _{2}^{}{}_{}{}^{1/2})`$. The invariants $`c_i`$ are not difficult to compute in terms of $`\mu _1`$ and $`\mu _2`$:
$$c_1=\mathrm{Tr}XX^{}=\kappa (\mu _1+\mu _2),$$
and, since $`X^2=0`$, we have
$$\begin{array}{cc}\hfill c_2& =\mathrm{Tr}([X,X^{}][X,X^{}]^{})=\mathrm{Tr}(XX^{}X^{}X)^2=2\mathrm{Tr}(X^{}X)^2\hfill \\ & =2\kappa (\mu _{1}^{}{}_{}{}^{2}+\mu _{2}^{}{}_{}{}^{2}).\hfill \end{array}$$
Thus
$$\rho =2\kappa (\mu _{1}^{}{}_{}{}^{1/2}+\mu _{2}^{}{}_{}{}^{1/2}),$$
$$c_1=\kappa (\mu _1+\mu _2)\text{and}c_2=2\kappa (\mu _{1}^{}{}_{}{}^{2}+\mu _{2}^{}{}_{}{}^{2})$$
which leads to the required formula for length two orbits.
There is only one cohomogeneity 2 orbit with diagram of length greater than two, for proof in this case see §5.1. ∎
The above proof used the following lemma:
###### Lemma 4.2.
If $`X𝔰𝔬(n,)`$ then the non-zero eigenvalues for $`X^{}X`$ have even multiplicities.
###### Proof.
We consider $`^n`$ with the standard quadratic and Hermitian forms, so that $`𝔰𝔬(n,)`$ consists of skew-symmetric matrices, and $`X^{}=\overline{X}^𝖳`$. Let $`J`$ denote the $``$-linear automorphism of $`^n`$, defined by the formula
$$Jv=X^{}\overline{v}.$$
Suppose $`\lambda `$ is a non-zero eigenvalue of $`X^{}X`$ and that $`v`$ is a corresponding eigenvector. Now $`X^𝖳=X`$, so $`X^{}=\overline{X}`$, and we get
$`X^{}XJv`$ $`=X^{}XX^{}\overline{v}=X^{}\overline{X^{}Xv}`$ $`=\lambda X^{}\overline{v}=\lambda Jv,`$
since the eigenvalues of $`X^{}X`$ are real. Thus $`Jv`$ is also a $`\lambda `$-eigenvector of $`X^{}X`$.
Note that $`J^2v=X^{}\overline{X^{}\overline{v}}=X^{}Xv=\lambda v`$. It follows that $`v`$ and $`Jv`$ are linearly independent. We conclude that $`\lambda `$-eigenvectors with $`\lambda 0`$ come in pairs $`v`$, $`Jv`$ which span $`J`$-invariant two-dimensional $`\lambda `$-eigenspaces. ∎
## 5. Orbits with Diagrams of Length Three
The hyperKähler potential calculations for orbits that correspond to diagrams of length three can be quite involved, and the result is known only in few special cases. One of the early results is the calculation of the hyperKähler potential for the generic orbit $`𝒪_{(3)}𝔰𝔩(3,)`$, given in . The formula
$$\rho (X)=2\sqrt{(a^{2/3}+c^{2/3})^3+b^2},\text{where}X=\left(\begin{array}{ccc}0& a& b\\ 0& 0& c\\ 0& 0& 0\end{array}\right)$$
was derived from moment map equation (2.4) for $`𝒪_{(3)}`$. This seems to be the most efficient formula; the attempts to write the potential for this orbit in another language, for example in terms of Lie algebra invariants, yield much more complicated results. Note, however, that the regular orbit in $`𝔰𝔩(3,)`$ is a three-to-one quotient of the minimal orbit in $`𝔤_2^{}`$, the potential in question is proportional to the invariant $`\sqrt{c_1}`$ on $`𝔤_2^{}`$.
In this section we shall consider nilpotent orbits in $`𝔰𝔬(n,)`$ which have a single Jordan block of size three. For nilpotent orbits in $`𝔰𝔬(n,)`$ the Jordan blocks of even size come in pairs, so these orbits have Jordan type $`(3,2^{2k},1^{n4k3})`$ and the corresponding diagram is
$$\{0\}^{2k+2}^n$$
We may assume that the orthogonal structures $`\omega _1`$ on $``$ and $`\omega _3`$ on $`^n`$, cf. formula (2.6), are the standard quadratic forms. In particular $`𝔰𝔬(n,)`$ consists of skew-symmetric matrices.
By §2.2, the orbit $`𝒪_{(3,2^{2k})}𝔰𝔬(n,)`$ is a hyperKähler quotient
$$^{(2k+2)(n+1)}///(\mathrm{𝖲𝗉}(k,)\times _2)$$
and $`𝒪_{(2^{2k+2})}𝔰𝔬(n+1,)`$ is $`^{(2k+2)(n+1)}///\mathrm{𝖲𝗉}(k,)`$. This indicates that there is a $`_2`$-quotient map $`𝒪_{(2^{2k+2})}𝒪_{(3,2^{2k})}`$. Moreover, the hyperKähler potentials on $`𝒪_{(2^{2k+2})}`$ and on $`𝒪_{(3,2^{2k})}`$ are restrictions of the radial function $`r^2`$ on $`^{(2k+2)(n+1)}`$, so they are preserved by the quotient map.
Now $`𝒪_{(2^{2k+2})}`$ is given by a diagram of length two, so one can use Theorem 3.1 to calculate the potential for $`𝒪_{(2^{2k+2})}`$, and hence for $`𝒪_{(3,2^{2k})}`$. By making the inverse to the two-to-one quotient map explicit one gets an algorithmic method of calculating the hyperKähler potential on $`𝒪_{(3,2^{2k})}`$. This is shown in the following technical lemma.
###### Lemma 5.1.
Let $`X𝒪_{(3,2^{2k})}`$ and denote by $`x^n`$ the (unique up to sign) vector such that $`X^2=xx^𝖳`$. Then the hyperKähler potential $`\rho `$ on $`𝒪_{(3,2^{2k})}`$ is given by the formula
$$\rho (X)=2\underset{\mu _i\mathrm{Spec}(X^{}X_{}^{}{}_{}{}^{})}{}k_i\mu _{i}^{}{}_{}{}^{1/2}\text{where}X^{}=\left(\begin{array}{cc}X& x\\ x^𝖳& 0\end{array}\right).$$
###### Proof.
We begin by writing down the diagram for $`𝒪_{(3,2^{2k})}`$:
$$\{0\}V_1\underset{\beta _1}{\overset{\alpha _1}{}}V_2\underset{\beta _2}{\overset{\alpha _2}{}}V_3,\text{with}V_1=,V_2=^{2k+2},V_3=^n,$$
and the corresponding moment map equations
$$\beta _1\alpha _1=0,$$
(5.1)
$$\alpha _1\beta _1=\beta _2\alpha _2,$$
(5.2)
$$\beta _1\beta _{1}^{}{}_{}{}^{}=\alpha _{1}^{}{}_{}{}^{}\alpha _1,$$
(5.3)
$$\alpha _1\alpha _{1}^{}{}_{}{}^{}+\beta _2\beta _{2}^{}{}_{}{}^{}=\beta _{1}^{}{}_{}{}^{}\beta _1+\alpha _{2}^{}{}_{}{}^{}\alpha _2.$$
(5.4)
We also have
$$\beta _i=\alpha _{i}^{}{}_{}{}^{},\text{and}X=\alpha _2\beta _2.$$
Consider now the diagram
$$\{0\}V_2\underset{\beta }{\overset{\alpha }{}}V_1V_3.$$
The moment map equations are
$$\beta \alpha =0,$$
(5.5)
$$\beta \beta ^{}=\alpha ^{}\alpha $$
(5.6)
and it is easy to see that the map
$$(\alpha _1,\alpha _2)\alpha =\alpha _1^{}\alpha _2$$
transforms the solutions of (5.1)–(5.4) into solutions of (5.5)–(5.6). To verify this simply write $`\alpha `$ and $`\beta `$ in block-matrix form:
$$\alpha =\left(\begin{array}{c}\alpha _2\\ \beta _1\end{array}\right),\beta =\alpha ^{}=\left(\begin{array}{cc}\beta _2& \alpha _1\end{array}\right).$$
Then it is clear that (5.2) is equivalent to (5.5) and (5.3) to (5.6). The remaining two equations (5.1) and (5.3) are $`𝖮(1,)=_2`$ moment map equations and are trivially satisfied.
Note that if $`(\alpha _1,\beta _1,\alpha _2,\beta _2)`$ solves (5.1)–(5.4) then so does $`(\alpha _1,\beta _1,\alpha _2,\beta _2)`$. This corresponds to
$$\alpha =\left(\begin{array}{c}\alpha _2\\ \beta _1\end{array}\right),\beta =\alpha ^{}=\left(\begin{array}{cc}\beta _2& \alpha _1\end{array}\right).$$
A solution $`(\alpha _1,\beta _1,\alpha _2,\beta _2)`$ represents an element $`X=\beta _2\alpha _2𝒪_{(2^{2k+2})}`$ while the lifts $`X_\pm ^{}`$ are given by
$$X_\pm ^{}=\alpha \beta =\left(\begin{array}{cc}\alpha _2\beta & \alpha _2\alpha _1\\ \pm \beta _1\beta _2& 0\end{array}\right)$$
Define $`x=\alpha _2\alpha _1(1)`$. With our conventions ($`\omega _1`$ and $`\omega _3`$ are the identity matrices) the dagger operator acts on maps $`^n`$ as the transpose, so $`\beta _1\beta _2=(\alpha _2\alpha _1)^{}=x^𝖳`$. Also,
$$\begin{array}{cc}\hfill X^2& =(\alpha _2\beta _2)^2=\alpha _2\beta _2\alpha _2\beta _2\hfill \\ & =\alpha _2\alpha _1\beta _1\beta _2=xx^𝖳\hfill \end{array}$$
where the penultimate equality follows from (5.2). This shows that $`X^{}`$ is of the required form. Finally, note that
$$\begin{array}{cc}\hfill r_{}^{}{}_{}{}^{2}& =\mathrm{Tr}\alpha \alpha ^{}+\mathrm{Tr}\beta ^{}\beta \hfill \\ & =\mathrm{Tr}\alpha _2\alpha _2^{}+\mathrm{Tr}\beta _2^{}\beta _2+\mathrm{Tr}\alpha _1\alpha _1^{}+\mathrm{Tr}\beta _1^{}\beta _1=r^2\hfill \end{array}$$
which shows directly, that the two-to-one map respects the hyperKähler potentials. ∎
We shall apply the above lemma to determine the hyperKähler potential on $`𝒪_{(3,2^{2k})}`$ in a few simple cases. The first completes the proof of Theorem 4.1.
### 5.1. $`𝒪_{(3,1^{n3})}`$ in $`𝔰𝔬(n,)`$.
As in Lemma 5.1 define
$$X^{}=\left(\begin{array}{cc}X& x\\ x^𝖳& 0\end{array}\right).$$
Then $`X^{}`$ lies in the minimal nilpotent orbit $`𝒩_{2^2,1^{n3}}𝔰𝔬(n+1,)`$, so the potential is given by (4.1). We have
$$X_{}^{}{}_{}{}^{}=\left(\begin{array}{cc}X^{}& \overline{x}\\ x^{}& 0\end{array}\right),$$
and
$$\rho ^2=4\kappa \mathrm{Tr}X^{}X_{}^{}{}_{}{}^{}=4\kappa (\mathrm{Tr}XX^{}+2x^2).$$
(5.7)
Putting $`Y=[X,X^{}]`$ we get
$$\begin{array}{cc}\hfill c_2& :=\mathrm{Tr}YY^{}\hfill \\ & =\mathrm{Tr}(XX^{}X^{}X)(XX^{}X^{}X)\hfill \\ & =2\mathrm{Tr}(XX^{})^22\mathrm{Tr}X^2X_{}^{}{}_{}{}^{2}\hfill \\ & =2\mathrm{Tr}(XX^{})^22x^4\hfill \end{array}$$
since $`X=xx^𝖳`$.
We know that $`\mathrm{rank}X=2`$ so $`X^{}X`$ has at most two non-zero eigenvalues. It follows from Lemma 4.2 that it has a unique non-zero double eigenvalue, which we denote by $`\lambda `$. Then, in a suitable basis,
$$XX^{}=\mathrm{diag}(\lambda ,\lambda ,0,\mathrm{},0),$$
so $`c_2=4\lambda ^22x^4=c_{1}^{}{}_{}{}^{2}2x^4`$, since $`c_1=\mathrm{Tr}XX^{}=2\lambda `$. This implies that $`x^2=\sqrt{(c_1^2c_2)/2}`$. Thus
$$\rho ^2=4\kappa (c_1+2x^2)=4\kappa c_1+4\kappa \sqrt{2c_1^22c_2}$$
which ends the proof of Theorem 4.1.
### 5.2. $`𝒪_{(3,2^2,1^{n7})}`$ in $`𝔰𝔬(n,)`$.
For this orbit $`X^{}X_{}^{}{}_{}{}^{}`$ has two double eigenvalues, $`\mathrm{Spec}(X^{}X_{}^{}{}_{}{}^{})=\{\lambda _1,\lambda _2\}`$, so the computation of (5.7) yields $`\lambda _1+\lambda _2`$ and not $`\rho ^2`$:
$$2(\lambda _1+\lambda _2)=\mathrm{Tr}X^{}X_{}^{}{}_{}{}^{}=\mathrm{Tr}XX^{}+2x^2=c_1+2x^2$$
(5.8)
Moreover, by Theorem 3.1,
$$\rho ^2=4(\lambda _1+\lambda _2+2\sqrt{\lambda _1\lambda _2})$$
so one needs to calculate the product of eigenvalues. This can be done by calculating $`\mathrm{Tr}(X^{}X_{}^{}{}_{}{}^{})^2`$ but then it is necessary to determine invariants like $`X\overline{x}^2`$. The most straightforward approach is to take a generic nilpotent element $`X`$, augment it to get $`X^{}`$, and find the eigenvalues of $`X^{}`$.
To simplify the calculations we can use the action of the compact group $`\mathrm{𝖲𝖮}(n)`$ on $`𝒪`$ to put $`X`$ in a *canonical form*. This is achieved by using the Beauville bundle . We shall briefly outline this approach here; it is explained in more detail in \[13, Section 4\].
Consider $`e𝒪𝔤^{}`$ and choose $`f,h𝔤^{}`$ so that $`e,f,h`$ is an $`𝔰𝔩(2,)`$-triple. Then use the $`\mathrm{ad}_h`$-eigenspaces $`𝔤^{}(i)`$ to define the algebras
$$𝔭=\underset{i0}{}𝔤^{}(i),𝔫=\underset{i2}{}𝔤^{}(i).$$
It turns out that $`𝔭`$ is a parabolic algebra and it does not depend on the choice of $`f,h`$. This gives what is sometimes referred to as the *canonical* fibration $`𝒪`$ where $`=G^{}/P`$ is a flag manifold with $`P`$ the normaliser of $`𝔭`$. Moreover, $`𝒪`$ is an open dense subset of the *Beauville bundle*
$$N(𝒪)=G^{}\times _P𝔫,$$
the canonical fibration being the restriction to $`𝒪`$ of the Beauville bundle fibration.
Choose a flag $`v`$. Since $``$ is $`G`$-homogeneous any element $`e𝒪`$ can be moved by the action of the compact group $`G`$ into the Beauville bundle fibre $`N(𝒪)_v`$. It is enough to calculate the hyperKähler potential $`\rho `$ for nilpotent elements $`e𝒪N(𝒪)_v`$.
We now calculate the hyperKähler potential on $`𝒪_{(3,2^2,1^{n7})}`$. First, assume that the quadratic form on $`^n`$ is given by the anti-diagonal matrix $`(S)_{ij}`$ with $`S_{ij}=\delta _{i,n+1j}`$. Then $`𝔰𝔬(n,)`$ consists of matrices that are skew-symmetric about the anti-diagonal. The advantage of this choice for the quadratic form is that nilpotent matrices in $`𝔰𝔬(n,)`$ are $`\mathrm{𝖲𝖮}(n,)`$-conjugate to matrices consisting of Jordan blocks. In our situation we can arrange for the size three block to be in the middle with the size two blocks placed symmetrically about the anti-diagonal:
$$e=\left(\begin{array}{ccc}J_2& & 0\\ & J_3& \\ 0& & J_2\end{array}\right)\text{with}J_2=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right),J_3=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 1\\ 0& 0& 0\end{array}\right).$$
(For simplicity we write everything for $`𝒪_{(3,2^2)}`$, the formulæ are identical in other cases.)
Moreover, we can choose the maximal torus to consist of the diagonal matrices $`\mathrm{diag}(a_1,a_2,\mathrm{},a_2,a_1)`$. Then we have an $`𝔰𝔩(2,)`$-triple $`e,f,h`$ with $`e`$ as above and $`h=\mathrm{diag}(1,1,2,02,1,1)`$. To make matters simpler we use the Weyl group to rearrange the diagonal matrix $`h`$, so take $`h^{}=\mathrm{diag}(2,1,1,0,1,1,2)`$. It is enough to work out the $`\mathrm{ad}_h^{}`$ eigenspaces that have eigenvalues $`2`$ to see that a typical element of the Beauville bundle fibre has the following form
$$Y=\left(\begin{array}{ccccccc}& & & a& b& 0& 0\\ & & & 0& v& 0& 0\\ \text{0}& & & 0& 0& v& b\\ & & & 0& 0& 0& a\\ \text{0}& & & & & \text{0}\end{array}\right).$$
(To be precise the $`(1,6)`$ and $`(6,1)`$ entries in the matrix have weight 3 and thus belong to the Beauville bundle fibre, but one can assume they vanish by using the action of the stabiliser $`\mathrm{𝖲𝖮}(2)\mathrm{𝖲𝖮}(2)\mathrm{𝖲𝗉}(1)`$.)
The aim is now to apply Lemma 5.1 but we need to go back to the standard basis, where the quadratic form is diagonal. To diagonalise the quadratic form $`S`$ consider the matrix $`Q`$ written in a block form:
$$Q=\frac{1}{\sqrt{2}}\left(\begin{array}{ccc}\mathrm{𝟏}_3& 0& i\mathrm{𝟏}_3\\ 0& \sqrt{2}& 0\\ \mathrm{𝟏}_3& 0& i\mathrm{𝟏}_3\end{array}\right),$$
where $`\mathrm{𝟏}_3`$ is the $`3\times 3`$ identity matrix. Then $`Q^𝖳SQ=1,`$ so $`X=Q^1YQ=Q^{}YQ`$ is skew-symmetric. Lemma 5.1, applied to $`X`$, gives $`x=\frac{1}{\sqrt{2}}(ai,0,\mathrm{},0,ai)^𝖳`$, and a direct calculation yields
$$\lambda _1\lambda _2=2|a|^2|v|^2.$$
Let us introduce a new invariant
$$c_{21}=c_1(X^2)=\mathrm{Tr}XXX^{}X^{}=X^2^2.$$
A simple calculation shows that
$$c_{1}^{}{}_{}{}^{2}c_22c_{21}=8|a|^2|v|^2=4\lambda _1\lambda _2.$$
By combining this with (5.8) we get the following formula:
###### Proposition 5.2.
The hyperKähler potential $`\rho `$ for the canonical hyperKähler structure on the nilpotent orbit $`𝒪_{(3,2^2)}𝔰𝔬(n,)`$ is given by the formula
$$\rho ^2=8c_1+16\sqrt{c_{21}}+16\sqrt{c_{1}^{}{}_{}{}^{2}c_22c_{21}}.$$
Note the similarity of this formula to that in Theorem 4.1: for length two diagrams $`c_{21}=0`$ while in the cohomogeneity two situation (the orbit $`𝒪_{(3,1^{n3})}`$ in $`𝔰𝔬(n,))`$ the invariant $`c_{21}`$ is a combination of $`c_1`$ and $`c_2`$.
### 5.3. $`𝒪_{(3,2^4,1^{n11})}`$ in $`𝔰𝔬(n,)`$.
Finally, we shall only indicate here how the matters tend to complicate if one tries to proceed in the same manner and calculate the hyperKähler potential for $`𝒪_{(3,2^4,1^{n11})}`$. We start with the same strategy as in the previous section (again, it is enough to analyse the case of $`𝒪_{(3,2^4)}`$).
Here we take the semi-simple element
$$h^{}=\mathrm{diag}(2,1,1,1,1,0,1,1,1,1,2).$$
Taking into account the action of the stabiliser $`\mathrm{𝖲𝖮}(2)\mathrm{𝖲𝖮}(2)\mathrm{𝖲𝗉}(2)`$, a typical element of the fibre of the Beauville bundle can be written as
$$Y=\left(\begin{array}{ccccccccc}& & & a& b& 0& 0& 0& 0\\ & & & 0& v_1& w_2& w_3& 0& 0\\ & & & 0& v_2& w_1& 0& w_3& 0\\ \text{0}& & & 0& v_3& 0& w_1& w_2& 0\\ & & & 0& 0& v_3& v_2& v_1& b\\ & & & 0& 0& 0& 0& 0& a\\ \text{0}& & & & & & \text{0}\end{array}\right)$$
As before, set $`X=Q^{}YQ`$ and then $`x=\frac{1}{\sqrt{2}}(ai,0,\mathrm{},0,ai)^𝖳`$. Calculations now become complex enough and the authors used Maple.
The result can be described as follows. Denote $`v=(v_1,v_2,v_3)^𝖳`$ and $`w=(w_1,w_2,w_3)^𝖳`$. Also, write $`\zeta =v^𝖳w=v_iw_i`$. Then the hyperKähler potential $`\rho `$ for the canonical hyperKähler metric on $`𝒪_{(3,2^4,1^{n11})}`$ is given by the formula
$$\rho =2(\lambda _{1}^{}{}_{}{}^{1/2}+\lambda _{2}^{}{}_{}{}^{1/2}+\lambda _{3}^{}{}_{}{}^{1/2})$$
where $`\lambda _i`$ are the roots of the cubic $`z^3pz^2+qzr`$ with
$`p`$ $`=2|a|^2+|b|^2+|v|^2+|w|^2=c_1+|a|^2`$
$`q`$ $`=|\zeta |^2+|b|^2|w|^2+2|a|^2(|v|^2+|w|^2)`$
$`r`$ $`=|a|^2|\zeta |^2.`$ |
warning/0001/astro-ph0001395.html | ar5iv | text | # Starburst-driven galactic winds: I. Energetics and intrinsic X-ray emission
## 1 Introduction
Starbursts, episodes of intense star formation lasting $`<10^8`$ years, are now one of the cornerstones of the modern view of galaxy formation and evolution. Starbursts touch on almost all aspects of extra-galactic astronomy, from the processes of primeval galaxy formation at high redshift to being a significant mode of star formation even in the present epoch, and covering systems of all sizes from dwarf galaxies to the dust-enshrouded starbursts in ultraluminous merging galaxies (see Heckman 1997 for a recent review).
An inescapable consequence of a starburst is the driving of a powerful galactic wind (total energy $`10^{54}E10^{58}\mathrm{erg}`$, velocity $`v>10^3\mathrm{km}\mathrm{s}^1`$) from the host galaxy into the inter-galactic medium (IGM) due to the return of energy and metal-enriched gas into the inter-stellar medium (ISM) from the large numbers of massive stars formed during the burst (Chevalier & Clegg 1985, hereafter CC; McCarthy, Heckman & van Breugel 1987).
The best developed theoretical model for starburst-driven galactic winds, elaborated over the years by various workers (see the review by Heckman, Lehnert & Armus 1993. See also Tomisaka & Bregman 1993; Suchkov et al. 1994), is of outflows of supernova-ejecta and swept-up ISM driven by the the mechanical energy of multiple type II supernovae and stellar winds from massive stars. This paradigm is very successful at explaining almost all of the observed properties of galactic winds, and can reproduce quantitatively what is known of the kinematics and energetics of observed local starburst-driven outflows.
Galactic winds are unambiguously detected in many local edge-on starburst galaxies (Lehnert & Heckman 1996), and their presence can even be inferred in starbursts at high redshift (e.g. Pettini et al. 1999). Filamentary optical emission line gas, soft thermal X-ray emission and non-thermal radio emission, all extended preferentially along the minor axis of the galaxy and emanating in a loosely collimated flow from a nuclear starburst, are all classic signatures of a galactic wind. In the closest and brightest edge-on starburst galaxies the outflow can be seen in all phases of the ISM, from cold molecular gas to hot X-ray emitting plasma (Dahlem 1997).
Galactic winds are of cosmological importance in several ways:
1. The transport of metal-enriched gas out of galaxies by such winds affects the chemical evolution of galaxies and the IGM. This effect may be extremely important in understanding the chemical evolution of dwarf galaxies where metal ejection efficiencies are expected to be higher (Dekel & Silk 1986; Bradamante, Matteucci & D’Ercole 1998).
2. Galactic winds may also be responsible for reheating the IGM, evidence of which is seen in the entropy profiles of gas in the inter-cluster medium (ICM) of groups and clusters (Ponman, Cannon & Navarro 1999). A substantial fraction of the metals now in the ICM were probably transported out of the source galaxies by early galactic winds (e.g. Loewenstein & Mushotzky 1996).
3. Galactic winds are an extreme mode of the “feedback” between star formation and the ISM. This feedback is a necessary, indeed vital, ingredient of the recipes for galaxy formation employed in todays cosmological N-body and semi-analytical models of galaxy formation. An aspect of feedback where galactic winds will have an important effect, and where the existing prescriptions for feedback need updating with less ad hoc models, is in the escape of hot gas from haloes of galaxies, in particular low mass galaxies. This directly affects the faint end of the galaxy luminosity function in semi-analytical galaxy formation models (e.g. Kauffman, Guiderdoni & White 1994; Cole et al. 1994; Somerville & Primack 1999), as recently discussed by Martin (1999).
Assessing the importance of starburst-driven winds quantitatively requires going beyond what is currently known of their properties. It is necessary to make more quantitative measurements of parameters such as mass loss rates, energy content and chemical abundances, and how these relate to the properties of the underlying starburst and host galaxy.
This in turn requires a deeper understanding the basic physics of such outflows, and the mechanisms underlying the multi-wavelength emission we see. In particular, the origin of the soft X-ray emission seen in galactic winds is currently uncertain, with several different models currently being advanced (as we shall discuss below). This uncertainty in what we are actually observing makes estimating the total mass and energy content of these winds difficult.
Recent theoretical and hydrodynamical models (De Young & Heckman 1994; Mac Low & Ferrara 1999; D’Ercole & Brighenti 1999) suggest that starburst-driven winds are in general not efficient at ejecting significant amounts of the host galaxy’s ISM, in the single burst scenarios that have been explored until now. More complex star formation histories have yet to be explored numerically, but qualitative arguments suggest mass loss rates will be even lower than in single burst scenarios (Strickland & Stevens 1999). This is beginning to overturn the popular concept of catastrophic mass loss in dwarf galaxies due to galactic winds advanced by Dekel & Silk (1986) and Vader (1986).
Despite the sophistication of these and other recent models, it has not been shown that these simulations reproduce the observed kinematics, energetics and emission properties of any real starburst-driven outflow. A very wide range of model parameters can produce a bipolar outflow, and only a relatively small number of models have been run which explore only a limited parameter space. More rigorous tests and comparisons of the observable properties of the different theoretical models against the available observational data are now required to judge the relative successes and failures of the current theory.
Observational attempts to directly measure the mass and energy content of galactic winds, using optical or X-ray observations (cf. Martin 1999; Read, Ponman & Strickland 1997; Strickland, Ponman & Stevens 1997) have been made. Unfortunately these may only be accurate to an order of magnitude, given that the volume filling factors of the cool $`T10^4\mathrm{K}`$ and hot $`T10^{6.5}\mathrm{K}`$ gas phases that are probed by these observations are unknown. This uncertainty in filling factor affects all observational studies of the hot gas in starburst galaxies, such as Wang et al. (1995), Dahlem et al. (1996), Della Ceca, Griffiths & Heckman (1997) to name only a few.
The soft X-ray emission from galactic winds and starburst galaxies is well fit by thermal plasma models of one or more components with temperatures in the range $`kT0.1`$ to $`1.0\mathrm{keV}`$ (cf. Read et al. 1997; Ptak et al. 1997; Dahlem, Weaver & Heckman 1998 among many others).
A variety of models have been put forward to explain the soft X-ray emission from galactic winds. Currently the origin and physical state of the emitting gas is not clear, either observationally or theoretically. There is little disagreement that the diffuse soft X-ray emission comes from some form of hot gas. The main uncertainties lie in the filling factor and thermal distribution of this gas. These in turn affect the degree to which soft X-ray observations provide a good probe of the important properties of galactic winds that we need to measure — the mass and energy content and the chemical composition.
Different models for the origin of the soft X-ray emission from galactic winds range from shock-heated clouds (of low volume filling factor) embedded in a more tenuous wind (e.g. CC), through conductive interfaces between hot and cold gas (e.g. D’Ercole & Brighenti 1999), to emission from a volume-filling hot gas where the wind density has been increased by the hydrodynamical disruption of clouds overrun by the wind (e.g. Suchkov et al. 1996).
In M82 the X-ray emission occupies a similar area in projection to both the emission line filaments (Watson, Stanger & Griffiths 1984, Shopbell & Bland-Hawthorn 1998) and to the radio emission (Seaquist & Odegard 1991). Although existing X-ray observations of M82 and other galactic winds do not have the spatial resolution necessary to constrain the exact relationship between the emission line gas and the hot gas, the general similarity in the two spatial distributions have prompted models where the soft X-ray emission comes from shock-heated clouds (cf. Watson et al. 1984; CC). In this hypothesis both the optical line emission and the soft X-ray emission come from clouds shocked by a fast tenuous, and presumably hotter, wind that the clouds are embedded in. The wind drives fast shocks into less tenuous clouds causing soft thermal X-ray emission, and slower shocks into denser clouds causing optical emission. The clouds occupy very little of the total volume, but dominate the total emission. The distribution of clouds within the wind hence determines both the observed distribution of optical and X-ray emission. The temperature of the X-ray-emitting gas is determined by the speed of the shock waves driven into them, which is then determined by the density of the clouds and the density and velocity of the wind running into them. Two dimensional hydrodynamical models of galactic winds (e.g. Tomisaka & Ikeuchi 1988; Tomisaka & Bregman (1993); Suchkov et al. 1994, here after TI, TB and S94 respectively) strongly favor interpretations of the X-ray emission coming from shock-heated ISM overrun by the wind.
In this model we do not see the “wind” itself, as it is too tenuous to emit efficiently enough to be detected. If this model is correct, then X-ray observations do not directly probe the heavy element-enriched wind fluid that drives the outflow and contains most of the total energy.
D’Ercole & Brighenti (1999) suggest that S94’s conclusion, that the majority of soft X-ray emission in their hydrodynamical simulations arise from shocked disk and halo gas, was incorrect. They point out that the numerically unresolved interfaces between cold and hot gas have the correct temperature and density to produce large amounts of soft X-ray emission. Such regions are almost inevitable in hydrodynamical simulations, and would be very difficult to distinguish from regions of cold disk gas shock-heated by the surrounding hot wind material.
In reality thermal conduction can lead to physically broadened interface regions, which could be a significant source of soft thermal X-ray emission in galactic winds. Such conductive interfaces are believed to dominate the X-ray emission in wind-blown bubbles (Weaver et al. 1977), which are very similar to the superbubbles young starbursts blow.
Fabbiano (1988) and Bregman, Schulman & Tomisaka (1995) explicitly interpret the X-ray emission from M82 in terms of it being from an adiabatically expanding hot wind, in contrast to shock-heated clouds model above. The temperature and density of the gas in such a model of a volume-filling X-ray emitting wind is determined by the energy and mass injection rates within the starburst, and also by the outflow geometry which controls the degree of adiabatic expansion and cooling the wind experiences. If this model is correct then soft X-ray observations provide a good probe of the hot gas driving the outflow, and hence of the metal abundance, mass and energy content of starburst-driven winds.
CC had explicitly rejected the wind itself being the source of the X-ray emission seen in M82 by Watson et al. (1984). The problem is that, for reasonable estimates of the wind’s mass and energy injection rate based on M82’s supernova (SN) rate, the outflow has a very low density. As the X-ray emissivity is proportional to the square of the density, the resulting X-ray luminosity is extremely low. For example, for a SN rate of $`0.1\mathrm{yr}^1`$ with a resultant wind mass injection rate of $`\dot{M}_\mathrm{w}1\mathrm{M}_{}\mathrm{yr}^1`$, and a starburst region of radius $`R_{}=150\mathrm{pc}`$, the resulting total $`0.1`$$`2.4\mathrm{keV}`$ X-ray luminosity from within a radius $`R=10\times R_{}`$ is only $`3.2\times 10^{37}\mathrm{erg}\mathrm{s}^1`$, about 60 per cent of which comes from within the starburst region itself. This is a factor $`10^5`$ times the starburst’s wind energy injection rate, and considerably less than the observed $`0.1`$$`2.4\mathrm{keV}`$ luminosity of M82’s wind of $`L_\mathrm{X}2\times 10^{40}\mathrm{erg}\mathrm{s}^1`$ (Strickland et al. 1997).
It is possible to rescue the concept of a volume filling wind fluid being responsible for the observed X-ray luminosity if the wind has been strongly mass loaded (i.e. additional mass has been efficiently mixed into the wind) — a theoretical model presented by Suchkov et al. (1996, here after S96) and subsequently explored further by Hartquist, Dyson & Williams (1997). Increasing the mass injection rate into the wind by a factor $`N`$ increases the wind density by $`N^{1.5}`$ and emissivity by a factor $`N^3`$, as not only is there more mass in the wind but its outflow velocity is lower.
Bregman et al. (1985) used ROSAT HRI observations of M82 to argue that the observed X-ray surface brightness distribution was consistent with a well-collimated adiabatically expanding hot gas. However, analysis of the spectral properties of a set of regions along M82’s wind using ROSAT PSPC data by Strickland et al. (1997) shows that the entropy of the soft X-ray emitting gas increases with distance from the plane of the galaxy, which is inconsistent with an adiabatic outflow model.
A conservative assessment would be that X-ray observations do not strongly constrain the origin of the soft X-ray emission in galactic winds beyond that it is from a hot thermal plasma. The existing observations are broadly consistent with any of the models advanced above: shocked clouds, thermal conduction or mass-loading.
Even assessing theoretically the relative importance of processes such as mass-loading as compared to shock-heating or thermal conduction has not been possible up until now. S96 argued that M82’s wind must be mass-loaded to produce the required soft X-ray luminosity and temperatures. However, their mass loaded wind simulations did not include the interaction of the wind with the ambient ISM, which S94 had showed was capable of providing the observed X-ray luminosity.
Uncertainties in the filling factor are not the only problems affecting the interpretation of soft X-ray data on galactic winds. Understanding the temperature distribution of the X-ray emitting gas is also an important, if relatively unexplored, theoretical aspect of galactic winds. Deriving plasma properties from X-ray spectra requires fitting a spectral model that is a good approximation to the true emission process. Failure to do so can lead to models that fit the data well but give meaningless results.
A good example of this is X-ray derived metal abundances, where many ROSAT and ASCA studies of starburst galaxies report extremely low metal abundances, between $`0.05`$ to $`0.3`$ times Solar (cf. Ptak 1997, Ptak et al. 1997, Tsuru et al. 1997, Read et al. 1997) for the soft thermal plasma components. We believe this to be primarily an artefact of using overly simplistic spectral models to fit the limited-quality data available from these missions. Consistent with the idea that the X-ray emission comes from a complex range of temperatures, Dahlem et al. (1998) have shown that, when using multiple hot plasma components to represent the soft thermal emission from galactic winds, most of the galaxies in their sample could be fit using Solar element abundances. Strickland & Stevens (1998), using simulated ROSAT PSPC observations of wind-blown bubbles (physically very similar to superbubbles and the early stages of galactic winds), show that under-modeling the X-ray spectra leads to severely underestimating the metal abundance.
Failure to correctly fit one parameter such as the metal abundance can also severely bias other plasma properties. For example, the derived emission measure (proportional to the density squared integrated over the volume) is approximately inversely proportional to the fitted metal abundance for gas in the temperature range $`T=10^5`$ to $`10^7\mathrm{K}`$. Underestimating the metal abundance then leads to overestimates of the gas density, and hence gas mass and energy content.
In an effort to address many of the issues described above, we have performed the most detailed hydrodynamical simulations of galactic winds to date. We investigate a larger volume of model parameter space than any previous numerical study, inspired by the latest observational studies of the archetypal starburst galaxy M82. We study the variation in the properties of these galactic winds due to the starburst star formation history and intensity, the host galaxy ISM distribution and the presence and distribution of mass-loading of the wind by dense clouds.
Our aim in this series of papers is to go beyond the previous hydrodynamical simulations of galactic winds, and to:
1. Explore in a more systematic manner the available model parameter space, focusing on M82 (the best-studied starburst with a galactic wind), using 2-D hydrodynamical simulations run at high numerical resolution.
2. Investigate several important aspects of galactic winds that are currently uncertain or have previously not been devoted much attention:
* The origin and filling factor of the soft X-ray emitting gas, along with the temperature distribution of this gas.
* The wind energy budget and energy transport efficiency, and the degree to which the energy content can be probed by soft X-ray observations.
* Wind collimation. Producing the observed properties of well collimated winds with narrow bases seems to be a problem for the simulations of TI, TB and S94, as has been pointed out by Tenorio-Tagle & Muñoz-Tuñón (1997, 1998).
3. Assess the effect of finite numerical resolution and other numerical artefacts on the results of these simulations.
4. Directly compare the observable properties of these models (primarily concentrating on their soft X-ray emission) to the available observational data for M82 and other local starburst galaxies.
In paper II we discuss the observable X-ray properties of the winds in these simulations. Focusing on artificial ROSAT PSPC X-ray images and spectra (the PSPC has been the best X-ray instrument for the study of superbubbles and galactic winds due to it’s superior sensitivity to diffuse soft thermal emission over other instruments such as the ROSAT HRI or the imaging spectrometers upon ASCA) we consider (a) the success of these models at reproducing the observed X-ray properties of M82, and (b) the extent to which such X-ray observations and standard analysis techniques can allow us to derive the true properties of the hot plasma in these outflows.
In common with the previous simulations of TI, TB, S94 and S96 we shall base our models largely on the nearby ($`D=3.63\mathrm{Mpc}`$, Freedman et al. 1994) starburst galaxy M82. M82 is the best studied starburst galaxy, and after NGC 253 and NGC 1569, it is the closest starburst with a galactic wind. As the observational constraints on M82’s starburst and galactic wind are the best available for any starburst galaxy, we choose to concentrate on models aiming to reproduce M82’s galactic wind.
## 2 Numerical modeling
The primary variables that will affect the growth and evolution of a superbubble and the eventual galactic wind in a starburst galaxy are the ISM density distribution, the strength and star-formation history of the starburst, and the presence, if any, of additional interchange processes between the hot and cold phases of the ISM, such as hydrodynamical or conductive mass loading.
As a detailed exploration of such a multidimensional parameter space for all possible galactic winds would be prohibitively expensive computationally, we choose to focus on simulations of M82’s galactic wind, given that is the best studied starburst galaxy. Our aim to to attempt to roughly bracket the range of possible ISM distributions, starburst histories and mass-loading occurring in M82, in a series of ten simulations based on recent observational studies of this fascinating galaxy. Two further simulations explore the degree to which finite numerical resolution affects our computational results.
The majority of this section explores our choice of model parameters, preceded by information on the hydrodynamical code and analysis methods we use.
### 2.1 Hydrodynamic code
Our simulations of starburst-driven galactic winds have been performed using Virginia Hydrodynamics-1 (VH-1), a high resolution multidimensional astrophysical hydrodynamics code developed by John Blondin and co-workers (see Blondin 1994; Blondin et al. 1990; Stevens, Blondin & Pollock 1992). VH-1 is based on the piecewise parabolic method (PPM) of Collela and Woodward (1984), a third-order accurate extension of Godunov’s (1959) method.
VH-1 is a PPM with Lagrangian remap (PPMLR) code, in that as it sweeps through the multi-dimensional computational grid of fluid variables it remaps the fixed Eulerian grid onto a Lagrangian grid, solves the Riemann problem at the cell interfaces, and then remaps the updated fluid variables back onto the original Eulerian grid. Moving to a Lagrangian frame simplifies solving the Riemann problem, and results in a net increase in performance over PPM codes using only an Eulerian grid.
For the purposes of these simulations VH-1 is run in 2-D, assuming cylindrical coordinates ($`r`$, $`z`$, $`\varphi `$) and azimuthal symmetry around the $`z`$-axis. Radiative cooling, mass and energy injection from the starburst region, and mass deposition due to the hydrodynamical ablation of dense unresolved clouds are incorporated using standard operator splitting techniques. As in the previous simulations of TI, TB and S94 only one quadrant of the flow is calculated, symmetry in the $`z`$ and $`r`$-axes is assumed and determines the boundary conditions that operate along these edges of the computational grid. Material is allowed to flow in or out along the remaining two grid boundaries.
Although dependent on the exact model parameters, we have generally us a computational grid formed of a rectangular grid of 400 uniform zone along the $`r`$-axis, covering a physical region $`6\mathrm{kpc}`$ long, by 800 equal-sized zones along the $`z`$-axis covering $`12\mathrm{kpc}`$. Simulations are run until the outermost shock of the galactic wind flows off the computational grid, typically at $`t10`$$`15\mathrm{Myr}`$ after the start of the starburst.
### 2.2 Data analysis
Our results are based on the analysis of data files of the fluid variables $`\rho `$, $`P`$ and $`\stackrel{}{v}`$ that VH-1 produces at $`0.5\mathrm{Myr}`$ intervals.
We make a distinction between the intrinsic properties of the wind (e.g. the “true” gas temperatures, densities, masses, energy content and luminosities, which are described in this paper) and the observable X-ray properties (covered in the forthcoming companion paper). The observed properties need not necessarily directly reflect the true, intrinsic, wind properties due to the complications of projection, instrumental limitations and the systematic and statistical errors inherent in real observations.
We analyse only the material within the wind, i.e. swept-up disk and halo ISM along with enriched starburst ejecta. The undisturbed ISM is ignored. Quantitatively the wind is distinguished from the undisturbed ISM by the shock that marks its outer boundary. The 2-D fluid variables are converted into a 3-D dataset covering both poles of the wind by making use of the assumed symmetries around the $`z`$-axis and in the plane of the galaxy.
### 2.3 Calculation of intrinsic wind properties
The value of the fluid variables are assumed to be constant within each computational cell for the purposes of all the data analysis performed on these simulations. We do not use the parabolic interpolation used by VH-1’s hydrodynamic scheme to reconstruct the variation of the fluid variables within each cell from the cell averaged values in our data analysis. Numerically summing the appropriate quantities, over those cells within the 3-D dataset that are within the region defined as being the galactic wind, gives the total integrated wind properties such as mass, volume, energy content and X-ray luminosity. X-ray properties such as emissivities or instrument-specific count rates are obtained assuming a mean mass per particle of $`10^{24}\mathrm{g}`$ and collisional ionisation equilibrium, using either the MEKAL hot plasma code (Mewe, Kaastra & Liedahl 1995) or an updated version of the Raymond-Smith plasma code (Raymond & Smith 1977), along with published instrument effective areas and the Morrison & McCammmon (1983) absorption coefficients.
In addition to studying the total integrated values of wind volume, mass, emission measure, and similar properties, we can investigate how these values are distributed as a function of gas temperature, density or velocity within the wind.
#### 2.3.1 Starburst disk and halo properties
Many of the “classic” starburst galaxies with clear galactic winds such as M82, NGC 253, NGC 3628 and NGC 3079 are almost edge-on, allowing the low surface brightness optical and X-ray emission from the wind to be seen above the sky background. Had these galaxies been face on (e.g. the starburst galaxy M83) it would have been much more difficult to distinguish emission from the wind from the X-ray and optically bright disks of these galaxies.
Previous simulations such as TB and S94 have only considered the total properties of galactic winds integrated over the entire volume of the outflow. We feel it is important to distinguish between the properties of the gas associated with the galactic wind within the disk of the host galaxy, and the gas clearly above the disk (in what would be observationally identified as the wind in an edge-on starburst). A more ambitious study might divide the wind up into several different sections, as done in Strickland et al. (1997), but for now we will only consider two separate regions: disk or halo.
The same techniques of analysis used on the entire wind described above are applied to gas within the plane or disk of the galaxy (defined as being the region with $`|z|1.5\mathrm{kpc}`$) and gas above the plane in the halo ($`|z|>1.5\mathrm{kpc}`$). This allows us to study the spatial variation of the wind properties in a simple but meaningful manner.
### 2.4 ISM distribution and gravitational potential
We adopt the philosophy of TB and S94 in setting up an initial ISM distribution of a cool disk and hot halo, in rotating hydrostatic equilibrium under the applied gravitational field. Although the ISM in starburst galaxies is not static or in equilibrium, we choose a static solution to prevent the dynamics of an arbitrary non-static ISM distribution from affecting the wind dynamics.
The ISM modeled in these 2-D numerical simulations and in TI, TB & S94 is essentially a single-phase volume filling gas. Although in reality the ISM of late-type galaxies is clearly multi-phase we make the assumption that the most important phase, with respect to the ISM’s interaction with the starburst-driven wind, is that ISM component that occupies the majority of the volume. In the disk this might be cool $`10^4\mathrm{K}`$ gas and coronal gas in the halo. Mass-loaded simulations such as S96 treat the interaction of the wind with dense, low volume filling factor clouds. Although the majority of the mass in the ISM is in molecular clouds these occupy only a small fraction of the total volume, even within a starburst region such as the centre of M82. Lugten et al. (1986) find that the molecular gas within the nuclear region of M82 is comprised of small clouds, thin filaments or sheets with a total volume filling factor $`\eta 10^3`$.
To investigate the effect of the ISM on the collimation and confinement of the wind, and how this alters the observable X-ray properties of the galactic wind, we study two different ISM distributions. We adopt TB’s ISM distribution as representative of a thick disk with dense cool gas high above the plane of the galaxy, which provides substantial wind collimation. The gravitational potentials used by TB and S94 do not reproduce M82’s observed rotation curve, as can be seen in Fig. 1. The maximal rotational velocity in TB and S94’s models is a factor two lower than that observed in M82. Consequently, with less enclosed mass, the gravitational force felt by the wind in S94 and TB’s simulations is too low. For our thin disk model we remedy this by adding the potential due to a Miyamoto & Nagai (1975) disk to the stellar spheroid used in TB. The resulting disk using this combined potential is significantly thinner than that of TB.
The large scale ISM distribution in M82 is very poorly known, and the majority of investigations into the ISM in M82 have focussed on the wind or the conditions deep within the starburst region. The current ISM distribution in M82 may not be representative of the initial ISM distribution prevailing at the time of the birth of the starburst. We do not claim these ISM distributions used in our simulations correspond to the true ISM in a starburst galaxy such as M82, but they capture essential features which we wish to investigate, namely the effect of collimation on the wind dynamics and the resulting X-ray emission.
The initial static ISM distribution is computed as a solution to the steady state momentum equation
$$(\stackrel{}{v})\stackrel{}{v}=\frac{1}{\rho }P\mathrm{\Phi }_{\mathrm{tot}},$$
(1)
where $`\stackrel{}{v}`$, $`\rho `$, $`P`$ and $`\mathrm{\Phi }_{\mathrm{tot}}`$ are the gas velocity, density, pressure and total gravitational potential respectively.
We assume the ISM is supported predominantly by rotation in the plane of the galaxy, so the rotational velocity $`v_\varphi `$ (i.e. azimuthal component of velocity) in the plane of the galaxy is given by
$$v_\varphi (r)=e_{\mathrm{rot}}\left(r\frac{\mathrm{\Phi }_{\mathrm{tot}}}{r}\right)^{1/2}.$$
(2)
If the disk were entirely supported by rotation then $`e_{\mathrm{rot}}=1`$. In these simulations a small fraction of the gravitational force in the plane is supported by the turbulent and thermal pressure of the ISM. For the thick disk we choose $`e_{\mathrm{rot}}=0.9`$, and for the thin disk $`e_{\mathrm{rot}}=0.95`$.
To reduce the rotational velocity of the gas above the plane (as seen in NGC 891 by Swaters, Sancisi & van der Hulst for example), and have a non-rotating galactic halo we assume a simple model where the rotational support (and hence $`v_\varphi `$) drops off exponentially with increasing height $`z`$ above the plane of the galaxy
$$e=e_{\mathrm{rot}}\mathrm{exp}(z/z_{\mathrm{rot}}),$$
(3)
where the scale height for this reduction in rotational velocity $`z_{\mathrm{rot}}=5\mathrm{kpc}`$ as used in TB.
In 2-D numerical simulations such as these which assume cylindrical symmetry around the $`z`$-axis (i.e. azimuthally symmetric) only the $`r`$ and $`z`$ components of the fluid variables $`\rho `$, $`P`$ and $`\stackrel{}{v}`$ are calculated. Rotational motion is simulated by solving a modified form of Eqn. 1:
$$\frac{1}{\rho }P\mathrm{\Phi }_{\mathrm{eff}}=0,$$
(4)
where $`\mathrm{\Phi }_{\mathrm{eff}}`$ is the effective potential, the sum of the true gravitational potential and the centrifugal potential arising from the incorporation of the rotational motions. Similarly the force required to hold the disk in equilibrium against the pressure gradient in these 2-D simulations is not just the true gravitational force $`𝐠=\mathrm{\Phi }_{\mathrm{tot}}`$ but the effective gravitational force $`𝐠_{\mathrm{eff}}=\mathrm{\Phi }_{\mathrm{eff}}`$.
The gravitational potential used in our thick disk model is identical to that used by TB, a single spherically symmetric component identified with the central stellar spheroid. Note that there are typographical errors in Eqns. 2, 3, 4 & 7 of TB, so the equations presented here differ from those presented in TB.
We use a King model to describe the stellar spheroid,
$$\rho _{\mathrm{ss}}(\omega )=\frac{\rho _0}{[1+(\omega /\omega _0)^2]^{3/2}},$$
(5)
where $`\rho _{\mathrm{ss}}(\omega )`$ is the stellar density as a function of the radial distance from the centre $`\omega `$, $`\rho _0`$ the central density and $`\omega _0`$ the core radius. The gravitational potential $`\mathrm{\Phi }_{\mathrm{ss}}`$ due to this stellar spheroid is then
$$\mathrm{\Phi }_{\mathrm{ss}}(\omega )=\frac{GM_{\mathrm{ss}}}{\omega _0}\left[\frac{\mathrm{ln}\{(\omega /\omega _0)+\sqrt{1+(\omega /\omega _0)^2}\}}{\omega /\omega _0}\right],$$
(6)
where $`\omega =\sqrt{r^2+z^2}`$ is the distance from the nucleus, and we define $`M_{\mathrm{ss}}=4\pi \rho _{\mathrm{ss}}\omega _0^3`$. Following TB, we choose $`M_{\mathrm{ss}}=1.2\times 10^9\mathrm{M}_{}`$ and $`\omega _0=350\mathrm{pc}`$.
For the thin disk model we retain a King model to represent the central stellar spheroid, and use a Miyamoto & Nagai (1975) disk potential to represent the disk of the galaxy,
$$\mathrm{\Phi }_{\mathrm{disk}}(\omega )=\frac{GM_{\mathrm{disk}}}{\sqrt{r^2+(a+\sqrt{z^2+b^2})^2}},$$
(7)
where $`a`$ and $`b`$ are the radial and vertical scale sizes of the disk. The total potential in the thin disk model is $`\mathrm{\Phi }_{\mathrm{tot}}=\mathrm{\Phi }_{\mathrm{ss}}+\mathrm{\Phi }_{\mathrm{disk}}`$. To approximately reproduce M82’s rotation curve (Fig. 1) we use $`M_{\mathrm{ss}}=2\times 10^8\mathrm{M}_{}`$, $`\omega _0=350\mathrm{pc}`$, $`M_{\mathrm{disk}}=2\times 10^9\mathrm{M}_{}`$, $`a=222\mathrm{pc}`$ and $`b=75\mathrm{pc}`$.
We do not incorporate an additional massive dark matter halo component into the current set of simulations, as M82’s rotation curve is well described by the chosen stellar spheroid plus Miyamoto & Nagai disk model. We are primarily interested in the behaviour of the winds over the initial $`20\mathrm{Myr}`$ of the starburst, a period during which the gravitational effects of any dark matter halo will be negligible. Dark matter haloes may shape the long term behaviour of material in weak winds (e.g. the 2-D simulations of winds in dwarf galaxies by Mac Low & Ferrara 1999), and the fate of slowly moving gas dragged out of the disk in starburst-driven winds like M82. These simulations are not designed to investigate the long term fate of this gas, but the dynamics and properties of the gas in the observed galactic winds which have dynamical ages of $`10^7\mathrm{yr}`$.
In common with TB, we incorporate a disk ISM of central density $`n_{\mathrm{disk},0}=20\mathrm{cm}^3`$ and a tenuous halo of central density $`n_{\mathrm{halo},0}=2\times 10^3\mathrm{cm}^3`$ in both models. The initial ISM density and pressure is then given by
$$\begin{array}{cc}\rho _{\mathrm{disk}}(r,z)\hfill & =\rho _{\mathrm{disk},0}\times \hfill \\ & \mathrm{exp}\left[\frac{\mathrm{\Phi }_{\mathrm{tot}}(r,z)e^2\mathrm{\Phi }_{\mathrm{tot}}(r,0)(1e^2)\mathrm{\Phi }_{\mathrm{tot}}(0,0)}{c_{\mathrm{s},\mathrm{disk}}^2}\right],\hfill \end{array}$$
(8)
$$\begin{array}{cc}\rho _{\mathrm{halo}}(r,z)\hfill & =\rho _{\mathrm{halo},0}\times \hfill \\ & \mathrm{exp}\left[\frac{\mathrm{\Phi }_{\mathrm{tot}}(r,z)e^2\mathrm{\Phi }_{\mathrm{tot}}(r,0)(1e^2)\mathrm{\Phi }_{\mathrm{tot}}(0,0)}{c_{\mathrm{s},\mathrm{halo}}^2}\right],\hfill \end{array}$$
(9)
$$\rho (r,z)=\rho _{\mathrm{disk}}(r,z)+\rho _{\mathrm{halo}}(r,z),$$
(10)
and
$$P(r,z)=\rho _{\mathrm{disk}}(r,z)c_{\mathrm{s},\mathrm{disk}}^2+\rho _{\mathrm{halo}}(r,z)c_{\mathrm{s},\mathrm{halo}}^2,$$
(11)
where $`e`$ quantifies the fraction of rotational support of the ISM as given in Eqn. 3, and $`c_{\mathrm{s},\mathrm{disk}}`$ and $`c_{\mathrm{s},\mathrm{halo}}`$ are the sound speeds in the disk and halo respectively. The complexity of Eqns. 8 & 9 is due to incorporating rotational support through an effective potential. Without the centrifugal potential, these equations would be of the form $`\rho =\rho _0\mathrm{exp}[\{\mathrm{\Phi }_{\mathrm{tot}}(r,z)\mathrm{\Phi }_{\mathrm{tot}}(0,0)\}/c_\mathrm{s}^2]`$.
Radio recombination line tracing gas in Hii regions within the starburst region by Seaquist et al. (1996) imply the density of thermal electrons with $`T_\mathrm{e}=10^4\mathrm{K}`$ is between $`10`$$`100\mathrm{cm}^3`$. Bear in mind that observational evidence from a wide range of sources suggests the ISM within the starburst region is extremely non-uniform, from dense molecular clouds to very hot coronal gas. The disk ISM in these models is chosen to represent one phase of this multiphase ISM, the phase which presents the starburst-driven wind with the greatest physical opposition, i.e. the phase which has the greatest volume filling factor. Dense clouds which are enveloped and overrun by the wind can be represented within these simulations, although not resolved by the computational grid, by mass-loading as discussed in Section 2.7.
In place of our ignorance of the properties of the haloes galactic winds expand into we envision a hot tenuous halo enveloping M82. As star formation rates in M82 appear to have been elevated since since the nearest encounter with its neighbor M81 approximately $`200\mathrm{Myr}`$ ago (Cottrell 1997) chimneys above OB associations, a galactic fountain or even previous galactic winds all could have created such a hot halo.
As the complex 3-dimensional, multiphase, turbulent structure of the ISM can not be treated in these simulations, we follow the lead of TI, TB and S94 in increasing the isothermal sound speed of the disk gas to simulate the turbulent pressure support seen in real disks (e.g. Norman & Ferrara 1996). Without this increased pressure the resulting disks are extremely thin. Following TB we set $`c_{\mathrm{s},\mathrm{disk}}=30\mathrm{km}\mathrm{s}^1`$ and $`c_{\mathrm{s},\mathrm{halo}}=300\mathrm{km}\mathrm{s}^1`$ in both thick and thin disk models. This corresponds roughly to a disk temperature of $`T_{\mathrm{disk}}=6.5\times 10^4\mathrm{K}`$ and halo of $`T_{\mathrm{halo}}=6.5\times 10^6\mathrm{K}`$.
This imposes a minimum allowed temperature of $`T_{\mathrm{disk}}`$ on the gas in these simulations, so we can not directly treat the cooler $`T10^4\mathrm{K}`$ gas that is responsible for the optical emission lines in galactic winds. Currently we only make qualitative comparisons between the dynamics of the coolest gas in our simulations and the cool gas seen in M82’s and other starburst’s winds. This minimum temperature does not affect the dynamics and emission properties of X-ray emitting gas we are primarily interested in.
### 2.5 Starburst history and mass and energy injection rates
The actual star formation history in M82 is only crudely known. The high optical extinction towards the nucleus and edge-on inclination make it difficult to investigate the properties of stars or star clusters in the starburst nucleus, except using IR observations. Even in relatively nearby and unobscured dwarf starburst galaxies such as NGC 1569 and NGC 5253 the history of all but the most recent star formation is a subject of debate (see Calzetti et al. with reference to NGC 5253, or González Delgado et al. for NGC 1569).
As we are interested in the effect of the star formation history on the wind dynamics and observable X-ray properties, we shall explore a few simple star formation histories. These are motivated by the near-IR spectroscopic study of individual stellar clusters in M82’s starburst nucleus by Satyapal et al. (1997), dynamical arguments concerning the total mass of stars formed in the starburst by McLeod et al. (1993), and radio estimates of the current SN rate by Muxlow et al. (1994) and Allen & Kronberg (1998). We briefly review what these observations can tell us about the total mass of stars formed in M82’s current starburst, and its star formation history.
#### 2.5.1 IR observations of individual super star clusters
Satyapal et al. (1997) use de-reddened Br$`\gamma `$ and CO band imaging to study 12 unresolved stellar clusters within $`r=270\mathrm{pc}`$ of the nucleus. In comparison with instantaneous starburst models (appropriate for individual clusters), they used the CO indices and Br$`\gamma `$ equivalent widths of the individual clusters to estimate the cluster ages, and the ionising photon fluxes from the extinction corrected Br$`\gamma `$ line flux.
We used this information, along with the instantaneous starburst evolutionary synthesis models of Leitherer & Heckman (1995; henceforth LH95), to estimate the initial clusters masses assuming a Salpeter (1955) IMF extending between $`1`$$`100\mathrm{M}_{}`$.
Note that the ages of individual clusters differ between the two age estimators, with ages based on the CO index generally being a few Myr older than those based on the Br$`\gamma `$ equivalent widths. Ages inferred from the CO index were in the range $`5`$$`10\mathrm{Myr}`$, while those from $`W`$(Br$`\gamma `$) lay in the range $`4`$$`8\mathrm{Myr}`$. The relative ages of the different clusters are also inconsistent between the two methods.
For a given ionising photon flux the initial cluster mass is a sensitive function of the assumed age, due to the rapid evolution of the extremely luminous stars at the high end of the initial mass function. Hence the uncertainty in cluster ages leads to a large uncertainty in the mass of stars formed in the starburst.
The $`W`$(Br$`\gamma `$)-derived ages and ionising photon fluxes yield a total initial mass of stars formed in the starburst of $`M_{\mathrm{SB}}8\times 10^6\mathrm{M}_{}`$. From the LH95 models the peak SN rate associated with these stars is $`8\times 10^3\mathrm{SN}\mathrm{yr}^1`$.
Using the CO index instead to derive the cluster ages yields $`M_{\mathrm{SB}}1.3\times 10^8\mathrm{M}_{}`$, with a peak SN rate of $`0.13\mathrm{SN}\mathrm{yr}^1`$. If the IMF extends down to $`M_{\mathrm{low}}=0.1\mathrm{M}_{}`$ the total mass $`M_{\mathrm{SB}}3\times 10^8\mathrm{M}_{}`$, in agreement with the value of $`M_{\mathrm{SB}}2.5\times 10^8\mathrm{M}_{}`$ quoted in Satyapal et al. (1997). This is $`40`$ per cent of the total dynamical mass within the starburst region.
#### 2.5.2 Dynamical limits on the total mass of stars formed
McLeod et al. (1993) present a simple dynamical argument that places an upper limit of the total mass of stars formed in M82’s starburst of $`<2.5\times 10^8\mathrm{M}_{}`$. The total dynamical mass within $`500\mathrm{pc}`$ is $`M_{\mathrm{tot}}7\times 10^8\mathrm{M}_{}`$, of which approximately $`10^8\mathrm{M}_{}`$ is gas. Only a fraction of the remaining mass can be due to stars formed in the current starburst activity, as there must have been a pre-existing stellar population. McLeod’s argument is based on the following scenario for the triggering of M82’s starburst: The starburst was probably triggered by a close interaction of M82 with M81 approximately $`200\mathrm{Myr}`$ ago (Cottrell 1977), which lead to gas losing angular momentum and falling into the nucleus over a time-scale of $`100\mathrm{Myr}`$. Eventually self gravity within the gas will trigger the strong burst of star formation. Self-gravitation in the ISM will have become important before the gas mass equals the mass of pre-existing stars within the nucleus, so it is unlikely that the total mass of gas and stars formed in the starburst exceeds half the current dynamical mass within the starburst region.
This upper limit of $`2.5\times 10^8\mathrm{M}_{}`$ is very similar to Satyapal et al. ’s (1997) estimate of the starburst mass assuming conservatively a Salpeter IMF extending between $`0.1`$$`100\mathrm{M}_{}`$, where very low mass stars consume most of the mass. If we assume a top heavy IMF (i.e. biased against low mass stars) we can get a very powerful starburst that consumes only a small amount of gas, but would violate observational constraints on the starburst luminosity.
#### 2.5.3 The current SN rate
Radio observations of the 50 or so SNR’s within the central kiloparsec of M82 can be used to estimate the current (i.e. within the last several thousand years) SN rate. As a simple rule of thumb, the SN rate between $`t3`$$`40\mathrm{Myr}`$ for an instantaneous burst forming $`10^6\mathrm{M}_{}`$ of stars is $`10^3\mathrm{yr}^1`$ (using the LH95 models and assuming a Salpeter IMF between $`M_{\mathrm{low}}=1`$ and $`M_{\mathrm{up}}=100\mathrm{M}_{}`$).
Muxlow et al. (1994) estimate a SN rate of $`0.05\mathrm{yr}^1`$ assuming the SNRs are still freely expanding at $`v=5000\mathrm{km}\mathrm{s}^1`$. If the SNRs are not in free expansion the SN rate should be reduced. This SN rate corresponds to a total starburst mass of $`5\times 10^7\mathrm{M}_{}`$.
Based on the oldest and largest SNR in M82, Allen & Kronberg (1998) estimate the SN rate to be $`>0.016\mathrm{yr}^1`$. This is a lower limit as other large (and hence faint) SNRs may be missing from current SNR surveys.
Note that the current SN rate is not particularly sensitive to the star formation history, as the SN rate for an instantaneous burst of stars is approximately constant between $`3`$ to $`40\mathrm{Myr}`$.
#### 2.5.4 Starburst models used in these simulations
The observational evidence considered above suggests that although the exact star formation history and mass in M82 may not be accurately known, it is possible to bracket the true solution.
We assume Solar metal abundances and a Salpeter IMF between $`1`$$`100\mathrm{M}_{}`$ in all these mass estimates below. This is purely for convenience as the LH95 models assume this IMF. All the other mass estimates have been converted to this IMF.
The total mass of the starburst clusters inferred from Satyapal et al. ’s (1997) Br$`\gamma `$ equivalent widths, $`M_{\mathrm{tot}}8\times 10^6\mathrm{M}_{}`$, and Allen & Kronberg’s (1998) lower limit on the SN rate, $`M_{\mathrm{tot}}>1.6\times 10^7\mathrm{M}_{}`$, suggest a lower limit on the starburst mass of $`M_{\mathrm{tot}}10^7\mathrm{M}_{}`$.
The dynamical arguments of McLeod et al. (1993) suggest an upper limit on the total mass recently converted into stars in M82 centre of $`M_{\mathrm{tot}}<10^8\mathrm{M}_{}`$, consistent with the mass inferred by Satyapal of $`M_{\mathrm{tot}}10^8\mathrm{M}_{}`$ based on the CO index derived ages. The recent SN rate inferred by Muxlow et al. (1994) implies a starburst mass of $`M_{\mathrm{tot}}5\times 10^7\mathrm{M}_{}`$.
The ages inferred from Satyapal et al. ’s (1997) CO indices and $`W`$(Br$`\gamma `$), although marginally inconsistent with each other, suggest a spread in ages for the bright clusters of between $`4`$$`10\mathrm{Myr}`$ old.
We choose three simple SF histories to explore the effects of M82’s possible SF history on the dynamics and X-ray emission from the galactic wind (see Fig. 2):
1. A single instantaneous starburst (SIB) of total mass $`M_{\mathrm{tot}}=10^8\mathrm{M}_{}`$. This model can be considered as the most powerful starburst consistent with the observational constraints.
2. A weaker single instantaneous starburst (SIB) of total mass $`M_{\mathrm{tot}}=10^7\mathrm{M}_{}`$, consistent with the least powerful starburst suggested observationally.
3. A starburst of total mass $`M_{\mathrm{tot}}=10^8\mathrm{M}_{}`$, but with a slightly more complex SF history (CSF) spread over a period of $`10\mathrm{Myr}`$ rather than a SIB. With the same total mass as the power SIB, this model allows us to investigate the effect of a more gradual mass and energy injection history.
#### 2.5.5 Energy thermalisation efficiency
We assume that 100 per cent of the mechanical power from stellar winds and SNe is available to power the wind, i.e. the immediate radiative energy losses within the starburst region are negligible. The value of this “thermalisation efficiency” is by no means well understood either observationally or theoretically, and will depend on the specific environment (for example, whether the SN goes off in or near a molecular cloud or in a pre-existing low density cavity).
Thornton et al. (1998) perform a parameter study to assess the radiative losses of supernova remnants expanding into uniform media of different densities. For an SNR of age $`10^5\mathrm{yr}`$ (a sufficient time for any SNR in a nuclear starburst region to have interacted or merged with neighboring SNRs) radiative losses range from negligible (ISM number densities $`10^2\mathrm{cm}^3`$) to $`90`$ per cent (number densities $`10\mathrm{cm}^3`$) of the initial supernova energy.
Although the majority of the mass of the ISM in a starburst region is in dense molecular clouds, these occupy only a small fraction of the total volume ($`10^3`$, see Lugten et al. 1986) within a starburst region such as the centre of M82. Hence on average young supernova remnants in M82 will interact with tenuous gas, with reasonably low radiative losses.
Observations of the properties of local starburst driven winds already strongly argue for high thermalisation efficiencies. From a theoretical basis, Chevalier & Clegg (1985) explicitly state that the requirement to drive a galactic wind is a high thermalisation efficiency. Two simple arguments based on M82’s wind will suffice. For the purposes of the following arguments alone, we shall assume a very simple model for the starburst of 0.1 SNe $`\mathrm{yr}^1`$ for $`10^7\mathrm{yr}`$. This gives a total mechanical energy injection of $`E=10^{57}\mathrm{erg}`$ and an average mechanical power of $`\dot{E}=3\times 10^{42}\mathrm{erg}\mathrm{s}^1`$ (assuming 100 per cent thermalisation).
1. The thermal energy of the $`T5\times 10^6\mathrm{K}`$ gas is $`3\times 10^{56}\eta ^{1/2}\mathrm{erg}`$ (Strickland et al. 1997, where $`\eta `$ is the volume filling factor of the X-ray-emitting gas). Hence to first order the thermal energy content of the wind is $`30`$ per cent of the total energy released by SNe and stellar winds. If we instead assume the X-ray emission comes from shocked-clouds of low filling factor (cf. Chevalier & Clegg 1985), then the total energy of the wind may be even greater, as remainder of the volume must be occupied by tenuous but energetic gas. This estimate does not include the kinetic energy of the wind, which we shall show later to larger than the thermal energy content of the wind.
2. The soft X-ray luminosity of the hot gas in M82 is $`L_\mathrm{X}=2\times 10^{40}\mathrm{erg}\mathrm{s}^1`$ (Strickland et al. 1997; Dahlem et al. 1998) in the ROSAT band. If the thermalisation efficiencies were as low as the $`3`$ per cent value argued by Bradamante et al. (1998) then galactic winds must extremely efficient at radiating X-rays. This is inconsistent with the estimated X-ray emitting gas cooling times (cf. Read et al. 1997) and it would be extremely difficult to drive a wind at all given such strong radiative losses.
For galactic winds the immediate thermalisation efficiency within the starburst region must then be reasonably high, i.e. between 10 – 100 per cent. We therefore follow the lead of previous simulations of galactic winds and assume 100 per cent of the mechanical energy from SNe and stellar winds can be used to drive the wind.
#### 2.5.6 The starburst region
At each computational time step we inject the appropriate amount of mass and energy uniformly within the computational cells corresponding to the starburst region.
For the thin disk model the chosen starburst region is a cylinder $`150\mathrm{pc}`$ in radius, extending to a height of $`30\mathrm{pc}`$ above and below the plane of the galaxy. This corresponds to $`10\times 2`$ computational cells in the quadrant of the flow actually modeled (the other three quadrants are by symmetry identical to the one calculated in the simulations).
For the thick disk model we use a spherical starburst region of radius $`150\mathrm{pc}`$. As the scale height of the ISM above the starburst region is greater than $`150\mathrm{pc}`$ this does not constitute a significant difference between the thick and thin disk models. We did perform an additional simulation with the thin disk model with a spherical starburst region, and confirmed that the dynamics and properties were almost identical to those in the default cylindrical starburst region models.
As discussed in Strickland & Stevens (1999) the picture of energy and mass being injected uniformly into a starburst region, and driving a single wind and bubble into the ISM, is overly simplistic. Individual super star clusters (Meurer et al. 1995; O’Connell et al. 1995) blow strong winds into the surrounding starburst region, which interact with the complex ISM structure of molecular clouds, SNRs and winds from other massive stars and clusters. The inferred ages of the star clusters in NGC 5253 (Gorjian 1996; Calzetti et al. 1997) and M82 (Satyapal et al. 1997) suggests that the formation of massive star clusters propagates across or outwards through the starburst region. Sadly, simulating this much detail requires computational resources far in excess of what is currently available.
### 2.6 Metallicity and radiative cooling
For the purposes of calculating the radiative cooling of the gas in the simulations, as well as calculating the X-ray emission, we assume Solar metallicity and collisional ionisation equilibrium.
The metallicity of the cool ambient ISM and the hot gas in M82 is uncertain. Optical or infrared observations suggest a metal abundance similar to Solar, while X-ray observations of the hot gas give an abundance of less than one third of the Solar value.
Measurements of infrared fine-structure lines (Puxley et al. 1989) show the abundances of argon and neon in M82’s ISM are $`Z=1.0\pm 0.5\mathrm{Z}_{}`$. O’Connell & Mangano (1978) find optical emission line ratios typical of Hii regions with metallicity similar to or slightly higher than Solar.
In principle X-ray observations could directly measure the metal abundance in the hot gas responsible for the observed soft thermal X-ray emission. X-ray determined metal abundances of the hot gas in starburst galaxies (including M82) using ROSAT and ASCA generally give low abundances $`Z<0.3\mathrm{Z}_{}`$ (cf. Ptak 1997), with the Iron abundance depressed relative to the $`\alpha `$process elemental abundances (the ROSAT PSPC is only sensitive to the Iron abundance through the strong Fe-L complex at $`E0.8\mathrm{keV}`$). This may just be an artefact of using overly simplistic spectral models to fit X-ray spectra arising from multiphase hot gas (see Dahlem et al. for observational evidence for this argument, or Strickland & Stevens for supporting theoretical modeling).
We use a parametrized form of the total emissivities for gas in the temperature range $`10^{4.5}`$$`10^{8.5}\mathrm{K}`$ from a recent version of the Raymond & Smith (1977) hot plasma code to implement radiative cooling in VH-1. The temperature is updated each computational time step using a fully implicit scheme as described by Strickland & Blondin (1995). Gas is prevented from cooling below $`T=T_{\mathrm{disk}}=6.5\times 10^4\mathrm{K}`$ to prevent the artificially hot disk from cooling and collapsing.
We restrict the cooling rate at unresolved interfaces between hot diffuse gas and cold dense gas, as the finite width of sharp features on the computational grid can lead to anomalously high cooling rates. At any unresolved density gradients we use the minimum volume cooling rate in the immediate vicinity, a similar scheme to that used by Stone & Norman (1993).
The total cooling rate and X-ray emissivity of a hot gas in the temperature range $`3\times 10^5`$$`10^7\mathrm{K}`$ is a strong function of its metal abundance, as shown in Fig. 3. Hence different explanations for the origin of the soft X-ray emission in galactic winds also imply that we expect different metal abundances for this gas and hence differing emissivities for given density and temperature. For example S94 argue that the majority of the X-ray emission from starburst driven winds is due to shocked disk material, which would have significantly lower metal abundance than the SN-enriched starburst ejecta. The metallicity of the gas in the wind will strongly affect its cooling rate and X-ray luminosity. This is unlikely to affect the dynamics of the X-ray emitting gas as it is an inefficient radiator of its thermal energy. The main effect of the assumed metallicity on the X-ray properties will be on the absolute normalisation of the X-ray luminosity, detector count rates and X-ray surface brightness from our simulations.
In the absence of more conclusive observational estimates of the metal abundance of the ISM in M82, we shall assume all the gas in these simulations is of Solar abundance. In paper II we shall investigate any biases in X-ray determined metallicities of the hot gas in galactic winds, by producing and analysing artificial X-ray observations from the multiphase gas distributions in these simulations.
### 2.7 Mass-loading
A starburst-driven wind, in its expansion through the ISM as a superbubble and post-blowout as a galactic wind, will overrun and envelop clumps and clouds that are denser than the ambient ISM. Once inside the bubble or wind, conductive, hydrodynamical or even photo-evaporative processes in the shocked or free wind regions will evaporate, ablate and shock-heat these clouds. This will add cool material into the hot X-ray emitting regions, and hence potentially altering the energetics and observational properties of the wind. This addition of mass into the flow is termed “mass-loading” (Hartquist et al. 1986). Unlike the interaction of the wind with the ambient, inter-cloud, medium, which adds mass to the outside of the superbubble/wind, mass-loading from clouds adds material gradually into the hot interior.
Conductive mass-loading is the evaporation of clouds by the thermal conduction of hot electrons from the hot plasma penetrating and heating the clouds (cf. Cowie et al. 1981). Hydrodynamical mass-loading is the ablation and physical destruction of clouds by hydrodynamical processes as the hot plasma flows past dense clouds, either sub-or-supersonically (Hartquist et al. 1986). Our models do not incorporate thermal conduction, so we concentrate on a hydrodynamically mass-loaded model. Although the physics of the two processes are quite different, our simple model captures the essential feature of mass-loading which is the addition of additional cold material into the hot interior of the flow. Our aim is to study the effects of a simple but physically motivated model of the interaction of the wind with dense clouds.
A dense cloud embedded in a subsonic flow will experience pressure differences along its surface that lead to it expanding perpendicularly to the direction of the surrounding flow (the head of the cloud experiences the ram pressure plus the thermal pressure of the tenuous flow, whereas the sides of the cloud only experience the thermal pressure of the surrounding flow). Rayleigh-Taylor (RT) and Kelvin-Helmholtz (KH) instabilities will remove material from the perimeter of the expanding cloud. The ablation rate of the cloud (i.e. its mass-loading rate) is proportional to the expansion speed of the cloud divided by the size of the mixing region between the cloud and the wind.
Dense clouds embedded in supersonic flows are crushed by shocks driven into them by the wind, before being disrupted by pressure differences in a similar manner to clouds in subsonic flows.
Physical arguments based on the picture given above (Hartquist et al. 1986; see Arthur & Henney 1996 for a numerical treatment of mass-loaded SNRs) suggest that the mass-loading rate $`\dot{q}`$ of a flow that ablates small, denser clouds depends on the Mach number $``$ of the upstream flow for subsonic flows, but not for supersonic flows which are ablated at a maximum mass-loading rate $`Q`$, i.e.
$$\dot{q}=\{\begin{array}{cc}Q\times ^{4/3}\hfill & \text{if }<1.0\hfill \\ Q\hfill & \text{if }1.0.\hfill \end{array}$$
(12)
In practice the maximum mass-loading rate $`Q`$ depends on both the properties of the cloud and the flow density and velocity. The maximum mass-loading rate per unit volume over the cloud is
$$Q=a\left(\frac{\rho _\mathrm{w}v_\mathrm{w}kT_{\mathrm{cl}}\rho _{\mathrm{cl}}^2}{\mu m_\mathrm{H}R_{\mathrm{cl}}^3}\right)^{1/3},$$
(13)
where $`a`$ is a constant of order unity, $`\rho _\mathrm{w}`$ and $`v_\mathrm{w}`$ the density and velocity of the flow the cloud is embedded in, and $`T_{\mathrm{cl}}`$, $`\rho _{\mathrm{cl}}`$, $`R_{\mathrm{cl}}`$ the cloud temperature, density and radius.
Despite the simplicity of this analytical treatment, numerical simulations of clouds ablated by tenuous flows (Klein, McKee & Collela 1994) support this model of mass-loading. For the purposes of these simulations we shall consider two different models of mass-loading of a starburst-driven galactic wind, based loosely on the central and distributed mass-loading model used by S96.
#### 2.7.1 Central mass-loading
S96’s steady state mass-loaded wind models (with no ISM apart from the clouds) suggested that all mass-loading in M82 was confined to the starburst region itself. Given the observed molecular ring at a radius of $`250\mathrm{pc}`$ from the centre, and that large masses of molecular material must have existed within the starburst region to form the young stars, it is not unreasonable to expect the majority of cloud material to exist within the starburst region.
As in S96’s model we simulate this central mass-loading by ignoring the detailed cloud mass-loading rates given above, and increasing the mass deposition rate in the starburst by a factor 5. This results in a typical mass injection rate of $`5\mathrm{M}_{}\mathrm{yr}^1`$, similar to the models S96 considered most successful.
#### 2.7.2 Distributed mass-loading
The alternative to a central reservoir of cloud material are clouds distributed throughout the disk of the galaxy. We assume all clouds have the same density, size and temperature, irrespective of their position within the galaxy. As these clouds are destroyed by the wind these properties do not alter, but only the total mass in clouds is reduced. The only cloud property we allow to vary with spatial position over the disk is the local cloud volume filling factor, which then controls the local mass in clouds. This cloud filling factor is assumed to remain constant with time, the total mass in clouds reducing with time as the wind overruns them and destroys them.
The maximum mass-loading rate $`Q`$ is a relatively weak function of the wind and cloud properties (as can be seen in Eqn. 13). Rather than explicitly calculate $`Q`$ as a function of the local flow variables at every computational cell and time step, we fix this maximum mass-loading rate over the entire grid. This allows us to explicitly control the minimum cloud destruction time-scale
$$\tau _{\mathrm{cl}}=\rho _{\mathrm{cl}}/Q,$$
(14)
where $`\rho _{\mathrm{cl}}`$ is the density within a cloud.
We choose $`Q`$ and $`n_{\mathrm{cl}}`$ to give a minimum cloud destruction time scale that is scientifically interesting. If the cloud destruction time-scale $`\tau _{\mathrm{cl}}\tau _{\mathrm{dyn}}`$ (where $`\tau _{\mathrm{dyn}}10\mathrm{Myr}`$ is the dynamical age scale of the galactic wind), then clouds will be destroyed almost instantaneously by the outer shock of the wind. All the cloud mass will be added to the outermost part of the wind, and the mass-loading will be almost identical to the evolution of a wind in a slightly denser medium. If $`\tau _{\mathrm{cl}}\tau _{\mathrm{dyn}}`$, then almost no mass-loading will occur. Hence the case of $`\tau _{\mathrm{cl}}\tau _{\mathrm{dyn}}`$ is the most interesting as far as the effects of mass-loading on the properties of galactic winds is concerned. We therefore set $`\tau _{\mathrm{cl}}=10\mathrm{Myr}`$.
We assume the clouds are distributed identically to the high filling factor ambient ISM, in rotating hydrostatic equilibrium. All clouds are assumed to have number density $`n_{\mathrm{cl}}=10^3\mathrm{cm}^3`$ and temperature $`T_{\mathrm{cl}}=10^3\mathrm{K}`$, and apart from the assumed rotational motion, are at rest with respect to the starburst region. The total mass in clouds is almost identical in the thick and thin disk models, with a central cloud filling factor of $`\eta _{\mathrm{cl}}=4\times 10^2`$ in the thin disk models and $`\eta _{\mathrm{cl}}=1.3\times 10^2`$ in the thick disk models. The original mass of cloud material within the central $`500\mathrm{pc}`$ is $`3\times 10^7\mathrm{M}_{}`$, and within the volume occupied by the entire galactic wind at an age $`t15\mathrm{Myr}`$ the original cloud mass is $`3\times 10^8\mathrm{M}_{}`$. As the minimum cloud destruction time is $`\tau _{\mathrm{cl}}=10\mathrm{Myr}`$, not all of this cloud mass will have been added into the flow.
At each computational step we calculate the local Mach number $``$ and calculate the cloud mass-loading rate $`\dot{q}`$ from Eqn. 12. Note that this is the mass-loading rate per unit volume of cloud material, so the total mass-loading rate at any position is this $`\dot{q}`$ multiplied by the local cloud filling factor. We computationally track the mass remaining in clouds to ensure mass-loading ceases in regions where all the clouds have been destroyed.
### 2.8 Model parameter study
We have chosen the following set of models to investigate how the dynamics and observational properties of starburst-driven galactic winds depend on the host galaxy’s ISM distribution, the starburst strength and history, and the presence and distribution of mass-loading by dense clouds. Although only comprising 12 simulations, we believe this to be the most detailed and systematic theoretical study of galactic winds to date. The model parameters for these simulations are summarised in Tables. 1 & 2.
#### 2.8.1 Thick disk models
The thick disk models have the same ISM distributions as TB’s simulations, although run on a higher resolution computational grid. The resulting thick collimating disk allows us to investigate the effect of strong wind collimation by dense gas high above the plane of the galaxy on the wind dynamics, morphology and X-ray emission.
1. Model tbn\_1 has a powerful starburst forming $`10^8\mathrm{M}_{}`$ of stars (assuming a Salpeter IMF between $`1`$$`100\mathrm{M}_{}`$) instantaneously within a spherical starburst region of radius $`150\mathrm{pc}`$. To investigate the interaction of the wind with the ambient ISM alone no mass-loading is included in this simulation.
2. Model tbn1a has identical model parameters to model tbn\_1, but is run on a higher resolution grid of twice the resolution to the other models (each cell is $`7.3\mathrm{pc}\times 7.3\mathrm{pc}`$), although only covering a smaller physical region. This allows us to investigate the effects of limited numerical resolution of the wind properties.
3. Model tbn1b has triple the resolution of model tbn\_1, with cells $`4.9\mathrm{pc}\times 4.9\mathrm{pc}`$ in size. As with model tbn1a the aim to investigate the influence of numerical resolution. Unlike the other thick disk models the starburst region in this model is a more realistic cylindrical region also used in the thin disk models described below.
4. Model tbn\_2 is almost identical to model tbn\_1 with a single instantaneous starburst (SIB), except the starburst is only one tenth as powerful at that in model tbn\_1. This starburst represents a lower limit on the power of the starburst in M82. In comparison with model tbn\_1 this simulation allows us to investigate how wind properties and dynamics scale with starburst power.
5. Model tbn\_6 has the same starburst as in model tbn\_1, but mass-loading of the wind by dense clouds occurs within the starburst region (central mass-loading). This is modeled by increasing the mass injection rate from the starburst by a factor of 5.
6. Model tbn\_7 has a more complex SF (CSF) history than the instantaneous starbursts used in the other models. The total mass of stars formed in the starburst is $`10^8\mathrm{M}_{}`$, as in model tbn\_1, but the star formation is spread over a period of $`10\mathrm{Myr}`$. This results in a more gradual deposition of mass and energy by the starburst, allowing us to investigate the effects of the history of mass and energy injection on the wind dynamics.
7. Model tbn\_9 has a SIB as in model tbn\_1, but also incorporates mass-loading distributed throughout the disk as discussed in Section 2.7. In combination with model tbn\_6 these mass-loaded simulations allow us to investigate both the effect of mass-loading on starburst-driven winds in combination with the wind’s interaction with the ambient high filling factor ISM (unlike S96’s mass-loaded simulations, where the wind did not interact with the ambient ISM), and how the distribution of the cloud material affects the wind dynamics.
#### 2.8.2 Thin disk models
The thin disk models include a more realistic gravitational potential than the one used in TB & S94’s simulations (and the thick disk models). This new gravitational potential approximately reproduces M82’s observed rotation curve (Fig. 1). The deeper potential results in a much thinner disk, with less collimation of the wind and lower gas density above the plane of the galaxy. We use a larger computational grid of $`480\times 800`$ cells covering a physical region $`7.0\mathrm{kpc}\times 11.6\mathrm{kpc}`$ to allow for the greater radial expansion of the wind in this less collimating ISM distribution.
1. Model mnd\_3 differs only from model tbn\_1 in its thin disk ISM distribution and more realistic gravitational potential, and its cylindrical starburst region of radius $`150\mathrm{pc}`$ and height $`60\mathrm{pc}`$ (i.e. extends to $`z=\pm 30\mathrm{pc}`$). The starburst is a SIB of total mass $`10^8\mathrm{M}_{}`$.
2. Model mnd\_4 is a weaker SIB of mass $`10^7\mathrm{M}_{}`$, but otherwise is identical to model mnd\_3.
3. Model mnd\_5 is a centrally mass-loaded wind with otherwise identical model parameters to model mnd\_3. As in the centrally mass-loaded thick disk model tbn\_6 the starburst mass deposition rate has been increased by factor 5.
4. Model mnd\_6 explores the same complex SF history as model tbn\_7 but in a thin disk ISM.
5. Model mnd\_7 is a thin disk model with a SIB of mass $`10^8\mathrm{M}_{}`$ that incorporates distributed mass-loading. The total mass in clouds is very similar to model tbn\_9, although the clouds are distributed within a thin disk.
## 3 Results
We shall concentrate on three main topics in this present paper: (a) wind growth and outflow geometry, in particular the issues of wind collimation and confinement; (b) the origin and physical properties of the soft X-ray emitting gas in these winds, in particular the filling factor of the X-ray dominant gas, and (c) the previously unexplored aspects of wind energetics and energy transport efficiencies.
The observable X-ray properties of these models, i.e. simulated X-ray imaging and spectroscopy, will be in the second paper of this series. Also deferred to Paper II is the discussion of which model parameters seem best to describe M82’s observed properties.
Table 3 provides a general compilation of physically interesting wind properties in all twelve of the models at a fairly typical epoch of wind growth, $`7.5\mathrm{Myr}`$ after the start of the starburst.
For descriptive convenience we shall define gas temperatures in the following terms. In general, “cool” gas has temperatures in the range $`4.5\mathrm{log}T(\mathrm{K})<5.5`$, “warm” gas lies in the range $`5.5\mathrm{log}T(\mathrm{K})<6.5`$, “hot” gas has $`6.5\mathrm{log}T(\mathrm{K})<7.5`$ and “very hot” gas has temperatures $`7.5\mathrm{log}T(\mathrm{K})<8.5`$.
### 3.1 Wind growth and outflow geometry
In this section we shall concentrate on the intrinsic morphology of the wind, in particular opening angles and the radius of the wind in the plane of the galaxy, as well as the qualitative wind structure in comparison to standard wind-blown bubbles. We shall consider the information X-ray surface brightness morphology provides separately in Paper II.
Morphological information on the wind geometry in M82 is primarily based upon optical and X-ray observations. Optical emission line studies such as Heckman et al. (1990), Götz et al. (1990) & McKeith et al. (1995) constrain the cool-gas outflow geometry strongly within $`z<2\mathrm{kpc}`$ of the plane of the galaxy, using spectroscopy and imaging. Narrow-band optical imaging can trace the wind out to $`z6\mathrm{kpc}`$. X-ray observations by the ROSAT PSPC and HRI also trace the warm and hot phases of the wind out to $`z6\mathrm{kpc}`$ from the plane, but suffer from poor resolution and point source confusion near the plane of the galaxy.
#### 3.1.1 Wind density structure
As an effective visual method of illustrating galactic wind evolution and growth, and some of the differences between the various models, we reproduce grey-scale images of $`\mathrm{log}`$ number density in the $`r`$-$`z`$ plane in Figs. 47. These show the wind at $`2.5\mathrm{Myr}`$ intervals up to $`t=10\mathrm{Myr}`$ in models tbn\_1 and mnd\_3, and at $`t=7.5\mathrm{Myr}`$ in all the other models excepting models tbn1a & tbn1b.
We shall briefly describe the evolution and structure of the wind in model tbn\_1 (see Fig. 4), a single instantaneous starburst occurring in the thick disk ISM, and then discuss the differences in the evolution of the wind in the other models to this model. Differences between model tbn\_1 and the higher resolution models tbn1a and tbn1b are discussed in Section 4 along with a general discussion of the effects of finite numerical resolution.
At $`t=2.5\mathrm{Myr}`$ the starburst-driven superbubble has yet to blow out of the thick disk, although it is elongated along the minor axis. Although difficult to see when shown to scale alongside the later stages of the wind, the superbubble has a standard structure of starburst region, free wind, shocked wind and a denser cooler shell of swept-up and shocked disk material.
By $`t=5\mathrm{Myr}`$ the superbubble has blown out, the dense superbubble shell fragmenting under Rayleigh-Taylor (RT) instabilities. The superbubble shell was RT-stable as long as it was decelerating, but the negative density gradient along the $`z`$-axis and the sudden influx of SN energy at $`t3\mathrm{Myr}`$ rapidly accelerate the shell along the minor axis after $`t3\mathrm{Myr}`$. The internal structure of the wind is more complex than the superbubble described above. A new shell of shocked halo matter forms, but given its low density and high temperature it never cools to form a dense shell as in the superbubble phase. The re-expanding shocked wind can be seen to be ablating the shell fragments. Note also the structure of the reverse shock terminating the free wind region, which is no longer spherical. The oblique nature of this shock away from the minor axis acts to focus material out of the plane of the galaxy, as first described by TI. The combination of the disk density gradient and this shock-focusing make the wind cylindrical at this stage.
Note that the complex structure of the wind after blowout and shell fragmentation means that it is not meaningful to model the emission from interior of a galactic wind using the standard Weaver et al. (1977) similarity solutions. Nevertheless, semi-analytical models based on the thin-shell approximation (e.g. Mac Low & McCray 1988; Silich & Tenorio-Tagle 1998) can be used to explore the location of the outer shock of the wind with good accuracy, provided the radiative losses from the interior of the wind are not significant. Tracking the location of the outer shock is perhaps only important in assessing if a superbubble of a set mechanical energy injection rate can blow out of a given ISM distribution. Calculations of observable properties and the long term fate of the matter in any outflow do require the use of multidimensional hydrodynamical simulations.
The wind geometry within the disk is similar to a truncated cone at $`t=7.5\mathrm{Myr}`$. In the halo the outer shock propagating in the halo becomes more spherical as the anisotropy of the ISM reduces with increasing distance along the $`z`$-axis. The structure of the shocked wind region is becoming even more complex, as it interacts with the superbubble shell fragments. The shell fragments are steadily being carried out of the disk, although being slowly spread out over a larger range of $`z`$ with time. The shocked wind also interacts with the disk, removing disk gas and carrying it slowly out of the disk.
At $`t=10\mathrm{Myr}`$ the wind has increased in size, but remains qualitatively very similar in structure to the wind at $`t=7.5\mathrm{Myr}`$. Shell fragments are spread between $`3.5z7\mathrm{kpc}`$, a large range given their common origin in the superbubble shell. Long tails can be seen extending from the shell fragments, their curling shapes tracing the complex flow pattern within the shocked wind. Regions of expansion followed by new internal shocks can also be seen within the shocked wind, a marked difference from the structure of conventional wind blown bubbles.
With mass and energy injection rates from the starburst reduced by a factor 10 from model tbn\_1, the wind in model tbn\_2 evolves at a slower pace than model tbn\_1 (see Fig. 5). The eventual wind structure is very similar to that of model tbn\_1, although disruption of the disk appears reduced and the wind remains more cylindrical within the disk. From standard self-similar wind blown bubble theory (Weaver et al. 1977) the size of a pressure-driven bubble is only a weak function of the energy injection rate, $`RL_\mathrm{w}^{1/5}`$, so we might expect model tbn\_2 to be $`60`$% the size of model tbn\_1 at any given epoch. In practice model tbn\_2 is less than 60% the size of model tbn\_1 at the same epoch, which may be due the increased relative importance of radiative cooling in depressurising tbn\_2’s wind, given that the cooling time-scales are the same in both simulations.
The wind in model tbn\_6 (Fig. 5) grows at slower rate than model tbn\_1 despite having exactly the same energy injection history. In this case the reduced growth must be due to the central mass-loading used. The mass injection rate within the starburst has been increased by a factor 5 from that due to stellar winds and SNe alone, representing the entrainment of dense gas remaining from the star formation. The central mass-loading increases the density of the free wind by a factor $`5^{3/2}11`$, due to the additional mass and the reduced outflow rate (as the energy per particle is less), and reduces the temperature of the gas by a factor $`5`$ from $`1.5\times 10^8\mathrm{K}`$ to $`3\times 10^7\mathrm{K}`$. Despite the enhanced density of the material ejected from the starburst, the wind retains recognisable features of shell fragments and shocked halo, although their dynamics and morphology have clearly been altered by the denser, slower wind fluid in this model.
Model tbn\_7 (Fig. 5) was chosen to investigate the effect of a more gradual energy and mass injection history than the instantaneous starburst used in the other models (see Fig. 2). Apart from the resulting slightly slower growth, the structure of the wind in this model is very similar to that in model tbn\_1.
The distributed mass-loading in model tbn\_9 significantly increases the density of what would be the free and/or shocked wind regions. Note the apparent lack of an obvious shock separating the free wind and shocked wind regions in this model (Fig. 5). This is not unexpected, as distributed mass-loading has the interesting property of increasing the Mach number of subsonic flows while reducing the Mach number in supersonic flows, to produce a flow with a Mach number of order unity (Hartquist et al. 1986). As in model tbn\_6 the wind’s growth is slightly slower than the non-mass-loaded model tbn\_1.
The wind structure in model mnd\_3 (Fig. 6) is significantly different from model tbn\_1 due to the thin, less-collimating disk used in this and the following models. The lack of substantial amounts of dense gas above the starburst region allows very rapid blowout of the wind, easily shattering a much less massive superbubble shell. The net result is a wind with a larger opening angle (due to the lack of any significant collimation by the disk), a very large free wind region, and an indistinct region of shocked wind and shocked disk material surrounded by the standard shocked halo region. The few superbubble fragments rather rapidly loose definition and are mixed in with the shocked wind by $`t7.5\mathrm{Myr}`$. Due to the early blowout into the halo and lack of collimation the wind is much more spherical than the thick disk models.
The morphology of the weak starburst model mnd\_4 (Fig. 7) is generally similar to that of model mnd\_3, although with two interesting exceptions. The much less energetic wind is not able to punch out into the halo as effectively as the wind in model mnd\_3. A weak, almost spherical, shock wave does propagate out into the halo, leading to a wind with much of the volume being shocked halo material. Also note the free wind is confined to a narrow region along the $`z`$-axis by shocked wind material flowing up out of the disk. This flow of shocked wind is also present in the other thin disk models, and is responsible for their peculiar, almost box like, morphology.
The structure and growth of the central mass-loaded thin disk model mnd\_5, the complex star formation history model mnd\_6, the distributed mass-loading model mnd\_7 (see Fig. 7) are related to the basic thin disk model mnd\_3 in the same way as the equivalent thick disk models are related to model tbn\_1.
The main differences between the thin disk models and the thick disk models are the lack of collimation in the thin models, the resulting large regions of freely expanding wind, and less complex shocked wind and disk regions with shell fragments that are disrupted and mixed into the flow at an earlier stage.
#### 3.1.2 Wind growth
The vertical and radial growth of the galactic winds as a function of time in these models is shown in Fig. 8. The maximum vertical extent of the wind (almost invariably size of wind on the $`z`$-axis) $`z_{\mathrm{max}}`$, maximum radial extent $`r_{\mathrm{max}}`$ and radius of the base of the wind $`r_{\mathrm{base}}`$ in all the models can be seen to be well behaved power laws (or broken power laws) in time.
The vertical and radial growth rates in the thick disk models clearly differ from those in the thin disk models. The thick disk models all show initially slow vertical ($`z_{\mathrm{max}}`$) and radial growth ($`r_{\mathrm{max}}`$), followed by rapid acceleration. The wind begins to accelerate along the $`z`$-axis after $`t3\mathrm{Myr}`$, and later along the $`r`$-axis, $`t5\mathrm{Myr}`$. The initial evolution is similar to that predicted by the Weaver et al. (1977) model of a pressure driven bubble in a constant density medium, i.e. $`Rt^{0.6}`$. The later phase of acceleration is caused by both the superbubble “running down” the ISM density gradient leading into the halo, and the dramatic increase in mechanical energy injection rate at $`t3\mathrm{Myr}`$ due to the first SNe. At later times the wind should return to the $`Rt^{0.6}`$ expansion law once in the almost constant density halo. The initial stages of this final deceleration may be what is seen in Fig. 8 at late times in models tbn\_2 and tbn\_7.
In contrast the wind in the thin disk models shows no evidence for periods of increased or decreased acceleration over the simulation. Measured over the period from $`t=0.5\mathrm{Myr}`$ until the end of the simulation the wind is constantly accelerating both vertically ($`1.10\mathrm{log}z_{\mathrm{max}}/\mathrm{log}t1.37`$) and radially ($`1.04\mathrm{log}r_{\mathrm{max}}/\mathrm{log}t1.25`$) in all the thin disk models. The thin disk allows the wind to blow out very early in its evolution, and it gradually runs down the density gradient into the halo.
In all the models (both thin and thick disk) the growth of the wind in the plane of the galaxy ($`r_{\mathrm{base}}`$) is well approximated by the expansion law of a constant power bubble expanding into a uniform medium. The base of the wind expands at a rate $`\mathrm{log}r_{\mathrm{base}}/\mathrm{log}t0.6`$, measured over the period $`t=0.5\mathrm{Myr}`$ until the end of the simulation. The range in slope around the expected value of 0.6 is small, from 0.53 (model mnd\_6) to 0.67 (model tbn\_9), and does not deviate in any clear systematic manner due to mass-loading, the ISM distribution or the star formation history.
There is no evidence for a change in $`\mathrm{log}r_{\mathrm{base}}/\mathrm{log}t`$ once the wind has broken out, as might be expected if blowout leads to a depressurisation of the wind. The evolution of the hot gas in the plane of the galaxy does not appear to be affected by the blowout over the period covered by our simulations.
#### 3.1.3 Wind collimation and opening angles
The density distributions shown in Figs. 47 clearly demonstrate that the main factor controlling the wind morphology is the disk ISM distribution. The thick disk ISM models produce initially cylindrical winds that evolve into collimated truncated conical winds with low opening angles. The thin disk models invariably produce conical winds with large opening angles.
These outflow geometries should be compared to that inferred from optical observations of M82 (see Fig. 9), of an initially conical wind ($`r420\mathrm{pc}`$ for $`z330\mathrm{pc}`$) flaring out above $`z=330\mathrm{pc}`$ into a cone of opening angle<sup>1</sup><sup>1</sup>1Note that we quote the full opening angle, and not the half opening angle, which is also commonly used in the literature. $`\theta 30\text{}`$ (based on Götz et al. 1990; McKeith et al. 1995, scaled to our assumed distance of $`3.63\mathrm{Mpc}`$ to M82).
Measuring the wind opening angles in our models as a function of time, it is clear that the thin disk models fail to produce such a well collimated wind. The opening angle is $`\theta _{\mathrm{thin}}90\text{}`$ in model mnd\_3 at all epochs, which is typical of all the thin disk models.
In comparison the thick disk models (deliberately chosen to provide a collimating ISM distribution) are much more successful, although even in these models the opening angles can become too large to be a good match for M82 at late times. The opening angles in the thick disk models do show some variation between the different models, but typically the wind is initially spherical in its superbubble phase, becoming much more cylindrical (i.e. $`\theta 0\text{}`$) as it begins to blow out. Post-blowout the opening angles are typically $`\theta _{\mathrm{thick}}40\text{}`$, but this masks a general increase from $`\theta 0\text{}`$ at $`t5\mathrm{Myr}`$ to $`\theta 60\text{}`$ at $`t10`$$`15\mathrm{Myr}`$. More gentle energy injection histories, as in models tbn\_2 and tbn\_7, do give slightly lower opening angles at a given epoch than in model tbn\_1, confirming S94’s conclusion that weak initial winds can reduce later disruption of the disk by the more energetic phases of the starburst. Note that this is a weak effect in the simulations we consider, and the main factor affecting wind geometry is the initial ISM distribution, not the starburst energy injection history.
It is clear that a thick, collimating ISM distribution seems necessary to reproduce the observed narrow, low opening angle, wind in M82. Even our thick disk model does not provide sufficient collimation.
#### 3.1.4 Confinement
TT’s criticism that the size of the base of the wind is too large in TB and S94’s simulations remains true in these simulations. The radius of the wind in the plane of the galaxy grows larger than that observed in M82, and shows no signs of slowing down as can be seen Fig. 8.
Götz et al. ’s (1990) observations limit the radius of the wind to $`r420\mathrm{pc}`$ at $`z110\mathrm{pc}`$ above the plane of the galaxy. This radius is very similar to the extent of the SN remnants that measure the current SN rate (see Fig. 9).
In contrast $`r_{\mathrm{base}}1500\mathrm{pc}`$ in model mnd\_3 at $`t=9.5\mathrm{Myr}`$, a factor ten larger than the assumed starburst region. All the simulations have base radii in the range $`r_{\mathrm{base}}1`$$`2\mathrm{kpc}`$ at $`t10\mathrm{Myr}`$. A dramatic reduction in starburst power by a factor ten (model tbn\_1 to model tbn\_2) only reduces $`r_{\mathrm{base}}`$ from $`1400\mathrm{pc}`$ to $`850\mathrm{pc}`$ at $`t=10\mathrm{Myr}`$.
By $`t=5\mathrm{Myr}`$ the base of the wind is too large in all the models, so to explain this problem away with the ISM distributions we have used would require M82’s starburst to be very young, i.e. $`t<5\mathrm{Myr}`$. This is difficult to justify observationally, and as we shall show in Paper II, the observed X-ray extent of the wind requires a slightly older wind ($`t>7.5\mathrm{Myr}`$).
TT constructed steady state models of bipolar outflows from starburst galaxies, where the ram pressure of infalling dense molecular gas confines the radius of the base of the wind to a fixed position. Although this solves the confinement problem, their model requires unphysically large masses of gas to be falling in along the plane of the galaxy. For example, in the model published in Tenorio-Tagle & Muñoz-Tuñón (1998), the mass of the ISM within central kiloparsec is $`M_{\mathrm{gas}}5\times 10^9\mathrm{M}_{}`$, where observations of M82 limit the total mass of the ISM to be $`<10^8\mathrm{M}_{}`$ within the same radius.
Dense molecular gas, even if not falling into the nuclear region, may nonetheless be important for confining the base of the wind. CO observations (Nakai et al. 1987) reveal a molecular “ring” extending in radius between $`r100`$$`400\mathrm{pc}`$, at the outer edge of which spurs of molecular material emerge perpendicular to the plane and extend $`500\mathrm{pc}`$ from the disk. Much of the gas mass within the central kiloparsec is probably within this molecular gas. It may be that this molecular ring can provide the wind with enough resistance to slow its expansion in the plane of the galaxy. Although this molecular gas does not have a volume filling factor of order unity as envisioned by TT (see Lugten et al. ), its areal filling factor may be high, and it undoubtedly could strongly mass-load the wind in the plane of the galaxy. Further simulations explicitly including a molecular ring are currently in progress to explore this possibility.
Somewhat more speculatively, magnetic fields might collimate the wind (e.g. de Gouveia Dal Pino & Medina Tanco 1999). We do not believe pursuing this option is currently necessary, given that the alternatives have not yet been explored. Nevertheless, we explore this idea further when discussing magnetic fields in Section 4.1.
### 3.2 X-ray emission from galactic winds
#### 3.2.1 Efficiency of soft X-ray emission
Soft X-ray luminosities as a function of time, for all the models excluding the resolution study models tbn1a & tbn1b, are shown in Fig 10, in comparison to the starburst mechanical energy injection rate $`L_\mathrm{W}`$. Note the overall similarity in form between $`L_\mathrm{X}`$ and $`L_\mathrm{W}`$, with periods of increased starburst energy injection are closely followed by periods of increased soft X-ray emission (time lag $`\mathrm{\Delta }t0.5\mathrm{Myr}`$).
The thick disk models are clearly significantly more X-ray luminous than the equivalent thin disk models. Lacking significant amounts of dense gas for the wind to interact with, the thin disk models are very inefficient at radiating the mechanical energy supplied by the starburst. Typically the thin disk models radiate $`<1`$ per cent of $`L_\mathrm{W}`$ as soft X-rays in the ROSAT band. In contrast the thick disk models typically radiate $`5`$ per cent of $`L_\mathrm{W}`$, and up to $`20`$ per cent of $`L_\mathrm{W}`$ at some epochs.
Note that the high X-ray luminosities at early times, $`t<2\mathrm{Myr}`$, are numerical artefacts due to poor numerical resolution of the very young superbubbles when they only cover relatively few computational cells.
The primary variable influencing the emerging X-ray luminosity of these galactic winds is the ISM density distribution. The starburst energy injection rate $`L_\mathrm{W}`$ is of secondary importance (in that $`L_\mathrm{X}L_\mathrm{W}`$), followed by the presence of mass-loading.
Both mass-loading (models tbn\_6, tbn\_9, mnd\_5 & mnd\_7) and more distributed star formation histories (models tbn\_7 & mnd\_6) increase the soft X-ray luminosities at later times with respect to the luminosities found in the instantaneous starburst models. Central mass-loading is most noticeable in altering the X-ray emission in the thin disk models (model mnd\_5), where the soft X-ray luminosity can be increased by typically an order of magnitude from the non-mass-loaded models. Mass-loading, either distributed or central, is much less significant in the thick disk models, where the soft X-ray luminosities are typically 1 to 3 times those in the non-mass-loaded models.
The extremely high absolute values of some of these soft X-ray luminosities should be remarked upon. In the thick disk models $`L_\mathrm{X}`$ is typically several times $`10^{41}\mathrm{erg}\mathrm{s}^1`$, while in the thin disk models it is approximately an order of magnitude lower. The mass-loaded thick disk models tbn\_6 and tbn\_9 have peak $`0.1`$$`2.4\mathrm{keV}`$ luminosities $`L_\mathrm{X}2\times 10^{42}\mathrm{erg}\mathrm{s}^1`$. This is considerably more luminous than the majority of starburst galaxies, which typically have total X-ray luminosities in the ROSAT $`0.1`$$`2.4\mathrm{keV}`$ band in the range $`10^{39}`$$`10^{41}\mathrm{erg}\mathrm{s}^1`$ (e.g. Read et al. 1997), of which only a fraction is due to hot gas. Only the most luminous starburst galaxies have soft X-ray luminosities are high we we find in some of our models, e.g. NGC 3690 has $`L_\mathrm{X}5\times 10^{41}\mathrm{erg}\mathrm{s}^1`$ (Zezas, Georgantopoulos & Ward 1998).
Both TB and S94’s simulations had high simulated X-ray luminosities in the range $`10^{41}`$$`10^{42}\mathrm{erg}\mathrm{s}^1`$. With reasonably similar parameters it is not surprising we find similar luminosities. That real starburst galaxies do not typically have such high soft X-ray luminosities may be telling us that the physical conditions assumed in the high $`L_\mathrm{X}`$ models are not a good representation of the true conditions within starburst galaxies such as M82. However, we must be careful in interpreting the absolute values of $`L_\mathrm{X}`$ from numerical simulations, as low numerical resolution leads to overestimated X-ray luminosities as discussed in Section 4. The X-ray luminosities in higher resolution simulations will be lower, although similar in form, than those in these simulations.
Another factor leading to high soft X-ray luminosities in these models is the assumption of Solar metallicity, as discussed in Section 2.6. As we shall discuss below, when considering in detail the origin of the X-ray emission from within the galactic wind (Section 3.3), the majority of the soft X-ray emission comes from regions of interaction between swept-up disk material and the wind, and not directly from the hot metal-enriched shocked wind fluid. If the ambient ISM material has sub-solar abundances then the resulting X-ray luminosities will be reduced proportionally (see Fig. 3).
A particularly interesting question not answered by the total X-ray luminosities given in Fig. 10, or in TB and S94, is whether the X-ray emission is dominated by particular regions within the wind (e.g. gas within the disk or in the halo), or is relatively uniformly spread throughout the wind volume.
A significant fraction of the X-ray emission from these galactic winds comes from hot gas in the plane of the galaxy (Fig. 11). X-ray emission away from the plane of the galaxy, in what would observationally be classed the “wind,” is typically much less luminous than that from the plane of the galaxy. This is important as observational studies of the hot gas in the disk of galaxies with classic starburst driven winds (i.e. edge-on systems), such as M82, is hampered by source confusion and high absorption columns. A result of this is that clear predictions of the X-ray properties of galactic winds away from the plane of the galaxy, where absorption and source confusion are less of a problem, are necessary.
#### 3.2.2 Hard X-ray emission
Hard thermal X-ray emission from the galactic wind predominantly comes from the starburst region itself, with a lesser contribution from the free wind and shocked wind regions. Although the volume of the starburst region is small compared to regions of hot or very hot gas in the free or shocked wind, the density of the very hot gas in the starburst region is significantly higher than that of the very hot gas elsewhere in the wind.
Hard X-ray luminosities for all the models in the $`2.4`$$`15.0\mathrm{keV}`$ band are given in Table 3. and lie in the range $`L_{\mathrm{X},\mathrm{hard}}=2\times 10^{37}`$ to $`5\times 10^{39}\mathrm{erg}\mathrm{s}^1`$. This is typically 2 orders of magnitude lower than the soft X-ray luminosity of the wind. S94 had already found similarly low ratios of thermal hard to soft X-ray luminosity, so our results are in good agreement with theirs.
Cappi et al. (1999) have argued that the hard X-ray emission from starburst galaxies is from a very hot ($`kT=6`$ to $`9\mathrm{keV}`$) diffuse component of the ISM, most likely associated with the starburst-driven wind. Based on BeppoSAX observations, they find a ratio of hard X-ray to soft X-ray luminosity (in the $`2`$$`10\mathrm{keV}`$ band relative to the $`0.1`$$`2\mathrm{keV}`$ energy band) of $`4`$ for M82 and $`2`$ for NGC 253. This is totally inconsistent with the ratio of $`10^2`$ we and S94 have found for diffuse thermal emission from starburst-driven winds.
Non-thermal processes associated with starburst-driven winds may well increase the total hard diffuse X-ray emission from starbursts. Moran & Lehnert (1997) attribute the hard X-ray emission from the nuclear region of M82 to inverse-Compton emission from IR photons scattered off relativistic electrons. This process is less likely to be important for generating hard X-ray emission in the halo (Seaquist & Odegard 1991). An imminent solution to these uncertainties is at hand, as Chandra observations of local starbursts will have the spatial & spectral resolution necessary to determine the physical origin of the hard X-ray emission.
We therefore reiterate and emphasize S94’s conclusion that the hard X-ray emission from starburst galaxies is not due to thermal emission from the starburst-driven wind.
#### 3.2.3 Phase distribution and filling factor of the X-ray emitting gas
In almost all of the models we find that hot gas fills that majority of the volume of the wind (see the hot gas filling factor $`\eta _{\mathrm{hot}}`$ in Table 3). The exception is the centrally mass-loaded model tbn\_6, where warm and hot gas fill approximately equal fractions of the wind volume.
Although the distribution of gas volume can always be approximated by a broadly peaked function of temperature, centred at a temperature of $`kT0.5`$ to $`1\mathrm{keV}`$, it is be an over-simplification to say that gas at any one temperature fills the majority of the wind.
While the temperature of the gas that fills the majority of the wind volume is similar to those derived from fitting simple spectral models to ROSAT and ASCA spectra of diffuse X-ray emission from starburst galaxies, the vast majority of the intrinsic soft X-ray emission comes from cooler denser low filling factor gas. The hot gas filling most of the volume contributes only a small fraction of the soft X-ray emission of the wind. This is true of all the models we have explored.
As an example of this we show the distribution of gas volume and X-ray emission (detectable ROSAT PSPC count rate in the absence of absorption, so as to include the energy-dependent sensitivity of the PSPC) as a function of the gas temperature and number density from model tbn1b at $`t=7.5\mathrm{Myr}`$ in Fig. 12. It is clear that the majority of the X-ray emission comes from higher pressure ($`P/k10^6\mathrm{K}\mathrm{cm}^3`$), denser and slightly cooler, material than the gas that fills the majority of the volume (which has $`P/k10^5\mathrm{K}\mathrm{cm}^3`$).
Just as the most X-ray luminous gas does not occupy much of the total wind volume, neither does it contain much of the mass and energy (either thermal or kinetic) of the wind (see Fig. 12).
The exact filling factors and mass and energy fractions depend on what we define the majority of the X-ray emission to mean. Clearly the hot gas filling most of the volume does emit soft X-rays at some level. Table 4 shows the percentage of the total gas mass, volume and energy in model tbn1b as a function of the fraction of the total unabsorbed ROSAT PSPC count rate it is responsible for, from the 50 per cent to the 95 per cent.
Even if we consider 95 per cent of all the X-ray emission we are only sampling just over 1 per cent of the wind volume, 2 per cent of the total mass and 10 per cent of the energy of the wind!
Note that although the fraction of the total mass in the X-ray dominant gas is small, there is relatively little mass in the warm and hot phases to begin with. For example, in model tbn1b only $`8`$ per cent of the total mass is in gas with $`T10^{5.5}\mathrm{K}`$ (Table 3). The X-ray dominant gas in this model contains about $`0.8`$ per cent of the total mass, so X-ray observations would be probing of order 10 per cent of the mass of the warm and hot gas.
In all of the models we have run the gas contributing the majority of the intrinsic soft X-ray emission comes from a very small fraction of the wind. Table 5 shows the filling factors, mass and energy fractions of the gas dominating the intrinsic soft X-ray emission in all models, at a typical epoch once a full galactic wind has developed ($`t=7.5\mathrm{Myr}`$). The lowest filling factors in Table 5, of order $`10^2`$ per cent, may be numerical artefacts due to limited numerical resolution. This is discussed further in Section 4.
Nevertheless, it is clear that soft X-ray observations only probe a minor fraction of the wind, whether measured in terms of total volume, energy content, total mass or even mass of warm/hot gas.
#### 3.2.4 Temperature distribution of the X-ray-emitting gas
From Fig. 12, which is typical of the temperature-density distributions found in all of these models, it is clear that gas at a wide range of temperatures and densities contributes to the X-ray emission in the ROSAT band. In Fig. 13 we show the contribution from gas at each logarithmic temperature bin to the total ROSAT PSPC count rate in models tbn\_1 and mnd\_3 (the default thick and thin disk galactic wind models). Even when the effect of realistic intervening absorption is included the PSPC would detect photons from a very wide range of gas temperatures.
Is this consistent with existing X-ray data on the hot gas in galactic winds? As a first-order approximation to a characteristic X-ray temperature for these models we have calculated the average gas temperature $`T_{\mathrm{PSPC}}`$, which has been weighted by the ROSAT PSPC count rate (see Table 6). This assumes no absorption, or that given an observed X-ray spectrum we could correct for any absorption to obtain the true temperature distribution of the emitting gas.
These temperatures range from $`T_{\mathrm{PSPC}}=0.08\mathrm{keV}`$ to $`0.55\mathrm{keV}`$, similar if slightly lower than single temperature fits to ROSAT PSPC spectra of galactic winds. For example, Strickland et al. (1997) find best fitting temperatures ranging between $`0.3`$ to $`0.7\mathrm{keV}`$ in M82’s wind, and Dahlem et al. (1998) find $`kT0.1`$ to $`0.7\mathrm{keV}`$ in NGC 253’s wind. Note that the characteristic temperatures in Table 6 are not the result of fitting spectral models to observed spectra. Nevertheless, they are in broad agreement with the observed characteristic soft X-ray temperatures of galactic winds.
Although fitting simple spectral models (such as one or two temperature thermal plasma models) to simulated ROSAT or ASCA X-ray spectra from these models does give statistically good fits (as we shall show in Paper II), the derived plasma properties are misleading. We urge caution in interpreting spectra of hot gas in starburst galaxies, observed with either the preceding generation of X-ray telescopes (ROSAT or ASCA) or the latest generation (Chandra or XMM).
Very broad-band sensitive X-ray spectroscopy of the hot gas in these outflows should show more evidence of the complex temperature structure than current ROSAT or ASCA spectroscopy (where the existing broad-band coverage is compromised by source confusion and limited sensitivity). The simulated X-ray spectra for models tbn\_1 and mnd\_3 at $`t=7.5\mathrm{Myr}`$ are shown in Fig. 14. Note that both are softer and harder than the spectrum of a $`kT=0.5\mathrm{keV}`$ thermal plasma, reflecting the wide range of temperatures in the gas in these winds.
### 3.3 Physical origin of the soft X-ray emission
As discussed in Section 1 the origin and properties of the X-ray emitting gas in galactic winds is unclear. S94 had concluded that the majority of the soft X-ray emission in their four models came from disk and halo gas shock-heated by the wind. Recently D’Ercole & Brighenti (1999) argued that the soft X-ray emission in these models was not shock-heated disk or halo gas, but was from warm gas in the numerically broadened interfaces (i.e. artificially smoothed-out contact discontinuities) between cool dense gas and the hot wind.
In all likelihood a mixture of these two effects are responsible for the X-ray emission in these previous models, but it is very difficult to separate the two effects. Regions of ambient ISM shock-heated by the wind are also unavoidably interfaces between dense cool gas and hot tenuous gas, which will be artificially smoothed out over a number of computational cells (the exact number of which depend on the hydrodynamical scheme used. See Fryxell, Müller & Arnett for a comparison of different codes, which shows PPM-based codes that S94 and ourselves have used in a favorable light!).
Without performing much higher resolution simulations it is difficult to assess the relative significance of these two effects. See Section 4 for a more detailed discussion of the effect of numerical resolution and numerical artefacts, as well as a comparison between the models we have run at increasing resolution.
To avoid a premature choice between shock-heating of clouds and the numerical broadening of contact discontinuities as the dominant source of the soft X-ray emission in these simulations, we shall refer to “the interaction of the wind with cool dense gas.” X-ray emission from such interaction regions could then come from one or more of any number of processes: In our numerical simulations shock-heating and numerically broadened contact discontinuities, and in reality shock-heating, conductive or photo-evaporative interfaces, or turbulent mixing layers (Begelman & Fabian 1990).
If we pick out the most X-ray luminous regions within the wind, i.e. those regions responsible for the most luminous 90 per cent of the soft X-ray emission, we can find the physical origin of this emission. As we have run a wider range of models than S94 or D’Ercole & Brighenti (1999), and have included mass-loading (another process leading to soft X-ray emission), this exercise is of some interest.
We have already shown above that the soft X-ray emission comes from low filling factor gas, $`\eta 10^2`$ to $`2`$ per cent. We find that in all the models interaction regions (as defined above) are responsible for some, and in a few cases, all of the soft X-ray emission.
It is important to note that such interface regions do not always dominate the X-ray emission. We provide a qualitative description of which regions within the wind are responsible for the most luminous 90 per cent of the soft X-ray emission in Table 6.
In the mass loaded models tbn\_6, mnd\_5 & mnd\_7 the starburst region itself is a source of significant X-ray emission in the ROSAT band. This is easily understandable in the centrally mass-loaded models tbn\_6 & mnd\_5, where the central gas densities in the starburst region are an order of magnitude higher due to the additional mass injection and lower outflow velocity.
Without additional mass loading we would not normally expect the starburst region or free wind regions to be significant sources of X-ray emission, due to the low density (cf. CC). Nevertheless, the total X-ray luminosities of models mnd\_3 & mnd\_4 are so low (see Table 3 or Fig. 10) that these regions are counted as being X-ray dominant. Shocked halo gas is also important in these two models. The thickness of the shell of swept-up and shocked halo gas is large enough that there is no problem of unresolved contact discontinuities, as this shell is very well resolved in all the models. These models are so X-ray underluminous compared to M82 (see Table 3 or Fig. 10) that it is unlikely they are good models of M82’s wind itself.
When interface regions and shock-heated halo gas dominate the soft X-ray emission of galactic winds, abundance determinations based on X-ray spectroscopy will reflect the metallicity of the ambient disk and halo ISM to a significant degree. This is the same conclusion as reached by D’Ercole & Brighenti (1999). As a result it seems unlikely that we can directly probe the metal-enriched gas in these winds with X-ray observations, which will make it difficult to measure the metal ejection efficiency of such outflows directly.
### 3.4 Wind energy and mass transport
The distribution of thermal and kinetic energy within conventional wind-blown bubbles and superbubbles has been discussed in the literature (see Mac Low & McCray and Weaver et al. ), but the energy distribution within galactic winds has not been addressed until now. As galactic winds are, by definition, bulk outflows, their “energy budget” can differ substantially from the energy distribution within superbubbles.
In what form (i.e. thermal or kinetic) is the energy within the wind stored, in which gas phases, and does this depend on time, position within the wind and on the starburst or ISM? What fraction of the wind’s energy is transferred to the swept-up ISM? Which, if any, components of the wind have sufficient energy to escape the host galaxy completely? How efficient is the wind at transporting energy into the IGM?
The answer to the final question has important cosmological consequences. Galactic winds may be important for the heating of the ICM in galaxy groups and clusters (e.g. Ponman et al. 1999) and the IGM, but without knowing what fraction of the total wind energy budget can be observed in a particular wave band (e.g. soft X-ray emission, or observations of the optical emission line gas) it is difficult to assess the impact of galactic wind heating.
#### 3.4.1 Wind energy budget and energy transport
In the standard model of a wind-blown bubble or superbubble (Weaver et al. 1977) expanding into a uniform density medium, the majority of the energy is in the thermal energy of the shocked wind region. Of the total mechanical energy injected, $`45`$ per cent is thermal energy in the hot shocked wind, $`20`$ per cent is in the form of the kinetic energy in the cool dense shell and the majority of the remaining $`35`$ per cent has been radiated away, primarily from the shell.
We find that blowout of the superbubble from the disk changes the energy balance of a galactic wind, from being dominated by thermal energy, to being dominated by kinetic energy (Fig. 15). In the thick disk models this can clearly be seen occurring at $`t3\mathrm{Myr}`$. Blowout in our thin disk models is almost instantaneous, and they become kinetic energy dominated within $`0.5\mathrm{Myr}`$.
Decomposing the energy budget into disk ($`|z|1.5\mathrm{kpc}`$) and halo ($`|z|>1.5\mathrm{kpc}`$) components reveals that invariably the majority of the energy injected by the starburst is transported out of the disk and into the halo (a single example using model tbn\_1 is shown in Fig. 15). The total energy within the disk remains approximately constant after $`t5\mathrm{Myr}`$, but this is a decreasing fraction of the total energy injected by the starburst.
In superbubbles the thermal energy is in predominantly in the hot ($`T10^6\mathrm{K}`$) bubble interior, and the majority of the kinetic energy is in the cool ($`T10^4\mathrm{K}`$) dense shell. In what temperature gas is the energy of a galactic wind stored?
In most of the models the majority of both the thermal and kinetic energy outside the plane of the galaxy ($`|z|>1.5\mathrm{kpc}`$) is in hot gas ($`6.5\mathrm{log}T(\mathrm{K})7.5`$), with relatively little thermal or kinetic energy in cool gas ($`4.5\mathrm{log}T(\mathrm{K})5.5`$). This can be seen in Fig. 16, which shows the temperature distribution of the thermal and kinetic energy, over the entire wind and decomposed into disk and halo components, from model tbn1b. Table 3 gives the fractions of the total thermal or kinetic energy in the warm and hot phases of the wind in all the models.
It is interesting to note that a large fraction of the total energy of the wind is in gas that can, in principle, be probed with X-ray absorption line studies, where the relative dominance of denser X-ray emitting gas is reduced. Such absorption line studies would require bright X-ray sources in the background behind a galactic wind, and a combination of high sensitivity and spectral and spatial resolution.
In the centrally mass-loaded thick disk model tbn\_6, there is very little hot gas ($`6.5\mathrm{log}T(\mathrm{K})7.5`$). Instead, the thermal energy is predominantly in warm gas ($`5.5\mathrm{log}T(\mathrm{K})6.5`$), while the kinetic energy of the wind is evenly spread between warm and cool gas.
Distributed mass-loading (models tbn\_9 & mnd\_7) differs from central mass-loading in not having such an strong effect on the energy-temperature distributions, and these models are quite similar to the non-mass-loaded models in terms of energetics.
In the weak starburst models, such as tbn\_2 and mnd\_4, thermal energy begins to dominate the total energy budget again after $`t7.5\mathrm{Myr}`$. This is due to the thermal energy of the halo gas swept-up being a significant fraction of the total energy injected by the starburst in these models. In more powerful starburst models the energy content of the disk and halo ISM overrun by the wind is insignificant.
In all models the wind is efficient at transporting energy out of the plane of the galaxy, and as the winds are generally inefficient at radiating this energy away, galactic winds can in principle be good sources of heating for the IGM.
#### 3.4.2 Mass transport and ejection
Although the starburst can sweep up and shock large masses of ambient gas ($`<10^2\times `$ the total mass of SN ejecta), most of this mass is in, and remains in the plane of the galaxy (see Fig. 17). Only a small fraction of the total mass can be found at heights above $`z=1.5\mathrm{kpc}`$ from the plane. Galactic winds of power similar to M82’s are inefficient at transporting gas out of the plane of the galaxy.
Note that the total mass of metal-enriched gas injected by the starburst is significantly smaller than the total mass of wind material that is transported out of the disk. If all of mass associated with wind that is transported out of the disk were to make its way into the IGM, then on average gas injected into the IGM by galactic winds would not be highly metal enriched.
We cannot quantitatively assess the long term fate of the material in our simulations, given the necessarily limited spatial and temporal domain of these high resolution simulations. We can quantify what fraction of the mass of the wind currently has energy sufficient to escape the gravitational potential of the galaxy at any particular epoch. The distribution of gas mass as a function of temperature and velocity in model tbn1b at $`t=7.5\mathrm{Myr}`$ is shown in Fig. 18. Several broad conclusions can be drawn from this figure:
1. Most of the wind’s mass is in cool gas, expanding at $`v<100\mathrm{km}\mathrm{s}^1`$. This represents the slow expansion of the wind within the plane of the galaxy, where the majority of the mass is swept-up.
2. Assuming conservatively that the escape velocity $`v_{\mathrm{esc}}`$ from M82 is $`v_{\mathrm{esc}}3\times v_{\mathrm{rot}}390\mathrm{km}\mathrm{s}^1`$ (see for example the arguments in Heckman et al. 1999, and M82’s rotation curve in Fig. 1), then only gas above and the right of the dashed line in Fig. 18 currently has sufficient total energy to escape the galaxy. This gas is only 8.0 per cent ($`4\times 10^7\mathrm{M}_{}`$) of the total mass associated with the wind.
3. Interactions between the hot, energetic SN-ejecta phases of the wind and the ambient ISM has swept-up and accelerated $`6\times 10^6\mathrm{M}_{}`$ of cool gas ($`T<10^5\mathrm{K}`$) up to velocities in the range $`400v<1000\mathrm{km}\mathrm{s}^1`$.
4. The concentration of mass at $`\mathrm{log}T4.8`$ is due to minimum temperature allowed in these simulations. The distribution and dynamics of mass at temperatures lower than this limit is unknown, so the results above may overestimate the mass of gas with energy sufficient to escape. Note that even these high resolution simulations ($`\mathrm{\Delta }x=4.9\mathrm{pc}`$) do not have the numerical resolution necessary to resolve the structure and dynamics of gas cooler than this limit (see the discussion in Section 4.3), so there is little point in simulations with lower temperature limits that do not have significantly enhanced numerical resolution.
5. Using the temperature of the X-ray-emitting gas in starbursts to assess if this gas can escape the host galaxy (the so-called “escape temperature,” e.g. Wang et al. 1995; Martin 1999) will underestimate the mass of gas that can escape, as it neglects the motion of the hot gas. As discussed in Section 3.4.1, the majority of the energy in a galactic wind is in the kinetic energy of hot gas.
6. Assessing what mass of gas can escape a galaxy in the long term, based on some measure of gas energy or velocity at a particular epoch, seems extremely difficult. As the wind evolves the hot energetic gas within it will continue to entrain and accelerate cold gas. A major unknown is the effect of any halo medium (as assumed in these simulations), which acts to impeded and decelerate the wind’s expansion. Given a dense enough halo environment none of the material in a galactic wind might escape into the IGM. Treating this problem numerically is challenging, given it requires high numerical resolution to resolve the interaction between cloud and wind, as well as including the physics important to wind/cloud interactions (e.g. hydrodynamic stripping of clouds, thermal conduction, maybe even magnetic fields?).
To summarise: (a) the mass of gas that can escape the galaxy in a starburst-driven wind is low (perhaps a few times $`10^7\mathrm{M}_{}`$ in a moderate starburst such as M82’s), and (b) winds are inefficient at transporting the ISM out of galaxies. These results are qualitatively consistent with those of Mac Low & Ferrara (1999) or D’Ercole & Brighenti (1999), although the outflows we have considered are 2.0 – 3.5 orders of magnitude more powerful than the winds of those authors.
## 4 Physical and numerical limitations
A very important aspect of any numerical hydrodynamical simulation is the degree to which the finite amount of physics included and numerical limitations (in particular finite resolution) influence the results. Understanding these effects is difficult for even the specialist, let alone for the general astronomer.
We think it is important for readers to understand the basic problems that can and do affect these and other hydrodynamical simulations. Without an understanding the limitations of a simulation it is difficult to judge what results are real and what are not. We shall discuss qualitatively the effect and importance of some of the physics that is not included in these simulations. Numerical artefacts, in particular related to resolution and numerical diffusion, are then discussed in some detail. Finally we present a comparison between three models designed to study how the simulated properties of the hot gas in galactic winds varies as we increase the numerical resolution.
### 4.1 Missing physics
#### 4.1.1 Using effective instead of true gravitational potentials
The use of an effective potential $`\mathrm{\Phi }_{\mathrm{eff}}`$ and the resulting effective gravity $`𝐠_{\mathrm{eff}}`$ to maintain the ISM in hydrostatic equilibrium are artefacts of a 2-D approach. A 3-dimensional code would incorporate the azimuthal velocity component without altering the gravitational field. 3-D simulations would require significant increases in terms of computation resources and code development, and are difficult to justify given that the potential scientific return of 2-D simulations has barely been tapped.
The use of a centrifugal potential means that the gravitational force felt by material within the galactic wind will be different from the true gravitational force it should feel. Put another way, the effective gravitational force in these simulations has been tuned to hold the ISM in its initial distribution given the assumption that at any position ($`r`$,$`z`$) its rotational velocity $`v_\varphi `$ around the $`z`$-axis and hence angular momentum is known a priori. The problem is how to treat the material within the galactic wind, given that it is a mixture of material flowing outward from the central starburst region and ambient ISM swept-up and entrained into the flow. Hot gas from the starburst region itself can be presumed to have almost zero angular momentum, given its origin at the centre of the galaxy and the violent dynamics of the gas. As it flows radially and vertically outward in these 2-D simulations it feels the effective, i.e. modified by assumed rotation, gravitational force, whereas it should feel only the true gravitational force.
What effect does this have on the dynamics of the material within the wind? The effect on the very energetic free wind or shocked wind gas is negligible, as the terminal velocity of this gas is $`v_{\mathrm{}}3000\mathrm{km}\mathrm{s}^1`$, so it hardly feels the gravitational field of the galaxy. The main area where problems may arise is that the dynamics and long term evolution (over 100s of Myr) of the dense disk material dragged out of the disk and entrained into the flow (and which is assumed to be associated with the optical emission lines observed in local starbursts such as M82) may well be distorted, given that typical velocities for this gas are only several hundred kilometres per second.
As a very rough estimate of the magnitude of the force required to significantly affect the dynamics of material within the galactic wind, a final velocity of $`500\mathrm{km}\mathrm{s}^1`$ (a velocity slightly greater than the escape velocity and also significant in terms of the dynamics and morphology of the denser gas within the wind) after $`10\mathrm{Myr}`$ of constant acceleration requires an acceleration of $`1.5\times 10^7\mathrm{cm}\mathrm{s}^2`$. As the difference between the true and effective gravitational fields for the thick disk ISM model is typically a tenth of this value, we can conclude that the use of an effective gravitational field does not lead to a major distortion of the wind dynamics over the time-scales of the simulations we are interested in.
#### 4.1.2 Non-ionisation equilibrium
The hot plasma emissivities used to calculate the radiative cooling and X-ray emission from these models assume the gas is in collisional ionisation equilibrium (CIE).
For a suddenly heated plasma, the time required to reach ionisation equilibrium is approximately $`t_{\mathrm{ieq}}0.03n_\mathrm{e}^1\mathrm{Myr}`$ (Masai 1994) for a range of the important elements. The density and temperature structure within the wind are complex, but typical electron densities in the gas dominating the X-ray emission are of order $`n_\mathrm{e}0.3\mathrm{cm}^3`$, implying an ionisation time-scale of $`t_{\mathrm{ieq}}0.1\mathrm{Myr}`$. Although much shorter than the typical age of the wind, $`t10\mathrm{Myr}`$, the complex dynamical state within the wind probably means it is rare that the conditions of any parcel of gas remain unchanged for this amount of time. For example, gas returned to the ISM by a SN in the starburst region is shocked within the starburst region to $`T10^8\mathrm{K}`$, then flows out of the starburst region in a $`v3000\mathrm{km}\mathrm{s}^1`$ wind which rapidly adiabatically cools, before passing through the reverse shock after $`<1\mathrm{Myr}`$ and being reheated to $`T10^8\mathrm{K}`$.
Much of the soft X-ray emission within a galactic wind will be due to initially cool gas incorporated into the wind, e.g. swept up and shock heated ISM, cool gas mixed into the hot wind by conduction or mass-loading and instabilities (see Section 3.3). The ionisation state of this gas will lag behind its temperature rise, as discussed by Weaver et al. (1977). Metal ions that in CIE contribute significantly to the X-ray emission of plasmas with $`T10^6\mathrm{K}`$ will in practice be under-ionised. In general then the true X-ray luminosity will be less than that obtained assuming CIE.
For a rapidly cooling plasma, for example the adiabatically expanding free wind or some similar region of expansion, the gas will be over-ionised with respect to its thermal temperature. The emissivity of this gas will be less than that of a gas in CIE.
As a result of the complex ionisation histories of the gas within the wind, it is difficult to quantify how non-ionisation equilibrium (NIE) effects would alter the properties of the wind from the CIE case we assume. Calculating the ionisation state of the gas in these simulations would require tracking the history of individual parcels of gas, and would be prohibitively expensive computationally.
Given that the majority of observational analysis of real X-ray spectra assumes CIE in using the Raymond-Smith or MEKAL plasma codes, assuming CIE in creating artificial X-ray spectra does not seem too unrealistic. Systematic biases in standard X-ray spectral fitting discovered in studying the artificial X-ray observations of these wind simulations will only underestimate the true biases of fitting complex, NIE X-ray spectra with simple CIE spectral models.
#### 4.1.3 Magnetic fields and cosmic rays
These simulations, along with the previous work of TI, TB, S94, S96 & Tenorio-Tagle & Muñoz-Tuñón (1997), ignore both cosmic rays and magnetic fields, instead focusing on a totally hydrodynamic model of galactic winds. One of the aims of this work is to see if such pressure-driven winds can reproduce the observed properties (primarily based on X-ray observations) of the best studied galactic wind in M82.
Magnetic fields and cosmic rays are known be present within the wind, but studying them is difficult and the results somewhat uncertain. Magnetic fields may be important in galactic winds over large and/or small scales. Large scale fields (over 100s to 1000s of parsecs) could potentially alter the general dynamics and expansion of the wind, for example confining its expansion in the plane of the galaxy or maybe acting to collimate it (see Sections 3.1.3 & 3.1.4). Even if magnetic fields are not important on such large scales, any smaller scale fields associated with the clouds and clumps of ambient ISM entrained into these winds could well be important. Such small scale fields might alter or inhibit the hydrodynamical stripping or conductive evaporation of these clouds, and hence affect the X-ray emission from galactic winds.
We can qualitatively assess the importance of large scale magnetic fields and of cosmic rays, relative to purely hydrodynamical processes, through comparison between the gas properties in our simulations and the existing observational data (summarised below):
1. Seaquist & Odegard (1991) estimate the total energy injection rate into the halo in the form of relativistic particles is $`<10^{40}\mathrm{erg}\mathrm{s}^1`$. Compared to the mechanical energy injection rate from the starburst in these simulations of typically $`10^{42}\mathrm{erg}\mathrm{s}^1`$, cosmic rays are energetically unimportant in the halo. Cosmic rays also are unlikely to be an important source of non-thermal X-ray emission from the halo (but might be important within the starburst region itself, e.g. Moran & Lehnert 1997).
2. Klein et al. (1988) estimate a magnetic field strength of $`B50\mu G`$ within the central $`650\times 200\mathrm{pc}`$ starburst region, based on the assumption of equipartition.
3. A rotation measure analysis by Reuter et al. (1994) gives a more direct estimate of the field strength $`B10\mu G`$ (modulo uncertainties in the column density of ionised gas), at one position at the periphery of the main $`\mathrm{H}\alpha `$ emission, about $`1\mathrm{kpc}`$ to the south west of the nucleus.
Are fields of this range in strength dynamically important? Could such high field strengths in the starburst region constrict and confine the expansion of the wind in the plane of the galaxy? Comparing magnetic pressure ($`P_\mathrm{B}=B^2/8\pi `$) to thermal and ram pressures within the wind provides a simple basis for comparison. A magnetic field strength of $`B=50\mu G`$ corresponds to $`P_\mathrm{B}/k8\times 10^5\mathrm{K}\mathrm{cm}^3`$, a field of $`B=10\mu G`$ to $`P_\mathrm{B}/k3\times 10^4\mathrm{K}\mathrm{cm}^3`$.
In the plane of the galaxy, where confinement of the wind’s expansion is such a problem, typical thermal and ram pressures are $`P_{\mathrm{TH}}/k2\times 10^6\mathrm{K}\mathrm{cm}^3`$ and $`P_{\mathrm{RAM}}/k7\times 10^6\mathrm{K}\mathrm{cm}^3`$ for the powerful starbursts we have simulated (e.g. tbn1b, mnd\_3). At a height of $`z=1\mathrm{kpc}`$ above the plane of the galaxy pressures are typically lower ($`P_{\mathrm{TH}}/k10^6\mathrm{K}\mathrm{cm}^3`$, $`P_{\mathrm{RAM}}/k2\times 10^6\mathrm{K}\mathrm{cm}^3`$), but in some locations ram pressures can reach exceedingly high values ($`P_{\mathrm{RAM}}/k>2\times 10^7\mathrm{K}\mathrm{cm}^3`$).
Drawing some tentative conclusions from this, it appears that:
1. The estimated magnetic field strength of $`B50\mu G`$ within M82’s starburst region, although high by the standards of normal galactic magnetic fields, is still somewhat lower than that required to make the magnetic field dynamically important in confining the expansion of the wind within the plane of the galaxy.
2. If large scale field strengths are typically $`B<10\mu G`$ within the wind, then they are dynamically unimportant.
3. However, if stronger large scale fields, of order $`B50\mu G`$, exist throughout the entire wind then the energy in such magnetic fields would be comparable to, or greater than, the thermal and kinetic energy of the hot gas.
Hence it does not appear that large scale magnetic fields are dynamically important for understanding this class of galactic-scale outflows. The question of the influence and importance of smaller scale fields in the interaction between the wind and clouds embedded within it remains open.
#### 4.1.4 Thermal conduction
In common with most previous simulations we ignore thermal conduction, as it difficult to include in multidimensional hydrodynamic schemes and computationally expensive. In the standard wind-blown bubble model of Weaver et al. (1977) evaporation of the cold bubble shell by thermal conduction is the dominant source of mass in the hot bubble interior, increasing its density by approximately an order of magnitude. As a result, the effects of thermal conduction on the X-ray emission from wind-blown bubbles and superbubbles are very important.
In galactic winds thermal conduction is expected to be important in regions where there are reservoirs of dense cool gas in close proximity to hot gas, such as the interface between the shocked wind and the disk within the plane of the galaxy, or in the vicinity of superbubble shell fragments within the halo.
One effect of thermal conduction is to increase the density of the hot X-ray-emitting gas, in a similar manner to mass loading. Indeed, Mac Low & Ferrara (1999) add additional mass into their simulations of very weak winds in dwarf galaxies to approximate the effects of conduction in a manner similar to our method of central mass loading. Our mass-loading can be considered as a rough approximation to the effects of both hydrodynamical mass-loading and thermal conduction, although a rigorous treatment of thermal conduction is beyond the scope of this work.
Thermal conduction, unless inhibited in some manner, might also totally evaporate the cool dense clumps and clouds seen in our simulations. As described in Ferrara & Shchekinov (1993), clouds smaller than the Field length (Field 1965) will suffer rapid conduction-driven evaporation, loosing a very substantial fraction of their mass before achieving a semi-stable configuration. For the range of temperatures and densities found in the hot gas filling the majority of the wind’s volume in our simulations, the Field length ranges from several hundred parsecs to several kiloparsecs, so all of the clumps seen in our simulations should suffer conductive evaporation.
The net effect of conduction is difficult even to describe qualitatively. The addition of mass to the hot phases of a galactic wind will increase the X-ray emission from the wind itself, but if conduction destroys clouds totally then the net effect might be a reduction in total X-ray luminosity, given that cloud/wind interfaces appear to be such strong sources of X-ray emission in these simulations.
Very recently D’Ercole & Brighenti (1999) have performed a 2-D simulation of a starburst-driven wind in a dwarf galaxy (based approximately on the dwarf starburst NGC 1569) that includes thermal conduction. Interestingly, thermal conduction leads to an increase in the soft X-ray luminosity of this particular model by a factor of between 1 and 3 from the non-conductive case.
#### 4.1.5 Photoionisation by the wind
These simulations assume all material within the wind is optically thin to its own radiation, i.e. there is no absorption intrinsic to the wind. This assumption is necessary to carry out these simulations, as coupled multidimensional radiation-hydrodynamic problems are exceedingly challenging to solve.
For emission from, and propagating through, the hot tenuous material of the wind (e.g. free wind, shocked wind and shocked halo regions) this assumption is reasonable. Typical columns densities of the highly ionised material that would be encountered by radiation traversing the wind are in the range $`10^{19}`$$`10^{20}\mathrm{cm}^2`$.
In the vicinity of cool dense clouds and the walls of the outflow within the disk, column densities become more significant. Typical column densities traversing a single clump range from $`5\times 10^{19}`$$`10^{21}\mathrm{cm}^2`$, depending on whether the line of sight crosses the tail or head of a clump and what the angle of incidence is.
The environment around these cool dense regions is the source of the majority of soft X-ray emission (and UV emission, which we have not discussed) from galactic winds. Photoionisation of these clouds by the energetic radiation produced through various cloud/wind interactions may well have dynamical and observational consequences. This could lead to further evaporation of the clouds, as well as to alter their ionisation state further from the collision ionisation equilibrium assumed in these calculations and in most X-ray spectral fitting.
Another important consequence of this will be a reduction in the X-ray emission escaping the wind, due to the absorption of a substantial fraction of the softest X-ray emission, produced at cloud/wind interfaces, by the clouds themselves. A column of $`10^{20}\mathrm{cm}^2`$ (assuming Solar abundances, at it is the metals such as Carbon, Nitrogen and Oxygen that dominate the photoelectric absorption cross-section) is optically thick to radiation of energy below $`E0.2\mathrm{keV}`$. The densest clouds, with individual columns of $`10^{21}\mathrm{cm}^2`$ are optically thick to X-rays with energy less than $`0.4\mathrm{keV}`$. Such a reduction in the “escaping” X-ray luminosity from the wind will bring the soft X-ray luminosities of our simulations into closer agreement with the observed soft X-ray luminosities of galactic winds (cf. Section 3.2.1).
### 4.2 Numerical resolution and cell size
For a structured Cartesian grid as employed in these simulations the resolution is proportional to the cell size used. The properties of an unresolved structure, e.g. the cold dense superbubble shell, will be averaged out over the computational cell, as the finite volume scheme employed ensures total mass and energy within the cell are conserved correctly. For the example of a unresolved superbubble shell, the density and thickness of the shell in the simulation will respectively be less than and greater than the true values.
In addition to affecting the absolute values of the fluid variables, finite numerical resolution can affect the dynamics of the fluid in other ways. Consider for example the fragmentation of the superbubble shell by Rayleigh-Taylor (RT) instabilities (cf. S94). The Rayleigh-Taylor instability time-scale is $`\tau _{\mathrm{RT}}\lambda ^{1/2}`$, where $`\lambda `$ is the wavelength. The perturbations that eventually disrupt the shell have wavelengths similar to the shell thickness, so unresolved shells are artificially stable against the RT instability, and eventually fragment into artificially large pieces.
This directly effects the dynamics and properties of the coolest gas in these simulations. Fig. 19 shows images of the logarithm of the gas number density in models tbn\_1, tbn1a (which has cells half the size of those in model tbn\_1) & tbn1b (cells one third the size of those in model tbn\_1). It is immediately clear that the coolest densest gas in models tbn1a & tbn1b is far more structured than that in model tbn\_1, and that there are many more superbubble shell fragments being dragged out with the wind.
The limitations of a finite cell size are worst for the densest, coolest gas, as it is typically found in the smallest structures. The hotter, tenuous gas, such as the thick shell of shocked halo gas or regions of shocked wind material, is on the other hand most likely to be well resolved, as it occurs in structures much larger than the cell size.
Nevertheless, poor numerical resolution of cool dense gas can affect the properties of the hot X-ray emitting gas we are primarily interested in. The main problems here are the artificial broadening of contact discontinuities between cool dense gas and hot tenuous gas, which creates regions of intermediate density warm gas that will produce significant amounts of soft X-ray emission, and numerical diffusion which further acts to increasingly broaden contact discontinuities and spread material over more cells with time.
### 4.3 Cell size vs. shell thickness
It is important to understand that the true resolution of a hydrodynamic simulation is not equal to the size of a single cell, but to the number of cells over which the code used can represent abrupt changes in the fluid variables such as shocks or contact discontinuities.
One of the great advantages of the Piecewise Parabolic Method (PPM) used by VH-1 it that it spreads out shocks over only two cells, a major advantage over many other numerical scheme which spread shocks out over 4 – 5 cells. Shocks are an integral part of galactic winds, as can be seen from the many shocks visible in the gas number density images shown in Figs. 47.
As a rough estimate of how well the densest structures in our simulations are resolved we compare the cell size to analytical estimates of the thickness of the superbubble shell before RT instabilities fragment it. A simple method of estimating the shell thickness is to use the Weaver et al. (1977) model of a constant mechanical luminosity wind blowing into a constant density medium. Using the analytical solutions presented by Weaver et al. , we can calculate the total mass in the shell and its pressure, as a function of time. Assuming the shell cools to the minimum temperature we allow on our computational grid, $`T_{\mathrm{disk}}=6.5\times 10^4\mathrm{K}`$, the density of the shell follows directly from the pressure. Given the total mass of the shell and its surface area, the shell thickness follows trivially. Using the appropriate conditions that the superbubble experiences before blowout at $`t3\mathrm{Myr}`$ in the thick disk models, the shell thickness is typically $`\mathrm{\Delta }r_{\mathrm{sh}}10\mathrm{pc}`$. Comparing this to the cell size in model tbn\_1 ($`\mathrm{\Delta }x=14.6\mathrm{pc}`$), model tbn1a ($`\mathrm{\Delta }x=7.3\mathrm{pc}`$) and model tbn1b ($`\mathrm{\Delta }x=4.9\mathrm{pc}`$) shows that the superbubble shell is under-resolved, although not drastically so.
Hence the shell fragmentation process and the number and size of superbubble fragments is controlled by the resolution of these simulations.
Note that this also means that without dramatic increases in resolution there is no point in allowing gas temperatures below the minimum gas temperature of $`T_{\mathrm{disk}}=6.5\times 10^4\mathrm{K}`$ we impose (see Section 2.4). A superbubble shell of temperature equivalent to the optical emission line gas observed in winds like M82’s of $`T10^4\mathrm{K}`$ would be $`2\mathrm{pc}`$ thick, and hence totally unresolved.
### 4.4 Numerical diffusion at contact discontinuities
As we have mentioned, numerical broadening of contact discontinuities will affect the properties of the X-ray emitting gas. In reality physical processes such as thermal conduction and turbulent mixing layers will also create layers of intermediate temperature and density gas between cool dense gas and hot tenuous wind material. The problem with numerically broadened contact discontinuities is that their width and structure (and hence the properties of any artificial X-ray emitting region) is determined directly by the numerical scheme employed, and not by real physical processes.
As discussed in Fryxell et al. (1991), contact discontinuities continue to spread diffusively without limit in many Eulerian hydrodynamical codes, as the contact region moves over the computational grid. They show that of a series of numerical methods PPM is the best at retaining sharp contact discontinuities. With the additional use of an contact discontinuity steepener algorithm, PPM spreads and maintains such discontinuities over a width on only two cells. VH-1 does not use such a contact discontinuity steepener, although the Lagrangian remap scheme used in VH-1 is believed to be better than the Eulerian PPM scheme studied by Fryxell et al. (1991) at maintaining sharp contact discontinuities without the use of a steepener (Blondin 1994).
We also employ a scheme similar to that used by Stone & Norman (1993) to reduce cooling in the region of contact discontinuities to reduce the unphysical cooling from the broadened discontinuity.
Although the efficient shock and discontinuity capturing within PPM mitigate the effects of finite numerical resolution, we can not totally remove such effects.
### 4.5 Increasing numerical resolution: models tbn\_1, tbn1a and tbn1b
To investigate how sensitively our results depend on the numerical resolution of our models we ran three simulations using almost the same starburst and ISM parameters but successively increasing the resolution.
Models tbn\_1 and tbn1a differ only in the cell size. Each computation cell in model tbn\_1 representing a region $`14.6\mathrm{pc}\times 14.6\mathrm{pc}`$ in size, compared to cells of $`7.3\mathrm{pc}\times 7.3\mathrm{pc}`$ in model tbn1a. Model tbn1b has triple the resolution of model tbn\_1, with cells of $`4.9\mathrm{pc}\times 4.9\mathrm{pc}`$, but differs from the other thick disk models in using a cylindrical rather than spherical starburst region.
The most dramatic differences between the three simulations is in the amount of structure visible in the densest coolest gas. For example, the number of superbubble shell fragments visible at $`t=7.5\mathrm{Myr}`$ increases significantly and their size decreases as the resolution increases (see Fig. 19), for the reasons explained in Section. 4.2.
Otherwise the overall morphology of the wind is very similar between the different simulations, barring some minor differences in overall volume occupied by the wind.
The properties of the X-ray emitting gas, whether measured in terms of the distribution of volume, average density, emission measure or emitted X-ray flux as a function of temperature, are all very similar between the three models when measured at the same epoch (see Fig. 20 and Table 3).
Concentrating on the properties most important observationally, the emission measure and ROSAT PSPC count rates, the agreement between the different models is excellent at gas temperatures above $`kT0.1\mathrm{keV}`$. For gas with temperatures below this, the higher resolution models predict systematically less emitting material and less X-ray flux.
This is consistent with a picture of some, although not necessarily all, of the X-ray emission from gas at these lower temperatures being due to numerically broadened contact discontinuities.
The only other significant difference between these models we have found is in the filling factors of the X-ray dominant gas (Table 5), where model tbn\_1 has a much lower filling factor than models tbn1a & tbn1b. We do not believe the filling factors of the most of the other models are as dependent on numerical resolution as model tbn\_1. In particular, in the thin disk models the X-ray emission is not purely from such interface regions (where numerically broadened contact discontinuities are such a problem), so increased numerical resolution should not lead to order of magnitude increases in the filling factor of the X-ray dominant gas.
The models where the properties of the X-ray dominant gas are most likely to be affected by resolution effects are models tbn\_1, tbn\_2, tbn\_7 and mnd\_6. This is based on the number of computational cells the most X-ray luminous gas covers (i.e. the gas contributing 90 per cent of the soft X-ray counts in the ROSAT band), which is much lower in these models than in any of the other models.
Comparing the intrinsic X-ray luminosities in the ROSAT $`0.1`$$`2.4\mathrm{keV}`$ energy band as a function of time between the three models also shows progressively lower X-ray luminosity accompanies higher numerical resolution (Fig. 21). This figure probably exaggerates the importance of the variation in X-ray luminosity with resolution, as what can be measured in reality will be the count rate of the attenuated emission, where the influence of the low temperature gas so affected by numerical effects is significantly reduced. There will be much less difference between the “observable” X-ray properties of these models than in their intrinsic X-ray luminosities.
The coolest gas in these simulations is not resolved, and would require quite substantial further increases in numerical resolution to resolve if it were allowed to cool to $`T10^4\mathrm{K}`$. The dramatic increase in the complexity of the structures associated with the coolest gas with increasing resolution does suggest to us that the complex filamentary structure of the optical emission line gas observed in galactic winds (cf. McKeith et al. 1995; Lehnert & Heckman 1996; Shopbell & Bland-Hawthorn 1998) will be produced as a natural consequence of these models, once they achieve the necessary resolution.
The level of variation found between these three simulations implies that in these simulations, including the other thick and thin disk models, the emission properties of the low filling factor warm gas responsible for the majority of the soft X-ray emission ($`kT<0.1\mathrm{keV}`$) are partially controlled by unresolved, numerically broadened, warm gas interfaces between cool dense gas and hotter wind material. Nevertheless, the important finding that the X-ray dominant gas has low filling factor ($`<2`$ per cent), is likely to be robust.
Hotter gas within these winds ($`kT>0.1\mathrm{keV}`$), in particular volume filling components, seems well resolved, even in our lowest resolution simulations and therefore its properties are reasonably quantitatively correct.
## 5 Summary
We have performed an extensive parameter study of starburst-driven galactic winds using a high resolution 2-D hydrodynamical code, focusing on the best studied galactic wind in M82. These simulations allow us to study how the properties of galactic winds vary depending on the influence of the host galaxy’s ISM distribution, starburst strength and star formation history, and the presence or absence of additional mass-loading from clouds enveloped in the wind.
In this paper we have used this sample of twelve simulations to investigate several aspects of galactic winds that are uncertain or have previously received little attention: the origin and filling factor of the gas responsible for the observed soft X-ray emission; wind energetics and energy transport efficiencies and wind collimation and growth. In addition we have explored in detail the influence of finite numerical resolution on the results of these simulations.
The results of this study are summarised below:
### 5.1 Wind collimation and confinement
1. Thick ISM disks are required to reproduce the well collimated wind observed in M82. Thin disk models (e.g. Suchkov et al. 1994) have wind opening angles that are too large, $`\theta >90\text{}`$. Thick disk models, such as that used by Tomisaka & Bregman (1993), are much better collimated, with typical opening angles $`\theta 40\text{}`$, much closer to the observed value of $`\theta 30\text{}`$.
2. All the simulations, regardless of ISM distribution or star formation history, fail to confine the size of the wind in the plane of the galaxy to the observed size of roughly the size of the starburst region ($`400\mathrm{pc}`$ in M82). The radius of the wind in the plane of the galaxy grows to between 1 – 2 kpc over the 10 Myr period covered by these simulations. The confinement of galactic winds within the plane of the galaxy remains a problem, as initially pointed out by Tenorio-Tagle & Muñoz-Tuñón (1997). There is clearly something interesting happening in the central regions of starburst galaxies, perhaps related to the existing circum-nuclear molecular rings, that must be able confine the base of the wind over time-scales of $`10\mathrm{Myr}`$.
### 5.2 X-ray emission in galactic winds
1. The gas responsible for the majority of the soft X-ray emission detectable by ROSAT comes from very low filling factor ($`\eta 0.01`$ to $`2`$ per cent) gas that contains very little of the total mass or energy of the wind. As a result X-ray observations with ROSAT, ASCA, Chandra or XMM will only give lower limits on the mass and energy content of galactic winds.
2. The winds in these models contain gas at a wide range of temperatures and densities. In terms of a phase description there is a phase continuum of states rather than any particular well defined characteristic temperatures or densities.
3. The majority of the wind volume in almost all of these models is filled with hot gas, covering the temperature range $`10^{6.5}`$ to $`10^{7.5}\mathrm{K}`$. This gas is only a weak source of soft X-ray emission due to its low density.
4. The soft X-ray emission in these models does not come from any single well-defined temperature gas, but from a very wide range of temperatures from $`T10^5\mathrm{K}`$ to $`10^8\mathrm{K}`$. Fitting the resulting complex X-ray spectra with standard simple spectral models is likely to give misleading results.
5. In all of our models, regions of interaction between the hot wind and cooler denser material (originally part of the ambient ISM) give rise to a large fraction of the soft X-ray emission. In these simulations this X-ray emission can be from shock-heated ambient gas, and from the numerically broadened interfaces between cool dense and hot tenuous gas, although it is very difficult to discriminate between the two cases. In some of the models, in particular the mass-loaded models, the starburst region itself or the free wind region can be significant sources of soft X-ray emission. In the thin disk models shock-heated halo gas is also an important source of X-ray emission.
6. The primary variable affecting the soft X-ray luminosity of the galactic winds in these models is the density and distribution of the ambient, volume-filling, component of the ISM. The energy injection rate from the starburst, and mass-loading from dense clouds, do have a significant but secondary effect on the X-ray luminosity.
7. Mass-loading of the wind, either within the starburst region itself, or from clouds distributed more generally throughout the ISM, is not necessary to produce galactic winds of M82’s luminosity or characteristic soft X-ray temperature.
8. Hard X-ray emission from galactic winds is dominated by the starburst region itself. The ratio of hard X-ray to soft X-ray luminosity is typically $`L_{\mathrm{X},\mathrm{hard}}/L_{\mathrm{X},\mathrm{soft}}10^2`$. We confirm S94’s conclusion that the hard X-ray emission from starburst galaxies is not due to thermal emission associated with the starburst-driven wind.
### 5.3 Wind energetics
1. Galactic winds are efficient at transporting the energy supplied by the starburst out of the plane of the galaxy. As radiative losses are low, galactic winds seem likely to be good sources of heating for the IGM and ICM. This is in contrast to their low efficiency at moving mass out of the disk of starburst galaxies.
2. The energy within galactic winds is predominantly ($`60`$ per cent) kinetic energy of hot gas ($`10^{6.5}T(K)10^{7.5}`$). This is significantly different from the standard superbubble, where the majority of the energy is in the thermal energy of the hot bubble interior. The change from thermally-dominated to kinetically-dominated energetics occurs when the superbubble breaks out of the disk.
3. Hot gas also contains the majority ($`60`$ per cent) of the total thermal energy content of these winds. Exceptions to this rule are models with strong centralised mass-loading, where warm gas ($`10^{5.5}T(K)10^{6.5}`$) dominates the thermal energy content.
4. The total energy content of galactic winds appears extremely difficult to measure directly: Soft X-ray observations probe only denser low filling factor gas containing relatively little ($`<10`$ per cent) of either the total thermal or kinetic energy. Measuring the kinetic energy of the warm and hot phases is also hampered by the lack of any direct measurements of this gas’s velocity.
### 5.4 Concluding remarks
Our findings have major implications for the ultimate aim behind the study of galactic winds: measuring quantitatively the transport of mass, metal-enriched gas and energy out of star-forming galaxies.
These simulations measure, for the first time, the observationally important filling factor of the X-ray emitting gas. In all models, even those including different forms of mass-loading, we find that the soft X-ray emission from galactic winds comes from low filling factor ($`\eta <2`$ per cent) gas. This gas contains only a small fraction of the mass and energy of the wind. The majority of the thermal and kinetic energy of these outflows is in a hot, volume filling, component, which is extremely difficult to probe observationally due to its low density and hence low emissivity.
We also find that galactic winds are efficient at transporting energy out of the host galaxy, primarily in the form of the kinetic energy of hot, $`T10^{6.5}`$ to $`10^{7.5}\mathrm{K}`$, gas. This is an important finding, as it suggests that starburst-driven winds are a good mechanism for reheating the IGM and ICM, as required by recent observations.
In Paper II we shall present a direct comparison between the spectral properties and spatial distribution of the soft X-ray emission in these models and the existing X-ray data on M82, along with a discussion of which of these models best reproduces M82’s observed properties.
It is a pleasure to thank the referee, A. Ferrara, both for the scientific value of his comments and the punctuality of his response! We would also like to thank the numerous people whose comments on this work we have found enlightening, in particular Timothy Heckman, Martin Ward, Duncan Forbes, Trevor Ponman, Crystal Martin and Martin Norbury. DKS acknowledges financial support from a PPARC studentship, a Teaching Assistantship from the School of Physics & Astronomy at the University of Birmingham and through NASA grant NAGW 3138. IRS acknowledges support from a PPARC Advanced Fellowship. |
warning/0001/cond-mat0001005.html | ar5iv | text | # Linear and Nonlinear Rheology of Wormlike Micelles
## I Introduction
Rheology is the study of the deformation and flow of matter. Solids and fluids exhibit different flow behaviours under shear. Solids store mechanical energy and are elastic, whereas fluids dissipate energy and are viscous. Complex fluids (e.g. colloids, polymers), owing to their larger length scales which result in low mechanical susceptibilities ($`10^2`$ Pa as compared to $`10^{12}`$ Pa in atomic systems), show very complex flow behaviour and are viscoelastic. The relative proportion of elastic and viscous responses depends on the frequency of the applied stress. For example, for entangled polymer solutions, the stress relaxation predominantly occurs by reptation dynamics with time scales $`\tau _{rep}`$. This system will be more elastic for $`\omega >\tau _{rep}^1`$ whereas it will be more viscous for $`\omega <\tau _{rep}^1`$. One should also note that for soft condensed matter, the elastic modulus under shear stress is much smaller than the elastic modulus under compressive stress whereas these two moduli are nearly equal for conventional atomic systems.
Experiments on the rheology of matter involve the measurement and prediction of its flow behaviour. The method involves the application of a known strain or strain rate to a sample and the subsequent measurement of the stress induced in the sample or vice versa. The response of a viscoelastic material to an applied stress may be characterized as linear or nonlinear depending on the magnitude of the applied stress/strain rate.
### A Linear Rheology
The response of a material is linear when very small stresses (i.e. small compared to the spontaneous thermal fluctuations in the material) are applied. If a small step strain $`\gamma `$ is applied to a deformable material at time $`t=t_1`$, the stress induced in the material is given by $`\sigma _{xy}(t)=G(t,t_1)\gamma (t)`$ (Fig. 1), where $`G(t,t_1)`$ is the stress relaxation function. Here x and y define the velocity and velocity gradient directions, respectively. To linear order in $`\gamma `$, all other components of stress like $`\sigma _{xx}`$ are zero. Invoking time-translational symmetry, $`G`$ depends on the time difference between $`t`$ and $`t_1`$ i.e. $`G(t,t_1)=G(tt_1)`$. Exceptions to time-translational symmetry are found to occur in glassy systems which show aging behaviour. For an arbitrarily small applied strain rate $`\dot{\gamma }(t)`$, the stress $`\sigma _{xy}(t)`$ induced in the material is defined as
$$\sigma _{xy}(t)=\mathrm{}_{\mathrm{}}^tG(tt^{})\dot{\gamma }(t^{})dt^{},$$
(1)
where G(t) is known as the memory kernel for shear response.
(a) Oscillatory flow
If a strain $`\gamma (t)=\gamma _0e^{i\omega t}`$ is applied to the material, the stress developed in the sample can be out of phase with the strain by a phase angle $`\delta `$ (Fig. 2). For a viscoelastic material, $`\delta `$ lies between the limits $`\delta `$ = 0 (for a Hookean solid) and $`\delta `$ = $`\pi `$/2 (for a Newtonian fluid). Using Equation 1, the resulting stress may be written as
$$\sigma _{xy}(t)=\gamma _o\mathrm{}_{\mathrm{}}^tG(tt^{})i\omega e^{i\omega t^{}}dt^{}.$$
(2)
Putting $`\tau =tt^{}`$, it can be written as $`\sigma _{xy}(t)=\gamma _0e^{i\omega t}G^{}(\omega )`$, $`G^{}(\omega )=G^{}(\omega )+iG^{\prime \prime }(\omega )`$, is the complex shear modulus given by
$$G^{}(\omega )=i\omega \mathrm{}_0^{\mathrm{}}G(t)e^{i\omega t}dt.$$
(3)
The real part of $`G^{}(\omega )`$, called the storage modulus and denoted by $`G^{}(\omega `$), gives the elastic response of the material to the applied strain. It is the ratio of the stress in phase with the applied strain to the strain. The viscous response, defined by the loss modulus $`G^{\prime \prime }(\omega )`$, is the ratio of the out-of-phase stress component to the strain. Equation 3 implies that $`G^{}(\omega )`$ is an even function whereas $`G^{\prime \prime }(\omega )`$ is an odd function of $`\omega `$.
(b) Steady shear
When $`\dot{\gamma }(t)`$ = constant, the stress induced in the sample is given by $`\sigma _{xy}=\dot{\gamma }\mathrm{}_{\mathrm{}}^tG(tt^{})dt^{}=\eta _o\dot{\gamma }`$, where $`\eta _o`$ is the zero shear viscosity given by $`\eta _o=\mathrm{}_0^{\mathrm{}}G(t)dt`$. A non-zero value of $`\eta _o`$ implies the presence of liquid-like or glassy dynamics.
The simplest form of the response function G(t) is given by the Maxwell model, namely, $`G(t)=G_oe^{t/\tau _M}`$, or $`G^{}(\omega )=G_oi\omega \tau _M/(1+i\omega \tau _M)`$, where $`G_o`$ is the elastic modulus and $`\tau _M`$ is the Maxwell relaxation time related to zero frequency shear viscosity $`\eta _o=G_o\tau _M`$. For a Newtonian fluid, $`G_o\mathrm{},\tau _M0`$ such that $`\eta _o`$ remains constant. More generally, when there are many relaxation times present in the system, $`G(t)=_jG_je^{\frac{t}{\tau _j}}`$. For a continuous distribution of relaxation times, specified in terms of $`P(\tau )`$,
$$G(t)=G_o\mathrm{}_0^{\mathrm{}}P(\tau )e^{t/\tau }d\tau G_o\mu (t).$$
(4)
For entangled polymer solutions, the stress relaxation occurs by reptation dynamics with time scale $`\tau _{rep}`$, for which $`\mu (t)=_{nodd}\frac{8}{n^2\pi ^2}e^{(\frac{n^2t}{\tau _{rep}})}`$
In a linear creep experiment, a step response is applied ($`\sigma _{xy}=`$ 0 for t $``$ 0 and $`\sigma _{xy}=\sigma _o`$ for t $`>`$ 0) and strain $`\gamma (t)`$ is measured, which is a solution of
$$\sigma _o=\mathrm{}_0^tG(tt^{})\dot{\gamma }(t^{})dt^{}.$$
(5)
The linear response of a viscoelastic material to an applied stress may be determined by a conventional frequency sweep experiment done using a rotating disc or concentric cylinders rheometer. The rheometer applies very small oscillatory stresses and calculates the resultant strain in the sample over the desired frequency range. For an applied angular frequency $`\omega `$, the response that is in phase with the applied stress is used to calculate the storage modulus $`G^{}(\omega )`$ while the out of phase component gives the loss modulus $`G^{\prime \prime }(\omega )`$.
### B Nonlinear Rheology
Nonlinear rheology describes the response of a material to much larger stresses. As the name suggests, the strain induced in a sample varies nonlinearly with the applied stress in this regime. The nonlinear behaviour of a viscoelastic material in steady flow experiments is characterized by shear thinning or thickening, the presence of non-zero yield stress and normal stress differences, flow-induced phase transitions and the phenomenon of shear banding as shown schematically in Fig. 3. In nonlinear step strain experiments, if a large enough step strain $`\gamma _0`$ is applied to a sample, then the stress induced in the sample may be expressed by $`\sigma _{xy}(t)=\gamma _0G_{nl}(tt^{},\gamma _0)`$. The normal stresses under these conditions are no longer negligible and must be taken into consideration. For $`\gamma _o`$ 0, $`G_{nl}`$ G(t) as measured in linear rheology.
Systems of giant wormlike micelles formed in certain surfactant solutions are known to show very unusual nonlinear rheology. In steady shear, the shear stress saturates to a constant value above a critical strain rate $`\dot{\gamma }`$ (as shown in Fig. 3 (d)) while the first normal stress difference increases roughly linearly with shear rate . Such behaviour is a signature of mechanical instability of the shear banding type and may be understood in terms of the reptation-reaction model which involves the reversible breakage and recombination of wormlike micelles along with repation dynamics known for polymer solutions. Alternatively, the non-monotonicity of the flow curve has been attributed to the coexistence of two thermodynamically stable phases (isotropic and nematic) in the sheared solution .
The flow curve may be measured under conditions of controlled stress or strain rate, and depending on the time interval between the collection of data points, we can obtain metastable or steady-state branches, respectively. In stress relaxation experiments, a constant step strain rate is applied to the sample in the nonlinear regime, following which the relaxation of stress in the sample is measured as a function of time. Alternatively, stress relaxation may be studied after cessation of a controlled strain rate that had been applied to the sample for a known duration.
## II Our Experiments on CTAT aqueous solutions
We have studied the linear and nonlinear rheology of dilute aqueous solutions of the surfactant system CTAT (Cetyltrimethylammonium Tosilate) at 25C. Above concentrations of 0.04 wt.% , and temperatures of 23C , CTAT self-assembles to form cylindrical worm-like micelles which get entangled at concentration $`>`$ 0.9 wt.%. The lengths of these wormlike micelles depend on the concentrations of the surfactant and the added salt, the temperature and the energy of scission of the micelle. The energy of scission is the excess free energy of a pair of hemispherical end caps relative to the rod like region containing an equivalent number of surfactant molecules. The number density of the elongated micelles of length L is given by
$$C_o(L)\frac{1}{L^2}exp(\frac{L}{L_{avg}})$$
(6)
where L is expressed in monomer units and
$$L\varphi ^{0.5}exp(\frac{E_{scis}}{2k_BT})$$
(7)
where $`\varphi `$ is the surfactant volume fraction and $`E_{scis}`$ is the energy of scission of the micelle. In these systems, stress relaxation occurs by reptation with time scale $`\tau _{rep}`$ (the curvilinear diffusion of the micelle through an imaginary tube segment) as for conventional polymers and by the reversible scission (breakdown and recombination of micelles with time scale $`\tau _b`$) . The time scales $`\tau _{rep}`$ and $`\tau _b`$ may or may not be comparable and depend on the surfactant concentration, presence of counterions in the solution and temperature.
(a) Macrorheology measurements
The frequency response of a viscoelastic material may be measured using a rheometer which consists of a device that can simultaneously apply a torque and measure the resultant strain. The in-phase and out-of-phase responses of the material to the torque are measured to calculate its elastic and viscous moduli, respectively. The instrument used by us is Rheolyst AR-1000N (T.A. Instruments, U.K.) stress controlled rheometer with temperature control and software for strain rate control to measure the elastic and viscous responses of 1 wt.% CTAT between the angular frequency range of 0.03 rad/sec and 10 rad/sec. The rheometer used was equipped with four strain gauge transducers capable of measuring the normal force with an accuracy of $`10^4`$ N. The measurements were made using a cone-and-plate geometry of cone diameter 4 cm and angle 159<sup>′′</sup>.
The linear regime of CTAT was first ascertained by looking for a range of stress values where the magnitude of the response functions were found to be independent of the applied oscillatory stress. The elastic and viscous moduli and the viscosity of CTAT 1 wt.% at 25C were found to be constant for stresses between 0.05 and 0.1 Pa, oscillating at a frequency of 0.1 Hz. Hence for the linear response measurement, 0.08 Pa was chosen as the amplitude of the oscillatory stress, oscillating between angular frequencies 0.03 rad/sec and 10 rad/sec. At frequencies higher than 10 rad/sec, the waveform depicting the strain becomes distorted, possibly due to the slip between the sample and the plates. This, therefore, limits the measurements till 10 rad/sec. Linear response measurements (Fig. 4 ) show that at the lowest frequencies, CTAT behaves like a viscous material, whereas in higher frequency runs, the behaviour is found to be predominantly elastic. The crossover is found to occur at 0.45 rad/sec which corresponds to a relaxation time $`\tau _R`$ of 2.2 seconds. Cates et al have shown that for a system of wormlike micelles, like CPyCl/NaCl, $`G^{}(\omega )`$ and $`G^{\prime \prime }(\omega )`$ are given by Maxwell model:
$`G^{}(\omega )=G_o\omega ^2\tau _{R}^{}{}_{}{}^{2}/(1+\omega ^2\tau _{R}^{}{}_{}{}^{2}),`$
$`G^{\prime \prime }(\omega )=G_o\omega \tau _R/(1+\omega ^2\tau _{R}^{}{}_{}{}^{2}),`$
where $`\tau _R=(\tau _b\tau _{rep})^{1/2}`$. Figs 5 (a) and (b) show the least square fits of the data to the Maxwell model giving $`G_o`$ = 2.1 Pa and $`\tau _R`$ = 2.2 sec. We find that for CTAT at concentration 1 wt.%, the fit is very poor. Further, the Cole-Cole plot (Fig 5 (c)) corresponding to the above data shows a deviation from the semi-circular behaviour expected in Maxwellian systems and shows an upturn at high frequencies. This deviation from Maxwellian behaviour is possibly due to the comparable values of $`\tau _{rep}`$ and $`\tau _b`$ in this system unlike in other wormlike micellar systems where the differences in the time scales ($`\tau _b<<\tau _{rep}`$), lead to a ’motional averaging’ effect. We have tried the Doi-Edward model where
$`G^{}(\omega )=G_o{\displaystyle \underset{podd}{}}(\omega \tau _D/p)^2/(1+(\omega \tau _D/p)^2)`$
$`G^{\prime \prime }(\omega )=G_o{\displaystyle \underset{podd}{}}(\omega \tau _D/p)/(1+(\omega \tau _D/p)^2)`$
Here also, the fit with p = 1 and 3 is poor as shown in Fig. 6. The Doi-Edward model gives $`G_o`$ 3 Pa and $`\tau _D`$ 1 sec. We also find that the Hess model which is given by
$`G^{}(\omega )=((\eta _o\eta _{\mathrm{}})/\tau _ϵ)\omega ^2\tau _{ϵ}^{}{}_{}{}^{2}/(1+\omega ^2\tau _{ϵ}^{}{}_{}{}^{2})`$
$`G^{\prime \prime }(\omega )=((\eta _o\eta _{\mathrm{}})/\tau _ϵ)\omega \tau _ϵ/(1+\omega ^2\tau _{ϵ}^{}{}_{}{}^{2})`$
does not fit our data over the entire frequency range. In this model, $`\eta _{\mathrm{}}`$ is the high frequency shear viscosity and $`\tau _ϵ`$ is a characteristic relaxation time of the system. It is likely that $`G^{}(\omega )`$ and $`G^{\prime \prime }(\omega )`$ can be fitted with a model calculated in low and high frequency regions separately, as is usually done in polymer literature. Linear response measurements were also made for CTAT 1.9wt.% and CTAT 5wt.%. Interestingly, CTAT 1.9wt.% shows an anomalously large relaxation time, whereas CTAT 5 wt.% is found to exhibit Maxwellian behaviour, as also seen in recent studies .
(b) Microrheology measurements
In recent years, micro-rheological techniques have been developed in addition to macroscopic rheometry measurements using rotating disc or concentric cylinder rheometer. The basic idea behind microrheology is the tracking or manipulation of sub-micrometer particles immersed in the viscoelastic medium to be studied. Using magnetic beads as the probe particles, which can be manipulated by magnetic field gradients, the viscoelastic properties of F-actin networks and the vitreous body of the eye have been measured. It is also possible to do microrheological measurements by a quantitative measurement of the mean square displacement $`<\mathrm{\Delta }r^2(t)>`$ of the probe particles caused due to thermal fluctuations. This can be done either using laser interferometry with a resolution less than 1 nm or by diffusing wave spectroscopy.
The motion of the probe particle of radius ’a’ may be described by a generalized Langevin equation given by :
$$m\dot{v}(t)=f_R(t)\mathrm{}_0^{\mathrm{}}\zeta (t\tau )v(\tau )d\tau $$
(8)
where $`m\dot{v}(t)`$ is the inertia of the particle, $`f_R(t)`$ is the contribution due to electrostatic and Brownian forces on the particle. $`\zeta `$ defines a time-dependent memory function which contributes to the viscous damping of the particle in the viscoelastic medium. The memory function $`\zeta (t)`$ and $`f_R(t)`$ are related by the following temporal autocorrelation function:
$$<f_R(0)f_R(t)>=k_BT\zeta (t)$$
(9)
where $`k_B`$ is the Boltzmann’s constant and T is the temperature.
In the frequency domain, the viscosity of the medium may be related to the frequency dependent memory function by the generalized Stokes-Einstein relation
$$\stackrel{~}{\eta }(s)=\frac{\stackrel{~}{\zeta }(s)}{6\pi a}$$
(10)
where s is the complex frequency given by $`s=i\omega `$. The complex viscoelastic modulus is given by
$$\stackrel{~}{G}(s)=s\stackrel{~}{\eta }(s)=\frac{s}{6\pi a}[\frac{6k_BT}{s^2<\mathrm{\Delta }r^2(s)>}ms]$$
(11)
The last term on the right hand side of Equation 11 is the contribution due to the inertia of the particle and can be omitted except at very high frequencies. $`<\mathrm{\Delta }r^2(t)>`$ of the probe particle is obtained from the intensity autocorrelation function which can be measured in diffusing wave spectroscopy experiments in the transmission or backscattering geometries. The Laplace transform of $`<\mathrm{\Delta }r^2(t)>`$ is used to calculate $`\stackrel{~}{G}(s)`$ using Equation 11. $`\stackrel{~}{G}(s)`$ is then fitted to a functional form in s, which may then be used to calculate $`G^{}(\omega )`$, using the method of analytic continuation.
We have used microrheology to estimate the $`G^{}(\omega )`$ and $`G^{\prime \prime }(\omega )`$ of an aqueous solution of CTAT of weight fraction 1%. The probe particles used are polystyrene colloidal particles of diameter 0.23 $`\mu `$m dispersed in water at $`\varphi =1\%`$. Diffusing wave spectroscopy was performed on the equilibrated sample using our light scattering setup consisting of a $`Kr^+`$ ion laser (model 2020, Spectra Physics, U.S.A., excitation wavelength used 647.1 nm), a homemade spectrometer, photomultiplier tube (model R943-02, Hamamatsu, Japan), single photon amplifier discriminator (SPEX) and a MALVERN 7132 CE 64 channel correlator (Fig. 7). The light scattered I<sub>s</sub>(t) by the probe particles in the backscattering direction at a temperature of 25C is used to measure the normalized intensity autocorrelation function $`g_2(t)=<I_s(0)I_s(t)>/<I_s(0)>^2`$, as shown in Fig. 8 (a). For backscattering geometry, $`g_2(t)e^{\mathrm{\Gamma }(k^2<\mathrm{\Delta }r^2(t)>)^{1/2}}`$ , which is used to get $`<\mathrm{\Delta }r^2(t)>`$ as shown in Fig 8 (b), using $`\mathrm{\Gamma }`$ = 2. The parameter $`\mathrm{\Gamma }`$ is a constant depending on the polarisation of the scattered light and varies inversely with the transport mean free path l of the diffusing photon. Fig 8 (c) shows G(s) calculated using Equation 11, which was fitted to $`G(s)=p_o+p_1s^{0.55}+p_2s^{0.3}+p_3s^{0.5}+p_4s`$ . Putting $`s=i\omega `$, $`G^{}(\omega )`$ and $`G^{\prime \prime }(\omega )`$ of the dispersing gel are calculated as shown in Fig. 8(d). Comparison of Figs. 4 and 8 (d) shows similar magnitudes of the viscoelastic response functions obtained by macrorheology and microrheology methods. Further, in Fig. 8(d), the crossover of the viscous and elastic moduli occur at $`\omega _{co}`$0.4 rad/sec, indicating a relaxation time $`\tau _R`$ 2.5 seconds for 1% CTAT at $`25^{}`$C, similar to macrorheology measurements. It may be noted that microrheology may be used to calculate the frequency response of CTAT to much higher frequencies than the conventional rheometer experiment.
## III Nonlinear rheology of CTAT
To study the nonlinear rheology of CTAT, we have measured the flow curve of CTAT 1.35wt.% at 25 C as shown in Fig. 9 . The measurements are done under conditions of controlled stress. The data points are collected at intervals of 1 second, a value comparable to the relaxation time of the sample. The resultant branch of the measured flow curve is metastable, and its existence was demonstrated by Grand et al. The flow curve is found to saturate to a constant stress value above a critical shear rate $`\dot{\gamma }_c`$, while the first normal stress difference is found to increase linearly with shear rate. The plateau of the shear stress at high shear rates in CPyCl/NaSal has been interpreted by Grand et al as a characteristic feature of the flow curves of complex fluids that gives rise to a mechanical instability of the nature of shear banding. Shear banding results in the formation of bands of high and low viscosities in the sample, supporting low and high shear rates, respectively. However, the same phenomenon observed in CTAB/NaSal at a higher concentration has been explained by Berret et al as due to the coexistence of isotropic and nematic phases in the sheared sample.
In addition to the measurement of the flow curve for our system, we have studied the stress relaxation in the sample after subjecting it to a step strain rate. At 25C, on applying controlled shear rates whose values lie in the plateau region of the flow curve, the stress, instead of decaying to a steady state, is found to oscillate in time. Fig. 10 shows the time dependent stress relaxation in the 1.35wt.% CTAT sample at 25C, on subjecting the sample to a step strain rate of 100s<sup>-1</sup>. The Fourier spectra of these time-dependent signals show time scales of the order of a few tens of seconds, which are an order of magnitude larger than $`\tau _R`$.
We identify the observed time-dependent behaviour as a manifestation of the mechanical instability due to the formation of shear bands. Preliminary analysis of the time series obtained from the stress relaxation experiments done in the nonlinear regime shows the existence of positive Lyapunov exponents and finite correlation dimensions ($`>`$ 2 at shear rates $`>`$ 75 s<sup>-1</sup>), which points to the existence of deterministic chaos in sheared aqueous solutions of CTAT. The Lyapunov exponent characterizes the divergence of stress trajectories in the system, whereas the correlation dimension gives us information about the geometry of the attractor on which the trajectories in phase space asymptotically lie. On increasing the temperature of the sample to 35C, and on maintaining the same shear rates as in the previous experiments done at 25C, the time dependent oscillations in the stress relaxation are found to disappear completely. This is in accordance with previous studies on the temperature dependence of the flow curve of CPyCl/NaSal which shows a decrease in the width of the plateau with increasing temperature. The disappearance of the time-dependent behaviour in sheared CTAT at higher temperatures is thus a direct consequence of the disappearance of the shear bands in the sample. We have done extensive studies on the time-dependence of the stress relaxation of dilute, aqueous, sheared solutions of CTAT by doing more elaborate analysis of the time-series obtained from our experiments.
AKS thanks Board of Research in Nuclear Sciences and RB thanks the CSIR for financial support. We thank Sriram Ramaswamy, P. R. Nott and V. Kumaran for the use of the rheometer. We would like to acknowledge M. E. Cates’ lectures on rheology delivered at the Summer School on Soft Condensed Matter, International Center of Theoretical Physics, Italy, May 4 - June 5, 1998.
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warning/0001/hep-lat0001002.html | ar5iv | text | # Partially Quenched Chiral Condensates from the Replica Method
## Abstract
A large-$`N_f`$ expansion is used to compute the partially quenched chiral condensate of QCD in the microscopic finite-volume scaling region.
NBI-HE-00-01
hep-lat/0001002
While the replica method has found widespread use in condensed matter physics as a means of generating quenched averages, it has only rarely been applied in particle-physics contexts. Analytical approaches to quenching – so often used in lattice gauge theory simulations – have typically been based on the alternative supersymmetric method as applied to the effective chiral Lagrangian (see also ref. ). In the past few years this supersymmetric method has been successful in deriving exact finite-volume scaling laws for the partially quenched chiral condensate, and in computing analytically the smallest Dirac operator spectrum in gauge theories with spontaneous chiral symmetry breaking . Because the supersymmetric method relies on a subtle definition of the global integration supermanifold of the effective Lagrangian, it is nevertheless of interest if the same results can be arrived at in an entirely different manner. Steps in that direction were made very recently in ref. , where it was shown that small-mass and large-mass series expansions of the partially quenched chiral condensate can be computed via the replica method. In the present paper we shall extend these results by showing that also a large-$`N_f`$ expansion is a suitable starting point for the replica method. The resulting series expansion for the partially quenched chiral condensate turns out to be a resummed version of the asymptotic large-mass expansion derived in ref. , and thus more accurate in the appropriate regime.
In the present context the replica method consists in adding to the SU($`N_c3`$) QCD Lagrangian of $`N_f`$ physical quark flavors $`N_v`$ additional “valence quarks”, which, in the simplest case, are taken to be mass-degenerate. We denote the physical quark masses by $`m_f`$, and the mass of the valence quarks by $`m_v`$. We next consider the extended QCD partition function in a sector of topological charge $`\nu `$, which we for simplicity take to be non-negative (all physical results are in any case symmetric under $`\nu \nu `$):
$$𝒵_\nu ^{(N_f+N_v)}=\left(\underset{f=1}{\overset{N_f}{}}m_f^\nu \right)m_v^{N_v\nu }[dA]_\nu \stackrel{}{det}(i\text{/}Dm_v)^{N_v}\underset{f=1}{\overset{N_f}{}}\stackrel{}{det}(i\text{/}Dm_f)e^{S_{YM}[A]}.$$
(1)
The prime on the determinants indicate that they exclude zero modes, whose effect has already been taken into account by the prefactors. This is an (unnormalized) average of $`N_v`$ identical replicas of the fermionic partition function
$$𝒵_v𝑑\overline{\psi }𝑑\psi \mathrm{exp}\left[d^4x\overline{\psi }(i\text{/}Dm_v)\psi \right].$$
(2)
Letting $`N_v=0`$ just reproduces the original QCD partition function. But the theory extended with $`N_v`$ additional quark species can serve as a generating functional of partially quenched averages of $`\overline{\psi }\psi `$ if one sets $`N_v`$ to zero after having performed the required differentiations. Assuming that $`𝒩N_f+N_v`$ is small enough for spontaneous chiral symmetry breaking to take place according to the conventional SU($`𝒩)\times `$SU($`𝒩)`$ SU($`𝒩`$), the theory can be analyzed in the low-energy region by means of its effective chiral Lagrangian. For $`N_v`$ integer, this is completely straightforward, and no additional assumptions are required. In order to apply the replica method one must in addition rely on analyticity in the number of flavors $`𝒩`$. This is the non-trivial step, and it is a priori far from obvious that it can be done at all. But as shown in ref. , the needed analytic continuation is possible in both small-mass and large-mass expansions. This is because the dimension of the coset group SU($`𝒩`$) in these expansions appears only in simple group invariants that are at most rational functions of polynomials in $`𝒩`$. Except for the appearance of poles, such functions involving only polynomials of $`𝒩`$ can unambiguously be continued to non-integer $`𝒩`$. As in ref. , we shall restrict ourselves to the low-energy and finite-volume regime where $`V1/m_\pi ^4`$ in the limit where $`V`$ is sent to infinity. In this finite-volume scaling region there are also exact non-perturbative results from both the supersymmetric method and universal Random Matrix Theory formulas with which to compare our results. The conventional infinite-volume chiral condensate is always normalized to $`\mathrm{\Sigma }`$, independently of the physical number of flavors $`N_f`$.
The (mass-dependent) partially quenched chiral condensate in the given finite four-volume $`V`$ is defined by
$$\frac{\mathrm{\Sigma }_\nu (\mu _v,\{\mu _f\})}{\mathrm{\Sigma }}\underset{N_v0}{lim}\frac{1}{N_v}\frac{}{\mu _v}\mathrm{ln}𝒵_\nu ^{(𝒩)}.$$
(3)
As indicated, in the above scaling region the masses only enter in the combinations $`\mu _fm_fV\mathrm{\Sigma }`$ and $`\mu _vm_vV\mathrm{\Sigma }`$. In lattice gauge theory simulations the implied finite-volume scaling has been checked with staggered fermions and, very recently, also with lattice fermions sensitive to gauge field topology .
The effective finite-volume partition function is
$$𝒵_\nu ^{(𝒩)}=_{U(𝒩)}𝑑U(detU)^\nu \mathrm{exp}\left[\frac{1}{2}\mathrm{Tr}(U^{}+U^{})\right],$$
(4)
where $``$ is the $`𝒩\times 𝒩`$ matrix of rescaled masses: $`\mu _f=m_f\mathrm{\Sigma }V`$ for $`f=1,\mathrm{},N_f`$ and $`\mu _v=m_v\mathrm{\Sigma }V`$ in the remaining $`N_v`$ entries. We shall here compute the partially quenched chiral condensate by means of a large-$`N_f`$ expansion of this effective partition function . Because the effective action in eq. (4) involves $`𝒩`$ terms, while the integration is over $`𝒩^2`$ variables, it is conventional to perform the $`1/𝒩`$-expansion by considering an action rescaled by $`𝒩`$:
$$𝒵_\nu ^{(𝒩)}=_{U(𝒩)}𝑑U(detU)^\nu \mathrm{exp}\left[𝒩\mathrm{Tr}(AU^{}+UA^{})\right].$$
(5)
Letting $`\lambda _a`$ denote the eigenvalues of $`A^{}A`$, the relation between these and the rescaled masses are thus
$$\lambda _a^{1/2}=\frac{1}{2𝒩}\mu _a.$$
(6)
At $`N_f=\mathrm{}`$, the starting point of a large-$`N_f`$ expansion, the effective partition function is known to describe two diffferent phases . Defining
$$\sigma _k\frac{1}{𝒩}\underset{a}{}\frac{1}{\lambda _a^{k/2}},$$
(7)
the transition between the two phases occurs at $`\sigma _1=2`$ for $`\nu =0`$ , and this remains unchanged for any finite $`\nu `$. We shall here focus on the phase with $`\sigma _1<2`$, which thus corresponds to large masses. We also note that
$$\sigma _k=2^k𝒩^{k1}\underset{a}{}\frac{1}{\mu _a^k},$$
(8)
and introduce in addition
$$\overline{\sigma }_k\underset{a}{}\frac{1}{\mu _a^k}.$$
(9)
Conventionally one defines the free energy by $`F^{(\nu )}(1/𝒩)\mathrm{ln}𝒵_\nu `$, but we shall instead need $`^{(\nu )}𝒩F^{(\nu )}=\mathrm{ln}𝒵_\nu `$ (see $`e.g.`$ eq. (3)). In the large-$`𝒩`$ expansion one most readily computes
$$F_a^{(\nu )}\frac{F^{(\nu )}}{\lambda _a}=\frac{2𝒩}{\mu _a}\frac{^{(\nu )}}{\mu _a},$$
(10)
which is particularly convenient for our purposes, since this is directly related to the partially quenched chiral condensate:
$$\frac{\mathrm{\Sigma }_\nu (\mu _v,\{\mu _f\})}{\mathrm{\Sigma }}=\frac{1}{N_v}\frac{}{\mu _v}^{(\nu )}|_{N_v=0}.$$
(11)
We thus need $`N_v`$-fold degenerate eigenvalues $`\mu _v`$, and can trivially take the $`N_v0`$ limit (as was to be expected in an expansion around $`N_f=\mathrm{}`$).
In the sector of topological charge $`\nu =0`$ a large-$`𝒩`$ expansion of the effective partition function (5) has been worked out to high orders by Gross and Newman , and we can directly make use of their results. They find, in the phase with $`\sigma _1<2`$,
$`F_a^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{\lambda _a^{1/2}}}\left(1{\displaystyle \frac{1}{2𝒩}}{\displaystyle \underset{b}{}}{\displaystyle \frac{1}{\lambda _a^{1/2}+\lambda _b^{1/2}}}\right){\displaystyle \frac{1}{16𝒩^2(2\sigma _1)\lambda _a^{3/2}}}`$ (15)
$`{\displaystyle \frac{9}{256𝒩^4}}\left[{\displaystyle \frac{1}{(2\sigma _1)^3\lambda _a^{5/2}}}+{\displaystyle \frac{\sigma _3}{(2\sigma _1)^4\lambda _a^{3/2}}}\right]`$
$`{\displaystyle \frac{9}{2048𝒩^6}}[{\displaystyle \frac{25}{(2\sigma _1)^5\lambda _a^{7/2}}}+{\displaystyle \frac{42\sigma _3}{(2\sigma _1)^6\lambda _a^{5/2}}}`$
$`+({\displaystyle \frac{42\sigma _3^2}{(2\sigma _1)^7}}+{\displaystyle \frac{25\sigma _5}{(2\sigma _1)^6}}){\displaystyle \frac{1}{\lambda _a^{3/2}}}]+\mathrm{}`$
It is not a priory obvious that this large-$`𝒩`$ expansion is suitable for our purposes, since we are certainly only interested in the expansion for relatively small $`N_f`$. In fact, we shall even also seek the other extreme limit of $`N_f=0`$, which just corresponds to the fully quenched case. However, in the phase with $`\sigma _1<2`$ the large-$`𝒩`$ expansion ought to be connected with the saddle-point expansion, which in turn should be related to the large-mass expansion derived in ref. . As we shall explicitly verify below, this is indeed the case.
Using relations (9) and (10) we directly recover an expansion for the partially quenched chiral condensate in a gauge field sector of vanishing topological charge:
$`{\displaystyle \frac{\mathrm{\Sigma }_0(\mu _v,\{\mu _f\})}{\mathrm{\Sigma }}}`$ $`=`$ $`1{\displaystyle \underset{j=1}{\overset{N_f}{}}}{\displaystyle \frac{1}{\mu _v+\mu _j}}{\displaystyle \frac{1}{\mu _v^2}}[{\displaystyle \frac{1}{8(1\overline{\sigma }_1)}}+{\displaystyle \frac{9}{128(1\overline{\sigma }_1)^4}}\overline{\sigma }_3`$ (19)
$`+{\displaystyle \frac{189}{512(1\overline{\sigma }_1)^7}}\overline{\sigma }_3^2+{\displaystyle \frac{225}{1024(1\overline{\sigma }_1)^6}}\overline{\sigma }_5+\mathrm{}]`$
$`{\displaystyle \frac{1}{\mu _v^4}}\left[{\displaystyle \frac{9}{128(1\overline{\sigma }_1)^3}}+{\displaystyle \frac{189}{512(1\overline{\sigma }_1)^6}}\overline{\sigma }_3+\mathrm{}\right]`$
$`{\displaystyle \frac{1}{\mu _v^6}}\left[{\displaystyle \frac{225}{1024(1\overline{\sigma }_1)^5}}+\mathrm{}\right]+\mathrm{}`$
Remarkably, all explicit factors of $`𝒩`$ have cancelled, and the above expansion is perfectly well-defined for any $`N_f`$, even all the way down to $`N_f=0.`$<sup>1</sup><sup>1</sup>1Note that the limit $`N_v=0`$ has already been taken here, so that $`𝒩=N_f`$ at this point. The only requirement is that $`\sigma _1<2`$, which translates into $`\overline{\sigma }_1<1`$ (in the $`N_f=0`$ case there is no such requirement, and one simply sets all void sums to zero in the above expansion). As expected, the resulting series is thus related to the large-mass expansion of ref. . In fact, many curious regularities observed in the large-mass expansion of ref. now find their explanation: the above large-$`𝒩`$ series is a non-trivial resummation of the ordinary large-mass expansion that highlights the special role played by the first inverse mass sum $`\overline{\sigma }_1`$. In ref. the large-mass series was for convenience truncated at an order (7th) taken to be the same both in the quenched mass $`\mu _v`$ and the physical masses $`\mu _f`$. Indeed, if one truncates the expansion of eq. (19) at the same order, one recovers exactly the large-mass series derived in ref. . It is also in this form that one can most easily compare with the analytical results of both the supersymmetric method and Random Matrix Theory , and as already noted in ref. there is perfect agreement with both. However, only the large-$`N_f`$ expansion has revealed that a resummation of the series is possible.
The large-mass expansion of ref. made use of the fact that the $`\nu =0`$ effective partition function factors into two pieces, one originating directly from the leading-order saddle point solution, and a remaining function which is annihilated by a set of Virasoro generators. Unfortunately, it is not presently known how to extend this technique based on Virasoro constraints to the case of $`\nu 0`$. But the large-$`𝒩`$ expansion is not afflicted with this problem, and it can easily be carried through to the case $`\nu 0`$. Also here much of the work has already been done for us. In particular, Brihaye and Rossi have derived the large-$`𝒩`$ expansion up to order $`1/𝒩^4`$ in the free energy. Using our notation their result for the free energy $`F^{(\nu )}=1/𝒩\mathrm{ln}𝒵_\nu `$ reads
$`F^{(\nu )}`$ $`=`$ $`2{\displaystyle \underset{a}{}}\lambda _a^{1/2}{\displaystyle \frac{1}{2𝒩}}{\displaystyle \underset{a,b}{}}\mathrm{ln}[\lambda _a^{1/2}+\lambda _b^{1/2}]`$ (21)
$`+{\displaystyle \frac{1}{2𝒩}}(\nu ^2{\displaystyle \frac{1}{4}})\mathrm{ln}(2\sigma _1)+{\displaystyle \frac{(\nu ^2\frac{1}{4})(\nu ^2\frac{9}{4})}{24𝒩^3}}{\displaystyle \frac{\sigma _3}{(2\sigma _1)^3}}+\mathrm{}`$
This corresponds to
$`F_a^{(\nu )}`$ $`=`$ $`{\displaystyle \frac{1}{\lambda _a^{1/2}}}\left(1{\displaystyle \frac{1}{2𝒩}}{\displaystyle \underset{b}{}}{\displaystyle \frac{1}{\lambda _a^{1/2}+\lambda _b^{1/2}}}\right){\displaystyle \frac{1}{16𝒩^2(2\sigma _1)\lambda _a^{3/2}}}+{\displaystyle \frac{\nu ^2\frac{1}{4}}{4𝒩^2(2\sigma _1)\lambda _a^{3/2}}}`$ (23)
$`{\displaystyle \frac{(\nu ^2\frac{1}{4})(\nu ^2\frac{9}{4})}{16𝒩^4}}\left[{\displaystyle \frac{\sigma _3}{(2\sigma _1)^4\lambda _a^{3/2}}}+{\displaystyle \frac{1}{(2\sigma _1)^3\lambda _a^{5/2}}}\right]+\mathrm{},`$
which in turn, introducing the rescaled sums (9) and the identification (10), leads to a partially quenched chiral condensate computed up to $`𝒪(1/𝒩^6)`$:
$`{\displaystyle \frac{\mathrm{\Sigma }_\nu (\mu _v,\{\mu _f\})}{\mathrm{\Sigma }}}`$ $`=`$ $`1{\displaystyle \underset{j=1}{\overset{N_f}{}}}{\displaystyle \frac{1}{\mu _v+\mu _j}}+{\displaystyle \frac{1}{\mu _v^2}}\left[{\displaystyle \frac{4\nu ^21}{8(1\overline{\sigma }_1)}}{\displaystyle \frac{(4\nu ^21)(4\nu ^29)}{128(1\overline{\sigma }_1)^4}}\overline{\sigma }_3+\mathrm{}\right]`$ (25)
$`{\displaystyle \frac{1}{\mu _v^4}}\left[{\displaystyle \frac{(4\nu ^21)(4\nu ^29)}{128(1\overline{\sigma }_1)^3}}+\mathrm{}\right]+\mathrm{}`$
Of course, for $`\nu =0`$ we recover the leading orders of the expansion (19). We also note that the first terms in eq. (23), those from the classical saddle point, are unaffacted by the presence of $`(detU)^\nu `$ in the integrand, as expected. If we expand the result (25) in $`\overline{\sigma }_1`$ we find
$`{\displaystyle \frac{\mathrm{\Sigma }_\nu (\mu _v,\{\mu _f\})}{\mathrm{\Sigma }}}`$ $`=`$ $`1{\displaystyle \underset{j=1}{\overset{N_f}{}}}{\displaystyle \frac{1}{\mu _v+\mu _j}}+{\displaystyle \frac{1}{\mu _v^2}}[{\displaystyle \frac{4\nu ^21}{8}}(1+\overline{\sigma }_1+\overline{\sigma }_1^2+\overline{\sigma }_1^3+\overline{\sigma }_1^4+\mathrm{})`$ (28)
$`{\displaystyle \frac{(4\nu ^21)(4\nu ^29)}{128}}\overline{\sigma }_3(1+4\overline{\sigma }_1+10\overline{\sigma }_1^2+20\overline{\sigma }_1^3+\mathrm{})+\mathrm{}]`$
$`{\displaystyle \frac{1}{\mu _v^4}}{\displaystyle \frac{(4\nu ^21)(4\nu ^29)}{128}}\left[1+3\overline{\sigma }_1+6\overline{\sigma }_1^2+10\overline{\sigma }_1^3+\mathrm{}\right]+\mathrm{}`$
As a check, this agrees with the asymptotic expansion of the the fully quenched ($`N_f=0`$) chiral condensate
$$\frac{\mathrm{\Sigma }_\nu (\mu _v)}{\mathrm{\Sigma }}=\mu _v\left[I_\nu (\mu _v)K_\nu (\mu _v)+I_{\nu +1}(\mu _v)K_{\nu 1}(\mu _v)\right]+\frac{\nu }{\mu _v},$$
(29)
as obtained from either the supersymmetric method or from Random Matrix Theory. However, the standard asymptotic expansions of these expressions, using the individual asymptotic series of the modified Bessel function $`I_n(x)`$ and $`K_n(x)`$, miss the possibility of resummations as in the large-$`𝒩`$ expansions (19) and (25). It is interesting to note that the otherwise ubiquitous $`\nu /\mu _v`$-term in the partially quenched chiral condensate, which normally can be traced directly back to the $`\mu _v^{N_v\nu }`$ factor from the zero modes in the original QCD partition function (1), is missing in the above expansion. It is due to a precise cancellation between this term and a $`𝒪(1/\mu _v)`$ piece arising from the asymptotic expansions of the modified Bessel functions in (29), which thus, beyond the classical saddle-point terms, starts at $`𝒪(1/\mu _v^2)`$.<sup>2</sup><sup>2</sup>2This cancellation was first observed by J. Verbaarschot (private communication).
To conclude, the large-$`𝒩`$ expansion of the effective partition function of QCD in the finite-volume scaling regime $`V1/m_\pi ^4`$ is a good starting point for an analytical computation of the partially quenched chiral condensate by means of the replica method. The resulting series is a resummation of the large-mass expansion derived by means of the same replica method in ref. . In the $`\nu =0`$ sector we have explicitly checked this agreement, while for sectors with $`\nu 0`$ we have confirmed in the $`N_f=0`$ case that the resulting series agrees with the asymptotic expansion of the partially quenched chiral condensate as it obtained by both the supersymmetric technique and Random Matrix Theory. The replica method is clearly a suitable alternative to these methods, at least in series expansions. To go beyond such expansions requires an analytical handle on “external-field” group integrals for unitary groups U($`n`$) with $`n`$ extended beyond integers, a problem that may appear forbiddingly difficult. Fortunately, less is actually needed: only the exact coefficient of the leading term in an $`ϵ`$-expansion of the group U($`N_f+ϵ`$), where $`N_f`$ is integer. Finding this exact expression will allow one to establish the surprising relationship between such group integrals and those of the supergroup extensions discussed in ref. . Other outstanding questions are how to use this method to derive spectral correlation functions of the Dirac operator , and how to understand why the correlations of the smallest Dirac eigenvalues can be described in terms of a theory extended with additional fermion species (a result that has a natural explanation in the supergroup formulation ). Finally, the replica method may also find use as an alternative way to perform partially quenched chiral perturbation theory in general, $`i.e`$, beyond the finite-volume scaling regime considered here.
Acknowledgement:
This work was supported in part by EU TMR grant no. ERBFMRXCT97-0122. |
warning/0001/hep-ph0001245.html | ar5iv | text | # On a possibility to determine the S–factor of the hep process in experiments with thermal (cold) neutrons
## Note added
After this paper was finished and sent to the editor, new calculations of the hep cross section appeared. In L.E. Marcucci et al., nucl-th/0003065 and nucl-th/0006005, it is claimed that, inspite of the centrifugal suppression, the $`p`$–state of the initial $`p`$<sup>3</sup>He system gives a sizable contribution to the cross section of the hep process (see also C.J. Horowitz, Phys. Rev. C 60, 022801 (1999)). The value of $`S(hep)`$ that was obtained by L.E. Marcucci et al. is approximately 5 times larger than the value found in Ref. and ascribes to the $`p`$–wave contribution about $`40\%`$ of the evaluated cross section. On the other hand, in T.-S. Park et al., nucl-th/0005069, based on an effective field theory of QCD, no explicit role is attributed to the $`p`$–wave contribution.
Our paper is based on the classical assumption that in the region of small energies (keV) of the proton only the $`s`$–wave is important (see, e.g., D.D. Clayton, Principles of stellar evolution and nucleosynthesis (McGraw-Hill, New York, 1968)). Should the importance of the $`p`$–wave be confirmed by further calculations, the method we proposed here allows to determine a lower bound on $`S(hep)`$ which is given by the major $`s`$–wave contribution. Finally we want to stress that a measurement of the process $`n+{}_{}{}^{3}\mathrm{H}{}_{}{}^{4}\mathrm{He}+e^{}+\overline{\nu }_e`$ at thermal neutron energies would allow to test theories of nuclear reactions, which are relevant for astrophysics.
In conclusion, we would like to stress that, in spite of the fact that the expected cross section of the above $`n+^3`$H process with thermal neutrons is relatively large, the proposed experiment is a very difficult one. A basic requirement for such an experiment is the availability of a large tritium target. We would like to notice that a 4 kg <sup>3</sup>H target exists and was discussed in the poster session P25 (L.N. Bogdanova et al.) at the recent conference Neutrino 2000 in Sudbury, June 2000. Of course, the problem of background to the process we propose is very severe. Let us notice that in order to reduce the background from cosmic rays, one could conceive to perform the experiment at a powerful underground reactor, like the one in Krasnoyarsk. |
warning/0001/math0001120.html | ar5iv | text | # A new method in Fano geometry
## 1. Introduction
### 1.1. Fano varieties
The purpose of this paper is to bound the degrees of large classes of Fano varieties.
###### Definition 1.1.
A unipolar $``$-Fano variety is an $`n`$-dimensional complex projective variety $`X`$ such that
i) $`X`$ is normal and $``$-factorial,
ii) the set of Weil divisors modulo numerical equivalence forms a group
$$\left\{𝔻_𝕏\right\}$$
with $`D_X`$ a Weil divisor,
iii) the $``$-Cartier $`\left(K_X\right)`$ is ample. We write
$$K_X=i_X\left\{D_X\right\},$$
for some positive integer $`i_X`$.
The positive integer $`i_X`$ is called the Weil index of $`X`$. Also we define
$$t_X$$
to be the smallest positive integer such that
$$t_XD_X$$
is Cartier. Then, of course,
$$\left(K_X\right)^n=\frac{\left(t_XK_X\right)^n}{t_X^n}.$$
By the Appendix to §1 of \[Re\], the group of Weil divisors is isomorphic to the set of saturated, torsion-free rank-one sheaves on $`X`$, which in turn is the same as the set of rank-one reflexive sheaves. These sheaves are called divisorial sheaves. For example, on a Cohen-Macaulay, normal variety, the dualizing sheaf is always divisorial.
We let
$$X^{}$$
denote the smooth points of $`X`$. Then any divisorial sheaf is equal to the push-forward of its restriction to any subset of $`X`$ whose complement has codimension at least two, in particular from $`X^{}`$.
### 1.2. One-canonical singularities
###### Definition 1.2.
A normal, Cohen-Macaulay variety $`X`$ is said to be $`1`$-canonical if, for any resolution
$$ϵ:YX$$
the differential
$$dϵ:ϵ^{}\left(\mathrm{\Omega }_X\right)\mathrm{\Omega }_Y$$
factors through a map
$$ϵ^{}\left(\mathrm{\Omega }_X^{}\right)\mathrm{\Omega }_Y,$$
that is, $`1`$-forms on $`X^{}`$ lift to holomorhic forms on $`Y`$.
Notice that this is the precise analogue with respect to one-forms of the condition on top forms which defines canonical singularities. Note also that the condition is automatically satisfied whenever the natural map
$$\mathrm{\Omega }_X\mathrm{\Omega }_X^{}$$
is surjective. It can be shown that any locally finite quotient of a smooth in codimension $`2`$ complete intersection is $`1`$-canonical (see \[Ra\]).
### 1.3. The theorem
We choose a very ample polarization
$$Hhighmultipleof\left\{D_X\right\}$$
and let
(1)
$$CH^{n1}X^{}$$
be a generic linear section curve of the embedding of $`X`$ given by $`H.`$
###### Theorem 1.1.
i) Let $`X`$ be a unipolar $``$-Fano variety with only log-terminal, $`1`$-canonical singularities. Then
$$(K)_X^n(\mathrm{max}.\{\frac{2\left(C\left(K_X\right)\right)}{\mu _{\mathrm{min}.}\left(T_X\right)},i_X\})^n(\mathrm{max}.\{\frac{2\left(C\left(K_X\right)\right)}{\mu _{\mathrm{min}.}\left(T_X\right)},t_X(n+1)\})^n$$
where
$$\mu _{\mathrm{min}.}\left(T_X\right)$$
is the minimum slope of the subquotients in a Harder-Narasimhan filtration of the tangent bundle $`T_X`$ of $`X`$ with respect to the polarization $`H`$ (see §5 below), and we always have
$$\frac{C(K_X)}{\mu _{\mathrm{min}.}(T_X)}i_X.$$
ii) Let $`X`$ be a unipolar $``$-Fano variety. Suppose that $`T_X`$ is semi-stable. Then
$$\frac{C\left(K_X\right)}{\mu _{\mathrm{min}.}\left(T_X\right)}=n$$
so that
$$(K)_X^n(\mathrm{max}.\{2n,t_X(n+1)\})^n.$$
In this paper we give a complete proof of this theorem. A slightly more general result is proved with a slightly different viewpoint in \[Ra\], which also contains some ancillary definitions, examples and technical details, as well as a number of applications. Here our purpose has been to clarify the main ideas of the proof, and we have thus steered a direct course to the main result while trying to make the argument comprehensible to nonexperts. At this point, we suggest that the first-time reader skip immediately to §11 below in order to get an idea of the strategy of the proof. Suffice it to say here that the proof is based on positivity properties of sheaves of differential operators and in particular is completely independent of rational curves and bend-and-break which were used heavily in earlier approaches to boundedness of Fano varieties (see \[Ko\] and references therein).
Both authors would like to thank Paul Burchard, János Kollár, and Robert Lazarsfeld for helpful communications and especially to thank James McKernan for several key suggestions and at least one important correction.
## 2. Good resolution of $`X`$
We will need to understand pull-back of divisorial sheaves under “nice” resolution of $`X`$. Let
$$ϵ:YX$$
be a resolution obtained by a succession of “modifications,” where a modification
$$X_{i+1}^{n_{i+1}}$$
of
$$X_i^{n_i}$$
is obtained by blowing up $`^{n_i}`$ along a smooth center inside the singular locus of $`X_i`$, then embedding the proper transform $`X_{i+1}`$ of $`X_i`$ into a projective space $`^{n_{i+1}}`$ via a sufficiently high multiple of the ample divisor
$$m_i𝒪_{^{n_i}}\left(1\right)F_i,$$
$`F_i`$ being the exceptional divisor of the blow-up. Repeating this process as necessary, we arrive at a smooth projective manifold $`Y`$ such that the exceptional locus $`E=_iE_i`$ lies over the singular set of $`X`$ and is a is a simple-normal-crossing divisor. $`Y`$ has Neron-Severi group (modulo numerical equivalence, given by
$$NS\left(Y\right)=\stackrel{~}{𝔻}_𝕏_𝕚𝔼_𝕚$$
where $`\stackrel{~}{D}_X`$ denotes the proper transform of the Weil divisor $`D_X`$.
If $`M`$ is a divisorial sheaf on $`X`$, then locally at any singular point of $`X`$,
$$M=IL$$
with $`I`$ the ideal sheaf of an effective Weil divisor and $`L`$ locally free of rank one. So we define the “integral-divisorial” pull-back $`ϵ_{id.}^{}M`$ of $`M`$ to be the line bundle on $`Y`$ given by sections of $`ϵ^{}L`$ whose order along each divisor $`B`$ is greater than or equal to
$$\mathrm{min}\left\{ord_B\left(fϵ\right):fI\right\}.$$
along that divisor. If $`M`$ is Cartier, then pull-back is just pull-back of line bundles. However, if $`M`$ is not Cartier, the natural map
$$mϵ_{id.}^{}Mϵ^{}mM$$
is not necessarily an isomorphism. Later we will need the fact that, for any morphism
$$MF$$
for $`M`$ divisorial and $`F`$ locally free, there is an induced morphism
$$ϵ_{id.}^{}Mϵ^{}F.$$
We have, for example, for any positive integer $`m^{}`$,
(2)
$$ϵ_{id.}^{}m^{}D_X=\stackrel{~}{D}_X+_i\stackrel{~}{a}_i\left(m^{}\right)E_i$$
where the $`\stackrel{~}{a}_i\left(m^{}\right)`$ are integers. On the other hand, for $`M`$ divisorial, one has the divisorial pull-back
$$ϵ_{div.}^{}M:=\frac{1}{m}ϵ^{}mM$$
where $`mM`$ is Cartier. So we have
(3)
$$ϵ_{div.}^{}D_X=\stackrel{~}{D}_X+_i\frac{a_i}{t_X}E_i$$
with the $`a_i`$ non-negative integers. Since there is a standard multiplication map
$$\left(ϵ_{id.}^{}M\right)^m\left(ϵ_{div.}^{}M\right)^m.$$
we have
(4)
$$\stackrel{~}{a}_i\left(m^{}\right)\frac{m^{}a_i}{t_X}.$$
By construction, we have that the divisor
$$m\stackrel{~}{D}_X+_i\left(\frac{a_i}{t_X}t_i\right)E_i.$$
is ample for $`0<`$ $`t_i<<1`$ and $`m>0`$. So, by the Kawamata-Viehweg Vanishing Theorem,
$$H^j\left(ϵ^{}mt_XD_X\right)=0$$
for $`jdimX`$. Also we have
$`K_Y`$ $`=`$ $`ϵ_{div.}^{}K_X+{\displaystyle _i}b_iE_i`$
$`=`$ $`i_X\stackrel{~}{D}_X+{\displaystyle _i}\left(b_i{\displaystyle \frac{i_X}{t_X}}a_i\right)E_i.`$
So by duality
(5)
$$H^j\left(K_Y+mϵ^{}t_XD_X\right)=H^j\left(\left(mt_Xi_X\right)\stackrel{~}{D}_X+_i\left(b_i+\left(m\frac{i_X}{t_X}\right)a_i\right)E_i\right)=0$$
for all $`j,m>0`$.
## 3. Bounding the Weil index
Referring to $`\left(\text{5}\right)`$
$`\chi \left(a\right)`$ $`=`$ $`h^0\left(K_Y+ϵ^{}at_XD_X\right)`$
$`=`$ $`h^0\left(\left(at_Xi_X\right)\stackrel{~}{D}_X+{\displaystyle _i}\left(b_i+\left(a{\displaystyle \frac{i_X}{t_X}}\right)a_i\right)E_i\right)`$
is zero for $`1at_X\left(i_X1\right),`$ since, in that case, the push-forward of a section would be negative along $`D_X`$. To see that $`\chi \left(a\right)`$ is not identically zero, choose large $`a`$ such that the pullback of $`at_XD_X`$ to $`Y`$ vanishes to order at least $`i_X`$ on $`\stackrel{~}{D}_X`$ and order at least $`b_i`$ on each $`E_i`$. Thus
$$\left(\frac{i_X1}{t_X}\right)\mathrm{deg}\chi \left(a\right)n.$$
so that
$`{\displaystyle \frac{i_X1}{t_X}}`$ $`<`$ $`n+1,`$
$`i_X`$ $``$ $`t_X\left(n+1\right).`$
(This argument in the smooth case is due to Kobayashi-Ochiai.)
Referring to §1 we therefore have
$$CD_X=\frac{CK_X}{i_X}\frac{CK_X}{t_X\left(n+1\right)}.$$
## 4. Atiyah class
Given line bundles $`L`$ and $`L^{}`$ on $`X^{}`$, the set of smooth points of $`X`$, let
$$𝔇^n(L,L^{})$$
denote the sheal of holomorphic differential operators of order $`n`$ on sections of $`L`$ with values in sections of $`L^{}`$. (If $`L=L^{}`$, we simply write $`𝔇^n\left(L\right)`$.) The sequence
$$0𝒪_X^{}𝔇^1\left(𝒪_X^{}\right)T_X^{}0$$
splits as a sequence of left $`𝒪_X^{}`$-modules but not as a sequence of right $`𝒪_X^{}`$-modules. In fact, if we tensor on the right by a line bundle $`L^{}`$ to obtain the exact sequence
$$0L^{}𝔇^1(L,𝒪_X^{})T_X^{}L^{}0$$
of left $`𝒪_X^{}`$-modules and then tensoring this last sequence on the left by $`L`$, we obtain the exact sequence
$$0𝒪𝔇_{T_X^{}}^1\left(L\right)T_X^{}0.$$
The obstruction to splitting this last sequence (as a sequence of left modules) is given by taking a meromorphic section $`l_0`$ on $`L`$ and splitting the above sequence over the set where $`l_00,\mathrm{}`$ via
$$\frac{}{x}\left(ll_0\frac{\left(l/l_0\right)}{x}\right).$$
Writing patching data $`\left\{z_U\right\}`$ for the divisor of $`l_0`$ we have
$$z_U^1\frac{\left(fz_U\right)}{x}z_U^{}^1\frac{\left(fz_U^{}\right)}{x}=f\left(\frac{\mathrm{log}z_U}{x}\frac{\mathrm{log}z_U}{x}\right)$$
so that the obstruction to splitting is given by
$$c_1\left(L\right)H^1\left(\mathrm{\Omega }_X^{}^1\right).$$
## 5. Harder-Narasimhan filtration
Throughout we will deal with vector bundles and sheaves modulo codimension-two phenomena. Thus “torsion” means torsion along a divisor, “vector bundle” means locally free through codimension one, etc.
Since the Picard number of $`X`$ is one and singularities are of codimension two, there is an unambiguous notion of stability ($`H`$-stability) of bundles on $`X^{}.`$ We will use in an essential way the Harder-Narasimhan filtration
$$E_1<\mathrm{}<E_{l\left(E\right)1}<E_X^{}$$
of a vector bundle $`E`$ with
$$\frac{E_i}{E_{i1}}$$
semi-stable locally free sheaves such that the slopes
$$\mu _i=\frac{c_1\left(\frac{E_i}{E_{i1}}\right)C}{rk\left(\frac{E_i}{E_{i1}}\right)}$$
form a strictly decreasing sequence whose extremal elements are denoted as
$$\mu _{\mathrm{max}.}\left(E\right),\mu _{\mathrm{min}.}\left(E\right)$$
respectively. By results of Mehta-Ramanathan (\[MehR\]), the above filtration restricts to a Harder-Narasimhan filtration on a generic curve $`CX^{}`$ and conversely, that is, a filtration that restricts to a HN-filtration on generic $`C`$, is an HN-filtration.
If
$$E=T_X^{},$$
then
$`\mu _{\mathrm{max}.}\left(T_X\right)`$ $`=`$ $`\mu \left(T_1\right)={\displaystyle \frac{c_1\left(T_1\right)C}{t_1}}{\displaystyle \frac{K_XC}{n}}`$
$`\mu _{\mathrm{min}.}\left(T_X\right)`$ $`=`$ $`{\displaystyle \frac{c_1\left(T_X^{}/T_{l\left(T_X^{}\right)1}\right)C}{t_{l\left(T_X^{}\right)}}}`$
where $`t_i=rk\left(T_i/T_{i1}\right)`$. Notice that, if $`T_X^{}`$ is non-negative, then all the $`T_i`$ are integrable since the map
$`T_iT_i`$ $``$ $`{\displaystyle \frac{T_X^{}}{T_i}}`$
$`\xi \eta `$ $``$ $`[\xi ,\eta ]`$
is $`𝒪_X^{}`$-bilinear and
$$2\mu _{\mathrm{min}.}\left(T_i\right)=2\mu \left(\frac{T_i}{T_{i+1}}\right)>\mu _{\mathrm{max}.}\left(\frac{T_X^{}}{T_i}\right).$$
Similarly suppose that, for some line bundle $`L`$, $`𝔇^1\left(L\right)`$ is non-negative. Let
$$D_1\mathrm{}D_{l\left(D\right)}=𝔇^1\left(L\right)$$
be an HN-filtration. Then the map
$`D_iD_i`$ $``$ $`{\displaystyle \frac{𝔇^1\left(L\right)}{D_i}}`$
$`\xi \eta `$ $``$ $`[\xi ,\eta ]`$
is also zero.
We begin by examining the slopes of the HN-filtration of
$$𝔇^1(L,𝒪_X^{})$$
the sheaf of first-order differential operators from a line bundle $`L`$ on $`X^{}`$ to the structure sheaf $`𝒪_X^{}`$. Again recalling that all sheaves are taken “modulo codimension two,” suppose that $`T^{}`$ is a torsion-free subbundle of $`T_X^{}`$. Then restricting the symbol map
$$𝔇^1\left(𝒪_X^{}\right)T_X^{}$$
to the preimage of $`T^{}`$, we obtain the sequence
$$0𝒪_X^{}𝔇_T^{}^1\left(𝒪_X^{}\right)T^{}0$$
is exact, so that the sequence
$$0L^{}𝔇_T^{}^1(L,𝒪_X^{})T^{}L^{}0$$
obtained by tensoring on the right with $`L^{}`$ is also exact.
## 6. Relative positivity of first order operators
###### Lemma 6.1.
Suppose $`T_X^{}`$ is positive and $`L`$ is a line bundle with $`LC0`$. Then
$$𝔇^1\left(L\right)$$
is positive, in fact
$$\mu _{\mathrm{min}.}\left(𝔇^1\left(L\right)\right)\mathrm{min}\{CD_X,\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X^{}\right)\}=:b.$$
###### Proof.
Consider the semi-stable quotient
$$𝔇^1\left(L\right)\frac{D_l}{D_{l1}}=:F.$$
in an HN-filtration for $`𝔇_1\left(L\right)`$. Thus
$$\mu _{\mathrm{min}.}\left(𝔇^1\left(L\right)\right)=\mu \left(F\right).$$
The composition
(6)
$$𝒪_X^{}𝔇^1\left(L\right)F$$
is either zero or injective (through codimension one). If it is zero then we have a quotient map
$$T_X^{}F$$
so that $`𝔇_1\left(L\right)`$ is positive since $`T_X^{}`$ is. In fact, in that case,
$$\mu _{\mathrm{min}.}\left(𝔇^1\left(L\right)\right)\mu _{\mathrm{min}.}\left(T_X^{}\right).$$
If the composition $`\left(\text{6}\right)`$ is injective, let
$$M$$
denote the saturation of the image of $`𝒪`$ in $`F`$. If
(7)
$$𝒪M,$$
then
$$c_1\left(M\right)D_XC$$
so that, by the semi-stability of $`F`$,
$$\mu \left(F\right)\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X^{}\right).$$
If
$$𝒪=M,$$
then
$$\frac{F}{M}$$
is a torsion-free quotient of $`F`$ and
$`c_1\left(F\right)`$ $`=`$ $`c_1\left({\displaystyle \frac{F}{M}}\right),`$
$`rkF`$ $`=`$ $`1+rk\left({\displaystyle \frac{F}{M}}\right)`$
so that
$$\mu \left(F\right)=\frac{c_1\left(\frac{F}{M}\right)}{1+rk\left(\frac{F}{M}\right)}$$
where
$$\mu \left(\frac{F}{M}\right)=\frac{c_1\left(\frac{F}{M}\right)}{rk\left(\frac{F}{M}\right)}\mu _{\mathrm{min}.}\left(T_X^{}\right).$$
Now, $`MF`$ by §4, so
$$\mu _{\mathrm{min}.}\left(𝔇^1\left(L\right)\right)\frac{rk\left(\frac{F}{M}\right)}{1+rk\left(\frac{F}{M}\right)}\mu _{\mathrm{min}.}\left(T_X^{}\right)\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X^{}\right).$$
## 7. Extending to the case of vector bundles
###### Lemma 7.1.
If $`E`$ is a positive vector bundle on $`X^{}`$, then
$$\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(E,𝒪)\right)\mu _{\mathrm{min}.}\left(E^{}\right)+b$$
where
$$b=\mathrm{min}\{D_XC,\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X^{}\right)\}.$$
###### Proof.
Via a HN-filtration for $`E`$ and the isomorphism
$$𝔇^1(E^{},𝒪)\frac{𝔇^1(E,𝒪)}{𝔇^1(E/E^{},𝒪)}$$
reduce to the case $`E`$ semi-stable. Let
$$M=detE.$$
We know from §6 that
$$\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(M,𝒪)\right)MC+b.$$
Next, deform to the normal cone. Namely blow up $`\left(C\times \left\{0\right\}\right)`$ in $`\left(X\times 𝔸^\mathrm{𝟙}\right)`$ and pull $`E`$ back to the product and let $`E^{}`$ be the restriction to the normal bundle $`N_{C\backslash X}`$ lying inside exceptional divisor. Since the deformation to the normal cone is trivial on a first-order neighborhood of the proper transform of $`\left(C\times 𝔸^\mathrm{𝟙}\right),`$ we have
$$𝔇^\mathfrak{1}(E,𝒪_C)=𝔇^\mathfrak{1}(E^{},𝒪_C)=𝔇^\mathfrak{1}(\nu ^{}E_C,𝒪_C)$$
where $`\nu :N_{C\backslash X}C`$ is the projection given by the normal bundle. Let $`e=rkE`$. Taking an unramified $`e`$-fold cover
$$\pi :\stackrel{~}{C}C,$$
we have
$$\nu ^{}E_C\times _C\stackrel{~}{C}=LF$$
with $`L`$ the pullback of a line bundle $`L_{\stackrel{~}{C}}`$.on $`\stackrel{~}{C}`$ and $`F`$ the pull-back of a semi-stable vector bundle $`F_{\stackrel{~}{C}}`$.on $`\stackrel{~}{C}`$. Also
$`e\left(c_1L\right)`$ $``$ $`\pi ^{}detE`$
$`c_1F`$ $``$ $`0.`$
So by the well-known theorem of Narasimhan-Seshadri, $`F_{\stackrel{~}{C}}`$ is given by a locally constant sheaf on $`\stackrel{~}{C}`$. Also the product rule induces an isomorphism
$`𝔇^\mathfrak{1}(L,𝒪_{\stackrel{~}{C}})`$ $``$ $`𝔇^\mathfrak{1}(L^e,L^{e1})=L^{e1}𝔇^\mathfrak{1}(L^e,𝒪_{\stackrel{~}{C}})`$
$`D`$ $``$ $`\left(l_1l_2\mathrm{}l_eDl_1l_2\mathrm{}l_e+l_1Dl_2\mathrm{}l_e+\mathrm{}\right)`$
so that, since HN-filtrations are preserved under covers, we have by the rank one case that
$`\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(L,𝒪_{\stackrel{~}{C}})\right)`$ $`=`$ $`\mu _{\mathrm{min}.}\left(L^{e1}𝔇^\mathfrak{1}(L^e,𝒪_{\stackrel{~}{C}})\right)`$
$`=`$ $`\left(e1\right)L\stackrel{~}{C}+\mu _{\mathrm{min}.}\left(\pi ^{}𝔇^\mathfrak{1}(det\left(\nu ^{}E_C\right),𝒪_N)\right)`$
$`=`$ $`\left(e1\right)L\stackrel{~}{C}+e\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(det\left(\nu ^{}E_C\right),𝒪_N)\right)`$
$`=`$ $`\left(e1\right)L\stackrel{~}{C}+e\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(detE,𝒪)\right)`$
$``$ $`\left(e1\right)L\stackrel{~}{C}+e\left(detE_C+b\right)`$
$`=`$ $`L\stackrel{~}{C}+eb`$
where $`N=N_{C\backslash X}`$. So, since $`E`$ is semi-stable
$$\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(L,𝒪_{\stackrel{~}{C}})\right)\frac{\pi ^{}detE}{e}+eb=e\left(\mu \left(E\right)+b\right).$$
On the other hand, since $`F_{\stackrel{~}{C}}`$ is locally constant and therefore $`F`$ is too, we have that
$$𝔇^\mathfrak{1}(FL,𝒪_{\pi ^1N})=F𝔇^\mathfrak{1}(L,𝒪_{\pi ^1N})$$
so that
$`\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(E,𝒪_C)\right)`$ $`=`$ $`\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(\nu ^{}E_C,𝒪_C)\right)`$
$`=`$ $`e^1\mu _{\mathrm{min}.}\left(\pi ^{}𝔇^\mathfrak{1}(det\left(\nu ^{}E_C\right),𝒪_{\stackrel{~}{C}})\right)`$
$`=`$ $`e^1\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(FL,𝒪_{\stackrel{~}{C}})\right)`$
$`=`$ $`e^1\mu _{\mathrm{min}.}\left(F^{}𝔇^\mathfrak{1}(L,𝒪_{\stackrel{~}{C}})\right)`$
$`=`$ $`e^1\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(L,𝒪_{\stackrel{~}{C}})\right).`$
Taken together $`\left(\text{7}\right)`$ and $`\left(\text{7}\right)`$ complete the proof in the case $`E`$ semi-stable. Therefore we are done. ∎
## 8. Extending to estimates to higher-order operators
In this section we work over $`X^{}`$, the set of smooth points of $`X`$. The extension of the above estimates to higher order operators will be made using the elementary fact that (restricting to $`X^{}`$) there is a natural surjection
(10)
$$𝔇^1(P^i\left(E\right),𝒪)𝔇^{m+1}(E,𝒪).$$
where $`P^i\left(E\right)`$ is the sheaf of $`i`$-th order jets of the vector bundle $`E`$, that is,
$$p_{}q^{}E$$
where $`p`$ and $`q`$ are the two projections of the $`i`$-th order neighborhood of the diagonal of $`X^{}\times X^{}`$. To see this, assigning to any section its $`i`$-th jet to get
$$𝔇^m(E,𝒪)=𝔬𝔪(P^i\left(E\right),𝒪)$$
where $`𝔬𝔪`$ is with reference to the left $`𝒪`$-linear structure. So we have a left $`𝒪`$-linear surjection
$$𝔇^\mathfrak{1}(P^i\left(E\right),𝒪)=𝔇^\mathfrak{1}\left(𝒪\right)Hom(P^i\left(E\right),𝒪)=𝔇^\mathfrak{1}\left(𝒪\right)𝔇^m(E,𝒪)𝔇^{m+1}(E,𝒪).$$
###### Lemma 8.1.
Suppose that $`T_X^{}`$ is positive so that
$$b=\mathrm{min}.\{CD_X,\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X\right)\}>0.$$
If $`E`$ is a positive vector bundle on $`X^{}`$,
$$\mu _{\mathrm{min}.}\left(𝔇^{m+1}(E,𝒪)\right)\mu _{\mathrm{min}.}\left(𝔇^\mathfrak{1}(P^i\left(E\right),𝒪)\right)\mathrm{min}.\{0,\mu _{\mathrm{min}.}\left(E^{}\right)+\left(m+1\right)b\}.$$
###### Proof.
The first inequality is obtained from $`\left(\text{10}\right)`$. For the second, we proceed by induction on $`m`$. The case $`m=0`$ comes from Lemma 7.1. Suppose now that, for the quotient
$$Q$$
of minimal slope in a HN-filtration of
$$𝔇^m(E,𝒪),$$
we know that
$$\mu \left(Q\right)\mathrm{min}.\{0,\left(\mu _{\mathrm{min}.}\left(E^{}\right)+mb\right)\}.$$
Now if
$$\mu \left(Q\right)<0,$$
we have that the semi-stable bundle $`Q^{}`$ is positive, so by Lemma 8.1,
$$\mu _{\mathrm{min}.}\left(𝔇^1(Q^{},𝒪)\right)\mu \left(Q\right)+b\mathrm{min}.\{b,\left(\mu _{\mathrm{min}.}\left(E^{}\right)+\left(m+1\right)b\right)\}.$$
On the other hand, if
$$\mu \left(Q\right)0,$$
then the sequence
$$0Q𝔇^1(Q^{},𝒪)QT_X^{}0,$$
the positivity of the tangent bundle, and the nice behavior of semi-stability under tensor product gives that
$$\mu _{\mathrm{min}.}\left(𝔇^1(Q^{},𝒪)\right)0.$$
Now, dualizing the exact sequence
$$0S𝔇^m(E,𝒪)Q0,$$
gives
$$0Q^{}P^m\left(E\right)S^{}0$$
from which we obtain the isomorphism
$$𝔇^1(Q^{},𝒪)\frac{𝔇^1(P^m\left(E\right),𝒪)}{𝔇^1(S^{},𝒪)}.$$
Thus
$$\mu _{\mathrm{min}.}\left(𝔇^1(P^m\left(E\right),𝒪)\right)\mu _{\mathrm{min}.}\left(𝔇^1(Q^{},𝒪)\right)$$
which completes the proof. ∎
## 9. Asymptotic semi-positivity
Specializing Lemma 8.1 to the case of line bundles $`L`$, we have
$$\mu _{\mathrm{min}.}\left(𝔇^1(P^i\left(L\right),𝒪)\right)\mathrm{min}.\{0,LC+\left(m+1\right)b\}$$
from which we immediately conclude:
###### Lemma 9.1.
If $`T_X`$ is positive and $`L`$ is any line bundle on $`X`$ and
$$\left(m+1\right)\frac{LC}{b},$$
then $`𝔇^\mathfrak{1}(P^m\left(L\right),𝒪)`$ and so also $`𝔇^{m+1}(L,𝒪)`$ are semi-positive.
So if
$$\frac{C\left(K_X\right)}{b}k\left(m+1\right)$$
we have that
(11)
$$𝔇^1(P^m\left(kK_X\right),𝒪),𝔇^{m+1}(\left(kK_X\right),𝒪)$$
are both semipositive. Recall that
$$b=\mathrm{min}.\{CD_X,\frac{1}{2}\mu _{\mathrm{min}.}\left(T_X\right)\}$$
so that
$$\frac{C\left(kK_X\right)}{b}=\mathrm{max}.\{\frac{2\left(C\left(kK_X\right)\right)}{\mu _{\mathrm{min}.}\left(T_X\right)},ki_X\}.$$
So if
$$\alpha \mathrm{max}.\{\frac{2\left(C\left(K_X\right)\right)}{\mu _{\mathrm{min}.}\left(T_X\right)},i_X\},$$
then whenever
$$\alpha k$$
is an integer we have that
$$𝔇^{\alpha k}(\left(kK_X\right),𝒪)$$
is semipositive.
###### Lemma 9.2.
If
$$\alpha \mathrm{max}.\{\frac{2\left(C\left(K_X\right)\right)}{\mu _{\mathrm{min}.}\left(T_X\right)},i_X\},$$
then whenever
$$\alpha k$$
is a sufficiently divisible integer,
$$𝔇^{\alpha k}(kK_X,𝒪_C)$$
is semi-positive (for sufficiently general $`C`$).
## 10. Positivity of the tangent bundle
¿From this point on we restrict the (normal) singularities we allow on $`X`$. The necessity of considering only log terminal $`X`$ derives from the following:
###### Lemma 10.1.
If $`X`$ is a log-terminal, $`1`$-canonical unipolar $``$-Fano variety, then
$$T_X$$
is positive, that is, it has no quotient $`Q`$ which is locally free in codimension one and has non-positive first Chern class
$$c_1\left(Q\right)\left(\right)D_X.$$
###### Proof.
Let
$$ϵ:YX$$
be as in 2. Then using $`\left(\text{2}\right)`$-$`\left(\text{3}\right)`$
$$ϵ_{id.}^{}m^{}D_X=\stackrel{~}{D}_X+_i\stackrel{~}{a}_i\left(m^{}\right)E_i$$
and
$$ϵ_{div.}^{}D_X=\stackrel{~}{D}_X+_i\frac{a_i}{t_X}E_i$$
There is an ample $``$-divisor
$`A`$ $`:`$ $`=ϵ_{div.}^{}D_X{\displaystyle _i}t_iE_i`$
$`=`$ $`\stackrel{~}{D}_X+{\displaystyle _i}\left({\displaystyle \frac{a_i}{t_X}}t_i\right)E_i`$
with $`0<t_i<<1`$. Suppose $`Q`$ is a torsion-free quotient of
$$T_X$$
with
$$c_1\left(Q\right)=m^{}D_X,m^{}0.$$
Then
$$rkQ=n^{}<n$$
since $`^nT_X`$ is positive. Define
$$M:=\left(^n^{}Q^{}\right),$$
and consider the natural map
$$M^n^{}\left(\mathrm{\Omega }_X^{}\right)$$
Then $`M^{}`$is a divisorial sheaf on $`X`$, so, using $`\left(\text{4}\right)`$
$`c_1\left(ϵ_{id.}^{}M^{}\right)`$ $`=`$ $`m^{}\stackrel{~}{D}_X+{\displaystyle _i}\stackrel{~}{a}_i\left(m^{}\right)E_i.`$
$`m^{}A`$ $`=`$ $`m^{}\stackrel{~}{D}_X+{\displaystyle _i}\left({\displaystyle \frac{m^{}a_i}{t_X}}t_i\right)E_i`$
$`c_1\left(ϵ_{id.}^{}M^{}\right)m^{}A`$ $`=`$ $`{\displaystyle _i}\left(\stackrel{~}{a}_i\left(m^{}\right){\displaystyle \frac{m^{}a_i}{t_X}}+t_i\right)E_i`$
$`=`$ $`B+{\displaystyle _i}s_iE_i`$
with $`B`$ integral, effective and $`0s_i<1`$. Thus one can write
(12)
$$c_1\left(ϵ_{id.}^{}M^{}\right)=m^{}A+B+_is_iE_i$$
while $`A`$ is the ample divisor given above, and $`0s_i<1`$.
On the other hand, the map
$$Q^{}\mathrm{\Omega }_X^{}$$
and so, by the $`1`$-canonical condition, induces a map
$$ϵ^{}Q^{}ϵ^{}\left(\mathrm{\Omega }_X^{}\right)\mathrm{\Omega }_Y$$
and so one gets a non-trivial map
$$ϵ^{}\left(M^{}\right)\mathrm{\Omega }_Y^n^{}$$
and therefore a natural map
$$N:=ϵ_{id.}^{}\left(M^{}\right)\mathrm{\Omega }_Y^n^{}.$$
Thus one must have $`H^0\left(\mathrm{\Omega }_Y^n^{}\left(N\right)\right)0.`$
To contradict the existence of $`Q`$, we show that
(13)
$$H^0\left(\mathrm{\Omega }_Y^n^{}\left(N+B\right)\right)=0.$$
Case One: $`m^{}=0`$.
If $`M^{}=𝒪_X`$, then $`N=𝒪_Y`$, and one must show $`H^n^{}\left(𝒪_Y\right)=0`$. By log-terminal Kodaira Vanishing (Theorem 1-2-5 of \[KMM\]), $`H^j\left(𝒪_X\right)=0`$ for all $`j>0`$, and by the rationality of log-terminal singularities (Theorem 1-3-6 of \[KMM\]), the higher direct image sheaves $`R^jϵ_{}\left(𝒪_Y\right)=0`$ for all $`j>0.`$ So by the Leray spectral sequence, $`H^n^{}\left(𝒪_Y\right)=0`$. If $`M^{}`$ and hence $`N`$ is only numerically trivial, then the fact that $`H^1\left(𝒪_Y\right)=0`$ (by the argument just above) implies that $`N=𝒪_Y`$.
Case Two: $`m^{}>0`$.
In this case, one shows $`\left(\text{13}\right)`$ by using the branched-covering technique employed in the proof of the Kawamata-Viehweg Vanishing Theorem. Namely use Theorem 1-1-1 of \[KMM\] to construct a smooth finite Galois cover
$$\tau :ZY$$
for which the ample $``$-divisor
$$\tau ^{}A$$
is actually integral (see $`\left(\text{12}\right)`$). Then
$$\mathrm{\Omega }_Y^n^{}\left(N\right)=\mathrm{\Omega }_Y^n^{}\left(A_is_iE_i\right)$$
is a subsheaf of
$$\tau _{}\left(\tau ^{}\mathrm{\Omega }_Y^n^{}\left(A\right)\right).$$
Since we have an injection
$$\tau ^{}\mathrm{\Omega }_Y^n^{}\mathrm{\Omega }_Z^n^{},$$
and since $`\tau ^{}A`$ is ample,
$$H^0\left(\mathrm{\Omega }_Z^n^{}\left(\tau ^{}A\right)\right)=0$$
by the Nakano Vanishing Theorem, and so
$$H^0\left(\tau _{}\left(\tau ^{}\mathrm{\Omega }_Y^n^{}\left(A\right)\right)\right)=0,$$
which completes the proof. ∎
## 11. The strategy/completion of the proof of the Theorem
### 11.1. The assumption
Let
$$\mu _X=\mathrm{max}.\{CD_X,\frac{2C\left(K_X\right)}{\mu _{\mathrm{min}.}\left(T_X\right)}\}$$
and suppose
$$\left(K_X\right)^n>\mu _X^n.$$
Choose rational constants $`\alpha ,\beta `$ with
$$\left(K_X\right)^n>\beta ^n>\alpha ^n>\mu _X^n.$$
### 11.2. Asymptotic lower bound on sections
For sufficiently divisible $`k`$, the Hilbert polynomial
$$\chi \left(kK_X\right)=\frac{\left(K_X\right)^n}{n!}k^n+\left(lowerpowersofk\right)$$
gives an asymptotic lower bound on
$$h^0\left(kK_X\right).$$
It is $`\left(\genfrac{}{}{0pt}{}{m+n1}{n}\right)`$ conditions that a section $`s`$ of $`\left(kK_X\right)`$ have a zero of order $`m`$ at a determined point $`x_0X`$.
### 11.3. Semipositivity
If $`k\alpha `$ is an integer and $`k`$ is sufficiently divisible, the sheaf of differential operators
$$𝔇^{\alpha k}(kK_X,𝒪_X)$$
was shown in §9 to be a semipositive bundle, that is, for any sufficiently general complete curve-section
$$CX^{}$$
the vector bundle
$$𝔇^{\alpha k}(kK_X,𝒪_C)=Hom(𝒪_X,𝒪_C)_{𝒪_X}D^{\alpha k}(kK_X,𝒪_X)$$
has no quotients of negative degree.
### 11.4. The contradiction
For $`k>>0`$, suppose that, for the $`n`$-th degree polynomial
$$\left(\genfrac{}{}{0pt}{}{m+n1}{n}\right)+1=\frac{1}{n!}m^n+\mathrm{},$$
we let
$$m_k=\alpha k+1$$
so that
$$\beta k>m_k>m_k1=\alpha k.$$
Then
$$h^0\left(kK_X\right)>\frac{\beta ^n}{n!}k^n\left(\genfrac{}{}{0pt}{}{m_k+n1}{n}\right)+1.$$
So by 11.2 we have a non-trivial
$$sh^0\left(kK_X\right)$$
with a zero of order at least $`\alpha k+1`$ at a given point $`xC`$, our general curve. But the mapping
$`𝔇^{\alpha k}(kK_X,𝒪_C)`$ $``$ $`𝒪_C`$
$`D`$ $``$ $`D\left(s\right)`$
cannot be trivial because no function in a neighborhood of $`x`$ in $`X`$ is annihilated by all differential operator of degree $`\alpha k`$. On the other hand, this last map factors through
$$𝒪_C\left(x\right),$$
a negative line bundle, contradicting 11.3. |
warning/0001/nucl-th0001005.html | ar5iv | text | # Realistic Ghost State : Pauli Forbidden State from Rigorous Solution of the 𝜶 Particle
## Abstract
The antisymmetrization of the composite particles in cluster model calculations manifests itself in Pauli forbidden states (ghost states), if one restricts oneself on undeformed cluster in the low energy region. The resonating group method and the generating coordinate method rely on a property of the norm kernel, which introduces some of the ghost states. The norm kernel has been usually calculated under the assumption that the inner wavefunctions have a simple Gaussian form. It is the first time that this assumption is tested by the rigorous way. In the <sup>4</sup>He+N system, we demonstrate a ghost state, which is calculated from a rigorous solution of Yakubovsky equations for the $`\alpha `$ particle. The ghost states calculated by rigorous and approximate methods turn out to have a very similar form. It is analytically proved that the trace of the norm kernel does not depend on the inner wavefunction we choose.
Since 1937, when the resonating group method (RGM) was established, it has been successfully applied to many light nuclei systems. The method is essentially based on the variational principle under the conditions that the clusters remain in the ground state in the low energy region, and the total wave function is totally antisymmetrized because of the Pauli exclusion principle. A typical example is the two $`\alpha `$ model of <sup>8</sup>Be. In 1970’s the RGM had great successes and the method was extended to the generating coordinate method (GCM), the orthogonality condition model (OCM), the fish-bone optical model (FBOM), etc. The Pauli exclusion principle plays an important role in the relative motion part of the wave function because it rules out part of the model space by an orthogonality condition. The Pauli forbidden states (ghost states) are generated by diagonalization of an integral kernel in the RGM. The integral kernel is known as the norm kernel (NK) $`𝒩`$ which is defined, for example, in the two cluster model as
$`𝒩(\stackrel{}{r},\stackrel{}{r^{}})<\varphi _1\varphi _2\delta (\stackrel{}{r})|(1𝒜)|\varphi _1\varphi _2\delta (\stackrel{}{r^{}})>`$ (1)
where $`\varphi _1`$, $`\varphi _2`$ and $`𝒜`$ are two inner cluster wavefunctions of the system and an antisymmetrizer for all nucleons, respectively. $`r`$ is the relative motion coordinate. Namely, the ghost states $`u_n(\stackrel{}{r})`$ are eigenstates of $`𝒩`$ with the eigenvalue $`\gamma _n=1`$.
$`{\displaystyle 𝑑\stackrel{}{r^{}}𝒩(\stackrel{}{r},\stackrel{}{r^{}})u_n(\stackrel{}{r^{}})}=\gamma _nu_n(\stackrel{}{r})`$ (2)
The total wavefunction $`\mathrm{\Psi }`$ of the system
$`|\mathrm{\Psi }>𝒜|\varphi _1\varphi _2\chi >`$ (3)
is orthogonal to the ghost states $`|\varphi _1\varphi _2u_n>`$
$`<\mathrm{\Psi }|\varphi _1\varphi _2u_n>=<\varphi _1\varphi _2\chi |𝒜|\varphi _1\varphi _2u_n>=<\varphi _1\varphi _2\chi |(11)|\varphi _1\varphi _2u_n>=0,`$ (4)
where $`\chi `$ is the relative wavefunction between the two clusters.
Beyond <sup>8</sup>Be the $`\alpha `$ cluster model has been studied in <sup>12</sup>C, <sup>16</sup>O, etc. The correct treatment of the Pauli forbidden states is essential even in the case of bound states of clusters, where the neglect of the Pauli principle leads to an extreme overbinding. However, even with the condition they are over-bound, which is still a pending problem in the $`\alpha `$ cluster model.
It is analytically proved that if the inner wavefunctions are simple products of Gaussian functions, then the eigenvectors $`u_n`$ of (2) become familiar harmonic oscillator functions. For the sake of simplicity four spinless cluster ($`\alpha `$ particle) system in <sup>16</sup>O has been studied using the Yakubovsky equations. Nowadays, it is possible to obtain rigorous solutions of the $`\alpha `$ particle wavefunction using realistic potentials. Recent Progress of 4N scattering state is reviewed in. Therefore, it becomes possible to compare the ghost states which one obtains from the rigorous Yakubovsky solution of the $`\alpha `$ particle.
In this letter we would like to choose the most simple case, the $`\alpha `$ \+ N system.
The first 4 nucleons build up the ground state of the $`\alpha `$ particle, while the fifth particle is the spectator. The nucleons are identical particles, furthermore, the wavefunction $`\varphi _\alpha `$ of $`\alpha `$ particle is normalized to $`<\varphi _\alpha |\varphi _\alpha >=1`$ and NK is defined as Eq. (1),
$`𝒩=4<\varphi _\alpha \varphi _n\delta |P_{45}|\varphi _\alpha \varphi _n\delta >.`$ (5)
$`P_{45}`$ is the particle exchange operator (4 and 5). Fig.1 suggests the picture of three cluster system (3N + N +N). The calculation of the NK is done with Jacobi coordinates which we show in Fig. 2. The relative Jacobi momenta are prepared and the relations between the Jacobi coordinates are
$`\stackrel{}{p}_1=\stackrel{}{q}_2+{\displaystyle \frac{1}{4}}\stackrel{}{q}_1,\stackrel{}{p}_2=\stackrel{}{q}_1+{\displaystyle \frac{1}{4}}\stackrel{}{q}_2`$ (6)
where $`p_i`$ and $`q_i`$ ($`i=1,2`$) are Jacobi momenta of 3N+N relative motion and 4N + N one, respectively.
Our way of calculating the NK is very similar to the calculation of a leading (Born) term of the Alt-Grassberger-Sandhas equations. For example, in the text they treat the Born term $`Z`$ by the partial wave representation with a function $`F^{}`$. In our calculation it is simply replaced as
$`F_{N_1N_2}^{}(q_1,q_2)={\displaystyle \frac{4}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta \left[{\displaystyle _0^{\mathrm{}}}𝑑x{\displaystyle _0^{\mathrm{}}}𝑑y\varphi _{\alpha :N_1}(x,y,|\stackrel{}{p}_1|)\varphi _{\alpha :N_2}(x,y,|\stackrel{}{p}_2|)\right]P_{}(\mathrm{cos}\theta )`$ (7)
where the angle $`\theta `$ is between the vectors $`\stackrel{}{q}_1`$ and $`\stackrel{}{q}_2`$, $`N_1`$ and $`N_2`$ the state channels of the partial wave, and $`P_{}`$ the Legendre function. $`x`$ and $`y`$ are rests of Jacobi momenta which describe the motion of particles (1,2 and 3) inside of the $`\alpha `$ particle. The numerator $`4`$ derives from (5).
As an example, the $`\alpha `$ wavefunction of the Argonne potential (AV14) is applied, and we take the case of total spin J = 1/2<sup>+</sup>. For the sake of simplicity we assume the spin $`j`$ of 3N is almost 1/2<sup>+</sup> (in fact, 94.9% for the case of AV14 potential ), therefore, the angular momentum between clusters $`\alpha `$ and neutron is S-wave. This leads to $``$=0.
Under this choice of the partial waves the recoupling coefficient $`A_{N_1,N_2}^{}`$ is 1/4 and one gets
$`𝒩_0(q_1,q_2)={\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta \left[{\displaystyle 𝑑x𝑑y\varphi _{\alpha :[1/2^+]}(x,y,p_1)\varphi _{\alpha :[1/2^+]}(x,y,p_2)}\right]{\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta \stackrel{~}{𝒩}(p_1,p_2)`$ (8)
where the subscript “0” of the norm kernel means the angular momentum of $`\stackrel{}{q}`$ and the kernel $`\stackrel{~}{𝒩}`$ will be used later.
The ghost state is shown in Fig.3. For our calculation the eigen value $`\gamma _0`$ of Eq. (2) is not exactly equal to one, but 0.937 (if it is renormalized by the abovementioned 94.9%, $`\gamma _0`$= 0.987). The solid line is the ghost state $`u_0^Y`$ calculated from our Yakubovsky solution $`\varphi _\alpha `$, comparing to the dashed line from usual Gaussian function,
$`u_0^G(r)=\left({\displaystyle \frac{128\omega _{\alpha N}^3}{\pi }}\right)^{1/4}\mathrm{exp}(\omega _{\alpha N}r^2)`$ (9)
with $`\omega _{\alpha N}=\mathrm{\Omega }\times (41)/(4+1)`$ where $`\mathrm{\Omega }`$ is a common shell model mode (0.275 fm <sup>-2</sup>). They are normalized by $`_0^{\mathrm{}}u_n^2(r)r^2𝑑r=1`$. In the short range our ghost state $`u_0^Y`$ is smaller than $`u_0^G`$. The repulsive core of realistic potentials reflects in this range. This behavior is similar to that of correlation functions. Beyond 4 fm our $`u_0^Y`$ is bigger than $`u_0^G`$ because in general the Gaussian function is more quickly decreasing than exponential one. We also show them in the momentum space (see Fig.4). Here the repulsive core manifests itself by a node at $``$ 2 fm <sup>-1</sup> which is absent in $`u_0^G`$. Overall they agree well.
To find the most realistic width parameter $`\mathrm{\Omega }`$ we optimize $`R=|<u_0^Y|u_0^G\{\mathrm{\Omega }\}>|^2\times 100`$ \[%\] in Fig.(5). We could recommend $`\mathrm{\Omega }=0.24`$\[fm<sup>-2</sup>\] of the Gaussian width parameter which is similar to $`\mathrm{\Omega }`$=0.275 \[fm<sup>-2</sup>\] .
In table I we summerize the biggest eigenvalues in Eq. (2). Analytically we find in the Gaussian case eigenvalues $`\gamma _n=(4)^{(2n+0)}`$ , $`n=0,1,2,\mathrm{}`$. The realistic NK has got a similar spectrum. We compare the states $`u_1^Y`$ and $`u_1^G`$ for n=1 in Fig. 6. It is remarkable that in this case the realistic ghost state has more structure though the eigenvalues are very similar.
The matrix traces $`Tr[𝒩_0`$\] are given
$`Tr[𝒩_0]^G`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\gamma _n={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{16}}\right)^n={\displaystyle \frac{16}{15}}=1.0666\mathrm{}`$ (10)
$`Tr[𝒩_0]^Y`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝒩_0(q,q)q^2𝑑q=1.0125`$ (11)
If the wavefunction of $`\alpha `$ particle is renormalized by only $`j=1/2^+`$, $`_0^{\mathrm{}}p^2𝑑p\stackrel{~}{𝒩}(p,p)=1`$ ( 0.949 : original norm ) we get $`Tr[𝒩_0]^Y`$= 1.0666 which must exactly be the number of the Gaussian form. Because it is analytically proved that the trace $`Tr[𝒩_0]`$ does not depend what kinds of the $`\alpha `$ wave function we choose:
$`Tr[𝒩_0]`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}\left[{\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta \stackrel{~}{𝒩}(\sqrt{{\displaystyle \frac{17}{16}}+{\displaystyle \frac{\mathrm{cos}\theta }{2}}}q,\sqrt{{\displaystyle \frac{17}{16}}+{\displaystyle \frac{\mathrm{cos}\theta }{2}}}q)\right]q^2𝑑q`$ (12)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _1^1}d\mathrm{cos}\theta {\displaystyle \frac{1}{\sqrt{\frac{17}{16}+\frac{\mathrm{cos}\theta }{2}}^3}}={\displaystyle \frac{16}{15}}.`$ (13)
We illustrate both NKs (Fig. 7 for $`𝒩_0^Y`$ and Fig. 8 for $`𝒩_0^Y`$). The Gaussian case is analytically given,
$`𝒩_0(q,q^{})={\displaystyle \frac{32}{qq^{}}}\sqrt{{\displaystyle \frac{1}{6\pi \mathrm{\Omega }}}}\mathrm{exp}\left[{\displaystyle \frac{17}{48\mathrm{\Omega }}}(q^2+q_{}^{}{}_{}{}^{2})\right]\mathrm{sinh}\left[{\displaystyle \frac{1}{3\mathrm{\Omega }}}qq^{}\right]`$ (14)
The shape is so similar that the difference ($`𝒩_0^Y𝒩_0^G`$) is also shown in Fig. 9.
Although there is only a single ghost state in $`\alpha `$-N system, in general, the cluster-cluster effective interaction in light nuclei has a lot of ghost states. In this simple case we could find some remarkable differences in the eigen state (n=1) and the eigenvalue for n=2 which might effect RGM calculations of systems with A $`>`$ 5. For a most probable case such a Pauli blocking will be applied to the $`\alpha `$-n-n three-body model system. There are already some applications by using some Pauli methods.
It will be important benchmark calculations for more nucleons system to look into the ghost states using rigorous solutions from Few-Body Physics.
Note that here we discuss the Pauli forbidden state which is different from the spurious state of the Faddeev calculations. The naming of spurious state has been used a lot in many places, even if a cluster model has no inner structure the ghost states appear in the model and they are interpreted kinds of spurious states. We should not confuse spurious states caused from Faddeev decomposition. In this paper we simply take the physical Yakubovsky solution of $`\alpha `$ particle to test quantitatively how precise the former Gaussian norm kernel is.
###### Acknowledgements.
This article is dedicated to the occasion for 60th birthday of Prof. W. Glöckle. One of authors (H.K.) would like to thank Prof. H. Witała and Dr. J. Golak for their fruitful discussion during my stay in Cracow. This work was supported by the Deutsche Forschungsgemeinschaft (H.K. and A.N.) and The numerical calculations have been performed on the CRAY T90 of the John von Neumann Institute for Computing in Jülich, Germany. |
warning/0001/gr-qc0001088.html | ar5iv | text | # I Introduction
## I Introduction
Via their energy-momentum density, material sources generate gravitational fields. Sources interact with the gravitational field locally, hence they should be able exchange energy-momentum with the gravitational field — locally. From this physical conception we are led to expect the existence of a local density for gravitational energy-momentum. However the identification of a good localization for gravitational energy-momentum has turned out to be an outstanding fundamental problem. Standard techniques led only to various reference frame dependent complexes referred to as pseudotensors. This result can be understood in terms of the equivalence principle which implies that one can not detect any feature of the gravitational field at a point. Consequently, the whole idea has been criticized (see, e.g., , p 467) and the pseudotensor approach in particular has largely been abandoned.
A new idea: quasilocal (i.e., associated with a closed 2-surface) has become widely accepted. Many quasilocal proposals have been considered (for the older works see ; more recent works are cited in ). Many well-known quasilocal expressions obtained by different approaches have been discussed in the literature; although they generally give different values , most seem to work well enough at least for certain physical situations. A number of criteria for selecting a good quasilocal expression (see, e.g., ), including good limits at spatial infinity, at future null infinity, to weak fields, and to flat spacetime have been advocated. Such requirements, however, have proved to be insufficient; in fact it has been noted that there still exist an infinite number of expressions satisfying the proposed criteria . We infer that additional principles and criteria are very much needed to reduce and to parameterize, if not entirely eliminate, the ambiguity.
One might hope that there would exist a “best” gravitational energy-momentum expression which has either not yet been identified or at least not yet accorded widespread acceptance. On the other hand, it is well to keep in mind that there are physical situations where there is not one unique energy. One example is thermodynamics, wherein there are several energies (viz., internal, enthalpy, Gibbs and Helmholtz) corresponding to different choices of boundary conditions and independent variables; each one gives the relevant value of the energy for a particular physical situation. An even more appropriate example is electrostatics. It is well known that the work done in moving a system of charges and dielectrics differs depending on whether one holds the potential or the charge density fixed. We expect gravity to behave in a similar fashion: consequently various definitions of gravitational energy may each be associated with their own unique boundary condition. Fortunately, there exists a systematic technique, symplectic analysis , which, along with its associated control-response relations, can be used to identify the relationship between an energy-momentum expression and the associated boundary conditions.
Our approach to quasilocal energy-momentum is by way of the Hamiltonian formulation — essentially, we take energy to be given by the value of the Hamiltonian. The rationale goes back to Noether’s work connecting symmetries and conserved currents: in particular energy-momentum is associated with translations in spacetime. The Hamiltonian is the Noether canonical generator of timelike displacements. The Hamiltonian for gravitating systems for a finite region of spacetime includes, in addition to a volume density term, a surface term which plays a key role. Its value will determine the quasilocal energy-momentum and, through its variation, it governs the associated boundary conditions. In an earlier work we presented our ideas, applied to rather general geometric gravity theories including Einstein’s general relativity (GR), in terms of differential forms. However that technique is not so well known by many people interested in gravitational energy-momentum; moreover most people are mainly interested specifically in GR. Hence we present here a formulation of the application of our ideas to GR in the more traditional holonomic (coordinate basis) style. This will serve not only to make our ideas more widely accessible but will also facilitate comparison with the results obtained by other investigators, e.g., .
Elsewhere we have used our Hamiltonian-boundary-term approach to quasilocal quantities to show that all of the pseudotensors give well defined quasilocal energy-momentum values, each of which is associated with a particular choice of boundary conditions . From the Hamiltonian boundary approach we find that two, the Einstein and Møller expressions, each arise naturally, although the latter has a few extra shortcomings. A more important failing however, in our opinion, is that none of the pseudotensors is associated with a truly covariant boundary condition.
For the required new principle and criteria to restrict the GR quasilocal energy-momentum expression we have advocated the Hamiltonian boundary variation principle and the criteria of covariance. For GR we found that there are only two covariant quasilocal expressions (both of which depend on the choice of a reference configuration on the boundary) which correspond, respectively, to Dirichlet and Neumann boundary conditions. At first we were surprised to learn that our Dirichlet expression coincides with an expression developed by Katz and coworkers using a different approach based on a Noether type argument at the Lagrangian level along with a fixed global background geometry. With hindsight we now see that this agreement is related to the close connection between the Hamiltonian and Noether translation current. Here we show how to modify their argument to also obtain our Neumann quasilocal energy-momentum expression. Along the way we clarify the roles of the boundary (or total derivative) terms in the Lagrangian, the Hamiltonian and their respective variations.
## II The Symplectic Idea in General Relativity
In this section we outline the symplectic idea for Lagrangian and Hamiltonian formulations (here and elsewhere we are much influenced by Kijowski and coworkers ) for general relativity (GR), Einstein’s theory of gravity (a detailed discussion for general geometric gravity theories, in terms of differential forms, appears in ). The simple and direct way to reveal the symplectic structure of a physical configuration is through the variation of the associated Lagrangian or Hamiltonian.
### A Lagrangian formulation
Let us first briefly review some features of the Lagrangian variational principle for classical field theories. For our purposes we found it convenient to use the first order formalism. For a field $`\varphi ^A`$ the first order Lagrangian scalar density has the form
$$=P_A^\mu _\mu \varphi ^A\mathrm{\Lambda }(\varphi ^A,P_A^\mu ).$$
(1)
The field equations (which in this formulation contain only first derivatives of the fields) are taken to be the Euler-Lagrange expressions implicitly determined by the variation:
$$\delta =_\mu (P_A^\mu \delta \varphi ^A)+\frac{\delta }{\delta \varphi ^A}\delta \varphi ^A+\frac{\delta }{\delta P_A^\mu }\delta P_A^\mu .$$
(2)
The action is obtained by integrating the Lagrangian density over a spacetime region; the variation of the action is given by the integral of (2). When integrated over a spacetime region the total derivative term becomes a boundary term. Technically the variational derivatives of the action are well defined only if the boundary term in the variation vanishes. That requirement shows what must necessarily be held fixed on the boundary, this quantity is referred to as the “control variable”. In this case it is the field $`\varphi ^A`$, thus this Lagrangian is differentiable only on the space of fields for which $`\varphi `$ is given a predetermined dependence on the boundary. The variation boundary term, moreover, has a certain symplectic form which connects the “control variable” with an associated “response variable” (in this case $`P_A^\mu `$).
We are only concerned with actions which do not depend on the position except via the fields. Hence they have an invariance under local infinitesimal translations (i.e, diffeomorphisms) — which can be represented by Lie derivatives. Thus, for an arbitrary vector field $`N`$,
$$\mathrm{\pounds }_N:=_\nu (N^\nu )_\mu (P_A^\mu \mathrm{\pounds }_N\varphi ^A)+\frac{\delta }{\delta \varphi ^A}\mathrm{\pounds }_N\varphi ^A+\frac{\delta }{\delta P_A^\mu }\mathrm{\pounds }_NP_A^\mu .$$
(3)
From this identity we conclude, by taking $`N^\mu `$ to have constant coefficients, that the canonical energy-momentum density,
$$T^\mu {}_{\nu }{}^{}:=P_A^\mu _\nu \varphi ^A\delta _\nu ^\mu ,$$
(4)
is conserved. More precisely its divergence is proportional to a combination of the field equations and hence vanishes “on shell”. Note that the canonical energy-momentum density is not unique in the sense that we can add to it an expression which is automatically divergence free. Such an expression is necessarily of the form $`_\gamma U_\nu ^{\mu \gamma }`$ where $`U_\nu {}_{}{}^{\mu \gamma }U_\nu ^{\gamma \mu }`$. This ambiguity allows one to adjust the zero of energy and has been exploited to find “improved” energy-momentum tensors such as the symmetrized one constructed by Belinfante and Rosenfeld . On the other hand, since we have also assumed invariance with non-constant $`N^\mu `$, we are also requiring that (3) be identically satisfied for the terms proportional to $`N`$ (this is only possible if the list of dynamic variables includes certain geometric variables). In this way we discover that $`T^\mu _\nu `$ itself is linear in the field equations and thus vanishes “on shell”. In other words the ‘conservation law’ is actually a differential identity connecting the field equations showing that they are not all independent, hence the evolution of the dynamical variables is underdetermined—a fact which is directly related to the local ‘translational’ gauge (i.e., diffeomorphism) freedom of the theory.
Now let us apply this analysis to gravity. There are several choices of variables and Lagrangians which can be used. Since we favor a first order approach, a natural geometric choice is to regard the metric and connection as independent fields. Even within this overall approach there are various options, in particular the metric degrees of freedom can alternately be encoded in terms of an orthonormal frame while the torsion free and metric compatibility conditions can be imposed a priori, or enforced via Lagrange multipliers, or they can be obtained as dynamic field equations (this is easily done in the vacuum case which is all that we consider here). All of these approaches merit consideration. We have investigated many of the possible combinations; our preliminary conclusion is that they lead to essentially the same result . Here we consider explicitly only one case which is relatively simple in the holonomic treatment.
The field equations of (vacuum) GR can be obtained from a first order variational principle using the Hilbert Lagrangian density in the so-called ‘Palatini’ form
$$_H:=\pi ^{\mu \nu }R_{\mu \nu }(\mathrm{\Gamma }).$$
(5)
Here we are using the contravariant metric density, defined by $`\pi ^{\mu \nu }:=(2\kappa )^1\sqrt{g}g^{\mu \nu }`$, where $`\kappa :=8\pi G/c^4`$, and the (symmetric, i.e., torsion free) connection coefficients, $`\mathrm{\Gamma }^\mu _{\alpha \beta }`$, as independent variables (while our conventions are generally those of , our treatment can be compared with in which the same variable combinations appear). The variation of the Lagrangian density, after the usual integration by parts, has the form
$$\delta _H=\frac{\delta }{\delta \pi }\delta \pi +\frac{\delta }{\delta \mathrm{\Gamma }}\delta \mathrm{\Gamma }+_\gamma (\pi ^{\beta \nu }\delta _{\mu \nu }^{\gamma \alpha }\delta \mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}).$$
(6)
The variational derivatives will give the desired field equations: $`R_{\mu \nu }=0`$, from the variation with respect to $`\pi ^{\mu \nu }`$, and $`D_\lambda \pi ^{\mu \nu }=0`$ (equivalent to $`D_\lambda g_{\mu \nu }=0`$), from the variation with respect to $`\mathrm{\Gamma }`$. When integrated over a spacetime region, the total derivative term gives rise to a boundary term. This boundary term shows that the control variable is the connection and the response variable is linear in $`\pi ^{\mu \nu }`$. The variational derivatives are well defined only if this boundary variation term vanishes . For a finite region this means we must ‘control’ or ‘hold fixed’ (i.e., give as a prespecified function) $`\mathrm{\Gamma }`$ on the boundary. For an asymptotically flat region the connection vanishes asymptotically, nevertheless $`\mathrm{\Gamma }=0`$ is not a sufficient boundary condition. Since we must allow for variations with the generic spatial fall offs $`\delta \pi O(1/r)`$, $`\delta \mathrm{\Gamma }O(1/r^2)`$, the Lagrangian boundary variation term will yield a finite result in the asymptotic limit. Formally the situation is then described by saying that, in this case, the variational derivatives of the action are not well defined on the full space of asymptotically flat metric and connection fields, but rather only on the subspace where we actually fix the specific asymptotic form of $`\mathrm{\Gamma }`$. This ‘problem’ is closely related to the fact that the Hilbert Lagrangian density is asymptotically $`O(1/r^3)`$; consequently the action diverges for $`r\mathrm{}`$. The remedy is simple: adjust the Lagrangian density by adding a total derivative term.
For GR, an obvious alternative is the “first order” (in derivatives of the metric) Lagrangian density, initially introduced by Einstein, which can be easy obtained by adding a total derivative term to (5):
$`_E`$ $`:=`$ $`_H+_\gamma \left(\pi ^{\beta \nu }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha \gamma }\right)`$ (7)
$``$ $`\pi ^{\mu \nu }(\mathrm{\Gamma }^\alpha {}_{\mu \beta }{}^{}\mathrm{\Gamma }_{}^{\beta }{}_{\nu \alpha }{}^{}\mathrm{\Gamma }^\alpha {}_{\mu \nu }{}^{}\mathrm{\Gamma }_{}^{\beta }{}_{\alpha \beta }{}^{}).`$ (8)
The variation of the Einstein Lagrangian,
$$\delta _E=\text{ (fields eq. terms) }+_\gamma \left(\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha \gamma }\delta \pi ^{\beta \nu }\right),$$
(9)
has the same field equation terms as before but a different boundary term which reflects an alternate symplectic structure and shows that the variable to be held fixed — the “control variable”— is now the contravariant metric density while the “response variable” is a certain combination of the connection. Now, for asymptotically flat fall offs, the Lagrangian boundary variation term does vanish asymptotically, so the variational derivatives are well defined on the space of all asymptotically flat fields (a related fact is that the Einstein action is finite).
However the big drawback is that we now have a response expression which is linear in $`\mathrm{\Gamma }`$, a non-tensorial, reference frame dependent object (along with this the Lagrangian density itself is not covariant). The cure for this new ‘problem’ is to introduce a background (or reference) connection $`\overline{\mathrm{\Gamma }}`$ (actually this is really only essential on the boundary) and define $`\mathrm{\Delta }\mathrm{\Gamma }:=\mathrm{\Gamma }\overline{\mathrm{\Gamma }}`$. The latter, being the difference between two connections, is a covariant quantity, which can be used in the Lagrangian density boundary (i.e., total derivative) term. The ‘improved Einstein’ action is now
$$_{IE}=_H+_\gamma \left(\pi ^{\beta \nu }\mathrm{\Delta }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha \gamma }\right).$$
(10)
The variation gives the same field equation terms but now has a covariant boundary-variation symplectic structure:
$$\delta _{IE}=\text{ (fields eq. terms) }+_\gamma \left(\mathrm{\Delta }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha \gamma }\delta \pi ^{\beta \nu }\right).$$
(11)
The Lagrangian boundary term does not, as is well known, affect the field equations. What it does affect is the boundary conditions implicit in the action. From another point of view, changing the action by a total derivative term amounts to a canonical transformation; in particular, as we saw in the cases considered, it is possible to interchange the role of ‘coordinate’ and ‘momentum’. Thus the Lagrangian variational boundary term possesses important information: the symplectic structure representing the control–response relation of the system . For instance, the symplectic structure in (6) shows that the connection is the control variable and the response is a certain combination of the metric.
### B Hamiltonian formulation
The energy of a gravitating system can be identified with the value of the Hamiltonian. However the Hamiltonian approach necessitates a splitting of spacetime at least to some extent. One constructs a $`3+1`$ foliation of spacetime by selecting a time function $`t`$ such that the hypersurfaces, $`\mathrm{\Sigma }_t`$, of constant $`t`$ are space-like Cauchy surfaces. The standard Hamiltonian formulation for general relativity is the ADM representation (see.e.g., and Ch 21), in which 4-covariant objects are decomposed into various 3-covariant parts. In particular, the spacetime metric, $`g_{\mu \nu }`$, is decomposed into the form,
$`ds^2`$ $`=`$ $`g_{\mu \nu }dx^\mu dx^\nu `$ (12)
$`=`$ $`N^2dt^2+h_{ab}(dx^a+N^adt)(dx^b+N^bdt),`$ (13)
which depends on three spatially covariant parts: the lapse function $`N`$, the shift vector $`N^a`$ and the spatial metric $`h_{ab}`$, induced on $`\mathrm{\Sigma }_t`$. The associated Hamiltonian density is obtained from
$$=\frac{}{\dot{h}_{ab}}\dot{h}_{ab},$$
(14)
where $`\dot{h}_{ab}_th_{ab}:=\mathrm{\pounds }_th_{ab}`$. Although this approach has led to much insight, it has the drawback that the resultant Hamiltonian formulation is only manifestly 3-dimensionally covariant.
We prefer to use a more “covariant” approach to the Hamiltonian density. To this end it is convenient to use the so-called ‘Palatini’ method of treating the metric and connection independently. (Our approach is in many ways similar to that of Kijowski, see, e.g. .) Let us note some general features. First of all, since we are concerned with localization, we shall want to find the Hamiltonian which can evolve a finite spatial region. To achieve our ‘covariant’ formulation, we represent the time evolution direction as a covariant 4-vector field $`N^\mu `$. Quite generally the (4-covariant) Hamiltonian — which is essentially the Noether generator of translations (i.e., Lie derivatives) along $`N^\mu `$ — is given by the spatial integral over (the finite spatial hypersurface) $`\mathrm{\Sigma }_t`$ of a 4-covariant Hamiltonian density. In order to generate the Lie derivatives, the Hamiltonian density is necessarily linear in the time displacement vector field $`N^\mu `$ and its derivatives. Consequently it can be expanded into the form
$$^\mu (N)=N^\nu ^\mu {}_{\nu }{}^{}+_\nu [^{\mu \nu }(N)],$$
(15)
where, it turns out that (at least for our representation) $`^{\mu \nu }(N)^{\nu \mu }(N)`$.
On the other hand, beginning from the Lagrangian density, we can apply our Noether type argument to a translation along $`N^\mu `$, (see ). Formally we then arrive at a conserved quantity (essentially the canonical energy-momentum density discussed earlier) which is actually just this same Hamiltonian density. From this analysis we learn a couple of important things. First, we find that (“on shell”) the Hamiltonian density is necessarily conserved: $`_\mu ^\mu (N)0`$. At this point we want to call attention to the fact that the possibility of adjusting the canonical energy-momentum density (4) by adding an automatically divergence free part exactly corresponds to adjusting $`^{\mu \nu }`$ in (15). Second, we find that $`^\mu _\nu `$ is linear in the field equations and thus vanishes “on shell”. From this latter fact we conclude that the numerical value of the Hamiltonian is completely determined by the $``$ term, which, when integrated over a spatial region $`\mathrm{\Sigma }_t`$, via the divergence theorem, gives rise to an integral of $``$ over the 2-dimensional spatial boundary $`\mathrm{\Sigma }_t`$. The value of the Hamiltonian for a finite region is thus determined by the Hamiltonian boundary term and hence is quasilocal: it is associated with the closed spatial 2-surface boundary of the region.
Now we turn to specific details for GR. Because we work with first order Lagrangians, we can easily obtain the Hamiltonian by merely rearranging the Lagrangian into the field theory analogue of $`L=p_k\dot{q}{}_{}{}^{k}H`$; essentially from (1) we simply get $`=P_A^0_t\varphi ^A(P_A^a_a\varphi ^A+\mathrm{\Lambda })`$. We first consider the Hilbert Lagrangian which is given by the spatial integral of the Hilbert Lagrangian density (5). The spatial integrand can be expanded in the form
$$_HN^\mu d\mathrm{\Sigma }_\mu =\left\{\dot{\mathrm{\Gamma }}^\alpha {}_{\beta \nu }{}^{}\pi _{}^{\beta \gamma }\delta _{\alpha \gamma }^{\mu \nu }_H^\mu (N)\right\}d\mathrm{\Sigma }_\mu ,$$
(16)
where $`d\mathrm{\Sigma }_\mu :=\frac{1}{3!}ϵ_{\mu \alpha \beta \gamma }dx^\alpha dx^\beta dx^\gamma `$ and our definition of $`\dot{\mathrm{\Gamma }}^\alpha _{\beta \gamma }`$, which simply reduces to $`N^\mu _\mu \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}=_t\mathrm{\Gamma }^\alpha _{\beta \gamma }`$ in adapted coordinates, is given in general in appendix A along with other details regarding our choice of representation. From (5), after a straightforward calculation, without discarding any total derivative term, we obtained the explicit expressions
$`^\mu _\nu `$ $`=`$ $`{\displaystyle \frac{1}{2}}R^\alpha {}_{\beta \gamma \lambda }{}^{}\pi _{}^{\mu \beta }\delta _{\alpha \nu \sigma }^{\mu \lambda \gamma }\mathrm{\Gamma }^\alpha {}_{\beta \nu }{}^{}D_{\gamma }^{}\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \gamma },`$ (17)
$`_H^{\mu \nu }(N)`$ $`=`$ $`N^\gamma \pi ^{\beta \lambda }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda }^{\mu \nu }.`$ (18)
Note that, as predicted, the (spatial hyper-) surface density part $`^\mu _\nu `$ vanishes ‘on shell’, since it is linear in the non-metricity, $`D_\alpha g_{\mu \nu }`$, and, with vanishing non-metricity, the curvature contractions reduce to the Einstein tensor, $`G_{\mu \nu }`$. Hence, as expected, the value of the Hamiltonian comes only from the boundary term $``$, which gives the quasilocal energy-momentum.
The Hamiltonian symplectic structure can be found, as in the Lagrangian case, by varying the Hamiltonian (regarding it as a function of $`\mathrm{\Gamma }^\alpha _{\beta \nu }`$ and its conjugate momentum $`\pi ^{\gamma (\beta }\delta _{\gamma \alpha }^{\nu )\mu }=\delta _\alpha ^\mu \pi ^{\beta \nu }\delta _\alpha ^{(\nu }\pi ^{\beta )\mu }`$). This variation fits the general pattern
$$\delta ^\mu (N)=\text{ (field equation terms) }+_\nu 𝒞^{\mu \nu }(N).$$
(19)
The field equation terms include a set of initial value constraints and dynamical equations which may be used to calculate the evolution of the gravitational fields. Here our focus, however, is on the variational boundary term $`𝒞^{\mu \nu }=𝒞^{\nu \mu }`$ which reflects the symplectic structure — and the implicitly built in boundary conditions — of the physical system with respect to the particular Hamiltonian density under consideration. The variation of the spatial hypersurface part, $`N^\mu ^\nu _\mu `$, in addition to the field equation terms, gives rise to the total divergence
$$_\tau [N^\lambda (\delta \mathrm{\Gamma }^\alpha {}_{\beta \mu }{}^{}\pi _{}^{\beta \sigma }\delta _{\alpha \sigma \lambda }^{\tau \rho \mu }\mathrm{\Gamma }^\alpha {}_{\beta \lambda }{}^{}\delta \pi ^{\beta \sigma }\delta _{\alpha \sigma }^{\tau \rho })].$$
(20)
Combining this with the variation of the boundary term (18), we find that, for the present (Hilbert) case the Hamiltonian variational boundary term, $`𝒞`$, takes the explicit form
$$𝒞_H^{\tau \rho }(N)=2\pi ^{\beta \nu }\delta \mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha [\tau }N^{\rho ]},$$
(21)
showing that the ‘control variable’ is — similar to the Lagrangian case — (certain projected components of) the connection coefficients.
Expanding out the Hamiltonian boundary expression (18), and using the $`Dg=0`$ field equation to express the connection coefficients in terms of the metric gives
$$_H^{\mu \nu }(N)\kappa ^1\sqrt{g}N^\gamma g^{\beta [\nu }\mathrm{\Gamma }^{\mu ]}{}_{\beta \gamma }{}^{}(2\kappa )^1\sqrt{g}N^\gamma g^{\beta \nu }g^{\mu \sigma }(_\beta g_{\sigma \gamma }_\sigma g_{\beta \gamma }).$$
(22)
This is in fact the superpotential which gives rise to the Møller pseudotensor . From this calculation we have acquired two insights: first, the Møller pseudotensor is essentially a quasilocal object and, second, it really gives the energy — the value of the Hamiltonian — for the particular Hamiltonian which generates time displacements in the case that the connection is fixed on the boundary.
However, there are some shortcomings in this Hamiltonian (aside from the obvious fact that the boundary term is not covariant, which we will remedy further below). First, although the boundary condition at infinity is simply $`\mathrm{\Gamma }=0`$, we must consider the rate of approach. With the standard fall offs, in particular $`\delta \mathrm{\Gamma }O(1/r^2)`$, the boundary term in the variation of the Hilbert Hamiltonian will not automatically vanish asymptotically, indicating that the Hamiltonian is not differentiable on the phase space of all asymptotically flat fields; hence one must actually give the explicit asymptotic functional form for $`\mathrm{\Gamma }`$ at each instant of time. Second, the actual value of the energy calculated from the boundary term for the Schwartzschild solution is not the expected value $`M`$ but exactly half of that amount.
This fact is closely connected with a well-known problematical feature of Komar’s covariant expression,
$$_K^{\tau \rho }(N):=\frac{1}{\kappa }\sqrt{g}D^{[\tau }N^{\rho ]}=\frac{1}{\kappa }\sqrt{g}(g^{\mu [\tau }_\mu N^{\rho ]}+N^\gamma g^{\mu [\tau }\mathrm{\Gamma }^{\rho ]}{}_{\gamma \mu }{}^{}),$$
(23)
which is equivalent to the Møller superpotential (22) when the components of $`N^\mu `$ are constant. Long ago it was noted that if the Komar expression is normalized to give the correct energy-momentum then it gives a value for the angular momentum which is twice that desired, conversely if it is normalized to give the correct angular momentum it then gives only half of desired amount for the energy. (The proper way to reconcile the Møller-Komar superpotential with the desired energy-momentum and angular momentum results was found some time ago . In fact the results of those works are forerunners of our preferred expressions discussed below.) Here we found that, from the standard normalization of the Hilbert Lagrangian, the associated boundary term in the Hamiltonian (obtained without discarding or modifying any boundary terms) naturally gives rise to the Møller-Komar superpotential with the latter normalization.
Møller himself later noted that the Hilbert Lagrangian leads to his superpotential . Also, it has long been known that the Hilbert Lagrangian leads via a Noether argument to the Komar superpotential (see, e.g., ). (The Komar potential has also been obtained in a Hamiltonian treatment via a Legendre transformation from the Einstein Hamiltonian .) Although the factor of 2 problem with Komar’s expression has also long been known, yet it seems that only very recent works have explicitly noted that the normalization arising directly from the Hilbert Lagrangian gives only half of the expected energy-momentum.
There is a very simple cure to this problem of getting half of the desired value. Exploiting the freedom in the Hamiltonian that we noted above — the freedom to add a divergence free term to the canonical energy-momentum density without changing the fact that it is conserved — we can modify the Hamiltonian boundary term. Adjusting the Hamiltonian boundary term ‘by hand’ will not change the equations of motion but it will change the boundary conditions and the value of the quasilocal energy-momentum. Note that such an adjustment is essential if we wish to obtain a Hamiltonian which will be differentiable on the phase space of all asymptotically flat fields, as was nicely explained some time ago in connection with the usual ADM formulation. (Indeed the usual approach is simply to discard all boundary terms on the way from the Lagrangian to the Hamiltonian and then to fix up the Hamiltonian boundary term in the end to produce the desired behavior.) Given this freedom, we could simply double the boundary term in the Hilbert Hamiltonian. This would certainly take care of the problem of getting only half the value for the energy, but the symplectic structure in the variation of the Hamiltonian would then be modified. The necessary boundary condition would then require the vanishing of
$$_\tau \left\{N^\lambda \left(\mathrm{\Gamma }^\alpha {}_{\beta \lambda }{}^{}\delta \pi ^{\beta \sigma }\delta _{\alpha \sigma }^{\rho \tau }+\delta \mathrm{\Gamma }^\alpha {}_{\beta \lambda }{}^{}\pi _{}^{\beta \sigma }\delta _{\alpha \sigma }^{\tau \rho }+2\delta \mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\pi _{}^{\beta \nu }\delta _{\mu \nu }^{\alpha [\tau }\delta _\lambda ^{\rho ]}\right)\right\},$$
(24)
which leads to a rather unattractive, complicated boundary condition requiring the vanishing of a combination of $`\delta \pi `$ and $`\delta \mathrm{\Gamma }`$ and which, moreover, would not automatically vanish asymptotically — so the Hamiltonian would still not be differentiable on the space of all asymptotically flat fields.
Let us now briefly consider the Einstein Lagrangian density (8). We take the dynamical “coordinate” variable to be $`\pi ^{\beta \gamma }`$. The associated Hamiltonian density can be found from
$$_EN^\mu d\mathrm{\Sigma }_\mu =\left\{\dot{\pi }^{\sigma \alpha }\mathrm{\Gamma }^\gamma {}_{\sigma \nu }{}^{}\delta _{\alpha \gamma }^{\mu \nu }_E^\mu (N)\right\}d\mathrm{\Sigma }_\mu ,$$
(25)
(our general definition of $`\dot{\pi }`$ is given in appendix A; in adapted coordinates it simply reduces to $`_t\pi ^{\sigma \alpha }`$). The Hamiltonian density $`_E`$ still has the same ADM surface part $`^\mu _\nu `$ (but when varied it is now to be regarded as a function of $`\pi ^{\sigma \alpha }`$ and its conjugate momentum, $`\frac{1}{2}\mathrm{\Gamma }^\gamma {}_{\gamma \sigma }{}^{}\delta _{\alpha }^{\mu }+\frac{1}{2}\mathrm{\Gamma }^\gamma {}_{\gamma \alpha }{}^{}\delta _{\sigma }^{\mu }\mathrm{\Gamma }_{\sigma \alpha }^\mu `$). However the Hamiltonian has now acquired a different boundary term given by
$$_E^{\mu \nu }(N):=N^\tau \pi ^{\beta \lambda }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }.$$
(26)
This Hamiltonian boundary term, which arose directly from the Einstein Lagrangian density without discarding or adjusting any exact differentials, is a familiar object. Using the metric compatible field equation to replace the connection by derivatives of the metric leads to a well-known form of the expression,
$$_E^{\mu \nu }(N)(2\kappa )N^\lambda (g)^{1/2}g_{\lambda \tau }_\gamma (\pi ^{\mu \tau }\pi ^{\nu \gamma }\pi ^{\nu \tau }\pi ^{\mu \gamma }).$$
(27)
This is exactly the Freud superpotential whose divergence gives rise to the Einstein pseudotensor. The spatial integral of the Einstein pseudotensor yields a value which is actually quasilocal, it is given by the integral of the Freud superpotential over the closed 2-boundary of the spatial region. This is identically the same boundary integral and thus the same quasilocal value as is determined by the Einstein Hamiltonian via its boundary term. Extending the region to spatial infinity yields the total energy-momentum, now with the proper normalization.
The boundary term in the variation of the Einstein Hamiltonian takes a form which differs from the Hilbert case:
$$𝒞_E^{\tau \rho }(N)=2\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta \pi ^{\beta \nu }\delta _{\mu \nu }^{\alpha [\tau }N^{\rho ]}.$$
(28)
From the symplectic structure of this Hamiltonian variation boundary term we learn that this Einstein choice corresponds to holding fixed the contravariant metric density. With the usual asymptotics this term will vanish at spatial (but not at future null) infinity, consequently the Einstein Hamiltonian is automatically differentiable on the phase space of all asymptotically flat fields (spatially, while at future null infinity one must specify the detailed functional asymptotic form of the metric to describe the radiation). The symplectic response, however, reveals a deficiency. Since it is some projected components of the connection, it is not really a covariant object. An improved result could be obtained from the Lagrangian density (10), but we have already seen the important ideas so, instead of elaborating that case, we will just go on to our final forms for the Hamiltonian boundary term in the next section. However before we do that let us make a few observations.
The role of the variational boundary term in the Lagrangian and Hamiltonian formulations are similar, in that in both instances one can adjust the boundary term to change the implicit boundary conditions. However in the Hamiltonian case there is an additional entirely independent and very strong motivation which draws our attention to the boundary term and moreover invites us to modify it. Because the Hamiltonian is conserved, its value has a physical significance not shared by the Lagrangian. This conservation property is preserved under modifications of the boundary term (equivalently, preserved under adding a divergence free term to the Hamiltonian density). In the case of the Hamiltonian for dynamic geometry, the entire value actually comes from the boundary term.
One important way in which the boundary terms in the Lagrangian and Hamiltonian differ is that the former determines a boundary condition on the whole boundary of a spacetime region whereas the latter determines only spatial boundary conditions. By adjusting both of them accordingly we can independently choose what is held fixed on the initial time hypersurface and at the spatial boundary (which in fact is convenient for the different types—Cauchy vs. Dirichlet/Neumann—of boundary conditions typically required on these surfaces). This fact is related to another way in which the Hamiltonian boundary term issue differs from that of the Lagrangian. At the Hamiltonian level, we can make boundary terms which depend on the displacement vector field $`N^\mu `$ in various ways. This allows for many more possibilities than those like (8) and (10) that are available at the purely Lagrangian level. Consequently there is a bigger need for a suitably restrictive criterion.
The plain fact is that we can entirely ignore the boundary term which arises from the Lagrangian and simply change the Hamiltonian boundary term to anything we want. However our choice is constrained if we wish to satisfy an important physical desiderata: namely to get the desired energy-momentum values for empty space, weak fields and at spatial and future null infinity. This requirement shows up only at the Hamiltonian level; it is easily dealt with at that level whereas in general it is not so readily satisfied by a judicious adjustment of the boundary term back at the Lagrangian level. In fact this requirement forces us to adjust the Hamiltonian boundary term away from that naturally inherited from the Hilbert Lagrangian. Moreover, it actually fixes the form of the Hamiltonian boundary term — but only to linear order. Going beyond the linear order we can use our freedom to build in certain boundary conditions via the Hamiltonian variation symplectic structure.
One consequence of this freedom is that, not only the superpotentials for the Møller and Einstein pseudotensors, but in fact also the superpotentials associated with all of the other pseudotensors are likewise acceptable Hamiltonian boundary terms. Here we briefly outline the argument which we have presented in more detail elsewhere . Consider the pseudotensor idea: a suitable superpotential $`H_\mu {}_{}{}^{\nu \lambda }H_\mu ^{[\nu \lambda ]}`$ is selected and used to split the Einstein tensor thereby defining the associated gravitational energy-momentum pseudotensor:
$$\kappa \sqrt{g}N^\mu t_\mu {}_{}{}^{\nu }:=N^\mu \sqrt{g}G_\mu {}_{}{}^{\nu }+\frac{1}{2}_\lambda (N^\mu H_\mu {}_{}{}^{\nu \lambda }),$$
(29)
where we have inserted a vector field to make the calculation more nearly covariant. The usual formulation is recovered by taking the components of the vector field to be constant in the present reference frame. Einstein’s equation, $`G_\mu {}_{}{}^{\nu }=\kappa T_\mu ^\nu `$, can now be rearranged into a form where the source is the total effective energy-momentum pseudotensor
$$_\lambda H_\mu {}_{}{}^{\nu \lambda }=2\kappa \sqrt{g}𝒯_\mu {}_{}{}^{\nu }:=2\kappa \sqrt{g}(t_\mu {}_{}{}^{\nu }+T_\mu {}_{}{}^{\nu }).$$
(30)
An immediate consequence of the antisymmetry of the superpotential is that $`𝒯_\mu ^\nu `$ is a conserved current: $`_\nu [(g)^{1/2}𝒯_\mu {}_{}{}^{\nu }]0`$, which integrates to give a conserved energy-momentum. The energy-momentum within a finite region
$`P(N):={\displaystyle _\mathrm{\Sigma }}N^\mu 𝒯_\mu {}_{}{}^{\nu }\sqrt{g}𝑑\mathrm{\Sigma }_\nu `$ (31)
$``$ $`{\displaystyle _\mathrm{\Sigma }}[N^\mu \sqrt{g}({\displaystyle \frac{1}{\kappa }}G_\mu {}_{}{}^{\nu }T_\mu {}_{}{}^{\nu }){\displaystyle \frac{1}{2\kappa }}_\lambda (N^\mu H_\mu {}_{}{}^{\nu \lambda })]d\mathrm{\Sigma }_\nu `$ (32)
$``$ $`{\displaystyle _\mathrm{\Sigma }}N^\mu ^\nu {}_{\mu }{}^{}d\mathrm{\Sigma }_\nu +{\displaystyle _{S=\mathrm{\Sigma }}}(N)H(N),`$ (33)
is seen to be just the value of the Hamiltonian. Note that $`^\nu _\mu `$ is the covariant form of the ADM Hamiltonian density, which has a vanishing numerical value, so that the value of the Hamiltonian is determined purely by the boundary term $`(N)=N^\mu (1/2\kappa )H_\mu {}_{}{}^{\nu \lambda }(1/2)dS_{\nu \lambda }`$. Thus for any pseudotensor the associated superpotential is naturally a Hamiltonian boundary term. Moreover the energy-momentum defined by such a pseudotensor does not really depend on the local value of the reference frame, it is actually quasilocal—it depends (through the superpotential) on the values of the reference frame (and the fields) only on the boundary of a region.
The Hamiltonian approach endows these quasilocal values with a physical significance. To understand the physical meaning of the quasilocalization, calculate the boundary term in the Hamiltonian variation:
$$\frac{1}{2}[\delta \mathrm{\Gamma }^\alpha {}_{\beta \lambda }{}^{}N_{}^{\mu }\pi ^{\beta \sigma }\delta _{\alpha \sigma \mu }^{\tau \rho \lambda }+\frac{1}{2\kappa }\delta (N^\mu H_\mu {}_{}{}^{\tau \rho })]dS_{\tau \rho }.$$
(34)
(This result differs slightly from (20) because the ADM form of the Hamiltonian used here does not contain a term proportional to $`D\pi `$.) For example for the Einstein pseudotensor, use the Freud superpotential (22) as the Hamiltonian boundary term in (33). Then the boundary term in the Hamiltonian variation has the integrand $`\delta (\pi ^{\beta \sigma }N^\mu )\mathrm{\Gamma }^\alpha {}_{\beta \lambda }{}^{}\delta _{\alpha \sigma \mu }^{\tau \rho \lambda }`$, which shows not only that $`\pi ^{\beta \sigma }`$ is to be held fixed on the boundary, but also that the appropriate displacement vector field is $`N^\mu =`$ constant, and the reference configuration here is Minkowski space with a Cartesian reference frame.
A minor variation on the preceding analysis results from choosing a superpotential with a contravariant index: $`H^{\mu \nu \lambda }H^{\mu [\nu \lambda ]}`$. A further variation: $`H^{\mu \nu \alpha }:=_\beta H^{\mu \alpha \nu \beta }`$, along with the symmetries $`H^{\mu \alpha \nu \beta }H^{\nu \beta \mu \alpha }H^{[\mu \alpha ][\nu \beta ]}`$ and $`H^{\mu [\alpha \nu \beta ]}0`$, leads to a symmetric pseudotensor—which then allows for a simple definition of angular momentum, see §20.2. We can cover these options simply by using the displacement vector field to make modifications like $`N^\mu H_\mu {}_{}{}^{\nu \lambda }N_\mu H^\mu ^{\nu \lambda }`$.
In this way we see that each of the pseudotensors actually gives the value of the quasilocal energy-momentum for an acceptable Hamiltonian. In each case, via the Hamiltonian boundary variation symplectic structure, this quasilocal energy-momentum is associated with some definite physical boundary conditions . Note that this same type of argument extends to superpotentials (i.e., Hamiltonian boundary terms) that are more general than the classic linear-in-displacement form associated with the traditional pseudotensors. In particular one can include first (and even higher) derivatives of the displacement, as occurs in the Komar expression (23).
In summary, similar to the Lagrangian analysis which we have discussed, the boundary term in the Hamiltonian variation, $`𝒞`$, generally does not vanish, so the Hamiltonian is not differentiable for general field values. A modification, achieved by adding a total derivative term to the Hamiltonian, adjusts $``$ without changing the field equations and can compensate, making $`𝒞`$ vanish for suitable preselected boundary values. The exact form of such an adjustment still has infinite possibilities, this allows for an infinite number of different gravitational energy definitions . However, each of them has its own unique expression for the Hamiltonian boundary variation $`𝒞`$. The symplectic structure of this term reveals the implicit boundary conditions and thereby gives a physical interpretation for each quasilocal energy-momentum expression. Thus, for each well-defined Hamiltonian boundary expression, one can, via the Hamiltonian analysis, find its associated symplectic structure which shows the built in control mode, or equivalently, the implicit boundary conditions.
## III Quasilocal Energy-Momentum
Here we describe our Hamiltonian boundary term expressions for quasilocal energy-momentum. Our major tool is the symplectic analysis of the Hamiltonian boundary variational principle. We associate each possible Hamiltonian boundary term expression with the boundary conditions identified via the symplectic structure of the boundary term in the variation of the Hamiltonian. There are an infinite number of possible Hamiltonian boundary terms, and correspondingly an infinite number of possible boundary conditions. We greatly reduce this infinity by applying a covariance criteria.
In the previous section we saw that the Hilbert Hamiltonian had problems asymptotically while the Einstein Hamiltonian gave good asymptotic values but had a non-covariant response, being linear in the connection. These shortcomings necessitate, as we saw at the Lagrangian level, the introduction of a reference geometry. Hence for regulating the variational boundary term, a background manifold with a suitable geometry, $`(\overline{M},\overline{g}_{\mu \nu },\overline{\mathrm{\Gamma }}^\alpha {}_{\mu \nu }{}^{})`$, is introduced as a reference configuration. The gravitational energy-momentum is understood to be measured with respect to this selected background. Any modification of the Lagrangian or Hamiltonian boundary term changes the symplectic structure and the boundary conditions. Here, from the two examples we considered, we obtain modified versions of $`_H`$ and $`_E`$ which have the same the control modes, respectively $`\mathrm{\Gamma }^\mu _{\alpha \beta }`$ or $`\pi ^{\mu \nu }`$ , but their responses are given an improved “covariant” form.
For the metric density (in deference to the traditional choice of variables we refer to it as the “Dirichlet”) control mode, the background is just what we need to make the responses become tensorial objects without changing the control variables. Its symplectic structure in the variational boundary term is required to have the form
$$𝒞_\pi ^{\tau \rho }(N)=2\mathrm{\Delta }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta \pi ^{\beta \nu }\delta _{\mu \nu }^{\alpha [\tau }N^{\rho ]},$$
(35)
where the $`\mathrm{\Delta }`$ means the difference of variables between physical and background configurations (i.e., $`\mathrm{\Delta }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}:=\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\overline{\mathrm{\Gamma }}^\mu _{\alpha \beta }`$ and $`\mathrm{\Delta }\pi ^{\mu \nu }:=\pi ^{\mu \nu }\overline{\pi }^{\mu \nu }`$). Now the response is a combination of $`\mathrm{\Delta }\mathrm{\Gamma }`$ which is a tensor. Moreover the whole Hamiltonian boundary variation term is now the projection along the displacement vector field of a four dimensionally covariant object, a vector density which vanishes asymptotically (spatially) with standard fall offs — showing that the Hamiltonian is differentiable on the space of all asymptotically flat fields. In order to obtain this desired $`𝒞_\pi `$, we must modify $`_E`$. The modified quasilocal energy-momentum boundary term, $`_\pi `$, was found in to be
$$_\pi ^{\mu \nu }(N)=N^\tau \pi ^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+N^\tau \overline{\mathrm{\Gamma }}^\alpha {}_{\beta \tau }{}^{}\mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu }.$$
(36)
Similarly, for our connection (“Neumann”) control mode, the boundary term in the Hamiltonian variation can also be improved by incorporating reference quantities in the form
$$𝒞_\mathrm{\Gamma }^{\tau \rho }=2\mathrm{\Delta }\pi ^{\beta \nu }\delta \mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{}\delta _{\mu \nu }^{\alpha [\tau }N^{\rho ]}.$$
(37)
This symplectic expression is again the projection along the displacement vector field of a four-covariant vector density which automatically vanishes asymptotically (spatially, with standard fall offs) indicating that the Hamiltonian is differentiable on the space of all asymptotically flat fields. This version follows from the adjusted Hamiltonian boundary term
$$_\mathrm{\Gamma }^{\mu \nu }=N^\tau \overline{\pi }^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+N^\gamma \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu }.$$
(38)
Note that the two modes are complimentary: the Hamiltonian boundary variation symplectic relation for one can be obtained from the other just by interchanging the control-response roles.
From the variables at hand there are two other Hamiltonian boundary term expressions which can be constructed:
$`_0^{\mu \nu }`$ $`=`$ $`N^\tau \overline{\pi }^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+N^\gamma \overline{\mathrm{\Gamma }}^\alpha {}_{\beta \gamma }{}^{}\mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu },`$ (39)
$`_1^{\mu \nu }`$ $`=`$ $`N^\tau \pi ^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+N^\gamma \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu }.`$ (40)
$`_0`$ has the interesting property of being linear in the dynamic variables $`\pi `$, $`\mathrm{\Gamma }`$ while $`_1`$ is linear in $`\overline{\pi }`$, $`\overline{\mathrm{\Gamma }}`$. The two associated Hamiltonian variation boundary terms (both of which automatically vanish asymptotically with standard spatial fall offs) have a remarkable $`\mathrm{\Delta }\delta `$ symmetry:
$`𝒞_0^{\tau \rho }`$ $`=`$ $`\delta \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\mathrm{\Delta }\pi ^{\beta \sigma }N^\mu \delta _{\alpha \sigma \mu }^{\tau \rho \gamma }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}N_{}^{\gamma }\delta \pi ^{\beta \sigma }\delta _{\alpha \sigma }^{\tau \rho },`$ (41)
$`𝒞_1^{\tau \rho }`$ $`=`$ $`\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta \pi ^{\beta \sigma }N^\mu \delta _{\alpha \sigma \mu }^{\tau \rho \gamma }+\delta \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}N_{}^{\gamma }\mathrm{\Delta }\pi ^{\beta \sigma }\delta _{\alpha \sigma }^{\tau \rho }.`$ (42)
However, neither has the $`J^{[\tau }N^{\rho ]}`$ form of a projection along $`N^\mu `$ of a 4-dimensionally covariant vector density, only our two expressions (36,38) (or constant linear combinations thereof) leading to (35,37) have this desirable ‘covariant’ property.
Returning to our two ‘covariant’ expressions, there is a technical hitch here that needs discussion. Although the Hamiltonian variation control-response symplectic structure has a nice covariant form, the Hamiltonian boundary terms themselves (36,38) are not fully covariant. This is an inevitable consequence of our particular style of first order ‘independent metric, frame and connection’ formulation, as we briefly explain here (the main technical point is that we actually treat the connection as a one form; for further remarks see appendix A). The connection is not a covariant object. The Hamiltonian must generate the evolution of the connection coefficients including the reference frame gauge dependent part (which depends on the displacement vector field differentially). This latter task is the duty of the $`N\mathrm{\Gamma }D\pi `$ term in the Hamiltonian. The Hamiltonian boundary term then includes an associated piece with the form $`N\mathrm{\Gamma }\mathrm{\Delta }\pi `$. The contribution of this piece to the value of the energy-momentum is a mixture of a covariant physical contribution along with an energy-momentum associated with the particular reference frame. Fortunately these contributions can easily be separated by using the identity
$$N^\mu \mathrm{\Gamma }^\alpha {}_{\beta \mu }{}^{}D_\beta N^\alpha _\beta N^\alpha ,$$
(43)
to replace the $`N\mathrm{\Gamma }`$ terms. The $`N`$ terms produce a noncovariant (reference frame dependent) unphysical contribution (which can usually be made to vanish in a specially selected frame) and should be dropped (for the purposes of calculating physical energy-momentum but not for calculating the evolution equations). This leads to the final fully covariant form of our Hamiltonian boundary quasilocal energy-momentum expressions:
$`_\pi ^{\mu \nu }(N)`$ $`=`$ $`N^\tau \pi ^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+\overline{D}_\beta N^\alpha \mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu },`$ (44)
$`_\mathrm{\Gamma }^{\mu \nu }(N)`$ $`=`$ $`N^\tau \overline{\pi }^{\beta \lambda }\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}\delta _{\alpha \lambda \tau }^{\mu \nu \gamma }+D_\beta N^\alpha \mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu }.`$ (45)
We wish to emphasize that an alternate, fully covariant, direct derivation of these expressions can be obtained from a different representation as indicated in Appendix A.
After a bi-metric manipulation (see Appendix B), the above expressions can be rewritten in the following compact and remarkably similar forms:
$`_\pi ^{\mu \nu }`$ $`=`$ $`2\mathrm{\Delta }(\pi ^{\lambda [\nu }D_\lambda N^{\mu ]})+N^\nu k^\mu (\pi )N^\mu k^\nu (\pi ),`$ (46)
$`_\mathrm{\Gamma }^{\mu \nu }`$ $`=`$ $`2\mathrm{\Delta }(\pi ^{\lambda [\nu }D_\lambda N^{\mu ]})+N^\nu k^\mu (\overline{\pi })N^\mu k^\nu (\overline{\pi }),`$ (47)
where
$$k^\mu (\pi ):=\pi ^{\mu \nu }\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \lambda }{}^{}\pi ^{\alpha \beta }\mathrm{\Delta }\mathrm{\Gamma }^\mu {}_{\alpha \beta }{}^{},$$
(48)
and $`k^\mu (\overline{\pi })`$ has the same form with $`\overline{\pi }`$ replacing $`\pi `$.
At first we were surprised to learn that our Dirichlet expression (44) is exactly identical with an expression obtained by Katz et al. which was derived in a completely different way, namely by applying the Noether conservation theorem to the Lagrangian density (compare with (10)):
$`_\pi `$ $`=`$ $`\pi ^{\mu \nu }R_{\mu \nu }+_\mu k^\mu (\pi )\overline{\pi }^{\mu \nu }\overline{R}_{\mu \nu }`$ (49)
$`=`$ $`\pi ^{\mu \nu }(\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\rho \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \nu }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \rho }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\nu \lambda }{}^{})+\mathrm{\Delta }\pi ^{\mu \nu }\overline{R}_{\mu \nu },`$ (50)
which includes background terms in addition to terms quadratic in the first derivatives of $`g_{\mu \nu }`$. In retrospect we realize that our having found an identical energy-momentum expression is not so surprising after all. The Hamiltonian approach, as we discussed, is closely connected with the Noether approach. Moreover our covariance requirement leaves little room in the Hamiltonian boundary term for anything else except expressions that can be inherited from a suitable four dimensionally covariant Lagrangian.
Comparing the remarkable similarity in the form of our alternate Neumann expression (45) with that of (44), invites us to consider also obtaining it from a Lagrangian density. The desired result is obtained simply by interchanging the roles of $`g`$ and $`\overline{g}`$ (consequently $`\mathrm{\Delta }\mathrm{\Delta }`$) followed by an overall sign change. Thus, we found that (47) can be derived by the same Noether argument used by Katz and coworkers from the following Lagrangian, which is quadratic in the first derivatives of $`\overline{g}_{\mu \nu }`$:
$`_\mathrm{\Gamma }`$ $`=`$ $`\pi ^{\mu \nu }R_{\mu \nu }+_\mu k^\mu (\overline{\pi })\overline{\pi }^{\mu \nu }\overline{R}_{\mu \nu }`$ (51)
$`=`$ $`\overline{\pi }^{\mu \nu }(\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\rho \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \nu }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \rho }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\nu \lambda }{}^{})+\mathrm{\Delta }\pi ^{\mu \nu }R_{\mu \nu }.`$ (52)
Via the Hamiltonian boundary term symplectic structure we identified the two quasilocal energy expressions (44,45) as corresponding to Dirichlet or Neumann type boundary conditions respectively. Comparing their respective Lagrangians we see the relation between these two expressions from a new point of view. There is an amazing symmetry relating the two expressions: one passes into the other simply by interchanging the role of the dynamic physical and background variables. Hence we can regard our “Neumann” expression (45) as giving the energy-momentum of the “reference” geometry measured with respect to the “dynamic” geometry using “Dirichlet” boundary conditions. And, likewise, our “Dirichlet” expression gives the “Neumann” energy-momentum for the “reference” geometry compared to the “dynamic” geometry. This symmetry, however, has an intriguing asymmetry: one might have expected the energy-momentum of the dynamic space referenced to the background to have the same magnitude when the roles are reversed without any reversal in the type of boundary condition (on the other hand, one could argue that asymmetries are common when the reference point is changed, e.g., going from 4 to 5 and back to 4 can be described as a 25% increase followed by a 20% decrease). We suspect that there is some, as yet unidentified, underlying principle which could have been used to anticipate this curious symmetry and asymmetry.
Our two boundary expressions are not the only ones for gravitational energy-momentum. They are simply the only ones which satisfy our covariant Hamiltonian symplectic structure criterion. Covariance is a very important property; we believe that a covariant theory should have covariant quasilocal energy-momentum. Nevertheless it is well to keep in mind that some other property may be regarded as even more desirable (also, perhaps our particular implementation of the covariance requirement could be generalized). Then one could exploit the freedom in selecting the Hamiltonian boundary term to achieve a different goal. For example Kijowski and Jezierski have used the constraints and the actual boundary conditions required by the field equations to identify and control certain variables representing the true physical degrees of freedom. This necessitates decomposing the dynamic fields into various space, time and boundary components. Consequently their expression for quasilocal energy-momentum is not covariant (although it would be interesting to try to recast it into that form). More recently, following along the lines of Rosenfeld and Belinfante, Petrov and Katz have used what amounts to the same Hamiltonian boundary term freedom that we have exploited to achieve a “symmetric” energy-momentum expression . To any such alternate expressions one can apply, just as we did for the pseudotensors, our Hamiltonian boundary variation symplectic analysis to reveal the implicit spatial boundary conditions.
## IV Conclusions
In summary, variational principles can yield not only field equations but also boundary conditions; the latter can be modified by adding a total derivative, which is equivalent to a boundary term. The Hamiltonian boundary term for dynamic spacetime governs the value of the Hamiltonian. For each finite region its value yields a quasilocal energy-momentum. The boundary term in the variation of the Hamiltonian has a symplectic structure, which is uniquely determined by the choice of quasilocal expression. Requiring it to vanish associates to each different quasilocal expression distinct boundary conditions. This approach provides a physical interpretation for many of the well-known gravitational energy-momentum expressions including all of the pseudotensors, associating each with unique boundary conditions. Among the infinite possibilities, we found only two Hamiltonian-boundary-term quasilocal expressions which correspond to covariant boundary conditions; they are respectively of the Dirichlet or Neumann type. Our Dirichlet expression coincides with the expression recently obtained by Katz and coworkers using Noether arguments and a fixed background. A modification of their argument yields our Neumann expression.
Some key points we have noted in our analysis are:
* The boundary-variation-symplectic-structure principle connects the choice of boundary term with boundary conditions. The Lagrangian boundary term can be adjusted to affect a canonical transformation. It governs the boundary conditions on the 3-dimensional boundary of a spacetime region, including the initial time spacelike hypersurface.
* The Hamiltonian boundary term governs the boundary conditions on the 2-dimensional boundary of the spatial region at each instant of time. The value of the Hamiltonian for dynamic geometry theories including general relativity is determined entirely by the Hamiltonian boundary term. It gives the quasilocal energy-momentum. Our freedom to adjust the Hamiltonian boundary term is justified by the conservation law. The Hamiltonian boundary term depends on the displacement vector, hence it has (in principle) more freedom than is available at the Lagrangian level. However the value of the Hamiltonian, the energy-momentum, also has physical ‘correspondence limit’ constraints which have no analog for the Lagrangian. The boundary term freedom we exploit here is essentially the same freedom used in constructing ‘new improved symmetric energy-momentum tensors’.
* The Einstein and Møller (Komar) pseudotensors arise quite naturally, but the latter has several more shortcomings. All of the pseudotensor superpotentials are possible Hamiltonian boundary terms. Consequently all pseudotensors have quasilocal energy-momentum which is identical to the value of the Hamiltonian for an acceptable choice of boundary term, which, in turn, corresponds to some definite boundary conditions.
* Our ‘covariance’ criterion removes most of the freedom (leaving only two choices). In hindsight we see that it essentially restricts us to expressions which could be obtained (without any adjustments by hand) by projecting a judicious choice of Lagrangian boundary term. Our Dirichlet mode unexpectedly coincides with that of Katz et al. In retrospect that is no surprise. Our Neumann mode can be interpreted as the Katz et al. energy-momentum of the reference geometry referred to the dynamic geometry.
We note some features of our quasilocal energy-momentum expressions:
* We found only two “covariant” Hamiltonian boundary expressions. They each give rise to a boundary term in the variation of the Hamiltonian which has the form of a projection of a covariant vector density along the displacement vector field. The form of this variation boundary term shows that the respective Hamiltonians evolve field values with Dirichlet or Neumann type boundary conditions. With standard fall offs, the two Hamiltonians have well defined variational derivatives on the space of asymptotically flat fields at spatial infinity.
* Our expressions depend on a reference configuration, which is required only on the boundary. The reference configuration determines the zero point for all of the quasilocal quantities. The obvious choice is Minkowski space; alternatives which may be more appropriate for certain applications include (anti-)de Sitter space, a Friedmann-Robertson-Walker cosmology, and Schwartzschild geometry. Some options for attaching an appropriate reference configuration to a dynamic boundary were discussed in .
* Our expressions also depend on a displacement vector field which selects the associated component of the quasilocal energy-momentum. How to choose the exact form of this vector field was discussed in ; the recommended choice is a Killing vector of the reference geometry. In addition to energy-momentum (obtained from a spacetime translation), for a suitable choice of rotational displacement, the expressions also give angular momentum.
* Our expressions reduce to expressions proposed by others in the appropriate limits, in particular to the well known quasilocal expressions of Brown & York and asymptotically to that of Beig & ó Murchadha . Asymptotically they are equivalent to an expression which gives the expected values at spatial infinity (for asymptotically flat and anti-de Sitter solutions) . Moreover, asymptotically, at future null infinity, our Dirichlet expression yields the expected Bondi values . Quasilocally, we have evaluated them for spherically symmetric spacetimes .
* Katz and coworkers have applied their expression (equivalent to our Dirichlet expression) at future null infinity to cosmology and Mach’s principle . We have applied our formulation to black hole thermodynamics to obtain the first law and an expression for the entropy.
More generally our work reveals some of the merits of the symplectic Hamiltonian boundary variational principle. In particular it allows us to supplement the usual (correspondence limit to weak field and asymptotic forms) constraints on quasilocal energy-momentum expressions with a principle which connects each quasilocal expression with a distinct boundary condition. Coupled with the covariance criteria the form of the quasilocal energy-momentum expression is then strongly restricted.
## Acknowledgments
We are very grateful to R.S. Tung, A.N. Petrov and J. Katz for useful discussions and correspondence. The work was supported by the National Science Council of the Republic of China under grants No. NSC89-2112-M-008-020 and NSC89-2112-M-008-016.
## A Dynamical Details
Our Hamiltonian formalism is adapted to evolving the components of objects including the connection coefficients, hence it includes some (unphysical) dynamic reference frame gauge generation features. There are alternate representations (e.g., ) in which these terms do not show up.
Our general approach is to work with a dynamical Lagrangian and Hamiltonian formulation which gives independent equations for evolving the frame, metric and connection, and which handles a wide range of theories, including geometric gravity theories and gauge theories in a uniform way . Note that in such a formalism the Hamiltonian must include the ability to generate a general time dependent (purely gauge) evolution of the frame and the associated induced effects on the components of geometric objects. In general we found that there are certain technical advantages in using a differential form representation. However in the present work we wanted to make our results for the specific case of Einstein’s GR more accessible to others, so we transcribed it into the ordinary “holonomic frame” representation. To achieve this some choices must be made: in particular, how to deal with the metric, frame and connection variables and how to impose the vanishing torsion and metric compatible constraints. We want to keep our first order form, so we certainly need the connection and metric to be independent at least to some extent. We elected to impose vanishing torsion ‘a priori’ and thus to use a symmetric connection and a variational principle which would give the metric compatible condition as a (vacuum) field equation. Because we are using a holonomic frame the evolution of the frame is rather trivial, so we dropped it and its conjugate momentum from our list of dynamic variables. Nevertheless we did not want to depart far from the form of our earlier more general work. Thus the expressions given here are actually obtained by specializing our earlier work. In particular our time derivative is specified by projecting the Lie derivative $`\mathrm{\pounds }_N:=di_N+i_Nd`$ of components of the connection one-form and its conjugate momentum 2-form:
$`\dot{\mathrm{\Gamma }}{}_{}{}^{\alpha }{}_{\beta \gamma }{}^{}dx^\gamma `$ $`:=`$ $`\mathrm{\pounds }_N(\mathrm{\Gamma }{}_{}{}^{\alpha }{}_{\beta \lambda }{}^{}dx^\lambda )=\left(N^\mu _\mu \mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}+\mathrm{\Gamma }^\alpha {}_{\beta \mu }{}^{}_{\gamma }^{}N^\mu \right)dx^\gamma ,`$ (A1)
$`\dot{\pi }^{\beta \sigma }ϵ_{\alpha \sigma }`$ $`:=`$ $`\mathrm{\pounds }_N(\pi ^{\beta \sigma }ϵ_{\alpha \sigma })=\left(N^\lambda _\lambda \pi ^{\beta \sigma }\delta _\alpha ^\rho +{\displaystyle \frac{1}{2}}\pi ^{\beta \nu }_\mu N^\lambda \delta _{\alpha \nu \lambda }^{\mu \rho \sigma }\right)ϵ_{\rho \sigma },`$ (A2)
where $`ϵ_{\mu \nu }:=(1/2)ϵ_{\mu \nu \alpha \beta }dx^\alpha dx^\beta `$. These “definitions” differ from the usual holonomic expression of the components of the Lie derivative for the contravariant metric density:
$$\mathrm{\pounds }_N\pi ^{\mu \nu }:=_\lambda (N^\lambda \pi ^{\mu \nu })\pi ^{\alpha \nu }_\alpha N^\mu \pi ^{\mu \alpha }_\alpha N^\nu $$
(A3)
and the connection coefficients:
$$\mathrm{\pounds }_N\mathrm{\Gamma }^\alpha {}_{\beta \gamma }{}^{}:=R^\alpha {}_{\beta \gamma \mu }{}^{}N_{}^{\mu }+D_\gamma D_\beta N^\alpha .$$
(A4)
The difference, however, shows up only in terms proportional to the derivative of N. (All such terms vanish if the coordinates are adapted so that $`\mathrm{\pounds }_N`$ reduces to $`_t`$). A feature of our approach is a frame-gauge generating term in the Hamiltonian density and an associated term in the Hamiltonian boundary quasilocal expression. We like this set up for it is just the way things come out for the vector potential (i.e. connection one-form) in gauge theories like electromagnetism and Yang-Mills.
It is certainly possible to use the usual Lie derivative in a Hamiltonian formulation (see, e.g., ). We choose to avoid it also because it includes an inconvenient for us second derivative of $`N`$ (which necessitates adjustments in our argument regarding the form of and the vanishing of the Hamiltonian density). A price we pay is then an awkward term like $`N^\tau \overline{\mathrm{\Gamma }}^\alpha {}_{\beta \tau }{}^{}\mathrm{\Delta }\pi ^{\beta \lambda }\delta _{\alpha \lambda }^{\mu \nu }`$ in each of our quasilocal energy-momentum Hamiltonian boundary expressions. We have argued that such terms are necessary to give us the Hamiltonian evolution and boundary variation symplectic structure in our representation. Unfortunately the quasilocal energy-momentum, defined as the value of our Hamiltonian, consequently includes both a physical and an unphysical, reference frame gauge dependent, contribution. To separate these effects we rearrange the symmetric connection identity $`(\mathrm{\pounds }_Ne_\beta )^\alpha [N,e_\beta ]^\alpha \left(_Ne_\beta _\beta N\right)^\alpha `$ to give
$$N^\mu \mathrm{\Gamma }^\alpha {}_{\beta \mu }{}^{}D_\beta N^\alpha +(\mathrm{\pounds }_Ne_\beta )^\alpha ,$$
(A5)
which can be used to replace the $`N\mathrm{\Gamma }`$ factors. The $`\mathrm{\pounds }_Ne_\beta `$ term is a non-covariant, dynamic reference frame piece. Its contribution to the energy-momentum can be thought of as an energy associated with the observer. In fact, for any given displacement vector field $`N`$, we can choose the reference frame $`e_\beta `$ so that it vanishes.
Having introduced this identity, an alternative approach is available. We could treat this term in the same way as its analogue is dealt with in other representations, in particular Kijowski’s . Note that, since it includes a time derivative, it really has no place in a Hamiltonian. Rather it should be treated as term belonging to the $`p_k\dot{q}^k`$ part of the action, a term that shows up in a 2-dimensional integral over the boundary of the spacelike hypersurface rather than in the 3-dimensional hypersurface integral. An easy way to establish the association between this part of our representation and Kijowski’s is to consider the frame to be orthonormal. Then its time evolution is just an instantaneous Lorentz boost (in the spacetime 2-plane orthogonal to the spatial boundary) by a hyperbolic angle $`\dot{\alpha }\delta t`$. The associated ‘conjugate momentum’ is the area of the 2-surface. Hayward gives another route to time derivative terms on the spatial 2-boundary. He uses the fact that the total boundary term in the Einstein action (8) can be expressed as the extrinsic curvature of the boundary. The standard definition of the extrinsic curvature involves the normal to the boundary surface. But converting the total derivative form to a surface integral is then a delicate task, as the normal is discontinuous on the corners of the usual 3-boundary, which consists of an initial and final constant time spacelike hypersurface connected by a topologically $`S^2\times [t_i,t_f]`$ type 3-manifold. This leads to contributions in the action given by the difference between an integral over the final and initial 2-boundary. Contributions which can, in turn, be written as the integral over time of a total time derivative of a 2-boundary term.
Actually it is not difficult to obtain a fully covariant Hamiltonian density with our fully covariant quasilocal boundary terms. Beginning from the Hilbert Lagrangian (5), the Hamiltonian can be derived by using the usual Lie derivative of a connection (A4)
$`^\mu (N)`$ $`:=`$ $`\mathrm{\pounds }_N\mathrm{\Gamma }^\alpha {}_{\beta \nu }{}^{}\pi _{}^{\beta \sigma }\delta _{\alpha \sigma }^{\mu \nu }N^\mu _H`$ (A6)
$``$ $`{\displaystyle \frac{1}{2}}N^\nu R^\alpha {}_{\beta \gamma \lambda }{}^{}\pi _{}^{\mu \beta }\delta _{\alpha \nu \sigma }^{\mu \lambda \gamma }D_\beta N^\alpha \delta _{\alpha \sigma }^{\mu \nu }D_\nu \pi ^{\beta \sigma }+_\nu \left(D_\beta N^\alpha \pi ^{\beta \sigma }\delta _{\alpha \sigma }^{\mu \nu }\right).`$ (A7)
The boundary term here is just the Komar superpotential (with the normalization that gives half of the desired energy-momentum). The boundary term in the variation of this Hamiltonian will not automatically vanish asymptotically; hence this Hamiltonian requires the explicit functional form of the connection to be fixed on the boundary even asymptotically. Consequently this Hamiltonian should be adjusted. Replacing the boundary term by one of the improved boundary terms (44) or (45) gives a fully 4-covariant Hamiltonian for general relativity. Explicitly calculating the resultant boundary term in the variation of the Hamiltonian then leads to the desirable asymptotically well behaved covariant symplectic structures (35), (37). For constant components $`N^\mu `$ these fully covariant Hamiltonian density plus boundary term expressions reduce to (17,18,36,38).
## B Geometry of Bi-metric Spacetime
A background is needed to determine well-defined conserved quantities in GR. For the special choice of mapping and coordinates such that a point $`P`$ of the physical configuration is mapped into a point $`\overline{P}`$ of the background and both are given the same coordinates $`x^\mu `$, the whole system can be looked at as a spacetime $`M`$ possessing two metrics $`g_{\mu \nu }`$ and $`\overline{g}_{\mu \nu }`$. Geometric quantities with respect to each metric can then be reformulated in terms of the difference between them. In particular each metric determines its own associated Levi-Civita connection and Riemannian geometry.
The simplest case for the connection, from which all others can be derived is
$$\left(D_\mu \overline{D}_\mu \right)N^\alpha =\mathrm{\Delta }\mathrm{\Gamma }^\alpha {}_{\mu \nu }{}^{}N_{}^{\nu },$$
(B1)
where the variables and operators are denoted with or without a bar consistently with the notation for the metric, and the symbol $`\mathrm{\Delta }`$ means the difference of operands between two metrics such as $`\mathrm{\Delta }\mathrm{\Gamma }=\mathrm{\Gamma }\overline{\mathrm{\Gamma }}`$. This identity shows that $`\mathrm{\Delta }\mathrm{\Gamma }`$, being the difference between two connections is a covariant tensorial object.
The Ricci tensor $`R_{\mu \nu }`$ ($`\overline{R}_{\mu \nu }`$) with respect to $`\mathrm{\Gamma }_{\beta \mu }^\alpha `$ ($`\overline{\mathrm{\Gamma }}_{\beta \mu }^\alpha `$) can be rewritten, respectively as
$`R_{\mu \nu }`$ $`=`$ $`\overline{D}_\lambda \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}\overline{D}_\mu \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \lambda }{}^{}+\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \nu }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\rho \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \rho }{}^{}+\overline{R}_{\mu \nu },`$ (B2)
$`\overline{R}_{\mu \nu }`$ $`=`$ $`D_\lambda \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}+D_\mu \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \lambda }{}^{}+\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \nu }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\rho \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \rho }{}^{}+R_{\mu \nu }.`$ (B3)
Two other useful identities concern the total derivative terms, which are added to the Hilbert Lagrangian density in order to make the Lagrangian density quadratic in the first order derivatives of the metric:
$`_\mu k^\mu (\pi )`$ $`=`$ $`\pi ^{\mu \nu }\{(\overline{D}_\lambda \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}\overline{D}_\mu \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \lambda }{}^{})+2(\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \nu }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\rho \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\rho {}_{\mu \lambda }{}^{}\mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \rho }{}^{})\},`$ (B4)
$`_\mu k^\mu (\overline{\pi })`$ $`=`$ $`\overline{\pi }^{\mu \nu }(\overline{D}_\lambda \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\mu \nu }{}^{}\overline{D}_\mu \mathrm{\Delta }\mathrm{\Gamma }^\lambda {}_{\nu \lambda }{}^{}),`$ (B5)
where the $`k^\mu (\pi )`$ and $`k^\mu (\overline{\pi })`$ were defined in connection with (48). |
warning/0001/gr-qc0001004.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In addition to isometries that leave invariant the metric tensor under Lie transport and provide information of the symmetries inherent in space-time, spacetimes may admit other symmetries that do not leave the metric tensor invariant. Whereas the geometrical nature of a space-time is encoded into the metric tensor, by virtue of the Einstein equations, the physics is given more explicitly by the Ricci tensor. Besides the space-time metric, the curvature and Ricci tensors are other important candidates which play the significant role in understanding the geometric structure of space-times in general relativity. These general symmetry considerations (e.g., Ricci collineations, curvature collineations), based on the invariance properties of different geometric objects under Lie transport, have been classified by Katzin et al.
The locally rotationally symmetric (LRS) metric for the spatially homogeneous Bianchi type-II($`\delta =0`$), VIII($`\delta =1`$), and IX($`\delta =+1`$) cosmological models can generally be written in the form
$$ds^2=dt^2S^2(dxhdz)^2R^2(dy^2+f^2dz^2)$$
(1)
where $`S`$ and $`R`$ are arbitrary functions of $`t`$ only and
$`f(y)=\left(\begin{array}{c}y\\ siny\\ sinhy\end{array}\right),h(y)=\left(\begin{array}{c}y^2/2\\ cosy\\ coshy\end{array}\right)for\delta ={\displaystyle \frac{f^{\prime \prime }}{f}}=\left(\begin{array}{c}0\\ +1\\ 1\end{array}\right)`$ (11)
(prime denotes differentiation with respect to $`y`$).
We give the geometric classification of 3-parameter Lie groups for the Bianchi type II, VIII, and IX space-times in the following table (from Ref.$`4`$). In this table, the last column gives a possible realisation of the algebra in terms of translations, rotations, boosts, null rotations and a dilation (scaling) acting on subspaces of Minkowski space, where $`a`$ and $`b`$ are the parameters which occur in the generators ($`a=0`$ for Bianchi type V, $`a=b`$ for Bianchi type IV).
Table I.Geometric classification of 3-parameter Lie groups for the Bianchi type II, VIII, and IX space-times.
Group type Isomorphic to (Sub)group of Generators II $`G_1,H_1`$ homothetic motions of null $`2`$-plane $`_y,_x,a_y+b(x_x+y_y)`$ VIII $`SO(2,1)`$ $`2`$-pseudosphere $`t_x+x_t,t_y+y_t,x_yy_x`$ IX $`SO(3)`$ $`2`$-sphere $`y_xx_y,z_yy_z,x_zz_x`$
The Killing equation can be written in component form as
$$(K_{ab}):g_{ab,c}k^c+g_{ac}k_{,b}^c+g_{cb}k_{,a}^c=0,$$
(12)
where the comma represents partial differentiation with respect to the respective coordinate, $`k^a`$ are the components of the KV field, and Latin indices take values $`1,2,3,4`$. As for all Bianchi space-times, the Bianchi type II, VIII, and IX space-times considered here also admit Killing Vectors (KVs), or isometries and homothetic motions , i.e. symmetries that scale all distances by the same constant factor and preserve the null geodesic affine parameters.
According to the classification of Katzin et al. , a given Riemannian space-time will admit Ricci collineations (RCs) provided one can find a solution of the equations
$$\mathrm{\pounds }_\xi R_{ab}=\xi ^c_cR_{ab}+R_{ac}_b\xi ^c+R_{cb}_a\xi ^c=0,$$
(13)
where $`\mathrm{\pounds }_\xi `$ denotes the operation of Lie differentiation with respect to the vector $`\xi ^a`$ and $``$ represents covariant derivative operator. Clearly, if a solution $`\xi ^a`$ to equation (3) exists (which corresponds to an infinitesimal point mapping $`x^ax^a+ϵ\xi ^a`$), then it represents symmetry property of the particular Riemannian spacetime, and this symmetry property will correspond to at least a $`G_1`$ group of Ricci collineation. In a torsion free space in a coordinate basis, the RC equation (3) represented by $`(C_{ab})`$ reduces to a simple partial differential equation (pde)
$$(C_{ab}):R_{ab,c}\xi ^c+R_{ac}\xi _{,b}^c+R_{cb}\xi _{,a}^c=0,$$
(14)
where $`\xi ^a`$ are the components of the RC vector. Also, a less restrictive class of symmetries corresponds to the Family of Contracted Ricci Collineation(FCRC), defined by
$$g_{ab}\mathrm{\pounds }_\xi R_{ab}=0.$$
(15)
Each member of the FCRC symmetry mapping satisfies $`g^{ab}\mathrm{\pounds }_\xi (T_{ab}\frac{1}{2}Tg_{ab})=0`$, which leads to the following conservation law generator for a space-time admitting RC :
$`_a[(g)^{\frac{1}{2}}(T_b^a{\displaystyle \frac{1}{2}}T\delta _b^a)\xi ^b]=_a[(g)^{\frac{1}{2}}R_b^a\xi ^b]=_a[(g)^{\frac{1}{2}}R_b^a\xi ^b]=0.`$
The relationship between the RCs and the isometries have been discussed in detail by Amir, Bokhari, and Qadir . They provide the complete classification of the RCs according to the nature of the Ricci tensor which is constructed from a general spherically symmetric and static metric.
If $`h=0`$ and $`f=1`$, then the metric (1) coincide the LRS Bianchi type I space-time while if we take $`h=0,f=1`$ and $`R=S`$ in the metric (1), then we have the Robertson-Walker spacetime with $`k=0`$. Green et al. and Nu$`\stackrel{~}{n}`$ez et al. have provided an example of RC and FCRC symmetries of Robertson-Walker spacetime, and they have confined their study to symmetries generated by the vector fields of the form, respectively,
$$\xi =(0,0,0,\xi ^4(r,\theta ,\varphi ,t)),$$
(16)
and
$$\xi =(\xi ^1(r,t),0,0,\xi ^4(r,t)).$$
(17)
In this paper we investigate some symmetry properties of the Bianchi type II, VIII, and IX space-times by considering RCs associated with the following vector fields
(i) one components of $`\xi ^a(x^b)`$ is different from zero:
$`(i.a)\xi ^a`$ $`=`$ $`(\xi ^1(x^a),0,0,0),`$
$`(i.b)\xi ^a`$ $`=`$ $`(0,\xi ^2(x^a),0,0),`$
$`(i.c)\xi ^a`$ $`=`$ $`(0,0,\xi ^3(x^a),0),`$
$`(i.d)\xi ^a`$ $`=`$ $`(0,0,0,\xi ^4(x^a)),`$
(ii) two components of $`\xi ^a(x^b)`$ is different from zero. In this case, we consider the following subcases only.
$`(ii.a)\xi ^a`$ $`=`$ $`(\xi ^1(x^a),\xi ^2(x^a),0,0),`$
$`(ii.b)\xi ^a`$ $`=`$ $`(0,\xi ^2(x^a),\xi ^3(x^a),0),`$
$`(ii.c)\xi ^a`$ $`=`$ $`(0,\xi ^2(x^a),0,\xi ^4(x^a)),`$
where $`x^a=(x,y,z,t)`$. Furthermore, for these vector fields, we obtain a FCRC symmetry family. The motivation to study this kind of symmetries comes from the fact that, to the best of our knowledge, a systematic analysis of RCs and FCRC associated to Bianchi universes is not available in the literature.
In section 2, we study in detail RCs for the vector fields in the cases (i) and (ii) and also, in section 3, we are dealt with FCRC.
## 2 Ricci Collineations
The nonvanishing components of the Ricci tensor, corresponding to the metric (1), read
$`R_{11}`$ $`=`$ $`S^2A(t),R_{13}=h[R_{11}+\beta S^2/(2R)^2],R_{22}=R^2B(t),`$
$`R_{33}`$ $`=`$ $`h^2[R_{11}+\beta S^2/R^2]+f^2R_{22},R_{44}=({\displaystyle \frac{2\ddot{R}}{R}}+{\displaystyle \frac{\ddot{S}}{S}})`$
where a dot indicates derivative with respect to time and we have defined
$$A(t)=\frac{\ddot{S}}{S}+2\frac{\dot{R}\dot{S}}{RS}+\alpha \frac{S^2}{2R^4},B(t)=\frac{\ddot{R}}{R}+\frac{\dot{R}\dot{S}}{RS}+\left(\frac{\dot{R}}{R}\right)^2\left[\alpha \frac{S^2}{2R^4}\frac{\delta }{R^2}\right]$$
(19)
such that $`\alpha `$ and $`\beta `$ are
$`\beta `$ $`=`$ $`{\displaystyle \frac{f^{}h^{}}{fh}}{\displaystyle \frac{h^{\prime \prime }}{h}},\alpha =\left({\displaystyle \frac{h^{}}{f}}\right)^2.`$
For the Bianchi type-II, VIII, and IX spacetime, we obtain that $`\alpha =1`$ and $`\beta =0`$.
For the metric (1), the RC equations (4), generated by an arbitrary vector field $`\xi ^a(x,y,z,t)`$, reads
$`(C_{11}):R_{11,4}\xi ^4+2R_{11}\xi _{,1}^1+2R_{13}\xi _{,1}^3=0,`$
$`(C_{22}):R_{22,4}\xi ^4+2R_{22}\xi _{,2}^2=0,`$
$`(C_{33}):R_{33,2}\xi ^2+R_{33,4}\xi ^4+2R_{13}\xi _{,3}^1+2R_{33}\xi _{,3}^3=0,`$
$`(C_{44}):R_{44,4}\xi ^4+2R_{44}\xi _{,4}^4=0,`$
$`(C_{12}):R_{11}\xi _{,2}^1+R_{22}\xi _{,1}^2+R_{13}\xi _{,2}^3=0,`$
$`(C_{13}):R_{13,2}\xi ^2+R_{13,4}\xi ^4+R_{11}\xi _{,3}^1+R_{33}\xi _{,1}^3+R_{13}(\xi _{,1}^1+\xi _{,3}^3)=0,`$
$`(C_{14}):R_{11}\xi _{,4}^1+R_{44}\xi _{,1}^4+R_{13}\xi _{,4}^3=0,`$
$`(C_{23}):R_{22}\xi _{,3}^2+R_{33}\xi _{,2}^3+R_{13}\xi _{,2}^1=0,`$
$`(C_{24}):R_{22}\xi _{,4}^2+R_{44}\xi _{,2}^4=0,`$
$`(C_{34}):R_{33}\xi _{,4}^3+R_{44}\xi _{,3}^4+R_{13}\xi _{,4}^1=0.`$
In the above equations we will consider two different cases :
Case (i): One component of $`\xi ^a(x^b)`$ is different from zero.
In this case, there are four subcases:
Subcases (i.a)-(i.c). From the RC equations, for these three subcases, we obtain that $`\xi ^1,\xi ^2`$ and $`\xi ^3`$ are constants. It means that these three RC vectors $`\xi ^i,i=1,2,3`$ represent a translation along $`x,y`$ and $`z`$ directions, respectively. Further, from subcase (i.b) we get
$$R_{11}=R_{22}=0A(t)=B(t)=0.$$
(20)
Therefore, using (8), (9) and (10), we find that
$`{\displaystyle \frac{\ddot{R}}{R}}+{\displaystyle \frac{\ddot{S}}{S}}+3{\displaystyle \frac{\dot{R}\dot{S}}{RS}}+({\displaystyle \frac{\dot{R}}{R}})^2+{\displaystyle \frac{\delta }{R^2}}`$ $`=`$ $`0,`$
which leads to
$$[R(RS)^\dot{}]^\dot{}=\delta S.$$
(21)
When we use the transformations of the time-coordinate $`d\overline{t}=Sdt`$ and $`dt=SR^2d\tau `$ in (11), we obtain the general solutions for Bianchi type II($`\delta =0`$) metric, respectively,
$$(RS)^2=c_1\overline{t}+c_2,and(RS)^2=e^{2(c_3\tau +c_4)},$$
(22)
where $`c_1,c_2,c_3,`$ and $`c_4`$ are integration constants. These solutions are found by Lorenz . Also, making the scale transformation $`d\overline{t}=Sdt`$ into (11), we get the general solution for Bianchi type II, VIII, and IX metrics,
$$(RS)^2=\delta (\overline{t})^2+c_5\overline{t}+c_6,$$
(23)
where $`c_5,c_6`$ are constants. This corresponds to the solution found by Lorenz .
subcase (i.d). From the RC equations, we get
$`(C_{11}):R_{11,4}\xi ^4=0,(C_{22}):R_{22,4}\xi ^4=0,(C_{33}):R_{33,4}\xi ^4=0,`$
$`(C_{44}):R_{44,4}\xi ^4+2R_{44}\xi _{,4}^4=0,`$
$`(C_{13}):R_{13,4}\xi ^4=0,(C_{14}):R_{44}\xi _{,1}^4=0,`$
$`(C_{24}):R_{44}\xi _{,2}^4=0,(C_{34}):R_{44}\xi _{,3}^4=0.`$
In this case, from $`(C_{11})`$ and $`(C_{22})`$, we find that
$$\dot{R}_{11}=0R_{11}=a_1,$$
(24)
$$\dot{R}_{22}=0R_{22}=a_2,$$
(25)
where $`a_1,a_2`$ are constants. It is clear that Eqs. $`(C_{33})`$ and $`(C_{13})`$ are identically satisfied. Further, from $`(C_{14}),(C_{24})`$ and $`(C_{34})`$, we have $`\xi ^4=\xi ^4(t)`$. Now, using $`(C_{44})`$, we obtain that
$$\xi ^4(t)=\frac{c}{\sqrt{R_{44}}},$$
(26)
where $`c`$ is a constant. Choosing $`S(t)=a_3R(t),a_3`$ = const., from (14) and (15) we obtain
$$\frac{\ddot{R}}{R}+2\left(\frac{\dot{R}}{R}\right)^2+\frac{2k}{R^2}=0,$$
(27)
where $`k`$ is a disposable constant, and can be set to $`\pm 1`$ or $`0`$. Then, the solution for eq. (17) represents the Robertson-Walker spacetime in general. The RCs of this space-time for the RC vector (7) and the solutions for eq. (17) have been found by Nu$`\stackrel{~}{n}`$ez et al.
Case (ii). The two components of $`\xi ^a(x^b)`$ are different from zero. In this case, we will consider the following subcases only.
Subcase (ii.a). From the RC equations, we obtain that
$`(C_{33}):R_{33,2}\xi ^2+2R_{13}\xi _{,3}^1=0,`$
$`(C_{12}):R_{11}\xi _{,2}^1+R_{22}\xi _{,1}^2=0,`$
$`(C_{13}):R_{11}\xi _{,3}^1+R_{13,2}\xi ^2=0,`$
$`(C_{23}):R_{13}\xi _{,2}^1+R_{22}\xi _{,3}^2=0,`$
$`(C_{11}):R_{11}\xi _{,1}^1=0,(C_{22}):R_{22}\xi _{,2}^2=0,`$
$`(C_{14}):R_{11}\xi _{,4}^1=0,(C_{24}):R_{22}\xi _{,4}^2=0.`$
From the above equations, using $`(C_{11}),(C_{22}),(C_{14})`$ and $`(C_{24})`$, we find that $`\xi ^1=\xi ^1(y,z)`$ and $`\xi ^2=\xi ^2(x,z)`$. As a result of $`(C_{13})`$ and $`(C_{23})`$, we obtain that $`\xi ^2`$ vanishes, and therefore $`\xi ^1`$ becomes a constant. Then it follows that there is a translation along the $`x`$-direction, since $`\xi ^2`$ vanishes and $`\xi ^1`$ is a constant.
Subcase (ii.b). For this subcase, RC equations yield
$`(C_{33}):R_{33,2}\xi ^2+2R_{33}\xi _{,3}^3=0,`$
$`(C_{12}):R_{22}\xi _{,1}^2+R_{13}\xi _{,1}^3=0,`$
$`(C_{13}):R_{33}\xi _{,1}^3+R_{13}\xi _{,3}^3=0,`$
$`(C_{23}):R_{22}\xi _{,3}^2+R_{33}\xi _{,2}^3=0,`$
$`(C_{11}):2R_{13}\xi _{,1}^3=0,(C_{22}):2R_{22}\xi _{,2}^2=0,`$
$`(C_{14}):R_{13}\xi _{,4}^3=0,(C_{24}):R_{22}\xi _{,4}^2=0.`$
Using $`(C_{22})`$ and $`(C_{24})`$, we have $`\xi ^2=\xi ^2(x,z)`$, while eqs. $`(C_{11})`$ and $`(C_{14})`$ give $`\xi ^3=\xi ^3(x,z)`$. Therefore, eq. $`(C_{13})`$ becomes
$`(C_{13}):R_{13}\xi _{,3}^3+R_{13,2}\xi ^2=0.`$
From this equation, obviously, we find
$$\xi ^2(x,z)=\frac{h}{h^{}}\xi _{,3}^3.$$
(28)
Then, substituting eq. (18) into $`(C_{33})`$, we obtain that $`\xi ^3`$ is a function of $`y`$ only. Therefore, from (18), we find that $`\xi ^2`$ vanishes and also, from $`(C_{12})`$ and $`(C_{23})`$, that $`\xi ^3`$ is a constant. In this case, since $`\xi ^2`$ vanishes and $`\xi ^3`$ is a constant, this means that there is a translation along the z-direction.
Subcase (ii.c). In this subcase, we have the following RC equations:
$`(C_{11}):R_{11,4}\xi ^4=0,`$
$`(C_{22}):R_{22,4}\xi ^4+2R_{22}\xi _{,2}^2=0,`$
$`(C_{33}):R_{33,2}\xi ^2+R_{33,4}\xi ^4=0,`$
$`(C_{44}):R_{44,4}\xi ^4+2R_{44}\xi _{,4}^4=0,`$
$`(C_{13}):R_{13,2}\xi ^2+R_{13,4}\xi ^4=0,`$
$`(C_{24}):R_{22}\xi _{,4}^2+R_{44}\xi _{,2}^4=0,`$
$`(C_{12}):R_{22}\xi _{,1}^2=0,(C_{14}):R_{44}\xi _{,1}^4=0,`$
$`(C_{23}):R_{22}\xi _{,3}^2=0,(C_{34}):R_{44}\xi _{,3}^4=0,`$
Using eqs. $`(C_{12}),(C_{14},(C_{23})`$ and $`(C_{34})`$, we have that $`\xi ^2`$ and $`\xi ^4`$ are functions of $`y`$ and $`t`$ only. From $`(C_{11})`$, we find that
$`\dot{R}_{11}`$ $`=`$ $`0R_{11}=const.=a_1`$
and by using $`(C_{13})`$ we see that $`\xi ^2`$ vanishes. Therefore, eqs. $`(C_{22})`$ and $`(C_{33})`$ give
$`\dot{R}_{22}=0R_{22}=const.=a_2`$
On the other hand, the component $`\xi ^4`$ is determined by $`(C_{44})`$, and since from $`(C_{24})`$ that $`\xi ^4=\xi ^4(t)`$, we see that it keeps the form (16). Therefore, this subcase is reduced to the subcase (i.d).
## 3 Family of Contracted Ricci Collineations
The Family of Contracted Ricci collineations (FCRC) for the Bianchi type II, VIII, and IX metric (1) takes the form
$`A(t)\xi _{,1}^1+B(t)\left({\displaystyle \frac{f^{}}{f}}\xi ^2+\xi _{,2}^2\right)+h[B(t)A(t)]\xi _{,1}^3`$
$`+B(t)\xi _{,3}^3+R_{44}\left[\left({\displaystyle \frac{\dot{R}_{44}}{R_{44}}}+2{\displaystyle \frac{\dot{R}}{R}}+{\displaystyle \frac{\dot{S}}{S}}\right)\xi ^4+2\xi _{,4}^4\right]`$ $`=`$ $`0.`$ (29)
It is not possible to find a solution to (19) without imposing some additional restrictions either on the metric or on the vector field $`\xi ^a`$.
In subcase (i.a), we find from (19) that $`\xi _{,1}^1=0,`$ i.e. $`\xi ^1=\xi ^1(y,z,t)`$ for $`B(t)0`$. A first example of proper (nondegenerate) FCRC vector is obtained by setting subcase (i.b) in the above equation. In the present case, eq.(19) becomes
$`B(t)\left({\displaystyle \frac{f^{}}{f}}\xi ^2+\xi _{,2}^2\right)`$ $`=`$ $`0.`$
This equation can be integrated by demanding that $`B(t)`$ be different from zero. Thus we find
$`\xi ^2`$ $`=`$ $`{\displaystyle \frac{k_1(x,z,t)}{f(y)}},`$
where $`k_1(x,z,t)`$ is an arbitrary function of integration with respect to the coordinate $`y`$ and $`f(y)=y,siny,`$ or $`sinhy`$ for the Bianchi types II, VIII, and IX respectively. By inserting subcase (i.d) in (19), we get
$`\left({\displaystyle \frac{\dot{R}_{44}}{R_{44}}}+2{\displaystyle \frac{\dot{R}}{R}}+{\displaystyle \frac{\dot{S}}{S}}\right)\xi ^4+2\xi _{,4}^4`$ $`=`$ $`0.`$
If we solve this equation, we can easily obtain
$`\xi ^4`$ $`=`$ $`\left({\displaystyle \frac{k_2(x,y,z)}{R^2SR_{44}}}\right)^{1/2}`$
where $`k_2(x,y,t)`$ is arbitrary function of the spatial variables.
## 4 Conclusion
RC equation (4) for metric (1) represents ten nonlinear pde’s for seven unknowns (four $`\xi ^a,a=1,2,3,4`$, which are functions of all the space-time coordinates, three functions of $`t`$ given by $`R_{11},R_{22}`$, and $`R_{44}`$, since $`R_{13}=hR_{11}`$ and $`R_{33}=h^2R_{11}+f^2R_{22}`$). In the present paper, the possible value of the RC classification of Bianchi type II, VIII, and IX space-times for the vector fields (i) and (ii) are given.
In section $`2`$, we worked out a classification of the RCs for the RC vector of the form (i) and (ii). In the subcases (i.a), (i.b) and (i.c), we find from the RC equations $`(C_{ab})`$ that the components $`\xi ^1,\xi ^2`$ and $`\xi ^3`$ are constants for the Bianchi type II, VIII, and IX space-time (1). Therefore, it follows that these three subcases represent translation along $`x,y`$ and $`z`$ directions, respectively. Further, when we choose RC vector $`\xi ^a`$, as for subcases (ii.a), (ii.b) and (ii.c), then $`\xi ^2`$ always vanishes and the other two components (i.e., $`\xi ^1`$ and $`\xi ^3`$) become a constant, but $`\xi ^4`$ is a function of $`t`$ only. Therefore, the subcases (ii.a), (ii.b) and (ii.c) are reduced to the subcases (i.a), (i.c) and (i.d), respectively. Consequently, it should be noted that (i.d) and (ii.c) types of symmetry vector $`\xi ^a`$ would lead to proper RC for this cosmological model; the other cases are degenerate (i.e. nonproper). Notice that every KV is an RC vector for the LRS Bianchi type II, VIII, and IX space-times, but the converse is not true. We remark that solutions (12) and (13) which were found by Lorenz for metric (1) have been obtained by us in subcase (i.b). Also, in subcase (i.d), our metric (1) is reduced to the Robertson-Walker space-time as a special case if we choose $`S(t)=const.\times R(t)`$. Finally, in section 3, for the subcases (i.b) and (i.d), we find some proper FCRC vector.
The RC equations $`(C_{ab})`$ have been abtained by assuming that $`A(t),B(t)`$ \[i.e.,$`R_{11},R_{13},R_{22},`$ and $`R_{33}`$\], and $`R_{44}`$ do not vanish. Nevetheless there may exist solutions that correspond to the vanishing of any of the above quantities. This case will be discussed in another paper. |
warning/0001/astro-ph0001252.html | ar5iv | text | # On the numerical analysis of triplet pair production cross-sections and the mean energy of produced particles for modelling electron-photon cascade in a soft photon field
## 1 Introduction
There are two main reasons why triplet pair production (TPP) has been commonly ignored in astrophysical applications. The first reason is that TPP is a third-order QED process. The second reason is the extremely complicated and long expression for the total differential cross-section . This considerably complicates the modelling of the energies and momenta of the final three particles in comparison with the case of considering only the two major processes for electron-photon cascade in a radiation field: pair production and inverse Compton scattering. Apart from the formal complications there are serious mathematical problems to be overcome connected with numerical calculation of the double differential cross-section (DDCS) and single differential cross-section (SDCS) in the laboratory frame. A typical problem is the integration over the cosine ($`\mathrm{cos}\theta _{}`$) of the polar angle $`\theta _{}`$ of the produced electron momentum $`p_{}`$, where both the integrand irregularities coincide with the integration limits whose semi-vicinities provide the major contribution to the integral.
Despite the above-mentioned arguments, at ultrarelativistic electron energies TPP becomes a prevailing process playing an important part in the electron-photon cascades in a soft background photon field that form the energy spectrum from a variety of astrophysical sources. This fact has been recently emphasized and confirmed by incorporating TPP into full cascade calculations -.
Based on the recently revived interest in a more precise simulation of electron-photon cascades in a photon field, we have started to develop a Monte Carlo code for modelling TPP. Our intention is to use this code for a more detailed study of the development of electromagnetic cascades in thermal fields. To realize this intention we have decided to follow a method like that suggested in paper . Thus, as an initial step we have precisely recalculated the DDCS and SDCS with respect to electron and positron energies as well as the total cross-section of TPP in the laboratory frame. An obstacle to overcome here is the presence of the above-mentioned integrand irregularities in combination with extremely short integration intervals. So, one purpose of the present study is to search for ways to avoid these intrinsic difficulties and to achieve more precise results. Another purpose of the study is to calculate and analytically approximate the mean energy of particles produced as a function of the characteristic collisional parameter. Investigating the primary-electron TPP energy loss rate is also an important aim of the work.
## 2 Method and results
### 2.1 Calculation approach
Let us first consider the basic expressions of interest corrected for typographical errors that have appeared in many papers. The DDCS with respect to the positron and electron energies is given by
$`{\displaystyle \frac{^2\sigma }{E_+E_{}}}(E_0,\epsilon _0,s,E_+,E_{})`$
$`={\displaystyle \frac{\alpha _fr_0^2}{4\pi ^2s}}p_+p_{}{\displaystyle _{x_{\mathrm{min}}}^1}x{\displaystyle _{y_{\mathrm{min}}(x)}^{y_{\mathrm{max}}(x)}}y[a_1(y_{\mathrm{max}}y)(yy_{\mathrm{min}})]^{1/2}{\displaystyle _0^{2\pi }}X\varphi _+,`$ (1)
where $`p_+`$, $`E_+`$, $`\theta _+`$ and $`p_{}`$, $`E_{}`$, $`\theta _{}`$ are momenta, energies and polar angles of the produced positron and electron, respectively, $`x=\mathrm{cos}\theta _+`$ and $`y=\mathrm{cos}\theta _{}`$, $`\varphi _+`$ is the azimuthal angle of the positron, $`E_0`$ and $`\epsilon _0`$ are the energies of the incoming electron and photon respectively, $`s=E_0\epsilon _0(1\beta \mathrm{cos}\theta )`$ is the characteristic collisional parameter ($`\theta `$ is the collision angle) representing the photon energy in the electron rest frame (ERF), and $`X`$ is a cumbersome expression that is given in the appendix; the quantities $`\alpha _f=e^2/(\mathrm{}c)`$ and $`r_0=e^2/(m_ec^2)`$ are the fine structure constant and the classical electron radius, respectively, and $`m_e`$ is the electron rest mass. The limits of integration are:
$$y_{\mathrm{max}}=[b_1+(b_1^2a_1c_1)^{1/2}]/a_1,$$
$$y_{\mathrm{min}}=[b_1(b_1^2a_1c_1)^{1/2}]/a_1,$$
$$x_{\mathrm{min}}=(F_1+p_{}F_2^{1/2})/(p_+P_{tot}),$$
where
$$a_1=p_{}^2(P_{tot}^2+p_+^22P_{tot}p_+x),b_1=Ap_{}(p_+xP_{tot}),$$
$$c_1=A^2p_+^2p_{}^2\mathrm{sin}^2\theta _+,$$
$$A=1+s+p_+P_{tot}xE_{tot}(E_++E_{})+E_+E_{},$$
$$F_1=E_{}^2(E_{tot}E_+)E_{}+sE_{tot}E_+,$$
$$F_2=(E_++E_{}E_{tot})^21,E_{tot}=E_0+\epsilon _0,\mathrm{and}\stackrel{}{P}_{tot}=\stackrel{}{p}_0+\stackrel{}{k}.$$
$`\stackrel{}{p}_0`$ and $`\stackrel{}{k}`$are the momenta of the incoming electron and photon, respectively. Let us note that throughout this paper the energy quantities are in units $`m_ec^2`$. Note that the integrand in equation (1) has two irregular points with respect to the variable $`y`$. These points, $`y=y_{\mathrm{min}}`$ and $`y=y_{\mathrm{max}}`$, coincide with the integration limits. Also, the integration intervals over $`x`$ and $`y`$, especially at high energies, are extremely short. In addition, even within such narrow integration intervals the integrand changes sharply with changing of $`y`$ (see figure 1). Because of these peculiarities of the integrand, an accurate calculation (numerical integration) can be successful only when a sufficiently high-precision number is used. This was first been pointed out by Mastichiadis who underlined the necessity of quadratic precision to calculate DDCS and SDCS, and reconsidered his own formerly obtained results . Since our purpose here is to perform similar calculations with a higher precision (e.g. up to 80 significant decimal digits) we have used the program code Mathematica , which allows one to work with arbitrary high-precision numbers. Thus, one can both eliminate the precision number conditioning and ensure a reliable precision of the final results. In addition, this code has an adaptive program for quadrature of multiple integrals that precisely approximates the fast-changing integrand and permits one to obtain results with a prescribed precision. Nevertheless, the extraordinary character of the integrand in equation (1) leads to a fast growth of the CPU time with the increase of the interaction energies. Besides, it is not unknown for the program to fail in some cases. As a result of searching for ways to eliminate the above-mentioned problems, we came to the following change of variables that led to acceptable integration intervals and acceptable smooth behaviour of the integrand:
$`x`$ $`=`$ $`x(\xi )=\xi /l+x_{\mathrm{min}}(l>1),`$ (2a)
$`y`$ $`=`$ $`y(\xi ,\eta )=[y_{\mathrm{max}}(x)+y_{\mathrm{min}}(x)\eta ^2]/(1+\eta ^2).`$ (2b)
Equation (2b) is, in fact, one of the Euler substitutions that is appropriate for this case and leads to the integral:
$`I=I(E_0,\epsilon _0,s,E_+,E_{})=2l^1{\displaystyle _0^{l(1x_{\mathrm{min}})}}\xi {\displaystyle _0^{\mathrm{}}}\eta `$
$`\times {\displaystyle _0^{2\pi }}\varphi _+X(E_0,\epsilon _0,s,E_+,E_{},\xi ,\eta ,\varphi _+)/(1+\eta ^2);`$ (2c)
$$^2\sigma /(E_+E_{})=(\alpha _fr_0^2/(4\pi ^2a_1^{1/2}s))p_+p_{}I(E_0,\epsilon _0,s,E_+,E_{}).$$
It can be seen that the new variables lead to an enlargement of the integration scale and removal of the integrand irregularities. As one may expect, the integrand becomes a smooth function of $`\eta `$ (figure 2), which leads to an acceleration of the calculation procedure, increase of the precision, and elimination of any computational failures when Mathematica is used.
### 2.2 Double differential cross-section
We have obtained precise results for DDCS as a function of $`E_0`$, $`\epsilon _0`$, $`s`$, $`E_+`$ and $`E_{}`$. Some of these results are shown in figures 3 and 4 in a three-dimensional surface form and a three-dimensional contour form, respectively. It is seen (figure 3) that the dependence of $`^2\sigma /(E_+E_{})`$ on $`E_+`$ and $`E_{}`$ considered over the whole range of the arguments $`E_+`$ and $`E_{}`$, at various fixed values of the parameter $`s=\epsilon _0E_0`$ ( in the case of a glancing collision when $`\theta =\pi /2`$ ), is represented by a double-peak surface whose secants with the planes $`E_+=const`$ are symmetric curves with respect to the point $`(E_+,E_{,med})`$, where $`E_{,med}=0.5(E_{,\mathrm{min}}+E_{,\mathrm{max}})`$. With the increase of $`s`$, the surface peak heights increase, and the surface itself (as well as the corresponding dependence of DDCS on $`E_+`$ and $`E_{}`$) becomes sharper. Also, up to values of $`s=10^2`$, the peaks change their positions over the plane $`\{E_+,E_{}\}`$. So, the common coordinate of both peaks along $`E_+`$ axis is shifted to lower values of $`E_+`$. In addition, the first peak (disposed below the point $`(E_+,E_{,med})`$) is shifted to lower values of $`E_{}`$ (see figure 4), and the second one, to higher values of $`E_{}`$. At values of $`s`$ increasing above $`s=10^2`$ the peaks do not change their positions; the surface is as if consisting of two spikes (with a common $`E_+`$ coordinate) whose positions are close to the points $`(E_{+,\mathrm{min}},E_{,\mathrm{min}})`$ and $`(E_{+,\mathrm{min}},E_{,\mathrm{max}})`$, respectively. The same results as above are represented in figure 5, but in a parametrized form proposed in , where the quantity $`D(s,z)=(E_{}E_{,\mathrm{min}})(E_+E_{+,\mathrm{min}})[^2\sigma /(E_+E_{})]`$ is considered as a function of the parameter $`z=(E_{}E_{,\mathrm{min}})/(E_{,med}E_{,\mathrm{min}})`$ at fixed values of $`E_+`$ and $`s`$. It is shown in that $`D`$ can be considered as dependent only on $`s`$ and $`z`$ if $`E_01\epsilon _0`$. Such a parametrization is useful for application to a Monte Carlo code for modelling electron-photon cascades in a soft photon field taking into account the contribution of the TPP process. Then, on the basis of tabulated data $`D(s,z)`$ one can determine DDCS at any combination of $`E_0`$, $`\epsilon _0`$, $`s`$ and positron energy $`E_+`$ . Comparison between our results and those obtained in shows that our curves pass through maximum and that at lower electron energies tending to $`E_{,\mathrm{min}}`$, where the calculation is sensitive to loss of precision, they essentially fall below the corresponding curves obtained in .
### 2.3 Single differential cross-section
The SDCS $`\sigma /E_+`$ has been calculated by integrating $`^2\sigma /(E_+E_{})`$ over $`E_{}`$ with integration limits $`E_\mathrm{\_}|_{\mathrm{min}}^{\mathrm{max}}=0.5[E_{tot}E_+\pm (P_{tot}p_+)(12/B)^{1/2}]`$, $`(B=1+sE_{tot}E_++P_{tot}p_+)`$. In the same way, $`\sigma /E_{}`$ has been calculated by integrating $`^2\sigma /(E_+E_{})`$ over $`E_+`$. The use of an optimum-power spline technique allowed us to obtain precise results for sufficiently high values of $`s>10^8`$. (We consider as an optimum power of the spline that one, above which the results from the integration remain stable.) The same results have been obtained by direct integration (without spline interpolation) but using considerably longer CPU time. Some of the results obtained are shown in figure 6 in a parametrized form where the quantity $`C(s,y)=(E_+E_{+,\mathrm{min}})[\sigma /E_+]`$ is considered as a function of the parameter $`y=(E_+E_{+,\mathrm{min}})/(E_{+,\mathrm{max}}E_{+,\mathrm{min}})`$ at fixed values of $`s`$. For $`E_01\epsilon _0`$, $`C(s,y)`$ depends only on $`s`$ and $`y`$, and (when tabulated) allows one to determine the SDCS for any combination of $`E_0`$, $`\epsilon _0`$ and $`s`$ . The comparison between our results and those obtained in shows that the corresponding curves have the same behaviour with a characteristic maximum. The difference is that the left-hand part of each curve of ours (including the maximum), where the calculation is more sensitive to loss of precision, is as if shifted right with respect to the analogous part of the corresponding curve obtained in .
### 2.4 Total cross-section
We have also calculated the total cross-section $`\sigma _{tot}`$ by integrating $`\sigma /E_+`$ over $`E_+`$. The integration limits are: $`E_+|_{\mathrm{min}}^{\mathrm{max}}=\{E_{tot}(s1)\pm P_{tot}[s(s4)]^{1/2}\}/(1+2s)`$ . The results obtained are compared, in table 1, with the results obtained by other authors , . The agreement is excellent and may be considered as an indirect confirmation of the precise character of our calculations.
### 2.5 Mean energy of produced particles
Finally, we have calculated the mean energy $`E_m=E_{+,m}=E_{,m}`$ of the produced particles on the basis of the relations:
$`E_m`$ $`=`$ $`E_{+,,m}={\displaystyle E_{+,}(\sigma /E_{+,})E_{+,}/\sigma _{tot}}`$ (2d)
The results obtained for $`E_{+,m}`$ and $`E_{,m}`$ are practically coincident, which may be considered as another confirmation of the precise character of the calculations performed. On the basis of the parametrization approach developed in we can show that the ratio $`E_m/E_0`$ is a function only of $`s`$ when $`E_01\epsilon _0`$. In this case, the integration limits $`E_{+,\mathrm{min}}`$ and $`E_{+,\mathrm{max}}`$ (see above) are expressible as $`E_{+,\mathrm{min}}=E_0f_{\mathrm{min}}(s)`$ and $`E_{+,\mathrm{max}}=E_0f_{\mathrm{max}}(s)`$, where the functions $`f_{\mathrm{min}}`$ and $`f_{\mathrm{max}}`$ depend only on $`s`$. After the change of variable $`E_+=xE_0`$, instead of equation (2d) we can write:
$`E_m`$ $`=`$ $`E_0\sigma _{tot}^1(s){\displaystyle _{f_{\mathrm{min}}(s)}^{f_{\mathrm{max}}(s)}}x.x.[(\sigma /x)(E_0,\epsilon _0,s,xE_0)].`$ (2e)
In the same way, taking into account that $`\sigma _{tot}`$ depends only on $`s`$, we obtain
$`\sigma _{tot}(s)={\displaystyle _{f_{\mathrm{min}}(s)}^{f_{\mathrm{max}}(s)}}x[(\sigma /x)(E_0,\epsilon _0,s,xE_0)]={\displaystyle _{f_{\mathrm{min}}(s)}^{f_{\mathrm{max}}(s)}}x[(\sigma /x)(E_0^{^{}},\epsilon _0^{},s,xE_0^{})]`$ (2f)
where $`E_0^{^{}}`$ and $`\epsilon _0^{}`$ are some other values of the incoming electron and photon energies, respectively, but such that the value of $`s`$ is retained. Based on equation (2f) we may conclude that $`(\sigma /x)(E_0^{^{}},\epsilon _0^{},s,xE_0^{})=(\sigma /x)(E_0,\epsilon _0,s,xE_0)`$, and consequently (see equation (2e)) $`E_m/E_0=E_m^{^{}}/E_0^{^{}}=f(s)`$, where
$`f(s)`$ $`=`$ $`\sigma _{tot}^1(s)N(s),`$ (2g)
and
$`N(s)={\displaystyle _{f_{\mathrm{min}}(s)}^{f_{\mathrm{max}}(s)}}x.x.[(\sigma /x)(E_0,\epsilon _0,s,xE_0)].`$ (2h)
Thus, the knowledge of $`f(s)`$ allows one to determine $`E_m`$ for any pair of values of $`E_0`$ and $`s`$. At fixed values of $`E_0`$ and $`\epsilon _0`$, $`f(s)`$ describes, in practice the dependence of $`E_m`$ on the angle of collision $`\theta `$.
The results calculated for $`E_ms/E_0`$ versus $`s`$ are represented in figure 7(a) by black squares (see also table 2). At $`s>10^2`$ they are well described by the dependence (curve ($`b_0`$)):
$`f_1(s)`$ $`=`$ $`E_m(E_0,s)s/E_0=0.195\mathrm{ln}^2(2s)`$ (2i)
The concrete calculations are performed at $`\epsilon _0=10^3`$, $`\theta =\pi /2`$, and various values of $`E_0`$ leading to various values of $`s=\epsilon _0E_0`$. Nevertheless, the results obtained for $`E_m/E_0`$ should, as a whole, depend only on $`s`$ independently of the concrete values of $`E_0`$, $`\epsilon _0`$ and $`\theta `$. Thus, on the basis of a special case we obtain the dependence $`E_m(E_0,s)`$ having a more general validity. In figure 7(a) we have also graphically represented two other estimates of the function $`f_1(s)=E_m(E_0,s)s/E_0`$ obtained by other authors. The line ($`e_0`$) corresponds to the estimate $`E_m(E_0,s)=0.71E_0s^{0.5}`$obtained analytically by Dermer and Schlickeiser . At values of $`s10^2`$ this line passes through our points (squares). At values of $`s>10^2`$ the line goes far above our points, thus predicting several orders of magnitude higher results for $`E_m`$. The curve ($`a_0`$) corresponds to the estimate $`E_m(E_0,s)=(E_0/s)\mathrm{ln}^2(s/4)/\sigma _{totBH}(s)`$ obtained on the basis of the theoretical approach developed by Feenberg and Primakoff (see equations (19), (21), (22) and (31) in ); $`\sigma _{totBH}(s)`$ is an analytical approximation to the Bethe-Heitler formula for $`\sigma _{tot}(s)`$ normalized to the quantity $`\alpha _fr_0^2`$. It is seen that curve ($`a_0`$) lies essentially below our points and predicts several times lower results for $`E_m(E_0,s)`$. A reason for this is that curve ($`a_0`$) describes an approximation obtained analytically as a lower limit of the true dependence $`f_1(s)`$. Another reason, that was pointed out by Mastichiadis et al is the neglect (in ) of the recoil of the primary electron in the electron rest frame.
In order to determine the mean energy $`E_{mi}`$ of a particle produced by relativistic electron-photon collision in an isotropic and monochromatic soft photon field one should additionally average $`E_m`$ over the angle of collision $`\theta `$. Then the expression of $`E_{mi}`$ is obtained in the form:
$`E_{mi}(E_0,s_{})`$ $`=`$ $`E_0\phi (s_{}),`$ (2j)
where $`\phi (s_{})=N_i(s_{})/\sigma _{toti}(s_{})`$ is a function of $`s_{}=\epsilon _0E_0`$;
$`N_i(s_{})`$ $`=`$ $`(2\beta \epsilon _0^2E_0^2)^1{\displaystyle _4^{\epsilon _0E_0(1+\beta )}}sN(s)s,`$ (2k)
$`\sigma _{toti}(s_{})`$ $`=`$ $`(2\beta \epsilon _0^2E_0^2)^1{\displaystyle _4^{\epsilon _0E_0(1+\beta )}}s\sigma _{tot}(s)s.`$ (2l)
The results calculated for $`\phi _1(s_{})=E_{mi}(E_0,s_{})s_{}/E_0=E_{mi}(E_0,s_{})\epsilon _0`$ versus $`s_{}`$ are represented in figure 7(b) by black circles (see also table 2). At $`s_{}10^2`$ they are fitted by the dependence (curve ($`b_1`$))
$`\phi _1(s_{})`$ $`=`$ $`E_{mi}(E_0,s_{})\epsilon _0=0.195\mathrm{ln}^2(2s_{})`$ (2m)
(i.e. $`E_{mi}(E_0,s_{})E_{mi}(\epsilon _0,s_{})=(0.195/\epsilon _0)\mathrm{ln}^2(2s_{})`$) that has the same form as the dependence $`f_1(s)`$ (equation (2i)). There are four more curves represented in figure 7(b), which describe some approximations of the function $`\phi _1(s_{})`$ obtained by different authors. The line ($`e_1`$) corresponds to the estimate $`\phi _1(s_{})=\frac{2}{3}s_{}^{1/2}`$ . Certainly, it almost coincides with the line ($`e_0`$) in figure 7(a), and at $`s<10`$ passes in immediate proximity to our points (circles). With the increase of $`s_{}`$ above $`10^2`$, the discrepancy with our results also increases, achieving two orders of magnitude at $`s=10^8`$. The lines ($`d_1`$) and ($`c_1`$) correspond to the approximations $`\phi _1(s_{})=0.57s_{}^{0.44}`$ and $`\phi _1(s_{})=2.5s_{}^{0.25}`$ obtained by Mastichiadis et al in 1986 and 1991 , respectively. The first approximation (line ($`d_1`$)) has been obtained by numerical calculations. It is near that obtained by Dermer and Schlickeiser, and has a similar behaviour with respect to our results. The latter approximation is obtained after reconsidering the first one and performing improved calculations and computer simulations. In the interval from $`s=10^3`$ to $`s=10^8`$ the line ($`c_1`$) lies just above our results. For completeness, we shall also briefly consider the results for $`\phi _1(s_{})=\phi _{FP}(s_{})=(1/s_{})\{s_{}[(\mathrm{ln}s_{}\mathrm{ln}21)^2+1][(\mathrm{ln}2+1)^2+1]\}/\sigma _{totiFP}`$ obtained on the basis of the approach of Feenberg and Primakoff (curve ($`a_1`$)) by using the above-mentioned equations (19), (21), (22) and (31) in ; $`\sigma _{totiFP}`$ is derived from equations (19) and (21) in , and is normalized to (divided by) $`\alpha _fr_0^2`$. The corresponding curve (($`a_1`$) in figure 7(b)) almost coincides with the curve ($`a_0`$) in figure 7(a), thus showing the same behaviour with respect to our results. The reasons for such a behaviour are pointed out above. The resemblance between our results and those of Feenberg and Primakoff is that $`\phi _1(s_{})`$ ($`f_1(s)`$) is obtained to be proportional to $`\mathrm{ln}^2s_{}`$ and $`\mathrm{ln}s_{}`$ ($`\mathrm{ln}^2s`$ and $`\mathrm{ln}s`$) respectively, and not to a power function of $`s_{}`$ ($`s`$) as in the other known approximations. Let us finally note that the lowest estimate of $`E_m2/\epsilon _0`$ was mentioned by Blumenthal . Thus, it appears that there is a natural tendency to improve the calculation accuracy, leading to the results obtained here.
### 2.6 Primary-electron energy losses
The primary electron energy loss rate $`L_{TPP}`$ (the energy lost per unit time) due to TPP in an isotropic and monochromatic soft photon field is given by the expression
$`L_{TPP}`$ $`=`$ $`2cnE_0N_i(s_{})=2cnE_{mi}(E_0,s_{})\sigma _{toti}(s_{}),`$ (2n)
where $`c`$ is the speed of light and $`n`$ is the number of photons per unit volume. According to the results given in table 1 the values of $`\sigma _{toti}(s_{})`$ at $`s_{}>10^4`$ are described correctly by the Haug formula :
$`\sigma _{toti}(s_{})`$ $`=`$ $`\alpha _fr_0^2[{\displaystyle \frac{28}{9}}\mathrm{ln}(2s_{}){\displaystyle \frac{218}{27}}].`$ (2o)
Also, as shown above, at $`s_{}>10^2`$ the values of $`E_{mi}(E_0,s_{})`$ or $`E_{mi}(\epsilon _0,s_{})`$ are described correctly by equation (2m). Therefore, based on equations (2m)-(2o) we can write the following analytical expression of $`L_{TPP}`$ normalized to the quantity $`\chi =cn\pi r_0^2/\epsilon _0`$:
$`q_{TPP}(s_{})`$ $`=`$ $`L_{TPP}/\chi =0.386\alpha _f\mathrm{ln}^2(2s_{})[\mathrm{ln}(2s_{}){\displaystyle \frac{218}{84}}].`$ (2p)
The primary-electron energy loss rate $`L_{ICS}`$ due to inverse Compton scattering (ICS) in an isotropic and monochromatic soft photon field (normalized again to $`\chi `$) is given by :
$`q_{ICS}(s_{})`$ $`=`$ $`L_{ICS}/\chi =\mathrm{ln}(4s_{}){\displaystyle \frac{11}{6}}.`$ (2q)
The normalized losses $`q_{TPP}`$ and $`q_{ICS}`$ versus $`s_{}`$ are compared graphically in figure 8. There, curve ($`f`$) represents the dependence $`q_{ICS}(s_{})`$ given by equation (2q). Curve ($`b`$) is obtained on the basis of precise numerical calculations performed in this work. It can be seen that, according to our results, TPP losses become prevalent and increase above ICS losses at values of $`s_{}`$ exceeding a threshold $`s_{th}10^8`$. Certainly, this threshold is considerably higher (five orders of magnitude) than another threshold $`s^{}=250`$ at which the interaction lengths of TPP and ICS become equal . An estimate of $`s_{th}`$ derived from the equality $`q_{TPP}(s_{})=q_{ICS}(s_{})`$ (by using equations (2p) and(2q)) is $`s_{th}1.6\times 10^8`$.
The estimate of $`q_{TPP}(s_{})=(5/\pi )\alpha _fs_{}^{1/4}[\frac{28}{9}\mathrm{ln}(2s_{})\frac{218}{27}]`$ obtained by Mastichiadis et al in 1991, is shown by curve ($`c`$). The threshold predicted in this case is $`s_{th}10^6`$. Curve ($`e`$) represents the estimate $`q_{TPP}(s_{})=\frac{32}{9}\alpha _fs_{}^{1/2}`$obtained by Dermer and Schlickeiser . It predicts a threshold $`s_{th}2\times 10^5`$. Two more estimates of the dependence $`q_{TPP}(s_{})`$ obtained from the results of and are illustrated by curves ($`a`$) and ($`d`$), and give unrealistically high and low thresholds, respectively. So, the consideration performed here, of the results obtained by different authors for the primary-electron energy loss rate due to TPP, confirms the existence of a tendency to a permanent improvement of the calculation accuracy. Because of the efforts to overcome the calculation difficulties and additionally increase the calculation precision, one can accept the results obtained here as reliable and accurate. They show that the electron energy losses due to TPP, e.g. in cascading processes occurring in pulsars (, , ) or in photon background field (, , ), are lower than those formerly predicted. The differences between the results for DDCS, SDCS, $`E_m(E_0,s),`$and $`E_{mi}(E_0,s_{})`$ obtained here and those obtained in other works might lead to differences in the results from modelling electron-photon cascading in a soft photon field. Certainly, the detailed simulations now in progress will reveal the influence on the final results of the differences and factors discussed in this paper.
## 3 Conclusion
In order to develop a Monte Carlo code for three-dimensional modelling of TPP, we have undertaken a series of systematic precise calculations of DDCS and SDCS with respect to the produced electron and positron energies, as well as of the total cross-sections of TPP in the laboratory frame. The behaviour of the mean produced-particle energies has also been investigated in detail. To avoid crucial irregularities and sharp variations of the integrand, and extremely short integration intervals in the expressions of DDCS, SDCS, total cross-section, and mean produced-particle energy, we have used some appropriate mathematical approaches such as suitable changes of variables, optimum-power spline technique etc. These approaches lead to simpler and regular expressions of the cross-sections as well as to stable, accurate and accelerated calculation procedures. In addition, the use of the modern powerful program code Mathematica, working with arbitrary precision numbers, allowed us to obtain reliable high-precision results. Thus, the DDCS, SDCS and total cross-section have been computed for a variety of initial and final parameters characterizing TPP. The results for the total cross-section are in excellent agreement with ones obtained by other authors. However, there are some discrepancies in the results for DDCS and SDCS that might lead to differences in the results from modelling.
The mean produced-particle energy $`E_m`$ is analytically confirmed (in a general form) to be proportional to the incoming electron energy $`E_0`$ and to a function $`f(s)`$ of the collisional parameter $`s`$ only, i.e. $`E_m=E_m(E_0,s)=E_0f(s)`$. It is also confirmed analytically that in an isotropic and monochromatic soft photon field the mean produced-particle energy $`E_{mi}`$ (averaged over the angle of collision $`\theta `$) is proportional to $`E_0`$ and a function $`\phi (s_{})`$ of the product $`s_{}=\epsilon _0E_0`$, i.e. $`E_{mi}=E_{mi}(E_0,s_{})=E_0\phi (s_{})`$. Such a general behaviour established of $`E_m`$ and $`E_{mi}`$ is in agreement with the results of other authors (, , , ). However, there are some essential differences that would also lead to different results from modelling. So, the mean produced-particle energy $`E_m`$ or $`E_{mi}`$ obtained here is proportional (apart from $`E_0/s`$ or $`E_0/s_{}`$) to $`\mathrm{ln}^2(2s)`$ or $`\mathrm{ln}^2(2s_{})`$, respectively (see equations (2i) and (2m)). At the same time, some earlier investigations of this question have led to a proportionality to a power function such as $`s^{0.5}`$ , $`s_{}^{0.44}`$ or $`s_{}^{0.25}`$ . The indicated differences in the determination of $`E_{mi}`$ lead to differences in the determination of that threshold level of $`s_{}=s_{th}`$ above which the primary-electron energy losses due to TPP become prevalent over the ICS energy losses. It is shown here that the value of $`s_{th}10^8`$, that differs from the values of $`s_{th}10^6`$ or $`2\times 10^5`$ obtained formerly. The last-mentioned result means that there has been some overestimation of the role of TPP energy losses in some astrophysical studies (-, , , ).
## Appendix. Expression of the integrand function $`X`$.
The integrand function $`X=X(E_0,\epsilon _0,s,E_+,E_{},\xi ,\eta ,\varphi _+)`$ is expressible in the following (possibly the only one) viewable and compact form that facilitates the programming and the calculations to be performed (see also , , ):
$$X=X_U+X_V+X_W,$$
where
$$X_U=U+S_1U+S_2U+S_3U+S_2S_1U+S_3S_1U+S_3S_2U+S_3S_2S_1U,$$
$$X_V=V+S_1V+S_2V+S_3V+S_2S_1V+S_3S_1V+S_3S_2V+S_3S_2S_1V,$$
$$X_W=W+S_1W+S_2W+S_3W+S_2S_1W+S_3S_1W+S_3S_2W+S_3S_2S_1W;$$
$`S_1`$, $`S_2`$, and $`S_3`$ denote the substitution:
$`S_1`$ $`=`$ $`\overline{k}\overline{k},\overline{p_0}\overline{p_r},\overline{p_{}}\overline{p_+},`$
$`S_2`$ $`=`$ $`\overline{p_0}\overline{p_+},`$
$`S_3`$ $`=`$ $`\overline{p_r}\overline{p_{}},`$
where (with respect to the laboratory frame) $`\overline{k}=\{\stackrel{}{k},\epsilon _0\}`$ is the four-vector of the incoming photon; $`\overline{p_0}=\{\stackrel{}{p_0},E_0\}`$ is the four-vector of the incoming primary electron, and $`\overline{p_r}=\{\stackrel{}{p_r},E_r\}`$ is the four-vector of the recoiling primary electron; $`\overline{p_+}=\{\stackrel{}{p_+},E_+\}`$ and $`\overline{p_\mathrm{\_}}=\{\stackrel{}{p_{}},E_{}\}`$ are the four-vectors of the produced positron and electron, respectively; $`\stackrel{}{k_0}`$, $`\stackrel{}{p_0}`$, $`\stackrel{}{p_r}`$, $`\stackrel{}{p_+}`$ and $`\stackrel{}{p_{}}`$ are the corresponding three-component momentum vectors, and $`\epsilon _0`$, $`E_0`$, $`E_r`$, $`E_+`$, and $`E_{}`$ are the corresponding energy values. The module of each three-component vector $`\stackrel{}{v}`$ is denoted by $`v`$.
The expressions of $`U`$, $`V`$, and $`W`$ are:
$`U=\frac{1}{2}(1/(1+\tau _1)^2)\{(1/k_3^2)[k_3(k_1\tau _2+k_0\sigma _3)+\tau _1k_3\tau _2\sigma _1\tau _3\sigma _3`$
$`+k_1\tau _2+k_0\sigma _3k_2k_3+k_2+\tau _1+2k_3\sigma _2+2]`$
$`+(1/(k_2k_3))[\sigma _2(k_1(\tau _2+\tau _3)\sigma _1\tau _2\sigma _3\tau _3)+k_2(\sigma _1\tau _2+\sigma _3\tau _32\tau _3\sigma _1)`$
$`+\sigma _2(\tau _1\sigma _2+2k_2)k_0k_1\tau _1k_2+2\sigma _2k_2]\},`$
$`V=\frac{1}{4}(1/((1+\tau _1)(1\sigma _2)))\{(1/(k_0k_3))[2(k_0k_32\tau _3)+k_0(k_1+\tau _1+\sigma _1\sigma _2+\sigma _3)`$
$`+k_3(k_2\tau _1+\tau _2+\sigma _2\sigma _3)+\tau _3(k_1k_2+2\sigma _22\tau _1)`$
$`+k_0(\sigma _1(\sigma _2\tau _2)2\sigma _3(k_3+\tau _3))+k_3(\tau _1\tau _2+\sigma _1\tau _2+2\sigma _3\tau _3)`$
$`+\tau _3(2(\tau _2\sigma _1+\sigma _3\tau _3)k_1\tau _2+k_2\sigma _1)]\}`$
$`\frac{1}{4}(1/((1+\tau _1)(1\sigma _2)))\{(1/(k_0k_2))[2(k_0k_22\tau _2)`$
$`+k_0(k_1+\tau _1+\sigma _3\sigma _2+\sigma _1)+k_2(k_3\tau _1+\tau _3+\sigma _2\sigma _1)`$
$`+\tau _2(k_1k_3+2\sigma _22\tau _1)+k_0(\sigma _3(\sigma _2\tau _3)2\sigma _1(k_2+\tau _2))`$
$`+k_2(\tau _1\tau _3+\sigma _3\tau _3+2\sigma _1\tau _2)+\tau _2(2(\tau _3\sigma _3+\sigma _1\tau _2)k_1\tau _3+k_3\sigma _3)]\},`$
$`W=\frac{1}{8}(1/((1+\tau _1)(\sigma _11)))\{(2/k_2^2)[2k_1k_2\tau _3+k_2(k_0k_1+k_3\tau _1+\tau _3+\sigma _1)`$
$`+2\tau _3(\sigma _3k_1)+k_0+k_12k_2k_3\tau _1\tau _2+\tau _3+\sigma _1+\sigma _2\sigma _32]`$
$`+(1/(k_2k_0))[2(\sigma _3(k_2\tau _3+k_3\tau _2k_0(\sigma _2+\tau _3)+2\tau _2\tau _3)+\tau _3(k_2\tau _1k_1\tau _2))`$
$`+2k_0(k_1k_3+\tau _1+\tau _2\tau _3\frac{1}{2}\sigma _1\sigma _2+\sigma _3)+k_1(2k_3\tau _3+\sigma _2)`$
$`+k_2(2\tau _3+\sigma _12\tau _12\tau _2)+k_3(\tau _1\sigma _3)2\tau _2(\tau _1+\tau _2\tau _3\sigma _1\sigma _2+\sigma _3)`$
$`+2(k_1k_3)+k_0k_24\tau _2]`$
$`+(1/(k_2k_3))[2(\sigma _3(k_3\tau _2k_3\tau _3k_2\tau _3k_0\sigma _2+2\sigma _2\tau _3)+\tau _3(\sigma _1k_2k_1\sigma _2))`$
$`+k_0(2k_1+2k_3\sigma _1\sigma _3)+k_1(2k_3+\tau _2+\tau _3)+k_2(\tau _12\tau _32\sigma _12\sigma _2)`$
$`+k_3(\tau _1+2(\tau _2\tau _3\sigma _1\sigma _2+\sigma _3))`$
$`+2\sigma _2(\tau _1\tau _2+\tau _3+\sigma _1+\sigma _2\sigma _3)+(2k_02k_1+k_2+k_34\sigma _2)]`$
$`+(1/(k_0k_3))[4\sigma _3(k_3+\tau _3)(k_0\tau _3)+2\tau _3(\tau _1+\tau _2\tau _3\sigma _1\sigma _2+\sigma _3)`$
$`+k_0(2\tau _2+2\tau _32k_23\sigma _3)+k_1(2k_2\tau _2+2\tau _3+\sigma _2)`$
$`+k_2(2k_3+\tau _1+2\tau _3\sigma _1)+k_3(2\tau _32\sigma _2+3\sigma _3)`$
$`+2k_12k_2+3k_33k_0+4\tau _3]\}.`$
They are functions of the invariant products:
$`k_0`$ $`=`$ $`\overline{p_0}.\overline{k}=s,\tau _1=\overline{p_0}.\overline{p_r},\sigma _1=\overline{p_+}.\overline{p_r},`$
$`k_1`$ $`=`$ $`\overline{p_r}.\overline{k},\tau _2=\overline{p_0}.\overline{p_{}},\sigma _2=\overline{p_+}.\overline{p_{}},`$
$`k_2`$ $`=`$ $`\overline{p_{}}.\overline{k},\tau _3=\overline{p_0}.\overline{p_+},\sigma _3=\overline{p_r}.\overline{p_{}},`$
$`k_3`$ $`=`$ $`\overline{p_+}.\overline{k},`$
which are connected, because of the energy-momentum conservation laws, by the relations:
$`\sigma _3`$ $`=`$ $`k_0+1\sigma _1\sigma _2,`$
$`\sigma _2`$ $`=`$ $`k_0k_1\tau _1,`$
$`\sigma _1`$ $`=`$ $`k_0k_2\tau _2,`$
$`\tau _1`$ $`=`$ $`k_01\tau _3\tau _2,`$
$`k_1`$ $`=`$ $`k_0k_3k_2;`$
where
$$k_0=E_0\epsilon _0(1\beta \mathrm{cos}\theta )=s(\mathrm{section}2.1),$$
$$k_2=p_{}k[y\mathrm{cos}\theta _k+(1y^2)^{1/2}\mathrm{cos}\varphi _{}\mathrm{sin}\theta _k]E_{}\epsilon _0,$$
$$k_3=p_+k[x\mathrm{cos}\theta _k+(1x^2)^{1/2}\mathrm{cos}\varphi _+\mathrm{sin}\theta _k]E_+\epsilon _0,$$
$$\tau _2=p_{}p_0[y\mathrm{cos}\theta _0(1y^2)^{1/2}\mathrm{cos}\varphi _{}\mathrm{sin}\theta _0]E_{}E_0,$$
$$\tau _3=p_+p_0[x\mathrm{cos}\theta _0(1x^2)^{1/2}\mathrm{cos}\varphi _+\mathrm{sin}\theta _0]E_+E_0,$$
$$\beta =p_0/E_0,$$
$$\mathrm{cos}\theta _0=\mathrm{cos}\theta \mathrm{cos}\theta _k+\mathrm{sin}\theta \mathrm{sin}\theta _k,$$
$$\mathrm{sin}\theta _0=\mathrm{sin}\theta \mathrm{cos}\theta _k\mathrm{cos}\theta \mathrm{sin}\theta _k,$$
$$\mathrm{sin}\theta _k=(1\mathrm{cos}^2\theta _k)^{1/2},$$
$$\mathrm{cos}\theta _k=(k+p_0\mathrm{cos}\theta )/P_{tot},$$
$$\varphi _{}=\varphi _+\alpha ,$$
$`\alpha =[(1+sE_{tot}(E_++E_{})+E_+E_{}+P_{tot}(p_+x+p_{}y)`$
$`p_+p_{}xy)/(p_+p_{}(1x^2)^{1/2}(1y^2)^{1/2})],`$
$$P_{tot}=(p_0^2+k^2+2p_0k\mathrm{cos}\theta )^{1/2},$$
$$p_k=\epsilon _0,p_0=(E_0^21)^{1/2},$$
$$p_{}=(E_{}^21)^{1/2},p_+=(E_+^21)^{1/2}.$$
With $`\theta _0`$ and $`\theta _k`$ we have, respectively, denoted the polar angles of the incoming electron and photon momenta with respect to the axis along $`\stackrel{}{P_{tot}}=\stackrel{}{p_0}+\stackrel{}{k}`$. In this case $`\theta _0+\theta _k=\theta `$, where $`\theta `$ is the angle between $`\stackrel{}{p_0}`$ and $`\stackrel{}{k}`$, i.e. the angle of collision. The azimuthal angles of the produced electron and positron are $`\varphi _{}`$ and $`\varphi _+`$, respectively . They are accounted for in such a way that $`\varphi _k=0`$ and $`\varphi _0=\pi `$, where $`\varphi _k`$ and $`\varphi _0`$ are the azimuthal angles of the incoming photon and electron, respectively .
The variables $`\xi `$ and $`\eta `$ are introduced by the substitutions (section 2.1, equations (2a) and (2b)):
$`x`$ $`=`$ $`x(\xi )=\xi /l+x_{\mathrm{min}}(l>1),`$
$`y`$ $`=`$ $`y(\xi ,\eta )=[y_{\mathrm{max}}(x)+y_{\mathrm{min}}(x)\eta ^2]/(1+\eta ^2).`$
The remaining designations are given in section 2.1.
## Acknowledgements
Many thanks are due to Dr H Vankov for his helpful assistance and comments on this study. The authors acknowledge the financial assistance of the Bulgarian National Scientific Fund under contract F-460.
## References |
warning/0001/hep-ph0001165.html | ar5iv | text | # EFFECTIVE CROSS SECTIONS AND SPATIAL STRUCTURE OF THE HADRONS
## 1 Motivations and overall description
The multiple production of pairs of jets in the high-energy hadron-hadron collisions provides a way to investigate the spatial, and also non spatial, structures of the hadrons. A particular instance of this investigation is presented here, taking into account the inclusive cross sections integrated over the momentum spectrum.
When the momentum transfer to the pair of jets $`\mathrm{\Delta }p`$ is large enough, $`i.e\mathrm{.\hspace{0.33em}1}/\mathrm{\Delta }p<<R_H`$, where $`R_H`$ is the hadron radius a description of the process in term of the impact parameter $`b`$ is justified. This possibility simplifies many calculations and is moreover very useful in visualizing the processes one wish to study.
In absence of a well established non perturbative QCD, a lot of models may be proposed, all of them stemming from the original partonic description. Using the impact parameter language a list of features which are related to the more general aspects of the experimental evidences is presented:
The distribution of the partons in the transverse plane ($`b`$-distribution).
The distribution in the fractional longitudinal momenta ($`x`$-distribution).
The correlations between transverse and longitudinal variables of the parton: $`(\stackrel{}{b},x)`$ and among different partons: $`(\stackrel{}{b}_1,\stackrel{}{b}_2),(x_1,x_2)`$.
The multiplicity distributions of the incoming partons.
Other features like spin, color, flavor distributions involve clearly finer experimental analyses.
The starting point for the analysis will be, then, the inclusive cross sections for multiple pair production $`d^k\sigma /dp_1\mathrm{}dp_k`$: integrating these expressions over the relevant kinematical variables we get the integrated inclusive cross sections:
$$\sigma _1=<n>\sigma _H,\mathrm{},\sigma _k=<n(n1)\mathrm{}(nk+1)>\sigma _H,$$
(1)
where $`\sigma _H`$ is the hard contribution to the inelastic cross section.
In order to connect these general definition with the model analysis that will be presented, an expression for $`\sigma _H`$ is given here, in a particularly simple case
$`\sigma _H^{IJ}`$ $`={\displaystyle d^2\beta \underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n!}\mathrm{\Gamma }_I(x_1,\stackrel{}{b}_1)\mathrm{}\mathrm{\Gamma }_I(x_n,\stackrel{}{b}_n)e^{{\scriptscriptstyle \mathrm{\Gamma }_I(x,\stackrel{}{b})𝑑xd^2b}}}`$ (2)
$`\times `$ $`{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m!}}\mathrm{\Gamma }_J(x_1^{},\stackrel{}{b}_1^{}\stackrel{}{\beta })\mathrm{}\mathrm{\Gamma }_J(x_m^{},\stackrel{}{b}_m^{}\stackrel{}{\beta })e^{{\scriptscriptstyle \mathrm{\Gamma }_J(x^{},\stackrel{}{b}^{})𝑑x^{}d^2b^{}}}`$ (4)
$`\times `$ $`\left[1{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{m}{}}}(1\widehat{\sigma }_{ij})\right]dx_1d^2b_1\mathrm{}dx_nd^2b_ndx_1^{}d^2b_1^{}\mathrm{}dx_m^{}d^2b_m^{}`$ (6)
In this first model the distribution of the partons in the hadron is Poissonian and completely uncorrelated, different distributions will be considered in the following. The integration over the fractional momenta must present a lower bound in order that the parton scattering may involve a finite momentum transfer, larger than a fixed threshold.
The expression in square parentheses of Eq.(2) represents the probability of having at least one semi-hard partonic interaction between hadron $`I`$ and hadron $`J`$, the expression $`\widehat{\sigma }_{ij}\widehat{\sigma }_{ij}(\stackrel{}{b}_i\stackrel{}{b}_j;x_i,x_j)`$ is the probability of having a semi-hard interaction of the parton $`i`$ from hadron $`I`$ with the parton $`j`$ of the hadron $`J`$, so it depends on $`x_i,x_j`$, and on the difference of the transverse relative distance $`\stackrel{}{b}_i\stackrel{}{b}_j^{}`$, according to the considerations made at the beginning the expression will be taken as local in $`\stackrel{}{b}`$: $`\widehat{\sigma }=\overline{\sigma }_{x,x^{}}\delta (\stackrel{}{b}\stackrel{}{b}^{})`$. The cross section results from the sum over all possible partonic configurations of the two hadrons followed by the integration on the overall hadronic impact parameter $`\beta `$.
One will notice that in Eq.(2) all possible interactions between partons of hadron $`I`$ and partons of hadron $`J`$ are taken into account, so that also all possible hard elastic rescatterings are included.
A relevant simplification is obtained by neglecting every rescattering, $`i.e.`$ by saying that a given parton will interact only once. In that case the expression in the square parentheses in eq.(2) is simplified to:
$$1\underset{i=1}{\overset{n}{}}\underset{j=1}{\overset{m}{}}(1\widehat{\sigma }_{ij})\underset{i,j}{}\widehat{\sigma }_{ij}\frac{1}{2}\underset{\genfrac{}{}{0pt}{}{ii^{}}{jj^{}}}{}\widehat{\sigma }_{ij}\widehat{\sigma }_{i^{}j^{}}+\frac{1}{3!}\underset{\genfrac{}{}{0pt}{}{ii^{}i^{\prime \prime }}{jj^{}j^{\prime \prime }}}{}\widehat{\sigma }_{ij}\widehat{\sigma }_{i^{}j^{}}\widehat{\sigma }_{i^{\prime \prime }j^{\prime \prime }}\mathrm{}$$
(7)
In the same way the inclusive cross section for production of $`k`$ pairs of jets with momentum transfer $`p_1,\mathrm{},p_k`$ is given by
$`d^k`$ $`\sigma /dp_1\mathrm{}dp_k={\displaystyle d^2\beta \underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n!}\left(\genfrac{}{}{0pt}{}{n}{k}\right)\mathrm{\Gamma }_I(x_1,\stackrel{}{b}_1)\mathrm{}\mathrm{\Gamma }_I(x_n,\stackrel{}{b}_n)e^{{\scriptscriptstyle \mathrm{\Gamma }_I(x,\stackrel{}{b})𝑑xd^2b}}}`$ (8)
$`\times `$ $`{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{m!}}\left({\displaystyle \genfrac{}{}{0pt}{}{m}{k}}\right)\mathrm{\Gamma }_J(x_1^{},\stackrel{}{b}_1^{}\stackrel{}{\beta })\mathrm{}\mathrm{\Gamma }_J(x_m^{},\stackrel{}{b}_m^{}\stackrel{}{\beta })e^{{\scriptscriptstyle \mathrm{\Gamma }_J(x^{},\stackrel{}{b}^{})𝑑x^{}d^2b^{}}}`$ (10)
$`\times k!`$ $`d\widehat{\sigma }/dp_1\mathrm{}d\widehat{\sigma }/dp_kdx_{k+1}d^2b_{k+1}\mathrm{}dx_nd^2b_ndx_{k+1}^{}d^2b_{k+1}^{}\mathrm{}dx_m^{}d^2b_m^{},`$ (12)
$`i.e.`$ $`k`$ partons from the hadron $`I`$, $`k`$ partons from the hadron $`J`$ are chosen and connected in all the $`k!`$ ways with the elementary cross sections $`d\widehat{\sigma }/dp`$ the remaining variables are integrated without any constraint. A further integration over the kinematical variables $`p_1,\mathrm{},p_k`$ gives the integrated inclusive cross section, in this particular case:
$$\sigma _k=\frac{1}{k!}d^2\beta \left[\mathrm{\Gamma }_I(\stackrel{}{b},x)\overline{\sigma }_{x,x^{}}\mathrm{\Gamma }_J(\stackrel{}{b}\stackrel{}{\beta },x^{})d^2b𝑑x𝑑x^{}\right]^k.$$
(13)
The effective cross section is introduced in the usual way:
$$\sigma _{\mathrm{eff}}=\frac{\sigma _1^2}{2\sigma _2}$$
(14)
and the generalizations for higher integrated inclusive cross sections may be defined in term of dimensionless parameters $`\tau _k`$
$$\sigma _k=\frac{(\sigma _1)^k}{k!(\sigma _{\mathrm{eff}})^{k1}\tau _k}.$$
(15)
In this simplified treatment it is clear that $`\sigma _{\mathrm{eff}}`$ is mainly connected with the geometrical properties of the hadron, in fact if $`\overline{\sigma }`$ is multiplied by a constant then $`\sigma _{\mathrm{eff}}`$ remains unaffected, this property holds also for the parameters $`\tau _k`$.
The relevance of the effective cross section $`\sigma _{\mathrm{eff}}`$ has been discussed in another talk, here the attention is concentrated on the parameters $`\tau _k`$.
## 2 Examples
The population of partons, whichever may be its detailed shape, certainly increases with decreasing $`x`$. When the total energy is so high that hard scatterings can occur even between low-$`x`$ partons, these processes are more likely than those involving the few valence quarks. This suggests a further simplification obtained by performing an integration in $`x`$ of the distribution, assuming that the kinematical constraints over the $`x`$ variables are not very relevant precisely because the small-$`x`$ processes are the dominant ones. The expression in eq.(5) is substituted\*<sup>1</sup><sup>1</sup>1The expression $`\overline{\mathrm{\Gamma }}_I`$ represents the effect of an integration in $`dx`$, the ”bar” will be omitted in the following. with:
$$\sigma _k=\frac{1}{k!}d^2\beta \left[\overline{\mathrm{\Gamma }}_I(\stackrel{}{b})\overline{\sigma }\overline{\mathrm{\Gamma }}_J(\stackrel{}{b}\stackrel{}{\beta })d^2b\right]^k.$$
(16)
It is now easy to proceed with the actual calculation choosing some definite forms for $`\mathrm{\Gamma }`$. Two choices, easy to treat and different enough to allow a first exploration, are:
$$\mathrm{\Gamma }_G=\rho \frac{1}{\pi R^2}\mathrm{exp}[b^2/R^2],\mathrm{\Gamma }_D=\rho \frac{1}{\pi R^2}\theta (R^2b^2).$$
(17)
In terms of these choices the corresponding values of $`\tau _3,\tau _4`$ are computed.
The parton population that has been considered till now completely lacks correlations among the partons.
A simple but efficient way of introducing correlation, that allows also a model interpretation is to build up the parton populations in terms of two clusters, having their centers spread over the hadron size\*<sup>2</sup><sup>2</sup>2This description has some similarities with the valon model of R.C.Hwa; however the main attention is directed there to the longitudinal variables, here to the transverse variables. To be definite a term of this distribution is written as:
$$\frac{1}{n^{}!n^{\prime \prime }!}d^2B^{}d^2B^{\prime \prime }f(B^{})f(B^{\prime \prime })\mathrm{\Gamma }(\stackrel{}{b}_1^{}B^{})\mathrm{}\mathrm{\Gamma }(\stackrel{}{b}_n^{}^{}B^{})\mathrm{\Gamma }(\stackrel{}{b}_1^{\prime \prime }B^{\prime \prime })\mathrm{}\mathrm{\Gamma }(\stackrel{}{b}_{n^{\prime \prime }}^{\prime \prime }B^{\prime \prime })$$
(18)
with $`d^2Bf(B)=1`$. In so doing the Poissonian character of the integrated distributions is preserved but correlations in the impact parameter are introduced. The actual calculation is performed by choosing:
$$\mathrm{\Gamma }=\rho \frac{1}{\pi r^2}\mathrm{exp}[(\stackrel{}{b}\stackrel{}{B})^2/r^2],f=\frac{1}{\pi R^2}\mathrm{exp}[B^2/R^2]$$
(19)
One verifies that correlations, in form of dependence on $`\stackrel{}{b}^{}\stackrel{}{b}^{\prime \prime }`$ are introduced by the integration over $`B`$. The values of $`\tau _3,\tau _4`$ are explicitly computed, they depend on the ratio $`u=(R/r)^2`$.
A definite way of departing from the Poisson distribution is to change the original weights of the multiplicities, the general term of the non correlated distribution:
$$𝒩(C_j)\frac{C_n}{n!}\mathrm{\Gamma }(\stackrel{}{b}_1)\mathrm{}\mathrm{\Gamma }(\stackrel{}{b}_n)$$
(20)
requires some manageable choice of the coefficients $`C_j`$, in particular an explicit form of $`𝒩(C_j)`$ is needed. A possible choice is a negative binomial distribution for the initial partons\*<sup>3</sup><sup>3</sup>3This kind of distribution was proposed, in a different context a long time ago. ; it gives for the coefficients and for the normalization term:
$$C_n=(\nu )_n\nu (\nu +1)\mathrm{}(\nu +n1),𝒩(C_j)=[1\mathrm{\Gamma }(\stackrel{}{b})d^2b]^\nu $$
(21)
The Poisson distribution is reached in the limit $`\rho \rho /\nu `$ and then $`\nu \mathrm{}`$. In this way it is possible to measure how much the results deviate from the previous ones when the distribution deviates from the Poissonian form. The shape in $`\stackrel{}{b}`$ of the parton distribution enters in a way which is independent of the choice of the coefficients $`C_n`$, so different choices, $`e.g.`$ the ones of eq. (11), are possible. The calculation of the quantities $`\tau `$ is a bit more laborious than in the Poissonian case, anyhow it can be carried out explicitly.
## 3 Numerical results and conclusions
The numerical results for the quantities $`\tau `$ are presented in Table 1.
The column $`A_1`$ corresponds to an uncorrelated Poissonian distribution and Gaussian shape $`\mathrm{\Gamma }_G`$ in eq.(9).
The column $`A_2`$ corresponds to an uncorrelated Poissonian distribution and rigid disk shape $`\mathrm{\Gamma }_D`$ in eq.(9).
The column $`B`$ corresponds to a Poissonian distribution with correlations and Gaussian shape, eqs. (10,11).
The column $`C`$ correspond to an uncorrelated negative binomial distribution and Gaussian shape $`\mathrm{\Gamma }_G`$, eqs. (12,13).
The functions $`F_3,F_4`$ which appear in column $`B`$ are rational functions of $`u`$; both are equal to 1 when $`u=0`$ and when $`u\mathrm{}`$, moreover it results $`F_3(1)=1.09,F_4(1)=0.93`$, it may be verified in general that they do not vary very much; for this reason the more natural case with three clusters was not worked out. The square parentheses in column $`C`$, which are always less than 1, may differ strongly from unity for small values of $`\nu `$, $`i.e.`$ for distributions that differ much from the Poissonian.
From this preliminary analysis it results that the higher order integrated inclusive cross sections feel, obviously, all the characteristics of the parton distribution, but they are mainly affected by the multiplicity distribution of the incoming partons and less by the spatial shape or by the the spatial correlations of the parton distribution.
## Acknowledgments
This work is part of a wider investigation performed together with D.Treleani. Discussions with M.A. Braun and R.C. Hwa during ISMD99 are acknowledged.
This work has been partially supported by the Italian Ministry of University and of Scientific and Technological Research by means of the Fondi per la Ricerca scientifica - Università di Trieste .
## References |
warning/0001/hep-ph0001267.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 Large Hadron Collider (LHC) at CERN or TeV scale $`e^+e^{}`$ linear colliders (LC) proposed by DESY, KEK, and SLAC. LHC would be a great discovery machine. Squarks and gluinos with mass less than a few TeV would be found unless the decay patterns are non-canonical .
On the other hand, the MSSM suffers severe flavor changing neutral current (FCNC) constraints if no mass relation is imposed on sfermion mass parameters . Various proposals have been made for the mechanism to incorporate SUSY breaking in “our sector”, trying to offer natural explanations of such mass relations . In short, it would be very surprising if sparticles are found in future collider experiments — The discovery is not the final goal, but it is the beginning of a new quest for “the mechanism” of SUSY breaking.
Measurements of soft breaking masses would be an important aspect of the study of SUSY, because different SUSY breaking mechanisms predict different sparticle mass patterns. Studies at the Tevatron and LHC would suffer from substantial uncertainties and backgrounds compared to an LC, such as luminosity error, combinatorial backgrounds, and unknown initial energy. While the discovery of sparticles is guaranteed at the LHC, detailed studies there would be challenging. Therefore it is very interesting to see the ultimate precision of supersymmetric studies at the LHC.
It is possible to determine masses of sparticles from the measurement of end points of invariant mass distributions . For the minimal supergravity (MSUGRA) and gauge mediated (GM) models, there was substantial success for the parameter points where the decay of the second lightest neutralino to lepton pair $`\stackrel{~}{\chi }_2^0ll\stackrel{~}{\chi }_1^0`$ is detected with substantial statistics. For some case, one would be able to not only determine all MSUGRA parameters, but also to measure the masses of some sparticles, using the edges and end points of invariant mass distributions involving jets and leptons. The systematic errors of such analyses may be controlled if the acceptance near the end points and (jet) energy resolution are known.
Detailed studies in this direction have been performed, and we do not repeat these here. In this paper, we instead study the ratio of lepton $`P_T`$ (lepton $`P_T`$ asymmetry $`A_TP_{T2}^l/P_{T1}^l`$; $`P_{T2}^l<P_{T1}^l`$ ) for the decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}lll\stackrel{~}{\chi }_1^0`$. The information has been used in previous analyses in the context of global fits of MSUGRA parameters. We show that it is possible to make a direct connection between the peak structure of the asymmetry $`A_T^{\mathrm{peak}}`$ and the ratio of the lepton energies in the neutralino rest frame $`A_E`$ by using events with $`m_{ll}<m_{ll}^{\mathrm{max}}/2`$. We also point out that systematics due to the $`\stackrel{~}{\chi }_2^0`$ velocity distribution would be small and reduced further if one includes the $`P_T`$ distribution of the hardest lepton in the fit. Using the $`m_{ll}`$ end point and the peak position of the $`A_T`$ distribution, one can at least determine two degrees of freedom of the three parameters involved in the $`\stackrel{~}{\chi }_2^0`$ decay, $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{l}}`$. The measurements are based on lepton distributions only and free from uncertainty due to jet energy smearing.
The organization of this paper is as follows. In section 2, we analyze the MSUGRA points which were studied in , where squark and gluino decays are the dominant sources of $`\stackrel{~}{\chi }_2^0`$. We concentrate on the case where $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l`$ is open and followed by $`\stackrel{~}{l}l\stackrel{~}{\chi }_1^0`$. We find that the $`A_T`$ distribution has a peak if $`m_{ll}\stackrel{<}{_{}}m_{ll}^{\mathrm{max}}/2`$ is required. In the limit where $`m_{ll}0`$, the peak necessarily agrees with the ratio of lepton energies $`A_E^0=E_{l2}/E_{l1}`$ in the $`\stackrel{~}{\chi }_2^0`$ rest frame for any value of the $`\stackrel{~}{\chi }_2^0`$ velocity. $`A_E^0`$ is a simple function of the ino and slepton masses. We show that a small $`m_{ll}`$ cut promises smaller systematic errors by comparing distributions for different neutralino velocities. In section 3, we show Monte Carlo simulations for the MSUGRA points. We find nearly perfect quantitative agreement between the expectation and MC data for wide parameter regions. In section 4, we show that systematics dues to the $`\stackrel{~}{\chi }_2^0`$ velocity distribution could be corrected by the hardest lepton’s $`P_T`$ distribution. We also show expected errors on ino and slepton masses. For the most optimistic cases where the end point of the lepton invariant mass distribution of the three body decay $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ is observed in addition to the edge of the $`m_{ll}`$ distribution of the two body decay $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$, we can determine $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{l}}`$ from those (almost) purely kinematical information. At least two degrees of freedom of the three mass parameters would be determined by our method if $`m_{ll}^{\mathrm{max}}25`$ GeV. Section 5 is devoted to discussions.
## 2 Distribution of lepton energy asymmetry with $`m_{ll}`$ cut
At hadron colliders, the second lightest neutralino $`\stackrel{~}{\chi }_2^0`$ would be produced in $`\stackrel{~}{q}`$ and $`\stackrel{~}{g}`$ decays, or in $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0`$ pair production. The decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l`$ could be a dominant decay mode if it is open. Followed by $`\stackrel{~}{l}l\stackrel{~}{\chi }_1^0`$, the signal consists of a same flavor and opposite sign lepton pair associated with some missing momentum. It is one of the most promising SUSY signals at hadron colliders.
The decay process $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}^\pm l_1^{}`$ $`\stackrel{~}{\chi }_1^0l_1^\pm l_2^{}`$ is described by two body kinematics and very simple. The $`m_{ll}`$ distribution of the lepton pair from the $`\stackrel{~}{\chi }_2^0`$ cascade decay is
$$\frac{1}{\mathrm{\Gamma }}\frac{d\mathrm{\Gamma }}{dm_{ll}^2}=\frac{1}{(m_{ll}^{\mathrm{max}})^2}.$$
(1)
where
$$m_{ll}^{\mathrm{max}}=\frac{\sqrt{(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{l}}^2)(m_{\stackrel{~}{l}}^2m_{\stackrel{~}{\chi }_1^0}^2)}}{m_{\stackrel{~}{l}}}.$$
(2)
The decay distribution is flat in $`m_{ll}^2`$. The only physical information we can get from the $`m_{ll}`$ distribution is therefore the value of the end point. It constrains one combination of the three masses involved in $`\stackrel{~}{\chi }_2^0`$ decay, as one can see in Eq.(2).
In the rest frame of the second lightest neutralino, the energy of $`l_1`$ is a function of $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{l}}`$, while $`E_{l_2}`$ also depends on $`m_{ll}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$:
$$E_{l_1}=\frac{m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{l}}^2}{2m_{\stackrel{~}{\chi }_2^0}},E_{l_2}=\frac{m_{ll}^2+m_{\stackrel{~}{l}}^2m_{\stackrel{~}{\chi }_1^0}^2}{2m_{\stackrel{~}{\chi }_2^0}}$$
(3)
The angle $`\theta _{ll}`$ between the two leptons in the $`\stackrel{~}{\chi }_2^0`$ rest frame is obtained by solving
$$m_{ll}^2=2E_{l_1}E_{l_2}(1\mathrm{cos}\theta _{ll})$$
(4)
$`\theta =0`$ for $`m_{ll}=0`$, while $`\theta =\pi `$ for $`m_{ll}=m_{ll}^{\mathrm{max}}`$.
In Eq.(3), we see that $`E_{l_1}`$ is monochromatic in the $`\stackrel{~}{\chi }_2^0`$ rest frame. As a result, the energies of the two lepton are, asymmetric. The ratio of the transverse momenta of the leptons, which we call the transverse momentum asymmetry $`A_T=P_{T2}^l/P_{T1}^l(P_{T1}^l>P_{T2}^l)`$, provides another information on the decay kinematics.<sup>1</sup><sup>1</sup>1One may also use lepton energy ratio $`E_{l1}/E_{l2}`$. In general, $`P_T`$ distribution reflects sparticle masses much better than energy distribution. However, $`P_{T1}^l`$ and $`P_{T2}^l`$ depend on the parent neutralino momentum, unlike the Lorentz invariant quantity $`m_{ll}`$. The $`\stackrel{~}{\chi }_2^0`$ velocity distribution in turn depends on $`m_{\stackrel{~}{q}}`$ and $`m_{\stackrel{~}{g}}`$, although the $`\stackrel{~}{\chi }_2^0`$ decay distribution in the $`\stackrel{~}{\chi }_2^0`$ rest frame itself does not depend on them.
This distribution has been used in global fits of MSUGRA parameters; $`A_T`$ distribution “data” for one MSUGRA point generated by Monte Carlo simulator are compared to those of different MSUGRA points. In this model, all sparticle masses depend on a few universal soft breaking parameters such as $`m_0`$, $`M`$, $`\mathrm{tan}\beta `$, etc. When we compare different MSUGRA points, we therefore change both the parameters of the $`\stackrel{~}{\chi }_2^0`$ decay, $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{l}}`$, and the parameters of $`\stackrel{~}{\chi }_2^0`$ momentum distributions $`m_{\stackrel{~}{q}}`$ and $`m_{\stackrel{~}{g}}`$ at the same time. Therefore it was considered to be less important compared to invariant mass distributions.
However it is possible to make a more direct connection with the first set of mass parameters $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$ and $`m_{\stackrel{~}{l}}`$ if a moderate $`m_{ll}`$ cut is applied . When $`m_{ll}`$ is small compared to $`m_{ll}^{\mathrm{max}}`$, the lepton and anti-lepton nearly go in the same direction. Then the lepton momentum asymmetry becomes less sensitive to the parent neutralino velocity. Even after the smearing due to the boost of $`\stackrel{~}{\chi }_2^0`$, $`A_E^0E_1/E_2|_{m_{ll}=0}`$ still can be extracted from the peak of $`A_T=P_{T2}^l/P_{T1}^l`$ <sup>2</sup><sup>2</sup>2The lepton from $`\stackrel{~}{\chi }_2^0`$ decay and $`\stackrel{~}{l}`$ decay cannot be distinguished in the experiment. It is understood that $`A_E^0`$ means $`1/A_E^0`$ when $`A_E^0`$ exceeds one. ;
$$A_T^{\mathrm{peak}}(\mathrm{or}1/A_T^{\mathrm{peak}})A_E^0\frac{m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{l}}^2}{m_{\stackrel{~}{l}}^2m_{\stackrel{~}{\chi }_1^0}^2},$$
(5)
therefore $`A_T^{\mathrm{peak}}`$ constrains the mass parameters involved in $`\stackrel{~}{\chi }_2^0`$ decay, just as $`m_{ll}^{\mathrm{max}}`$ does. Note $`A_E^0`$ has monotonous dependence on all parameters while the $`m_{ll}`$ edge might be accidentally insensitive on $`m_{\stackrel{~}{l}}`$. <sup>3</sup><sup>3</sup>3We thank to M. Drees for pointing out this.
In this paper, we study the power of the $`A_T`$ distribution in the low $`m_{ll}`$ region ($`m_{ll}<m_{ll}^{\mathrm{max}}/2`$) to constrain the kinematics of the cascade decay $`\stackrel{~}{\chi }_2^0`$ $`\stackrel{~}{l}l\stackrel{~}{\chi }_1^0ll`$. We chose the points shown in Table 1, but our method can be applied in generic MSSM studies. Unlike the common approach to immediately go into full MC simulations, we first study the decay distribution for fixed neutralino velocity (labeled by the boost factor $`\gamma _{\stackrel{~}{\chi }_2^0}`$ and the pseudo-rapidity $`\eta _{\stackrel{~}{\chi }_2^0}`$) $`\mathrm{\Gamma }(A_T(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0}))`$. <sup>4</sup><sup>4</sup>4The decay distribution $`\mathrm{\Gamma }`$ depends on $`\gamma `$ and $`\eta `$ through the Lorentz boost of all momenta, which is implicitly shown as $`A_T(\gamma ,\eta )`$, or $`P_T^l(\gamma ,\eta )`$.
The distribution we observe in experiments is expressed by convoluting the distribution with the velocity distribution of $`\stackrel{~}{\chi }_2^0`$, $`F(\gamma ,\eta )`$, as follows;
$$d\sigma (A_T)𝑑\gamma 𝑑\eta F(\gamma ,\eta )\mathrm{\Gamma }\left(A_T(\gamma ,\eta )\right)$$
(6)
the measured distribution is also affected by cuts on $`E/_T`$, $`M_{\mathrm{eff}}`$, etc. However it is still useful to know how $`\mathrm{\Gamma }(A_T(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0}))`$ depends on the underlying mass parameters and the $`\stackrel{~}{\chi }_2^0`$ velocity.
In Fig. 1, we show the $`A_T`$ distribution with/without invariant mass cuts and $`P_T^l`$ cuts. Here we take the IK point and $`\gamma _{\stackrel{~}{\chi }_2^0}=1.9`$ , $`\eta _{\stackrel{~}{\chi }_2^0}=0.2`$. The distribution is quite easily obtained by numerical integration.
The distribution without upper $`m_{ll}`$ cut has some structure around $`A_T=0.3`$ (top solid histogram), but it is insignificant. (Here we took the events with $`m_{ll}>12`$ GeV because large backgrounds from virtual photons are expected for $`m_{ll}<12`$ GeV ). With the cut $`P_T^l>10`$ GeV and the same $`\stackrel{~}{\chi }_2^0`$ velocity, events with $`A_T<0.1`$ are hardly accepted, and the distribution is roughly flat between $`0.2<A_T<0.3`$ (top dashed histogram). When the lepton energy in the $`\stackrel{~}{\chi }_2^0`$ rest frame is small, the acceptance efficiency of the events strongly depends on the velocity of $`\stackrel{~}{\chi }_2^0`$, because of the $`P_T^l`$ cut. The $`A_T`$ distribution would depend on the cuts and the distribution of $`\stackrel{~}{\chi }_2^0`$ velocity introducing systematical errors to the analysis.
On the other hand, once a moderate $`m_{ll}`$ cut is applied, the decay distribution becomes nearly independent of $`P_T^l`$ cuts (bottom histograms). Here we integrate the region between 12 GeV$`<m_{ll}<`$ 25 GeV $`m_{ll}^{\mathrm{max}}/2`$. The distribution has a peak at $`A_TA_E^0=0.368`$. The peak is outside the small $`A_T`$ region affected by the $`P_T^l`$ cut. It is also clear from the plot that the shoulder of the distribution without $`m_{ll}`$ cut comes from the events with $`m_{ll}<25`$ GeV. Note that $`\mathrm{cos}\theta _{ll}=0.86(0.44)`$ for $`m_{ll}=12(25)`$ GeV in the $`\stackrel{~}{\chi }_2^0`$ rest frame, therefore the angle between the lepton and the anti-lepton in the pair is rather small with the $`m_{ll}`$ cut.
To put it differently, events above $`m_{ll}^{\mathrm{max}}/2`$ are merely backgrounds to the $`A_E^0`$ measurement. This is easily understood when we consider the lepton configuration near the $`m_{ll}`$ end point. The two leptons go in exactly opposite directions and the asymmetry is modified maximally when one of the leptons goes to the direction of $`\stackrel{~}{\chi }_2^0`$ momentum, $`AE_1^{\mathrm{lab}}/E_2^{\mathrm{lab}}=A_E|_{m_{ll}=m_{ll}^{\mathrm{max}}}\times \frac{1\pm \beta }{1\beta }`$, where $`A_E=0.29`$ and $`\beta =0.855`$ for Fig. 1. The lepton energy asymmetry in the laboratory frame can range from nearly 0 to 1 due to the boost.
It is worth noting that the $`A_T`$ distribution peaks at smaller value of $`A_T`$ as one increases the $`m_{ll}`$ cut. In Fig. 2, we show distributions with different $`m_{ll}`$ cuts, 0 GeV$`<m_{ll}<10`$ GeV (solid narrow), 10 GeV $`<m_{ll}<20`$ GeV (dashed), 20 GeV$`<m_{ll}<`$28.3 GeV (solid wide), for $`\gamma _{\stackrel{~}{\chi }_2^0}=1.4`$ and $`\eta _{\stackrel{~}{\chi }_2^0}=0.2`$. The distribution has a sharp peak at a position consistent with $`A_E^0`$ for the sample with $`m_{ll}<10`$ GeV. $`A_T^{\mathrm{peak}}=0.323`$ for the same neutralino velocity for 10 GeV $`<m_{ll}<20`$ GeV (dashed histogram). This shift cannot be explained by $`A_E`$ deviation from $`A_E^0`$($`A_E=0.363(0.354)`$) for $`m_{ll}=10(20)`$GeV, but it comes from the smearing of $`A_T`$ distribution for finite lepton angle.
The dotted histogram shows a distribution for a higher neutralino velocity $`\gamma =2.3`$ and $`\eta =0.2`$ with 10 GeV $`<m_{ll}<20`$ GeV. The peak position is shifted very little, $`A_T^{\mathrm{peak}}0.321`$, therefore it may still be used to determine the decay kinematics<sup>5</sup><sup>5</sup>5Peaks are determined by fitting the distribution near the peak to a polynomial fitting function.. On the other hand, the distribution off the peak depends more on the neutralino velocity. Using the whole distribution introduces a dependence on the $`\stackrel{~}{\chi }_2^0`$ momentum distribution, and the fit would be more assumption dependent.
The distribution is more and more smeared out and peaks at a lower $`A_T`$ for larger $`m_{ll}`$ cuts. The dependence on the $`\stackrel{~}{\chi }_2^0`$ momentum is also bigger for the large $`m_{ll}`$ sample; $`A_T^{\mathrm{peak}}=0.26(0.24)`$ for $`\gamma =1.4(2.3)`$ and 20 GeV $`<m_{ll}<28.3`$ GeV. (Only the distribution for the former is shown in the fugure.) The distribution is shifted to smaller $`A_T`$ reducing the acceptance of the $`P_T^l>10`$ GeV cut. Some information on the neutralino velocity distribution is therefore necessary to deduce the neutralino decay kinematics from the $`A_T`$ distribution while increasing the $`m_{ll}`$ cut in order to increase the statistics and remove virtual photon backgrounds. This will be discussed in detail in section 4.
Note that $`m_{ll}^{\mathrm{max}}50`$GeV for IK, therefore requiring $`m_{ll}<25`$ GeV reduces the number of events in the sample by 1/4. The reward is a distribution which is less sensitive to $`P_T^l`$ cuts and to the $`\stackrel{~}{\chi }_2^0`$ velocity distribution, and a simple correspondence to the quantity in the $`\stackrel{~}{\chi }_2^0`$ rest frame.
Finally we demonstrate sensitivity of the $`A_T`$ distribution to the slepton mass. We first compare distributions with different slepton masses, P5 ($`m_0=100`$ GeV) and P5-2 ($`m_0=115`$ GeV) in Fig. 3a) and 3b). Here we try a relatively large $`\gamma _{\stackrel{~}{\chi }_2^0}`$ in order to have a substantial effect from the $`\stackrel{~}{\chi }_2^0`$ boost ($`\gamma =3.1`$ $`\eta =0`$). Still, the distributions are clearly peaked at $`A_T0.32`$ (P5) 0.48 (P5-2) for events with $`m_{ll}<50`$ GeV, while the distribution with $`m_{ll}>50`$ GeV does not show any structure between $`A_T=0.1`$ to 1. Note $`m_{ll}=50`$ GeV roughly corresponds to half of $`m_{ll}^{\mathrm{max}}`$ again.
In Fig. 4, we compare distributions with different $`m_0`$. Peak positions shift from 0.3 to 0.63 as one changes $`m_0`$ by 25 GeV. If systematic errors are negligible and $`M`$ is fixed, the sensitivity to $`m_0`$ would be $`\delta m_01.6`$ GeV for $`\delta A=0.02`$ (as will be found in section 3). The peaks are consistent with $`A_E^0=0.33`$ (for $`m_0=100`$GeV), $`0.49`$ (for $`m_0=115`$GeV) and 0.65 (for $`m_0=125`$ GeV). In section 3, we will find similar agreement for full MC simulation data, establishing the correspondence.
## 3 Monte Carlo simulations
We are now ready to perform full Monte Carlo simulations to check the observations made in section 2.
We use ISAJET 7.42 to generate SUSY events. The generated events are analyzed by the simple detector simulator ATLFAST2.21 . The cuts to remove the SM backgrounds down to a negligible level have already been studied in ; they are summarized as,
IK (inclusive 3 lepton channel) ;
For this point, $`M_{\mathrm{eff}}`$ and $`E/_T`$ cuts are not efficient because of the light $`\stackrel{~}{g}`$. A third tagging lepton from $`\stackrel{~}{\chi }_2^0`$ or $`\stackrel{~}{\chi }_1^+`$ decay is required. When three leptons are in a same flavor, the pair of lepton with smaller $`\mathrm{\Delta }R`$ is selected as a lepton pair candidate.
* Two opposite sign same flavor leptons with $`P_T^l>15`$ GeV.
* Third tagging lepton with $`P_T^l>15`$ GeV.
* Lepton isolation; No $`P_T>2`$ GeV track within a $`\mathrm{\Delta }R<0.3`$ cone centered on the lepton track.
* $`E/_T>200`$ GeV.
point 5 ;
* 4 jets with $`P_{T1}>100`$ GeV and $`P_{T2,3,4}>50`$ 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, $`|\eta |<2.5`$. Isolation is defined as less than 10 GeV energy deposit within a $`\mathrm{\Delta }R<0.2`$ cone centered on the lepton track.
We generate $`2\times 10^6`$ events for each point. This roughly corresponds to 5 $`fb^1`$ for IK, and 100 $`fb^1`$ for point 5. We present distributions without cuts on $`M_{\mathrm{eff}}`$, jet $`P_T`$ and $`E/_T`$. In previous simulations , the acceptance is roughly constant for all value of $`m_{ll}`$, therefore those cuts are expected not to modify the lepton distributions substantially. Note that substantial acceptance for events with $`m_{ll}<m_{ll}^{\mathrm{max}}/2`$ is crucial for using the information from the $`A_T`$ distribution, as we have seen in section 2.
We keep lepton isolation cuts;
* Less than 10 GeV (15 GeV for IK) energy deposit within a $`\mathrm{\Delta }R<0.2`$ cone centered on the lepton track.
* No jet within a $`\mathrm{\Delta }R<0.4`$ cone centered on a lepton track. <sup>6</sup><sup>6</sup>6We use jet finding algorithm of ATLFAST. jet cone size is $`\mathrm{\Delta }R_j<0.4`$, Jet finding algorithm requires 1.5 GeV of minimum energy deposit for the cluster seed, jet cone size $`\mathrm{\Delta }R_j<0.4`$, 10 GeV minimum total energy. A resulting cluster with energy more than 15 GeV is called jet.
The acceptance of events turns out to be too high by factor of 3 for point 5 compared to a full analysis including jet related cuts . This factor is taken into account when we interpret the fitting results.<sup>7</sup><sup>7</sup>7The number of the selected events for the IK point is 7000 between 10 GeV to 20 GeV even for the small luminosity of 5 $`fb^1`$. Therefore, the systematic errors would be dominant for this point. No plot or fit in this section contain SM background, while SUSY background is included.
In the previous section, we have already seen that the $`A_T`$ distribution is somewhat dependent on the parent neutralino velocity ($`\gamma _{\stackrel{~}{\chi }_2^0}`$, $`\eta _{\stackrel{~}{\chi }_2^0}`$). In Fig. 5, we show the $`\gamma _{\stackrel{~}{\chi }_2^0}`$ and $`\eta _{\stackrel{~}{\chi }_2^0}`$ distribution for point IK. Here one can see that $`\eta _{\stackrel{~}{\chi }_2^0}`$ is roughly within $`|\eta |\stackrel{<}{_{}}1`$. The $`\stackrel{~}{\chi }_2^0`$ can be very relativistic; $`\gamma _{\stackrel{~}{\chi }_2^0}`$ could be much larger than 2. A modification of the $`A_T`$ distribution due to Lorentz boosts is expected unless some $`m_{ll}`$ cut is applied. The $`P_T^l`$ distribution is shown in Fig. 6. Here we plot the distribution of higher(lower) of two lepton $`P_T`$ for dotted(solid) line. The first(higher) lepton $`P_T^l`$ can be a few times higher than its most probable value, reflecting the existence of relativistic $`\stackrel{~}{\chi }_2^0`$ in the signal sample.
We now study the asymmetry distribution in Fig. 7. The plot for Point IK (Fig. 7a) shows a smeared peak at $`A_T0.36`$, but the peak is rather flat at the top. For point 5 (Fig. 7b), the distribution has even less structure, especially when $`m_0>115`$ GeV. Although global fits of the distributions must give us information on the neutralino decay kinematics, the power to constrain neutralino decay parameters would be limited if we try to analyze models without the constraint between soft breaking parameters.
In Fig. 8, we show $`A_T`$ distributions with $`m_{ll}`$ cut, $`100(\mathrm{GeV})^2<m_{ll}^2<800(\mathrm{GeV})^2`$. We find a narrower peak for point IK compared to the case without invariant mass cut. For point 5, improvement of the signal distribution is clear. The peak position moves right as $`m_0`$ is increased, and it is consistent with Fig. 4. Note that for point 5 (IK), $`m_{ll}^2<800(\mathrm{GeV})^2`$ corresponds to $`\mathrm{cos}\theta _{ll}=0.72(0.29)`$. The angle between the two leptons is smaller for point 5, which explains the substantial improvement for point 5.
In Fig. 9, we show the distribution of the events with $`m_{ll}<10`$ GeV for point IK. The peak is now nearly delta function like, and it agrees with $`A_E^0`$. For point IK, the number of signal events in this range is statistically significant. If events in this mass range can be used, we should be able to make a direct $`A_E^0`$ measurement without any systematics. However, there could be a significant background for the events below $`m_{ll}<12`$ GeV as recently discussed in .
We now fit the MC data to a phenomenological fitting function to determine the peak positions and the associated errors. The fitting function is chosen as follows:
$`N(A)`$ $`=`$ $`N_0\mathrm{exp}\left(0.5\times \left({\displaystyle \frac{AA_0}{\sigma }}\right)^2\right)\mathrm{for}A<A_0`$ (7)
$`N(A)`$ $`=`$ $`N_0\mathrm{exp}\left(f(AA_0)\right)\mathrm{for}A>A_0`$ (8)
where parameters $`A_0`$, $`f`$, $`N_0`$ and $`\sigma `$ are determined by minimizing $`\chi ^2`$ using the program MINUIT<sup>8</sup><sup>8</sup>8Here we take a completely phenomenological assumption for the fitting function, however it is much better to use the fitting function based on the neutralino velocity distribution calibrated by the first lepton $`P_T^l`$ distribution. See section 4..
Results of these fits are shown in Fig. 10. For IK (Fig. 10 a)) we fit the $`A_T`$ distribution of events with $`10`$ GeV $`<m_{ll}<14.14`$ GeV and find $`A_0=0.3408\pm 0.01`$. The peak position is smaller than $`A_E^0=0.36`$ (defined in Eq.(5)). However, the $`A_T`$ distribution for fixed neutralino velocity $`(\gamma ,\eta )=(1.4,0.2)`$ indeed peaks at 0.34 if $`10`$ GeV $`<m_{ll}<14.14`$ GeV, consistent with the full MC. As discussed earlier, the peak position does not depend strongly on the choice of the neutralino velocity when such tight $`m_{ll}`$ cut is required; this explains the agreement. For point 5 (Fig. 10, b)-d)), $`A_0=0.324\pm 0.005`$, $`0.491\pm 0.012`$, and $`0.675\pm 0.018`$ for $`m_0=100,115`$ and $`125`$ GeV, respectively. The $`m_{ll}`$ cut dependence is rather small; $`A_E^0`$ is $`0.33`$, $`0.49`$, $`0.65`$ respectively, already consistent with the fit<sup>9</sup><sup>9</sup>9Note that the peak positions are at larger $`A_T`$ compared to Fig. 4. This is because we select the events below $`m_{ll}<28.3`$ GeV for Fig. 8, while it is $`m_{ll}<50`$ GeV in Fig. 4 .. Recall that the total number of events is a factor 3 too large since we ignored jet related cuts. The corrected error for 100 $`fb^1`$ luminosity is 0.009, 0.02 and 0.03 for point 5, 5-2, and 5-4 respectively, assuming statistical scaling.
## 4 Model independent mass determination
The second lightest neutralino might arise from squark and gluino decays at hadron colliders, therefore the $`\stackrel{~}{\chi }_2^0`$ velocity distribution should depend on $`m_{\stackrel{~}{q}}`$ and $`m_{\stackrel{~}{g}}`$. One may in principle fit the whole distribution to determine model parameters completely, but various systematic errors could prevent a complete understanding of the event structure. We wish to stay with the distribution which is less model dependent and free of systematics. Invariant mass distributions are a well established candidate for such a distribution. In the previous sections we argued that the peak position of the $`A_T`$ distribution can be almost independent of the $`\stackrel{~}{\chi }_2^0`$ velocity distribution if certain cuts are applied on $`m_{ll}`$.
In this section, we will find that the remaining minor $`\gamma _{\stackrel{~}{\chi }_2^0}`$, $`\eta _{\stackrel{~}{\chi }_2^0}`$ distribution dependence may be removed by looking into the first lepton $`P_T`$ distribution.
In Fig. 11a), we show the $`A_T`$ distributions for different $`\stackrel{~}{\chi }_2^0`$ velocity. We took point IK and 12 GeV $`<m_{ll}<25`$ GeV, therefore the distribution is somewhat dependent on the neutralino velocity especially when $`\gamma _{\stackrel{~}{\chi }_2^0}`$ is small. $`A_T^{\mathrm{peak}}`$ shifts from 0.31 to 0.29 between the representative neutralino velocity. In the same figure we also show distributions for $`m_{\stackrel{~}{l}}=117.68`$ GeV. In this case the peak moves from 0.42 to 0.37. The velocity dependence is slightly stronger than for the IK point. Although the peak position itself does not depend too much on the velocity, this certainly suggests some systematics would come into the fit to the decay parameters.
The $`\stackrel{~}{\chi }_2^0`$ velocity distribution strongly affects the hardest lepton $`P_T`$ distribution, as one can see in Fig. 11b). Here the three distributions corresponding to Fig. 11a) have totally different $`P_T^l`$ end points. We can imagine that the systematics coming from the neutralino velocity dependence would be substantially reduced if the $`P_T^l`$ distribution is included in the fit as well.
The $`A_T`$ and $`P_T^l`$ distributions can be expressed as convolutions of the neutralino velocity distribution and neutralino decay distributions as follows;
$`\sigma (A_T)`$ $`=`$ $`{\displaystyle 𝑑\gamma _{\stackrel{~}{\chi }_2^0}𝑑\eta _{\stackrel{~}{\chi }_2^0}F(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0})\times \mathrm{\Gamma }\left(A_T(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0})\right)},`$ (9)
$`\sigma (P_T^l)`$ $`=`$ $`{\displaystyle 𝑑\gamma _{\stackrel{~}{\chi }_2^0}𝑑\eta _{\stackrel{~}{\chi }_2^0}F(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0})\times \mathrm{\Gamma }\left(P_T^l(\gamma _{\stackrel{~}{\chi }_2^0},\eta _{\stackrel{~}{\chi }_2^0})\right)}.`$ (10)
The neutralino velocity distribution $`F(\gamma ,\eta )`$ depends on parent sparticle masses, while the decay distributions in the laboratory frame $`\mathrm{\Gamma }(A_T)`$ and $`\mathrm{\Gamma }(P_T^l)`$ depend on $`m_{\stackrel{~}{\chi }_1^0}`$, $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{l}}`$ implicitly. Various cuts would be applied to experimental samples of events, therefore these equations are rather schematic. Note that the two distributions have different neutralino velocity dependence. The $`\eta _{\stackrel{~}{\chi }_2^0}`$ and $`\gamma _{\stackrel{~}{\chi }_2^0}`$ dependence tend to cancel in $`A_T(\gamma ,\eta )`$, while the transverse momentum in the laboratory frame $`P_T^l(\gamma ,\eta )`$ keeps increasing with $`\gamma `$. Hence a measurement of the $`P_T^l`$ distribution must be very useful for correcting the minor dependence of the $`A_T`$ distribution on $`\eta _{\stackrel{~}{\chi }_2^0}`$ and $`\gamma _{\stackrel{~}{\chi }_2^0}`$.
The parent neutralino velocity can be decomposed into a boost $`\gamma _T`$ from the $`\stackrel{~}{\chi }_2^0`$ rest frame transverse to the beam direction, followed by a boost $`\gamma _L`$ in the beam direction. The $`A_T`$ and $`P_T^l`$ distributions depend on the $`\gamma _T`$ distribution while the latter distribution has no effect on them. This can be seen in Fig. 12 a) and b). We show three $`A_T`$ and $`P_T^l`$ distributions, for $`\stackrel{~}{\chi }_2^0`$ $`(\gamma _{\stackrel{~}{\chi }},\eta _{\stackrel{~}{\chi }})=(1.1,0.2)`$, $`(1.2,1)`$ and $`(2.7,2)`$. The 3 points have a common feature,
$$B_T(\gamma ,\eta )\frac{P_T^\mathrm{l}|_{\mathrm{max}}}{E_{l1}(\mathrm{at}\stackrel{~}{\chi }_2^0\mathrm{rest})}=1.5.$$
(11)
The $`P_T^l`$ and $`A_T`$ distributions of leptons are very similar as one can see in Fig. 12 a) and b).
This observation is based on a numerical integration which now takes into account the cut $`|\eta _l|<2.5`$, in addition to $`12`$ GeV $`<m_{ll}<25`$ GeV, and the $`P_T^l>10`$ GeV cut. The effect of the $`\eta _l`$ cut turns out to be very small. We checked numerically that the distributions with common $`P_T^l`$ end points are roughly the same with these cuts. On the other hand, the $`A_T`$ distribution has significant $`B_T`$ dependence as one can see from the distributions for $`B_T=1.7`$ (dotted histograms). This suggests that one only has to know the $`\gamma _T`$ distribution, which could be reconstructed from the $`P_T^l`$ distribution. Schematically, one can write
$`\sigma (A_T)`$ $`=`$ $`{\displaystyle 𝑑B_TF(B_T)\times \mathrm{\Gamma }(A_T(B_T(\eta ,\gamma )))},`$ (12)
$`\sigma (P_T^l)`$ $`=`$ $`{\displaystyle 𝑑B_TF(B_T)\times \mathrm{\Gamma }(P_T^l(B_T(\eta ,\gamma )))}.`$ (13)
$`\mathrm{\Gamma }(A_T(B_T))`$, and $`\mathrm{\Gamma }(P_T^l((B_T))`$ are implicit functions of ino and slepton masses, and one can fit to experimental data to obtain those mass parameters in addition to $`F(B_T)`$. Of course, one must also study the effect of $`E/_T`$, $`M_{\mathrm{eff}}`$, and $`P_{Tj}`$ cuts and detailed MC simulations are necessary.
Given the indication that the dependence on the $`\stackrel{~}{\chi }_2^0`$ velocity distribution can be corrected directly from the $`P_T^l`$ distribution, we now use the error on $`A_T^{\mathrm{peak}}`$ and $`m_{ll}`$ end points to determine $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{\chi }_1^0}`$, and $`m_{\stackrel{~}{l}}`$. As we have seen in the previous sections, $`A_T^{\mathrm{peak}}`$ depends on the $`m_{ll}`$ cut, but we assume the statistical uncertainty of $`A_T^{\mathrm{peak}}`$ can be translated into that of $`A_E^0`$; i.e., we assume that the correlation caused by only using events within a finite range of $`m_{ll}`$ values would be small.
We take the IK point as an example; the point is interesting because both the edge of the $`m_{ll}`$ distribution due to the two body cascade decays $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ and the end point of the three body decay $`\stackrel{~}{\chi }_2^0ll\stackrel{~}{\chi }_1^0`$, $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$, can be seen. (See Fig. 13.) This is because the right handed slepton coupling to wino and higgsino is essentially zero, therefore the two body decay coupling is suppressed. The measurements of $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$, $`A_T^0`$, and $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ $``$ $`m_{\stackrel{~}{\chi }_2^0}m_{\stackrel{~}{\chi }_1^0}`$ are potentially sufficient to determine all sparticle masses involved in the $`\stackrel{~}{\chi }_2^0`$ cascade decay.
In order to demonstrate the importance of the measurement of $`A_T`$, we first show the expected constraints on $`m_{\stackrel{~}{l}}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ when $`m_{\stackrel{~}{\chi }_2^0}`$ is fixed. We assume that $`A_T`$ and $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ are measured within errors of 0.007 and 0.5 GeV, respectively (Fig. 14). $`\mathrm{\Delta }\chi ^2`$ is defined as
$$\mathrm{\Delta }\chi ^2=\left(\frac{A_E^0A_E^0^{}}{\delta A_E^0}\right)^2+\left(\frac{m_{ll}m_{ll}^{^{}}}{\delta m^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}}\right)^2.$$
(14)
Here, $`A_E^0`$, $`\delta A_E^0`$ and $`m_{ll}m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ and $`\delta m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ are ’data’ and the error, while, $`A_E^0^{}`$ and $`m_{ll}^{^{}}`$ are functions of the ino and slepton masses. The resulting $`\mathrm{\Delta }\chi ^2=1,4,9,\mathrm{}`$ contours roughly correspond to $`1\sigma ,2\sigma ,3\sigma ,\mathrm{}`$ errors on the parameters. The errors on $`m_{\stackrel{~}{l}}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$ could be of the order of 1% or less, consistent with the previous fits in . Note, however, that they did not identify the origin of the peak structure and used the whole $`A_T`$ distribution for the fit. As we have stressed, this fit will depend on assumptions about parent squark and gluino masses, while our fit relies solely on the peak position, directly constraining $`m_{\stackrel{~}{\chi }_1^0}`$, $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{l}}`$.
For the IK point, one can also determine $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$. The errors on the masses under the three constraints would be substantially larger than those shown in Fig. 14 (where $`m_{\stackrel{~}{\chi }_2^0}`$ is fixed). This is due to correlations between the constraints. This can be seen in Fig. 15, where $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{l}}`$ are shown as functions of $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ for fixed values of $`A_E^0`$ and $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$. Even in the limit where $`A_E^0`$ and $`m_{ll}^{2\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ are known exactly, an error on $`m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}`$ of the order of 1 GeV would result 5 GeV errors on $`m_{\stackrel{~}{\chi }_2^0}`$ and $`m_{\stackrel{~}{l}}`$.
Assuming an error on $`m_{ll}^{3\mathrm{body}}`$, $`\delta m_{ll}^{3\mathrm{body}}=1`$ GeV,<sup>10</sup><sup>10</sup>10Our assumptions of the errors for $`m_{ll}`$ endpoints are substantially conservative to those found in literature $`m_{\stackrel{~}{\chi }_1^0}`$, $`m_{\stackrel{~}{\chi }_2^0}`$, and $`m_{\stackrel{~}{l}}`$ are constrained within $`\pm 8`$ GeV, without assuming any relation between ino and slepton masses. The error is large compared to those expected from LC experiments, however it still makes an impressive case where sparticle masses are determined without relying on model assumptions. <sup>11</sup><sup>11</sup>11For point 5, end points of $`m_{ll}`$, $`m_{lq}`$, $`m_{llq}`$ distributions in addition to the lower end point of $`m_{llq}`$ distribution when $`m_{ll}>m_{ll}^{\mathrm{max}}/2`$ is required determine $`m_{\stackrel{~}{\chi }_1^0}`$ mass within $`O(10\%)`$ model independently.
Note that the $`m_{\stackrel{~}{e}}/m_{\stackrel{~}{\mu }}`$ ratio would be constrained strongly. Assuming $`\delta A_T<0.007`$, $`\delta m_{ee,\mu \mu }<0.5`$ GeV, $`\delta m_{ll}^{3\mathrm{b}\mathrm{o}\mathrm{d}\mathrm{y}}=4`$ GeV, we obtain $`\delta (m_{\stackrel{~}{e}}/m_{\stackrel{~}{\mu }})=2.5`$ % for $`\mathrm{\Delta }\chi ^2<1`$, and 7% for $`\mathrm{\Delta }\chi ^2<9`$.
Several comments are in order. The background in the region $`m_{ll}m_{ll}^{\mathrm{max}}`$ must be studied carefully. For example, SM $`t\overline{t}l\overline{l}`$ production could be important in the low $`m_{ll}`$ region. Note that full amplitude level studies of $`W\gamma ^{}`$ production have been performed for the background process of $`\stackrel{~}{\chi }_2^0`$ $`\stackrel{~}{\chi }_1^\pm 3l`$, and large background was found in the $`m_{ll}<10`$ GeV region . It has also been pointed out that $`\mathrm{{\rm Y}}`$ production is an important source of background when $`m_{ll}<12`$ GeV. However it is unlikely that the background distribution has a peak at $`A_T0`$. A peak of the signal distribution may be observed precisely on the top of such backgrounds, especially when signal rates are high enough to allow precision studies. Besides, one only needs to require $`m_{ll}<m_{ll}^{\mathrm{max}}/2`$ to see structure in the $`A_T`$ distribution. The peak position that may deviate from $`A_E^0`$ could be corrected from the $`P_T^l`$ distribution in an almost model independent way.
Recently, it was pointed out in that one can obtain the same information by taking the ratio of the end points of the invariant masses of jet and lepton(s). Their analysis was carried out for point 5. The dominant cascade decay process is $`\stackrel{~}{q}\stackrel{~}{\chi }_2^0q`$ followed by $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l_1`$, and $`\stackrel{~}{l}\stackrel{~}{\chi }_1^0l_2`$. Jets from squark decays are substantially harder than the other jets, and can be identified. A correct set of a jet and a lepton pair originating from a squark decay is then selected by requiring that $`m_{llj}<600`$ GeV for one of the two hardest jets $`j`$, and $`m_{llj^{}}>600`$ GeV for the other jet $`j^{}`$. The end points of the invariant mass distribution $`m_{l_1q}`$ and $`m_{l_1l_2q}`$ are expressed as simple analytical functions of $`m_{\stackrel{~}{q}}`$, $`m_{\stackrel{~}{l}}`$, $`m_{\stackrel{~}{\chi }_{1(2)}^0}`$. One can reconstruct the $`m_{l_1q}`$ end point by choosing the combination of the first lepton and the jet.<sup>12</sup><sup>12</sup>12 Note that the efficient selection of the first lepton for $`m_{lq}`$ distribution relies on large lepton energy asymmetry. However as $`A1`$, the end points of $`m_{l_1j}`$ and $`m_{l_2j}`$ tend to coincide, therefor it may not be a problem.
Although each end point is 10% to 4% smaller than expectation depending on jet definition, the ratio
$$\frac{m_{lq}^{\mathrm{max}}}{m_{llq}^{\mathrm{max}}}=\sqrt{\frac{m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{l}}^2}{m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{\chi }_1^0}^2}}=\sqrt{\frac{1}{1+(A_E^0)^1}}$$
(15)
agrees with the expectation.<sup>13</sup><sup>13</sup>13 When $`m_{\stackrel{~}{l}}^2m_{\stackrel{~}{\chi }_1^0}^2>`$ $`m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{l}}^2`$, $`m_{lq}/m_{llq}=\sqrt{(m_{\stackrel{~}{l}}^2m_{\stackrel{~}{\chi }_1^0}^2)/(m_{\stackrel{~}{\chi }_2^0}^2m_{\stackrel{~}{\chi }_1^0}^2)}`$. The fitted value ranges from 0.87 ($`\mathrm{\Delta }R=0.4`$ for jet definition) to 0.877 ($`\mathrm{\Delta }R=0.7`$) while the expectation is 0.868. The range corresponds to $`A_E^0=0.321`$ to 0.30 while the expectation is 0.327. Our fit gives $`A_0=0.324\pm 0.009`$ for the same point. The comparison of systematics might be an interesting topic for future studies. Our $`A_T^{\mathrm{peak}}`$ analysis may be performed even if jets and leptons in the same cascade decay chain can not be identified, therefore it can be applied in a wider context. <sup>14</sup><sup>14</sup>14Another potential problem of the analysis in is that $`m_{\stackrel{~}{q}}m_{llj}^{\mathrm{max}}=145`$ GeV is almost as small as $`m_{\stackrel{~}{\chi }_1^0}=122`$ GeV. Being the end point of the $`m_{llj}`$ distribution requires the $`\stackrel{~}{\chi }_1^0`$ from the decay chain to be very non-relativistic in the $`\stackrel{~}{q}`$ rest frame. This should reduce $`E/_T`$ toward the end point. In general the $`m_{llj}`$ and $`m_{lj}`$ end points correspond to different kinematical configurations; attention must be paid to the consequence for relative efficiencies.
It is also interesting to reconstruct the kinematics when both $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}_Rl`$ and $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}_Ll`$ are open and the branching ratios are of the same order. In addition to the two edges of the $`m_{ll}`$ distribution $`m_{ll}^{\mathrm{max}}(\mathrm{low})`$ and $`m_{ll}^{\mathrm{max}}(\mathrm{high})`$, one should be able to observe two peaks in the $`A_T`$ distribution $`A_T^{(1)}`$ and $`A_T^{(2)}`$, corresponding to the two decay chains. By comparing $`A_T`$ distributions for $`m_{ll}\stackrel{<}{_{}}m_{ll}(\mathrm{low})/2`$ and $`m_{ll}(\mathrm{low})/2<m_{ll}<m_{ll}(\mathrm{high})/2`$, one should be able to determine proper sets of the $`m_{ll}`$ edge and the peak, because the peak at $`A_T^{(1)}`$ can be hardly observed for $`m_{ll}>m_{ll}(\mathrm{low})/2`$, while the peak at $`A_T^{(2)}`$ can still be seen. Note that there are four parameters for four constraints in this case, therefore one can in principle solve for all mass parameters.
## 5 Discussion
The second lightest neutralino $`\stackrel{~}{\chi }_2^0`$ would be copiously produced from $`\stackrel{~}{q}`$ and $`\stackrel{~}{g}`$ decays at the LHC, and $`\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_2^0`$ production is an important mode for the Tevatron. In this paper, we have studied the distribution of the $`P_T^l`$ asymmetry, $`A_TP_{T2}^l/P_{T1}^l`$, of the lepton-anti-lepton pair that arises from the cascade decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l\stackrel{~}{\chi }_1^0ll`$. We have found that the $`A_T`$ distribution shows a clear peak structure in a wide parameter region if $`m_{ll}<m_{ll}^{\mathrm{max}}/2`$ is required. The peak position is insensitive to the parent $`\stackrel{~}{\chi }_2^0`$ velocity distribution, and in the limit of $`m_{ll}0`$, it is understood as $`A_E^0`$, the ratio of lepton and anti-lepton energy in the rest frame of $`\stackrel{~}{\chi }_2^0`$. The ratio $`A_E^0`$ is a simple function of $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{l}}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$.
We have also performed MC simulations for several representative points. Values of the peak position obtained by fitting MC data agree with those for $`\stackrel{~}{\chi }_2^0`$ with typical velocity. This follows from the insensitivity of the $`A_T`$ distribution to the parent neutralino velocity. The typical velocity could be estimated easily by using the hardest lepton $`P_T`$ distribution. Therefore the $`A_T`$ peak can be used to constrain $`m_{\stackrel{~}{\chi }_2^0}`$, $`m_{\stackrel{~}{l}}`$ and $`m_{\stackrel{~}{\chi }_1^0}`$. By using the edge of the $`m_{ll}`$ distribution in addition to the $`A_T`$ distribution, one can determine two degrees of freedom of the three mass parameters involved in the $`\stackrel{~}{\chi }_2^0`$ cascade decay. When the end point of $`m_{ll}`$ distribution of the three body decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0ll`$ can be measured simultaneously, one can determine the all mass parameters describing $`\stackrel{~}{\chi }_2^0`$ cascade decays. The analysis is entirely based on lepton distributions and does not rely on jet energy measurements.
The reconstruction of the $`\stackrel{~}{\chi }_2^0`$ momentum distribution is of some importance for our analysis. The hardest lepton $`P_T`$ distribution should allow us to study the $`\stackrel{~}{\chi }_2^0`$ velocity distribution independently from the $`\stackrel{~}{q},\stackrel{~}{g}`$ mass determination. In fact, the measurement of this distribution may allow one to constrain the kinematics of squark and gluino production.
The fit proposed in this paper is reasonably model independent compared to the previous fits using the entire $`A_T`$ distribution without $`m_{ll}`$ cuts. It is amazing to see that the distribution keeps the information on the cascade decay kinematics. (Compare Fig. 7 and 10). The analysis can be extended to all cascade decays involving leptons, such as the gauge mediated scenario with NLSP slepton. The determination of the $`A_T`$ peak position is not disturbed even in the case where several sleptons contribute to signal lepton pairs.
Note that model independent constraints on weakly interacting sparticle masses may be used to directly constrain the relic mass density of LSPs in our Universe. The density of such Big Bang relics is roughly proportional to the inverse of the pair annihilation cross section of the lightest neutralino. In the MSUGRA model, $`1/\sigma `$ $`m_{\stackrel{~}{l}}^4/m_{\stackrel{~}{\chi }_1^0}^2`$ in the bino dominant limit. If the overall sparticle scale is constrained within 10%, an upper bound on the mass density could be derived within 20%. The improved determination of SUSY parameters at the LHC combined with improved astronomical observations might significantly constrain the remaining MSSM parameters.
In this paper, we did not perform any MC simulation for Tevatron experiments. There the cleanest discovery process is the 3 leptons and missing $`E/_T`$ channel of $`\stackrel{~}{\chi }_1^+\stackrel{~}{\chi }_2^0`$ production and decay. It is possible to perform a parallel analysis to the one presented in this paper. However if $`m_{ll}^{\mathrm{max}}`$ is small (which is likely due to the lower bound on $`m_{\stackrel{~}{l}}`$ of nearly 100 GeV), the number of events that satisfy $`12`$ GeV $`<m_{ll}<m_{ll}^{\mathrm{max}}/2`$ would be small, where the lower $`m_{ll}`$ cut is needed to avoid $`\gamma ^{}`$ and $`\mathrm{{\rm Y}}`$ backgrounds.
The branching ratio of the mode $`\stackrel{~}{\chi }_2^0\stackrel{~}{l}l`$ could be small if other modes such us $`\stackrel{~}{\chi }_2^0Z,h\mathrm{}`$ dominate. The decay $`\stackrel{~}{\chi }_2^0\stackrel{~}{\tau }\tau `$ may be only two body decay channel accessible in MSUGRA model due to $`\stackrel{~}{\tau }`$ mixing. The analysis would be substantially more difficult for this case, as $`\tau `$ decays further into a jet or a lepton. Selecting two tau leptons which go roughly into the same direction (small $`\mathrm{\Delta }R`$) should effectively work as an $`m_{\tau \tau }`$ cut in our analysis. However, the $`A_T`$ distribution of tau jet would be substantially smeared by the tau decay.
When all two body decay modes are closed, the decay $`\stackrel{~}{\chi }_2^0`$ $`\stackrel{~}{\chi }_1^0ll`$ often has a sizable branching ratio. The precision study of the three body decay distribution has been discussed in . The $`m_{ll}`$ distribution and the $`A_T`$ distribution in the small $`m_{ll}`$ region would give us information on neutralino mixing and on $`m_{\stackrel{~}{l}_{L(R)}}`$.
It would be interesting to check if our analysis can be extended to other cascade decays involving photons or jets . Note that in the gauge mediated model with $`\stackrel{~}{\chi }_1^0`$ NLSP, the decay chain $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0ll`$ may be associated with a photon from $`\stackrel{~}{\chi }_1^0\stackrel{~}{G}\gamma `$ . Cascade decays involving a jet and a lepton or two jets may also be used for an asymmetry analysis, but selecting the proper combination of jets would be challenging.
## Acknowledgments
We thank H. Baer and M. Drees for discussions. We also thank M. Drees for careful reading of the manuscript. M. N. with to thank to ITP, Santa Barbara for its support during part of this work (NSF Grant No. PHY94-07194). |
warning/0001/cond-mat0001105.html | ar5iv | text | # Critical behavior of frustrated systems: Monte Carlo simulations versus Renormalization Group
## I Acknowledgments
This work was supported in part by the Alexander von Humboldt Foundation (D. L.), the International Science Foundation (A. I. S., Grant p99-943) and the Ministry of Education of Russian Federation (A. I. S., Grant 97-14.2-16). B. Delamotte and D. Loison are grateful to G. Zumbach for discussions. |
warning/0001/astro-ph0001524.html | ar5iv | text | # Steady dynamos in finite domains: an integral equation approach
## I Introduction
For decades, theoretical and numerical work on dynamos has been done for the main part in terms of differential equation systems. Countless computer simulations, in particular for spherical geometry, have led to a good understanding of dynamos, at least on the kinematic level.
In a few papers the steady state of dynamos in an infinitely extended fluid with constant conductivity has been investigated on the basis of integral equations; see Gailitis (1967), Gailitis (1970), Gailitis and Freiberg (1974), Dobler and Rädler (1998). In the case of a finite fluid body surrounded by free space the electric potential at the boundary has to be taken into account. This was already pointed out by Roberts (1967) but not really utilized for investigations of specific models. In a recent paper by Dobler and Rädler (1998) spatial variations of the electrical conductivity were also allowed to occur. However, the case of surrounding vacuum had to be excluded in this formulation.
It is the aim of this paper to re-consider the integral equation formulation of steady kinematic dynamo models with finite fluid bodies. This approach may be interesting for numerical simulations of dynamos in arbitrary geometry. E.g., realistic simulations of some recent laboratory dynamo experiments are still rare due to the fact that for general geometry the handling of boundary conditions for the induction equation is not as easy as in the spherical case. In calculations concerning the Karlsruhe dynamo experiment it was still appropriate to circumvent this problem by virtually embedding the non-spherical (but relatively compact) dynamo module into a spherically shaped surrounding of low conductivity (Rädler et al. 1998). For the Riga dynamo facility with its large aspect ratio another method was used (Stefani, Gerbeth and Gailitis 1999). The time-dependent induction equation was treated for the dynamo domain with solving, at every time-step, a Laplace equation in the outer part with appropriate matching conditions to the inner part. Using this time-consuming procedure, a more efficient numerical method which is restricted to the very dynamo domain and its boundary seemed highly desirable. In summary, the first reason for our interest in the integral equation approach is connected with the search for alternative schemes for the efficient and stable numerical treatment of dynamo problems in arbitrary geometry.
The second reason is connected with some new developments concerning inverse problems of magnetohydrodynamics (MHD). In two recent papers (Stefani and Gerbeth 1999; Stefani and Gerbeth 2000) the problem of reconstructing the velocity field of an electrically conducting fluid from measurements of induced magnetic fields outside the fluid and measurements of electric potentials at the fluid boundary was addressed. Up to now, this work is restricted to small magnetic Reynolds numbers $`R_m`$, hence an external magnetic field has to be applied. The long-term objective is to generalize this inverse problem approach to large $`R_m`$, in particular with regard to laboratory dynamos. Of course, there is a long tradition in geophysics concerning inverse problems and (concerning the geodynamo) there is a wide literature on reconstructing the tangential velocity at the core-mantle boundary from magnetic field observations (see Bloxham 1989 and references therein). However, the frozen-flux approximation, which is crucial for that kind of velocity reconstruction, was seriously put into question recently (Gubbins and Kelly 1996; Love 1999). For obvious reasons, geophysicists never expected that the electric potential at the fluid boundary could also be known from measurement. But this situation will be different for laboratory dynamos. Considering the huge technical problems for velocity measurements in liquid sodium, an inverse dynamo theory for velocity determination from measured magnetic fields and electric potentials seems to be attractive all the more. For those applications, the integral equation approach with its explicit use of the electric potential at the boundary seems to be an appropriate starting point.
The general scheme of the integral equation approach will be represented in section 2. The integral equation for the magnetic field is derived from Biot-Savart’s law and contains a boundary integral over the electric potential. This electric potential, in turn, has to fulfill an integral equation over the boundary. It should be pointed out that the incorporation of the electric potential at the boundary is well elaborated in the quite different context of electrocardiology, electroencephalography, and magnetoencephalography. For dynamos in arbitrary geometry, in section 2 also some hints are given concerning the numerical implementation of the general scheme.
In section 3, the general scheme is applied to the case of a spherically symmetric mean-field dynamo with an arbitrary radial dependence of $`\alpha `$. For that case, we find three coupled integral equations for the two defining scalars of the magnetic field and for the electric potential at the boundary. For the special case that $`\alpha `$ is constant inside the volume we re-derive the well-known analytical result obtained by Krause and Steenbeck (1967).
In section 4 some remarks are made on the generalization of the method to the non-steady case and to the case of varying electrical conductivity, and on possible applications to inverse dynamo theory.
## II The integral equation approach
### A General formulation
Let us consider a dynamo acting in an electrically conducting non-magnetic fluid which occupies a finite domain $`D`$ with boundary $`S`$ surrounded by non-conducting space. We restrict all the following considerations to the steady case. Then the magnetic field $`B`$ and the electric current density $`j`$ have to satisfy the Maxwell equations
$`\times B=\mu _0j,B=0`$ (1)
everywhere with $`\mu _0`$ being the magnetic permeability of the free space. The electric field $`E`$ has to be irrotational, $`E=\phi `$, with some electric potential $`\phi `$. The current density $`j`$ is assumed to satisfy Ohm’s law in the form
$`j=\sigma \left(F\phi \right)`$ (2)
inside $`D`$, and it vanishes outside. Here $`\sigma `$ is the electrical conductivity assumed to be constant. $`F`$ denotes the electromotive force $`u\times B`$ where $`u`$ is the velocity of the fluid motion. In the framework of mean-field electrodynamics (see, e.g., Krause and Rädler 1980) $`B`$, $`j`$, $`\phi `$, and $`F`$ can be interpreted as mean fields. Then $`F`$ can be fixed , e.g., to the form
$`F=u\times B+\alpha B\beta \times B,`$ (3)
where $`u`$ denotes now the mean velocity, the term $`\alpha B`$ describes the $`\alpha `$-effect and the term $`\beta \times B`$ another effect which can be interpreted by introducing a mean-field conductivity different from $`\sigma `$. With $`\alpha =\beta =0`$ we formally return to the case considered before. The considerations of this section apply for all $`F`$ being homogeneous linear functions of $`B`$ and its derivatives independent of their precise form.
The equations given so far define a problem for $`B`$. Together with the requirements that there are no surface currents on $`S`$ and that $`B`$ vanishes at infinity they allow to determine $`B`$ (apart from a constant factor) if the dependence of $`F`$ on $`B`$ is fixed.
As it is well known equations (1) are equivalent to Biot-Savart’s law
$`B(r)`$ $`=`$ $`{\displaystyle \frac{\mu _0}{4\pi }}{\displaystyle _D}{\displaystyle \frac{j(r^{})\times (rr^{})}{|rr^{}|^3}}𝑑V^{}.`$ (4)
With $`j`$ according to (2) we obtain
$`B(r)`$ $`=`$ $`{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _D}{\displaystyle \frac{F(r^{})\times (rr^{})}{|rr^{}|^3}}𝑑V^{}{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _S}\phi (s^{})n(s^{})\times {\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}`$ (5)
with $`n\left(s^{}\right)`$ denoting the outward directed unit vector at the boundary point $`s^{}`$ and $`dS^{}`$ denoting an area element at this point.
In contrast to the differential equation approach which usually deals with the magnetic field only, we have now to deal with both $`B`$ and the electric potential $`\phi `$ which is, however, needed only at the very boundary.
According to (1) the current density $`j`$ is source-free everywhere. Therefore we may conclude from (2) that
$`\mathrm{\Delta }\phi (r)=F\left(r\right)`$ (6)
in $`D`$. Since there are no surface currents on $`S`$ we have there $`jn=0`$, i.e, the normal derivative of the potential on the inner side of $`S`$ has to satisfy
$`{\displaystyle \frac{\phi }{n}}|_S=F\left(s\right)n\left(s\right).`$ (7)
Using Green’s theorem, it can be shown (Courant and Hilbert 1962; Barnard et al. 1967a) that
$`p\phi (r)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{D}{}}{\displaystyle \frac{_r^{}F(r^{})}{|rr^{}|}}𝑑V^{}+{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}n(s^{}){\displaystyle \frac{F\left(s^{}\right)}{|rs^{}|}}𝑑S^{}`$ (9)
$`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}`$
where $`p=1`$ for points $`r`$ inside $`D`$, $`p=1/2`$ for points $`r=s`$ on $`S`$ and $`p=0`$ for points $`r`$ outside $`D`$. A solution for $`\phi `$ on $`S`$ can be found by either taking the limit $`rs`$ from outside or inside (for the latter case it is important to note that $`\phi `$ is continuous in $`D+S`$) or by solving the version of (8) for $`r=s`$,
$`\phi (s)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{D}{}}{\displaystyle \frac{_r^{}F(r^{})}{|sr^{}|}}𝑑V^{}+{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{S}{}}n(s^{}){\displaystyle \frac{F\left(s^{}\right)}{|ss^{}|}}𝑑S^{}`$ (11)
$`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{ss^{}}{|ss^{}|^3}}𝑑S^{}.`$
In this context it is of importance that
$`\underset{rs}{lim}{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}=2\pi \phi (s)+{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{ss^{}}{|ss^{}|^3}}𝑑S^{}`$ (12)
where the upper and lower signs correspond to the approaches to the point $`s`$ from inside or outside $`D`$, respectively. The last integrals in (9) and (10) have to be understood in the sense of principal values, which are obtained by first integrating over an area $`\stackrel{~}{S}`$ which is $`S`$ diminished by a small tangential disk of radius $`ϵ`$ around $`s`$ and taking than the limit $`ϵ0`$.
The two integral equations (5) and (9) provide another complete formulation of the problem for $`B`$ as it was defined above on the basis of differential equations.
### B Some numerical aspects
Let us make some formal remarks concerning the numerical implementation of the coupled system of equations (5) and (9) for dynamo problems in arbitrary geometry. Assume certain discretizations of integrals and let us denote all components of $`B`$ at the grid points $`i`$ by $`B_i`$ as well as all $`\phi `$ at the boundary grid points $`m`$ by $`\phi _m`$. The strength of the induction effects incorporated in $`F`$ is scaled by a factor $`\lambda `$. Using Einstein’s summation convention, equation (5) can formally be written as
$`B_i=\lambda M_{ik}B_k+N_{im}\phi _m.`$ (13)
For any chosen discretization, the precise form of the matrices $`M`$ and $`N`$ can easily be derived from equation (5). We want to point out that $`M`$ depends on $`F`$ but $`N`$ depends only on the geometry of the boundary.
The integral equation (9) for the electric potential can as well be written in matrix notation as
$`\phi _l+E_{lm}\phi _m=\lambda H_{ln}B_n`$ (14)
or
$`G_{lm}\phi _m=\lambda H_{ln}B_n`$ (15)
with
$`G_{lm}=\delta _{lm}+E_{lm}.`$ (16)
The matrix $`G`$ depends only on the geometry of the boundary. Concerning the solution of (13) some care is needed as $`G`$ is singular. This is connected with the fact that $`\phi `$ is only determined up to a constant. However, there exist methods to circumvent this problem, one of them being the deflation method (see, e.g., Barnard et al. 1967b) where the singular matrix $`G`$ is replaced by an appropriate non-singular matrix $`\stackrel{~}{G}`$ giving a unique inversion. Rather than going into the details of the deflation method, let us assume for the moment that we have found the inverse of $`\stackrel{~}{G}`$. Then $`\phi `$ can formally be written as
$`\phi _m=\lambda (\stackrel{~}{G}^1)_{ml}H_{ln}B_n.`$ (17)
In a last step this can be inserted into equation (11) to give the matrix eigenvalue equation
$`B_i=\lambda (M_{ik}B_k+N_{im}(\stackrel{~}{G}^1)_{ml}H_{ln})B_n.`$ (18)
Note again that $`N`$ and $`\stackrel{~}{G}^1`$ depend only on the geometry of the boundary. In principle, when dealing with various $`u`$, $`\alpha `$ and $`\beta `$ the product matrix $`N\stackrel{~}{G}^1`$ must be computed only once for a given geometry.
The preceding considerations provide the framework for numerical computations for finite domains of arbitrary shape.
## III A spherical mean-field dynamo model
We apply our integral equation approach now to a simple spherical mean-field dynamo model which is a slightly modified version of a model proposed by Krause and Steenbeck (1967) (see also Krause and Rädler 1980). To define this model we specify $`D`$ to be a spherical region and put $`F=\alpha B`$, i.e., $`u=0`$ and $`\beta =0`$. In contrast to the original model, whose advantage is the possibility of an analytical treatment, we consider $`\alpha `$ no longer as necessarily constant but admit it to vary with the radial coordinate $`r`$. Starting from equations (5) and (8) we will derive three integral equations for three functions of the radial coordinate $`r`$, two of which define $`B`$ and the third one $`\phi `$. In particular, we will re-derive the known analytical result for the original model within this new approach.
We want to point out that our model involves quite a few simplifications, and therefore the results have to be considered with care. In particular, an ideal $`\alpha `$-effect as given by $`F=\alpha B`$ occurs only with a homogeneous isotropic turbulence and then $`\alpha `$ has to be constant. A spatial variation of $`\alpha `$ requires deviations from this assumption which necessarily leads to other contributions to $`F`$, which are ignored here. Those deviations from homogeneous isotropic turbulence and additional contributions to $`F`$ must of course occur near the boundary of the fluid body. In the original model of Krause and Steenbeck this neglect led to a conflict between the results obtained for the high conductivity limit and a statement by Bondi and Gold (1950) according to which in this limit, roughly speaking, any growth of the magnetic field in outer space has to be excluded. Actually, this conflict was resolved by a consequent treatment of a model taking into account additional contributions to $`F`$ (Rädler 1982), and it was shown that nevertheless a dynamo is well possible even in the high-conductivity limit but the magnetic field is then completely confined inside the fluid body (Rädler and Geppert 1999).
### A Mathematical preliminaries
We start with splitting the magnetic field $`B`$ into poloidal and toroidal parts, $`B_P`$ and $`B_T`$, and representing them by defining scalars $`S`$ and $`T`$,
$`B_P=\times \left({\displaystyle \frac{S}{r}}r\right),B_T=\left({\displaystyle \frac{T}{r}}r\right).`$ (19)
We refer here to spherical coordinates $`r,\theta ,\varphi `$ and denote the radius vector by $`r`$. The defining scalars and the electric potential are expanded in series of spherical harmonics $`Y_{lm}`$,
$`S(r,\theta ,\varphi )`$ $`=`$ $`{\displaystyle \underset{l,m}{}}s_{lm}(r)Y_{lm}(\theta ,\varphi ),T(r,\theta ,\varphi )={\displaystyle \underset{l,m}{}}t_{lm}(r)Y_{lm}(\theta ,\varphi ),`$ (20)
$`\phi (r,\theta ,\varphi )`$ $`=`$ $`{\displaystyle \underset{l,m}{}}\phi _{lm}(r)Y_{lm}(\theta ,\varphi ).`$ (21)
The $`Y_{lm}(\theta ,\varphi )`$ are defined as
$`Y_{lm}(\theta ,\varphi )=\sqrt{{\displaystyle \frac{2l+1}{4\pi }}{\displaystyle \frac{(lm)!}{(l+m)!}}}P_l^m(\mathrm{cos}\theta )e^{im\varphi },`$ (22)
with $`P_l^m`$ being associated Legendre Polynomials. The summation in (18) is over all $`l`$ and $`m`$ satisfying $`l0`$ and $`|m|l`$. Since, however, terms with $`l=0`$ are without interest in the following we restrict all discussions to $`l1`$. Since $`S`$, $`T`$ and $`\phi `$ are real we have $`s_{lm}=s_{lm}^{}`$ and analogous relations for $`t_{lm}`$ and $`\phi _{lm}`$. The definition (19) implies
$`{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^\pi }\mathrm{sin}\theta d\theta Y_{l^{}m^{}}^{}(\theta ,\varphi )Y_{lm}(\theta ,\varphi )=\delta _{ll^{}}\delta _{mm^{}}.`$ (23)
In addition we have
$`\mathrm{\Omega }Y_{lm}=l(l+1)Y_{lm}`$ (24)
where the operator $`\mathrm{\Omega }`$ is defined by
$`\mathrm{\Omega }f={\displaystyle \frac{1}{\mathrm{sin}\theta }}{\displaystyle \frac{}{\theta }}\left(\mathrm{sin}\theta {\displaystyle \frac{f}{\theta }}\right)+{\displaystyle \frac{1}{\mathrm{sin}^2\theta }}{\displaystyle \frac{^2f}{\varphi ^2}}.`$ (25)
From (17) and (18) we obtain with the help of (21) the components of $`B`$
$`B_r(r,\theta ,\varphi )`$ $`=`$ $`{\displaystyle \underset{l,m}{}}{\displaystyle \frac{l(l+1)}{r^2}}s_{lm}(r)Y_{lm}(\theta ,\varphi )`$ (26)
$`B_\theta (r,\theta ,\varphi )`$ $`=`$ $`{\displaystyle \underset{l,m}{}}\left({\displaystyle \frac{t_{lm}(r)}{r\mathrm{sin}\theta }}{\displaystyle \frac{Y_{lm}(\theta ,\varphi )}{\varphi }}+{\displaystyle \frac{1}{r}}{\displaystyle \frac{ds_{lm}(r)}{dr}}{\displaystyle \frac{Y_{lm}(\theta ,\varphi )}{\theta }}\right)`$ (27)
$`B_\varphi (r,\theta ,\varphi )`$ $`=`$ $`{\displaystyle \underset{l,m}{}}\left({\displaystyle \frac{t_{lm}(r)}{r}}{\displaystyle \frac{Y_{lm}(\theta ,\varphi )}{\theta }}+{\displaystyle \frac{1}{r\mathrm{sin}\theta }}{\displaystyle \frac{ds_{lm}(r)}{dr}}{\displaystyle \frac{Y_{lm}(\theta ,\varphi )}{\varphi }}\right).`$ (28)
Finally we recall the expression for the inverse distance between two points $`r`$ and $`r^{}`$,
$`{\displaystyle \frac{1}{|rr^{}|}}=4\pi {\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=l}{\overset{l}{}}}{\displaystyle \frac{1}{2l+1}}{\displaystyle \frac{r_<^l}{r_>^{l+1}}}Y_{lm}^{}(\theta ^{},\varphi ^{})Y_{lm}(\theta ,\varphi )`$ (29)
where $`r_>`$ denotes the larger of the values $`r`$ and $`r^{}`$, and $`r_<`$ the smaller one.
In the following we will derive integral equations for the functions $`s_{lm}(r)`$ and $`t_{lm}(r)`$, and relations for the coefficients $`\phi _{lm}(R)`$.
### B The defining scalar of the poloidal part of the magnetic field
Taking the scalar product of both sides of (5) with the unity vector $`e_r`$ we obtain
$`B(r)e_r`$ $`=`$ $`{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _D}{\displaystyle \frac{\alpha (r^{})B(r^{})\times (rr^{})}{|rr^{}|^3}}e_r𝑑V^{}{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _S}\phi (s^{})n(s^{})\times {\displaystyle \frac{rs^{}}{|rs^{}|^3}}e_r𝑑S^{}`$ (30)
$`=`$ $`{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _D}{\displaystyle \frac{_r^{}\times (\alpha (r^{})B(r^{}))}{|rr^{}|}}e_r^{}{\displaystyle \frac{r^{}}{r}}𝑑V^{}.`$ (31)
In the derivation of the second line of (27) we have expressed $`e_r`$ under the integrals by $`(rr^{})/r+(r^{}/r)e_r^{}`$ and used the fact that $`n(s^{})`$ and $`e_r^{}`$ coincide for $`r^{}=s^{}`$. Considering now
$`_r^{}\times (\alpha (r^{})B(r^{}))=B(r^{})\times _r^{}\alpha (r^{})+\alpha (r^{})_r^{}\times B(r^{})`$ (32)
in (27) we see that the scalar product of the first term on the right hand side with $`e_r^{}`$ vanishes as the gradient of $`\alpha (r^{})`$ points in $`r^{}`$-direction, too. From (21), (24) and (25) we obtain
$`(_r^{}\times B(r^{}))e_r^{}`$ $`=`$ $`{\displaystyle \underset{l^{},m^{}}{}}{\displaystyle \frac{l^{}(l^{}+1)}{r^2}}t_{l^{}m^{}}(r^{})Y_{l^{}m^{}}(\theta ^{},\varphi ^{}).`$ (33)
Taking (27), (28) and (29) together we find
$`{\displaystyle \underset{l,m}{}}{\displaystyle \frac{l(l+1)}{r^2}}s_{lm}(r)Y_{lm}(\theta ,\varphi )={\displaystyle \frac{1}{r}}{\displaystyle \frac{\mu _0\sigma }{4\pi }}{\displaystyle _D}\alpha (r^{}){\displaystyle \underset{l^{}m^{}}{}}{\displaystyle \frac{l^{}(l^{}+1)}{r^2}}t_{l^{}m^{}}(r^{})\times Y_{l^{}m^{}}(\theta ^{},\varphi ^{}){\displaystyle \frac{r^{}}{|rr^{}\mathrm{}}}dV^{}.`$ (34)
Expressing the inverse distance according to equation (26) we have to distinguish between the cases $`r>r^{}`$ and $`r<r^{}`$. After integrating on the right-hand side of (30) over the primed angles, multiplying then both sides of (30) with $`Y_{lm}^{}(\theta ,\varphi )`$ and integrating over the non-primed angles we obtain the first integral equation of our problem in the form
$`s_{lm}(r)=\mu _0\sigma {\displaystyle \frac{1}{2l+1}}\left[{\displaystyle _0^r}{\displaystyle \frac{r^{l+1}}{r^l}}\alpha (r^{})t_{lm}(r^{})𝑑r^{}+{\displaystyle _r^R}{\displaystyle \frac{r^{l+1}}{r^l}}\alpha (r^{})t_{lm}(r^{})𝑑r^{}\right].`$ (35)
### C The electric potential at the boundary
For the determination of the potential at the boundary we start from (8) for points $`r`$ outside D. As for the last boundary integral we have
$`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}={\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}\phi (s^{}){\displaystyle \frac{}{s^{}}}{\displaystyle \frac{1}{|rs^{}|}}𝑑S^{}`$ (36)
$`={\displaystyle \underset{S}{}}{\displaystyle \underset{lm}{}}\phi _{lm}(R)Y_{lm}(\theta ^{},\varphi ^{}){\displaystyle \underset{l^{}m^{}}{}}{\displaystyle \frac{1}{2l^{}+1}}{\displaystyle \frac{}{s^{}}}{\displaystyle \frac{s^l^{}}{r^{l^{}+1}}}Y_{l^{}m^{}}^{}(\theta ^{},\varphi ^{})Y_{l^{}m^{}}(\theta ,\varphi )dS^{}`$ (37)
and thus
$`\underset{rs}{lim}{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}\phi (s^{})n(s^{}){\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}={\displaystyle \underset{lm}{}}{\displaystyle \frac{l}{2l+1}}\phi _{lm}(R)Y_{lm}(\theta ,\varphi ).`$ (38)
For the evaluation of the volume integral in (8) we use
$`_r^{}(\alpha (r^{})B(r^{}))`$ $`=`$ $`(_r^{}\alpha (r^{}))B(r^{})+\alpha (r^{})_r^{}B(r^{})`$ (39)
$`=`$ $`{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}B_r(r^{})`$ (40)
and take $`B_r`$ from (23). In this way we find
$`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{D}{}}{\displaystyle \frac{_r^{}(\alpha (r^{})B(r^{}))}{|rr^{}|}}𝑑V^{}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{D}{}}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}{\displaystyle \underset{l^{}m^{}}{}}{\displaystyle \frac{l^{}(l^{}+1)}{r^2}}s_{l^{}m^{}}(r^{})Y_{l^{}m^{}}(\theta ^{},\varphi ^{}){\displaystyle \frac{1}{|rr^{}|}}dV^{}`$ (41)
and thus
$`\underset{rs}{lim}{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{D}{}}{\displaystyle \frac{_r^{}(\alpha (r^{})B(r^{}))}{|rr^{}|}}𝑑V^{}={\displaystyle \underset{lm}{}}{\displaystyle \frac{l(l+1)}{2l+1}}Y_{lm}(\theta ,\varphi ){\displaystyle _0^R}{\displaystyle \frac{r^l}{R^{l+1}}}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}s_{lm}(r^{})𝑑r^{}.`$ (42)
Analogously, we obtain for the remaining boundary integral in (8)
$`\underset{rs}{lim}{\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{S}{}}n(s^{}){\displaystyle \frac{\alpha (s^{})B(s^{})}{|rs^{}|}}𝑑S^{}={\displaystyle \underset{lm}{}}{\displaystyle \frac{l(l+1)}{2l+1}}{\displaystyle \frac{1}{R}}\alpha (R)s_{lm}(R)Y_{lm}(\theta ,\varphi ).`$ (43)
Evaluating now (8) for $`rs`$ with the help of (33), (36) and (37) we find
$`\phi _{lm}(R)=(l+1){\displaystyle _0^R}{\displaystyle \frac{r^l}{R^{l+1}}}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}s_{lm}(r^{})𝑑r^{}+{\displaystyle \frac{l+1}{R}}\alpha (R)s_{lm}(R).`$ (44)
### D The defining scalar of the toroidal part of the magnetic field
We take now the $`curl`$ of both sides of (5) thus obtaining
$`_r\times B(r)={\displaystyle \frac{\mu _0\sigma }{4\pi }}\left[_r\times \left(_r\times {\displaystyle _D}{\displaystyle \frac{\alpha (r^{})B(r^{})}{|rr^{}|}}𝑑V^{}\right)_r\times {\displaystyle _S}\phi (s^{})n(s^{})\times {\displaystyle \frac{rs^{}}{|rs^{}|^3}}𝑑S^{}\right].`$ (45)
Considering first the case $`rR`$ we further form on both sides of (39) the scalar product with $`e_r`$. We note that
$`e_r\left(_r\times _r\times {\displaystyle \frac{\alpha (r^{})B(r^{})}{|rr^{}|}𝑑V^{}}\right)`$ $`=`$ $`e_r\left((_r_r\mathrm{\Delta }_r){\displaystyle }{\displaystyle \frac{\alpha (r^{})B(r^{})}{|rr^{}\mathrm{}}}dV^{}\right)`$ (46)
$`=`$ $`{\displaystyle \frac{}{r}}{\displaystyle \frac{_r^{}(\alpha (r^{})B(r^{}))}{|rr^{}|}𝑑V^{}}{\displaystyle \frac{}{r}}{\displaystyle \underset{S}{}}n(s^{}){\displaystyle \frac{\alpha (s^{})B(s^{})}{|rs^{}|}}𝑑S^{}`$ (48)
$`+4\pi \alpha (r)B_r(r)`$
where we have used the identity $`\mathrm{\Delta }_r|rr^{}|^1=4\pi \delta (rr^{})`$. The two integrals on the second line of (40) were already treated in the last subsection. Concerning the boundary integral in (39) over the electric potential we note that
$`e_r\left(_r\times \left(n(s^{})\times {\displaystyle \frac{rs^{}}{|rs^{}|^3}}\right)\right)={\displaystyle \frac{^2}{rs^{}}}{\displaystyle \frac{1}{|rs^{}|}}.`$ (49)
Putting everything together we have
$`(_r\times B(r))e_r=\mu _0\sigma \alpha (r)B_r(r)+{\displaystyle \frac{\mu _0\sigma }{4\pi }}`$ $`[`$ $`{\displaystyle \frac{}{r}}{\displaystyle _D}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}B_r(r^{}){\displaystyle \frac{1}{|rr^{}|}}𝑑V^{}{\displaystyle \frac{}{r}}{\displaystyle \underset{S}{}}{\displaystyle \frac{\alpha (s^{})B_r(s^{})}{|rs^{}|}}𝑑S^{}`$ (51)
$`+{\displaystyle _S}\phi (s^{}){\displaystyle \frac{^2}{rs^{}}}{\displaystyle \frac{1}{|rs^{}|}}dS^{}].`$
Representing the right-hand side according to (29), expressing $`\phi `$ according to (18) and (38), using (26) and integrating both sides over the angles we obtain
$`t_{lm}(r)=`$ $`\mu _0\sigma [`$ $`\alpha (r)s_{lm}(r){\displaystyle \frac{l+1}{2l+1}}{\displaystyle _0^r}{\displaystyle \frac{r^l}{r^l}}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}s_{lm}(r^{})𝑑r^{}+{\displaystyle \frac{l}{2l+1}}{\displaystyle _r^R}{\displaystyle \frac{r^{l+1}}{r^{l+1}}}{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}s_{lm}(r^{})𝑑r^{}`$ (53)
$`+{\displaystyle \frac{l+1}{2l+1}}{\displaystyle \frac{r^{l+1}}{R^{2l+1}}}{\displaystyle _0^R}r^l{\displaystyle \frac{d\alpha (r^{})}{dr^{}}}s_{lm}(r^{})dr^{}{\displaystyle \frac{r^{l+1}}{R^{l+1}}}\alpha (R)s_{lm}(R)]\text{for}rR.`$
From (39) we can also conclude that $`\times B=0`$ for $`r>R`$. Without going into the details of the proof we note only the consequence
$`t_{lm}(r)=0\text{for}r>R.`$ (54)
### E Connection with the differential equation approach
Notwithstanding the fact that the differential and the integral equation approach are equivalent in a general sense it might be instructive to show this equivalence for our special problem. Differentiating equations (31) and (43) two times with respect to the radial component we obtain the equations
$`{\displaystyle \frac{d^2s_{lm}(r)}{dr^2}}{\displaystyle \frac{l(l+1)}{r^2}}s_{lm}(r)+\mu _0\sigma \alpha (r)t_{lm}(r)=0`$ (55)
$`{\displaystyle \frac{d^2t_{lm}(r)}{dr^2}}\mu _0\sigma {\displaystyle \frac{d\alpha (r)}{dr}}{\displaystyle \frac{ds_{lm}(r)}{dr}}\mu _0\sigma \alpha (r){\displaystyle \frac{d^2s_{lm}(r)}{dr^2}}{\displaystyle \frac{l(l+1)}{r^2}}\left(t_{lm}(r)\mu \sigma \alpha (r)s_{lm}(r)\right)=0.`$ (56)
These are (apart from a factor $`r`$ in the definitions of $`s_{lm}`$ and $`t_{lm}`$) the same differential equations for the considered problem of radially varying $`\alpha `$ for the steady case as they were already derived by Rädler (1986).
The boundary conditions which are used in the differential equation approach can as well be derived from (43) and (31). For the case $`r=R`$ we see that the third term on the right hand side of (43) vanishes identically and that the second and fourth term as well as the first and the fifth term are canceling each other. Thus we arrive in a natural way at
$`t_{lm}(R)=0`$ (57)
which is one of the boundary conditions. The second boundary condition
$`{\displaystyle \frac{ds_{lm}(r)}{dr}}|_{r=R}+{\displaystyle \frac{l}{r}}s_{lm}(R)=0.`$ (58)
can be derived by differentiating equation (31) with respect to the radius and using (47).
### F Result for the dynamo model of Krause and Steenbeck
Let us now specify our results to the original model by Krause and Steenbeck, i.e., to the case of constant $`\alpha `$. From equations (31), (38), and (43) we obtain
$`s_{lm}(r)`$ $`=`$ $`\mu _0\sigma \alpha {\displaystyle \frac{1}{2l+1}}\left[{\displaystyle _0^r}{\displaystyle \frac{r^{l+1}}{r^l}}t_{lm}(r^{})𝑑r^{}+{\displaystyle _r^R}{\displaystyle \frac{r^{l+1}}{r^l}}t_{lm}(r^{})𝑑r^{}\right]`$ (59)
$`\phi _{lm}(R)`$ $`=`$ $`\alpha {\displaystyle \frac{l+1}{R}}s_{lm}(R)`$ (60)
$`t_{lm}(r)`$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{\mu _0\sigma \alpha \left(s_{lm}(r)\frac{r^{l+1}}{R^{l+1}}s_{lm}(R)\right)\text{for}rR}{0\text{for}rR}}`$ (61)
The equation (50) is already incorporated in (43) or (51) and is not needed for the determination of the magnetic field but allows to calculate the electric potential afterwards. Introducing the dimensionless variable $`x=r/R`$ we can rewrite now the two equations (49) and (51) for the expansion coefficients of the defining scalars in the form
$`s_{lm}(x)`$ $`=`$ $`\mu _0\sigma \alpha {\displaystyle \frac{R^2}{2l+1}}\left[{\displaystyle _0^x}{\displaystyle \frac{x^{l+1}}{x^l}}t_{lm}(x^{})𝑑x^{}+{\displaystyle _x^1}{\displaystyle \frac{x^{l+1}}{x^l}}t_{lm}(x^{})𝑑x^{}\right]`$ (62)
$`t_{lm}(x)`$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{\mu _0\sigma \alpha \left(s_{lm}(x)x^{l+1}s_{lm}(R)\right)\text{for}rR}{0\text{for}rR}}`$ (63)
These equations are solved by
$`s_{lm}(x)`$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{c_{lm}\left(\frac{1}{\mu _0\sigma \alpha }x^{1/2}J_{l+1/2}(\mu _0\sigma \alpha Rx)\frac{R}{2l+1}x^{l+1}J_{l1/2}(\mu _0\sigma \alpha R)\right)\text{for}rR}{c_{lm}\frac{R}{2l+1}x^lJ_{l1/2}(\mu _0\sigma \alpha R)\text{for}rR}}`$ (64)
$`t_{lm}(x)`$ $`=`$ $`\{{\displaystyle \genfrac{}{}{0pt}{}{c_{lm}x^{1/2}J_{l+1/2}(\mu _0\sigma \alpha Rx)\text{for}rR}{0\text{for}rR}}`$ (65)
if the condition
$`J_{l+1/2}(\mu _0\sigma \alpha R)=0`$ (66)
is satisfied. Here $`c_{lm}`$ means an arbitrary constant and the $`J_n`$ are Bessel functions of the first kind with the order $`n`$. This result can be proved with the help of the known relations
$`{\displaystyle x^{n+1}J_n(x)𝑑x}=x^{n+1}J_{n+1}(x),{\displaystyle x^{n+1}J_n(x)𝑑x}=x^{n+1}J_{n1}(x),`$ (67)
$`J_{n+1}(x)+J_{n1}(x)=2nx^1J_n(x).`$ (68)
Apart from a slight difference in the definitions of the defining scalars (by a factor r) the result (54)-(56) coincides with that reported by Krause and Rädler (1980).
## IV Generalizations and prospects
We have restricted our considerations to the steady case and to a constant electrical conductivity of the fluid. It is easy to modify them in such a way that they apply to a spatially varying conductivity. Then the electric potential is not only needed at the boundary of the fluid but at all places with a non-zero gradient of the conductivity. As for the non-steady case, it should be noted that for an infinitely extended fluid Dobler and Rädler (1998) were able to formulate an integral equation approach under the assumption that the time dependence of the magnetic field has the form $`B(r,t)=\mathrm{exp}(\gamma t)\stackrel{~}{B}(r)`$. A similar procedure should also be possible for time-dependent dynamos in finite domains.
As already mentioned in the introduction, on of the long-term goals is to develop an inverse dynamo theory. For small $`R_m`$, using an applied external magnetic field, it was shown (Stefani and Gerbeth 2000) that the velocity field can be reconstructed from the measurements of the induced magnetic field and the induced electric potential at the boundary if some regularization of the inverse problem is used. The presented integral formulation is intended also as a first step to generalize this method to large $`R_m`$. Still needed is an appropriate formulation of the inverse dynamo theory in terms of an eigenvalue equation combined with a least-square adjustment calculus giving an optimal fit of the model to the measured quantities. Surely, some kind of regularization (e.g. with some quadratic functionals of the velocity or the magnetic field) will be needed for that purpose. Ideas pointing in a similar direction are discussed by Love and Gubbins (1996). For those investigations in inverse dynamo theory the presented integral formulation of the forward dynamo problem might be useful. |
warning/0001/gr-qc0001084.html | ar5iv | text | # Can one increase the luminosity of a Schwarzschild black hole?
## I Introduction
The aim of this work is to study various effects that may take place when a charged object propagates on a background Schwarzschild spacetime. As elucidated by Vilenkin and corroborated by Smith and Will and Lohiya, in contrast to the situation in flat spacetime, in the presence of a Schwarzschild black hole the self-field of the object, makes a nontrivial contribution to the object’s energy as measured at infinity. Alternatively, this phenomenon may be interpreted as black hole polarization; the test object polarize the black hole so that image charges are formed on the black hole horizon. It was shown by various authors that this effect is of unquestionable importance in black hole thermodynamics. One may think of two additional distinct effects that may take place on account of black hole polarization. The first is the emission of self-interacting charged particles. Here the black hole is isolated. The temperature of the black hole is assumed to be high enough so that the lightest massive charged particles may be emitted. The second effect is pair creation due to vacuum polarization. The black hole is allowed to interact with an exterior charged test object, and the potential generated by the charge is taken into account. Both processes seems to have the effect of increasing the luminosity of the black hole in a sense that will be clarified below.
In the following sections we investigate these two effects. First we show that once the temperature of the Schwarzschild black hole $`1/M`$, is equal or greater than the rest-mass $`\mu `$ of a self-interacting charged particle ( $`\mu 1/M`$), the emission of these particles is more probable than the emission of similar neutral particles by a factor $`\mathrm{exp}(\pi e^2)`$, where $`e`$ is the charge (unless the contrary is stated we use “natural units” in which $`\mathrm{}=c=G=k=1`$ throughout).This is a direct result of the self-interaction of the charged particles. In analogy with the increased thermionic emission from a hot filament placed in a repelling electrostatic field, which has the effect of reducing the potential barrier at the edge of the metal, the effective electrostatic self-field experienced by the charges has the effect of increasing the emission . In order to demonstrate this we compute in Sec.II the probabilities for finding particles in the exterior and interior of the horizon using the appropriate wave equation coupled to an effective electromagnetic self-field. It turns out that for a Schwarzschild black hole, the chemical potential is lowered (for both signs of charge ) by $`e^2/8M`$. As pointed out before by several researches , this suggests that the emission of charged particles would increase relative to the emission of neutral particles. We calculate an approximation to the absorption coefficient (“greybody factor”) for the problem. We find that when the energy of the emitted particles is close to $`e^2/8M`$, the absorption coefficient is of the form $`a(\omega ,\mu ,e^2/8M)(\omega e^2/8M)`$ plus small corrections. This means that in the energy range $`\mu <\omega <e^2/8M`$, the black hole should start to superradiate .
Thus far we have discussed the emission of charged self-interacting particles. In Sec.III we change the settings and discuss the consequences of placing a charged test object in the exterior of a Schwarzschild black-hole. We illustrate how the field generated by the charged particle gives rise to pair production. We analyze the problem semiclassically and find the energy range for the existence of a Klein region. It was previously thought that this energy range does not exist in the case of an isolated nonrotating neutral black-hole .
In Sec. IV we address the problem of possible energy sources for the process. Thermodynamical arguments suggests that if the black-hole is too massive, the entropy carried away by the pairs is not sufficient to compensate for the entropy lost by the black-hole. Accordingly we look into the dynamics of the test object, and investigate the role it may play in the supply of energy for the process. Finally in Sec. V we summaries our finidng.
## II Particle emission rate.
We take now a semiclassical approach to the calculation of the transmissions probabilities. We will use the complex path method which was recently advanced by various authors . Specifically Srinivasan and Padmanabhan proposed a derivation of Hawking radiation without using the Kruskal extension as in . The point, of course, is that the Schwarzschild coordinates possess a coordinate singularity at the horizon. This bad behavior of the coordinates manifests itself as singularity in the expression for the semiclassical propagator near the horizon and a specific prescription to bypass it must be provided. The action functional may be constructed using the Hamilton-Jacobi method in the appropriate coordinates. It will be shown how the analytic continuation used in complex path method gives the result that the probability for particles to be found in the exterior of the horizon is not the same as the probability for particles to be found in the interior of the horizon. The ratio between these probabilities is of the form, $`P_{\mathrm{interior}}=\chi \mathrm{exp}(\beta \epsilon )P_{\mathrm{exterior}}`$, where $`\epsilon `$ is the energy of the particles and $`\beta =8\pi M`$ is the inverse Hawking temperature. $`\chi `$ is a factor of the form $`\chi =\mathrm{exp}(\pi e^2)`$, where $`e`$ is the charge of the test particle. This implies that the usual thermal distribution of neutral particles is modified by the addition of what may be interpreted as a charge dependent chemical potential.
### A Transmission probabilities
In a Schwarzschild spacetime consider a minimally coupled test scalar field $`\mathrm{\Phi }`$ with mass $`\mu `$ coupled to the electromagnetic self-field $`A_\alpha `$ generated by the charge $`e`$. The scalar field propagates in the metric
$$ds^2=(12M/r)dt^2+(12M/r)^1dr^2+r^2d\mathrm{\Omega }^2,$$
(1)
where $`d\mathrm{\Omega }^2=d\theta ^2+\mathrm{sin}\theta ^2d\phi ^2`$, and satisfies
$$\left(_\alpha \frac{ı}{\mathrm{}}eA_\alpha \right)\left(^\alpha \frac{ı}{\mathrm{}}eA^\alpha \right)\mathrm{\Phi }=\frac{\mu ^2}{\mathrm{}^2}\mathrm{\Phi }.$$
(2)
$`A_\alpha `$, linear in $`e`$, is the self-potential whose source is the object itself.
$$A_\alpha =\frac{eM}{2r^2}\delta _\alpha ^t.$$
(3)
$`A_\alpha `$ is divergence free accurate to $`O(e^2)`$. Using this and expanding the left hand side of Eq. (2), we obtain,
$$\frac{1}{r^2}_r\left[r^2(12M/r)_r\mathrm{\Phi }\right](12M/r)^1\left(_t\frac{ı}{\mathrm{}}eA_t\right)^2\mathrm{\Phi }\frac{1}{r^2}\widehat{L}^2\mathrm{\Phi }=\frac{\mu ^2}{\mathrm{}^2}\mathrm{\Phi },$$
(4)
where $`\widehat{L}^2`$ is the usual squared angular momentum operator with eigenvalues $`L^2=\mathrm{}^2l(l+1)`$.
Since the problem is a spherically symmetric one, we put $`\mathrm{\Phi }=\mathrm{exp}((ı/\mathrm{})𝒮(r,t))Y_l^m(\theta ,\phi )`$ where $`𝒮`$ is a function which will be expanded in powers of $`\mathrm{}`$. Substituting in the above equation, we obtain,
$`\left[(12M/r)^1\left(_t𝒮eA_t\right)^2+(12M/r)\left(_r𝒮\right)^2+\left(\mu ^2+L^2/r^2\right)\right]`$ (5)
$`+{\displaystyle \frac{\mathrm{}}{ı}}\left[(12M/r)^1_t^2𝒮+{\displaystyle \frac{1}{r^2}}_r(r^2(12M/r))_r𝒮+(12M/r)_r^2𝒮\right]=0.`$ (6)
(7)
Expanding $`𝒮(r,t)=𝒮_0(r,t)+\left(\mathrm{}/ı\right)𝒮_1(r,t)+\left(\mathrm{}/ı\right)^2𝒮_2(r,t)+\mathrm{}`$, substituting into Eq. (7) and neglecting terms of order $`\mathrm{}/ı`$ and higher, we find to lowest order,
$$(12M/r)^1\left(_t𝒮_0eA_t\right)^2+(12M/r)\left(_r𝒮_0\right)^2+\left(\mu ^2+L^2/r^2\right)=0.$$
(8)
This is just the Hamilton-Jacobi equation satisfied by a charged particle of mass $`\mu `$ and charge $`e`$ moving in the spacetime (1) and interacting with the potential $`A_\alpha `$ as given in Eq. (3). The solution to the above equation is
$$𝒮_0(r,t)=\epsilon t\pm ^r𝑑r(12M/r)^1\sqrt{(\epsilon +eA_t)^2(12M/r)(\mu ^2+L^2/r^2)},$$
(9)
where $`\epsilon `$ is a constant identified with the energy.
The semiclassical kernel $`𝒦(r_2,t_2;r_1,t_1)`$ for the particle to propagate from $`(t_1,r_1)`$ to $`(t_2,r_2)`$ in the saddle point approximation can be written down immediately:
$$𝒦(r_2,t_2;r_1,t_1)=𝒩\mathrm{exp}\left(\frac{ı}{\mathrm{}}𝒮(r_2,t_2;r_1,t_1)\right).$$
(10)
$`𝒩`$ is a suitable normalization constant, and $`𝒮`$ is the action functional satisfying the classical Hamilton-Jacobi equation, namely
$$𝒮(r_2,t_2;r_1,t_1)=𝒮_0(r_2,t_2)𝒮_0(r_1,t_1).$$
(11)
The sign ambiguity in $`𝒮_0`$ is related to the “outgoing” ($`_r𝒮>0`$) or “ingoing” ($`_r𝒮<0`$) nature of the particle. As long as points $`1`$ and $`2`$, between which the transition amplitude is calculated, are on the same side of the horizon (i.e. either exterior or interior to the horizon), the integral in the action is well defined and real. But if the points are located on opposite sides of the horizon, then the integral does not exist due to the divergence of the integrand at $`r=2M`$. Therefore, in order to obtain the probability amplitude for crossing the horizon we have to give a prescription for evaluating the integral. The prescription used by Srinivasan and Padmanabhan, and adopted here, is to take the contour defining the integral to be an infinitesimal semicircle above the pole at $`r=2M`$ for outgoing particles on the left of the horizon and ingoing particles on the right. Similarly, for ingoing particles on the left and outgoing particles on the right of the horizon (which corresponds to a time reversed situation of the previous cases), the contour should be an infinitesimal semicircle below the pole at $`r=2M`$.
Consider, therefore, an outgoing particle ($`_r𝒮>0`$) at $`r=r_1<2M`$. The squared modulus of the amplitude for this particle to cross the horizon gives the probability to find the particle in the exterior of the horizon. The contribution to $`𝒮`$ in the ranges $`(r_1,2M\delta )`$ and $`(2M+\delta ,r_2)`$ is real. Therefore, choosing the contour to lie in the upper complex plane,
$`𝒮_{r_{1}^{}{}_{\stackrel{}{_{2M}}}{}^{}r_2}`$ $`=`$ $`\underset{\delta 0}{lim}{\displaystyle _{2M\delta }^{2M+\delta }}{\displaystyle \frac{\epsilon +eA_t}{12M/r}}𝑑r+(\mathrm{real}\mathrm{part})`$ (12)
$`=`$ $`ı2\pi M(\epsilon +A_t(2M))+(\mathrm{real}\mathrm{part})`$ (13)
where $`A_t`$ is evaluated at $`r=2M`$. The minus sign in front of the integral corresponds to the initial condition that $`_r𝒮>0`$ at $`r=r_1<2M`$. The same result is obtained when an ingoing particle ($`_r𝒮<0`$) is considered at $`r=r_1<2M`$. The contour for this case must be chosen to lie in the lower complex plane. The amplitude for this particle to cross the horizon is the same as that of the outgoing particle due to the time reversal symmetry obeyed by the system.
Consider next, an ingoing particle ($`_r𝒮<0`$) at $`r=r_2>2M`$. The squared modulus of the amplitude for this particle to cross the horizon gives the probability to find the particle in the interior of the horizon. Choosing the contour to lie in the upper complex plane, we get,
$`𝒮_{r_{1}^{}{}_{\stackrel{}{_{2M}}}{}^{}r_2}`$ $`=`$ $`\underset{\delta 0}{lim}{\displaystyle _{2M+\delta }^{2M\delta }}{\displaystyle \frac{\epsilon +eA_t}{12M/r}}𝑑r+(\mathrm{real}\mathrm{part})`$ (14)
$`=`$ $`ı2\pi M(\epsilon +eA_t(2M))+(\mathrm{real}\mathrm{part})`$ (15)
where as before $`A_t`$ is evaluated at $`r=2M`$. The same result is obtained when an outgoing particle ($`_r𝒮>0`$) is considered at $`r=r_2>2M`$. The contour for this case should be in the lower complex plane and the amplitude for this particle to cross the horizon is the same as that of the ingoing particle due to time reversal invariance.
Taking the modulus square to obtain the probability, and substituting for $`A_t`$ from Eq. (3), we get,
$$\left(\begin{array}{c}\text{probability for a particle}\\ \text{with energy}\epsilon \\ \text{to be found at }r>2M\end{array}\right)=\mathrm{exp}(8\pi M\epsilon +\pi e^2)\left(\begin{array}{c}\text{probability for a particle}\\ \text{with energy}\epsilon \\ \text{to be found at }r<2M\end{array}\right).$$
(16)
This suggest that it is more likely for a particular region to gain particles than lose them. Therefore we must interpret the above result as saying that the probability of emission of particles is not the same as the probability of absorption of particles. Furthermore, this result implies that the flux of particle at infinity in this case would be greater by a factor $`\mathrm{exp}(\pi e^2)`$ than the flux of neutral particles of the same mass and spin. However, it should be noted that the increase factor is in fact negligiblely small when one considers the emission of electrons. In that case the numerical factor is equal to $`\mathrm{exp}(\pi e^2/(\mathrm{}c))\mathrm{exp}(\pi /137)1.023`$. This result obviously cast doubt on the astrophysical importance of the electrostatic self-interaction.
Note that the method presented here for the calculation of the modulation factor of Hawking’s radiance is not specific to the electrostatic self-potential. It would also apply for an external electrostatic potential (as opposed to the internal electrostatic self-potential). Provided that the external potential is analytic in the neighborhood of the horizon, the thermal radiation is modulated by varying the magnitude of the external potential. The modulation factor is of the form $`\mathrm{exp}(eA_t^{\mathrm{e}\mathrm{x}\mathrm{t}}(2M)/T_H)`$, where the external potential, $`A_t^{\mathrm{e}\mathrm{x}\mathrm{t}}`$ is evaluated at the horizon and $`T_H`$ is the Hawking temperature.
Recently van Putten discussed the magnetic analog of this phenomenon. He showed that a rotating black-hole produces electron-positron outflow when immersed in a magnetic field. The outflow is driven primarily by a coupling of the spin of the black hole to the fermionic wave-function. The source for the magnetic field is assumed to be exterior. He computed, in the WKB approximation, the superradiant amplification of scalar waves confined to a thin equatorial wedge around a Kerr black-hole and found it to be higher than for radiation incident over all angles. However, Aguirre has recently presented calculations of both spin-0 (scalar) superradiance (integrating the radial equation rather than using the WKB method) and spin-1 (electromagnetic/magnetosonic) superradiance in van Putten’s wedge geometry, and showed that in contrast to the scalar case, spin-1 superradiance is weaker in the wedge geometry. So that, as with the electrostatic self-interaction case, the astrophysical significance of the effect is questionable.
### B The greybody factor
It follows from the previous subsection that Hawking emission of charged self-interacting particles from the black-hole gives rise to a flux at infinity
$$\frac{d^2n}{d\omega dt}=\frac{1}{2\pi }\frac{\mathrm{\Gamma }}{e^{8\pi M(\omega e^2/8M)}1},$$
(17)
where $`\omega `$ is the energy of the particle at infinity, $`e`$ is the charge of the particles, $`8\pi M`$ is the inverse of Hawking temperature, and $`\mathrm{\Gamma }`$ is the relevant absorption factor, the so called “greybody factor”. From the equation above it is apparent that the term $`e^2/8M`$ serves as a chemical potential in the problem; intriguingly, this chemical potential is the same for both particles and antiparticles (usually chemical potential has opposite sign for particles and antiparticles). It may be seen that this chemical potential enhances the emission of (positive or negative) charged particles over that of neutral particles with the same mass and spin. Positive and negative charged particles are treated equally.
It turns out that two different situations occur for $`\omega >e^2/8M`$ and $`\omega <e^2/8M`$. To see this, expand the right hand side of Eq. (17) around $`\omega =e^2/8M`$. Then, we get that the flux at infinity is
$$\frac{d^2n}{d\omega dt}\frac{1}{2\pi }\frac{\mathrm{\Gamma }}{8\pi M(\omega e^2/8M)}.$$
(18)
It is now evident that for $`\omega >e^2/8M`$ the flux is positive. However for $`\omega <e^2/8M`$ the flux seems to be negative, with a singularity at $`\omega =e^2/8M`$ ! None the less, one shouldn’t be perplexed by this. It is just that we have failed to take into account the energy dependence of the absorption factor $`\mathrm{\Gamma }`$. Obviously, we must show that the the point of transition occurs at a zero of $`\mathrm{\Gamma }`$, namely the expansion of the absorption factor around $`\omega =e^2/8M`$ must begin with
$$\mathrm{\Gamma }a(\omega ,\mu ,e^2/8M)(\omega e^2/8M)+\mathrm{},$$
(19)
where $`a(\omega ,\mu ,e^2/8M)`$ is finite function of its variables.
Therefore, we turn to calculate $`\mathrm{\Gamma }`$ to first approximation. Making the ansatz $`\mathrm{\Phi }=e^{ı\omega t}Y_l^m(\theta ,\phi )f(r)/r`$ and substituting into Eq. (4) we obtain an effective Schrödinger equation
$`\mathrm{}^2{\displaystyle \frac{d^2f}{dr_{}^{}{}_{}{}^{2}}}+V(r^{})f=0,`$ (20)
$`\begin{array}{cc}V(r^{})& =\left(1\frac{2M}{r}\right)\left(\mu ^2+\frac{L^2}{r^2}+\frac{\mathrm{}^22M}{r^3}\right)\\ & \left(\omega \frac{e^2M}{2r^2}\right)^2.\end{array}`$ (21)
(22)
Here $`r^{}=r+2M\mathrm{log}(r2M)`$ is Wheeler’s “tortoise” coordinate . We are interested in asymptotic solutions of the equation in the far region $`r^{}\mathrm{}(r\mathrm{})`$ and in the near region, $`r^{}\mathrm{}(r2M)`$.
Taking the limit of $`V(r^{})`$ in the far region, $`r^{}\mathrm{}(r\mathrm{})`$, we find that the equation has the form
$$\mathrm{}^2\frac{d^2f}{dr_{}^{}{}_{}{}^{2}}+(\mu ^2\omega ^2)f=0.$$
(23)
For $`\mu >\omega `$ this equation has exponentially decaying and diverging solutions. Obviously, the diverging solution is unacceptable on physical grounds, while the decaying solution is associated with a particle trapped in the effective potential well. For $`\mu <\omega `$ Eq. (23) has an ingoing and an outgoing wave solutions. Since we are actually dealing with a scattering problem, we concentrate on those solutions:
$$f(r\mathrm{})=e^{ı\sqrt{\omega ^2\mu ^2}r^{}/\mathrm{}}+𝒜e^{ı\sqrt{\omega ^2\mu ^2}r^{}/\mathrm{}}.$$
(24)
Here $`𝒜`$ is a constant to be determined later.
In the near region, $`r^{}\mathrm{}(r2M)`$, we find that Eq. (22) has the limiting form
$$\mathrm{}^2\frac{d^2f}{dr_{}^{}{}_{}{}^{2}}(\omega e^2/8M)^2f=0.$$
(25)
The Matzner boundary condition that the physical solution be an ingoing wave, as appropriate to the absorbing character of the horizon, selects the solution of the above equation to be
$$f(r2M)=e^{ı(\omega e^2/8M)r^{}/\mathrm{}},$$
(26)
where $``$ is a constant.
$`𝒜`$ and $``$ may be determined by matching $`f`$ and $`f^{}`$ of the solutions in the far and near regions at some point in the intermediate region $`2Mr\mathrm{}`$. Doing so we find
$`𝒜={\displaystyle \frac{\omega e^2/8M\sqrt{\omega ^2\mu ^2}}{\omega e^2/8M+\sqrt{\omega ^2\mu ^2}}}e^{2\frac{ı}{\mathrm{}}\sqrt{\omega ^2\mu ^2}r_m^{}},`$ (27)
$`={\displaystyle \frac{2\sqrt{\omega ^2\mu ^2}}{\omega e^2/8M+\sqrt{\omega ^2\mu ^2}}}e^{\frac{ı}{\mathrm{}}\left(\sqrt{\omega ^2\mu ^2}(\omega e^2/8M)\right)r_m^{}},`$ (28)
(29)
where $`r_m^{}`$ is the matching point. The absorption cross-section may now be obtained using the method of fluxes. The flux in our one-dimensional effective problem is
$$=\frac{\mathrm{}}{2ı}(f^{}_rfc.c.).$$
(30)
The absorption probability is the ratio of the incoming flux at the horizon to the incoming flux at infinity,
$`\mathrm{\Gamma }`$ $`=`$ $`{\displaystyle \frac{_{}}{_{\mathrm{}}^{incoming}}}=`$ (31)
$`=`$ $`{\displaystyle \frac{4\sqrt{\omega ^2\mu ^2}}{(\omega e^2/8M\sqrt{\omega ^2\mu ^2})^2}}(\omega e^2/8M).`$ (32)
The matching point $`r_m^{}`$ has disappeared from the expression for $`\mathrm{\Gamma }`$. This means that at this order of approximation the matching point may be chosen arbitrarily as long as it is in the range $`2Mr_m^{}\mathrm{}`$.
Note that for $`e^2/8M\omega `$ this expression agree with our supposition (19). The drastic difference between the two regimes, $`\omega <e^2/8M`$ and $`e^2/8M<\omega `$ shows up clearly if we consider the limit where the effective temperature of the black-hole tends to zero. If the self-energy of the particles is neglected, the rate of particles creation goes then to zero. In our system the rate goes also to zero if $`e^2/8M<\omega `$. But in the range $`\mu <\omega <e^2/8M`$ the rate of particle creation tends to $`\mathrm{\Gamma }/2\pi `$. We are in the domain of black-hole superradiance of charged particles.
## III Pair production near a Schwarzschild black-hole
While Hawking radiance relates closely to dynamical spacetimes with horizons, pair creation does not. One may inquire for the circumstances in which a neutral black-hole is involved in the spontaneous production of pairs of oppositely charged particles. Technically, pair production can take place when the conditions for the existence of a “generalized ergosphere” (a region where orbits with negative total energy exist) are fulfilled. In this case, on the level of classical particles, a Penrose process can take place. On the level of waves mechanics similar conditions must be fulfilled in order for “superradiant” scattering of waves obeying the Klein-Gordon equation to occur. The corresponding phenomenon that occurs then is the so called Klein paradox. However, all this is known not to happen when the black-hole is a neutral static and isolated one. But, it turns out that once the black hole is allowed to interact with an exterior charged test object, this may give rise to pair production. Technically, this means that the conditions for the occurrence of a Klein paradox are obeyed. Then it is possible to calculate in a W.K.B. approximation the transmission coefficient through the Klein region separating the positive from the negative states of the corresponding Klein-Gordon equation. This gives the probability for pair creation.
Using the Hamilton-Jacobi equation Eq. (8), one may derive the equation of motion of a classical particle of mass $`\mu `$ and charge $`e`$ on the background metric (1):
$`\left({\displaystyle \frac{dr}{d\tau }}\right)^2=(\epsilon _+(r))(\epsilon _{}(r)),`$ (34)
$`_\pm (r)={\displaystyle \frac{e^2M}{2r^2}}\pm \sqrt{\left(1{\displaystyle \frac{2M}{r}}\right)\left(\mu ^2+{\displaystyle \frac{L^2}{r^2}}\right)}.`$ (35)
Here $`r`$ and $`\tau `$ are the radial coordinate and proper time of the particle respectively, and $`_+`$ and $`_{}`$ are the effective potentials for the positive and negative energy solutions, respectively. The classical bound states in the potentials $`_\pm `$ are the classical limit of the “resonances” of a quantum field satisfying the Klein-Gordon equation (2) written in the given background metric. Positive energy states, $`\epsilon _+>_+`$, correspond to a positive probability density, and therefore describe particles of energy $`\epsilon `$. Negative energy states, $`\epsilon _{}<_{}`$ correspond to a negative probability density and therefore describe antiparticles of energy $`\epsilon `$. When there is a crossing of the $`\epsilon _+`$ and the $`\epsilon _{}`$ states, the probability density has a variable sign. We are then in a Klein paradox region.
The transmission coefficient $`T^2`$ through the potential barrier separating the positive from the negative energy states is proportional to the probability for an incident particle to create a pair of particles. The transmission coefficient can be computed using the W.K.B approximation to Eq. (22):
$`T^2`$ $`=`$ $`\mathrm{exp}\left(\zeta \right),`$ (36)
$`\zeta `$ $`=`$ $`2{\displaystyle _{\alpha _2}^{\alpha _1}}{\displaystyle \frac{dr}{12M/r}}\sqrt{V(r)}.`$ (37)
Here $`\zeta `$ may be identified as the opacity of the barrier against pair creation. $`\alpha _1`$ and $`\alpha _2`$ are the zeroes of the effective potential $`V(r)`$ defined in Eq. (22).
What then is the energy range for which a Klein region exists? The Klein region is defined by
$$\mathrm{min}_+<\epsilon <\mathrm{max}_{}$$
(38)
Now, $`_{}`$ is a monotonic decreasing function of $`r`$. It attains its maximum on the horizon: $`\mathrm{max}_{}=_{}(r=2M)=e^2/8M`$. Its asymptotic value at infinity is $`\mu `$. $`_+`$ has a positively diverging derivative on the horizon where it attains the same value as $`_{}`$, and an asymptotic value at infinity, $`\mu `$, which it approaches with a positive slope. This obviously implies that somewhere in the intermediate region between the horizon and infinity, there is a point where $`_+`$ attains a minimum, e.g. a potential well. The location of this minimum may be found by calculating the roots of the equation $`_r_+=0`$. There are two physical roots. One determines the location of the potential minimum while the other determines the location of the potential maximum. Now, the effect of angular momentum may be ignored, since this will only strengthen the potential barrier leading to a smaller particle creation rate. Doing so, we may ask what are the allowed values of $`\gamma e^2/8M\mu `$ for the existence of a Klein region. Obviously, for $`\gamma =0`$ ($`e=0`$) which corresponds to the usual neutral Schwarzschild spacetime, there is no level crossing, no Klein region, and thus no particle production. This indicates that we should actually look at the other extreme, where $`\gamma `$ is large. However, for an electron $`e^2/(G\mu )10^{15}\text{g}`$. This means that for $`\gamma `$ to be large we must look at black-holes of mass not much bigger than $`10^{15}\text{g}`$: the arena of mini black-holes. Keeping this in mind, we find the minimum of the effective potential $`_{}`$ for large $`\gamma `$ which finally gives the energy range for the existence of a Klein region:
$$\mu \left[\sqrt{\frac{8\gamma 3}{8\gamma 1}}+\frac{4\gamma }{(8\gamma 1)^2}\right]<\epsilon <\frac{e^2}{8M}.$$
(39)
The function in the square brackets in the leftmost side of the inequality above tends rapidly to $`1`$ as $`\gamma `$ is increased (for $`\gamma =1`$ it is equal to $`0.926`$; for $`\gamma =5`$ it is equal to $`0.987`$). Therefore, we conclude that in practice, the energy range for the existence of a Klein region is
$$\mu <\epsilon <\frac{e^2}{8M}.$$
(40)
This energy range is the same as the one in which the black-hole starts to superradiate (see the end of the previous section).
It should be emphasized that unlike the case where the background carries a definite sign of electric charge (like in the Kerr-Newmann spacetime), here the background is neutral. Therefore, it would seem that the black-hole should absorb statistically equal amounts of particles and antiparticles. Hence, it should remain neutral. In reality, a screening effect should take place. Since the point charge which creates the electric field should repel particles (or antiparticles) with the same sign of charge as its own, and attract their counterparts, a cloud of charge would form around it. This in turn should screen the point charge and further lower the pair creation rate. Furthermore, this charge segregation may alter the probabilities for assimilation of particles (antiparticles) by the black-hole, so that assimilation of particles with sign like the sign of the test charge would be more probable. Thus, the black-hole may become charged after all !
Unfortunately, calculating the corresponding Debye length of the problem is a formidable task and falls outside the scope of this work. Surely, the cloud of charge may be considered as a neutral gas consisting of charged particles which Coulomb-interact. Then, in order to solve the problem one must first solve Maxwell equations on the curved background with a source term representing the distribution of charge in the cloud. In the case of a completely ionized gas or plasma, this source term is given by a sum of Boltzmann’s factors, one for each kind of particles, each multiplied by the charge carried by each kind of particles . However, this is valid only if the pairs may be considered to be thermally distributed, which is not generally true in the case at hand.
## IV Where does the energy come from? - A speculation.
In the previous section it was shown that the system particle-black-hole loses energy in the process of pair creation. A simple question may be raised – what is the source of energy carried by the pairs? The corresponding problem of the possible sources of electromagnetic energy radiated away by an accelerated charge in flat spacetime, troubled and still troubles scientists (it was named as the “Energy Balance Paradox”), and several answers were suggested. Leibovitz and Peres suggested that there exists a charged plane, whose charge is equal and opposite in sign to the accelerated charge, and that it recesses with the speed of light in a direction opposite to the direction of the acceleration. The interaction between this charged plane and the accelerated charge supplies the energy carried by the radiation. Another suggestion, by Fulton and Rohrlich , is that the energy radiated is supplied from the self-energy of the charge. In the problem considered here there is a third energy source–the black-hole. Here, we show that on thermodynamical grounds the option that the black-hole lose mass during the process is not possible for massive black-holes, and discuss the proposition that the self-energy of the test charge is the energy source.
### A Thermodynamical arguments
First assume that the black-hole loses energy given by $`\mathrm{\Delta }M`$. This can be approximated by $`\mathrm{\Delta }M2\epsilon N`$, where $`N`$ is the number of pairs, and $`\epsilon `$ is some mean energy carried away by the pairs. In the nonrelativistic regime, $`\epsilon \mu `$ where $`2\mu `$ is the pair rest-mass. In the relativistic regime the rest-mass of the particle can be neglected, so $`\mu \epsilon `$. Now, since the black-hole is static and neutral, its entropy is given simply by $`S_{BH}=4\pi M^2`$. Therefore, during the process the black-hole changes its entropy by $`\mathrm{\Delta }S_{BH}=8\pi M\mathrm{\Delta }M`$. Combining the two results, we find that
$$\mathrm{\Delta }S_{BH}=16\pi M\epsilon N.$$
(41)
Now we make use of the generalized second law of thermodynamics (GSL). For the GSL to hold, the entropy carried out by the pairs must at least compensate for the entropy lost by the black-hole, namely
$$0\mathrm{\Delta }S_{\mathrm{w}\mathrm{o}\mathrm{r}\mathrm{l}\mathrm{d}}=\mathrm{\Delta }S_{\mathrm{B}\mathrm{H}}+\mathrm{\Delta }S_{\mathrm{p}\mathrm{a}\mathrm{i}\mathrm{r}\mathrm{s}}.$$
(42)
Now, if the created particles are considered to be nonrelativistic, the entropy they carry is never far from the number of particles involved. Thus,
$$\mathrm{\Delta }S_{pairs}\eta N,$$
(43)
where $`\eta `$ is a proportionality constant of order unity. The same is known to be true in the other extreme when the created pairs are assumed to be relativistic. For example, for black body radiation $`\eta =2\pi ^4/(45\zeta (3))3.6`$, where $`\zeta (z)`$ is the Riemann zeta function. Similarly, if the duration of the pair production process is long, so that the pairs are allowed to thermalize, they may be considered as particles obeying Fermi-statistics with vanishing chemical potential. The specific entropy is then $`\eta =S/N=14\pi ^4/(135\zeta (3))8.4`$. Substituting $`\mathrm{\Delta }S_{BH}`$ and $`\mathrm{\Delta }S_{\mathrm{p}\mathrm{a}\mathrm{i}\mathrm{r}\mathrm{s}}`$ into the GSL we find
$$16\pi \epsilon MN+\eta N0.$$
(44)
Hence
$$\mu M\epsilon M\frac{\eta }{16\pi }=O(1).$$
(45)
The conclusion must be that in the $`1\mu M`$ regime, the black-hole cannot be the dominant energy source; the black-hole is just too cold! Accordingly, the energy must come from somewhere else. A further conclusion is that the black-hole may not lose entropy during the process: the black-hole is involved in an adiabatic process making its horizon area invariant .
Actually, in the last derivation we have implicitly assumed that the pairs are produced at a large distance from the horizon. It turns out that the GSL even strongly forbids pair production by the black-hole taking place at close proximity to the horizon. There the energy of the pairs as measured locally is dominated by the electrostatic self-energy, and in fact diverges. To see this we note that if the constituents of a particle-antiparticle pair are considered to be quasistatic, then their conserved energy as measured at infinity, $`\epsilon `$, amounts to energy invested in rest-mass plus electrostatic self-energy:
$`\epsilon `$ $`=`$ $`(12M/r)\epsilon _{\mathrm{l}\mathrm{o}\mathrm{c}\mathrm{a}\mathrm{l}}`$ (46)
$`=`$ $`(12M/r)\left(\mu +{\displaystyle \frac{q^2M}{2r(r2M)}}\right),`$ (47)
where $`r`$ is the Schwarzschild coordinate of the particle (see Eq.(53) below). The first striking thing apparent from the expression for $`\epsilon _{\mathrm{l}\mathrm{o}\mathrm{c}\mathrm{a}\mathrm{l}}`$ is that it diverges as the particle approach the horizon, $`r2M`$. Therefore, if the pairs are located in the close proximity of the horizon then the dominant part of their energy lies in electrostatic self-energy. In the other extreme, when the particles are located far away from the horizon, their electrostatic self-energy is small compared with the rest-mass energy, until it vanishes at infinity. The point of transition, $`\stackrel{~}{r}`$, from electrostatic self-energy dominated region to rest-mass dominated region is set by the condition
$$\mu =\frac{q^2M}{2\stackrel{~}{r}(\stackrel{~}{r}2M)}.$$
(48)
Thus $`\stackrel{~}{r}=2Mf(e^2/8M\mu )`$, where $`f(x)=\sqrt{x+1/4}+1/2`$. Note that $`f(0)=1`$ \- no electrostatic self-energy. As was assumed in the previous section, the pair production rate is exponentially small. Therefore in order to produce a non-negligible number of pairs, the exponent must be of order unity, e.g. we are limited by the condition $`1e^2/M\mu `$ (see Eq. (40)). Taking this into consideration we note that $`f(1)1.62`$. Hence, in our approximation, the electrostatic self-energy is the dominant part of the particles energy only in a narrow region around the horizon of width, $`\stackrel{~}{r}2M0.62\times 2M`$. Pair production in that region is highly improbable on account of the GSL.
### B Dynamical arguments
Realizing that the black-hole may not be the major energy source, we turn now to look at the dynamics of the test charge as a second candidate. We begin by considering the motion of a test particle of mass $`m`$ and charge $`e`$. Its motion, were it subject only to gravitation and electromagnetic influences, would be governed by the Lagrangian
$$L=m\sqrt{g_{\alpha \beta }u^\alpha u^\beta }𝑑\tau +eA_\alpha u^\alpha 𝑑\tau ,$$
(49)
where $`x^\alpha (\tau )`$ denotes the particle’s trajectory, $`\tau `$ the proper time, and $`u^\alpha =\dot{x}^\alpha =dx^\alpha /d\tau `$, and $`A_\alpha `$ means the background electromagnetic 4–potential evaluated at the particle’s spacetime position. Recalling that $`g_{\alpha \beta }u^\alpha u^\beta =1`$, it follows from the Lagrangian that the canonical momenta are $`p_\alpha =\delta /\delta u^\alpha =mg_{\alpha \beta }u^\beta +eA_\alpha `$. The stationarity of the envisaged background means there is a timelike Killing vector $`\xi ^\alpha =\{1,0,0,0\}`$. The quantity
$$\epsilon p_\alpha \xi ^\alpha =mg_{t\beta }u^\beta eA_t,$$
(50)
corresponds to the usual notion of energy as measured at infinity. Its first term expands to $`m+\frac{1}{2}m(d𝐱/dt)^2`$ in the Newtonian limit. The second term, $`eA_t`$, is thus the electric potential energy.
Varying the Lagrangian Eq. (49) with respect to $`u^\beta `$ gives the equation of motion of the particle
$$m\frac{Du^\alpha }{d\tau }=eF_\beta ^\alpha u^\beta ,$$
(51)
where $`F_{\alpha \beta }=A_{\beta ;\alpha }A_{\alpha ;\beta }`$. The proper time derivative of $`\epsilon `$, may be calculated as follows:
$$\dot{\epsilon }=\frac{d}{d\tau }(\xi ^\alpha p_\alpha )=\xi ^\alpha \left(m\frac{Du_\alpha }{d\tau }+e\frac{DA_\alpha }{d\tau }\right)eA_\alpha \frac{D\xi ^\alpha }{d\tau }.$$
(52)
where we have used the fact that the proper time derivative of the timelike Killing vector, $`\xi ^\alpha `$, along the trajectory of the particle is always perpendicular to the trajectory, ($`u_\alpha D\xi ^\alpha /d\tau =0`$).
Now, If the test charge is assumed to be quasistatic (supported by some mechanical apparatus), then its 4-velocity is given by $`u^\beta ((g_{tt})^{1/2},0,0,0)`$. Substituting for $`A_\alpha `$ from Eq. (3) into Eq. (50) we find
$$\epsilon =m(12M/r)+e^2M/(2r^2).$$
(53)
Making use of the equation of motion (51), it is easy to show that $`\dot{\epsilon }`$ vanishes. Even if we go beyond the quasistatic approximation and assume that the particle has a small but non-vanishing radial velocity, $`\epsilon `$ is still conserved. Does it mean that the system cannot radiate? We intend to show now how the equation of motion should be modified to account for the irreversible processes involved in pair production.
First, we define a 4-momentum rate of radiation by $`u^\alpha `$. In the case where the radiation is electromagnetic $``$ is given by the relativistic generalization of the Larmor formula $`=(2/3)e^2a^\alpha a_\alpha `$; $`a^\alpha `$ is the acceleration. In the problem considered here, a simple relation between $``$ and the dynamics of the test particle is unknown. However, one may approximate the rate of energy loss due to pair production using methods to be discussed below.
$`u^\alpha `$, being a loss, should be subtracted from the right hand side of the equation of motion (51). One might expect that in this way we have correctly accounted for the momentum and energy loss due to pair production. Unfortunately, this equation is inconsistent with $``$ being positive definite; multiplication of the modified equation of motion by $`u_\alpha `$, and using the normalization condition, $`u^\alpha u_\alpha =1`$ yields $`=0`$! A term must be missing. To supply it we write
$`m{\displaystyle \frac{Du^\alpha }{d\tau }}`$ $`=`$ $`eF_\beta ^\alpha u^\beta \mathrm{\Gamma }^\alpha ,`$ (54)
$`\mathrm{\Gamma }^\alpha `$ $``$ $`u^\alpha +S^\alpha .`$ (55)
$`\mathrm{\Gamma }^\alpha `$ here may be understood as a ’frictional force’, and $`S^\alpha `$ is to be specified below.
There remains the question of what is the origin of that friction? One possible answer is to view the test particle as a Brownian particle interacting with a quantum field assumed to be in the vacuum state . At zero temperature, even though the thermal fluctuations are absent, the quantum field still possess vacuum fluctuations. Obviously, the particle cannot keep accruing energy from the fluctuations present in the surrounding environment. Therefore, there should exist a mechanism for the particle to dissipate its energy so that it reaches equilibrium with the environment. Treating the quantum field as a classical stochastic variable it is possible to take the approach of Langevin who suggested, early this century, that the force exerted on the particle by the surrounding medium can effectively be written as a ‘rapidly fluctuating’ part and an ‘averaged out’ part which represents a frictional force experienced by the particle. The presence of the frictional force implies the existence of processes whereby the energy associated with the particle is dissipated to the degrees of freedom corresponding to the surrounding medium.
Multiplying Eq. (55) by $`u_\alpha `$ now yields
$$\mathrm{\Gamma }_\alpha u^\alpha =0=S^\alpha u_\alpha .$$
(56)
We have obtained a constraint over $`S^\alpha `$. It is reasonable to assume that $`S^\alpha `$ is a function of the velocity and its derivatives. Given that the variation of the velocity is small, we may expand
$$S^\alpha =𝒞_0u^\alpha +𝒞_1a^\alpha +𝒞_2\dot{a}^\alpha +𝒞_3\ddot{a}^\alpha \mathrm{},$$
(57)
where $`\{𝒞_i\}`$ are proportionality constants with corresponding dimensions of $`\mathrm{e}\mathrm{n}\mathrm{e}\mathrm{r}\mathrm{g}\mathrm{y}\times \mathrm{t}\mathrm{i}\mathrm{m}\mathrm{e}^{i1}`$. The first term has to vanish since it is already included in $`u^\alpha `$. The second term may be accounted for by mass renormalization by the rule, $`mm+𝒞_1`$ (see the equation of motion (55)). It turns out that the proper time derivative of the acceleration, $`\dot{a}^\alpha `$, is the lowest derivative of the velocity allowed. Accordingly we set $`S^\alpha =𝒞_2\dot{a}^\alpha `$.
In conjunction with the constraint (56), we must go beyond the static approximation. For if the particle is static then $`u_0u^0=1`$, and $`=u^0S_0`$. Thus , a straightforward calculation of $`\dot{\epsilon }`$ using the modified equation of motion (55), gives
$$\dot{\epsilon }=\xi ^\alpha \mathrm{\Gamma }_\alpha =(u_0u^0S_0+S_0)=0,$$
(58)
regardless of the properties of $`S^\alpha `$. Accordingly, we set
$$u^\alpha =((g_{tt})^{1/2}\left(1+g_{rr}\delta u^2/2\right),\pm \delta u,0,0),$$
(59)
where the velocity correction, $`\delta u`$, is assumed to be time independent and small. Calculating $`\dot{a}^\alpha `$ to the lowest order in $`\delta u`$ and its derivatives, and substituting into the constraint (56), we obtain a first order, non linear, ordinary differential equation for $`\delta u(r)`$, whose solution is:
$$\delta u(r)=\pm \left[\frac{2}{M𝒞_2}(g_{tt})^2\right]^{1/4}\left(_{\mathrm{}}^rr^2𝑑r\right)^{1/4}.$$
(60)
$`\delta u`$ scales with $`(1/M)^{1/4}`$. Hence, for massive black-holes $`\delta u`$ is small. Moreover, $`\delta u`$ is proportional to the $`1/4`$-th power of the energy dissipated along the trajectory of the particle, hence it depends on the history of the particle. $``$ must drop at least as fast as $`1/r^4`$ for $`\delta u`$ to converge as $`r\mathrm{}`$. In fact, it was already assumed in Sec.III that $``$ is proportional to the transmission probability through the Klein region which is exponentially small. This however determines only the energy scale over which pair production may take place. It does not set the functional dependence of $``$ at the position of the test particle.
To resolve this we turn to Schwinger’s approach , who showed that the probability for pair creation per unit time per unit volume by a constant electric field is
$$\left(\frac{qE}{\pi }\right)^2\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k^2}e^{\frac{k\pi \mu ^2}{qE}}\sqrt{g}.$$
(61)
Multiplying this with some mean energy carried by the pairs gives an approximation for $``$. Although (61) was originally derived by calculating the imaginary part of the effective Lagrangian for the Dirac field of rest-mass $`\mu `$ and charge $`q`$ in a prescribed constant electrostatic field $`E`$ in flat space time, we adapt this result to the corresponding problem in curved spacetime by substituting local expressions for the energy and electric field. We use the formula for the repulsive self-force as measured by an instantaneously comoving, freely falling observer, at the position of the test particle , to define the effective electric field $`E`$:
$$F_{self}=eE=\frac{e^2M}{r^3}.$$
(62)
This repulsive force is peculiar to charged test particles. Since the black-hole is uncharged, this must be interpreted as arising from the test particle’s electrostatic self-interaction. It vanishes as $`M`$ vanishes, indicating that the effect is induced by the black-hole’s spacetime curvature.
Substituting for the effective electrostatic field in the formula for the rate of pair production, Eq. (61), we find that $``$, vanishes exponentially fast as $`r\mathrm{}`$. Finally, putting everything together we find that
$$\frac{d\epsilon }{d\tau }=𝒞_2u_0u^r\frac{Da_r}{d\tau }=O(^{5/4}),$$
(63)
hence, the change in the energy of the test particle is negligiblly small regardless of the sign of the velocity.
To summarize, as the particle is slowly lowered towards the black-hole (or pulled back) by the mechanical apparatus, additional work must be done against the frictional force induced by vacuum fluctuations. The extra energy invested in moving the particle is then dissipated away as pairs of massive charged particles.
## V Summary and Assessment
It was demonstrated how Hawking’s radiance form an isolated neutral black-hole is modified on account of the electrostatic self-interaction of charged particles. Once the temperature of the black-hole is high enough so that the lightest massive charged particles are emitted, the thermal radiation of charged particles emitted by the black-hole is increased with respect to the thermal radiation of neutral particles with the same mass and spin. This is a direct consequence of the inclusion of the self-interaction into the analysis.
An interesting consequence of this conclusion is that an external electrostatic potential (as opposed to the internal electrostatic self-potential) can also be used to modulate Hawking radiance. Provided that the external potential is analytic in the neighborhood of the horizon, the thermal radiation is modulated by varying the magnitude of the potential. The modulation factor has the form $`\mathrm{exp}(eA_t^{\mathrm{e}\mathrm{x}\mathrm{t}}(2M)/T_H)`$, where the external potential, $`A_t^{\mathrm{e}\mathrm{x}\mathrm{t}}`$ is evaluated at the horizon and $`T_H`$ is the Hawking temperature (see Eq. (16)).
The possibility to modulate the thermal emission from the black-hole has some very interesting consequences. First, assume that one applies an external repulsive electrostatic field, opposing the gravitational pull of the black hole. Then the probability to propagate from the interior to the exterior of the horizon for a charged particle with energy below $`eA_t^{\mathrm{e}\mathrm{x}\mathrm{t}}(2M)`$, would be greater than the probability for the inverse process. If now the applied electrostatic field is attractive (acting in the direction of the gravitational pull), then it would serves as a high pass filter, suppressing the emission of charged particles with energy below $`eA_t^{\mathrm{e}\mathrm{x}\mathrm{t}}(2M)`$. This enable us to control the energy range over which the black-hole superradiate charged particles! The similarity between this effect and the phenomenon of thermionic emission is manifest.
Another issue that deserve further investigation is the calculation of the rate of pair production. It was assumed in Sec.III that the transmission coefficient, $`T^2`$, through the potential barrier separating the positive from the negative energy states is proportional to the probability for an incident particle to create a pair of particles. The Klein region for the problem (including the effect of self-interaction) was found and shown to correspond to the energy range for black-hole superradiance of charged particles. Thought $`T^2`$ may be calculated numerically, it would be profitable if one could find an analytic approximation for $`T^2`$, and show that the result converges to the result obtained using Schwinger’s approach . The problem is that, Schwinger’s approach was originally formulated in flat spacetime, and the formulation of this approach in curved spacetime may very much prove to be an uphill task. So that a way to bypass these difficulties is much needed.
Finally, the problem of energy source for the pair production process was discussed. It was shown, that on thermodynamical grounds, it is not possible for a massive black-hole to lose mass during the process. This is just to say that the black-hole is too cold. More precisely, the entropy outflow from the system is too low for the generalized second law to hold. We thus turned to explore the dynamics of the test charge as a second candidate. It was speculated that vacuum fluctuations of a quantum field interacting with the test particle may be involved in the process of pair production. These vacuum fluctuation, induce random motion that the particle undergoes, and an averaged-out force that enters into the equation of motion as a friction term. This friction term is a manifestation of the dissipation mechanism by which energy is given off in the form of massively charged particles. That being the case, a relation between the friction term and the rate of energy dissipation, was found. As could be anticipated, a static system can not radiate. Accordingly, going beyond the static approximation, it was assumed that the test particle has a small (but non-negligible) radial velocity. Then, the functional dependence of the particle velocity on the rate of energy dissipation was determined. It was shown that the velocity scales inversely with the black-hole mass and proportional to the $`1/4`$-th power of the energy dissipated along the trajectory of the particle, hence it depends on the history of the particle.
The picture that seems to arise is that as the particle is lowered towards the black hole, or pulled away, the mechanical apparatus supporting the particle is doing work in changing the particle’s energy to the value appropriate to the new location. However, as the particle moves, it interacts with the vacuum fluctuations in the medium which have the effect of inducing frictional forces. If the particle is assumed to move in a constant velocity, then these frictional forces must be overcome by the investment of additional work on part of the mechanical support. The extra energy is then dissipated away in a process of pair production.Obviously for the establishment of this picture, further study of the relationship between vacuum fluctuations in curved spacetime and friction is in order.
ACKNOWLEDGMENTS The author thanks J. Bekenstein for his valuable suggestions and advice, and L. Sriramkumar and M. Schiffer for many discussions. This research is supported by a grant from the Israel Science Foundation, established by the Israel Academy of Sciences and Humanities. |
warning/0001/astro-ph0001128.html | ar5iv | text | # The multi-phase nature of three intracluster media
## Abstract
Among the models proposed to account for the new component of diffuse EUV and soft X-ray emission from clusters of galaxies (first discovered in Virgo ) are two key contestants: the non-thermal scenario which postulates a population of relativistic electrons undergoing inverse-Compton (IC) interaction with the cosmic microwave background , and the original conjecture that the radiation is from a thermal warm gas at a temperature of $``$ 10<sup>5-6</sup> K. Currently a consensus set of limiting values on cosmological parameters favor the thermal gas interpretation . We also argued, based on pressure balance within the intracluster medium (ICM), that the non-thermal approach has formidable difficulties . Here we describe a spatial analysis of the soft X-ray excess emission of three clusters (Virgo, A2199, and Coma), using archival ROSAT/PSPC data, which reveals resolved features of cold intracluster clouds in absorption spreading over vast distances. Within the sample there is good indication that the soft excess radial trend (SERT, which qualitatively means a rising importance of the soft component with cluster radius) is due to a centrally peaked distribution of cold matter, with Coma having the least effect and no direct evidence for absorption. The data strongly suggest an intermixed ICM which contains gas masses at a wide range of temperatures, and the soft excess is due to a warm intermediate phase.
In an accompanying work we found several pieces of evidence, based mainly on the detection of cloud silhouettes in the EUV, that the ICM of the cluster A2199 is multi-phase . This Letter presents X-ray (0.2 - 2.0 keV) data, taken by the PSPC, of a cluster sample which provide independent results pointing to a generally intermixed ICM with important roles played by gas phases at temperatures lower than that of the hot (virial) gas.
We begin with Virgo, and show in Figure 1 the SERT in the 1/4 keV band with three noteworthy points. Firstly, the line-of-sight HI column density (N<sub>H</sub>) was shown by a recent 21 cm measurement to radially increase from N$`{}_{H}{}^{}=`$ 1.8 $`\times `$ 10<sup>20</sup> cm<sup>-2</sup> at the cluster center to N$`{}_{H}{}^{}=`$ 2.0 $`\times `$ 10<sup>20</sup> cm<sup>-2</sup> at the radius interval of 15 – 19 arcmin. This was confirmed by IRAS 100 $`\mu `$m images , consequently in Figure 1 we already took its effect on the SERT into account. Secondly, given the radial HI gradient (which continues its rising trend beyond 19 arcmin), and the known anti-correlation between HI and the 1/4 keV diffuse sky background , one must assess how much the PSPC background was underestimated when it was determined, as in our case, from a $``$ 40 – 50 arcmin annulus centered at M87. Of most concern are the 10 –15 and 15 – 19 arcmin annuli, where the 1/4 keV sky background accounts for 12 – 21% of the detected flux in this band. A re-scaling of this background in accordance with the HI gradient over the corresponding regions only leads to a negligible effect on the 1/4 keV excess (viz. a reduction by 1 – 2% from our reported values of 30 – 40 % excess). Thirdly, a statistically significant rising SERT was also revealed by our recent EUVE (0.069 - 0.19 keV) observation of Virgo, which featured an in situ background measurement by means of the offset pointing technique detailed earlier . It is however the higher signal-to-noise PSPC data which enable us to probe the nature of the soft emission using image diagnostics.
We provided facts which form a compelling case for interpreting the SERT as due, at least in part, to intracluster absorption by an even cooler phase . This Letter explains why we are confronted with the reality of widespread absorption - the PSPC has already resolved the effect into small clouds distributed throughout the ICM. Such an inference was made after evaluating the smoothness of the 1/4 keV excess image (for details on the procedures used to obtain this image, see the caption of Figure 1). Specifically the presence or not of deviations in the spatial distribution of signals from Poisson behavior was assessed. As a control experiment, we initially applied the test to a ‘blank field’, acquired during a PSPC pointed observation of the (undetected) UV star beta Leonis, when the field was not illuminated by any source other than the sky background. When this background was subtracted in the normal manner (i.e. using an outer field annulus to determine it, and correcting for vignetting effects before applying to another part of the detector) the resulting spread of significances follows, as expected, a gaussian of null mean value and $`\sigma `$= 1, see Figure 2.
The same method was then applied to three annuli of Virgo. The results, displayed in Figure 3, indicate the presence of spatial structures in Virgo’s soft emission. The soft excess is clearly revealed by the positive mean value at all radii. However, even if the data are fitted with a $`\sigma `$=1 gaussian of variable mean, the agreement remains unsatisfactory, due to residuals at negative $`\sigma `$, which can only be interpreted as signatures of absorption at scale lengths $``$ the Point Spread Function (PSF) of the PSPC, where the soft component is silhouetted by cold clouds along the line-of-sight. Starting from the cluster center (0 – 4 arcmin from M87), we found on the $`\sigma `$ side a deviation from the expected (best-fit) gaussian by $`+`$ 11 % in the total number of scanned regions. The effect decreases with radius, since the same percentage deviation reduces to $`+`$ 4 % in the 4 – 7 arcmin annulus, and further out there is no longer any evidence for non-gaussian behavior. This radially declining influence of absorption - an explanation of the SERT - is naturally understood in terms of a centrally condensed distribution of cold gas. In Figure 4 we show the three deepest absorption features which exist in the central area, positionally coincident with prominent radio lobes and with locations where the hot ICM has a lower reported temperature .
We proceed to the next cluster of our sample, A2199, where again we focus on the PSPC image. At EUV energies a strongly rising SERT was found for this cluster . Yet the same is not true in soft X-rays, as is shown in Figure 5 where it can be seen that while the center exhibits flux depletion, analogous to the EUV, the outer radii are not associated with a soft excess, nor with a rising trend. Could absorption have played a role in this large scale radial behavior ? Our simulations indicate that that it is indeed possible to compare and contrast the EUV with the soft X-rays in terms of a warm component which has a large intrinsic EUV to soft X-ray flux ratio, coupled with Galactic and an appropriate amount of intracluster absorption (the latter with N<sub>H</sub> between a few $`\times `$ 10<sup>19</sup> and 10<sup>20</sup> cm<sup>-2</sup>) along the line-of-sight. The outcome is an absorbed flux which remains within the sensitivity of the EUVE observation, but evades detection by the PSPC.
Such a scenario is put to test by spatially analyzing the distribution of the soft excess of A2199, Figure 6. The central region corresponds to a gaussian of expected width but negative mean, symptomatic of a large absorption area wherein the clouds are unresolved . As one moves towards the outer radii the best gaussian mean shifts towards positive values while the $`\sigma =`$ 1 width does not fit the left half, where a ‘tail’ of resolved absorption clouds is evident. This ‘tail’ biases the data mean towards negative values, producing the illusion of an overall depletion in soft X-rays when there actually is an excess flux. The discovery of absorbing clouds then applies at least out to a radius of 10 arcmin ($``$ 0.4 Mpc for H$`{}_{o}{}^{}=`$ 75), implying an area $``$ 25 times larger than that of the cooling flow, and $``$ 3 times larger than that of the central EUV ‘shadow’ .
Equally revealing are the PSPC data of Coma, our last cluster, as it provides more independent scrutiny of the intermixed model. This cluster has a weak (i.e. nearly flat) SERT, although there is a soft X-ray excess at all radii , see Figure 7. According to our proposed interpretation, then, the ICM of Coma would probably not be as subject to absorption effects as the other clusters. This is confirmed by the spatial distribution of the soft excess, which shows no evidence for deviation from a smooth (i.e. gaussian) behavior in any annulus, Figure 8. The absence of a cooling flow in Coma may be the reason why there is less cold gas, although such an explanation does not account for the detection of absorption in A2199 at radii of 7 – 10 arcmin. A more plausible idea is that the generation of a cold phase does not proceed at high rates when the hot ICM has an unusually high temperature, as is the case for Coma.
In conclusion, analysis of PSPC images of three clusters revealed that the two which exhibit a strong SERT (Virgo and A2199) also have a widespread distribution of absorbing clouds, rendering the prospect of interpreting the SERT as an absorption effect attractive. Typical values for the mass and column density of the cold gas, as estimated from the data, are respectively $``$ 5 $`\times `$ 10<sup>10</sup> M Mpc<sup>-3</sup> and $``$ a few $`\times `$ 10<sup>19</sup> cm<sup>-2</sup> . The soft excess takes the form of a hitherto unresolved glow of diffuse emission filling the ICM, since (unlike absorption) there is no evidence in the PSPC images for isolated emission ‘blobs’. Thus the possibility of a warm intermediate phase which has larger filling factor than the cold phase has also become attractive. Certainly one can no longer continue with the notion of the soft excess as a systematic effect of some kind : if the gaussian means can be centered at zero (rather than their currently positive values) as a result of correcting such effects, one must face the absurdity of interpreting the ‘tails’ at negative $`\sigma `$ as absorption of null signals.
References
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Astrophys. J.,493, 715.
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Kaastra, J.S. 1999, ApJ, 527, L77.
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the Workshop ‘Diffuse thermal and relativistic plasma in galaxy cluster’, Ringberg
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526, 592.
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(Internal SRON-Leiden Report, updated version 2.0).
17. Kaastra, J.S., Lieu, R., Mittaz, J.P.D., Bleeker, J.A.M., Mewe, R., Colafrancesco, S.
and Lockman, F.J. 1999, Astrophys. J., 519, L119.
Figure captions
Figure 1: The SERT effect of the Virgo cluster, illustrated by a plot against cluster radius of the soft X-ray fractional excess $`\eta `$, defined as $`\eta =(pq)/q`$, where for a given annulus $`p`$ is the observed 1/4 keV band (defined here as PSPC PI channels 18-41, or $``$ 0.2 – 0.4 keV) flux after subtracting the sky background, and $`q`$ is the expected flux from the hot ICM as determined by fitting the PI channels 50 – 200 ($``$ 0.5 – 2.0 keV) using the MEKAL thin plasma emission code \[14 - 16\] and Galactic absorption as described in the text. Note that the same subtraction of background and hot ICM contribution was applied, except to individual regions rather than entire annuli, when we investigated the spatial distribution of the 1/4 keV band excess in Figures 2, 3, and 5.
Figure 2: A statistical test of the small scale smoothness of a typical PSPC 1/4 keV sky background in a ‘blank field’ observation, using a region of the detector $``$ 20 arcmin off-axis. The ‘background’ was determined from another region $``$ 40 arcmin off-axis, and was subtracted from the first region after vignetting correction. The spatial distribution of the resulting signals were sub-divided equally into small boxes of size 0.5 arcmin $`\times `$ 0.5 arcmin, and a histogram is plotted to show the number of occurences above and below a mean value of zero in units of $`\sigma `$, the standard deviation of each box obtained by adding in quadrature the respective Poisson errors in the measured flux and the subtracted component. The box size is larger than the PSPC PSF at all energies, and encloses sufficient counts to ensure that one is in the gaussian limit. The best-fit gaussian (dashed line) is obtained by varying only the mean, to accomodate the possibility of a finite (i.e. positive or negative) subtracted signal: its width remains fixed at unit $`\sigma `$, while its normalization is determined by the conservation of total box number. The best mean is fully consistent with zero, and the absence of fit residuals implies that the test reveals smoothness of the image.
Figure 3: A statistical test of the small scale smoothness of the 1/4 keV excess in Virgo. The three regions of concern were divided into small boxes as described in Figure 2, the same applies to the best-fit gaussian.
Figure 4: The image of 1/4 keV excess of Virgo, expressed in units of $`\sigma `$ above and below the null mean value expected for the case of no soft excess, where $`\sigma `$ is defined in Figure 2 and the box size used for computations is 1.25 arcmin $`\times `$ 1.25 arcmin. The cross marks the position of M87. Pockets of absorption are evidently embedded in an unresolved glow of soft excess emission.
Figure 5: As in Figure 1, except now for the cluster A2199. The Galactic line-of-sight HI column density used is our measured value of 8.3 $`\times `$ 10<sup>19</sup> cm<sup>-2</sup> .
Figure 6: As in Figure 3, except now for the cluster A2199. See also the information given in Figure 5.
Figure 7: As in Figure 1, except now for the Coma cluster. The Galactic line-of-sight HI column density used is our measured value of 8.7$`\times `$ 10<sup>19</sup> cm<sup>-2</sup> .
Figure 8: As in Figure 3, except now for the Coma cluster. See also the information given in Figure 7. |
warning/0001/hep-ph0001301.html | ar5iv | text | # Baryogenesis at Low Reheating Temperatures
\[
## Abstract
We note that the maximum temperature during reheating can be much greater than the reheating temperature $`T_r`$ at which the Universe becomes radiation dominated. We show that the Standard Model anomalous $`(B+L)`$-violating processes can therefore be in thermal equilibrium for 1 GeV $`\stackrel{<}{_{}}T_r100`$ GeV. Electroweak baryogenesis could work and the traditional upper bound on the Higgs mass coming from the requirement of the preservation of the baryon asymmetry may be relaxed. Alternatively, the baryon asymmetry may be reprocessed by sphaleron transitions either from a $`(BL)`$ asymmetry generated by the Affleck-Dine mechanism or from a chiral asymmetry between $`e_R`$ and $`e_L`$ in a $`BL=0`$ Universe. Our findings are also relevant to the production of the baryon asymmetry in large extra dimension models.
\]
Introduction. Theories that explain the tiny difference between the number density of baryons and antibaryons $``$ about $`10^{10}`$ if normalized to the entropy density of the Universe $``$ represent perhaps the best example of the interplay between particle physics and cosmology. Until now, many mechanisms for the generation of the baryon asymmetry have been proposed . Baryogenesis at the electroweak scale has been of recent interest, and is attractive because it can be tested at current and future accelerator experiments. On the other hand, we know that the flatness and the horizon problems of the standard big bang cosmology are elegantly solved if during the evolution of the early Universe the energy density is dominated by some form of vacuum energy, and comoving scales grow quasi-exponentially . This naturally generates the observed large scale density and temperature fluctuations. This inflationary stage can be parametrised by the evolution of some scalar field $`\varphi `$, the inflaton, which is initially displaced from the minimum of its potential. Inflation ends when the potential energy associated with the inflaton field becomes smaller than the kinetic energy of the field. The low-entropy cold Universe dominated by the energy of coherent motion of the $`\varphi `$ field must then be transformed into a high-entropy hot Universe dominated by radiation. This process has been dubbed reheating. Of particular interest is a quantity known as the reheating temperature $`T_r`$, defined such that the energy density of the Universe when it becomes dominated by radiation is $`T_r^4`$. Notice that the Universe might have gone through further processes of reheating if – after inflation – the energy density of the Universe happened to be dominated by the the coherent oscillations of some generic weakly-coupled scalar fields, e.g. some moduli fields which are ubiquitous in string and supersymmetric theories.
A common assumption in baryogenesis models is that the post-inflationary Universe contained a plasma in thermal equilibrium with initial temperature $`T`$ much larger than (or at least of order of) the electroweak scale. This is required to have acceptable initial conditions for the most popular baryogenesis mechanisms, and to take advantage of the Standard Model (SM) anomalous $`(B+L)`$-violation.
This assumption seems so natural that it is rarely questioned. However, low reheating temperature scenarios are particularly welcome if one wishes to avoid the overproduction of dangerous relics at (pre)heating stage after inflation (such as gravitinos and moduli fields), or at reheating (gravitons in models with large extra dimensions ). Apart from these speculative arguments, we do not know the history of the observable Universe before the epoch of nucleosynthesis —all we know experimentally is that $`T_r\stackrel{>}{_{}}`$ 1 MeV.
The three required ingredients for baryogenesis are baryon number violation, C and CP violation and out-of-equilibrium dynamics. It is not easy to generate the baryon asymmetry in a Universe that reheats to a low temperature because the first and third ingredients are hard to come by : it is difficult to introduce baryon number violation at low temperatures without contradicting laboratory bounds on $`B`$ violation, and the Universe is expanding so slowly at low temperatures that it is very close to equilibrium. There are nonetheless some models for baryogenesis in cold Universes.
The possibility of using anomalous electroweak $`\mathrm{\Delta }B=\mathrm{\Delta }L=3`$ operators to generate the baryon asymmetry in a low $`T_r`$ Universe is particularily interesting for Low Quantum Gravity Scale (LQGS) models . In these theories, the $`(4+n)`$-dimensional string scale $`M_s`$ is well below the $`4D`$ Planck mass $`M_p`$. Gravity is weak on our 4-dimensional brane because it is “diluted” in the $`n`$ compact dimensions where ordinary matter cannot propagate. The usual baryogenesis mechanisms are difficult to implement in these theories because the reheat temperature on our brane must be low to avoid over-producing gravitons in the large extra dimensions, and because the laboratory bounds on baryon number violation are significant. If every operator not forbidden by a gauge symmetry is generated at the quantum gravity scale with a coefficient of order unity, then $`\mathrm{\Delta }B=1`$ operators capable of mediating proton decay need to be forbidden for $`M_s\stackrel{<}{_{}}(10^910^{26})`$ GeV . Neutron-anti-neutron oscillations can be generated by $`\mathrm{\Delta }B=2`$ operators, which must be forbidden for $`M_s\stackrel{<}{_{}}10^5`$ GeV.
The aim of the present Letter is to show that baryogenesis is much less difficult than anticipated in a Universe with a low reheating temperature (say much below the electroweak scale). Contrary to naive expectations, baryogenesis scenarios using electroweak $`(B+L)`$-violation remain viable. We will show that electroweak $`(B+L)`$-violating processes may be present even though $`T_r100`$ GeV. This is already a surprising result. Furthermore, electroweak baryogenesis is possible and the traditional upper bound on the Higgs mass coming from the requirement of the preservation of the baryon asymmetry is relaxed because the Universe is expanding faster so sphaleron configurations go easily out of equilibrium after the electroweak phase transition (EPT) <sup>*</sup><sup>*</sup>*see for a general phenomenological discussion of non-standard cosmologies where the sphaleron bound is weakened.. Alternatively, the anomalous $`(B+L)`$-violation may reprocess an asymmetry in $`(BL)`$ generated by some other mechanism, for instance Affleck-Dine . We will also show that the electron Yukawa coupling can be out of equilibrium while the sphalerons are present, so a primordial asymmetry between $`e_R`$ and $`e_L`$ in a $`BL=0`$ Universe can be transformed by the $`(B+L)`$-violation into a baryon asymmetry .
Details of the reheating stage. We now discuss the key argument of our idea. All our considerations are based on the fact that reheating is far from being an instantaneous process. This is a simple, but crucial point .
Suppose reheating is due to the perturbative decay of a weakly-coupled scalar field $`\varphi `$. The latter might be the inflaton field as well as a modulus. The radiation-dominated phase follows a prolonged stage of coherent oscillations of $`\varphi `$. During the epoch between the initial time $`H_I^1`$ (the time at which the oscillations start) and the time of reheating $`\mathrm{\Gamma }_\varphi ^1`$, where $`\mathrm{\Gamma }_\varphi \alpha _\varphi M_\varphi `$ is the decay rate of the field, the energy density per unit comoving volume of the scalar field $`\varphi `$ decreases slowly as $`e^{\mathrm{\Gamma }_\varphi t}`$ while $`\varphi `$ decays into lighter states. For low reheat temperatures, the decay products of the scalar field thermalize rapidly . As the coherent $`\varphi `$ oscillations gradually decay, the temperature of the Universe does not scale as $`Ta^1`$ (as in the radiation-dominated era), but follows a different law $`:T=T_mf(a)`$. Here
$$T_m=0.54\frac{g_{}^{1/8}(T_r)}{g_{}^{1/4}(T_m)}(M_pH_I)^{1/4}T_r^{1/2}\frac{T_r}{\alpha _\varphi ^{1/4}}$$
(1)
and $`f(a)K\left(a^{3/2}a^4\right)^{1/4}`$, $`K1.3(g_{}(T_m)/g_{}(T))^{1/4}`$. The function $`f(a)`$ grows until $`a_0=(8/3)^{2/5}`$, where it reaches its maximum $`f(a_0)=1`$, and then decreases as $`fKa^{3/8}`$. Therefore, for $`a>a_0`$, the temperature can be approximated by $`TT_mKa^{3/8}`$. This result shows that, during the phase before reheating, the temperature reaches a maximum temperature $`T_m`$ and then has a less steep dependence on the scale factor $`a`$ than in the radiation-dominated era. The Hubble rate is
$$H\sqrt{\frac{8\pi g_{}(T)}{3}}\frac{T^2}{M_p}\frac{g_{}^{1/2}(T)T^2}{g_{}^{1/2}(T_r)T_r^2},$$
(2)
and – at a given temperature – the expansion is faster the smaller is the reheat temperature. Therefore $`T_r`$ is not the maximum temperature obtained in the universe during reheating. Note that this should be qualitatively true of any model with a low $`T_r`$, and does not depend on the details of reheating. The maximum temperature can be much larger than $`T_r`$ provided that $`H_IT_r^2/M_p`$; for instance $`T_m10^5`$ GeV for $`H_I`$ 1 TeV and $`T_r`$ 1 GeV. This means that anomalous $`(B+L)`$-violation may be in equilibrium even though the reheat temperature is very low. We also see that for temperatures larger than $`T_r`$, the expansion rate is faster than for a radiation-dominated Universe at a given temperature $`T`$.
Electroweak baryogenesis. The fundamental idea of electroweak baryogenesis is to produce asymmetries in some local charges which are (approximately) conserved by the interactions inside the walls of the expanding bubbles formed during the EPT. Local departure from thermal equilibrium is attained inside the walls. Local charges diffuse into the unbroken phase where baryon number violation is active thanks to the unsuppressed $`(B+L)`$-violation . This converts the asymmetries into baryon asymmetry, because the state of minimum free energy is attained for nonvanishing baryon number. Finally, the baryon number flows into the broken phase where it would be erased by unsuppressed sphaleron transitions unless $`h(T_c)/T_c\stackrel{>}{_{}}1`$, where $`h(T_c)`$ is the vacuum expectation value of the Higgs field at the critical temperature $`T_c`$ 100 GeV . Naively one expects that the bound $`h(T_c)/T_c\stackrel{>}{_{}}1`$— obtained supposing that the electroweak phase transition takes place in a radiation-dominated phase – to translate into an upper bound on the Higgs mass in the SM or its extensions. For the SM, two-loop perturbative results give an upper bound in the Higgs mass $`m_h\stackrel{<}{_{}}45`$ GeV. However, nonperturbative results give the drastically different conclusion that no Higgs mass can satisfy the above bound for a top mass $`m_t=175`$ GeV . In the Minimal Supersymmetric Standard Model (MSSM), given the current LEP bound on the Higgs mass, the so-called light-stop mechanism is required to have sphaleron transitions out of equilibrium in the broken phase . Thus, the Higgs mass and the lightest stop mass define the allowed region in parameter space. However, we emphasize that recent analysis have shown that the largest allowed Higgs mass is obtained from zero temperature radiative corrections and the upper bound on the Higgs mass from the sphaleron constraint is no longer in effect as long as one has a sufficiently light stop $`m_{\stackrel{~}{t}}\stackrel{<}{_{}}170`$ GeV .
Let us now suppose that the reheating temperature $`T_rT_c`$. As we have seen in the previous section, the hot thermal bath may nonetheless reach temperatures $`T_mT_c`$. This means that the EPT may well proceed before the Universe has entered the radiation-dominated phase when reheating is completed. The only difference is that the transition takes place in a matter-dominated Universe whose expansion rate is given by Eq. (2). Electroweak baryogenesis may occur even when $`T_rT_c`$. This is a nontrivial result. The generation of the baryon asymmetry is mediated by sphaleron transitions in the unbroken phase, at a rate $`\mathrm{\Gamma }_sk\alpha _W^4T`$, where $`k0.1(`$ few $`\times \alpha _W`$) . They are in equilibrium at temperatures $`T\stackrel{<}{_{}}\left(\alpha _W^4M_pT_r^2\right)^{1/3}10^4\left(T_r/1\mathrm{GeV}\right)^{2/3}`$ GeV.
Let us now elaborate on the erasure condition. We would like to show that the requirement that sphalerons be out-of-equilibrium in the broken phase is more easily satisfied if $`T_rT_c`$ than in the standard cosmology. This is a particular case of the analysis in . At finite temperature $`T`$ the rate $`\mathrm{\Gamma }_s`$ per unit time and unit volume for fluctuations between neighboring minima with different baryon number is $`\mathrm{\Gamma }_s10^5T^4\left(\frac{\alpha _W}{4\pi }\right)^4\kappa \frac{\zeta ^7}{B^7}e^\zeta `$, where $`\zeta (T)=E_s(T)/T`$, $`E_s(T)=\left[2m_W(T)/\alpha _W\right]B(\lambda /g^2)`$ is the sphaleron energy, $`m_W(T)=\frac{1}{2}gh(T)`$, $`B1.9`$ is a function which depends weakly on the gauge and the Higgs quartic couplings $`g`$ and $`\lambda `$, $`\alpha _W=g^2/4\pi =0.033`$. Requiring $`\mathrm{\Gamma }_s/T^3\stackrel{<}{_{}}H`$ at the bubble nucleation temperature $`T_b`$ leads to the condition on $`\zeta (T_b)`$,
$$\zeta (T_b)\stackrel{>}{_{}}7\mathrm{log}\zeta (T_b)+9\mathrm{log}10+\mathrm{log}\kappa +2\mathrm{log}\left(T_r/T_b\right),$$
(3)
where $`H`$ is given in Eq. (2). This inequality is the standard one , with one crucial difference: the presence of the last term. The latter tells us that, if the reheating temperature is much smaller than $`T_c`$ (or equivalently the Universe is expanding very quickly) sphalerons go out-of-equilibrium with ease or they are never in equilibrium in the broken phase! This is one of the main results of our paper. If we assume that $`\zeta (T_b)1.2\zeta (T_c)`$ , then for $`\kappa =10^1`$ and $`T_r1(10)`$ GeV, we obtain that $`\zeta (T_c)\stackrel{>}{_{}}28(33)`$, which translates into
$$\frac{h(T_c)}{T_c}\stackrel{>}{_{}}0.77(0.92).$$
(4)
This bound has to be compared to the standard result $`h(T_c)/T_c\stackrel{>}{_{}}1`$ obtained for the same value of $`\kappa `$. This finding clearly enlarges the available region in parameter space where the sphaleron bound is satisfied and relaxes the upper bound on the stop mass in the MSSM and on the Higgs mass in other extensions of the SM. The implication for the SM is that although current LEP bounds on the Higgs mass still rule out electroweak baryogenesis, for small values of the Higgs mass the phase transition is now strong enough for sphaleron transitions to be suppressed. From the lattice results of Ref. we can determine that Eq. (4) implies that the EPT would be strong enough for baryogenesis for $`m_h\stackrel{<}{_{}}50`$ GeV. More interesting, for the MSSM in the region of allowed Higgs masses the new bound of Eqn (4) could increase the upper bound on the stop mass by about 10 GeV to $`m_{\stackrel{~}{t}}\stackrel{<}{_{}}180`$ GeV for all other parameters fixed. These and other issues are now under investigation .
One should not claim victory too soon, though. While preserving a baryon asymmetry is easier if $`T_rT_c`$, the continous decays of the scalar field $`\varphi `$ dump entropy into the thermal soup from $`T_c`$ to $`T_r`$. Indicating by $`B_c`$ the baryon asymmetry to entropy density ratio $`n_B/s`$ generated at the EPT, one finds that the final baryon asymmetry is
$$\frac{n_B}{s}B_c\left(\frac{T_r}{T_c}\right)^5.$$
(5)
This means that, for $`T_r10`$ GeV, the mechanism of baryogenesis at the electroweak scale has to be more efficient by a factor $`10^5`$ than in the standard case. This is certainly challenging, but not impossible to achieve. Parametrizing $`B_c\kappa \alpha _W^4\delta _{CP}f(v_w)`$, one would need the CP-violating phases $`\delta _{CP}`$ and the velocity of the bubble walls $`v_w`$ to be of order of unity .
Reprocessing a pre-existing asymmetry. An alternative to electroweak baryogenesis when $`T_r`$ is low is to make use of the anomalous electroweak $`(B+L)`$-violation to transform a pre-existing asymmetry in $`(BL)_L`$ into a baryon asymmetry . The Affleck-Dine mechanism is particularly attractive in our framework since it can naturally generate a lepton asymmetry when the slepton fields along the flat directions relax to their minima . This happens when the Universe is still dominated by the $`\varphi `$-oscillations and the hot plasma is still at temperatures much larger than $`T_r`$. The initial lepton asymmetry can naturally be of order unity, it gets reprocessed into baryon asymmetry by sphaleron interactions and is subsequently reduced to the observed value by the large entropy production .
A further and new possibility is that the sphalerons can reprocess a pre-existing asymmetry between the $`e_L`$ and $`e_R`$ into a baryon asymmetry . This is interesting because the only $`B`$ or $`L`$ violation required is the SM sphalerons, but the out-of equilibrium and CP violation required to generate an asymmetry can take place somewhere other than at the EPT. The idea is that the Universe starts with $`B=L=0`$, and an excess of $`e_R`$ over anti-$`e_R`$ is created during the $`\varphi `$-oscillations. The Universe is electrically neutral, so there must be asymmetries among other charged particles to compensate the $`e_R`$ charge density. The electron Yukawa is small, so the $`e_R`$ remain out of chemical equilibrium until late times. The anomalous SM $`(B+L)`$-violation is rapid, and acts only on left-handed particles, among which there is a lepton number deficit. This asymmetry in $`L_L`$ will therefore be partially transformed into a baryon asymmetry. If the $`(B+L)`$-violating processes go out of equilibrium before the $`e_R`$ comes into chemical equilibrium, then this baryon asymmetry will be preserved. In the standard cosmology, this is not the case: the sphalerons go out of equilibrium at or just after the electroweak phase transition, and the electron Yukawa comes into equilibrium before this at temperatures $`(10100)`$ TeV . However, in our scenario, the expansion rate of the Universe is faster, so it could be possible to reprocess an initial chiral asymmetry between $`e_L`$ and $`e_R`$ into a baryon asymmetry. We need to check that the $`e_R`$ are out of chemical equilibrium while the sphalerons are in equilibrium. As previously discussed, there will be $`(B+L)`$-violation in equilibrium above the electroweak phase transition if $`T_r\stackrel{>}{_{}}10`$ MeV. We can estimate the rate associated with the electron Yukawa coupling $`h_e`$ to be $`\mathrm{\Gamma }_{h_e}10^2h_e^2T`$, in which case $`\mathrm{\Gamma }_{h_e}\stackrel{>}{_{}}H`$ at $`T\stackrel{<}{_{}}30(T_r/\mathrm{GeV})^{2/3}`$ GeV. So for $`T_r\stackrel{<}{_{}}`$ a few GeV, we find that the $`e_R`$ do not come into equilibrium until after the sphalerons are out of equilibrium. This estimate suggests that an initial chiral asymmetry between $`e_R`$ and $`e_L`$ in a $`B=L=0`$ Universe can be reprocessed into a baryon asymmetry. However, the $`e_R`$ may also be brought into chemical equilibrium by anomalous processes, which we will discuss in a subsequent publication . Note that for this mechanism, the only $`B`$ or $`L`$ violation required is that already present in the Standard Model, but large amounts of CP violation or departure from equilibrium are not required at the EPT.
In conclusion, we have shown that the simple observation that – in a Universe with a low reheat temperature $`T_r`$ – the maximum temperature of the thermal bath can be much larger than $`T_r`$ has rich implications for baryogenesis. This is extremely encouraging because, after all, observationally we only know that $`T_r`$ has to be larger than a few MeV to allow primordial nucleosynthesis.
###### Acknowledgements.
We would like to thank Ian Kogan, Misha Shaposhnikov and Carlos Wagner for useful conversations. |
warning/0001/cond-mat0001169.html | ar5iv | text | # Collective Modes of Quantum Hall Stripes
## I Introduction and Summary of Results
Recently, it has been discovered that high quality two-dimensional electron systems in the quantum Hall regime (strong perpendicular magnetic field, low temperature) host states with highly anisotropic transport properties. These occur when the filling factor $`\nu =2\pi n\mathrm{}^2`$ ($`n`$ is the electron density, $`\mathrm{}=\sqrt{\mathrm{}c/eB}`$ the magnetic length and $`B`$ the magnetic field) is close to half integer with numerator not too small. The strongest effects seem to occur for $`\nu 9/2`$, with similar phenomena present at $`11/2,13/2,\mathrm{}`$ etc. Near these filling factors a large asymmetry is observed in the diagonal components of the resistivity tensor $`\rho _{xx}`$ and $`\rho _{yy}`$ that sets in below approximately $`100`$mK in GaAs systems. The resistivity ratios $`\rho _{xx}/\rho _{yy}`$ may be as large as 3500, although the effect is exaggerated by system geometry. The directions of high/low resistance are clearly correlated with the GaAs crystal axes, although the precise mechanism by which they are chosen is at present unknown. For states near $`\nu =11/2,15/2,19/2`$, etc, the high/low resistance directions may be rotated by application of an in-plane magnetic field.
States leading to this anisotropic transport are likely to be related to striped states that were found in mean-field studies of systems in which several Landau levels are filled, and the highest occupied Landau level has a partial filling $`\nu _x`$ in the range $`0.35\nu _x0.65`$. Such ordering has been shown to occur in exact diagonalization studies of finite size systems. In a seminal theoretical work, the stability of this state to thermal and quantum fluctuations was investigated by Fradkin and Kivelson, who pointed out a powerful analogy between liquid crystals and quantum Hall stripes. The analogy allows a classification of states according to symmetries; these include stripe crystal, smectic, and nematic phases. As will be shown below, at zero temperature mean-field theory predicts that the stripe crystal is lowest in energy among these. However, it has been argued that the smectic state may be stabilized by quantum or thermal fluctuations, or both. Finite temperature studies of a model representing the nematic phase yield impressive agreement with experiment of the resistance anisotropy at temperatures that are not too low. Effects of in-plane magnetic fields have been studied and have provided some understanding of the interchange of the high/low resistance directions, although the different experimental behavior for $`\nu =13/2,17/2,\mathrm{}`$ is still unexplained.
Beyond transport studies, low-dimensional electron systems may be probed by coupling to their collective modes, for example via inelastic light scattering or surface acoustic waves. These collective modes for quantum Hall stripes are the subject of this study. Our method will be the time-dependent Hartree-Fock approximation in the form developed by Côté and MacDonald . The method requires a static Hartree-Fock groundstate around which we can compute excitations. The simplest form for such state is to treat the completely filled $`N1`$ Landau levels as inert, and form a one dimensional array of alternating filled and empty guiding center states in the partially filled $`N`$th Landau level. In this approximation, the low energy Hamiltonian for the partially filled level may be mapped to the lowest Landau level, with a modified electron-electron interaction. This modification is responsible for the low energy of stripe ordering in this system.
We find, however, that uniform stripe states are unstable within the Hartree-Fock approximation to formation of modulations along the stripes. The resulting state is essentially an ordered array of one-dimensional crystals, i.e., a “stripe crystal” . Fig. 1 illustrates the charge density for a stripe crystal phase. The amplitude of the density modulation along the stripe is small; nevertheless, the energy gained in going from uniform stripes to the stripe crystal is considerable. For example, for $`\nu _x=0.5`$ in the $`N=3`$ Landau level, the striped phase is found to have energy per particle of $`0.279691`$ in units of $`e^2/\kappa \mathrm{}`$ (here $`\kappa `$ is the dielectric constant; this will be our unit of energy throughout this paper), while the stripe crystal has energy $`0.281465`$. For the parameters of Ref. , the energy difference between these two states is 112 mK, well above the temperatures for which anisotropic transport is observed. Similar results are found at other values of both $`N`$ and $`\nu _x`$.
The energy lowering in forming modulations along the stripes is largely an intrastripe effect. For example, one may compute the energy of a stripe crystal with a rectangular unit cell rather than the oblique one illustrated in Fig. 1. The modulations of the stripes in this state are “in-phase”, requiring an additional Hartree energy. However, due to the weakness of the modulations and the long-range nature of the Coulomb interaction, the quantitative value of this energy cost is minuscule, of the order $`10^8e^2/\kappa \mathrm{}10^6`$ K. Thus, the chains may easily slide past one another. Certainly, at any experimentally attainable temperature, the crystal will melt into a series of thermally and quantum disordered one-dimensional crystals.
In principle, at zero temperature Hartree-Fock theory predicts the system locks into a stripe crystal. The collective modes around this state may be characterized by wavevectors $`𝐤=(k_{},k_{})`$, where $`k_{}`$ is the wavevector component parallel to the stripes and $`k_{}`$ is the perpendicular component. The low energy collective modes are phonons, and in principle are gapped everywhere except at $`𝐤=0`$. In practice, because of the small energy scale associated with locking, we find nearly gapless modes whenever $`k_{}=0`$, independent of $`k_{}`$; the gaps are barely resolved by our numerical technique, and are far below currently experimentally attainable temperature scales. The low energy collective modes are thus highly reminiscent of what is expected for a smectic state.
Fig. 2 illustrates the phonon modes for several values of $`k_{}`$ as a function of $`k_{}`$, computed using the time-dependent Hartree-Fock approximation (TDHFA) as described below. Several important features are worth noting.
(1) The modes disperse linearly except for $`k_{}=0`$, which disperses more slowly. As shown below, this is consistent with a harmonic theory of a charged smectic system in a magnetic field. The apparent absence of a gap for $`k_{}0`$ arises because in these collective modes the motion of the electrons is parallel to the stripe direction. (This can be seen from the eigenvector of the phonon mode from which one can compute the motion of the stripes in real space. See Ref. for details.) The gap is then controlled by interactions of the modulations in different stripes, which is very weak in this system.
(2) For larger values of $`k_{}`$, the modes become independent of $`k_{}`$. Physically, this arises because the phonon modes are nearly longitudinal for large $`k_{}`$, involving motion of the stripe modulations but no significant motion of the positions of the stripes relative to one another . Since the stripe modulations communicate so weakly, the relative phase of motion between stripes has practically no effect on the energy of the mode – hence, no $`k_{}`$ dependence.
(3) As might be expected, a gap opens up near $`k_{}=\pm \pi /b`$, where $`b`$ is the distance between modulations of a stripe. This leads to a local maximum in the phonon dispersion. In light of (2) above, and as may be seen explicitly in Fig. 2, the maximum is extremely flat along the $`k_{}`$ direction. As a result, there is a large phonon density of states (DOS) at this energy, as illustrated in Fig. 3. Other minima and maxima appear in the phonon dispersion which also contribute to structure in the DOS, most notably a double peak at approximately half the energy of the $`\pi /b`$ peak. Such structures may be observable in inelastic light scattering, and their detection would yield optical evidence of stripe ordering in this system.
(4) A very low energy mode appears along the Brillouin zone boundary at $`k_{}=\pm \pi /a`$ ($`a`$ is the separation between the stripes) near $`k_{}=\pm \pi /2b.`$ As $`\left|\nu 0.5\right|`$ increases, this mode becomes soft (vanishing in energy) just above $`\left|\nu 0.5\right|=0.1`$. This indicates a second order phase transition and increased structure in the stripe state as one moves sufficiently away from half-filling. This may indicate a second order phase transition into a “bubble phase” or some precursor of this phase. Alternatively, it may represent a buckling instability, in which neighboring maxima within a stripe displace perpendicular to the stripe and antiparallel to one another. (Such instabilities are known to occur at Wigner crystal edges .) The precise motion of the charge in the soft mode is quite complex . Work is currently underway to determine the precise nature of the groundstate after the instability has occured.
In addition to the low energy phonon modes, the stripe phases support magnetoplasmon modes and spin wave modes, and we have explicitly computed them in TDHFA. Fig. 4 illustrates an example of the magnetoplasmon modes appearing as poles of the density response function in the first Brillouin zone. The several apparent branches may be understood when the structure is compared to analogous modes for a liquid state (no stripes) of the same partially filled Landau level, illustrated by the solid lines in the same figure. One may see that folding higher order Brillouin zones into the first roughly generates the modes captured by the TDHFA. One may thus treat the effect of stripe ordering on these high energy modes to a first approximation as that of a periodic potential on an electron gas. A similar effect occurs for the spin-wave modes. This does not occur for the phonon modes because no such modes exist in the liquid state.
The presence of several branches of modes near small values of $`k`$ in principle may be detected by optical or surface acoustic wave methods. Such an observation would constitute a relatively direct demonstration of striped ordering since it indicates zone-folding effects associated with a unidirectional periodic modulation.
The remainder of this article is organized as follows. In Section II, the Hartree-Fock method used to generate mean-field states is briefly discussed, and some more details of the results are provided. Section III briefly outlines the method used to obtain collective modes, and presents the remainder of our results for collective modes, both in the stripe state and, for comparison, in the liquid state. We conclude with a summary (Section IV). There are three Appendices. Appendix A provides some details of the proper formulation for TDHFA in high Landau levels in general and striped states in particular. Analytic expressions for collective modes of liquid states for partially filled Landau levels are presented in Appendix B. Appendix C describes a simple elastic theory demonstrating that the results of the TDHFA can be described at long wavelengths by a system with smectic order.
## II Hartree-Fock Approximation
In this Section we briefly review the Hartree-Fock approximation (HFA) as developed in Ref. ; some further details are presented in Appendix A. The fundamental quantities in this approach are the operators
$$\rho _{n,m}^{\alpha ,\beta }\left(𝐪\right)=\frac{1}{N_\phi }\underset{X}{}\mathrm{exp}\left[iq_xXiq_xq_y\mathrm{}^2\right]c_{n,\alpha ,X}^{}c_{m,\beta ,X+q_y\mathrm{}^2},$$
(1)
where $`n,m`$ denote Landau level indices, $`N_\phi `$ is the Landau level degeneracy, $`X`$ are guiding center coordinate quantum numbers and $`\alpha ,\beta =\pm `$ are spin indices. In the HFA, these quantities are evaluated for a single Slater determinant state, which is accomplished by solving the HFA equation of motion for the Green’s function
$$G_{n,m}^{\alpha ,\beta }(𝐆,\tau )\frac{1}{N_\phi }\underset{X}{}Tc_{n,\alpha ,X}(\tau )c_{m,\beta ,XG_y\mathrm{}^2}^{}\left(0\right)\mathrm{exp}\left[iG_xX+iG_xG_y\mathrm{}^2/2\right],$$
(2)
with $`\left\{𝐆\right\}`$ the ensemble of reciprocal lattice vectors of some assumed crystal structure. The HFA to the groundstate expectation values of $`\rho _{n,m}^{\alpha ,\beta }\left(𝐪\right)`$ are non-zero only for $`𝐪`$ on the reciprocal lattice, and are readily obtained from
$$\rho _{n,m}^{\alpha ,\beta }\left(𝐆\right)=G_{m,n}^{\beta ,\alpha }\left(𝐆,\tau =0^{}\right).$$
(3)
Hartree-Fock energies, electron densities and response functions may be computed from $`\left\{\rho _{n,m}^{\alpha ,\beta }\left(𝐆\right)\right\}`$.
For filling factors $`\nu =2N+\stackrel{~}{\nu }`$, a further simplification/approximation is to project the Hamiltonian into the single $`Nth`$ Landau level, which is formally appropriate when the electron-electron interaction scale $`e^2/\kappa \mathrm{}`$ is much smaller than the cyclotron energy $`\omega _c`$ (we take $`\mathrm{}=1`$ throughout this paper). While in experimental situations these energy scales are comparable, calculations retaining several Landau levels show that, for magnetic fields and electron densities relevant to Ref. , Landau level mixing lowers the Hartree-Fock energy by $`10^4e^2/\kappa \mathrm{}`$ for the striped state. This is sufficiently small to be neglected for our present study, and we effectively retain only a single Landau level in our static HFA calculations. Assuming also that there is no spin texture in the ground-state, and denoting by the index $`p`$ the partially filled Landau level, we have for $`\stackrel{~}{\nu }<1`$
$$\{\begin{array}{ccc}\rho _m^\alpha \left(𝐆\right)=\delta _{𝐆,0},\hfill & \mathrm{if}& m<p;\\ \rho _m^+\left(𝐆\right)0,\rho _m^+\left(\mathrm{𝟎}\right)=\stackrel{~}{\nu },\hfill & \mathrm{if}& m=p;\\ \rho _m^{}\left(𝐆\right)=0,\hfill & \mathrm{if}& m=p;\\ \rho _m^\alpha \left(𝐆\right)=0,\hfill & \mathrm{if}& m>p,\end{array}$$
(4)
while for $`\stackrel{~}{\nu }>1,`$
$$\{\begin{array}{ccc}\rho _m^\alpha \left(𝐆\right)=\delta _{𝐆,0},\hfill & \mathrm{if}& m<p;\\ \rho _m^+\left(𝐆\right)=\delta _{𝐆,0},\hfill & \mathrm{if}& m=p;\\ \rho _m^{}\left(𝐆\right)0,\rho _m^{}\left(\mathrm{𝟎}\right)=\stackrel{~}{\nu }\hfill & \mathrm{if}& m=p;\\ \rho _m^\alpha \left(𝐆\right)=0,\hfill & \mathrm{if}& m>p.\end{array}$$
(5)
We have defined $`\rho _n^\alpha \left(𝐆\right)\rho _{n,n}^{\alpha ,\alpha }\left(𝐆\right)`$ to simplify the notation.
With our approximations, the filled levels are inert and cause only a shift of the ground-state energy. Up to an unimportant constant, the interaction energy per particle of the Hartree-Fock state is then
$$E_{\mathrm{int}}^{HF}=\frac{1}{2\nu _x}\underset{𝐆}{}\left[H_{pp}\left(𝐆\right)\left(1\delta _{𝐆,0}\right)X_{pp}\left(𝐆\right)\right]\left|\rho _p^\alpha \left(𝐆\right)\right|^2,$$
(6)
where $`\alpha =+`$ $`()`$ and $`\nu _x=\stackrel{~}{\nu }(\stackrel{~}{\nu }1)`$ if $`\stackrel{~}{\nu }<1`$ ($`\stackrel{~}{\nu }>1`$), and
$`H_{pp}\left(𝐆\right)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right){\displaystyle \frac{1}{G\mathrm{}}}e^{\frac{G^2\mathrm{}^2}{2}}\left[L_p^0\left({\displaystyle \frac{G^2\mathrm{}^2}{2}}\right)\right]^2,`$ (7)
$`X_{pp}\left(𝐆\right)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right)\sqrt{2}{\displaystyle _0^{\mathrm{}}}𝑑xe^{x^2}\left[L_p^0\left(x^2\right)\right]^2J_0\left(\sqrt{2}xG\mathrm{}\right),`$ (8)
with $`J_0\left(x\right)`$ the Bessel function of order zero and $`V\left(𝐪\right)=2\pi e^2/q`$ the Fourier transform of the electron-electron interaction, for which we use the unscreened Coulomb form. The functions $`L_n^m\left(x\right)`$ are generalized Laguerre polynomials.
To solve the Hartree-Fock equations, some guess is necessary for the crystal structure of the groundstate to specify the set $`\left\{𝐆\right\}`$. The simplest structure for the stripes is a one-dimensional array with lattice constant $`a`$. Writing $`c_{p,\alpha ,X}c_X`$, for $`\alpha =+`$ such states are characterized by order parameters
$$c_X^{}c_X^{}=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{\Theta }\left[X(n\stackrel{~}{\nu }/2)a\right]\mathrm{\Theta }\left[(n+\stackrel{~}{\nu }/2)aX\right]\delta _{X,X^{}}.$$
(9)
The density profile of the crystal phase is obtained from the relation
$$n\left(𝐫\right)=\frac{1}{2\pi \mathrm{}^2}\underset{𝐆}{}\rho _p^\alpha \left(𝐆\right)F_{p,p}\left(𝐆\right)e^{i𝐆𝐫},$$
(10)
where $`F_{p,p}\left(𝐆\right)`$ is a form factor for electrons in level $`p`$ (see Appendix A). One can also compute a “density” profile corresponding to the guiding centers instead of the real density by using
$$n\left(𝐫\right)_{GC}=\underset{𝐆}{}\rho _p^\alpha \left(𝐆\right)e^{i𝐆𝐫}.$$
(11)
Such states have been studied for a number of purposes and provide a good first approximation to the Hartree-Fock groundstate at the filling factors of interest. However, within the HFA, this state is not stable and cannot be used as a starting point for collective mode calculations: the resulting response functions are unphysical. That this uniform stripe state is not a minimum of the energy within the space of single Slater determinants may be understood as follows. The interaction energy (Eq. (6)) for uniform stripes may be written as $`E_{\mathrm{int}}^{HF}=\frac{1}{2}_X^{}\epsilon _X`$, where $`\epsilon _X`$ are the eigenvalues of the Hartree-Fock Hamiltonian, and the prime indicates a sum over the $`N_p`$ lowest states, $`N_p`$ being the number of particles in the partially filled level. The single-particle spectrum $`\epsilon _X`$ has a well-defined Fermi energy $`E_F`$ with eigenvalues arbitrarily close to it. By introducing a one-dimensional modulation along the stripes, a gap is opened at the Fermi energy, the eigenvalues $`\epsilon _X`$ below $`E_F`$ are pushed down, and the total energy is lowered. The resulting state is an array of one-dimensional crystals; i.e., a stripe crystal. The collective modes presented below are all for such stripe crystal states.
We conclude this section with some remarks about the results of the HFA. An example of the density modulation $`n\left(𝐫\right)`$ in a stripe crystal state is presented in Fig. 1. Results for other Landau level indices $`n2`$ and partial fillings $`\nu _x0.5`$ are qualitatively similar to this. Two points are worth mentioning. (1) The amplitude of the density modulations in real space are relatively weak, across the stripes and even more so along them. Nevertheless, we will see in the collective mode spectra clear signatures of both periodicities. It is interesting to note that the weakness of the intrastripe modulations is due mostly to the form factors of the $`Nth`$ Landau level; if one views the “guiding center density” as defined in Eq. (11) the intrastripe modulations are quite pronounced (cf. ). (2) The stripe crystal states studied here break particle-hole symmetry; there are separate electron and hole stripe crystal solutions to the HFA which at $`\nu _x=1/2`$ are degenerate. For $`\nu _x<(>)1/2`$, the electron (hole) crystal is lower in energy.
## III Collective Modes in the TDHFA
To obtain the dispersion relation of the collective excitations we compute the matrix of response functions
$$\chi _{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\tau )=N_\phi T\stackrel{~}{\rho }_{n_1,n_2}^{\alpha ,\beta }(𝐤+𝐆,\tau )\stackrel{~}{\rho }_{n_3,n_4}^{\gamma ,\delta }(𝐤𝐆^{},0),$$
(12)
where $`\stackrel{~}{\rho }(𝐪,\tau )=\rho (𝐪,\tau )\rho \left(𝐪\right)`$ and $`𝐤`$ is a vector in the first Brillouin zone of the lattice. The collective excitations appear as poles of the dynamical response functions and their dispersion relation is obtained by tracking these poles for several values of $`𝐤`$ in the first Brillouin zone. Since the order parameters of Eq. (4) were obtained in the Hartree-Fock approximation, a conserving approximation for the response functions is obtained in the time-dependent Hartree-Fock approximation (TDHFA). In Ref. , it was shown that the equation of motion of this matrix of response functions, in the TDHFA, can be written schematically as $`\left[I\left(\omega +i\delta \right)A\right]\chi =B`$ where $`A`$ and $`B`$ are matrices that depend on matrix elements of the direct and exchange interactions and on the order parameters $`\left\{\rho _m^\alpha \left(𝐆\right)\right\}`$ only. All response functions can then be obtained by solving numerically an eigenvalue equation. In the simplest case (for the intra-Landau level excitation, for example), $`\chi `$ consists of only one response function and accurate results are easy to obtain. In other cases such as for the magnetoplasmon excitations, response functions involving transitions to different Landau levels are coupled and the matrix $`\chi `$ becomes rapidly very large. Our method is thus limited by the size of the matrices $`\chi `$ that we can handled numerically. Details of the calculation are given in Appendix A; here we present only the results. For concreteness, we focus on a partially filled Landau level of index $`N=3`$ and spin $`\alpha =+`$, with $`\stackrel{~}{\nu }=0.45.`$ Results for other partial fillings, Landau level indices, and spins are qualitatively similar.
To limit the size of the matrix $`\chi `$ we study the collective excitations with $`\omega (k=0)`$ around $`n\omega _c\pm mg^{}\mu _BB`$ with $`m,n=0`$ or $`1`$. We assume that $`\omega _c`$ is sufficiently large that coupling among excitations near $`n\omega _c`$ and $`n^{}\omega _c`$ may be ignored if $`nn^{}`$. For comparison, we compute the same dispersion relations (when they exist) in the liquid phase $`i.e.`$ in a homogeneous phase with the same filling factor. The dispersions in that case are simply obtained by replacing Eq.(4) with $`\rho _3^+\left(𝐆=\mathrm{𝟎}\right)=\stackrel{~}{\nu }`$ and setting all other order parameters to zero. Many, but not all, of the results we find may be understood in terms liquid-like collective modes, whose features have been folded into the first Brillouin zone by the periodicity of the striped state.
There are five types of modes that we consider: (a) $`n=0`$: The phonon mode (present in the stripe crystal phase only) appears as a pole of $`\chi _{nn}=\chi _{p,p,p,p}^{+,+,+,+}`$ while the spin-wave mode $`\omega _{SW}\left(𝐤\right)`$ is a pole of $`\chi _\sigma _{}=\chi _{p,p,p,p}^{+,,,+}`$, which, according to Larmor’s theorem, should have $`\omega _{SW}(0)=g^{}\mu _BB.`$ (b) $`n=1`$: There are three magnetoplasmon modes in $`\chi _{nn}`$ that also appear in $`\chi _{\sigma _z}(\chi ^{++++}\chi {}_{}{}^{++}\chi ^{++}+\chi ^{})/4`$ but with different weight. These three magnetoplasmon modes originate from the fact that there are three possible transitions with pole around $`\omega _c`$, $`i.e.`$ $`(2,+)(3,+),(2,)(3,)`$ and $`(3,+)(4,+)`$. The Coulomb interaction mixes these three modes, with the resulting dispersion branches being quite complex even in the liquid phase. A spin-flip mode with $`\delta S_z=+1`$ appears as a pole of $`\chi _{\sigma _+}\chi ^{++}`$. The only possible transition is $`(2,)(3,+)`$ and there is correspondingly only a single branch in the dispersion. We will refer to this mode as the $`\omega _{SF+}`$ mode. Finally, a pair of spin-flip modes with $`\delta S_z=1`$ appear as poles of $`\chi _\sigma _{}\chi ^{++}`$. These descend from transitions of the form $`(2,+)(3,),(3,+)(4,)`$. We will refer to these two modes as the $`\omega _{SF}`$ modes.
### A Dispersion relation in the liquid phase
Figs. 5 and 6 show the dispersion relation of the five modes for filling factor $`\stackrel{~}{\nu }=0.45`$ in the $`N=3`$ Landau level, in the liquid phase. The complex dispersion relations are due in part to the generalized Laguerre polynomial entering in the matrix elements of the Hartree-Fock interaction which is responsible for the three minima appearing in all these curves. In these figures (and all others that follow), we have substracted the constant term $`n\omega _c\pm mg^{}\mu _BB`$. Note that two of the magnetoplasmon modes disperses from $`\omega _c`$ (as expected from Kohn’s theorem) while the third one is gapped. The higher energy mode that disperses very rapidly is stronger in the density response function $`\chi _{nn}`$ while the lowest-energy mode is stronger in $`\chi _{\sigma _z}`$. The middle mode becomes very weak in both response functions as $`k0`$.
¿From Fig. 6, we see that the spin wave mode disperses from $`g^{}\mu _BB`$ as expected from Larmor’s theorem. The inter-Landau-level excitations $`\omega _{SF+}`$ and $`\omega _{SF},`$ however, have their gaps $`\omega _{SF+}\left(0\right)=\omega _cg^{}\mu _BB`$ and $`\omega _{SF}\left(0\right)=\omega _c+g^{}\mu _BB`$ strongly renormalized by the self-energy and vertex corrections.
### B Phonons
For the stripe phase, we consider the configuration of Fig. 1 where the electrons on one stripe are displaced with respect to the electrons on the other stripes. This stripe crystal can be described by an oblique unit cell with one electron or alternatively by a rectangular unit cell with two electrons. In the inset of Fig. 2, we show the Brillouin zone of the oblique unit cell that extend to $`k_{}\mathrm{}=\pm \mathrm{\hspace{0.17em}0.44}`$ and to $`k_{}\mathrm{}=\pm \mathrm{\hspace{0.17em}1.64}`$.
Unlike the homogeneous liquid phase, the stripe crystal phase can sustain a phonon mode. The dispersion relation of this mode is presented in Fig. 2. As discussed in the introduction, the most striking feature of the result is the line of nearly gapless modes along $`k_{}=0`$. Generically, for a crystal one expects phonon modes to be gapped everywhere except at $`𝐤=0`$. A careful examination of the small $`k_{}`$ limit is consistent with this, although a precise determination of the gap is difficult because the mode weights become very small in this limit. We estimate the gaps along the $`k_{}`$ line to be in the range $`10^710^8e^2/\kappa \mathrm{}`$, which is far smaller than any experimentally accessible temperature. Physically, this indicates the stripes are free to slide past one another due to thermal fluctuations.
In the inset of Fig. 2, we show the dispersion relation along $`k_{}`$ for several values of $`k_{}`$. One sees that the phonons disperse linearly except for $`k_{}=0`$ where they disperse more slowly. In Appendix C, we show that this is consistent with a harmonic theory of a charged smectic system in a magnetic field. Another point worth mentioning is that for larger values of $`k_{}`$ the dispersion in $`k_{}`$ becomes almost independent of $`k_{}`$. By direct examination of the charge motion in several such collective modes, we have found that this arises because the phonon modes are nearly longitudinal for large $`k_{}`$; they do not involve significant motion of the positions of the stripes relative to one another. Since the stripe modulations communicate so weakly, the relative phase of motion between stripes has practically no effect on the energy of the mode. As discussed in the Introduction, this results in resonances in the collective mode density of states that might be observed in inelastic light scattering. A particularly strong such resonance occurs due to the additional flatness of the dispersion near the Brillouin zone boundary along the direction of the stripes (see Fig. 2) where a gap opens up separating the “acoustic” from the “optical” modes.
Finally, as discussed in the Introduction, a soft mode appears that indicates an instability of the modulated stripe state studied here for $`\stackrel{~}{\nu }`$ just below $`0.40`$, suggesting at these lower fillings that the correct groundstate will have more structure. We note that this instability indicates a second-order transition, in contrast to the first-order transition found near $`\stackrel{~}{\nu }0.36`$ between stripe and “bubble” states studied in Ref. . The result may indicate that a precursor of the bubble phase develops within the stripe phase, perhaps in which the bubbles are elongated rather than circular. It is also possible that the stripes have a buckling instability in analogy with similar behavior previously noted for Wigner crystal edges.
### C Higher Energy Modes
Unlike the phonon mode, the four other excitations that we consider also exist in the liquid phase. To understand the effect of the stripes, we plot the dispersion relations obtained in the stripes and liquid phases together. A few comments on these results are in order before we present them. For the liquid, we fold the modes in the first Brillouin zone of the stripe crystal and keep the lowest-energy branches $`\left\{\omega \left(𝐤+𝐆\right)\right\}`$. Along the direction perpendicular to the stripes, the lowest-energy branches correspond mostly to the functions $`\omega \left(k_{}+nG_{},k_{}=0\right)`$ with $`n=0,\pm 1,\pm 2,\mathrm{}`$ In the direction of the stripes, they correspond mostly to the curves $`\omega \left(k_{}=nG_{},k_{}\right).`$ In this case, however, the curves with $`n=\pm 1,\pm 2,\pm 3,\mathrm{}`$ have the same energies in the liquid; i.e., are degenerate. (The thick lines in the figures represent $`n=0`$ which is not degenerate). This degeneracy is sometimes lifted in the stripe phase. Note that this Brillouin zone folding of the liquid dispersions introduces a large number of branches. It is not possible to track all the corresponding poles in the stripe phase. We thus sometimes show only a small subset of these modes corresponding to low-energy excitations. Because we keep only the most intense poles and because the relative intensity changes as $`𝐤`$ spans the Brillouin zone, the dispersions sometimes appear discontinuous for the stripe phase; this is because the mode weights fall below our threshold for plotting them. Note that the zone-folding effects lead to the presence of several branches near small values of $`𝐤.`$ In principle, these excitations could be detected by optical or surface acoustic wave methods and would thus represent a direct demonstration of the stripe ordering.
#### 1 Spin Waves
For GaAs systems, under most circumstances $`g^{}\mu _BB<<\mathrm{}\omega _c`$, so that spin waves are the lowest energy modes after the phonons. Figs. 7 and 8 show the dispersion relation obtained for the spin waves. The most striking difference between the zone-folded liquid results and the spin waves of the stripe state is a dramatic anisotropy in the gap opening at the Brillouin zone boundary. This gap is much larger at the boundary for large $`k_{}`$ than the corresponding one for large $`k_{}`$. Certainly, part of the explanation is that the density modulations responsible for the latter is much smaller than that of the former. However, the gap at large $`k_{}`$ is much larger than, for example, the corresponding gap in the magnetoplasmons, discussed below. This strong many-body effect may be related to electrons at the stripe edges having a small local spin stiffness relative to those in the liquid state or in the center of the stripes. In any case, this many-body effect results in a branch of spin waves with surprisingly low energy.
#### 2 Magnetoplasmons
Figs. 4 and 9 show the dispersion relation obtained in the stripe phase for the magnetoplasmon modes. To capture all the three branches, we show poles obtained from both the density and spin response functions $`\chi _{nn}`$ and $`\chi _{\sigma _z}`$. Because the three corresponding branches in the liquid are almost flat at large wave vector, the folding of the modes in the first Brillouin zone introduces many branches at small energy. It is quite clear, however, that the dispersion obtained in the stripe phase follows closely that of the liquid, with small gaps at the Brillouin zone edges and some lifting of degeneracy in the $`k_{}`$ direction.
#### 3 Spin Flip Excitations
Some of the spin flip excitations seem to follow behavior reminiscent of our results for the magnetoplasmons, closely following the liquid results, whereas others undergo strong many-body renormalizations, as we found for spin waves. Fig. 10 shows the dispersion for the $`\omega _{SF}`$ mode. (In these figures, we show only the low-energy excitations because the liquid modes become very complicated at higher energies.) One can see the direct correpondance between the liquid phase dispersions and those of the stripe states. As for the magnetoplasmons, these differ by gap openings and the lifting of degeneracies. For the $`\omega _{SF+}`$ mode, as for the spin wave mode, the dispersion relation of the lowest-energy branches are quite close to the corresponding liquid result. For higher branches, however, the stripes ordering lead to important changes as can be seen in Fig. 11. The difference between the behaviors of $`\omega _{SF+}`$ and $`\omega _{SF}`$ is very likely related to the presence of two branches of the former in the liquid state which may be mixed by the stripe ordering, whereas only a single branch exists in the latter.
## IV Summary
In this work we have studied collective mode of stripe states for quantum Hall systems. The lowest energy states are phonons, with a line in the Brillouin zone of extremely low energy states, making the resulting low-energy physics of this system that of a charged, two-dimensional smectic in a magnetic field. We also found signatures in the phonon density of states indicative of stripe ordering that should be detectable in inelastic light scattering, and a soft mode that indicates an instability of the stripe state for partial fillings sufficiently far from $`1/2`$. Results for spin waves, magnetoplasmon, and spin-flip excitations were also presented, which in a first approximation could be understood in terms of zone-folding of corresponding excitations for the liquid state. Some of these, however, underwent strong renormalizations due to electron-electron interactions; in particular, we found a surprisingly low-energy branch in the spin wave spectrum due to this effect.
The form of the low energy physics of this system has important consequences for quantum fluctuation effects on the stripe crystal state, particularly the stability of the crystal as well as pinning by disorder. Some of this has been discussed previously; a more detailed study will be presented in future work.
Acknowledgements – The authors would like to thank Dr. Hangmo Yi for many useful discussions, as well as helpful discussions with Allan MacDonald and Matthew Fisher in the initial stages of this work. This work was supported by NSF Grant Nos. DMR-98-70681 and PHY94-07194, by the Research Corporation and by the National Science and Engineering Research Council of Canada. HAF thanks the Institute for Theoretical Physics at Santa Barbara, where this work was initiated, for its hospitality.
## A Details of the TDHFA
In this Appendix we discuss the proper formulation of the TDHFA in high Landau levels. The basic approach follows that of Ref. ; however, there are important details involved in computing inter-Landau level excitations that have been treated incorrectly in the literature, leading to results that do not correctly include the exchange self-energy corrections to these excitations. We present here a correct formulation of the TDHFA that avoids such errors and respects Kohn’s theorem.
### 1 Static Hartree-Fock Approximation
We begin by briefly reviewing the relevant equations for HFA that will be needed in our formulation of the TDHFA; details may be found in Ref. . Our model HF Hamiltonian is
$$H_{HF}=N_\phi \underset{n,\alpha }{}\epsilon _{n,\alpha }\rho _{n,\alpha }\left(0\right)+N_\phi \underset{n,\alpha }{}\underset{𝐆}{}U_n^\alpha \left(𝐆\right)\rho _n^\alpha \left(𝐆\right),$$
(A1)
where
$$\epsilon _{n,\alpha }=\left(n+1/2\right)\omega _c\alpha g^{}\mu _BB/2.$$
(A2)
The Hartree-Fock effective potential $`U_n^\alpha \left(𝐆\right)`$ is given by
$`U_n^\alpha \left(𝐆\right)`$ $`=`$ $`{\displaystyle \underset{m}{}}{\displaystyle \underset{\beta }{}}\left[H(m,m,n,n;𝐆)\delta _{\alpha ,\beta }X(m,n,n,m;𝐆)\right]\rho _m^\beta \left(𝐆\right)`$ (A3)
$``$ $`{\displaystyle \underset{m}{}}{\displaystyle \underset{\beta }{}}\left[H_{m,n}\left(𝐆\right)\delta _{\alpha ,\beta }X_{m,n}\left(𝐆\right)\right]\rho _m^\beta \left(𝐆\right).`$ (A4)
For completeness, we give here the form of the Hartree and Fock interactions that enter into the calculation of the self-energy corrections to the collective excitations:
$`H_{m,n}\left(𝐪\right)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right){\displaystyle \frac{1}{q\mathrm{}}}e^{\frac{q^2\mathrm{}^2}{2}}L_m^0\left({\displaystyle \frac{q^2\mathrm{}^2}{2}}\right)L_n^0\left({\displaystyle \frac{q^2\mathrm{}^2}{2}}\right),`$ (A5)
$`X_{m,n}\left(𝐪\right)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right)\sqrt{2}\left({\displaystyle \frac{n!}{m!}}\right){\displaystyle _0^{\mathrm{}}}𝑑xx^{2\left(mn\right)}e^{x^2}\left[L_n^{mn}\left(x^2\right)\right]^2J_0\left(\sqrt{2}xq\mathrm{}\right)\text{ (for }nm\text{)}.`$ (A6)
For $`n>m,`$ we use $`X_{n,m}\left(𝐪\right)=X_{m,n}\left(𝐪\right)`$.
The effective interactions appearing in Eq.(A3) are a subset of the more general form
$`H(n_1,n_2,n_3,n_4;𝐪)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right)\left({\displaystyle \frac{1}{2\pi e^2\mathrm{}}}\right)V\left(𝐪\right)F_{n_1,n_2}\left(𝐪\right)F_{n_3,n_4}\left(𝐪\right),`$ (A7)
$`X(n_1,n_2,n_3,n_4;𝐪)`$ $`=`$ $`\left({\displaystyle \frac{e^2}{\kappa \mathrm{}}}\right)\left({\displaystyle \frac{\mathrm{}}{e^2}}\right){\displaystyle \frac{d^2q^{}}{\left(2\pi \right)^2}V\left(𝐪^{}\right)F_{n_1,n_2}\left(𝐪^{}\right)F_{n_3,n_4}\left(𝐪^{}\right)e^{i𝐪\times 𝐪^{}\mathrm{}^2}},`$ (A8)
that we need to derive the TDHFA. We take $`V\left(𝐪\right)=2\pi e^2/q`$. (We use the two-dimensional cross product as a short form for $`𝐪\times 𝐆q_xG_yq_yG_x`$). These interactions contain the form factors
$$F_{n,m}\left(𝐪\right)=\left(\frac{m!}{n!}\right)^{1/2}\left(\frac{\left(q_y+iq_x\mathrm{}\right)}{\sqrt{2}}\right)^{nm}\mathrm{exp}\left[\frac{q^2\mathrm{}^2}{4}\right]L_m^{nm}\left(\frac{q^2\mathrm{}^2}{2}\right),$$
(A9)
for $`mn`$, where $`L_n^\alpha \left(x\right)`$ is the generalized Laguerre polynomial. Note that $`F_{n,m}\left(𝐪\right)=\left[F_{m,n}\left(𝐪\right)\right]^{}.`$ We remark that the effective potential in any Landau level $`n,\alpha `$ depends on the occupation of the other levels, as does the energy of the electrons in that level. This self-energy shift differs from one level to another, and makes an important contribution to the energy of inter-Landau level excitations.
The single particle Green’s function of Eq.(2) obeys, under the Hamiltonian of Eq. (A1), the equation of motion
$$\left[i\omega _n\left(\epsilon _n^\alpha \mu \right)\right]G_n^\alpha (𝐆,i\omega _n)\underset{𝐆^{}}{}W_n^\alpha \left(𝐆𝐆^{}\right)G_n^\alpha (𝐆^{},i\omega _n)=\delta _{𝐆,0},$$
(A10)
where $`\mu `$ is the chemical potential and
$$W_n^\alpha \left(𝐆𝐆^{}\right)U_n^\alpha \left(𝐆^{}𝐆\right)e^{i𝐆\times 𝐆^{}\mathrm{}^2/2}.$$
(A11)
Eq.(A10) can be solved numerically to compute the densities $`\rho _n^\sigma \left(𝐆\right)`$ as explained in Ref. .
### 2 Time-Dependent Hartree-Fock Approximation
The two-particle Green’s functions are defined by Eq. (12). In the TDHFA, they obey an equation of motion that we write as
$`\left[i\mathrm{\Omega }_n+\left(\epsilon _{n_1,\alpha }\epsilon _{n_2,\beta }\right)\right]\chi _{n_1,n_2,n_3,n_4}^{(0)\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\mathrm{\Omega }_n)`$ (A12)
$`+{\displaystyle \underset{𝐆^{\prime \prime }}{}}\left[\gamma _{𝐆,𝐆^{\prime \prime }}^{}\left(𝐤\right)U_{n_1}^\alpha \left(𝐆^{\prime \prime }𝐆\right)\gamma _{𝐆,𝐆^{\prime \prime }}\left(𝐤\right)U_{n_2}^\beta \left(𝐆^{\prime \prime }𝐆\right)\right]\chi _{n_1,n_2,n_3,n_4}^{(0)\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆^{\prime \prime },𝐤+𝐆^{},\mathrm{\Omega }_n)`$ (A13)
$`=\delta _{n_1,n_4}\delta _{n_2,n_3}\delta _{\alpha ,\delta }\delta _{\beta ,\gamma }\left[\gamma _{𝐆,𝐆^{}}^{}\left(𝐤\right)\rho _{n_1}^\alpha \left(𝐆𝐆^{}\right)\gamma _{𝐆,𝐆^{}}\left(𝐤\right)\rho _{n_2}^\beta \left(𝐆𝐆^{}\right)\right],`$ (A14)
$`\stackrel{~}{\chi }_{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\mathrm{\Omega }_n)`$ $`=\chi _{n_1,n_2,n_3,n_4}^{(0)\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\mathrm{\Omega }_n)`$ (A15)
$`{\displaystyle \underset{n_5,\mathrm{}n_8}{}}{\displaystyle \underset{\eta \nu }{}}{\displaystyle \underset{𝐆^{\prime \prime }}{}}\chi _{n_1,n_2,n_5,n_6}^{(0)\alpha ,\beta ,\eta ,\nu }(𝐤+𝐆,𝐤+𝐆^{\prime \prime },\mathrm{\Omega }_n)`$ (A16)
$`\times X(n_7,n_6,n_5,n_8;𝐤+𝐆^{\prime \prime })\stackrel{~}{\chi }_{n_7,n_8,n_3,n_4}^{\nu ,\eta ,\gamma ,\delta }(𝐤+𝐆^{\prime \prime },𝐤+𝐆^{},\mathrm{\Omega }_n),`$ (A17)
and
$`\chi _{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\mathrm{\Omega }_n)`$ $`=\stackrel{~}{\chi }_{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤+𝐆,𝐤+𝐆^{},\mathrm{\Omega }_n)`$ (A18)
$`+{\displaystyle \underset{n_5,\mathrm{}n_8}{}}{\displaystyle \underset{\eta \nu }{}}{\displaystyle \underset{𝐆^{\prime \prime }}{}}\stackrel{~}{\chi }_{n_1,n_2,n_5,n_6}^{\alpha ,\beta ,\nu ,\nu }(𝐤+𝐆,𝐤+𝐆^{\prime \prime },\mathrm{\Omega }_n)`$ (A19)
$`\times H(n_5,n_6,n_7,n_8;𝐤+𝐆^{\prime \prime })\chi _{n_7,n_8,n_3,n_4}^{\eta ,\eta ,\gamma ,\delta }(𝐤+𝐆^{\prime \prime },𝐤+𝐆^{},\mathrm{\Omega }_n),`$ (A20)
where $`\mathrm{\Omega }_n`$ is a Boson Matsubara frequency and
$$\gamma _{𝐆,𝐆^{}}\left(𝐤\right)e^{i\left(𝐤+𝐆\right)\times \left(𝐤+𝐆^{}\right)\mathrm{}^2/2}.$$
(A21)
Eqs.(A12 \- A18) are equivalent to the result of summing ladder and bubble diagrams in a perturbative expansion of $`\chi `$. Note that the only information required in these equations is the groundstate density $`<\rho _n^\alpha (𝐆)>`$. The equations couple together an infinite set of response functions; as discussed in Ref. , when truncated appropriately they may be cast in a matrix form for numerical solution. In the next few sections, we describe truncations and simplifications that are appropriate for computing various collective modes.
### 3 Equation of motion for $`\chi ^{(0)}`$
It follows from Eq.(A12) that the only non zero $`\chi ^{(0)}`$ must be of the form $`\chi _{n,m,m,n}^{(0),\alpha ,\beta ,\beta ,\alpha }`$. Written in matrix notation (with the reciprocal lattice vectors $`𝐆,𝐆^{}`$ being the matrix indices), the equation of motion for $`\chi ^{(0)}`$ is then
$$\left[i\mathrm{\Omega }_nIF_{n,m}^{\alpha ,\beta }\left(𝐤\right)\right]\chi _{n,m,m,n}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )=B_{n,m}^{\alpha ,\beta }\left(𝐤\right),$$
(A22)
where
$$\left[F_{n,m}^{\alpha ,\beta }\left(𝐤\right)\right]_{𝐆,𝐆^{}}\left(\epsilon _{m,\beta }\epsilon _{n,\alpha }\right)\delta _{𝐆,𝐆^{}}U_n^\alpha \left(𝐆^{}𝐆\right)\gamma _{𝐆,𝐆^{}}^{}\left(𝐤\right)+U_m^\beta \left(𝐆^{}𝐆\right)\gamma _{𝐆,𝐆^{}}\left(𝐤\right)$$
(A23)
and
$$\left[B_{n,m}^{\alpha ,\beta }\left(𝐤\right)\right]_{𝐆,𝐆^{}}\gamma _{𝐆,𝐆^{}}^{}\left(𝐤\right)\rho _n^\alpha \left(𝐆𝐆^{}\right)\gamma _{𝐆,𝐆^{}}\left(𝐤\right)\rho _m^\beta \left(𝐆𝐆^{}\right).$$
(A24)
The size of these matrices depends on the number of reciprocal lattice vectors that are kept in the numerical calculation.
### 4 Equation of motion for $`\stackrel{~}{\chi }`$
Since $`\chi ^{\left(0\right)}`$ is of the form $`\chi _{n,m,m,n}^{(0),\alpha ,\beta ,\beta ,\alpha },`$ Eq.(A15) for $`\stackrel{~}{\chi }`$ can be simplified to
$`\stackrel{~}{\chi }_{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤,\omega )`$ $`=`$ $`\chi _{n_1,n_2,n_2,n_1}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )\delta _{n_1,n_4}\delta _{n_3,n_2}\delta _{\alpha ,\delta }\delta _{\beta ,\gamma }`$ (A26)
$`\chi _{n_1,n_2,n_2,n_1}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega ){\displaystyle \underset{n_5,n_6}{}}\left[X_{n_5,n_1,n_2,n_6}\left(𝐤\right)\stackrel{~}{\chi }_{n_5,n_6,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤,\omega )\right],`$
where the matrix
$$\left[X_{_{n_1,n_2,n_3,n_4}}\left(𝐤\right)\right]_{𝐆,𝐆^{}}X(n_1,n_2,n_3,n_4;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.$$
(A27)
¿From Eq.(A26), it is clear that, in the spin indices, $`\stackrel{~}{\chi }`$ must be of the form $`\stackrel{~}{\chi }^{\alpha ,\beta ,\beta ,\alpha }`$ and that $`\stackrel{~}{\chi }_{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }0,`$only if $`\chi _{n_1,n_2,n_2,n_1}^{(0)\text{ }\alpha ,\beta ,\beta ,\alpha }0`$. Since we are working in the strong magnetic field limit ($`\omega _c>>e^2/\kappa \mathrm{}`$), we will assume that a response function with poles around $`n\omega _c`$ is only coupled to other response functions poles near the same frequency . Thus, we truncate our equations by including coupling among response functions of the form $`\stackrel{~}{\chi }_{n_1+m,n_2+m,n_3,n_4}.`$ for different values of $`m`$. We remark here that coupling all response functions with pole around the same frequency is essential to recover Kohn’s theorem for the cyclotron mode.
Eq.(A26) is now simplified to
$`\stackrel{~}{\chi }_{n_1+m,n_2+m,n_2,n_1}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )`$ $`=\chi _{n_1,n_2,n_2,n_1}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )\delta _{m,0}\chi _{n_1+m,n_2+m,n_2+m,n_1+m}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )`$ (A28)
$`\times {\displaystyle \underset{m^{}}{}}\left[X_{n_1+m^{},n_1+m,n_2+m,n_2+m^{}}\left(𝐤\right)\stackrel{~}{\chi }_{n_1+m^{},n_2+m^{},n_2,n_1}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )\right].`$ (A29)
Because we consider only the special case where all Landau levels below $`p`$ are completely filled and $`p`$ is partially filled, Eq.(A24) implies that
$$\{\begin{array}{ccc}\chi _{p+m,p+m,p+m,p+m}^{(0),\alpha ,\beta ,\beta ,\alpha }0\hfill & \text{only if}\hfill & m=0,\hfill \\ \chi _{p+m,p+m+1,p+m+1,p+m}^{(0),\alpha ,\beta ,\beta ,\alpha }0\hfill & \text{only if}\hfill & m=1,0,\hfill \\ \chi _{p+m,p+m+2,p+m+2,p+m}^{(0),\alpha ,\beta ,\beta ,\alpha }0\hfill & \text{only if}\hfill & m=2,1,0,\hfill \end{array}$$
(A30)
and so one. $`\stackrel{~}{\chi }`$ will thus be coupled to one, two, three or more other $`\stackrel{~}{\chi }^{}s`$ depending on the value of $`m`$ and also on the number of levels filled below $`p`$. For example, we only need to consider the response function $`\stackrel{~}{\chi }_{p,p,p,p}^{\alpha ,\beta ,\beta ,\alpha }`$ for the intra-Landau-level excitation. Its equation of motion is thus simply
$$\stackrel{~}{\chi }_{p,p,p,p}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )=\chi _{p,p,p,p}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )\chi _{p,p,p,p}^{(0),\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )X_p^{(0)}\left(𝐤\right)\text{ }\stackrel{~}{\chi }_{p,p,p,p}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega ),$$
(A31)
where we have defined the diagonal matrix
$$\left[X_n^{(0)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}X(n,n,n,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.$$
(A32)
With Eq.(A22), Eq.(A31) becomes
$$\left[i\mathrm{\Omega }_nIF_{p,p}^{\alpha ,\beta }\left(𝐤\right)+B_{p,p}^{\alpha ,\beta }\left(𝐤\right)X_p^{(0)}\left(𝐤\right)\right]\stackrel{~}{\chi }_{p,p,p,p}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )=B_{p,p}^{\alpha ,\beta }\left(𝐤\right).$$
(A33)
For $`m=1`$ (inter-Landau-level excitations), there are only four non zero $`\stackrel{~}{\chi }`$ with poles around $`+\omega _c.`$ To deal with this case, it is helpful to define the block matrices (which we denote by the symbol $`\overline{\stackrel{~}{\chi }}`$ to distinguish it from the simple matrix $`\stackrel{~}{\chi }`$)
$$\overline{\stackrel{~}{\chi }}\left[\begin{array}{cc}\stackrel{~}{\chi }_{p,p+1,p+1,p}^{\alpha ,\beta ,\beta ,\alpha }& \stackrel{~}{\chi }_{p,p+1,p,p1}^{\alpha ,\beta ,\beta ,\alpha }\\ \stackrel{~}{\chi }_{p1,p,p+1,p}^{\alpha ,\beta ,\beta ,\alpha }& \stackrel{~}{\chi }_{p1,p,p,p1}^{\alpha ,\beta ,\beta ,\alpha }\end{array}\right],$$
(A34)
and
$$\overline{I}\left[\begin{array}{cc}I& 0\\ 0& I\end{array}\right].$$
(A35)
In terms of these matrices, Eq.(A15) simplifies to
$$\left[i\mathrm{\Omega }_n\overline{I}\overline{F}^{\alpha ,\beta }\left(𝐤\right)+\overline{B}^{\alpha ,\beta }\left(𝐤\right)\overline{X_p}\left(𝐤\right)\right]\overline{\stackrel{~}{\chi }}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )=\overline{B}^{\alpha ,\beta }\left(𝐤\right),$$
(A36)
where
$$\overline{F}^{\alpha ,\beta }\left(𝐤\right)\left[\begin{array}{cc}F_{p,p+1}^{\alpha ,\beta }\left(𝐤\right)& 0\\ 0& F_{p1,p}^{\alpha ,\beta }\left(𝐤\right)\end{array}\right],$$
(A37)
$$\overline{B}^{\alpha ,\beta }\left(𝐤\right)\left[\begin{array}{cc}B_{p,p+1}^{\alpha ,\beta }\left(𝐤\right)& 0\\ 0& B_{p1,p}^{\alpha ,\beta }\left(𝐤\right)\end{array}\right],$$
(A38)
and
$$\overline{X}_n\left[\begin{array}{cc}X_n^{(1)}& X_n^{(4)}\\ X_n^{(2)}& X_n^{(3)}\end{array}\right],$$
(A39)
with
$`\left[X_n^{(1)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`X(n,n,n+1,n+1;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A40)
$`\left[X_n^{(2)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`X(n,n1,n,n+1;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A41)
$`\left[X_n^{(3)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`X(n1,n1,n,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A42)
$`\left[X_n^{(4)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`X(n1,n,n+1,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.`$ (A43)
The solutions to Eq.(A36) can be used to compute both density and spin-flip response functions (e.g., $`\chi _{p,p+1,p+1,p}^{++}`$).
In principle, we can deal in the same manner with excitations around $`2\omega _c.`$ These would involve solving a $`3\times 3`$ block matrix in $`\stackrel{~}{\chi }`$ (depending upon the number of filled levels below $`p`$). Since each block in these matrices is itself a matrix whose size depends on the number of reciprocal lattice vectors that we keep in the calculation, solving for higher-energy excitations becomes difficult numerically. We will thus be satisfied here with the solution for intra and inter-Landau-level response functions with poles around zero or $`\omega _c`$ (shifted, of course, by the Zeeman energy if spin flip excitations are considered). This includes the important case of phonons and spin-wave excitations in the partially filled level, as well as the cyclotron modes around $`\omega _c`$ and spin-flip modes from or to the partially filled Landau level.
### 5 Equation of motion for $`\chi `$
The full response function $`\chi `$ is computed by including the Hartree vertex corrections which, from Eq.(A18), gives
$`\chi _{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\gamma ,\delta }(𝐤,\omega )`$ $`=\stackrel{~}{\chi }_{n_1,n_2,n_3,n_4}^{\alpha ,\beta ,\beta ,\alpha }(𝐤,\omega )\delta _{\alpha ,\delta }\delta _{\beta ,\gamma }`$ (A44)
$`+\delta _{\alpha ,\beta }{\displaystyle \underset{n_5\mathrm{}n_8}{}}{\displaystyle \underset{\eta }{}}\stackrel{~}{\chi }_{n_1,n_2,n_5,n_6}^{\alpha ,\alpha ,\alpha ,\alpha }(𝐤,\omega )H_{n_5,n_6,n_7,n_8}\left(𝐤\right)\chi _{n_7,n_8,n_3,n_4}^{\eta ,\eta ,\gamma ,\delta }(𝐤,\omega ),`$ (A45)
where
$$\left[H_{_{n_1,n_2,n_3,n_4}}\left(𝐤\right)\right]_{𝐆,𝐆}H(n_1,n_2,n_3,n_4;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.$$
(A46)
To simplify this equation, we will again consider separately the case of intra and inter-Landau-level excitations.
For intra-Landau-level excitations, we write
$$\chi _{n,n,m,m}^{\alpha ,\beta ,\gamma ,\delta }(𝐤,\omega )=\stackrel{~}{\chi }_{n,n,m,m}^{\alpha ,\beta ,\beta ,\alpha }\delta _{\alpha ,\delta }\delta _{\beta ,\gamma }+\delta _{\alpha ,\beta }\underset{n_5\mathrm{}n_8}{}\underset{\eta }{}\stackrel{~}{\chi }_{n,n,n_5,n_6}^{\alpha ,\alpha ,\alpha ,\alpha }H_{n_5,n_6,n_7,n_8}\left(𝐤\right)\chi _{n_7,n_8,m,m}^{\eta ,\eta ,\gamma ,\delta }(𝐤,\omega ).$$
(A47)
Using our approximation of no coupling between excitations of different $`n\omega _c`$, one may show that
$$\left[i\mathrm{\Omega }_nI\left(F_{p,p}^{\sigma ,\sigma }\left(𝐤\right)+B_{p,p}^{\sigma ,\sigma }\left(𝐤\right)\left[H_p^{(0)}\left(𝐤\right)X_p^{(0)}\left(𝐤\right)\right]\right)\right]\chi _{p,p,p,p}^{\sigma ,\sigma ,\sigma ,\sigma }(𝐤,\omega )=B_{p,p}^{\sigma ,\sigma }\left(𝐤\right).$$
(A48)
where $`\sigma `$ is the spin index of the partially filled level and
$$\left[H_n^{(0)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}H(n,n,n,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.$$
(A49)
The poles of $`\chi _{p,p,p,p}^{\sigma ,\sigma ,\sigma ,\sigma }`$ contain the phonon mode. For spin waves, there is no Hartree vertex corrections and the relevant response function obeys
$$\left[i\mathrm{\Omega }_nI\left(F_{p,p}^{+,}\left(𝐤\right)B_{p,p}^{+,}\left(𝐤\right)X_n^{(0)}\left(𝐤\right)\right)\right]\chi _{p,p,p,p}^{+,,,+}(𝐤,\omega )=B_{p,p}^{+,}\left(𝐤\right).$$
(A50)
The most complex situation is that of inter-Landau-level density modes (cyclotron modes). In this case, we need to consider the coupling between Landau levels as well as between spins. From Eq. (A44) and Eq. (A36), we get
$`\left[i\mathrm{\Omega }_n\overline{I}F^{\alpha ,\alpha }\left(𝐤\right)+B^{\alpha ,\alpha }\left(𝐤\right)\overline{V_p}\left(𝐤\right)\right]\overline{\chi }^{\alpha ,\alpha ,\beta ,\beta }(𝐤,\omega )`$ (A51)
$`=\overline{B}^{\alpha ,\alpha }\left(𝐤\right)\delta _{\alpha ,\beta }+\overline{B}^{\alpha ,\alpha }\left(𝐤\right)\overline{H}_n\left(𝐤\right)\left[{\displaystyle \underset{\eta }{}}\overline{\chi }^{\eta ,\eta ,\beta ,\beta }(𝐤,\omega )\right],`$ (A52)
where
$$\overline{\chi }^{\alpha ,\alpha ,\beta ,\beta }\left[\begin{array}{cc}\chi _{p,p+1,p+1,p}^{\alpha ,\alpha ,\beta ,\beta }& \chi _{p,p+1,p,p1}^{\alpha ,\alpha ,\beta ,\beta }\\ \chi _{p1,p,p+1,p}^{\alpha ,\alpha ,\beta ,\beta }& \chi _{p1,p,p,p1}^{\alpha ,\alpha ,\beta ,\beta }\end{array}\right]$$
(A53)
and
$$\overline{H}_n\left[\begin{array}{cc}H_n^{(1)}& H_n^{(4)}\\ H_n^{(2)}& H_n^{(3)}\end{array}\right],$$
(A54)
with
$`\left[H_n^{(1)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`H(n+1,n,n,n+1;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A55)
$`\left[H_n^{(2)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`H(n,n1,n,n+1;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A56)
$`\left[H_n^{(3)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`H(n,n1,n1,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}};`$ (A57)
$`\left[H_n^{(4)}\left(𝐤\right)\right]_{𝐆,𝐆^{}}`$ $``$ $`H(n+1,n,n1,n;𝐤+𝐆)\delta _{𝐆,𝐆^{}}.`$ (A58)
Eq. (A51) can be written in a more transparent form by defining the block matrices
$`\overline{\overline{\chi }}`$ $``$ $`\left[\begin{array}{cc}\overline{\chi }^{+,+,+,+}& \overline{\chi }^{+,+,,}\\ \overline{\chi }^{,,+,+}& \overline{\chi }^{,,,}\end{array}\right]`$ (A61)
$`=`$ $`\left[\begin{array}{cccc}\chi _{p,p+1,p+1,p}^{+,+,+,+}& \chi _{p,p+1,p,p1}^{+,+,+,+}& \chi _{p,p+1,p+1,p}^{+,+,,}& \chi _{p,p+1,p,p1}^{+,+,,}\\ \chi _{p1,p,p+1,p}^{+,+,+,+}& \chi _{p1,p,p,p1}^{+,+,+,+}& \chi _{p1,p,p+1,p}^{+,+,,}& \chi _{p1,p,p,p1}^{+,+,,}\\ \chi _{p,p+1,p+1,p}^{,,+,+}& \chi _{p,p+1,p,p1}^{,,+,+}& \chi _{p,p+1,p+1,p}^{,,,}& \chi _{p,p+1,p,p1}^{,,,}\\ \chi _{p1,p,p+1,p}^{,,+,+}& \chi _{p1,p,p,p1}^{,,+,+}& \chi _{p1,p,p+1,p}^{,,,}& \chi _{p1,p,p,p1}^{,,,}\end{array}\right],`$ (A66)
$$\overline{\overline{B}}\left[\begin{array}{cc}\overline{B}^{+,+}& \overline{0}\\ \overline{0}& \overline{B}^,\end{array}\right]=\left[\begin{array}{cccc}B_{p,p+1}^{+,+}& 0& 0& 0\\ 0& B_{p1,p}^{+,+}& 0& 0\\ 0& 0& B_{p,p+1}^,& 0\\ 0& 0& 0& B_{p1,p}^,\end{array}\right],$$
(A67)
$`\overline{\overline{V}}_p`$ $``$ $`\left[\begin{array}{cc}\overline{H}_p\overline{X}_p& \overline{H}_p\\ \overline{H}_p& \overline{H}_p\overline{X}_p\end{array}\right]`$ (A70)
$`=`$ $`\left[\begin{array}{cccc}H_p^{(1)}X_p^{(1)}& H_p^{(4)}X_p^{(4)}& H_p^{(1)}& H_p^{(4)}\\ H_p^{(2)}X_p^{(2)}& H_p^{(3)}X_p^{(3)}& H_p^{(2)}& H_p^{(3)}\\ H_p^{(1)}& H_p^{(4)}& H_p^{(1)}X_p^{(1)}& H_p^{(4)}X_p^{(4)}\\ H_p^{(2)}& H_p^{(3)}& H_p^{(2)}X_p^{(2)}& H_p^{(3)}X_p^{(3)}\end{array}\right],`$ (A75)
$$\overline{\overline{I}}\left[\begin{array}{cc}\overline{I}& \overline{0}\\ \overline{0}& \overline{I}\end{array}\right]=\left[\begin{array}{cccc}I& 0& 0& 0\\ 0& I& 0& 0\\ 0& 0& I& 0\\ 0& 0& 0& I\end{array}\right],$$
(A76)
$$\overline{\overline{F}}\left[\begin{array}{cc}\overline{F}^{++}& \overline{0}\\ \overline{0}& \overline{F}^{}\end{array}\right]=\left[\begin{array}{cccc}F_{p,p+1}^{+,+}\left(𝐤\right)& 0& 0& 0\\ 0& F_{p1,p}^{+,+}\left(𝐤\right)& 0& 0\\ 0& 0& F_{p,p+1}^,\left(𝐤\right)& 0\\ 0& 0& 0& F_{p1,p}^,\left(𝐤\right)\end{array}\right].$$
(A77)
The equation of motion then takes the form
$$\left[i\mathrm{\Omega }_n\overline{\overline{I}}\overline{\overline{F}}\left(𝐤\right)\overline{\overline{B}}\left(𝐤\right)\overline{\overline{V}}_p\left(𝐤\right)\right]\overline{\overline{\chi }}(𝐤,\omega )=\overline{\overline{B}}\left(𝐤\right)$$
(A78)
We solve this matrix equation numerically to obtain response functions whose poles give the magnetoplasmon and inter-Landau-level spin-flip excitations.
## B Dispersion relations in the liquid phase
The equations of the previous section can be drastically simplified in the homogeneous or liquid phase since then $`\rho _n^\alpha \left(𝐆\right)=\stackrel{~}{\nu }\delta _{𝐆,0}`$ or $`\rho _n^\alpha \left(𝐆\right)=0`$. For example, for $`0\nu 2`$, the dispersion relations for various modes can be computed analytically, and one may show they reproduce the results of Kallin and Halperin. Larger filling factors are more complicated as they involve several different particle-hole excitations; the coupling among these has not been treated correctly in previous studies. As concrete examples of the present method, we compute the collective modes for the liquid state at different filling factors and, in particular, for $`\nu =6.45`$ which corresponds to the filling factor of the stripe crystal considered in this paper.
#### a Liquid phase with $`0\nu 1`$
As an application of the above formalism, we consider here the simple case of $`0\nu 1.`$ If the lowest Landau level is partially occupied with up spins, then $`\rho _0^+\left(𝐆\right)=\nu \delta _{𝐆,0}`$. All matrices are diagonal and so $`𝐤+𝐆𝐪`$ which is not restricted to the first Brillouin zone.
Since $`B_{0,0}^{+,+}\left(𝐪\right)=0`$ if follows that there can be no phonon mode. Moreover, since $`B_{0,0}^{+,}\left(𝐪\right)=\nu `$, we have from Eq.(A50)
$$\omega _{SW}\left(𝐪\right)=g^{}\mu _BB+\nu \left[X_{0,0}\left(0\right)X_0^{(0)}\left(𝐪\right)\right].$$
(B1)
Since $`X_0^{(0)}\left(𝐪=0\right)=X_{0,0}\left(0\right),`$ it follows that $`\omega _{SW}\left(\mathrm{𝟎}\right)=g^{}\mu _BB`$ as required by Larmor’s theorem.
For the density mode $`B_{0,1}^{+,+}\left(𝐪\right)=\nu `$, and the dispersion is
$$\omega _{nn}\left(𝐪\right)=\omega _c+\nu \left[X_{0,0}\left(0\right)X_{1,0}(0)+H_1^{(0)}\left(𝐪\right)X_1^{(0)}\left(𝐪\right)\right].$$
(B2)
In this equation $`\nu X_{0,0}\left(0\right)`$ is the self-energy lost by the electron leaving level $`n=0`$ while $`\nu X_{1,0}\left(0\right)`$ is the self-energy gained in the new level $`n=1`$. Because $`H_1^{(0)}\left(0\right)=0`$ and $`X_{0,0}\left(0\right)X_{1,0}(0)X_1^{(0)}\left(0\right)=0,`$ it follows that $`\omega _{\mathrm{cyc}.}\left(0\right)=\omega _c`$ as required by Kohn’s theorem. We remark that these two results are identical to those of Ref.
For the inter-Landau-level spin flip excitation, $`B_{0,1}^{+,}\left(𝐪\right)=\nu `$ and the dispersion is
$$\omega _{SF}\left(𝐪\right)=\omega _c+g^{}\mu _BB+\nu \left[X_{0,0}\left(0\right)X_1^{(0)}\left(𝐪\right)\right].$$
(B3)
Notice that $`\left[X_{0,0}\left(0\right)X_1^{(0)}(0)\right]>0`$ so that the self-energy and vertex correction introduce a positive shift in the dispersion relation contrary to the result in Ref. . This was first noticed in Ref. . Similar problems with the inclusion of the self-energy terms appear in the higher-energy modes as well in Ref. . Apart from this discrepancy, our results reproduces correctly the dispersion relation of the higher-energy modes of the liquid phase.
#### b Liquid phase with $`6\nu 7`$
This is the case we consider in the stripe phase. It is thus interesting to compare the dispersion relations obtained there with the corresponding ones in the liquid phase. We assume that the partially filled level is $`(p=3,+)`$, so that $`\rho _3^+\left(𝐆\right)=\stackrel{~}{\nu }\delta _{𝐆,0}`$ and $`\rho _m^\alpha \left(𝐆\right)=\delta _{𝐆,0}`$ for $`m<3`$. There is again, of course, no phonon mode.
For spin wave, $`B_{3,3}^{+,}\left(𝐪\right)=\stackrel{~}{\nu }`$ and the dispersion, from Eq. (A50) is simply
$$\omega _{SW}\left(𝐪\right)=g^{}\mu _BB+\stackrel{~}{\nu }\left[X_{3,3}\left(0\right)X_3^{(0)}\left(𝐪\right)\right],$$
(B4)
with $`\omega _{SW}\left(0\right)=g^{}\mu _BB`$ as required.
For spin-flip excitations with $`\delta S_z=+1`$, we must look at $`\chi _{2,3,3,2}^{,+,+,}`$ which, from Eq. (A36) is coupled to $`\chi _{3,4,3,2}^{,+,+,}`$. Solving this system of equation, we rapidly obtain that $`\chi _{3,4,4,3}^{,+,+,}=0`$ so that the dispersion relation is obtained from $`\chi _{2,3,3,2}^{,+,+,}`$ only. This makes sense, since the transition $`(2,)(3,+)`$ is not coupled to any other in the situation we consider. We find then
$$\omega _{SF+}\left(𝐤\right)=\omega _cg^{}\mu _BB+\mathrm{\Sigma }_{2,3}^{,+}\left(1\stackrel{~}{\nu }\right)X_3^{(3)}\left(𝐤\right),$$
(B5)
where
$$\mathrm{\Sigma }_{2,3}^{,+}X_{2,0}\left(0\right)+X_{2,1}\left(0\right)+X_{2,2}\left(0\right)X_{3,0}\left(0\right)X_{3,1}\left(0\right)X_{3,2}\left(0\right)\stackrel{~}{\nu }X_{3,3}\left(0\right).$$
(B6)
The exchange and vertex corrections introduce a downward shift in $`\omega _{SF+}(0)`$ from $`\omega _cg^{}\mu _BB`$ (see Fig. 6).
For spin-flip excitations with $`\delta S_z=1,`$ the transition $`(2,+)(3,)`$ is coupled to $`(3,+)(4,)`$ and we must solve Eq.(A36) that couples $`\chi _{3,4,4,3}^{+,,,+}`$ to $`\chi _{2,3,4,3}^{+,,,+}.`$ There is correspondingly two such spin-flip modes, with dispersion given by
$`\omega _{SF}\left(𝐤\right)`$ $`=\omega _c+g^{}\mu _BB+{\displaystyle \frac{1}{2}}\left(\mathrm{\Lambda }_{2,3}^{+,}\left(𝐤\right)+\mathrm{\Lambda }_{3,4}^{+,}\left(𝐤\right)\right)`$ (B7)
$`\pm \sqrt{\left(\mathrm{\Lambda }_{2,3}^{+,}\left(𝐤\right)+\mathrm{\Lambda }_{3,4}^{+,}\left(𝐤\right)\right)^24\left[\mathrm{\Lambda }_{2,3}^{+,}\left(𝐤\right)\mathrm{\Lambda }_{3,4}^{+,}\left(𝐤\right)\stackrel{~}{\nu }X_3^{(4)}\left(𝐤\right)X_3^{(2)}\left(𝐤\right)\right]},`$ (B8)
where
$`\mathrm{\Lambda }_{2,3}^{+,}\left(𝐤\right)`$ $``$ $`\mathrm{\Sigma }_{2,3}^{+,}\stackrel{~}{\nu }X_3^{(1)}\left(𝐤\right),`$ (B9)
$`\mathrm{\Lambda }_{3,4}^{+,}\left(𝐤\right)`$ $``$ $`\mathrm{\Sigma }_{3,4}^{+,}X_3^{(3)}\left(𝐤\right),`$ (B10)
with
$`\mathrm{\Sigma }_{2,3}^{+,}`$ $``$ $`X_{2,0}\left(0\right)+X_{2,1}\left(0\right)+X_{2,2}\left(0\right)+\stackrel{~}{\nu }X_{2,3}\left(0\right)X_{3,0}\left(0\right)X_{3,1}\left(0\right)X_{3,2}\left(0\right),`$ (B11)
$`\mathrm{\Sigma }_{3,4}^{+,}`$ $``$ $`X_{3,0}\left(0\right)+X_{3,1}\left(0\right)+X_{3,2}\left(0\right)+\stackrel{~}{\nu }X_{3,3}\left(0\right)X_{4,0}\left(0\right)X_{4,1}\left(0\right)X_{4,2}\left(0\right).`$ (B12)
In this case, the shift is positive in both modes (see Fig. 6).
For the density modes, three excitations are coupled: $`(2,+)(3,+),(2,)(3,)`$ and $`(3,+)(4,+)`$. Since $`B_{3,4}^,\left(𝐤\right)=0`$, $`\chi _{3,4,4,3}^{,,,}(𝐤,\omega )=0`$ and the $`4\times 4`$ block matrix in Eq.(A61) reduces to a $`3\times 3`$ block matrix. The three collective modes are found from the determinant of $`\left[(\omega +i\delta )\overline{\overline{I}}\overline{\overline{F}}\left(𝐤\right)\overline{\overline{B}}\left(𝐤\right)\overline{\overline{V}}_p\left(𝐤\right)\right]`$ in Eq.(A78) i.e. from
$$\left|\left[\begin{array}{ccc}\left(\omega \omega _c\right)\mathrm{\Lambda }_{3,4}^{+,+}\left(𝐤\right)& \stackrel{~}{\nu }\left(H_3^{(2)}\left(𝐤\right)X_3^{(2)}\left(𝐤\right)\right)& \stackrel{~}{\nu }H_3^{(2)}\left(𝐤\right)\\ \left(1\stackrel{~}{\nu }\right)\left(H_3^{(2)}\left(𝐤\right)X_3^{(2)}\left(𝐤\right)\right)& \left(\omega \omega _c\right)\mathrm{\Lambda }_{2,3}^{+,+}\left(𝐤\right)& \left(1\stackrel{~}{\nu }\right)H_3^{(3)}\left(𝐤\right)\\ H_3^{(2)}\left(𝐤\right)& H_3^{(3)}\left(𝐤\right)& \left(\omega \omega _c\right)\mathrm{\Lambda }_{2,3}^,\left(𝐤\right)\end{array}\right]\right|=0,$$
(B13)
where
$`\mathrm{\Lambda }_{3,4}^{+,+}\left(𝐤\right)`$ $``$ $`\mathrm{\Sigma }_{3,4}^{+,+}+\stackrel{~}{\nu }\left(H_3^{(1)}\left(𝐤\right)X_3^{(1)}\left(𝐤\right)\right),`$ (B14)
$`\mathrm{\Lambda }_{2,3}^{+,+}\left(𝐤\right)`$ $``$ $`\mathrm{\Sigma }_{2,3}^{+,+}+\left(1\stackrel{~}{\nu }\right)\left(H_3^{(3)}\left(𝐤\right)X_3^{(3)}\left(𝐤\right)\right),`$ (B15)
$`\mathrm{\Lambda }_{2,3}^,\left(𝐤\right)`$ $``$ $`\mathrm{\Sigma }_{2,3}^,+\left(H_3^{(3)}\left(𝐤\right)X_3^{(3)}\left(𝐤\right)\right),`$ (B16)
and
$`\mathrm{\Sigma }_{3,4}^{+,+}`$ $`\mathrm{\Sigma }_{3,4}^{+,}\stackrel{~}{\nu }X_{4,3}\left(0\right),`$ (B17)
$`\mathrm{\Sigma }_{2,3}^{+,+}`$ $`\mathrm{\Sigma }_{2,3}^{+,}\stackrel{~}{\nu }X_{3,3}\left(0\right),`$ (B18)
$`\mathrm{\Sigma }_{2,3}^,`$ $`X_{2,0}\left(0\right)+X_{2,1}\left(0\right)+X_{2,2}\left(0\right)X_{3,0}\left(0\right)X_{3,1}\left(0\right)X_{3,2}\left(0\right).`$ (B19)
These collectives modes are represented in Fig. 5.
## C Harmonic theory
As discussed in the text, to an excellent approximation the phonon mode frequencies computed in the TDHFA for the stripe phase disperse linearly from $`k_{}=0`$, with a slope that vanishes at $`k_{}=0`$. In this Appendix we demonstrate that this behavior is consistent with a harmonic theory for a two-dimensional charged smectic system in a magnetic field. Defining the direction parallel to the stripe as the $`\widehat{x}`$ direction, the simplest long-wavelength harmonic potential one can write down might be
$$V=\frac{1}{2}d^2r\left[\kappa _x\left(\frac{u^x}{x}\right)^2+\kappa _y\left(\frac{u^y}{y}\right)^2\right].$$
(C1)
In the above equation, $`𝐮`$ is a displacement field for the stripes, the first term represents an elastic contribution for longitudinal compression of the stripes, and the second arises from interstripe repulsion. Collective modes are most easily computed in terms of the Fourier transformed displacements,
$$𝐮(𝐪)=\frac{1}{\sqrt{A}}d^2re^{i𝐪𝐫}𝐮\left(𝐫\right),$$
(C2)
where $`A`$ is the area of the system. To compute the collective modes in a single Landau level, one may impose the commutation relations $`[u^x\left(𝐪_1\right),u^y\left(𝐪_2\right)]=i\mathrm{}^2\delta _{𝐪_1,𝐪_2}`$. The equation of motion $`i\frac{du_𝐪^\mu }{dt}=[u_𝐪^\mu ,V]`$, where $`\mu =x,y`$, after Fourier transform with respect to time may be written in the form
$$i\mathrm{}^2\left(\begin{array}{cc}D_{yx}\left(𝐪\right)& D_{yy}\left(𝐪\right)\\ D_{xx}\left(𝐪\right)& D_{xy}\left(𝐪\right)\end{array}\right)\left(\begin{array}{c}u^x\left(𝐪\right)\\ u^y\left(𝐪\right)\end{array}\right)=\omega \left(\begin{array}{c}u^x\left(𝐪\right)\\ u^y\left(𝐪\right)\end{array}\right).$$
(C3)
For a system with inversion symmetry, $`D_{xy}\left(𝐪\right)=D_{yx}\left(𝐪\right)`$, and the eigenvalues of Eq. (C3) (i.e., the collective mode frequencies) take the general form
$$\omega \left(𝐪\right)=\pm \mathrm{}^2\sqrt{D_{xx}\left(𝐪\right)D_{yy}\left(𝐪\right)|D_{xy}\left(𝐪\right)|^2}.$$
(C4)
For Eq. (C1), $`D_{\mu ,\mu }=\kappa _\mu q_\mu ^2,D_{xy}=0`$, so $`\omega \left(𝐪\right)q_yq_x`$. This has the correct behavior of linear dispersion with respect to $`q_x`$, with a slope that vanishes as $`q_y0`$. However, the model has the incorrect behavior of containing zero modes along both the $`q_x`$ and $`q_y`$ axes.
The key missing ingredient in Eq.(C1) is that the restoring force for motion perpendicular to the stripes comes only from interstripe repulsion. We expect, however, that individual stripes resist bending, as in a smectic system. Thus, one should add a curvature term to the energy, which in this case we take to be
$$V_{\mathrm{bend}}=\frac{1}{2}\kappa _bd^2r\left(\frac{d^2u^y}{dx^2}\right)^2.$$
(C5)
Adding this to $`V`$, the resulting $`D_{yy}\left(𝐪\right)`$ is modified to $`\kappa _yq_y^2+\kappa _bq_x^4`$. The collective mode frequencies then take the form $`\omega \left(𝐪\right)q_x\sqrt{q_y^2+\left(\frac{\kappa _b}{\kappa _y}\right)q_x^4}`$. This has the correct behavior that collective modes are gapped except for $`q_x=0`$. A further refinement necessary to correctly describe the long-wavelength physics of this system is the addition of the Coulomb interaction. This may be simply modeled by adding a term of the form
$$V_{\mathrm{Coul}}=\frac{1}{2}\kappa _c\underset{𝐪}{}\frac{|𝐪𝐮\left(𝐪\right)|^2}{q}$$
(C6)
with $`\kappa _c=2\pi e^2/\kappa a_c^2`$, where in this last expression $`\kappa `$ is the dielectric constant of the host material, and $`a_c`$ is the area per electron in the groundstate. Finally, symmetry also allows the addition of a term of the form
$$V_{xy}=\frac{1}{2}\kappa _{xy}d^2r\left(\frac{du^x}{dx}\frac{du^y}{dy}\right).$$
(C7)
Taking our potential energy to be $`V+V_{bend}+V_{Coul}+V_{xy}`$, one may easily compute $`D_{\mu ,\nu }`$ and use Eq.(C4) to show $`\omega \left(𝐪\right)q_x`$ for $`q_y>0`$, and $`\omega \left(𝐪\right)q_x^{5/2}`$ for $`q_y=0`$. The sublinear behavior of the collective mode at $`q_y=0`$ is consistent with the results of the TDHFA.
Figures Captions
1. Electron density for a stripe state with $`\nu =6.45`$. The separation between the stripes is $`a=7.16\mathrm{}`$ and the period of the modulations along the stripes is $`b=1.95\mathrm{}.`$ The modulations on two adjacent stripes are displaced by $`b/2`$. This pattern can be described by a primitive unit cell with lattice vectors $`𝐑_1=`$ $`(a,b/2)`$ and $`𝐑_2=(0,b).`$
2. Phonon dispersion relation of the stripe phase with $`\nu =6.45`$. Left inset: phonon dispersion along the stripes for different values of the wave vector $`k_{}`$. The local minimum has a frequency of $`\omega 0.02`$ $`\left(e^2/\kappa \mathrm{}\right)`$ and becomes soft as filling factor is decreased. Right inset: Brillouin zone for the primitive unit cell described in Fig. 1.
3. Phonon density of states. (The small oscillations are numerical artifacts).
4. Dispersion relation $`\omega \omega _c`$ of the three branches of the magnetoplasmon mode in the stripe phase along the direction perpendicular to the stripes in the density pattern of Fig. 1. The corresponding dispersions in the liquid phase (see Fig. 5) have been folded in the first Brillouin zone and are represented by full lines with the heavy lines indicating parts of these dispersions that lie in the first Brillouin zone. The filled circles represent frequencies obtained from $`\chi _{nn}`$ while the empty squares represent frequencies obtained from $`\chi _{\sigma _z}.`$
5. Dispersion relations $`\omega \omega _c`$ of the three magnetoplasmon modes of the liquid phase with $`\nu =6.45.`$
6. Dispersion relations of the spin wave and spin flip modes for $`\nu =6.45`$ in the liquid phase. The dispersion $`\omega _{SW}g^{}\mu _BB`$ of the intra-Landau-level spin wave mode is represented by the dashed line. The dispersions $`\omega _{SF}\left(\omega _c+g^{}\mu _BB\right)`$ of the two branches of the inter-Landau-level spin flip mode with $`\delta S_z=1`$ are represented by the full lines. The dispersion $`\omega _{SF+}\left(\omega _cg^{}\mu _BB\right)`$ of the inter-Landau-level spin flip mode with $`\delta S_z=+1`$ is represented by the dot-dashed line.
7. Dispersion relation $`\omega _{SW}g^{}\mu _BB`$ of the spin wave mode in the stripe phase along the direction perpendicular to the stripes in the density pattern of Fig. 1. The corresponding dispersion in the liquid phase (see Fig. 6) has been folded in the first Brillouin zone and is represented by full lines with the heavy line indicating parts of these dispersions that lie in the first Brillouin zone.
8. Dispersion relation $`\omega _{SW}g^{}\mu _BB`$ of the spin wave mode in the stripe phase along the direction parallel to the stripes in the density pattern of Fig. 1. The corresponding dispersion in the liquid phase (see Fig. 6) has been folded in the first Brillouin zone and is represented by full lines with the heavy line indicating parts of these dispersions that lie in the first Brillouin zone.
9. Dispersion relation $`\omega \omega _c`$ of the three branches of the magnetoplasmon mode in the stripe phase along the direction parallel to the stripes in the density pattern of Fig. 1. The corresponding dispersions in the liquid phase (see Fig. 5) have been folded in the first Brillouin zone and are represented by full lines with the heavy lines indicating parts of these dispersions that lie in the first Brillouin zone. The filled circles represent frequencies obtained from $`\chi _{nn}`$ while the empty squares represent frequencies obtained from $`\chi _{\sigma _z}.`$
10. Dispersion relations $`\omega _{SF}\left(\omega _c+g^{}\mu _BB\right)`$ of the spin flip mode in the stripe phase along the direction perpendicular to the stripes in the density pattern of Fig. 1. The corresponding dispersion in the liquid phase (Fig. 6) has been folded in the first Brillouin zone and is represented by full lines with the heavy line indicating parts of these dispersions that lie in the first Brillouin zone.
11. Dispersion relations $`\omega _{SF+}\left(\omega _cg^{}\mu _BB\right)`$ of the spin flip mode in the stripe phase along the direction parallel to the stripes in the density pattern of Fig. 1. The corresponding dispersion in the liquid phase (see Fig. 6) has been folded in the first Brillouin zone and is represented by full lines with the heavy line indicating parts of these dispersions that lie in the first Brillouin zone. |
warning/0001/math0001158.html | ar5iv | text | # Differential invariants and curved Bernstein-Gelfand-Gelfand sequences
## Introduction
In a sequence of pioneering papers , Robert Baston introduced a number of general methods to study invariant differential operators on conformal manifolds, and a related class of parabolic geometries, which he called “almost hermitian symmetric (AHS) structures”. In particular, he suggested that certain complexes of natural differential operators, dual to generalized Bernstein-Gelfand-Gelfand (BGG) resolutions of parabolic Verma modules, could be extended from the homogeneous context (generalized flag manifolds) to curved manifolds modelled on these spaces. He provided a construction of such a BGG sequence (no longer a complex in general) for AHS structures , and introduced (in ) a class of induced modules, now called semiholonomic Verma modules .
Baston’s work fits into the programme of parabolic invariant theory initiated by Fefferman and Graham . Several authors have joined in an endeavour to complete these ideas and hence provide a theory of invariant operators in all parabolic geometries, which include conformal geometry, projective geometry, quaternionic geometry, projective contact geometry, CR geometry and quaternionic CR geometry. In , Eastwood and Slovák began the study of semiholonomic Verma modules and classified the Verma module homomorphisms lifting to the semiholonomic modules in the conformal case. The AHS structures have been extensively studied by Čap, Slovák and Souček in , and in the last paper of this series they construct a large class of invariant differential operators for these geometries. Then, in , Čap, Slovák and Souček clarified Baston’s construction of the BGG sequences in the AHS case, and in the process, generalized it to all parabolic geometries. Hence we now know that all standard homomorphisms of parabolic Verma modules induce differential operators also in the curved setting, providing us with a huge supply of invariant linear differential operators.
This paper has two main objectives: to simplify the construction of the BGG sequences given in , and to equip these sequences of linear differential operators with bilinear differential pairings, inducing, in the flat case, a cup product on cohomology.
The key tool for the construction of the BGG sequences is an invariant differential operator from relative Lie algebra homology bundles to twisted differential forms, denoted $`L`$ in and . However, when one tries to produce a cup product, one needs a differential operator defined on the whole bundle of twisted differential forms which induces $`L`$ on the homology bundles. The search for such an operator (within the dual homogeneous formalism of Verma modules) led the second author to a procedure which, in addition to providing a cup coproduct on the BGG resolutions, gives a simpler construction of the resolutions themselves. These developments are described in . It is straightforward to dualize this procedure and one readily sees that it generalizes from the homogeneous context to arbitrary parabolic geometries, although the presence of curvature introduces phenomena that do not arise in the flat case, and also suggests further constructions of multilinear differential operators. We present, in geometric language, these constructions and phenomena here. That is, we give a simple self-contained approach to the curved BGG sequences and cup product, in their natural geometrical context, and introduce an $`A_{\mathrm{}}`$-algebra of invariant multilinear differential operators.
We begin by recalling some basic facts from Cartan geometry, emphasizing the simple first order constructions a Cartan connection provides. Our approach is mainly influenced by . In section 2, we define parabolic geometries as Cartan geometries associated to a semisimple Lie algebra $`𝔤`$ with a parabolic Lie subalgebra $`𝔭`$. We summarize the basic representation-theoretic facts that we will need and give some examples.
The most substantial piece of representation theory we need is Lie algebra homology, and we discuss this in section 3. In order to keep the paper as self-contained as possible, we give proofs for all the basic properties of Lie algebra homology, although we only indicate briefly how Kostant’s Hodge decomposition may be established. Additionally, there are some non-standard aspects to our treatment: firstly we concentrate on Lie algebra homology, rather than cohomology, since it is the Lie algebra homology that is $`𝔭`$-equivariant, and secondly, we eschew the lamentably inverted notation $`,^{}`$ for the Lie algebra coboundary and boundary operators (for some reason, $``$, although a boundary operator in , is the coboundary operator in ). Instead, following Kostant in part , and by analogy with the deRham complex, we use $`d`$ and $`\delta `$, with subscripts to indicate that it is the Lie algebraic rather than differential operators we are considering. This analogy with the deRham complex is central to our proof. After stating the main theorem to be proved at the end of section 3, we begin the study, in section 4, of the twisted deRham complex. As observed in , there are in fact two natural deRham complexes one might consider, which differ if the parabolic geometry has torsion.
We prove an explicit version of our main result in section 5. There we give a construction, using a Neumann series, of the BGG sequences of differential operators found in , and at the same time construct the bilinear differential pairings. Our method enables us to compute explicitly the curvature terms entering into the squares of the BGG differentials and into the Leibniz rule for the pairings. The BGG sequence of is based on the the twisted deRham complex with torsion. We show that under a weak additional assumption, there is another BGG sequence based on the torsion-free twisted deRham sequence. The operators involved are in some ways more complicated because of the corrections needed to “remove” the torsion, but we believe they are more natural and illustrate this by interpreting curvature terms for normal regular parabolic geometries. For torsion-free parabolic geometries, of course, the two BGG sequences agree.
At the end of section 5 and in the following section, we introduce multilinear differential operators and establish that they form a (curved) $`A_{\mathrm{}}`$-algebra. We study adjointness properties of the BGG operators and cup product in section 7, introducing a dual BGG sequence and a cap product. In section 8, potential applications, such as deformation and moduli space problems, are discussed, mostly in a rather open-ended fashion, since working out the details in many cases is a substantial research project. We attempt to be more concrete in the final section, where we give examples in conformal geometry, and show how the cup product generalizes helicity raising and lowering by Penrose twistors in four dimensional conformal geometry to arbitrary twistors in arbitrary dimensions.
Finally, one feature of our methods is that we work with spaces of smooth sections, and do not need the machinery of semiholonomic infinite jets and Verma modules. However, for the convenience of the reader, we sketch an approach to this machine in an appendix.
## Acknowledgements
We are very grateful to Andreas Čap, Rod Gover, Martin Markl, Elmer Rees, Michael Singer, Jan Slovák and Jim Stasheff for stimulating and helpful discussions. The first author would particularly like to thank Vladimir Souček, with whom he has discussed helicity raising and lowering extensively over the past few years, and more recently, some of the details of curved BGG sequences. The second author is similarly indebted to Gregor Weingart for many discussions on Lie algebra homology and BGG resolutions.
## 1. Cartan geometries and invariant differentiation
Cartan geometries are geometries modelled on a homogeneous space $`G/P`$ (for a modern introduction, see ). Such a homogeneous space has a natural principal $`P`$-bundle $`GG/P`$, equipped with $`𝔤`$-valued $`1`$-form $`\omega :TG𝔤`$, namely the Maurer-Cartan form which trivializes $`TG`$ by the right-invariant vector fields.
In order to avoid fixing $`G`$, we work with a pair $`(𝔤,P)`$ consisting of a Lie algebra $`𝔤`$ and a group $`P`$ acting on $`𝔤`$ by automorphisms such that the Lie algebra $`𝔭`$ of $`P`$ is a subalgebra of $`𝔤`$ and the action of $`P`$ on $`𝔤`$ induces the adjoint action of $`P`$ on $`𝔭`$ and of $`𝔭`$ on $`𝔤`$.
###### 1.1 Definition (Cartan geometry).
Let $`M`$ be a manifold of the same dimension as $`𝔤/𝔭`$.
1. A Cartan geometry of type $`(𝔤,P)`$ on $`M`$ is a principal $`P`$-bundle $`\pi :𝒢M`$, together with a $`P`$-equivariant $`𝔤`$-valued $`1`$-form $`\eta :T𝒢𝔤`$ such that for each $`u𝒢`$, $`\eta _u:T_u𝒢𝔤`$ is an isomorphism restricting to the canonical isomorphism between $`T_u(𝒢_{\pi (u)})`$ and $`𝔭`$.
2. A *Kleinian* or *homogeneous model* of a Cartan geometry of type $`(𝔤,P)`$ is a homogeneous space $`G/P`$, for a Lie group $`G`$ with subgroup $`P`$ and Lie algebra $`𝔤`$.
3. The curvature $`K:\mathrm{\Lambda }^2T𝒢𝔤`$ of a Cartan geometry is defined by
$$K(U,V)=d\eta (U,V)+[\eta (U),\eta (V)].$$
It induces a curvature function $`\kappa :𝒢\mathrm{\Lambda }^2𝔤^{}𝔤`$ via
$$\kappa (u)(\xi ,\chi )=K_u(\eta ^1(\xi ),\eta ^1(\chi ))=[\xi ,\chi ]\eta _u[\eta ^1(\xi ),\eta ^1(\chi )],$$
where $`u𝒢`$ and the latter bracket is the Lie bracket of vector fields on $`𝒢`$.
4. Associated to a $`P`$-module $`𝔼`$ is a vector bundle $`E=𝒢\times _P^{}𝔼`$. In particular, the Cartan connection $`\eta `$ identifies the tangent bundle of $`M`$ with $`𝒢\times _P^{}𝔤/𝔭`$. The adjoint bundle of a Cartan geometry is $`𝔤_M^{}=𝒢\times _P^{}𝔤`$. The quotient map $`𝔤𝔤/𝔭`$ induces a surjective bundle map $`\pi _𝔤:𝔤_M^{}TM`$.
Note that the associated bundle construction identifies sections of $`E=𝒢\times _P^{}𝔼`$ over $`M`$ with $`P`$-equivariant maps from $`𝒢`$ to $`𝔼`$:
$$\mathrm{C}^{\mathrm{}}(M,E)=\mathrm{C}^{\mathrm{}}(𝒢,𝔼)^P.$$
We shall make frequent use of this identification, often without comment.
The curvature $`K`$ of a Cartan geometry measures the failure of the Cartan $`1`$-form $`\eta `$ to induce a Lie algebra homomorphism. This is the obstruction to finding a local isomorphism between $`𝒢M`$ and a homogeneous model $`GG/P`$.
The following definition is essentially given in , except that we do not restrict the derivative to horizontal tangent vectors, and hence we do not lose $`P`$-equivariance. The same idea appears in , the latter reference attributing it to Cartan .
###### 1.2 Definition (Invariant derivative).
Let $`(𝒢,\eta )`$ be a Cartan geometry of type $`(𝔤,P)`$ on $`M`$, and let $`𝔼`$ be a $`P`$-module with associated vector bundle $`E=𝒢\times _P^{}𝔼`$. Then the invariant derivative on $`E`$ is defined by
$`^\eta :\mathrm{C}^{\mathrm{}}(𝒢,𝔼)`$ $`\mathrm{C}^{\mathrm{}}(𝒢,𝔤^{}𝔼)`$
$`_\xi ^\eta f`$ $`=df\left(\eta ^1(\xi )\right)`$
for all $`\xi `$ in $`𝔤`$. It is $`P`$-equivariant and so maps $`\mathrm{C}^{\mathrm{}}(𝒢,𝔼)^P`$ into $`\mathrm{C}^{\mathrm{}}(𝒢,𝔤^{}𝔼)^P`$. Identifying $`P`$-equivariant maps to a $`P`$-module with sections of the associated vector bundle therefore provides a linear map $`^\eta :\mathrm{C}^{\mathrm{}}(M,E)\mathrm{C}^{\mathrm{}}(M,𝔤_M^{}E)`$.
We now build up some simple properties of this operation.
###### 1.3 Proposition (1-jets).
Let $`(𝒢,\eta )`$ be a Cartan geometry of type $`(𝔤,P)`$ on $`M`$.
1. The curvature $`K`$ is a horizontal $`2`$-form and so induces $`K_M^{}\mathrm{C}^{\mathrm{}}(M,\mathrm{\Lambda }^2T^{}M𝔤_M^{})`$. Equivalently $`\kappa (\xi ,.)=0`$ for $`\xi 𝔭`$, so $`\kappa \mathrm{C}^{\mathrm{}}(𝒢,\mathrm{\Lambda }^2(𝔤/𝔭)^{}𝔤)^P`$.
2. The invariant derivative of a $`P`$-equivariant map $`f:𝒢𝔼`$ is vertically trivial in the sense that $`(_\xi ^\eta f)(u)+\xi \mathrm{}\left(f(u)\right)=0`$ for all $`\xi 𝔭`$ and $`u𝒢`$. In particular if $`P`$ acts trivially on $`𝔼`$ and $`f:ME`$, then $`^\eta f=df\pi _𝔤`$.
3. If $`f_1:𝒢𝔼_1`$ and $`f_2:𝒢𝔼_2`$ then $`_\xi ^\eta (f_1f_2)=(_\xi ^\eta f_1)f_2+f_1(_\xi ^\eta f_2)`$.
4. The invariant derivative satisfies the “Ricci identity”:
$$_\xi ^\eta (_\chi ^\eta f)_\chi ^\eta (_\xi ^\eta f)=_{[\xi ,\chi ]}^\eta f_{\kappa (\xi ,\chi )}^\eta f.$$
5. The map $`\mathrm{C}^{\mathrm{}}(M,E)\mathrm{C}^{\mathrm{}}(M,E(𝔤_M^{}E))`$ sending $`s`$ to $`(s,^\eta s)`$ defines an injective bundle map from $`J^1E`$ to $`E\left(𝔤_M^{}E\right)`$ whose image is $`𝒢\times _P^{}J_0^1𝔼`$ where $`J_0^1𝔼=\{(\varphi _0,\varphi _1)𝔼\left(𝔤^{}𝔼\right):\varphi _1(\xi )+\xi \mathrm{}\varphi _0=0\text{ for all }\xi 𝔭\}`$.
###### Proof.
These are straightforward calculations.
1. For $`\xi 𝔭`$, we have by definition that $`\eta ^1(\xi )`$ is a vertical vector field generated by the right $`P`$-action. Now the map $`\chi \eta ^1(\chi )`$ is $`P`$-equivariant for any $`\chi 𝔤`$, from which it follows by differentiating that $`[\eta ^1(\xi ),\eta ^1(\chi )]=\eta ^1[\xi ,\chi ]`$.
2. Differentiate the $`P`$-equivariance condition $`p\mathrm{}(f(up))=f(u)`$.
3. This is just the product rule for $`d(f_1f_2)`$.
4. The Ricci identity holds because both sides are equal to $`df([\eta ^1(\xi ),\eta ^1(\chi )])`$.
5. Certainly the map on smooth sections only depends on the $`1`$-jet at each point, and it is injective since the symbol of $`^\eta `$ is the inclusion $`T^{}ME𝔤_M^{}E`$, as one easily sees from the product rule (for $`𝔼_1`$ trivial and $`𝔼_2=𝔼`$). It maps into $`𝒢\times _P^{}J_0^1𝔼`$ by vertical triviality, so the result follows by comparing the ranks of the bundles.∎
The final term in the Ricci identity is first order in general, due to the presence of torsion. The torsion is defined to be $`TM`$-valued $`2`$-form $`\pi _𝔤(K_M^{})`$ obtained by projecting the curvature $`K`$ onto $`𝔤/𝔭`$ and a Cartan geometry is said to be torsion-free if $`K`$ takes values in $`𝔭`$ so that $`\pi _𝔤(K_M^{})=0`$ and $`\kappa \mathrm{C}^{\mathrm{}}(𝒢,\mathrm{\Lambda }^2(𝔤/𝔭)^{}𝔭)`$. In this case, for any $`P`$-equivariant $`f:𝒢𝔼`$, we have $`_{\kappa (\xi ,\chi )}^\eta f=\kappa (\xi ,\chi )\mathrm{}f`$.
We end this section by considering the invariant derivative when the $`P`$-module is also a $`𝔤`$-module.
###### 1.4 Definition.
A $`(𝔤,P)`$-module is a vector space $`𝕎`$ carrying a representation of $`P`$ and a $`P`$-equivariant representation of $`𝔤`$, such that the induced actions of $`𝔭`$ coincide.
For a Lie group $`G`$ with Lie algebra $`𝔤`$ and subgroup $`P`$, any $`G`$-module is a $`(𝔤,P)`$-module.
###### 1.5 Definition (Twistor connection).
Let $`𝕎`$ be a $`(𝔤,P)`$-module and define
$`^𝔤:\mathrm{C}^{\mathrm{}}(𝒢,𝕎)`$ $`\mathrm{C}^{\mathrm{}}(𝒢,𝔤^{}𝕎)`$
$`_\xi ^𝔤f`$ $`=_\xi ^\eta f+\xi \mathrm{}f.`$
Then for $`P`$-equivariant $`f`$, $`_\xi ^𝔤f`$ vanishes for $`\xi 𝔭`$, so $`^𝔤f`$ takes values in $`(𝔤/𝔭)^{}𝕎`$ and hence $`^𝔤`$ induces a covariant derivative on $`W=𝒢\times _P^{}𝕎`$ which will be called the twistor connection on $`W`$. Its curvature is easily computed to be the action of $`K_M^{}`$ on $`W`$.
If $`G`$ is a Lie group with subgroup $`P`$ and Lie algebra $`𝔤`$, then the principal $`G`$-bundle $`\stackrel{~}{𝒢}=𝒢\times _P^{}G`$ has a principal bundle connection induced by $`\eta `$, and, on a $`G`$-module $`𝕎`$, $`^𝔤`$ is simply the covariant derivative induced by this connection. Although these basic ideas from the theory of Cartan connections are well-established, the systematic use of a *linear* representation of the Cartan connection seems to first appear in twistor theory, where $`𝕎`$ is the local twistor bundle and $`^𝔤`$ defines local twistor transport. Following Baston , we adapt this terminology to more general situations.
###### 1.6 Proposition.
Let $`\mathrm{\Psi }_𝕎`$ the $`P`$-equivariant automorphism of $`(𝔼𝕎)(𝔤^{}𝔼𝕎)`$, for any $`P`$-module $`𝔼`$, sending $`(\varphi _0=ew,\varphi _1)`$ to $`(\varphi _0,\stackrel{~}{\varphi }_1)`$ where $`\stackrel{~}{\varphi }_1(\chi )=\varphi _1(\chi )+e\chi \mathrm{}w`$ for any $`\chi 𝔤`$. Then $`\mathrm{\Psi }_𝕎`$ restricts to an isomorphism from $`J_0^1(𝔼𝕎)`$ to $`J_0^1(𝔼)𝕎`$.
###### Proof.
For any $`\chi 𝔭`$ and $`(\varphi _0=ew,\varphi _1)J_0^1(𝔼𝕎)`$, we have
$$\stackrel{~}{\varphi }_1(\chi )+(\chi \mathrm{}e)w=\varphi _1(\chi )+(\chi \mathrm{}e)w+e\chi \mathrm{}w=\varphi _1(\chi )+\chi \mathrm{}(ew)=0,$$
and so $`\mathrm{\Psi }_𝕎`$ maps $`J_0^1(𝔼𝕎)`$ into $`J_0^1(𝔼)𝕎`$. ∎
The operator $`\mathrm{\Psi }_𝕎`$ formalises the process of twisting a first order operator (on a $`P`$-module $`𝔼`$) by the twistor connection on $`𝕎`$. We apply this to the exterior derivative in section 4.
## 2. Parabolic geometries
Parabolic geometries can be described as Cartan geometries of type $`(𝔤,P)`$ where $`𝔤`$ is semisimple and the Lie algebra $`𝔭`$ of $`P`$ is a parabolic subalgebra, i.e., a subalgebra containing a maximal solvable subalgebra of $`𝔤`$. We need a few facts about parabolic subalgebras, all of which are straightforward: we refer to for proofs.
The parabolic subalgebra splits naturally as the semidirect sum of a reductive subalgebra $`𝔤_0`$ and a nilpotent ideal $`𝔪^{}`$, where $`𝔪`$ is the orthogonal complement of $`𝔭`$ in $`𝔤`$ with respect to the Killing form of $`𝔤`$—the nilpotent part of $`𝔭`$ is identified with $`𝔪^{}`$ using this Killing form. Because of this duality, $`𝔭^{}:=𝔤_0𝔪`$ is also a parabolic subalgebra of $`𝔤`$. By choosing a Cartan subalgebra of the semisimple part of $`𝔤_0`$ and extending it to a Cartan subalgebra of $`𝔤`$ inside $`𝔤_0`$, one can show (in the complexified setting) that parabolic subalgebras of semisimple Lie algebras correspond, up to isomorphism, to Dynkin diagrams with crossed nodes, where a node is crossed if the corresponding root lies in the centre of $`𝔤_0`$. Real forms are classified in a similar way (using, for instance, Satake diagrams). The distinction between real and complex geometries does not cause any difficulties at this level: some of the statements in the following require minor modification in the real case, but we make little further comment on this.
We note that $`[𝔤_0,𝔪]𝔪`$, $`[𝔤_0,𝔪^{}]𝔪^{}`$ and hence $`𝔪`$ and $`𝔪^{}`$ may be decomposed into graded nilpotent algebras by the action of the centre of $`𝔤_0`$. This centre is nontrivial: in particular there exists an element $`E`$ in the centre of $`𝔤_0`$ such that $`\mathrm{𝑎𝑑}E`$ has positive integer eigenvalues on $`𝔪`$ and negative integer eigenvalues on $`𝔪^{}`$, which may be normalized by the requirement that $`1`$ is an eigenvalue. If $`E`$ acts by a scalar on a $`𝔤_0`$-module (as it does on an irreducible $`𝔤_0`$-module), then this scalar will be called the geometric weight. By decomposing into irreducibles we can talk about the geometric weights of any semisimple $`𝔤_0`$-module, and hence of any element or function with values in that module. An important observation in parabolic geometry is that although the grading of a $`𝔤`$ or $`𝔭`$-module by geometric weight is not $`𝔭`$-equivariant, it induces a $`𝔭`$-equivariant filtration. The associated graded vector space is the corresponding $`𝔤_0`$-module.
If $`P`$ is a Lie group with Lie algebra $`𝔭`$ then we define $`G_0`$ to be the subgroup $`\{pP:𝐴𝑑_p(𝔤_0)𝔤_0\}`$; this has Lie algebra $`𝔤_0`$. We need to restrict the freedom in the choice of $`P`$ by assuming throughout that $`P=G_0\mathrm{exp}𝔪^{}`$. This holds automatically if $`G`$ is a Lie group with Lie algebra $`𝔤`$ and $`P=\{gG:𝐴𝑑_g(𝔭)𝔭\}`$. The reason for this assumption is that if we need to show a manifestly $`G_0`$-invariant construction is $`P`$-invariant, we only need to check $`𝔪^{}`$-invariance. We refer to such a $`(𝔤,P)`$, satisfying in addition the assumptions of the first section, as a parabolic pair.
###### 2.1 Definition.
A parabolic geometry on $`M`$ is a Cartan geometry whose type is a parabolic pair $`(𝔤,P)`$. If $`𝔪`$ is abelian, then this is called the abelian or almost Hermitian symmetric case. A parabolic geometry is said to be semiregular if the geometric weights of the curvature $`\kappa `$ are all nonpositive, and regular if they are all negative.
In the abelian case, the centre is one dimensional, and the geometric weight determines the action of the centre on an irreducible $`𝔤_0`$-module. In fact $`𝔪`$ itself has geometric weight $`1`$, and so an abelian parabolic geometric is regular. Note that $`\mathrm{\Lambda }^2𝔪^{}𝔭`$ has negative geometric weights (at most $`2`$), so the (semi)regularity condition is a condition on the torsion alone. Regularity ensures that the Lie bracket of vector fields on $`M`$ is compatible with the Lie bracket in $`𝔪`$—see .
In practice, parabolic geometries are defined in terms of more primitive data, which has to be prolonged (i.e., differentiated) to obtain the Cartan geometry. It is natural to impose a further constraint on the curvature of Cartan connections arising in this way, see 5.9. Here we give some examples of geometric structures inducing such “normal” parabolic geometries.
### Conformal geometry
It is well known that conformal geometry in $`n3`$ dimensions (or Möbius geometry in dimension two ) can be described by a Cartan geometry with $`𝔤𝔰𝔬(n+1,1)`$. We fix a Lorentzian vector space $`V`$ of signature $`(n+1,1)`$. Then the space of null lines in $`V`$ is the $`n`$-sphere viewed as a conformal manifold, and the Lorentzian transformations act conformally. We choose a point in $`S^n`$ and denote its tangent space, which is a conformal vector space, by $`𝔪`$. The isotropy group fixing this null line is isomorphic to $`CO(𝔪)𝔪^{}`$, with the conformal group $`CO(𝔪)`$ acting on $`𝔪^{}`$ in the obvious way. The Lorentzian Lie algebra $`𝔤`$, which is semisimple for any $`n1`$, is a vector space direct sum $`𝔤=𝔪𝔠𝔬(𝔪)𝔪^{}`$. The geometric weight is the conformal weight.
Possible choices for $`P`$ are $`CO(𝔪)𝔪^{}`$, where $`CO(𝔪)`$ may or may not include the orientation reversing transformations, or $`CSpin(𝔪)𝔪^{}`$. These parabolic geometries are called (oriented) conformal geometry and conformal spin geometry respectively.
A more primitive definition of a conformal manifold is a manifold equipped with an $`L^2`$-valued metric on the tangent bundle, where $`L^1`$ is the density line bundle. We shall briefly describe how that Cartan connection arises geometrically. A conformal manifold has a distinguished family of torsion-free connections called Weyl connections, which form an affine space on the space of $`1`$-forms. We can define the bundle of Weyl geometries $`𝒲`$ as the bundle of splittings of $`J^1TMTM`$ determined by the Weyl connections. This is an affine bundle modelled on $`T^{}M`$ and the Weyl connections are its sections. The principal bundle $`𝒢`$ is the pullback of $`𝒲`$ to the bundle of conformal frames $`CO(M)`$. The Cartan connection arises from the observation that a $`0`$-jet of a section of $`𝒲`$ can be extended uniquely to a $`1`$-jet of a section with vanishing Ricci tensor. Usually a more algebraic description is given: for a more detailed discussion, with proofs, see .
We describe the following examples even more briefly, our aim being only to indicate the scope of parabolic geometry.
### Projective geometry
This is a parabolic geometry of type $`(𝔰𝔩(n+1,),GL(n,)^n)`$. The structure is purely second order, being given by a projective equivalence class of torsion-free connections on the tangent bundle.
### Quaternionic geometry
This is a parabolic geometry in $`n=4m`$ dimensions of type $`(𝔰𝔩(m+1,),S(GL(1,)\times GL(m,))^m)`$. A manifold is equipped with an (almost) quaternionic structure iff there is a chosen rank $`3`$ Lie subalgebra bundle of $`End(TM)`$ pointwise isomorphic to the imaginary quaternions. A quaternionic structure is an almost quaternionic structure with vanishing torsion.
### Projective contact geometry
There is a a contact geometry associated with each semisimple Lie algebra. Projective contact geometry is a parabolic geometry of type $`(𝔰𝔭(2(m+1),),Sp(2m,)^{2m+1})`$, where $`^{2m+1}`$ is the Heisenberg group with Lie algebra $`^{2m}`$, the Lie bracket being the standard symplectic form on $`^{2m}`$. A projective contact manifold turns out to be a contact manifold together with a chosen class of “projectively equivalent” partial connections.
### CR geometry
The geometry induced on strictly pseudoconvex hypersurfaces in complex manifolds is a parabolic geometry of type $`(𝔰𝔲(m+1,1),CU(m)^{2m+1})`$, where the Heisenberg Lie algebra is now identified with $`^m`$ and the Lie bracket is the imaginary part of the standard Hermitian form on $`^n`$. In fact a partial integrability condition on an almost CR structure suffices to define the Cartan geometry .
### Quaternionic CR geometry
We define quaternionic CR geometry to be a parabolic geometry of type $`(𝔰𝔭(m+1,1),^+\times Sp(1)Sp(m)\stackrel{~}{}^{4m+3})`$, where $`\stackrel{~}{}^{4m+3}`$ is the Lie group of the nilpotent Lie algebra structure on $`^m^3`$ whose Lie bracket is the direct sum of the three symplectic forms on $`^m`$.
### Pfaffian systems in five variables
One of the first nontrivial Cartan geometries discovered (by Cartan, of course ) turns out to be an exceptional parabolic geometry. One starts from a Lie algebra $`𝔪`$ with basis $`\{X_1,Y_1,Z_2,X_3,Y_3\}`$ such that $`[X_1,Y_1]=Z_2`$, $`[X_1,Z_2]=X_3`$, $`[Y_1,Z_2]=Y_3`$ and all other brackets are trivial. Here the subscripts denote the geometric weight. A derivation of this algebra is determined by its action on $`X_1`$ and $`Y_1`$, so the derivations preserving geometric weight form a Lie algebra isomorphic to $`𝔤𝔩(2,)`$ and $`E`$ is the identity matrix. A more lengthy computation shows that there is only a two dimensional space of derivations from $`𝔪`$ to $`𝔪𝔤𝔩(2,)`$ lowering the geometric weight by one. Prolonging twice more gives a Lie algebra structure on $`𝔤=𝔪𝔤𝔩(2,)𝔪^{}`$, which turns out to be a real form of the exceptional Lie algebra $`𝔤_2`$. Hence if one equips a $`5`$-manifold $`M`$ with a rank two subbundle $`H`$ of the tangent bundle such that Lie brackets of vector fields in $`H`$ generate a rank three subbundle, and that further Lie brackets with $`H`$ generate $`TM`$, then one obtains, by , a parabolic geometry of type $`(𝔤_2,GL(2,)\widehat{}^5)`$ where $`\widehat{}^5`$ is the Lie group of $`𝔪`$.
This example is in some sense typical: most “normal” parabolic geometries are determined by a Pfaffian system on the tangent bundle . The preceding examples (apart from quaternionic CR geometry) are unusual in this respect: the geometric structure involves additional data.
In the main example of conformal geometry, we noted that Weyl geometries are closely related to the Cartan principal bundle. Turning this around, we can define a Weyl connection, for an arbitrary parabolic geometry, to be a $`G_0`$-equivariant section of $`𝒢𝒢_0`$ where $`𝒢_0`$ is the principal $`G_0`$-bundle $`𝒢/\mathrm{exp}𝔪^{}`$. Since $`𝒢`$ is a principal $`\mathrm{exp}𝔪^{}`$-bundle over $`𝒢_0`$, such a section is equivalently given by a $`P`$-equivariant map $`𝒢\mathrm{exp}𝔪^{}`$, i.e., a section of the associated bundle $`𝒲:=𝒢\times _P^{}\mathrm{exp}𝔪^{}𝒢/G_0`$ over $`M`$, where $`P`$ acts on $`\mathrm{exp}𝔪^{}`$ by the regular representation, not the adjoint representation. Hence this is an affine bundle, the bundle of Weyl geometries, modelled on $`T^{}M=𝒢\times _P^{}𝔪^{}`$—note that the adjoint action of $`P`$ on $`𝔪^{}`$ is equivalent to its adjoint action on $`\mathrm{exp}𝔪^{}`$. For any $`P`$-module $`𝔼`$, a Weyl connection (i.e., a section of $`𝒲`$ over $`M`$) identifies $`𝒢\times _P^{}𝔼`$, filtered by geometric weight, with $`𝒢_0\times _{G_0}^{}𝔼`$, which is the associated graded bundle. We shall use this observation later: for further information, see .
###### 2.2 Definition (Parabolic twistors).
Let $`𝕎`$ be a $`(𝔤,P)`$-module. Then $`𝔪^{}`$ acts on $`𝕎`$ and the image $`𝔪^{}\mathrm{}𝕎`$ of this action is a $`P`$-subrepresentation since $`𝔪^{}`$ is an ideal of $`𝔭`$. Hence there is a natural $`P`$-equivariant map $`𝕎𝕎_𝔪^{}`$ where $`𝕎_𝔪^{}:=𝕎/(𝔪^{}\mathrm{}𝕎)`$ is the space of coinvariants of $`𝔪^{}`$ acting on $`𝕎`$. Consequently, on a parabolic geometry, sections $`s`$ of $`W`$ induce sections of $`W_{T^{}M}:=𝒢\times _P^{}𝕎_𝔪^{}`$. Parallel sections of $`W`$ will be called *parabolic twistors* and the induced sections of $`W_{T^{}M}`$ will be called parabolic twistor fields.
Missing from this description is a twistor operator: we shall see later that there is a differential operator acting on sections of $`W_{T^{}M}`$ which characterizes the parabolic twistor fields. The twistor operator is the first operator in the curved BGG sequence which we shall construct. To do this we need some Lie algebra homology.
## 3. Lie algebra homology and cohomology
Any Lie algebra $`𝔩`$ possesses naturally defined homology and cohomology theories with coefficients in an arbitrary $`𝔩`$-module $`𝕎`$. These homology and cohomology groups can be constructed using a (projective or injective) resolution of $`𝕎`$ by a Koszul complex of $`𝕎`$-valued alternating forms. We shall apply this to parabolic geometries by taking $`𝕎`$ to be a $`𝔤`$-module and letting $`𝔩=𝔪`$ or $`𝔪^{}`$, using the vector space direct sum $`𝔤=𝔪𝔤_0𝔪^{}`$. We focus on $`\mathrm{\Lambda }𝔪^{}𝕎`$, which leads to the homology of $`𝔪^{}`$ or the cohomology of $`𝔪`$ with values in $`𝕎`$.
### $`𝔪^{}`$ homology with values in $`𝕎`$
We first interpret the space $`\mathrm{\Lambda }^k𝔪^{}𝕎`$ as the space $`C_k(𝔪^{},𝕎)`$ of $`k`$-chains on $`𝔪^{}`$ with values in $`𝕎`$. This space carries a natural representation of $`𝔭`$: the action on $`𝕎`$ is the restriction of the $`𝔤`$ action, while on $`\mathrm{\Lambda }^k𝔪^{}`$ we have:
(3.1)
$$\xi \mathrm{}\beta :=\underset{i}{}[\xi ,\epsilon ^i](e_i\beta )$$
for $`\xi 𝔭`$, where $`e_i`$ denotes a basis of $`𝔪`$ with dual basis $`\epsilon ^i`$. In the abelian case this action of $`𝔪^{}𝔭`$ on $`\mathrm{\Lambda }^k𝔪^{}`$ is trivial. In general it is compatible with exterior multiplication by $`\alpha 𝔪^{}`$ in the sense that:
(3.2)
$$\xi \mathrm{}(\alpha \beta )=\alpha (\xi \mathrm{}\beta )+[\xi ,\alpha ]\beta .$$
There is also a compatibility with interior multiplication by $`v𝔪`$:
(3.3) $`v(\xi \mathrm{}\beta )`$ $`=\xi \mathrm{}(v\beta )+[\xi ,\epsilon ^i],ve_i\beta `$
and so $`\xi \mathrm{}(v\beta )`$ $`=v(\xi \mathrm{}\beta )+[\xi ,v]_𝔪^{}\beta ,`$
where $`[\xi ,v]_𝔪^{}`$ denotes the $`𝔪`$ component of the Lie bracket in $`𝔤`$, which is the coadjoint action of $`\xi `$ on $`v𝔪𝔤^{}`$, or equivalently the natural action on $`v𝔪𝔤/𝔭`$.
Next we define the boundary operator or codifferential $`\delta _𝔪^{}^{}`$, where the subscript denotes the Lie algebra which effectively acts in the following definition:
(3.4)
$$\begin{array}{cc}\hfill \delta _𝔪^{}^{}:C_k(𝔪^{},𝕎)& C_{k1}(𝔪^{},𝕎)\hfill \\ \hfill \delta _𝔪^{}^{}(\beta w)& =\underset{i}{}\left(\frac{1}{2}\epsilon ^i\mathrm{}(e_i\beta )w+e_i\beta \epsilon ^i\mathrm{}w\right).\hfill \end{array}$$
For $`k=0,1`$ this definition means $`\delta _𝔪^{}^{}w=0`$ and $`\delta _𝔪^{}^{}(\alpha w)=\alpha \mathrm{}w`$.
###### 3.1 Lemma (Cartan’s identity).
For $`\alpha 𝔪^{}`$, $`\beta \mathrm{\Lambda }^k𝔪^{}`$, $`w𝕎`$ and $`cC_k(𝔪^{},𝕎)`$ we have
$`{\displaystyle \underset{i}{}}e_i(\alpha \beta )\epsilon ^i\mathrm{}w+{\displaystyle \underset{i}{}}\alpha (e_i\beta )\epsilon ^i\mathrm{}w`$ $`=\beta \alpha \mathrm{}w`$
$`{\displaystyle \underset{i}{}}\epsilon ^i\mathrm{}\left(e_i(\alpha \beta )\right)w+{\displaystyle \underset{i}{}}\alpha \epsilon ^i\mathrm{}(e_i\beta )w`$ $`=2\alpha \mathrm{}\beta w`$
and consequently $`\delta _𝔪^{}^{}(\alpha c)+\alpha (\delta _𝔪^{}^{}c)`$ $`=\alpha \mathrm{}c.`$
###### Proof.
The first part is immediate from the fact that $`e_i(\alpha \beta )=\alpha (e_i)\beta \alpha (e_i\beta )`$. For the second part, we compute, using (3.1) and (3.2),
$`{\displaystyle \underset{i}{}}\epsilon ^i\mathrm{}(e_i\alpha \beta )w`$ $`=\alpha \mathrm{}\beta w{\displaystyle \underset{i}{}}\epsilon ^i\mathrm{}(\alpha e_i\beta )w`$
$`=\alpha \mathrm{}\beta w{\displaystyle \underset{i}{}}\left([\epsilon ^i,\alpha ](e_i\beta )+\alpha \epsilon ^i\mathrm{}(e_i\beta )\right)w`$
$`=2\alpha \mathrm{}\beta w{\displaystyle \underset{i}{}}\alpha \epsilon ^i\mathrm{}(e_i\beta )w.`$
The final formula (Cartan’s identity) follows from the first two by taking $`c=\beta w`$. ∎
Cartan’s identity perhaps best explains the curious factor of $`1/2`$ in the definition of the codifferential. This factor is also crucial in the following.
###### 3.2 Lemma (Boundary property).
The Lie algebra codifferential defines a complex, i.e., $`\delta _𝔪^{}^{}\delta _𝔪^{}^{}=0`$.
###### Proof.
If $`𝕎`$ is a trivial representation, then the definition of the codifferential reduces to the term $`_i\frac{1}{2}\epsilon ^i\mathrm{}(e_i\beta )w`$. We first show that the square of this term vanishes separately by virtue of (3.3) and the Jacobi identity for $`𝔪^{}`$:
$`{\displaystyle \underset{i,j}{}}\epsilon ^i\mathrm{}(e_i\epsilon ^j\mathrm{}(e_j\beta ))`$ $`={\displaystyle \underset{j,k}{}}[\epsilon ^j,\epsilon ^k]\mathrm{}(e_ke_j\beta )+{\displaystyle \underset{i,j}{}}\epsilon ^i\mathrm{}\left(\epsilon ^j\mathrm{}(e_ie_j\beta )\right)`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}[\epsilon ^i,\epsilon ^j]\mathrm{}(e_je_i\beta )={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j,k}{}}[[\epsilon ^i,\epsilon ^j],\epsilon ^k](e_ke_je_i\beta )`$
$`=0.`$
We can now compute $`\delta _𝔪^{}^{}\delta _𝔪^{}^{}`$ in general:
$`\delta _𝔪^{}^{}\left(\delta _𝔪^{}^{}(\beta w)\right)`$ $`={\displaystyle \frac{1}{4}}{\displaystyle \underset{i,j}{}}\epsilon ^i\mathrm{}(e_i\epsilon ^j\mathrm{}(e_j\beta ))w+{\displaystyle \underset{i,j}{}}e_ie_j\beta \epsilon ^i\mathrm{}\epsilon ^j\mathrm{}w`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}e_i\epsilon ^j\mathrm{}(e_j\beta )\epsilon ^i\mathrm{}w+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}\epsilon ^i\mathrm{}(e_ie_j\beta )\epsilon ^j\mathrm{}w`$
$`=0+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}e_ie_j\beta [\epsilon ^i,\epsilon ^j]\mathrm{}w`$
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}\left(e_i\epsilon ^j\mathrm{}(e_j\beta )\epsilon ^j\mathrm{}(e_ie_j\beta )\right)\epsilon ^i\mathrm{}w,`$
which vanishes by (3.3). ∎
###### 3.3 Lemma ($`𝔭`$-equivariance).
For $`\alpha 𝔪^{}`$ and $`cC_k(𝔪^{},𝕎)`$, $`\delta _𝔪^{}^{}(\alpha \mathrm{}c)=\alpha \mathrm{}(\delta _𝔪^{}^{}c)`$.
###### Proof.
Both sides equal $`\delta _𝔪^{}^{}\left(\alpha (\delta _𝔪^{}^{}c)\right)`$ by the previous two lemmas. ∎
It follows that $`\delta _𝔪^{}^{}`$ is $`𝔭`$-equivariant (since it is clearly $`𝔤_0`$-equivariant).
###### 3.4 Definition (Homology).
The cycles, boundaries and homology of $`\delta _𝔪^{}^{}`$ are given by:
$`Z_k(𝔪^{},𝕎)`$ $`:=𝑘𝑒𝑟\delta _𝔪^{}^{}:C_k(𝔪^{},𝕎)C_{k1}(𝔪^{},𝕎),`$
$`B_k(𝔪^{},𝕎)`$ $`:=𝑖𝑚\delta _𝔪^{}^{}:C_{k+1}(𝔪^{},𝕎)C_k(𝔪^{},𝕎),`$
$`H_k(𝔪^{},𝕎)`$ $`:=Z_k(𝔪^{},𝕎)/B_k(𝔪^{},𝕎).`$
These are all $`𝔭`$-modules, and by Cartan’s identity, $`𝔪^{}`$ maps $`Z_k(𝔪^{},𝕎)`$ into $`B_k(𝔪^{},𝕎)`$ and hence acts trivially on the homology $`H_k(𝔪^{},𝕎)`$.
Note that the zero homology $`H_0(𝔪^{},𝕎)`$ is the space of coinvariants of $`𝕎`$ with respect to $`𝔪^{}`$, since in that case $`Z_0(𝔪^{},𝕎)=𝕎`$ and $`B_0(𝔪^{},𝕎)=𝑖𝑚(\mathrm{}:𝔪^{}𝕎𝕎)=𝔪^{}\mathrm{}𝕎`$, i.e., $`H_0(𝔪^{},𝕎)=𝕎/(𝔪^{}\mathrm{}𝕎)=𝕎_𝔪^{}`$.
###### 3.5 Examples.
The homology for the trivial representation in the abelian case gives back the usual multilinear forms:
$`𝕎`$ $`=,`$
$`H_k(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^k𝔪^{}.`$
In the case of conformal geometry, the Lorentzian vector space $`V=L^1𝔪^0L^1`$, where $`𝔪^0=L^1𝔪^{}`$, is itself a $`𝔤`$-module:
$`𝕎`$ $`=L^1𝔪^0L^1,`$
$`H_0(𝔪^{},𝕎)`$ $`=L^1,`$
$`H_k(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^k𝔪^{}𝔪^0,`$
$`H_n(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^n𝔪^{}L^1.`$
Here elements in the Cartan product $`\mathrm{\Lambda }^k𝔪^{}𝔪^{}`$ can be thought of as tensors in $`\mathrm{\Lambda }^k𝔪^{}𝔪^{}`$ which are alternating-free and trace-free (i.e., in the kernel of the natural maps to $`\mathrm{\Lambda }^{k+1}𝔪^{}`$ and $`\mathrm{\Lambda }^{k1}𝔪^{}`$)—this is the component generated by the tensor product of highest weight vectors (in the complexified representations if necessary).
Similarly for the adjoint representation $`𝕎=𝔤`$ we find:
$`𝕎`$ $`=𝔪𝔠𝔬(𝔪)𝔪^{},`$
$`H_0(𝔪^{},𝕎)`$ $`=𝔪,`$
$`H_1(𝔪^{},𝕎)`$ $`=𝔪^{}𝔪,`$
$`H_k(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^k𝔪^{}𝔰𝔬(𝔪),`$
$`H_{n1}(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^{n1}𝔪^{}𝔪^{},`$
$`H_n(𝔪^{},𝕎)`$ $`=\mathrm{\Lambda }^n𝔪^{}𝔪^{}.`$
Again elements in the Cartan product $`\mathrm{\Lambda }^k𝔪^{}𝔰𝔬(𝔪)`$ can be thought of as elements in the usual tensor product which are in the kernel of natural $`𝔠𝔬(𝔪)`$-equivariant contractions and alternations. Elements in the homology for $`k=0,1,2`$ have immediate geometric interpretations as vectors, linearized conformal metrics and Weyl curvature tensors.
### $`𝔪`$ cohomology with values in $`𝕎`$
Secondly we view $`\mathrm{\Lambda }^k𝔪^{}𝕎`$ as the space $`C^k(𝔪,𝕎)`$ of $`k`$-cochains on $`𝔪`$ with values in $`𝕎`$. From this point of view it carries a natural $`𝔭^{}`$-action, where the action of $`\chi 𝔭^{}`$ on $`\beta \mathrm{\Lambda }^k𝔪^{}`$ is
$$\chi \mathrm{}\beta =\underset{i}{}\epsilon ^i\left([e^i,\chi ]\beta \right)=\underset{i}{}[\chi ,\epsilon ^j]_𝔪^{}^{}(e_j\beta ),$$
with $`[\chi ,\epsilon ^j]_𝔪^{}^{}`$ denoting the $`𝔪^{}`$ component of the Lie bracket.
The coboundary operator or differential $`d_𝔪^{}:C^k(𝔪,𝕎)C^{k+1}(𝔪,𝕎)`$ is defined by
$$d_𝔪^{}(\beta w)=\underset{i}{}\left(\frac{1}{2}\epsilon ^i(e_i\mathrm{}\beta )w+\epsilon ^i\beta e_i\mathrm{}w\right).$$
This formula is minus the transpose of the formula for a boundary operator. To be precise, it means that $`d_𝔪^{}=(\delta _𝔪^{})^{}`$, where $`\delta _𝔪^{}`$ is the codifferential for $`𝔪`$ homology with values in $`𝕎^{}`$, whose $`k`$-chains are $`C_k(𝔪,𝕎^{})=C^k(𝔪,𝕎)^{}`$. It immediately follows that $`d_𝔪^{}`$ defines a complex and is $`𝔭^{}`$-equivariant (since $`\delta _𝔪^{}`$ is equivariant with respect to $`𝔭^{}=𝔤_0𝔪`$ not $`𝔭=𝔤_0𝔪^{}`$). Cartan’s identity becomes $`d_𝔪^{}(vc)+vd_𝔪^{}c=v\mathrm{}c`$ for $`v𝔪`$ and the cohomology $`H^k(𝔪,𝕎)`$ of $`d_𝔪^{}`$ is naturally a $`𝔭^{}`$-module with $`𝔪`$ acting trivially.
### Duality
In the above treatment of cohomology we made use of the fact that it is dual to homology. More precisely, the $`𝔪`$ cohomology with values in $`𝕎`$ is dual to the $`𝔪`$ homology with values in $`𝕎^{}`$:
$`C^k(𝔪,𝕎)^{}`$ $`=C_k(𝔪,𝕎^{}),`$ $`(d_𝔪^{})^{}`$ $`=\delta _𝔪^{},`$ $`H^k(𝔪,𝕎)^{}`$ $`=H_k(𝔪,𝕎^{}).`$
Similarly, $`𝔪^{}`$ homology with values in $`𝕎`$ (the first homology theory above) is dual to $`𝔪^{}`$ cohomology with values in $`𝕎^{}`$:
$`C_k(𝔪^{},𝕎)^{}`$ $`=C^k(𝔪^{},𝕎^{}),`$ $`(\delta _𝔪^{}^{})^{}`$ $`=d_𝔪^{}^{},`$ $`H_k(𝔪^{},𝕎)^{}`$ $`=H^k(𝔪^{},𝕎^{}).`$
There is also a kind of Poincaré duality between $`𝔪^{}`$ homology and cohomology (and similarly for $`𝔪`$): if $`𝔪^{}`$ is $`n`$-dimensional then $`C^k(𝔪^{},𝕎^{})\mathrm{\Lambda }^n𝔪C_{nk}(𝔪^{},𝕎^{})`$ and one easily checks that this intertwines boundary and coboundary so that $`H^k(𝔪^{},𝕎^{})\mathrm{\Lambda }^n𝔪H_{nk}(𝔪^{},𝕎^{})`$.
We are interested primarily in $`\delta _𝔪^{}^{}`$ and $`d_𝔪^{}`$, both of which are defined on $`\mathrm{\Lambda }𝔪^{}𝕎`$. It is natural to ask how they are related. Since $`𝔤`$ is semisimple, one can use a Cartan involution to find positive definite inner products on $`𝔤`$ and $`𝕎`$ with respect to which $`\delta _𝔪^{}^{}`$ is minus the adjoint of $`d_𝔪^{}`$. From this, one obtains Kostant’s Hodge decomposition :
$$\mathrm{\Lambda }𝔪^{}𝕎=𝑖𝑚d_𝔪^{}(𝑘𝑒𝑟d_𝔪^{}\mathrm{}𝑘𝑒𝑟\delta _𝔪^{}^{})𝑖𝑚\delta _𝔪^{}^{}.$$
Furthermore, $`𝑘𝑒𝑟d_𝔪^{}\mathrm{}𝑘𝑒𝑟\delta _𝔪^{}^{}`$ may be identified with the kernel of Kostant’s quabla operator $`\mathbf{}=\delta _𝔪^{}^{}d_𝔪^{}+d_𝔪^{}\delta _𝔪^{}^{}`$. The first two terms in the Hodge decomposition give $`𝑘𝑒𝑟d_𝔪^{}`$ and the last two terms give $`𝑘𝑒𝑟\delta _𝔪^{}^{}`$ and hence
$$H^k(𝔪,𝕎)𝑘𝑒𝑟\mathbf{}H_k(𝔪^{},𝕎).$$
This isomorphism is an isomorphism of $`𝔤_0`$-modules, although the cohomology is viewed as a $`𝔭^{}`$-module with $`𝔪`$ acting trivially, whereas the homology is viewed as a $`𝔭`$-module with $`𝔪^{}`$ acting trivially. Similarly, the Hodge decomposition, as a direct sum, is only $`𝔤_0`$-invariant, although the filtration $`0𝑖𝑚d_𝔪^{}𝑘𝑒𝑟d_𝔪^{}\mathrm{\Lambda }𝔪^{}𝕎`$ is $`𝔭^{}`$-invariant and the filtration $`0𝑖𝑚\delta _𝔪^{}^{}𝑘𝑒𝑟\delta _𝔪^{}^{}\mathrm{\Lambda }𝔪^{}𝕎`$ is $`𝔭`$-invariant.
### The Main Theorem
If $`M`$ is a parabolic geometry of type $`(𝔤,P)`$ and $`𝕎`$ is a $`(𝔤,P)`$-module, then the Lie algebra homology groups are all $`P`$-modules and hence induce vector bundles on $`M`$. We shall write $`H_k(W)`$ for $`𝒢\times _P^{}H_k(𝔪^{},𝕎)`$, where $`W=𝒢\times _P^{}𝕎`$. We also write $`\mathrm{C}^{\mathrm{}}(H_k(W))`$ as a shorthand for $`\mathrm{C}^{\mathrm{}}(M,H_k(W))`$; more formally, we can interpret it as the sheaf $`U\mathrm{C}^{\mathrm{}}(U,H_k(W))`$ for open subsets $`U`$ of $`M`$. Since $`U`$ is a parabolic geometry in its own right, this slight of hand is more apparent than real.
Our goal in the next two sections is to prove an explicit version of the following result, the first part of which is due to Čap, Slovák and Souček , although our construction will be less complicated.
###### 3.6 Theorem.
Let $`(M,\eta )`$ be a parabolic geometry of type $`(𝔤,P)`$ and let $`𝕎`$ be a finite dimensional $`(𝔤,P)`$-module. Then there is a naturally defined sequence
$$\mathrm{C}^{\mathrm{}}(H_0(W))\stackrel{𝒟_0^\eta }{}\mathrm{C}^{\mathrm{}}(H_1(W))\stackrel{𝒟_1^\eta }{}\mathrm{C}^{\mathrm{}}(H_2(W))\stackrel{𝒟_2^\eta }{}\mathrm{}$$
of linear differential operators such that the kernel of the first operator is isomorphic to the parabolic twistors associated to $`W`$ and the symbols of the differential operators depend only on $`(𝔤,P,𝕎)`$ not $`(M,\eta )`$. If $`M`$ is flat then this is sequence is locally exact and hence computes the cohomology of $`M`$ with coefficients in the locally constant sheaf of parallel sections of $`W`$.
Suppose further that $`𝕎_1`$, $`𝕎_2`$ and $`𝕎_3`$ are three finite dimensional $`(𝔤,P)`$-modules with a nontrivial $`(𝔤,P)`$-equivariant linear map $`𝕎_1𝕎_2𝕎_3`$ (for instance $`𝕎_3=𝕎_1𝕎_2`$). Then there are nontrivial bilinear differential pairings
$`\mathrm{C}^{\mathrm{}}(H_k(W_1))`$ $`\times ^{}\mathrm{C}^{\mathrm{}}(H_{\mathrm{}}(W_2))`$ $``$ $`\mathrm{C}^{\mathrm{}}(H_{k+\mathrm{}}(W_3))`$
$`(\alpha `$ $`,\beta )`$ $``$ $`\alpha _\eta ^{}\beta `$
whose symbols depend only on $`(𝔤,P,𝕎_1,𝕎_2,𝕎_3)`$ and which have the following properties if $`M`$ is flat: for $`k=\mathrm{}=0`$ the pairing extends the given pairing of twistors $`𝕎_1𝕎_2𝕎_3`$, while more generally the following Leibniz rule holds
$$𝒟_{k+\mathrm{}}^\eta (\alpha _\eta ^{}\beta )=(𝒟_k^\eta \alpha )_\eta ^{}\beta +(1)^k\alpha _\eta ^{}(𝒟_{\mathrm{}}^\eta \beta ),$$
and hence the pairing descends to a cup product in cohomology.
## 4. The twisted deRham sequence
On a parabolic geometry $`M`$ of type $`(𝔤,P)`$ the chain complex of the previous section induces, provided $`𝕎`$ is a $`(𝔤,P)`$-module, a complex of vector bundles on $`M`$. If $`W`$ is the bundle induced by $`𝕎`$, then the bundle induced by the $`k`$-chains is $`\mathrm{\Lambda }^kT^{}MW`$. The codifferential $`\delta _𝔪^{}^{}`$ induces a codifferential $`\delta _{T^{}M}^{}`$ on the $`k`$-chain bundles, since it is $`P`$-equivariant. On the other hand, $`d_𝔪^{}`$ is not $`P`$-equivariant and so does not define an operator on the $`k`$-chain bundles on $`M`$. There is, however, a first order differential operator, namely the exterior covariant derivative (twisted deRham differential)
$$d^𝔤:J^1(\mathrm{\Lambda }^kT^{}MW)\mathrm{\Lambda }^{k+1}T^{}MW$$
which behaves in many ways like $`d_𝔪^{}`$. To construct $`d^𝔤`$ formally, recall that the invariant derivative defines an isomorphism from $`J^1(\mathrm{\Lambda }^kT^{}MW)`$ to $`𝒢\times _P^{}J_0^1(\mathrm{\Lambda }^k𝔪^{}𝕎)`$, which in turn is isomorphic to $`𝒢\times _P^{}J_0^1(\mathrm{\Lambda }^k𝔪^{})𝕎`$. Hence we need to find the $`P`$-equivariant map $`J_0^1(\mathrm{\Lambda }^k𝔪^{})\mathrm{\Lambda }^{k+1}𝔪^{}`$ induced by the exterior derivative. So let $`\alpha :𝒢\mathrm{\Lambda }^k𝔪^{}`$ be $`P`$-equivariant. Then $`\eta `$ identifies $`\alpha `$ with a horizontal $`P`$-equivariant $`k`$-form on $`𝒢`$. Since exterior differentiation commutes with pullback, we can compute the exterior derivative on $`𝒢`$. This gives the following formula for $`d\alpha :𝒢\mathrm{\Lambda }^{k+1}𝔪^{}`$.
$`d\alpha (\xi _0,\mathrm{}\xi _k)`$ $`={\displaystyle \underset{i}{}}(1)^i(_{\eta ^1(\xi _i)}\alpha )(\xi _0,\mathrm{}\widehat{\xi }_i,\mathrm{}\xi _k)`$
$`+{\displaystyle \underset{i<j}{}}(1)^{i+j}\alpha (\eta [\eta ^1(\xi _i),\eta ^1(\xi _j)],\xi _0,\mathrm{}\widehat{\xi }_i,\mathrm{}\widehat{\xi }_j,\mathrm{}\xi _k)`$
and so $`d\alpha `$ $`={\displaystyle \underset{i}{}}\epsilon ^i_{e_i}^\eta \alpha {\displaystyle \underset{i<j}{}}\epsilon ^i\epsilon ^j\left(\kappa (e_i,e_j)\alpha \right)+\frac{1}{2}{\displaystyle \underset{i}{}}\epsilon ^ie_i\mathrm{}\alpha .`$
Combining this with the formula for $`\mathrm{\Psi }_𝕎`$ in Proposition 1.5, gives the following result.
###### 4.1 Proposition (Formal exterior derivatives).
Let $`𝕎`$ a $`(𝔤,P)`$-module. Then the exterior covariant derivative induces the $`P`$-equivariant map
$`\sigma (d^𝔤):J_0^1(\mathrm{\Lambda }^k𝔪^{}𝕎)`$ $`\mathrm{\Lambda }^{k+1}𝔪^{}𝕎`$
(4.1) $`(\varphi _0,\varphi _1)`$ $`{\displaystyle \underset{i}{}}\epsilon ^i\varphi _1(e_i)+d_𝔪^{}\varphi _0{\displaystyle \underset{i<j}{}}\epsilon ^i\epsilon ^j\left(\kappa (e_i,e_j)\varphi _0\right).`$
The last term vanishes if the parabolic geometry is torsion-free. In general it is $`P`$-equivariant, and so the $`P`$-equivariant map
$`\sigma (d^\eta ):J_0^1(\mathrm{\Lambda }^k𝔪^{}𝕎)`$ $`\mathrm{\Lambda }^{k+1}𝔪^{}𝕎`$
(4.2) $`(\varphi _0,\varphi _1)`$ $`{\displaystyle \underset{i}{}}\epsilon ^i\varphi _1(e_i)+d_𝔪^{}\varphi _0`$
induces a exterior covariant derivative $`d^\eta `$ with torsion (unless $`\eta `$ is torsion-free).
Thus we see that although the zero order operator $`d_𝔪^{}`$ is not $`P`$-equivariant, we can correct it by a first order term: the symbol of the exterior derivative (wedge product). There are two ways to do this. The simplest formula (4.2) (with no torsion correction) gives an exterior covariant derivative with torsion, but an extra term can be added to remove the torsion (4.1). On the bundle level, these exterior derivatives are related by
$$d^𝔤s=d^\eta s\underset{i<j}{}\epsilon ^i\epsilon ^jK_M^{}(e_i,e_j)s$$
for any section $`s`$ of $`\mathrm{\Lambda }^kT^{}MW`$: note that only the torsion part of $`K_M^{}`$ contributes to the contraction. This difference is also illustrated by the following result.
###### 4.2 Proposition (Curvature).
The composites $`R^𝔤=(d^𝔤)^2`$ and $`R^\eta :=(d^\eta )^2`$ acting on a section $`s`$ of $`\mathrm{\Lambda }^kT^{}MW`$ are given by
$`R^𝔤s`$ $`=𝑡𝑟\left(XK_M^{}X\mathrm{}s\right)`$
$`R^\eta s`$ $`=𝑡𝑟\left(XK_M^{}_X^\eta s\right).`$
Here $`X𝔤_M^{}`$: in the first formula, the $`𝔤_M^{}`$-values of $`K_M^{}`$ act on the $`W`$-values of $`s`$, while in the second formula, the $`𝔤_M^{}`$-values are contracted with the invariant derivative.
###### Proof.
The first formula is clear: the square of the $`d^𝔤`$ is the wedge product action of the curvature of $`^𝔤`$. For the second formula, let $`f:𝒢\mathrm{\Lambda }^k𝔪^{}𝕎`$ be $`P`$-equivariant. Then
$$d^\eta f=\sigma (d^\eta )(f,^\eta f)=d_𝔪^{}f+\underset{i}{}\epsilon ^i_{e_i}^\eta f.$$
We must apply $`d^\eta `$ to this expression. To do this, note that $`d_𝔪^{}`$ is constant on $`𝒢`$, so that
$$\underset{j}{}\epsilon ^j_{e_j}^\eta d^\eta f=\underset{j}{}\epsilon ^jd_𝔪^{}_{e_j}^\eta f+\underset{i,j}{}\epsilon ^j\epsilon ^i_{e_j}^\eta (_{e_i}^\eta f)$$
and therefore
$`(d^\eta )^2f`$ $`=(d_𝔪^{})^2f+{\displaystyle \underset{i}{}}d_𝔪^{}(\epsilon ^i_{e_i}^\eta f)+{\displaystyle \underset{j}{}}\epsilon ^jd_𝔪^{}_{e_j}^\eta f+{\displaystyle \underset{i,j}{}}\epsilon ^j\epsilon ^i_{e_j}^\eta (_{e_i}^\eta f)`$
$`=0+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}\left(\epsilon ^j[e_j,\epsilon ^i]_𝔪^{}^{}_{e_i}^\eta f+\epsilon ^j\epsilon ^i(_{e_j}^\eta (_{e_i}^\eta f)_{e_i}^\eta (_{e_j}^\eta f))\right)`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}\epsilon ^j\epsilon ^i\left(_{e_j}^\eta (_{e_i}^\eta f)_{e_i}^\eta (_{e_j}^\eta f)_{[e_j,e_i]}^\eta f\right)`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{i,j}{}}\epsilon ^j\epsilon ^i_{\kappa (e_i,e_j)}^\eta f={\displaystyle \underset{i}{}}\zeta ^i,\kappa _{\chi _i}^\eta f,`$
where $`\chi _i`$ is a basis of $`𝔤`$ with dual basis $`\zeta ^i`$. ∎
These vanish if $`K`$ is zero, or if $`K`$ takes values in a subspace of $`𝔭`$ acting trivially on $`𝕎`$.
## 5. The BGG sequence and cup product
The key tool for proving the main theorem is a family of differential operators
$$\mathrm{\Pi }_k^\eta :\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)$$
which vanish on $`𝑖𝑚\delta _{T^{}M}^{}`$, map into $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$, and induce the identity on homology. As motivation for the construction of such an operator, recall Kostant’s quabla operator $`\mathbf{}=\delta _𝔪^{}^{}d_𝔪^{}+d_𝔪^{}\delta _𝔪^{}^{}`$ (with $`𝑘𝑒𝑟\mathbf{}H_k(𝔪^{},𝕎)`$) and the Hodge decomposition:
$$\mathrm{\Lambda }^k𝔪^{}𝕎=𝑖𝑚d_𝔪^{}𝑘𝑒𝑟\mathbf{}𝑖𝑚\delta _𝔪^{}^{}.$$
The projection onto $`𝑘𝑒𝑟\mathbf{}`$ in this direct sum has image contained in $`𝑘𝑒𝑟\delta _𝔪^{}^{}`$ and induces the identity on homology. Unfortunately, it is not $`𝔭`$-equivariant. Ignoring this for the moment, note that $`\mathbf{}`$ is invertible on its own image and so the projection onto $`𝑘𝑒𝑟\mathbf{}`$ may be written $`\mathrm{𝑖𝑑}\mathbf{}^1\mathbf{}`$. A more refined formula may be obtained by observing that $`\mathbf{}`$ commutes with $`d_𝔪^{}`$, and hence so does $`\mathbf{}^1`$ on the image of $`\mathbf{}`$. Therefore:
$$\mathrm{𝑖𝑑}\mathbf{}^1(\delta _𝔪^{}^{}d_𝔪^{}+d_𝔪^{}\delta _𝔪^{}^{})=\mathrm{𝑖𝑑}\mathbf{}^1\delta _𝔪^{}^{}d_𝔪^{}d_𝔪^{}\mathbf{}^1\delta _𝔪^{}^{}.$$
The advantage of this formula is that we only need the inverse of $`\mathbf{}`$ on $`𝑖𝑚\delta _𝔪^{}^{}`$ (which is a $`𝔭`$-module). Indeed, we only need the operator $`\mathbf{}^1\delta _𝔪^{}^{}`$.
We now address the problem of $`𝔭`$-equivariance. Of course $`\mathbf{}`$ fails to be $`𝔭`$-equivariant simply because $`d_𝔪^{}`$ is not $`𝔭`$-equivariant. However, in the previous section we noted that one resolution is to replace $`d_𝔪^{}`$ with a first order differential operator: either $`d^\eta `$ or $`d^𝔤`$. We shall concentrate first on the former, but return to the latter at the end of the section.
###### 5.1 Definition (First order quabla operator).
Let $`M`$ be a parabolic geometry of type $`(𝔤,P)`$ and let $`𝕎`$ be a $`(𝔤,P)`$-module. Then the *quabla operator* on $`\mathrm{\Lambda }T^{}MW`$ is the first order differential operator $`\mathbf{}_\eta =\delta _{T^{}M}^{}d^\eta +d^\eta \delta _{T^{}M}^{}`$.
Note that $`\mathbf{}_\eta `$ commutes with $`\delta _{T^{}M}^{}`$ and also maps $`k`$-forms to $`k`$-forms, so it preserves $`B_k(W)=𝑖𝑚\delta _{T^{}M}^{}:\mathrm{\Lambda }^{k+1}T^{}MW\mathrm{\Lambda }^kT^{}MW`$. In the flat case it also commutes with $`d^\eta `$, but in general $`\mathbf{}_\eta d^\eta d^\eta \mathbf{}_\eta =\delta _{T^{}M}^{}R^\eta R^\eta \delta _{T^{}M}^{}`$.
###### 5.2 Theorem.
Suppose $`M`$ is a parabolic geometry of type $`(𝔤,P)`$ and $`𝕎`$ is a finite dimensional $`(𝔤,P)`$-module. Then $`\mathbf{}_\eta :\mathrm{C}^{\mathrm{}}(B_k(W))\mathrm{C}^{\mathrm{}}(B_k(W))`$ is invertible. Furthermore the inverse is a differential operator of finite order.
###### Proof.
To prove that $`\mathbf{}_\eta `$ has a two-sided differential inverse, we choose a Weyl connection, i.e., a section of the bundle of Weyl geometries $`𝒲`$. Such a section always exists locally on $`M`$—in the smooth, rather than analytic, category, they exist globally, since $`𝒲`$ is an affine bundle, but we shall only need local sections, since we are constructing a local operator and, by the uniqueness of two-sided inverses, the local inverses patch together. Hence we assume we have a section over all of $`M`$, which identifies the $`k`$-chain bundles, filtered by geometric weight, with the associated graded bundles. The operators $`\mathbf{}`$ and $`d_𝔪^{}`$, which are $`G_0`$-invariant, but not $`P`$-invariant, define operators on associated graded bundles, and hence, using the Weyl connection, on the $`k`$-chain bundles themselves.
###### 5.3 Lemma.
$`\mathbf{}^1(\mathbf{}_\eta \mathbf{}):\mathrm{C}^{\mathrm{}}(B_k(W))\mathrm{C}^{\mathrm{}}(B_k(W))`$ is nilpotent.
###### Proof of Lemma.
Since $`𝕎`$ is finite dimensional, the $`𝔭`$-module $`B_k(𝔪^{},𝕎)`$ decomposes into finitely many irreducible $`𝔤_0`$-submodules and clearly the action of $`𝔪^{}`$ lowers the geometric weight. Suppose that $`s:MB_k(W)`$ takes values in an subbundle associated to an irreducible $`𝔤_0`$-submodule. Now
$`(\mathbf{}_\eta \mathbf{})s`$ $`=(\delta _{T^{}M}^{}(d^\eta d_𝔪^{})+(d^\eta d_𝔪^{})\delta _{T^{}M}^{})s`$
$`={\displaystyle \underset{i}{}}\left(\delta _{T^{}M}^{}(\epsilon ^i_{e_i}^\eta s)+\epsilon ^i\delta _{T^{}M}^{}_{e_i}^\eta s\right)`$
$`={\displaystyle \underset{i}{}}\epsilon ^i\mathrm{}_{e_i}^\eta s`$
which has lower geometric weight, since the covariant derivative preserves the filtration, while the action of $`T^{}M`$ lowers the weight. Finally, $`\mathbf{}^1`$ is $`𝔤_0`$-equivariant and so it preserves the geometric weight. Hence $`\mathbf{}^1(\mathbf{}_\eta \mathbf{})`$ lowers the geometric weight, so it is nilpotent. ∎
Writing $`𝒩=\mathbf{}^1(\mathbf{}_\eta \mathbf{})`$, we have $`\mathbf{}_\eta =\mathbf{}(\mathrm{𝑖𝑑}𝒩)`$. Therefore the two-sided inverse $`\mathbf{}_\eta ^1`$ is given by a Neumann series:
$$\mathbf{}_\eta ^1=(\mathrm{𝑖𝑑}𝒩)^1\mathbf{}^1=\left(\underset{k0}{}𝒩^k\right)\mathbf{}^1.$$
This inverse is a differential operator whose order is the degree of nilpotency of the first order differential operator $`𝒩`$. Hence it is an inverse on any open subset of $`M`$. Our construction involved the choice of Weyl connection, but the inverse constructed is of course independent of this choice. ∎
We can now define differential operators $`Q_\eta `$ and $`\mathrm{\Pi }^\eta `$ from $`\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }T^{}MW)`$ to itself:
$$Q_\eta =\mathbf{}_\eta ^1\delta _{T^{}M}^{},\mathrm{\Pi }^\eta =\mathrm{𝑖𝑑}d^\eta Q_\eta Q_\eta d^\eta .$$
Clearly $`\mathrm{\Pi }^\eta `$ preserves the degree of the form. This gives our operators $`\mathrm{\Pi }_k^\eta `$.
###### 5.4 Remark.
The first order quabla operator $`\mathbf{}_\eta `$ maps sections of $`Z_k(W)`$ into $`B_k(W)`$. This means in particular that it preserves $`B_k(W)`$, but also that it descends to an operator on $`C_k(W)/Z_k(W)`$. In the construction of $`Q_\eta `$ and $`\mathrm{\Pi }^\eta `$, we only used the invertibility of $`\mathbf{}_\eta `$ on $`B_k(W)`$, but in fact it is also invertible on $`C_k(W)/Z_k(W)`$: in the algebraic setting this holds for Kostant’s $`\mathbf{}`$ and exactly the same Neumann series argument goes through. Hence one might prefer to define $`\stackrel{~}{Q}_\eta =\delta _{T^{}M}^{}\mathbf{}_\eta ^1`$, where $`\mathbf{}_\eta ^1`$ is now the inverse on $`C_k(W)/Z_k(W)`$ and $`\stackrel{~}{Q}_\eta `$ acts on $`C_k(W)`$ by first passing to the quotient—clearly this is well defined since $`Z_k(W)=C_k(W)\mathrm{}\mathrm{ker}\delta _{T^{}M}^{}`$ by definition.
Now observe that $`Q_\eta `$ and $`\stackrel{~}{Q}_\eta `$ are both given by isomorphisms from $`C_k(W)/Z_k(W)`$ to $`B_{k1}(W)`$. Composing on each side by $`\mathbf{}_\eta `$ gives $`\mathbf{}_\eta Q_\eta \mathbf{}_\eta =\delta _{T^{}M}^{}\mathbf{}_\eta `$ and $`\mathbf{}_\eta \stackrel{~}{Q}_\eta \mathbf{}_\eta =\mathbf{}_\eta \delta _{T^{}M}^{}`$. Since $`\mathbf{}_\eta `$ is an isomorphism on $`C_k(W)/Z_k(W)`$ and on $`B_{k1}(W)`$, and it commutes with $`\delta _{T^{}M}^{}`$, we deduce that $`\stackrel{~}{Q}_\eta =Q_\eta `$.
We now establish the fundamental properties of $`\mathrm{\Pi }^\eta `$.
###### 5.5 Proposition (Calculus of $`\mathrm{\Pi }`$-operators).
The operator $`\mathrm{\Pi }_k^\eta :\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)`$ has the following properties.
1. $`\mathrm{\Pi }_k^\eta `$ vanishes on $`𝑖𝑚\delta _{T^{}M}^{}`$:$`\mathrm{\Pi }_k^\eta \delta _{T^{}M}^{}=0`$.
2. $`\mathrm{\Pi }_k^\eta `$ maps into $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$:$`\delta _{T^{}M}^{}\mathrm{\Pi }_k^\eta =0`$.
3. On $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$, $`\mathrm{\Pi }_k^\eta \mathrm{𝑖𝑑}mod𝑖𝑚\delta _{T^{}M}^{}`$, i.e., $`\mathrm{\Pi }_k^\eta `$ induces the identity on homology.
4. $`d^\eta \mathrm{\Pi }_k^\eta \mathrm{\Pi }_{k+1}^\eta d^\eta =Q_\eta R^\eta R^\eta Q_\eta `$.
5. $`(\mathrm{\Pi }_k^\eta )^2=\mathrm{\Pi }_k^\eta +Q_\eta R^\eta Q_\eta `$ and so $`\mathrm{\Pi }_k^\eta `$ is a projection in the flat case, and for $`k=0`$.
6. $`\mathrm{\Pi }^\eta \mathbf{}_\eta =Q_\eta R^\eta \delta _{T^{}M}^{}`$ and $`\mathbf{}_\eta \mathrm{\Pi }^\eta =\delta _{T^{}M}^{}R^\eta Q_\eta `$.
Thus in the flat case $`\mathrm{\Pi }_k^\eta `$ is a differential projection onto a subspace of $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$ complementary to $`𝑖𝑚\delta _{T^{}M}^{}`$ and is a chain map from the deRham complex to itself; $`Q_\eta `$ is a chain homotopy between $`\mathrm{\Pi }_k^\eta `$ and $`\mathrm{𝑖𝑑}`$.
###### Proof.
The first three results follow from $`𝑘𝑒𝑟\delta _{T^{}M}^{}=𝑘𝑒𝑟Q_\eta `$ and $`𝑖𝑚Q_\eta =𝑖𝑚\delta _{T^{}M}^{}`$ (since $`\mathbf{}_\eta ^1`$ is the inverse on $`𝑖𝑚\delta _{T^{}M}^{}`$). The fourth fact follows easily from the definition of $`\mathrm{\Pi }^\eta `$ and using this, the fifth fact is an immediate calculation:
$`(\mathrm{\Pi }_k^\eta )^2`$ $`=\mathrm{\Pi }_k^\eta (\mathrm{𝑖𝑑}d^\eta Q_\eta )=\mathrm{\Pi }_k^\eta (d^\eta \mathrm{\Pi }_{k1}^\eta Q_\eta R^\eta +R^\eta Q_\eta )Q_\eta `$
$`=\mathrm{\Pi }_k^\eta +Q_\eta R^\eta Q_\eta .`$
The last part also follows easily from the definition of $`\mathrm{\Pi }^\eta `$. ∎
The first two properties allow us to define two further operators:
(5.1) $`\mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$ $`:\mathrm{C}^{\mathrm{}}(H_k(W))\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)`$
(5.2) $`𝑝𝑟𝑜𝑗\mathrm{\Pi }_k^\eta `$ $`:\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}MW)\mathrm{C}^{\mathrm{}}(H_k(W))`$
where $`𝑝𝑟𝑜𝑗`$ denotes the projection from the kernel of $`\delta _{T^{}M}^{}`$ to homology and $`𝑟𝑒𝑝𝑟`$ means the choice of a representative of the homology class. Thus $`\mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$ gives a canonical differential representative for homology classes and $`𝑝𝑟𝑜𝑗\mathrm{\Pi }_k^\eta `$ is a canonical differential projection onto homology. By Proposition 5.5 (vi), the canonical representative is the unique representative in $`𝑘𝑒𝑟\mathbf{}_\eta `$, whereas the canonical projection vanishes on $`𝑖𝑚\mathbf{}_\eta `$.
The first operator (5.1) was originally constructed by Baston in the abelian case , and Čap, Slovák and Souček in general . Note that on $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$, $`\mathrm{\Pi }^\eta =\mathrm{𝑖𝑑}\mathbf{}_\eta ^1\delta _{T^{}M}^{}d^\eta `$. It is interesting to note that in the flat abelian case, Baston obtained the Neumann series formula for this in , equation (8).
We define $`𝒟_k^\eta =𝑝𝑟𝑜𝑗\mathrm{\Pi }_{k+1}^\eta d^\eta \mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$. Since $`d^\eta \mathrm{\Pi }_k^\eta `$ maps $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$ into $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$ already, this equals $`𝑝𝑟𝑜𝑗d^\eta \mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$, so we only actually need (5.1). For the pairings we really need (5.1) and (5.2) to define
$$_\eta ^{}=𝑝𝑟𝑜𝑗\mathrm{\Pi }_{k+\mathrm{}}^\eta (\mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟,\mathrm{\Pi }_{\mathrm{}}^\eta 𝑟𝑒𝑝𝑟)$$
where $``$ denotes wedge product of forms contracted by the pairing $`W_1W_2W_3`$.
The main theorem is now straightforward (apart from the independence result for the symbols—see the appendix): in the flat case we have a locally exact resolution because $`\mathrm{\Pi }^\eta `$, as a chain map on the deRham resolution by sheaves of smooth sections, is homotopic to the identity, and the Leibniz rule follows from the corresponding Leibniz rule for the wedge product. In the curved case we have the following results.
###### 5.6 Proposition (Composition).
$`𝒟_{k+1}^\eta 𝒟_k^\eta =𝑝𝑟𝑜𝑗\mathrm{\Pi }_{k+2}^\eta R^\eta \mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$.
###### Proof.
By definition $`𝒟_{k+1}^\eta 𝒟_k^\eta =𝑝𝑟𝑜𝑗d^\eta \mathrm{\Pi }_{k+1}^\eta d^\eta \mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$. Now commute $`d_{k+1}^\eta `$ past $`\mathrm{\Pi }_{k+1}^\eta `$ using the $`\mathrm{\Pi }`$-operator calculus of the previous proposition. ∎
###### 5.7 Proposition (Leibniz rule).
For $`\alpha \mathrm{C}^{\mathrm{}}(H_k(W_1))`$ and $`\beta \mathrm{C}^{\mathrm{}}(H_{\mathrm{}}(W_2))`$,
$$\begin{array}{c}𝒟_{k+\mathrm{}}^\eta (\alpha _\eta ^{}\beta )=𝒟_k^\eta \alpha _\eta ^{}\beta +(1)^k\alpha _\eta ^{}𝒟_{\mathrm{}}^\eta \beta \hfill \\ \hfill +\left[\mathrm{\Pi }_{k+\mathrm{}+1}^\eta \left(\left(Q_\eta R^\eta \mathrm{\Pi }_k^\eta \alpha \right)\mathrm{\Pi }_{\mathrm{}}^\eta \beta +(1)^k\mathrm{\Pi }_k^\eta \alpha \left(Q_\eta R^\eta \mathrm{\Pi }_{\mathrm{}}^\eta \beta \right)R^\eta Q_\eta \left(\mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta \right)\right)\right].\end{array}$$
Here, and henceforth, we write $`[\mathrm{}]`$ for the projection to homology, and $`\mathrm{\Pi }_k^\eta `$ for $`\mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟`$.
###### Proof.
This again follows easily from Proposition 5.5:
$`𝒟_{k+\mathrm{}}^\eta (\alpha _\eta ^{}\beta )`$ $`=[\mathrm{\Pi }_{k+\mathrm{}+1}^\eta d^\eta \mathrm{\Pi }_{k+\mathrm{}}^\eta (\mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta )]`$
$`=[\mathrm{\Pi }_{k+\mathrm{}+1}^\eta d^\eta (\mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta )][\mathrm{\Pi }_{k+\mathrm{}+1}^\eta R^\eta Q_\eta (\mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta )].`$
The first term can be expanded using the Leibniz rule for the exterior derivative:
$$d^\eta (\mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta )=d^\eta \mathrm{\Pi }_k^\eta \alpha \mathrm{\Pi }_{\mathrm{}}^\eta \beta +(1)^k\mathrm{\Pi }_k^\eta \alpha d^\eta \mathrm{\Pi }_{\mathrm{}}^\eta \beta .$$
We insert the projections $`\mathrm{\Pi }_{k+1}^\eta `$, $`\mathrm{\Pi }_{\mathrm{}+1}^\eta `$ using the definition $`\mathrm{𝑖𝑑}=\mathrm{\Pi }^\eta +d^\eta Q_\eta +Q_\eta d^\eta `$. The first correction term does not contribute, since $`d^\eta \mathrm{\Pi }_k^\eta \alpha `$ and $`d^\eta \mathrm{\Pi }_{\mathrm{}}^\eta \beta `$ are in $`𝑘𝑒𝑟\delta _{T^{}M}^{}`$, while the second correction gives two further curvature terms as stated. ∎
We now consider the other choice of exterior covariant derivative: the torsion-free operator $`d^𝔤`$. This change makes no difference if the parabolic geometry is torsion-free. In the presence of torsion, we can construct what we believe is a more natural curved analogue of the BGG complex, although to do this, we need to assume that the parabolic geometry is regular, i.e., the geometric weights of the curvature $`\kappa `$ are negative (which is a condition on the torsion). Under this assumption the extra torsion correction in the formula for $`d^𝔤`$ does not cause any problems in the proof of nilpotency in Theorem 5.2, since its action still lowers the geometric weight, and all other details of the proofs are unchanged. We thus obtain operators $`\mathbf{}_𝔤`$, $`Q`$, $`\mathrm{\Pi }_k`$, $`𝒟_k`$, $``$ satisfying the same formulae with $`d^\eta `$ replaced by $`d^𝔤`$ and $`R^\eta `$ by $`R^𝔤`$.
The “torsion-free” BGG sequences seem to us to be more natural, because $`R^𝔤`$ is always zero order, given by wedge product with the curvature $`K_M`$. Another reason for preferring $`d^𝔤`$ is the differential Bianchi identity.
###### 5.8 Proposition.
Let $`M`$ be a Cartan geometry of type $`(𝔤,P)`$ with curvature $`K_M^{}\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^2T^{}M𝔤_M^{})`$. Then $`d^𝔤K_M^{}=0`$.
We combine $`d^𝔤K_M^{}=0`$ with a well-known definition.
###### 5.9 Definition.
A parabolic geometry is said to be normal if $`\delta _{T^{}M}^{}K_M^{}=0`$.
###### 5.10 Theorem.
Let $`(𝒢,\eta )`$ be a normal regular parabolic geometry of type $`(𝔤,P)`$ on $`M`$. Then the curvature $`K_M^{}`$ is uniquely determined by its homology class $`[K_M^{}]`$, via the formula
$$K_M^{}=\mathrm{\Pi }_2[K_M^{}]$$
and $`[K_M^{}]`$ therefore satisfies $`𝒟_2[K_M^{}]=0`$, where $`𝒟_2`$ is the operator in the torsion-free BGG sequence associated to $`𝔤`$.
Furthermore the composite of two operators in the torsion-free BGG sequence associated to $`𝕎`$ is given by
$$𝒟_{k+1}𝒟_k\alpha =[K_M^{}]\alpha ,$$
where the cup product is contracted by the pairing $`𝔤𝕎𝕎`$ given by the $`𝔤`$-action.
###### Proof.
$`\mathrm{\Pi }_2[K_M^{}]`$ is the unique element of $`𝑘𝑒𝑟\delta _{T^{}M}^{}\mathrm{}𝑘𝑒𝑟\mathbf{}_𝔤`$ whose homology class is $`[K_M^{}]`$. But $`K_M^{}`$ itself satisfies $`d^𝔤K_M^{}=0`$ and $`\delta _{T^{}M}^{}K_M^{}=0`$ and hence $`\mathbf{}_𝔤K_M^{}=0`$.
For the second part, observe that
$$[K_M^{}]\alpha =\left[\mathrm{\Pi }_{k+2}\left(\mathrm{\Pi }_2[K_M^{}]\mathrm{\Pi }_k\alpha \right)\right]=\left[\mathrm{\Pi }_{k+2}(K_M^{}\mathrm{\Pi }_k\alpha )\right]=\left[\mathrm{\Pi }_{k+2}R^𝔤\mathrm{\Pi }_k\alpha \right]$$
which is the composite $`𝑝𝑟𝑜𝑗\mathrm{\Pi }_{k+2}R^𝔤\mathrm{\Pi }_k𝑟𝑒𝑝𝑟`$ acting on $`\alpha `$. ∎
For conformal geometry in four dimensions or more, the curvature of the Cartan connection is obtained by applying a first order operator to the Weyl curvature, as is well known. Even in the general context, the observation that the curvature is uniquely determined by its (co)homology class is an old one: see . Our approach reveals that the proofs in these references appear technical because they amount to the construction of $`\mathrm{\Pi }_2𝑟𝑒𝑝𝑟`$ in this special case. Also, by working with Lie algebra homology, rather than cohomology, the explicit differential operator reconstructing the full curvature is realized as an operator on $`M`$, rather than $`𝒢`$, as in the conformal case.
In the second part of this theorem, it is slightly awkward that the action of $`𝔤`$ needs to be specified. There is a convenient device to make this happen automatically. Suppose that all $`(𝔤,P)`$-modules of interest belong to the symmetric algebra or the tensor algebra of $`𝕎=𝕎_1𝕎_2\mathrm{}`$; for instance, $`𝕎`$ could be the standard representation or the direct sum of the fundamental representations of $`𝔤`$. Now work either in the universal enveloping algebra of $`𝕎𝔤`$ (with trivial bracket on $`𝕎`$), or in the tensor algebra of $`𝕎𝔤`$ modulo the ideal generated by $`X\varphi \varphi XX\mathrm{}\varphi `$ for $`X𝔤`$ and $`\varphi 𝕎𝔤`$ (a semiholonomic enveloping algebra—see the appendix). This algebra is filtered by finite dimensional $`𝔤`$-modules, where the action is induced by the action on $`𝔤𝕎`$, and definitely *not* by left multiplication with elements of $`𝔤`$. It follows that for any differential form $`\alpha `$ with values in the associated algebra bundle, $`R^𝔤\alpha =K_M^{}\alpha \alpha K_M`$, where the curvature $`K_M`$ is viewed as a $`2`$-form with values in the copy of $`𝔤_M^{}`$ in this algebra bundle. The properties of $`𝒦=[K_M]`$ and $`𝒟`$ established in the above theorem may now be rewritten:
(5.3)
$$𝒟_2𝒦=0,𝒟_{k+1}𝒟_k\alpha =𝒦\alpha \alpha 𝒦.$$
The curvature terms in the Leibniz rule may be rewritten in a similar way:
(5.4)
$$𝒟_{k+\mathrm{}}(\alpha \beta )=𝒟_k\alpha \beta +(1)^k\alpha 𝒟_{\mathrm{}}\beta 𝒦,\alpha ,\beta +\alpha ,𝒦,\beta \alpha ,\beta ,𝒦,$$
where the triple products are defined by
$$𝒦,\alpha ,\beta =\left[\mathrm{\Pi }_{k+\mathrm{}+1}\left(\mathrm{\Pi }_2𝒦Q\left(\mathrm{\Pi }_k\alpha \mathrm{\Pi }_{\mathrm{}}\beta \right)Q\left(\mathrm{\Pi }_2𝒦\mathrm{\Pi }_k\alpha \right)\mathrm{\Pi }_{\mathrm{}}\beta \right)\right]$$
and similarly for the other two products, although the first term acquires a sign $`(1)^k`$. The contractions with $`𝒦`$ happen automatically in this combination of triple products. If $`\alpha `$ and $`\beta `$ belong to BGG subsequences associated to $`𝕎_1,𝕎_2`$ then the formula can be contracted further using any $`(𝔤,P)`$-equivariant linear map $`𝕎_1𝕎_2𝕎_3`$.
These triple products may seem ad hoc, but in fact this is the first appearance of natural trilinear differential pairings closely related to Massey products. For any $`(𝔤,P)`$-equivariant linear map $`𝕎_1𝕎_2𝕎_3𝕎_4`$, one can define a trilinear differential pairing from $`\mathrm{C}^{\mathrm{}}(H_k(W_1))\times \mathrm{C}^{\mathrm{}}(H_{\mathrm{}}(W_2))\times \mathrm{C}^{\mathrm{}}(H_m(W_3))`$ to $`\mathrm{C}^{\mathrm{}}(H_{k+\mathrm{}+m1}(W_4))`$ by
$$\alpha ,\beta ,\gamma =\left[\mathrm{\Pi }_{k+\mathrm{}+m1}\left((1)^k\mathrm{\Pi }_k\alpha Q\left(\mathrm{\Pi }_{\mathrm{}}\beta \mathrm{\Pi }_m\gamma \right)Q\left(\mathrm{\Pi }_k\alpha \mathrm{\Pi }_{\mathrm{}}\beta \right)\mathrm{\Pi }_m\gamma \right)\right].$$
This measures the failure of the cup product to be associative: one may compute that
(5.5) $`𝒟_{k+\mathrm{}+m1}\alpha ,\beta ,\gamma `$ $`=(\alpha \beta )\gamma \alpha (\beta \gamma )`$
$`𝒟_k\alpha ,\beta ,\gamma (1)^k\alpha ,𝒟_{\mathrm{}}\beta ,\gamma (1)^{k+\mathrm{}}\alpha ,\beta ,𝒟_m\gamma `$
$`+𝒦,\alpha ,\beta ,\gamma \alpha ,𝒦,\beta ,\gamma +\alpha ,\beta ,𝒦,\gamma \alpha ,\beta ,\gamma ,𝒦`$
where the quadruple products each have five terms. In the flat case, this formula verifies that the cup product is associative in BGG cohomology. Note, though, that in practice, one often destroys this associativity by using incompatible (nonassociative) pairings to define the cup products: it is crucial above that the same map $`𝕎_1𝕎_2𝕎_3𝕎_4`$ is used for $`(\alpha \beta )\gamma `$ and $`\alpha (\beta \gamma )`$.
The relation, in the flat case, with a Massey product is as follows: if $`𝒟_k\alpha =𝒟_{\mathrm{}}\beta =𝒟_m\gamma =0`$ and if also $`\alpha \beta =𝒟_{k+\mathrm{}1}A`$ and $`\beta \gamma =𝒟_{\mathrm{}+m1}C`$, then
$$𝒟_{k+\mathrm{}+m1}\left(A\gamma (1)^k\alpha C\alpha ,\beta ,\gamma \right)=0$$
and hence we obtain a partially defined triple product of BGG cohomology classes, with an ambiguity coming from the choice of $`A`$ and $`C`$. Again the role of $`\alpha ,\beta ,\gamma `$ is to correct the failure of $``$ to be associative on the BGG cochain complex. Note that the two terms in $`\alpha ,\beta ,\gamma `$ modify the lifts $`\mathrm{\Pi }A`$ and $`\mathrm{\Pi }C`$ of $`A`$ and $`C`$ from Lie algebra homology.
## 6. Curved $`A_{\mathrm{}}`$-algebras
The formulae (5.3), (5.4) and (5.5) give the first four defining relations of a curved $`A_{\mathrm{}}`$-algebra. In the case of vanishing curvature, such algebras were introduced by Stasheff nearly forty years ago. An $`A_{\mathrm{}}`$-algebra is a graded vector space $`A`$ equipped with a sequence of multilinear maps $`\mu _k:^kAA`$ of degree $`2k`$ satisfying some identities. (In fact only parity really matters, and $`\mu _k`$ has parity $`k`$ mod $`2`$.) In the original formulation, $`\mu _0=0`$, $`\mu _1`$ is a differential, and $`\mu _2`$ is “strongly homotopy associative”, i.e., it is associative up to a homotopy given by $`\mu _3`$, which in turn satisfies higher order associativity conditions. In the presence of curvature, we require that for each $`m0`$,
$$\underset{\begin{array}{c}j+k=m+1\\ j1,k0\end{array}}{}\underset{\mathrm{}=0}{\overset{j1}{}}(1)^{k+\mathrm{}+k\mathrm{}+k|\alpha _1\mathrm{}\alpha _{\mathrm{}}|}\mu _j(\alpha _1,\mathrm{}\alpha _{\mathrm{}},\mu _k(\alpha _{\mathrm{}+1},\mathrm{}\alpha _{k+\mathrm{}}),\alpha _{k+\mathrm{}+1},\mathrm{}\alpha _m)=0,$$
for all $`\alpha _1,\mathrm{}\alpha _mA`$ of homogeneous degree, where $`|\alpha _1\mathrm{}\alpha _{\mathrm{}}|`$ denotes the sum of the degrees. The usual definition, with the sign conventions of , is recovered by putting $`\mu _0=0`$. For the Lie analogue of $`L_{\mathrm{}}`$-algebras, the general curved case has been introduced by Zwiebach within the context of String Field Theory, where the presence of $`\mu _0`$ is interpreted as a non-conformal background, related to (genus $`0`$) vacuum vertices. In our setting, $`\mu _0`$ is the (background) curvature, and we now indicate briefly how such a curved $`A_{\mathrm{}}`$-algebra structure arises. Following , we first work on the level of the chain bundles and define $`\lambda _m`$ inductively, for $`m2`$, by
$$\lambda _m(a_1,\mathrm{}a_m)=\underset{\begin{array}{c}j+k=m\\ j,k1\end{array}}{}(1)^{(k1)\left(j+|a_1\mathrm{}a_j|\right)}Q\lambda _j(a_1,\mathrm{}a_j)Q\lambda _k(a_{j+1},\mathrm{}a_m)$$
where we formally set $`Q\lambda _1=\mathrm{𝑖𝑑}`$. Note that the number of terms in $`\lambda _m`$ is given by the Catalan number $`\frac{1}{m+1}\left(\genfrac{}{}{0pt}{}{2m}{m}\right)`$. On the homology bundles, we then define: $`\mu _0=𝒦`$, $`\mu _1(\alpha _1)=𝒟\alpha _1`$ and $`\mu _m(\alpha _1,\mathrm{}\alpha _m)=[\mathrm{\Pi }\lambda _m(\mathrm{\Pi }\alpha _1,\mathrm{}\mathrm{\Pi }\alpha _m)]`$ for $`m2`$.
In order to prove that this is a curved $`A_{\mathrm{}}`$-algebra, it is convenient to make use of the observation that an $`A_{\mathrm{}}`$-algebra structure on a vector space $`A`$ is equivalently an odd coderivation of square zero on the tensor coalgebra of $`A`$ (with the grading of $`A`$ shifted to get the signs right)—see for instance , Example 1.9. Although the tensor coalgebra of the sheaf of sections of the homology bundles of an enveloping algebra makes us a bit dizzy, we are only using this formalism as a way to compute identities for multilinear differential operators which avoids dealing with huge expressions and complicated signs.
To obtain the coderivation, put $`\mu =_{m0}\mu _m:AA`$, let $`p_i:A^iA`$ be the projection, and define $`\mu ^c`$ by $`p_0\mu ^c=0`$, $`p_1\mu ^c=\mu `$ and $`\mathrm{\Delta }\mu ^c=(\mathrm{𝑖𝑑}\mu ^c+\mu ^c\mathrm{𝑖𝑑})\mathrm{\Delta }`$, where $`\mathrm{\Delta }(a_1\mathrm{}a_k)=_j(a_1\mathrm{}a_j)(a_{j+1}\mathrm{}a_k)`$ is the coproduct. The defining relations of an $`A_{\mathrm{}}`$-algebra are now equivalent to $`(\mu ^c)^2=0`$, although it suffices to check that $`\mu \mu ^c=0`$, since $`(\mu ^c)^2`$ is the coderivation $`(\mu \mu ^c)^c`$.
In our case, we have $`\mu =𝑝𝑟𝑜𝑗\mathrm{\Pi }(K_M+d^𝔤+\lambda )\mathrm{\Pi }𝑟𝑒𝑝𝑟`$, where $`\lambda =_{m2}\lambda _m`$ and $`\mathrm{\Pi }`$ is extended to the tensor coalgebra as $`\mathrm{\Pi }\mathrm{}\mathrm{\Pi }`$. The proof that the induced coderivation has square zero follows , except that we must deal with curvature terms. Such terms appear in five ways: the curvature explicitly in the definition of $`\mu `$; the term $`(d^𝔤)^2=R^𝔤`$ in $`\mu \mu ^c`$; from $`\mathrm{\Pi }^2=\mathrm{\Pi }+QR^𝔤Q`$; from $`𝑝𝑟𝑜𝑗\mathrm{\Pi }d^𝔤\mathrm{\Pi }=𝑝𝑟𝑜𝑗\mathrm{\Pi }(d^𝔤R^𝔤Q)`$; and from $`\mathrm{\Pi }d^𝔤\mathrm{\Pi }𝑟𝑒𝑝𝑟=(d^𝔤QR^𝔤)\mathrm{\Pi }𝑟𝑒𝑝𝑟`$. Note that the shift in the grading changes some signs and that the recursive definition of $`\lambda _m`$ is equivalent to $`\lambda =\lambda _2\left((Q\lambda p_1)(Q\lambda p_1)\right)\mathrm{\Delta }`$. Omitting the lift and projection to homology, we have
$`\mu \mu ^c`$ $`=\mathrm{\Pi }(K_M+d^𝔤+\lambda )\mathrm{\Pi }\left(\mathrm{\Pi }(K_M+d^𝔤+\lambda )\mathrm{\Pi }\right)^c`$
$`=\mathrm{\Pi }d^𝔤\mathrm{\Pi }^2(K_M+d^𝔤+\lambda )\mathrm{\Pi }+\mathrm{\Pi }\lambda \left(\mathrm{\Pi }^2(K_M+d^𝔤+\lambda )\right)^c\mathrm{\Pi }`$
$`=\mathrm{\Pi }R^𝔤p_1\mathrm{\Pi }+\mathrm{\Pi }(d^𝔤R^𝔤Q)\lambda \mathrm{\Pi }+\mathrm{\Pi }\lambda \left(K_M+d^𝔤QR^𝔤p_1+\mathrm{\Pi }\lambda +QR^𝔤Q\lambda \right)^c\mathrm{\Pi }`$
$`=\mathrm{\Pi }\left(d^𝔤\lambda +\lambda (d^𝔤)^c+\lambda (\mathrm{\Pi }\lambda )^c\right)\mathrm{\Pi }+\mathrm{\Pi }\lambda _2\left(K_M(Q\lambda p_1)+(Q\lambda p_1)K_M\right)\mathrm{\Pi }`$
$`+\mathrm{\Pi }\lambda _2\left((Q\lambda p_1)(Q\lambda p_1)\right)(K_M^c\mathrm{𝑖𝑑}+\mathrm{𝑖𝑑}K_M^c)\mathrm{\Delta }\mathrm{\Pi }`$
$`+\mathrm{\Pi }\lambda \left(Q\lambda _2\left(K_M(p_1Q\lambda )+(p_1Q\lambda )K_M\right)\right)^c\mathrm{\Pi }`$
$`=\mathrm{\Pi }\left(\lambda \lambda ^c+d^𝔤\lambda +\lambda (d^𝔤)^c\lambda ([d^𝔤,Q]\lambda )^c\right)\mathrm{\Pi }`$
$`+\mathrm{\Pi }\lambda _2\left(Q\lambda K_M^c(Q\lambda p_1)+(Q\lambda p_1)Q\lambda K_M^c\right)\mathrm{\Delta }\mathrm{\Pi }`$
$`\mathrm{\Pi }\lambda \left(Q\lambda _2\left(K_M(Q\lambda p_1)+(Q\lambda p_1)K_M\right)\right)^c\mathrm{\Pi }.`$
Next we compute that $`\lambda \lambda ^c=\lambda _2\left(Q\lambda \lambda ^c(Q\lambda p_1)+(Q\lambda p_1)Q\lambda \lambda ^c\right)\mathrm{\Delta }`$—the term $`\lambda _2\left(\lambda (Q\lambda p_1)+(Q\lambda p_1)\lambda \right)\mathrm{\Delta }`$ vanishes by expanding $`\lambda `$ and using the associativity of $`\lambda _2`$. It follows by induction that $`\lambda \lambda ^c=0`$. Similarly, $`d^𝔤\lambda +\lambda (d^𝔤)^c\lambda ([d^𝔤,Q]\lambda )^c=\lambda _2\left(Q\left(d^𝔤\lambda +\lambda (d^𝔤)^c\lambda ([d^𝔤,Q]\lambda )^c\right)(Q\lambda p_1)+(Q\lambda p_1)Q\left(d^𝔤\lambda +\lambda (d^𝔤)^c\lambda ([d^𝔤,Q]\lambda )^c\right)\right)\mathrm{\Delta }`$, and so it also follows that $`d^𝔤\lambda +\lambda (d^𝔤)^c\lambda ([d^𝔤,Q]\lambda )^c=0`$. One more recursive argument shows that the curvature terms cancel as well.
###### 6.1 Remark.
J. Stasheff has pointed out to us that this sort of result can also be obtained using the techniques of Homological Perturbation Theory, at least in the flat case. The crucial idea is that $`Q`$ defines strong deformation retraction data for the coderivation determined by $`d^𝔤`$. The methods of may then be used to transfer the perturbation of this coderivation induced by the wedge product to the Lie algebra homology bundles.
Finally, we remark that restricting the above to the (super)symmetric coalgebra gives an $`L_{\mathrm{}}`$-algebra, in which one can work with $`𝕎𝔤`$ instead of its enveloping algebra.
## 7. The dual BGG sequences
The BGG cochain sequence of Lie algebra homology bundles $`H_k(W)`$ is dual to a chain sequence of Lie algebra cohomology bundles, generalizing the deRham chain complex of exterior divergences. To fix notations, recall that the latter is a complex
$$\mathrm{C}^{\mathrm{}}(L^n)\stackrel{\delta }{}\mathrm{C}^{\mathrm{}}(L^nTM)\stackrel{\delta }{}\mathrm{C}^{\mathrm{}}(L^nTM)\stackrel{\delta }{}\mathrm{}$$
where $`L^n`$ is the oriented line bundle of densities and $`\delta `$ is the exterior divergence, i.e., on vector field densities $`\delta =𝑑𝑖𝑣`$, the natural divergence, and in general it is adjoint to $`d`$ in the sense that for $`\alpha \mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}M)`$ and $`a\mathrm{C}^{\mathrm{}}(L^n\mathrm{\Lambda }^{k+1}TM)`$, we have
$$𝑑𝑖𝑣(\alpha a)=d\alpha ,a+\alpha ,\delta a,$$
where $`\theta ,\alpha a=\theta \alpha ,a`$ for any $`1`$-form $`\theta `$. For compactly supported sections, the complex can be augmented by $`:\mathrm{C}_0^{\mathrm{}}(L^n)`$, giving a homology theory.
A simple way to obtain a dual BGG sequence is to twist the BGG sequence of the dual $`(𝔤,P)`$-module $`𝕎^{}`$ by the flat line bundle of pseudoscalars $`L^n\mathrm{\Lambda }^nTM`$, where $`n=dimM`$: this is the orientation line bundle of $`M`$ and is associated to a one dimensional $`(𝔤,P)`$-module, on which only $`G_0P`$ might act nontrivially. By Poincaré duality for Lie algebra (co)homology, such a twist amounts to replacing $`H_k(W^{})`$ with $`L^nH^{nk}(W^{})`$, where $`H^{nk}(W^{})=H_{nk}(W)^{}`$. Writing $`𝒟_\eta ^{n1k}`$ for this twist of $`𝒟_k^\eta `$, we obtain a sequence
$$\mathrm{C}^{\mathrm{}}(L^nH^0(W^{}))\stackrel{𝒟_\eta ^0}{}\mathrm{C}^{\mathrm{}}(L^nH^1(W^{}))\stackrel{𝒟_\eta ^1}{}\mathrm{C}^{\mathrm{}}(L^nH^2(W^{}))\stackrel{𝒟_\eta ^2}{}\mathrm{}$$
of linear differential operators. In the flat case, this is, by construction, an injective resolution of the sheaf of parallel sections of $`L^n\mathrm{\Lambda }^nTMW^{}`$, beginning with $`𝒟_\eta ^{n1}`$, but it is natural to view it instead as a projective resolution of the dual of the sheaf of parallel sections of $`W`$ by working with compactly supported sections and defining, for $`a\mathrm{C}_0^{\mathrm{}}(L^nH^0(W^{}))`$, $`a,w=a,[w]`$ for any parallel section $`w`$ of $`W`$.
This point of view is further amplified by constructing the dual BGG sequences directly from the sequence of exterior divergences twisted by the twistor connection on $`W^{}`$. In the presence of torsion, there are two possibilities: $`\delta ^\eta =(d^\eta )^{}`$ or $`\delta ^𝔤=(d^𝔤)^{}`$. As in the previous section, we define $`\widehat{\mathbf{}}_\eta =d_𝔪^{}^{}\delta ^\eta +\delta ^\eta d_𝔪^{}^{}`$ and find that it is invertible on $`\mathrm{C}^{\mathrm{}}(L^nB^k(W^{}))`$ and $`\mathrm{C}^{\mathrm{}}(L^nC^k(W^{})/Z^k(W^{}))`$, where $`C^k(W^{})=𝒢\times _P^{}C^k(𝔪^{},𝕎^{})=\mathrm{\Lambda }^kTMW^{}`$. Hence we obtain operators $`\widehat{Q}_\eta `$ and $`\widehat{\mathrm{\Pi }}^\eta `$. Furthermore, this construction is adjoint to the construction of the previous section: since $`\delta ^\eta =(d^\eta )^{}`$ and $`d_𝔪^{}^{}=(\delta _𝔪^{}^{})^{}`$, we have $`\widehat{\mathbf{}}_\eta =(\mathbf{}_\eta )^{}`$, $`B^k(W^{})=(C_k(W)/Z_k(W))^{}`$, $`C^k(W^{})/Z^k(W^{})=B_k(W)^{}`$, and hence, by Remark 5.4, $`\widehat{Q}_\eta =(Q_\eta )^{}`$, so that $`\widehat{\mathrm{\Pi }}^\eta =(\mathrm{\Pi }^\eta )^{}`$.
The dual BGG operators obtained above by Poincaré duality are therefore equivalently defined by $`𝒟_\eta ^k=𝑝𝑟𝑜𝑗\delta ^\eta \widehat{\mathrm{\Pi }}_k^\eta 𝑟𝑒𝑝𝑟`$. Associated to a pairing $`𝕎_1𝕎_2𝕎_3`$, the analogue of the cup product is a “cap product” between cochains and chains:
$`\mathrm{C}^{\mathrm{}}(H_k(W_1))\times `$ $`\mathrm{C}^{\mathrm{}}(L^nH^{k+\mathrm{}}(W_3^{}))`$ $``$ $`\mathrm{C}^{\mathrm{}}(L^nH^{\mathrm{}}(W_2^{}))`$
$`(\alpha ,`$ $`b)`$ $``$ $`\alpha _\eta ^{}b`$
satisfying a Leibniz rule up to curvature terms. This can be defined by twisting the cup product by $`L^n\mathrm{\Lambda }^nTM`$ and using Poincaré duality, or by the formula
$$_\eta ^{}=𝑝𝑟𝑜𝑗\widehat{\mathrm{\Pi }}_{k+\mathrm{}}^\eta (\mathrm{\Pi }_k^\eta 𝑟𝑒𝑝𝑟,\widehat{\mathrm{\Pi }}_{\mathrm{}}^\eta 𝑟𝑒𝑝𝑟)$$
where $``$ denotes the contraction of forms with multivectors together with the pairing $`W_1W_3^{}W_2^{}`$. Here $`\alpha a`$ for $`\alpha \mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^kT^{}M)`$ and $`a\mathrm{C}^{\mathrm{}}(L^n\mathrm{\Lambda }^{k+\mathrm{}}TM)`$ is defined by $`\theta ,\alpha a=\theta \alpha ,a`$ for any $`\mathrm{}`$-form $`\theta `$.
The Leibniz rule, for $`\alpha \mathrm{C}^{\mathrm{}}(H_k(W_1))`$ and $`b\mathrm{C}^{\mathrm{}}(L^nH^{k+\mathrm{}}(W_3^{}))`$, is:
$$\begin{array}{c}𝒟_\eta ^{\mathrm{}}(\alpha _\eta ^{}b)=\alpha _\eta ^{}(𝒟_\eta ^{k+\mathrm{}}b)(1)^{\mathrm{}}(𝒟_k^\eta \alpha )_\eta ^{}b\hfill \\ \hfill +\left[\mathrm{\Pi }_\mathrm{}1^\eta \left(\mathrm{\Pi }_k^\eta \alpha \left(\widehat{Q}_\eta \widehat{R}^\eta \widehat{\mathrm{\Pi }}_{k+\mathrm{}}^\eta b\right)(1)^{\mathrm{}}\left(Q_\eta R^\eta \mathrm{\Pi }_k^\eta \alpha \right)\widehat{\mathrm{\Pi }}_{k+\mathrm{}}^\eta b\widehat{R}^\eta \widehat{Q}_\eta \left(\mathrm{\Pi }_k^\eta \alpha \widehat{\mathrm{\Pi }}_{\mathrm{}}^\eta b\right)\right)\right].\end{array}$$
Similar results hold for the torsion-free sequence $`𝒟^k=𝑝𝑟𝑜𝑗\delta ^𝔤\widehat{\mathrm{\Pi }}_k𝑟𝑒𝑝𝑟`$ (in the regular case) and if the parabolic geometry is also normal, the composite of dual BGG operators is given by cap product with $`[K_M]`$ and the correction terms to the Leibniz rule are given by triple products of $`[K_M]`$, $`\alpha `$ and $`b`$.
The cap product gives a neat way to see the duality between $`𝒟_k`$ and $`𝒟^k`$. Consider the pairing $`𝕎𝕎`$, with cap product
$$\mathrm{C}^{\mathrm{}}(M,H_k(W))\times \mathrm{C}^{\mathrm{}}(M,L^nH^{k+\mathrm{}}(W^{}))\mathrm{C}^{\mathrm{}}(M,L^nH^{\mathrm{}}()).$$
For $`\mathrm{}=0`$, $`H^0()=`$ and this pairing is the duality pairing of $`H_k(W)`$ and $`H^k(W^{})`$, tensored with the density bundle $`L^n`$. When $`\mathrm{}=1`$, $`H^1()`$ is the subbundle of $`TM`$ associated to $`𝔤_1`$, the geometric weight $`1`$ subspace of $`𝔤`$. Hence we obtain a pairing with values in vector densities. The claim is that the Leibniz rule for $`\mathrm{}=1`$ becomes
$$𝑑𝑖𝑣\alpha b=𝒟_k\alpha ,b+\alpha ,𝒟^kb$$
with no curvature corrections. The inner curvature corrections vanish because $`Z_k(W)=B^k(W^{})^0`$ and $`Z^k(W^{})=B_k(W)^0`$, so that the contractions of $`\mathrm{\Pi }`$ with $`\widehat{Q}`$ and $`\widehat{\mathrm{\Pi }}`$ with $`Q`$ are zero. The outer correction vanishes because the curvature is acting on the trivial representation. A similar result holds for the analogue of the triple product rule (5.5), showing that for adjoint pairings of $`(𝔤,P)`$-modules, $`c\beta c`$ is adjoint to $`\alpha \alpha \beta `$.
## 8. General applications
We turn now to potential applications of the BGG sequence and cup product. We restrict ourselves first to general discussions: more explicit examples are given in the next section.
### Twistor operators
The exterior covariant derivatives $`d^𝔤`$ and $`d^\eta `$ on $`W`$-valued $`0`$-forms are both simply the covariant derivative $`^𝔤`$ on sections of $`W`$. Also $`𝑘𝑒𝑟\delta _{T^{}M}^{}=W`$ and so a parabolic twistor $`f`$ is the natural representative $`\mathrm{\Pi }_0[f]`$ of its homology class, which is a parabolic twistor field. Hence $`\mathrm{\Pi }_0𝑟𝑒𝑝𝑟`$ is a “jet operator” which assigns a parabolic twistor to the corresponding parabolic twistor field. In the flat case, the twistor operator $`𝒟_0=𝑝𝑟𝑜𝑗^𝔤\mathrm{\Pi }_0𝑟𝑒𝑝𝑟`$ characterizes parabolic twistor fields as solutions of a differential equation. In the curved case it is natural to define parabolic twistor fields by the kernel of this operator, but $`𝒟_0\varphi =0`$ only implies that $`^𝔤\mathrm{\Pi }_0\varphi =QR^𝔤\mathrm{\Pi }_0\varphi `$, and so $`\mathrm{\Pi }_0\varphi `$ might not be parallel in general.
### Twistor algebra
$`𝔤`$-modules form an algebra under direct sum and tensor product. The cup product $`\mathrm{C}^{\mathrm{}}(M,H_0(W_1))\times \mathrm{C}^{\mathrm{}}(M,H_0(W_2))\mathrm{C}^{\mathrm{}}(M,H_0(W_1W_2))`$ defines an algebra structure on sections of the corresponding homology bundles. The Leibniz rule shows that in the flat case the cup product algebra extends the algebra of twistors. A similar observation can be made for $`𝔤`$-modules under Cartan product (provided one is careful with identifications between isomorphic representations)—in this case the cup product is zero order, given by the Cartan product of zeroth homologies.
### Deformation theory and moduli spaces
Suppose that $`M`$ is a compact manifold admitting a flat parabolic geometry of type $`(𝔤,P)`$. What is the moduli space of flat parabolic geometries of type $`(𝔤,P)`$ on $`M`$? A first approximation to this question is to study deformations of the given flat structure $`(𝒢,\eta )`$. We discuss briefly deformations of regular normal parabolic geometries, with emphasis on deformations of flat structures.
Fixing the principal $`P`$-bundle $`𝒢M`$, Cartan connections of type $`(𝔤,P)`$ form an open subset of an affine space modelled on the $`P`$-equivariant horizontal $`1`$-forms $`T𝒢𝔤`$ (it is an open subset because of the condition that $`\eta `$ is an isomorphism on each tangent space). Therefore a small deformation of $`\eta `$ may be written $`\eta _\epsilon =\eta +\stackrel{~}{\alpha }_\epsilon `$ where $`\stackrel{~}{\alpha }_\epsilon `$ is a curve of such $`P`$-equivariant horizontal $`1`$-forms with $`\stackrel{~}{\alpha }_0=0`$. The curvature of $`\eta _\epsilon `$ is $`K^\epsilon (U,V)=d\eta _\epsilon (U,V)+[\eta _\epsilon (U),\eta _\epsilon (V)]`$ and passing to associated bundles gives
(8.1)
$$K_M^\epsilon =K_M+d^𝔤\alpha _\epsilon +\alpha _\epsilon \alpha _\epsilon ,$$
where $`\alpha _\epsilon :TM𝔤_M^{}`$ (with $`\alpha _0=0`$) and we think of $`𝔤_M^{}`$ as a subbundle of its universal enveloping algebra bundle, so that $`(\alpha _\epsilon \alpha _\epsilon )(X,Y)=\alpha _\epsilon (X)\alpha _\epsilon (Y)\alpha _\epsilon (Y)\alpha _\epsilon (X)=[\alpha _\epsilon (X),\alpha _\epsilon (Y)]𝔤_M^{}`$ for $`X,YTM`$ (equivalently, we can work directly with the Lie bracket in $`𝔤_M^{}`$). Differentiating with respect to $`\epsilon `$ at $`\epsilon =0`$, gives, up to third order,
$$\dot{K}_M^{}=d^𝔤\dot{\alpha },\ddot{K}_M^{}=d^𝔤\ddot{\alpha }+2\dot{\alpha }\dot{\alpha },\stackrel{\dot{}\dot{}\dot{}}{K}_M^{}=d^𝔤\stackrel{\dot{}\dot{}\dot{}}{\alpha }+3(\ddot{\alpha }\dot{\alpha }+\dot{\alpha }\ddot{\alpha }).$$
Suppose now that $`K_M=0`$. Then, in order for $`\eta _\epsilon `$ to be normal, we need $`\delta _{T^{}M}^{}\dot{K}_M^{}=0`$. Also $`d^𝔤\dot{K}_M^{}=(d^𝔤)^2\dot{\alpha }=0`$, and so $`\dot{K}_M^{}=\mathrm{\Pi }_2[\dot{K}_M^{}]`$ and $`𝒟_2[\dot{K}_M^{}]=0`$. Adding $`d^𝔤s`$ to $`\dot{\alpha }`$ does not alter $`\dot{K}_M^{}`$, and so one can assume $`\delta _{T^{}M}^{}\dot{\alpha }=0`$. Hence $`\mathbf{}_𝔤\dot{\alpha }=0`$ and $`\dot{\alpha }`$ represents a homology class $`A=[\dot{\alpha }]`$. We then have $`\dot{\alpha }=\mathrm{\Pi }_1A`$, $`[\dot{K}_M^{}]=[d^𝔤\dot{\alpha }]=𝒟_1A`$. This does not completely fix the freedom to add $`d^𝔤s`$ to $`\dot{\alpha }`$: we can still add $`𝒟_0f`$ to $`A`$.
To summarize, we see that the linearized theory is controlled by the BGG complex with $`𝕎=𝔤`$: an infinitesimal deformation of $`\eta `$ (as a regular normal parabolic geometry) is given by a section $`A`$ of $`H_1(𝔤_M^{})`$ and $`𝒟_1A`$ is the linearized curvature. Since $`𝒟_1𝒟_0f=0`$, $`A=𝒟_0f`$ as just an infinitesimal gauge transformation. Hence the formal tangent space to the moduli space is the first cohomology of the complex
$$\mathrm{C}^{\mathrm{}}(M,H_0(𝔤_M^{}))\stackrel{𝒟_0}{}\mathrm{C}^{\mathrm{}}(M,H_1(𝔤_M^{}))\stackrel{𝒟_1}{}\mathrm{C}^{\mathrm{}}(M,H_2(𝔤_M^{}))\stackrel{𝒟_2}{}\mathrm{C}^{\mathrm{}}(M,H_3(𝔤_M^{})).$$
This is only the actual tangent space if all infinitesimal deformations can be integrated. We first consider second order deformations. If $`\dot{K}_M^{}=0`$ (i.e., $`𝒟_1A=0`$), then normality implies that $`\delta _{T^{}M}^{}\ddot{K}_M^{}=0`$, and since also $`d^𝔤\ddot{K}_M^{}=0`$, $`\ddot{K}_M^{}=\mathrm{\Pi }_2[\ddot{K}_M^{}]`$. Hence it suffices to consider $`[\mathrm{\Pi }_2d^𝔤\ddot{\alpha }]+[\mathrm{\Pi }_2(\dot{\alpha }\dot{\alpha })]`$ and the second term is $`AA`$. As before, we can assume $`\delta _{T^{}M}^{}\ddot{\alpha }=0`$, so that the first term is $`𝒟_1[\ddot{\alpha }]`$. Hence we have a quadratic obstruction to solving $`\ddot{K}_M=0`$: we need $`AA`$ to be in the image of $`𝒟_1`$. The Leibniz rule gives $`𝒟_2(AA)=2(𝒟_1A)A=0`$ and so the obstruction is the class of $`AA`$ in the second cohomology of above complex.
The obstructions to building a formal power series all lie in this second cohomology space, but the construction involves the $`A_{\mathrm{}}`$-algebra of multilinear operators, not just the cup product (alternatively we can work in the $`L_{\mathrm{}}`$-algebra associated to $`𝔤`$). The reason for this can be seen at third order: $`\mathbf{}_𝔤\ddot{\alpha }=\delta _{T^{}M}^{}d^𝔤\ddot{\alpha }`$ is not zero in general, and $`\ddot{\alpha }=\mathrm{\Pi }_1\ddot{\alpha }+Qd^𝔤\ddot{\alpha }=\mathrm{\Pi }_1\ddot{\alpha }2Q(\dot{\alpha }\dot{\alpha })`$. Hence if $`A_1=[\dot{\alpha }]`$ and $`A_2=\frac{1}{2}[\mathrm{\Pi }_1\ddot{\alpha }]`$, we have
$`\dot{\alpha }=\mathrm{\Pi }_1A_1`$ $`\mathrm{and}\ddot{\alpha }=2\left(\mathrm{\Pi }_1A_2Q(\mathrm{\Pi }_1A_1\mathrm{\Pi }_1A_1)\right),`$
and therefore $`[\mathrm{\Pi }_2(\ddot{\alpha }\dot{\alpha }+\dot{\alpha }\ddot{\alpha })]`$ $`=2\left(A_2A_1+A_1A_2+A_1,A_1,A_1\right).`$
The Leibniz and triple product rules (5.4), (5.5) imply that this is in the kernel of $`𝒟_2`$, and its cohomology class is the second obstruction.
In general if $`A=_{j=1}^kA_j\epsilon ^j`$ satisfies the equation $`𝒟_1A+AA+A,A,A+\mathrm{}=0`$ to order $`k`$ in $`\epsilon `$, then $`𝒟_2(AA+A,A,A+\mathrm{})`$ vanishes to order $`k+1`$ in $`\epsilon `$ and the cohomology class of the degree $`k+1`$ term of $`AA++A,A,A+\mathrm{}`$ is the obstruction to finding $`A_{k+1}`$ such that $`\stackrel{~}{A}=_{j=1}^{k+1}A_j\epsilon ^j`$ satisfies the equation to order $`k+1`$ in $`\epsilon `$.
This deformation theory parallels numerous examples in algebra and geometry which have been studied since . It would be interesting to extend it to half-flat geometries such as selfdual conformal $`4`$-manifolds .
### Linear field theories
In the flat case (when the BGG sequence is a complex) it is natural to view it as a linear gauge theory. The beginning of the sequence gives the kinematics, while the end gives the dynamics; equivalently, the dynamics are given by the beginning of the dual BGG sequence.
$$\begin{array}{cccccc}\mathrm{charges}& \mathrm{gauges}& & \mathrm{potentials}& & \mathrm{kinematic}\mathrm{fields}\\ 0𝕎& \mathrm{C}^{\mathrm{}}(H_0(W))& \underset{𝑇𝑤𝑖𝑠𝑡𝑜𝑟}{\overset{𝒟_\mathit{0}}{}}& \mathrm{C}^{\mathrm{}}(H_1(W))& \underset{𝑃𝑜𝑡𝑒𝑛𝑡𝑖𝑎𝑙}{\overset{𝒟_\mathit{1}}{}}& \mathrm{C}^{\mathrm{}}(H_2(W))\\ 0𝕎^{}& \mathrm{C}^{\mathrm{}}(L^nH^0(W^{}))& \underset{𝐶𝑜𝑛𝑠𝐿𝑎𝑤}{\overset{𝒟^\mathit{0}}{}}& \mathrm{C}^{\mathrm{}}(L^nH^1(W^{}))& \underset{𝐹𝑖𝑒𝑙𝑑𝐸𝑞𝑛}{\overset{𝒟^\mathit{1}}{}}& \mathrm{C}^{\mathrm{}}(L^nH^2(W^{}))\\ \mathrm{dual}\mathrm{charges}& \mathrm{fluxes}& & \mathrm{sources}& & \mathrm{dynamic}\mathrm{fields}\end{array}$$
The prototype for such a sequence is the deRham complex describing electromagnetism. We shall present some further justification for this point of view on linear field theory in the following, but we refer to for a more thorough discussion. The assumption that the BGG sequence is a complex means that potentials coming from a gauge via $`𝒟_0`$ have no kinematic field, and that sources coming from a dynamic field automatically satisfy the conservation law $`𝒟^0`$. Not shown is the kinematic field equation $`𝒟_2`$ which is automatically satisfied by kinematic fields coming from a potential.
Given a $`(𝔤,P)`$-equivariant pairing $`𝕎_1𝕎_2𝕎_3`$, we have in particular a cup product $`\mathrm{C}^{\mathrm{}}(M,H_0(W_1))\times \mathrm{C}^{\mathrm{}}(M,H_k(W_2))\mathrm{C}^{\mathrm{}}(M,H_k(W_3))`$. This means that twistors in $`W_1`$ can be used to transform objects in the field theory associated to $`𝕎_2`$ to the field theory associated to $`𝕎_3`$. The Leibniz rule implies that this transformation will be compatible with the operators in the sequence. This is often called the translation principle.
### Relations to deRham complexes
We restrict attention here to the abelian case, so the BGG sequence of the trivial representation $``$ is the deRham complex of exterior derivatives, and the dual BGG sequence is the dual deRham complex of exterior divergences. For any $`𝔤`$-module $`𝕎`$, we always have a pairing $`𝕎𝕎`$, and so, given a twistor in $`W`$, we can construct potentials and kinematic fields in the $`𝕎`$-theory from differential forms using the cup product (“kinematic helicity raising”), while the cap product gives multivector densities from dynamic fields and sources (“dynamic helicity lowering”). Similarly, the pairing $`𝕎^{}𝕎^{}`$ shows that a twistor in $`W^{}`$ can be used to construct dynamic fields and sources from multivector densities via cap product (“dynamic helicity raising”), and differential forms from potentials and kinematic fields via cup product (“kinematic helicity lowering”). Let us focus on the cap product
$$\mathrm{C}^{\mathrm{}}(H_k(W))\times \mathrm{C}^{\mathrm{}}(L^nH^{k+\mathrm{}}(W^{}))\mathrm{C}^{\mathrm{}}(L^n\mathrm{\Lambda }^{\mathrm{}}TM)$$
associated to the pairing $`𝕎𝕎`$; this has a rich physical and geometric interpretation. We have already seen in the previous section that for $`\mathrm{}=0`$, this is the natural duality between $`H_k`$ and $`H^k`$, while the Leibniz rule for $`\mathrm{}=1`$ shows that $`𝒟_k`$ and $`𝒟^k`$ are adjoint. For $`\mathrm{}=2`$, we have a bivector density, integrable over (cooriented) codimension two submanifolds and the Leibniz rule therefore shows that in the flat case, $`𝒟_k`$ and $`𝒟^{k+1}`$ are “adjoint in codimension one”. In particular, if $`k=0`$, $`\mathrm{}=2`$, this is an example of dynamic helicity lowering, using a twistor to construct a bivector density from a dynamic field. In the flat case, the Leibniz rule shows that this will be divergence-free wherever the dynamic field is source-free. Integrating over a cooriented compact codimension two submanifold then gives a conserved quantity. Hence on a simply connected region, the dynamic field and codimension two submanifold define a real valued linear map on $`𝕎`$, i.e., an element of $`𝕎^{}`$. This is one motivation for viewing twistors as “charges”.
### Curvature corrections
If the geometry is not flat, then some of the above statements only hold up to curvature terms. However, the curvature corrections appearing in 5.65.7 are sometimes trivial even for non-flat geometries. For instance, when the bilinear pairings and operators are zero or first order, then there may not be enough derivatives for curvature to contribute. Also, some parts of the curvature might not act on certain modules, so that partial flatness assumptions suffice to kill the curvature terms. Finally, there is the simple observation that if $`𝒟_k\alpha =0`$ then $`[K_M]\alpha =0`$, which can be quite a strong condition if the cup product has low order.
## 9. Explicit examples in conformal geometry
The BGG calculus permits one to carry out many calculations without worrying too much what the linear and bilinear differential operators are. Nevertheless, in applications, it is sometimes desirable to determine the operators explicitly, in terms, for instance, of a chosen Weyl connection, although this will only be feasible if the operators and pairings have low order. The Neumann series definition for $`Q`$, together with the results of Kostant , provides one method to carry out these calculations. However, for many examples, particularly in conformal geometry, one can proceed more directly, by guessing what the operators and pairings are, using the considerable collective experience in the literature . The work of and this paper contributes to this process by asserting the existence of the BGG operators, pairings, and Leibniz rules, so that one knows what to look for.
### Twistor invariants
Let $`\varphi `$ be a twistor spinor, i.e., a solution of the twistor equation for the spin representation of $`𝔤=𝔰𝔬(V)`$. Then $`\varphi `$ is a spinor field with conformal weight $`1/2`$ satisfying the equation $`D_X\varphi =\frac{1}{n}c(X)\mathrm{}D\varphi `$ for vector fields $`X`$, where $`D`$ is an arbitrary Weyl connection (the equation is independent of this choice), $`n`$ is the dimension of the conformal manifold, $`\mathrm{}D=cD`$ is the Dirac operator and $`c(X)`$ is Clifford multiplication (with $`c(X)^2=X,X\mathrm{𝑖𝑑}`$). The twistor operator $`𝒟_0`$ in this case is given by the difference $`D\varphi \frac{1}{n}c(.)\mathrm{}D\varphi `$; the Lie algebra homology bundle here is the Cartan product of the cotangent bundle and the spinor bundle, which is the kernel of Clifford multiplication by $`1`$-forms.
In four or more dimensions $`[K_M]`$ is given by the Weyl curvature $`W^𝖼\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^2T^{}M𝔰𝔬(TM))`$. If $`\varphi `$ is a twistor spinor then $`0=𝒟_1𝒟_0\varphi =W^𝖼\varphi `$. This pairing is zero order: one can check directly that twistor spinors satisfy $`W_{X,Y}^𝖼\mathrm{}\varphi =0`$ for any vector fields $`X,Y`$.
The zero order cup products of two solutions $`\varphi ,\psi `$ take values in bundles of conformal weight one. These include $`\omega (\varphi ,\psi )=\varphi \psi `$, which is a (weight $`1`$) middle-dimensional form, $`X(\varphi ,\psi )=c(.)\varphi ,\psi `$, which is a vector field, and $`\mu (\varphi ,\psi )=\varphi ,\psi `$, which is a weight $`1`$ scalar. With our convention for Clifford multiplication these are all symmetric in $`\varphi `$ and $`\psi `$. One readily verifies that $`\omega `$ satisfies a first order twistor equation, that $`X`$ is a conformal vector field, and that $`\mu `$ has vanishing conformal trace-free Hessian (i.e., $`𝑠𝑦𝑚_0(D^2\mu +r^D\mu )=0`$, where $`r^D`$ is the normalized Ricci tensor of $`D`$). Only the last of these has enough derivatives for Weyl curvature to enter, but it does not act on twistor spinors. One can check explicitly:
$`D_{X,Y}^2\varphi ,\psi `$ $`=\frac{1}{n}\left(c(Y)D_X\mathrm{}D\varphi ,\psi +\varphi ,c(Y)D_X\mathrm{}D\psi \right)`$
$`+\frac{1}{n^2}\left(c(Y)\mathrm{}D\varphi ,c(X)\mathrm{}D\psi +c(X)\mathrm{}D\varphi ,c(Y)\mathrm{}D\psi \right)`$
$`=\frac{1}{2}\left(c(Y)c(r^D(X))\varphi ,\psi +\varphi ,c(Y)c(r^D(X))\psi \right)+\frac{2}{n^2}X,Y\mathrm{}D\varphi ,\mathrm{}D\psi `$
$`=r^D(X,Y)\varphi ,\psi +\frac{2}{n^2}X,Y\mathrm{}D\varphi ,\mathrm{}D\psi .`$
As an application, wherever $`\varphi ,\psi `$ is nonzero, it defines a compatible Einstein metric .
There is also a first order cup product taking values in the trivial representation, given by $`C(\varphi ,\psi )=\mathrm{}D\varphi ,\psi \varphi ,\mathrm{}D\psi `$. One can again check directly that $`dC=0`$, as a consequence of the twistor equation. Note that, with our convention for Clifford multiplication, $`𝑑𝑖𝑣^DX(\varphi ,\psi )=\mathrm{}D\varphi ,\psi +\varphi ,\mathrm{}D\psi `$, so the Dirac operator is skew adjoint. This convention also makes $`C(\varphi ,\psi )`$ skew in $`\varphi `$ and $`\psi `$. However, complexifying if necessary, we may assume the spinor bundle has an orthogonal complex structure $`J`$, and define $`C(\varphi )=C(\varphi ,J\varphi )`$. This is the quadratic invariant of Friedrich and Lichnerowicz .
Friedrich also found a quartic invariant (see ). Many similar invariants can be obtained by iterating the cup product, i.e., for suitable pairings, $`\varphi (\varphi (\varphi \varphi ))`$ will be a nontrivial scalar. The details are quite complicated, but one obtains a hierarchy of quartic invariants by considering the cup products factoring through $`k`$-forms, for $`k=0,1,2,\mathrm{}`$. The first of these is Friedrich’s quartic invariant.
### Helicity
Twistor spinors have been systematically exploited to study massless field equations (see ). The focus has been mainly on first order field equations, where zero and first order pairings with twistor spinors are used to raise or lower the helicity of massless fields. Most of these pairings are cup products: apart from the helicity $`0`$ and helicity $`\pm 1/2`$ equations (given by the conformal Laplacian and Dirac operator respectively), the massless field equation is the dynamic equation in a BGG sequence, and the helicity is $`\pm (w+1)`$ where $`w`$ is the conformal weight of the twistor bundle $`H_0(W)`$. Helicity $`\pm 1`$ corresponds to the deRham complex and electromagnetic fields.
### Geometrical field theories
We focus on helicity $`\pm 2`$: this is the expected helicity of linear theories of gravity, and because of the close links between gravity and geometry, these differential equations are of particular interest in conformal differential geometry. There are (at least) three such theories in four (or more) dimensions: the massless field equations studied by Penrose, the linearization of Bach’s theory of gravity, and a conformal version of a field theory due to Fierz. The corresponding representations of $`𝔤=𝔰𝔬(V)`$ are $`\mathrm{\Lambda }^3V`$, $`𝔤=𝔰𝔬(V)=\mathrm{\Lambda }^2V`$ and $`V`$. We have given the Lie algebra homologies in 3.5 and the BGG sequences begin:
(9.1) $`\mathrm{C}^{\mathrm{}}(L^1𝔰𝔬(TM))`$ $``$ $`\mathrm{C}^{\mathrm{}}(L^1T^{}M𝔰𝔬(TM))`$ $``$ $`\mathrm{C}^{\mathrm{}}(L^1\mathrm{\Lambda }^2T^{}M𝔰𝔬(TM))`$
(9.2) $`\mathrm{C}^{\mathrm{}}(TM)`$ $``$ $`\mathrm{C}^{\mathrm{}}(Sym_0TM)`$ $``$ $`\mathrm{C}^{\mathrm{}}(\mathrm{\Lambda }^2T^{}M𝔰𝔬(TM))`$
(9.3) $`\mathrm{C}^{\mathrm{}}(L^1)`$ $``$ $`\mathrm{C}^{\mathrm{}}(L^1Sym_0TM)`$ $``$ $`\mathrm{C}^{\mathrm{}}(L^1T^{}M𝔰𝔬(TM))`$
Here $`Sym_0TM=T^{}MTM`$ denotes the symmetric traceless endomorphisms—note also that $`𝔰𝔬(TM)L^2\mathrm{\Lambda }^2T^{}ML^2\mathrm{\Lambda }^2TM`$.
In Penrose gravity (9.1), the operators are both first order, and the cup product of twistors with Weyl curvature is zero order, giving an integrability condition for solving the twistor equation. In four dimensions, the sequence decomposes into selfdual and antiselfdual parts, each part being a complex iff the Weyl curvature is antiselfdual or selfdual respectively. This sequence has been used to give a simple proof of the classification of compact selfdual Einstein metrics of positive scalar curvature . It also yields a selfduality result for Einstein-Weyl structures on selfdual $`4`$-manifolds . In Minkowski space, the Weyl tensor of the Schwarzschild metric defines a natural dynamic field, which may be viewed as a linearization of the Schwarzschild solution .
Since Bach gravity (9.2) is associated to the adjoint representation, this sequence is the one arising in the study of deformations and moduli spaces. The twistor operator here is the first order conformal Killing operator, whose kernel consists of conformal vector fields. It takes values in $`Sym_0TML^2S_0^2T^{}M`$, the bundle of linearized conformal metrics. The second operator is the linearized Weyl curvature, taking values in the bundle of Weyl tensors. In four dimensions, the adjoint of the linearized Weyl operator is sometimes called the Bach operator: it can be applied to the Weyl curvature itself to give the Bach tensor of the conformal structure.
The composite of the conformal Killing operator and the linear Weyl operator is a first order cup product with the Weyl curvature, which one readily computes to be a multiple of $`_XW^𝖼`$: obviously a conformal vector field has to preserve the Weyl curvature. This cup product is associated to the Lie bracket pairing $`𝔰𝔬(V)𝔰𝔬(V)𝔰𝔬(V)`$. There is also an inner product pairing, which gives, for example, a $`2`$-form-valued first order cup product between vector fields $`K`$ and Weyl tensors $`W`$:
$$(KW)(X,Y)=(n2)W_{X,Y},DK(\delta ^DW)_{X,Y},K.$$
The twistor equation in Fierz gravity (9.3) is second order, and is the conformal tracefree Hessian mentioned above. Its kernel consists of Einstein (pseudo)gauges, i.e., a nonvanishing solution gives a length scale for a compatible Einstein metric. The cup product with curvature is a first order pairing, sometimes called the Cotton-York operator, since it assigns a Cotton-York tensor to a (pseudo)gauge. This corresponds to the fact that Einstein metrics have vanishing Cotton-York tensor.
### Helicity lowering
A typical example of helicity lowering occurs in Penrose gravity. Here the natural zero order contraction of a dynamic Weyl field $`W`$ and a Penrose twistor 2-form $`\omega `$ gives a bivector density and there is a simple Leibniz rule:
$$\delta W,\omega =\delta W,\omega +W,𝑇𝑤𝑖𝑠𝑡\omega .$$
Even within the framework of conformal geometry, the cup and cap products considerably generalize these ideas. For example, the analogous process in Fierz gravity requires first order pairings:
$`\delta (F(D\mu ,.,.)\frac{1}{2}\mu (\delta ^DF)(.,.))`$ $`=\mu 𝑑𝑖𝑣^D(𝑆𝑑𝑖𝑣F)(𝑆𝑑𝑖𝑣F)(D\mu ,.)`$
$`+𝑠𝑦𝑚_0(D^2+r^D)\mu ,F+\frac{1}{2}W^𝖼,F\mu `$
where $`F\mathrm{C}^{\mathrm{}}((L^{1n}TM𝔰𝔬(TM))`$, $`\mu \mathrm{C}^{\mathrm{}}(L^1)`$, $`𝑆𝑑𝑖𝑣F`$ is the symmetric divergence in $`L^{1n}Sym_0TM`$, $`\delta ^DF`$ is the skew divergence in $`L^{1n}\mathrm{\Lambda }^2TM`$, and $`W^𝖼`$ is the Weyl curvature. Higher order pairings rapidly become very complicated, although a few examples involving second order pairings can be computed explicitly.
## Appendix: semiholonomic jets and Verma modules
In this appendix we recall the link with semiholonomic Verma modules. On any Cartan geometry of type $`(𝔤,P)`$, iterating the invariant derivative defines the following.
###### 9.1 Proposition.
The map sending a section $`s`$ to $`(s,^\eta s,(^\eta )^2s,\mathrm{}(^\eta )^ks)`$ takes values in the subbundle $`𝒢\times _P^{}\widehat{J}_0^k𝔼`$ of $`_{j=0}^k\left((^j𝔤_M^{})E\right)`$, where $`\widehat{J}_0^k𝔼`$ is the set of all $`(\varphi _0,\varphi _1,\mathrm{}\varphi _k)`$ in $`_{j=0}^k\left((^j𝔤^{})𝔼\right)`$ satisfying (for $`1i<jk`$) the equations
$`\varphi _j(\xi _1,\mathrm{}\xi _i,\xi _{i+1},\mathrm{}\xi _j)\varphi _j(\xi _1,\mathrm{}\xi _{i+1},\xi _i,\mathrm{}\xi _j)`$ $`=\varphi _{j1}(\xi _1,\mathrm{}[\xi _i,\xi _{i+1}],\mathrm{}\xi _j)`$
$`\varphi _i(\xi _1,\mathrm{}\xi _i)+\xi _i.\left(\varphi _{i1}(\xi _1,\mathrm{}\xi _{i1})\right)`$ $`=0`$
for all $`\xi _1,\mathrm{}\xi _j𝔤`$ with $`\xi _i𝔭`$.
###### Proof.
The equations are those given by the vertical triviality and the Ricci identity, bearing in mind the horizontality of the curvature $`\kappa `$ (see Proposition 1.3). ∎
This map is sometimes called a “semiholonomic jet operator”, since it identifies the semiholonomic jet bundle $`\widehat{J}^kE`$ with the associated bundle $`𝒢\times _P^{}\widehat{J}_0^k𝔼`$. In particular, $`\widehat{J}_0^k𝔼`$ is itself the fibre of the semiholonomic jet bundle at $`0=[P]G/P`$. This is a minor variation of the construction of a semiholonomic jet operator given in , except that we have presented $`\widehat{J}_0^k𝔼`$ as a complicated subspace of an easily defined $`𝔭`$-module, whereas in these references, $`\widehat{J}_0^k𝔼`$ is given as a complicated $`𝔭`$-module structure on an easy vector space, namely $`_{j=0}^k\left(^j(𝔤/𝔭)^{}\right)𝔼`$. The equations defining $`\widehat{J}_0^k𝔼`$ have a natural algebraic interpretation in the dual language of semiholonomic Verma modules.
###### 9.2 Definition.
Let $`𝔤`$ be a Lie algebra with subalgebra $`𝔭`$.
1. The semiholonomic universal enveloping algebra $`U(𝔤,𝔭)`$ of $`𝔤`$ with respect to $`𝔭`$ is defined to be the quotient of the tensor algebra $`(𝔤)`$ by the ideal generated by
$$\{\xi \chi \chi \xi [\xi ,\chi ]:\xi 𝔭,\chi 𝔤\}.$$
We denote by $`U^k(𝔤,𝔭)`$ the filtration given by the image of $`_{j=0}^k(^j𝔤)`$, which is compatible with the algebra structure.
Note that $`U(𝔤,𝔤)`$ is the usual universal enveloping algebra $`U(𝔤)`$, that $`U(𝔭)`$ is a subalgebra of $`U(𝔤,𝔭)`$, and that $`U(𝔤,𝔭)`$ is a $`U(𝔤)`$-bimodule.
2. Let $`𝔼^{}`$ be a $`𝔭`$-module. Then the semiholonomic Verma module associated to $`𝔼^{}`$ is the $`U(𝔤)`$-module given by $`\widehat{V}(𝔼^{})=U(𝔤,𝔭)_{U(𝔭)}𝔼^{}`$. We denote by $`\widehat{V}^k(𝔼^{})`$ the filtration given by the image of $`U^k(𝔭)𝔼^{}`$.
As a filtered vector space, $`\widehat{V}(𝔼^{})`$ is naturally isomorphic to $`\left((𝔤/𝔭)\right)𝔼^{}`$. The induced action of $`𝔤`$ on $`\left((𝔤/𝔭)\right)𝔼^{}`$ is most easily described by choosing a complement $`𝔪`$ to $`𝔭`$ in $`𝔤`$ so that $`𝔤/𝔭`$ is isomorphic to $`𝔪`$. Then the action of $`\xi 𝔤`$ on $`v_1\mathrm{}v_kz^k𝔪𝔼^{}`$ is obtained by tensoring on the left with $`\xi `$, then commuting the $`𝔭`$ component $`\xi _𝔭`$ past all the $`v_j`$’s so that it can act on $`z`$. This introduces Lie bracket terms $`[\xi _𝔭,v_j]`$, whose $`𝔭`$-components must in turn be commuted to the right. This process is then repeated until no elements of $`𝔭`$ remain in the tensor product.
If we define $`\widehat{J}_0^{\mathrm{}}𝔼`$ be the inverse limit with respect to the natural maps $`\widehat{J}_0^k𝔼\widehat{J}_0^{k1}𝔼`$ then the equations defining $`\widehat{J}_0^k𝔼`$ imply that $`\widehat{J}_0^{\mathrm{}}𝔼`$ is the subspace of $`\left(𝔤^{}\right)𝔼`$ such that the pairing with $`\left(𝔤\right)𝔼^{}`$ descends to $`\widehat{V}(𝔼^{})`$. Comparing dimensions, we see that $`\widehat{V}^k(𝔼^{})(\widehat{J}_0^k𝔼)^{}`$. This is why the dual of $`𝔼`$ is used in the definition of the Verma module.
The advantage of semiholonomic jets is that they are defined purely in terms of the $`1`$-jet functor $`J^1`$, the natural transformation $`J^1EE`$, and some abstract nonsense. The construction of the $`\mathrm{\Pi }`$-operators was entirely first order, and so can be carried out formally on the infinite semiholonomic jet bundle, rather than on smooth sections. This is perhaps the easiest way to see that the symbols of the operators are the same for all geometries of a given type, since the semiholonomic Verma module homomorphisms are the same. One also sees that the operators of the BGG sequences are all strongly invariant in the sense that they are defined by semiholonomic Verma module homomorphisms, and so can be twisted with an arbitrary $`𝔤`$-module .
In the flat case, the first equation in Proposition 9.1 holds for $`\xi _i𝔤`$ (not just $`𝔭`$) and so one can work with the usual holonomic jets and Verma modules. Working dually with $`V(𝔼^{})`$, instead of $`J^{\mathrm{}}E`$ or $`\mathrm{C}^{\mathrm{}}(E)`$ as we have done here, leads to a cup coproduct on BGG resolutions of parabolic Verma modules, as described in . The constructions of section 6 now equip the family of resolutions with an $`A_{\mathrm{}}`$-coalgebra structure. |
warning/0001/hep-th0001209.html | ar5iv | text | # Cosmology of Randall-Sundrum models with an extra dimension stabilized by balancing bulk matter
## I Introduction
There has been enormous interest in the brane world theories recently. In these theories, it is assumed that standard model particles are confined to a (3+1)-dimensional brane of higher dimensional spacetime, while gravity propagates in the whole bulk. One virtue of these models is that very large extra dimensions are allowed without conflicting with the current experimental bounds, which makes it possible to lower the fundamental scale of gravity to the electroweak scale by introducing large extra dimensions . There has been an extensive study on phenomenology and cosmology of this model. Randall and Sundrum (RS) proposed different brane models , in which the background metric is curved along the extra dimension due to the negative bulk cosmological constant. These RS models have drawn much attention recently because they provide a new way of addressing the gauge hierarchy problem and the cosmological constant problem. There have been studies on the characteristics of these models , the extensions to higher dimensions and more branes and connections to supergravity and string theories , their phenomenological consequences , and inflationary solutions and cosmology of these models.
The cosmology of these models can be very different from the conventional four dimensional cosmology. Hence it can provide a lot of interesting constraints on these models. In regard of this, an important observation is that, without the bulk cosmological constant and the brane tension, the late evolution of the brane scale factor deviates from the usual FRW universe . For the RS model with a positive tension brane, it was found that the usual FRW universe can be reproduced . However, for the negative tension brane which is considered to be our universe in the RS model which solves the gauge hierarchy problem, the opposite sign appears in front of the brane energy density. Furthermore, to maintain the extra dimension to be static in this model, a very specific relation needs to be imposed between brane energy densities of positive and negative tension branes as well as brane tensions themselves. Recently, it was pointed out that this is because the stabilization mechanism is not included in the model and these problems disappear if it is included .
In this paper, we attempt a simple extension of previous analyses for brane cosmology in five dimension, by incorporating the bulk energy-momentum, specifically non-trivial $`\widehat{T}_5^5`$ component. It alters the evolution of the brane scale factor and leads to intriguing consequences. We make a very specific choice of $`\widehat{T}_5^5`$ which is adjusted to stabilize the extra dimension. Though it requires a very specific form of $`\widehat{T}_5^5`$ which is correlated with brane energy densities, there was recently an argument that it may arise naturally as a consequence of stabilization mechanism . In addition, this is a minimal extension in which the extra dimension can be stabilized without assuming correlation between energy densities on the branes, and the exact bulk solution can still be obtained.
We apply this idea to the RS models with one and two branes. The existence of balancing bulk energy momentum $`\widehat{T}_5^5`$ makes it possible to compactify an extra dimension just with a single brane. This single brane model has an interesting feature that it converts a cosmological constant problem to a dynamical problem to determine the size of extra dimension, as the original RS model did for the gauge hierarchy problem. When applied to the Randall-Sundrum’s two-brane model, the negative matter density on the negative tension brane is not required any more because the extra dimension is now stabilized by balancing $`\widehat{T}_5^5`$ for any values of energy densities. However, if we assume the parameter values which fit the current cosmological constant bound and the gauge hierarchy problem, we obtain a very unusual Friedmann equation for the scale factor of negative tension brane, whose evolution is governed mainly by the energy density of positive tension brane. To reproduce the conventional Friedmann equation in this model, the energy densities on two branes are required to be highly correlated. This looks very striking, but contriving at first sight, but we have no reason to discard this possibility since we started with two brane tensions correlated in such a way in this model. We will also mention loopholes in the model which make it free from the above conclusion.
This paper is organized as follows: In section II, we describe our framework of five-dimensional brane models and Einstein equations. In section III, we present the exact bulk solution and the Friedmann equation for the brane scale factor in the presence of $`\widehat{T}_5^5`$. In section IV, we explore one and two brane models, with $`\widehat{T}_5^5`$ which is tuned to stabilize the extra dimension. We conclude and present discussion in section V.
## II The Framework
We consider the five-dimensional spacetime with coordinates $`(\tau ,x^i,y)`$ where $`\tau `$ and $`x^i`$ denote the usual four-dimensional spacetime and $`y`$ is the coordinate of the fifth dimension. The action describing our framework is
$$S=d^5x\sqrt{\widehat{g}}\left[\frac{M^3}{2}\widehat{R}+\widehat{}_M\right],$$
(1)
where $`M`$ is the fundamental five dimensional Planck mass and $`\widehat{}_M`$ represents all non-gravitational contributions, including those responsible for branes. The five dimensional Einstein equation derived from this action is
$$\widehat{G}_{MN}=\frac{1}{M^3}\widehat{T}_{MN}.$$
(2)
Since we are interested in the cosmological solutions, we consider the metric
$$ds^2=n^2(\tau ,y)d\tau ^2+a^2(\tau ,y)\gamma _{ij}dx^idx^j+b^2(\tau ,y)dy^2$$
(3)
where $`\gamma _{ij}`$ is a 3 dimensional homogeneous and isotropic metric and we will use $`K=1,0,+1`$ to represent its spatial curvature. The five-dimensional Einstein tensor $`\widehat{G}_{MN}`$ for this metric is given by
$`\widehat{G}_{00}`$ $`=`$ $`3\left\{{\displaystyle \frac{\dot{a}}{a}}\left({\displaystyle \frac{\dot{a}}{a}}+{\displaystyle \frac{\dot{b}}{b}}\right){\displaystyle \frac{n^2}{b^2}}\left[{\displaystyle \frac{a^{\prime \prime }}{a}}+{\displaystyle \frac{a^{}}{a}}\left({\displaystyle \frac{a^{}}{a}}{\displaystyle \frac{b^{}}{b}}\right)\right]+K{\displaystyle \frac{n^2}{a^2}}\right\},`$ (4)
$`\widehat{G}_{ij}`$ $`=`$ $`{\displaystyle \frac{a^2}{n^2}}\gamma _{ij}\left\{2{\displaystyle \frac{\ddot{a}}{a}}+{\displaystyle \frac{\dot{a}}{a}}\left({\displaystyle \frac{\dot{a}}{a}}2{\displaystyle \frac{\dot{n}}{n}}\right)+{\displaystyle \frac{\ddot{b}}{b}}+{\displaystyle \frac{\dot{b}}{b}}\left(2{\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{n}}{n}}\right)\right\}K\gamma _{ij}`$ (6)
$`+{\displaystyle \frac{a^2}{b^2}}\gamma _{ij}\left\{2{\displaystyle \frac{a^{\prime \prime }}{a}}+{\displaystyle \frac{n^{\prime \prime }}{n}}+{\displaystyle \frac{a^{}}{a}}\left({\displaystyle \frac{a^{}}{a}}+2{\displaystyle \frac{n^{}}{n}}\right){\displaystyle \frac{b^{}}{b}}\left(2{\displaystyle \frac{a^{}}{a}}+{\displaystyle \frac{n^{}}{n}}\right)\right\},`$
$`\widehat{G}_{55}`$ $`=`$ $`3\left\{{\displaystyle \frac{b^2}{n^2}}\left[{\displaystyle \frac{\dot{a}}{a}}\left({\displaystyle \frac{\dot{a}}{a}}{\displaystyle \frac{\dot{n}}{n}}\right)+{\displaystyle \frac{\ddot{a}}{a}}\right]+{\displaystyle \frac{a^{}}{a}}\left({\displaystyle \frac{a^{}}{a}}+{\displaystyle \frac{n^{}}{n}}\right)\right\},`$ (7)
$`\widehat{G}_{05}`$ $`=`$ $`3\left({\displaystyle \frac{n^{}}{n}}{\displaystyle \frac{\dot{a}}{a}}+{\displaystyle \frac{a^{}}{a}}{\displaystyle \frac{\dot{b}}{b}}{\displaystyle \frac{\dot{a}^{}}{a}}\right),`$ (8)
where dots and primes denote derivatives with respect to $`\tau `$ and $`y`$ respectively. The energy-momentum tensor is a function of $`\tau `$ and $`y`$, and divided into bulk and brane sources
$$\widehat{T}_N^M=\mathrm{diag}[\widehat{\rho },\widehat{p},\widehat{p},\widehat{p},\widehat{p}_5]+\underset{i=\mathrm{branes}}{}\frac{\delta (y_i)}{b}\mathrm{diag}[\rho _i,p_i,p_i,p_i,0].$$
(9)
Singular brane sources are treated by imposing the junction conditions on the bulk solutions for the bulk sources
$$\frac{1}{b}\frac{n^{}}{n}|_{y_i}^{y_i+}=\frac{2\rho _i+3p_i}{3M^3},\frac{1}{b}\frac{a^{}}{a}|_{y_i}^{y_i+}=\frac{\rho _i}{3M^3}.$$
(10)
One of our assumptions about the energy-momentum tensor is that $`\widehat{T}_{05}=0`$, which means that there is no flow of matter along the fifth dimension. This implies
$$\frac{n^{}}{n}\frac{\dot{a}}{a}+\frac{a^{}}{a}\frac{\dot{b}}{b}\frac{\dot{a}^{}}{a}=0.$$
(11)
With this equation, we can write the 00 and 55 equations in simpler form. Let us define
$$F(\tau ,y)\frac{(a^{}a)^2}{b^2}\frac{(\dot{a}a)^2}{n^2}Ka^2.$$
(12)
Then the 00 and 55 component equations are written as
$`F^{}`$ $`=`$ $`{\displaystyle \frac{(a^4)^{}}{6M^3}}\widehat{\rho },`$ (13)
$`\dot{F}`$ $`=`$ $`{\displaystyle \frac{(a^4)\dot{}}{6M^3}}\widehat{p}_5,`$ (14)
If $`\widehat{\rho }`$ is independent of $`y`$, which is the case we will consider in this paper, we can integrate (13) with respect to $`y`$ and obtain
$$F=\frac{a^4}{6M^3}\widehat{\rho }+C(\tau ),$$
(15)
where $`C(\tau )`$ is an integration constant which does not depend on $`y`$. Differentiating (15) with respect to $`\tau `$ and using (14), we get the equation for $`C`$
$$\dot{C}=\frac{(a^4)\dot{}}{6M^3}(\widehat{p}_5+\widehat{\rho })+\frac{a^4}{6M^3}\dot{\widehat{\rho }}.$$
(16)
Before we try to solve bulk equations, let us mention the energy-momentum conservation equation, $`_M\widehat{T}_N^M=0`$.
$`{\displaystyle \frac{d\widehat{\rho }}{d\tau }}+3(\widehat{\rho }+\widehat{p}){\displaystyle \frac{\dot{a}}{a}}+(\widehat{\rho }+\widehat{p}_5){\displaystyle \frac{\dot{b}}{b}}=0,`$ (17)
$`\widehat{p}_5^{}+\widehat{p}_5\left({\displaystyle \frac{n^{}}{n}}+3{\displaystyle \frac{a^{}}{a}}\right)+{\displaystyle \frac{n^{}}{n}}\widehat{\rho }3{\displaystyle \frac{a^{}}{a}}\widehat{\rho }=0.`$ (18)
These equations will give constraints on $`\widehat{p}_5`$.
## III Cosmological solutions with a static extra dimension
We consider the (negative) bulk cosmological constant and brane tensions and matters on the brane. In addition, we also consider non-zero $`\widehat{p}_5`$ component in addition to the bulk cosmological constant.
$$\widehat{\rho }=\mathrm{\Lambda }_b,\widehat{p}=\mathrm{\Lambda }_b,\widehat{p}_5=\mathrm{\Lambda }_b+p_5(\tau ,y).$$
(19)
Now we assume that the extra dimension is stabilized by some mechanism, and follow the evolution of the scale factor on the brane after the extra dimension is settled down at a stable point, in the sense that $`\dot{b}=0`$. Then we can always make $`b`$ a constant, which measures the physical size of the extra dimension. For the bulk energy momentum (19), the equation (17) is automatically satisfied and the equation (18) restricts the form of $`p_5(\tau ,y)`$ to be
$$p_5(\tau ,y)=\frac{\stackrel{~}{p}_5(\tau )}{n(\tau ,y)a^3(\tau ,y)}.$$
(20)
For $`\dot{b}=0`$, the equation (11) implies that $`\dot{a}/n`$ is $`y`$ independent, that is
$$\frac{\dot{a}(\tau ,y)}{n(\tau ,y)}\lambda (\tau ),$$
(21)
and (16) becomes
$$\dot{C}=\frac{2\lambda (\tau )}{3M^3}\stackrel{~}{p}_5(\tau ).$$
(22)
Now the equation (15) with $`\widehat{\rho }=\mathrm{\Lambda }_b`$ can be written as
$$\left(\frac{a^{}}{b}\right)^2=\frac{\mathrm{\Lambda }_b}{6M^3}a^2+\left(\frac{\dot{a}}{n}\right)^2+K+\frac{C}{a^2}.$$
(23)
Since $`\dot{a}/n=\lambda (\tau )`$ is $`y`$-independent for $`\dot{b}=0`$, we can perform $`y`$-integration again. For the negative bulk cosmological constant, $`\mathrm{\Lambda }_b<0`$, we obtain
$$a^2(\tau ,y)=\frac{D(\tau )}{2k}e^{2kby}+\frac{1}{2kD(\tau )}\left[\left(\frac{\lambda ^2(\tau )+K}{2k}\right)^2C(\tau )\right]e^{2kby}\frac{\lambda ^2(\tau )+K}{2k^2},$$
(24)
where $`k^2=\mathrm{\Lambda }_b/6M^3`$ and $`D(\tau )`$ is the second integration constant. We may write $`D(\tau )`$ in terms of $`a_0(\tau )a(\tau ,y=0)`$ and $`\dot{a}_0(\tau )\dot{a}(\tau ,y=0)`$ if we fix the gauge by the condition $`n(\tau ,y=0)=1`$. Then the Eq. (21) gives $`\lambda (\tau )=\dot{a}_0(\tau )`$, and the consistency requires $`a^2`$ to be written as
$`a^2(\tau ,y)`$ $`=`$ $`a_0^2[(1+{\displaystyle \frac{\dot{a}_0^2+K}{2k^2a_0^2}})\mathrm{cosh}(2kby){\displaystyle \frac{\dot{a}_0^2+K}{2k^2a_0^2}}`$ (26)
$`\pm (1+{\displaystyle \frac{1}{k^2}}[{\displaystyle \frac{\dot{a}_0^2+K}{a_0^2}}+{\displaystyle \frac{C}{a_0^4}}])^{1/2}\mathrm{sinh}(2kby)].`$
Hence we get the whole bulk solution, once $`a_0(\tau )`$ and $`C(\tau )`$ are known. $`C(\tau )`$ is determined up to a constant by the bulk momentum $`p_5`$ according to the Eq. (22). $`a_0(\tau )`$ can be fixed by a brane boundary through (10).
Suppose that a brane is placed at $`y=0`$, and assume the $`Z_2`$ symmetry, $`yy`$, meaning the brane forms a boundary of five-dimensional spacetime. Then the boundary condition (10) applied to (26) gives a evolution equation for $`a_0(\tau )`$
$$\left(\frac{\dot{a}_0}{a_0}\right)^2+\frac{K}{a_0^2}=k^2+\left(\frac{\rho _0}{6M^3}\right)^2\frac{C}{a_0^4}.$$
(27)
This is a Friedmann equation for the scale factor on the brane. This equation looks different from the usual four dimensional Friedmann equation, in that the right hand side has a term which is not proportional to $`\rho _0`$ but to $`\rho _0^2`$ and an additional $`C`$ term which reflects the influence of bulk matter through the Eq. (22). In the absence of bulk matter, that is, $`p_5=0`$ in our framework, $`C`$ is a constant fixed by the initial condition. The $`C`$-term gives a radiation-like (in the sense that it is proportional to $`a_0^4`$) contribution to the energy density, and its size can limited by nucleosynthesis . The behavior $`H^2\rho _0^2`$ is much more problematic, if we assume the brane is our universe, since it results in unconventional evolution of the scale factor and spoils good predictions of nucleosynthesis. This is a cosmological difficulty associated with the simple brane world scenario .
The behavior $`H^2\rho _0`$ can be recovered by introducing the negative bulk cosmological constant together with the brane tension. For the brane with both tension and matter, replacing $`\rho _0`$ with $`\mathrm{\Lambda }_0+\rho _{0M}`$ in the Eq. (27), we obtain
$$\left(\frac{\dot{a}_0}{a_0}\right)^2+\frac{K}{a_0^2}=(k_0^2k^2)+\frac{\mathrm{\Lambda }_0}{18M^6}\rho _{0M}+\frac{1}{36M^6}\rho _{0M}^2\frac{C}{a_0^4},$$
(28)
where $`k_0=\mathrm{\Lambda }_0/6M^3`$. Identifying the four dimensional Planck mass $`M_P^2=6M^6/\mathrm{\Lambda }_0`$ and taking $`C=0`$, we recover the usual four dimensional Friedmann equation for $`\rho _{0M}\mathrm{\Lambda }_0`$. Adjusting the bulk cosmological constant and the brane tension to cancel each other, that is $`k^2=k_0^2`$, corresponds to a fine tuning which makes the four-dimensional cosmological constant vanish. This gives a viable cosmology for the positive tension brane attached to the infinite size extra dimension . For the finite size extra dimension, we must consider the effect of stabilization mechanism for the finite size, which inevitably introduces bulk matter in the story. On the other hand, if we have a negative tension brane as in the original Randall-Sundrum model, this leads to anti-gravity on that brane since a opposite sign appears in front of $`\rho _{0M}`$. Unfortunately, this negative tension brane was considered to be our universe in the RS model to solve the gauge hierarchy problem. We will be back to this negative tension brane problem in the next section.
## IV Stabilization of the extra dimension by balancing bulk matter and cosmological solutions
A quite interesting observation was made in Ref. , that the usual four-dimensional Friedman equation is recovered by the bulk matter which is correlated with the brane matter. If we have bulk matter, $`\widehat{p}_5`$ in this paper, of the form
$$\widehat{p}_5=\frac{a_0^3}{2na^3}\left[\frac{M^3}{M_P^3}(\rho _03p_0)+\frac{1}{6M^3}\rho _0(\rho _0+3p_0)\right],$$
(29)
it gives rise to a $`C`$-term
$$C=\left[\frac{\rho _0}{3M_P^2}+\frac{\rho _0^2}{36M^6}\right]+C_0,$$
(30)
so that the usual Friedmann equation can be achieved up to a constant $`C_0`$ term. In the subsequent paper by the same authors , it was argued that this bulk matter distribution arises from the back reaction to the brane matter in the stabilization mechanism.
The same idea can be used to resolve the cosmological difficulty when we have a negative tension brane. We can think of non-trivial $`\widehat{p}_5`$ correlated with brane energy densities in such a way that it gives rises to
$$\frac{C(\tau )}{a_0^4}=\frac{\mathrm{\Lambda }_0}{9M^6}\rho _{0M}+𝒪(\rho _{0M}^2).$$
(31)
However, this possibility should be considered together with the stabilization mechanism.
Let us consider the evolution of scale factor in the Randall-Sundrum model. We put the second brane at $`y=\frac{1}{2}`$, and consider the five-dimensional bulk surrounded by two branes. Now the boundary condition (10) at $`y=\frac{1}{2}`$ imposes a constraint
$$\overline{\rho }_{\frac{1}{2}}=\frac{\mathrm{sinh}(kb)+\frac{1}{2}(\overline{\rho }_0^2\overline{C}1)\mathrm{sinh}(kb)\overline{\rho }_0\mathrm{cosh}(kb)}{\mathrm{cosh}(kb)+\frac{1}{2}(\overline{\rho }_0^2\overline{C}1)(\mathrm{cosh}(kb)1)\overline{\rho }_0\mathrm{sinh}(kb)},$$
(32)
where we used a notation $`\overline{\rho }_i=\rho _i/6M^3k`$ ($`i=0,\frac{1}{2}`$) and $`\overline{C}=C/k^2a_0^4`$. Without bulk matter, i.e., $`C=\mathrm{constant}`$, it gives a constraint between energy densities on two branes. This is necessary to keep the extra dimension static without assuming any stabilization mechanism. Let us examine this constraint in detail in the RS setup, where two boundary branes have tensions $`\mathrm{\Lambda }_i`$ ($`i=0,\frac{1}{2}`$) of the same size with opposite signs and adjusted to satisfy $`\mathrm{\Lambda }_i^2/6M^3=\mathrm{\Lambda }_b`$. We put the negative tension brane at $`y=0`$, and replace $`\overline{\rho }_0`$ and $`\overline{\rho }_{\frac{1}{2}}`$ with $`1+\overline{\rho }_{0M}`$ and $`+1+\overline{\rho }_{\frac{1}{2}M}`$ respectively in (32), to get the constraint in the RS model
$$\overline{\rho }_{\frac{1}{2}M}=\frac{\left(\overline{\rho }_{0M}+\frac{1}{2}\overline{\rho }_{0M}^2\frac{1}{2}\overline{C}\right)\left(1e^{kb}\right)\overline{\rho }_{0M}e^{kb}}{e^{kb}+\left(\overline{\rho }_{0M}+\frac{1}{2}\overline{\rho }_{0M}^2\frac{1}{2}\overline{C}\right)\left(\mathrm{cosh}(kb)1\right)\overline{\rho }_{0M}\mathrm{sinh}(kb)}.$$
(33)
For $`\overline{\rho }_{0M},\overline{\rho }_{\frac{1}{2}M}1`$, and $`e^{kb}1`$ which is necessary to solve the gauge hierarchy problem in this framework, it becomes
$$\overline{\rho }_{\frac{1}{2}M}e^{kb}\left(\overline{\rho }_{0M}\frac{1}{2}\overline{C}\right).$$
(34)
For $`C=0`$, it is required that $`\rho _{\frac{1}{2}M}`$ and $`\rho _{0M}`$ have the opposite signs, and furthermore $`\rho _{\frac{1}{2}M}`$ is correlated with $`\rho _{0M}`$ by the same exponential factor which is used to solve the gauge hierarchy problem. This parallels the situation in the inflationary solution that the more fine balance between the bulk cosmological constant and the brane tension by the same factor is necessary in the positive tension brane to keep the extra dimension static, when the relation $`\mathrm{\Lambda }_i^2/6M^3=\mathrm{\Lambda }_b`$ does not hold exactly . Csaki et al. pointed out that this odd constraint is due to requiring the static extra dimension without proper inclusion of stabilization mechanism.
Here we attempt to connect the bulk energy momentum $`\widehat{T}_5^5`$ to the stabilization mechanism, as a possible and simple model as to how the stabilization mechanism works in brane models. We suppose that there is an (unspecified) stabilization mechanism, and it gives rise to bulk energy-momentum tensor dynamically, specifically $`\widehat{T}_5^5`$, as a back reaction to the brane energy densities which, if left alone, would destabilize the extra dimension. In general, it is expected that the stabilization mechanism induces $`\widehat{T}_i^i`$ as well as $`\widehat{T}_5^5`$ , but we focus on the role of $`\widehat{T}_5^5`$ in this paper. This means in our framework that the stabilization mechanism gives rise to $`C`$ term satisfying the constraint (32) for any given $`\rho _0`$ and $`\rho _{\frac{1}{2}}`$ which is necessary to keep the extra dimension static. Solving it for $`C`$, we get
$$\overline{C}=(\overline{\rho }_0^21)2\frac{(1\overline{\rho }_0\overline{\rho }_{\frac{1}{2}})\mathrm{sinh}(kb)+(\overline{\rho }_0+\overline{\rho }_{\frac{1}{2}})\mathrm{cosh}(kb)}{\mathrm{sinh}(kb)\overline{\rho }_{\frac{1}{2}}(\mathrm{cosh}(kb)1)}.$$
(35)
There can be a correction to this $`C`$ term, because $`b`$ may not be strictly static but be shifted somewhat as $`\rho _i`$ changes in time. We assume that the amount of this shift is very small and the above $`C`$ and the corresponding $`\widehat{T}_5^5`$ which induces it gives a good effective description of the dynamics of stabilization mechanism.
Inserting this into the Eq. (27), we obtain a very unusual Friedmann equation for the scale factor of the brane located at $`y=0`$
$$\left(\frac{\dot{a}_0}{a_0}\right)^2+\frac{K}{a_0^2}=2k^2\frac{(1\overline{\rho }_0\overline{\rho }_{\frac{1}{2}})\mathrm{sinh}(kb)+(\overline{\rho }_0+\overline{\rho }_{\frac{1}{2}})\mathrm{cosh}(kb)}{\mathrm{sinh}(kb)\overline{\rho }_{\frac{1}{2}}(\mathrm{cosh}(kb)1)}.$$
(36)
Not only $`\rho _0`$ but also $`\rho _{1/2}`$ appears in the right hand side due to the influence of balancing bulk matter.
Let us look at the case $`\rho _{\frac{1}{2}}=0`$ first. This corresponds to compactifying the extra dimension without the second brane. This is made possible by the role of $`\widehat{p}_5`$. This case was also considered by Kanti, et al. recently . The Friedmann equation (36) becomes
$$\left(\frac{\dot{a}_0}{a_0}\right)^2+\frac{K}{a_0^2}=2k^2\left[1+\overline{\rho }_0\mathrm{coth}(kb)\right],$$
(37)
and the corresponding $`\widehat{p}_5`$ is given by
$$\widehat{p}_5=\frac{a_0^3}{na^3}\left[6M^3k^2\frac{1}{2}k\mathrm{coth}(kb)(\rho _03p_0)\frac{\rho _0(\rho _0+3p_0)}{12M^3}\right].$$
(38)
If we take out the brane tension from the brane energy density, the above equations become
$`\left({\displaystyle \frac{\dot{a}_0}{a_0}}\right)^2+{\displaystyle \frac{K}{a_0^2}}=2k^2\left[\left({\displaystyle \frac{k_0}{k}}\mathrm{coth}(kb)1\right)+\mathrm{coth}(kb)\overline{\rho }_{0M}\right]`$ (39)
$`\widehat{p}_5={\displaystyle \frac{a_0^3}{na^3}}[6M^3(k^2+k_0^22kk_0\mathrm{coth}(\mathrm{kb}))`$ (40)
$`{\displaystyle \frac{1}{2}}(k\mathrm{coth}(kb)k_0)(\rho _{0M}3p_{0M}){\displaystyle \frac{\rho _{0M}(\rho _{0M}+3p_{0M})}{12M^3}}],`$ (41)
where $`k_0=\mathrm{\Lambda }_0/6M^3`$. The Eq. (39) gives the usual Friedmann equation for the positive tension brane, with the identification $`M_p^2=(M^3/k)\mathrm{tanh}(kb)`$ and $`\mathrm{\Lambda }_{\mathrm{eff}}=\mathrm{\Lambda }_0(6M^3\mathrm{\Lambda }_b)^{\frac{1}{2}}\mathrm{tanh}(kb)`$. This model does not address the gauge hierarchy problem, but it has intriguing implication for the cosmological constant. Suppose that we have the relation $`k=k_0`$ in some way. Then the size of the cosmological constant has an exponential dependence on the size of extra dimension. It means we can obtain a very tiny cosmological constant from a moderate size of extra dimension. For example, $`\mathrm{\Omega }_\mathrm{\Lambda }1`$ can be obtained for $`kb140`$. The situation is very similar to that of the original RS model which converts the gauge hierarchy problem to a dynamical problem which determines the size of extra dimension. This model does the same thing for the cosmological constant problem. Here we are not to urge that this model is on the way to a genuine solution to the cosmological constant problem, since such a small difference can always overwhelmed by other perturbations. But it’s a good thing to have such a model.
Now we turn to the two brane case. Splitting the brane energy density into the brane tension and the matter energy density, The Friedmann equation (36) can be rewritten as
$`\left({\displaystyle \frac{\dot{a}_0}{a_0}}\right)^2+{\displaystyle \frac{K}{a_0^2}}`$ $`=`$ $`{\displaystyle \frac{2k^2}{e^{kb}1\left(\frac{k_{\frac{1}{2}}k}{k}+\overline{\rho }_{\frac{1}{2}M}\right)e^{kb}\left(\mathrm{cosh}(kb)1\right)}}`$ (44)
$`\times [\left({\displaystyle \frac{k+k_0}{k}}\right)\left({\displaystyle \frac{k_{\frac{1}{2}}+k}{2k}}\right)+\left({\displaystyle \frac{k_{\frac{1}{2}}k}{k}}\right)\left({\displaystyle \frac{kk_0}{2k}}\right)e^{2kb}+\overline{\rho }_{0M}(1{\displaystyle \frac{k_{\frac{1}{2}}k}{k}}e^{kb}\mathrm{sinh}(kb))`$
$`+\overline{\rho }_{\frac{1}{2}M}e^{2kb}(1{\displaystyle \frac{k+k_0}{k}}e^{kb}\mathrm{sinh}(kb))+\overline{\rho }_{0M}\overline{\rho }_{\frac{1}{2}M}e^{kb}\mathrm{sinh}(kb)]`$
where $`k_i=\mathrm{\Lambda }_i/6M^3`$ and $`\mathrm{\Lambda }_i`$, ($`i=0,\frac{1}{2}`$) are brane tensions. Note that, because we set $`n=1`$ at the negative tension brane, the mass parameters in the action are of order of the electroweak scale. The Planck mass is given by $`M_P(M^3/k)e^{kb}`$, which differs by a $`e^{kb}`$ factor from that in the RS paper, and the physical brane tension and energy density of the positive tension brane are scaled accordingly. If this model has anything to do with our universe up to the electroweak scale, and to solve the gauge hierarchy problem, the orders of magnitude of parameters have to satisfy
$`\left({\displaystyle \frac{k_{\frac{1}{2}}k}{k}}\right)e^{2kb}\left({\displaystyle \frac{k+k_0}{k}}\right)\left({\displaystyle \frac{\rho _c}{M_P}}\right)^410^{120},`$ (45)
$`\overline{\rho }_{0M},\overline{\rho }_{\frac{1}{2}M}e^{2kb}\left({\displaystyle \frac{M_W}{M_P}}\right)^410^{64},`$ (46)
$`e^{kb}{\displaystyle \frac{M_W^2}{M_P^2}}10^{32},`$ (47)
where $`\rho _c`$ is the critical density and $`M_W`$ is the electroweak scale. When the strict Randall-Sundrum condition $`k=k_0=k_{\frac{1}{2}}`$ is imposed, the cosmological constant term vanishes and the above equation is simplified to
$$\left(\frac{\dot{a}_0}{a_0}\right)^2+\frac{K}{a_0^2}=\frac{\rho _{0M}+\rho _{\frac{1}{2}M}e^{2kb}\rho _{0M}\overline{\rho }_{\frac{1}{2}M}e^{kb}\mathrm{sinh}(kb)}{3(M^3/k)\left[e^{kb}1\overline{\rho }_{\frac{1}{2}M}e^{kb}(\mathrm{cosh}(kb)1)\right]}.$$
(48)
If we consider the situation where matter resides only on the negative tension brane, that is, $`\rho _{\frac{1}{2}M}=0`$ (or $`\rho _{\frac{1}{2}M}e^{2kb}\rho _{0M}`$), we obtain nothing but the four-dimensional Friedmann equation. The stabilization mechanism, through the balancing $`\widehat{T}_5^5`$ component in this simplified model, resolves the wrong sign of negative tension brane Friedman equation and reproduce ordinary FRW cosmology for the brane. When there is non-vanishing matter density on the positive tension brane, it acts as dark matter for the negative tension brane, as is generically expected. Finally, for the cosmological constant, we noted above that the cosmological constant vanishes if the Randall-Sundrum condition exactly holds. If there is really a small cosmological constant in our universe, the balance between the bulk cosmological constant and the brane tension must be adjusted not only on the negative tension brane but also on the positive tension brane, in the presence of the stabilization mechanism.
## V Conclusion
In conclusion, we provided an exact five-dimensional bulk solution which corresponds to a cosmological solution of RS models, when the bulk energy momentum $`\widehat{T}_5^5`$ is incorporated. We showed that the existence of bulk energy-momentum $`\widehat{T}_5^5`$ alters the evolution of brane scale factor in an interesting way, and can be used to stabilize the extra dimension in RS models. We exploited the idea that $`\widehat{T}_5^5`$ is adjusted dynamically in such a way to stabilized the extra dimension. This is a simple and possible way how the stabilization mechanism works in the RS models. Its impact on the evolution of brane scale factor is quite intriguing. We can construct a single brane RS model with a compact extra dimension. This model has a nice feature that the effective cosmological constant on the brane depends exponentially on the size of extra dimension, thereby it provides a RS-type solution to the cosmological constant problem. For the two brane RS model, the balancing $`\widehat{T}_5^5`$ makes it possible to reproduce ordinary FRW cosmology for the RS model, resolving the wrong sign in the Friedmann equation for the negative tension brane. Finally, we wish to mention possible loopholes in the models considered in this paper. First, we took only $`\widehat{T}_5^5`$ into consideration in this paper, but it is plausible that the stabilization mechanism induces $`\widehat{T}_i^i`$ as well as $`\widehat{T}_5^5`$. Inclusion of induced $`\widehat{T}_i^i`$ may alter the conclusions presented here. Second, we required a strictly static extra dimension $`\dot{b}=0`$ during the evolution of brane, but this is not obligatory for phenomenology, nor strictly achieved by the stabilization mechanism.
###### Acknowledgements.
We thank K. Choi, H. D. Kim, and D. Lyth for useful discussions and comments. H. B. Kim is supported by PPARC grant GR/L40649. |
warning/0001/astro-ph0001334.html | ar5iv | text | # Shock Excitation in Interacting Galaxies: Mkn 266
## 1 Introduction
Prompted by the discovery from CO observations that the bulk of the molecular gas in close mergers can quickly congregate between the nuclei (Gao et al. 1997, Scoville et al. 1997), we have begun to look at number of such systems, imaging the 1-0 S(1) and Br$`\gamma `$ lines since the morphologies of these with respect to the continuum and each other can provide important information. The rationale is that while star formation models allow a quantitative analysis of the observed fluxes, the results can be quite misleading if the distribution of the emitting regions is not considered. Compare, for example, an object in which the Br$`\gamma `$ and 2 $`\mu `$m continuum come from the same region (in which a single burst of star formation is possible), to one in which they are offset from each other, requiring two distinct epochs of activity. A classic example is given by González Delgado et al. (1997) who found both Wolf-Rayet and Caii features in the super star cluster A of NGC 1569, implying the simultaneous presence of hot massive stars and red supergiants. Their intepretation required the existence of non-coeval stellar populations in the same stellar cluster. The difficulty was resolved when De Marchi et al. (1997) found from HST imaging that this was actually 2 distinct clusters. Such high resolution is not always required, and in a small sample of blue compact dwarf galaxies observed by Davies et al. (1998), the Br$`\gamma `$, 1-0 S(1), and 2 $`\mu `$m continuum all had strikingly different morphologies on scales of a few arcsec ($``$100 pc). In such cases a simple interpretation of the emission in terms of just star formation is not valid.
Another issue which has posed a significant barrier to extragalactic work is the detection of the fainter H<sub>2</sub> lines, which is essential to determine the fractions of H<sub>2</sub> which are thermally and non-thermally excited. Previously, except in a few cases such as NGC 6240 (Sugai et al. 1997b) which has extremely bright 1-0 S(1), this has typically relied on very few line ratios, often given only as upper limits and extracted from rather large apertures (eg Goldader et al. 1997). It is crucial to detect lines from the v=2 (or higher) bands: a single thermal model can nearly always provide a reasonable fit to lines from the v=1-0 transitions. It is also important to have more than one v=2-1 line, since ratios involving only a single such transition can be ambiguous: for temperatures in the range 1500–2500 K, the thermal 2-1 S(1)/1-0 S(1) ratio varies from 0.03 to 0.15. Thus if a ratio (or upper limit) of 0.15 is observed, while the 1-0 S(1) is constrained to be $`>75`$% thermal, the total H<sub>2</sub> cooling can only be attributed to somewhere in the range 35–100% thermal depending solely on a fairly small change in thermal excitation temperature. With the increasing sensitivity of near-infrared detectors it is now possible to use small apertures and obtain the high signal-to-noise spectra required to detect higher vibrational lines. Additionally, fitting the continuum with stellar templates, rather than using a power-law or polynomial fit, is necessary in order to take account of the stellar features and allow weak lines from the excited gas, such as H<sub>2</sub> lines, to be measured reliably.
We address these issues in this paper, in which we present a detailed analysis of near infrared emission line images and spectra. We focus on Mkn 266, a luminous infrared galaxy ($`L_{\mathrm{IR}}=3\times 10^{11}L_{}`$) at a distance of 115 Mpc (1″ = 560 pc). It has 2 prominent nuclei 10″ apart, with a common envelope, suggestive of a merger (Mazarella et al. 1988, hereafter MGAH). There have been very few detailed studies of Mkn 266, the two most decisive being those of MGAH and Wang et al (1997). The former authors presented an H$`\alpha `$ map which revealed arcs that may be tidal tails or remnant spiral structure. They also mapped the radio continuum, which appears similar to the 2 $`\mu `$m continuum but with a strong region of extended emission halfway between the nuclei. The latter study found evidence for a superwind in their X-ray imaging and spectroscopic data.
## 2 Observations and Data Reduction
### 2.1 Fabry-Perot Images
Images of the 2 $`\mu `$m continuum, and 1-0 S(1) and Br$`\gamma `$ emission lines were obtained with the UKIRT 3.8-m telescope on Mauna Kea, on the nights of 12 and 13 May 1998. A K-band Fabry-Perot etalon (FP), set in a collimated beam, was used in conjunction with IRCAM3 (a $`256\times 256`$ InSb array) at the Cassegrain focus. The scale of 0.286″ per pixel gave an unvignetted field of view of $``$60″. Order sorting was achieved with cooled narrow band filters: 2.4% FWHM for the Br$`\gamma `$ line, and 4.25% FWHM for the 1-0 S(1) line. The latter filter is normally used for continuum imaging, but was required due to the large recession velocity ($`>8000`$ km s<sup>-1</sup>) of the galaxy which shifted the line out of the standard filter pass-bands. The 325 km s<sup>-1</sup> spectral resolution of the FP and the wavelength calibration were checked several times during the night using the 2.1171 $`\mu `$m line from a Krypton lamp, permitting adjustments for temperature changes (approx. 40 km s<sup>-1</sup>/ C).
Due to the relatively small size of Mkn 266 we imaged it at 2 positions on the detector, symmetrically off-axis from the centre of the FP (14″ North-West and 14″ South-East). The transmitted wavelength varies off-axis as $`\delta \lambda r^2`$, reaching $`\delta \lambda 160`$ km s<sup>-1</sup> at $`r=30`$″, hence the difference is only $`\delta \lambda =40`$ km s<sup>-1</sup> at $`r=14`$″. This was taken into account when setting the FP wavelength. Other concerns include the small 15 km s<sup>-1</sup> offset for the velocity of the earth relative to the sun in the direction of the object on that date, which was not included, and the uncertainty in the heliocentric line velocity. Our adopted value was 8385 km s<sup>-1</sup>, the average for the two nuclei determined from optical spectra by Veilleux et al. (1995), resulting in additional offsets of $`\pm 25`$ km s<sup>-1</sup> for each nucleus. Although each of these adjustments is small, they must all be considered: with a FWHM resolution for the FP of 325 km s<sup>-1</sup>, a total offset of 100 km s<sup>-1</sup> will mean that the line flux is underestimated by 35%, but a reduction to only 50 km s<sup>-1</sup> (similar to the maximum we expect) results in a net effect on the line flux of less than 10%. A similar consideration applies to the line dispersion, which can reduce the line flux detected if it is much greater than 100 km s<sup>-1</sup>. Typical corrections are 20% for 200 km s<sup>-1</sup>, and 35% for 300 km s<sup>-1</sup>, but it should be noted that they combine with velocity offsets non-linearly. Line dispersion effects were not included in the line flux estimation since the line-widths are not known, although they are expected to be relatively narrow for starbursts.
Observations were carried out in blocks, each of which had 4 integrations of 3 minutes per pointing, consisting of: 2 at the on-line wavelength, and one each for continuum at slightly shorter and longer wavelengths (shifted with respect to the line centre by -800 and +1000 km s<sup>-1</sup> respectively). Standard A-type stars (BS 4344 and BS 5142) were observed between each set of 2 or 3 blocks. The total on-line integrations were 48 mins for Br$`\gamma `$, and 120 mins for 1-0 S(1).
IRAF was used for all image processing and analysis as described below. Flatfields were made using opposite positions after dark current subtraction. These consist of the camera flatfield, and a smooth circularly symmetric contribution from the FP. Due to small temperature variations, the latter changed slightly between successive integrations (at the 1% level), leaving a residual ripple. Although this makes little difference to the continuum counts, it is crucial to the detection of line flux since the peak line counts per pixel are only 2% of the sky background. Thus after each frame was dark subtracted and flatfielded, it was also divided by the median filtered combination of itself rotated every 22.5 about the centre of the ripple pattern. A constant value for the sky could then be subtracted (rather than using sky frames which would increase the noise). The frames were aligned on the NE nucleus since it is more compact than the SW one, but this could introduce systematic offsets due to the line emission in the on-line frames. In order to check that there was no such bias, the centroid positions between pairs of successive off-line and on-line images (at the same telescope pointing) were compared. For the Br$`\gamma `$ line these were $`x=0.17\pm 0.47`$ pixels and $`y=0.05\pm 0.27`$ pixels; for 1-0 S(1) they were $`x=0.10\pm 0.12`$ pixels and $`y=0.24\pm 0.20`$ pixels ($`1\mathrm{pixel}=0.286`$″). For both lines, the mean difference was less than the RMS variation and systematic effects should not be more than $``$0.1″.
Flux calibration was achieved with the standard stars BS 4344 (type A4V, K=6.30) and BS 5142 (type A3V, K=5.18). The frames were treated in the same way except that sky frames were subtracted and there was no need to correct for the ripple pattern. The profiles of the order sorting filters were included, making as much as 15% difference from assuming a simple boxcar shape due to secondary FP transmission orders in the wings of the pass-band. The image resolution was determined from the stars to be 0.77″ for the 1-0 S(1) line and 1.34″ for the Br$`\gamma `$ line.
The continuum image was deconvolved with 30 iterations of the Lucy algorithm implemented in IRAF, after halving the pixel size. The iterations were stopped once false structure due to noise peaks began to show in the fainter emission. At this point the stronger emission peaks show only genuine features; for example, the asymmetry in the NE nucleus in the deconvolved image is also apparent (just) in the direct image. The resolution of 0.36″ was determined by including at one edge of the image an extra region with the same noise and a number of Gaussians convolved with the PSF; after deconvolution, the recovered and original sizes were compared.
### 2.2 Longslit Spectroscopy
Spectra of Mkn 266 were obtained as part of the UKIRT service observing programme on May 1 1999 using the CGS4 spectrometer; the orientation of the slit, 33 East of North, is indicated on Fig. 1. The total integration time was 64 min. Frames are sky subtracted, flatfielded, and co-added on-line using CGS4DR; further data reduction was carried out with IRAF. The dispersion axis was aligned to pixel rows, and the spatial axis to pixel columns with reference to an argon arclamp and hence simultaneously calibrating the wavelength scale. Standard A stars (BS 5023 and HD 105601) were used for flux calibration and atmospheric correction after interpolating over Br$`\gamma `$ and Pa$`\alpha `$ with Lorentzian profiles and making a small correction to the same airmass as Mkn 266. The spatial resolution was determined from the standard stars to be 1.06″, well matched to 2-pixel sampling. Integrated spectra of each nucleus were extracted in order to look at weak features, and additionally the spatial extent of the brighter features was considered. The heliocentric velocities of the two nuclei were measured as 8440 km s<sup>-1</sup> (NE) and 8390 km s<sup>-1</sup> (SW), in good agreement with those of Veilleux et al. (1995).
## 3 Emission Line Images
The continuum image (upper left and, deconvolved, upper right) in Fig 1 shows that the 2 nuclei are separated by 10.5″, 5.9 kpc at the distance of the galaxy. The NE nucleus is resolved with a size of 0.8″$`\times `$0.6″. As Fig 2 shows the 1-0 S(1) is more compact than this: comparison via quadrature correction with the continuum would put its size at $`0.45`$″. This is similar to the extent of the radio source observed at 6 cm by MGAH, which was marginally resolved at a resolution of 0.3″$`\times `$0.4″, and found to have a spectral index of 0.61$`\pm `$0.04.
The continuum in the SW nucleus has a morphology very similar to the radio continuum: central source with extensions to $``$1″ at position angles slightly west of North and east of South. The Br$`\gamma `$ may also include these regions but the poorer resolution rules out a definitive statement. Nevertheless, the presence of a fairly substantive continuum component argues against the suggestion of MGAH that these are radio jets from the Seyfert nucleus, and tends towards interpretation in terms of star formation. An interesting point is that the high CO index measured in the spectrum by Goldader et al. (1997), CO$`{}_{\mathrm{ph}}{}^{}=0.16\pm 0.03`$, suggests the presence of late-type supergiants, which would only be expected in a young stellar population. Such a conclusion is consistent with our spectra which suggest a 50% contribution from supergiants in the K-band, twice that of the NE nucleus. The implied spatial scales on the order of 1 kpc are consistent with what is known about circumnuclear star formation occuring at inner Lindblad resonances around an AGN/starburst. It should be noted, however, that there is currently no evidence for the barred potential in a disk which would lead to gas inflow to such resonances. Indeed, the H$`\alpha `$ and optical morphologies (MGAH) are highly perturbed.
The 1-0 S(1) in this region emission is rather unexpected, the peak being offset from the continuum by 0.9″. As described in Section 2, although the images were aligned on the NE nucleus, systematic effects cannot account for these offsets. The 1-0 S(1) line map has a higher signal-to-noise and good resolution, so we can be confident that the offset is real. For the Br$`\gamma `$ map a big uncertainty lies in the low signal-to-noise (peak pixel in the smoothed image is $`7.5\sigma `$), and the relatively poor resolution (1.3″). We therefore cannot claim any significance in the Br$`\gamma `$ offset. Astrometry with the 6 cm radio map of MGAH suggests that the Br$`\gamma `$ and 2 $`\mu `$m continuum are aligned with the Seyfert nucleus.
## 4 Spectra
An integrated spectrum of each nucleus was extracted, covering 5 pixels (3.05″) along the slit by the slit width of 1.22″, and these are shown in Fig. 3. Additionally, the spatial extent of some stronger features could be mapped, as shown in Fig. 6. Clearly the system is far from trivial, and it would be useful to analyse all the line ratios with high spatial resolution, something which may be possible with adaptive optics and integral field spectroscopy in the (near) future (eg see Davies et al. 1999). Here we present an analysis of the detailed integrated spectra together with some spatial information from both spectra and images.
### 4.1 Continuum Fitting & CO Absorption
In order to recover emission lines which are either faint or superimposed on absorption features it is important to subtract an accurate continuum rather than fit a simple line or curve as is often done. This has the double benefit of also providing a qualitative estimate of the stellar population contributing to the 2$`\mu `$m emission. We used a minimum chi-square fitting routine with the following restrictions:
(1) only regions of the continuum distinct from emission lines were included in the chi-square estimations;
(2) a single value for extinction was fitted;
(3) a hot dust component (eg for an AGN) was not included as it did not improve the fits.
The CO absorption indicates that late-type giant & supergiant stars dominate the continuum at these wavelengths and so we used generic spectra of these types, created by adding several examples of each from the library of Förster-Schreiber (1999) and convolving them to the same resolution as our data. The individual templates have varying spectral coverages (dependent on the resolution), resulting in a trade-off between large coverage of 2.00–2.44$`\mu `$m or a wider variety of stellar types but covering only 2.27-2.40$`\mu `$m. The latter range of templates includes M I, K I, K0 III, K5 III, M0 III, which cover the range of types required; adding any other available spectra (eg between K0 and K5 giants) would not provide any further useful information about the stellar population. The former range of types misses out the M0 III and, more seriously, K I. Nevertheless, both approaches gave the same qualitative result, and so we used the former one in order to provide the longest possible baseline for subtraction. The stellar types used were M I, K0 III, and K5 III, and the best fits had RMS errors of $``$0.06 per data-point (for the scales in Fig. 3). The baseline of the fitted continuum was extended down to 1.85$`\mu `$m by adding a much lower resolution spectrum of a late-type giant star, also reddened with the same extinction, from the PEGASE database (Fioc & Rocca-Volmerange 1997).
The result showed that about 20–25% of the 2$`\mu `$m continuum in the NE nucleus is from late-type supergiants, while the rest is from giants, and the extinction is A$`{}_{\mathrm{V}}{}^{}3.2`$ mag; in the SW nucleus about 50% is from supergiants, with A$`{}_{\mathrm{V}}{}^{}4.6`$ mag.
We have additionally tried to constrain the stellar population by measuring the CO index directly. We have used two indices, CO of Goldader et al. (1997) in the 2.30–2.34 $`\mu `$m interval, and CO<sub>sp</sub> of Doyon et al. (1994) in the 2.31–2.40 $`\mu `$m range. Converting these to CO<sub>ph</sub>, using the relations given by Goldader et al., gives similar values for the two indices. These values are CO$`{}_{\mathrm{ph}}{}^{}=0.12`$ (NE) and 0.16 (SW). The latter value verifies that there is a higher supergiant fraction in the SW nucleus, and is the same as that measured by Goldader et al. even though they used a much larger 3″$`\times `$9″ aperture.
### 4.2 H<sub>2</sub> Excitation
The process described above removes much of the structure in the continuum, including such features as Mg (2.14$`\mu `$m), Na (2.21$`\mu `$m), Ca (2.26$`\mu `$m), etc. It allows not only weak lines to be measured, but also the Q-branch H<sub>2</sub> lines – which is useful since the 1-0 Q(3) and 1-0 S(1) lines come from the same upper level, as do 1-0 Q(2) and 1-0 S(0), providing a consistency check when plotting a population diagram for the molecules.
The H<sub>2</sub> line ratios relative to 1-0 S(1) in each nucleus are given in Table 2, and level population diagrams are shown in Figs. 4 and 5, which have been derived assuming the local thermal equilibrium ortho-para ratio of 3. This should be valid for thermally excited H<sub>2</sub>, but it is generally found that for H<sub>2</sub> excited by UV fluorescence the ortho-para ratio is $``$2. Sternberg & Neufeld (1999) argue that this is because the ortho absorption lines become optically thick sooner than the para absorption lines, so UV pumping of the ortho states is less efficient and the ortho-para ratio appears to be reduced to a limiting case of $`\sqrt{3}=1.7`$. That is, the UV excited states (those observed) have an apparent ortho-para ratio of 1.7, while the total H<sub>2</sub> ratio remains at 3. This effect only occurs if the absorption lines become optically thick to UV pumping, and is included in the line strength calculations of Black & van Dishoeck (1987) from whom we take our models of UV fluorescence. However, for the purposes of fitting fluorescent models to the population diagram, the ortho-para ratio used does not actually matter as long as the same ratio is used for both the observed and modelled spectra when converting line strengths to level populations. For simplicity, therefore, since we do not know a priori the relative thermal/non-thermal contributions (which is what determines the observed ortho-para ratio), we have adopted the same ratio as in the LTE case.
For one model, we have fitted a combination of thermal and non-thermal components, with the 3 free parameters being the relative non-thermal contribution $`f_{\mathrm{UV}}`$ to the 1-0 S(1) line, the temperature $`T`$ of the thermal component, and the absolute scaling. For the non-thermal component we used fluorescent model 14 from Black & van Dishoeck (1987), although this could equally well be formation pumping which results in a similar spectrum. For the thermal component we used the Boltzmann distribution at temperature $`T`$ given by
$$\frac{N_\mathrm{u}}{g}e^{E_\mathrm{u}/kT}\mathrm{with}N_\mathrm{u}\frac{F\lambda }{A_{\mathrm{ul}}}$$
where $`N_\mathrm{u}`$ is the column density of H<sub>2</sub> in the upper level of excitation energy $`E_\mathrm{u}`$, of an observed line which has wavelength $`\lambda `$, flux $`F`$, and transition probability $`A_{\mathrm{ul}}`$ (quantities are listed in Table 2); $`g`$ is the degeneracy given by the product of the rotational and spin degeneracies $`g_\mathrm{J}\times g_\mathrm{S}`$ where $`g_\mathrm{J}=2J+1`$ and $`g_\mathrm{S}=3`$ for odd J and 1 for even J. In the optically thin regime, these equations can be used to estimate the mass of hot gas $`M_{\mathrm{H}_2}`$ from the line luminosity $`L`$ since
$$L=f_\mathrm{u}A_{\mathrm{ul}}\frac{hc}{\lambda }\frac{M_{\mathrm{H}_2}}{m_{\mathrm{H}_2}}$$
where $`f_\mathrm{u}`$ is the fraction of hot H<sub>2</sub> in the upper level of the line , and $`m_{\mathrm{H}_2}`$ is the mass of a hydrogen molecule. Using the normalisation from Scoville et al. (1982) for gas thermalised at 2000 K that for the $`v=1`$, $`J=3`$ level $`f_\mathrm{u}=0.0122`$, the hot gas mass can be estimated from the 1-0 S(1) line luminosity as
$$L_{10\mathrm{S}(1)}(L_{})=620M_{\mathrm{H}_2}(M_{})$$
In the population diagram, parameters were derived by minimising chi-square; confidence regions were determined by systematically varying each of $`T`$ and $`f_{\mathrm{UV}}`$ (which are not necessarily independent) while simultaneously optimising the absolute scaling, until chi-square had increased by one standard deviation. For the NE nucleus $`T=1500\pm 60`$ K and $`f_{\mathrm{UV}}=0.19\pm 0.02`$; for the SW nucleus $`T=2460\pm 410`$ K and $`f_{\mathrm{UV}}=0.29\pm 0.12`$.
For a second model we attempted to fit two thermal components, since it is not implicitly ruled out by the data. For the NE nucleus, the reduced chi-square $`\chi _\nu ^2=1.96`$, rather larger than the expectation value of $``$0.91$``$ for 7 degrees of freedom. As well as this statistical arguement, there is a physical reason against the model: the temperatures derived are 1200 K and 5260 K. While the former only varies by $`\pm `$100 K, the 1 $`\sigma `$ limits on the latter encompass the range 4000–7600 K. Since H<sub>2</sub> rapidly dissociates at temperatures above 4000 K, it is not possible to get a strong thermal spectrum at the temperatures indicated here. Thus we can rule out this model for the NE nucleus. For the SW nucleus, the two-component thermal model effectively reduces to a single thermal component which is itself simply a subset of the previous thermal plus non-thermal model. The value $`\chi _\nu ^2=1.95`$ for a single thermal component supports the result of the thermal plus non-thermal model above that a pure thermal model is unlikely.
#### 4.2.1 UV Fluorescence
If the non-thermal H<sub>2</sub> component arises in photo-dominated regions due to UV fluorescence at the edge of Hii regions, the models of Puxley et al (1990) can be used to constrain the compactness of the star forming regions. The diagnostic needed is the fluorescent 1-0 S(1)/Br$`\gamma `$ ratio, which we estimate to be $`0.35\pm 0.04`$ (NE) and $`0.16\pm 0.07`$ (SW); the latter ratio may be intrinsically higher if any of the Br$`\gamma `$ is related to the AGN.
The ratios derived are rather higher than expected, and the models suggest that they are typical of star formation which is either fairly diffuse or relatively evolved (so the most massive ionising stars are no longer present), both of which seem rather unlikely. The former option contradicts observations that intense star formation appears to occur mostly in compact clusters 2–3 pc across with masses up to 10<sup>6</sup>M (eg Meurer et al. 1995) which would have ionising fluxes on the order of 10<sup>52</sup>–10<sup>53</sup> sec<sup>-1</sup> and hence, according to the model, rather small ratios. Indeed, Davies et al. (1998) found that the 1-0 S(1)/Br$`\gamma `$ ratios of such clusters, averaged over the central few tens of parsecs in the nuclei of blue compact dwarf galaxies, were $``$0.1. The latter option can be refuted by considering the Br$`\gamma `$ equivalent width, $`W_{\mathrm{Br}\gamma }`$, which implies a maximum age of 50 Myr for the clusters dominating the 2 $`\mu `$m continuum. Since this time span is only greater than the main sequence lifetime of stars more massive than $``$15 M, many highly ionising stars will still be present, implying a low UV flourescent 1-0 S(1)/Br$`\gamma `$ ratio. The high Hei/Br$`\gamma `$ ratios of $`0.62\pm 0.04`$ and $`0.47\pm 0.03`$ in the NE and SW nuclei respectively, also point towards very hot stars. Although not a unique indicator of stellar temperature (due to resonant and, at high densities, collisional effects, Shields 1993), such high values suggest $`T_{eff}=30`$–40$`\times 10^3`$ K equivalent to stars of mass 15–30 M. As discussed below, some other process as well as UV fluorescence is probably needed to account for much of the non-thermal H<sub>2</sub> emission.
At high densities, $`10^5`$cm<sup>-3</sup>, collisional effects will tend to thermalise the H<sub>2</sub> molecules, altering the emission spectrum. This means that in principle UV fluorescence can also give rise to a spectrum that is apparently thermal, an effect used to explain the anti-correlation between the ratio of 2-1 S(1)/1-0 S(1) and the intensity of 1-0 S(1) (Usuda et al. 1996). Here, since it appears already that fluorescence can account for only part of the weak non-thermal 1-0 S(1) emission, it is unlikely to contribute more than a few percent to the much stronger thermal part.
#### 4.2.2 X-ray Excitation
In order to determine whether X-ray irradiation can be a potential source of H<sub>2</sub> line excitation we need to estimate the 1–100 keV X-ray flux. The 0.1–2.0 keV X-ray luminosity has been determined by Wang et al. (1997) who analysed the X-ray emission from Mkn 266, making use of both the High Resolution Imager (HRI) and Position Sensitive Proportional Counter (PSPC) instruments on ROSAT to identify a soft diffuse halo as well as 3 harder compact sources. They found that one associated with the SW nucleus has a luminosity of 1.3–$`7.5\times 10^{41}`$ ergs s<sup>-1</sup> and the NE nucleus has 0.9–$`5.1\times 10^{41}`$ ergs s<sup>-1</sup>, depending on the absorbing hydrogen column density ($`N_\mathrm{H}=0.016`$ & $`0.3\times 10^{22}`$cm<sup>-2</sup>). However, they found that only thermal plasma models fit the data satisfactorily, an unusual result given that the SW nucleus hosts an AGN for which the canonical hard X-ray spectrum is a power-law $`F_\nu \nu ^\alpha `$ with index $`\alpha =0.7`$. That there is no way to be sure which sources seen with the HRI correspond to which parts of the spectrum observed with the PSPC adds confusion. Since the SW nucleus contributes $`20`$% of the total counts, these may not have much impact on the 0.1–2 keV spectrum, and it is possible that the spectrum at energies lower than 2 keV is dominated by star-formation, while a Seyfert-like power-law would only emerge at higher energies. This is seen in some Seyfert 2s, such as Mkn 3 (Serlemitsos, Ptak & Yaqoob 1996).
This could well the case for the SW nucleus, where we make the reasonable assumption that the AGN dominates the X-ray luminosity, so we can put very comfortable upper limits on the extrapolated 1–100 keV luminosity. By normalising the 0.1–2 keV region of a power-law model with the same $`N_\mathrm{H}`$ to the entire HRI count rate of the source, we can derive this upper limit as $`L12\times 10^{41}`$ erg s<sup>-1</sup>. The specific case of X-ray illumination of dense tori around AGN was modelled by Krolik & Lepp (1989), who found that $`L_{10\mathrm{S}(1)}10^4L_{\mathrm{X}\mathrm{ray}}`$ for Seyfert 1s and $`L_{10\mathrm{S}(1)}10^5L_{\mathrm{X}\mathrm{ray}}`$ for Seyfert 2s. The 1-0 S(1) luminosity in a 5<sup>′′</sup> aperture (similar to that used to estimate the X-ray flux from this source) around the SW nucleus in our line image is around 2 orders of magnitude larger than predicted for X-ray excitation alone. An additional argument against significant X-ray excitation is the offset of $``$500 pc between the peak H<sub>2</sub> and AGN positions.
If the NE nucleus also hosted an AGN, similar arguments would apply. If, on the other hand, we assume the X-rays are associated with star-formation (eg supernovae or binaries), we should use the luminosities directly from Wang et al. (1997). The simplest models of H<sub>2</sub> for this case are those of Lepp & McCray 1983. They predict that the total 1-0 S(1) luminosity is 0.25% of the X-ray luminosity, ie we would expect 0.6–$`3\times 10^5`$ L of 1-0 S(1) emission, whereas the total luminosity observed in 5<sup>′′</sup> is $`12.5\times 10^5`$ L. Thus X-ray excitation is expected to contribute 5–25% of the 1-0 S(1).
#### 4.2.3 Shock Excitation
Shocks can be very effective at exciting H<sub>2</sub> molecules and here we consider models of fast & slow J & C shocks from Burton et al (1990). These were originally tailored to the supernova remnant IC 433, but the general results have a much wider application.
(100–300 km s<sup>-1</sup>) would dissociate the molecules, which then reform downstream on grain surfaces via formation pumping (Mouri & Taniguchi 1995). The observed spectrum would be similar to that of UV fluorescence as the molecules are created in energetic states which then decay radiatively (see Table 1 in that paper). These authors give the emissivity (photons emitted per molecule formed) of 1-0 S(1) as $``$0.02, requiring the shock(s) to pass through 1500 M yr<sup>-1</sup> near each nucleus if 50–70% of the fluorescent emission is due to fast J shocks. Additional tests are needed before we can confirm or rule out this process. That an equal flux of Br$`\gamma `$ would be produced does not contradict the observations, as long as some other process can make up the bulk of the Br$`\gamma `$ without producing significant H<sub>2</sub> emission. Observations of the J and H band \[Fe ii\] lines would be useful, as fast J shocks would destroy grains, enhancing the gas-phase Fe<sup>+</sup> abundance so that the line strength becomes comparable to 1-0 S(1) (Hollenbach & McKee 1989).
could be possible and would not dissociate the molecules. Shock velocities in the range $`v_\mathrm{s}=5`$–15 km s<sup>-1</sup> result in strong H<sub>2</sub> lines and a post-shock temperature $`T=(3900`$ K)($`v_\mathrm{s}`$/10 km s<sup>-1</sup>) (Shull & Draine 1987). However, in normal ionisation fractions, magnetic field strengths, and gas densities such shocks are expected to revert to C type (Hollenbach, Chernoff & McKee 1989).
with $`v_\mathrm{s}40`$ km s<sup>-1</sup> heats the gas to $`2000`$ K (dependent on $`v_\mathrm{s}`$) and produces strong H<sub>2</sub> line emission, which could easily account for the bulk of the thermal excitation. We estimate a mass of 1600 and 1000 M of hot gas are needed near the NE and SW nuclei. The flow time through the hot shock structure of $`100`$ yr (Draine et al. 1983), then suggests that 10 and 16 M yr<sup>-1</sup> of gas must be shocked to sustain the line’s thermal luminosity.
is unlikely as the peak temperature is rather low, $`300`$ K, resulting in very weak H<sub>2</sub> emission. This would contradict the strong observed emission and derived temperatures.
We have considered the various mechanisms which might give rise to the H<sub>2</sub> emission in the vicinity of each nucleus ($`R1`$ kpc), and find the simplest solution is that outlined below. The non-thermal emission is a combination of UV fluorescence (1-0 S(1)/Br$`\gamma 0.1`$) and fast 100–300 km s<sup>-1</sup> dissociative J shocks (1-0 S(1)/Br$`\gamma 1`$), the latter probably accounting for 50–70% with the ratios adopted here and heating $``$1500 M yr<sup>-1</sup> gas near each nucleus. The thermal emission is due in part to X-ray heating but mostly fast 30–50 km s<sup>-1</sup> non-dissociative C shocks, heating only $``$10–16 M yr<sup>-1</sup> of dense clouds. In terms of the 1-0 S(1) line, the contributions are approximately: for the NE nucleus 5–25% X-ray heating, $`<`$5% UV fluorescence, 15–20% fast J shocks, 55–75% fast C shocks; for the SW nucleus $`<`$20% UV fluorescence, 10–30% fast J shocks, 70% fast C shocks.
### 4.3 Spatial Analysis
In order to reach sufficient signal-to-noise for the above analysis, we examined only the integrated flux around the nuclei and ignored the morphology. A spatial anaylsis of the brighter features along the slit can also be fruitful, as is apparent from Fig 6. The upper row shows the continuum, 1-0 S(1) line and Br$`\gamma `$ line fluxes along the slit from the SW nucleus (left) to the NE nucleus (right). That the (relative) line fluxes do not exactly tally with those given in Table 1 is due to different apertures: the data in the table were extracted from a 5″ circular aperture, those in the figure from 0.61″$`\times `$1.22″ boxes. Also, no structures less than 1–1.5″ will be visible, so the details seen in the images in Fig 1 are not apparent.
The lower row of the figure is more interesting: it shows that the ratios of 1-0 S(1) to both Br$`\gamma `$ and the continuum increase away from the nuclei. Thus although the H<sub>2</sub> emission right in the nuclei may be associated with Br$`\gamma `$ and the 2$`\mu `$m continuum (eg via star formation processes), that more than $``$1″ away is not. Remarkably the ratios remain high even 2–3″ away, a physcial distance of 1–1.5 kpc, although the surface brightness is very low.
### 4.4 Extinction
The extinctions derived from the H$`\alpha `$/H$`\beta `$ ratio in Veilleux et al. (1995), and also using the H$`\alpha `$/Br$`\gamma `$ ratio, are very small (A<sub>V</sub>$``$3, Table 1). In the case of the NE nucleus, they are almost the same and suggest a correct measure for the total extinction. However, for the SW nucleus, the A<sub>V</sub> found using the Br$`\gamma `$ line is significantly larger, an indication that we are probing to greater optical depths with the less-absorbed near-infrared line. Additionally continuum fits to the spectra give A$`{}_{\mathrm{V}}{}^{}4`$, remarkably consistent (expecially in the K-band where A$`{}_{\mathrm{K}}{}^{}=0.1A_\mathrm{V}`$) given the way they were determined, and that they probe the stellar continuum rather than the excited gas. Lastly, we measured the Pa$`\alpha `$/Br$`\gamma `$ ratio, which yielded somewhat higher values of A$`{}_{\mathrm{V}}{}^{}7`$ for the NE and A$`{}_{\mathrm{V}}{}^{}13`$ for the SW nuclei; we must disregard these since the Pa$`\alpha `$ lines are seen at very low ($`<`$40%) atmospheric transmission, and systematic errors of only 10–30% would bring them in line with the other estimates.
## 5 Discussion
In this section we draw together the various lines of evidence that we have examined, in an attempt to paint a consistent picture of the events occuring in Mkn 266.
### 5.1 North East Nucleus
The NE nucleus is classified from its optical spectrum as a LINER by Osterbrock & Dahari (1983) and as a Seyfert 2 by Veilleux et al. (1995). Some confusion is unavoidable as explanations for LINER spectra are typically either weak AGN or shock excitation, maybe due to a starburst (Filippenko 1996). Both we (at 2$`\mu `$m) and MGAH (at 2–20 cm) have found that this nucleus is resolved on scales of several hundred parsecs, making an AGN an unlikely proposition. Additionally, Smith et al. (1998) found evidence for simple structure at VLBI 18 cm scales. The flux they detected was 4.5 mJy, only 20% of that in the entire nucleus, suggesting that even if there is an AGN component, it certainly cannot dominate the power output. Instead we assume that all the Br$`\gamma `$ is due to recent star formation, and using models of Leitherer et al. (1995) we estimate the supernova rate ($`\nu _{\mathrm{SN}}`$), K-band luminosity ($`L_\mathrm{K}`$), and bolometric luminosity ($`L_{\mathrm{bol}}`$) with which it is likely to be associated. We employ models with solar metallicity and a Salpeter (slope 2.35) initial mass function (IMF) in the range 1–100 M.
If active star formation occured over a short period and has since evolved passively, then it must be very young as Br$`\gamma `$ flux and equivalent width fall off very quickly with time; the directly measured Br$`\gamma `$ equivalent width ($`W_{Br\gamma }`$) of 10 Å (in a 2″ aperture) provides an upper limit to the age. This is an unrealistic number to use since at least some of the continuum is from an old underlying population (as evidenced by the extended continuum): decomposition of the deconvolved image suggests that in the central 2″, roughly 70% of the continuum is from the core and the rest extended. Additionally in Section 4.1 we showed that supergiants make up $``$25% of the continuum. Taking these two cases as the extremes implies that the $`W_{Br\gamma }`$ associated with the most recent episode of star formation should lie in the range 15–40Å. This constraint give a range of 4.5–6.5 Myr, consistent with the CO index $`CO_{\mathrm{ph}}=0.12`$. Such a young age implies 3–8$`\times 10^7`$M of stars would have had to form effectiv ely instantaneously ($`1`$ Myr) in order to reproduce the observed Br$`\gamma `$ flux. We would then predict the parameters $`\nu _{\mathrm{SN}}=0.03`$–0.08 yr<sup>-1</sup>, $`L_\mathrm{K}=2`$–7$`\times 10^8`$L, and $`L_{\mathrm{bol}}=3`$–6$`\times 10^{10}`$L.
Models for continuous star formation may also be appropriate for this object, and a plausible scenario might invoke ‘punctuated star formation’ in which clusters of 10<sup>5</sup>–10<sup>6</sup>M formed at different times over this period. $`W_{Br\gamma }=15`$–40 Å then implies an age of 60–500 Myr (or more), during which entire period the stars have formed with an average rate of 1.7 M yr<sup>-1</sup> (ie, a few clusters every Myr). 60 Myr is the time at which the maximum supernova rate $`\nu _{\mathrm{SN}}=0.03`$ yr<sup>-1</sup> is reached and thereafter sustained. Unfortunately the CO index does not constrain the age range, although both $`L_\mathrm{K}`$ and $`L_{\mathrm{bol}}`$ should since they increase slowly with time as more late-type giants are accumulated. Yet even after 500 Myr the model predicts only $`L_\mathrm{K}=5\times 10^8`$L and $`L_{\mathrm{bol}}=4\times 10^{10}`$L.
The parameters for these two models are summarised in Table 3 as Models 1 and 2 respectively, and are compared with observed quantities. For these we used the K-band luminosity from this paper and, as above, suppose that somewhere in the range 25–70% of that in 2″ comes from the starburst. The bolometric luminosity is the infrared (8–1000 $`\mu `$m) luminosity taken from Sanders et al. (1991). We assume that each nucleus contributes in rough proportion to its Br$`\gamma `$ and X-ray fluxes, amounting to 30–50% for the NE nucleus. The model predictions for these two quantities are factors of 3–4 less than those observed.
The supernova rate $`\nu _{\mathrm{SN}}`$ has an even larger discrepancy. To estimate it from the 20 cm continuum we used the relation derived by Condon & Yin (1990), between non-thermal radio continuum and supernova rate. By considering independent estimates of these for the Galaxy they found:
$$L_{\mathrm{NT}}[\mathrm{W}\mathrm{Hz}^1]1.3\times 10^{23}(\nu [\mathrm{GHz}])^{0.8}\nu _{\mathrm{SN}}[\mathrm{yr}^1]$$
This is very similar to the relation derived for M 82 by Huang et al. (1994), who find a coefficient of $`1.1\pm 0.5\times 10^{23}`$ for that galaxy by considering the cumulative number of sources as a function of increasing diameter. Additionally, by using the temporal behaviour of the bright SN1979c in M 100 as a template, Colina & Pérez-Olea (1992) derived a coefficient of $`0.9\times 10^{23}`$ for the same equation. So this relation appears to be quite robust, whether applied to the Galaxy or to the rather different environment of starbursts. From the 20 cm radio continuum (MGAH) which has a spectral index of 0.6 and hence will be dominated by the non-thermal component at this wavelength, we derive $`\nu _{\mathrm{SN}}=0.45`$ yr<sup>-1</sup>.
These calculations provide a strong indication that the starburst scaling obtained from the Br$`\gamma `$ flux is too small by an order of magnitude. There are potentially several ways around this problem. A number of authors have suggested that the IMF might be truncated or have a steep slope, both of which reduce the number of most massive stars. These two cases were also modelled by Leitherer et al. (1995), and $`W_{Br\gamma }=20`$ Å gives maximum ages of 30 Myr (Miller-Scalo IMF with slope 3.3) and 11 Myr (upper mass limit set to 30 M). Although the normalisation of the model to the observed ionising flux then increases, the predicted supernova rate actually decreases. For the truncated IMF it is because the age is so small that many of the progenitor stars are too young to produce supernovae; for the steep IMF it is mainly because there are fewer supernova progenitors.
The required effect of reducing the observed Br$`\gamma `$ flux could also be achieved if there was dust internal to the ionised nebulae, which then competes for Lyman continuum (Lyc) photons. Perhaps more likely is that if the molecular clouds have been shredded by multiple supernovae, the nebulae may be density bounded so that many of the Lyc photons escape. With the measured A$`{}_{\mathrm{V}}{}^{}2`$ more than 90% of these photons would be mopped up by dust in the ISM, contributing to the far-infrared flux without increasing the observed UV. In either case the hydrogen recombination line strengths would be reduced by the same factor. An intriguing side-effect is to alter the ratio of H$`\alpha `$ or H$`\beta `$ to the high ionisation species such as \[Oiii\]. Since lines with higher ionisation potentials are produced deeper in the nebula, their strengths will not be affected if the nebula is density bounded (except in rather extreme cases). Such an effect could account for the high ratio of \[Oiii\]/H$`\beta `$ measured by Veilleux et al. (1995) leading to their classification as a Seyfert. We can hypothesise a ‘intrinsic’ Br$`\gamma `$ flux (ie the one we ought to measure if all the Lyc photons ionised Hi), which would be many times larger than that observed. However, this does not solve our problem since $`W_{Br\gamma }`$ must also increase by the same factor, forcing us again to adopt a very young starburst age.
One remaining hypothesis involving star formation is that at some point 10–30 Myr ago a catastrophic event may have triggered a single highly intense burst of activity, forming $`7\times 10^8`$M during this period. The starburst would now have evolved enough that it contributes little to the current Br$`\gamma `$ luminosity (1–2%) while accounting for the radio continuum, $`L_\mathrm{K}`$, and $`L_{\mathrm{bol}}`$. This is shown as Model 3 in Table 3. The corollary is that this leaves almost no age constraints on the star formation responsible for the Br$`\gamma `$. However, the difficulty here is that the radio and 2 $`\mu `$m continua trace out different regions so it seems unlikely they could originate from the same episode of star formation.
A different approach is to consider an alternative origin for the synchrotron radiation – which must nevertheless arise from electrons accelerated by shocks since we have shown that an AGN is not a proposition. Perhaps the two most important pieces of evidence are: (1) the 1-0 S(1) and radio continuum appear to be related to each other because of their shock origin, and (2) although the radio continuum is resolved, both it and the 1-0 S(1) are very compact (on scales of 0.4″) – and, crucially, more so than the 2 $`\mu `$m continuum (0.7″). Our spectra show that the 2 $`\mu `$m continuum is dominated by late-type stars, and presumably traces out the region of recent star formation. We argue that perhaps the radio and 1-0 S(1) are not directly associated with the star formation. Although the spatial scales are too small to make a definitive statement, the morphology does appear to be similar to that of NGC 6240 where the gas has settled between the two continuum nuclei and is radiating strong thermal 1-0 S(1) emission (van der Werf et al. 1993, Sugai et al. 1997b, Tacconi et al. 1999) . If NGC 6240 were moved away so that its nuclei, instead of being 1.5″ apart, were separated by only 0.5″, it would begin to look like Mkn 266 NE. We speculate whether Mkn 266 NE could itself consist of two or more (unresolved) continuum nuclei with gas settling between them. As the models we have considered imply, star formation has occured recently in these nuclei, but the supernova rate is very low so essentially all the radio continuum originates in the settling gas. A serious difficulty with such an interpretation is that Mkn 266 NE has a 3.6 cm intensity (scaled from the 2 cm, MGAH) of 7.0 mJy within 0.3″$`\times `$0.4″, while NGC 6240 has diffuse 3.6 cm emission at the level of 0.2 mJy in a 0.23″$`\times `$0.32″ beam (Colbert et al. 1994) – some 35 times fainter. Since we cannot invoke an AGN, it is hard to conceive of a method to produce so much more non-thermal radio emission without reverting to fast shocks. Bell (1978) showed that the radio emissivity of shocked gas is strongly dependent on the shock velocity $`v_\mathrm{s}`$:
$$ϵ(\nu )\left(\frac{n_\mathrm{e}}{\mathrm{cm}^3}\right)\left(\frac{B}{10^4\mathrm{G}}\right)^{\alpha +1}\left(\frac{v_\mathrm{s}}{10^4\mathrm{km}\mathrm{s}^1}\right)^{4\alpha }\left(1+\left[\frac{v_\mathrm{s}}{7000\mathrm{km}\mathrm{s}^1}\right]^2\right)^\alpha \left(\frac{\nu }{\mathrm{GHz}}\right)^\alpha $$
So for a typical spectral index of $`\alpha =0.8`$ we find that $`ϵ(\nu )v_\mathrm{s}^{1.6}`$ for $`v_\mathrm{s}2000`$ km s<sup>-1</sup>; while $`ϵ(\nu )v_\mathrm{s}^{3.2}`$ for $`v_\mathrm{s}7000`$ km s<sup>-1</sup>. To produce such intense synchrotron emission requires shocks with speeds of several thousand km s<sup>-1</sup>, 3–10 times faster than the 300 km s<sup>-1</sup> seen in the CO line in NGC 6240 by Tacconi et al. (1999). However, in NGC 6240 higher velocities than in the CO line were observed in 1-0 S(1) which has a FWHM of 550 km s<sup>-1</sup> and FWZI of 1600 km s<sup>-1</sup> (van der Werf et al. 1993). Also, in Section 4.2 we saw that the fraction of H<sub>2</sub> excited by dissociation due to fast shocks is much higher in Mkn 266 than in NGC 6240; and to account for this $``$100 times more gas in Mkn 266 is shocked at high velocities than at the low velocities expected in dense molecular clouds. Bell’s equation shows that, keeping all other parameters the same, increasing the shock velocity from 300 km s<sup>-1</sup> to 3000 km s<sup>-1</sup> would increase the synchrotron intensity by a factor of 30, similar to the observed difference between NGC 6240 and Mkn 266. It does not seem totally unreasonable then to extrapolate from NGC 6240 to a more extreme environment in Mkn 266 NE: if gas has settled into a disk structure on scales several times smaller than in NGC 6240, the velocities required to support it centrifugally will be many times greater and this could give rise to the fast shocks required to produce the intense synchrotron emission. High resolution observations of the CO in this nucleus will be needed to decide whether this speculation is indeed borne out.
One final point to consider is the existence of faint but very extended wings out to at least 1–1.5 kpc in the 1-0 S(1), as indicated in Fig 2. The lower limits to the S(1)/Br$`\gamma `$ ratio and the high S(1) equivalent width indicated in Fig 6 imply an origin not associated with star formation. A plausible alternative is that the lines are excited by shocks which are driven into clouds in the turbulent medium of the X-ray halo.
### 5.2 South West Nucleus
This nucleus has also been identified as a LINER (Veilleux et al. 1995) and Seyfert 2 (Osterbrock & Dahari 1983). The classification as a LINER rested solely on the ratio \[Oiii\]/H$`\beta =1.4`$ because the diagrams used to distinguish LINERs, Seyferts, and starbursts all plotted this value, against the ratios of \[Nii\], \[Sii\], and \[Oi\] to H$`\alpha `$. Evidence for an AGN comes from MGAH who observed an unresolved radio core in the SW component using a beamwidth of $`0.3`$$`\times 0.4`$″, and our deconvolved continuum image. An additional line of reasoning put forward by Wang et al. (1997) is that photoionisation by the hard radiation field of an AGN is needed to explain both the luminosity of the large-scale optical emission line nebula as well as the line ratios. As discussed in Section 3, based on the 2 $`\mu `$m continuum we would argue for a combination of Seyfert plus starburst.
The surrounding emission, extending linearly about 1″ both north and south (radio as well as infrared) would be due to star formation. The Br$`\gamma `$ follows the distribution to some extent, although the resolution is rather poor; for example, the extension to the east is apparent in both continuum and line images and may be due to an extranuclear Hii region. Unfortunately, a quantitative analysis is not possible with the current spatial resolution, since we cannot properly separate the AGN and starburst contributions.
More interesting is the H<sub>2</sub>, which peaks to the north east between the galaxies in a region without any associated Br$`\gamma `$ or continuum, and 500 pc from the nucleus. This would seem to rule out any connection with either the AGN or star formation. In Section 4.2 we showed that 70% of the 1-0 S(1) emission in this nucleus was thermally excited and deduced that it arose mostly in $`40`$ km s<sup>-1</sup> C shocks. Together these suggest that it may due to shocks resulting from the interaction being driven into clouds. Both we and Veilleux et al. (1995) found a radial velocity difference between the nuclei of 50 km s<sup>-1</sup>, setting a lower limit on the speed of the interaction. It is likely that the actual speed is faster, but shock speeds similar to that required can be produced when a high speed shock in a low density medium encounters a high density medium, the process favoured for the H<sub>2</sub> excitation in NGC 6240 by van der Werf et al. (1993) and Sugai et al. (1997b). However, it is not possible to comment here on whether it is due to the global interaction, or if it results from the gas dynamics more closely associated with the SW nucleus.
### 5.3 The Central Radio Continuum
One of the puzzling observations of Mkn 266 is the non-thermal radio continuum midway between the nuclei, stronger than the extended emission in the SW nucleus and accounting for more than 1/4 of the total 20 cm emission (MGAH). What makes this so surprising is that there is no evidence for any other enhanced emission of any sort at this position.
MGAH argued that it could result from shocks as clouds collide near the interface of the gas disks. Our most severe observational constraint on this model is the non-detection of 1-0 S(1) in the locale, at a 5$`\sigma `$ limit of $`10^{18}`$Wm<sup>-2</sup> (in a 5″ aperture, similar in size to the 3″$`\times `$7″ radio emission). The MGAH scenario is ideally suited to the interacting galaxy model of Jog and Solomon (1992), which describes pairs of gas rich spiral galaxies colliding at 300 km s<sup>-1</sup>. This model has an important addition to previous models (eg Harwit et al. 1987) which have invoked collisions between GMCs to explain the observations. The authors note that GMCs have a low volume filling factor $`f_{\mathrm{GMC}}=0.01`$ and so are unlikely to collide; it is the Hi clouds with $`f_{\mathrm{H}\mathrm{i}}=0.1`$ which collide. The GMCs are assumed to have a core radius of 25 pc with an average density $`n_{\mathrm{H}_2}=100`$cm<sup>-3</sup>; the Hi clouds are given a radius of 5 pc and an average density $`n_\mathrm{H}=20`$cm<sup>-3</sup>, but with the larger filling factor, the total mass is the same as the H<sub>2</sub>.
The fast shocks in the Hi clouds are slowed in the denser GMCs to $`50`$ km s<sup>-1</sup>, which are still nevertheless highly supersonic; the compression timescale of $`2\times 10^4`$ yr then implies that in total only about 10% of the GMC gas is shocked. The cooling timescale is on the order of 100 yrs (Drain, Roberge & Dalgarno 1983), so only 0.5% of the shocked H<sub>2</sub> is radiating at any time.
At a distance of 115 Mpc, and taking the line-of-sight dimension as an average of the others, the volume over which the radio continuum is emitted is 24 kpc<sup>3</sup>. The H<sub>2</sub> mass inside this would then be $`10^9`$M, of which $`5\times 10^5`$M would be hot – roughly the same amount as in NGC 6240 (Sugai et al. 1997b), and about 500 times more than is implied by our 5$`\sigma `$ upper limit to the 1-0 S(1) line. Even allowing for large uncertainties in the parameters and timescales, invoking shock excitation in clouds induced by the interaction appears unlikely.
We offer a slightly different interpretation. Wang et al. (1997) have argued that X-ray and optical emission line observations point towards a radial outflow of gas at several hundred km s<sup>-1</sup> which has swept up much of the ISM, and they conclude that the NE starburst and SW AGN play comparable roles in photoionising the nebula. At distances of a few kpc, the outflow velocity is $`300`$ km s<sup>-1</sup>. Our hypothesis is that the radio continuum traces the interface between the expanding shock fronts from the two nuclei. When added to the relative velocity of the galaxies, the relative velocities of these shocks will be approaching 1000 km s<sup>-1</sup>. Copious quantities of non-thermal radio emission will be produced even if the density of the shocked material is fairly low, but there will be no 1-0 S(1) and little hydrogen recombination flux as the gas is heated to $`10^6`$$`10^7`$ K. A test of this would be to observe the region with high spatial resolution in the 0.1–2 keV range, to see if there is a local increase in the temperature of the X-ray emitting gas over the ambient temperature in the bubble of 10<sup>6</sup> K.
## 6 H<sub>2</sub> Excitation: The Wider Perspective
The classical case of H<sub>2</sub> emission occuring between the nuclei in a merger is that of NGC 6240 (Herbst et al. 1990, van der Werf et al 1993). The H<sub>2</sub> level population is consistent with solely thermal excitation and, combined with the absence of \[Feii\] in the same region, indicates that the observed emission arises from non-dissociative shocks, occuring as a result of the merging process (Sugai et al. 1997b). Recent CO radio observations (Tacconi et al. 1999) have confirmed the presence of 2–$`4\times 10^9`$M of molecular gas concentrated here.
Other radio CO observations of a number of galaxies at 1–3<sup>′′</sup> resolution by Gao et al. (1997) tend to support this more generally, and Scoville et al. (1997) argue that 2/3 of the molecular gas in Arp 220 relaxing into such a disk is consistent with scenarios in which gas in merging systems settles into the centre faster than the stellar nuclei. They argue that efficient removal of angular momentum from the observed dense centrifugally supported disk could play an important role in the evolution of powerful starbursts/AGN. They estimated a mass of $`5.4\times 10^9`$ M in the disk with a mean density of $`2\times 10^4`$ cm<sup>-3</sup>. Based on the model of Jog & Solomon (1992) discussed in Section 5.3, we estimated a ratio of cold to hot (shocked) molecules of 2000. This is not so different from the ratio of found in NGC 6240: Tacconi et al. (1999) estimated the cold H<sub>2</sub> mass to be 2–$`4\times 10^9`$M, while Sugai et al. (1997b) found a cold H<sub>2</sub> mass of $`2\times 10^5`$M, yielding a ratio of $`10^4`$. Even for this case the 1-0 S(1) emission should be easily observable. For example, for a merger at 200 Mpc to produce a 1-0 S(1) flux of $`10^{18}`$ W m<sup>-2</sup>, an H<sub>2</sub> disk mass of only $`2\times 10^7`$ M is needed. Given the examples of Arp 220 and NGC 6240, this seems a perfectly feasible proposition for any of the luminous infrared galaxies (almost all at distances $`<200`$ Mpc) observed by Sanders et al. (1991), in which the CO luminosity implies total H<sub>2</sub> masses in the range $`10^9`$$`10^{10}`$M.
We have now observed several other such systems similar to NGC 6240 by targeting close mergers, although with current observations it is not possible to say whether the gas has formed a disk structure in these galaxies. These include Mkn 551 (Sugai et al 1997a), Mkn 266 (here), and Mkn 496 (Sugai et al. 1999a). Also, the line images of NGC 3256 (Kotilainen et al 1996) suggest that there is an enhancement of 1-0 S(1) between the two nuclei with respect to both the Br$`\gamma `$ and \[Feii\], which fall to a minimum. This phenomenon is not limited to the luminous infrared galaxies, and has also been observed in some blue compact dwarf galaxies (II Zw 40, NGC 5253, and He 2-10, Davies et al. (1998)) where again the 1-0 S(1) bears little or no resemblence to the Br$`\gamma `$ or 2$`\mu `$m continuum. However, the 1-0 S(1) surface brightness is low in these interacting systems, and it could only be detected because they are all nearby ($`<`$10 Mpc). The more luminous galaxies with correspondingly larger gas masses do form a better sample for further study, and although such emission is not always observed (eg Arp 299, Sugai et al 1999b), it may nevertheless be a relatively common phenomenon and should be observable with the current generation of infrared instrumentation.
## 7 Summary & Conclusions
We have presented near infrared data on Mkn 266 consisting of 2$`\mu `$m continuum, and Br$`\gamma `$ and 1-0 S(1) emission line images, as well as K-band spectra. These are analysed in conjunction with data from the literature, primarily the radio continuum (MGAH).
There are 3 main observations to note from the images.
(1) In the NE (LINER) nucleus the 1-0 S(1) is similar in size ($``$0.45″) to the radio continuum, but more compact than the 2$`\mu `$m continuum (0.7″).
(2) In the SE (AGN+starburst) nucleus, the 1-0 S(1) is offset from the continuum emission by 0.9″ (500 pc), and has no associated Br$`\gamma `$ emission or radio continuum.
(3) Midway between the two components where there is a region of strong radio continuum, we find no enhanced near infrared line or continuum emission at all.
From our analysis of the spectra we note the following.
(1) By fitting stellar templates to parts of the spectra away from emission lines, we are able to remove all the absorption features, and hence measure the fluxes of even weak emission lines. Simultaneously we find that 20–25% (NE) and 50% (SW) of the continuum is due to supergiants, the rest originating in late type giant stars.
(2) Level population diagrams of the hot H<sub>2</sub> molecules indicate that in the NE and SW nuclei respectively, 81$`\pm `$2% and 71$`\pm `$12% of the 1-0 S(1) is thermally excited (to temperatures of 1500$`\pm `$60 and 2460$`\pm `$410 K), mostly by $``$40 km s<sup>-1</sup> C-shocks. Additionally, much of the non-thermal emission may arise in faster dissociative J-shocks. Pure thermal models (with either one or two components of different temperatures) are effectively ruled out.
(3) Although the 1-0 S(1) surface brightness is very low away from the nuclei, its ratio to Br$`\gamma `$ and the continuum remains high even out to 2–3″.
The conclusions we draw are listed below.
NE nucleus: the extended nature argues against an AGN, but nor can any combination of star formation scenarios simultaneously account for the observations. Both the morphologies of the 1-0 S(1) and 2$`\mu `$m continuum, and the (predominantly) shock origin of the H<sub>2</sub> emission and radio continuum, are reminiscent of NGC 6240. We speculate that this nucleus may resemble NGC 6240 but on a smaller physical scale, and with the higher velocities that would necessarily occur in a smaller centrifugally supported disk.
SW nucleus: the morphologies suggest an AGN with circumnuclear star formation, but a quantitative analysis is not yet possible due to the small angular scales involved. Because the offset 1-0 S(1) has no other associated emission it cannot originate in star formation, and may instead be due to shocks driven into clouds as a result of the interaction.
intermediate region: The lack of any enhanced 1-0 S(1) emission suggests that the radio continuum cannot trace out regions shocked by the interaction. We propose that it indicates the interface between the expanding winds from each nucleus, where combined shock velocities would be high enough ($``$1000 km s<sup>-1</sup>) that neither 1-0 S(1) nor hydrogen recombination lines would be observed.
We thank the staff at UKIRT and the JAC for their help during the observing run. Some of the data were obtained as part of the UKIRT Service Programme, and we are grateful particularly to J. Davies who carried out the observations.The United Kingdom Infrared Telescope is operated by the Joint Astronomy Centre on behalf of the U.K. Particle Physics and Astronomy Research Council. RID acknowledges the support of the European Network on Laser Guide Stars which operates under the auspices of the Training and Mobility of Researchers programme. The authors thank Matt Lehnert for stimulating and helpful discussions. |
warning/0001/hep-th0001104.html | ar5iv | text | # Anomalous U(1) Vortices and The Dilaton
## I Introduction
Many four-dimensional compactifications of superstring theory which preserve an unbroken N=1 spacetime supersymmetry also possess a U(1) gauge symmetry with apparently anomalous content for the massless fermions of the associated gauge charge. The apparent anomalies of these U(1) gauge groups are canceled by a four-dimensional remnant of the Green-Schwarz mechanism , as originally argued by Dine, Seiberg, and Witten .
These authors noted that while the superpotential is not renormalized in either string or sigma model perturbation theory (so that solutions of the string equations at lowest order remain solutions to all orders and the vacuum remains perturbatively stable), vacuum degeneracy can still be lifted if a compactifcation contains a gauge group with an unbroken U(1) subgroup, by generating a Fayet-Iliopoulos D-term. By assumption such a term is not present at the tree level in the loop or sigma-model expansion, so the question arises as to whether it is possible to generate it radiatively in perturbation theory. It turns out that it can arise only at one loop in the string-loop expansion, and then only if the U(1) is anomalous (since the term is proportional to the trace over the U(1) charges of the left-handed massless fermions ).
In fact many string compactifications have precisely such an anomalous U(1), with an explicit example being furnished by Dine, Seiberg and Witten for the SO(32) heterotic string. They argue that the anomalies induced by such a U(1) are canceled by assigning the model-independent axion a nontrivial U(1) gauge variation, corresponding to the remnant of the underlying ten-dimensional Green-Schwarz anomaly cancellation mechanism. Supersymmetrically, the model-independent axion is paired with the dilaton \[whose vacuum expectation value (VEV) sets the string-loop coupling constant\] to form the scalar component of a chiral multiplet, whose modified (due to the anomaly cancellation and gauge invariance) Kahler potential now yields the Fayet-Iliopoulos term. The effect of this induced Fayet-Iliopoulos D-term, generically, is to break spacetime supersymmetry as a one-loop effect in the string loop expansion. However, the full D-term also includes contributions from charged scalars in the theory. In the known cases some of these scalars can acquire VEVs to cancel the Fayet-Iliopoulos D-term thereby restoring supersymmetry by spontaneously breaking the U(1) symmetry in a process referred to as vacuum restabilization.
It has recently been argued that in heterotic $`E_8\times E_8`$ (as opposed to heterotic $`SO(32)`$) compactifications, the axion involved in the anomaly cancellation is a model-dependent axion originating from internal modes of the Kalb-Ramond form field $`B_{ij}`$, with $`i,j=4,\mathrm{},9`$. (The essence of this argument dates back to Distler and Greene .) Such axionic modes appear paired with an internal Kahler form zero mode to form the scalar components of complex moduli $`T_i`$, which describe the size and shape of the compactification manifold. However as Dine, Seiberg, and Witten had noted , if we assign one of the model-dependent axions a nontrivial gauge transformation to cancel the anomaly, and then proceed as in the model-independent case, we again get mass and tadpole terms that now appear at the string $`\mathrm{𝑡𝑟𝑒𝑒}`$ level because there is no longer the dilaton (and hence string-loop) dependence that occurs in the model-independent case. These terms are by assumption absent in the classical, massless limit of string theory. The other way of saying this is that the U(1) is not a symmetry of the world-sheet construction, and hence is not a symmetry of the low-energy effective theory describing the (classical) string vacuum. Furthermore, there is no Fayet-Iliopoulos term generated in this case, so spacetime supersymmetry is not spontaneously broken and the vacuum destabilized. Thus, henceforth, we will work within the usual framework of Dine, Seiberg, and Witten and consider anomaly cancellation via the dilaton and model-independent axion, or $`S`$ multiplet.
On the other hand, it is well known that the breaking of a U(1) symmetry can give rise to topological defects known as Nielsen-Olesen vortices , which may appear in a cosmological context as cosmic strings . Binétruy, Deffayet, and Peter analyzed the vortices arising from such anomalous U(1) scenarios and concluded that there exist configurations of the axion such that some of these vortices can be local gauge strings, whereas for other choices of the axion configuration the vortices are global . However, in order to arrive at their final model, they freeze the dilaton to its (asymptotic) VEV while leaving the axion dynamical. Since the dilaton and model-independent axion form the scalar component of a chiral superfield, this Ansatz explicitly breaks supersymmetry as they acknowledge. Since vacuum restabilization perturbatively restores supersymmetry in the resulting low-energy effective theory, an analysis of the vortex solutions of this effective theory should retain the fields required by the supersymmetry. In this paper we present such an analysis, and examine the structure of the anomalous U(1) vortex including the dilaton as a dynamical field.
In order to treat the dilaton, axion, and anomaly in a systematic way, we show that the anomaly can be treated in the low-energy effective Lagrangian, and in the field equations, as a perturbation about the Abelian Higgs model and Nielsen-Olesen equations respectively. The dimensionless Green-Schwarz coefficient $`\delta _{gs}`$ will be considered as the perturbation parameter; in the simplified model of , wherein a single scalar accomplishes the vacuum restablization, supersymmetry (SUSY) restoration, and U(1) breaking, this parameter is of order $`10^3`$. Then, looking for static, axially symmetric (vortex) solutions of the field equations using the standard Ansatz for the Higgs (scalar) and gauge fields, we show that the axion is only $`\theta `$ dependent (as obtain) and the dilaton is only $`r`$ dependent given the assumed time-independent, cylindrical symmetry of the fields. The axion field equation effectively decouples (we still obtain the asymptotically converging solution of for the axion, plus the others corresponding to global axionic strings), and we obtain ordinary differential equations (ODEs) for the dilaton, Higgs modulus, and the nontrivial component of the gauge field.
Corrections to a constant dilaton appear only at $`O(\delta _{gs})`$; at zeroth order we simply obtain the usual Nielsen-Olesen equations for the Higgs and gauge field. Using a parametrization for the solutions to the Nielsen-Olesen equations correct at the asymptotic limits $`r\mathrm{}`$, and $`r0`$, we obtain the first order correction to the dilaton. We find that the correction necessarily diverges logarithmically to positive infinity as $`r0`$ as a direct consequence of the $`r\mathrm{}`$ boundary condition and the two-dimensional nature of the problem. We also show this is not an artifact of the parametrization of the Nielsen-Olesen solutions, but is only dependent on these asymptotic regimes. This divergence reflects a transition to a (heterotic) strong-coupling regime and hence a failure of the effective theory as a classical limit (since the large dilaton field means large quantum effects). Finally, to check the consistency of this result outside of $`\delta _{gs}`$ perturbation theory, we examine exact solutions to the large-dilaton limit of the full dilaton field equation, which involves exponential dilaton self-couplings, and the axion contribution, neither of which is visible in the first order $`\delta _{gs}`$ perturbation theory. We find the same singularity structure of the dilaton at $`r=0`$ as the $`O(\delta _{gs})`$ result, indicating a breakdown of the full classical approximation in the vortex core.
## II Model Lagrangian
Independently of the compactification scheme to four dimensions, the antisymmetric tensor field $`B_{MN}`$ yields via dualization the universal or model-independent axion $`a`$, which combines with the four-dimensional dilaton to form the scalar component of a chiral superfield denoted by S. After dimensional reduction to four dimensions, Weyl transformation to Einstein metric, and Poincaré duality, the relevant bosonic terms of the effective action are
$$S_{4D,het}=d^4x(G_{(4)})^{\frac{1}{2}}\left\{\frac{1}{2\kappa _4^2}\left[R^{(4)}2\frac{_\mu S^\mu S^{}}{(S+S^{})^2}\right]\frac{1}{4g_4^2}\left[e^{2\mathrm{\Phi }_4}F^{a\mu \nu }F_{\mu \nu }^aaF^{a\mu \nu }\stackrel{~}{F}_{\mu \nu }^a\right]\right\}+\mathrm{}$$
(1)
where the ellipsis represents compactification-dependent terms involving the other T-like moduli of the orbifold or Calabi-Yau manifold, threshold corrections, and the scalars (matter fields) coming from the ten-dimensional gauge fields. Here, $`g_4^2=\kappa _4^2/\alpha ^{}`$, and $`S=e^{2\mathrm{\Phi }_4}+ia`$ defines the four-dimensional dilaton and (model-independent) axion. With respect to the general supergravity action , the relevant features are the dilaton-axion Kahler potential given by $`\mathrm{log}(S+S^{})`$, and the gauge kinetic function given by $`f_{ab}=\frac{\delta _{ab}}{g_4^2}S`$.
Many compactifications of string theory possess gauge groups containing U(1) subgroups. Sometimes the quantum numbers of the massless fermions associated with such a compactifaction appear to lie in anomalous representations, and hence the U(1) is referred to as anomalous. As Dine, Seiberg, and Witten showed, the Green-Schwarz mechanism of the underlying string theories (which ensures that the string theories themselves are anomaly free) has a four-dimensional remnant which cancels the would-be anomalies associated with U(1). Specifically, the axion-gauge coupling in Eq. (1) implies that an anomalous U(1) variation, $`\delta _{eff}=\frac{1}{2}\delta _{gs}\lambda F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }`$ (where $`\delta _{gs}`$ is the anomaly coefficient), can be canceled by assigning the axion a nontrivial U(1) variation: $`aa+2\delta _{gs}\lambda `$. In terms of the superfield S this reads:
$$SS+2i\delta _{gs}\mathrm{\Lambda },$$
(2)
where $`\mathrm{\Lambda }`$ is the supersymmetric generalization of the gauge transformation parameter $`\lambda `$. Gauge invariance implies we must modify the dilaton-axion Kahler potential to
$$K=\mathrm{log}(S+S^{}4\delta _{gs}V).$$
(3)
with $`VV+i(\mathrm{\Lambda }\mathrm{\Lambda }^{})/2`$ the vector superfield containing $`A`$. Among other terms this induces a one-loop (in the string loop expansion) Fayet-Iliopoulos term . Specializing to the anomalous U(1) sector of the theory, and including the contributions coming from the (other) scalars charged under the U(1), denoting the 4D dilaton now by $`\mathrm{\Phi }_4\mathrm{\Psi }`$, and the scalar (chiral) superfields by $`𝒜_i`$ with charges $`X_i`$ and scalar components $`\mathrm{\Phi }_i`$, we can write the effective Lagrangian of our model:
$$=d^4\theta \left[K(S,S^{})+𝒜_i^{}e^{X_iV}𝒜_i\right]+d^2\theta \frac{1}{4}SW^\alpha W_\alpha +h.c.$$
(4)
with $`W^\alpha `$ the spinor (chiral) superfield associated with the field strength of V. While a superpotential for the $`𝒜_i`$ could be added, since it must be independent of the dilaton superfield S in perturbation theory, we neglect it for simplicity since we are primarily interested in dilaton-axion dynamics.
Expanding this in component form and eliminating the auxillary field of V by its algebraic equation of motion yields
$`_{bos}`$ $`=`$ $`_\mu \mathrm{\Psi }^\mu \mathrm{\Psi }{\displaystyle \frac{e^{4\mathrm{\Psi }}}{4}}\left(^\mu a2\delta _{gs}A^\mu \right)^2(D_\mu \mathrm{\Phi }_i)^{}D^\mu \mathrm{\Phi }_i`$ (6)
$`{\displaystyle \frac{1}{4}}e^{2\mathrm{\Psi }}F^{\mu \nu }F_{\mu \nu }+{\displaystyle \frac{1}{4}}aF^{\mu \nu }\stackrel{~}{F}_{\mu \nu }{\displaystyle \frac{e^{2\mathrm{\Psi }}}{2}}\left(e^{2\mathrm{\Psi }}\delta _{gs}+X_i\mathrm{\Phi }_i^{}\mathrm{\Phi }_i\right)^2.`$
Equation (6), with the Planck mass restored everywhere (which we have implicitly suppressed by setting $`\kappa _4=\alpha ^{}=1`$) and with $`s`$ instead of $`e^{2\mathrm{\Psi }}`$ for the dilaton, agrees with the Lagrangian of reference .
## III Perturbation Scheme and Field Equations
In string theory the dilaton is the string loop expansion parameter, its vacuum expectation value setting the string coupling constant . As is evident from Eq. (6), its four dimensional remnant in this model manifestly sets the U(1) gauge coupling: $`e^\mathrm{\Psi }=g`$. Since our main interest is in the dilaton, it will be convenient for our purposes to consider variations of the dilaton about its vev. Thus define $`\psi \mathrm{\Psi }\mathrm{\Psi }`$ so that
$$e^\mathrm{\Psi }ge^\psi .$$
(7)
We will henceforth refer to $`\psi `$ as the dilaton. Then $`\psi =0Re(S)=1/g^2`$. Inserting this into Eq. (6), restoring the Planck mass, and rescaling $`\delta _{gs}`$ and $`a`$ by $`1/g^2`$ we have
$`_{eff}`$ $`=`$ $`M_p^2_\mu \psi ^\mu \psi (D_\mu \mathrm{\Phi }_i)^{}D^\mu \mathrm{\Phi }_i{\displaystyle \frac{e^{2\psi }}{4g^2}}F^{\mu \nu }F_{\mu \nu }+{\displaystyle \frac{a}{4g^2M_p}}F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }`$ (9)
$`M_p^2e^{4\psi }\left({\displaystyle \frac{^\mu a}{2M_p}}\delta _{gs}A^\mu \right)^2{\displaystyle \frac{g^2e^{2\psi }}{2}}\left(\delta _{gs}M_p^2e^{2\psi }+X_i\mathrm{\Phi }_i^{}\mathrm{\Phi }_i\right)^2.`$
This is invariant under local U(1) gauge transformations \[with gauge parameter $`\lambda (x^\mu )`$\] which now read
$$\mathrm{\Phi }_ie^{iX_i\lambda }\mathrm{\Phi }_i,A_\mu A_\mu +_\mu \lambda ,aa+2M_p\delta _{gs}\lambda .$$
(10)
As discussed above, the gauge variation of the axion in the $`F\stackrel{~}{F}`$ term cancels the anomalous variation of the Lagrangian due to the (suppressed) fermions. In weakly coupled string theory, the anomaly coefficient $`\delta _{gs}`$ is calculated to be
$$\delta _{gs}=\frac{1}{192\pi ^2}\underset{i}{}X_i,$$
(11)
where the sum is over the U(1) charges of the massless fermions and hence, by supersymmetry, over the charges of the massless bosons. In semi-realistic string models this sum may be large. A particular example furnished by the free-fermionic construction yields $`Tr(Q_X)=72/\sqrt{3}`$, so that $`\delta _{gs}10^2`$. Assuming without loss of generality that $`\delta _{gs}>0`$, the presence of a single scalar with negative charge can minimize the potential in Eq. (9) (assuming we assign the other scalars zero VEVs), thereby canceling the Fayet-Iliopoulos D-term, restoring supersymmetry, and spontaneously breaking the U(1) gauge symmetry. Thus, as in , we consider a single Higgs scalar $`\mathrm{\Phi }`$ with negative unit charge, effectively ignoring quantum fluctuations of the other scalars about their zero VEVs, and working in the classical limit. This is consistent with ignoring the fermionic constributions.
Then Eq. (9) essentially becomes an Abelian Higgs model, coupled to the dilaton and axion through the anomaly, which may be viewed as a perturbation. To motivate this perspective, introduce a fictitious scaling parameter $`\alpha `$ so that
$$\delta _{gs}\alpha \delta _{gs}.$$
(12)
Then, as $`\alpha 0`$, the anomaly is turned off. In order for the spontaneously broken Abelian Higgs model to remain in this limit, the invariance of the term $`\delta _{gs}M_p^2e^{2\psi }`$ in the potential, and in turn the gauge transformation of the axion, imply respectively that $`M_p`$ and $`a`$ should scale as :
$$M_p\alpha ^{1/2}M_p,a\alpha ^{1/2}a.$$
(13)
Next we switch to dimensionless variables using the symmetry breaking scale defined by $`\delta _{gs}^{1/2}M_p`$<sup>*</sup><sup>*</sup>*As typically $`\delta _{gs}^{1/2}<10^1`$, the tension of our vortex solutions, which is set by the scale of the spontaneous U(1) breaking, is below the Planck scale, justifying our neglect of metric back reaction in our analysis of these solutions.
$$\widehat{x}^\mu =g\delta _{gs}^{1/2}M_px^\mu ,\widehat{\varphi }=\frac{\varphi }{\delta _{gs}^{1/2}M_p},\widehat{A}^\mu =\frac{A^\mu }{g\delta _{gs}^{1/2}M_p},\widehat{a}=\frac{a}{\delta _{gs}M_p},$$
(14)
where we have written $`\mathrm{\Phi }=\varphi e^{i\eta }`$, so $`(D_\mu \mathrm{\Phi })^{}D^\mu \mathrm{\Phi }=_\mu \varphi ^\mu \varphi +\varphi ^2\left(_\mu \eta +A_\mu \right)^2`$. By design, these dimensionless variables are $`\alpha `$ invariants as required for a consistent perturbation scheme. Effecting these transformations and dropping the hats, we arrive at our final Lagrangian form:
$`_{eff}^{}`$ $`=`$ $`{\displaystyle \frac{1}{\alpha \delta _{gs}}}_\mu \psi ^\mu \psi _\mu \varphi ^\mu \varphi \varphi ^2(_\mu \eta +A_\mu )^2`$ (17)
$`{\displaystyle \frac{e^{2\psi }}{4}}F^{\mu \nu }F_{\mu \nu }{\displaystyle \frac{e^{2\psi }}{2}}\left(\varphi ^2e^{2\psi }\right)^2`$
$`+\alpha \delta _{gs}\left[{\displaystyle \frac{a}{4}}F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }{\displaystyle \frac{e^{4\psi }}{4}}\left(^\mu a2A^\mu \right)^2\right],`$
where we have rescaled the overall Lagrangian by the factor $`M_p^4g^2\delta _{gs}^2`$. In the limit $`\alpha \delta _{gs}0`$, we identically get the spontaneously broken Abelian Higgs modelAs we will later show explicitly, in this limit, the dilaton $`\psi \psi 0`$, so its gradients vanish identially.. Thus, since only the combination $`\alpha \delta _{gs}`$ appears, setting $`\alpha =1`$ (or relabeling $`\beta =\alpha \delta _{gs}`$), the only remaining parameter is $`\delta _{gs}`$ (or $`\beta `$) which is now to be interpreted as a perturbation parameterStrictly speaking, since the $`a`$ defined here was rescaled by $`\delta _{gs}`$, $`\alpha `$ is the perturbation parameter..
The field equations derived from Eq. (17) are
$`\mathrm{}\psi `$ $`=`$ $`{\displaystyle \frac{\beta }{2}}\left[e^{2\psi }(3e^{2\psi }\varphi ^2)(e^{2\psi }\varphi ^2){\displaystyle \frac{e^{2\psi }}{2}}F^{\mu \nu }F_{\mu \nu }\right]+{\displaystyle \frac{\beta ^2}{2}}e^{4\psi }(^\mu a2A^\mu )^2`$ (18)
$`\mathrm{}\varphi `$ $`=`$ $`\varphi (_\mu \eta +A_\mu )^2+e^{2\psi }\varphi (\varphi ^2e^{2\psi })`$ (19)
$`0`$ $`=`$ $`_\mu [\varphi ^2(^\mu \eta +A^\mu )]`$ (20)
$`\mathrm{}a`$ $`=`$ $`2_\mu A^\mu {\displaystyle \frac{e^{4\psi }}{2}}F_{\mu \nu }\stackrel{~}{F}^{\mu \nu }4_\mu \psi (^\mu a2A^\mu )`$ (21)
$`_\mu (e^{2\psi }F^{\mu \nu })`$ $`=`$ $`2\varphi ^2(^\nu \eta +A^\nu )+\beta \left[_\mu (a\stackrel{~}{F}^{\mu \nu })e^{4\psi }(^\nu a2A^\nu )\right].`$ (22)
First we note that despite the presence of the dynamical dilation, by differentiating Eq. (22) with respect to $`x^\nu `$, and then using Eqs. (20), (21), and $`_\mu \stackrel{~}{F}^{\mu \nu }=0`$, we still obtain
$$\stackrel{~}{F}^{\mu \nu }F_{\mu \nu }=0.$$
(23)
Then, after choosing the Lorentz gauge $`_\mu A^\mu =0`$, the axion field equation (21) simplifies to
$$\mathrm{}a=4_\mu \psi (^\mu a2A^\mu ).$$
(24)
## IV Vortex ODE’s
It is well known that the spontaneously broken Abelian Higgs model possesses topologically stable vortex solutions sometimes called Nielsen-Olesen vortices (see Shellard and Vilenkin for a complete reference on the subject). These correspond to static, cylindrically symmetrical solutions of the field equations for the Higgs and gauge fields. Specifically, working in cylindrical coordinates $`(t,r,\theta ,z)`$ we look for solutions independent of $`t`$ and $`z`$, with the standard vortex Ansatz , for the Higgs phase and the gauge field:
$`\eta `$ $`=`$ $`n\theta ,`$ (25)
$`A^\mu `$ $`=`$ $`(0,0,A^\theta (r),0)(0,0,A(r),0),`$ (26)
where n is an integer characterizing the winding number of the vortex. The Higgs field $`\mathrm{\Phi }=\varphi e^{i\eta }\varphi e^{i\eta }`$ (as $`r\mathrm{}`$) defines a representation of the U(1) gauge group space $`S^1`$ since from Eq. (10), $`\mathrm{\Phi }e^{i\lambda }\mathrm{\Phi }`$ under a gauge transformation. Thus $`\mathrm{\Phi }`$ defines (as $`r\mathrm{}`$) a mapping from the boundary $`S^1`$ of physical space onto the group space $`S^1`$, and so can topologically be classified by an integer n. In the language of homotopy theory $`\pi _1(S^1)=𝒵`$. With these Ansatze, the Higgs phase field equation (20) can be written as
$$\frac{1}{r}\frac{\varphi }{\theta }(\frac{n}{r}+A)=0,$$
(27)
where we have used $`_\mu A^\mu =0`$ and the fact that $`\eta =n\theta `$ implies $`\mathrm{}\eta =0`$. Then since in general $`A(r)n/r`$, we get
$$\frac{\varphi }{\theta }=0\varphi =\varphi (r).$$
(28)
This is normally assumed as an Ansatz, but this shows it actually follows from the Higgs phase field equation. Then Eq. (20) is identically satisfied with these forms of $`\eta `$, $`A`$, and $`\varphi `$. At this point we still have $`a=a(r,\theta )`$, and $`\psi =\psi (r,\theta )`$ assuming only static, axial symmetry. However, writing the Higgs modulus equation (19) as<sup>§</sup><sup>§</sup>§Remember we are always working with metric signature $`(,+,+,+)`$ so $`\mathrm{}=\frac{^2}{t^2}+\mathrm{}`$, etc.
$`\mathrm{}\varphi \varphi (_\mu \eta +A_\mu )^2`$ $`=`$ $`{\displaystyle \frac{d^2\varphi }{dr^2}}+{\displaystyle \frac{1}{r}}{\displaystyle \frac{d\varphi }{dr}}\varphi (r)\left[{\displaystyle \frac{n}{r}}+A(r)\right]^2`$ (29)
$``$ $`f(r)`$ (30)
$`=`$ $`e^{2\psi (r,\theta )}\varphi (r)\left[\varphi ^2(r)e^{2\psi (r,\theta )}\right]`$ (31)
determines $`\psi `$ algebraically as a function of r alone, so $`\psi =\psi (r)`$. Furthermore, consider the gauge field equation (22) for $`\nu =r`$, i.e. $`\nu =1`$. Since $`A^\mu =\delta ^{2\mu }A(r)`$, only $`F^{12}`$ and $`\stackrel{~}{F}^{03}`$ are nonzero. Then Eq. (22) for $`\nu =1`$ reads
$$\frac{1}{r}\frac{}{\theta }\left[e^{2\psi (r)}F^{21}(r)\right]0=2\varphi ^2(0+0)+\beta \left[0e^{4\psi }(\frac{a}{r}0)\right]\frac{a}{r}=0,$$
(32)
so that $`a=a(\theta )`$. Now $`\psi =\psi (r)`$, $`a=a(\theta )`$, and $`A=A(r)`$ imply in the axion field equation (24) that
$$_\mu \psi (^\mu a2A^\mu )=0\mathrm{}a=\frac{1}{r^2}\frac{d^2a}{d\theta ^2}=0.$$
(33)
This fixes
$$a(\theta )=C\theta +D.$$
(34)
Because $`a`$ appears only derivatively coupled, we may take without loss of generality $`D=0`$. Furthermore, single valuedness in the physical space requires that $`C`$ be an integer, so that $`a`$ represents a mapping from physical space into the gauge group space just as $`\eta `$ does (see ). The specific axion solution of Binétruy, Deffayet and Peter corresponds to the choice $`C=2n`$, where n is the winding number of the Higgs phase$`a=2n\theta `$ in the original variables reads $`a=2\delta _{gs}M_p\eta /X`$. We will consider the general case for the moment, leaving $`C=2m`$ without loss of generality ($`m`$ integral or half-integral), with m not necessarily equal to n. Effectively this allows the axion and the Higgs phase to have different winding numbers.
Combining what we have learned about the coordinate dependences of the fields, we can now reduce the remaining field equations (18), (19), and (22) to three ordinary differential equations:
$$\frac{d^2\psi }{dr^2}+\frac{1}{r}\frac{d\psi }{dr}=\frac{\beta }{2}\left[e^{2\psi }(3e^{2\psi }\varphi ^2)(e^{2\psi }\varphi ^2)e^{2\psi }\left(\frac{1}{r}\frac{d}{dr}(rA)\right)^2\right]+2\beta ^2e^{4\psi }\left(\frac{m}{r}+A\right)^2,$$
(35)
$$\frac{d^2\varphi }{dr^2}+\frac{1}{r}\frac{d\varphi }{dr}=\varphi \left(\frac{n}{r}+A\right)^2+e^{2\psi }\varphi \left(\varphi ^2e^{2\psi }\right),$$
(36)
$$\frac{d}{dr}\left[\frac{1}{r}\frac{d}{dr}(rA)\right]=2\frac{d\psi }{dr}\frac{1}{r}\frac{d}{dr}(rA)+2\varphi ^2e^{2\psi }\left(\frac{n}{r}+A\right)+2\beta e^{6\psi }\left(\frac{m}{r}+A\right).$$
(37)
As in the standard Nielsen-Olesen vortices, of the Abelian Higgs model, we require that the Higgs modulus approach its vacuum expectation value asymptotically to minimize the potential term, and that the covariant derivative $`D_\mu \mathrm{\Phi }`$ vanish asymptotically (i.e. the gauge field asymptotically becomes a pure gauge) so that the energy (per unit length) of the vortex remains finite. Translated into our language, these conditions read:
$`\varphi (r)`$ $``$ $`1,r\mathrm{};`$ (38)
$`A(r)`$ $``$ $`{\displaystyle \frac{n}{r}},r\mathrm{}.`$ (39)
The Higgs ‘screening’ by the gauge fields prevents the logarithmic divergence of global vortices, so that the energy integral $`(\frac{n}{r}+A)^2\varphi ^2r𝑑r`$ (remnants of the covariant derivative $`D_\mu \mathrm{\Phi }`$) is asymptotically finite. However, after fixing the asymptotic gauge behavior with respect to the Higgs boson, the presence of the axion kinetic term $`(\frac{m}{r}+A)^2r𝑑r`$ reintroduces these logarithmic divergences in the energy integral, unless $`m=n`$ (the result of Binétruy et al.). Since our primary interest is now in the dilaton, for the remainder of our discussion we consider the $`m=n`$ case to simplify the equations slightly. We demonstrate in the next section that this will in no way affect any subsequent results.
Before proceeding we now make a convenient change of variables for the gauge field. Define $`v(r)`$ through
$$A(r)=\frac{n[1v(r)]}{r},$$
(40)
so that
$$v(r)0,r\mathrm{}.$$
(41)
Equations (35)-(37) now read, denoting r derivatives by primes
$`\psi ^{\prime \prime }+{\displaystyle \frac{\psi ^{}}{r}}`$ $`=`$ $`{\displaystyle \frac{\beta }{2}}\left[3e^{6\psi }4\varphi ^2e^{4\psi }+\varphi ^4e^{2\psi }{\displaystyle \frac{e^{2\psi }n^2}{r^2}}(v^{})^2\right]+2\beta ^2e^{4\psi }{\displaystyle \frac{n^2v^2}{r^2}},`$ (42)
$`\varphi ^{\prime \prime }+{\displaystyle \frac{\varphi ^{}}{r}}`$ $`=`$ $`{\displaystyle \frac{n^2}{r^2}}\varphi v^2+e^{2\psi }\varphi (\varphi ^2e^{2\psi }),`$ (43)
$`v^{\prime \prime }{\displaystyle \frac{v^{}}{r}}`$ $`=`$ $`2\psi ^{}v^{}+2(\varphi ^2e^{2\psi }+\beta e^{6\psi })v.`$ (44)
We require the dilaton to approach its asymptotic VEV as $`r\mathrm{}`$, which, in our langauge, means
$$\psi 0,r\mathrm{}(i.e.Re(S)=\frac{1}{g^2}).$$
(45)
Now consider the boundary conditions at $`r=0`$. In the standard Nielsen-Olesen or Abelian Higgs model , the vortex configuration means that $`\varphi `$ attains the symmetric (false vacuum) state $`\varphi =0`$ at $`r=0`$ (which we argued was necessary for the energy integral to be well defined), and $`A`$ remains bounded (more precisely the magnetic field remains bounded). Thus we have
$$\varphi (0)=0,v(0)=1.$$
(46)
This leaves, finally, the boundary condition for the dilaton at $`r=0`$. Of course we would like to have the dilaton (VEV) remain bounded in the core, but as we shall now show, this is not possible if $`\beta 0`$.
## V Perturbative Expansion and Corrections to the Dilaton
Throughout this section we will make usage of the following elementary fact of our radial equations:
$$f^{\prime \prime }+\frac{f^{}}{r}=0f(r)=C_1+C_2\mathrm{log}(r).$$
(47)
First, note that if $`\beta =0`$, then the dilaton equation (42) becomes Eq. (47), so that the asymptotic condition (45) on the dilaton then implies:
$$\psi _0(r)0r.$$
(48)
This of course corresponds to the frozen dilaton. Then the other two equations, Eqs. (43) and (44), identically reduce to the Nielsen-Olesen equations of the Abelian Higgs model, as promised:
$`\varphi _0^{\prime \prime }+{\displaystyle \frac{\varphi _0^{}}{r}}`$ $`=`$ $`{\displaystyle \frac{n^2}{r^2}}\varphi _0v_0^2+\varphi _0\left(\varphi _0^21\right),`$ (49)
$`v_0^{\prime \prime }{\displaystyle \frac{v_0^{}}{r}}`$ $`=`$ $`2\varphi _0^2v_0,`$ (50)
with $`v_0(0)=1`$, $`v_0(\mathrm{})=0`$, $`\varphi _0(0)=0`$, $`\varphi _0(\mathrm{})=1`$. We have subscripted the fields with zeros to indicate that these are the zeroth order terms in a perturbation expansion in $`\beta `$, which we now define formally in the obvious way:
$$\psi (r)=\underset{i=0}{\overset{\mathrm{}}{}}\beta ^i\psi _i(r),\varphi (r)=\underset{i=0}{\overset{\mathrm{}}{}}\beta ^i\varphi _i(r),v(r)=\underset{i=0}{\overset{\mathrm{}}{}}\beta ^iv_i(r).$$
(51)
Substituting these into Eqs. (42)-(44) yields the following $`O(\beta )`$ corrections:
$`\psi _1^{\prime \prime }+{\displaystyle \frac{\psi _1^{}}{r}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[34\varphi _0^2+\varphi _0^4{\displaystyle \frac{n^2}{r^2}}(v_0^{})^2\right],`$ (52)
$`\varphi _1^{\prime \prime }+{\displaystyle \frac{\varphi _1^{}}{r}}`$ $`=`$ $`{\displaystyle \frac{n^2}{r^2}}\left(\varphi _1v_0^2+2\varphi _0v_0v_1\right)+2\psi _1\left(\varphi _0^32\varphi _0\right)+\varphi _1\left(3\varphi _0^21\right),`$ (53)
$`v_1^{\prime \prime }{\displaystyle \frac{v_1^{}}{r}}`$ $`=`$ $`2\psi _1^{}v_0^{}+2v_0\left(2\varphi _0\varphi _1+2\varphi _0^2\psi _1+1\right)+2v_1\varphi _0^2,`$ (54)
where we have included the corrections to the Higgs and gauge field for completeness. What really interests us is the first of these equations, Eq. (52), the first correction to the dilaton. Note that this $`O(\beta )`$ correction does not depend on having chosen the choice of Binétruy et al. for the axion, since the axion does not enter at this order. This can be seen directly from Eq. (17) or (42). More importantly, this dilaton correction can be calculated from knowledge of only $`\varphi _0`$ and $`v_0`$, i.e. the Nielsen-Olesen solution for the Higgs and the gauge field.In fact, it is obvious that the dilaton at any order is determined only by functions of lower order.
Unfortunately explicit solutions to the Nielsen-Olesen equations (49)-(50) are not known. However, all we really need is a parametrization of the solutions with the correct behavior at $`r\mathrm{}`$ and at $`r0`$. The conclusions we will draw, will depend only on the asymptotic behavior of $`\varphi _0`$, $`v_0`$, and in particular the $`r\mathrm{}`$ boundary condition on $`\psi `$ itself.
Thus, first consider the large r behavior of the Nielsen-Olesen equations (49), (50). Write $`\varphi _0`$ and $`v_0`$ as $`1\delta \varphi _0`$ and $`\delta v_0`$ respectively, where $`\delta `$’s represent deviations with respect to asymptotic values. Then the linearizations of Eqs. (49),(50) are
$`\delta \varphi _0^{\prime \prime }+{\displaystyle \frac{\delta \varphi _0^{}}{r}}`$ $`=`$ $`2\delta \varphi _0+O(\delta ^2),`$ (55)
$`\delta v_0^{\prime \prime }{\displaystyle \frac{\delta v_0^{}}{r}}`$ $`=`$ $`2\delta v_0+O(\delta ^2).`$ (56)
Note that as per Perivolaropoulos (or Shellard and Vilenkin ), since we have the case ‘$`\beta <4`$’ (in their notation), we do not need to consider the inhomogeneous term $`(\delta v_0)^2/r^2`$ in the $`\delta \varphi _0`$ equation, which can dominate a linear term of $`O(\delta \varphi _0)`$ if $`\beta >4`$. In this case, the gauge field dictates the falloff of the Higgs field. Our ‘$`\beta `$’ (not to be confused with the perturbation parameter) is 1, so this usual (strict) linearization applies. The solutions to these linearized equations, with the asymptotic boundary conditions, are in terms of modified Bessel functions:
$`\delta \varphi _0K_0(\sqrt{2}r)C_\varphi {\displaystyle \frac{e^{\sqrt{2}r}}{\sqrt{r}}},r\mathrm{},`$ (57)
$`\delta v_0K_1(\sqrt{2}r)C_v\sqrt{r}e^{\sqrt{2}r},r\mathrm{},`$ (58)
where $`C_\varphi `$, and $`C_v`$ are constants of order 1. As Perivolaropolous notes, the factor of $`1/\sqrt{r}`$ is usually neglected in Eq. (57). We will neglect these $`\sqrt{r}`$ terms as being negligible with respect to the exponentials when parametrizing a solution of the Nielsen-Olesen equations over the whole range, and later argue that this does not affect our results.
Now consider the small r behavior, this time taking $`\varphi _0`$ as $`\delta \varphi _0`$. With $`v_0(r1)1`$ the leading order behavior of Eq. (49) at small r is
$$\delta \varphi _0^{\prime \prime }+\frac{\delta \varphi _0^{}}{r}=\frac{n^2\delta \varphi _0}{r^2}\delta \varphi _0=Ar^n,r1$$
(59)
where $`A>0`$ (to be determined conveniently in a moment), and where we have discarded the second singular solution. At this point we specialize to the $`n=\pm 1`$ vortex for simplicity. Then the small r gauge field equation is
$$v_0^{\prime \prime }\frac{\delta v_0^{}}{r}=2(\delta \varphi _0)^2v_0=2A^2r^2v_0,$$
(60)
with solution
$$v_0=e^{Ar^2/\sqrt{2}}1\frac{A}{\sqrt{2}}r^2+O(r^4),r1,$$
(61)
where again we have discarded the second solution (a positive exponential), which has the wrong behavior near $`r=0`$, and used $`v_0(0)=1`$. Combining Eqs. (57), (58), (59), and (61) suggests the following parametrizations of the solutions to the Nielsen-Olesen equations:
$`\varphi _0(r)\mathrm{tanh}({\displaystyle \frac{r}{\sqrt{2}}}),`$ (62)
$`v_0(r)\text{sech}^2({\displaystyle \frac{r}{\sqrt{2}}}),`$ (63)
which corresponds to setting $`A=1/\sqrt{2}`$. They have the following asymptotic behavior:
$`\varphi _0(r){\displaystyle \frac{r}{\sqrt{2}}}(r0)`$ ; $`\varphi _0(r)12e^{\sqrt{2}r}(r\mathrm{})`$ (64)
$`v_0(r)1{\displaystyle \frac{r^2}{2}}(r0)`$ ; $`v_0(r)4e^{\sqrt{2}r}(r\mathrm{}),`$ (65)
and are therefore suitable parametrizations that become ‘exact’ in both r limits.<sup>\**</sup><sup>\**</sup>\**A quick numerical check reveals that the error, by construction, is concentrated near $`r=1`$ and is bounded above by about $`20\%`$. These are of course the usual solitonic-type forms that qualitatively describe the behavior of the solutions to Eqs. (49),(50) very well, as can be checked by comparing them with the exact numerical calculations.
Inserting Eqs. (62) and (63) into the dilaton correction (52) yields, after some trigonometric simplifcation,
$$\psi _1^{\prime \prime }+\frac{\psi _1^{}}{r}=\text{sech}^2(\frac{r}{\sqrt{2}})+\text{sech}^4(\frac{r}{\sqrt{2}})\frac{\left[\text{sech}^2(\frac{r}{\sqrt{2}})\left(1\frac{r^2}{2}\right)\right]}{r^2}f(r).$$
(66)
However, the inhomogeneous right hand side is well approximated globally by the first term $`\text{sech}^2(r/\sqrt{2})`$. In particular, the dominant asymptotic behavior as $`r\mathrm{}`$ is the same \[since the latter term is a correction of $`O(\mathrm{exp}(2\sqrt{2}r))`$ coming from the $`(v_0^{})^2`$ and the $`\varphi _0^4`$ contributions\], and is correct to $`O(r)`$ in the small r limit.<sup>††</sup><sup>††</sup>††Alternatively, we do not have to make this truncation, at the price of making the subsequent analysis much more algebraically tedious, without qualitatively changing the result. The point is that it will be the dominant asymptotic behavior that determines the dilaton behavior. Thus we take
$$\psi _1^{\prime \prime }+\frac{\psi _1^{}}{r}\text{sech}^2(\frac{r}{\sqrt{2}})(4e^{\sqrt{2}r}\text{as}r\mathrm{}),$$
(67)
where we have included the explicit asymptotic behavior for later usage. The general solution of Eq. (67) is a particular solution of the inhomogeneous equation, plus the fundamental solution (47) with the arbitrary constants chosen to satisfy the boundary conditions. The general solution for $`\psi _1(r)`$,
$$\psi _1(r)=\mathrm{log}(r)r\text{sech}^2(\frac{r}{\sqrt{2}})𝑑rr\mathrm{log}(r)\text{sech}^2(\frac{r}{\sqrt{2}})𝑑r+C_1+C_2\mathrm{log}(r),$$
(68)
with the requirement that $`\psi _1(\mathrm{})=0`$. Evaluating the first integral explicitly, and then integrating the second integral by parts using the result just obtained, allows us to bring this to the much more convenient form,
$$\psi _1(r)=_a^r\left[\sqrt{2}\mathrm{tanh}(\frac{x}{\sqrt{2}})2\frac{\mathrm{log}[\mathrm{cosh}(\frac{x}{\sqrt{2}})]}{x}\right]𝑑x+C_1+C_2\mathrm{log}r,$$
(69)
where we have introduced a lower integration limit $`a`$, to be determined momentarily. In order to be able to impose the boundary condition $`\psi _1(\mathrm{})=0`$, we need to understand the convergence of this integral as a (type I) improper integral. It is easy to show that in fact the integral is logarithmically divergent as $`r\mathrm{}`$ since,
$$\underset{r\mathrm{}}{lim}\frac{\sqrt{2}\mathrm{tanh}(\frac{r}{\sqrt{2}})2\frac{\mathrm{log}[\mathrm{cosh}(\frac{r}{\sqrt{2}})]}{r}}{\frac{1}{r}}=2\mathrm{log}(2).$$
(70)
If we rewrite the integrand in terms of exponentials, this limit is made more evident, as well as allowing us to write a closed form expression for the integral. Denoting the integrand by $`F(r)`$ we have
$`F(r)`$ $`=`$ $`\sqrt{2}\left[{\displaystyle \frac{1e^{\sqrt{2}r}}{1+e^{\sqrt{2}r}}}\right]\sqrt{2}{\displaystyle \frac{2\mathrm{log}(1+e^{\sqrt{2}r})}{r}}+{\displaystyle \frac{2\mathrm{log}(2)}{r}}`$ (71)
$`=`$ $`2\sqrt{2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^ne^{n\sqrt{2}r}{\displaystyle \frac{2}{r}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^{n+1}{\displaystyle \frac{e^{n\sqrt{2}r}}{n}}+{\displaystyle \frac{2\mathrm{log}(2)}{r}},`$ (72)
whence it is clear that the last term yields the logarithmic divergence, whereas the other terms yield obviously convergent integrals. This divergence must be canceled by the $`C_2\mathrm{log}(r)`$ term of the homogeneous solution (47), by setting $`C_2=2\mathrm{log}(2)`$. This is a necessary condition of being able to impose $`\psi _1(\mathrm{})=0`$. Then, pulling the homogeneous solution $`2\mathrm{log}(2)\mathrm{log}(r)`$ under the integral to cancel the $`2\mathrm{log}(2)/r`$ piece, to fully impose the boundary condition we must take the integration limit $`a`$ to infinity since the integrand is monotonic. Also, we must take the constant homogeneous solution $`C_1=0`$. Putting it all together, we finally have
$`\psi _1(r)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^r}\left[2\sqrt{2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^ne^{n\sqrt{2}r}{\displaystyle \frac{2}{r}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1)^{n+1}{\displaystyle \frac{e^{n\sqrt{2}r}}{n}}\right]𝑑r`$ (73)
$`=`$ $`2\mathrm{log}(1+e^{\sqrt{2}r})+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{n+1}}{n}}\text{Ei}_1(n\sqrt{2}r),`$ (74)
where we have introduced the exponential integral defined by
$$\text{Ei}_1(x)=_1^{\mathrm{}}\frac{e^{xt}}{t}𝑑t.$$
(75)
It is easy to verify explicitly that this solves the dilaton correction equation (67) and satisfies
$$\underset{r\mathrm{}}{lim}\psi _1(r)=0.$$
(76)
However, though we have been able set the dilaton $`\psi `$ equal to zero at spatial infinity, the dilaton now diverges to $`+\mathrm{}`$ at $`r=0`$ since
$`\underset{r0}{lim}\psi _1(r)`$ $`=`$ $`\underset{r0}{lim}2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{n+1}}{n}}\text{Ei}_1(n\sqrt{2}r)\underset{r0}{lim}2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{n+1}}{n}}\mathrm{log}(r)`$ (77)
$`=`$ $`\underset{r0}{lim}2\mathrm{log}(2)\mathrm{log}(r)+\mathrm{},`$ (78)
using the fact that
$$\underset{r0}{lim}\frac{\text{Ei}_1(ar)}{\mathrm{log}(r)}=\underset{r0}{lim}\frac{\frac{e^{ar}}{r}}{\frac{1}{r}}=1a>0.$$
(79)
How did this come about? This singularity is none other than the one introduced when we were forced to assign a nonzero value to the homogeneous term $`C_2\mathrm{log}(r)`$ in order to obey the boundary condition at infinity. Thus in order to avoid a logarithmic divergence at infinity, we are forced to introduce one at zero by turning on $`\mathrm{log}(r)`$. This can be viewed as a direct consequence of the fact that we are dealing with an essentially two-dimensional problem and the two-dimensional Laplace equation.
It is now clear why this result is independent of the parametrizations (62),(63), and of the truncation made in going to Eq. (67). The $`C_2\mathrm{log}(r)`$ homogeneous term is turned on (and effectively shifts the particular solution) if and only if the (unshifted) particular solution integral is asymptotically divergent, which in turn depends only on the dominant asymptotic behavior of the Nielsen-Olesen solutions. But this is precisely how we chose the parametrization and made the truncation: they have the correct asymptotic behavior. Conversely, once the $`C_2\mathrm{log}(r)`$ term is turned on, we now unavoidably have a positive logarithmic divergence at $`r=0`$, because the unshifted integrand is well behaved near $`r=0`$. Again, we chose our parametrization to have the correct small r behavior of the Nielsen-Olesen solutions.
Finally one might worry in taking, as most authors including Nielsen and Olesen do, the asymptotic behavior of $`\varphi _0`$ as $`\mathrm{exp}(\sqrt{2}r)`$ and not $`\mathrm{exp}(\sqrt{2}r)/\sqrt{r}`$, that we may have affected the convergence of the unshifted particular integral. This is not the case. Proceeding exactly as above, and retaining only the dominant asymptotic contribution, it is easy to show that the boundary condition at infinity again forces us to turn on the homogeneous solution. We worked with a simpler global parametrization before, so that we could discuss small r behavior of the solution as well.
## VI Discussion
The results of the previous section are perhaps surprising. In fact, this is a rather generic property of solutions to the inhomogeneous equation
$$\psi _1^{\prime \prime }+\frac{\psi _1^{}}{r}=f(r)$$
(80)
with a vanishing asymptotic boundary condition, and with reasonable assumptions on $`f(r)`$. As we have seen, the general solution of Eq. (80) can be written as
$`\psi _1(r)`$ $`=`$ $`\mathrm{log}(r){\displaystyle rf(r)𝑑r}{\displaystyle r\mathrm{log}(r)f(r)𝑑r}+C_1+C_2\mathrm{log}(r)`$ (81)
$`=`$ $`\mathrm{log}(r){\displaystyle _a^r}xf(x)𝑑x{\displaystyle _b^r}x\mathrm{log}(x)f(x)𝑑x,`$ (82)
where we have absorbed the homogeneous solution into the particular indefinite integrals by making them definite integrals: the arbitrary constants of the general solution are now the lower, constant, limits of integration. Clearly, we cannot in general impose the boundary condition $`\psi _1(\mathrm{})=0`$. A necessary condition for being able to impose this condition is that
$$\underset{r\mathrm{}}{lim}^rx\mathrm{log}(x)f(x)𝑑x$$
(83)
exists. Unfortunately, this is not quite sufficient ($`f(x)=\mathrm{sin}(x^2)/[x\mathrm{log}(x)]`$ furnishes a counterexample). However, the absolute convergence of the integral (83) is sufficient to be able to impose $`\psi _1(\mathrm{})=0`$, i.e. if
$$\underset{r\mathrm{}}{lim}^rx\mathrm{log}(x)\left|f(x)\right|𝑑x=K<\mathrm{}.$$
(84)
For if this limit exists, then so does the limit
$$\underset{r\mathrm{}}{lim}^rx\left|f(x)\right|𝑑x.$$
(85)
Then the squeeze theorem and the inequalities
$$0\left|\mathrm{log}(r)_r^{\mathrm{}}xf(x)𝑑x\right|_r^{\mathrm{}}\mathrm{log}(r)x\left|f(x)\right|𝑑x_r^{\mathrm{}}\mathrm{log}(x)x\left|f(x)\right|𝑑x0asr\mathrm{}$$
(86)
imply that
$$\underset{r\mathrm{}}{lim}\mathrm{log}(r)_r^{\mathrm{}}xf(x)𝑑x=0.$$
(87)
This establishes the sufficiency of the condition (84).
From Eq. (52), the actual $`f(r)`$ in which we are interested is determined from the Nielsen-Olesen solutions $`\varphi _0`$ and $`v_0`$, and the arguments from the previous section establish that this $`f(r)`$ decays exponentially as $`r\mathrm{}`$. Thus we easily satisfy the above sufficient condition allowing us to take $`\psi _1(\mathrm{})=0`$.
Now consider the behavior of $`\psi _1(r)`$ near $`r=0`$, subsequent to imposing $`\psi _1(\mathrm{})=0`$. We now write the solution (82) as
$$\psi _1(r)=_r^{\mathrm{}}x\mathrm{log}(x)f(x)𝑑x\mathrm{log}(r)_r^{\mathrm{}}xf(x)𝑑x.$$
(88)
Remembering that $`x\mathrm{log}(x)0`$ as $`x0^+`$, we now demonstrate the inevitable presence of a logarithmic divergence of $`\psi _1(r)`$ at $`r=0`$ as long as $`f(r)`$ is well behaved near $`r=0`$ and $`K_0^{\mathrm{}}xf(x)𝑑x0`$. The sign of the divergence will depend on the sign of K. Explicitly we have
$$\underset{r0}{lim}\psi _1(r)_0^{\mathrm{}}x\mathrm{log}(x)f(x)𝑑x\mathrm{log}(r)_0^{\mathrm{}}xf(x)𝑑x\text{sgn}(K)\mathrm{}.$$
(89)
Note that these integrals exist assuming only, in addition to the previous restrictions on f ensuring improper convergence, that f is defined and say continuous (or Riemann integrable) everywhere on $`r0`$, and in particular at 0. <sup>‡‡</sup><sup>‡‡</sup>‡‡Of course if f is poorly behaved (say divergent) as $`r0`$, so that the integral diverges, then already the dilaton diverges without further argument.
Again, because our $`f(r)`$ from Eq. (52) is defined and continuous for all $`r0`$ because the Nielsen-Olesen solutions are \[remember that the term $`(v_0^{})^2/r^2`$ in Eq. (52) is finite as $`r0`$ as seen in Eq. (66); in other words the field strength of the Nielsen-Olesen vortex is finite at the core\], we have a logarithmic divergence at $`r=0`$ as explicitly shown in the previous section. In fact, since our $`f(r)`$ is explicitly non-negative (as seen in either Eq. (66) or its truncation (67)), the K defined above is positive, and so the logarithmic divergence is to positive infinity at $`r=0`$. Again, this was seen explicitly in the last section.
To summarize, we have found that a solution to Eq. (80) can satisfy $`\psi _1(\mathrm{})=0`$, if the limit (84) exists. Furthermore, if this limit exists so that we may impose $`\psi _1(\mathrm{})=0`$, the solution diverges logarthmically at $`r=0`$. Thus $`\psi (\mathrm{})=0`$ implies $`\psi (0)=\mathrm{}`$. Since the $`f(r)`$ relevant to our discussion decays exponentially as $`r\mathrm{}`$, and is well behaved at $`r=0`$, this is provides a general and generic proof of our result. Incidentally, this also shows why our results of the previous section are independent of either the parametrizations to the Nielsen-Olesen solutions or the truncation made in going from Eq. (66) to Eq. (67): this general behavior depends only on the behavior of f as $`r\mathrm{}`$ and as $`r0`$, and our parametrization was chosen to be exact in these limits.
Given that we have now established that this dilaton behavior is rather generic, one might wonder if this divergent behavior of the dilaton at the core of the vortex is somehow an artifact of the perturbation theory. In fact, we now expect the full dilaton equation to yield even worse behavior because of the exponential feedback. As a consistency check of our result, we will briefly examine the full dilaton equation (42). If we take the perturbation theory to be valid only for very large r, where the dilaton VEV is still small, so that we are still in a classical and perturbative regime, we know that it starts to run positive as one comes in from spatial infinity. A positive exponential self-coupling acts as a source term that becomes larger and larger as $`r0`$. So if we equate small $`r`$ with large $`\psi `$, then the dilaton equation (42) is dominated by the vacuum Fayet-Iliopoulos term proportional to $`e^{6\psi }`$ \[or $`1/(S+S^{})^3`$ in the notation of Polchinski\], which comes directly from the anomaly cancellation as a two string-loop tadpole , so that, approximately
$$\psi ^{\prime \prime }+\frac{\psi ^{}}{r}\frac{3\beta }{2}e^{6\psi },$$
(90)
where we are taking $`\beta `$ so small that we can neglect the axion contribution that is otherwise possibly as large (but of the same sign in any case), and where we are assuming that we still have $`\varphi 0`$ as $`r0`$; i.e. the vortex is well defined. An exact solution to Eq. (90) is given by
$$\psi (r)\frac{1}{6}\mathrm{log}\left[a_1r\left(1\frac{9\beta }{2a_1}r\right)^2\right],$$
(91)
where $`a_1`$ is an undetermined constant. For very small $`\beta `$ this is essentially the same behavior as our perturbative calculations. This solution is obviously consistent with the approximation (90) to the full dilaton equation (42) if we assume that the gauge field and Higgs boson still have the boundary values $`\varphi (0)=0`$, and $`v^{}(0)=0`$.
In any case, we seem to be led to the conclusion that the 4-dimensional dilaton in this model starts to grow as we come in from spatial infinity. Since the dilaton VEV in this model sets the anomalous U(1) gauge coupling, we eventually enter a strongly coupled regime where not only the $`\beta `$ perturbation theory breaks down, but where it no longer makes sense to ignore quantum and string threshold corrections. In other words, such a vortex is fundamentally a quantum mechanical object. Furthermore, as we have seen, the unavoidable singularities we have encountered are a direct consequence of the effectively two-dimensional nature of the vortex system: the solution of the Laplace (or Poisson) equation in two dimensions involves a logarithm which is singular at both $`r=0`$ and $`r\mathrm{}`$.
Our conclusion then is that anomalous U(1) vortex solutions of heterotic superstring theory, if they are to have the standard asymptotic structure at large radial distances from the vortex core, necessarily generate large dilaton field values within that core signaling the presence of strong coupling and large quantum fluctuations. As such, these vortices can never be adequately described as entirely classical objects; their classical exterior surrounds an interior that is intrinsically quantum mechanical.
Acknowledgments
This work was supported in part by the Natural Sciences and Engineering Research Council of Canada. |
warning/0001/cond-mat0001070.html | ar5iv | text | # Contents
## 1 Introduction
Random behavior is a common feature of complex physical systems. Although systems in nature generally evolve according to well-known physical laws, it is in most cases impossible to describe them by means of ab initio methods since details of the microscopic dynamics are not fully known. Instead, it is often a good approximation to assume that the individual degrees of freedom behave randomly according to certain probabilistic rules. For this reason methods of statistical mechanics become essential in order to study the physical properties of complex systems. In this approach a physical system is described by a reduced set of dynamical variables while the remaining degrees of freedom are considered as an effective noise with a certain postulated distribution. The actual origin of the noise, which may be related to chaotic motion, thermal interactions or even quantum-mechanical fluctuations, is usually ignored. Thus, statistical mechanics deals with stochastic models of systems that are much more complicated in reality.
A complete description of a stochastic model is provided by the probability distribution $`P_t(s)`$ to find the system at time $`t`$ in a certain configuration $`s`$. For systems at thermal equilibrium this probability distribution is given by the stationary Gibbs ensemble $`P_{eq}(s)e^{(s)/k_BT}`$, where $`(s)`$ denotes the microscopic Hamiltonian . In principle, the Gibbs ensemble allows us to compute the expectation value of any time-independent observable by summing over all accessible configurations of the system. However, in most cases it is very difficult to perform the configurational sum. In fact, although numerous exact solutions have been found , the vast majority of stochastic models cannot yet be solved exactly. In order to investigate such nonintegrable systems, powerful approximation techniques such as series expansions and renormalization group methods have been developed. Thus, in equilibrium statistical mechanics, we have a well-established theoretical framework at our disposal.
From the physical point of view it is particularly interesting to investigate stochastic systems in which the microscopic degrees of freedom behave collectively over large scales . Collective behavior of this kind is usually observed when the system undergoes a continuous phase transition. The best known example is the order-disorder transition in the two-dimensional Ising model, where the typical size of ordered domains diverges when the critical temperature $`T_c`$ is approached . In most cases the emerging long-range correlations are fully specified by the symmetry properties of the model under consideration and do not depend on details of the microscopic interactions. This allows phase transitions to be categorized into different universality classes. The notion of universality was originally introduced by experimentalists in order to describe the observation that several apparently unrelated physical systems may be characterized by the same type of singular behavior near the transition. Since then universality became a paradigm of the theory of equilibrium critical phenomena. As the number of possible universality classes seems to be limited, it would be an important theoretical task to provide a complete classification scheme, similar to the periodic table of elements. The most remarkable breakthrough in this respect was the application of conformal field theory to equilibrium critical phenomena , leading to a classification scheme of continuous phase transitions in two dimensions.
In nature, however, thermal equilibrium is rather an exception than a rule. In most cases the temporal evolution starts out from an initial state which is far away from equilibrium. The relaxation of such a system towards its stationary state depends on the specific dynamical properties and cannot be described within the framework of equilibrium statistical mechanics. Instead it is necessary to deal with a probabilistic model for the microscopic dynamics of the system. Assuming certain transition probabilities, the time-dependent probability distribution $`P_t(s)`$ has to be derived from a differential equation, the so-called Fokker-Planck or master equation. Nonequilibrium phenomena are also encountered if an external current runs through the system, keeping it away from thermal equilibrium . A simple example of such a driven system is a resistor in an electric circuit. Although the resistor eventually reaches a stationary state, its probability distribution will no longer be given by the Gibbs ensemble. As a physical consequence the thermal noise produced by the resistor is no longer characterized by a Gaussian distribution. Similar nonequilibrium phenomena are observed in catalytic reactions, surface growth, and many other phenomena with a flow of energy or particles through the system. Since nonequilibrium systems do not require detailed balance, they exhibit a potentially richer behavior than equilibrium systems. However, as their probability distribution cannot be expressed solely in terms of an energy functional $`(s)`$, the master equation has to be solved, being usually a much more difficult task. Therefore, compared to equilibrium statistical mechanics, the theoretical understanding of nonequilibrium processes is still at its beginning.
The simplest nonequilibrium situation is encountered if a single or several particles in a potential are subjected to a random force. Important examples are the Kramers and the Smoluchowski equations describing the evolution of the probability distribution for Brownian motion of classical particles in an external field (for a review see ). But even more complicated systems, for example one-dimensional tight-binding fermion systems as well as electrical lines of random conductances or capacitances, can be described in terms of discrete single-particle equations . A more complex situation, on which we will focus in the present work, emerges in stochastic lattice models with many interacting degrees of freedom. A well-known example is the Glauber model which describes the spin relaxation of an Ising system towards the stationary state. The corresponding master equation in one dimension was solved exactly by Felderhof , who mapped the time evolution operator onto a quantum spin chain Hamiltonian that can be treated by similar methods as in Ref. .
One motivation for today’s interest in particle hopping models originates in the study of superionic conductors in the 70’s . In the superionic conductor AgI, for example, the Ag<sup>+</sup> ions may be viewed as particles moving stochastically through a lattice of I<sup>-</sup> ions. Each lattice site can be occupied by at most one Ag<sup>+</sup> ion, i.e., the particles obey an exclusion principle. It was observed experimentally that the conductivity of AgI changes abruptly when the temperature is increased, indicating an underlying order-disorder phase transition of Ag<sup>+</sup> ions. Assuming short-range interactions, this phase transition was explained in terms of a model for diffusing particles on a lattice . Subsequently, particle hopping models have been generalized to so-called reaction-diffusion models by including various types of particle reactions or external driving forces . It should be noted that particles in a reaction-diffusion model do not always represent physical particles. Moreover, the reactions are not always of chemical nature. For example, in models for traffic flow individual cars are considered as interacting particles . Similarly, electronic excitations of certain polymer chains may be viewed as particles subjected to a stochastic temporal evolution .
The dynamic properties of a reaction-diffusion model on a lattice are fully specified by its master equation . In a few cases it is possible to solve the master equation exactly. During the last decade there has been an enormous progress in the field of exactly solvable nonequilibrium processes. This development was mainly triggered by the observation that the Liouville operator of certain (1+1)-dimensional reaction-diffusion models is related to Hamiltonians of previously known quantum spin systems. For example, as first realized by Alexander and Holstein , the symmetric exclusion process can be mapped exactly onto the Schrödinger equation of a Heisenberg ferromagnet. This type of mapping was extended to various other one-dimensional reaction-diffusion processes by Alcaraz et al. , allowing exact methods of many-body quantum mechanics such as the Bethe ansatz and free-fermion techniques to be applied in nonequilibrium physics . Moreover, novel algebraic techniques have been developed in which the stationary state of certain reaction-diffusion models is expressed in terms of products of non-commuting algebraic objects .
In spite of this remarkable progress, the majority of reaction-diffusion models cannot be solved exactly. It is therefore necessary to use approximation techniques in order to describe their essential properties. The oldest approximation method is the law of mass action, where the reaction rate of two reactants is assumed to be proportional to the product of their concentrations. This mean field approach is justified if diffusive mixing of particles is much stronger than the influence of correlations produced by the reactions. Mean-field techniques have been applied successfully to a large variety of reaction-diffusion systems. The study of pattern formation in nonlinear reaction-diffusion models, for example, is essentially based on a mean-field approach . However, as has already been realized by Smoluchowski , fluctuations may be extremely important in low-dimensional systems where the diffusive mixing is not strong enough . For example, if particles of one species diffuse and annihilate by the reaction $`A+A\text{Ø}`$, the standard mean-field approximation predicts an asymptotic decay of the particle concentration as $`\rho (t)t^1`$. In one dimension, however, the density is found to decay as $`\rho (t)t^{1/2}`$. This slow decay is due to fluctuations produced by the dynamics, leading to spatial anticorrelations of the particles. The existence of such fluctuation effects has been confirmed experimentally by measuring the luminescence of annihilating excitons on polymer chains .
As in equilibrium statistical mechanics, nonequilibrium phenomena are particularly interesting if the system undergoes a phase transition, leading to a collective behavior of the particles over long distances. There is a large variety of phenomenological nonequilibrium phase transitions in nature, ranging from morphological transitions of growing surfaces to traffic jams . It turns out that the concept of universality, which has been very successful in the field of equilibrium critical phenomena, can be applied to nonequilibrium phase transitions as well. However, the universality classes of nonequilibrium critical phenomena are expected to be even more diverse as they are governed by various symmetry properties of the evolution dynamics. On the other hand, the experimental evidence for universality of nonequilibrium phase transitions is still very poor, calling for intensified experimental efforts.
In the present work we will focus on nonequilibrium phase transitions in models with so-called absorbing states, i.e., configurations that can be reached by the dynamics but cannot be left. The most important universality class of absorbing-state transitions is directed percolation (DP) . This type of transition occurs, for example, in models for the spreading of an infectious disease. In these models the lattice sites are considered as individuals which can be healthy or infected. Infected individuals may either recover by themselves or infect their nearest neighbors. Depending on the infection rate, the spreading process may either survive or evolve into a passive state where the infection is completely eliminated. In the limit of large system sizes the two regimes of survival and extinction are separated by a continuous phase transition. As in equilibrium statistical mechanics, the critical behavior close to the transition is characterized by diverging correlation lengths associated with certain critical exponents. Similar spreading processes with the same exponents can be observed in models for catalytic reactions, percolation in porous media, and even in certain hadronic interactions. It turns out that all these phase transitions belong generically to a single universality class, irrespective of microscopic details of their dynamic rules. In view of its robustness, the DP class may therefore be as important as the Ising universality class in equilibrium statistical mechanics. Amazingly, directed percolation is one of very few critical phenomena which cannot be solved exactly in one spatial dimension. Although DP is easy to define, its critical behavior is highly nontrivial. This is probably one of the reasons why DP continues to fascinate theoretical physicists.
The present review addresses several aspects of nonequilibrium phase transition<sup>2</sup><sup>2</sup>2The review is based on a Habilitation thesis submitted by the author to the Free University of Berlin in June 1999.. In the following Section we introduce elementary concepts of nonequilibrium statistical mechanics such as the master equation, reaction diffusion processes, Monte Carlo simulations, as well as the most important analytical methods and approximation techniques. The third Section discusses the problem of directed percolation, including a comprehensive introduction to DP lattice models, basic scaling concepts, approximation techniques, as well as field-theoretic methods. In view of the robustness of DP, it is particularly interesting to search for non-DP phase transitions which usually emerge in presence of additional symmetries. These exceptional universality classes, which have attracted considerable attention during the last few years, will be reviewed in Sec. 4. Sec. 5 discusses a simulation technique, called damage spreading, which has been used in the past to search for chaotic behavior in random processes. It is shown that this technique suffers of severe conceptual problems, making it impossible to define chaotic phases. We also discuss the critical behavior of damage spreading transitions which are closely related to phase transitions into absorbing states. Finally, we turn to depinning transitions in models of growing interfaces which are related to nonequilibrium phase transitions into absorbing states as well. As it is not intended to cover the whole field of nonequilibrium critical phenomena, we will not address various related topics such as self-organized critical phenomena , modified reaction-diffusion processes , the dynamics of reacting fronts , driven diffusive systems , and recent results on spontaneous symmetry breaking and phase separation in one-dimensional systems . For further reading we will give references to related fields. Supplementary information concerning the definition of tensor products, the derivation of the effective action of Reggeon field theory, Wilson’s shell integration, and the one-loop integrals for DP are given in the appendices A-D. For easy reference we also append a list of frequently used symbols and abbreviations.
## 2 Stochastic many-particle systems
In this Section we discuss elementary concepts of nonequilibrium statistical mechanics. In order to introduce basic notions, we first consider the example of a simple random walk. Turning to many-particle systems we introduce the asymmetric exclusion process which is a model for biased diffusion of many particles on a one-dimensional line. Moreover, we explain the standard mean field approach to reaction-diffusion processes. In order to demonstrate the importance of fluctuations, two simple lattice models with particle reactions will be discussed, namely coagulation $`2AA`$ and pair annihilation $`2A\text{Ø}`$. It turns out that in one dimension the temporal evolution of these systems differs significantly from the mean field prediction, proving that fluctuations may play an important role. Furthermore, we review basic concepts of numerical simulation techniques comparing different update schemes. Finally we turn to certain analytical methods by which reaction diffusion models can be solved exactly. In particular we discuss a recently introduced algebraic technique which allows the stationary state of certain nonequilibrium models to be expressed in terms of products of noncommutative operators.
### 2.1 The one-dimensional random walk
In order to introduce basic concepts of nonequilibrium statistical physics, let us first consider a simple symmetric random walk on a one-dimensional line. The ‘configuration’ of this dynamical system at time $`t`$ is characterized by the position of the walker $`s(t)`$. A random walk may be defined either on a continuous manifold or on a lattice. If both position $`s`$ and time $`t`$ are discrete variables, an unbiased random walk may be realized by the random process
$$s(t+1)=s(t)+X(t).$$
(1)
In this expression $`X(t)=\pm 1`$ is a fluctuating random variable with correlations
$$X(t)=0,X(t)X(t^{})=\delta _{t,t^{}},$$
(2)
where $`\mathrm{}`$ denotes the average over many realizations of randomness. While the individual space-time trajectory of a random walker is not predictable, the probability distribution $`P_t(s)`$ to find the walker after $`t`$ time steps at position $`s`$ evolves deterministically according to the so-called master equation
$$P_{t+1}(s)=\frac{1}{2}\left(P_t(s1)+P_t(s+1)\right).$$
(3)
Assuming the particle to be initially located at the origin $`P_0(s)=\delta _{s,0}`$, this difference equation is solved by
$$P_t(s)=\{\begin{array}{cc}\frac{1}{2^t}\left(\genfrac{}{}{0pt}{}{t}{(t+s)/2}\right)\hfill & \text{ if }t+s\text{ even, }\hfill \\ 0\hfill & \text{ if }t+s\text{ odd. }\hfill \end{array}$$
(4)
If space and time are continuous, the motion of a random walker may be described by a stochastic Langevin equation
$$_ts(t)=\zeta (t),$$
(5)
where, according to the central limit theorem, $`\zeta (t)`$ is a Gaussian white noise with zero mean and correlations $`\zeta (t)\zeta (t^{})=\mathrm{\Gamma }\delta (tt^{})`$. The Langevin equation may be regarded as a continuum version of Eq. (2). Starting from the origin $`s(0)=0`$ the mean square displacement of the random walker grows as $`s^2(t)=_0^t𝑑t_1_0^t𝑑t_2\zeta (t_1)\zeta (t_2)=\mathrm{\Gamma }t`$. The resulting probability distribution
$$P_t(s)=\frac{1}{2\pi \mathrm{\Gamma }t}e^{s^2/(2\mathrm{\Gamma }t)}$$
(6)
is a solution of the Fokker-Planck equation
$$_tP_t(s)=\frac{\mathrm{\Gamma }}{2}_s^2P_t(s)$$
(7)
which can be seen as a variant of the master equation in a continuum (3).
The example of a random walk is particularly simple as it involves only one degree of freedom. In order to describe systems with many particles, it would seem natural to introduce several degrees of freedom $`s_1,s_2,\mathrm{}`$, where $`s_n`$ denotes the position of the $`n`$-th particle. However, this approach is restricted to systems with a conserved number of particles. For systems with non-conserved particle number it is more convenient to introduce local degrees of freedom for the number of particles located at certain positions in space.
### 2.2 The master equation
Stochastic systems with many particles are usually defined on a $`d`$-dimensional Euclidean manifold representing the physical ‘space’. Attached to this manifold are local degrees of freedom characterizing the configuration of the system. Depending on whether the spatial manifold is continuous or discrete, the local degrees of freedom are introduced as continuous fields or local variables residing at the lattice sites. Furthermore, a time coordinate $`t`$ is introduced which may be interpreted as an additional dimension of the system. Therefore, stochastic models are said to be defined in $`d+1`$ dimensions. Since $`t`$ may be continuous or discontinuous, we have to distinguish between models with asynchronous and synchronous dynamics.
Asynchronous dynamics
Stochastic models with continuous time evolve by asynchronous dynamics, i.e., transitions from a state $`s`$ into another state $`s^{}`$ occur spontaneously at a given rate $`w_{ss^{}}0`$ per unit time. It can be shown that in the limit of very large systems sizes the temporal evolution of the probability distribution $`P_t(s)`$ evolves deterministically according to a master equation with appropriate initial conditions . The master equation is a linear partial differential equation describing the flow of probability into and away from a configuration $`s`$:
$$\frac{}{t}P_t(s)=\underset{\text{gain}}{\underset{}{\underset{s^{}}{}w_{s^{}s}P_t(s^{})}}\underset{\text{loss}}{\underset{}{\underset{s^{}}{}w_{ss^{}}P_t(s)}}.$$
(8)
The gain and loss terms balance one another so that the normalization $`_sP_t(s)=1`$ is conserved. Since the temporal change of $`P_t(s)`$ is fully determined by the actual probability distribution at time $`t`$, the master equation describes a Markov process, i.e., it has no intrinsic memory. Moreover, it is important to note that the coefficients $`w_{ss^{}}`$ are rates rather than probabilities. Thus, they may be larger than $`1`$ and can be rescaled by changing the time scale.
Using a vector notation (see Appendix A) the master equation (8) may be written as
$$_t|P_t=|P_t,$$
(9)
where $`|P_t`$ denotes a vector whose components are the probabilities $`P_t(s)`$. The Liouville operator $``$ generates the temporal evolution and is defined through the matrix elements
$$s^{}||s=w_{ss^{}}+\delta _{s,s^{}}\underset{s^{\prime \prime }}{}w_{ss^{\prime \prime }}.$$
(10)
A formal solution of the master equation is given by $`|P_t=\mathrm{exp}(t)|P_0`$, where $`|P_0`$ denotes the initial probability distribution. Therefore, in order to determine $`|P_t`$, the Liouville operator has to be diagonalized which is usually a nontrivial task.
Apart from very few exceptions, stochastic processes are irreversible and therefore not invariant under time reversal. Hence the Liouville operator $``$ is generally non-hermitean. Moreover, it may have complex conjugate eigenvalues, indicating oscillatory behavior. Oscillating modes are not only a mathematical artifact, but can be observed experimentally in certain chemical reactions such as the Belousov-Zhabotinski reaction . Due to the positivity of rates, the real part of all eigenvalues is nonnegative, i.e., the amplitude of excited eigenmodes decays exponentially in time. The spectrum of the Liouville operator includes at least one zero mode $`|P_s=0`$, representing the stationary state of the system. Moreover, probability conservation can be expressed as $`1|P_t=1`$, where $`1|`$ denotes the sum vector over all configurations (cf. Appendix A). Consequently the Liouville operator obeys the equation $`1|=0`$, i.e., the sum over each column of $``$ vanishes.
Synchronous dynamics
If the time variable $`t`$ is a discrete quantity, the model evolves by synchronous dynamics, i.e., all lattice sites are simultaneously updated according to certain transition probabilities $`p_{ss^{}}[0,1]`$. The corresponding master equation is a linear recurrence relation
$$P_{t+1}(s)=P_t(s)+\underset{\text{gain}}{\underset{}{\underset{s^{}}{}p_{s^{}s}P_t(s^{})}}\underset{\text{loss}}{\underset{}{\underset{s^{}}{}p_{ss^{}}P_t(s)}},$$
(11)
which can be written in a compact form as a linear map
$$|P_{t+1}=𝒯|P_t,$$
(12)
where $`𝒯`$ is the so-called transfer matrix. A formal solution is given by $`|P_t=𝒯^t|P_0`$. As can be verified easily, the conservation of probability $`1|P_t=1`$ implies that $`1|𝒯=1|`$, i.e., the sum over each column of the transfer matrix is equal to $`1`$.
There has been a long debate which of the two update schemes is the more ‘realistic’ one. For many researchers models with uncorrelated spontaneous updates appear to be more ‘natural’ than models with synchronous dynamics where all particles move simultaneously according to an artificial clock cycle. On the other hand, many computational physicists prefer stochastic cellular automata with synchronous dynamics since they can be implemented efficiently on parallel computers. However, as a matter of fact, in both cases the dynamic rules are simplified descriptions of a much more complex physical process. Therefore, it would be misleading to consider one of the two variants as being more ‘natural’ than the other. Instead, the choice of the dynamic procedure should depend on the specific physical system under consideration. Very often both variants display essentially the same physical properties. In some cases, however, they lead to different results. For example, models for traffic flow with synchronous updates turn out to be more realistic than random sequential ones. Another example is polynuclear growth (see Sec. 6.3), where a roughening transition occurs only when synchronous updates are used.
### 2.3 Diffusion of many particles: The asymmetric exclusion process
One of the simplest stochastic many-particle models is the partially asymmetric exclusion process on a one-dimensional chain with $`N`$ sites . In this model hard-core particles move randomly to the right (left) at rate $`q`$ ($`q^1`$). An exclusion principle is imposed, i.e., each lattice site may be occupied by at most one particle. Therefore, attempted moves are rejected if the target site is already occupied. In the following we assume closed boundary conditions, i.e., particles cannot leave or enter the system at the ends of the chain. The configuration $`s=\{s_1,s_2,\mathrm{},s_N\}`$ of the system is given in terms of local variables $`s_i`$, indicating presence ($`s_i=1`$) or absence ($`s_i=0`$) of a particle at site $`i`$.
Exclusion process with asynchronous dynamics
Let us first consider the exclusion process with asynchronous dynamics. In this case a pair of sites $`i`$ and $`i+1`$ is randomly selected. If only one of the two sites is occupied, the particle moves with probability $`q/(q+q^1)`$ to the right and with probability $`q^1/(q+q^1)`$ to the left, as shown in Fig. 1. Each update attempt corresponds to a time increment of $`1/(N(q+q^1))`$. Thus, the transition rates are defined by
$$\begin{array}{cc}\hfill w_{ss^{}}=\underset{i=1}{\overset{N1}{}}\left(\underset{j=1}{\overset{i1}{}}\delta _{s_j,s_j^{}}\right)\left(\underset{j=i+2}{\overset{N}{}}\delta _{s_j,s_j^{}}\right)(& q\delta _{s_i,1}\delta _{s_{i+1},0}\delta _{s_i^{},0}\delta _{s_{i+1}^{},1}+\hfill \\ & q^1\delta _{s_i,0}\delta _{s_{i+1},1}\delta _{s_i^{},1}\delta _{s_{i+1}^{},0}).\hfill \end{array}$$
(13)
The corresponding Liouville operator can be written as
$$=\underset{i=1}{\overset{N1}{}}\mathrm{𝟏}\mathrm{𝟏}\mathrm{}\underset{i\text{-th position}}{\underset{}{_i}}\mathrm{}\mathrm{𝟏}=:\underset{i=1}{\overset{N1}{}}_i,$$
(14)
where $`\mathrm{𝟏}`$ denotes a $`2\times 2`$ unit matrix and $`_i`$ is a $`4\times 4`$ matrix generating particle hopping between sites $`i`$ and $`i+1`$. In the standard basis (see Appendix A) this matrix is given by
$$_i=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& q^1& q& 0\\ 0& q^1& q& 0\\ 0& 0& 0& 0\end{array}\right).$$
(15)
As can be verified easily, a stationary state of the system is given (up to normalization) by the tensor product
$$|P_s=\left(\begin{array}{c}1\\ 1\end{array}\right)\left(\begin{array}{c}q^1\\ q\end{array}\right)\mathrm{}\left(\begin{array}{c}q^N\\ q^N\end{array}\right)=\underset{j=1}{\overset{N}{}}\left(\begin{array}{c}q^j\\ q^j\end{array}\right).$$
(16)
Since the vector $`|P_s`$ can be written as a tensor product, the local variables $`s_i`$ are completely uncorrelated. Such a state is said to have a product measure.
As the total number of particles is conserved in the asymmetric exclusion process, the dynamics decomposes into independent sectors. In fact, the Liouville operator commutes with the particle number operator
$$M=\underset{i=1}{\overset{N}{}}m_i,m_i=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right).$$
(17)
Obviously the vector $`|P_s`$ is a superposition of solutions belonging to different sectors, i.e., it represents a whole ensemble of stationary states. To obtain a physically meaningful solution for a given number of particles, the vector $`|P_s`$ has to be projected onto the corresponding sector. In this sector the stationary system evolves through certain configurations with specific weights given by the normalized components of the projected vector.
Exclusion process with synchronous dynamics
The asymmetric exclusion process with synchronous updates may be realized by introducing two half time steps. In the first half time step the odd sublattice is updated whereas the even sublattice is updated in the second half time step (see Fig. 1). Note that the use of sublattice-parallel updates admits local dynamic rules<sup>3</sup><sup>3</sup>3In the exclusion process with fully parallel updates local moves may overlap, leading to subtle long-range correlations (see Ref. ).. Assuming the number of sites $`N`$ to be odd, the corresponding transfer matrix reads
$$𝒯=(𝒯_2𝒯_4𝒯_6\mathrm{}𝒯_{N1})(𝒯_1𝒯_3𝒯_5\mathrm{}𝒯_{N2}),$$
(18)
where
$$𝒯_i=\frac{1}{q+q^1}\left(\begin{array}{cccc}q+q^1& 0& 0& 0\\ 0& q& q& 0\\ 0& q^1& q^1& 0\\ 0& 0& 0& q+q^1\end{array}\right)$$
(19)
is the local hopping matrix. Again the product state (16) is a stationary eigenvector of the transfer matrix. Thus, both the asynchronous and the synchronous exclusion process have exactly the same stationary properties.
Asymmetric diffusion in a continuum
Let us finally turn to asymmetric diffusion on a continuous manifold. In principle it would be possible to trace trajectories of individual particles. However, it is much more convenient to characterize the state of the system by a density field $`\rho (\text{x},t)`$, rendering the coarse-grained density of particles at position x at time $`t`$. The Langevin equation of such a system may be written as
$$_t\rho (\text{x},t)=D[\rho (\text{x},t)]+U[\rho (\text{x},t)]+\zeta (\text{x},t),$$
(20)
where $`D`$ is a sum of linear differential operators describing spatial couplings, $`U`$ a potential for on-site particle interactions, and $`\zeta (\text{x},t)`$ a noise term taking the stochastic nature of Brownian motion into account. Since particles do not interact in the present case, the potential $`U`$ vanishes. Moreover, as will be shown below, the noise $`\zeta (\text{x},t)`$ is irrelevant on large scales and can be neglected. Thus, the resulting Langevin equation reads
$$_t\rho (\text{x},t)=\frac{q+q^1}{2}_x^2\rho (\text{x},t)+\frac{qq^1}{2}_x\rho (\text{x},t).$$
(21)
The second term describes the bias of the diffusive motion which may be eliminated in a co-moving frame. Notice that this equation is linear and does not incorporate the exclusion principle. In a co-moving frame it reduces to the ordinary diffusion equation.
The diffusion equation provides a simple example of dynamic scaling invariance. As can be verified easily, the equation $`_t\rho (\text{x},t)=D_x^2\rho (\text{x},t)`$ is invariant under rescaling of space and time
$$\text{x}\mathrm{\Lambda }\text{x},t\mathrm{\Lambda }^zt,$$
(22)
where $`z`$ is the so-called dynamic exponent. Since space and time are different in nature, the exponent $`z`$ is usually larger than $`1`$. The value $`z=2`$ indicates diffusive behavior.
### 2.4 Reaction-diffusion processes
Reaction-diffusion processes are stochastic models for chemical reactions in which particles are predominantly transported by thermal diffusion. Usually a chemical reaction in a solvent or on a catalytic surface consists of a complex sequence of intermediate steps. In reaction-diffusion models these intermediate steps are ignored and the reaction chain is replaced by simplified probabilistic transition rules. The involved atoms and molecules are interpreted as particles of several species, represented by capital letters $`A,B,C,\mathrm{}`$ . These particles neither carry a mass nor an internal momentum, instead the configuration of a reaction-diffusion model is completely specified by the position of the particles. On a lattice with exclusion principle such a configuration can be expressed in terms of local variables $`s_i=0,1,2,3,\mathrm{},`$ representing a vacancy Ø and particles $`A,B,C,\mathrm{}`$, respectively. Sometimes it is even not necessary to keep track of all substances involved in a chemical reaction. For example, if a molecule of a gas phase is adsorbed at a catalytic surface, this process may be effectively described by spontaneous particle creation $`\text{Ø}A`$ without modeling the explicit dynamics in the gas phase. Therefore, the number of particles in reaction-diffusion models is generally not conserved.
Apart from spontaneous particle creation $`\text{Ø}A`$ many other reactions are possible. Unary reactions are spontaneous transitions of individual particles, the most important examples being
$$\begin{array}{cc}A\text{Ø}\hfill & \text{self-destruction,}\hfill \\ A2A\hfill & \text{offspring production or decoagulation,}\hfill \\ AB\hfill & \text{transmutation,}\hfill \\ AA+B\hfill & \text{induced creation of particles.}\hfill \end{array}$$
On the other hand, binary reactions require two particles to meet at the same place (or at neighboring sites). Here the most important examples are
$$\begin{array}{cc}2A\text{Ø}\hfill & \text{pair annihilation,}\hfill \\ 2AA\hfill & \text{coagulation (coalescence),}\hfill \\ A+B\text{Ø}\hfill & \text{two-species annihilation,}\hfill \\ A+BB\hfill & \text{induced adsorption of particles.}\hfill \end{array}$$
In addition, the particles may diffuse with certain rates in the same way as in the previously discussed exclusion process. A process is called diffusion-limited if diffusion becomes dominant in the long-time limit, i.e., the diffusive moves become much more frequent than reactions. This happens, for example, in reaction-diffusion models with binary reactions when the particle density is very low. On the other hand, if particle reactions become dominant after very long time, the process is called reaction-limited.
In the following we will focus on simple reaction-diffusion models with only one type of particles (see Fig. 2). They can be considered as two-state models since each site can either be occupied by a particle ($`A`$) or be empty (Ø). Examples include the so-called coagulation model in which particles diffuse at rate $`D`$, coagulate at rate $`\lambda `$ and decoagulate at rate $`\kappa `$:
$$A\text{Ø}\underset{𝐷}{}\text{Ø}A,AA\underset{𝜆}{}A\text{Ø},\text{Ø}A,A\text{Ø},\text{Ø}A\underset{𝜅}{}AA.$$
(23)
Using the same notation as in Eq. (15), the corresponding nearest-neighbor transition matrix is given by
$$_i^{\text{coag}}=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& D+\kappa & D& \lambda \\ 0& D& D+\kappa & \lambda \\ 0& \kappa & \kappa & 2\lambda \end{array}\right).$$
(24)
The special property of this model lies in the fact that the empty state cannot be reached by the dynamic processes. An exact solution of the coagulation model will be discussed in Sec. 2.8.
Another important example is the annihilation model where particles diffuse and annihilate:
$$A\text{Ø}\underset{𝐷}{}\text{Ø}A,AA\underset{𝛼}{}\text{Ø}\text{Ø}.$$
(25)
The corresponding interaction matrix is given by
$$_i^{\text{annh}}=\left(\begin{array}{cccc}0& 0& 0& \alpha \\ 0& D& D& 0\\ 0& D& D& 0\\ 0& 0& 0& \alpha \end{array}\right).$$
(26)
In the annihilation model the number of particles is conserved modulo $`2`$. As will be shown in Sec. 2.8, both models are equivalent and can be related by a similarity transformation.
### 2.5 Mean field approximation
In many cases the macroscopic properties of a reaction-diffusion process can be predicted by solving the corresponding mean field theory. In chemistry the simplest mean field approximation is known as the ‘law of mass action’: For a given temperature the rate of a reaction is assumed to be proportional to the product of concentrations of the reacting substances. This approach assumes that the particles are homogeneously distributed. It therefore ignores any spatial correlations as well as instabilities with respect to inhomogeneous perturbations. Thus, the homogeneous mean field approximation is expected to hold on scales where diffusive mixing is strong enough to wipe out spatial structures. Especially in higher dimensions, where diffusive mixing is more efficient, the mean field approximation provides a good description. It becomes exact in infinitely many dimensions, where all particles can be considered as being neighbored.
The mean field equations can be constructed directly by translating the reaction scheme into a differential equation for gain and loss of the particle density $`\rho (t)`$. For example, in the mean field approximation of the coagulation model (23) the process $`A\stackrel{\kappa }{}2A`$ takes place with a frequency proportional to $`\kappa \rho (t)`$, leading to an increase of the particle density. Similarly, the coagulation process $`2A\stackrel{\lambda }{}A`$ decreases the number of particles with a frequency proportional to $`\lambda \rho ^2(t)`$. Ignoring diffusion, the resulting mean field equation reads
$$_t\rho (t)=\kappa \rho (t)\lambda \rho ^2(t),$$
(27)
where $`\kappa `$ and $`\lambda `$ are the rates for decoagulation and coagulation, respectively. In contrast to the master equation this differential equation is nonlinear. For $`\kappa >0`$ it has two fixed points, namely an unstable fixed point at $`\rho =0`$ and a stable fixed point at $`\rho =\kappa /\lambda `$. The physical meaning of the two fixed points is easy to understand. The empty system remains empty, but as soon as we perturb the system by adding a few particles, it quickly evolves towards a stationary active state with a certain average concentration $`\rho >0`$. This active state is then stable against perturbations (such as adding or removing particles).
The mean field equation (27) can also be used to predict dynamic properties of the system. Starting from a fully occupied lattice $`\rho (0)=1`$ the time-dependent solution is given by
$$\rho (t)=\frac{\kappa }{\lambda (\lambda \kappa )e^{\kappa t}}.$$
(28)
In the limit of a vanishing decoagulation rate $`\kappa 0`$, the two fixed points merge into a marginal one. As in many physical systems this leads to a much slower dynamics. In fact, for $`\kappa =0`$ Eq. (28) turns into
$$\underset{\kappa 0}{lim}\rho (t)=\frac{1}{1+\lambda t},$$
(29)
i.e., the particle density decays asymptotically according to a power law as
$$\rho (t)t^1.$$
(30)
The stability of the mean field solution with respect to inhomogeneous perturbations may be studied by adding a term for diffusion
$$_t\rho (\text{x},t)=\kappa \rho (\text{x},t)\lambda \rho ^2(\text{x},t)+D^2\rho (\text{x},t).$$
(31)
In the present case the diffusive term suppresses perturbations with short wavelength and therefore stabilizes the homogeneous solutions. However, in certain chemical reactions with several particle species such a diffusive term may have a destabilizing influence. The study of mean-field instabilities is the starting point for the theory of pattern formation which has become an important field of statistical physics . A very interesting application is the Belousov-Zhabotinski reaction that produces rotating spirals in a Petri dish.
It may be surprising that even simple reaction-diffusion processes are described by nonlinear mean field rate equations, whereas the corresponding master equation is always linear. However, mean field and Langevin equations are always defined in terms of coarse-grained particle densities involving many local degrees of freedom. These coarse-grained densities, which can be thought of as observables in configuration space, may evolve according to a nonlinear laws. A similar paradox occurs in quantum physics: Although the Schrödinger equation is strictly linear, most observables evolve in a highly nonlinear way.
### 2.6 The influence of fluctuations
Although the mean field equation (31) includes a term for particle diffusion, it still ignores fluctuation effects and spatial correlations. However, especially in low-dimensional systems, fluctuations may play an important role and are able to entirely change the physical properties of a reaction-diffusion process.
In order to demonstrate the influence of fluctuations, let us consider the coagulation process $`2AA`$. The full Langevin equation for this process reads
$$_t\rho (\text{x},t)=\lambda \rho ^2(\text{x},t)+D^2\rho (\text{x},t)+\zeta (\text{x},t),$$
(32)
where $`\zeta (\text{x},t)`$ is a noise term which accounts for the fluctuations of the particle density at position x at time $`t`$. Clearly, the noise amplitude depends on the magnitude of the density field $`\rho (\text{x},t)`$. In particular, without any particles present, there will be no fluctuations. According to the central limit theorem, the noise is expected to be Gaussian with a squared amplitude proportional to the frequency of events leading to a change of the particle number. Since the particle number only fluctuates when two particles coagulate, this frequency should be proportional to $`\rho ^2(\text{x},t)`$. Following these naive arguments, the noise correlations should be given by
$`\zeta (\text{x},t)`$ $`=`$ $`0,`$ (33)
$`\zeta (\text{x},t)\zeta (\text{x}^{},t^{})`$ $`=`$ $`\mathrm{\Gamma }\rho ^2(\text{x},t)\delta ^d(\text{x}\text{x}^{})\delta (tt^{}),`$
where $`\mathrm{\Gamma }`$ denotes the noise amplitude and $`d`$ the spatial dimension. The next question is to what extent the macroscopic behavior of the system will be affected by the noise. Typically there are three possible answers:
1. The noise is irrelevant on large scales so that the macroscopic behavior is correctly described by the mean field solution.
2. The noise is relevant on large scales, leading to a macroscopic behavior that is different from the mean-field prediction.
3. The noise is marginal, producing (typically logarithmic) deviations from the mean-field solution.
In order to find out whether the noise is relevant on large scale we need to introduce the concept of renormalization . The term ‘renormalization’ refers to various theoretical methods investigating the scaling behavior of physical systems under coarse-graining of space and time. Roughly speaking, it describes how the parameters of a system have to be adjusted under coarse-graining of lengths scales without changing its physical properties. A fixed point of the renormalization flow is then associated with certain universal scaling laws of the system. The simplest renormalization group (RG) scheme ignores the influence of fluctuations. This approach is referred to as ‘mean field renormalization’. Approaching the fixed point, the noise amplitude may diverge, vanish or stay finite, corresponding to the classification given above. Hence, by studying mean field renormalization, we can predict whether fluctuations are relevant or not.
In the mean field approximation the Langevin equation (32) may be renormalized by a scaling transformation
$$\text{x}\mathrm{\Lambda }\text{x},t\mathrm{\Lambda }^zt,\rho (\text{x},t)\mathrm{\Lambda }^\chi \rho (\mathrm{\Lambda }\text{x},\mathrm{\Lambda }^zt),$$
(34)
where $`z`$ denotes the dynamic exponent. The exponent $`\chi `$ describes the scaling properties of the density field itself. If the particles were distributed homogeneously, the field would scale as an ordinary density, that is, with the exponent $`\chi =d`$. However, in the coagulation process nontrivial correlations between particles lead to a different scaling dimension of the particle distribution. In fact, invariance of Eqs. (32)-(33) under rescaling implies that $`z=2`$ and $`\chi =2`$. Therefore, the noise amplitude scales as
$$\mathrm{\Gamma }\mathrm{\Lambda }^{1d/2}\mathrm{\Gamma },$$
(35)
where $`d`$ is the spatial dimension. Hence in one spatial dimension fluctuations are relevant whereas they are marginal in two and irrelevant in $`d>2`$ dimensions. The value of $`d`$ where the noise becomes marginal is denoted as the upper critical dimension $`d_c`$. For the coagulation model the upper critical dimension is $`d_c=2`$. Above the critical dimension the mean field approximation provides a correct description, whereas for $`d<d_c`$ fluctuation effects have to be taken into account. This can be done by using improved mean field approaches, exact solutions, as well as field-theoretic renormalization group techniques .
A systematic field-theoretic analysis of the coagulation process $`2AA`$ leads to an unexpected result: The noise amplitude $`\mathrm{\Gamma }`$ in Eq. (33) turns out to be negative . Consequently, the noise $`\zeta (\text{x},t)`$ is imaginary. This result is rather counterintuitive as we expect the noise to describe density fluctuations which, by definition, are real. However, since the noise amplitude is a measure of annihilation events, it is subjected to correlations that are produced by the annihilation process itself. In one dimension these correlations are negative, i.e., particles avoid each other. This simple example demonstrates that it can be dangerous to set up a Langevin equation by considering the mean field equation and adding a physically reasonable noise field. Instead it is necessary to derive the Langevin equation directly from the microscopic dynamics, as explained in Ref. .
### 2.7 Numerical simulations
To verify analytical results, it is often helpful to perform Monte Carlo simulations. In order to demonstrate this numerical technique, let us again consider the coagulation process $`2AA`$ on a one-dimensional chain. For simplicity we assume the rates for diffusion and coagulation to be equal. This ensures that particles can move at constant rate irrespective of the state of the target site. If the target site is empty, it will be occupied by the moving particle. On the other hand, if the target site is already occupied, the two particles will coagulate into a single one. Such a move from site $`i`$ to site $`j`$ may be realized by the pseudo code instruction
> Move(i,j) $`\{`$ if (s\[i\]==1) $`\{`$ s\[i\]=0; s\[j\]=1; $`\}\}`$;
where s\[i\] denotes the occupation variable $`s_i=0,1`$ at site $`i`$. In one dimension particles move randomly to the left and to the right. Thus a local update at sites $`(i,i+1)`$ may be realized by the instruction
> | Update(i) $`\{`$ | if (rnd(0,1)\<0.5) Move(i,i+1); |
> | --- | --- |
> | | else Move(i+1,i); $`\}`$; |
where rnd(0,1) returns a real random number from a flat distribution between $`0`$ and $`1`$. Since the coagulation model evolves by asynchronous dynamics it uses so-called random-sequential updates, i.e., the update attempts take place at randomly selected pairs of sites. A Monte Carlo sweep consists of $`N`$ such update attempts:
> for (i=1; i\<=N; i++) Udpate(rndint(1,N-1));
where $`N`$ denotes the lattice size and rndint(1,N-1) returns an integer random number between $`1`$ and $`N1`$. Since on average each site is updated once, such a sweep corresponds to a unit time step. It can be proven that the statistical ensemble of space-time trajectories generated by random-sequential updates converges to the solution of the master equation (8) in the limit $`N\mathrm{}`$. The above update algorithm can easily be generalized to more complicated reaction schemes and higher dimensional lattices.
The coagulation process with synchronous updates may be simulated by using parallel updates on alternating sublattices:
> for (i=1; i\<=N-1; i+=2) Update(i);
> for (i=2; i\<=N-2; i+=2) Update(i);
In Monte Carlo simulations most of the CPU time is consumed for generating random numbers. Therefore, models with parallel updates are usually more efficient since it is not necessary to determine random positions for the updates. In addition, models with parallel updates can be implemented easily on computers with parallel architecture .
Fig. 4 shows the particle density as a function of time for the coagulation model with random-sequential updates and closed boundary conditions in various dimensions. The particle concentration is averaged over $`10^4`$ independent runs and plotted in a double-logarithmic representation, where straight lines indicate power-law behavior. As expected, the mean-field prediction $`\rho (t)1/t`$ is reproduced in $`d>2`$ dimensions. In one dimension, however, the graph suggests the density to decay as
$$\rho (t)t^{1/2}(d=1).$$
(36)
Thus, the simulation result demonstrates that fluctuation effects can change the asymptotic behavior (an exact solution will be discussed in Sec. 2.8). At the critical dimension $`d=d_c=2`$ the density $`\rho (t)`$ deviates slightly from the mean-field prediction, indicating logarithmic corrections. In fact, as can be shown by a field-theoretic analysis , the density decays asymptotically as
$$\rho (t)\{\begin{array}{cc}t^{d/2}\hfill & \mathrm{for}d<2,\hfill \\ t^1\mathrm{ln}t\hfill & \mathrm{for}d=d_c=2,\hfill \\ t^1\hfill & \mathrm{for}d>2.\hfill \end{array}$$
(37)
### 2.8 Exact results
Equivalence of annihilation and coagulation processes
Sometimes it is possible to relate different stochastic processes by an exact similarity transformation . For example, the coagulation process $`2AA`$ and the annihilation process $`2A\text{Ø}`$ defined in Sec. 2 are fully equivalent if their rates are tuned appropriately. More precisely, for a particular choice of the rates it is possible to find a similarity transformation $`𝒰`$ such that
$$^{\text{coag}}=𝒰^{\text{annh}}𝒰^1,$$
(38)
where we assume the chains to have closed ends, i.e.,
$$^{\text{coag}}=\underset{i=1}{\overset{N1}{}}_i^{\text{coag}},^{\text{annh}}=\underset{i=1}{\overset{N1}{}}_i^{\text{annh}}.$$
(39)
Since $`^{\text{coag}}`$ and $`^{\text{annh}}`$ are non-hermitean operators, the similarity transformation $`𝒰`$ is not orthogonal. However, if $`𝒰`$ exists, the two operators will have the same spectrum of eigenvalues. As can be verified easily, the local operators $`_i^{\text{coag}}`$ and $`_i^{\text{annh}}`$ have the eigenvalues $`\{0,0,2D+\kappa ,2\lambda +\kappa \}`$ and $`\{0,0,2D,a\}`$, respectively. Therefore, choosing the rates
$$D=\lambda =1,\alpha =2,\kappa =0,$$
(40)
both operators obtain the same spectrum $`\{0,0,1,1\}`$. Moreover, it can be shown that they both obey the same commutation relations, namely the so-called Hecke algebra
$`_i^2`$ $`=_i,`$
$`_i_{i+1}_i_{i+1}_i_{i+1}`$ $`=2(_i_{i+1}),`$ (41)
$`[_i,_j]`$ $`=0\text{for}(|ij|2).`$
Since this algebra generates the spectrum of $``$, we can conclude that the spectra of $`^{\text{coag}}`$ and $`^{\text{annh}}`$ coincide for an arbitrary number of sites. Obviously, the equivalence of the spectra is a necessary condition for the existence of a similarity transformation between the two systems. In the present case it is even possible to compute the similarity transformation explicitly. It turns out that $`𝒰`$ can be expressed in terms of local tensor products (see Appendix A)
$$𝒰=uu\mathrm{}u=\underset{i=1}{\overset{N}{}}u=u^N,$$
(42)
where
$$u=\left(\begin{array}{cc}1& 1\\ 0& 2\end{array}\right),u^1=\left(\begin{array}{cc}1& 1/2\\ 0& 1/2\end{array}\right).$$
(43)
Consequently the $`n`$-point density correlation functions of both models are related by
$$s_{j_1}s_{j_2}\mathrm{}s_{j_n}^{\text{coag}}=2^ns_{j_1}s_{j_2}\mathrm{}s_{j_n}^{\text{annh}}.$$
(44)
In particular, the particle densities in both models differ by a factor of $`2`$:
$$\rho ^{\text{coag}}(t)=2\rho ^{\text{annh}}(t).$$
It should be noted that only a subset of initial conditions in the coagulation model can be mapped onto physically meaningful initial conditions in the annihilation model (see Ref. ).
Exact mapping between equilibrium and nonequilibrium systems
A remarkable progress has been achieved by realizing that certain nonequilibrium models can be mapped onto well-studied integrable equilibrium models. More specifically, it has been shown that the Liouville operator $``$ of a nonequilibrium models may be related to the Hamiltonian $``$ of an integrable quantum spin systems by similarity transformation . This allows the nonequilibrium model to be solved by exact techniques of equilibrium statistical mechanics such as free-fermion diagonalization, the Bethe ansatz, or other algebraic methods . For example, the exclusion process can be mapped onto the XXZ quantum chain , whereas the coagulation-decoagulation process is related to the XY chain in a magnetic field . Exact mappings were also found for higher spin analogs . A complete summary of the known results can be found in Ref. .
In order to demonstrate this technique, let us consider the partially asymmetric exclusion process in one spatial dimension (see Eq. 15). As will be shown in the following, this model is related to the quantum spin Hamiltonian of the ferromagnetic XXZ Heisenberg quantum chain with open boundary conditions $`=_{i=1}^{N1}_i`$, where
$$_i=\frac{1}{2}\left(\sigma _i^x\sigma _{i+1}^x+\sigma _i^y\sigma _{i+1}^y+\frac{q+q^1}{2}(\sigma _i^z\sigma _{i+1}^z1)+\frac{qq^1}{2}(\sigma _i^z\sigma _{i+1}^z)\right).$$
(45)
This quantum chain Hamiltonian generates translations in the corresponding two-dimensional XXZ model in a strongly anisotropic scaling limit. As can be verified easily, the Hamiltonian is non-hermitean for $`q1`$. Using the standard basis of Pauli matrices $`\sigma ^x=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$, $`\sigma ^y=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)`$, and $`\sigma ^z=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)`$ the interaction matrix is given by
$$_i=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& q^1& 1& 0\\ 0& 1& q& 0\\ 0& 0& 0& 0\end{array}\right).$$
(46)
The XXZ Heisenberg chain is integrable by means of Bethe ansatz methods . The integrability is closely related to two different algebraic structures. On the one hand, the Hamiltonian (45) commutes with the generators $`K,S^\pm `$ of the quantum algebra $`U_q[SU(2)]`$ (see Ref. )
$$KS^\pm K^1=qS^\pm ,[S^+,S^{}]=\frac{K^2K^2}{qq^1},$$
(47)
where
$$K=(q^{\sigma ^z/2})^N,S^\pm =\underset{k=1}{\overset{N}{}}(q^{\sigma ^z/2})^{(k1)}\sigma ^\pm (q^{\sigma ^z/2})^{(Nk)}.$$
(48)
Roughly speaking, the quantum group symmetry determines the degeneracies of the eigenvalues of $``$. On the other hand, the generators $`_i`$ are a representation of the Temperley-Lieb algebra
$`_i^2`$ $`=(q+q^1)_i,`$
$`_i`$ $`=_i_{i\pm 1}_i,`$ (49)
$`[_i,_j]`$ $`=0\text{ for }|ij|2.`$
This algebra determines the actual numerical value of the energy levels. As realized by Alcaraz and Rittenberg , the same commutation relations are satisfied by the transition matrix $`_i`$ of the asymmetric exclusion process in Eq. (15). In fact, it can be shown that the XXZ chain and the exclusion process with $`\alpha =\beta =0`$ are related by a similarity transformation $`=𝒰𝒰^1`$, where $`𝒰`$ can be written as a tensor product of local transformations
$$𝒰=\left(\begin{array}{cc}1& 0\\ 0& q\end{array}\right)\left(\begin{array}{cc}1& 0\\ 0& q^2\end{array}\right)\mathrm{}\left(\begin{array}{cc}1& 0\\ 0& q^N\end{array}\right)=\underset{i=1}{\overset{N}{}}\left(\begin{array}{cc}1& 0\\ 0& q^i\end{array}\right).$$
(50)
In order to illustrate how symmetries of the equilibrium model translate into physical properties of the stochastic process, let us consider the quantum group symmetry of the XXZ model. Regarding the exclusion process this symmetry emerges as a conservation of the total number of particles $`n`$. The generators $`S^\pm `$ act as ladder operators between different sectors with a fixed number of particles. The diagonal operator $`K`$ is proportional to $`q^n`$, weighting the sectors as in a grand-canonical ensemble, where $`q`$ plays the role of a fugacity. The partially asymmetric exclusion process is therefore a physical realization of a quantum group symmetry with a real-valued deformation parameter $`q`$.
A similar mapping relates the coagulation model $`2AA`$ and the ferromagnetic XY quantum chain in a magnetic field, which is defined by the interaction matrix
$$_i=\frac{1}{2}\left(\sigma _i^x\sigma _{i+1}^x+\sigma _i^y\sigma _{i+1}^y+\sigma _i^z+\sigma _{i+1}^z\mathrm{\hspace{0.33em}2}\right).$$
(51)
In fact, it can be easily verified that the operators $`_i`$ satisfy the Hecke algebra (2.8). The XY chain is exactly solvable in terms of free fermions . The integrability of the model is closely related to a $`SU_q(1|1)`$ quantum group symmetry. In the XY chain this symmetry shows up as a fermionic zero mode, leading to two-fold degenerate energy levels. In the coagulation model this symmetry emerges as a state without particles that can neither be reached nor left by the dynamics. In the (equivalent) annihilation model the symmetry appears as a parity conservation law.
It should be noted that reaction-diffusion models are usually related to ferromagnetic quantum chains, the reason being that the diffusion process always corresponds to a ferromagnetic interaction in the quantum spin model.
Interparticle distribution functions
Even if a stochastic model can be mapped onto a known equilibrium system by a similarity transformation, it is often technically difficult to derive physical quantities such as density profiles and correlation functions . For models with an underlying fermionic symmetry an alternative approach has been developed which does not explicitly use a similarity transformation. Instead it expresses the state of a model in terms of so-called interparticle distribution functions (IPDF) . Consider, for example, the coagulation-diffusion process with asynchronous dynamics on an infinite chain where particles coagulate $`(A+AA)`$ and diffuse at unit rates. Let $`I_{\mathrm{}}`$ be the probability that an arbitrarily chosen interval of $`\mathrm{}`$ sites contains no particles. In terms of these empty-interval probabilities the master equation can be written in a particularly simple form. Since $`I_{\mathrm{}}I_{\mathrm{}+1}`$ is the probability to find a particle at a neighboring site next to the interval of length $`\mathrm{}`$, it is possible to rewrite diffusion and coagulation in terms of gain and loss processes (see Fig. 6)
$$_tI_{\mathrm{}}(t)=\underset{\text{gain}}{\underset{}{I_\mathrm{}1(t)I_{\mathrm{}}(t)}}\underset{\text{loss}}{\underset{}{I_{\mathrm{}}(t)+I_{\mathrm{}+1}(t)}}$$
(52)
with $`I_0(t)1`$. It is important to note that this particularly simple form requires the rates for diffusion and coagulation to be identical. This ensures that the gain processes do not depend on whether the target site is already occupied by a particle. If the two rates are different, higher-order probabilities for several adjacent intervals have to be included, resulting in a coupled hierarchy of equations. The IPDF method exploits the fact that this complicated hierarchy of equations decouples for a particular choice of the rates.
By solving the above equation we can compute the particle density $`\rho (t)`$ which is given by the probability for an empty interval of length $`1`$ to be absent, i.e.,
$$\rho (t)=1I_1(t).$$
(53)
In order to determine the asymptotic behavior of $`\rho (t)`$ let us consider the continuum limit of Eq. (52)
$$(_t_{\mathrm{}}^2)I(\mathrm{},t)=0,I(0,t)=1,$$
(54)
where $`\rho (t)=_{\mathrm{}}I(\mathrm{},t)|_{\mathrm{}=0}`$. This equation has the solution $`I(\mathrm{},t)=1\text{erf}(x/\sqrt{t})`$. In the long time limit, the particle density therefore decays algebraically as
$$\rho (t)t^{1/2},$$
(55)
confirming the numerical result of Sec. 2.7. It is interesting to compare this result with the mean field approximation (29) which lead to the incorrect result $`\rho (t)t^1`$. Therefore, the above exact solution demonstrates that fluctuations may influence the entire temporal evolution of a stochastic process.
The IPDF technique was extended to the coagulation-decoagulation model by including the inverse reaction $`AA+A`$. Other exact solutions revealed phenomena such as anomalous kinetics, critical ordering, nonequilibrium dynamic phase transitions, as well as the existence of Fisher waves . The IPDF technique was also used to study the finite-size scaling behavior of coagulation processes . Even anisotropic systems and models with homogeneous or localized particle input have been solved. Nevertheless the IPDF method is a rather special technique which seems to be restricted to models with an underlying fermionic symmetry.
### 2.9 Experimental verification of fluctuation effects
The preceding exact calculation proves that the particle concentration in a one-dimensional coagulation process decays as $`\rho (t)t^{1/2}`$. This result differs significantly from the mean-field prediction $`\rho (t)1/t`$. Therefore, the coagulation model provides one of the simplest examples where fluctuation effects change the entire temporal behavior of a reaction-diffusion process.
It is quite remarkable that this result could be verified experimentally by analyzing the kinetics of laser-induced excitons on tetramethylammonium manganese trichloride (TMMC) . TMMC is a crystal consisting of parallel manganese chloride chains. Laser-induced electronic excitations of the Mn<sup>2+</sup> ions, so-called excitons, migrate along the chain and may be interpreted as quasi-particles. The chains are separated by large tetramethylammonium ions so that the exchange of excitons between different chains is suppressed by a factor of $`10^4`$. Therefore, the polymer chains can be considered as one-dimensional systems. Because of exciton-phonon induced lattice distortions the motion of excitons is diffusive. Moreover, when two excitons meet at the same lattice site, the Mn<sup>2+</sup> ion is excited to twice the excitation energy. Subsequently, the ion relaxes back to a simply exited state by the emission of phonons. Thus, the fusion of excitons can be viewed as a coagulation process $`2AA+`$heat on a one-dimensional lattice.
The concentration of quasiparticles can be measured indirectly by detecting the luminescence intensity $`I(t)`$ which is proportional to the number of excitons. Eq. (52) predicts that $`I(t)I(0)/(1+\alpha t^\delta )`$, where $`\alpha `$ fixes the time scale and $`\delta =1/2`$. This equation can be rewritten as
$$\mathrm{log}\left[\frac{I(0)}{I(t)}1\right]=\delta \mathrm{log}t+\mathrm{log}\alpha .$$
(56)
The experimental results are shown in Fig. 7. The best fits according to Eq. (56) yield estimates of about $`\delta =0.48(3)`$, being in perfect agreement with the theoretical prediction $`\delta =1/2`$. In other experiments the polymers chains are confined to small pores. Here the excitons perform both annihilation and coagulation processes. The estimates $`\delta =0.55(4)`$ and $`\delta =0.47(3)`$ are again in agreement with the theoretical result.
To summarize, the experimental investigation of excitons on polymer chains confirms that the concept of stochastic reaction-diffusion processes is well justified in order to quantitatively predict the behavior of certain complex systems. In addition, these experiments prove that fluctuations effects do exist in nature and may change the physical properties of the system in agreement with the theoretical prediction.
### 2.10 Dynamic processes approaching thermal equilibrium
Stochastic dynamic processes also play an important role in the context of equilibrium models. As outlined in the Introduction, equilibrium statistical mechanics deals with many-particle systems in contact with a thermal reservoir (heat bath) of temperature $`T`$. In the long-time limit such a system approaches a statistically stationary state where it evolves through certain configurations according to a well-defined probability distribution $`P_{eq}(s)`$. The key property of equilibrium models is the existence of an energy functional $``$ associating each configuration $`s`$ with a certain energy $`(s)`$. The equilibrium distribution $`P_{eq}(s)`$ is then given by the canonical ensemble
$$P_{eq}(s)=\frac{1}{Z}\mathrm{exp}((s)/k_BT),$$
(57)
where $`T`$ is the temperature, $`k_B`$ the Boltzmann constant, and $`Z`$ the partition sum. This probability distribution can be used to determine averages of certain macroscopic observables by summing over all accessible states. It is important to note that equilibrium statistical mechanics does not involve any dynamical aspect. In other words, it is irrelevant how the system evolves through different configurations, one is only interested in the relative frequency of certain configurations to be visited in the stationary state.
Although there is no ‘time’ in equilibrium statistical physics, one may use dynamic random processes as a tool to generate the equilibrium ensemble $`P_{eq}(s)`$ of a particular equilibrium model. More precisely, such a dynamic process evolves into a stationary state $`P_{\mathrm{}}(s):=lim_t\mathrm{}P_t(s)`$ that coincides with the equilibrium ensemble $`P_{eq}(s)`$. Generally there is a large variety of dynamic random processes that can be used to generate the stationary ensemble of a particular equilibrium model. Let us, for example, consider the ferromagnetic Ising model on a $`d`$-dimensional square lattice . Its energy functional is given by
$$(\sigma )=J\underset{<i,j>}{}\sigma _i\sigma _j,$$
(58)
where the sum runs over pairs of adjacent sites, $`J`$ is a coupling constant, and $`\sigma _i=\pm 1`$ denotes the local spin at site $`i`$. The equilibrium ensemble of the Ising model may be generated by a dynamic process with synchronous dynamics mimicking the contact of the system with a thermal reservoir. These dynamic rules – usually referred to as heat bath dynamics – are defined through the transition probabilities
$$p_{\sigma \sigma ^{}}=\underset{i}{}p_i(\sigma ),p_i(\sigma )=\frac{e^{h_i(\sigma )}}{e^{h_i(\sigma )}+e^{h_i(\sigma )}},h_i(\sigma )=\frac{1}{k_BT}\underset{j}{}\sigma _j,$$
(59)
where $`\sigma `$ denotes the actual state of the model and $`j`$ runs over the nearest neighbors of $`i`$. In order to verify the coincidence of the stationary distribution $`P_{\mathrm{}}(\sigma )`$ and the equilibrium ensemble of the Ising model, it is sufficient to prove that the dynamic processes are ergodic and obey detailed balance
$$P_{eq}(\sigma )p_{\sigma \sigma ^{}}=P_{eq}(\sigma ^{})p_{\sigma ^{}\sigma }.$$
(60)
Detailed balance means that the probability currents between two states are exactly equal in both directions, i.e., the currents cancel each other in the stationary state. Heat bath dynamics is only one out of infinitely many dynamic processes generating the Ising equilibrium ensemble. Examples include Glauber, Metropolis, and Kawasaki dynamics, as well as the Swendsen-Wang and Wolf cluster algorithms. Although these stochastic models have very different dynamic properties, they all evolve towards the same stationary state which is just the equilibrium state of the Ising model.
### 2.11 Matrix product states
For the majority of reaction-diffusion models it is quite difficult or even impossible to solve the master equation analytically. In some cases, however, it is still possible to compute the stationary state of the system. In recent years a powerful algebraic approach has been developed by which $`n`$-point correlation functions of certain nonequilibrium systems can be computed exactly (see Ref. for a general review). This approach generalizes states with product measure to so-called matrix product states (MPS) by replacing real-valued probabilities with non-commutative operators. Representing these operators in terms of matrices it is possible to compute correlation functions by evaluating certain matrix products.
MPS for the exclusion process
In order to introduce the matrix product technique, let us consider the partially asymmetric exclusion process in one spatial dimension with asynchronous dynamics and particle adsorption (desorption) at the left (right) boundary. The Liouville operator of this system is given by
$$=𝒮_1+𝒮_N+\underset{i=1}{\overset{N1}{}}_i,$$
(61)
where $`_i`$ describes the hopping in the bulk while $`𝒮_1`$ and $`𝒮_N`$ are the surface contributions for adsorption and desorption, respectively. In the standard basis (see Appendix A), these operators read
$$_i=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& q^1& q& 0\\ 0& q^1& q& 0\\ 0& 0& 0& 0\end{array}\right),𝒮_1=\left(\begin{array}{cc}\alpha & 0\\ \alpha & 0\end{array}\right),𝒮_N=\left(\begin{array}{cc}0& \beta \\ 0& \beta \end{array}\right).$$
(62)
The partially asymmetic exclusion process with particle input and output is particularly interesting in presence of a current, that is, for $`q1`$. Depending on $`\alpha `$ and $`\beta `$, the system is in a phase of low, high, or maximal density (see Fig. 5). It seems to be quite surprising that this simple model could be solved only a few years ago by recursion techniques and, at the same time, by using the matrix product method .
The solution is particularly simple along the coexistence line between the high and low density phases $`\alpha +\beta =qq^1`$. Here the stationary state $`|P_s`$ may be written as
$$|P_s=\frac{1}{Z}\left(\begin{array}{c}e\\ d\end{array}\right)\mathrm{}\left(\begin{array}{c}e\\ d\end{array}\right)=\left(\begin{array}{c}e\\ d\end{array}\right)^N,$$
(63)
where $`e=1/\alpha `$ and $`d=1/\beta `$. This state has a product measure, i.e., all spatial correlations vanish. The constant $`Z=(e+d)^N`$ normalizes the probability distribution. The stationarity $`|P_s=0`$ can be verified by proving the relations
$$\begin{array}{c}\hfill 𝒮_1\left(\begin{array}{c}e\\ d\end{array}\right)=\left(\begin{array}{c}1\\ 1\end{array}\right),𝒮_N\left(\begin{array}{c}e\\ d\end{array}\right)=\left(\begin{array}{c}1\\ 1\end{array}\right),\\ \hfill _i\left[\left(\begin{array}{c}e\\ d\end{array}\right)\left(\begin{array}{c}e\\ d\end{array}\right)\right]=\left(\begin{array}{c}1\\ 1\end{array}\right)\left(\begin{array}{c}e\\ d\end{array}\right)+\left(\begin{array}{c}e\\ d\end{array}\right)\left(\begin{array}{c}1\\ 1\end{array}\right),\end{array}$$
(64)
which provide the following cancellation mechanism: First the action of $`𝒮_1`$ generates a factor $`\left(\begin{array}{c}1\\ 1\end{array}\right)`$ at the leftmost position in the product (63). This factor is then commuted to the right by successive action of $`_1,\mathrm{},_{N1}`$ until it is adsorbed at the right boundary by the action of $`𝒮_N`$. This cancellation mechanism proves that the homogeneous product state (63) is stationary along the coexistence line $`\alpha +\beta =qq^1`$.
For $`\alpha +\beta qq^1`$ the stationary state has no longer the form of a simple product state. However, as will be shown below, it can be expressed as a matrix product state. To this end we replace the probabilities $`e`$ and $`d`$ in Eq. (63) by noncommutative operators $`E`$ and $`D`$. These operators act in an auxiliary space which is different from the configurational vector space of the lattice model. Introducing boundary vectors $`W|`$ and $`|V`$ with $`W|V0`$ a matrix product state may be written as
$$|P_s=\frac{1}{Z}W|\left(\begin{array}{c}E\\ D\end{array}\right)^N|V.$$
(65)
Notice that $`W|`$ and $`|V`$ are vectors in the auxiliary space while $`|P_s`$ denotes the stationary probability distribution in configuration space. By selecting the matrix element $`W|\mathrm{}|V`$, products of the operators can be mapped to real-valued probabilities<sup>4</sup><sup>4</sup>4The matrix product technique can also be applied to models with periodic boundary conditions. In this case the matrix elements $`W|\mathrm{}|V`$ have to be replaced by a trace operation $`\text{Tr}[\mathrm{}]`$.. The normalization constant is given by $`Z=W|C^N|V`$, where $`C=D+E`$. The cancellation mechanism
$$\begin{array}{c}\hfill W|𝒮_1\left(\begin{array}{c}E\\ D\end{array}\right)=W|\left(\begin{array}{c}1\\ 1\end{array}\right),𝒮_N\left(\begin{array}{c}E\\ D\end{array}\right)|V=\left(\begin{array}{c}1\\ 1\end{array}\right)|V,\\ \hfill _i\left[\left(\begin{array}{c}E\\ D\end{array}\right)\left(\begin{array}{c}E\\ D\end{array}\right)\right]=\left(\begin{array}{c}1\\ 1\end{array}\right)\left(\begin{array}{c}E\\ D\end{array}\right)+\left(\begin{array}{c}E\\ D\end{array}\right)\left(\begin{array}{c}1\\ 1\end{array}\right)\end{array}$$
(66)
is the same as in Eq. (64), leading to the algebra
$$DE=D+E$$
(67)
and the boundary conditions
$$W|E=\alpha ^1W|,D|V=\beta ^1|V.$$
(68)
This ansatz is not restricted to the exclusion process but can be applied to any reaction-diffusion process with random-sequential updates. It converts the dynamic rules of the model into a set of algebraic relations and boundary conditions. The problem of calculating the stationary state is then shifted to the problem of finding a matrix representation of the algebra. In the present case the quadratic algebra (67) can be mapped onto a bosonic algebra for which an infinite-dimensional matrix representation exists . For particular values of $`\alpha `$ and $`\beta `$, however, there are also finite-dimensional representations . For example, along the coexistence line $`\alpha +\beta =qq^1`$ the product state (63) is nothing but a one-dimensional representation of the algebra. Moreover, it can be shown that for $`\alpha +\beta +\alpha \beta q=q+q^1`$ a two-dimensional matrix representation is given by
$$\begin{array}{c}\hfill E=\left(\begin{array}{cc}\frac{1}{\alpha }& 0\\ 1& \frac{1+\alpha q}{\alpha q^2}\end{array}\right),D=\left(\begin{array}{cc}\frac{1}{\beta }& 1\\ 0& \frac{1+\beta q}{\beta q^2}\end{array}\right),W|=(\mathrm{1\hspace{0.17em}\hspace{0.17em}0}),|V=\left(\begin{array}{c}1\\ 0\end{array}\right).\end{array}$$
(69)
For a given matrix representation the stationary particle concentration profile $`\rho _i^{stat}`$ can be computed by evaluating the matrix product
$$\rho _i^{stat}=\frac{W|C^{i1}DC^{Ni}|V}{W|C^N|V}.$$
(70)
In the case of the above $`2\times 2`$ representation we obtain the exact result
$$\rho _i^{stat}=\frac{\frac{1}{\alpha q}\lambda _1^{N1}\frac{\alpha q}{\beta ^2(1+\alpha q)}\lambda _2^{N1}+\lambda _1^{i1}\lambda _2^{Ni}}{\frac{\beta (1+\alpha q)}{\alpha q}\lambda _1^N\frac{\alpha q}{\beta (1+\alpha q)}\lambda _2^N},$$
(71)
where
$$\lambda _1=\frac{qq^1}{\alpha \beta (1+\alpha q)},\lambda _2=\frac{qq^1}{\alpha \beta (1+\beta q)}$$
(72)
are the eigenvalues of $`C`$. The density profile is shown in Fig. 8 for various values of $`\alpha `$, visualizing the transition between the low and the high density phase. Similarly, one can compute two-point correlation functions
$$s_is_j=\frac{W|C^{i1}DC^{ji1}DC^{Nj}|V}{W|C^N|V}.$$
(73)
In this expression the matrix $`C`$ plays the role of a transfer matrix between the sites $`i`$ and $`j`$. Therefore, the long-distance behavior of correlation functions in the bulk will be governed by the largest eigenvalue of $`C`$. In particular, for any finite-dimensional representation of the algebra, the correlation functions in the stationary state will decay exponentially. Only infinite-dimensional representations can lead to long-range correlations with power-law decay in the stationary state.
It is also possible to apply the matrix product technique to the totally asymmetric exclusion process with sublattice-parallel updates , where a different cancellation mechanism is needed . Recently, the matrix product method could even be extended to the case of fully parallel updates .
MPS for models with particle reactions
Most models which have been solved so far by using the matrix product method are diffusive systems, i.e., they describe stochastic transport of particles. Up to now only one exception is known where particles react with each other, namely the anisotropic decoagulation model with closed boundary conditions and random sequential updates. As will be explained in the following, this model exhibits a boundary-induced phase transition and can be solved by using a generalized matrix product ansatz .
The anisotropic decoagulation model is defined by the following dynamic rules:
$$\begin{array}{cccc}\text{diffusion:}\hfill & & \text{Ø}A\underset{𝑞}{}A\text{Ø},& A\text{Ø}\underset{q^1}{}\text{Ø}A,\hfill \\ \text{coagulation:}\hfill & & AA\underset{𝑞}{}A\text{Ø},& AA\underset{q^1}{}\text{Ø}A,\hfill \\ \text{decoagulation:}\hfill & & \text{Ø}A\underset{\kappa q}{}AA,& A\text{Ø}\underset{\kappa q^1}{}AA.\hfill \end{array}$$
The corresponding Liouville operator reads
$$_i=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& (\kappa +1)q& q^1& q^1\\ 0& q& (\kappa +1)q^1& q\\ 0& \kappa q& \kappa q^1& q+q^1\end{array}\right).$$
(74)
Thus, the model is controlled by two parameters, namely the anisotropy $`q`$ and the decoagulation rate $`\kappa `$. The phase diagram displays two phases, a low-density phase for $`\kappa <q^21`$ and a high-density phase for $`\kappa >q^21`$. From the physical point of view these phases are different from those observed in the asymmetric exclusion process since here the number of particles is not conserved. Notice that the rates for diffusion and coagulation coincide. Moreover, all reactions have the same bias. This special choice ensures that the model is integrable. Various exact results have been obtained by using IPDF and free-fermion techniques . At the critical point $`\kappa _c=q^21`$, the relaxational spectrum becomes massless and algebraic long-range correlations can be observed .
In order to express the stationary state of the model as a matrix product state of the form (65), the cancellation mechanism of Eq. (66) has to be generalized. This can be achieved by replacing the vector $`\left(\begin{array}{c}1\\ 1\end{array}\right)`$ by $`\left(\begin{array}{c}\overline{E}\\ \overline{D}\end{array}\right)`$, where $`\overline{E}`$ and $`\overline{D}`$ are two additional operators acting in the auxiliary space. The generalized cancellation mechanism reads
$$\begin{array}{c}\hfill W|𝒮_1\left(\begin{array}{c}E\\ D\end{array}\right)=W|\left(\begin{array}{c}\overline{E}\\ \overline{D}\end{array}\right),𝒮_N\left(\begin{array}{c}E\\ D\end{array}\right)|V=\left(\begin{array}{c}\overline{E}\\ \overline{D}\end{array}\right)|V,\\ \hfill _i\left[\left(\begin{array}{c}E\\ D\end{array}\right)\left(\begin{array}{c}E\\ D\end{array}\right)\right]=\left(\begin{array}{c}\overline{E}\\ \overline{D}\end{array}\right)\left(\begin{array}{c}E\\ D\end{array}\right)+\left(\begin{array}{c}E\\ D\end{array}\right)\left(\begin{array}{c}\overline{E}\\ \overline{D}\end{array}\right).\end{array}$$
(75)
This ansatz leads to the bulk algebra
$$\begin{array}{c}\hfill 0=E\overline{E}\overline{E}E,\\ \hfill (\kappa +1)qEDq^1DEq^1DD=E\overline{D}\overline{E}D,\\ \hfill qED+(\kappa +1)q^1DEqDD=D\overline{E}\overline{D}E,\\ \hfill \kappa qED\kappa q^1DE+(q+q^1)DD=D\overline{D}\overline{D}D,\end{array}$$
(76)
and the boundary conditions
$$W|\overline{E}=W|\overline{D}=\overline{E}|V=\overline{D}|V=\mathrm{\hspace{0.33em}0}.$$
(77)
A trivial one-dimensional representation of this algebra is given by $`E=C=1,\overline{E}=\overline{C}=0`$, describing a system without particles. In the symmetric case $`q=1`$ there is another one-dimensional representation $`E=1,C=\gamma ^2,\overline{E}=\overline{C}=0`$, corresponding to a homogeneous product state with particle density $`\rho =\kappa /(1+\kappa )`$. For $`q1`$ and $`\kappa q^21`$ we find the four-dimensional representation
$`E=\left(\begin{array}{cccc}q^2& q^2\gamma ^2& q^21& q^2(1\gamma ^2)\\ 0& \gamma ^2& 0& \gamma ^2q^2\\ 0& 0& 1& \gamma ^2(q^21)\\ 0& 0& 0& q^2\end{array}\right),C=\left(\begin{array}{cccc}q^2& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& \gamma ^2& 0\\ 0& 0& 0& q^2\end{array}\right),`$
$`W|=({\displaystyle \frac{1}{1q^2\gamma ^2}},\mathrm{\hspace{0.33em}\hspace{0.33em}0},{\displaystyle \frac{q^2}{q^2\gamma ^21}},{\displaystyle \frac{a(q^2q^2)(\gamma ^2q^2)\gamma ^2q^2\gamma ^2}{(\gamma ^21)(q^2+1)}}),`$ (78)
$`|V=({\displaystyle \frac{b(q^41)(q^2\gamma ^21)+q^4}{q^2+1}},\mathrm{\hspace{0.33em}\hspace{0.33em}0},{\displaystyle \frac{q^2(\gamma ^21)}{\gamma ^2q^2}},{\displaystyle \frac{(\gamma ^21)q^2}{\gamma ^4\gamma ^2q^2}}).`$
Using this representation, it is easy to compute the stationary particle density
$$\rho _j^{stat}=\frac{\gamma ^{2N}\left((\gamma ^21)+(q^21)\gamma ^2(q\gamma )^{2j}\right)q^{2N}\left((\gamma ^21)q^{24j}+(q^21)(q/\gamma )^{2j}\right)}{\gamma ^2(\gamma ^{2N}+\gamma ^{2N}q^{2N}q^{2N})}$$
(79)
which is in agreement with the result obtained by using the IPDF method . For $`\kappa q^21`$ a similar four-dimensional matrix representation can be constructed.
In the thermodynamic limit the anisotropic coagulation model exhibits a first-order phase transition (see Fig. 9). If the decoagulation rate $`\kappa `$ is small enough, the particles are swept towards one of the boundaries where they coagulate. The stationary particle density is therefore zero in the thermodynamic limit. Increasing $`\kappa `$ this region grows until its size diverges at a critical value $`\kappa _c=q^21`$. Above $`\kappa _c`$ the decoagulation process is strong enough to maintain a non-vanishing density of particles in the bulk. It should be emphasized that this type of phase transition is induced by the boundaries. In particular, there is no such transition if periodic boundary conditions are used.
The matrix product technique has also been applied to various other systems such as valence-bond-state models , spin-one quantum antiferromagnets , hard-core diffusion of oppositely charged particles , systems with fixed or moving impurities , as well as $`n`$-state diffusion processes . Furthermore, a dynamic matrix product ansatz has been introduced by which time-dependent properties of the exclusion process can be described . Although the full range of possible applications is not yet known, the matrix product technique seems to be limited to a few classes of models. By definition the method is restricted to one-dimensional systems. Moreover, there seems to be a subtle connection between matrix product states and integrability. This connection is not yet fully understood. In Ref. it was shown that the stationary state of any reaction-diffusion model can be expressed in terms of a MPS. However, in this generic case the corresponding matrix representation depends on the system size and is therefore useless from the practical point of view. A systematic classification scheme for matrix product states is not yet known. In this context it is interesting to note that the method of dynamic density matrix renormalization allows finite-dimensional matrix representation to be detected. As shown in Ref. , the existence of a finite-dimensional MPS is indicated by the fact that the density matrix has only a finite number of nonvanishing eigenvalues. Thus, by scanning the spectrum over a certain range of the systems parameter space, it is possible to search systematically for finite-dimensional matrix product representations.
## 3 Directed percolation
Spreading processes are encountered in many different situations in nature as diverse as epidemics , forest fires , and transport in random media . Spreading phenomena are usually characterized by two competing processes. For example, in an infectious disease the spreading agent (bacteria) may multiply and infect neighboring individuals. On the other hand, infected individuals may recover, decreasing the total amount of the spreading agent. Depending on the relative rates for infection and recovery, two different situations may emerge. If the infection process dominates, the epidemic disease will spread over the entire population, approaching a stationary state in which infection and recovery balance one another. However, if recovery dominates, the total amount of the spreading agent continues to decrease and eventually vanishes.
Theoretical interest in models for spreading stems mainly from the emerging phase transition between survival and extinction. The simplest model exhibiting such a transition is directed percolation (DP)<sup>5</sup><sup>5</sup>5 For further reading in this field we recommend the review on directed percolation by Kinzel , a summary of open problems by Grassberger , and the relevant chapters in a recent book by Marro and Dickman .. In DP sites of a lattice can either be active (infected) or inactive (healthy). Depending on a parameter controlling the balance between infection and recovery, activity may either spread over the entire system or die out after some time. In the latter case the system becomes trapped in a completely inactive state, the so-called absorbing state of the model. Since the absorbing state can only be reached but not be left, it is impossible to obey detailed balance, i.e., DP is a nonequilibrium process. The transition between the active and the inactive phase is continuous and characterized by universal critical behavior.
In many respects, the nonequilibrium critical behavior of DP is similar to that of equilibrium models. In particular, it is possible to use the concept of scale invariance and to identify various critical exponents. As in equilibrium statistical mechanics, these exponents allow phase transitions of different lattice models to be categorized into universality classes. As we will see below, DP is a fundamental class of nonequilibrium phase transitions, playing a similar role as the Ising universality class in equilibrium statistical mechanics. Although DP is very robust and easy to simulate, its critical behavior turns out to be highly nontrivial. This is what makes DP so fascinating.
In this Section we give a general introduction to DP, discussing the most important lattice models, basic scaling concepts, finite-size properties, as well as mean-field approaches. We also summarize various approximation techniques such Monte Carlo simulations, series expansions, and numerical diagonalization. Introducing basic field-theoretic methods we discuss the critical behavior of DP at surfaces, the early-time behavior, the influence of fractal initial conditions, persistence probabilities, and the influence of quenched disorder. Finally we review possible experimental realizations of DP and discuss the question why it is so difficult to verify the critical exponents in experiments.
### 3.1 Directed percolation as a spreading process
From isotropic to directed percolation
Although DP is often regarded as a dynamic process, it was originally defined as a geometric model for connectivity in random media which generalizes isotropic (undirected) percolation . Such a random medium could be a porous rock in which neighboring pores are connected by channels of varying permeability. An important question in geology would be how deep the water can penetrate into the rock.
In ordinary percolation the water propagates isotropically in all directions of space. One of the simplest models for isotropic percolation is bond percolation on a $`d`$-dimensional square lattice, as shown in the left part of Fig. 10. In this model the channels of the porous medium are represented by bonds between adjacent sites of a square lattice which are open with probability $`p`$ and otherwise closed<sup>6</sup><sup>6</sup>6Alternatively, we could have blocked sites instead of bonds with a certain probability. The resulting model, called site percolation, exhibits the same type of universal critical behavior at the transition.. For simplicity it is assumed that the states of different bonds are uncorrelated. Clearly, if $`p`$ is sufficiently large, the water will percolate through the medium over arbitrarily long distances. However, if $`p`$ is small enough, the penetration depth is expected to be finite so that large volumes of the material will be impermeable. Both regimes are separated by a continuous phase transition.
The left part in Fig. 10 shows a typical configuration of open and closed bonds in two dimensions. As can be seen, each site generates a certain cluster of connected sites corresponding to the maximal spreading range if the water was injected into a single pore. The site from where the cluster is generated is called the origin of the cluster. The size (or mass) of a cluster is defined as the number of connected sites. Notice that different origins may generate the same cluster. Consequently the whole lattice decomposes into a set of disjoint clusters.
Directed percolation, introduced in 1957 by Broadbent and Hammersley , is an anisotropic variant of isotropic percolation. As shown in the right part of Fig. 10, this variant introduces a specific direction in space. The channels (bonds) function as ‘valves’ in a way that the spreading agent can only percolate along the given direction, as indicated by the arrows. For example, we may think of a porous medium in a gravitational field that forces the water to propagate downwards<sup>7</sup><sup>7</sup>7This assumption is highly idealized since water is a conserved quantity. Moreover, the water can even flow against the gravity field (see Sec. 3.9).. Thus, filling in the spreading agent at a particular site, the resulting cluster of wet sites is a subset of the corresponding cluster in the isotropic case (see Fig. 10). Since in DP each site generates an individual cluster, a decomposition of the lattice into disjoint clusters is no longer possible. As in the case of isotropic percolation, DP exhibits a continuous phase transition.
The phase transitions of isotropic and directed percolation are similar in many respects. They both can be characterized by an order parameter $`P_{\mathrm{}}`$ which is defined as the probability that a randomly selected site generates an infinite cluster. If $`P_{\mathrm{}}`$ is finite, the spreading agent is able to percolate over arbitrarily long distances wherefore the system is said to be in the wet phase. If $`P_{\mathrm{}}`$ vanishes, the system is in the so-called dry phase where the spreading range is finite. Both isotropic and directed percolation are trivial in one dimension: Since an infinite cluster on a line requires all bonds to be open, the wet phase consists of a single point $`p=1`$. Another trivial case is the limit of infinitely many dimensions. Since each site is connected with infinitely many neighbors, an infinite cluster will be generated for any $`p>0`$. Consequently the inactive phase consists of single point in phase space, namely $`p=0`$. In finite dimensions $`2d<\mathrm{}`$ there is a continuous phase transition separating the wet phase from the dry phase at some critical value $`0<p_c<1`$. In the supercritical phase $`p>p_c`$ the medium is permeable ($`P_{\mathrm{}}>0`$) while in the subcritical phase $`p<p_c`$ the medium becomes impermeable ($`P_{\mathrm{}}=0`$). As expected, the critical threshold $`p_c`$ for directed percolation is larger than in the isotropic case.
Although isotropic and directed percolation have several common features, their critical behavior near the phase transition turns out to be different. In the isotropic case, the critical properties are in all directions the same (apart from lattice effects which are usually irrelevant on large scales) and hence the emerging long-range correlations are rotationally invariant. Because of a duality symmetry, the critical point of isotropic bond percolation is $`p_c=1/2`$ . Moreover, the critical exponents are given by simple rational numbers. Contrarily, the critical properties of DP reflect the anisotropy in space, leading to different critical exponents. In contrast to the isotropic case, the numerical values of the critical point and the exponents of DP are not yet known analytically and seem to be given by irrational numbers (see Sec. 3.4).
Interpretation of directed percolation as a dynamic process
Regarding the given direction as ‘time’, directed percolation may be interpreted as a $`d`$+1-dimensional dynamic process that describes the spreading of some non-conserved agent<sup>8</sup><sup>8</sup>8 Note that DP differs from ‘dynamic percolation’ which is used as a epidemic processes with immunization (see Sec. 3.8.. For example, as already mentioned before, DP may be viewed as a simple model for epidemic spreading of some infectious disease without immunization . In recent years the dynamic interpretation has become increasingly popular, partly because the time-dependent formulation is the natural realization of DP on a computer. In what follows we will adopt the dynamic interpretation. However, one should keep in mind that the geometric definition in terms of directed paths is fully equivalent.
The dynamic interpretation of DP is illustrated in Fig. 11, where the lattice sites of a (1+1)-dimensional directed bond percolation process are enumerated horizontally by a spatial coordinate $`i`$ and vertically by a discrete time variable $`t`$. Since we use a diagonal square lattice, odd and even time steps have to be distinguished. A local binary variable $`s_i(t)`$ is attached to each site. $`s_i=1`$ means that the site is active (occupied, wet) while $`s_i=0`$ denotes an inactive (empty, dry) site. The set $`s=\{s_i\}`$ at a given time $`t`$ specifies the configuration of the system.
For a given configuration at time $`t`$, the next configuration at time $`t+1`$ can be determined as follows. For each pair of bonds between the sites $`(i\pm 1,t)`$ and $`(i,t+1)`$ two random number $`z_i^\pm (0,1)`$ are generated. A bond is considered to be open (with probability $`p`$) if $`z_i^\pm <p`$, leading to the update rule
$$s_i(t+1)=\{\begin{array}{cc}1& \text{if }s_{i1}(t)=1\text{ and }z_i^{}<p,\hfill \\ 1& \text{if }s_{i+1}(t)=1\text{ and }z_i^+<p,\hfill \\ 0& \text{otherwise}.\hfill \end{array}$$
(80)
Thus, directed bond percolation can be considered as a Markov process with parallel dynamics. As in any dynamic system, we have to specify the initial state. Common initial states are the fully occupied lattice, random initial conditions, and configurations with a single particle at the origin (also called ‘active seed’).
Even very simple numerical simulations demonstrate that the temporal evolution of a DP process changes significantly at the phase transition. Typical space-time histories for random initial conditions are shown in the upper part of Fig. 12. For $`p<p_c`$ the number of particles decreases exponentially until the system reaches the absorbing state, whereas for $`p>p_c`$ the average particle number saturates at some constant value. At the critical point the mean particle number decays very slowly and the emerging clusters of active sites remind of fractal structures. A similar behavior can be observed if the DP process starts from a single seed (see lower part of Fig. 12). For $`p<p_c`$ the average number of particles first grows for a short time and then decays exponentially. For $`p>p_c`$ there is a finite probability that the resulting cluster is infinite. In this case activity spreads within a certain triangular region, the so-called spreading cone. At $`p=p_c`$ a critical cluster is generated from a single seed, whose scaling properties will be discussed in Sec. 3.3.
It is often helpful to regard DP as a reaction-diffusion process of interacting particles. Associating active sites with particles $`A`$ and inactive sites with vacancies Ø, a DP process corresponds to the reaction-diffusion scheme
$$\begin{array}{cc}\text{self-destruction:}\hfill & A\text{Ø},\hfill \\ \text{diffusion:}\hfill & \text{Ø}+AA+\text{Ø},\hfill \\ \text{offspring production:}\hfill & A2A,\hfill \\ \text{coagulation:}\hfill & 2AA.\hfill \end{array}$$
(81)
To understand this reaction-diffusion scheme, let us again consider the example of directed bond percolation. Depending on the configuration of the bonds, each active site (particle) may activate two neighboring sites of the subsequent row (next time step). If both bonds are closed, the particle self-destructs. If only one bond is open, the particle will diffuse to the left or to the right with equal probability, whereas an offspring is produced when both bonds are open. On the other hand, if two particles reach the same target site, they coalesce into a single particle, giving rise to the reaction $`2AA`$. This process limits the maximal density of active sites. In fact, as will be shown below, the coagulation process is the essential nonlinear ingredient of DP. In ‘fermionic’ models with an exclusion principle it is automatically included. However, in ‘bosonic’ models allowing for an infinite number of particles per site one would have to add this process explicitly.
### 3.2 Lattice models for directed percolation
In the literature there is a vast variety of DP models following the spirit of the above reaction-diffusion scheme. As we will see below, they all exhibit the same type of critical behavior at the transition. The common feature of all these models is the existence of an absorbing state, i.e., a configuration that the model can reach but from where it cannot escape. In most cases, the absorbing state is just the empty lattice. The existence of an absorbing state implies that certain microscopic processes are forbidden (for example, spontaneous creation of particles $`\text{Ø}A`$). In the sequel we will discuss three examples, namely the Domany-Kinzel cellular automaton, the contact process, and the Ziff-Gulari-Barshad model for heterogeneous catalysis.
The Domany-Kinzel cellular automaton
Cellular automata are algorithms that map a configuration of a lattice onto a new configuration. The automaton evolves in time by iteration of the map. Thus, the time variable $`t`$ is discrete. Usually the map can be decomposed into independent local updates. Since these updates can be processed simultaneously, cellular automata can efficiently be implemented on parallel computers. Depending on the type of updates, we distinguish between deterministic and stochastic cellular automata. A general classification of stochastic cellular automata was presented by Wolfram .
Various stochastic cellular automata are known to exhibit a DP transition from a fluctuating phase into an absorbing state. One of the simplest models in this class is the (1+1)-dimensional Domany-Kinzel (DK) model . It is defined on a diagonal square lattice and evolves by parallel updates according to certain conditional transition probabilities $`P[s_i(t+1)|s_{i1}(t),s_{i+1}(t)]`$. These probabilities depend on two parameters and are defined by
$`P[1|0,0]=0,`$
$`P[1|0,1]=P[1|1,0]=p_1,`$ (82)
$`P[1|1,1]=p_2,`$
where $`P[0|,]=1P[1|,]`$. The corresponding update scheme may be realized by the following algorithm (see Fig. 13): For each site $`i`$ we generate a uniformly distributed random number $`z_i(t)(0,1)`$ and set
$$s_i(t+1)=\{\begin{array}{cc}1\hfill & \text{if}s_{i1}(t)s_{i+1}(t)\text{and}z_i(t)<p_1,\hfill \\ 1\hfill & \text{if}s_{i1}(t)=s_{i+1}(t)=1\text{and}z_i(t)<p_2,\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
(83)
In contrast to directed bond percolation, the DK model depends on two percolation probabilities $`p_1`$ and $`p_2`$. The corresponding phase diagram is shown in Fig. 14. It comprises an active and an inactive phase, separated by a phase transition line (the solid line in the figure). In the active phase a fluctuating steady state exists on the infinite lattice, whereas in the inactive phase the model always reaches the absorbing state. The DK model includes three special cases. The previously discussed case of directed bond percolation corresponds to the choice $`p_1=p`$ and $`p_2=p(2p)`$. Another special case is directed site percolation , corresponding to the choice $`p_1=p_2=p`$. The third special case $`p_2=0`$ is equivalent to the rule ‘W18’ of Wolfram’s classification scheme . Numerical estimates for the corresponding critical points are summarized in Table 1.
There is strong numerical evidence that the critical behavior along the whole phase transition line (except for its upper terminal point) is that of DP. This means that all these transition points exhibit the same type of long-range correlations. The short-range correlations, however, are non-universal and may change when moving along the phase transition line. In order to understand the significance of short-range correlations from the physical point of view, let us consider spatial configurations (snapshots) of a critical DP cluster. Such configurations are typically characterized by localized spots of activity separated by large voids in between. Approaching the phase transition line the average size of inactive voids diverges, whereas the mean size of active spots remains finite and converges to a certain value $`S_{act}`$. By moving along the transition line of the DK model the asymptotic average size $`S_{act}`$ of active spots varies. As shown in Fig. 15, it is minimal for $`p_2=0`$, grows monotonically with $`p_2`$, and finally diverges at the terminal point $`p_2=1`$, where the system crosses over to a different type of critical behavior. Thus, by moving along the phase transition line the nonuniversal short-range properties change while the long-range properties remain unaffected.
The exceptional behavior at the upper terminal point of the phase transition line is due to an additional symmetry between active and inactive sites along the line $`p_2=1`$ . Here the DK model has two symmetric absorbing states, namely the empty and the fully occupied lattice. As the corresponding symmetry transformation maps $`p_1`$ to $`1p_1`$, the phase transition line must end in the terminal point $`(p_1,p_2)=(1/2,1)`$. As shown in the corresponding inset of Fig. 15, the resulting clusters of active sites are compact. Therefore, this special case is referred to as compact directed percolation (CDP) . Unfortunately this expression is misleading since CDP stands for a universality class which is completely different from DP. As can be verified easily, the DK model at the terminal point is equivalent to the (1+1)-dimensional voter model or the Glauber-Ising model at zero temperature. Alternatively, one may describe CDP as a pair-annihilation process of diffusing kinks separating inactive and active domains (cf. Sec. 2). We may therefore identify the critical behavior of CDP with the exactly solvable universality class of diffusing-annihilating random walks . We will come back to CDP in Sec. 3.8.
In more than one spatial dimension the DK model may be defined by local updates with conditional probabilities $`P(s_i(t+1)|n_i(t))`$ depending on the number $`n_i(t)=_{j<i>}s_j(t)`$ of active neighboring sites. Thus, the model is controlled by $`2d`$ parameters $`p_1,\mathrm{},p_{2d}`$:
$`P[1|0]=0,`$
$`P[1|n]=p_n.(1n2d)`$ (84)
Notice that for $`d=1`$ this definition is compatible with the usual definition of the DK model in Eq. (3.2). The special case of directed bond percolation corresponds to the choice $`p_n=1(1p)^n`$ while for equal parameters $`p_n=p`$ one obtains directed site percolation in $`d`$+1 dimensions.
The contact process
Another important lattice model for DP is the contact process. In contrast to cellular automata this model uses asynchronous updates. The contact process was first introduced by Harris as a model for epidemic spreading without immunization (for a review see Ref. ). Here the lattice sites represent infected and healthy individuals. Infected individuals can either heal themselves or infect their nearest neighbors. Depending on the relative rates of infection and recovery, the epidemic disease may either spread over the whole population or vanish after some time. In contrast to the DK model, infection and healing processes are assumed to occur spontaneously without correlation in space and time, i.e. spatially separated processes are not synchronized. To mimic this kind of asynchronous dynamics, the contact process uses random sequential instead of parallel updates (cf. Sec. 2.2).
The contact process is defined on a $`d`$-dimensional square lattice whose sites can be either active ($`s_i(t)=1`$) or inactive ($`s_i(t)=0`$). For each attempted update a site $`i`$ is selected at random. Depending on its state $`s_i(t)`$ and the number of active neighbors $`n_i(t)=_{j<i>}s_j(t)`$ a new value $`s_i(t+dt)=0,1`$ is assigned according to certain transition rates $`w[s_i(t)s_i(t+dt),n_i(t)]`$. In the standard contact process these rates are defined by
$$\begin{array}{cc}\hfill w[01,n]& =\lambda n/2d,\hfill \\ \hfill w[10,n]& =1.\hfill \end{array}$$
(85)
Here the parameter $`\lambda `$ controls the infection rate and plays the role of the percolation probability. For the (1+1)-dimensional case the dynamic processes are sketched in the upper row of Fig. 16. Monte Carlo simulations and series expansions suggest that the phase transition in 1+1 dimensions takes place at the critical point $`\lambda _c3.29785(8)`$ .
Whereas computational physicist often prefer the DK model for simulations, the contact process is more popular in the mathematical community because it is easy to write down the corresponding master equation. Following the notation of Sec. 2.2, the master equation of the 1+1 dimensional contact process with periodic boundary conditions is given by
$$\begin{array}{cc}\hfill _tP_t(s_1,\mathrm{},s_N)=\underset{i=1}{\overset{N}{}}(2s_i1)\{& \lambda s_{i1}P_t(s_1,\mathrm{},s_{i2},1,0,s_{i+1},\mathrm{},s_N)\hfill \\ & +\lambda s_{i+1}P_t(s_1,\mathrm{},s_{i1},0,1,s_{i+2},\mathrm{},s_N)\hfill \\ & P_t(s_1,\mathrm{},s_{i1},1,s_{i+1},\mathrm{},s_N)\},\hfill \end{array}$$
(86)
where $`P_t(s_1,\mathrm{},s_N)`$ denotes the probability to find the system at time $`t`$ in the configuration $`\{s_1,\mathrm{},s_N\}`$. As can be seen, the master equation involves only two-site interactions, as illustrated in the lower row of Fig. 16. Using the vector notation of Eq. (9) the corresponding Liouville operator $`_{CP}=_i_i`$ is given by
$$_i(\lambda )=\frac{1}{2}\left(\begin{array}{cccc}0& 1& 1& 0\\ 0& 1+\lambda & 0& 1\\ 0& 0& 1+\lambda & 1\\ 0& \lambda & \lambda & 2\end{array}\right).$$
(87)
Notice that this operator does not satisfy simple algebraic relations as in Eq. (2.8), indicating that DP is a highly nonintegrable process. Finite-size spectra of $`_{CP}`$ will be analyzed in Sec. 3.4.
The Ziff-Gulari-Barshad model for heterogeneous catalysis
Many catalytic reactions such as the oxidation of carbon monoxide on a platinum surface mimic the reaction scheme of directed percolation. The key property of these reactions is the existence of catalytically poisoned states where the system becomes trapped in a frozen state. Thus, poisoned states play the role of absorbing configurations. A simple model for surface catalysis of the chemical reaction CO + O $``$ CO<sub>2</sub> was introduced in 1986 by Ziff, Gulari, and Barshad (ZGB) . The model describes a gas composed of CO and O<sub>2</sub> molecules with fixed concentrations $`y`$ and $`1y`$, respectively, which is brought into contact with a catalytic material. The catalytic surface is represented by a square lattice whose sites can be either vacant (Ø), occupied by a CO molecule, or occupied by an O atom. The ZGB model evolves by random sequential updates according to the following probabilistic rules:
1. CO molecules fill any vacant site at rate $`y`$.
2. O<sub>2</sub> molecules dissociate on the surface into two O atoms and fill pairs of adjacent vacant sites at rate $`1y`$.
3. Neighboring CO molecules and O atoms recombine instantaneously to CO<sub>2</sub> and desorb from the surface, leaving two vacancies behind.
On the lattice the three processes correspond to the reaction scheme
Ø $`\text{CO}`$ at rate $`y`$ ,
$`\text{Ø}+\text{Ø}`$ $`\text{O}+\text{O}`$ at rate $`1y`$ , (88)
$`\text{O}+\text{CO}`$ $`\text{Ø}+\text{Ø}`$ at rate $`\mathrm{}`$ .
Clearly, this reaction is irreversible and thus the dynamic processes do not obey detailed balance. Moreover, if the whole lattice is covered either with pure CO or O, the system is trapped in a poisoned absorbing state. As shown in Fig. 17, the ZGB model can be in three different phases. For $`y<y_10.389`$ the system evolves into the O-poisoned state whereas for $`y>y_20.525`$ it always reaches the CO-poisoned state. In between the model is catalytically active. The model exhibits two different phase transitions, a continuous one at $`y=y_1`$ and a discontinuous one at $`y=y_2`$. Grinstein et al. expected the continuous transition to belong to the DP universality class. In order to verify this hypothesis, extensive numerical simulations were performed. Initially it was believed that the critical exponents were different from those of DP , while later the transition at $`y=y_1`$ was found to belong to DP . Very precise estimates of the critical exponents were recently obtained in Ref. , confirming the existence of a DP transition in the ZGB model. DP exponents were also obtained in a simplified version of the ZGB model . However, so far it has been impossible to observe DP exponents in experiments. We will come back to this problem in Sec. 3.9.
### 3.3 Phenomenological scaling theory
In equilibrium statistical physics continuous phase transitions are usually characterized by universal scaling laws. For example, the magnetization order parameter in the ordered phase of the two-dimensional Ising models vanishes close to the critical point as $`|TT_c|^\beta `$, where $`\beta `$ is a universal exponent. Similarly the correlation length $`\xi `$, which is the characteristic macroscopic length scale of the model, diverges as $`\xi |TT_c|^\nu `$. At the critical point the correlation length is infinite, i.e., there is no macroscopic length scale in the system. As a consequence, the system is invariant under suitable scaling transformations. It turns out that a very similar picture emerges in the nonequilibrium case. In the following we introduce a phenomenological scaling theory that can be applied to DP and other types of phase transitions into absorbing states.
The critical exponents $`\beta `$, $`\nu _{}`$, and $`\nu _{}`$
The order parameter of a spreading process is the density of active sites
$$\rho (t)=\frac{1}{N}\underset{i}{}s_i(t),$$
(89)
where $`\mathrm{}`$ denotes the ensemble average. Let us first consider the case of an infinite system. In the active phase $`\rho (t)`$ decays and eventually saturates at some stationary value $`\rho ^{stat}`$. The stationary density varies continuously with $`pp_c`$ and vanishes at the critical point (see Fig. 18). Close to the transition the order parameter varies according to a power law
$$\rho ^{stat}(pp_c)^\beta ,$$
(90)
where $`\beta `$ is the critical exponent associated with the particle density. In a double-logarithmic representation the power law behavior manifests itself as a straight line with slope $`\beta `$. As can be seen in Fig. 18, the value of $`\beta `$ depends on the dimensionality of the system. The numerical value $`\beta 0.277`$ in 1+1 dimensions is comparatively small, indicating a significant change of $`\rho ^{stat}`$ near the transition. In 2+1 dimensions a larger value $`\beta 0.58`$ is observed.
In addition, spreading processes are characterized by certain correlation lengths. In contrast to equilibrium models without any dynamical aspect, nonequilibrium critical phenomena involve ‘time’ as an additional dimension. Since ‘time’ and ‘space’ are different in character, we have to distinguish spatial and temporal properties, denoting them by the indices $``$ and $``$, respectively. In fact, nonequilibrium phase transitions are usually characterized by two independent correlation lengths, namely a spatial length scale $`\xi _{}`$ and a temporal length scale $`\xi _{}`$. Close to the transition, these length scales are expected to diverge as
$$\xi _{}|pp_c|^\nu _{},\xi _{}|pp_c|^\nu _{}$$
(91)
with generally different critical exponents $`\nu _{}`$ and $`\nu _{}`$. In the scaling regime the two correlation lengths are related by $`\xi _{}\xi _{}^z`$, where $`z=\nu _{}/\nu _{}`$ is the so-called dynamic exponent. In many models the triplet ($`\beta `$, $`\nu _{}`$, $`\nu _{}`$) is the fundamental set of bulk exponents that labels the universality class. Other critical exponents are usually related to these three exponents by simple scaling relations (see below). Nonequilibrium phase transitions in different physical systems are believed to belong to the same universality class if their critical exponents coincide<sup>9</sup><sup>9</sup>9In addition, it should be proven that universal scaling functions coincide as well.. In fact, the DK model, the contact process, the ZGB model, and a vast variety of other DP models are characterized by the same triplet of exponents.
Fig. 19 illustrates the physical meaning of the correlation lengths $`\xi _{}`$ and $`\xi _{}`$. As in equilibrium statistical mechanics, they are present below and above the critical point. In the inactive phase clusters originating from a single seed have the typical form of a droplet (panel A). Averaging over many independent realizations the lateral size and the lifetime of such droplets are proportional to $`\xi _{}`$ and $`\xi _{}`$, respectively. Above criticality the surviving clusters grow within a spreading cone (panel B) whose opening angle is determined by the ratio $`\xi _{}/\xi _{}`$. The correlation lengths can also be seen if homogeneous initial conditions are used. In the inactive phase the scaling length $`\xi _{}`$ plays the role of a typical decay time (panel C), while in the stationary state of the active phase the correlation lengths appear as the average sizes of inactive islands (panel D). This interpretation can be easily generalized to higher dimensions.
As suggested by the scaling properties of the density (90) and the correlation lengths (91), a spreading process should be invariant under dilatation $`\text{x}\mathrm{\Lambda }\text{x}`$ accompanied by an appropriate rescaling of time and the deviation from criticality $`\mathrm{\Delta }=pp_c`$:
$$\text{x}\mathrm{\Lambda }\text{x},t\mathrm{\Lambda }^zt,\mathrm{\Delta }\mathrm{\Lambda }^{1/\nu _{}}\mathrm{\Delta },\rho \mathrm{\Lambda }^{\beta /\nu _{}}\rho .$$
(92)
This allows scale-invariant combinations to be constructed such as $`t/x^z`$, $`\mathrm{\Delta }t^{1/\nu _{}}`$ and $`\mathrm{\Delta }x^{1/\nu _{}}`$. As we will see below, universal scaling functions can only depend on such scale-invariant ratios.
Scaling theory for phase transitions into absorbing states
So far we have seen that the stationary density in the active phase scales as $`\rho ^{stat}\mathrm{\Delta }^\beta `$, where $`\mathrm{\Delta }=pp_c`$ denotes the distance from the critical point. A very similar quantity is the ultimate survival probability $`P_{\mathrm{}}`$ that a randomly chosen site belongs to an infinite cluster (cf. Sec. 3.1). In the active phase this probability is finite and scales as
$$P_{\mathrm{}}\mathrm{\Delta }^\beta ^{}$$
(93)
with some critical exponent $`\beta ^{}`$. Although $`\beta `$ and $`\beta ^{}`$ coincide in the case of DP, they may be different in more general contexts, for example, in models with many absorbing states. Therefore, phase transitions into absorbing states are generally described by four exponents $`\beta `$, $`\beta ^{}`$, $`\nu _{}`$, and $`\nu _{}`$. The different roles of $`\beta `$ and $`\beta ^{}`$ become apparent in a field-theoretic formulation (see Sec. 3.5). It turns out that $`\beta `$ is associated with the particle annihilation operator. Therefore, this exponent emerges whenever a particle density is ‘measured’ in some final state. The exponent $`\beta ^{}`$, on the other hand, is associated with the creation of particles and thus plays a role whenever particles are ‘introduced’. This happens, for example, if an initial configuration is specified. In correlation functions, which involve creation as well as annihilation operators, both exponents are expected to appear.
Turning to time-dependent scaling properties in an infinitely large system, there are two important complementary quantities, namely the particle density $`\rho (t)`$ starting from a fully occupied lattice, and the survival probability $`P(t)`$ that a cluster grown from a single seed is still active after $`t`$ time steps. Following the usual scaling concept of equilibrium statistical mechanics, both quantities are expected to scale as
$$\rho (t)t^\alpha f(\mathrm{\Delta }t^{1/\nu _{}}),P(t)t^\delta g(\mathrm{\Delta }t^{1/\nu _{}}),$$
(94)
where $`\alpha `$ and $`\delta `$ are certain critical exponents for decay and survival, respectively . $`f`$ and $`g`$ are universal scaling functions, i.e., they have the same functional form in all DP models. For small arguments they both tend to a constant, whereas for large arguments they scale in a way that the time dependence drops out:
$$f(\zeta )\zeta ^{\alpha \nu _{}},g(\zeta )\zeta ^{\delta \nu _{}}.(\zeta \mathrm{})$$
(95)
In the active phase the two quantities therefore saturate at $`\rho ^{stat}=\rho (\mathrm{})\mathrm{\Delta }^{\alpha \nu _{}}`$ and $`P_{\mathrm{}}=P(\mathrm{})\mathrm{\Delta }^{\delta \nu _{}}`$. Comparison with Eqs. (90) and (93) yields
$$\alpha =\beta /\nu _{},\delta =\beta ^{}/\nu _{}.$$
(96)
An important quantity that combines both creation and annihilation of particles is the pair connectedness function $`c(\text{x}^{},t^{},\text{x},t)`$, which is defined as the probability that the sites $`(\text{x}^{},t^{})`$ and $`(\text{x},t)`$ are connected by a directed path of open bonds. Since the pair connectedness function is translationally invariant in space and time, we may also write $`c(\text{x}^{},t^{},\text{x},t)c(\text{x}\text{x}^{},tt^{})`$. Starting from an initial condition with a single active site at the origin $`\text{x}^{}=0`$, the pair connectedness function $`c(\text{x},t)`$ is just the density of active sites in the resulting clusters averaged over many realizations of randomness. Because of scaling invariance, the pair connectedness function $`c(\text{x},t)`$ obeys the scaling form
$$c(\text{x},t)t^{\theta d/z}F(x/t^{1/z},\mathrm{\Delta }t^{1/\nu _{}}),$$
(97)
where $`d`$ denotes the spatial dimension and $`z=\nu _{}/\nu _{}`$. The so-called critical initial slip exponent $`\theta `$ describes the growth of the average number of particles as a function of time (see Sec. 3.6). In order to determine $`\theta `$ we note that in the active phase $`\mathrm{\Delta }>0`$ surviving clusters will create an average density $`\rho ^{stat}\mathrm{\Delta }^\beta `$ in the interior of the spreading cone (cf. panel B of Fig. 19). Thus the autocorrelation function $`c(0,t)`$ should saturate at the value
$$c(0,\mathrm{})=\underset{t\mathrm{}}{lim}c(0,t)\mathrm{\Delta }^{\beta +\beta ^{}}.$$
(98)
On the other hand, the scaling form (97) implies that $`c(0,t)`$ saturates in the active phase at a constant with the scaling behavior<sup>10</sup><sup>10</sup>10To prove this relation, notice that $`F(0,\zeta )\zeta ^{(\theta d/z)\nu _{}}`$ for large values of $`\zeta `$.
$$c(0,\mathrm{})\mathrm{\Delta }^{\nu _{}(d/z\theta )}.$$
(99)
Comparing the two expressions we obtain the generalized hyperscaling relation for phase transitions into absorbing states
$$\theta \frac{d}{z}=\frac{\beta +\beta ^{}}{\nu _{}}.$$
(100)
It should be noted that the scaling argument (98) relies on the assumption that the cluster spreads around the origin, i.e., the spreading cone surrounds the origin. In sufficiently high spatial dimensions, however, the cone becomes sparse and diffuses away from the origin so that the autocorrelation function $`c(0,\mathrm{})`$ vanishes. For example, in a DP process this happens above the upper critical dimension $`d_c=4`$. In fact, the generalized hyperscaling relation (100) turns out to be valid only below the upper critical dimension of the spreading process under consideration.
The scaling theory outlined above assumes the system size to be infinite. For finite systems sizes the scaling functions also depend on the invariant ratio $`\xi _{}^d/N=t^{d/z}/N`$, where $`N=L^d`$ is the total number of sites. The generalized scaling forms read
$`\rho (t)`$ $``$ $`t^{\beta /\nu _{}}f(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N),`$ (101)
$`P(t)`$ $``$ $`t^{\beta ^{}/\nu _{}}g(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N),`$ (102)
$`c(\text{x},t)`$ $``$ $`t^{(\beta +\beta ^{})/\nu _{}}F(x/t^{1/z},\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N).`$ (103)
Derived scaling properties
The scaling behavior of various other quantities can be derived directly from the scaling relations (101)-(103). For example, the mean cluster mass $`M`$ is given by the total integral of the pair connectedness function
$$M=d^dx_0^{\mathrm{}}𝑑tc(\text{x},t).$$
(104)
Inserting the scaling relation (97) and substituting the scaling variables we obtain a scaling law for the average cluster mass measured in an infinite system below criticality:
$$Md^dx_0^{\mathrm{}}𝑑tt^{\theta d/z}F(x/t^{1/z},\mathrm{\Delta }t^{1/\nu _{}})|\mathrm{\Delta }|^{\nu _{}(1+\theta )}.$$
(105)
Similarly, the mean survival time $`T`$, the mean spatial volume $`V`$, and the mean size $`S`$ of a cluster in the inactive phase are given by
$`T`$ $`={\displaystyle 𝑑tP(t)}={\displaystyle 𝑑tt^\delta G(\mathrm{\Delta }t^{1/\nu _{}})}|\mathrm{\Delta }|^{\nu _{}(1\delta )},`$ (106)
$`V`$ $`={\displaystyle 𝑑tP(t)t^{d/z1}}={\displaystyle 𝑑tt^{d/z\delta 1}G(\mathrm{\Delta }t^{1/\nu _{}})}|\mathrm{\Delta }|^{\nu _{}(d/z\delta )},`$ (107)
$`S`$ $`={\displaystyle 𝑑tP(t)t^{d/z}}={\displaystyle 𝑑tt^{d/z\delta }G(\mathrm{\Delta }t^{1/\nu _{}})}|\mathrm{\Delta }|^{\nu _{}(d/z+1\delta )}.`$ (108)
For these quantities, we obtain the following scaling relations:
$`M`$ $`|\mathrm{\Delta }|^\gamma ,`$ $`\gamma `$ $`=\nu _{}(1+\theta )=\nu _{}+d\nu _{}\beta \beta ^{},`$ (109)
$`T`$ $`|\mathrm{\Delta }|^\tau ,`$ $`\tau `$ $`=\nu _{}(1\delta )=\nu _{}\beta ^{},`$ (110)
$`V`$ $`|\mathrm{\Delta }|^v,`$ $`v`$ $`=\nu _{}(d/z\delta )=d\nu _{}\beta ^{},`$ (111)
$`S`$ $`|\mathrm{\Delta }|^\sigma ,`$ $`\sigma `$ $`=\nu _{}(d/z+1\delta )=\nu _{}+d\nu _{}\beta ^{}.`$ (112)
Spreading processes in an external field
Let us finally consider a spreading process in an external field $`h`$. Using the particle interpretation, such a field may be realized by spontaneous creation of particles $`\text{Ø}A`$ at rate $`h`$ during the temporal evolution. Clearly, spontaneous particle creation destroys the absorbing state and therefore the transition itself. That is, the external field drives the system away from criticality. For small $`h`$ the resulting distance from criticality obeys certain scaling laws.
In principle the presence of an external field requires to introduce another independent critical exponent for the coupling constant. In the case of DP, however, this exponent is not independent, it is rather identical with the mean cluster size exponent $`\gamma `$. To understand this relation, let us consider the stationary state of a subcritical DP process in presence of a weak field. Obviously, a site can only become active if it is connected with at least one other site backwards in time where a particle was spontaneously created by the external field. Since the number of such sites is equal to the cluster size, the probability to become active is given by $`\rho ^{stat}1(1h)^{M(\mathrm{\Delta })}`$. For weak fields, the stationary density is therefore linear in $`h`$:
$$\rho ^{stat}hM(\mathrm{\Delta }).(\mathrm{\Delta }<0)$$
(113)
Consequently, the susceptibility of a supercritical DP process scales as
$$\chi =\frac{}{h}\rho ^{stat}|\mathrm{\Delta }|^\gamma .$$
(114)
Invariance under rescaling (92) requires the external field to change as
$$h\mathrm{\Lambda }^{\beta ^{}/\nu _{}zd}h=\mathrm{\Lambda }^{\sigma /\nu _{}}h.$$
(115)
Thus, at criticality the stationary response of a DP process is given by
$$\rho ^{stat}h^{\beta /\sigma }.$$
(116)
More generally, we may extend the scaling forms (101)-(103) by including the scale-invariant argument $`ht^{\sigma /\nu _{}}`$. For example, the density $`\rho (t)`$ evolves as
$$\rho (t)t^{\beta /\nu _{}}f(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N,ht^{\sigma /\nu _{}}).$$
(117)
Time reversal symmetry of directed percolation
As shown in Ref. , a special symmetry of DP under time reversal implies the additional scaling relation
$$\beta =\beta ^{}.$$
(118)
This is the reason why DP is characterized by only three instead of four critical exponents. In order to understand this duality symmetry from the physical point of view, let us consider the special case of directed bond percolation. By reversing the arrows shown in the right part of Fig. 10 one obtains a directed bond percolation process that evolves ‘backwards’ in time. Obviously, the reversed process follows exactly the same probabilistic rules as the original one. Moreover, if two sites were connected by a directed path in the original process, they will also be connected in the reversed process. Hence, if the reversed process was started from a fully occupied lattice at $`t>0`$, the resulting active sites at $`t=0`$ would be precisely those sites which – in the original process – would generate clusters that are still alive at time $`t`$. Therefore, in the case of directed bond percolation we obtain
$$P(t)=\rho (t),$$
(119)
i.e., the survival probability of a single seed $`P(t)`$ is exactly equal to the density of active sites $`\rho (t)`$ in a DP process starting with a fully occupied lattice. Thus, in the active phase the two quantities saturate at the same value $`P_{\mathrm{}}=\rho ^{stat}`$ wherefore the corresponding critical exponents $`\beta `$ and $`\beta ^{}`$ have to be identical. It should be emphasized that this time reversal symmetry of DP is nontrivial and does not hold for other systems such as models with several absorbing states or spreading processes with a fluctuating background . Together with Eq. (118) the generalized hyperscaling relation (100) reduces to the DP hyperscaling relation
$$\theta =d/z2\delta =\frac{d\nu _{}2\beta }{\nu _{}}.$$
(120)
Consequently, the autocorrelation function $`c(0,t)`$ for DP saturates in the active phase at the value $`c(0,\mathrm{})\mathrm{\Delta }^{2\beta }`$.
The DP conjecture
One of the most fascinating properties of DP models is their robustness with respect to the microscopic dynamic rules. In fact, the DP class covers a wide range of models. It includes, for example, the vast majority of spreading models such as the contact process , epidemic spreading without immunization , and forest fire models . Moreover, the DP class includes models for catalytic reactions , interacting particles , as well as branching-annihilating random walks with odd number of offspring . Furthermore, certain growth processes and coupled map lattices with asynchronous updates display DP behavior. In fact, this list is far from being complete.
The variety and robustness of DP models led Janssen and Grassberger to the conjecture that a model should belong to the DP universality class if the following conditions hold :
1. The model displays a continuous phase transition from a fluctuating active phase into a unique absorbing state.
2. The transition is characterized by a positive one-component order parameter.
3. The dynamic rules involve only short-range processes.
4. The system has no special attributes such as additional symmetries or quenched randomness.
Although this conjecture has not yet been proven rigorously, it is highly supported by numerical evidence. In fact, DP seems to be even more general and may be identified in systems that violate some of the four conditions, for example in certain models with non-unique or fluctuating passive states . Even complicated spreading processes with several spreading agents and multicomponent order parameters were shown to exhibit DP behavior . Some models with infinitely many absorbing states, that were initially thought to belong to different universality classes, were later found to be in the DP class as well (see Sec. 3.8). Not only the bulk exponents $`\beta ,\nu _{},\nu _{}`$ are universal but also other quantities as, for example, scaling functions and higher moments of the order parameter .
It is remarkable that DP is one of very few critical phenomena in 1+1 dimensions which has not yet been solved exactly. Despite of its simplicity and robustness it seems to be impossible to compute the critical exponents exactly. In fact, the numerical estimates suggest that the critical exponents are given by irrational numbers rather than simple rational values. The lack of analytical results may be related to the fact that DP – in contrast to ordinary (isotropic) percolation – is not conformally invariant since there is no symmetry between ‘space’ and ‘time’. Attempts to replace conformal invariance by an anisotropic scaling theory have not yet been successfully applied to DP .
Only few exceptions of DP are known so far. They all violate at least one of the four conditions listed above. For example, a different universality class emerges when the system has two or more symmetric absorbing states (see Sec. 4.2). Another example is the activated random walk model with a conserved order parameter (see Sec. 4.3) Different universal properties are also encountered in models where activity spreads over long distances by Lévy flights (see Sec. 4.1).
### 3.4 Estimation of the critical exponents
Directed percolation is one of very few critical phenomena whose critical exponents in 1+1 dimensions are not known exactly. However, thanks to extensive numerical simulations, transfer matrix techniques, series expansions, and field-theoretical calculations the critical exponents have been estimated in various dimensions to an extremely high accuracy. This subsection briefly summarizes the available methods and the most precise estimates.
Mean-field approximation
In order to estimate the critical exponents $`\beta `$, $`\nu _{}`$, and $`\nu _{}`$ of directed percolation, let us first consider a simple mean-field (MF) approximation. Denoting by $`\rho (t)`$ the density of active sites at time $`t`$ averaged over the entire system, the MF rate equation for the contact process (85) reads
$$_t\rho (t)=(\lambda 1)\rho (t)\lambda \rho ^2(t).$$
(121)
This equation has two stationary solutions, namely $`\rho ^{stat}=0`$ and $`\rho ^{stat}=(\lambda 1)/\lambda `$. Hence the mean-field critical point is $`\lambda _c=1`$. The solution $`\rho ^{stat}=0`$ represents the absorbing state from where the system cannot escape. In the inactive phase $`\lambda <\lambda _c`$ the absorbing state is stable while the other solution with negative density is unphysical. In the active phase $`\lambda >\lambda _c`$ the absorbing state becomes unstable against small perturbations while the second solution represents a stable active state. Near criticality the stationary density vanishes linearly as $`\rho ^{stat}\lambda \lambda _c`$. Therefore, the mean field density exponent is given by $`\beta ^{MF}=1`$. On the other hand, Eq. (121) implies the density to decay in the inactive phase asymptotically as $`\rho (t)\mathrm{exp}(|\lambda \lambda _c|t)\mathrm{exp}(t/\xi _{})`$, hence $`\xi _{}|\lambda \lambda _c|^1`$ and $`\nu _{}^{MF}=1`$.
In order to determine the spatial scaling exponent $`\nu _{}^{MF}`$, the mean-field rate equation (121) has to be extended by a term for particle diffusion
$$_t\rho (\text{x},t)=\mathrm{\Delta }\rho (\text{x},t)\lambda \rho ^2(\text{x},t)+D^2\rho (\text{x},t),$$
(122)
where $`D`$ is the diffusion constant and $`\mathrm{\Delta }=\lambda \lambda _c`$ is the deviation from criticality. In a lattice model this term corresponds to nearest-neighbor interactions. According to Eq. (94) the density $`\rho (\text{x},t)`$ changes under rescaling (92) as
$$\rho (\text{x},t)\mathrm{\Lambda }^{\beta /\nu _{}}\rho (\mathrm{\Lambda }\text{x},\mathrm{\Lambda }^zt).$$
(123)
Simple dimensional analysis shows that Eq. (122) is invariant under rescaling if
$$\beta ^{MF}=1,\nu _{}^{MF}=\frac{1}{2},\nu _{}^{MF}=1.$$
(124)
The above mean field approximation becomes exact in the limit of infinitely many dimensions. In a finite-dimensional contact process it is not clear whether the mean field approximation still applies, it is even not obvious that a continuous phase transition still exists. However, Liggett was able to rigorously prove the existence of a phase transition for a contact process in $`d1`$ dimensions. As will be shown below, the mean field exponents turn out to be exact for $`d4`$, where $`d_c=4`$ is the upper critical dimension of DP. Note that the mean field exponents satisfy the hyperscaling relation (120) precisely in $`d=4`$ dimensions.
In order to go beyond the standard mean field approximation in low-dimensional systems spatial correlations have to be taken into account. An improved mean field approximation for the contact process in 1+1 dimensions was developed by Ben-Naim and Krapivsky , who expressed the temporal evolution of empty intervals on the lattice by an infinite hierarchy of differential equations. This approach is very similar to the IPDF technique introduced in Sec. 2.8 Approximating the probability to find pairs of neighboring empty intervals by the product of single-interval probabilities, they derived a set of equations which can be solved exactly. In this approximation the critical exponents are given by $`\beta =\frac{1}{2}`$, $`\nu _{}=1`$, and $`\nu _{}=z=\frac{3}{2}`$. Ódor could improve these estimates by using a generalized mean field approximation combined with coherent anomaly techniques , reaching an accuracy of almost $`1\%`$.
Monte Carlo simulations with homogeneous initial conditions
In order to study nonequilibrium phase transitions quantitatively, numerical techniques such as Monte Carlo simulations have become an important tool. Because of the steadily growing computer capacity the critical exponents can nowadays be estimated within a few per cent, in some cases even up to four digits. Further progress is expected as reaction-diffusion models can easily be simulated on parallel computers with a large number of simple processors .
The simplest numerical method that allows the critical exponents to be estimated is a Monte Carlo (MC) simulation starting with a fully occupied lattice. This technique is based on the scaling properties of Eq. (101). In a first series of simulations the critical percolation threshold has to be determined by measuring deviations from the asymptotic power-law decay $`\rho (t)t^\delta `$ in a sufficiently large system. To this end $`\rho (t)`$ is plotted versus $`t`$ in a double-logarithmic graph (see Fig. 20a). Positive (negative) curvature for large $`t`$ indicates that the system is still in the active (inactive) phase. It should be carefully analyzed to what extent the estimate depends on the system size used in the simulation. If finite-size effects play a role, extrapolation techniques should be used in order to improve the estimate .
Having determined $`p_c`$ and $`\delta `$ the exponent $`\beta `$ may be estimated by measuring the stationary density of active sites $`\rho ^{stat}\mathrm{\Delta }^\beta `$ in the active phase. However, this type of estimate is known to be quite inaccurate since the equilibration time to reach the stationary state grows rapidly as the critical point is approached. This critical slowing down can be controlled by plotting $`\rho (t)t^\delta `$ versus $`t\mathrm{\Delta }^\nu _{}`$ for different values of $`\mathrm{\Delta }`$ and tuning $`\nu _{}`$ in a way that all curves collapse (see Fig. 20b). The exponent $`\beta `$ is then given by $`\beta =\delta \nu _{}`$. Finally, the exponent $`\nu _{}`$ can be determined by finite-size simulations. According to Eq. (101), $`\rho (t)t^\delta `$ has to be plotted against $`t/N^{z/d}`$ for various system sizes (see Fig. 20c). By tuning $`z`$ the data points collapse onto a single curve which gives an estimate for $`\nu _{}=\nu _{}/z`$.
Monte Carlo simulations with localized initial conditions
More accurate estimates for the critical exponents can be obtained by dynamic simulations starting from a single particle (active seed) . This technique exploits the scaling properties of the pair-connectedness function $`c(\text{x},t)`$. Starting from a single particle, one measures the survival probability $`P(t)`$, the number of active sites $`N(t)`$, and the mean square of spreading from the origin $`R^2(t)`$ averaged over surviving runs. According to Eqs. (102) and (103) these quantities obey the scaling forms
$`P(t)`$ $`t^\delta g(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N),`$ (125)
$`N(t)`$ $`={\displaystyle d^dxc(\text{x},t)}t^\theta \overline{F}(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N),`$ (126)
$`R^2(t)`$ $`=\text{x}^2(t)={\displaystyle \frac{1}{N(t)}}{\displaystyle d^dx\text{x}^2c(\text{x},t)}t^{2/z}\stackrel{~}{F}(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N).`$ (127)
At criticality, they are expected to display asymptotic power laws
$$P(t)t^\delta ,N(t)t^\theta ,R^2(t)t^{2/z},$$
(128)
i.e., they show straight lines in double logarithmic plots. Off criticality, the lines are curved, allowing a precise determination of the percolation threshold $`p_c`$. Technically it is often useful to consider local slopes of these curves by introducing effective exponents
$$\delta (t)=\frac{\mathrm{log}_{10}\left(P(t)/P(t/b)\right)}{\mathrm{log}_{10}b}$$
(129)
and similarly $`\theta (t)`$ and $`2/z(t)`$, where $`\mathrm{log}_{10}b`$ is the distance used for estimating the slope. Plotting the local slopes as functions of $`1/t`$, the curves may be extrapolated to $`t\mathrm{}`$, as illustrated in Fig. 21. The same method works also in higher dimensional systems . In order to improve the estimates, it is useful to eliminate the curvature of the data points at criticality by plotting the quantities (128) against $`1/t^\delta `$ instead of $`1/t`$.
Since the spatial size of the growing cluster at a given time is finite, the simulation can be accelerated considerably by storing the coordinates of active particles in a dynamically generated list. Especially at criticality, where the density of particles is low, such algorithms are much more efficient. Moreover, finite-size effects are eliminated completely.
Numerical diagonalization
The critical exponents may also be approximated by numerical diagonalization of the evolution operator. Although the resulting estimates are usually less accurate than those obtained by other methods, this technique is of conceptual interest. Let us, for example, consider the (1+1)-dimensional contact process on a finite lattice with $`N`$ sites and periodic boundary conditions which is defined by the Liouville operator (87). Solving the eigenvalue problem
$$_{CP}(\lambda )|\psi _i=\mu _i|\psi _i$$
(130)
we obtain a spectrum of eigenvalues $`\{\mu _i\}`$, as shown in the left panel of Fig. 22. As in all reaction-diffusion models, the lowest eigenvalue $`\mu _0`$ vanishes. The corresponding stationary state $`|\psi _0`$ is the absorbing state of the contact process. The other eigenvectors represent the relaxational modes of the system. As can be seen in Fig. 22, all of them have a short lifetime except for the first excited state $`|\psi _1`$ whose eigenvalue $`\mu _1`$ tends to zero as $`\lambda `$ increases. This eigenvector represents the active state of the system. In finite systems there is always a finite probability to reach the absorbing state, hence $`\mu _1>0`$. In infinite systems, however, this eigenvalue decreases with $`\lambda `$ and vanishes at the critical point. Since the amplitude of $`|\psi _1`$ decays in the inactive phase as $`e^{\mu _1t}`$, we may identify $`\mu _1^1`$ with the temporal scaling length $`\xi _{}`$. In an infinite system we therefore expect $`\mu _1`$ to decrease as $`\mu _1|\lambda \lambda _c|^\nu _{}`$ for $`\lambda <\lambda _c`$ and to vanish for $`\lambda >\lambda _c`$. The corresponding scaling form reads
$$\mu _1N^{z/d}h(\mathrm{\Delta }N^{1/d\nu _{}}),$$
(131)
where $`\mathrm{\Delta }=\lambda \lambda _c`$. Thus, by plotting $`\mu _1N^{z/d}`$ against $`\mathrm{\Delta }N^{1/d\nu _{}}`$, the exponents $`z`$ and $`\nu _{}`$ can be determined by data collapse, as demonstrated in the right panel of Fig. 22. In order to determine the exponent $`\beta `$, it would be necessary to analyze the components of the eigenvector $`|\psi _1`$ with respect to the particle density in the active phase. A similar analysis of DP models with parallel updates, which are defined by transfer matrices instead of Liouville operators, can be found in Ref. .
Density matrix renormalization group methods
The method of numerical diagonalization can be improved considerably by using density matrix renormalization group (DMRG) techniques. The concept of DMRG was introduced in 1992 by White in the context of equilibrium statistical physics as a tool for the diagonalization of quantum spin chains. The main idea is to prolongate a given spin chain by inserting additional spins and to reduce the resulting configuration space by a suitable projection mechanism, keeping only the most relevant eigenstates. This renormalization procedure is then repeated many times and the spectrum of the iterated Hamiltonian is analyzed. Recently DMRG techniques have also been applied to various (1+1)-dimensional nonequilibrium systems (see for a general overview). The method yields surprisingly accurate results. For example, Carlon et al. were able to estimate the critical exponents of DP by $`\beta /\nu _{}=0.249(3)`$, $`\nu _{}=1.08(2)`$, and $`z=1.580(1)`$, deviating from the currently accepted values by less than $`1.5\%`$.
Series expansions
The most precise estimates of the DP exponents in 1+1 dimensions have been obtained by series expansions . This technique is very similar to low- or high-temperature expansions in equilibrium statistical physics. As an example let us consider the (1+1)-dimensional contact process. Its Liouville operator (87) may be separated into two parts $`(\lambda )=_0+\lambda _1`$, where $`_0`$ and $`_1`$ describe spontaneous self-destruction $`A\text{Ø}`$ and offspring production $`A2A`$, respectively. The basic idea is to regard $`\lambda `$ as a small perturbation and to express physical quantities as power series in $`\lambda `$. To this end it is useful to introduce the Laplace transform of the probability distribution $`|P_t`$ and to expand it in powers of $`\lambda `$:
$$|\stackrel{~}{P}(s)=_0^{\mathrm{}}𝑑te^{st}|P_t=\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^n|\stackrel{~}{P}_n(s).$$
(132)
By applying $`(\lambda )`$ from the left one can easily derive the recursion relation
$$(s_0)|\stackrel{~}{P}_n(s)=\{\begin{array}{cc}|P_0& \text{ if }n=0\\ _1|\stackrel{~}{P}_{n1}(s)& \text{ if }n1\end{array},$$
(133)
where $`|P_0`$ denotes the initial particle configuration. Hence, if the process started from a configuration with a single particle, the vector $`|\stackrel{~}{P}_n(s)`$ describes an ensemble of configurations with at most $`n`$ particles. It is therefore possible to explicitly construct the vectors $`|\stackrel{~}{P}_n(s)`$, as described in detail in Ref. .
The above expansion allows the temporal integral of any observable $`X(t)=1|X|P_t`$ to be expressed as a power series in $`\lambda `$ (for notations see Appendix A):
$$_0^{\mathrm{}}𝑑tX(t)=\underset{s0}{lim}1|X|\stackrel{~}{P}(s)=\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^n\underset{s0}{lim}1|X|\stackrel{~}{P}_n(s).$$
(134)
Let us, for example, consider the survival probability $`P(t)`$ that the system has not yet reached the absorbing state at time $`t`$ \[cf. Eq. (94)\]. Using the vector formalism this quantity may be written as
$$P(t)=10|P_t=1|P_t0|P_t,$$
(135)
where $`0|=(1,0,0,\mathrm{},0)`$ denotes the absorbing state. The critical exponents can be estimated as follows. On the one hand, the mean survival time $`T`$ of clusters in the inactive phase can be expanded in powers of $`\lambda `$ by
$$T=_0^{\mathrm{}}𝑑tP(t)=\underset{n=0}{\overset{\mathrm{}}{}}\lambda ^n\underset{s0}{lim}\left(1|\stackrel{~}{P}_n(s)0|\stackrel{~}{P}_n(s)\right).$$
(136)
On the other hand, according to Eq. (110) we have $`T(\mathrm{\Delta })^{\beta ^{}\nu _{}}`$ so that
$$\frac{d}{d\lambda }\mathrm{ln}T\frac{\nu _{}\beta ^{}}{\lambda _c\lambda }+const.$$
(137)
Therefore, in order to estimate $`\lambda _c`$ and $`\beta \nu _{}`$, three steps have to be taken. At first, the vectors $`|\stackrel{~}{P}_n(s)`$ have to be determined by iterating Eq. (133) up to order $`n_{max}`$. Although this recursion relation is quite complicated, it is still simple enough to be implemented on a computer (for example, in Ref. the iteration was carried out up to order $`n_{max}=24`$). Next, one has to express $`T`$ as a power series in $`\lambda `$. Finally, $`\lambda _c`$ and $`\beta \nu _{}`$ can be estimated by determining the location and the amplitude of the singularity in Eq. (137) and by using a Padé approximation . Since the singularity is approached from the inactive phase, we are dealing with a subcritical expansion. Similarly one may also consider the supercritical case by expanding $`(\mu )=\mu _0+_1`$ in powers of $`\mu `$.
A general review on series expansion can be found in Ref. . Series expansions were applied to (1+1)-dimensional DP firstly in Ref. , where the critical exponents could be determined with a relative accuracy of about $`10^3`$. Refined simulations led the authors to the conjecture that the DP exponents should be given by the rational values $`\beta =199/720`$, $`\nu _{}=26/15`$, and $`\nu _{}=79/72`$. In a sequence of papers the error margins could be further reduced down to $`10^4\mathrm{}10^5`$. These improved estimates showed that the conjectured rational values were incorrect, indicating that the critical exponents of DP could be given by irrational numbers. This should be taken as a warning that critical exponents of non-integrable systems are usually not given by simple rational values. Currently, the most precise estimates are given in Ref. . Series expansions for DP were also performed in two spatial dimensions . In addition, the exponents were found to be independent of the type of lattice under consideration. For easy reference we listed the most precise estimates in Table 2.
Field-theoretical approximations
By a field-theoretical renormalization group calculation (see Sec. 3.5) it is possible to compute fluctuation corrections of the critical exponents close to the upper critical dimension $`d_c=4`$ in powers of $`ϵ=d_cd`$. In a two-loop approximation these corrections are given by
$`\beta `$ $`=`$ $`1ϵ/6+\left({\displaystyle \frac{11}{12}}{\displaystyle \frac{53}{6}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)(ϵ/12)^2+\text{0}(ϵ^3),`$
$`\nu _{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}+ϵ/16+\left({\displaystyle \frac{107}{32}}{\displaystyle \frac{17}{16}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)(ϵ/12)^2+\text{0}(ϵ^3),`$ (138)
$`\nu _{}`$ $`=`$ $`1+ϵ/12+\left({\displaystyle \frac{109}{24}}{\displaystyle \frac{55}{12}}\mathrm{ln}{\displaystyle \frac{4}{3}}\right)(ϵ/12)^2+\text{0}(ϵ^3).`$
For $`d2`$ these approximations are quite inaccurate. However, in three spatial dimensions, where numerical simulations and series expansions are difficult to perform, the two-loop approximations are regarded as the most precise estimates available.
### 3.5 Field-theoretic formulation of directed percolation
The robustness of the DP universality class can be partly understood by studying the corresponding field theory. It is interesting to note that the field theory of DP was first discovered in a quite different field of physics, namely in the context of hadronic interactions at ultra-relativistic energies. In order to predict the cross sections of such particles at high energies quantitatively, a field-theoretic approach, called Reggeon field theory, was developed in the 70’s (see Refs. , a general review is given in ). Surprisingly it took almost another ten years to realize that Reggeon field theory was nothing but a field-theoretic realization of the contact process , sometimes also called Gribov process . In the following we sketch the main ideas of a field-theoretic approach to DP.
The DP Langevin equation
The Langevin equation of motion for directed percolation can be derived directly from the master equation for the contact process and reads
$$_t\rho (\text{x},t)=\kappa \rho (\text{x},t)\lambda \rho ^2(\text{x},t)+D^2\rho (\text{x},t)+\zeta (\text{x},t).$$
(139)
It differs from the mean field equation (122) by a density-dependent Gaussian noise field $`\zeta (\text{x},t)`$, which is defined by its correlations
$$\begin{array}{cc}\hfill \zeta (\text{x},t)& =0,\hfill \\ \hfill \zeta (\text{x},t)\zeta (\text{x}^{},t^{})& =\mathrm{\Gamma }\rho (\text{x},t)\delta ^d(\text{x}\text{x}^{})\delta (tt^{}).\hfill \end{array}$$
(140)
Since the amplitude of $`\zeta (\text{x},t)`$ is proportional to $`\sqrt{\rho (\text{x},t)}`$, the noise is said to be multiplicative. This ensures that the absorbing state $`\rho (\text{x},t)=0`$ does not fluctuate. The square-root behavior stems from the definition of $`\rho (\text{x},t)`$ as a coarse-grained density of active sites averaged over some mesoscopic box size. Only active sites in this box give rise to fluctuations of the density, generating a bounded uncorrelated noise. The noise field $`\zeta (\text{x},t)`$ can be viewed as the sum of all these noise contributions in the box. According to the central limit theorem, if the number of particles in the box is sufficiently high, $`\zeta (\text{x},t)`$ tends to a Gaussian distribution with an amplitude proportional to the square root of the number of active sites in the box. This type of noise has to be distinguished from other nonequilibrium systems with multiplicative noise where the noise amplitude is proportional to the field $`\rho (\text{x},t)`$ itself without square root . These systems do not belong to the DP class, rather they are related to the KPZ universality class . The DP Langevin equation was also tested numerically in Ref. , confirming that the critical exponents are in agreement with those of ordinary DP lattice models. Note that in contrast to the annihilation process discussed in Sec. 2.6, the noise (140) is real due to positive density correlations in the bulk.
The Langevin equation (139) can be seen as a minimal equation needed to describe DP. It may also include higher order terms such as $`\rho ^3(\text{x},t)`$ or $`^4\rho (\text{x},t)`$, but these contributions turn out to be irrelevant under renormalization group transformations. The same applies to higher-order contributions to the noise. These additional terms account for (nonuniversal) short-range correlations while they are irrelevant on large scales. In fact, the robustness of DP originates in the irrelevance of higher-order terms in the Langevin equation.
Relation to Reggeon field theory
In field-theoretic calculations it is often more convenient to characterize the dynamic system by a partition sum $`Z`$. The sum is carried out over all realizations of the field $`\varphi (\text{x},t)=\rho (\text{x},t)`$ and the noise $`\zeta (\text{x},t)`$, weighted by an appropriate effective action. More precisely, the partition sum is defined as the integral over all realizations of the field $`\varphi (x,t)`$ and the noise $`\zeta (\text{x},t)`$ which satisfy the Langevin equation. Therefore, we may write the integrand as a $`\delta `$-function with Eq. (139) as its argument:
$$ZD\zeta P[\zeta ]D\varphi I[\varphi ]\delta \left(_t\varphi D^2\varphi \kappa \varphi +\lambda \varphi ^2\zeta \right).$$
(141)
Here $`D\zeta `$ and $`D\varphi `$ denote functional integration, $`P[\zeta ]`$ is the probability distribution of the noise field, and $`I[\varphi ]`$ stands for an appropriate Jacobian which turns out to be irrelevant in the present problem. As shown in Appendix B, it is possible to integrate the noise by introducing a Martin-Siggia-Rosen response field $`\stackrel{~}{\varphi }(\text{x},t)`$. The resulting action $`S=S_0+S_{int}`$ with
$`S_0[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle d^dx𝑑t\stackrel{~}{\varphi }(\text{x},t)\left(\tau _tD^2\kappa \right)\varphi (\text{x},t)},`$ (142)
$`S_{int}[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}{\displaystyle d^dx𝑑t\stackrel{~}{\varphi }(\text{x},t)\left(\varphi (\text{x},t)\stackrel{~}{\varphi }(\text{x},t)\right)\varphi (\text{x},t)},`$ (143)
is the effective action of Reggeon field theory . In momentum space it may also be written as
$`S_0[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle d_{k\omega }\stackrel{~}{\varphi }(k,\omega )(i\tau \omega +Dk^2\kappa )\varphi (k,\omega )}`$ (144)
$`S_{int}[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }}{2}}{\displaystyle d_{k\omega }d_{k^{}\omega ^{}}\varphi (k,\omega )\stackrel{~}{\varphi }(k^{},\omega ^{})}`$
$`\times \left[\varphi (k+k^{},\omega +\omega ^{})\stackrel{~}{\varphi }(k+k^{},\omega +\omega ^{})\right],`$
where $`d_{k\omega }=(2\pi )^{d1}d^dkd\omega `$. Formally the free part of the action can be expressed as
$`S_0[\varphi ,\stackrel{~}{\varphi }]`$ $`={\displaystyle \frac{1}{2}}{\displaystyle d_{k\omega }\stackrel{}{\mathrm{\Phi }}(k,\omega )𝒮_0(k,\omega )\stackrel{}{\mathrm{\Phi }}(k,\omega )},`$ (146)
$`𝒮_0(k,\omega )`$ $`=\left(\begin{array}{cc}0& Dk^2\kappa +i\tau \omega \\ Dk^2\kappa i\tau \omega & 0\end{array}\right),`$ (149)
where $`\stackrel{}{\mathrm{\Phi }}=(\varphi ,\stackrel{~}{\varphi })`$. Introducing external currents $`J(k,\omega )`$ and $`\stackrel{~}{J}(k,\omega )`$ we can rewrite the partition sum as
$`Z[J,\stackrel{~}{J}]`$ $`{\displaystyle D\varphi D\stackrel{~}{\varphi }I^{}[\varphi ,\stackrel{~}{\varphi }]\mathrm{exp}\left(S_0[\varphi ,\stackrel{~}{\varphi }]S_{int}[\varphi ,\stackrel{~}{\varphi }]+d^dx𝑑t(J\varphi +\stackrel{~}{J}\stackrel{~}{\varphi })\right)}`$
$`\mathrm{exp}\left(_{int}[{\displaystyle \frac{\delta }{\delta J}},{\displaystyle \frac{\delta }{\delta \stackrel{~}{J}}}]\right)\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle d_{k\omega }\stackrel{}{J}(k,\omega )𝒢_0(k,\omega )\stackrel{}{J}(k,\omega )}\right),`$ (150)
where the free propagator $`𝒢_0=𝒮_0^1`$ is given by
$$𝒢_0(k,\omega )=\left(\begin{array}{cc}0& G_0(k,\omega )\\ G_0(k,\omega )& 0\end{array}\right)$$
(151)
with $`G_0(k,\omega )=(Dk^2\kappa i\tau \omega )^1`$. Because of $`𝒢_0(q,\omega )𝒢_0(q,\omega )`$ DP is an irreversible process.
Cluster backbone and Feynman diagrams
Before turning to field-theoretic renormalization group techniques let discuss the physical meaning of Feynman diagrams in directed percolation. The full propagator of the field theory is the pair connectedness function $`c(\text{x}^{},t^{},\text{x},t)`$ which is defined as the probability that two sites $`(\text{x}^{},t^{})`$ and $`(\text{x},t)`$ are connected by a directed path of open bonds (see Sec. 3.3). In a given realization of open and closed bonds there may be several possible directed paths connecting the two sites, as illustrated in Fig. 23. The union of all possible paths constitutes the so-called backbone of the pair connectedness function . More precisely, the backbone consist of all sites that are connected with the sites $`(\text{x}^{},t^{})`$ and $`(\text{x},t)`$ by a directed walk, i.e., we cut off all dangling ends of the cluster. From the topological point of view the backbone is a directed graph consisting of branching and merging lines. Because of the duality symmetry (119), it is statistically invariant under time reversal.
In principle the full propagator is given by a weighted sum over all possible backbone configurations. Fluctuation effects are mainly due to the influence of closed loops. Above the upper critical dimension $`d_c=4`$ the degree of spatial freedom for propagating lines is so high that the probability to merge tends to zero. Thus, the contribution of closed loops can be neglected and hence the full propagator is effectively described by the free propagator. Below the critical dimension, however, loops occur more frequently and begin to play a significant role (see Fig. 23).
The loops of the backbone may be associated with the Feynman diagrams of Reggeon field theory. As shown in Fig. 24(a)-(c), the backbone can be decomposed into three elementary components. The arrow stands for the free propagator (151) while the diagrams for branching and merging represent the cubic vertices in Eq. (143), associated with the weights $`\pm \mathrm{\Gamma }/2`$. Because of self-destruction $`A\text{Ø}`$, free paths have a finite lifetime, as expressed by the bare mass $`\kappa `$ of the free propagator. Consequently, the paths in a given configuration of the backbone have to be weighted by their length. Moreover, each closed loop carries a weight $`\mathrm{\Gamma }^2/4`$.
The negative sign for the weight of closed loops can be explained as follows. The pair connectedness function is the sum over all backbone configurations $`b`$ connecting the sites $`(\text{x}^{},t^{})`$ and $`(\text{x},t)`$ weighted by their probability $`P_b`$:
$$c(\text{x}^{},t^{},\text{x},t)=\underset{b}{}P_b.$$
(152)
In order to find an recurrence relation for the probability $`P_b`$, let us consider directed bond percolation on a lattice. Obviously, $`P_b`$ is the weighted sum over all lattice configurations compatible with the backbone configuration $`b`$. The backbone itself contributes with a factor $`p^{n_b}`$, where $`p`$ is the percolation probability and $`n_b`$ denotes the number of bonds occupied by the backbone $`b`$. Another factor comes from the bonds outside the backbone. This factor can be expressed as the probability that $`b`$ is not contained in a larger backbone $`b^{}`$. Thus, $`P_b`$ satisfies the recurrence relation
$$P_b=p^{n_b}(1p^{n_b}\underset{b^{},bb^{}}{}P_b^{}).$$
(153)
Since $`b^{}`$ contains always more loops than $`b`$, this relation can be used to expand the pair connectedness function (152) in the number of loops. As can be easily verified, the one-loop correction carries a negative sign. More generally, it is possible to show by an inclusion-exclusion argument that each closed loop contributes with a negative weight. An analogous proof for isotropic percolation is explained in detail in the review article by Essam .
Thus, apart from the negative weight of closed loops, the backbone may be interpreted as a graph consisting of Feynman diagrams. This interpretation is possible because in a DP process the field $`\varphi (\text{x},t)`$ represents the local density of particles. It should be noted that this is not always true. Moreover, various authors prefer to shift the field $`\varphi `$ by its mean field expectation value so that the interpretation as a density is no longer valid. For this reason we will continue to use the unshifted fields $`\varphi `$ and $`\stackrel{~}{\varphi }`$.
One-loop approximation
Slightly below the upper critical dimension one-loop diagrams start to contribute to the full propagator while higher-order diagrams are still strongly suppressed. In this regime the DP process can be approximated by neglecting higher-order loop diagrams. The resulting propagator consists of a sum over $`n`$ concatenated one-loop diagrams with $`n`$ running from zero to infinity. In momentum space the corresponding expression can be written as a simple geometric series. By carrying out the integration one obtains an ultraviolet-divergent expression. Hence, in order to regularize the propagator, an upper cutoff $`\mathrm{\Omega }`$ has to be introduced in momentum space. Physically this upper cutoff corresponds to the lattice spacing of the DP model. In other words, DP needs a lattice; there is no continuum theory of DP.
In order to approximate the critical exponents, we use Wilson’s renormalization group scheme which consists of two steps (see Fig. 25). At first the theory is coarse-grained by a scaling transformation $`\text{x}\mathrm{\Lambda }\text{x}`$ with $`\mathrm{\Lambda }<1`$, leading to a change of the coefficients in the effective action and a dilatation of momentum space (including the cutoff $`\mathrm{\Omega }`$). In the second step the short-range fluctuations are integrated out in a momentum shell. This can be done by evaluating the Feynman diagrams in the range $`\mathrm{\Omega }k\mathrm{\Omega }/\mathrm{\Lambda }`$ and absorbing the resulting contributions in the coefficients. The total change of the coefficients determines the RG flow and therefore the critical exponents.
Let us first consider the scaling transformation. Because of the duality symmetry of DP (see Sec. 3.3) the action $`S`$ is invariant under the replacement
$$\varphi (\text{x},t)\stackrel{~}{\varphi }(\text{x},t),\stackrel{~}{\varphi }(\text{x},t)\varphi (\text{x},t),$$
(154)
implying that $`\varphi `$ and $`\stackrel{~}{\varphi }`$ have exactly the same scaling behavior:
$$x\mathrm{\Lambda }x,t\mathrm{\Lambda }^zt,\varphi (\text{x},t)\mathrm{\Lambda }^\chi \varphi (\mathrm{\Lambda }\text{x},\mathrm{\Lambda }^zt),\stackrel{~}{\varphi }(\text{x},t)\mathrm{\Lambda }^\chi \stackrel{~}{\varphi }(\mathrm{\Lambda }\text{x},\mathrm{\Lambda }^zt).$$
(155)
Under this scaling transformation the effective action (142)-(143) turns into
$`S_0[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle d^dx𝑑t\stackrel{~}{\varphi }(\text{x},t)\left(\underset{\tau ^{}}{\underset{}{\tau \mathrm{\Lambda }^{2\chi +d}}}_t\underset{D^{}}{\underset{}{D\mathrm{\Lambda }^{2\chi +d+z2}}}^2\underset{\kappa ^{}}{\underset{}{\kappa \mathrm{\Lambda }^{2\chi +d+z}}}\right)\varphi (\text{x},t)},`$
$`S_{int}[\varphi ,\stackrel{~}{\varphi }]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }d^dxdt\underset{\mathrm{\Gamma }^{}}{\underset{}{\mathrm{\Gamma }\mathrm{\Lambda }^{3\chi +d+z}}}\varphi (\text{x},t)\stackrel{~}{\varphi }(\text{x},t)(\varphi (,t)\stackrel{~}{\varphi }(,t)).`$ (156)
Thus, for an infinitesimal dilatation $`\mathrm{\Lambda }=1+l`$, the four coefficients rescale as
$`\tau ^{}`$ $`=`$ $`[1+l(2\chi +d)]\tau ,`$
$`D^{}`$ $`=`$ $`[1+l(2\chi +d+z2)]D,`$ (157)
$`\kappa ^{}`$ $`=`$ $`[1+l(2\chi +d+z)]\kappa ,`$
$`\mathrm{\Gamma }^{}`$ $`=`$ $`[1+l(3\chi +d+z)]\mathrm{\Gamma }.`$
In the second step of Wilson’s RG procedure the one-loop diagrams are integrated in a momentum shell. The propagator is renormalized by diagram (d) in Fig. 24
$$G_0^1(k,\omega )^{\prime \prime }=G_0^1(k,\omega )\frac{\mathrm{\Gamma }^2}{2}_>d_{k^{}\omega ^{}}G_0(\frac{k}{2}+k^{},\frac{\omega }{2}+\omega ^{})G_0(\frac{k}{2}k^{},\frac{\omega }{2}\omega ^{}),$$
(158)
where ‘$`>`$’ denotes integration in the momentum shell $`\mathrm{\Omega }k\mathrm{\Omega }/\mathrm{\Lambda }`$. This equation can be rewritten as
$$\kappa ^{\prime \prime }D^{\prime \prime }k^2+i\tau ^{\prime \prime }\omega =\kappa ^{}D^{}k^2+i\tau ^{}\omega \frac{\mathrm{\Gamma }_{}^{}{}_{}{}^{2}}{2}J^P,$$
(159)
where $`J^P`$ denotes the integral in Eq. (158). Integrating $`J^P`$ and expanding the result to the lowest order in $`k`$ and $`\omega `$ yields the series (see Appendix D)
$$J^P=\frac{lK_d\mathrm{\Omega }^d}{2\tau }\left(\frac{1}{\mathrm{\Omega }^2D\kappa }\frac{\mathrm{\Omega }^2D}{4(\mathrm{\Omega }^2D\kappa )^2}k^2+\frac{i\tau }{2(\mathrm{\Omega }^2D\kappa )^2}\omega +\mathrm{}\right).$$
(160)
Therefore, the coefficients in Eq. (159) are renormalized to one-loop order by
$$\begin{array}{cc}\hfill \tau ^{\prime \prime }& =\tau ^{}\frac{\mathrm{\Gamma }^2lK_d}{8(\mathrm{\Omega }^2D\kappa )^2},\hfill \\ \hfill D^{\prime \prime }& =D^{}\frac{\mathrm{\Gamma }^2lK_d\mathrm{\Omega }^2D}{16\tau (\mathrm{\Omega }^2D\kappa )^2},\hfill \\ \hfill \kappa ^{\prime \prime }& =\kappa ^{}\frac{\mathrm{\Gamma }^2lK_d}{4\tau (\mathrm{\Omega }^2D\kappa )}.\hfill \end{array}$$
(161)
Finally, we have to renormalize the coupling constant $`\mathrm{\Gamma }`$. Because of the duality symmetry (119) the cubic vertices renormalize identically \[see diagrams (e) and (f) in Fig. 24\]. For the cubic vertices it is sufficient to carry out the integration at $`k=\omega =0`$:
$$\mathrm{\Gamma }^{\prime \prime }=\mathrm{\Gamma }^{}2\mathrm{\Gamma }^3_>d_{k\omega }G_0^2(k,\omega )G_0(k,\omega )=\mathrm{\Gamma }^{}\frac{l\mathrm{\Gamma }^3K_d}{2\tau (\mathrm{\Omega }^2D\kappa )^2}.$$
(162)
Adding the changes of the coefficients under rescaling (3.5) and the subsequent shell integration (161)-(162) we obtain the RG flow equations
$`_l\tau `$ $`=`$ $`\tau \left(2\chi +d{\displaystyle \frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{8\tau (D\mathrm{\Omega }^2\kappa )^2}}\right),`$
$`_lD`$ $`=`$ $`D\left(2\chi +d+z2{\displaystyle \frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{16\tau (D\mathrm{\Omega }^2\kappa )^2}}\right),`$ (163)
$`_l\kappa `$ $`=`$ $`\kappa \left(2\chi +d+z{\displaystyle \frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{4\kappa \tau (D\mathrm{\Omega }^2\kappa )}}\right),`$
$`_l\mathrm{\Gamma }`$ $`=`$ $`\mathrm{\Gamma }\left(3\chi +d+z{\displaystyle \frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{2\tau (D\mathrm{\Omega }^2\kappa )^2}}\right).`$
Two scaling combinations appear in these equations, namely
$$S_1=\frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{16\tau (D\mathrm{\Omega }^2\kappa )^2},S_2=\frac{\mathrm{\Gamma }^2K_d\mathrm{\Omega }^d}{4\kappa \tau (D\mathrm{\Omega }^2\kappa )}.$$
(164)
Two of the four parameters $`\tau ,D,\kappa ,\mathrm{\Gamma }`$ can be chosen freely<sup>11</sup><sup>11</sup>11On the level of lattice models such as the DK model or the contact process, this freedom corresponds to choosing the time scale and a point on the phase transition line.. Here we fix the coefficients of the spatial and temporal derivatives, i.e., we require $`\tau `$ and $`D`$ to be invariant under RG transformations. Thus the first two equations read
$$4ϵ+2\chi 2S_1=0,2ϵ+2\chi +zS_1=0,$$
(165)
where $`d=4ϵ`$. The RG flow is then described by two differential equations:
$$\begin{array}{cc}\hfill _l\kappa & =\kappa \left(4ϵ+2\chi +zS_2\right)=\kappa \left(2+S_1S_2\right),\hfill \\ \hfill _l\mathrm{\Gamma }& =\mathrm{\Gamma }\left(4ϵ+3\chi +z8S_1\right)=\mathrm{\Gamma }\left(ϵ/26S_1\right).\hfill \end{array}$$
(166)
At the fixed point $`(S_1^{},S_2^{})`$, $`\kappa `$ and $`\mathrm{\Gamma }`$ are invariant under RG transformations, i.e., $`2+S_1^{}S_2^{}=0`$ and $`ϵ/26S_1^{}=0`$. Therefore, the fixed point is located at
$$S_1^{}=ϵ/12,S_2^{}=2+ϵ/12.$$
(167)
Inserting this solution into Eq. (165) we obtain two of the three critical exponents, namely $`\chi =2+7ϵ/12`$ and $`z=2ϵ/12`$. The third exponent can be determined by investigating the RG flow in the vicinity of the fixed point. Because of Eq. (164), the fixed point values for $`\kappa `$ and $`\mathrm{\Gamma }`$ are given by
$`\kappa ^{}`$ $`={\displaystyle \frac{4D\mathrm{\Omega }^2ϵ}{24+5ϵ}}={\displaystyle \frac{D\mathrm{\Omega }^2}{6}}ϵ+\text{0}(ϵ^2),`$ (168)
$`\mathrm{\Gamma }_{}^{2}{}_{}{}^{}`$ $`=\left({\displaystyle \frac{2D(24+ϵ)}{24+5ϵ}}\sqrt{{\displaystyle \frac{ϵ\tau }{3K_d}}}\right)^2={\displaystyle \frac{4D^2\tau }{3K_d}}ϵ+\text{0}(ϵ^2),`$ (169)
where we assumed that $`\mathrm{\Omega }^d\mathrm{\Omega }^4`$. Close to the fixed point, the RG flow in Eq. (166) can be linearized. As shown in Fig. 26, the flow is attractive along the dashed line and repulsive elsewhere. To first order in $`ϵ`$ the corresponding Jacobian is triangular. Hence its eigenvalues are given by the diagonal elements
$$\begin{array}{cc}\hfill _\kappa \kappa (2+S_1S_2)|_{\kappa =\kappa ^{},\mathrm{\Gamma }=\mathrm{\Gamma }^{}}& =2ϵ/4+\text{0}(ϵ^2),\hfill \\ \hfill _\mathrm{\Gamma }\mathrm{\Gamma }(ϵ/26S_1)|_{\kappa =\kappa ^{},\mathrm{\Gamma }=\mathrm{\Gamma }^{}}& =ϵ+\text{0}(ϵ^2).\hfill \end{array}$$
(170)
The positive eigenvalue corresponds to the repulsive eigenvector (dotted line in Fig. 26). Since the parameter $`\kappa `$ plays the role of the reduced percolation probability $`pp_c`$, this eigenvalue is equal to $`\nu _{}^1`$, rendering the third critical exponent. Because of $`\chi =\beta /\nu _{}`$ and $`z=\nu _{||}/\nu _{}`$ we thus obtain the critical exponents
$$\begin{array}{cc}\hfill \beta & =1ϵ/6+\text{0}(ϵ^2),\hfill \\ \hfill \nu _{}& =1/2+ϵ/16+\text{0}(ϵ^2),\hfill \\ \hfill \nu _{||}& =1+ϵ/12+\text{0}(ϵ^2).\hfill \end{array}$$
(171)
A two-loop approximation of these exponents (see Eq. (3.4)) can be found in Ref. . Although the two-loop result is quite accurate in 3+1 dimensions, it cannot compete with numerical methods in lower dimensions. For example, in 1+1 dimensions the approximation for the density exponent $`\beta `$ differs from the known numerical value by more than $`40\%`$. Even one-dimensional fermionic field theories, which have been introduced recently in Ref. , turn out to be inaccurate. Therefore, regarding quantitative results, field-theoretic methods are only of limited interest. However, in many cases they are extremely useful to understand essential universal properties of the system. For example, various scaling relations can only be proven by means of field-theoretic considerations. In fact, the field-theoretic renormalization group is one of the most powerful tools of nonequilibrium statistical mechanics.
### 3.6 Surface critical behavior
As in equilibrium statistical mechanics, nonequilibrium critical phenomena depend crucially on the boundary conditions of the system. Because of long-range correlations, the choice of the boundary conditions may affect the physical properties of the entire system.
The critical behavior at surfaces of equilibrium models has been studied extensively (for a review see Iglói et al. ). As suggested by Cardy , surface critical phenomena may be described by introducing an additional surface exponent for the order parameter field which is generally independent of the other bulk exponents. A similar picture emerges in nonequilibrium statistical physics. However, since in this case there is no symmetry between space and time, we have to distinguish between spatial, temporal and mixed surfaces. The simplest example of a spatial surface is a semi-infinite system with a wall. Close to the wall the scaling behavior of the order parameter is characterized by a surface critical exponent $`\beta _s`$ whose value depends on the type of boundary condition. The most important example of a temporal surface is the initial state of a nonequilibrium system. As shown below, correlations in the initial state may in fact change the entire evolution of a stochastic process. Finally, we will consider systems with mixed boundary conditions such as DP in a parabola-shaped space-time geometry. Mixed boundary conditions may be viewed as moving boundaries, i.e., the system size varies with time.
DP with an absorbing wall
In DP an absorbing wall may be introduced by cutting all bonds crossing a given ($`d`$-1)-dimensional hyperplane in space (see Fig. 27). Hence for $`p>p_c`$ the stationary density of active sites close to the wall $`\rho _s^{stat}`$ is expected to be smaller than the density in the bulk. In fact, the density at the wall is found to scale as
$$\rho _s^{stat}(pp_c)^{\beta _s}$$
(172)
with a surface critical exponent $`\beta _s>\beta `$. The problem of an absorbing wall was first studied in the simpler case of CDP where a surface exponent $`\beta _s^{CDP}=2`$ was found . In a series of papers this scaling theory was later applied to DP with an absorbing wall (for a review see ). By means of series expansions and numerical simulations it was observed that the mean survival time $`T`$ of a cluster in the inactive phase next to the wall scales as $`T\mathrm{\Delta }^{\tau _s}`$, where $`\mathrm{\Delta }`$ denotes the distance from criticality. In 1+1 dimensions the exponent $`\tau _s`$ was estimated by $`1.0002(3)`$, leading to the remarkable conjecture $`\beta _s=\nu _{}1`$ . However, very recent series expansions favor the value $`1.00014(2)1`$, disproving the conjecture . In fact, in view of dimensional analysis it seems to be unlikely that $`\beta _s`$ and $`\nu _{}`$ are related by a simple linear scaling relation. Moreover, in 2+1 dimensions the numerical value $`\tau _s=0.26(2)`$ cannot be simply related to the other exponents. Similarly, the field-theoretic one-loop result
$$\tau _s=1/2+11ϵ/48+\text{0}(ϵ^2),\beta _s=3/27ϵ/48+\text{0}(ϵ^2)$$
(173)
indicates that the surface exponent is generally independent of the other exponents (171).
The field-theoretic analysis was also extended to DP with an absorbing edge . A closely related application is the study of spreading processes in narrow channels . It is also interesting to study DP with an active wall. This case is related to the problem of local persistence and will be discussed below.
DP clusters in a parabola
Several years before the problem of an absorbing wall was investigated, Kaiser and Turban considered the much more complicated problem of DP in a parabola-shaped geometry . Assuming an absorbing boundary of the form $`x=\pm ct^\sigma `$ they proposed a general scaling theory. It is based on the observation that the width $`c`$ of the parabola $`c`$ scales as $`c\mathrm{\Lambda }^{z\sigma 1}c`$ under rescaling (92). Therefore, the boundary is relevant for $`\sigma >1/z`$ and irrelevant otherwise. To implement this scaling theory, the scaling forms (101)-(102) have to be extended by an invariant argument of the form $`t^{\sigma d/z}/c`$. The survival probability of a cluster (102), for example, has to be generalized by
$$P(t)t^\delta g(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N,t^{\sigma d/z}/c).$$
(174)
This scaling form is supported by numerical results and a mean field approximation . The authors also derived a conjecture for the fractal dimensions
$$d_{}(\sigma )=1z\sigma (d_{}1),d_{}(\sigma )=d_{}(\sigma )/\sigma ,$$
(175)
where $`d_{}=(\beta +\gamma )/\nu _{}`$.
Early-time behavior and critical initial slip
In Sec. (3.4) we reviewed two Monte Carlo techniques for systems with phase transitions into absorbing states which differ in their initial state. In simulations starting with a fully occupied lattice the particle density at criticality decreases as $`\rho (t)t^{\beta /\nu _{}}`$. On the other hand, in dynamic simulations starting from a single particle (active seed), we observe an increase of the average number of particles as $`N(t)t^\theta `$. In general the exponent $`\theta `$ is independent from the bulk exponents $`\beta ,\nu _{},\nu _{}`$. In the case of DP, however, the duality symmetry under time reversal (see Eq. (119)) implies the additional hyperscaling relation
$$\theta =(d\nu _{}2\beta )/\nu _{}.$$
(176)
An interesting crossover phenomenon between initial increase and asymptotic decay of the number of particles emerges when a critical spreading process starts with a low-density distribution of active sites. Fig. 28a shows the temporal behavior of the density of active sites $`\rho (t)`$ for various initial densities $`\rho _0`$. The density first increases as $`\rho (t)t^\theta `$ until it reaches a maximum value at time $`t_c`$ when it crosses over to the usual asymptotic decay $`\rho (t)t^{\beta /\nu _{}}`$. This phenomenon is sometimes referred to as the critical initial slip of nonequilibrium systems. As can be seen in Fig. 28a, the curves converge to a single one after sufficiently long time when the memory of the initial condition is lost. The crossover time $`t_c`$ depends on the initial density $`\rho _0`$ and scales as
$$t_c\rho _0^{1/(\beta /\nu _{}+\theta )}.$$
(177)
In finite-size systems near criticality the critical initial slip may be described by adding the scale-invariant argument $`\rho _0t^{\beta /\nu _{}+\theta }`$ to the scaling form (101), i.e.
$$\rho (t)t^{\beta /\nu _{}}f(\mathrm{\Delta }t^{1/\nu _{}},t^{d/z}/N,\rho _0t^{\beta /\nu _{}+\theta }).$$
(178)
The scaling function $`f`$ behaves asymptotically as $`f(0,0,u)u`$ for $`u0`$ and $`f(0,0,u)=const`$ for $`u\mathrm{}`$. To verify this scaling form at criticality, we have plotted $`\rho (t)t^\delta `$ versus $`\rho _0t^{\delta +\theta }`$ in Fig. 28b. As can be seen, we obtain a convincing data collapse.
The critical initial slip in a DP process can be interpreted as follows. In a low-density initial state the active sites are separated by empty intervals of a certain average size $`\xi _0`$. As time evolves, they generate individual clusters of connected sites (see Sec. 3.1). Initially these clusters are spatially separated; they do not interact and the particle number therefore increases as $`t^\theta `$. Only a fraction $`t^\delta `$ of these clusters survives, each of them spanning a volume of $`\xi _{}^d`$. These surviving clusters start touching each other when $`\xi _{}^d\rho _0^1t_c^\delta `$. Therefore, we expect the crossover to take place at $`t_c\rho _0^{1/(\delta d/z)}`$. Insertion of the DP hyperscaling relation (176) leads to Eq. (177). It is worth being mentioned that dynamic simulations starting from a single particle represent the limit $`\rho _00`$. In this case $`t_c`$ diverges and the critical initial slip extends to the entire temporal evolution of the system.
Correlated initial conditions
The previously discussed early-time behavior shows that initial states with short-range correlations may affect the temporal evolution of a DP process for a limited time until the system crosses over to the usual decay of the particle density. Let us now turn to initial states with long-range correlations of the form
$$s_is_{i+r}r^{\sigma d},$$
(179)
where $`0\sigma d`$ controls the power-law decay of the correlations on large scales. In one dimension such states can be generated by creating uncorrelated empty intervals<sup>12</sup><sup>12</sup>12The generation of fractal distribution is crucial since for $`\sigma <d`$ the particle density is zero. Therefore, appropriate cutoffs have to be introduced, as described in detail in Ref. . of length $`\mathrm{}`$ which are algebraically distributed as $`P(\mathrm{})\mathrm{}^{1\sigma }`$. There are, however, many possibilities to create such states because higher order correlations can be chosen freely. Apart from cutoffs, the resulting particle configurations do not exhibit a specific length scale $`\xi _0`$, instead they are characterized by a fractal dimension $`d_f=\sigma `$. It turns out that long-range correlations may change the entire temporal evolution of a DP process (similar phenomena can be observed in other nonequilibrium critical systems such as in the annihilation model ).
For $`\sigma =d`$ the particles are homogeneously distributed, leading to the usual long-time behavior $`\rho (t)t^{\beta /\nu _{}}`$. For $`\sigma 0`$ the fractal dimension tends to zero, corresponding to isolated particles where we expect the density to increase a $`\rho (t)t^\theta `$. In between numerical simulations suggest that the decay exponent changes continuously by
$$\rho (t)\rho _0t^{\alpha (\sigma )},\alpha (\sigma )=\{\begin{array}{cc}\theta \hfill & \text{ for }\sigma \sigma _c\hfill \\ \frac{1}{z}(d\sigma \beta /\nu _{})\hfill & \text{ for }\sigma >\sigma _c\hfill \end{array},$$
(180)
where $`\sigma _c=\beta /\nu _{}`$ plays a role of a critical threshold above which correlations in the initial state become relevant (see Fig. 29). Below $`\sigma _c`$ the initial distribution of particles is so sparse that interactions between growing clusters turn out to be irrelevant.
The numerical result can be proven by a simple field-theoretic calculation . In order to take the initial state into account, the field-theoretic action (142)-(143) has to be extended by the term
$$S_{ic}=\mu d^dx\stackrel{~}{\varphi }(\text{x},0)\varphi _0(\text{x}).$$
(181)
Here the initial particle distribution is represented by a field $`\varphi _0(\text{x})`$ that is coupled to the ‘creation operator’ $`\stackrel{~}{\varphi }`$ at time $`t=0`$ via a coupling constant $`\mu `$. The scaling behavior of $`\varphi _0(\text{x})`$ depends on the fractal dimension. Obviously, homogeneous initial conditions $`\varphi _0(\text{x})=const`$ are invariant under rescaling, whereas a fully localized initial condition $`\varphi _0(\text{x})=\delta ^d(\text{x})`$ has the scaling dimension $`d`$. Therefore, the initial density should scale as
$$\varphi _0(\text{x})\mathrm{\Lambda }^{d_fd}\varphi _0(\text{x})=\mathrm{\Lambda }^{\sigma d}\varphi _0(\text{x}).$$
(182)
It is easy to verify that the contribution $`S_{ic}`$ does not lead to additional loop corrections in the field theory. Therefore, the coupling between the system and the initial condition will not be renormalized. Moreover, it can be shown that higher-order contributions of the form $`\stackrel{~}{\varphi }^k(\text{x},0)\varphi _0(\text{x})`$ with $`k>1`$ are irrelevant under renormalization . Consequently, the coupling constant $`\mu `$ scales as
$$\mu \mathrm{\Lambda }^{\sigma +\chi }\mu ,$$
(183)
where $`\chi =\beta /\nu _{}`$. Hence the correlations in the initial state are relevant if $`\sigma >\sigma _c=\beta /\nu _{}`$. Scaling invariance of the expression $`\rho (t)\rho _0t^{\alpha (\sigma )}`$ implies that $`\alpha z=d\sigma +\chi `$, completing the proof of Eq. (180).
Interestingly, the above calculation does not depend on the specific form of correlations in the initial state but only on the scaling dimension of the distribution. That is, no matter how the particles are distributed – as long as the distribution scales as in Eq. (182), the particle density decays according to the scaling form (180). Moreover, it is interesting to note that a critical DP process itself generates two-point correlations $`s_is_{i+r}r^{\beta /\nu _{}}`$, corresponding to the ‘natural’ fractal dimension $`d_{f,}=d\beta /\nu _{}`$. Therefore, choosing ‘natural’ correlations $`\sigma =d\beta /\nu _{}`$ the number of particles remains almost constant (see dashed lines in Fig. 29). Similar phenomena have been observed in the Glauber-Ising model with correlated initial conditions .
Persistence probability in a DP process
In the past few years it has been realized that certain first passage quantities of critical nonequilibrium processes exhibit a power law decay with non-trivial exponents. One of these quantities is the local persistence probability $`P_l(t)`$, defined as the probability that a local variable $`s_i(t)`$ at a given site $`i`$ does not change its state until time $`t`$ during the temporal evolution. In various systems it was found that
$$P_l(t)t^{\theta _l},$$
(184)
where $`\theta _l`$ is the so-called local persistence exponent . A similar quantity, the global persistence probability $`P_g(t)`$, which is defined as the probability that the global order parameter does not change its sign up to time $`t`$, is also found to decay as a power law with a global persistence exponent $`\theta _g`$ . In general the exponents $`\theta _l`$ and $`\theta _g`$ are different and independent of the usual scaling exponents. Since the persistence probabilities depend on the history of evolution as a whole<sup>13</sup><sup>13</sup>13Persistence probabilities may be regarded as autocorrelation functions involing infinitely many points., it is generally hard to determine these exponents analytically. In fact, only a few exact results have been obtained so far . Persistence exponents are known to exhibit certain universal properties. For example, the local persistence exponent of the two-dimensional Glauber model in the ordered phase $`T<T_c`$ does not depend on $`T`$ , whereas it is non-universal with respect to the initial magnetization . Most researchers believe that persistence exponents are to some extent ‘less universal’ than ordinary bulk exponents.
In a DP process the local persistence probability $`P_l(t)`$ may be defined as the probability that a particular site never becomes active up to time $`t`$. Numerical simulations suggest that the local persistence exponent is given by
$$\theta _l=1.50(1)$$
(185)
independent of the initial density of active sites . Moreover, the numerical data are in agreement with the scaling form
$$P_l(t,N,\mathrm{\Delta })t^{\theta _l}f(\mathrm{\Delta }t^{1/\nu _{}},N^{z/d}t),$$
(186)
where $`\mathrm{\Delta }=pp_c`$ denotes the distance from criticality. The local persistence probability can also be related to certain return probabilities in a DP process with an absorbing boundary or an active source . Similar measurements of the global persistence probability $`P_g(t)`$ suggest that $`\theta _g>\theta _l`$ in agreement with recent field-theoretic results .
### 3.7 The influence of quenched disorder
In DP models it is usually assumed that the percolation probability does not vary in space and time. However, in realistic spreading processes the rate for offspring production is not homogeneous, rather it fluctuates in space and time. For example, the local density of open channels in a porous rock will vary because of inhomogeneities of the material. Similarly, most spreading processes take place in inhomogeneous environments. It is therefore important to investigate how quenched disorder affects the critical properties of a spreading process. It turns out that even weak disorder may affect or even destroy the critical behavior of DP.
In the DP Langevin equation (139) the parameter $`\kappa `$ plays the role of the percolation probability. Quenched disorder may be introduced by random variations of $`\kappa `$, i.e., by adding another Gaussian noise field $`\eta `$:
$$\kappa \kappa +\eta (\text{x},t).$$
(187)
Thus, the resulting Langevin equation reads
$$_t\rho (\text{x},t)=\kappa \rho (\text{x},t)\mathrm{\Lambda }\rho ^2(\text{x},t)+D^2\rho (\text{x},t)+\zeta (\text{x},t)+\rho (\text{x},t)\eta (\text{x},t).$$
(188)
The noise $`\eta `$ is quenched in the sense that quantities like the particle density are averaged over many independent realizations of the intrinsic noise $`\zeta `$ while the disorder field $`\eta `$ is kept fixed. In the following we distinguish three different types of quenched disorder, namely spatially, temporally quenched, and spatio-temporally quenched disorder. The three variants of quenched disorder differ in how far they affect the critical behavior of DP.
Spatially quenched disorder
For spatially quenched disorder, the disorder field $`\eta `$ is defined through the correlations
$$\overline{\eta (\text{x})\eta (\text{x}^{})}=\gamma \delta ^d(\text{x}\text{x}^{}),$$
(189)
where the bar denotes the average over many independent realizations of the disorder field (in contrast to the ensemble average $`\mathrm{}`$ over realizations of the intrinsic noise $`\zeta `$). The parameter $`\gamma `$ is an amplitude controlling the intensity of disorder. In order to find out whether this type of noise affects the critical behavior of DP, let us again consider the properties of the Langevin equation under rescaling. At the critical dimension $`d_c=4`$ the additional term $`\rho \eta `$ scales as
$$\rho \eta \mathrm{\Lambda }^{d_c/2\chi }\rho \eta ,$$
(190)
i.e., spatially quenched disorder is a marginal perturbation. Therefore, it may seriously affect the critical behavior at the transition. The same result is obtained by considering the field-theoretic action. Without quenched noise, DP is described by the action of Reggeon field theory (see Sec. 3.5)
$$S=d^dx𝑑t\stackrel{~}{\varphi }\left[_t\kappa D^2+\frac{\mathrm{\Gamma }}{2}(\varphi \stackrel{~}{\varphi })\right]\varphi $$
(191)
where $`\varphi (\text{x},t)`$ represents the local particle density while $`\stackrel{~}{\varphi }(\text{x},t)`$ denotes the Martin-Siggia-Rosen response field. As shown by Janssen , spatially quenched noise can be taken into account by adding the term
$$SS+\gamma d^dx\left[𝑑t\stackrel{~}{\varphi }\varphi \right]^2.$$
(192)
By simple power counting one can prove that this additional term is indeed a marginal perturbation. Janssen showed by a field-theoretic analysis that the stable fixed point is shifted to an unphysical region, leading to runaway solutions of the flow equations in the physical region of interest. Therefore, spatially quenched disorder is expected to crucially disturb the critical behavior of DP. The findings are in agreement with earlier numerical results by Moreira and Dickman who reported non-universal logarithmic behavior instead of power laws. Later Cafiero et al. showed that DP with spatially quenched randomness can be mapped onto a non-Markovian spreading process with memory, in agreement with previous results.
From a more physical point of view, spatially quenched disorder in 1+1 dimensional DP was studied by Webman et al. . It turns out that even weak disorder drastically modifies the phase diagram. Instead of a single critical point one obtains an intermediate phase of very slow glassy-like dynamics. The glassy phase is characterized by non-universal exponents which depend on the percolation probability and the disorder amplitude. For example, in a supercritical 1+1 dimensional DP process without quenched disorder the boundaries of a cluster propagate at constant average velocity $`v`$. However, in the glassy phase $`v`$ decays algebraically with time. The corresponding exponent turns out to vary continuously with the mean percolation probability. The power-law behavior is due to ‘blockades’ at certain sites where the local percolation probability is small (see Fig. 30). Similarly, in the subcritical edge of the glassy phase, the spreading agent becomes localized at sites with high percolation probability. For $`d>1`$, however, numerical simulations indicate that a glassy phase does not exist.
Temporally quenched disorder
Temporally quenched disorder is defined by the correlations
$$\overline{\eta (t)\eta (t^{})}=\gamma \delta (tt^{}).$$
(193)
In this case the additional term is a relevant perturbation which scales as $`\rho \eta \mathrm{\Lambda }^{z/2\chi }\rho \eta `$. Therefore, we expect the critical behavior and the associated critical exponents to change entirely. In the field-theoretic formulation this corresponds to adding a term of the form
$$SS+\gamma 𝑑t\left[d^dx\stackrel{~}{\varphi }\varphi \right]^2.$$
(194)
The influence of temporally quenched disorder was investigated in detail in Ref. . Employing series expansion techniques it was demonstrated that the three exponents $`\beta ,\nu _{},\nu _{}`$ vary continuously with the disorder strength. Thus the transition no longer belongs to the DP universality class.
Spatio-temporally quenched disorder
For spatio-temporally quenched disorder, the noise field $`\eta `$ is uncorrelated in both space and time:
$$\overline{\eta (\text{x},t)\eta (\text{x}^{},t^{})}=\gamma \delta ^d(\text{x}\text{x}^{})\delta (tt^{}).$$
(195)
In Reggeon field theory, this would correspond to the addition of the term
$$SS+\gamma d^dx𝑑t\left[\stackrel{~}{\varphi }\varphi \right]^2,$$
(196)
being an irrelevant perturbation. In fact, this noise has essentially the same properties as the intrinsic noise and can be considered as being annealed. Spatio-temporally quenched disorder is expected in systems where each time step takes place in a new spatial environment of the system. Examples include water in porous media subjected to a gravitational field as well as systems of flowing sand on an inclined plane (see Sec. 3.9). In these cases the critical behavior of DP should remain valid on large scales.
### 3.8 Related models
Directed percolation plays a role in various other contexts such as in coupled map lattices, the problem of friendly walkers, real-valued spreading processes, models with particle conservation, and even in systems with infinitely absorbing states. In the following we discuss some of these related models. Moreover, we investigate the special case of compact directed percolation in more detail.
Spreading transitions in deterministic systems
Spreading transitions can also be observed in certain deterministic lattice models. Instead of using random numbers, these models employ chaotic maps in order to generate random behavior. A simple example of such a chaotic map is given by
$$u(t+1)=f\left(u(t)\right),f(x)=\{\begin{array}{cc}rx\hfill & \text{if }0x<1/2,\hfill \\ r(1x)\hfill & \text{if }1/2<x1,\hfill \\ x\hfill & \text{if }1<xr/2,\hfill \end{array}$$
(197)
where $`r`$ is a free parameter. The chaotic motion of $`f`$ for $`x1`$ is governed by a tent map of slope $`r`$. However, if $`r`$ exceeds the value $`2`$, the map eventually reaches an absorbing state with $`x>1`$, the so-called ‘laminar’ state of the model. In a coupled map lattice many of these local maps $`u_i(t)`$ are coupled by a diffusive interaction of the form
$$u_i(t+1)=f\left(u_i(t)\right)+\frac{D}{2}\left[f\left(u_{i1}(t)\right)2f\left(u_i(t)\right)+f\left(u_{i+1}(t)\right)\right],$$
(198)
where $`D`$ plays the role of a diffusion constant. The coupled map lattice evolves deterministically by synchronous updates. By varying $`D`$ it exhibits a nonequilibrium phase transition from a ‘chaotic’ phase into a ‘laminar’ state. The existence of absorbing states led Pomeau to the conjecture that the transition should belong to the DP universality class , hoping that the apparent randomness of the chaotic maps would effectively lead to stochastic spreading of activity on large scales. However, subsequent numerical simulations did not agree with this conjecture , in particular the exponents were found to depend on $`r`$. The non-universal behavior of spreading transitions in deterministic systems is caused by subtle correlations emerging as artifacts of the deterministic update rule. For example, a ‘cluster’ of chaotic sites starting from a single active seed remains symmetric throughout the whole temporal evolution, leading to a qualitatively different spreading behavior (see Fig. 31). The consequences of these correlations are not yet fully understood. However, replacing the synchronous dynamics of Eq. (198) by asynchronous updates, the deterministic correlations are destroyed and the resulting phase transition is indeed characterized by DP exponents . Similar transitions of two-dimensional coupled map lattices have been investigated in Ref. .
DP and the problem of ‘friendly walkers’
The so-called problem of ‘friendly walkers’ is defined as follows. Consider the paths of $`m`$ random walkers on a diagonal square lattice. All walks originate in site $`(0,0)`$ and end in site $`(\text{x},t)`$. While traveling the walkers may share the same bonds but they are not allowed to cross each other (see Fig. 32). In the partition sum $`Z_m(\text{x},t)`$ each possible configuration of random walks is weighted by a factor $`p^k`$, where $`p>0`$ is a parameter and $`k`$ denotes the number of bonds used by at least one of the walkers. For $`p<1`$ it is therefore advantageous for the walkers to be ‘friendly’ to each other, i.e., to share the same bonds.
Some time ago, Arrowsmith and Essam suggested a close relationship between DP and the problem of friendly walkers. More precisely, they showed that the partition function $`Z_m(\text{x},t)`$ is related to the pair-connectedness function $`c(\text{x},t)`$ of a directed bond percolation process by
$$c(\text{x},t)=\underset{m0}{lim}Z_m(\text{x},t),$$
(199)
where $`p`$ is the usual percolation probability. Here the limit $`m0`$ has to be performed as a suitable continuation of polynomial expressions. For example, let us consider $`m`$ friendly random walkers traveling from the origin $`(0,0)`$ to the point $`(\text{x},t)=(0,2)`$ (see right part of Fig. 32). There are $`m+1`$ possible configurations; two of them use only two bonds while the others use four bonds. Hence the partition function is given by $`Z_m(0,2)=(m1)p^4+2p^2`$. Inserting $`m=0`$ we obtain $`Z_0(0,2)=2p^2p^4`$. In fact, this expression is exactly equal to the pair connectedness function $`c(0,2)`$ in a directed bond percolation process. This equivalence holds for any $`(\text{x},t)`$ and also in higher dimensions. Recently this result has been generalized to friendly walkers with arbitrary interactions .
The problem of friendly walkers may also be interpreted as a flow of integer numbers on a diagonal square lattice. At the origin there is a source creating an integer number $`m`$. While traveling on the directed lattice, this integer number may split up into several parts. Finally there is a sink where all integers merge into a single one and disappear. Clearly, the integers represent just the number of friendly walkers sharing the same bond.
Even more remarkably, it has been shown that DP is related to the partition sum of a chiral Potts model , generalizing the well-known result of Fortuin and Kasteleyn for isotropic percolation . However, since the definition of the chiral Potts model is rather cumbersome, this relation is not of immediate practical benefit.
DP with real-valued degrees of freedom
DP models are usually defined in terms of discrete local variables $`s_i=0,1`$ representing inactive and active sites. An interesting variant of DP is ‘self-organized directed percolation’, where real-valued local degrees of freedom are used . To understand the basic mechanism, let us consider directed bond percolation. Clearly, a given path between two sites is conducting if all bonds along the path are open, i.e., all random numbers generated along the path have to be larger than $`p`$. Thus, in order to find out whether a path is conducting, it is only necessary to keep track of the smallest random number generated along this path. This number may be considered as the weight of the path, being a measure of its weakest link. However, a pair of sites can be connected by many different paths. For the target site to become active, at least one of these paths has to be conducting. Therefore, two sites are connected if the maximum of all weights is larger than $`p`$.
Interestingly, the maximal weight can be computed by a local update rule which is defined in terms of real-valued degrees of freedom $`x_i(t)[0,1]`$. Starting with the initial condition $`x_i(0)=0`$ the system evolves according to
$$x_i(t+1)=\mathrm{min}(\mathrm{max}(z_i^{},x_{i1}(t)),\mathrm{max}(z_i^+,x_{i1}(t))),$$
(200)
where we used the notation of Eq. (80). A typical spatial configuration of a (1+1)-dimensional chain after $`10^4`$ updates is shown in Fig 33. Using this update rule, the binary state $`s_i(t)`$ of the corresponding directed bond percolation process can be retrieved by the projection
$$s_i(t)=\mathrm{\Theta }(px_i(t)),$$
(201)
where $`\mathrm{\Theta }`$ denotes the heaviside step function. Remarkably, the update rule (200) does not involve the percolation probability $`p`$. Instead, it processes all values of $`p`$ at once until a particular value of $`p`$ is selected by application of the projection rule (201). Thus, ‘self-organized directed percolation’ can be used as a tool for very efficient off-critical simulations.
Spreading process with particle conservation
Recently Broeker and Grassberger introduced another interesting ‘self-organized’ variant of DP which is motivated as follows. A gardener takes care of $`N`$ plants in a flowerbed. The flowers are seized with a parasite. Once a plant is struck, it perishes irreversibly. Moreover, the parasite may spread to neighboring plants. However, if the number of befallen plants exceeds a certain number, the gardener replaces one of them, keeping the number of infected plants constant. In more technical terms, the number of active sites is conserved by means of a global update rule. The update consists of two steps. At first one of the active sites activates a randomly chosen neighbor, modeling the spreading of the parasite. If this move was successful, another randomly chosen active site is deactivated, representing the global control of the gardener. Clearly, the number of active sites $`M`$ is conserved, i.e., the model has no absorbing states.
The number of active sites $`M`$ is specified by the initial state. For example, we may start with a compact domain of $`M`$ active sites on an infinite lattice. Initially, spreading occurs only at the edges of the domain. As time proceeds, the distribution of active sites becomes more and more sparse, forming a diffusing cloud. Nevertheless, the cloud keeps its integrity and reaches a typical size after some time. Amazingly, the dynamic processes in the interior of the cloud are those of an almost critical DP process. In fact, as shown in Ref. , most properties of the cloud can be explained in terms of DP scaling laws. Considering a small region in the interior of the cloud, the relation to DP is quite obvious: The two processes for offspring production $`A2A`$ and self-destruction $`A\text{Ø}`$ occur randomly in space, just as in a contact process with random-sequential updates. However, the global control adjusts the ratio of the effective rates and drives the system to criticality.
Branching Potts interfaces
Recently Cardy studied a field-theory for branching interfaces between ordered domains of a $`q`$-state Potts model. In two spatial dimensions these interfaces are one-dimensional objects. For $`q<q_c`$ they become fractal with a vanishing interfacial tension at the critical point, while for $`q>q_c`$ the interfacial width diverges at a finite value of the tension, indicating a first-order transition. In a certain limit, namely $`q\mathrm{}`$, the model becomes equivalent to a DP process. Therefore, the model provides a field theory of directed percolation that differs from the standard field theory discussed in Sec. 3.5. Although both field theories ‘intersect’ in one dimension, they are completely different. In particular, the loop expansion starts out from different critical dimensions, namely $`d_c=4`$ for Reggeon field theory and $`d_c=2`$ for branching Potts interfaces. Consequently, in the latter case the one-loop estimates for the critical exponents in $`d=1`$ are much more accurate.
DP models with infinitely many absorbing states
According to the DP conjecture, phase transitions into a single absorbing state belong generically to the DP universality class. However, DP behavior may also be observed in models with several or even infinitely many absorbing states. An interesting example is the dimer-trimer model for heterogeneous catalysis introduced by Köhler and ben-Avraham . This model generalizes the ZGB model and is defined by the reaction scheme
ØØ $`AA`$ at rate $`p`$ ,
ØØØ $`BBB`$ at rate $`1p`$ , (202)
$`AB`$ $`\text{Ø}\text{Ø}`$ at rate $`\mathrm{}`$ .
On an infinite lattice this model has infinitely many absorbing states. For example, configurations of dimers and trimers separated by single vacant sites are absorbing. The dimer-trimer model displays a phase transition in 2+1 dimensions. Initially, the values of the critical exponents were found to be different from those of DP. Later refined simulations confirmed, however, that the dimer model still belongs to the DP universality class . The same result was found in a similar model for catalysis of dimers and monomers . Another important example is the pair contact process without diffusion which is defined by the reaction scheme
$$2A3A,2A\text{Ø}.$$
(203)
In this model solitary particles neither react nor diffuse. Starting from random initial conditions, the critical pair contact process evolves into certain frozen configurations, as demonstrated in Fig. 34. As can be seen, it is important that single particles are not allowed to diffuse. In fact, by adding diffusion of individual particles the critical behavior of the model changes entirely (see Sec. 4.5).
In all models with infinitely many absorbing states and non-conserved order parameter the critical exponents $`\beta ,\nu _{},\nu _{}`$ coincide with those of DP. This observation suggests an extension of the DP conjecture to systems with several absorbing states which are characterized by a non-conserved single-component order parameter . However, it was realized that the dynamic exponents $`\delta `$ and $`\theta `$ depend on the initial condition and even violate the usual DP hyperscaling relation (120). Mendes et al. resolved this problem by introducing the generalized hyperscaling relation (100). However, the sum $`\delta +\theta `$ is believed to be independent of the initial condition.
Recently Muñoz et al. proposed a Langevin equation for systems with infinitely many absorbing states . It differs from the usual DP Langevin equation (139) by an additional term:
$$\begin{array}{cc}\hfill _t\varphi (\text{x},t)=& \kappa \varphi (\text{x},t)\lambda \varphi ^2(\text{x},t)+D^2\varphi (\text{x},t)+\zeta (\text{x},t)+\hfill \\ & +\alpha \varphi (\text{x},t)\mathrm{exp}\left[w_0^t𝑑t^{}\varphi (\text{x},t^{})\right].\hfill \end{array}$$
(204)
Here $`\alpha `$ and $`w`$ are certain constants (the noise correlations are assumed to be the same as in Eq. (140)). This Langevin equation is non-Markovian, i.e., it has a temporal memory. The memory is local since the integral correlates fluctuations at the same position in space. From the physical point of view, this memory encodes the local realization of the absorbing state. As can be seen in Fig. 34, the emerging inactive domains have a highly inhomogeneous structure which can be regarded as a fingerprint of the history of the spreading process. A detailed numerical analysis of the Langevin equation (204) confirmed that the exponenets $`\beta `$, $`\nu _{}`$, and $`\nu _{}`$ do belong to the DP class while $`\delta `$ and $`\theta `$ vary with the density of the initial state . In order to explain the apparent nonuniversality of the spreading exponents, Grassberger developed a simple toy model that grasps the main properties of such spreading processes . In this toy model the spreading rate at a given site changes irreversibly at the first encounter with the spreading agent. Although the model does not involve multiple absorbing states, it displays similar ‘nonuniversal’ properties.
Another important example for systems with infinitely many absorbing states is damage spreading where two copies of a stochastic system evolve under the same realization of thermal noise. The concept of damage spreading will be discussed in detail in Sec. 5.
Epidemic processes with immunization
As we have seen in Sec. 3.1, epidemic models without immunization belong generically to the DP universality class. In most cases, however, an infected individual becomes increasingly immune after recovery, i.e., the susceptibility for a new infection decreases. Cardy and Grassberger showed that epidemic models with immunization are in the same universality class as dynamic percolation . It is important to note that dynamic percolation differs significantly from directed percolation. For example, let us consider a spreading process with immunization in 2+1 dimensions starting from an initial state where all sites are equally susceptible for infections. If a single site in the center is infected, there is a finite probability that the disease will spread. However, since infected sites become increasingly immune, a more or less irregular front of activity moves away from the origin, leaving behind a certain cluster of immune sites (see Fig. 35). The morphology of this cluster depends on the percolation parameter. In the supercritical case there is a finite probability that the front moves to infinity, whereas in the subcritical regime the process stops after some time. At criticality it turns out that the generated cluster has the same asymptotic properties as critical clusters of isotropic percolation (cf. left part of Fig. 10). Thus, dynamic percolation can be used as a tool to generate isotropic percolation clusters and should not be confused with directed percolation. In particular, the critical exponents turn out to be different in both cases. Interestingly, even a small degree of immunization suffices for a (2+1)-dimensional epidemic process to cross over from directed to dynamic percolation (together with a shift of the critical point). A renormalized field theory of dynamic percolation was studied in .
Compact directed percolation
Let us finally come back to compact directed percolation (CDP) which characterizes the critical behavior of the DK model at the upper terminal point of the phase transition line $`p_1=1/2`$, $`p_2=1`$ (see Fig. 14). The case $`p_2=1`$ is special because there are two symmetric absorbing states, namely the dry state $`s_1=\mathrm{}=s_N=0`$ and the entirely wet state $`s_1=\mathrm{}=s_N=1`$. In contrast to DP, CDP has a global $`Z_2`$ symmetry
$$s_i1s_i,p_11p_1.$$
(205)
Since wet sites cannot spontaneously become dry, compact islands of active sites are formed. In 1+1 dimensions CDP is fully equivalent to a zero temperature Ising model with Glauber dynamics or the voter model . Expressing the dynamic processes in terms of kinks $`X`$ between wet and dry domains, the kinks perform an annihilating random walk $`X+X\text{Ø}`$. Therefore, (1+1)-dimensional CDP is exactly solvable . The corresponding critical exponents are given by
$$\begin{array}{cc}& \beta =0,\beta ^{}=1,\nu _{}=2,\nu _{}=1,\hfill \\ & \delta =1/2,\theta =0,\stackrel{~}{z}=1.\hfill \end{array}$$
(206)
It should be noted that these exponents do not comply with the usual DP hyperscaling relation (120). However, as pointed out in Ref. , they satisfy the generalized hyperscaling relation (100). In fact, as can be verified easily, for CDP the backbone of a two-point function (see Sec. 3.5) is no longer statistically invariant under time reversal.
Because of the vanishing exponent $`\beta `$, the CDP transition is discontinuous. In fact, for $`p_1<1/2`$, $`p_2=1`$ the empty lattice is a stable stationary state while for $`p_1>1/2`$ the fully occupied lattice is stable. Various spreading models display a crossover from CDP to DP. In these models, the rate for the reaction $`A\text{Ø}`$ is very small. Therefore, clusters appear to be compact on small scales. On larger scales, however, clusters break up into several active branches, leading to DP behavior in the asymptotic limit. This type of crossover has been studied in detail in Refs. and may also play a role in experiments of flowing granular matter (see Sec. 3.9).
### 3.9 Experimental realizations of directed percolation
So far we have seen that directed percolation is the generic universality class for nonequilibrium phase transitions into absorbing states. In fact, DP seems to be of similar importance as the Ising model in equilibrium statistical mechanics. Despite this success in theoretical statistical physics, the critical behavior of DP, especially the values of the critical exponents, have not yet been confirmed experimentally. The lack of experimental evidence is indeed surprising, especially since a large number of possible experimental realizations have been suggested in the past. As Grassberger emphasizes in a summary on open problems in DP :
> ”…there is still no experiment where the critical behavior of DP was seen. This is a very strange situation in view of the vast and successive theoretical efforts made to understand it. Designing and performing such an experiment has thus top priority in my list of open problems.”.
What might be the reason for the apparent lack of experimental evidence? It seems that the basic features of DP, which can easily be implemented on a computer, are quite difficult to realize in nature. One of these idealized assumptions is the existence of an absorbing state. In real systems, however, a perfect non-fluctuating state cannot be realized. For example, a poisoned catalytic surface is not completely frozen, instead it will always be affected by small fluctuations. Although these fluctuations are strongly suppressed, they could still be strong enough to ‘soften’ the transition, making it impossible to quantify the critical exponents.
Another reason might be the influence of quenched disorder due to spatial or temporal inhomogeneities. In most experiments frozen randomness is expected to play a significant role. For example, a real catalytic surface is not fully homogeneous but characterized by certain defects leading to spatially quenched disorder. As has been shown in Sec. 3.7, this type of disorder may affect or even destroy the critical behavior of DP.
In the following we summarize some of the most important experimental applications which have been proposed so far . Other experimental applications in systems of growing interfaces will be discussed in Sec. 6.
Catalytic reactions
It is well known that under specific conditions certain catalytic reactions mimic the microscopic rules of DP models. For example, as shown in Fig. 17, the ZGB model for the catalytic reaction CO + O $``$ CO<sub>2</sub> on a platinum surface displays a continuous transition at $`y=y_1`$ belonging to DP. In real catalytic reactions, however, only the discontinuous transition at $`y=y_2`$ can be observed. Fig. 36 shows the reaction rates as functions of the CO pressure measured in a catalytic reaction on a Pt(210) surface . Although this experiment was designed in order to investigate the technologically interesting regime of high activity close to the first-order phase transition, the results clearly indicate that poisoning with oxygen does not occur. Instead the reactivity increases almost linearly with the CO pressure. Similar results were obtained for Pt(111) and for other catalytic materials. Thus, so far there is no experimental evidence for DP transitions in catalytic reactions.
One may speculate why the DP transition is obscured or even destroyed under experimental conditions. On the one hand, the reaction chain in the experiment is much more complicated than in the ZGB model . Moreover, the O-poisoned system might not be a perfect absorbing state, i.e., the surface can still adsorb CO molecules although it is already saturated. Another possibility is thermal (nonreactive) desorption of oxygen, acting as an external field which drives the system away from criticality \[cf. Eq. (116)\]. Finally, defects and inhomogeneities of the catalytic material could lead to an effective (spatially quenched) disorder.
For a long time the microscopic dynamics processes were difficult to study experimentally. However, in recent years novel techniques such as scanning tunneling microscopy (STM) led to an enormous progress in the understanding of catalytic reactions, pointing at various unexpected subtleties. For example, it was observed that reactions preferably take place at the perimeter of oxygen islands . Furthermore, it was realized that adsorbed CO molecules on Pt(111) may form three different rotational patterns representing the c(4$`\times `$2) structure of CO on platinum, i.e., there are several competing absorbing states . Moreover, the STM technique allows one to trace individual molecular reactions and to determine the corresponding reaction rates. In addition, the influence of defects such as terraces on catalytic reactions can be quantified experimentally . We may therefore expect a considerable progress in the understanding of catalytic reactions in near future.
Flowing granular matter
Recently it has been shown that simple systems of flowing sand on an inclined plane, such as the experiments performed by Douady and Daerr , could serve as experimental realizations of DP . In the Douady-Daerr experiment glass beads with a diameter of $`250`$-$`425\mu `$m are poured uniformly at the top of an inclined plane covered by a rough velvet cloth (see Fig. 37). As the beads flow down, a thin layer settles and remains immobile. Increasing the angle of inclination $`\varphi `$ by $`\mathrm{\Delta }\varphi `$ the layer becomes dynamically unstable, i.e., by locally perturbing the system at the top of the plane an avalanche of flowing granular matter will be released. In the experiment these avalanches have the shape of a fairly regular triangle with an opening angle $`\theta `$. As the increment $`\mathrm{\Delta }\phi `$ decreases, the value of $`\theta `$ decreases, vanishing as
$$\mathrm{tan}\theta (\mathrm{\Delta }\phi )^x$$
(207)
with a certain critical exponent $`x`$. The experimental results suggest the value $`x=1`$ .
In order to explain the experimentally observed triangular form of the avalanches, Bouchaud et al. proposed a mean-field theory based on deterministic equations, taking the actual local thickness of the flowing avalanche into account . This theory predicts the exponent $`x=1/2`$. Another explanation assumes that flowing sand may be interpreted as a nearest-neighbor spreading process . Here the avalanche is considered as a cluster of active sites. Identifying the vertical coordinate of the plane with time and the increment of inclination $`\mathrm{\Delta }\phi `$ with $`pp_c`$, the opening angle is expected to scale as
$$\mathrm{tan}\theta \xi _{}/\xi _{}(\mathrm{\Delta }\phi )^{\nu _{}\nu _{}},$$
(208)
where $`\nu _{}`$ and $`\nu _{}`$ are the scaling exponents of the spreading process under consideration.
To support this scaling argument, a simple lattice model was introduced which mimics the physics of flowing sand . The model exhibits a transition from an inactive to an active phase with avalanches whose compact shapes reproduce the experimental observations. On laboratory scales the model predicts a transition belonging to the universality class of compact directed percolation \[see Eq. (LABEL:CDPExponents)\], implying that
$$x=\nu _{}\nu _{}=1.$$
(209)
The CDP behavior, however, is only transient and crosses over to DP after a very long time. Thus the Douady-Daerr experiment – performed on sufficiently large scales – may serve as a physical realization of DP. Irregularities of the layers thickness can be considered as spatio-temporally quenched disorder which is irrelevant on large scales (see Sec. 3.7). Thus, in contrast to catalytic reactions, the problem of quenched disorder does not play a major role in this type of experiments.
The crossover from CDP to DP is very slow and presently not accessible in experiments. To illustrate the crossover, two avalanches are plotted on different scales in Fig. 38. The left one represents a typical avalanche within the first few thousand time steps. As can be seen, the cluster appears to be compact. However, as shown in the right panel of the figure, the cluster breaks up into several branches after a very long time. Recent experimental studies confirm that for high angles of inclination critical avalanches do split up into several branches (see Fig. 39). Yet here the avalanches have no well defined front, the propagation velocity of separate branches rather depends on their thickness. It is therefore no longer possible to interpret the vertical axis as a time coordinate. Another problem is the kinetic energy of the grains. According to arguments by Dickman et al. , continuous phase transitions into absorbing states can only be observed if the inertia of particles can be neglected.
Finally, it is not yet known how the spreading process depends on correlations in the initial state. As shown in Sec. 3.6, such long-range correlations may change the values of certain dynamic critical exponents. However, recent studies of a single rolling grain on an inclined rough plane support that there are presumably no long-range correlations due to a ‘memory’ of rolling grains. By means of molecular dynamics simulations it was shown that the motion of a rolling grain consists of many small bounces on each grain of the supporting layer. Therefore, the rolling grain quickly dissipates almost all of the energy gain from the previous step and thus forgets its history very fast. For this reason it seems to be unlikely that quenched disorder of the prepared layer involves long-range correlations. Therefore, flowing granular matter seems to be a promising candidate for an experimental realization of DP.
Porous media
DP is often motivated as a model for water percolating through a porous medium in a gravitational field. Due to an external driving force, the flow in the medium is assumed to be strictly unidirectional, i.e., the water can only flow downwards (in contrast to the depinning models of Sec. 6.2 where the water can flow forth and back). Although this application seems to be quite natural, it is difficult to realize experimentally. As shown in Ref. , porous media in nature are highly irregular. By cutting sandstone into slices and digitizing the section images, the porosity distribution and the local connectivity were measured and averaged over 99 samples. As expected, the pores have different sizes and are distributed irregularly. In addition, the percolation probability is found to depend on the local porosity and the direction in space, i.e., sandstone is an anisotropic material. But there are even more fundamental problems. On the one hand, water is a conserved quantity, leading to unpredictable long-range correlations in the bulk. On the other hand, water can always flow against the gravity field by means of capillary forces. Therefore, it is quite difficult or even impossible to verify scaling laws in such experiments and is not yet clear whether the relation to DP is meaningful or simply a commonly accepted misconcept.
Epidemics
Another frequently quoted application of DP is the spreading of epidemics without immunization . In an epidemic process infection and recovery resemble the reaction-diffusion scheme of DP (81). If the rate of infection is very low, the infectious disease will disappear after some time. If infections occur more frequently, the disease may spread and survive for a very long time. However, spreading processes in nature are usually not homogeneous enough to reproduce the critical behavior of DP. Moreover, in many realistic spreading processes short-range interactions are no longer appropriate. This situation emerges, for example, when an infectious disease is transported by insects. Such long-range interactions may be described by Lévy flights, leading to continuously varying critical exponents (see Sec. 4.1).
Forest fires
A closely related problem is the spreading of forest fires . Tephany et al. studied the propagation of flame fronts on a random lattice both under quiescent conditions and in a wind tunnel . The experimental estimates of the critical exponents at the spreading transition are in rough agreement with the predictions of isotropic and directed percolation, respectively. However, the accuracy of these experiments remains limited.
Calcium dynamics
DP transitions may also occur in certain kinetic models for the dynamics of Calcium ions in living cells. Ca<sup>2+</sup> ions play an important physiological role as second messenger for various purposes ranging from hormonal release to the activation of egg cells by fertilization . The cell uses nonlinear propagation of increasing intracellular Ca<sup>2+</sup> concentration, so-called calcium waves, as a tool to transmit signals over distances that are much longer than the diffusion length. For example, propagating Ca<sup>2+</sup> waves can be observed in the immature Xenopus laevis oocyte . So far theoretical work focused mainly on deterministic reaction-diffusion equations in the continuum, explaining various phenomena such as solitary and spiral waves . Recently improved models have been introduced which take also the stochastic nature of Calcium release into account . As expected, the transition in one of these models belongs to the DP universality class . However, from the experimental point of view it seems to be impossible to confirm or disprove this conjecture. On the one hand, the size of a living cell is only a few order of magnitude larger than the diffusion length, leading to strong finite-size effects in the experiment. On the other hand, inhomogeneities as well as internal structures of the cell lead to a completely unpredictable form of quenched noise. Therefore, it seems to be impossible to identify the universality class of the transition in such experiments. It would be rather an achievement to find clear evidence for the very existence of a phase transition between survival and extinction of propagating calcium waves.
Directed polymers
DP is also related to the problem of directed polymers . In contrast to DP, which is defined as a local process, the directed polymer problem selects directed paths in a random medium by global optimization. Under certain conditions, namely a bimodal distribution of random numbers, both problems were shown to be closely related . More specifically, the roughness exponent of the optimal path in a directed polymer problem is predicted to cross over from the KPZ value 2/3 to the DP value $`\nu _{}/\nu _{}0.63`$ at the transition point. Directed polymers were used to describe the propagation of cracks . However, in such experiments it is usually impossible to verify the tiny crossover from KPZ to DP.
Turbulence
Finally, DP has also been considered as a toy model for turbulence. As suggested in Ref. , the front between turbulent and laminar flow should exhibit the critical behavior of DP. For example, the velocity of the front should scale algebraically with a combination of DP exponents. However, these predictions are based rather on heuristic arguments than on rigorous results. In fact, in many respects turbulent phenomena show a much richer behavior than DP. Nevertheless there are certain similarities between DP and turbulence. Therefore, the study of DP could be helpful for a better understanding of turbulent phenomena.
Summary and outlook
Directed percolation is keeping theoretical physicists fascinated since more than four decades. Several reasons make directed percolation so appealing. First of all, DP is a very simple model in terms of its dynamic rules. Nevertheless, the DP phase transition turns out to be highly nontrivial. In fact, DP belongs to the very few critical phenomena which have not yet been solved exactly in one spatial dimension. Therefore, the critical exponents are not yet known analytically. High-precision estimates indicate that they might be given rather by irrational than by simple fractional values. Moreover, DP is extremely robust. It stands for a whole universality class of phase transitions from a fluctuating phase into absorbing states. In fact, a large variety of models displays phase transitions belonging to the DP universality class. Thus, on the theoretical level, DP plays the role of a standard universality class similar to the Ising model in equilibrium statistical mechanics.
In spite of its simplicity, no experiment is known which confirms the values of the critical exponents quantitatively. An exception may be the wetting experiment performed by Buldyrev et al. (see below in Sec. 6.2), where the value of the roughness exponent $`\alpha `$ coincides with $`\nu _{}/\nu _{}`$ within less than 10%. However, since the results of similar experiments are scattered over a wide range, further experimental effort in this direction would be needed in order to confirm the existence of DP in this type of systems.
Apart from difficulties to realize a non-fluctuating absorbing state, a fundamental problem of DP experiments is the emergence of quenched disorder caused by inhomogeneities of the system. Depending on the type of disorder, even weak inhomogeneities might obscure or even destroy the DP transition. Therefore, the most promising experiments are those where quenched disorder is irrelevant on large scales. This is the case, for example, in wetting experiments and systems of flowing granular matter.
Although there is certainly a lack of experimental evidence, there is no reason to believe that DP is a purely artificial model. To be optimistic, it is helpful to recall the history of the Ising model, which has been introduced almost one century ago. Although the Ising model is probably the best studied system in equilibrium statistical mechanics, there are only few experiments in which the critical exponents have been reproduced (for a review see Ref. ). For this reason, many physicists believe that DP should have a counterpart in reality as well, mostly because of its simplicity and robustness. In this respect, Grassbergers message remains valid: The experimental realization of DP is an outstanding problem of top priority.
## 4 Other classes of spreading transitions
This Section discusses various other types of nonequilibrium phase transitions into absorbing states which do not belong to the universality class of directed percolation. In particular we will address spreading processes with long-range interactions and additional symmetries.
### 4.1 Long-range spreading processes
According to the DP conjecture (see Section 3.3) phase transitions in spreading models with short range interactions generically belong to the DP universality class. In many realistic spreading processes, however, short-range interactions do not appropriately describe the underlying transport mechanism. This situation emerges, for example, if an infectious disease is transported by insects. Typically the motion of the insects is not a random walk, one rather observes occasional flights over long distances before the next infection occurs. Similar phenomena are expected when the spreading agent is subjected to a turbulent flow. Intuitively it is clear that occasional spreading over long distances will significantly alter the spreading properties. On a theoretical level such a super-diffusive transport may well be described by Lévy flights , i.e., by uncorrelated random moves over long distances $`r`$ which are algebraically distributed as
$$P(r)1/r^{d+\sigma },(\sigma >0).$$
(210)
The exponent $`\sigma `$ is a free parameter that controls the characteristic shape of the distribution. The algebraic tale leads to occasional long-distance flights, as shown in Fig. 40.
Anomalous directed percolation, as originally proposed by Mollison in the context of epidemic spreading, is a generalization of DP in which the spreading agent is transported by Lévy flights. As in the case of ordinary DP, we expect anomalous DP to be characterized by certain universal critical exponents $`\beta `$, $`\nu _{}`$, and $`\nu _{||}`$. The question is how these exponents depend on $`\sigma `$, whether they are independent from one another, and how they cross over to the exponents of ordinary DP. Based on field-theoretic considerations, Grassberger claimed that the critical exponents of anomalous DP should depend continuously on the control exponent $`\sigma `$. Very recently this work has been considerably clarified and extended by Janssen et al. , who presented a comprehensive field-theoretic analysis of anomalous spreading processes with and without immunization.
Anomalous directed percolation: Field-theoretic predictions
In order to include long-range spreading in the Langevin equation (139), the Laplacian has to be replaced by a non-local expression. This term can be written as an integral that describes Lévy flights over the distance $`r`$ according to the probability distribution $`P(r)`$:
$$\begin{array}{cc}\hfill _t\varphi (\text{x},t)& =\kappa \varphi (\text{x},t)\lambda \varphi ^2(\text{x},t)+\zeta (\text{x},t)\hfill \\ & +Dd^dx^{}P(|\text{x}𝐱^{}|)\left[\varphi (𝐱^{},t)\varphi (\text{x},t)\right].\hfill \end{array}$$
(211)
The two contributions in the integrand describe gain and loss processes, respectively. Keeping the most relevant terms in a small momentum expansion , this equation may be written as
$$_t\varphi (\text{x},t)=\left(D_N^2+D_A_A^\sigma +\kappa \right)\varphi (\text{x},t)\lambda \varphi ^2(\text{x},t)+\zeta (\text{x},t),$$
(212)
where the noise correlations are assumed to be the same as in Eq. (140). $`D_N`$ and $`D_A`$ are the rates for normal and anomalous diffusion, respectively. The anomalous diffusion operator $`_A^\sigma `$ describes moves over long distances and is defined through its action in momentum space
$$_A^\sigma e^{i𝐤\text{x}}=k^\sigma e^{i𝐤\text{x}},$$
(213)
where $`k=|𝐤|`$. The standard diffusive term $`D_N^2`$ takes the short-range component of the Lévy distribution into account. Note that even if this term were not initially included, it would still be generated under renormalization of the theory. The mean-field theory of anomalous DP is completely analogous to that of ordinary DP. For $`\sigma <2`$ a scaling analysis yields the mean field results
$$d_c=2\sigma ,\beta ^{MF}=1,\nu _{}^{MF}=1/\sigma ,\nu _{}^{MF}=1.$$
(214)
For $`\sigma 2`$ these exponents cross over smoothly to the ordinary DP mean-field exponents (124). The mean field approximation is expected to be quantitatively accurate above the upper critical dimension $`d_c`$, while for $`dd_c`$ fluctuation effects have to be taken into account. By using standard techniques one can derive the effective action
$$S[\varphi ,\stackrel{~}{\varphi }]=d^dx𝑑t\left[\stackrel{~}{\varphi }(_t\kappa D_N^2D_A_A^\sigma )\varphi +\frac{\mathrm{\Gamma }}{2}(\stackrel{~}{\varphi }\varphi ^2\stackrel{~}{\varphi }^2\varphi )\right].$$
This expression differs from the usual action of Reggeon field theory (142)-(143) by the addition of a term representing anomalous diffusion. Simple power counting on this action confirms that the upper critical dimension is $`d_c=2\sigma `$, below which fluctuation effects become important.
The field-theoretic RG calculation basically follows the same lines as in the case of DP. The resulting critical exponents to one-loop order in $`d=2\sigma ϵ`$ dimensions are given by
$`\beta `$ $`=12ϵ/7\sigma +O\left(ϵ^2\right),`$
$`\nu _{}`$ $`=1/\sigma +2ϵ/7\sigma ^2+O\left(ϵ^2\right),`$ (215)
$`\nu _{||}`$ $`=1+ϵ/7\sigma +O\left(ϵ^2\right).`$
Moreover, it can be shown that the hyperscaling relation (120) holds for arbitrary values of $`\sigma `$. Thus, to one-loop order, $`\theta `$ and $`\delta `$ are given by
$$\theta =ϵ/7\sigma +O\left(ϵ^2\right),\delta =13ϵ/7\sigma +O\left(ϵ^2\right).$$
(216)
Finally, since $`D_A`$ will not be renormalized, one can prove the additional exact scaling relation
$$\nu _{||}\nu _{}(\sigma d)2\beta =0.$$
(217)
This equation implies that anomalous DP is described by two rather than three independent critical exponents. Moreover, it has another surprising consequence. Assuming that $`\beta `$, $`\nu _{}`$ and $`\nu _{||}`$ change continuously with $`\sigma `$ and cross over smoothly, it predicts for fixed $`d`$ the value $`\sigma _c`$ where the system should cross over to ordinary DP. In order to compute $`\sigma _c`$ we simply have to insert the numerically known values of the DP exponents into Eq. (217). Surprisingly one obtains $`\sigma _c=2.0766(2)`$ in one, $`\sigma _c2.2`$ in two, and $`\sigma _c=2+ϵ/12`$ in $`d=4ϵ`$ spatial dimensions. Thus, the crossover takes place at $`\sigma _c>2`$ which collides with the intuitive argument that the anomalous diffusion operator $`_A^\sigma `$ should only be relevant if $`\sigma <2`$. But, as pointed out in Ref. , this naive argument may be wrong in an interacting theory where the critical behavior is determined by a nontrivial fixed point of a RG transformation. The field-theoretic calculation rather predicts anomalous diffusion to be relevant in the range $`2\sigma <\sigma _c(d)`$ for $`d<4`$. The surprising conclusion would be that
$$_A^2^2$$
(218)
in certain interacting theories. Loosely speaking, the tendency to correlate particles in local spots of activity makes a DP process more sensitive to long-range flights. Therefore, the relevance of Lévy flights sets in earlier than in the case of simple diffusion.
A lattice model for anomalous directed percolation
The field-theoretic predictions can be verified numerically by studying a lattice model for anomalous DP that generalizes directed bond percolation . The model is defined on a tilted square lattice and evolves by parallel updates. As usual, a binary variable $`s_i(t)`$ is attached to each lattice site $`i`$. $`s_i=1`$ means that the site is active (infected) whereas $`s_i=0`$ denotes an inactive (healthy) site. The dynamic rules depend on two parameters, namely the control exponent $`\sigma >0`$ and the bond probability $`0p1`$. For a given configuration $`\{s_i(t)\}`$ at time $`t`$, the next configuration $`\{s_i(t+1)\}`$ is constructed as follows. First the new configuration is initialized by setting $`s_i(t+1):=0`$. Then a loop over all active sites $`i`$ in the previous configuration is executed. In the (1+1)-dimensional case this loop consists of the following steps:
1. Generate two random numbers $`z_L`$ and $`z_R`$ from a flat distribution between $`0`$ and $`1`$.
2. Define two real-valued spreading distances $`r_L=z_L^{1/\sigma }`$ and $`r_R=z_R^{1/\sigma }`$, for spreading to the left (L) and to the right (R). The corresponding integer spreading distances $`d_L`$ and $`d_R`$ are defined as the largest integer numbers that are smaller than $`r_L`$ and $`r_R`$, respectively.
3. Generate two further random numbers $`y_L`$ and $`y_R`$ drawn from a flat distribution between $`0`$ and $`1`$, and assign $`s_{i+12d_L}(t+1):=1`$ if $`y_L<p`$ and $`s_{i1+2d_R}(t+1):=1`$ if $`y_R<p`$. In finite systems the arithmetic operations in the indices are carried out modulo $`N`$ by assuming periodic boundary conditions, i.e. $`s_is_{i\pm N}`$.
This model includes two special cases. For $`\sigma \mathrm{}`$ it reduces to ordinary directed bond percolation (see Sec. 3.1). On the other hand, for $`\sigma 0`$ the interaction becomes totally random. In this case the mean-field approximation becomes exact with a transition taking place at $`p_c=1/2`$. In between, the spreading properties of the model change drastically, as demonstrated in Fig. 41. As can be verified easily, the assignment $`r=z^{1/\sigma }`$ reproduces the normalized probability distribution
$$P(r)=\{\begin{array}{cc}\sigma /r^{1+\sigma }& \text{if }r>1,\hfill \\ 0& \text{if }r1.\hfill \end{array}$$
(219)
As usual, the distribution has a lower cutoff at $`r_{min}=1`$, representing the lattice spacing. Yet, in contrast to other models , no upper cutoff is introduced. In order to reduce finite-size effects, the target site is determined by assuming periodic boundary conditions, i.e., the particle may ‘revolve’ several times around the system.
An interesting aspect of anomalous DP is the possibility to choose $`\sigma `$ in such a way that the critical dimension $`d_c=2\sigma `$ approaches the actual physical dimension where the simulations are performed. Even in one spatial dimension this allows the one-loop results (4.1) to be verified. For example, if $`\sigma =1/2+\mu `$, the critical dimension of the system is $`d_c=1+2\mu `$. Hence the exponents in a (1+1)-dimensional system change to first order in $`\mu `$ as
$$\begin{array}{ccc}\beta & =& 18\mu /7+O\left(\mu ^2\right),\hfill \\ \nu _{}& =& 212\mu /7+O\left(\mu ^2\right),\hfill \\ \nu _{||}& =& 1+4\mu /7+O\left(\mu ^2\right),\hfill \end{array}\begin{array}{ccc}z& =& 1/2+5\mu /7+O\left(\mu ^2\right),\hfill \\ \delta & =& 112\mu /7+O\left(\mu ^2\right),\hfill \\ \theta & =& 4\mu /7+O\left(\mu ^2\right).\hfill \end{array}$$
(220)
In Fig. 42, the predicted initial slopes are indicated by solid lines. Clearly they are in fair agreement with the numerical estimates, confirming the field-theoretic results of Eq. (4.1). This is one of the rare cases where we can directly ‘see’ the field-theoretic results in the simulation data.
Anomalous annihilation process
The more simple case of anomalous pair annihilation $`A+A\mathrm{}`$ with long-range hopping can be solved exactly by a similar field-theoretic analysis. In the ordinary annihilation process with short-range interactions, the average particle density is known to decay as in Eq. (37). The Lévy-flight case may be described theoretically by inserting an additional operator $`_A^\sigma `$ into the field-theoretic action for pair annihilation . The resulting action, which can also be derived systematically , reads
$$S[\varphi ,\stackrel{~}{\varphi }]=d^dx𝑑t\left\{\stackrel{~}{\varphi }(_tD_N^2D_A_A^\sigma )\varphi +2\lambda \stackrel{~}{\varphi }\varphi ^2+\lambda \stackrel{~}{\varphi }^2\varphi ^2\varphi _0\stackrel{~}{\varphi }\delta (t)\right\},$$
(221)
where $`\varphi _0`$ represents the initial (homogeneous) density at $`t=0`$. An analysis of this action follows very closely that of Ref. . For $`\sigma <2`$, power counting reveals the upper critical dimension of the model to be $`d_c=\sigma <2`$. For $`d>d_c`$ mean-field theory is expected to be quantitatively accurate, with an asymptotic density decay $`t^1`$. Below $`d_c`$, however, the renormalized reaction rate flows to an order $`ϵ=\sigma d`$ fixed point. The decay of the density can therefore be predicted via dimensional arguments (see Fig. 43):
$$\rho (t)\{\begin{array}{cc}t^{d/\sigma }\hfill & \mathrm{for}d<\sigma ,\hfill \\ t^1\mathrm{ln}t\hfill & \mathrm{for}d=d_c=\sigma ,\hfill \\ t^1\hfill & \mathrm{for}d>\sigma .\hfill \end{array}$$
(222)
### 4.2 Absorbing-state transitions in systems with additional symmetries
As outlined previously, directed percolation is the canonical universality class for phase transitions into a single absorbing states. According to the DP-conjecture, we may therefore expect non-DP behavior to occur in systems with several absorbing states. However, it is important to note that the existence of several absorbing states alone does not automatically lead to non-DP behavior at the transition point. As we have seen in Sec. 3.8, even models with infinitely many absorbing states may still belong to the DP universality class. Non-DP critical behavior emerges only if there is a symmetry among different absorbing states.
The first examples of non-DP transitions into absorbing states were discovered by Grassberger et al. who observed “a new type of kinetic critical phenomenon” in certain one-dimensional stochastic cellular automata. The density exponent $`\beta 0.6(2)`$ in 1+1 dimensions was found to differ significantly from the usual DP exponent $`\beta 0.277`$. Partially because of the complicated dynamic rules of these models it took almost ten years until the mechanism behind this type of non-DP behavior was clearly identified.
Up to now two universality classes of spreading transitions with non-DP behavior have been found, namely the so-called parity-conserving class (PC) and $`Z_2`$-symmetric directed percolation (DP2). The PC class is represented most prominently by branching-annihilating random walks with even number of offspring (BAWE) , where the number of particles is preserved modulo $`2`$. The DP2 class, on the other hand, which is also referred to as the directed Ising class, introduces two symmetric absorbing states. As we will see below, both universality classes coincide in one spatial dimension wherefore they are usually considered to be identical. However, it is important to note that they differ from each other in higher dimensions.
One may speculate whether systems with a symmetry among several spreading agents will also be able to display novel critical properties. However, such multi-color spreading processes were found to belong to the DP class as well . A field-theoretic analysis confirms this observation and predicts that the symmetry among the spreading agents may be spontaneously broken.
The parity-conserving universality class
The parity-conserving universality class is represented most prominently by branching annihilating walks with an even number of offspring . These non-conserved random walks are defined by the reaction-diffusion scheme
$$A\underset{𝜆}{}(n+1)A,2A\underset{𝛼}{}\text{Ø},$$
(223)
where $`n=2,4,6,\mathrm{}`$ denotes the number of offspring. As an essential feature, this process conserves the number of particles modulo $`2`$. Early numerical studies in 1+1 dimensions assumed instantaneous on-site annihilation $`\alpha =\mathrm{}`$. In this case the model displays a continuous phase transition only for $`n4`$ , while there is no such transition for $`n=2`$. Later Zhong and ben-Avraham demonstrated that a phase transition also emerges in the case of two offspring, provided that the annihilation rate $`\alpha `$ is finite . Fig. 44 shows a typical cluster grown from a single seed. In contrast to DP, a PC process starting with an odd number of particles cannot reach the empty state since at least one particle is left. Therefore, initial states with even and odd number of particles are expected to lead to different cluster morphologies.
The relaxational properties of PC models in the subcritical phase differ significantly from the standard DP behavior. While the particle density in DP models decays exponentially as $`\rho (t)e^{t/\xi _{}}`$, in PC models it decays algebraically in the long-time limit. More precisely, the temporal evolution of PC processes in the inactive phase is governed by the annihilation process $`2A\text{Ø}`$. Under RG transformations we therefore expect the system to flow towards the fixed point of particle annihilation. Consequently, in the subcritical phase the particle density decays algebraically as in Eq. (37).
A systematic field theory for PC models has been presented in Refs. , confirming the existence of such an annihilation fixed point. However, the field-theoretic treatment of the (1+1)-dimensional case poses considerable difficulties. They stem from the presence of two critical dimensions: $`d_c=2`$, above which mean-field theory applies, and $`d_c^{}4/3`$, where for $`d>d_c^{}`$ ($`d<d_c^{}`$) the branching process is relevant (irrelevant) at the annihilation fixed point. Therefore, the physically interesting spatial dimension $`d=1`$ cannot be accessed by a controlled $`ϵ`$-expansion down from upper critical dimension $`d_c=2`$. Nevertheless the usual scaling theory is still valid below $`d_c^{}`$. Currently the best numerical estimates of the critical exponents in 1+1 dimensions are
$`\beta `$ $`=0.92(2),`$ $`\delta +\theta `$ $`=0.286(2),`$
$`\nu _{}`$ $`=3.22(6),`$ $`2/z`$ $`=1.15(1),`$ (224)
$`\nu _{}`$ $`=1.83(3).`$
The actual values of $`\delta `$ and $`\theta `$ in dynamic simulations depend on the initial condition. If the process starts with a single particle, it will never stop, hence $`\delta =0`$. On the other hand, if the initial seed consists of two particles, one observers that the roles of $`\delta `$ and $`\theta `$ are exchanged, i.e. $`\theta =0`$.
It has been customary to investigate whether the numerical estimates of the critical exponents can be fitted by simple rational numbers. In fact, the estimates of Eq. (4.2) are in good agreement with the rational values $`\beta =12/13`$, $`\nu _{}=42/13`$, $`\nu _{}=24/13`$, $`\delta +\theta =2/7`$, and $`\stackrel{~}{z}=8/7`$. In particular, $`\beta /\nu _{}`$, the exponent for the decay of spatial correlations at criticality, should be equal to $`1/2`$. In the past, however, rational values were also proposed for the DP exponents and later disproved by more accurate numerical estimates .
The DP2 universality class
The DP2 universality class describes phase transitions in spreading models with two symmetric absorbing states. Since the two absorbing states compete one another, the resulting critical behavior is different from ordinary directed percolation<sup>14</sup><sup>14</sup>14Without symmetry, one of the two absorbing states will dominate so that the critical behavior crosses over to DP after sufficiently long time.. In various models, for example in certain cellular automata as well as in interacting monomer-dimer models , the two absorbing states emerge as checkerboard-like configurations of particles at even or odd sites, respectively (see Fig. 45). Other DP2 models explicitly introduce two symmetric inactive states, as, for example, nonequilibrium Ising models , $`Z_2`$-symmetric generalizations of the DK model and the contact process , monomer-monomer surface reaction models with two absorbing states , and certain cellular automata . Even in monomer-monomer models with three absorbing states a DP2 transition emerges at certain points in the parameter space .
On a phenomenological level, spreading transitions with several absorbing states may be defined by introducing a single active state $`A`$ and $`n`$ symmetric absorbing states $`I_1,\mathrm{},I_n`$ which can be regarded as having different colors. The system evolves according to the following descriptive rules:
1. Spreading of activity: Active sites turn their inactive nearest neighbors into the active state.
2. Spontaneous recovery: Active sites turn spontaneously into an inactive state of a randomly chosen color.
3. Boundaries between inactive domains of different colors are free to separate again, leaving active sites in between.
Rules 1 and 2 resemble the usual infection and recovery processes of DP. Rule 3 is new and distinguishes different colors. Roughly speaking, this rule ensures that inactive domains of different colors cannot stick together irreversibly, rather they will always be separated by fluctuating active ‘interfaces’. The symmetry under global permutation of the colors ensures that absorbing domains of different colors compete one another, leading to interesting critical behavior.
Following these descriptive rules, we can introduce a generalized version of the Domany-Kinzel cellular automaton (see Sec. 3.2) with $`n`$ absorbing states . It uses the same type of lattice and is defined by the conditional probabilities
$$\begin{array}{cc}\hfill P(I_k|I_k,I_k)& =1,\hfill \\ \hfill P(A|A,A)=1nP(I_k|A,A)& =p_2,\hfill \\ \hfill P(A|I_k,A)=P(A|A,I_k)& =p_1,\hfill \\ \hfill P(I_k|I_k,A)=P(I_k|A,I_k)& =1p_1,\hfill \\ \hfill P(A|I_k,I_l)& =1,\hfill \end{array}$$
(225)
where $`k,l=1,\mathrm{},n`$ and $`kl`$. Notice that rule 3 is implemented by transition $`I_kI_lA`$, ensuring that active sites are created between two inactive domains of different colors. For $`n=1`$ the above model reduces to the original Domany-Kinzel model. For $`n=2`$ it displays a DP2 phase transition at the critical threshold $`p_{1,c}=p_{2,c}=0.5673(5)`$.
Similarly it is possible to define a generalized contact process by the rates
$$\begin{array}{cc}\hfill w_{AAAI_k}=w_{AAI_kA}& =1/2n,\hfill \\ \hfill w_{AI_kI_kI_k}=w_{I_kAI_kI_k}& =1/2,\hfill \\ \hfill w_{AI_kAA}=w_{I_kAAA}& =\lambda /2,\hfill \\ \hfill w_{I_kI_lI_kA}=w_{I_kI_lAI_l}& =\lambda /2,\hfill \end{array}$$
(226)
Here the last equation implements rule 3. For $`n=1`$ this model reduces to the usual contact process introduced in Sec. 3.2. For $`n=2`$ the model undergoes a DP2 transition at the critical point $`\lambda _c=1.592(5)`$. A typical evolution of the generalized contact process in 1+1 dimensions is shown in Fig. 46. In the active phase $`\lambda >\lambda _c`$ small inactive islands of random color are generated which survive only for a short time. Approaching the phase transition their size and lifetime grows while the density of active sites decreases. Notice that according to rule 3 a thin film of active sites separates different inactive domains. As expected, the numerical estimates of the critical exponents are in agreement with the PC exponents (4.2). Both models can easily be generalized to higher dimensions. However, in higher dimensions the phase transition is presumably characterized by mean field behavior. Similarly, increasing the number of absorbing state does not lead to new universality classes. Simulations with $`n3`$ symmetric absorbing states in 1+1 dimensions indicate that the system is again described by mean field exponents.
If the $`Z_2`$ symmetry of DP2 models is broken by an external field, the critical behavior at the transition crosses over to ordinary DP . Roughly speaking the external field favors one of the absorbing states so that pairs of kinks between oppositely oriented inactive domains form bound ‘dipoles’ of a certain size. Interpreting these dipoles as composite particles, they recombine and produce a single offspring at certain rates, resembling an ordinary DP process on large scales.
The difference between the PC and DP2 universality classes
In the DP2 class the ‘kinks’ between differently colored domains may be interpreted as branching-annihilating particles with even number of offspring. Although the number of active sites is generally not conserved modulo 2, we may associate with each active island between differently colored inactive domains a particle $`X`$. Obviously, these particles perform an effective branching-annihilating random walk $`X3X,2X\text{Ø}`$. Therefore, the DP2 class and the PC class coincide in 1+1 dimensions. However, it is important to note that they are different in higher dimensions. Active sites of PC models in $`d2`$ dimensions can be considered as branching-annihilating walkers, whereas DP2 models describe the dynamics of branching-annihilating interfaces between oppositely oriented inactive domains (see Fig. 47). Therefore, the corresponding field theories are expected to be different. A field theory for the PC class was presented in Ref. , whereas the development of field theories for branching-annihilating interfaces started only recently .
In order to understand the difference between PC and DP2, it is helpful to consider two other universality classes which also coincide in 1+1 dimensions, namely the annihilation process $`A+A\text{Ø}`$ and the voter model . The voter model is a two-state model with spins $`s_i=\pm 1`$. It evolves by random-sequential updates $`+++/`$ with equal rates. Interpreting $`+`$ kinks as particles $`A`$, the voter model and the annihilation process coincide in 1+1 dimensions. However, in higher dimensions they are different. In fact, even their Langevin equations turn out to be different. As shown in Sec. 2.6, the Langevin equation of the annihilation process reads
$`_t\rho (\text{x},t)=\lambda \rho ^2(\text{x},t)+D^2\rho (\text{x},t)+\zeta (\text{x},t),`$ (227)
$`\zeta (\text{x},t)\zeta (\text{x}^{},t^{})=\mathrm{\Gamma }\rho ^2(\text{x},t)\delta ^d(\text{x}\text{x}^{})\delta (tt^{}),`$
where $`\rho (\text{x},t)`$ represents the coarse-grained density of $`A`$-particles. On the other hand, the Langevin equation of the voter model is given by
$`_t\rho (\text{x},t)=D^2\rho (\text{x},t)+\zeta (\text{x},t)`$ (228)
$`\zeta (\text{x},t)\zeta (\text{x}^{},t^{})=\mathrm{\Gamma }\rho (\text{x},t)[1\rho (\text{x},t)]\delta ^d(\text{x}\text{x}^{})\delta (tt^{}),`$
where $`\rho (\text{x},t)[0,1]`$ represents the local orientation of the domain. Obviously, the two equations stand for different universality classes.
DP2 surface critical behavior
The influence of an absorbing wall in systems with a DP2 transition was studied in Ref. . Analyzing the generalized Domany-Kinzel model (225) with two absorbing states in a semi-infinite geometry, it turned out that absorbing and reflective boundary conditions play complementary roles. Moreover, since $`\beta `$ and $`\beta ^{}`$ may be different in the DP2 class, one has to introduce two different surface exponents $`\beta _s`$ and $`\beta _s^{}`$. For absorbing boundary conditions the numerical estimates in a (1+1)-dimensional DP2 process are
$$\beta _s=1.34(2),\beta _s^{}=2.06(2).$$
(229)
For reflecting boundary conditions the two values are simply exchanged. This property is related to a duality transformation in parity-conserving processes . It is quite remarkable that the two surface exponents seem to obey the scaling relation
$$\frac{1}{2}(\beta _s+\beta _s^{})=\nu _{}1,(d=1)$$
(230)
generalizing the conjecture $`\beta _s=\nu _{}1`$ in the case of DP.
### 4.3 Activated random walks
So far we considered nonequilibrium phase transitions where a parameter (e.g. the percolation probability $`p`$) has to be tuned to criticality. Other systems with conserved dynamics can be tuned to criticality by varying the particle density in the initial state. An interesting example is the activated random walk of $`n`$ particles . In this model each site can be occupied with arbitrarily many particles. Sites with at least two particles are active, i.e., their particles may move independently to randomly selected neighbors. Sites with only one particle are frozen. On an infinite lattice, this model has infinitely many absorbing states. The control parameter is the density of particles. For a low density, the model quickly evolves into one of the absorbing states, whereas it remains active for high particle densities. Near the transition, the stationary density of active sites $`\rho _{stat}`$ scales as
$$\rho _{stat}(\zeta \zeta _c)^\beta ,\zeta =n/N,$$
(231)
with the critical point $`\zeta _c0.9486`$ in 1+1 dimensions . However, unlike other models with infinitely many absorbing state (see Sec. 3.8) the transition does not belong to the DP universality class. For example, in 1+1 dimensions the measured exponent $`\beta =0.43(1)`$ differs significantly from the expected DP value $`\beta _{DP}0.277`$. Obviously, this deviation is due to the conservation law. Hence, activated random walks provide a new universality class of phase transitions into absorbing states, caused by an additional symmetry, namely particle conservation.
### 4.4 Absorbing phase transitions and self-organized criticality
In contrast to ordinary transitions into absorbing states, self-organized critical systems exhibit long-range correlations and power laws without being tuned to a certain critical point. In some sense the annihilation process $`A+A\text{Ø}`$ (see Sec. 2) can be considered as a simple example of self-organized criticality. Without tuning of a parameter the annihilation process generates long-range correlations with power-law characteristics. Like many other coarsening processes and growth phenomena the driving mechanism is a stationary state which is approached but never reached.
The term ‘self-organized criticality’ (SOC) refers to a different type of models that are attracted to a stationary critical state without being tuned to a critical point. The chief examples are the sandpile model and the Bak-Sneppen model . The concept of SOC has been used to explain the large variety of power laws observed in nature, for example $`1/f`$ noise, the distribution of earthquakes, and the dynamics of financial markets, to name only a few . For more than one decade SOC was considered as a quite separate field of theoretical statistical physics, being more or less unrelated to conventional phase transitions with a tuning parameter. Recently, it was pointed out that SOC is in fact closely related to ordinary phase transitions into (infinitely many) absorbing states (for a survey see ). More precisely, two classes of SOC models have to be distinguished. The first class of SOC models, exemplified by the Bak-Sneppen model, employs extremal dynamics. In this case the site with an extremal value is selected for the next update, i.e., the dynamic rules provide a mechanism of global supervision. In the second class, which is represented by the sandpile model, the bulk dynamics is conserved. Here a slow driving force competes with the loss of particles at the systems boundaries and drives the system to criticality. Hence the process of self-organization is characterized by a separation of time scales for avalanches and driving.
In the latter case, SOC is related to a conventional absorbing-state transition as follows. As explained in Ref. , any system with conserved local dynamics and a continuous absorbing-states transition can be converted into a SOC model by (1) adding a process for increasing the density in infinitesimal steps, and (2) implementing a process for decreasing the density infinitesimally while the system is active. For example, let us consider the activated random walk. Adding a process for random deposition of particles and a process for loss of particles during avalanches at the boundaries, we obtain the so-called Manna sandpile model which is known to exhibit SOC. Using a deterministic variant of the same model, one obtains the famous Bak-Tang-Wiesenfeld model . However, in order to create a SOC counterpart for directed percolation, a slightly different recipe has to be used, as demonstrated in Ref. .
### 4.5 The annilation/fission process
As shown in Sec. 2.6, the influence of fluctuations in (1+1)-dimensional systems can be very different. In the annihilation process, for example, the particles become anticorrelated, i.e., they try to be far away from each other. As shown in Ref. , this type of fluctuations corresponds to ‘imaginary’ noise in the Langevin equation. In a DP process, however, the particles are highly correlated and the noise turns out to be real. Three years ago Howard and Täuber posed the question whether it is possible to interpolate between real and imaginary noise. As a prototype of such a transition, they considered the annihilation/fission process
$$2A3A,2A\text{Ø}$$
(232)
with diffusion of single particles. Note that this is a binary process, i.e., at least two particles are required to meet at the same (or at neighboring) sites in order to self-destruct or to create offspring. Moreover, there are no exceptional symmetries such as parity conservation on the microscopic level. The model exhibits a nonequilibrium phase transition between an active phase and two non-symmetric absorbing states, namely the empty lattice and the state with only one diffusing particle. Performing a field-theoretic Howard and Täuber argued that this transition should belong to an independent yet unknown universality class of phase transitions.
The annihilation/fission process may be interpreted as a pair contact process plus diffusion of single particles. As a consequence, the static background shown in Fig. 34 begins to fluctuate. Since the decay of the particle density in the subcritical phase is governed by the annihilation process $`2A\text{Ø}`$, it is natural to expect that the transition does not belong to the DP class. Similarly, the possibility of DP2 critical behavior seems to be unlikely since there is no parity conservation or $`Z_2`$-symmetry in the system . Thus, the annihilation/fission process may represent a new type of nonequilibrium critical phenomenon which has not yet been studied before.
### 4.6 The Lipowski model
A particularly interesting model with a non-DP transition in $`d=2`$ spatial dimensions has been introduced recently by Lipowski . It has infinitely many absorbing states and is defined by extremely simple dynamic rules.
The model is defined as follows. The state of the system is specified by real numbers $`y_{ij}(0,1)`$ which reside on the bonds of a $`d`$-dimensional square lattice (see Fig. 48). Initially all these variables are randomly distributed between $`0`$ and $`1`$. The model evolves by random sequential updates depending on a control parameter $`p`$ which plays the role of a percolation probability. For each update attempt a site $`i`$ is selected at random. Its local ‘field’ $`h_i`$ is defined by the sum of the $`y`$-variables of the four connecting bonds. If $`h_i>p`$ the four variables are replaced by random numbers drawn from a flat distribution between $`0`$ and $`1`$. Otherwise the update attempt is abandoned. As usual in models with random-sequential dynamics, each update attempt corresponds to a time increment of $`\mathrm{\Delta }t=1/N`$, where $`N`$ is the total number of sites. A site is called ‘active’ if it is susceptible for a replacement, i.e. $`h_i>p`$. Measuring the density of active sites in a numerical simulation, the model displays a continuous phase transition between a fluctuating active and a frozen phase. Clearly, the model has infinitely many absorbing states.
The Lipowski model poses a puzzle: In one dimension the static exponent $`\beta `$ coincides with the DP exponent $`\beta 0.276`$. In two dimensions, however, the static exponent $`\beta `$ is found to be much smaller than the expected value $`0.58`$. Surprisingly, the measured value seems to coincide with the DP value in one dimension. Lipowski argued that the model should provide a mechanism for dimensional reduction, placing the two-dimensional critical phenomenon into a one-dimensional universality class. However, the observed coincidence may well be accidental. Moreover, it is not obvious how such a mechanism should work. It is therefore an interesting open question whether dimensional reduction can be observed in stochastic lattice models.
## 5 Damage spreading
One of the central problems of dynamic system theory is the dependence of the system’s temporal evolution on the initial conditions. It is well known that nonlinear systems with deterministic dynamics may be extremely sensitive to small perturbations of the initial state. Even in simple systems such as in a periodically driven pendulum, a small variation of the initial parameters can change the entire trajectory completely. If the distance between two infinitesimally different trajectories diverges during the temporal evolution, a dynamic system is said to exhibit chaotic behavior.
The notion of chaos has been introduced in the context of deterministic systems where a trajectory is uniquely determined by the initial condition. In random processes, however, trajectories are not uniquely determined; the time evolution of such a system is not reproducible and therefore the usual definition of chaotic behavior does not apply. Nevertheless, one may pose the question how the system responds to changes in the initial condition. It would be interesting to know, for example, how the biological evolution on earth would have been affected if the initial conditions were slightly different. In order to address this question, Kauffman introduced the concept of damage spreading (DS) . In damage spreading simulations two copies (replicas) $`S,S^{}`$ of a stochastic model evolve simultaneously. Initially the two copies differ only on a small number of sites. This difference is considered as a small perturbation (damage) in one of the two systems. Moreover, it is assumed that the replicas evolve under identical realizations of thermal noise, i.e., both copies use the same sequence of random numbers in the simulation. If the number of sites in different states, the so-called Hamming distance
$$\mathrm{\Delta }(t)=\underset{i}{}\mathrm{\Delta }_i(t)=\underset{i}{}1\delta _{s_i(t),s_i^{}(t)}$$
(233)
does not go to zero in the long-time limit, damage is said to spread, indicating high sensitivity with respect to the initial condition. Otherwise, if $`\mathrm{\Delta }(t)`$ vanishes, damage is said to heal, indicating a weak influence of the initial condition. In order to get statistically meaningful results, the Hamming distance has to be averaged over many realizations of randomness.
Damage spreading first appeared in physics literature in the mid eighties and attracted considerable interest and attention. The main reason behind this initial enthusiasm was the hope that damage may spread in some regions of a system’s parameter space and disappear elsewhere, indicating the existence of chaotic and regular phases in stochastic systems. The initial enthusiasm abated during subsequent years, the main reason being an apparent lack of an objective measure whether damage does or does not spread in a given system. More precisely, it was realized that the location of the phase boundaries may depend on details of the algorithmic implementation. However, if spreading or healing of damage indicated some intrinsic property of the system, one would not expect the result to depend on details of the algorithm used to generate its dynamics. Meanwhile DS has been applied to a large variety of models (see Table 3). In view of the vast literature on DS simulations, it is therefore necessary to carefully analyze the conceptual problems of this technique.
In the following we discuss several aspects of DS. First we present a simple example in order to explain how a DS simulation depends on the algorithmic implementation. From a more mathematical point of view, this phenomenon can also be understood by analyzing the joint master equation of the two replicas. Because of their algorithmic dependence, DS simulations are ambiguous and cannot be used as a criterion for ‘chaotic’ and regular phases. However, to some extent the ambiguity of DS can be overcome by an algorithm-independent definition of DS phases. In this approach the entire family of physically legitimate algorithms for a given dynamic system is considered as a whole. Furthermore, we summarize what is known about the universal properties of DS transitions. Finally we discuss several applications of DS simulations.
### 5.1 Damage spreading phases
Algorithmic dependence of damage spreading simulations
The conceptual problem of DS was first discovered in the Domany-Kinzel cellular automaton (cf. Fig. 14). Martins et al. observed that in a certain region of the active phase damage spreads and heals elsewhere. Subsequently several other authors determined the boundary of this region with increasing accuracy . Independently, mean-field type approximations of varying complexity confirmed the existence of this ‘chaotic phase’ . Its boundary, however, was shown to depend on the manner in which the dynamic procedure of the DK model is implemented on a computer , while the evolution of a single replica is completely insensitive to the algorithmic implementation. This prompted Grassberger to observe that
> “it is misleading to speak of different phases in the DK automaton, …instead these are different phases for very specific algorithms for simulating pairs of such automata”.
To understand the algorithmic dependence of DS simulations, let us consider a much simpler system, namely the Ising model. In this context it is important to note that there are different levels of variety in stochastic lattice models (see Fig. 49). As explained in Sec. 2.10, the equilibrium ensemble of the Ising model can be generated by various different dynamic rules. For example, heat bath and Metropolis dynamics represent two different dynamic systems which have the same stationary state. Initially it was hoped that DS would not depend on the intrinsic dynamics, allowing regular and chaotic phases to be identified as equilibrium properties . However, later it was realized that different dynamic procedures (such as Glauber versus Metropolis , Q2R , or Kawasaki dynamics ) exhibit different DS properties. Yet, this is not surprising since the dynamic rules, although generating the same equilibrium ensemble, represent different dynamic systems. Since DS is a dynamic phenomenon it is quite natural that it depends on the dynamics under consideration. Similarly, it is not surprising that DS depends on the type of updates and the interaction range .
The real conceptual problem of DS occurs at the second level in Fig. 49: On a computer each dynamic rule can be realized by several algorithms. Regarding a single system, these algorithms are fully equivalent and cannot be distinguished. However, in DS simulations they lead to different results. To understand this apparent paradox, let us consider the Ising model with spin-orienting (standard heat bath) and spin-flipping (Glauber) dynamics. Both algorithmic prescriptions represent the same dynamic rule which mimics the contact of the Ising model with a thermal reservoir by means of local spin dynamics. More precisely, an observer of a single system who analyzes the trajectories would be unable to decide whether its temporal evolution was generated by standard heat bath or Glauber dynamics. This can already be seen in the example of a single-spin Ising model at infinite temperature. Since in this case the spin $`\sigma (t)=\pm 1`$ changes randomly in time, the transition rates are simply given by $`w_{1+1}=w_{+11}=1`$. These transition probabilities define our dynamic system. However, this system can be realized by two different algorithms, namely by spin-orienting updates (standard heat bath dynamics)
z=rnd(0,1);
if (z\<0.5) $`\sigma (t+dt)`$=1; else $`\sigma (t+dt)`$=-1;
and by spin-flipping updates (Glauber dynamics)
z=rnd(0,1);
if (z\<0.5) $`\sigma (t+dt)`$=$`\sigma (t)`$; else $`\sigma (t+dt)`$=$`\sigma (t)`$ .
It is obvious that both procedures are fully equivalent on a single replica, i.e., an observer would be unable to decide which of the two algorithms has been used. The difference between the two algorithms may become evident only if we observe the evolution of two replicas $`S`$ and $`S^{}`$ of the system in a DS simulation: For spin-orienting updates an initial ‘damage’ $`\sigma (0)=\sigma (0)^{}`$ heals immediately while it is preserved when spin-flipping updates are used.
A similar algorithmic dependence can be observed in the full Ising model (58) at finite temperature. Defining the transition probability (cf. Eq. (59))
$$p_i(t)=\frac{e^{h_i(t)}}{e^{h_i(t)}+e^{h_i(t)}}$$
(234)
we may express the update rules of heat bath dynamics by
$$\sigma _i(t+1)=\mathrm{sign}[p_i(t)z_i(t)],$$
(235)
where $`z_i(t)(0,1)`$ are equally distributed random numbers. The corresponding update rule for Glauber dynamics is given by
$$\sigma _i(t+1)=\{\begin{array}{cc}+\mathrm{sign}[p_i(t)z]\hfill & \text{if }\sigma _i(t)=+1\hfill \\ \mathrm{sign}[1p_i(t)z]\hfill & \text{if }\sigma _i(t)=1\hfill \end{array}.$$
(236)
It is easy to verify that for given $`\{\sigma _{i1}(t),\sigma _i(t),\sigma _{i+1}(t)\}`$, the probability to get $`\sigma _i(t+1)=+1`$ is the same in both cases. Hence, by observing the temporal evolution of a single Ising system, one cannot tell which of the two methods was used to generate the trajectory in configuration space. The two algorithms can only be distinguished when two copies are simulated in parallel, i.e., by studying damage spreading.
Investigating the two-dimensional Ising model with Glauber dynamics, Stanley et al. and Mariz et al. found that damage spreads in the disordered phase $`T>T_c`$ and heals elsewhere. Performing more precise simulations, Grassberger realized that the DS transition occurs slightly below $`T_c`$. This observation was also be supported by a mean field theory . Moreover, the critical point of the DS transition was found to vary continuously when mixtures of Glauber and heat bath dynamics are used . Very similar properties are observed in the three-dimensional Glauber model . Turning to the Ising model with spin orienting (standard heat bath) dynamics, it is possible to prove that damage does not spread at any temperature in any dimension .
The master equation of damage spreading simulations
In order to understand the algorithmic dependence of DS simulations from a more fundamental point of view, let us consider two copies $`S_1`$ and $`S_2`$ of an arbitrary nonequilibrium system with asynchronous dynamics (random-sequential updates). Each of the two systems evolves according to a master equation with a given Liouville operator $``$. The total system $`S=(S_1,S_2)`$ constitutes a new nonequilibrium system that evolves according to a joint master equation with a certain Liouville operator $``$. If both systems were using independent random numbers, $``$ would be given by the tensor product $``$. However, in DS simulations the use of the same sequence of random numbers leads to nontrivial correlations between $`S_1`$ and $`S_2`$.
According to the definition of damage spreading, the Liouville operator $``$ of the total system $`(S_1,S_2)`$ is restricted by certain physical constraints. On the one hand, each replica is required to evolve according to its own natural dynamics. Hence, by integrating out the degrees of freedom of one of the replicas we obtain the Liouville operator of the other system:
$`{\displaystyle \underset{s_1}{}}s_1,s_2||s_1^{},s_2^{}=s_2||s_2^{}\text{for all }s_2,s_1^{},s_2^{},`$ (237)
$`{\displaystyle \underset{s_2}{}}s_1,s_2||s_1^{},s_2^{}=s_1||s_1^{}\text{for all }s_1,s_1^{},s_2^{}.`$ (238)
These restrictions already imply probability conservation for the total system. On the other hand, the trajectories of the two replicas, once they have reached the same state (no damage), have to be identical:
$$s_1,s_2||s^{},s^{}=s_1||s^{}\delta _{s_1,s_2}.$$
(239)
The ambiguity of damage spreading simulations is due to the fact that the restrictions (237)-(239) do not fully determine the Liouville operator $``$ of the total system. This can easily be verified by counting the degrees of freedom. For a system with $`n`$ configurations the restrictions determine less than $`3n^3`$ of the $`n^4`$ matrix elements of $``$ so that damage spreading is ambiguous for $`n3`$. But even in the case of a single-spin Ising model with $`n=2`$ states one can show that only $`14`$ of $`24`$ equations are linearly independent so that two out of $`16`$ matrix elements of $``$ can be chosen freely. The remaining degrees of freedom are the origin of the algorithmic dependence of DS simulations. A similar ambiguity occurs in the joint transfer matrix of models with parallel dynamics .
An algorithm-independent definition of damage spreading
In order to overcome these conceptual difficulties, let us consider the entire family of dynamic procedures consistent with certain physically dictated constraints . Then for any particular system one of the three possibilities may hold:
1. Damage spreads for any member of the family of dynamic procedures.
2. Damage heals for any member of this family.
3. Damage spreads for a subset of the possible dynamic procedures, and heals for the complementing subset.
Obviously this allows us to classify damage spreading properties in an algorithm-independent manner. To this end we must, however, consider simultaneously the entire set of possible algorithms (dynamic procedures) which are consistent with the physics of the model under consideration. This set of physically ‘legitimate’ algorithms may be defined by certain restrictions that are dictated by the dynamics of the single evolving system:
* Definition of DS: The dynamic rules for the evolution of the pair of replicas are such that a single replica evolves according to its ‘natural’ dynamics. Once both replicas have reached the same configuration, their temporal evolution will be identical.
* Interaction range: The transition probabilities for the combined system at site $`i`$ may depend only on those sites that affect the evolution of site $`i`$ under the dynamic rules of a single system.
* Symmetry: The rules that govern the evolution for the pair of systems do not break any of the symmetries of the single-replica dynamics.
The first restriction is simply a verbal formulation of Eqs. (237)-(239). The second condition tells us that the interaction range in the combined system of two replicas must not exceed the interaction range of a single system. The third rule implies, for example, that if there is a left-right symmetry in the evolution of a single system, the same must hold for the pair of replicas. It can be shown that these conditions suffice to unambiguously determine a set of physically ‘legitimate’ algorithms. This was demonstrated for the one-dimensional Domany-Kinzel model for which the phase diagram in Fig. 50 was found.
Clearly, the subjectivity in defining DS phases, as described before, has now been shifted to selecting the restrictions defining which DS procedure is ‘legitimate’. However, the specification of such a family by means of physically motivated criteria appears to be less arbitrary than choosing, at random, one out of a continuum of physically equivalent update procedures. It should also be emphasized that the algorithm-independent definition of DS phases does not mean that DS is reflected in the dynamic behavior of a single system, so that Grassberger’s observation still holds: DS is a property of a pair of stochastic systems.
### 5.2 Universality of damage spreading transitions
The DP conjecture for damage spreading
As can be seen in Fig. 51, spreading of damage is in many respects similar to spreading of activity in a DP process. As in DP damage spreads to nearest neighbors and heals spontaneously. Once both copies have reached the same configuration (no damage), their evolution will be identical, i.e., they are confined to some ‘absorbing’ subspace from where they cannot escape. In contrast to DP the spreading process depends crucially on the actual evolution of the two replicas, providing a fluctuating background in which the spreading process takes place. Nevertheless DS follows the same spirit as the spreading of activity in a DP model. This observation led Grassberger to the conjecture that damage spreading transitions belong generically to the directed percolation universality class .
So far analytical support for this conjecture came from approximate mean-field arguments and an exact statement by Kohring and Schreckenberg , who noted that on the $`p_2=0`$ line the dynamics of damage spreading in the DK automaton is precisely identical to the evolution of the DK automaton itself, hence on this line DS is trivially in the DP universality class. To prove this statement, consider two replicas of $`S`$ and $`S^{}`$ of a DK automaton evolving according to Eq. (83) with equal random numbers $`z_i(t)=z_i^{}(t)`$. The probabilities $`P_D(\mathrm{\Delta }_i=1|s_{i1},s_{i+1};s_{i1}^{},s_{i+1}^{})`$ to generate damage at site $`i`$ are listed in Table 4. For $`p_2=0`$ they may be expressed as
$$P_D(\mathrm{\Delta }_i=1|s_{i1},s_{i+1};s_{i1}^{},s_{i+1}^{})=\{\begin{array}{c}p_1\text{if}s_{i1}=s_{i+1}\text{and}s_{i1}^{}s_{i+1}^{},\hfill \\ p_1\text{if}s_{i1}s_{i+1}\text{and}s_{i1}^{}=s_{i+1}^{},\hfill \\ 0\text{otherwise}\hfill \end{array}$$
(240)
or equivalently
$$P_D(\mathrm{\Delta }_i=1|s_{i1},s_{i+1};s_{i1}^{},s_{i+1}^{})=p_1(1\delta _{\mathrm{\Delta }_{i1},\mathrm{\Delta }_{i+1}}).$$
(241)
Therefore, the damage variables $`\mathrm{\Delta }_i(t)`$ evolves precisely according to the probabilistic rules of a single DK automaton. Hence for $`p_2=0`$ the DS transition belongs to the DP universality class. This mapping of DS to DP was later extended to other regions in the phase diagram of the DK model . Although such an exact mapping is usually not available for other models, various numerical simulations show that most DS transitions are indeed characterized by DP exponents, supporting Grassberger’s conjecture. The same applies to deterministic cellular automata with chaotic behavior if a small noise is added .
Different DS properties may be expected in models with cluster dynamics . However, as pointed out in Refs. , it is difficult to extend the definition of ‘using the same random numbers’ to cluster algorithms since the number of clusters may differ on both replicas. This difficulty can be overcome by introducing a random background field . Assigning a local random number to each lattice site the new orientation of a cluster depends on whether the sum of its random numbers positive or negative. Although cluster algorithms involve long-range correlations, DS transitions still belong to the DP universality class unless they coincide with the thermodynamic phase transition of the Ising system.
DS transitions with non-DP behavior
The critical properties of a DS transition are expected to change if one of the four conditions of the DP conjecture is violated. For example, DS transitions in models with frozen randomness (such as the Kauffman model ) do not belong to the DP class. Non-DP behavior is also expected when the DS order parameter exhibits an additional $`Z_2`$ symmetry (cf. Sec. 4.2). In the context of damage spreading it is important to note that such a symmetry should be a property of the DS order parameter, i.e., the Hamming distance. For example, the $`Z_2`$ symmetry of Ising systems is not sufficient – inverting all spins in both replicas does not change the Hamming distance between the two configurations. Similarly, models with a non-DP transition do not automatically exhibit non-DP damage spreading. For example, Grassbergers cellular automaton A, which has a DP2 phase transition, displays an ordinary DS transition belonging to DP .
Non-DP behavior at the DS transition can be observed in systems with a symmetry between two ‘absorbing states’ of $`\mathrm{\Delta }_i(t)`$, one without damage $`\mathrm{\Delta }=0`$ and the other with full damage $`\mathrm{\Delta }=1`$. The simplest example of such a symmetry is the Ising model with Glauber dynamics. In fact, if both replicas are in opposite states (full damage), they will always evolve through opposite configurations. Unfortunately, there is no DS transition in the one-dimensional Glauber model. However, by exploiting the algorithmic freedom, it is possible to construct a modified dynamic rule which exhibits a DP transition . This rule depends on a parameter $`\lambda `$ and is defined by
$`\sigma _i(t+1)=\{\begin{array}{cc}+\mathrm{sign}(p_i(t)z)\hfill & \text{if}y=1\hfill \\ \mathrm{sign}(1p_i(t)z)\hfill & \text{if}y=1\hfill \end{array},`$ (244)
$`y={\displaystyle \frac{1}{2}}\sigma _i\left[\left(1+\sigma _{i1}(t)\sigma _{i+1}(t)\right)+\left(1\sigma _{i1}(t)\sigma _{i+1}(t)\right)\mathrm{sign}(\lambda \stackrel{~}{z})\right],`$
where $`z,\stackrel{~}{z}(0,1)`$ are two independent random numbers. On a single replica this update rule is fully equivalent to Glauber and heat bath dynamics for all $`0\lambda 1`$. However, the effective rate for spreading of damage depends on $`\lambda `$. For fixed temperature $`J/k_BT=0.25`$ a DS transition with non-DP exponents occurs at the critical value $`\lambda ^{}=0.82(1)`$. This example demonstrates that additional symmetries of the DS order parameter may lead to non-DP behavior at the DS transition. A similar situation emerges in the nonequilibrium Ising model introduced by Menyhárd .
### 5.3 Applications of damage spreading
Measurement of critical exponents in equilibrium models
Damage spreading simulations can also be used to determine certain static and dynamic properties of systems at thermal equilibrium. This application of DS was first demonstrated by Coniglio et al. who showed that there exists an exact relation between the Hamming distance $`\mathrm{\Delta }`$ and certain correlation functions. The essential idea is to consider two copies $`S,S^{}`$ of an Ising model with spins $`\sigma _i,\sigma _i^{}=\pm 1`$ and introducing a small damage by keeping a single spin in one of the systems fixed during the whole temporal evolution, say $`\sigma _0^{}=1`$. Since this perturbation breaks the symmetry between the two copies, it is important to distinguish two different types of damage at site $`i`$, namely $`\sigma _i=1,\sigma _i^{}=1`$ and $`\sigma _i=1,\sigma _i^{}=1`$. The probabilities of finding these different types of damage in the stationary state is given by
$$d^+=(1s_i)s_i^{},d^+=s_i(1s_i)^{},$$
(245)
where $`s_i=\frac{1}{2}(\sigma _i1)`$ (see also Ref. ). Notice that these quantities can be understood as two-point correlation functions between the two copies. However, their difference
$$\mathrm{\Gamma }_i=d_i^+d_i^+=s_is_i^{}$$
(246)
is a combination of one-point functions, i.e., by taking a certain combination of the damage probabilities one obtains quantities that describe the properties of a single system. Therefore, such quantities do not depend on the algorithmic implementation. In fact, using detailed balance and ergodicity one can prove that
$$\mathrm{\Gamma }_i=\frac{C_{0,i}}{2(1m)},$$
(247)
where $`C_{0,i}`$ is the two-point correlation function and $`m`$ the magnetization of the Ising model at thermal equilibrium. This relation is exact and does not depend on the specific algorithmic implementation used in the simulation. Moreover, it can be shown by monotonicity arguments that for standard heat bath dynamics the total damage $`\mathrm{\Delta }`$ is related to the static susceptibility $`\chi `$ by
$$\chi =2(1m)\underset{i}{}\mathrm{\Gamma }_i.$$
(248)
Thus, damage spreading simulations can be used to determine the static exponents $`\beta `$ and $`\nu `$ and the critical temperature of the Ising model (see Refs. ). Similar relations between Hamming distance and correlation functions were found in certain lattice models with absorbing states .
DS is also used as a tool for accurate measurements of the dynamic exponent $`z`$ at the phase transition of equilibrium systems, provided that the thermodynamic transition and the DS transition coincide . In this case the spreading exponent $`z`$ is not given by the DP exponent $`\nu _{}/\nu _{}`$, instead it is expected to coincide with the dynamic exponent $`z`$ of the model under consideration. The knowledge of $`z`$ is important in order to estimate the critical slowing down of given dynamic system. In a series of papers the dynamic exponent of the Ising model with heat bath dynamics has been measured in two and three dimensions . After an initial controversy, Grassberger compared several simulation methods and found the estimates $`z=2.172(6)`$ in two and $`z=2.032(4)`$ in three dimensions. Later refined simulations confirmed these results .
Identification of domain walls in coarsening systems
Damage spreading techniques can also be used to identify domain walls in coarsening systems. Coarsening phenomena occur in various dynamic systems as, for example, in the Ising model with Glauber dynamics. In the ordering phase, starting with random initial conditions, patterns of ferromagnetic domains are formed whose typical size grows with time as $`t^{1/2}`$. For zero temperature, these domains are completely ordered and the domain walls can be identified as bonds between oppositely oriented spins. For nonzero temperature, however, it is difficult to define domain walls as one has to distinguish between ‘true’ domains and islands of the minority phase generated by thermal fluctuations. In order to identify coarsening domains for $`0<T<T_c`$, Derrida proposed to compare two identical copies evolving under the same thermal noise. One copy starts with random initial conditions and begins to coarsen, whereas the other copy starts from a fully magnetized state and remains ordered as time evolves. It is assumed that all spin flips occurring in ordered replica can be regarded as thermal fluctuations. Therefore, when a spin flip occurs simultaneously in both replicas, it can be considered as a thermal fluctuation, while it is a signature the coarsening process otherwise. This method was used to determine the fraction of persistent spins of the Ising model as a function of time, confirming that the persistence exponent does not change for $`0T<T_c`$.
Since Derrida’s method allows only one type of domains to be detected, it is impossible to identify the precise location of domain walls. This can be overcome by comparing three replicas instead of two . As before, the first copy starts with random initial conditions and serves as the master copy in which the coarsening process takes place. The other copies start from fully ordered initial conditions with positive and negative magnetization, respectively. Fluctuations in the first copy, which do not occur in the other two replicas, indicate the presence of a domain wall. More precisely, domain walls may be detected by the observable
$$\mathrm{\Delta }_i(t)=\left(1\underset{j}{}\frac{1+\sigma _j^{(1)}(t)\sigma _j^{(2)}(t)}{2}\right)\left(1\underset{j}{}\frac{1+\sigma _j^{(1)}(t)\sigma _j^{(3)}(t)}{2}\right),$$
(249)
where the superscripts denote the replica. As shown in Fig. 52, this method works surprisingly well. However, it turns out that the appearance depends on the algorithmic implementation, i.e., Glauber and heat bath dynamics leads to different results. This is not surprising as the method relies on the same ideas as damage spreading.
### 5.4 Damage spreading and experiments
In this Section we have seen that the concept of damage spreading depends on the algorithmic implementation and therefore lacks a well-defined meaning. The suggested algorithm-independent definition of DS resolves these difficulties only partly, since it is based on certain (physically motivated) ad hoc assumptions. Therefore, DS does not provide a strict definition of ‘chaotic’ and ‘regular’ phases in stochastic systems. Nevertheless DS has been useful to estimate critical exponents of certain nonequilibrium phase transitions and to identify domain walls in coarsening system at nonzero temperature. Concerning the question whether DS is relevant for experiments, there is a clear answer: DS is an artificial concept which does not exist in nature. In particular, there is no meaning of ‘using the same sequence of random numbers’ in an experimental system. DS is rather a simulation technique for a pair of systems, taking advantage of our ability to use deterministic pseudo random number generators. It is indeed not surprising that such a concept, for which there is no correspondence in nature, expresses its incompleteness by certain inconsistencies.
## 6 Interface growth
A further important field of statistical physics is the study of crystal growth and transitions between different morphologies of moving interfaces . During the last two decades there has been an enormous progress in the understanding of growth processes (for reviews see e.g. Refs. ). In this Section we will focus on certain classes of depinning transitions which are closely related to nonequilibrium phase transitions into absorbing states.
### 6.1 Roughening transitions – a brief introduction
Models of growing interfaces may be realized either on a discrete lattice or by continuum equations. Discrete solid-on-solid (SOS) models are usually defined on a $`d`$-dimensional square lattice of $`N=L^d`$ sites associated with integer variables $`h_i`$ marking the actual height of the interface at site $`i`$. Clearly, this description does not allow for overhangs of the interface. The set of all heights $`\{h_i\}`$ determines the state of the system which evolves according to certain stochastic rules for adsorption and desorption. In restricted solid-on-solid models (RSOS) the dynamic rules satisfy the additional constraint
$$|h_ih_{i+1}|1,$$
(250)
i.e., adjacent sites may differ by at most one height step. To characterize the evolution of the interface, it is useful to introduce the mean height $`\overline{h}(t)`$ and the width $`w(t)`$:
$$\overline{h}(t)=\frac{1}{N}\underset{i}{}h_i(t),w(t)=\left[\frac{1}{N}\underset{i}{}h_i^2(t)\left(\frac{1}{N}\underset{i}{}h_i(t)\right)^2\right]^{1/2}.$$
(251)
A surface is called ‘smooth’ if the heights $`h_i`$ are correlated over arbitrarily large distances. Otherwise, if distant heights become uncorrelated, the surface is said to be rough. A rough surface is typically characterized by a diverging width when the system size is taken to infinity.
In many cases growing interfaces exhibit simple scaling laws. In a finite system, starting from a flat interface, the width first increases algebraically as $`wt^\gamma `$, where $`\gamma >0`$ is the growth exponent of the system<sup>15</sup><sup>15</sup>15In most textbooks the growth exponent is denoted by $`\beta `$. Here we use a different symbol in order to distinguish this exponent from the density exponent of DP.. In the long-time limit, when the correlation length reaches the system size, the width saturates at some constant value $`w_{sat}L^\alpha `$, where $`\alpha `$ is the roughness exponent. This type of scaling behavior is known as Family-Vicsek scaling , as described by the scaling form
$$w(N,t)N^\alpha f(t/N^z),$$
(252)
where $`z=\alpha /\gamma `$ is the dynamic exponent of the model. $`f(u)`$ is a universal scaling function with the asymptotic behavior $`f(u)u^\gamma `$ for $`u0`$ and $`f(u)=\text{const}`$ for $`u\mathrm{}`$. Notice that this scaling form is invariant under rescaling
$$\text{x}\mathrm{\Lambda }\text{x},t\mathrm{\Lambda }^zt,h(\text{x},t)\mathrm{\Lambda }^\alpha h(\mathrm{\Lambda }\text{x},\mathrm{\Lambda }^zt),$$
(253)
where $`\mathrm{\Lambda }`$ is a dilatation parameter. Notice that in contrast to the order parameter of a spreading process (92), the fluctuations in the heights increase under rescaling.
The critical exponents $`\gamma `$ and $`z`$ are used to categorize various universality classes of roughening interfaces. Typically each of these universality classes is characterized by certain symmetry properties of the system and may be associated with a specific stochastic differential equation. This equation describes the growth of a continuous height field $`h(\text{x},t)`$ and consists of the most relevant operators under rescaling (253) that are consistent with the symmetries of the system. For example, postulating the symmetries
> 1. translational invariance in space $`\text{x}\text{x}+\mathrm{\Delta }\text{x}`$,
> 2. translational invariance in time $`tt+\mathrm{\Delta }t`$,
> 3. translational invariance in height direction $`hh+\mathrm{\Delta }h`$,
> 4. reflection invariance in space $`\text{x}\text{x}`$,
> 5. up/down symmetry $`hh`$,
one is led to the Edwards-Wilkinson (EW) universality class , as described by the equation
$$\frac{h(\text{x},t)}{t}=v+\sigma ^2h(\text{x},t)+\zeta (\text{x},t),$$
(254)
where $`v`$ denotes the mean velocity and $`\sigma `$ the surface tension. $`\zeta (\text{x},t)`$ is a zero-average Gaussian noise field with variance
$$\zeta (\text{x},t)\zeta (\text{x}^{},t^{})=2D\delta ^d(\text{x}\text{x}^{})\delta (tt^{})$$
(255)
taking the stochastic nature of deposition into account. This equation is linear and thus exactly solvable. Scaling invariance (253) implies that the critical exponents are given by
$$\alpha =1d/2,\gamma =1/2d/4,z=2.(\text{EW})$$
(256)
Edwards-Wilkinson growth processes are invariant under up/down reflection of the interface $`hh`$. However, if atoms are adsorbed from a gas phase above the interface there is no particular reason for the system to be up/down symmetric. In that case the above equation has to be extended by the most relevant term that breaks the up/down symmetry, leading to the Kardar-Parisi-Zhang (KPZ) equation
$$\frac{h(\text{x},t)}{t}=v+\sigma ^2h(\text{x},t)+\lambda (h(\text{x},t))^2+\zeta (\text{x},t).$$
(257)
For a one-dimensional interface the critical exponents of the KPZ universality class are given by
$$\alpha =1/2,\gamma =1/3,z=3/2.(\text{KPZ in 1d})$$
(258)
whereas in $`d2`$ dimensions only numerical estimates are known (see Ref. ).
It is particularly interesting to study roughening transitions between a smooth and a rough phase. A roughening transition is usually accompanied by a diverging spatial correlation length $`\xi _{}`$. In the smooth phase this correlation length provides a typical scale below which the interface appears to be rough. On larger scales, however, the interface turns out to be smooth. Approaching the roughening transition the correlation length $`\xi _{}`$ diverges whereby the entire interface becomes rough. One of the simplest models displaying a roughening transition is the two-dimensional discrete Gaussian SOS model . Another important example is the KPZ equation which exhibits a roughening transition in $`d>2`$ spatial dimensions.
In the following we will focus on certain growth models with depinning transitions. In particular we will discuss depinning transitions in random media, polynuclear growth processes, and solid-on-solid growth processes with evaporation at the edges of plateaus. In the pinned phase of these models the interface is smooth and does not propagate. Varying a control parameter the interface undergoes a depinning transition; it starts moving and evolves into a rough state. As we will see below, various depinning transitions are closely related to phase transitions into absorbing states.
### 6.2 Depinning transitions of driven interfaces
An interesting class of depinning transitions can be observed in experiments of driven interfaces in random media . In these experiments a liquid is pumped through a porous medium. If the driving force $`F`$ is sufficiently low the liquid cannot move through the medium since the air/liquid interface is pinned at certain pores. Above a critical threshold, however, the interface starts moving through the medium with an average velocity $`v`$. Close to the transition, $`v`$ is expected to scale as
$$v(FF_c)^\theta ,$$
(259)
where $`\theta `$ is the velocity exponent. One of the first experiments in 1+1 dimensions was performed by Buldyrev et al., who studied the wetting of paper in a basin filled with suspensions of ink or coffee . Here the driving force $`F`$ is a result of capillary forces competing with the total weight of the absorbed suspension. Consequently, the interface becomes pinned at a certain height where $`FF_c`$. Once the interface has stopped, the width should scale as
$$w(\mathrm{},t)\mathrm{}^\alpha f(t/\mathrm{}^{\stackrel{~}{z}}),$$
(260)
where $`\mathrm{}`$ is a box size and $`\alpha `$ the roughening exponent. Measuring the interface width Buldyrev et al. found the roughness exponent $`\alpha =0.63(4)`$. In various other experiments the values are scattered between $`0.6`$ and $`1.25`$. This is surprising since the Kardar-Parisi-Zhang (KPZ) class predicts the much smaller value $`\alpha =1/2`$.
It is believed that the large values of $`\alpha `$ are due to inhomogeneities of the porous medium. Because of these inhomogeneities, the interface does not propagate uniformly by local fluctuations as in the KPZ equation, it rather propagates by avalanches. In the literature two universality classes for this type of interfacial growth have been proposed. In case of linear growth the interface should be described by a random field Ising model , leading to the exponents $`\alpha =1`$, $`\stackrel{~}{z}=4/3`$, and $`\theta =1/3`$ in 1+1 dimensions. In the presence of a KPZ-type nonlinearity, however, the roughening process should exhibit a depinning transition which is related to DP . The underlying DP mechanism differs significantly from an ordinary directed percolation process in a porous medium subjected to a gravitational field (cf. Sec. 3.9). In ordinary DP the spreading agent represents active sites and percolates along the given direction. In the present case, however, water may flow not only in the direction of the pumping force but also in opposite direction. Moreover, the DP process runs perpendicular to the direction of growth, as will be explained below.
A simple model exhibiting a depinning transition is shown in Fig. 53. In this model the pores of the material are represented by cells of a diagonal square lattice. The liquid can flow to neighboring cells by crossing the edges of a cell. Depending on the direction of flow these edges can either be permeable or impermeable. For simplicity we assume that all edges are permeable in downwards direction, whereas in upwards direction they can only be crossed with a certain probability $`q`$. Thus, by starting with a horizontal row of wet cells at the bottom, we obtain a compact cluster of wet cells, as illustrated in Fig. 53. The unrestricted flow downwards ensures that the cluster has no overhangs. Clearly, the size of the cluster (and therefore the penetration depth of the liquid) depends on $`q`$. If $`q`$ is large enough, the cluster is infinite, corresponding to a moving interface. If $`q`$ is sufficiently small, the cluster is bound from above, i.e., the interface becomes pinned.
The depinning transition is related to DP as follows. As can seen in the figure, a pinned interface may be interpreted as a directed path along impermeable edges running from one boundary of the system to the other. Obviously, the interface becomes pinned only if there exists a directed path of impermeable bonds connecting the boundaries of the system. Hence the depinning transition is related to an underlying directed bond percolation process with probability $`p=1q`$ running perpendicular to the direction of growth. The pinning mechanism is illustrated in Fig. 54, where a supercritical DP cluster propagates from left to right. The cluster’s backbone, consisting of bonds connecting the two boundaries, is indicated by bold dots. The shaded region denotes the resulting cluster of wet cells. As can be seen, the interface becomes pinned at the lowest lying branch of the DP backbone. Therefore, the roughening exponent coincides with the meandering exponent of the backbone
$$\alpha =\nu _{}/\nu _{}.$$
(261)
Moreover, by analyzing the dynamics of the moving interface, it can be shown that the dynamic critical exponents are given by $`\theta =\alpha `$ and $`\stackrel{~}{z}=1`$. Thus, depinning transitions in inhomogeneous porous media may serve as possible experimental realizations of the DP universality class.
The prediction (261) matches surprisingly well with the experimental result $`\alpha =0.63(4)`$ obtained by Buldyrev et al. . Therefore, it is near at hand to regard this experiment as a first quantitative experimental evidence of DP exponents. However, only one exponent has been verified, and it is not fully clear how accurate and reproducible these exponents are. Moreover, pressure differences may cause long-range correlations in the bulk, leading to a flat interface on large scales. This means that gravity could destroy the asymptotic critical behavior. In fact, in subsequent experiments the estimates for the critical exponents are scattered over a wide range. For example, Dougherty and Carle measured the dynamical avalanche distribution of an air/water interface moving through a porous medium made of glass beads . According to the DP hypothesis, the distribution $`P(s)`$ of avalanche sizes $`s`$ should decrease algebraically. In the experiment, however, a stretched exponential behavior $`P(s)s^be^{s/L}`$ is observed even for small flowing rates. The estimates for the exponent $`b`$ are inconclusive; they depend on the time window of the measurement and vary between $`0.5`$ and $`0.85`$. Even more recently Albert et al. proposed to identify the universality class by measuring the propagation velocity of locally tilted parts of the interface . Their results suggest that interfaces propagating in glass beads are not described by a DP depinning process, instead they seem to be related to the random-field Ising model. Altogether the emerging picture is not yet fully transparent and further experimental effort in this direction would be desirable.
Depinning experiments were also carried out in 2+1 dimensions with a spongy-like material used by florists, as well as fine-grained paper rolls . In this case, however, the exponent $`\alpha `$ is not related to 2+1-dimensional DP, instead it corresponds to the dynamic exponent of percolating directed interfaces in 2+1 dimensions. In experiments as well as in numerical simulations a roughness exponent $`\alpha =0.50(5)`$ was obtained.
### 6.3 Polynuclear growth
A completely different type of depinning transition takes place in models for polynuclear growth (PNG) . A key feature of PNG models is the use of parallel updates, leading to a maximal propagation velocity of one monolayer per time step. For a high adsorption rate the interface of PNG models is smooth and propagates at maximal velocity $`v=1`$. Roughly speaking, this means that the interface is ‘pinned’ at the light cone of the dynamics. Decreasing the adsorption rate below a certain critical threshold, PNG models exhibit a roughening transition to a rough phase with $`v<1`$. In contrast to equilibrium roughening transitions, which only exist in $`d2`$ dimensions, PNG models display a roughening transition even in one spatial dimension.
One of the simplest PNG model investigated so far is defined by the following dynamic rules . In the first half time step atoms ‘nucleate’ stochastically at the surface by
$$h_i(t+1/2)=\{\begin{array}{cc}h_i(t)+1\hfill & \text{with prob. }p,\hfill \\ h_i(t)\hfill & \text{with prob. }1p.\hfill \end{array}$$
(262)
In the second half time step the islands grow deterministically in lateral direction by one step. This type of growth may be expressed by the update rule
$$h_i(t+1)=\underset{j<i>}{\mathrm{max}}[h_i(t+1/2),h_j(t+1/2)],$$
(263)
where $`j`$ runs over the nearest neighbors of site $`i`$.
The relation to DP can be established as follows. Starting from a flat interface $`h_i(0)=0`$, let us interpret sites at maximal height $`h_i(t)=t`$ as active sites of a DP process. Obviously, the adsorption process (262) turns active sites into the inactive state with probability $`1p`$, while the process (263) resembles offspring production. Therefore, if $`p`$ is large enough, the interface is smooth and propagates with maximal velocity $`v=1`$. This situation corresponds to the active phase of DP. Approaching the phase transition, we expect the density of sites at maximal height to scale as
$$n_{max}=\frac{1}{N}\underset{i}{}\delta _{h_it}(pp_c)^\beta ,$$
(264)
where $`N`$ denotes the system size and $`\beta 0.277`$ is the density exponent of DP. Below a critical threshold, however, the density of active sites at the maximum height $`h_i(t)=t`$ vanishes after some time, the growth velocity is smaller than $`1`$, and the interface evolves into a rough state. Although this mapping to DP is not exact, numerical simulations strongly support the validity of Eq. (264). As will be shown below, PNG models are actually a realization of unidirectionally coupled DP processes .
Polynuclear growth models have also been used to describe the growth of colonial organisms such as fungi and bacteria . This study was motivated by recent experiments with the yeast Pichia membranaefaciens on solidified agarose film . By varying the concentration of polluting metabolites, different front morphologies were observed. The model proposed in aims to explain these morphological transitions on a qualitative level. It is easy to verify that this model follows the same spirit as the PNG model defined above. They both employ parallel dynamics and exhibit a DP-related roughening transition.
Concerning experimental realizations of PNG models, one major problem – apart from quenched disorder – is the use of parallel updates. The type of updates in these models is crucial; by using random-sequential updates the transition is lost since in this case there is no maximum velocity. However, in realistic experiments atoms do not move synchronously, rather the adsorption events are randomly distributed in time. Therefore, random sequential updates might be more appropriate to describe such experiments. It thus remains an open question to what extent PNG processes can be realized in nature.
### 6.4 Growth with evaporation at the edges of plateaus
DP-related roughening transitions can also be observed in certain solid-on-solid growth processes with random-sequential updates . As a key feature of these models, atoms may desorb exclusively at the edges of existing layers, i.e., at sites which have at least one neighbor at a lower height. This corresponds to a physical situation where the binding energy of atoms at the edges is much smaller than the binding energy of atoms in completed layers. By varying the growth rate, such growth processes display a roughening transition from a non-moving smooth phase to a moving rough phase.
A simple solid-on-solid model for this type of growth is defined by the following dynamic rules : For each update a site $`i`$ is chosen at random and an atom is adsorbed
$$h_ih_i+1\text{with probability }q$$
(265)
or desorbed at the edge of a plateau
$$\begin{array}{cc}& h_i\text{min}(h_i,h_{i+1})\text{with probability }(1q)/2,\hfill \\ & h_i\text{min}(h_i,h_{i1})\text{with probability }(1q)/2.\hfill \end{array}$$
(266)
Moreover, the growth process is assumed to be restricted, i.e., updates are only carried out if the resulting configuration obeys the constraint (250).
The qualitative behavior of this model is illustrated in Fig. 56. For small $`q`$ the desorption processes (LABEL:desorption) dominate. If all heights are initially set to the same value, this level will remain the bottom layer of the interface. Small islands will grow on top of the bottom layer but will be quickly eliminated by desorption at the island edges. Thus, the interface is effectively anchored to its bottom layer and a smooth phase is maintained. The growth velocity $`v`$ is therefore zero in the thermodynamic limit. As $`q`$ is increased, more islands on top of the bottom layer are produced until above $`q_c0.189`$, the critical value of $`q`$, they merge forming new layers at a finite rate, giving rise to a finite growth velocity.
Interestingly, this model can be interpreted as a driven diffusion process of two oppositely charged types of particles. The charges
$$c_{i,i+1}=h_{i+1}h_i\{1,0,+1\}$$
(267)
are bond variables and represent a change of height between two adjacent interface sites. In this representation the dynamic rules (265)-(LABEL:desorption) can be implemented by randomly selecting two neighboring bonds and performing the following processes with probabilities indicated on the arrows:
$$\text{Ø}+\underset{\left(1q\right)/2}{\overset{𝑞}{}}+\text{Ø},\text{Ø}\text{Ø}\underset{1q}{\overset{𝑞}{}}+,\text{Ø}\underset{\left(1q\right)/2}{\overset{𝑞}{}}\text{Ø},+\stackrel{𝑞}{}\text{Ø}\text{Ø}.$$
(268)
In the smooth phase $`q<q_c`$, the charges are arranged as closely bound $`+`$ dipoles. For $`q>q_c`$, the dipoles become unbound wherefore the fluctuations in the total charge, measured over a distance of order $`N`$, diverge with $`N`$. Thus the transition can be described in terms of correlations between charged particles.
Relation to directed percolation
At the transition the dynamics of the model is related to DP as follows. Starting with a flat interface at zero height, let us consider all sites with $`h_i=0`$ as particles $`A`$ of a DP process. Growth according to Eq. (265) corresponds to spontaneous annihilation $`A\text{Ø}`$. Conversely, desorption may be regarded as a particle creation process. However, since atoms may only desorb at the edges of plateaus, particle creation requires a neighboring active site to be present. This process therefore corresponds to offspring production $`A2A`$. Clearly, these processes resemble the dynamic rules of a DP process. In contrast to PNG models, the DP process takes place at the bottom layer of the interface. Moreover, the roughening transition does not depend on the use of either parallel or random-sequential updates.
In the model without the restriction (250), the relation to DP can be proven exactly. In this case the processes at the bottom layer decouple from the evolution of the interface at higher levels. Introducing local variables $`s_i=\delta _{h_i,0}`$ it is possible to map Eqs. (265)–(LABEL:desorption) exactly onto the dynamic rules
$`\text{if}s_i=1`$ $`s_i0\text{with prob. }q,`$
$`\text{if}\{s_{i1},s_i,s_{i+1}\}=\{0,0,1\}`$ $`s_i1\text{with prob. }(1q)/2,`$
$`\text{if}\{s_{i1},s_i,s_{i+1}\}=\{1,0,0\}`$ $`s_i1\text{with prob. }(1q)/2,`$
$`\text{if}\{s_{i1},s_i,s_{i+1}\}=\{1,0,1\}`$ $`s_i1\text{with prob. }1q.`$
These rules define a contact process on a square lattice (cf. Fig. 16) in which particles self-annihilate at unit rate and create offspring with rate $`\lambda /2=(1q)/2q`$. Since the percolation threshold of the contact process $`\lambda _c=3.29785(8)`$ is known, we can predict the critical point of the unrestricted growth to be given by $`q_c=0.232675(5)`$. model. For the restricted model there is no exact mapping to a contact process. Nevertheless numerical simulations strongly suggest that the bottom layer still exhibits DP behavior.
The underlying DP transition is the origin of the roughening transition. In the active phase of DP the interface fluctuates close to the bottom layer so that the interface is smooth. Approaching criticality the bottom layer occupation $`n_0`$ vanishes as
$$n_0(q_cq)^\beta ,$$
(269)
where $`\beta `$ is the density exponent of DP. In the inactive phase of DP the interface detaches from the bottom layer and evolves into a rough state. Therefore, the front velocity $`v`$ for $`q>q_c`$ is proportional to the characteristic survival time of a DP process in the inactive phase
$$v1/\xi _{}(qq_c)^{1/\nu _{}}.$$
(270)
With respect to the microscopic rules the roughening transition in these models seems to be as robust as a DP transition. Including the dynamics at higher levels of the interface, the models turn out to be described by unidirectionally coupled DP processes (see below).
Scaling of the interface width
Turning to the scaling properties of the interface width (251) the emerging picture is less clear and may indicate the presence of many length scales. With only a single length scale one would expect the saturation width in finite systems to scale as $`w_{sat}(N)N^\alpha `$ in the growing phase and $`w_{sat}(N)N^\alpha ^{}`$ at criticality, where $`\alpha `$ and $`\alpha ^{}`$ are generally different critical exponents. Thus the expected scaling form would read
$$w_{sat}(N,q)=N^\alpha ^{}g\left(N^{1/\nu _{}}(qq_c)\right),$$
(271)
where $`g(u)`$ is a universal scaling function with the asymptotic behavior
$$g(u)=\{\begin{array}{cc}|u|^{\alpha ^{}\nu _{}}\hfill & \text{for }u\mathrm{},\hfill \\ \text{const}\hfill & \text{for }u\pm 0,\hfill \\ |u|^{(\alpha \alpha ^{})\nu _{}}\hfill & \text{for }u+\mathrm{}.\hfill \end{array}$$
(272)
This scaling form implies that the width in a finite size system saturates at
$$w_{sat}(N,q)=\{\begin{array}{cc}(q_cq)^{\alpha ^{}\nu _{}}\hfill & \text{ if }q<q_c,\hfill \\ N^\alpha ^{}\hfill & \text{ if }q=q_c,\hfill \\ N^\alpha (q_cq)^{(\alpha \alpha ^{})\nu _{}}\hfill & \text{ if }q<q_c.\hfill \end{array}$$
(273)
However, the width at criticality actually increases as $`w(t)\left(\mathrm{ln}t\right)^\gamma `$ until it saturates at
$$w_{sat}\left(\mathrm{ln}N\right)^\kappa ,$$
(274)
where $`\kappa 0.43`$, suggesting that $`\alpha ^{}=0`$. Moreover, as the growth rate is increased and the interface starts to move, the width diverges as $`w_{sat}(q)w_{sat}(q_c)(qq_c)^{0.95}`$, suggesting that $`\alpha 0.9`$. This value differs from the expected value $`\alpha =1/2`$ for growing interfaces in one spatial dimension. Therefore, the scaling behavior of the interface width is presumably characterized by many different length scales. This point of view is confirmed by a numerical analysis of correlation functions at different levels .
Spontaneous symmetry breaking
The roughening transition in growth models with evaporation at edges of islands is accompanied by spontaneous symmetry breaking of translational invariance in height direction. This symmetry is associated with a family of non-conserved magnetization-like order parameters
$$M_n=\left|\frac{1}{N}\underset{j=1}{\overset{N}{}}\mathrm{exp}\left(\frac{2\pi ih_j}{n+1}\right)\right|.$$
(275)
The order parameter $`M_1=|\frac{1}{N}_j(1)^{h_j}|`$, for example, measures the difference between the densities of sites at even and odd heights, respectively (see Fig. 57). In the smooth phase the order parameters $`M_n`$ tend towards stationary positive values. Approaching the phase transition these values vanish algebraically as
$$M_n(q_cq)^{\theta _n},$$
(276)
where $`\theta _10.65`$, $`\theta _20.40`$, and $`\theta _30.23`$. At criticality, starting from a flat interface, the order parameters decay as $`M_n(t)t^{\theta _n/\nu _{}}`$, as shown in the right hand graph of Fig. 57. In the rough phase $`q>q_c`$, where the heights $`h_i`$ become uncorrelated over large distances, $`M_n=0`$ in the thermodynamic limit.
Experimental realizations
With respect to experimental realizations of the dynamic rules (265)-(LABEL:desorption) it is important to note that atoms are not allowed to diffuse on the surface. This assumption is rather unnatural since in most experiments the rate for surface diffusion is much higher than the rate for desorption back into the gas phase. Therefore, it will be difficult to realize this type of homoepitaxial growth experimentally. However, in a different setup, the above model could well be relevant . As illustrated in Fig. 58, a laterally growing monolayer could resemble the dynamic rules (265) and (LABEL:desorption) by identifying the edge of the monolayer with the interface contour of the growth model. In this case ‘surface diffusion’, i.e. diffusion of atoms along the edge of the monolayer, is highly suppressed. Moreover, in single-step systems (such as fcc(100) surfaces) it would also be possible to implement the restriction (250).
### 6.5 Unidirectionally coupled directed percolation processes
So far we have seen that the scaling properties of quantities involving only the bottom level of the interface may be adequately described by using DP exponents. In particular it was shown that the density of exposed sites at the bottom layer decreases as $`n_0(q_cq)^\beta `$ until it vanishes at the transition. Let us now turn to the scaling properties of the first few layers $`k=1,2,\mathrm{}`$ above the bottom layer. Since the scaling properties at the bottom layer $`k=0`$ in the smooth phase are completely characterized by the three DP exponents $`\beta `$, $`\nu _{}`$, and $`\nu _{||}`$, it is natural to assume that the next layers obey similar scaling laws with analogous exponents, $`\beta ^{(k)}`$, $`\nu _{}^{(k)}`$, and $`\nu _{||}^{(k)}`$. For example, the densities
$$n_k=\frac{1}{N}\underset{j=0}{\overset{k}{}}\underset{i}{}\delta _{h_i,j},k=0,1,2,\mathrm{}$$
(277)
of sites at height $`k`$ above the bottom layer are expected to scale as
$$n_k(q_cq)^{\beta ^{(k)}}.k=1,2,3,\mathrm{}$$
(278)
In principle all these exponents could be different and independent from each other. However, extensive numerical simulations and field-theoretic considerations suggest that the scaling exponents $`\nu _{}^{(k)}`$ and $`\nu _{||}^{(k)}`$ are identical on all levels and equal to the DP exponents $`\nu _{}`$ and $`\nu _{||}`$. This remarkable property implies that the growth process at criticality is characterized by a single dynamic exponent $`z=\nu _{||}/\nu _{}`$. The density exponents $`\beta ^{(1)},\beta ^{(2)},\beta ^{(3)},\mathrm{}`$, however, turn out to be different and considerably reduced compared $`\beta ^{(0)}=\beta `$. These exponents appear to be non-trivial in the sense that they are not simply related to DP exponents.
In order to explain the reduced values of $`\beta ^{(k)}`$ it is useful to introduce the following particle interpretation. Assuming that the minimal height of the interface is zero, lattice sites at height $`h_i0,1,2,\mathrm{}`$ may be associated with particles $`A,B,C,\mathrm{}`$, respectively. By definition, particles of different species are allowed to occupy the same site simultaneously. For example, the presence of an $`A`$-particle induces simultaneous presence of all other particle species at the same site. As shown before, the $`A`$-particles of the unrestricted model evolve independently according to the dynamic rules of a contact process. Similarly, in absence of $`A`$-particles, the $`B`$-particles will evolve according to the rules of a contact process. In presence of an $`A`$-particle, however, $`B`$-particles are instantaneously created at the same site, giving rise to an effective reaction $`AA+B`$ at infinite rate. As this reaction does not modify the configuration of the $`A`$-particles, it couples the two subsystems in one direction without feedback. Similarly, the $`B`$-particles induce the creation of $`C`$-particles by an effective reaction $`BB+C`$. Thus we obtain a unidirectionally coupled sequence of contact processes corresponding to the reaction-diffusion scheme
$`A`$ $`2A`$ $`B`$ $`2B`$ $`C`$ $`2C`$
$`A`$ $`A+B`$ $`B`$ $`B+C`$ $`C`$ $`C+D`$ etc.
Notice that this sequence can be truncated at any level without changing the dynamics of the lower levels. In fact, numerical simulations of the growth model and a unidirectionally coupled sequence of three (1+1)-dimensional directed bond percolation processes yield compatible estimates for the critical exponents (cf. Fig. 59):
$$\beta ^{(0)}=0.28(1),\beta ^{(1)}=0.13(2),\beta ^{(2)}=0.05(1).$$
(279)
Thus, ‘coupled DP’ is a universal phenomenon and should play a role even in more general contexts, namely whenever DP-like processes are coupled unidirectionally without feedback.
Mean field approximation
The simplest set of Langevin equations for unidirectionally coupled DP reads
$$_t\varphi _k(\text{x},t)=\kappa _k\varphi _k(\text{x},t)\lambda \varphi _k^2(\text{x},t)+D^2\varphi _k(\text{x},t)+\mu \varphi _{k1}(\text{x},t)+\zeta _k(\text{x},t),$$
(280)
where $`\zeta _k`$ are independent multiplicative noise fields with correlations
$$\zeta _k(\text{x},t)=\mathrm{\hspace{0.33em}0},\zeta _k(\text{x},t)\zeta _l(\text{x}^{},t^{})=\mathrm{\hspace{0.33em}2}\mathrm{\Gamma }\varphi _k(\text{x},t)\delta _{k,l}\delta ^d(\text{x}\text{x}^{})\delta (tt^{}).$$
(281)
Assuming that $`\varphi _10`$, the lowest equation for $`k=0`$ reduces to the ordinary Langevin equation of DP (139). The parameters $`\kappa _k`$ control the rates for offspring production at level $`k`$. In principle all these parameters could be different, leading to interesting multicritical behavior . Here we will restrict to the simplest case where the parameters $`\kappa _k=\kappa `$ coincide.
The reduced values of $`\beta ^{(1)},\beta ^{(2)},\mathrm{}`$ can already be understood on the level of a simple mean field approximation. Determining the stationary solutions of the mean field equations
$$_t\varphi _k=\kappa \varphi _k\lambda \varphi _k^2+\mu \varphi _{k1}$$
(282)
and expanding the result for small values of $`\kappa `$, the fields $`\varphi _k`$ are found to scale asymptotically with the mean field exponents
$$\beta _{MF}^{(k)}=2^k.$$
(283)
In addition, dimensional analysis of Eqs. (280)-(281) reveals that the mean field scaling exponents $`\nu _{}^{(k)}`$ and $`\nu _{}^{(k)}`$ coincide with the DP exponents $`\nu _{}^{MF}=1/2`$ and $`\nu _{}^{MF}=1`$ on all levels, i.e., they do not depend on $`k`$.
Field-theoretic treatment
The above mean field approximation is expected to hold above the critical dimension $`d_c=4`$. In less than four dimensions fluctuation corrections to $`\beta ^{(k)}`$ have to be taken into account. These corrections can be approximated by field-theoretic renormalization group techniques . To this end the master equation is mapped onto a second-quantized bosonic operator representation, leading to the effective action (cf. Sect 3.5)
$$\begin{array}{cc}\hfill S[\varphi _0,\stackrel{~}{\varphi }_0,\varphi _1,\stackrel{~}{\varphi }_1,\mathrm{}]=\underset{k=0}{\overset{K1}{}}d^dxdt\{& \stackrel{~}{\varphi }_k(\text{x},t)\left(\tau _tD^2\kappa \right)\varphi _k(\text{x},t)\mu \stackrel{~}{\varphi }_k\varphi _{k1}\hfill \\ & +\frac{\mathrm{\Gamma }}{2}\stackrel{~}{\varphi }_k(\text{x},t)(\varphi _k(\text{x},t)\stackrel{~}{\varphi }_k(\text{x},t))\varphi _k(\text{x},t)\},\hfill \end{array}$$
(284)
where $`K`$ is the total number of levels in the hierarchy. Because of the unidirectional structure the truncation of the hierarchy at finite $`K`$ does not affect the temporal evolution of the subsystems $`kK`$. The field-theoretic treatment turns out to be rather complex, even a one-loop calculation for a two-level system involves $`34`$ different diagrams. Details of these calculations are given in Ref. , whose main results we summarize here. A one-loop calculation in the inactive phase reveals that the RG flow is characterized by two fixed lines. One of them is unstable and corresponds to a situation where the two systems are decoupled. The other one is stable and describes the interacting case. One can show that strongly ultraviolet-divergent contributions cancel along the stable fixed line. To determine the exponent $`\beta ^{(1)}`$, similar calculations have to be performed in the active phase. Choosing a particular point along the fixed line it is possible to derive the result
$$\beta ^{(0)}=1ϵ/6,\beta ^{(1)}=1/2ϵ/8,$$
(285)
where $`ϵ=4d`$. This result explains the downward correction of the critical exponent $`\beta ^{(1)}`$ in less than four dimensions.
The field-theoretic analysis involves various technical and conceptual problems. On the one hand, in the active phase several infrared-divergent diagrams are encountered , without being clear to what extent they will affect the physical properties of coupled DP. On the other hand, the coupling constant $`\mu `$ between different levels is shown to be a relevant quantity, i.e., it grows and finally diverges under RG transformations. This may be the cause for numerically observed violations of scaling. In fact, the curves in Fig. 59 for $`k1`$ are not perfectly straight but slightly bent. This curvature is neither related to transients nor to finite size effects. A careful analysis shows that the field-theoretic prediction seems to apply in an intermediate scaling regime, whose size depends on the coupling constant $`\mu `$. The breakdown of scaling may be an artifact of the lattice realization which, in contrast to the field-theoretic prediction, seems to limit the value of $`\mu `$.
### 6.6 Parity-conserving roughening transitions
So far we discussed two examples of depinning transitions related to DP, namely interface depinning in driven random media, polynuclear growth, and growth without evaporation at the edges of terraces. It is therefore interesting to ask whether it is possible to find examples of roughening transitions with non-DP behavior in one spatial dimension.
As discussed in Sec. 4.2 non-DP phase transitions into absorbing states can be observed in systems with additional symmetries. For example, non-DP behavior is observed in parity-conserving branching processes. Therefore, the question arises whether it is possible to replace the underlying DP transition in the previously discussed growth models by a parity-conserving mechanism. As shown in Ref. , this can be done by considering the growth of dimers with evaporation at edges of plateaus. As dimers consist of two atoms, the number of particles at each height level is preserved modulo $`2`$. This definition of the dynamic rules mimics a BAWE at the bottom layer of the interface. It turns out that some of the critical properties of the roughening transition in this model are indeed characterized by PC exponents (cf. Eq. (4.2)).
As shown in Fig. 60, the model generalizes the growth model introduced in Sec. 6.4, replacing monomers by dimers. In each attempted update two adjacent sites $`i`$ and $`i+1`$ are selected randomly. If the heights $`h_i`$ and $`h_{i+1}`$ are equal, one of the following moves is carried out. Either a dimer is adsorbed with probability $`p`$
$$h_ih_i+1,h_{i+1}h_{i+1}+1$$
(286)
or desorbed with probability $`1p`$:
$$h_i,h_{i+1}\mathrm{min}(h_{i1},h_i,h_{i+1},h_{i+2}).$$
(287)
An update will be rejected if it leads to a violation of the RSOS restriction (250).
The transition of the model is illustrated in Fig. 60: If $`q`$ is very small, only a few dimers are adsorbed for a short time so that the interface is smooth and pinned at the (spontaneously selected) bottom layer. As $`q`$ increases, a growing number of dimers covers the surface and large islands of several layers stacked on top of each other are formed. When $`q`$ exceeds the critical value $`q_c0.317(1)`$, the mean size of the islands diverges and the interface evolves into a rough state.
Naively one may expect the interface to detach from the bottom layer in the rough phase, resulting in a finite propagation velocity. In the present case it turns out, however, that the interface remains pinned to the initial height, i.e., it does not propagate at constant velocity. This is due to the fact that a stochastic deposition process cannot create a dense packing of dimers. Instead the emerging configurations are characterized by a certain density of defects (solitary sites at the bottom layer) where dimers cannot be adsorbed. Because of the RSOS condition (250) these defects act as ‘pinning centers’ which prevent the interface from growing, leading to triangular configurations as shown in Fig. 60. The pinning centers cannot disappear spontaneously, they can only diffuse by interface fluctuations and recombine in pairs so that their number is expected to decrease very slowly. Therefore, the interface of an infinite system in the rough phase does not propagate at constant velocity. Instead the squared width and the average height grow logarithmically with time as $`\overline{h}(t)w(t)\mathrm{log}t`$. At criticality, this behavior crosses over to $`w^2(t)\overline{h}(t)\mathrm{log}t`$. Thus the expected scaling form reads
$$w^2(L,t)\mathrm{log}\left[t^\gamma F(t/L^z)\right],$$
(288)
where $`F`$ is a universal scaling function and $`\gamma `$ plays the role of a growth exponent. For $`\gamma =0.172(10)`$ and $`z=1.76(5)`$ we obtain a fairly accurate data collapse (see Fig. 61a), supporting the supposition that $`z`$ is the dynamic exponent of the PC universality class. Similarly the densities $`n_k`$ (see Eq. (277)) are found to decay at criticality as $`n_k(t)t^{\delta _k}`$ with
$$\delta _0=0.280(10),\delta _1=0.200(15),\delta _2=0.120(15),$$
(289)
where $`\delta _0=\beta /\nu _{}`$ is the usual cluster survival exponent of the PC class.
Using the particle interpretation of Sec. 6.5, the temporal evolution of the $`A`$-particles resembles a BAWE. Similarly, the $`B`$-particles perform an effective BAWE on top of inactive islands of the $`A`$-system. Since $`A`$-particles instantaneously create $`B`$-particles, the two subsystems are coupled by the effective reaction $`AA+B`$ at infinite rate. As this reaction does not modify the configuration of the $`A`$-particles, it couples the two subsystems only in one direction without feedback. On the other hand, the RSOS condition (250) introduces an effective feedback so that the $`A`$-particles are not completely decoupled from the $`B`$-particles. However, it seems that the inhibiting influence of the $`B`$-particles does not affect the critical behavior of the $`A`$-particles. Similarly, the $`C`$-particles are coupled to the $`B`$-particles by the effective reaction $`BB+C`$. Therefore, the dimer model resembles a unidirectionally coupled sequence of BAWE’s, corresponding to the reaction scheme
$`A3A`$ $`B3B`$ $`C3C`$
$`2A\text{Ø}`$ $`2B\text{Ø}`$ $`2C\text{Ø}`$
$`AA+B`$ $`BB+C`$ $`CC+D`$ etc.
In fact, as shown in Fig. 61 b-c, a coupled hierarchy of three BAWE’s shows the same critical behavior as the dimer model at the first few layers.
### 6.7 Nonequilibrium wetting transitions
Wetting phenomena are observed in various physical systems where a bulk phase (e.g. a gas or liquid) is brought into contact with a wall or a substrate. Because of interactions between bulk phase and surface, a thin layer of another phase may be formed which is attracted to the substrate. The thickness of the layer fluctuates and may depend on various parameters such as temperature or chemical potential. As some of these parameters are varied, the thickness of the layer may diverge, leading to a wetting transition. Theoretical models for wetting phenomena ignore the details of molecular interactions between surface, layer and bulk phase. Instead, they characterize the system by an interface without overhangs that separates the two phases. The configuration of the interface is given in terms of the height $`h(\text{x})0`$ of the interface at point x on the surface. Within this approach, wetting transitions may be viewed as the unbinding of the interface from the wall.
Wetting transitions at thermal equilibrium have been theoretically studied and experimentally observed in a large variety of systems (for a review, see Ref. ). Models for equilibrium wetting are usually defined by an effective Hamiltonian of the form
$$=d^{d1}x\left[\frac{\sigma }{2}(h)^2+V[h(\text{x})]\right],$$
(290)
where $`\sigma `$ denotes the surface tension of the interface and $`d1`$ the dimension of the interface . The potential $`V[h(\text{x})]`$ yields the effective interaction between wall and interface. Usually it contains an attractive component binding the interface to the wall. However, as temperature or other parameters are varied, the attractive component of the potential may become so weak that the potential is longer able to bind the interface, leading to a wetting transition. In $`d=2`$ dimensions one usually distinguishes between critical and complete wetting. Critical wetting refers to the divergence of the interface width when the wetting transition is approached by moving along the coexistence curve of the bulk and surface phases. On the other hand, complete wetting refers to the divergence of the interface width when the chemical potential difference between the two phases is varied, moving towards the coexistence curve. Critical and complete wetting transitions are associated with generally different critical exponents.
While equilibrium wetting transitions are well understood, the investigation of wetting transitions under nonequilibrium conditions has started only recently. Here the surface layer is adsorbed to the wall by a growth process whose dynamics, unlike in equilibrium processes, does not obey detailed balance. As expected, the resulting critical exponents differ from those observed at thermal equilibrium.
A lattice model for nonequilibrium wetting
A simple lattice model for nonequilibrium wetting can be defined as follows . As in Sec. 6.4, the interface is given by height variables $`h_i=0,1,\mathrm{},\mathrm{}`$. For each update a site $`i`$ is selected randomly and one of the following moves is carried out:
$`h_ih_i+1`$ with prob. $`q/(q+p+1),`$
$`h_i\mathrm{min}(h_{i1},h_i,h_{i+1})`$ with prob. $`1/(q+p+1),`$ (291)
$`h_ih_i1\text{if}h_{i1}=h_i=h_{i+1}`$ with prob. $`p/(q+p+1).`$
The selected move will be rejected if it would result in a violation of the RSOS constraint $`|h_ih_{i+1}|1`$. In addition, a hard-core wall at zero height $`h=0`$ is introduced, i.e., a process is only carried out if the resulting interface heights are non-negative. Generally the processes defined above do not satisfy detailed balance.
By varying the relative rates of these processes, a transition from a binding to a non-binding phase is found. This wetting transition can be understood as follows. Without the wall for fixed $`p>0`$, the parameter $`q`$ controls the mean growth velocity of the interface. This velocity may be positive or negative and vanishes at some critical value $`q=q_c`$. On large time scales a lower wall will only affect the interface dynamics if the interface moves downwards, i.e. $`qq_c`$, leading to a smooth interface. In the moving phase $`q>q_c`$, however, the interface does not feel the wall and evolves into a rough state (see Fig. 63). It is obvious that in the moving phase the interface velocity scales as $`v(qq_c)^y`$ with $`y=1`$. In the smooth phase $`q<q_c`$, the expected scaling for bottom layer occupation and width is given by
$$\rho _0(q_cq)^{x_0},w(q_cq)^\gamma ,$$
(292)
where $`x_0`$ and $`\gamma `$ are certain critical exponents. The above model includes two special cases, namely $`p=0`$, where the interface cannot move below its actual minimum height, and $`p=1`$, where the dynamic rules satisfy detailed balance.
The exactly solvable case $`p=1`$
For $`p=1`$ the dynamic rules (6.7) can be mapped onto an exactly solvable equilibrium model which exhibits a transition to complete wetting. For $`q<1`$ the probability of finding the interface in the configuration $`\{h_1,\mathrm{},h_N\}`$ is given by the distribution
$$P(h_1,\mathrm{},h_N)=P(H)=Z^1q^{H(h_1,\mathrm{},h_N)},$$
(293)
where $`H=H(h_1,\mathrm{},h_N)=_{i=1}^Nh_i`$ is the sum of all heights and $`Z=_{h_1,\mathrm{},h_N}q^H`$ denotes the partition sum running over all possible interface configurations. Eq. (293) can be proven by verifying the detailed-balance condition
$$w(\sigma _H\sigma _{H+1})/w(\sigma _{H+1}\sigma _H)=q.(p=1)$$
(294)
which is consistent with the hard wall constraint $`h_i0`$. The steady state distribution (293) does not exist for $`q>1`$ where the interface propagates at constant velocity. The critical exponents $`x_0`$ and $`\gamma `$ can be computed by analyzing the transfer matrix acting in spatial direction
$$T_{h,h^{}}=\{\begin{array}{ccc}q^h& & \text{if}|hh^{}|1\hfill \\ 0& & \text{otherwise}\hfill \end{array},$$
(295)
where $`h,h^{}0`$. Steady state properties can be derived from the eigenvector $`\varphi `$ that corresponds to the largest eigenvalue $`\mu `$ of the transfer matrix $`_{h^{}=0}^{\mathrm{}}T_{h,h^{}}\varphi _h^{}=\mu \varphi _h`$. From the squares of the eigenvector components various steady state quantities can be derived. For example, the probability $`\rho _h`$ of finding the interface at height $`h`$ is given by $`\rho _h=\varphi _h^2/_h^{}\varphi _h^{}^2`$. Close to criticality, where $`ϵ=1q`$ is small, one can carry out the continuum limit $`\varphi _h\varphi (\stackrel{~}{h})`$, replacing the discrete heights $`h`$ by real-valued heights $`\stackrel{~}{h}`$. Then, the above eigenvalue problem turns into a differential equation which, to leading order in $`ϵ`$, is given by
$$\left(\frac{^2}{\stackrel{~}{h}^2}+(3\mu )3ϵ\stackrel{~}{h}\right)\varphi (\stackrel{~}{h})=0.$$
(296)
Simple dimensional analysis indicates that the height variables scale as $`hϵ^{1/3}`$ wherefore the width diverges as $`w^2ϵ^{2/3}`$. Similarly one can show by elementary calculations that $`\rho _0ϵ`$. The critical exponents for $`p=1`$ are thus given by
$$x_0=1,\gamma =1/3.$$
(297)
The generic case $`p1`$
In the nonequilibrium case $`p1`$ the critical exponents can only be approximated numerically. For $`p=0`$, where the interface cannot move below its actual minimum height, the hard-core wall becomes irrelevant and the model reduces to a growth process similar to the one discussed in Sec. 6.4, belonging to the universality class of unidirectionally coupled directed percolation. For $`p=1`$ the numerical estimates are consistent with the previously derived exact results. For $`0<p<1`$ a very slow crossover to a different behavior with critical exponents $`y=1.00(3)`$, $`x_0=1.5(1)`$, and $`\gamma =0.41(3)`$ is observed. Similar results are obtained for $`p>1`$ except for $`x_0`$ which is close to 1 in this case.
It is believed that this type of nonequilibrium wetting can be modeled by the KPZ equation (257) with an additional term for the effective interaction between the wall and the interface
$$\frac{h(r,t)}{t}=v+\sigma ^2h(r,t)+\lambda (h(r,t))^2+\zeta (r,t)\frac{V[h(r,t)]}{h(r,t)}.$$
(298)
Dimensional analysis suggests that the width exponent described by this equation should be given by $`\gamma =(2z)/(2z2)`$, where $`z=3/2`$ is the dynamic exponent of the KPZ universality class, yielding $`\gamma =1/2`$. The numerical estimates of $`\gamma 0.41`$ are smaller, presumably because of the very slow crossover to the exactly solvable case $`\gamma =1/3`$. In addition, Eq. (298) suggests that the bottom layer occupation $`\rho _0`$ should be proportional to the inverse correlation length, hence $`x_0=\nu _{}=1/(2z2)=1`$. However, this scaling argument seems to hold only for $`p>1`$, whereas for $`0<p<1`$ much larger values for $`x_0`$ are observed. As shown in Ref. , the changing sign of the coefficient $`\lambda `$ in Eq. (298) leads to different universality classes in both cases, corresponding to the distinction between an ‘upper’ and a ‘lower’ wall in Ref. . In fact, comparing the growth velocities of a flat and a tilted interface in absence of a wall it is found that the nonlinear term $`(h(r,t))^2`$ is indeed non-vanishing in the $`(p,q)`$ plane, except for the dashed line shown in Fig. 63. Therefore, moving along the transition line, the sign of $`\lambda `$ changes precisely at the integrable point, leading to a different exponent $`x_0`$.
Nonequilibrium wetting of an attractive substrate
In the above wetting model the substrate is introduced as a hard wall at zero height. Therefore, the model neglects interactions between the substrate in the surface layer. Loosely speaking, the free energies of the exposed and the wetted substrate are assumed to be equal. In order to describe more realistic situations, the model has to be generalized by taking interactions between the substrate and the surface layer into account. This can be done by introducing a modified growth rate $`q_0`$ at zero height . Obviously the attractive short-range interaction at the bottom layer is a surface effect. Therefore, the critical point $`q_c`$ remains unchanged. However, if the interaction is strong enough, the transition becomes discontinuous. In the equilibrium case $`p=1`$ it can be proven by using transfer matrix methods that for $`q_0<2/3`$ there is a first-order wetting transition.
In the nonequilibrium case the morphology of the phase transition depends on the sign of the KPZ nonlinearity. For $`p>1`$ the emerging picture is essentially the same as for $`p=1`$, although with different critical exponents. For $`p<1`$, however, there is a whole region in the phase diagram where the pinned and the moving phase coexist. As illustrated in Fig. 64, islands generated by fluctuations quickly grow until they reach an almost triangular shape. Since the KPZ nonlinearity is negative, adsorption processes at the inclined edges of the islands are strongly suppressed, allowing the attractive interaction to reduce the size of the island in lateral direction. This ensures the stability of the pinned phase in parts of the phase diagram where a free interface would move away from the wall. This model demonstrates that nonequilibrium effects do not only lead to different critical exponents but may also change the whole phase structure of a model.
Acknowledgments
This review is based on my Habilitation thesis written at the Max-Planck-Institut für Physik komplexer Systeme and submitted to the Freie Universität Berlin in June 1999. I would like to thank I. Peschel, who made this work possible, as well as E. Domany and D. Mukamel, who introduced me to the field of nonequilibrium phase transitions. I am also grateful to V. Rittenberg, whom I owe my experience in the field of integrable equilibrium systems. I am indebted to U. Alon, M. Antoni, M. R. Evans, M. Falcke, Y. Y. Goldschmidt, M. Henkel, M. J. Howard, H. K. Janssen, A. Jiménez-Dalmaroni, H. M. Koduvely, K. Krebs, R. Livi, G. Ódor, M. Pfannmüller, A. Politi, Y. Rozov, S. Ruffo, S. Sandow, G. Schliecker, H. Simon, D. Stauffer, U. C. Täuber, B. Wehefritz, and J. S. Weitz, who essentially contributed as my collaborators to the presented results. I also express my thanks to many other colleagues for numerous stimulating discussions. Particularly I would like to thank P. Fulde and the Max-Planck-Institut für Physik komplexer Systeme for generous support.
## A Vector space notation and tensor products
A one-dimensional lattice model, whose sites $`i=1,\mathrm{},N`$ are either occupied ($`s_i=1`$) or vacant ($`s_i=0`$), can be in $`2^N`$ different states $`s=\{s_1,s_2,\mathrm{},s_N\}`$. In order to represent the probability distribution $`P_t(s)`$ as a vector in a $`2^N`$-dimensional vector space let us define an orthogonal set of basis vectors $`|s`$ corresponding to the configurations of the system. Using the representation
$$|0=\left(\begin{array}{c}1\\ 0\end{array}\right),|1=\left(\begin{array}{c}0\\ 1\end{array}\right)$$
(A.299)
the basis vectors are given by
$$|s=|s_1|s_2\mathrm{}|s_N,$$
(A.300)
where ’$``$’ denotes the tensor product of two vectors:
$$\left(\begin{array}{c}a_1\\ a_2\end{array}\right)\left(\begin{array}{c}b_1\\ b_2\end{array}\right)=\left(\begin{array}{c}a_1b_1\\ a_1b_2\\ a_2b_1\\ a_2b_2\end{array}\right).$$
(A.301)
Row vectors $`s|`$ are the transposed vectors of $`|s`$. In this vector space the probability distribution $`P_t(s)`$ can be represented by the vector
$$|P_t=\underset{s}{}P_t(s)|s.$$
(A.302)
Defining the sum vector over all states
$$1|=\underset{s}{}s|=(1,1)^N=(1,1,\mathrm{},1)$$
(A.303)
the normalization of the probability distribution can be simply expressed as $`1|P_t=1`$. Similarly the ensemble average $`A(t)`$ of any observable $`A`$ can be expressed as
$$A(t)=1|A|P_t.$$
(A.304)
The empty lattice is represented by the vector $`|vac=|0^N`$. Local operators act only on a finite number of adjacent sites. For example, a single-site operator $`A_i`$ can be written as
$$A_i=\mathrm{𝟏}\mathrm{𝟏}\mathrm{}\underset{i\text{-th position}}{\underset{}{A}}\mathrm{}\mathrm{𝟏},$$
(A.305)
where $`\mathrm{𝟏}`$ and $`A`$ are $`2\times 2`$ matrices. Here the tensor product of two matrices is defined by
$$\left(\begin{array}{cc}a_1& a_2\\ a_3& a_4\end{array}\right)\left(\begin{array}{cc}b_1& b_2\\ b_3& b_4\end{array}\right)=\left(\begin{array}{cccc}a_1b_1& a_1b_2& a_2b_1& a_2b_2\\ a_1b_3& a_1b_4& a_2b_3& a_2b_4\\ a_3b_1& a_3b_2& a_4b_1& a_4b_2\\ a_3b_3& a_3b_4& a_4b_3& a_4b_4\end{array}\right).$$
(A.306)
Similarly one can define two-site operators $`B_{i,i+1}`$, where $`B`$ is a $`4\times 4`$ matrix. The above notations can be easily generalized to systems with $`n>1`$ particle species by introducing local vectors with $`n`$ components in Eq. (A.299).
## B Derivation of the effective action
In order to derive the effective action of Reggeon field theory by integration of the noise, we first introduce a response field $`\stackrel{~}{\varphi }(\text{x},t)`$. This allows the $`\delta `$-function to be expressed as an oscillating integral
$$ZD\zeta P[\zeta ]D\varphi D\stackrel{~}{\varphi }I[\varphi ,\stackrel{~}{\varphi }]\mathrm{exp}\left[id^dx𝑑t\stackrel{~}{\varphi }\left(_t\varphi D^2\varphi \kappa \varphi +\lambda \varphi ^2\zeta \right)\right],$$
(B.307)
where $`I[\varphi ,\stackrel{~}{\varphi }]`$ denotes the Jacobian. After a Wick rotation in the complex plane the $`\varphi `$-dependent noise contribution can be separated by
$$\begin{array}{cc}\hfill ZD\varphi D\stackrel{~}{\varphi }I[\varphi ,\stackrel{~}{\varphi }]& \mathrm{exp}\left[d^dx𝑑t\stackrel{~}{\varphi }\left(_t\varphi D^2\varphi \kappa \varphi +\lambda \varphi ^2\right)\right]\hfill \\ & \times D\zeta P[\zeta ]\mathrm{exp}(d^dxdt\stackrel{~}{\varphi }\zeta ).\hfill \end{array}$$
(B.308)
Because of the correlations (140) the probability distribution $`P[\zeta ]`$ is given by
$$P[\zeta ]=f[\varphi ]\mathrm{exp}\left(d^dx𝑑t\frac{\zeta ^2(\text{x},t)}{2\mathrm{\Gamma }\varphi (\text{x},t)}\right),$$
(B.309)
where $`f[\varphi ]`$ is a (field-dependent) normalization factor. This allows the noise to be integrated
$$\begin{array}{cc}\hfill D\zeta P[\zeta ]\mathrm{exp}\left(d^dx𝑑t\stackrel{~}{\varphi }\zeta \right)& =f[\varphi ]D\zeta \mathrm{exp}\left[d^dx𝑑t\left(\stackrel{~}{\varphi }\zeta \frac{\zeta ^2}{2\mathrm{\Gamma }\varphi }\right)\right]\hfill \\ & =f[\varphi ]D\zeta \mathrm{exp}\left[d^dx𝑑t\left(\frac{\mathrm{\Gamma }}{2}\stackrel{~}{\varphi }^2\varphi \frac{\zeta ^2}{2\mathrm{\Gamma }\varphi }\right)\right]\hfill \\ & =\overline{f}[\varphi ]\mathrm{exp}\left(\frac{\mathrm{\Gamma }}{2}d^dx𝑑t\varphi \stackrel{~}{\varphi }^2\right),\hfill \end{array}$$
(B.310)
where we used Gaussian integration of the form
$$_{\mathrm{}}^+\mathrm{}𝑑\eta \frac{1}{\sqrt{2\pi \zeta \varphi }}\mathrm{exp}\left(\stackrel{~}{\varphi }\eta \frac{\eta ^2}{2\zeta \varphi }\right)=\mathrm{exp}\left(\frac{1}{2}\zeta \varphi \stackrel{~}{\varphi }^2\right).$$
(B.311)
The resulting partition function reads
$$ZD\varphi D\stackrel{~}{\varphi }I^{}[\varphi ,\stackrel{~}{\varphi }]\mathrm{exp}\left[d^dx𝑑t\left(\stackrel{~}{\varphi }[_t\varphi D^2\varphi \kappa \varphi ]+\lambda \stackrel{~}{\varphi }\varphi ^2\frac{\mathrm{\Gamma }}{2}\stackrel{~}{\varphi }^2\varphi \right)\right].$$
(B.312)
It is convenient to symmetrize the cubic terms in the partition function. To this end we rescale the fields by
$$\varphi ^{}=\sqrt{2\lambda /\mathrm{\Gamma }}\varphi ,\stackrel{~}{\varphi }^{}=\sqrt{\mathrm{\Gamma }/2\lambda }\stackrel{~}{\varphi },\mathrm{\Gamma }^{}=\sqrt{2\mathrm{\Gamma }\lambda }.$$
(B.313)
In order to keep the action symmetrized during the RG procedure, one has to introduce an additional coefficient $`\tau `$ in front of the time derivative. Dropping the primes the effective action $`S=S_0+S_{int}`$ is given by the expressions (144) and (3.5). Alternatively the action may directly be derived from the master equation of a contact process by introducing bosonic creation and annihilation operators (for this standard procedure we refer to Refs. ).
## C Shell integration
The one-loop integrals in Wilson’s renormalization group approach take the form
$$I(k)=\frac{1}{(2\pi )^d}_>d^dk^{}f(k^2,kk^{},k_{}^{}{}_{}{}^{2})$$
(C.314)
where ’$`>`$’ denotes integration in the momentum shell $`\mathrm{\Omega }(1l)<|k^{}|\mathrm{\Omega }`$ . This integral can be written as
$$I(k)=\frac{l\mathrm{\Omega }^d}{(2\pi )^d}S_{d1}_0^\pi 𝑑\theta \mathrm{sin}^{d2}\theta f(k^2,\mathrm{\Omega }|k|\mathrm{cos}\theta ,\mathrm{\Omega }^2),$$
(C.315)
where $`S_d`$ and $`V_d`$ denote surface area and volume of a $`d`$-dimensional sphere:
$$S_d=\frac{2\pi ^{d/2}}{\mathrm{\Gamma }(d/2)},V_d=\frac{S_d}{d}.$$
(C.316)
We also use the notation $`K_d=S_d/(2\pi )^d`$. For easy reference we listed some of the values for $`S_d`$, $`K_d`$, and $`V_d`$ in Table 5.
To evaluate Eq. (C.315) it is often helpful to use the formulas
$`{\displaystyle _0^\pi }𝑑\theta \mathrm{sin}^{d2}\theta `$ $`=`$ $`{\displaystyle \frac{S_d}{S_{d1}}},`$ (C.317)
$`{\displaystyle _0^\pi }𝑑\theta \mathrm{sin}^{d2}\theta \mathrm{cos}^2\theta `$ $`=`$ $`{\displaystyle \frac{S_d}{dS_{d1}}}.`$ (C.318)
In particular, if the function $`f`$ does not depend on $`\theta `$ the integral $`I(k)`$ reduces to
$$I(k)=\frac{1}{(2\pi )^d}_>d^dk^{}f(k^2,k_{}^{}{}_{}{}^{2})=lK_d\mathrm{\Omega }^df(k^2,\mathrm{\Omega }^2).$$
(C.319)
## D One-loop integrals for directed percolation
The integral for propagator renormalization reads
$`J^P`$ $`=`$ $`{\displaystyle _>}Dk^{}\omega ^{}G_0({\displaystyle \frac{k}{2}}+k^{},{\displaystyle \frac{\omega }{2}}+\omega ^{})G_0({\displaystyle \frac{k}{2}}k^{},{\displaystyle \frac{\omega }{2}}\omega ^{})`$
$`=`$ $`{\displaystyle _>}Dk^{}\omega ^{}{\displaystyle \frac{1}{\left(D(\frac{k}{2}+k^{})^2\kappa i\tau (\frac{\omega }{2}+\omega ^{})\right)\left(D(\frac{k}{2}k^{})^2\kappa i\tau (\frac{\omega }{2}\omega ^{})\right)}}.`$
Denoting $`A^\pm =D(\frac{k}{2}\pm k^{})^2\kappa i\tau \frac{\omega }{2}`$ and integrating with respect to the pole $`i\tau \omega ^{}=A^+`$ we obtain
$`J^P`$ $`=`$ $`{\displaystyle \frac{1}{(2\pi )^{d+1}}}{\displaystyle _>}d^dk^{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega ^{}{\displaystyle \frac{1}{(A^+i\tau \omega ^{})(A^{}+i\tau \omega ^{})}}`$
$`=`$ $`{\displaystyle \frac{2\pi i}{(2\pi )^{d+1}i\tau }}{\displaystyle _>}d^dk^{}{\displaystyle \frac{1}{A^++A^{}}}`$
$`=`$ $`{\displaystyle \frac{1}{2(2\pi )^d\tau }}{\displaystyle _>}d^dk^{}{\displaystyle \frac{1}{\frac{1}{4}Dk^2+Dk_{}^{}{}_{}{}^{2}\kappa \frac{i}{2}\tau \omega }}`$
$`=`$ $`{\displaystyle \frac{lK_d\mathrm{\Omega }^4}{2\tau \left(\frac{1}{4}Dk^2+\mathrm{\Omega }^2D\kappa \frac{i}{2}\tau \omega \right)}}.`$
The integral for vertex renormalization is given by
$`J^V`$ $`={\displaystyle _>}Dk\omega G_0^2(k,\omega )G_0(k,\omega )`$
$`={\displaystyle \frac{1}{(2\pi )^{d+1}}}{\displaystyle _>}d^dk{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega {\displaystyle \frac{1}{(Dk^2\kappa i\tau \omega )^2(Dk^2\kappa +i\tau \omega )}}.`$ (D.322)
Integration with respect to the poles $`i\tau \omega =Dk^2\kappa `$ yields the result
$$J^V=\frac{2\pi i}{(2\pi )^{d+1}i\tau }_>d^dk\frac{1}{4(Dk^2\kappa )^2}=\frac{lK_d\mathrm{\Omega }^d}{4\tau (\mathrm{\Omega }^2D\kappa )^2}.$$
(D.323)
## E Notations
Frequently used symbols
$`A,B,C,\mathrm{}`$ particle species Ø vacant site $`\alpha `$ roughness exponent $`\beta `$ density exponent $`\beta ^{(k)}`$ density exponents at different hierarchy levels $`\delta `$ exponent for temporal decay $`D`$ diffusion constant $`\mathrm{\Gamma }`$ noise amplitude $`d`$ spatial dimension of the system $`D,E,\overline{D},\overline{E}`$ matrices for matrix product states $`\mathrm{\Delta }`$ distance from criticality $`\mathrm{\Delta }(t)`$ Hamming distance (damage) $`\gamma `$ growth exponent $`\mathrm{\Gamma }`$ noise amplitude $`h_i(t)`$ interface height at site $`i`$ $``$ Hamiltonian, internal energy $`<i>`$ set of nearest neighbors of site $`i`$ $`\theta `$ critical initial slip exponent $`\theta _n`$ critical exponents of the order parameters $`M_n`$ $`I_{\mathrm{}}`$ probability for empty interval of length $`\mathrm{}`$ $`J`$ coupling constant in equilibrium systems $`\kappa `$ rate for offspring production in Langevin equations $`L`$ length of the system $`\lambda `$ coefficient for nonlinear term in Langevin equations $`\rho (\text{x},t)`$ particle density $`\mathrm{\Lambda }`$ dilatation parameter for scaling transformations $`\mu `$ coupling constant between different levels $``$ Liouville operator $`M_n`$ order parameters for spontaneous symmetry breaking $`n_k(t)`$ density of sites at height $`k`$ above the bottom layer $`N`$ system size (total number of sites $`N=L^d`$) $`\nu _{}`$ temporal scaling exponent $`\nu _{}`$ spatial scaling exponent $`p`$ percolation probability $`P_t(s)`$ probability to find the system in state $`s`$ at time $`t`$ $`P_l(t)`$ local persistence probability $`P_g(t)`$ global persistence probability $`q`$ probability for interface growth $`s`$ state of the model $`s_i`$ local state $`s_i=0,1,\mathrm{}`$ of lattice site $`i`$
| | |
| --- | --- |
| $`𝒮`$ | field-theoretic action |
| $`\sigma `$ | control exponent for anomalous DP |
| $`\sigma _i`$ | local Ising spin $`\sigma _i=\pm 1`$ at site $`i`$ |
| $`T`$ | temperature |
| $`v`$ | interface velocity |
| $`w_{ss^{}}`$ | transition rate from state $`s`$ to state $`s^{}`$ |
| $`w(N,t)`$ | interface width |
| $`\mathrm{\Omega }`$ | cutoff in momentum space |
| $`\zeta (\text{x},t)`$ | noise field in Langevin equations |
| $`\xi _{}`$ | spatial correlation length |
| $`\xi _{}`$ | temporal correlation length |
| $`z`$ | dynamic critical exponent |
| $`Z`$ | partition sum |
Abbreviations
BAWE branching-annihilating random walk with even number of offspring CDP compact directed percolation DK Domany-Kinzel (model) DMRG density matrix renormalization group DP directed percolation DP2 directed percolation with two absorbing states DS damage spreading EW Edwards-Wilkinson IMF improved mean field IPDF interparticle distribution function KPZ Kardar-Parisi-Zhang MC Monte Carlo MF mean field MPS matrix product state PNG polynuclear growth RG renormalization group RSOS restricted solid on solid SOS solid on solid |
warning/0001/physics0001032.html | ar5iv | text | # Decay channels and appearance sizes of doubly anionic gold and silver clusters
## Abstract
Second electron affinities of Au<sub>N</sub> and Ag<sub>N</sub> clusters and the dissociation energies for fission of the Au$`{}_{}{}^{2}{}_{N}{}^{}`$ and Ag$`{}_{}{}^{2}{}_{N}{}^{}`$ dianions are calculated using the finite-temperature shell-correction method and allowing for triaxial deformations. Dianionic clusters with $`N>2`$ are found to be energetically stable against fission, leaving electron autodetachment as the dominant decay process. The second electron affinities exhibit pronounced shell effects in excellent agreement with measured abundance spectra for Au$`{}_{}{}^{2}{}_{N}{}^{}`$ ($`N<30`$), with appearance sizes $`n_a^2`$(Au)$`=12`$ and $`n_a^2`$(Ag)$`=24`$.
Unlike the case of multiply charged cationic species, the production and observation of gas-phase doubly anionic aggregates had remained for many years a challenging experimental goal. However, with the availability of large carbon clusters (which can easily accomodate the repulsion between the two excess electrons) this state of affairs changed, including observation of doubly negative fullerenes, $`C_{60}^2`$, and fullerene derivatives, as well as a recent measurement of the photoelectron spectrum of the citric acid dianion. Moreover, such observations are not limited to carbon based aggregates and organic molecules, with a first observation of doubly anionic metal clusters (specifically gold clusters) reported most recently. A few theoretical studies of multiply charged anionic fullerenes and alkali-metal (sodium) clusters have also appeared, but overall the field of multiply anionic aggregates remains at an embryonic stage.
In this paper, we investigate the stability and decay channels of Au$`{}_{}{}^{2}{}_{N}{}^{}`$ and Ag$`{}_{}{}^{2}{}_{N}{}^{}`$ at finite temperature, and determine their appearance sizes $`n_a^2`$ (clusters with $`N<n_a^2`$ are energetically unstable). Two decay channels of doubly anionic clusters need to be considered: (i) binary fission,
$$M_N^2M_P^{}+M_{NP}^{},$$
(1)
which has a well known analog in the case of doubly cationic clusters, and (ii) electron autodetachment via emission through a Coulombic barrier,
$$M_N^2M_N^{}+e,$$
(2)
with an analogy to proton and alpha decay in atomic nuclei. The theoretical approach we use is a finite-temperature semi-empirical shell-correction method (SCM), which incorporates triaxial shapes and which has been previously used successfully to describe the properties of neutral and cationic metal clusters. Our main conclusion is that, unlike the case of doubly cationic metal clusters, fission of Au$`{}_{N}{}^{}{}_{}{}^{2}`$ and Ag$`{}_{N}{}^{}{}_{}{}^{2}`$ is not a dominant process, and that the appearance sizes of these doubly anionic clusters are determined by electron autodetachment. Our results for the second electron affinities exhibit pronounced electronic shell effects and are in excellent agreement with most recent experimental data for Au$`{}_{N}{}^{}{}_{}{}^{2}`$ with $`n_a^2=12`$. For Ag$`{}_{N}{}^{}{}_{}{}^{2}`$, we predict $`n_a^2=24`$.
The finite-temperature multiple electron affinities of a cluster of $`N`$ atoms of valence $`v`$ (we take $`v=1`$ for Au and Ag) are defined as
$$A_Z(N,\beta )=F(\beta ,vN,vN+Z1)F(\beta ,vN,vN+Z),$$
(3)
where $`F`$ is the free energy, $`\beta =1/k_BT`$, and $`Z1`$ is the number of excess electrons in the cluster (e.g., the first and second affinities correspond to $`Z=1`$ and $`Z=2`$, respectively). To determine the free energy, we use the shell correction method. In the SCM, $`F`$ is separated into a smooth liquid-drop-model (LDM) part $`\stackrel{~}{F}_{\text{LDM}}`$ (varying monotonically with $`N`$), and a Strutinsky-type shell-correction term $`\mathrm{\Delta }F_{\text{sp}}=F_{\text{sp}}\stackrel{~}{F}_{\text{sp}}`$, where $`F_{\text{sp}}`$ is the canonical (fixed $`N`$ at a given $`T`$) free energy of the valence electrons, treated as independent single particles moving in an effective mean-field potential (approximated by a modified Nilsson hamiltonian pertaining to triaxial cluster shapes), and $`\stackrel{~}{F}_{\text{sp}}`$ is the Strutinsky-averaged free energy. The smooth $`\stackrel{~}{F}_{\text{LDM}}`$ contains volume, surface, and curvature contributions, whose coefficients are determined as described in Ref. , with experimental values and temperature dependencies. In addition to the finite-temperature contribution due to the electronic entropy, the entropic contribution from thermal shape fluctuations is evaluated via a Boltzmann averaging. <sup>(a)</sup>
We note here that the smooth contribution $`\stackrel{~}{A}_Z(N,\beta )`$ to the full multiple electron affinities $`A_Z(N,\beta )`$ can be approximated by the LDM expression
$$\stackrel{~}{A}_Z=\stackrel{~}{A}_1\frac{(Z1)e^2}{R(N)+\delta _0}=W\frac{(Z1+\gamma )e^2}{R(N)+\delta _0},$$
(4)
where $`R(N)=r_sN^{1/3}`$ is the radius of the positive background ($`r_s`$ is the Wigner-Seitz radius which depends weakly on $`T`$ due to volume dilation), $`\gamma =5/8`$, $`\delta _0`$ is an electron spillout parameter, and the work function $`W`$ is assumed to be temperature independent \[we take $`W`$(Au)$`=5.31`$ eV and $`W`$(Ag)$`=4.26`$ eV\].
In a recent experiment, singly anionic gold clusters Au$`{}_{}{}^{}{}_{N}{}^{}`$ ($`N28`$) were stored in a Penning trap, size selected, and transformed into dianions, Au$`{}_{}{}^{2}{}_{N}{}^{}`$, through irradiation by an electron beam. The measured relative intensity ratios of the dianions to
their monoanionic precursors are reproduced in Fig. 1(a); they exhibit size-evolutionary patterns (arising from electronic shell effects) reminiscent of those found earlier in the mass abundance spectra, ionization potentials and first electron affinities of alkali- and coinage-metal clusters. Since the stability of the dianions relative to their monoanionic precursors depends on the second electron affinity $`A_2`$, it may be expected that $`A_2`$ and the relative signal intensity of the Au$`{}_{}{}^{2}{}_{N}{}^{}`$ clusters will exhibit correlated patterns as a function of size. Here we note that stable dianions must have $`A_2>0`$, whereas those with $`A_2<0`$ are unstable and decay via process (ii), i.e., via electron emission through a Coulombic barrier (see below).
In Fig. 1(b), we display the SCM theoretical results for the second electron affinity of Au<sub>N</sub> clusters in the size range $`10N30`$. These results correlate remarkably well with the measured relative abundance spectrum \[see Fig. 1(a)\]. Note in particular: (i) the observed and predicted appearance size n$`{}_{}{}^{2}{}_{a}{}^{}`$(Au)$`=12`$; (ii) the relative instability of Au$`{}_{}{}^{2}{}_{13}{}^{}`$ \[portrayed by its absence in Fig. 1(a) and the negative $`A_2`$ value in Fig. 1(b) associated with the closing of a spheroidal electronic subshell (containing 14 electrons) in the singly anionic Au$`{}_{}{}^{}{}_{13}{}^{}`$ parent cluster, see Ref. (b)\]; (iii) the pronounced lower stability of Au$`{}_{}{}^{2}{}_{19}{}^{}`$ relative to its neighboring cluster sizes \[associated with the closing of a major electronic shell (containing 20 electrons) in the Au$`{}_{}{}^{}{}_{19}{}^{}`$ parent cluster\]; (iv) the overall similarity between the trends in Fig. 1(a) and Fig. 1(b)(that is, even-odd alternations for $`N19`$ with a sole discrepancy at $`N=15`$, and the monotonic behavior for $`N19`$). Underlying the pattern shown in Fig. 1(b) are electronic shell effects \[compare in Fig. 1(b) the shell-corrected results indicated by the solid line with the LDM curve\] combined with energy-lowering shape deformations of the clusters (which are akin to Jahn-Teller distortions and are associated with the lifting of spectral degeneracies for open-shell cluster sizes).
To explore the energetic stability of the Au$`{}_{}{}^{2}{}_{N}{}^{}`$ clusters against binary fission \[see Eq. (1)\], we show in Fig. 2(a) SCM results, at selected cluster sizes ($`N=7,14`$ and 21), for the fission dissociation energies $`\mathrm{\Delta }_{N,P}=F`$(Au$`{}_{P}{}^{})+F(`$Au$`{}_{NP}{}^{})F(`$Au$`{}_{N}{}^{2})`$, with the total free energies of the parent dianion and the singly-charged fission products calculated at $`T=300`$ K. For all Au$`{}_{N}{}^{}{}_{}{}^{2}`$ parent clusters, the energetically favorable channel (lowest $`\mathrm{\Delta }_{N,P}`$) corresponds to $`P=1`$ (i.e., one of the fission products is the closed-shell Au<sup>-</sup> anion). The influence of shell effects on the fission dissociation energies is evident particularly in cases where the fission channel involves closed-shell magic products (see $`P=7`$, and equivalently $`P=14`$, for $`N=21`$, and the pronounced effect at $`P=7`$ for $`N=14`$ where both fission products are magic). The fission results summarized in Fig. 2(b) for the most favorable channel ($`P=1`$) illustrate that exothermic fission (that is $`\mathrm{\Delta }_{N,P}<0`$) is predicted to occur only for the smallest size ($`N=2`$). This, together with the existence of a fission barrier, leads us to conclude that the decay of Au$`{}_{}{}^{2}{}_{N}{}^{}`$ clusters is dominated by the electron autodetachment process (which is operative when $`A_2<0`$ and involves tunneling through a Coulomb barrier ), rather than by fission.
Finally, we show in Fig. 3 SCM results for the second electron affinity \[$`A_2`$ in Fig. 3(a)\] and the fission dissociation energies \[$`\mathrm{\Delta }_{N,P}`$ in Fig. 3(b)\] corresponding to the most favorable channel $`(P=1)`$ for silver dianionic clusters Ag$`{}_{}{}^{2}{}_{N}{}^{}`$. Again binary fission is seen to be endothermic except for $`N=2`$, and the appearance size for Ag$`{}_{}{}^{2}{}_{N}{}^{}`$ (i.e., the smallest size with $`A_2>0`$) is predicted to be $`n_a^2`$(Ag)$`=24`$. The shift of the appearance size to a larger value than that found for gold dianionic clusters \[that is $`n_a^2`$(Au)$`=12`$, see above\] can be traced to the smaller work function of silver, as can be seen from the LDM curves calculated through the use of Eq. (4) with $`Z=2`$.
This research was supported by a grant from the U.S. Department of Energy (Grant No. FG05-86ER45234). |
warning/0001/hep-th0001050.html | ar5iv | text | # FIAN/TD/00-01 Once again on the equivalence theorem.
## 1 Introduction
The equivalence theorem in the Lagrangian quantum field theory (that states the independence of physical observables, in particular, the $`S`$–matrix, in quantum theory on changes of variables in the classical Lagrangian, i.e. on the choice of parametrization of the classical action) has a long story . The first rigorous result is due to Borchers who proves that the $`S`$–matrix for the field that is the local normally ordered polinomial of a free field and has non–zero $`in`$–limit coincides with the $`S`$–matrix for the free field, i.e. is equal to unity (on the generalization of Borchers’s results for theories with interaction in the framework of the axiomatic approach see ). For the theories with non–zero interaction the rigorous perturbative proof of the equivalence was given in , . In these papers, the quantum action principle was used in the form that coincides with the formal expression following, for example, from formal manipulations with the functional integral representation for the Green functions. However, in the general case, the form of quantum action principle differs from the formal expression by the so called local insertions (see sect. 3). In this paper, we present the perturbative proof of the equivalence theorem that is valid for any quantum theory renormalized with the use of the Bogoliubov $`R`$–operation (see also and reference therein). The changes of variables in classical action are treated as specific symmetries of this action. The problem of the proof of the equivalence theorem reduces to the problem of the possibility to conserve this symmetry in the quantum theory. To solve this problem, we use the generalization of the field–antifield formalism to the case of global symmetries and the cogomological method for studying the symmetry structure in the renormalized theory, this method was successfully applied to gauge theories (see , and reference therein). We show that the equivalence theorem is valid in the sense that we can always choose the finite quantum corrections (dependent on the action parametrization) to the classical action such that the physical observables and $`S`$–matrix do not depend on the choice of the classical action parametrization. There is a rather large arbitrariness in the choice of the finite counterterms such that we can obtain the physically nonequivalent families of quantum theories, the equivalence theorem being valid inside each of these. The paper is organized as follows. In Section 2, we present the formal considerations of the equivalence theorem. In Section 3, we derive the basic equation for the vertex function generating functional, from which the equivalence theorem follows. In Section 4 we consider the example of the theory where the different natural choice of counterterms is possible that leads to the physically nonequivalent theories without breaking the equivalence theorem.
## 2 Formal consideration
In this section, we briefly recall the must convenient for our purposes scheme of proving the equivalence theorem. Let
$$S_0=S_0(\phi )=𝑑xL(\phi ^i(x),_\mu \phi ^i(x),\mathrm{})$$
be a classical action. For simplicity, we assume that all the fields (which we also call variables) $`\phi ^i(x)\phi ^A`$ are the Bose ones,and the Lagrangian density $`L`$ depends on a finite number of the derivatives of the fields $`\phi ^i(x)`$ (at least, perturbatively). We consider the family of classical actions $`S(\alpha ,\phi )`$:
$$S(\alpha ,\phi )=S_0(\mathrm{\Phi }(\alpha ,\phi )),$$
(1)
where the change of variables $`\mathrm{\Phi }^A(\alpha ,\phi )=\mathrm{\Phi }^i(\alpha ,\phi ;x)=\mathrm{\Phi }^i(\alpha ,\phi ^j(x),_\mu \phi ^j(x),\mathrm{})=\phi ^A+O(g)`$ ($`g`$ denotes the total set of the coupling constants of the theory), $`\mathrm{\Phi }^i(0,\phi ;x)=\phi ^i(x)`$, and its inverse are local (at least, perturbatively); the quantities
$$f^A=f^A(\alpha ,\phi )=\frac{\mathrm{\Phi }^B(\alpha ,\phi )}{\alpha }\frac{\delta \phi ^A(\alpha ,\mathrm{\Phi })}{\delta \mathrm{\Phi }^B},\phi ^A(\alpha ,\mathrm{\Phi }(\alpha ,\phi ))=\phi ^A,$$
being (perturbatively) local functions of $`\phi ^i(x)`$. We obviously have
$$S(0,\phi )=S_0(\phi ).$$
The fact that the action $`S(\alpha ,\phi )`$ is obtained from the action $`S_0(\phi )`$ by the change of variables leads to the (symmetry) equation for $`S(\alpha ,\phi )`$:
$$\frac{S(\alpha ,\phi )}{\alpha }f^A(\alpha ,\phi )\frac{\delta S(\alpha ,\phi )}{\delta \phi ^A}=0.$$
(2)
Eq. (2) is satisfied because the change of variables obeys this equation:
$$\frac{\mathrm{\Phi }^A(\alpha ,\phi )}{\alpha }f^B(\alpha ,\phi )\frac{\delta \mathrm{\Phi }^A(\alpha ,\phi )}{\delta \phi ^B}=0.$$
Classical theories related by a change of variables are equivalent. Naively, the same situation takes places in quantum field theory. Consider the family of the Green function generating functionals $`Z(\alpha ,J)`$:
$$Z(\alpha ,J)=e^{iW(\alpha ,J)}=D\phi \mathrm{\Delta }(\alpha ,\phi )e^{i\left(S(\alpha ,\phi )+J_A\phi ^A\right)},$$
$$\mathrm{\Delta }(\alpha ,\phi )=\text{Det}\frac{\delta \mathrm{\Phi }^A(\alpha ,\phi )}{\delta \phi ^B}.$$
Evaluating the mean of symmetry equation (2) and formally integrating by parts, we obtain the equation for the Green function generating functionals:
$$\frac{}{\alpha }W(\alpha ,J)+J^Af^A(\alpha ,J)=0,$$
(3)
$$f^A(\alpha ,J)\frac{1}{Z(\alpha ,J)}D\phi f^A(\alpha ,\phi )\mathrm{\Delta }(\alpha ,\phi )e^{i\left(S(\alpha ,\phi )+J_A\phi ^A\right)},$$
or, equivalently, the equation for the vertex function generating functional:
$$\frac{\mathrm{\Gamma }(\alpha ,\phi )}{\alpha }f^A(\alpha ,J(\alpha ,\phi ))\frac{\delta \mathrm{\Gamma }(\alpha ,\phi )}{\delta \phi ^A}=0,$$
(4)
$$\mathrm{\Gamma }(\alpha ,\phi )=W(\alpha ,J)J_A\phi ^A,\phi ^A=\frac{\delta W(\alpha ,J)}{\delta J_A},$$
$`J`$ in the functional $`f^A`$ of equation (4) being expressed in terms $`\phi `$. An equation of the type (4) for the vertex function generating functional will be called the basic equation.
We assume that one–particle irreducible components of skeleton diagrams (i.e. one–particle irreducible skeleton subdiagrams that are not contained in any other one–particular irreducible skeleton subdiagrams) have no one–particle pole singularities with respect to momentum conjugated to the coordinates of the vertex $`f^i(\alpha ,\phi ;x)`$ (this assumption is certainly valid if all the fields are massive). Then it follows from eqs (3) or (4) (see, for example ), that the masses of particles and the $`S`$–matrix elements do not depend on $`\alpha `$.
The deficiency of this consideration is that none of used quantities of quantum field theory ($`Z`$, $`W`$, $`\mathrm{\Gamma }`$, $`f^A`$) does not exist because of the known ultraviolet divergencies. We can however make a useful conclusion from this formal consideration. Really, the equivalences theorem is based on the equation of the type (3) or (4). If we establish that finite (renormalized) generating functionals satisfy the equations of the type (3) or (4), where $`f^A`$ is the mean of local operator, this will imply… that masses and $`S`$–matrix elements do not depend on $`\alpha `$, which we interpret as the equivalence theorem. In the next section, we show that in any theory that can be made finite by a renormalization of the Bogoliubov $`R`$–operation type, we can succeed for the vertex function generating functional to satisfy the basic equation of the type (4).
## 3 Basic equation
As we said above, the fact that the action $`S(\alpha ,\phi )`$ is obtained from the action $`S_0(\phi )`$ by the change of variables can be treated as the presence of the global symmetry of the action $`S(\alpha ,\phi )`$, whose infinitesimal form is
$$\delta \phi ^A=f^A\theta ,\delta \alpha =\theta ,$$
$`\theta `$ is a parameter of the global symmetry transformation. To study global symmetries in quantum field theory, it is convenient to use the field–antifield formalism developed by Batalin and Vilkovisky for local (gauge) symmetries . We shall follow this strategy.
In accordance with the presence of the global symmetry, we introduce an additional global ghost variable $`c`$, $`\epsilon (c)=1`$, $`c^2=0`$, and the antivariables $`\phi _i^{}(x)`$ with the opposite Grassman parity associated with variables $`\phi ^i(x)`$ (we do not need antivariables $`\alpha ^{}`$, $`c^{}`$). We assign a ghost number $`gh`$ to every variables:
$$gh(\phi ^A)=gh(\alpha )=0,gh(\phi _A^{})=1,gh()=1.$$
In what follows, the total set of variables is denoted by $`\eta `$: $`\eta =\{\phi ^A,\phi _A^{},\alpha ,c\}`$, the set of variables $`\phi ^A`$, $`\alpha `$ is denoted by $`\xi `$: $`\xi =\{\phi ^A,\alpha \}`$, the dependence on these variables being explicitly indicated.
We take the master action $`𝒮(\eta )`$, $`\epsilon (𝒮)=gh(S)=0`$, to be:
$$𝒮(\eta )=S(\xi )\phi _A^{}f^A(\xi )c.$$
$`S(\eta )`$ satisfies the master equation
$$\frac{1}{2}(𝒮(\eta ),𝒮(\eta ))+c\frac{𝒮(\eta )}{\alpha }=\left(\frac{S(\xi )}{\alpha }f^A(\xi )\frac{\delta S(\xi )}{\delta \phi ^A}\right)c=0,$$
(5)
where the antibracket $`(F,G)`$ for functionals $`F`$ and $`G`$ is defined as:
$$(F,G)=F\frac{\stackrel{}{\delta }}{\delta \phi ^A}\frac{\delta }{\delta \phi _A^{}}GF\frac{\stackrel{}{\delta }}{\delta \phi _A^{}}\frac{\delta }{\delta \phi ^A}G.$$
The only consequence of master equation (5) is eq. (2) for the functional $`S(\eta )|_{\phi ^{}=0}=S(\xi )`$, whose general solution is
$$S(\xi )=S_0(\mathrm{\Phi }(\xi ))$$
with some functional $`S_0`$. So, if $`S(\xi )`$ has form (1), the master action $`𝒮(\eta )`$ satisfies the master equation. Inversely, if we require for the master action $`𝒮(\eta )`$ to satisfy master equation (5), then the action $`S(\xi )`$ will have the form (1).
The Green function generating functional is defined by
$$Z(J)=e^{\frac{i}{\mathrm{}}W(J)}=1,$$
$$QQ(\eta )e^{\frac{i}{\mathrm{}}(𝒮_{int}(\eta )+J_A\phi ^A)}_{ren},$$
$$𝒮_{int}(\eta )=𝒮(\eta )S_2(\phi ),$$
where $`S_2(\phi )=𝒮(\eta )|_{g=\phi ^{}=0}`$, $`Q(\eta )`$ is an arbitrary functional, and $`(\mathrm{})_{ren}`$ implies the mean over the free vacuum of the expression in the parenthesis using the Feynman rules with the free propagators defined by action $`S_2(\phi )`$ and some regularization and renormalization procedure. We do not need an explicit form of the regularization scheme, however we assume that the quantum action principle is valid for the finite Green functions (see and reference therein; all the scheme used at present satisfy this assumption). In particular, the following properties are valid ($`𝒯(\eta )`$ is the vertex function generating functional for the theory with action $`𝒮(\eta )`$):
(i)
$$\frac{}{\lambda }𝒯(\eta )=Q(\mathrm{},\eta )𝒯(\eta ),Q(\mathrm{},\eta )=\frac{}{\lambda }𝒮(\eta )+\mathrm{}Q^{(1)}(\mathrm{},\eta ),$$
where the operation (the so called insertion) $`Q(\mathrm{},\eta )𝒯(\eta )`$ implies that the vertex function generating functional are evaluated in accordance with the standard Feynman rules with the additional vertex $`Q(\mathrm{},\eta )`$, $`\lambda `$ is an arbitrary parameter of the theory under consideration, and $`Q^{(1)}(\mathrm{},\eta )`$ is some local functional, which is equal to zero if parameter $`\lambda `$ does not appear in the free propagators (i.e. it enters only $`𝒮_{int}`$).
(ii)
$$\frac{\delta }{\delta \phi ^A}𝒯(\eta )=Q_A(\mathrm{},\eta )𝒯(\eta ),Q_A(\mathrm{},\eta )=\frac{\delta }{\delta \phi ^A}𝒮(\eta )+\mathrm{}Q_A^{(1)}(\mathrm{},\eta ),$$
where $`Q_A^{(1)}(\mathrm{},\eta )`$ are some local functionals.
(iii) The vertex function generating functional $`𝒯(\eta )`$ is Poincare invariant and has all the linear homogeneous symmetries of the action functional $`𝒮(\eta )`$ that do not touch the space–time coordinates and Lorentzian indices. In particular, in the case under consideration, the vertex function generating functional conserves the ghost number.
The regularization properties (i), (ii) enable us to establish that the vertex function generating functional satisfies eq. (5) up to the local insertions:
$$\frac{1}{2}(𝒯(\eta ),𝒯(\eta ))+c\frac{𝒯(\eta )}{\alpha }=\mathrm{}Q^{(1)}(\mathrm{},\eta )𝒯(\eta ),$$
(6)
$$Q^{(1)}(\mathrm{},\eta )=Q_0^{(1)}(\eta )+O(\mathrm{}).$$
The local insertions must satisfy the equation that is the consistency condition for eq. (6):
$$(𝒯(\eta ),Q^{(1)}(\mathrm{},\eta )𝒯(\eta ))+c\frac{}{\alpha }(Q^{(1)}(\mathrm{},\eta )𝒯(\eta ))=0.$$
We have in the one–loop approximation
$$(𝒯_{[1]}(\eta ),𝒯_{[1]}(\eta ))_{[1]}=\mathrm{}Q_0^{(1)}(\eta ),$$
$$𝒯(\eta )=𝒮(\eta )+\mathrm{}𝒯_1(\eta )+O(\mathrm{}^2),$$
and the lower index “$`[n]`$” at any functional $`G`$ implies that only the first $`n+1`$ terms of the Teylor series in $`\mathrm{}`$ are taken into account:
$$GG_{[n]}+O(\mathrm{}^{n+1}),\frac{^{n+1}}{\mathrm{}^{n+1}}G_{[n]}=0.$$
Because of the ghost number conservation, the functional $`Q_0^{(1)}(\eta )`$ has a ghost number 1, therefore, it is linear in $`c`$ and does not depend on $`\phi _A^{}`$:
$$Q_0^{(1)}(\eta )=cq^{(1)}(\xi ).$$
The consistency condition in the one–loop approximation
$$\omega Q_0^{(1)}(\eta )=0,$$
$$\omega =\frac{\delta 𝒮(\eta )}{\delta \phi ^A}\frac{\delta }{\delta \phi _A^{}}+\frac{\delta 𝒮(\eta )}{\delta \phi _A^{}}\frac{\delta }{\delta \phi ^A}+c\frac{}{\alpha },\omega ^2=0,$$
is identically satisfied.
Lemma:
The functional $`Q_0^{(1)}`$ can be represented as
$$Q_0^{(1)}(\eta )=\omega X^{(1)}(\eta )$$
with some local functional $`X^{(1)}(\eta )`$, $`gh(X^{(1)})=0`$.
To prove the Lemma, it is convenient to pass from variables $`\eta `$ to variables $`\stackrel{~}{\eta }=\{\mathrm{\Phi }^A,\mathrm{\Phi }_A^{}=\phi _B^{}(\phi ^B(\alpha ,\mathrm{\Phi })/\mathrm{\Phi }^A),\alpha ,c\}`$. With any functional $`G(\eta )`$, we also associate the functional $`\stackrel{~}{G}(\stackrel{~}{\eta })`$:
$$\stackrel{~}{G}(\stackrel{~}{\eta })=G(\eta (\stackrel{~}{\eta })),G(\eta )=\stackrel{~}{G}(\stackrel{~}{\eta }(\eta )).$$
In this case
$$\omega G(\eta )=\stackrel{~}{\omega }\stackrel{~}{G}(\stackrel{~}{\eta }),$$
$$\stackrel{~}{\omega }=\frac{\delta S_0(\mathrm{\Phi })}{\delta \mathrm{\Phi }^A}\frac{\delta }{\delta \mathrm{\Phi }_A^{}}+c\frac{}{\alpha }.$$
In new variables, the statement of the Lemma considered as on $`X^{(1)}(\eta )`$ has the form:
$$\stackrel{~}{Q}_0^{(1)}(\stackrel{~}{\eta })=\stackrel{~}{\omega }\stackrel{~}{X}^{(1)}(\stackrel{~}{\eta }).$$
(7)
To solve this equation , we introduce the operator $`\gamma =\alpha /c`$. The operators $`\omega `$ and $`\gamma `$ forms an algebra:
$$\omega ^2=\gamma ^2=0,\omega \gamma +\gamma \omega =N,[\omega ,N]=[\gamma ,N]=0,$$
$$N=\alpha \frac{}{\alpha }+c\frac{}{c}.$$
A particular solution $`\stackrel{~}{X}_p^{(1)}(\stackrel{~}{\eta })`$ of (nonhomogeneous) eq. (7) can be taken in the form:
$$\stackrel{~}{X}_p^{(1)}(\stackrel{~}{\eta })=\frac{1}{N}\gamma \stackrel{~}{Q}_0^{(1)}(\stackrel{~}{\eta }),$$
where the action of an arbitrary function $`f(N)`$ of operator $`N`$ is defined by:
$$f(N)\alpha ^kc^l=f(k+l)\alpha ^kc^l,k,l0.$$
We note that $`\stackrel{~}{X}_p^{(1)}(\stackrel{~}{\eta })`$ does not depend on $`\phi ^{}`$ and $`c`$: $`\stackrel{~}{X}_p^{(1)}=\stackrel{~}{X}_p^{(1)}(\stackrel{~}{\xi })`$. The general solution to eq. (7) is obtained by adding the general solution $`\stackrel{~}{X}_h^{(1)}(\stackrel{~}{\eta })`$ of the homogeneous equation
$$\stackrel{~}{\omega }\stackrel{~}{X}_h^{(1)}(\stackrel{~}{\eta })=0.$$
(8)
to $`\stackrel{~}{X}_p^{(1)}(\stackrel{~}{\xi })`$. We present $`\stackrel{~}{X}_h^{(1)}(\stackrel{~}{\eta })`$ as
$$\stackrel{~}{X}_h^{(1)}(\stackrel{~}{\eta })=S_{01}(\mathrm{\Phi })+\stackrel{~}{X}_{h1}^{(1)}(\stackrel{~}{\eta }),S_{01}(\mathrm{\Phi })=\stackrel{~}{X}_h^{(1)}(\stackrel{~}{\eta })|_{\alpha =c=0}$$
($`S_{01}`$ depends only on $`\mathrm{\Phi }`$ because $`gh(\stackrel{~}{X}_h^{(1)})=0`$). The functional $`S_{01}(\mathrm{\Phi })`$ do not enter eq. (8) and the standard arguments give:
$$\stackrel{~}{X}_{h1}^{(1)}(\stackrel{~}{\eta })=\stackrel{~}{\omega }\stackrel{~}{Y}^{(1)}(\stackrel{~}{\eta }),gh(\stackrel{~}{Y}^{(1)})=1,$$
with some local functional $`\stackrel{~}{Y}^{(1)}(\stackrel{~}{\eta })=\mathrm{\Phi }_A^{}\stackrel{~}{\mathrm{\Phi }}_1^A(\stackrel{~}{\xi })`$.
Returning to the initial variables, we obtain:
$$X^{(1)}(\eta )=$$
$$=S_{01}(\mathrm{\Phi })+\frac{\delta S_0(\mathrm{\Phi })}{\delta \mathrm{\Phi }^A}\mathrm{\Phi }_1^A(\xi )\phi _A^{}\frac{\stackrel{~}{\phi }^A}{\mathrm{\Phi }_B}(\frac{\mathrm{\Phi }_1^B(\xi )}{\alpha }\frac{\mathrm{\Phi }_1^B(\xi )}{\phi ^C}\frac{\stackrel{~}{\phi }^C}{\mathrm{\Phi }^D}\frac{\mathrm{\Phi }^D(\xi )}{\alpha })c+X_p^{(1)}(\xi ).$$
(9)
We consider now the master action $`𝒮^{(1)}(\eta )`$:
$$𝒮^{(1)}(\eta )=𝒮(\eta )+\mathrm{}X^{(1)}(\eta )S^{(1)}(\xi )\phi _A^{}f^{(1)A}(\xi )c,$$
the function $`f^{(1)A}(\xi )=f^A(\xi )+O(\mathrm{})`$ being local. The sense of the separate terms in expression (9) for $`X^{(1)}`$ becomes now clear: the first term describes the quantum corrections to the initial classical action, the second and third ones describe the quantum corrections to the change of variables, the last term has to “compensate” a possible noncovariance of the regularization scheme adopted.
The master action $`𝒮^{(1)}(\eta )`$ does not satisfy master equation (5):
$$(𝒮^{(1)}(\eta ),𝒮^{(1)}(\eta ))+c\frac{𝒮^{(1)}(\eta )}{\alpha }=\mathrm{}\mathrm{\Lambda }^{(1)}(\mathrm{},\eta ).$$
It is however important, that $`\mathrm{\Lambda }^{(1)}(\mathrm{},\eta )`$ is a local functional.
The vertex function generating functional $`𝒯^{(1)}(\eta )`$ in the theory with the action $`𝒮^{(1)}(\eta )`$ does satisfy the master equation up to local insertion. But it is easy to verify that the local insertions are absent in the one–loop approximation:
$$𝒯_{[1]}^{(1)}(\eta )=𝒯_{[1]}(\eta )+\mathrm{}X^{(1)}(\eta ),$$
$$\frac{1}{2}(𝒯_{[1]}^{(1)}(\eta ),𝒯_{[1]}^{(1)}(\eta ))_{[1]}+c\frac{}{\alpha }𝒯_{[1]}(\eta )=\frac{1}{2}(𝒯_{[1]}(\eta ),𝒯_{[1]}(\eta ))_{[1]}+c\frac{}{\alpha }𝒯_{[1]}(\eta )+$$
$$+(𝒯^{(1)}(\eta )_{[1]},\mathrm{}X^{(1)}(\eta ))_{[1]}+\mathrm{}c\frac{}{\alpha }X^{(1)}(\eta )=\mathrm{}Q_0^{(1)}(\eta )+\mathrm{}\omega X^{(1)}(\eta )=0.$$
So, the violation of the master equation for $`𝒯^{(1)}(\eta )`$ begins with the two–loop approximation:
$$\frac{1}{2}(𝒯^{(1)}(\eta ),𝒯^{(1)}(\eta ))+c\frac{}{\alpha }𝒯^{(1)}(\eta )=\mathrm{}^2Q^{(2)}(\mathrm{},\eta )(𝒯^{(1)}(\eta ),$$
$$(𝒯^{(1)}(\eta ),Q^{(2)}(\mathrm{},\eta )(𝒯^{(1)}(\eta ))+c\frac{}{\alpha }(Q^{(2)}(\mathrm{},\eta )(𝒯^{(1)}(\eta ))=0.$$
By induction, we finally obtain: There exists the action $`𝒮^{(\mathrm{})}(\eta )`$,
$$𝒮^{(\mathrm{})}(\eta )=𝒮(\eta )+\underset{n=1}{}\mathrm{}^nX^{(n)}(\eta )S^{(\mathrm{})}(\xi )\phi _A^{}f^{(\mathrm{})A}(\xi )c,$$
where $`f^{(\mathrm{})A}(\xi )`$ are local functions, such that the vertex function generating functional $`𝒯^{(\mathrm{})}(\eta )`$ satisfies the master equation:
$$\frac{1}{2}(𝒯^{(\mathrm{})}(\eta ),𝒯^{(\mathrm{})}(\eta ))+c\frac{}{\alpha }𝒯^{(\mathrm{})}(\eta )=0.$$
With the account of the relation (that holds in view of property (i) of the regularizations used)
$$\frac{\delta }{\delta \phi _A^{}}𝒯^{(\mathrm{})}(\eta )=cf^{(\mathrm{})A}^{(\mathrm{})}(\xi ),$$
where the upper index “$`(\mathrm{})`$” at the symbol of the mean implies that the mean is calculated with the action $`S^{(\mathrm{})}(\xi )`$, we obtain:
$$\frac{}{\alpha }\mathrm{\Gamma }^{(\mathrm{})}(\xi )f^{(\mathrm{})A}^{(\mathrm{})}(\xi )\frac{\delta }{\delta \phi ^A}\mathrm{\Gamma }^{(\mathrm{})}(\xi )=0,$$
where $`\mathrm{\Gamma }^{(\mathrm{})}(\xi )𝒯(\eta )|_{\phi =0}`$ is the vertex function generating functional for the theory with the “renormalized” action $`S^{(\mathrm{})}(\xi )`$.
Thus, it is established that by adding the appropriate counterterms to the initial action we can always make the vertex function generating functional to satisfy basic equation (4), i.e. the equivalence theorem to be fulfilled.
## 4 The example
In this section, we are consider the example of the family of classical theories related by the change of variables whose quantization leads to the physically nonequivalent theories, the equivalence theorem being valid.
The model is described by action
$$S(\alpha ,\psi )=S_0(\mathrm{\Psi }(\alpha ,\psi ))=\overline{\psi }(i\gamma ^\mu _\mu +\gamma ^\mu V_\mu +\gamma ^\mu \gamma ^5A_\mu +\alpha \frac{f_\pi }{m}\gamma ^\mu \gamma ^5_\mu \phi )\psi ,$$
(10)
$$S_0(\psi )=\overline{\psi }(i\gamma ^\mu _\mu +\gamma ^\mu V_\mu +\gamma ^\mu \gamma ^5A_\mu )\psi ,\mathrm{\Psi }(\alpha ,\psi )=e^{i\alpha \frac{f_\pi }{m}\phi }\psi ,$$
where $`\psi (x)`$ is a quantum Dirac field, $`V_\mu (x)`$, $`A_\mu (x)`$, $`\phi (x)`$ are respectively external vector, axial and pseudoscalar fields, $`\gamma ^5=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$, the metrics is $`diag(+,,,)`$, the symbol $`𝑑x`$ is omitted.
The vertex function generating functional must satisfy the equation:
$$\frac{}{\alpha }\mathrm{\Gamma }^{(1)}f_\psi ^{(1)}^{(1)}\frac{\delta }{\delta \psi }\mathrm{\Gamma }^{(1)}f_{\overline{\psi }}^{(1)}^{(1)}\frac{\delta }{\delta \overline{\psi }}\mathrm{\Gamma }^{(1)}=0,$$
where the upper index “$`(1)`$” means that the theory is exhausted by the one-loop approximation, $`f_\psi ^{(1)}=(i\frac{f_\pi }{m}\phi \gamma ^5+O(\mathrm{}))\psi `$, $`f_{\overline{\psi }}^{(1)}=\overline{\psi }(i\frac{f_\pi }{m}\phi \gamma ^5+O(\mathrm{}))`$,
We restrict ourselves to the discussion of vacuum diagrams, i.e. of the vertex function generating functional for zero arguments $`\psi `$ $`\overline{\psi }`$:
$$\overline{\mathrm{\Gamma }}\mathrm{\Gamma }|_{\psi =\overline{\psi }=0}=\overline{\mathrm{\Gamma }}(\alpha ,V_\mu ,A_\mu ,\phi ).$$
In this limit $`f_\psi ^{(1)}=f_{\overline{\psi }}^{(1)}=0`$, so that $`\overline{\mathrm{\Gamma }}`$ must satisfy the equation
$$\frac{}{\alpha }\overline{\mathrm{\Gamma }}=0.$$
(11)
For $`\phi =0`$ the expression $`\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu )=\overline{\mathrm{\Gamma }}|_{\phi =0}`$ is uniquely defined by the requirement of the exact conservation of the vector current:
$$_\mu \frac{\delta }{\delta V_\mu (x)}\stackrel{~}{\mathrm{\Gamma }}=0,$$
and the conservation of the axial current, excepting the diagrams with three external lines. In this case
$$_\mu \frac{\delta }{\delta A_\mu (x)}\stackrel{~}{\mathrm{\Gamma }}=\frac{\mathrm{}}{4\pi ^2}(\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu (x)_\lambda V_\sigma (x)+\frac{1}{3}\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu (x)_\lambda A_\sigma (x)),$$
$`\epsilon ^{0123}=1`$. For $`\phi 0`$ the expression for $`\overline{\mathrm{\Gamma }}`$ is derived from the expression for $`\stackrel{~}{\mathrm{\Gamma }}`$ by the substitution of $`A_\mu +\alpha \frac{f_\pi }{m}_\mu \phi `$ for $`A_\mu `$ and by the addition of possible local counterterms (the conservation of the vector current is required still):
$$\overline{\mathrm{\Gamma }}(\alpha ,V_\mu ,A_\mu ,\phi )=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu +\alpha \frac{f_\pi }{m}_\mu \phi )+\mathrm{}S_{contr}(\alpha ,V_\mu ,A_\mu ,\phi ).$$
The dependence of $`\stackrel{~}{\mathrm{\Gamma }}`$ on $`\phi `$ may be calculated explicitly (for example, through a differentiation by $`\alpha `$):
$$\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu +\alpha \frac{f_\pi }{m}_\mu \phi )=$$
$$=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu )+\frac{\alpha \mathrm{}}{4\pi ^2}\frac{f_\pi }{m}𝑑x\left(\phi (x)\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu (x)_\lambda V_\sigma (x)+\frac{1}{3}\phi (x)\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu (x)_\lambda A_\sigma (x)\right).$$
As for $`S_{contr}(\alpha ,V_\mu ,A_\mu ,\phi )`$, we shall only extract the term linear in $`\phi `$ and containing the tensor $`\epsilon ^{\mu \nu \lambda \sigma }`$. The terms having other independent structure linear in $`\phi `$ as well as the terms of the qudaratic and higher powers in $`\phi `$ are inessential for us:
$$S_{contr}(\alpha ,V_\mu ,A_\mu ,\phi )=$$
$$=\frac{f_\pi }{m}\phi \left(r_1^{}(\alpha )\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu _\lambda V_\sigma +r_2^{}(\alpha )\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu _\lambda A_\sigma \right)+S_{contr}^{}(\alpha ,V_\mu ,A_\mu ,\phi ),$$
where the sign of $`𝑑x`$ is omitted. Thus the general expression of $`\overline{\mathrm{\Gamma }}`$ reads:
$$\overline{\mathrm{\Gamma }}(\alpha ,V_\mu ,A_\mu ,\phi )=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu )+$$
$$+\mathrm{}\frac{f_\pi }{m}\phi \left(r_1(\alpha )\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu _\lambda V_\sigma +r_2(\alpha )\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu _\lambda A_\sigma \right)+\mathrm{}S_{contr}^{}(\alpha ,V_\mu ,A_\mu ,\phi ),$$
$$r_1(\alpha )=\frac{\alpha }{4\pi ^2}+r_1^{}(\alpha ),r_2(\alpha )=\frac{\alpha }{12\pi ^2}+r_2^{}(\alpha ).$$
The equation (11) is satisfied for the following choice of counterterms:
$$r_1(\alpha )=\frac{\alpha }{4\pi ^2}+r_1,r_2(\alpha )=\frac{\alpha }{12\pi ^2}+r_2,r_1,r_2=const,$$
$$S_{contr}^{}=S_{contr}^{}(V_\mu ,A_\mu ,\phi ),$$
($`r_1`$, $`r_2`$ $`S_{contr}^{}`$ $`\alpha `$).
As a result, we get the following expression for $`\overline{\mathrm{\Gamma }}`$:
$$\overline{\mathrm{\Gamma }}(\alpha ,V_\mu ,A_\mu ,\phi )=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu )+$$
$$+\mathrm{}\frac{f_\pi }{m}\phi \left(r_1\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu _\lambda V_\sigma +r_2\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu _\lambda A_\sigma \right)+\mathrm{}S_{contr}^{}(V_\mu ,A_\mu ,\phi ).$$
This expression clearly satisfies the equivalence theorem (it does not depend on the change of variables in the classical action), however an ambiguity in the choice of counterterms still remains. This ambiguity could be explored in different ways.
If one starts from a quantum theory which is constructed from the classical action (10) $`\alpha =0`$:
$$S(0,\psi )=S_0(\psi ))=\overline{\psi }(i\gamma ^\mu _\mu +\gamma ^\mu V_\mu +\gamma ^\mu \gamma ^5A_\mu )\psi ,$$
then it seems natural to require that for $`\alpha =0`$, and, consequently for any $`\alpha `$ on the fermion mass shell the quantum theory does not depend on the field $`\phi `$. This means that the functional $`\overline{\mathrm{\Gamma }}`$ does not depend on $`\phi `$:
$$\overline{\mathrm{\Gamma }}=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu ).$$
On the other hand, if one starts from the quantum theory which is constructed from the classical action (10) for $`\alpha =1`$ (the choice of any other $`\alpha 0`$ as a normalization point reduces to a redefinition of the parameter $`f_\pi `$ or $`m`$):
$$S(1,\psi )=\overline{\psi }(i\gamma ^\mu _\mu +\gamma ^\mu V_\mu +\gamma ^\mu \gamma ^5A_\mu +\frac{f_\pi }{m}\gamma ^\mu \gamma ^5_\mu \phi )\psi ,$$
then it seems natural to demand that the field $`\frac{f_\pi }{m}_\mu \phi `$ and the axial field $`A_\nu `$ should interact with the same axial current. In this case we must choose $`r_1=1/4\pi ^2`$, $`r_2=1/12\pi ^2`$ (in addition, we put $`S_{contr}^{}=0`$ for simplicity):
$$\overline{\mathrm{\Gamma }}=\stackrel{~}{\mathrm{\Gamma }}(V_\mu ,A_\mu )+\frac{\mathrm{}}{4\pi ^2}\frac{f_\pi }{m}\phi \left(\epsilon ^{\mu \nu \lambda \sigma }_\mu V_\nu _\lambda V_\sigma +\frac{1}{3}\epsilon ^{\mu \nu \lambda \sigma }_\mu A_\nu _\lambda A_\sigma \right).$$
Thus the example considered demonstrates that the requirement of validity of the equivalence theorem does not eliminate the ambiguity related to possible addition of finite counterterms.
Acknowledgments. The work is supported by Russian Foundation for Basic Researches and by Human Capital and Mobility Program of the European Community, grants RFBR–99–01–00980, RFBR–99–02–17916, INTAS–96–0308. |
warning/0001/cond-mat0001122.html | ar5iv | text | # ”Quasi Universality classes” in 2D frustrated 𝑋𝑌 spin systems.
## I Introduction
The improvement in micro-fabrication has increased greatly the experimental studies of the Josephson-Junction arrays of weakly coupled superconducting islands. Phase transitions in these arrays are similar to those in two dimensional $`XY`$ spin systems and the application of a magnetic field introduces additional frustration effects. This explains partly the revival of interest in studying $`2D`$ frustrated $`XY`$ spin systems. The theoretical problem is connected to the presence of two symmetries and their coupling. Indeed the continuous $`XY`$ symmetry leads to a Kosterlitz-Thouless transition driven by the unbinding of vortex-antivortex pairs, while the frustration introduce an additional Ising symmetry. Also for Helium-3 film an Ising symmetry due to the p-wave order parameter exists besides the continuous symmetry of a phase like for Helium-4 films. Contrary to the three dimensional case, the critical region in films could be accessible to experimental observations. The model we are going to analyze has also a link to the physics of early universe, where more complicated couplings between symmetries are considered,
Extensive research has been done on two dimensional frustrated spin systems like the Fully Frustrated $`XY`$ model or related Zig-Zag models, the triangular model we are discussing, the $`J_1J_2`$ model, the $`XY`$-Ising model and the Villain model. Also other systems have the same symmetries: the 19 vertex model, the $`1D`$ quantum spins, the Coulomb gas representation, the $`XYXY`$ model. or the RSOS model Therefore it is of great interest to compare the results for these different models in order to find out whether a universal critical behavior exists.
A priori only two possibilities exist for the critical behavior. First, if the two phase transitions connected to the two symmetries are at the same temperature, then a new universal behavior should result. Secondly if the transitions are at two different temperatures one could expect that the transitions are of the standard Ising and Kosterlitz-Thouless type, especially if the transition temperatures are further apart. The presence of topological defects or vortices could change the reasoning. Indeed numerous studies show transitions at different critical temperatures, however with exponents for the Ising transition which vary from model to model and therefore cannot belong to the standard nor to one universality class. The reason could be the existence of a line of fixed points generating the various exponents found in numerical works. A second proposition assumes only one new fixed point with the variation of critical exponents due to improper finite sizes corrections. Thirdly Olson suggested that a large screening length around the critical temperature of the Kosterlitz-Thouless (KT) transition prevents to see the true standard Ising behavior.
In this article we will show that several studies which indicate a non-universality of the exponents are due to finite size corrections. We are therefore led to favor the existence of only one fixed point. Moreover to reconcile the result of studies done in the finite size scaling region very close to the critical temperature with those done at slightly higher temperatures we will discuss introduce the concept of an ”quasi universality class” and give a physical interpretation as function of the size of vortex.
The behavior of the Kosterlitz-Thouless (KT) transition have been less studied numerically. Especially the critical temperature is difficult to find even for simpler ferromagnet $`XY`$ system. We propose a new way using the Binder parameter to overcome this difficulty and we obtain a critical temperature 0.002 below the Ising transition. We obtain a helicity jump smaller than the jump of the ferromagnetic system and an exponent $`\eta 0.36`$ that is larger than $`\eta =0.25`$ for the ferromagnet, contrary to the theoretical predictions.
Also for the KT transition there is a discrepancy between simulations at or near the critical temperature and at high temperatures. Indeed in this last region the exponent $`\eta 0.22`$. We introduce a ”quasi universality class” to explain this crossover.
A combination of the Metropolis algorithm and over-relaxation algorithm reduce the CPU time by an order of magnitude than the metropolis alone. With longer simulations, up to 10 times compared to previous studies, we gain two order better statistics.
For the determination of critical exponents we have used the finite size scaling method. However, since the possible presence of a screening length could prevent to see the ”true” behavior, we have also utilized the properties of the system in the short time critical dynamic which allows us to verify our results. Both methods agree.
The outline of the article will be the following. Section II is devoted to the presentation of the model. The Ising and the Kosterlitz-Thouless transitions are studied in section III and IV respectively, discussion and conclusion are disclosed in the last section. To avoid repetition with a previous article we will refer often to it.
## II model
We study the $`XY`$ spins on triangular lattices with antiferromagnetic interactions. The Hamiltonian is given by:
$`H`$ $`=`$ $`J{\displaystyle \underset{ij}{}}𝐒_i.𝐒_j`$ (1)
$`=`$ $`J{\displaystyle \underset{ij}{}}cos(\theta _i\theta _j)`$ (2)
where $`𝐒_i`$ is a two component classical vector of length unit, $`J`$ is the antiferromagnetic coupling constant ($`J>0`$), $`\theta `$ varies between 0 and $`2\pi `$ and $`ij`$ are the next nearest-neighbors.
The competition between the interactions gives the famous ”$`120^{}`$” structure where the spins are not collinear (fig. 28) and where the frustration is divided amongst all links. Due to this structure, the simulated lattice sizes must be a multiple of 3. We simulate the sizes $`L=`$12, 18, 24, 36, 48, 60, 81, 105, 123, 150. Two ground states exist, not related by a global rotation, and therefore, in addition of the symmetry $`U(1)`$ from the continuous aspect of the spins, an Ising symmetry is present.
To compute the order parameter for the $`U(1)`$ symmetry we divide the lattice in three sublattices ($`s=1,2,3`$) with only parallel spins in the ground state. After having calculated the magnetization of each sublattice $`M_s`$ we sum them to obtain $`M`$:
$`M={\displaystyle \frac{1}{N}}{\displaystyle \underset{s=1}{\overset{3}{}}}|M_s|.`$ (3)
$`N=L^2`$ is the total number of the lattice sites.
The order parameter $`\kappa `$ of the Ising symmetry is the sum of the chiralities $`\kappa _i`$ of each cell (fig. 28).
$`\kappa _i`$ $`=`$ $`{\displaystyle \frac{2}{3\sqrt{3}}}\left[𝐒_i^1\times 𝐒_i^2+𝐒_i^2\times 𝐒_i^3+𝐒_i^3\times 𝐒_i^1\right],`$ (4)
$`\kappa `$ $`=`$ $`{\displaystyle \frac{1}{N^{}}}\left|{\displaystyle \underset{i}{}}\kappa _i\right|,`$ (5)
where the summation is over all cells and $`N^{}=3N`$ is their number. The chirality $`\kappa _i`$ of one triangle is parallel to the $`Z`$-axis and equal to $`\pm 1`$ in the ground state only. We note that we could take as a definition the sum of the signs of chiralities. The result should be similar because the length of the chiralities $`\kappa _i`$ is not relevant for the critical behavior.
To compute the critical properties we have to define for each temperature the following quantities:
$`\chi _2^M`$ $`=`$ $`{\displaystyle \frac{NM^2}{k_BT}}`$ (6)
$`\chi ^\kappa `$ $`=`$ $`{\displaystyle \frac{N(\kappa ^2\kappa ^2)}{k_BT}}`$ (7)
$`\chi _2^\kappa `$ $`=`$ $`{\displaystyle \frac{N\kappa ^2}{k_BT}}`$ (8)
$`V_1^\kappa `$ $`=`$ $`{\displaystyle \frac{\kappa E}{\kappa }}E`$ (9)
$`V_2^\kappa `$ $`=`$ $`{\displaystyle \frac{\kappa ^2E}{\kappa ^2}}E`$ (10)
$`V_2^M`$ $`=`$ $`{\displaystyle \frac{M^2E}{M^2}}E`$ (11)
$`U^M`$ $`=`$ $`1{\displaystyle \frac{M^4}{3M^2^2}}`$ (12)
$`U^\kappa `$ $`=`$ $`1{\displaystyle \frac{\kappa ^4}{3\kappa ^2^2}}`$ (13)
$`\mathrm{{\rm Y}}`$ $`=`$ $`{\displaystyle \frac{E}{\sqrt{3}}}{\displaystyle \frac{2}{\sqrt{3}NT}}[{\displaystyle \underset{ij}{}}\mathrm{sin}(\theta _i\theta _j)x_{ij}]^2`$ (14)
$`E`$ is the energy, $`\chi `$ is the magnetic susceptibility per site, $`V_{1,2}`$ are cumulants used to obtain the critical exponent $`\nu `$, $`U`$ are the fourth order cumulants, $`x_{ij}=x_ix_j`$ where $`x_i`$ is the coordinate of the site $`i`$ following one axe, $`\mathrm{{\rm Y}}`$ is the helicity corresponding to the increment of the free energy for a long wavelength twist of the spin system, $`\mathrm{}`$ means the thermal average.
## III Ising symmetry
This chapter is devoted to the Ising symmetry. The first part is related to the properties in equilibrium, i.e. we calculate the various quantities after a time $`t_{th}`$ to thermalize the system much greater than the correlation time $`\tau `$. The average is done on a time $`t_{av}`$ which is also much greater than $`\tau `$. In a second part we will use the short time critical dynamic recently introduced, i.e. the reaction of the system to a quench at the critical temperature from an initial state. No thermalization is used ($`t_{th}=0`$).
### A Equilibrium properties
#### 1 Algorithm
As explained in our previous article, we use a combination of $`N_{MET}`$ Metropolis steps and $`N_{OR}`$ over-relaxation steps. The over-relaxation algorithm is ”microcanonical” in the sense that the energy does not change under a step. This algorithm reduces considerably the autocorrelation time. We have thus two parameters ($`N_{MET}`$ and $`N_{OR}`$) to fit in order to minimize the CPU time $`f_{CPU}`$. Our implementation for the over-relaxation algorithm is six times quicker than the Metropolis algorithm:
$`f_{CPU}(N_{MET},N_{OR})`$ $`=`$ $`\tau (N_{MET}+{\displaystyle \frac{N_{OR}}{6}})`$ (15)
$`=`$ $`\tau N_{MET}(1+{\displaystyle \frac{N_{OR}}{6N_{MET}}})`$ (16)
In Fig. 28 we have plotted the autocorrelation time $`\tau `$ for the chirality $`\kappa `$, at the critical temperature $`T=0.5122`$ calculated below, multiplied by $`N_{MET}`$, as function of $`N_{OR}/N_{MET}`$ in a log-log plot for a lattice size $`36`$. $`\tau `$ is calculated with the method explained in the Appendix of our previous article. The data are well described by:
$`\tau N_{MET}=a_L\left({\displaystyle \frac{N_{OR}}{N_{MET}}}\right)^{b_L}`$ (17)
with $`a_{36}=160`$ and $`b_{36}=0.57`$.
Using (17) it is not difficult to show that the minimum of $`f_{CPU}`$ (16) occurs for:
$`{\displaystyle \frac{N_{OR}}{N_{MET}}}={\displaystyle \frac{6b}{1+b}},`$ (18)
which is 7.95 for $`L=36`$. We have determined $`b`$ for several lattice sizes $`L`$. If we divide the result by $`L`$, we obtain the ratio $`c_L`$: $`c_{12}0.18`$, $`c_{24}0.28`$, $`c_{36}0.24`$, $`c_{48}0.21`$, $`c_{60}0.21`$. This ratio is nearly constant whatever $`\frac{N_{OR}}{N_{MET}}`$ and $`L`$ are. This is in accordance with a conjecture of Adler stating that this ratio is proportional to the correlation length, i.e. the size in the finite size region where we have done the simulations. We have chosen $`N_{MET}=1`$ and $`N_{OR}2L/9`$ for the simulations.
We show in Fig. 28 $`f_{CPU}`$ for the chirality as function of the size of the lattice $`L`$ in a log-log plot for various algorithms at the critical temperature $`T=0.5122`$. A similar behavior is obtained for $`M^2`$, i.e. the order parameter associated to the $`U(1)`$ symmetry. $`A_0`$ is the metropolis algorithm alone, $`A_1`$ is used in combination with one step of an over-relaxation algorithm, $`A_{cL}`$ in combination with $`0.22L`$ steps of an over-relaxation algorithm, while $`A_W`$ correspond to the use of the Wolff cluster algorithm.
The slope of $`A_0`$ gives us the dynamical exponent
$`z^\kappa =2.30(4).`$ (19)
We will discuss the value of this exponent at the end of this section. If we compare $`f_{CPU}`$ for $`A_0`$ and $`A_{cL}`$ we observe that the gain is about 10, which means that for the same time of simulation we obtain ten times better statistics (i.e. ”independent” data). We note that Wolff’s algorithm is less effective than the Metropolis algorithm. This is understandable because this algorithm uses only one link at each time to construct the cluster and we know that three links must be taken into account (at least one cell), therefore the algorithm can not generate the ”good” cluster. Indeed each cluster has about $`80\%`$ of the sites of the lattice, which is too high. Moreover even if we would be able to construct a good cluster, there is no guarantee that the method to flip the spins inside would be efficient.
#### 2 Errors and details of the simulation
We follow the procedure explained in the Appendix of our previous article.
We use in this work the histogram method which allows us from a simulation done at $`T_0`$ to obtain thermodynamic quantities at $`T`$ close to $`T_0`$. However to reduce the systematic errors we do not save histograms for $`M`$ , $`M^2`$ …as function of energy but save the data, that is the energy $`E`$, the magnetization $`M`$ and the chirality $`\kappa `$. To avoid the use of a large space on the hard disk the data is saved only every $`\tau _s`$ sweeps (see table I). This method slightly increases our statistical errors (approximative of 20%). However the systematic errors decrease and we have a better control of the total errors.
Since the data of a Monte-Carlo simulation are not independent, the calculation of errors must be done carefully. For simple quantities like the magnetization, the calculation is done with the standard formula of statistic but with the number of ”independent” data $`t_{ind}`$ equal to $`\frac{N_{MC}/\tau _s}{2\tau /\tau _s+1}=\frac{N_{MC}}{2\tau +\tau _s}`$. $`N_{MC}`$ is the number of Monte Carlo steps. However for more complicated quantities we have to consider the correlations between the components of the formula and use, for example, the jackknife procedure. Formula (A8-A14) of our previous article can be used but we have to change $`N_{MC}`$ to $`N_{MC}/\tau _s`$ and $`\tau `$ to $`\tau /\tau _s`$. However the error for the helicity is not given. The helicity can be written:
$`\mathrm{{\rm Y}}=AB`$ (20)
where $`A`$ and $`B`$ are given by (14). Applying the same method as in Refs., it is not difficult to obtain:
$`\mathrm{\Delta }\mathrm{{\rm Y}}^2={\displaystyle \frac{2\tau +\tau _s}{N_{MC}}}[A^2A^2+B^2B^2(ABAB)].`$ (21)
The simulations have been done using sizes between 12 to 150. In the table I we gave some details of the simulations where $`t_{th}`$ is the number of Monte Carlo steps (i.e. one Metropolis step followed by $`2L/9`$ over-relaxation steps) to thermalize the system; $`t_{av}`$ is the number of Monte Carlo steps to average. The third column gives the autocorellation time, the fourth the time between two consecutive measures $`\tau _s`$. The last column is the number of ”independent” data. We report the last line in table II, it should be compared to previous studies. Our statistic is two orders greater than previous studies for similar sizes. This allows us to obtain better precisions for the quantities, typically one or two orders smaller, and therefore the critical exponents are more reliable. In particular we will see that the finite size corrections are important and this explains the variation of exponents found in previous studies (see discussion at the end of this section).
#### 3 Results
Our first task is to find the critical temperature $`T_c^\kappa `$. The most effective way is to use Binder’s cumulant (13) in the finite size scaling (FSS) region. We record the variation of $`U^\kappa `$ with $`T`$ for various system sizes in Fig. 28 and then locate $`T_c^\kappa `$ at the intersection of these curves since the ratio of $`U^\kappa `$ for two different lattice sizes $`L`$ and $`L^{}=bL`$ should be 1 at $`T_c^\kappa `$. Due to the presence of residual corrections to finite size scaling, one has actually to extrapolate the results taking the limit (ln$`b`$)$`{}_{}{}^{1}0`$ in the upper part of Fig. 28. We observe a strong correction for the small sizes. However for the biggest sizes the fit seems good enough and we can extrapolate $`T_c^\kappa `$ as
$$T_c^\kappa =0.5122(1).$$
(22)
We note from the figure that it is a lower bound. The estimate for the universal quantity $`U_{}^\kappa `$ at the critical temperature is
$$U_{}^\kappa =0.632(2).$$
(23)
This value is far away from the two dimensional Ising value $`U_{}^{Ising}0.611`$ which is a strong indication that the Universality class associated to the chirality order parameter is not of Ising type. We note that it is not compatible with the value of the $`J_1J_2`$ model 0.6269(7) which, in the standard formulation, means that the two systems belong to two different Universality classes. However since this transition is a coupling between two it is not certain that this quantity stays universal.
At $`T=T_c^\kappa `$ the critical exponents can be determined by log–log fits. We obtain $`\nu ^\kappa `$ from $`V_1^\kappa `$ and $`V_2^\kappa `$ (Fig. 28), $`\gamma ^\kappa /\nu ^\kappa `$ from $`\chi ^\kappa `$ and $`\chi _2^\kappa `$ (Fig. 28), and $`\beta ^\kappa /\nu ^\kappa `$ from $`\kappa `$ (see Fig. 28). We observe in these figures a strong correction to a direct power law. It is worth noticing however that $`X_2^\kappa `$ shows smaller corrections. Using only the three (four for $`\chi _2^\kappa `$) largest terms ($`L=`$105, 123, 150) we obtain:
$`\nu ^\kappa `$ $`=`$ $`0.815(20)`$ (24)
$`\gamma ^\kappa /\nu ^\kappa `$ $`=`$ $`1.773(9)`$ (25)
$`\beta ^\kappa /\nu ^\kappa `$ $`=`$ $`0.110(6).`$ (26)
The uncertainty of $`T_c^\kappa `$ is included in the estimation of the errors. The large values of our errors are due to the use of only few sizes for our fits. The values obtained for four consecutive sizes are interesting. For the exponent $`\nu `$ we obtain: $`\nu _{12182436}=0.909`$, $`\nu _{18243648}=0.909`$, $`\nu _{24364860}=0.903`$, $`\nu _{36486081}=0.884`$, $`\nu _{486081105}=0.862`$, $`\nu _{6081105123}=0.835`$, $`\nu _{81105123150}=0.822`$. These values cover a large range of the data obtained by previous studies (see table II) and we strongly suspect that the lack of Universality (at least in the critical exponents) is related to the corrections previously ignored. In the conclusion of this section we will show which important physical informations we are able to obtain from the sign of these corrections.
We have tried to introduce a correction to calculate the exponents, for example for $`V_1^\kappa =(1+L^{\omega ^\kappa })L^{1/\nu ^\kappa }`$, we obtain $`\omega ^\kappa =1.2(5)`$ and values for critical exponents fully compatible with (24-26).
The values given in (24-26) use the properties of the free energy at the critical temperature. But an error on $`T_c^\kappa `$ leading to an error on the exponents, it is therefore advisable to find them without the help of $`T_c^\kappa `$. This can be done using the whole finite size scaling region with the method given in. It consists to plot, for example, the susceptibility $`\chi ^\kappa L^{\gamma ^\kappa /\nu ^\kappa }`$ as function of $`U^\kappa `$, choosing the exponents so that the curves collapse. This fit is more reliable than the fit at the critical temperature since as it does not depend only on the results at $`T_c^\kappa `$ but on a large region of temperature. However the errors are a little bit larger. We show in Fig. 28-28 the results for three choices of $`\gamma ^\kappa /\nu ^\kappa `$ 1.82, 1.78 and 1.74. Obviously the second is the best and we obtain $`\gamma ^\kappa /\nu ^\kappa =1.78(2)`$ compatible with the result of (25).
In Fig. 28 we have plotted the exponent $`\eta ^\kappa =2\gamma ^\kappa /\nu ^\kappa `$ calculated with a direct fit of the susceptibility (like in Fig. 28) but changing the temperature. In the same diagram we have plotted the result ($`\mathrm{\Delta }\eta ^\kappa `$) found by the fit of $`\chi ^\kappa `$ as function of $`U^\kappa `$. This gives an estimate of the critical temperature (see figure) compatible with $`T_c^\kappa `$.
The results are summarized in table III. In the next section we will try to compute the properties of this transition using the short time critical behavior. This method does not suffer from the same problems as the finite size scaling method and allows us to check our results. Finally we will compare our results with those of previous studies.
### B Short time critical behavior
In this section we want to study our system using the dynamical behavior near the critical temperature. This particular method consists of quenching the system from zero temperature to the critical temperature and studying the short time dynamics, i.e. before reaching the equilibrium properties. It seems strange that the system shows critical behavior although it has not reached equilibrium. Indeed for a long time this fact has not been utilized in numerical simulations. However it has been demonstrated that between a time $`t_i`$ and a longer time $`t_f`$ a region exists where the calculation of the critical properties of the transition is possible (see the review of Zheng). In this region the system has lost the non-universal informations ($`t>t_i`$) but the correlation length $`\xi (t)`$ is much smaller than the correlation length $`\xi (\mathrm{})`$ of the system in the equilibrium phase. Since we are at $`T_c`$ the correlation length $`\xi (\mathrm{})`$ is infinite but in our simulation it is upper-bounded by the size $`L`$ of the lattice and the condition written as $`\xi (t)L`$. After $`t_f`$ this condition is not satisfied and the system shows a crossover to equilibrium properties. In the region $`t_i<t<t_f`$ the system shows very simple power law even for the Kosterlitz-Thouless transition.
The quantities to compute are the same as in formula (3-13) but the average $`\mathrm{}`$ is now taken on different realizations, i.e. starting from the ground state with different random numbers for the Metropolis procedure.
To determine the range of time and the size $`L`$ that we use in the simulations we have to find $`t_f`$ where the system begins to show a crossover to the equilibrium properties. In Fig. 28 we show $`\kappa (t)`$ as function of the time $`t`$ for different sizes $`L`$ at the critical temperature $`T=T_c^\kappa =0.5122`$ in a log-log plot. We observe that for small systems $`t_f100`$. It grows for larger systems and since the sizes $`L=201`$ and $`L=300`$ give similar results for $`\kappa (t)`$ in Fig. 28 $`t_f`$ is bigger than $`10^4`$. Therefore we can use the entire region to calculate the critical exponents for the greatest size.
We have studied systems with size $`L=300`$ for a simulation time $`t`$ up to 10,000 and we have averaged over 6000 realizations. This reflects more than one order statistics better than previous studies on the fully frustrated $`XY`$ model (FF$`XY`$). For the algorithm we use only the Metropolis algorithm (Model A in the classification of Ref. ). Here we do not use the over-relaxation algorithm. The errors are calculated dividing the data in three sets of 2000.
We want now to verify the critical temperature $`T_c^\kappa =0.5122`$ found in the previous section. For this purpose we have simulated our system for three different temperatures at and around this value. We know that at the critical temperature the magnetization shows a power law behavior, a straight line in a log-log plot. For $`TT_c`$ the system shows important corrections as observed in Fig. 28.
With our knowledge of the critical temperature found above, we are able to calculate very precise exponents. In the short time critical dynamic the quantities (3-13) have at $`T_c`$ the behavior:
$`\kappa (t)`$ $``$ $`t^{\beta ^\kappa /(\nu ^\kappa z^\kappa )}`$ (27)
$`\chi ^\kappa `$ $``$ $`t^{\gamma ^\kappa /(\nu ^\kappa z^\kappa )}`$ (28)
$`V_1^\kappa `$ $``$ $`t^{1/(\nu ^\kappa z^\kappa )}`$ (29)
$`U^\kappa `$ $``$ $`t^{d/z^\kappa }`$ (30)
where $`z^\kappa `$ is the dynamical exponent and $`d`$ the dimension of the space, i.e. $`d=2`$.
We first compute $`z`$ using (30). In Fig. 28 we have plotted $`U^\kappa `$ as function of $`t`$. We see that from $`t_i100`$ the curve shows a linear behavior. Using a fit from $`t=300`$ to $`t=10,000`$ (shown by the two arrows) we are able to obtain
$`z^\kappa =2.39(5).`$ (31)
This value is consistent with the value found in equilibrium properties ($`z_{eq}^\kappa =2.30(4)`$), but we are more confident in the result of dynamical properties which are less subject to systematic errors (see Appendix of Ref. ). It is also consistent with the value of $`z=2.312.36`$ found studying the equilibrium properties of the Fully Frustrated $`XY`$ model. Nevertheless it is in contradiction with the value $`z^\kappa =2.17(4)`$ found studying the dynamical properties of the last model. However a slight change of the critical temperature could have a strong influence on $`z`$ and the calculation have been done with more than one order less statistics than our work.
To obtain the other exponents we could use the formula (27-29), however we prefer to obtain directly $`\nu ^\kappa `$ and $`\gamma ^\kappa `$ plotting $`U^\kappa `$ and $`\chi ^\kappa `$ as function of $`V_1^\kappa `$ and $`\eta ^\kappa =2\gamma ^\kappa /\nu ^\kappa `$ plotting $`\chi ^\kappa `$ as function of $`U^\kappa `$. This has been done in Fig. 28 and Fig. 28. Fits have been done for $`300<t<10,000`$ represented by the arrows. We have also calculated $`\beta ^\kappa `$ plotting $`\kappa `$ as function of $`V_1^\kappa `$ (not shown). We obtain:
$`\nu ^\kappa `$ $`=`$ $`0.818(9)`$ (32)
$`\gamma ^\kappa `$ $`=`$ $`1.445(20)`$ (33)
$`\beta ^\kappa `$ $`=`$ $`0.0967(13)`$ (34)
$`\eta ^\kappa `$ $`=`$ $`0.235(7)`$ (35)
Our results are summarized in table III. The exponents calculated by the two methods (equilibrium and dynamical) agree very well. However we would prefer the results from short time critical dynamics since they are less sensitive to the finite sizes corrections.
### C Comparison with previous studies
Before discussing the interpretation of our results, we will compare them to those found previously on various models.
In table II we review the numerical studies related to our work. We think that the errors quoted in this table are mostly too optimistic estimates.
We first compare our work with previous simulations using the same methods as this work (Monte Carlo Finite Size Scaling-MC FSS). There are two important columns: the maximum size $`L_{max}`$ used (fourth column) and the number of independent data $`t_{ind}`$ (seventh column). Indeed we have seen that strong finite size corrections exist in our system and we cannot see them if the largest size is too small. When comparing the calculations with a similar largest size ($`L150`$), we observe that our statistics ($`t_{ind}`$) is between 100 to 1000 times better. This allows us to see the corrections not seen before and to explain the lack of Universality observed in previous studies (see subsection ”equilibrium properties”). The results, for the triangular lattice, in favor of the Ising ferromagnetic Universality class ($`\nu =1`$) are not reliable due to too small statistics ($`t_{ind}=15`$).
For the other methods none of the authors have reported the strong corrections which should exist. Nevertheless almost all results are compatible with ours ($`\nu 0.7950.82`$) and are in favor of a single Universality class. Only results on the $`XY`$-Ising model seem to show different Universality classes but simulation sizes are so small that results are not conclusive.
Our results are thus strongly in favor of the picture of which suggests the phase diagram drawn in Fig. 28. $`A`$ and $`C`$ are free parameters. Similar phase diagrams appear for the $`J_1J_2`$ model, the Zig-Zag model and the RSOS model. A variation in free parameters changes only the initial point of the renormalization group flow on the line $`PT`$ but all trajectories converge to the same fixed point $`F`$, i.e. a single Universality class. The finite size corrections will be more or less important following the initial point. To verify this interpretation it would be useful to test several initial points of the line $`(PT)`$ of the $`XY`$-Ising model with similar sizes as in this work ($`L_{max}150`$) to see if the systems belong to the same Universality class and, maybe more interesting, to observe the corrections to scaling. The picture should be very similar to the Potts model with disorder where this crossover, and therefore the corrections, have been observed. One other numerical study also interesting should be the calculation of the properties of the 19-vertex model by the Density-Matrix Renormalization Group (DMRG). The model has already been studied by Monte Carlo Transfer Matrix but only for small sizes ($`15^2`$). On the contrary the DMRG allows to treat $`L`$ chains of infinite sizes. We note that the method has been proved to be very efficient for the 19-vertex for the ferromagnetic system (i.e. with different internal parameter).
We now discuss the results of the Monte Carlo (MC) simulation in the high temperature (HT) phase. In this region we have to keep the correlation length $`\xi `$ much smaller than the size $`L`$ of the lattice: $`\xi L`$. studies on the FF$`XY`$ model have been done by Nicolaides and by Jose and Ramirez. They found two very different results. However with a close look on their simulations we have found that the results of Nicolaides were not reliable and his errors more than strongly underestimated. Therefore the HT MC seems in favor of a new Universality class but with an exponent $`\nu 0.89`$ larger than found in the finite size scaling MC ($`\nu 0.81`$). On the other hand Olson has done a HT MC on the Villain model, i.e. where the spinwave are decoupled from the vortex, and has observed a very interesting behavior. He proposed that a screening length $`\lambda =\xi _{KT}`$ exists, due to the Kosterlitz-Thouless transition and, that in addition to the condition $`\xi _{Ising}L`$, the sizes have to satisfy the condition $`\xi _{KT}L`$. In this case the system shows a standard Ising behavior $`\nu =1`$ while it is in the crossover to this behavior if the condition $`\lambda L`$ is not respected. Indeed he found some indication that the exponents $`\nu 1`$ when the two conditions are satisfied. However since the numerical results are not extremely precise, further simulations are needed to prove this interpretation.
Let’s assume that this last interpretation is correct. It does not prove that there is no new fixed points contrary to the claim of Olson. Indeed we have shown in this work and in that the corrections lower the result for $`\nu `$ (from 0.90 to 0.80) and therefore that our system is not in the crossover to the ferromagnetic Ising behavior $`\nu =1`$. We then conclude that a new ”stable” fixed point exists for a range of size $`L`$. We call this new fixed point an ”quasi fixed point” by similarity with the 3D case where an ”almost second order” exists for a certain range of size $`L`$ before showing the ”true” first order transition. This can be understood if we admit that the Kosterlitz-Thouless transition coupled the spins at large distance by the intermediate of $`\xi _{KT}`$. Therefore it has tendency to bring the critical behavior of the Ising symmetry to the mean-field solution ($`\nu =0.5`$) exact for infinite interactions. Since $`\xi _{KT}`$ is finite above the critical temperature the thermodynamic limit of this ”quasi fixed point” is not stable.
To be exhaustive we mention the study of the transition $`XY`$-Potts($`q`$). We have shown that the transition is of first order whenever $`q3`$. In this case the transition will stay of first order even in the thermodynamic limit, since the correlation length is finite. Therefore the new fixed point (or his absence) is stable. This fact is rather against the interpretation of Olson but it is possible that the stability of the new fixed point changes between $`q=2`$ (Ising) and $`q=3`$. On the contrary it would say that for the $`XY`$-Ising model, the two behaviors in the finite size scaling region ($`\nu 0.80`$) and far away of the critical temperature ($`\nu =1`$) are different and stable in the thermodynamic limit.
## IV $`U(1)`$ symmetry
We will present in this section our results for the Kosterlitz-Thouless (KT) transition associated to the $`U(1)`$ symmetry. This transition is characterized by the unbounding of the vortex-antivortex pair at the critical temperature. At low temperature there are only some pairs of vortex-antivortex while at high temperature alone vortex (or antivortex) can exist. This picture is considered as correct in the ferromagnetic and frustrated case. However the two cases could show some differences for the jump of the helicity at the critical temperature $`T_c^M`$ and for the exponent $`\eta `$.
The helicity $`\mathrm{{\rm Y}}`$ is the answer of the system to a twist in one direction. It has been shown that at $`T_c^M`$ this quantity jump from 0 to an universal quantity for all ferromagnetic systems. Moreover the behavior of $`\mathrm{{\rm Y}}`$ as function of the lattice size has been predicted. The use of $`\mathrm{{\rm Y}}`$ has been proved to be very useful for the ferromagnetic case and in particular to determine the critical temperature. The situation is not so clear for frustrated systems. It has been suggested that the jump at $`T_c^M`$ could be ”non universal” i.e. different from the ferromagnetic case and no scaling with the system size has been proved. Therefore rather than using the helicity to obtain informations on the transition, we will use a new method for the KT transition that we have introduced in. It consists in using Binder’s cumulant to study this transition. It was proved in these articles that, contrary to the common belief, the Binder cumulant for ferromagnetic $`XY`$ systems crosses for different sizes, allowing thus an estimate of the critical temperature and moreover an estimate of the exponent $`\eta `$ without the precise knowledge of the critical temperature. The ferromagnetic $`\eta `$ has been proved equal to $`1/4`$ with logarithm corrections while it has been predicted to be smaller in frustrated cases.
In this section we will first present our results for the equilibrium properties and second verify them using the short time dynamical properties.
### A Equilibrium properties
#### 1 Critical temperature and critical exponent $`\eta ^M`$
We proceed in a similar way as for the Ising order parameter, replacing $`\kappa `$ by $`M`$. We record the variation of $`U^M`$ (12) with the temperature for various system sizes in Fig. 28. We want to underline the differences between our result in the frustrated case and in the ferromagnetic case: the crossing region is one order of magnitude less than for the standard $`XY`$ model (compare with Fig. 1 of Ref. ). We then locate the intersection of these curves and plot the results in the lower part of Fig. 28.
Let us first consider a power law behavior at $`T>Tc`$ for this system. We then have to consider a linear fit for (ln$`b`$)$`{}_{}{}^{1}0`$. We observe corrections for the smallest sizes $`L=`$12, 18 and 24 but the others seem to converge to the temperature
$$T_c^M=0.5102(1).$$
(36)
We note from the figure that it is an upper bound for the critical temperature, i.e. it cannot reach $`T_c^\kappa =0.5122(1)`$ and therefore we obtain two transitions.
Secondly we consider the behavior to be exponential as in the standard $`XY`$ model. In this case Fig. 2 of Ref. shows that a linear fit could be wrong and that a ”crossover” to a different critical temperature could be observed for bigger $`b`$, i.e. greater sizes. However contrary to the ferromagnetic $`XY`$ model, the region of crossing is very small and the different linear fits tend only to one critical temperature. We observe the same behavior for the $`J_1J_2`$ model. We conclude that the linear fit works well enough and we will show below strong arguments in favor of the temperature (36).
With the help of the critical temperature we have found an estimate of $`U^M`$ at $`T_c^M`$ fitting the value with a law $`U^M=U_{}^M+aL^\theta `$:
$`U_{}^M=0.6497(12).`$ (37)
The exponent $`\eta `$ is obtained by a log-log fit of $`\chi _2^M`$ as function of $`L`$ shown in Fig. 28. We obtain
$`2\eta ^M`$ $`=`$ $`1.635(10)`$ (38)
$`\eta ^M`$ $`=`$ $`0.365(10)`$ (39)
The fit has been done using only the four largest sizes ($`L=`$ 81, 105, 123 and 150), disregarding the smallest sizes which show small corrections. We note that for small sizes $`\eta ^M`$ is smaller, for example if we use only the sizes from 12 to 60 we obtain $`\eta ^M=0.33`$. Therefore if we take into account the corrections, the exponent moves away from the standard value 0.25 for the ferromagnetic systems. This shows that we are not in a crossover to this last behavior. Our value is in agreement with those found for the $`J_1J_2`$ model. Our results are summarized in table III.
From a theoretical point of view the $`KT`$ transition has an exponential behavior, i.e. a correlation length of the form $`\xi \mathrm{exp}[B_0(TT_c)^\nu ]`$, however a power law behavior like ($`\xi (TT_c)^\nu `$) can not be excluded numerically. In the latter case the critical exponent $`\nu `$ can be calculated with the cumulant $`V_2^M`$ (11). We have obtained $`\nu ^M=1.18(10)`$ and the results show important corrections. This value being in contradiction with the value $`\nu =0.92(3)`$ found in the $`J_1J_2`$ model, we can exclude a power law behavior.
As for the Ising order parameter, the calculation of the exponents has been done at the critical temperature but an error on $`T_c^M`$ leads to errors on the exponents, it is then interesting to find them without the help of $`T_c^M`$. This can be done using the same method as described before. We have shown in Ref. that this method is accurate enough in order to obtain $`\eta `$ whatever the type of the behavior is (power law or exponential). In Fig. 28-28 we show our results for three values of $`\eta ^M`$, 0.34, 0.375, 0.41. Obviously the second value is the best and obtain:
$`\eta ^M=0.375(20)`$ (40)
which is compatible with (39).
In Fig. 28 we have plotted the exponent $`\eta ^M`$ calculated with a direct fit of the susceptibility (like in Fig. 28) but changing the temperature. In the same diagram we have plotted the result ($`\mathrm{\Delta }\eta ^M`$) found by the fit of $`\chi _2^M`$ as function of $`U^M`$. This gives an estimate of the critical temperature (see figure) compatible with $`T_c^M`$.
We now want to demonstrate that the two transitions cannot appear at the same temperature. First we have shown in Fig. 28 that $`T_c^\kappa =0.5122(1)`$ is a lower bound for the critical temperature while $`T_c^M=0.5102(1)`$ is a upper bound. Moreover if the Ising transition appears at $`T_c^M=0.5102`$, the exponent $`\eta ^\kappa `$ must be equal to 0.115 ($`\gamma ^\kappa =1.885`$) by a direct log-log fit at this temperature (see Fig. 28). In Fig. 28 we have plotted $`\chi ^\kappa `$ as function of $`U^\kappa `$ for this value. The curves do not collapse. Now if the Kosterlitz-Thouless transition appears at $`T_c^\kappa =0.5122`$ then $`\eta ^M=0.461`$ (see Fig. 28) and the curves $`\chi _2^M`$ as function of $`U^M`$ do not collapse in Fig. 28. Therefore, even if the critical temperatures are different by only 0.4%, we are able to conclude that the KT transition appears at lower temperature than the Ising transition. Moreover we want to stress the fact that the phase diagram of the FF$`XY`$ is not in contradiction with our picture. In this work the authors have shown that with varying a parameter ($`J^{}/J`$) it is possible to decouple the two symmetries with the Ising transition appearing at lower temperature than the KT transition. However in this case the Ising transition is due to the contraction to 0 (or $`\pi `$) of the turn angle between the spins and not to the mixed of different chirality signs. Therefore two physical properties exist near $`J^{}/J=1`$ which lead to a complicated phase diagram with a cross of the critical lines.
#### 2 Helicity
We present know our results for the helicity $`\mathrm{{\rm Y}}`$ (14). In Fig. 28 we have plotted $`\mathrm{{\rm Y}}`$ as function of the temperature. $`T_s`$ is the temperature of simulation, $`T_c^M`$ is our estimate for the critical temperature from above. $`2T/\pi `$ is the universal jump for a ferromagnetic system.
$`T_0`$ is the best fit of $`\mathrm{{\rm Y}}`$ with the scaling form as function of the system size $`L`$ valid in ferromagnetic systems:
$`\mathrm{{\rm Y}}(L)=\mathrm{{\rm Y}}_{jump}(1+{\displaystyle \frac{1}{2\mathrm{ln}L+c}})`$ (41)
where $`\mathrm{{\rm Y}}_{jump}`$ is the jump at $`T_c`$ and $`c`$ a free parameter. We note that our results are very similar to those of Lee and Lee. Since it is difficult to obtain, with the histogram method, informations for the biggest sizes too far away from the temperature of simulation ($`T_s=0.511`$) we take their result for $`T_0`$:
$`T_0=0.501(1).`$ (42)
This value does not agree with $`T_c^M=0.5102(1)`$ found above. If we admit $`T_0`$ as critical temperature the exponent $`\eta ^M`$ must be equal to 0.22 (see Fig. 28) and the curves $`\chi _2^M`$ as function of $`U^M`$ do not collapse in Fig. 28. Therefore we can doubt the validity of (41) for the frustrated case.
More interesting is the comparison of $`\mathrm{{\rm Y}}`$ at $`T_c^M=0.5102`$ with the ferromagnetic jump $`\mathrm{{\rm Y}}_{jump}^{ferro}=2T/\pi `$. In Fig. 28 we have plotted these two quantities as functions of the size $`L`$. Our results suggest a jump at the critical temperature smaller than the ferromagnetic jump in contradiction of the suggestion of. This surprising result could induce some doubts about our previous results. In order to verify them, we will present now the dynamical properties of the KT transition.
### B Short time critical behavior
This analysis is very similar to those done for the Ising symmetry. Zheng and co-workers have proved that a system quenched from a zero temperature to the critical temperature $`T_c`$ shows that a KT transition has a similar picture as the Ising transition, i.e. a power law behavior as function of the time $`t`$:
$`M(t)`$ $``$ $`t^{\eta ^M/(2z^M)}`$ (43)
$`U^M`$ $``$ $`t^{d/z^M}`$ (44)
If the system is not quenched to the critical temperature corrections are present and the behavior ceases to be linear in a log-log plot.
In Fig. 28 we have plotted $`M`$ as function of $`t`$ for different temperatures. We observe a linear behavior for $`T_c^M=0.5102`$ and clearly a deviation from this behavior for the other temperatures and particular for $`T_0=0.5010`$. This is a strong indication that $`T_c^M`$ is the good choice of the critical temperature.
We have calculated the exponents $`\eta ^M`$ and $`z^M`$ at $`T=T_c^M`$ from (43-44) by similar methods used for the Ising symmetry. Since the average has been done only on one sample of 500 configurations we are not able to calculate the errors. We obtain:
$`z^M`$ $`=`$ $`2.10`$ (45)
$`\eta ^M`$ $`=`$ $`0.36`$ (46)
The value of $`\eta ^M`$ is in agreement with those found in equilibrium (see table III).
In conclusion we found that, numerically, the Kosterlitz-Thouless in the Finite Size Scaling (FSS) region has a complete different behavior than for ferromagnetic systems. We found an exponent $`\eta ^M0.36`$ larger and a jump of the helicity smaller in frustrated case.
Our exponent $`\eta ^M`$ is in agreement with our results for the $`J_1J_2`$ model $`\eta _{J_1J_2}^M0.35`$ (see table III) with a similar method as this work, and with the result found in the FF$`XY`$, $`\eta _{FFXY0.34}`$, using a transfer matrix method. However they are in disagreement with the values found in the high temperature (HT) region $`\eta ^M=0.200.25`$. Although new and surprising, we believe that our results are reliable and present hereafter the numerical arguments in favor of them:
* Fig. 28 is very suggestive for the value of the critical temperature and shows that the behavior of the Kosterlitz-Thouless transition in frustrated systems is very different from the ferromagnetic case.
* The behavior of $`\chi _2^M`$ as function of $`U^M`$ (Fig. 28-28) which give $`\eta ^M`$.
* The Universality of our results for $`\eta ^M`$ for different models (see table III).
* The dynamical properties shown in Fig. 28 are an another indication that our choice for critical temperature is correct. Moreover the exponent $`\eta ^M`$ is in good agreement with those found in equilibrium properties.
Since the two calculations (in the HT and FSS regions) seem correct we suggest an hypothesis similar to those given for the Ising symmetry, i.e. different behavior in the FSS and HT regions. We give hereafter a physical interpretation of this behavior. At high temperature the radius of the vortex are very small and they are slightly connected together while the correlation length for the Ising symmetry is bigger than the radius of the vortex. The situation is different in the FFS region. In this case the radius of the vortex are large enough and the properties should depend on the domain walls due to the Ising symmetry with the Ising correlation length $`\xi _I`$ smaller or of the same size as the radius of the vortex. This argument is exactly the opposite of those given to explain the difference of behavior for the Ising transition: the ”true” ferromagnetic Ising behavior appears only when $`\xi _I`$ is much larger than a screening length $`\lambda `$, i.e. the $`\xi _{KT}`$. This difference of argumentation reflects the differences between the two symmetries: the Kosterlitz-Thouless transition is a transition driven by topological defects (vortex-antivortex), i.e. by ”local” behavior, contrary to the Ising transition. We call our picture ”quasi Universality class” in a similar way as the Ising symmetry. The two interpretations diverge in the sense that in the thermodynamic limit (infinite size) the new Universality class for the Ising symmetry could be not stable (however see Ref. ) while it is for the Kosterlitz-Thouless transition. However the two behaviors are unstable in the high temperature region, i.e. sufficiently far away from the transitions.
## V Conclusion
This article is devoted to the study of the triangular frustrated $`XY`$ spin system in two dimensions by extensive Monte Carlo simulations.
This system is characterized by two symmetries: a $`U(1)`$ symmetry due to the continuous nature of the $`XY`$ spins and an Ising symmetry due to the degeneracy of the ground state. Our study is restricted to the region where the system sizes that we simulate are smaller than the values of the correlation lengths of the $`U(1)`$ symmetry like those the Ising symmetry should have in an infinite system.
We have shown that the Kosterlitz-Thouless transition connected to the $`U(1)`$ symmetry appears at lower temperature than the Ising symmetry. Our very large statistics (two order larger than previous studies) allow us to take into account the corrections to the scaling laws. With the knowledge of corrections we have shown that the Ising transition belongs to a new Universality class, i.e. the renormalization group flow tends toward a new ”stable” fixed point. These corrections explain also the lack of Universality found by several authors. Knowing that the transition has a different behavior in the high temperature phase we have introduced the idea of an ”quasi fixed point” or ”quasi Universality class”. In this interpretation this new fixed point could be unstable in the thermodynamic limit but the true behavior cannot be reached in our limited accessible sizes in numerical simulations. Accepting this interpretation, the situation is similar to those who appear in frustrated systems in three dimensions. We note that our interpretation goes further than the interpretation of Olson who predicts just an impossibility to obtain the true Ising behavior in the finite size scaling region.
We have also studied the Kosterlitz-Thouless transition associated to the $`U(1)`$ symmetry. We have shown that this transition belongs to a new Universality class characterized by an universal exponent $`\eta 0.36`$ and a helicity jump smaller than those in the ferromagnetic case in disagreement with theoretical predictions. We have introduced the concept of an ”quasi Universality class” for this transition to explain the different behaviors observed between the finite size scaling and the high temperature regions. In this interpretation the new behavior is stable in the thermodynamic limit near the critical temperature but not when the temperature is much larger than the critical temperature. We have given a physical interpretation of this new concept.
To bring new informations and verify our predictions for these systems we have three possible ways. The first way is to improve the theoretical approaches of these systems. In particular it should be extremely interesting to have a theoretical result for exponents of the new fixed point for the Ising symmetry. However since it is difficult to describe the coupling between the two symmetries, the precise calculation of exponents seems, for the moment, an impossible task. Another possibility is the experimental approach in the Josephson-junction array or in films of <sup>3</sup>He. However one of the problems of experiments is to have access to the interesting quantities. For example it is usually difficult to measure the chirality in these systems because it is not related directly to measurable quantities. The easiest way to obtain reliable information seem to be numerical simulations. Indeed the use of powerful computers and fast algorithms allows to obtain precise results out of reach some years ago. We have to study different models to observe the Universality class in the finite size scaling region but also in the high temperature region to verify the picture predicted in this work.
## VI Acknowledgments
This work was supported by the Alexander von Humboldt Foundation. We are grateful to Professors K. D. Schotte and I. Peschel for discussions and to L. Beierlein for critically reading the manuscript.
TABLE CAPTIONS
Table I: Number of Monte Carlo steps to thermalize $`t_{th}`$ and to average $`t_{av}`$ as function of the lattice size. $`\tau _\kappa `$ are calculated with shorter MC runs. We collect the data every $`\tau _s`$. The last column gives the number of ”independent” measurements.
Table II: Results for the two dimensional frustrated $`XY`$ systems with a breakdown of symmetry $`U(1)Z_2`$. Critical exponents are associated to the Ising symmetry. I= Ising; FF$`XY`$= Fully Frustrated $`XY`$; CG= Coulomb gas; TA= Triangular Antiferromagnetic; MC= Monte Carlo; HT= High Temperatures; FSS= Finite Size Scaling; Micro=Microcanonic TM= Transfer Matrix; dyn= dynamic; RSRG= Real Space Renormalization Group; RSOS= Restricted Solid on Solid. The indices $`{}_{1}{}^{},_{2}^{},_3`$ for the Zig-Zag or the $`XY`$-Ising model refer to different choice of internal free parameter. $`t_{ind}=N_{MC}/2\tau _{max}`$;
Table III: Summary of our results for the Ising symmetry ($`Z_2`$) and the $`XY`$ symmetry $`U(1)`$. The results for the $`J_1J_2`$ model is from Ref. . (eq)=equilibrium properties; (dyn)=short time dynamical properties.
FIGURE CAPTIONS
Fig. 28: Ground state configuration for the triangular model. The chirality of each triangle is indicated by $`+`$ or $``$.
Fig. 28: Autocorrelation time $`\tau `$ times the number of Metropolis steps $`N_{MET}`$ as function of $`N_{OR}/N_{MET}`$. $`N_{OR}`$ is the number of over-relaxation steps.
Fig. 28: CPU time (proportional to the autocorrelation time $`\tau `$) for the standard Metropolis algorithm ($`A_0`$-square), in combination with one over-relaxation step ($`A_1`$-diamond), in combination with $`cL0.22L`$ over-relaxation steps ($`A_{cL}`$-circle), and for the Wolff’s cluster algorithm ($`A_w`$-triangle).
Fig. 28: Binder’s parameter $`U^\kappa `$ for the Ising order parameter function of the temperature when $`L=12`$ to 150. The arrow shows the temperature of simulation $`T_s=0.511`$.
Fig. 28: Crossing $`T`$ plotted vs inverse logarithm of the scale factor $`b=L^{}/L`$. The upper part of the figure corresponds to $`U^\kappa `$ while the lower part to $`U^M`$. We obtain $`T_c^\kappa =0.5122(1)`$ and $`T_c^M=0.5102(1)`$ with a linear fit (see text for comments).
Fig. 28: Values of $`V_1^\kappa `$ and $`V_2^\kappa `$ as function of $`L`$ in log–log scale at $`T_c^\kappa `$. The value of the slopes gives $`1/\nu ^\kappa `$. Strong corrections for small sizes are visible. Only the three largest sizes are used for the fits. The estimated statistical errors are smaller than the symbols.
Fig. 28: Values of $`\chi ^\kappa `$ and $`\chi _2^\kappa `$ as function of $`L`$ in log–log scale at $`T_c^\kappa `$ and $`\chi _2^M`$ at $`T_c^M`$. The slopes give $`\gamma /\nu =2\eta `$. Strong corrections for the small sizes for $`\chi ^\kappa `$ are visible. Only the three largest sizes are used for the fit for $`\chi ^\kappa `$ and the four largest for the fits for $`\chi _2^\kappa `$ and $`\chi _2^M`$. The estimated statistical errors are smaller than the symbols.
Fig. 28: Values of $`\kappa `$ as function of $`L`$ in log–log scale at $`T_c^\kappa `$. The slope gives $`\beta ^\kappa /\nu ^\kappa `$. Strong corrections for the small sizes are visible. Only the three largest sizes are used for the fits. The estimated statistical errors are smaller than the symbol.
Fig. 28: $`\chi ^\kappa L^{\gamma ^\kappa /\nu ^\kappa }`$ as function of $`U^\kappa `$ with $`\gamma ^\kappa /\nu ^\kappa =1.82`$ for sizes from $`L=24`$ to 150. The curves do not collapse in one curve.
Fig. 28: $`\chi ^\kappa L^{\gamma ^\kappa /\nu ^\kappa }`$ as function of $`U^\kappa `$ with $`\gamma ^\kappa /\nu ^\kappa =1.78`$ for sizes from $`L=24`$ to 150. The curves collapse in one curve.
Fig. 28: $`\chi ^\kappa L^{\gamma ^\kappa /\nu ^\kappa }`$ as function of $`U^\kappa `$ with $`\gamma ^\kappa /\nu ^\kappa =1.74`$ for sizes from $`L=24`$ to 150. The curves do not collapse in one curve.
Fig. 28: $`\eta ^\kappa `$ and $`\eta ^M`$ as function of critical temperature chosen. $`\mathrm{\Delta }\eta ^\kappa `$ and $`\mathrm{\Delta }\eta ^M`$ are the estimate from a direct fit of $`\chi `$ as function of $`U`$. This give estimates of the critical temperatures in agreement with (22) and (36). Black circles show the result using dynamical properties.
Fig. 28: $`\kappa `$ as function of the time $`t`$ for various system sizes at the critical temperature $`T_c^\kappa =0.5122`$. The curves for the biggest sizes $`L=201`$ and $`L=300`$ collapse within the errors.
Fig. 28: $`\kappa `$ as function of the time $`t`$ for temperatures around $`T_c^\kappa =0.5122`$. A linear behavior appears only for $`T=T_c^\kappa `$.
Fig. 28: Binder cumulant $`U^\kappa `$ as function of time $`t`$ at $`T_c^\kappa =0.5122`$. The slope gives $`d/z^\kappa `$. Only data between $`t=300`$ and $`t=10,000`$ (shown by the arrows) is used for the fit.
Fig. 28: Binder cumulant $`U^\kappa `$ and susceptibility $`\chi ^\kappa `$ as function of $`V_1^\kappa `$ at $`T_c^\kappa =0.5122`$. The slopes give $`\nu ^\kappa `$ and $`\gamma ^\kappa `$ respectively. We use only data between $`t=300`$ and $`t=10,000`$ (shown by the arrows) for the fit.
Fig. 28: $`\chi ^\kappa `$ as function of the binder cumulant $`U^\kappa `$ at $`T_c^\kappa =0.5122`$. The slope gives $`(2\eta ^\kappa )/d`$. We use only data between $`t=300`$ and $`t=10,000`$ (shown by the arrows) for the fit.
Fig. 28: Phase diagram of the Ising-$`XY`$ model. Solid and dotted lines indicate continuous and first-order transitions respectively. The filled black circles show the possible fixed points. $`A`$ and $`C`$ are free parameter. Similar phase diagram appears for the $`J_1J_2`$ model, the Zig-Zag model and the RSOS model.
Fig. 28: Binder’s parameter $`U^M`$ for the $`U(1)`$ order parameter function of the temperature for various sizes $`L`$. The arrow shows the temperature of simulation $`T_s=0.511`$. The scales is similar to those of Fig. 28
Fig. 28: $`\chi ^ML^{2\eta ^M}`$ as function of $`U^M`$ with $`\eta ^M=0.34`$ for the sizes $`L=81,105,123`$ and 150. The curves do not collapse in one curve.
Fig. 28: $`\chi ^ML^{2\eta ^M}`$ as function of $`U^M`$ with $`\eta ^M=0.375`$ for the sizes $`L=81,105,123`$ and 150. The curves collapse in one curve.
Fig. 28: $`\chi ^ML^{2\eta ^M}`$ as function of $`U^M`$ with $`\eta ^M=0.41`$ for the sizes $`L=81,105,123`$ and 150. The curves do not collapse in one curve.
Fig. 28: $`\chi ^\kappa L^{\gamma ^\kappa /\nu ^\kappa }`$ as function of $`U^\kappa `$ with $`\gamma ^\kappa /\nu ^\kappa =1.885`$ for the sizes from $`L=24`$ to 150. The curves do not collapse in one curve.
Fig. 28: $`\chi ^ML^{2\eta ^M}`$ as function of $`U^M`$ with $`\eta ^M=0.461`$ for the sizes $`L=81,105,123`$ and 150. The curves do not collapse in one curve.
Fig. 28: Helicity $`\mathrm{{\rm Y}}`$ for the $`U(1)`$ symmetry as function of the temperature for various sizes $`L`$. The arrows show the temperature of simulation $`T_s=0.511`$, The critical temperatures for the $`U(1)`$ symmetry $`T_c^M`$ and the Ising symmetry $`T_c^\kappa `$, $`T_0`$ showing the best fit with the scaling form (41). The dashed line $`2T/\pi `$ represents the universal ferromagnetic jump.
Fig. 28: Helicity $`\mathrm{{\rm Y}}`$ for the $`U(1)`$ symmetry as function of the lattice size $`L`$ at $`T_c^M`$. The jump is smaller than the universal ferromagnetic jump (dashed line).
Fig. 28: $`\chi ^ML^{2\eta ^M}`$ as function of $`U^M`$ with $`\eta ^M=0.22`$ for the sizes $`L=81,105,123`$ and 150. The curves do not collapse in one curve.
Fig. 28: $`M`$ as function of the time $`t`$ for various temperature. A linear behavior appears only for $`T=T_c^M=0.5102`$. The deviation from a linear behavior is clearly visible for $`T=T_0=0.5010`$. |
warning/0001/hep-ph0001222.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Some time ago, a QCD based method was proposed to describe $`B\overline{D}\mathrm{}\nu X`$ decays, which relies on a short distance expansion (SDE) and on the heavy quark effective theory (HQET) . The non-perturbative form factors of the singlet operators were parameterized using the Isgur-Wise function. More recently this method was extended to one-particle inclusive non-leptonic $`B`$ decays . In this case, we have to perform a $`1/N_C`$ expansion, which allows to factorize the matrix elements. One of the goal of this work is to clarify the link between the matrix elements which were encountered in the semi-leptonic one-particle inclusive B decays and those of the non-leptonic one-particle inclusive B decays encountered in . In fact we shall prove that these matrix elements are universal. We shall then apply this method to one-particle inclusive $`B_s\overline{D}_sX`$ and $`B_sD_sX`$ decays.
It is shown in that the one-particle inclusive decays of a $`B`$ meson into a vector D meson seem to be, in this framework, well understood whereas decays of a B meson into a pseudo-scalar D are troublesome, i.e. the decay widths and spectra for $`B\overline{D}^{}/D^{}X`$ admixtures look to be described correctly, on the other hand the predictions for $`B\overline{D}/DX`$ admixtures decay widths and spectra do not reproduce the experimental data. Most troublesome is the fact that the spectra are not even described correctly for large transfered momentum. According to our method we expect to describe the experimental data for large transfered momentum particularly well.
Keeping in mind that some problems arose in the description of $`B\overline{D}/DX`$ decays, we apply the method developed for these decays to $`B_s\overline{D}_sX`$ and $`B_sD_sX`$ decays. The effective Hamiltonian is identical in both cases. One-particle inclusive $`B_s\overline{D}_sX`$ decay widths have been measured by ALEPH. There are measurements for semi-leptonic as well as for non-leptonic decays.
The decay rates we are computing can be used to study one-particle inclusive CP asymmetries in the $`B_s`$ system , which would allow an extraction of the weak angle $`\gamma `$ which is known to be difficult. This study of $`B_sD_sX`$ decays could also allow to get a better understanding of the problems encountered in $`BDX`$ decays . They are also interesting for experimental physics especially in the perspective of $`B`$ factories as the presently available data on one-particle inclusive $`B_sD_sX`$ decays is sparse.
In the following section, we shall establish the link between the form factors of the semi-leptonic decays and those of the non-leptonic decays for the right charm $`\overline{b}\overline{c}`$ transition.
## 2 From semi-leptonic to non-leptonic decays
We shall consider right charm decays $`B\overline{D}X`$, i.e. $`\overline{b}\overline{c}`$ transitions. The central quantity in the semi-leptonic case as well as the non-leptonic case is the function $`G`$ given by
$$G(M^2)=\underset{X}{}\left|B(p_B)|H_{eff}|\overline{D}(p_{\overline{D}})X\right|^2(2\pi )^4\delta ^4(p_Bp_{\overline{D}}p_X),$$
(1)
where $`|X`$ are momentum eigenstates with momentum $`p_X`$, $`H_{eff}`$ is the relevant part of the weak Hamiltonian and $`M^2=(p_Bp_{\overline{D}})^2`$ is the invariant mass. The states $`|X`$ form a complete set, especially $`|X`$ can be the vacuum in the semi-leptonic case, e.g. $`B\overline{D}\mathrm{}\nu `$ contributes to $`B\overline{D}\mathrm{}\nu X`$. This function $`G`$ is related to the decay rate under consideration by
$$d\mathrm{\Gamma }(B\overline{D}X)=\frac{1}{2m_B}d\mathrm{\Phi }_{\overline{D}}G(M^2),$$
(2)
where $`d\mathrm{\Phi }_{\overline{D}}`$ is the phase space element of the final state $`\overline{D}`$ meson. The relevant weak Hamiltonian is given by
$$H_{eff}=H_{eff}^{(sl)}+H_{eff}^{(nl)},$$
(3)
where the semi-leptonic and non-leptonic pieces are given by
$`H_{eff}^{(sl)}`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{cb}(\overline{b}c)_{VA}(\overline{\mathrm{}}\nu )_{VA}+h.c.,`$ (4)
$`H_{eff}^{(nl)}`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{cb}V_{ud}^{}\left((\overline{b}c)_{VA}(\overline{u}d)_{VA}+(\overline{b}T^ac)_{VA}(\overline{u}T^ad)_{VA}\right)+`$
$`{\displaystyle \frac{G_F}{\sqrt{2}}}V_{cb}V_{cs}^{}\left((\overline{b}c)_{VA}(\overline{c}s)_{VA}+(\overline{b}T^ac)_{VA}(\overline{c}T^as)_{VA}\right)+h.c.,`$
where we have neglected the penguins and the Cabibbo suppressed operators. The function $`G`$ can be written as
$$G(M^2)=\underset{X}{}d^4xB(p_B)|H_{eff}(x)|\overline{D}(p_{\overline{D}})X\overline{D}(p_{\overline{D}})X|H_{eff}(0)|B(p_B).$$
(6)
In the semi-leptonic case we can trivially factorize $`G(M^2)`$ and obtain
$`G^{Lep}(M^2)`$ $`=`$ $`{\displaystyle \frac{G_F^2}{2}}|V_{cb}|^2{\displaystyle \underset{X}{}}(2\pi )^4\delta ^4(Mp_X)0|(\overline{\mathrm{}}\gamma ^\mu (1\gamma _5)\nu )(\overline{\nu }\gamma ^\nu (1\gamma _5)\mathrm{})|0`$
$`B(p_B)|(\overline{b}\gamma _\mu (1\gamma _5)c)|\overline{D}(p_{\overline{D}})X\overline{D}(p_{\overline{D}})X|(\overline{c}\gamma _\nu (1\gamma _5)b)|B(p_B).`$
The next steps are to insert heavy quark fields in the effective Hamiltonian and considering $`m_b`$ and $`m_c`$ as large scales, to perform a SDE as it has been explained in . In the leading order of the SDE, $`G^{Lep}(M^2)`$ reads
$`G^{Lep}(M^2)`$ $`=`$ $`{\displaystyle \frac{G_F^2}{2}}|V_{cb}|^2P_{\mu \nu }^{Lep}(M)`$
$`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_v\gamma ^\mu (1\gamma _5)c_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}\gamma ^\nu (1\gamma _5)b_v]|B(v),`$
where $`v`$ is the velocity of the $`B`$ meson, $`v^{}`$ the one of the $`\overline{D}`$ meson and $`P_{\mu \nu }^{Lep}`$ is a tensor originating from the contraction of the lepton fields in the effective Hamiltonian. This tensor is given by
$$P_{\mu \nu }^{Lep}(M)=A(M^2)(M^2g_{\mu \nu }M_\mu M_\nu )+B(M^2)M_\mu M_\nu .$$
(9)
Neglecting the lepton masses, we obtain at tree level
$$A(M^2)=\frac{1}{3\pi }\mathrm{\Theta }(M^2)\text{ and }B(M^2)=0.$$
(10)
We shall now consider the non-leptonic case. The non-leptonic case is more complex because two transitions are possible: the right charm $`\overline{b}\overline{c}`$ transition and the wrong charm one $`\overline{b}c`$. The wrong charm transition was treated in and we shall not come back to this issue there since this channel is extremely suppressed in the semi-leptonic case and was neglected in and our aim in this section is strictly to establish the link between the right charm semi-leptonic and non-leptonic decays. Another difficulty is that factorization can only be performed in the $`1/N_C`$ limit. This concept is known to be valuable for non-leptonic exclusive $`B`$ mesons decays . In this limit the octet operators vanish. Thus we obtain
$`G^{NL}(M^2)`$ $`=`$ $`{\displaystyle \frac{G_F^2}{2}}|V_{cb}V_{q_1q_2}^{}|^2|C_1|^2{\displaystyle \underset{X}{}}{\displaystyle \underset{X^{}}{}}(2\pi )^4\delta ^4(Mp_Xp_X^{})`$
$`B(p_B)|(\overline{b}\gamma _\mu (1\gamma _5)c)|\overline{D}(p_{\overline{D}})X0|(\overline{q}_1\gamma ^\mu (1\gamma _5)q_2)|X^{}`$
$`X^{}|(\overline{q}_2\gamma ^\nu (1\gamma _5)q_1)|0\overline{D}(p_{\overline{D}})X|(\overline{c}\gamma _\nu (1\gamma _5)b)|B(p_B),`$
where the $`q_i`$’s stand for quarks. We see that assuming that $`X`$ and $`X^{}`$ are disjoint which is certainly the case in the leading order of the $`1/N_C`$ limit, we can at once apply the completeness relation for $`X^{}`$ and we just find our-selves in the same situation as in the semi-leptonic case.
For the quark transition $`bc\overline{u}d`$ we have $`q_1=u`$ and $`q_2=d`$, i.e. we have two light quarks whose masses can be neglected just as the one of the lepton in the semi-leptonic case. We obtain
$$P_{\mu \nu }^{NL}(M)=N_CP_{\mu \nu }^{Lep}(M),$$
(12)
where $`N_C`$ is the color number, and
$`G^{NL}(M^2)`$ $`=`$ $`{\displaystyle \frac{G_F^2}{2}}|V_{cb}V_{ud}|^2P_{\mu \nu }^{NL}(M)`$
$`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_v\gamma ^\mu (1\gamma _5)c_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}\gamma ^\nu (1\gamma _5)b_v]|B(v).`$
The transition $`bc\overline{c}s`$ can be treated in the same fashion. In that case the mass of the $`c`$ quark in the loop cannot be neglected. We obtain
$$P_{\mu \nu }^{NL}(M)=A(M^2)(M^2g_{\mu \nu }M_\mu M_\nu )+B(M^2)M_\mu M_\nu ,$$
(14)
where $`A(M^2)`$ and $`B(M^2)`$ are given by
$`A(M^2)`$ $`=`$ $`{\displaystyle \frac{N_C}{3\pi }}\left(1+{\displaystyle \frac{m_c^2}{2M^2}}\right)\left(1{\displaystyle \frac{m_c^2}{M^2}}\right)^2\mathrm{\Theta }(M^2m_c^2),`$ (15)
$`B(M^2)`$ $`=`$ $`{\displaystyle \frac{N_C}{2\pi }}{\displaystyle \frac{m_c^2}{M^2}}\left(1{\displaystyle \frac{m_c^2}{M^2}}\right)^2\mathrm{\Theta }(M^2m_c^2),`$
at tree level. As explained in , we shall set $`m_c=1.0\mathrm{GeV}`$ to parameterize the higher order QCD corrections to the current $`bc\overline{c}s`$.
We can now establish the connection between the semi-leptonic and the non-leptonic form factors. The differential decay width for the semi-leptonic decays is given by
$`{\displaystyle \frac{d\mathrm{\Gamma }}{dy}}`$ $`={\displaystyle \frac{G_F^2}{12\pi ^3}}|V_{cb}|^2m_D^3\sqrt{y^21}[(m_Bm_D)^2E_S(y)`$
$`+(m_B+m_D)^2E_P(y)M^2(E_V(y)+E_A(y))],`$
where $`y=vv^{}`$ and where the invariant mass $`M^2`$ is given by
$`M^2`$ $`=`$ $`m_B^2+m_D^22ym_Bm_D.`$ (17)
The differential decay width for the right charm non-leptonic decays is then given by
$`{\displaystyle \frac{d\mathrm{\Gamma }}{dy}}`$ $`=`$ $`C_1^2N_C{\displaystyle \frac{G_F^2}{12\pi ^3}}|V_{cb}V_{ud}^{}|^2m_D^3\sqrt{y^21}[(m_Bm_D)^2E_S(y)`$
$`+(m_B+m_D)^2E_P(y)M^2(E_V(y)+E_A(y))]`$
$`+C_1^2{\displaystyle \frac{G_F^2}{4\pi ^2}}|V_{cb}V_{cs}^{}|^2m_D^3\sqrt{y^21}[(B(M^2)A(M^2))((m_Bm_D)^2E_S(y)`$
$`+(m_B+m_D)^2E_P(y))+A(M^2)M^2(E_V(y)+E_A(y))],`$
where $`A(M^2)`$ and $`B(M^2)`$ are given in (15). We see that the right charm semi-leptonic and non-leptonic decay widths are given in terms of the same form factors
$`4m_Bm_DE_S(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_vc_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}b_v]|B(v)`$ (19)
$`4m_Bm_DE_P(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_v\gamma _5c_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}\gamma _5b_v]|B(v)`$
$`4m_Bm_DE_V(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_v\gamma ^\mu c_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}\gamma _\mu b_v]|B(v)`$
$`4m_Bm_DE_A(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B(v)|[\overline{b}_v\gamma ^\mu \gamma _5c_v^{}]|\overline{D}(v^{})X\overline{D}(v^{})X|[\overline{c}_v^{}\gamma _\mu \gamma _5b_v]|B(v).`$
One important point should be stressed. This set (19) of non-perturbative form factors describes a transition from a $`B`$ meson into a state with a $`D`$ meson whatever the intermediate state might be. It has been shown in that we can determine these matrix elements in the semi-leptonic case using constraints from the heavy quark symmetry (HQS) and a saturation assumption. These non-perturbative form factors were given in for each single decay channel. So the non-leptonic right charm $`B\overline{D}X`$ decays can be deduced from the semi-leptonic ones. Note that we have neglected the renormalization group improvement which had been considered in since this effect is small. Therefore we set $`C_{11}=C_3=1`$ and $`C_{18}=0`$ in the set of non-perturbative form factors given in .
After the connection between the non-leptonic and the semi-leptonic case has been established, we shall consider $`B_s\overline{D}_sX`$ and $`B_sD_sX`$ decays.
## 3 The decays $`B_s\overline{D}_sX`$ and $`B_sD_sX`$
As mentioned previously the effective weak Hamiltonian is identical to the one of the $`B\overline{D}X`$ case, therefore the equations (2) and (2) do also describe the right charm decay of a $`B_s`$ meson into a $`\overline{D}_s`$ meson if one replaces $`m_B`$ by $`m_{B_s}`$ and $`m_D`$ by $`m_{D_s}`$. We have a new set a non-perturbative form factors
$`4m_{B_s}m_{D_s}E_S(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B_s(v)|[\overline{b}_vc_v^{}]|\overline{D}_s(v^{})X\overline{D}_s(v^{})X|[\overline{c}_v^{}b_v]|B_s(v)`$ (20)
$`4m_{B_s}m_{D_s}E_P(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B_s(v)|[\overline{b}_v\gamma _5c_v^{}]|\overline{D}_s(v^{})X\overline{D}_s(v^{})X|[\overline{c}_v^{}\gamma _5b_v]|B_s(v)`$
$`4m_{B_s}m_{D_s}E_V(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B_s(v)|[\overline{b}_v\gamma ^\mu c_v^{}]|\overline{D}_s(v^{})X\overline{D}_s(v^{})X|[\overline{c}_v^{}\gamma _\mu b_v]|B_s(v)`$
$`4m_{B_s}m_{D_s}E_A(vv^{})`$ $`=`$ $`{\displaystyle \underset{X}{}}B_s(v)|[\overline{b}_v\gamma ^\mu \gamma _5c_v^{}]|\overline{D}_s(v^{})X\overline{D}_s(v^{})X|[\overline{c}_v^{}\gamma _\mu \gamma _5b_v]|B_s(v).`$
Once again we can find a parameterization for these non-perturbative form factors using the semi-leptonic decays. We shall consider the $`s`$ quark as being massless and we can therefore use the very same heavy quark symmetry relations as in the case $`B\overline{D}X`$. As it has been argued in , the HQS implies that at $`vv^{}=1`$ the inclusive rate is saturated by the exclusive decays into the lowest lying spin symmetry doublet $`\overline{D}_s`$ and $`\overline{D}_s^{}`$. The $`\overline{D}_s^{}`$ subsequently decays into $`\overline{D}_s`$ mesons and thus at $`vv^{}=1`$ the sum of the exclusive rates for $`B_s\overline{D}_s\mathrm{}^+\nu `$ and $`B_s\overline{D}_s^{}\mathrm{}^+\nu `$ is equal to the one-particle inclusive semi–leptonic rate $`B_s\overline{D}_s\mathrm{}^+\nu X`$. Making use of this assumption and of the spin projection matrices for the heavy $`B_s`$ and $`\overline{D}_s^{()}`$ mesons, we obtain:
$`E_i(vv^{})`$ $`=`$ $`{\displaystyle \frac{1}{16}}|\mathrm{Tr}\{\gamma _5(1+\begin{array}{c}/\hfill \\ v\hfill \end{array})\mathrm{\Gamma }_i(1+\begin{array}{c}/\hfill \\ v^{}\hfill \end{array})\gamma _5\}|^2|\xi (y)|^2`$ (62)
$`+{\displaystyle \frac{1}{16}}{\displaystyle \underset{Pol}{}}|\mathrm{Tr}\{\gamma _5(1+\begin{array}{c}/\hfill \\ v\hfill \end{array})\mathrm{\Gamma }_i(1+\begin{array}{c}/\hfill \\ v^{}\hfill \end{array})\begin{array}{c}/\hfill \\ ϵ\hfill \end{array}\}|^2|\xi (y)|^2\mathrm{Br}(\overline{D}_s^{}\overline{D}_sX),`$
where $`i`$ stands for $`S,P,V`$ or $`A`$, the sum is over the polarization of the $`D^{}`$ meson and $`\xi (y)=10.84(y1)`$ is the Isgur-Wise function measured by CLEO . The branching ratio $`\mathrm{Br}(\overline{D}_s^{}\overline{D}_sX)`$ is the new input and since a $`D_s^{}`$ always decays into a $`D_s^{}`$, we have $`\mathrm{Br}(\overline{D}_s^{}\overline{D}_sX)=100\%`$. We then obtain
$`E_S^{B_s^0D_s^{}}(y)`$ $`=`$ $`{\displaystyle \frac{1}{4}}(y+1)^2|\xi (y)|^2`$ (63)
$`E_P^{B_s^0D_s^{}}(y)`$ $`=`$ $`{\displaystyle \frac{1}{4}}(y^21)|\xi (y)|^2`$
$`E_V^{B_s^0D_s^{}}(y)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(y+1)(2y)|\xi (y)|^2`$
$`E_A^{B_s^0D_s^{}}(y)`$ $`=`$ $`{\displaystyle \frac{1}{2}}(y+2)(y+1)|\xi (y)|^2.`$
The non-leptonic decays $`B_s\overline{D}_sX`$ can be calculated using these non-perturbative form factors. It is clear that this saturation assumption is a crude approximation, but it is well motivated by the HQS at $`y=1`$ and the available phase space is not very large, this has to be treated as a theoretical uncertainty due to non-perturbative physics. The results obtained for the semi-leptonic decays rates in $`B\overline{D}X\mathrm{}\nu `$ give us some confidence in our method.
We shall now consider the wrong charm decays of a $`B_s`$ meson. They are induced by the quark transition $`\overline{b}c`$. The wrong charm $`B_s^0D_s^+X`$ decay width can be estimated using the method described in , which corresponds to a rescaling of the parton calculation. In the leading order of the $`1/N_C`$ and of the $`1/m_{B_s}`$ expansions, the differential decay width reads
$`{\displaystyle \frac{d\mathrm{\Gamma }}{dy}}`$ $`=`$ $`{\displaystyle \frac{3G_F^2C_1^2}{2\pi ^3M^2}}\sqrt{y^21}m_{D_s}^3|V_{cb}V_{cs}^{}|^2y\left(M^2m_{D_s}^2\right)^2\mathrm{\Theta }(M^2m_c^2)F,`$ (64)
where $`F`$ is a channel dependent non-perturbative form factor. We have
$`F^{B_s^0D_s^+}=f\left(1+3\mathrm{\Gamma }(D_s^{}D_sX^{})\right)=4f,`$ (65)
where $`X^{}`$ is a pion or a photon and $`f`$ is the constant defined in ; we had $`f=0.121`$. Note that the wrong charm decay is being modeled and we have restricted our-selves to the so-called model 2 of since this model seems to yield better results than model 1.
## 4 Discussion of the results
In table $`1`$, we compare our predictions with the experimental data found in . In the semi-leptonic case the method yields results which agree with the data. Note that we have considered the $`\tau `$ lepton as being massive. On the other hand, it is not clear if the non-leptonic decays are problematic, our results are in the experimental error range though at the inferior limit. One should keep in mind that we had estimated in that corrections to our calculation could be fairly large and in the worst case up to $`30\%`$. It would be interesting to measure the rate $`\mathrm{\Gamma }(B_s\overline{D}_s^{}X)`$ to test the agreement between theory and experiment in this channel. Remember that for the decays $`B\overline{D}/DX`$ described in , theory and experiment looked to be in agreement for the $`B\overline{D}^{}/D^{}X`$ decays and in disagreement for $`B\overline{D}/DX`$ decays although this could be accidental, for a discussion of this problem see .
Data is sparse on one-particle inclusive $`B_s`$ decays, especially no spectra are available. It would be instructive to compare the spectra to check if the same discrepancy appears as in , where the spectra for the $`B\overline{D}^{}/D^{}X`$ meson decays seemed to be described correctly and on the other hand the spectra for the decays of a $`B\overline{D}/DX`$ were not compatible with the experimental data, especially at the non recoil point where the method should work at its best, this effect being therefore very difficult to understand. Although the extension of the method developed for one-particle inclusive $`B`$ decays to $`B_s`$ decays is trivial, the results we have obtained are interesting especially in the perspective of $`B`$ factories. These results could also be used to study mixing induced one-particle inclusive CP asymmetries in the $`B_s`$ system , this allows to determine the weak angle $`\gamma `$, which is known to be very difficult.
If the problems encountered in the one-particle inclusive $`B`$ decays were not present in $`B_s`$ decays, one could constrain the kind of diagrammatic topologies contributing to the one-particle inclusive $`B`$ decays. In $`B`$ decays as well as in $`B_s`$ decays we have assumed that the dominant diagrammatical topology contributing to the right charm decay rates is spectator like. This study of $`B_s`$ decays once confronted to more precise experimental results could allow to test the influence of the light spectator quark.
## 5 Conclusions
We have clarified the link between the non-perturbative form factors of the semi-leptonic and non-leptonic $`B\overline{D}X`$. We have applied a method described in and to semi-leptonic and non-leptonic $`B_s\overline{D}_sX`$ and $`B_sD_sX`$ decays, this can be done easily by modifying the saturation assumption. It is too early to see if the same problems which were encountered in do also appear in our case, the reason being the lack of experimental data. Our results are compatible with current experimental knowledge.
## Acknowledgment
The author is grateful to Professor L. Stodolsky for his hospitality at the “Max-Planck-Institut für Physik” where this work was performed. He would like to thank Dr. Z.Z. Xing for reading this manuscript and for his encouragements to publish the present results and Dr. A. Leike for is very useful comments. |
warning/0001/cond-mat0001455.html | ar5iv | text | # Localization in Artificial Disorder - Two Coupled Quantum Dots
## Abstract
Using Single Electron Capacitance Spectroscopy, we study electron additions in quantum dots containing two potential minima separated by a shallow barrier. Analysis of addition spectra in magnetic field allows us to distinguish whether electrons are localized in either potential minimum or delocalized over the entire dot. We demonstrate that high magnetic field abruptly splits up a low-density droplet into two smaller fragments, each residing in a potential minimum. An unexplained cancellation of electron repulsion between electrons in these fragments gives rise to paired electron additions.
For half a century physicists have worked to understand localization of strongly interacting electrons in a disorder potential. Either electron interactions or disorder can produce localization. Though their interplay in two-dimensional systems has been a subject of intense experimental and theoretical studies, no theory exists fully describing the effects of both disorder and strong interaction.
Quantum dots provide a convenient system for studying electron localization on a microscopic scale. However, the traditional transport techniques for studying lateral quantum dots sense primarily delocalized electronic states. A possible exception is transport studies in vertical structures, but these do not permit variation of electron density, a critically important parameter that changes the effective strength of electron interactions. We study electron additions in vertical quantum dots using Single Electron Capacitance Spectroscopy (SECS). It has demonstrated the capability of probing both localized and delocalized states of electrons. Furthermore, this method allows us to study 2D dots of various sizes and over a broad range of electron densities.
In quantum dot experiments in high-density dots, the Coulomb repulsion between electrons largely sets the amount of energy required to add an additional electron to the dot. This energy increases by a fixed amount with each electron added. An external gate, capacitively coupled to the dot, can then be used to change the electron number, and electron additions occur periodically in the gate voltage with a period $`e/C_g`$, where $`C_g`$ is the capacitance between the gate and the dot.
In contrast, our prior SECS measurements have shown that the low-density regime appears entirely different. The addition spectrum of a 2D-electron droplet larger than $`0.2\mu m`$ in diameter and below a critical electron density ($`n_0=1\times 10^{11}cm^2`$ in all of our samples) is highly nonperiodic. It contains pairs and bunches: two or more successive electrons can enter the dot with nearly the same energy. The paired electrons thus show almost no sign of repelling each other. Application of high perpendicular magnetic field increases $`n_0`$ linearly, creating a sharp boundary between periodic and “paired” parts of the addition spectrum. We hypothesized that, for densities below this boundary, disorder and electron-electron interactions within the low-density droplet split it into two or more spatially separate droplets, and pairing arises once this localization occurs. We have produced experiments to study this localization-delocalization transition in a controlled fashion. One recently established the existence of electronic states localized at the dot’s periphery and arising at densities just below the critical density $`n_0`$.
In this letter we report the results of a new approach for studying localization and pairing in quantum dots. We intentionally create a dot with an artificial “disorder” potential: a potential profile containing two smooth minima separated by a barrier, as in the double dot system described below. Through analysis of addition spectra in magnetic field, we distinguish between electrons localized in either potential well or delocalized over the entire dot. Our studies conclusively demonstrate that under precisely the same conditions for observation of the paired electron additions, a low-density electron droplet inside the dot indeed splits up into smaller fragments. This abrupt disintegration creates a sharp boundary between periodic and “paired” parts of the addition spectra, with paired electrons entering into spatially distinct regions within a dot. We also measure the remnant residual interaction between the fragments. Surprisingly, it displays a nearly complete independence on the strength of the applied field for fields larger than required for the localization transition. While no theory exists explaining the observed transition or the pairing phenomenon, recent numerical simulations display results similar to some of our data.
The dots were fabricated within an AlGaAs/GaAs heterostructure as described in previous work. The essential layers (from bottom to top) are a conducting layer of GaAs serving as the only contact to the dots, a shallow AlGaAs tunnel barrier, a GaAs active layer that contains the dots, and an AlGaAs blocking layer. On the top surface, we produce a small AuCr top gate using electron beam lithography. This top gate was used as a mask for reactive ion etching that completely depletes the active GaAs layer in the regions away from the AuCr gate.
To create a barrier within a dot we pattern a top gate in a dumbbell shape. This produces two small vertical dots laterally separated by a small distance (a schematic of our samples is shown in the Fig.1B). The top gate controls the electron density of the entire system. This geometry results in a double potential well with two valleys separated by a saddle. By changing the top gate bias $`V_g`$, we gradually fill the double dot system with electrons. At first electrons accumulate in two independent electron puddles, one localized in each dot. The puddles grow laterally with increasing electron number and eventually couple to each other. The coupling mixes states of one dot with those of the other, and electrons start traversing the saddle point. When the two puddles finally merge into a single large dot, the electron wave functions spread over the entire area of the resulting large dot.
By varying lithographic dimensions, we control the height of the saddle and therefore the individual dot electron density at which merging occurs. We examine a number of samples to investigate a broad range of such densities: from two dots each containing a few localized electrons up to densities $`n=2.53.5\times 10^{11}cm^2`$ in each dot.
The measurements are carried out using on-chip bridge circuit described in. To register electron additions, we monitor the a.c. capacitive response to a small ($`<80\mu V`$) a.c. excitation applied between the top gate and the contact layer. Since one top gate covers both individual dots, an electron addition to either of the dots results in a peak in our capacitance measurements.
To distinguish electrons added to one dot from those added to the other, we follow the evolution of the addition spectrum with perpendicular magnetic field. The general behavior of the electron addition spectrum for a single dot in magnetic field is well known both for case of few-electron droplets and for many-electron dots in Quantum Hall regime. Addition energies oscillate with field as electrons shift between different angular momentum states. The exact pattern of those oscillations depends sensitively on the details of the confinement potential, and serves as a “signature” of a particular dot. Although in our samples the two dots are made to be nominally identical, the particular shapes of the confinement potential of the two dots are slightly different due to disorder and imperfections in the lithography process. Addition energies for the two dots thus depend differently on the perpendicularly applied magnetic field, permitting us to associate each electron addition with a particular dot.
The capacitance traces taken at different values of the magnetic field are plotted together on the greyscale panel in Fig.1A. Black denotes high capacitance. Each successive trace corresponds to the energy for adding an electron to the double dot system. The lowest trace shown represents the first electron added to the two-dot system. The low-density part of the spectrum ($`290mV<V_g<135mV`$) appears as a simple superposition of two different families of traces. First 10 electron addition traces comprising one family are marked by dashes. Each family can be described qualitatively within the constant interaction model for Darwin-Fock states, as is typical for individual small circular dots. Because such separation of the spectrum is possible, we conclude that up to $`V_g=135mV`$ our system consists of two independent electron droplets. Incidental alignment of the ground states of the two droplets for some particular values of the gate bias and the magnetic field may cause simultaneous but independent electron additions to each individual dot. Indeed, multiple level crossings (some marked by circles on Fig.1A) can be seen on the plot. At each crossing point the peak in the capacitance signal has double height, indicating an independent addition of two electrons to the two-dot system. The exact coincidence of the peaks suggests that capacitive coupling between two droplets is negligible. At much higher densities ($`V_g>45mV`$) there is only one periodic Coulomb ladder, indicating that the initially separate electron droplets have merged into a single one.
The transition between the two limits occurs over gate biases $`135mV<V_g<45mV`$, depending on the strength of the applied magnetic field. At zero field, the merging occurs in an interval $`\mathrm{\Delta }V_g=25mV`$ wide centered around $`V_g=125mV`$. The gate bias $`V_g=125mV`$ corresponds to electron densities in each individual dot of $`1.2\times 10^{11}cm^2`$ and $`1.7\times 10^{11}cm^2`$ respectively. Each dot contains about 30 electrons. For higher densities and at zero field there is one combined dot under the gate. However, magnetic field greater than $`4T`$ dramatically affects the spectrum. There exist a clearly visible sharp boundary, which separates the spectrum in two parts. It is marked by a line on Fig.1A. To the left of the boundary (the low field side), all electron addition traces show similar evolution with magnetic field; electrons appear to enter one combined dot and Coulomb blockade produces nearly periodic addition spectrum. To the right of the boundary (the high field side), the addition traces are grouped into bunches. With increasing magnetic field, the boundary between the two regimes extends up to densities of $`1.7\times 10^{11}cm^2`$ and $`2.2\times 10^{11}cm^2`$, in each dot respectively (over 60 total electron additions to the two-dot system). An increase in density of each dot along the boundary can be approximated by the linear relation $`\mathrm{\Delta }n0.1\times B(T)\times 10^{11}cm^2`$ for both of the two individual dots. This linear relation holds for all of our samples. Surprisingly this boundary follows the same linear density-field relation as the one seen in individual dots of larger sizes.
To understand the origin of this boundary we expand the addition spectrum to the right of the boundary (Fig.1C) and focus on six marked subsequent addition traces $`R1`$, $`B1`$, $`H1`$, $`H2`$, $`B3`$, $`R3`$. All of the marked traces again oscillate with magnetic field. But here the origin of the oscillations is different from that of the few electron case considered above. For magnetic field higher than $`4T`$, electrons within each dot fill only the lowest orbital Landau level, but with both spin-up and spin-down electrons. With increasing magnetic field, the electron orbits shrink and Coulomb repulsion causes redistribution of electrons between the two spin-split branches of the lowest orbital Landau level. This produces oscillations in the single electron traces known as “spin flips”.
Fig.1C shows two different oscillation patterns. One is represented by traces $`R1`$ and $`R3`$; similarly, traces $`B1`$ and $`B3`$ display another pattern. The existence of two patterns characteristic of the individual dots indicates that to the right of the boundary there exist two separate dots, despite the fact that for zero field two dots are merged into one. We conclude that the boundary separates two regimes in $`V_gB`$ space. In one regime, electron wavefunctions are spread over the entire area of the double dot and in the other each electron dwells in one of two individual dots.
In the latter regime, the two dots are not completely independent. Though magnetic field breaks one combined electron dot into two separate ones, residual coupling remains. The barrier between the two dots is small, and interdot tunneling remains possible. When ground states of individual dots are aligned with each other a finite tunnel coupling splits two aligned levels. Such alignment creates the equivalent of a molecular hybrid state, which appears as a bunch in the spectrum. An example of such splitting are the two hybridized traces in the middle of the plot on the Fig.1C: $`H1`$, $`H2`$. They cannot be solely associated with either of the two spin-flip patterns but rather exhibit features belonging to both of them.
We estimate the coupling strength between two dots by describing the spectra using single particle states. We reconstruct the two hybridized states $`H1`$ and $`H2`$ from the neighboring “one-dot states” $`R1`$, $`B1`$, $`B3`$, $`R3`$ a following way. First, we assume that in the absence of the residual interaction the spectrum would be as presented in Fig.1D. In place of the hybrid states $`H1`$, $`H2`$ there are two unperturbed independent states from the two dots: $`R2`$ and $`B2`$ . For these unperturbed states we take $`R2=(R1+R3)/2`$ and $`B2=(B1+B3)/2`$ . Tunneling between $`R2`$ and $`B2`$ produces an off-diagonal matrix element $`U`$. Diagonalization of the Hamiltonian $`\left[\begin{array}{cc}B2& U\\ U^{}& R2\end{array}\right]`$ splits $`R2`$ and $`B2`$ into:
$$E=\frac{(R2+B2)}{2}\pm \sqrt{\frac{(R2B2)^2}{4}+U^2}$$
(1)
Surprisingly for such a simplistic model using $`U`$ as the only fitting parameter, we obtain practically perfect fits to our data (Fig.1E). Unexpectedly, the residual coupling strength $`U`$ ($`U0.1\times (e/C_{dot}`$) for the case shown) displays nearly complete independence of the strength of the applied field for fields larger than required for the localization transition.
The results of similar fitting for different densities are summarized in Fig.1F. Though constant in field, this coupling increases with density, and becomes comparable to $`E_c=e/C_{dot}`$ at densities around $`2\times 10^{11}cm^2`$. The boundary ceases to exist at these densities. In fact, the boundary is altogether absent in samples for which the individual dot densities at the merging point are higher than $`2.3\times 10^{11}cm^2`$, i.e. magnetic field has no effect on the merging of two high-density dots.
Our data convincingly establish that high magnetic field abruptly splits a low-density electron droplet placed in disorder potential into smaller fragments. It is this split up that causes a sharp boundary in the addition spectrum. The paired electron additions to the dot seen to the right of the boundary result from an unexplained cancellation of electron repulsion between electrons in these fragments. The boundary essentially separates two phases: in one, electrons are delocalized over entire sample, and in the other, electrons are confined in local disorder minima.
The physical mechanism of such separation or of the pairing phenomena has yet to be established. However, recent preprint shows that a two-phase coexistence of high density liquid and a low-density gas might be energetically favorable in the interacting two-dimensional system placed in disorder potential, and numerical calculations by Canali support our finding that two electrons in the pair enter into spatially separated regions of the dot.
We would like to acknowledge useful discussions with C. de C. Chamon, G. Finkelstein, D. Goldhaber-Gordon, B.I. Halperin, M.A. Kastner, L.S. Levitov and K.A. Matveev. Expert etching of samples was performed by S.J.Pearton. This work is supported by the ONR, JSEP-DAAH04-95-1-0038, the Packard Foundation, NSF DMR-9357226 and DMR-9311825. |
warning/0001/hep-ex0001027.html | ar5iv | text | # References
On the Parameterization
of the Longitudinal Hadronic Shower
Profiles in Combined Calorimetry
Y.A. Kulchitsky<sup>a,b,</sup><sup>1</sup><sup>1</sup>1 Correspondence address: Laboratory of Nuclear Problems, Joint Institute for Nuclear Research, 141980 Dubna, Moscow region, Russia. Tel.: +7 09621 63782, fax: +7 09621 66666; e-mail: Iouri.Koultchitski@cern.ch, V.B. Vinogradov<sup>b</sup>
<sup>a</sup> Institute of Physics, National Academy of Sciences, Minsk, Belarus
<sup>b</sup> Joint Institute for Nuclear Research, Dubna, Russia
Submitted to Nuclear Instruments and Methods in Physics Research A
Letter to the Editor
## Abstract
The extension of the longitudinal hadronic shower profile parameterization which takes into account non-compensations of calorimeters and the algorithm of the longitudinal hadronic shower profile curve making for a combined calorimeter are suggested. The proposed algorithms can be used for data analysis from modern combined calorimeters like in the ATLAS detector at the LHC.
Keywords: Calorimetry; Computer data analysis.
One of the important questions of hadron calorimetry is the question of the longitudinal development of hadronic showers. This question is especially important for a combined calorimeter.
There is the well-known parameterization of the longitudinal hadronic shower development from the shower origin, suggested in . In this parameterization has been transformed to the parameterization from the calorimeter face
$`{\displaystyle \frac{dE(x)}{dx}}`$ $`=`$ $`N\{{\displaystyle \frac{wX_0}{a}}\left({\displaystyle \frac{x}{X_0}}\right)^ae^{b\frac{x}{X_0}}{}_{1}{}^{}F_{1}^{}(1,a+1,(b{\displaystyle \frac{X_0}{\lambda _I}}){\displaystyle \frac{x}{X_0}})`$ (1)
$`+{\displaystyle \frac{(1w)\lambda _I}{a}}\left({\displaystyle \frac{x}{\lambda _I}}\right)^ae^{d\frac{x}{\lambda _I}}{}_{1}{}^{}F_{1}^{}(1,a+1,(d1){\displaystyle \frac{x}{\lambda _I}})\},`$
here $`{}_{1}{}^{}F_{1}^{}(\alpha ,\beta ,z)`$ is the confluent hypergeometric function, $`X_0`$ is the radiation length, $`\lambda _I`$ is the interaction length, $`N`$ is the normalization factor; $`a`$, $`b`$, $`d`$ and $`w`$ are parameters: $`a=0.6165+0.3193lnE`$, $`b=0.2198`$, $`d=0.90990.0237lnE`$, $`w=0.4634`$. Note that the formula (1) is given for a calorimeter characterizing by the certain $`X_0`$ and $`\lambda _I`$ values. At the same time, the values of $`X_0`$, $`\lambda _I`$ and the $`e/h`$ ratios are different for electromagnetic and hadronic compartments of a combined calorimeter. So, it is impossible straightforward use of the formula (1) for the description of a hadronic shower longitudinal profiles in combined calorimetry.
We have suggested the following algorithm of combination of the electromagnetic calorimeter ($`em`$) and hadronic calorimeter ($`had`$) curves of the differential longitudinal hadronic shower energy deposition $`dE/dx`$. At first, a hadronic shower develops in the electromagnetic calorimeter to the boundary value $`x_{em}`$ which corresponds to certain integrated measured energy $`E_{em}(x_{em})`$. Then, using the corresponding integrated hadronic curve, $`E(x)=_0^x(dE/dx)𝑑x`$, the point $`x_{had}`$ is found from equation $`E_{had}(x_{had})=E_{em}(x_{em})+E_{dm}`$. Here $`E_{dm}`$ is the energy loss in the dead material placed between the active part of the electromagnetic and the hadronic calorimeters. From this point a shower continues to develop in the hadronic calorimeter. In principle, instead of the measured value of $`E_{em}`$ one can use the calculated value of $`E_{em}=_0^{x_{em}}(dE/dx)𝑑x`$ obtained from the integrated electromagnetic curve. In this way, the combined curves have been obtained.
These longitudinal hadronic shower develompent curves have been compared with the experimental data obtained by the combined calorimeter consisting of the lead-liquid argon electromagnetic part and the tile iron-scintillator hadronic part . This calorimeter has been exposed by the pion beams with energies of 10 – 300 GeV.
To reconstruct the hadron energy in longitudinal segments the new method of the energy reconstruction has been used . In this non-parametrical method the energy of hadrons in a combined calorimeter is determined by the following formula:
$$E=1/e_{em}(e/\pi )_{em}R_{em}+1/e_{had}(e/\pi )_{had}R_{had}+E_{dm},$$
(2)
here $`R_{em}`$ ($`R_{had}`$) is the electromagnetic (hadronic) calorimeter response, $`e_{em}`$ ($`e_{had}`$) is the electron calibration constants for the electromagnetic (hadronic) calorimeter. The $`(e/\pi )_{em}`$ ($`(e/\pi )_{had}`$) ratio is
$$\left(\frac{e}{\pi }\right)_{cal}=\frac{(e/h)_{cal}}{1+((e/h)_{cal}1)f_{\pi ^0,cal}},$$
(3)
where $`cal=em,had`$. For the electromagnetic and hadronic calorimeters the values of $`(e/h)_{em}=1.7`$ and $`(e/h)_{had}=1.3`$ are used. The fraction of the shower energy going into the electromagnetic channel for electromagnetic compartment is $`f_{\pi ^0,em}=0.11ln(E_{beam})`$. The electromagnetic fraction in the hadronic calorimeter is equal to the one for shower with energy $`E_{had}`$: $`f_{\pi ^0,had}=0.11ln(E_{had})`$, where $`E_{had}=1/e_{had}(e/\pi )_{had}R_{had}`$. This method uses only the known $`e/h`$ ratios and the electron calibration constants, does not require the previous determination of any parameters by a minimization technique, does not distort a longitudinal shower profile and demonstrates the correctness of the reconstruction of the mean values of energies within $`\pm 1\%`$. Using this energy reconstruction method, the energy depositions $`E_i`$ have been obtained in each longitudinal sampling with the thickness of $`\mathrm{\Delta }x_i`$ in units $`\lambda _\pi `$ .
Fig. 1 shows the differential energy depositions $`(\mathrm{\Delta }E/\mathrm{\Delta }x)_i=E_i/\mathrm{\Delta }x_i`$ as a function of the longitudinal coordinate $`x`$ in units $`\lambda _\pi `$ for the 10 – 300 GeV and comparison with the combined curves for the longitudinal hadronic shower profiles (the dashed lines). It can be seen, there is a significant disagreement in the region of the electromagnetic calorimeter and especially at low energies.
We attempted to improve the description and to include such essential feature of a calorimeter as the $`e/h`$ ratio. Several modifications and adjustments of some parameters of this parameterization have been tried. It turned out that the changes of two parameters $`b`$ and $`w`$ in the formula (1) in such a way that
$$b=0.22(e/h)_{cal}/(e/h)_{cal}^{},$$
(4)
$$w=0.6(e/\pi )_{cal}/(e/\pi )_{cal}^{}$$
(5)
made it possible to obtain the reasonable description of the experimental data. Here the values of the $`(e/h)_{cal}^{}`$ ratios are $`(e/h)_{em}^{}1.1`$ and $`(e/h)_{had}^{}1.3`$ which correspond to the data used for the Bock parameterization . The $`(e/\pi )_{cal}^{}`$ are calculated using formula (3).
In Fig. 1 the experimental differential longitudinal energy depositions and the results of the description by the extension of the parameterization (the solid lines) are compared. There is a reasonable agreement (probability of description is more than 5%) between the experimental data and the curves, taking into account uncertainties in the parameterization function.
So, we propose the extension of the longitudinal hadronic shower profile parameterization which takes into account non-compensations of calorimeters and the algorithm of the longitudinal hadronic shower profile curve making for a combined calorimeter.
We are thankful Peter Jenni, Marzio Nessi and Julian Budagov for fruitful discussions and support of this work. |
warning/0001/hep-ex0001040.html | ar5iv | text | # High Precision Mass Measurements in Ψ and Υ Families Revisited
## Abstract
High precision mass measurements in $`\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$ families performed in 1980-1984 at the VEPP-4 collider with OLYA and MD-1 detectors are revisited. The corrections for the new value of the electron mass are presented. The effect of the updated radiative corrections has been calculated for the $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ mass measurements.
Development of the resonant depolarization method (RDM) suggested in Novosibirsk opened unique opportunities in the high precision determination of the elementary particle masses. Pioneer experiments in Novosibirsk (see and references therein) were followed by those at Cornell , DESY and CERN . In this paper we reconsider our measurements performed at the e<sup>+</sup>e<sup>-</sup> collider VEPP-4 in Novosibirsk in the $`\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$ meson families with the goal to take into account the change of the electron mass value as well as the updated radiative corrections in case of $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$.
$`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ mass measurements were performed in 1980 with the OLYA detector while the MD-1 group carried out three independent measurements of the $`\mathrm{{\rm Y}}(1S)`$ mass in 1982 , in 1983 and in 1984 as well as determined the masses of $`\mathrm{{\rm Y}}(2S)`$ and $`\mathrm{{\rm Y}}(3S)`$ in 1983 . The masses of the $`\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$ mesons were obtained from a fit of the energy dependence of $`\sigma (e^+e^{}hadrons)`$ and relating the value of the resonance mass to the beam energy. The absolute calibration of the beam energy was performed using the RDM.
The resonant depolarization method is based upon the fact that in a storage ring with a planar orbit the spin precession frequency $`\mathrm{\Omega }_s`$ depends on the beam energy $`E`$ as
$$\mathrm{\Omega }_s=\omega (1+\frac{\mu ^{}}{\mu _0}\gamma ),$$
(1)
where $`\omega `$ is the beam revolution frequency, $`\mu ^{}/\mu _0`$ is the ratio of the anomalous and normal parts of the electron magnetic moment, $`\gamma =E/mc^2`$ is the Lorentz factor of electrons. The frequency $`\mathrm{\Omega }_s`$ is measured at the polarized electron beam using a depolarizer with the frequency $`\mathrm{\Omega }_d`$ adjusted as $`\mathrm{\Omega }_d=\mathrm{\Omega }_s+n\omega `$, where n is an arbitrary integer number.
A typical accuracy of the method is about $`10^5`$. However, the measured quantity is a $`\gamma `$ factor of electrons rather than their energy. Thus, the beam energy and the resonance mass determined by the RDM depend on the electron mass assumed. In 1986 when the results of the $`\mathrm{{\rm Y}}(1S)`$ mass measurement were published , its accuracy was about five times worse than the claimed accuracy of the electron mass in the MeV scale (2.8 ppm) . However, in “The 1986 adjustment of the fundamental physical constants” the value of the electron mass was decreased by 8.5 ppm while its error was reduced to 0.3 ppm.
The decrease of the electron mass was caused mainly by the 7.8 ppm (about three “old” standard deviations) increase of the $`e/h`$ ratio. Taking into account that two other fundamental constants which depend on $`e`$, $`h`$ and $`m_e`$, i.e. the fine-structure constant $`\alpha `$ and Rydberg constant $`R_{\mathrm{}}`$, remained almost unchanged, the increase of $`e/h`$ propagates to the abovementioned 8.5 ppm decrease of $`m_e`$ in the MeV scale. Since resonance masses determined from RDM are based upon the value of the electron mass and are quoted in MeV, they should be also decreased by 8.5 ppm. The corresponding corrections to the values of the $`\mathrm{{\rm Y}}(1S),\mathrm{{\rm Y}}(2S)`$ and $`\mathrm{{\rm Y}}(3S)`$ meson masses measured by MD-1 were already reported at the Chicago Conference .
An additional correction should be applied to the values of the $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ mass obtained in . Similarly to most early measurements, a fit of $`\sigma (e^+e^{}hadrons)`$ in these papers included the radiative corrections calculated according to the classic work of Jackson and Scharre . Later, in Ref. it was shown that the approach of Ref. is not quite accurate and, in particular, violates the Bloch-Nordsieck theorem. Correspondingly, the analysis of the $`\mathrm{{\rm Y}}`$ resonances was performed using the improved radiative corrections suggested in . In Ref. it was shown that the corresponding shift of the mass was about 0.1 MeV. Somewhat later the paper was published entirely dedicated to the correction of the old measurements of $`\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$ parameters using the updated radiative corrections. However, the $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ masses were neither refit by the authors of Ref. nor quoted in Ref..
The details of $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ mass measurements are not available now. Therefore, the $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ mass corrections were estimated by us as in Ref. from the difference of the fits with the radiative corrections from Ref. and Ref.. Similarly to Ref., only the electron loop was taken into account in the photon vacuum polarization term in Ref.. The resulting mass correction for radiative effects equals -(0.023$`\pm `$0.003)$`\sigma _w`$, where $`\sigma _w`$ is the rms spread of the $`e^+e^{}`$ center of mass energy and the error accounts for dependence of the correction on the luminosity distribution around the resonance. The correction is somewhat lower than that which can be obtained from Fig.6 of Ref.. At $`\sigma _w`$ = 0.7(1.0) MeV in $`J/\mathrm{\Psi }(1S)`$ and $`\mathrm{\Psi }(2S)`$ runs it equals -0.016 MeV and -0.023 MeV respectively.
Table 1 presents a list of the resonance masses measured at the VEPP-4 collider with the corresponding corrections, where $`\mathrm{\Delta }M(m_e)`$ and $`\mathrm{\Delta }M(rad.)`$ stand for the correction for the electron mass and radiative effects respectively.
Let us briefly discuss how the change of the resonance masses above can affect other measurements. The new value of the $`\psi (2S)`$ mass should be taken into account during the interpretation of the Fermilab studies of the charmonium family in $`p\overline{p}`$ annihilation which used the value of the $`\psi (2S)`$ mass from as a basic calibration in their determination of the $`J/\psi (1S)`$ mass. It is obvious that the obtained values of the $`m_e`$ correction for $`\mathrm{{\rm Y}}(1S)`$ and $`\mathrm{{\rm Y}}(2S)`$ can also be applied to the Cornell and DESY measurements respectively. Since in these experiments the radiative corrections were calculated according to Ref., their results should be also corrected for the radiative effects. We remind that our value of the $`\mathrm{{\rm Y}}(1S)`$ mass differs by more than 3.5 standard deviations from that at Cornell while for $`\mathrm{{\rm Y}}(2S)`$ it is consistent with the one in DESY. Our measurement of the $`\mathrm{{\rm Y}}(3S)`$ mass has not been repeated by any other group. |
warning/0001/hep-ph0001085.html | ar5iv | text | # The deconfinement phase transition, hadronization and the NJL model
## Abstract
One of the confident predictions of QCD is that at sufficiently high temperature and/or density, hadronic matter should undergo a thermodynamic phase transition to a colour deconfined state of matter - popularly called the Quark-Gluon Plasma (QGP). In low energy effective theories of Quantum Chromodynamics (QCD), one usually talks of the chiral transition for which a well defined order parameter exists. We investigate the dissociation of pions and kaons in a medium of hot quark matter decsribed by the Nambu - Jona Lasinio (NJL) model. The decay widths of pion and kaon are found to be large but finite at temperature much higher than the critical temperature for the chiral (or deconfinement) transition, the kaon decay width being much larger. Thus pions and even kaons (with a lower density compared to pions) may coexist with quarks and gluons at such high temperatures. On the basis of such premises, we investigate the process of hadronization in quark-gluon plasma with special emphasis on whether such processes shed any light on acceptable low energy effective theories of QCD.
Quantum Chromodynamics (QCD) is believed to be the underlying theory of strong interactions. Although enormously successful, inasmuch as it is part of the standard model of physical interactions, the applicability of QCD is studying nuclear interactions or hadronic processes at low energies is still limited. The difficulties are largely technical, associated with the non-perturbative features of the theory and hence, a large amount of effort is being devoted to finding effective lagrangians which contain features compatible with the low energy limit of QCD. This is the thrust of the present workshop. The philosophy of my talk is somewhat complementary; I am going to discuss QCD phenomena which occur in very energetic nuclear collisions, where one hopes perturbative QCD does play an important role, at least during the initial time period.
A confident prediction of QCD is that at very high temperature and/or density, the bulk properties of strongly interacting matter would be governed by the coloured QCD degrees of freedom - quarks and gluons- rather than the usual hadrons. Such a phase is called quark gluon plasma (QGP) in the literature. Conditions conducive to the formation of QGP may have existed in the early universe during the first few microseconds after the Big Bang. Also, such conditions may be transiently created in highly energetic collsions of large nuclei and the search for such a novel phase of matter constitutes a major area of current research in the field of high energy physics.
Whether QGP is separated from the hadronic world by an actual thermodynamic phase transition is an open question. It has been widely postulated that such a phase transition may indeed occur, where the quarks and gluons convert into colourless hadrons. Recent results, showing the lack of thermodynamic equilibrium in the quark-gluon phase in ultrareletivistic heavy ion collisions, indicate however that such an ideal situation is unlikely. It should also be noted that although the persistence of non-perturbative effects till very high temperatures was suggested in the literature quite early on , it is only recently that the lattice results have confirmed that non-perturbative hadron like excitations could survive at temperatures far above the chiral phase transition temperature . The lattice result for pion screening mass has been studied in ref. . The analysis of has been contradicted by Boyd et al. in ref. . The conclusion of these authors is consistent with the existence of free quarks at high temperatures. On the other hand, Shuryak argued in a subsequent work that the non-perturbative modes, especially pion- like excitations, could indeed survive till temperatures above $`T_c`$. Furthermore, similar results for pion screening masses are obtained in $`\sigma `$\- model as well . It is thus imperative to understand the behaviour of such hadronic resonances, their formation, stability and so on, in a quark gluon medium at high temperature. We confine our attention to the case of pions and kaons only; these, being lighter than other hadrons, account for the bulk of the multiplicity.
Formation of light mesons like pions and kaons, a bound state of light relativistic quarks, is an extremely difficult problem to handle in QCD, where all the troublesome features of non-perturbative QCD appear. We therefore employ the usual practice of looking at the pion and kaon as Goldstone bosons arising from the spontaneous breaking of the chiral symmetry, a feature most suitably addressed in the Nambu Jona-Lasinio (NJL) model .
The formulation of NJL model in flavour SU(3) was first introduced by Hatsuda et al. and Bernard et al. . The three flavour NJL model Lagrangian is written in terms of $`u`$, $`d`$ and $`s`$ quarks, the interaction between them being constrained by the $`SU(3)_LSU(3)_R`$ chiral symmetry, explicit symmetry breaking due to the current quark masses and the $`U(1)_A`$ breaking due to the axial anamoly . The full Lagrangian with KMT (Kobayashi- Maskawa -’t-Hooft) term is given below .
$``$ $`=`$ $`\overline{q}(i\gamma 𝐦)q+{\displaystyle \frac{1}{2}}g_s{\displaystyle \underset{a=0}{}^8}[(\overline{q}\lambda _aq)^2+(\overline{q}i\lambda _a\gamma _5q)^2]`$ (1)
$`+`$ $`g_D[det\overline{q_i}(1\gamma _5)q_j+h.c.]`$ (2)
where the quark fields $`q_i`$ has three colours ($`N_c=3`$) and three flavours ($`N_f=3`$) and $`\lambda _a`$ ($`a=1,8`$) are the Gell-Mann matrices. The quark mass matrix is given by $`𝐦=diag(m_u,m_d,m_s)`$.
In the mean field approximation, the quark condensates at finite temperature are given by,
$`<<\overline{q_i}q_i>>=2N_c{\displaystyle \frac{d^3p}{2\pi ^3}\frac{M_i}{E_{ip}}f(E_{ip})}`$ (3)
where $`E_{ip}`$ is the quark single particle energy for the i-th specie and $`f(E_{ip})=1n_{ip}\overline{n}_{ip}`$, $`n_{ip}`$ and $`\overline{n}_{ip}`$ being the Fermi-Dirac distributions for quarks and anti-quarks, respectively. If quark chemical potential is zero, then $`n_{ip}=\overline{n}_{ip}=[exp(E_{ip}/T)+1]^1`$.
The temperature dependent constituent quark masses $`M_i`$ are obtained from the expressions below,
$`M_u=m_u2g_s\alpha 2g_D\beta \gamma `$ (4)
$`M_d=m_d2g_s\beta 2g_D\alpha \gamma `$ (5)
$`M_s=m_s2g_s\gamma 2g_D\alpha \beta `$ (6)
where
$`<<\overline{u}u>>\alpha ,<<\overline{d}d>>\beta ,<<\overline{s}s>>\gamma `$ (7)
We now want to investigate the decay of pionic and kaonic excitations, the properties of which we assume to be given by the NJL model. It should be mentioned here that at temperatures above the critical temperature, these mesonic excitations are more like resonances with large effective masses . In the following, we study the decay width of such pseudoscalar excitations in the hot quark medium as a function of temperature, starting with the Lagrangian given above in equation (2).
The quark mass $`M_i`$ appearing in eq. (3) and in eq. (6) is a very important ingredient in our calculation. In the absence of any medium and/or dynamic effect, $`M_i`$ is the current quark mass. On the other hand, we know that due to the spontaneous breakdown of the chiral symmetry, quarks attain the value of the constituent quark mass .
In the present calculation we have used the parametrisation of ref. ( $`\mathrm{\Lambda }`$ = 631.4, $`g_s\mathrm{\Lambda }^2`$ = 3.67, $`g_D\mathrm{\Lambda }^5`$ = -9.29 and current mass $`m_{u,d}(m_s)`$ = 5.5 (135.7) MeV ) to calculate the quark and meson masses. The constituent quark masses are calculated using the gap equations(eq. 6). These quark masses are then put into the dispersion equation for mesons to get dynamical masses of mesons ($`\pi `$ and $`K`$, here).
$`1+2G_\varphi \mathrm{\Pi }_{ij}(\omega ,\stackrel{}{q}0)=0`$ (8)
where $`\mathrm{\Pi }_{ij}`$ is the one loop polarization due to $`u`$ and $`d`$ quark for pions and $`u`$ or $`d`$ and $`s`$ quark for kaons. $`G_\varphi `$ is the coupling constant with $`\varphi `$ coerresponding to $`\pi `$ or $`K`$. The general expression for polarization function is
$`\mathrm{\Pi }(q_0,\stackrel{}{q})={\displaystyle \frac{N_c}{(2\pi )^3}}{\displaystyle _{0}^{}{}_{}{}^{\mathrm{\Lambda }}}{\displaystyle \frac{d^3p}{E_pE_k}}[(n_kn_p)\{{\displaystyle \frac{1}{E_pE_k+q_0+iϵ}}+{\displaystyle \frac{1}{E_pE_kq_0iϵ}}\}`$ (9)
$`\times (E_pE_k+\stackrel{}{p}.\stackrel{}{k}+M_1M_2)`$ (10)
$`+(n_k+n_p1)\left\{{\displaystyle \frac{1}{E_p+E_k+q_0+iϵ}}+{\displaystyle \frac{1}{E_p+E_kq_0iϵ}}\right\}`$ (11)
$`\times (E_pE_k+\stackrel{}{p}.\stackrel{}{k}+M_1M_2)]`$ (12)
where $`N_c`$ is the number of colours and $`\stackrel{}{k}=\stackrel{}{p}+\stackrel{}{q}`$. The energies $`E_p=\sqrt{p^2+M_{1}^{}{}_{}{}^{2}}`$ and $`E_k=\sqrt{(\stackrel{}{p}+\stackrel{}{q})^2+M_{2}^{}{}_{}{}^{2}}`$. For pion, $`M_1=M_2=M_u`$. For kaon, $`M_1=M_{u(d)}`$ and $`M_2=M_s`$. $`n_k`$ and $`n_p`$ are the Fermi-Dirac distribution functions defined earlier. The pseudoscalar couplings are,
$`G_\pi =g_s+g_D\gamma `$ (13)
$`G_{K^\pm }=g_s+g_D\beta `$ (14)
$`G_{K^0}=g_s+g_D\alpha `$ (15)
where $`\alpha `$, $`\beta `$ and $`\gamma `$ are defined in eq. (7).
The decay width is evaluated using the imaginary part of the eq.(12) as given below,
$`\mathrm{\Gamma }_\varphi ={\displaystyle \frac{G_{\varphi q}^{}{}_{}{}^{2}Im\mathrm{\Pi }(\omega ,\stackrel{}{q}0)}{\omega }}`$ (16)
where $`G_{\varphi q}`$ is the empirical meson-quark coupling as obtained in NJL. Here we have used $`G_{\pi q}=3.5`$ and $`G_{Kq}=3.6`$.
The variation of quark and meson masses is shown in figure 1. The $`u`$ or $`d`$ quark masses starting from 135 MeV drops to the current quark mass value just after a temperature of 200 MeV. On the other hand, the drop in the strange quark mass is much smaller around that temperature, showing the effect of explicitly broken chiral symmetry, by a larger amount, in the SU(3) sector. Pion and kaon both show a similar qualitative behaviour. The masses of pion and kaon remain constant at their free masses upto a temperature of 200 MeV but increases sharply after that, the pion mass rising to 900 MeV and kaon mass to 1000 MeV around a temperature of 450 MeV, thus giving a slower increment for kaons compared to pions.The difference in the behaviour of kaon and pion can be attributed to the difference in $`u`$ and $`s`$ quark masses.
Figure 2 shows that the decay width, for both pion and kaon, is very high at high temperature and decreases with decreasing temperature, going to zero at around $`T=0.2`$ GeV. It is worth noticing that at around the same temperature, the effective pion mass attains the value of the free pion mass (figure 1). The decay width of kaon is around 3 GeV where as that of pion is around 1.4 GeV at T = 500 MeV. This is very significant for two reasons. Firstly, our results show that though there will be pions and kaons along with the quarks at high temperature phase, the numbers of mesons will be very small due to their large decay width. Moreover, the number of kaons will be much less compared to pions at high temperature phase, though both the mesons will become stable around the same temperature (below 200 MeV).
We thus find that even without any consideration of the detailed evolution and dynamics of the system, the mesonic modes in a hot quark medium are found to become important around a temperature of $`200`$ MeV. Though the question whether this is a signature of a phase transition cannot be addressed within the present framework, the fact that most of the pions and kaons decay into quarks, owing to a large decay width at temperatures higher than $`T=200`$ MeV, is a remarkable finding. Moreover, both the pionic as well as kaonic modes start becoming important at about the same temperature, thus providing a hint of some kind of a transition temperature. It is therefore tempting to attempt a microscopic investigation of the process of hadronization within the NJL model.
Recently there have been some attempts to study the formation of hadrons in quark matter using different semi-microscopic approaches. These studies can be characterized either as model dependent calculations , or the computer codes based on the string phenomenology , or other phenomenological description of hadronization . None of these approaches account for the essential lack of equilibrium in the quark-gluon phase. Some efforts have also been made to estimate hadronization within the parton cascade model by introducing a cut-off to mimic the non-perturbative effects . To the best of our knowledge, the first study aimed at investigating the dynamical process of hadronization in a non-equilibrated quark-gluon system from a physically transparent approach was in .
We have earlier shown that perturbative estimates of the gluon-gluon, quark-gluon and quark-quark cross sections allow us to study the evolution of the quark-gluon matter formed in ultrarelativistic heavy ion collisions by visualizing the quarks as Brownian particles in a hot gluonic thermal bath. Let us start with such a premise, which, in our opinion, describes the non-equilibrium aspects of the evolution in a physically transparent manner.
Hadronization in such a system can be studied in the light of Smoluchowski’s theory of coagulation in colloids, which was elaborated further by Chandrasekhar . This theory suggests that coagulation results as a consequence of each colloidal particle being surrounded by a sphere of influence of a certain radius $`R`$ such that the Brownian motion of a particle proceeds unaffected only so long as no other particle comes within its sphere of influence. When another Brownian particle does come within a distance $`R`$ of the test particle, they form a two body cluster. This cluster also describes a Brownian motion but at a reduced rate due to its increased size/mass. The process continues further till a single cluster of all the particles is formed.
In order for this stochastic scenario of cluster formation to apply to a system of Brownian quarks in the hot gluon bath, it is essential that each quark has an appropriate sphere of influence of radius $`r`$. Obviously, this radius $`r`$ will depend on the spin-isospin combination of final cluster (whether the final cluster is scalar, pseudoscalar, vector or axial vector meson or even a baryon). Mesons are formed when one quark and one antiquark with proper quantum numbers come within the spheres of influence of each other. (Clusters with greater numbers of quarks and antiquarks (e.g. baryons) can also be formed by imposing the conditions of colour neutrality and charge balance properly.) This implies that the radius of the sphere of influence corresponds to the correlation length between the quarks in the proper hadronic channel. In other words, this is the screening length of the corresponding hadrons in the hot quark-gluon matter. (One can immediately see, without further ado, that the rate of pion formation in the hot quark matter should be rather small at high temperatures and increase with falling temperature as the pion screening length (inverse of the screening mass) decreases with increasing temperature in all realistic pictures.) The pions formed at very high temperatures are most likely to decay back into quarks and antiquarks, because of the large decay width at high temperatures. We adopt, for the sake of consistency, the NJL model estimates for the pion screening mass in the present work.
The rate of pion formation from Brownian quarks as a stochastic process, as is evident from the preceding discussion, depends on the number of quarks (antiquarks) falling into the sphere of influence of another antiquark (quark), the number of pions decaying back to quarks and antiquarks and also the change in the pion density due to the expansion of the system. Thus the rate equations can be written as,
$`{\displaystyle \frac{dn_{\pi ^a}}{dt}}=n_{q_i}n_{\overline{q}_j}4\pi r^2<\stackrel{}{v}\widehat{r}>\mathrm{\Gamma }_{}^{total}{}_{\pi ^aq_i\overline{q}_j}{}^{}{\displaystyle \frac{n_{\pi ^a}}{t}}`$ (17)
$`{\displaystyle \frac{dn_{\pi ^0}}{dt}}={\displaystyle \frac{1}{2}}(n_un_{\overline{u}}+n_dn_{\overline{d}})4\pi r^2<\stackrel{}{v}\widehat{r}>\mathrm{\Gamma }_{}^{total}{}_{\pi ^0u\overline{u}(d\overline{d})}{}^{}{\displaystyle \frac{n_{\pi ^0}}{t}}`$ (18)
$`{\displaystyle \frac{dn_{q_i}}{dt}}=\mathrm{\Gamma }_{}^{total}{}_{gq_i\overline{q}_i}{}^{}+\mathrm{\Gamma }_{}^{total}{}_{ggq_i\overline{q}_i}{}^{}n_{q_i}n_{\overline{q}_j}4\pi r^2<\stackrel{}{v}\widehat{r}>+\mathrm{\Gamma }_{}^{total}{}_{\pi q_i\overline{q}_j}{}^{}{\displaystyle \frac{n_{q_i}}{t}}`$ (19)
In eqs.(17,18), the first term is the rate of pion formation ($`a`$ \+ or -); the second term is the rate of pions decaying back to quarks and the third term is due to Bjorken (longitudinal) expansion of the system. $`i(j)`$ stands for $`u`$ or $`d`$ (we ignore $`s`$ and other heavier flavours). $`<\stackrel{}{v}\widehat{r}>`$ (the average relative velocity in the radial direction) is calculated using the Jüttner distribution,
$$f(x,p)=e^{\beta pu(x)}$$
(20)
There would also be a corresponding rate equation for the antiquarks, which looks exactly like eq. (19) and hence not explicitly written. In eq. (19) the $`\mathrm{\Gamma }_{}^{total}{}_{gq\overline{q}}{}^{}`$ as well as $`\mathrm{\Gamma }_{}^{total}{}_{ggq\overline{q}}{}^{}`$ stand for the corresponding net quantities.
As mentioned earlier, we are considering a non-equilibrated quark matter and hence the pions formed will also be out of equilibrium. This is taken into account by multiplying the relevant distribution functions with the ratios $`r_q=n_q/n_{eq}`$ and $`r_\pi =n_\pi /n_{e\pi }`$ where $`n_q`$ and $`n_{eq}`$ are non-equilibrium and equilibrium densities of quarks and $`n_\pi `$ and $`n_{e\pi }`$ are non-equilibrium and equilibrium densities for pions.
In all these expressions, the appropriate masses are the effective masses including the current as well as thermal contribution, , whose importance in determining the dynamics of the hot quark matter has been well established. For quarks (antiquarks), this is
$$m_{eff}=\sqrt{m_q(curr)^2+m_q(thermal)^2}$$
where
$$m_q^2(thermal)=(1+\frac{r_q}{2})(\frac{g_sT}{3})^2$$
(21)
and $`m_q(curr)`$ is taken to be $`10`$ MeV. For gluons the thermal mass is,
$$m_g(thermal)=\frac{2}{3}g_sT$$
(22)
The running coupling constant $`\alpha _s`$ as a function of temperature is given by
$$\alpha _s=\frac{12\pi }{(332n_f)ln\left[\frac{\overline{Q^2}}{\mathrm{\Lambda }^2}\right]}$$
(23)
with $`\overline{Q^2}=m_{eff}^{}{}_{}{}^{2}(T)+9T^2`$.
Simultaneously, we must take account of energy momentum conservation which, for a Bjorken flow, corresponds to the following equation
$$\frac{ϵ}{t}=\frac{ϵ+P}{t}$$
(24)
where $`ϵϵ_{total}=ϵ_g+ϵ_q+ϵ_\pi `$. We also include the one loop correction to $`ϵ_g`$ . $`ϵ`$ and $`P`$ are related through the velocity of sound, as in . For a complete description of the system, eqs. (17), (18), (19) and (24) must be solved self-consistently. The initial conditions are taken from for RHIC energies. The initial time ($`t_g`$) is the time when gluons thermalise (=0.3 fm), where $`r_q`$ = 0.15, $`r_g`$=1 and $`r_\pi `$ is taken to be 0. The temperature at this time is 500 MeV. Note that we are working at $`y=0`$ so that $`t`$ and $`\tau `$ are the same and the baryon chemical potential is zero.
Figure 3 shows the variation of pion and quark number densities with time, for various values of the QCD parameter $`\mathrm{\Lambda }`$. In all three cases, we find the same qualitative feature that pions start appearing in the system quite early on but they become appreciable in number only after some time. At late times the system is dominated by pions. This cross over occurs at $`t`$ 4 fm for $`\mathrm{\Lambda }`$ = 0.2 or 0.3 GeV while for $`\mathrm{\Lambda }`$= 0.4 GeV this happens at $`t`$ 6 fm.
Figure 4 shows the variation of temperature with time. Obviously, there is a dramatic effect of the QCD parameter $`\mathrm{\Lambda }`$. In all the cases, there is a change at $`T`$ 215 MeV, corresponding to $`t`$ 3.5 fm; the variation of temperature with time becomes slower, as is expected in the mixed phase of a first order phase transition. At $`\mathrm{\Lambda }`$=0.2 GeV, this occurs for a very short period of time, before the system starts cooling again. The duration of the constant temperature configuration increases with $`\mathrm{\Lambda }`$, and for $`\mathrm{\Lambda }`$=0.4 GeV, it persist upto 9 fm before the temperature of the system starts falling again.
Obviously, this is a clear indication of an apparent first order transition. Microscopically, the appearance of the mixed phase at a temperature of $``$ 215 MeV can be understood from the fact that the pion decay width goes to zero at such a temperature. All the pions that were formed earlier in the system tended to decay back to quarks and antiquarks on a fast time scale. Only after the pion decay width becomes small would the formed pions become stable.
The apparently desirable features of the dynamical deconfining transition seem to arise quite naturally in this scenario. It is therefore important to test if all the conservation laws are obeyed during the evolution. To this end, let us check if entropy increases steadily during the entire evolution.
The decrease in entropy occurs precisely where the gluons drop out of the system. This, in hindsight, was to be expected, since the sudden decrease in the number of degrees of freedom in the system should lead to a decrease in entropy. The NJL model, in the present form, does not account for the gluonic degrees of freedom. It thus appears to us that in order to obtain an effective low energy lagrangian from QCD capable of describing the dynamical evolution of the quark-gluon system, the role of the gluons must be taken into account. Incorporation of the dilaton field to account for the QCD trace anomaly in the NJL model is indeed a promising step in this respect, but the entropy carried by the gluons at high temperature should also be accommodated. Such a study is on our current agenda.
It is a great pleasure to thank the organisers of the workshop, and especially Prof. J. da Providencia, for the kind invitation and their warm hospitality. This talk is based on a continuing collaboration the author has had with Jan-e Alam, Abhijit Bhattacharyya, Sanjay Kumar Ghosh and Bikash Sinha over the past several years. I take this opportunity to thank them all. |
warning/0001/cond-mat0001199.html | ar5iv | text | # High field transport in strained Si/GeSi double heterostructure: a Fokker-Planck approach
## I Introduction
Important developments have been taking place in the growth of strained heterostructures based on Si and Ge<sub>x</sub>Si<sub>1-x</sub> layers . The particular case of Si layers pseudomorphically grown on relaxed Ge<sub>x</sub>Si<sub>1-x</sub> buffers is rather interesting because of the large mobilities reported, exceeding the corresponding bulk $`Si`$ values . It has been shown that in this type of double heterostructures (DHS) the otherwise degenerate six $`\mathrm{\Delta }_6`$ valleys of bulk Si are shifted in energy. If the DHS is grown along a high symmetry direction (say, the $`<001>`$ direction), the two valleys along this direction are shifted downwards in energy, while the other four valleys are shifted upwards. As a result, we are led to two $`\mathrm{\Delta }_2`$ valleys with a bottom energy below the corresponding one for the bulk valleys and four $`\mathrm{\Delta }_4`$ valleys with a higher bottom energy. The energy shift between the $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ valleys is empirically estimated as $`\mathrm{\Delta }E=0.6x`$ eV. In this kind of DHS, a quantum-well like band alignment in the Si channel was unexpectedly found in 1985, which is due to tensile strains in Si and ensures high-mobility $`n`$ channel for the doped structure. High mobilities are explained as a consequence of the low effective mass of the carriers in $`\mathrm{\Delta }_2`$ valleys and also because the scattering efficiency of the carriers (by phonons and impurities) is reduced. The above mentioned facts are of great importance for device performance and this kind of structures seems to have a prominent future for applications in micro and optoelectronics .
Monte Carlo calculations of high electric field mobilities and drift velocities for electronic transport along the Si channel of Si/Ge<sub>x</sub>Si<sub>1-x</sub> were reported by various authors and also applied in the study of modulation-doped field-effect transistor (MODFET) structures . More recently, hole transport parameters have been analyzed for this type of systems . While the electronic transport properties of low field, low temperature Si/GeSi heterostructures are more or less well understood , the situation is not the same for high electric fields. For high field transport, the effects of size quantization are usually negligible and we can work within three dimensional models for the valley structure. In Ref. , size quantization was introduced in a 10 nm Si channel, but the authors had to include up to six subbands in the $`\mathrm{\Delta }_2`$ valleys. Strain effects are introduced through the splitting energy $`\mathrm{\Delta }E`$ between the $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ valleys, which ranges from $`0.1`$eV to $`0.4`$eV. Such relatively large values of the energy shift effectively reduce the intervalley phonon scatterings between the valleys (in comparison with the unstrained Si).
In the present paper we report results for high electric field electronic transport along the Si channel of a Si/GeSi DHS. We model the system in close analogy with the above mentioned works, taking into account the energy shift between the $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ valleys and neglecting size quantization. Rather than Monte Carlo simulations, we apply an analytical Fokker-Planck approach (FPA), which treats transport as an energy-diffusion process in energy space. This approach was proposed a long time ago as an alternative for the consideration of high-field transport in semiconductors. The theory bears a semiclassical nature and has been recently revisited, the general formalism being discussed with further details . As a test of the FPA in the case of a well known semiconductor, the present authors applied the theory to bulk Si, where both experimental data and Monte Carlo simulations for the high field drift velocity were successfully reproduced . The current calculations can also be considered as a way of testing the FPA in a somewhat different system, which is of present day interest in high technology applications.
The FPA is applicable when the energy exchanges between the carriers and the surrounding medium (crystal lattice + external field) can be assumed quasicontinuous. This latter condition apparently invalidates the method for highly inelastic scattering mechanisms (as is the case of carrier scattering by optic and intervalley phonons). However, if the carrier energy is large enough, the exchanged energy becomes certainly low compared with the energy of the carriers, and this is the case of high field transport. Hence, the FPA is assumed to be valid if the condition $`E_{av}>>\mathrm{}\omega `$ is fulfilled, where $`E_{av}`$ is the average carrier energy and $`\mathrm{}\omega `$ the exchanged energy (say, the phonon energy). The FPA has the advantage of being analytical, and, whenever it can be applied, saves computational time and allows a more transparent physical interpretation. Of course, it cannot compete in accuracy with Monte Carlo simulations. However, we have found that the FPA leads to comparatively good results even in cases where several scattering mechanisms should be taken into account . In contrast with Monte Carlo simulations, the analytical approach involves less realistic models for the analysis of a concrete semiconductor. More details about the applied model and the fundamental theory are given in the next sections.
The paper is organized as follows. In Sec. II we briefly summarize general theoretical aspects of our work, in Sec. III details of the calculations for the Si/GeSi DHS are presented, in Sec. IV the results of our calculations are shown and comparison with previous works is made.
## II General Theory
The FPA considers transport in the spirit of a drift-diffusion process in energy space. A certain distribution function (DF), $`f(E,t)`$, is defined which depends on the carrier energy $`E`$ and the time $`t`$, such that $`f(E,t)N(E)`$ gives the number of carriers at time $`t`$ having their energies in the interval $`[E,E+dE]`$, while the function $`N(E)`$ represents the density of states (DOS). The DF obeys the equation :
$$\frac{}{t}f(E,t)+\frac{1}{N(E)}\frac{}{E}J(E,t)=0,$$
(1)
where
$$J(E,t)=W(E)N(E)f(E,t)\frac{}{E}\left[D(E)N(E)f(E,t)\right].$$
(2)
In Eq. (2) $`W(E)`$ represents a certain “drift velocity” of the carriers in energy space and in fact gives the rate of energy exchange of the carriers with the surrounding medium, while $`D(E)`$ is a kind of diffusion coefficient. Equation (1) has the form of a continuity equation for the carrier “motion” in energy space and leads to the conservation of the carrier “flux”. For a many valley system it should be applied to each of the valleys separately and it is worth to note that Eq. (1) does not describe intervalley couplings. The quantity $`J(E,t)`$, given by Eq. (2), is thus the carrier current density in energy space. Under steady-state conditions the DF is time independent. Moreover, we must have $`J(E)=0`$. Hence, we are led to
$$\frac{}{E}\left[D(E)N(E)f(E)\right]=W(E)N(E)f(E).$$
(3)
We assume the existence of a phonon bath in equilibrium at the temperature $`T`$. The carriers interact with the phonons and the applied dc electric field $`\stackrel{}{F}`$. We suppose, as an approximation, that the continuous exchange of phonons between the carriers and the phonon bath does not affect the thermal equilibrium of the latter. The coefficients $`W(E)`$ and $`D(E)`$ are split as follows
$$D(E)=D_F(E)+D_{ph}(E),W(E)=W_F(E)+W_{ph}(E).$$
(4)
The label “$`F`$” (“$`ph`$”) denotes the electric field (phonon) contribution to these coefficients. We are obviously neglecting the intracollisional field effect. The explicit form of these coefficients is obtained below.
Equation (3) has the simple solution
$$f(E)=\mathrm{exp}\left\{\left[\frac{W_{ph}(E)}{D_F(E)}dE\right]\right\},$$
(5)
where $`D_{ph}(E)`$ was neglected. This approximation is very well fulfilled in all the cases of interest for us . The practical usefulness of the FPA lies in the possibility of the analytical performance of the integral in Eq. (5).
Let us apply the above formalism to electrons in the $`\mathrm{\Delta }_2`$ energy valleys of strained Si of a Si/Ge<sub>x</sub>Si<sub>1-x</sub> DHS. The $`\mathrm{\Delta }_2`$ valleys are ellipsoids of revolution in $`\stackrel{}{k}`$-space with their revolution axis along the $`<001>`$ crystallographic direction, coincident with the growth direction of the DHS. To be specific, let us take $`\stackrel{}{F}=(0,F,0)`$, where the $`x,y,z`$ coordinates are taken along $`<100>`$, $`<010>`$ and $`<001>`$ respectively. The energy dispersion relation is given in the form $`ϵ=ϵ(\stackrel{}{p})`$. In order to take into account non-parabolicity of the band structure, we assume
$$\gamma (ϵ)=ϵ(1+\alpha ϵ)=\frac{p_t^2}{2m_t}+\frac{p_l^2}{2m_l}=\frac{p^2}{2m_0}.$$
(6)
In Eq. (6) $`m_t`$ ($`m_l`$) is the transverse (longitudinal) effective mass of the bulk Si conduction band electrons. We suppose the masses are not changed by the strains in the Si layer: $`m_t/m_0=0.19`$ and $`m_l/m_0=0.916`$. Nonparabolicity is estimated also the same as in bulk Si: $`\alpha =0.5`$ (eV)<sup>-1</sup>. The Herring-Vogt transformation was applied in writing the right-hand side (RHS) of Eq. (6), where $`p_t=(m_t/m_0)^{1/2}p_t^{}`$, $`p_l=(m_l/m_0)^{1/2}p_l^{}`$ and $`p^2=p_t^2+p_l^2`$.
The explicit expressions for $`D_F(E)`$ and $`W_{ph}(E)`$ can be directly taken from Refs.. Hence, for $`D_F(E)`$ we have
$$D_F(E)=\frac{2e^2F^2}{3m_t}\tau (ϵ)\gamma (ϵ)/(\gamma ^{}(ϵ))^2,$$
(7)
where $`\gamma ^{}(ϵ)`$ denotes the first derivative of the function (defined in Eq. (6)). For $`\tau (ϵ)`$ we shall consider one “$`g`$” intervalley phonon responsible for transitions between the equivalent $`\mathrm{\Delta }_2`$ valleys. Then the relaxation time reads as
$`{\displaystyle \frac{1}{\tau _g(ϵ)}}=C_g[n_g(T)\sqrt{\gamma (ϵ+\mathrm{}\omega _g)}|1+2\alpha (ϵ+\mathrm{}\omega _g)|`$
$$+(n_g(T)+1)\sqrt{\gamma (ϵ\mathrm{}\omega _g)}|1+2\alpha (ϵ\mathrm{}\omega _g)|\theta (ϵ\mathrm{}\omega _g)],$$
(8)
where $`\theta (ϵ)`$ is the step-function,
$$n_g(T)=\left[\mathrm{exp}(\mathrm{}\omega _g/k_BT)1\right]^1,$$
(9)
and
$$C_g=\frac{m_d^{3/2}D_g^2}{\sqrt{2}\pi \rho \mathrm{}^3\omega _g}.$$
(10)
In Eq. (10) $`\rho `$ is the semiconductor mass density, $`\omega _g`$ and $`D_g`$ are the phonon frequency and deformation-potential (DP) constant respectively for intervalley phonons of type $`\mathrm{`}\mathrm{`}g\mathrm{"}`$. As a simplified model for our calculations, we have considered just one $`\mathrm{`}\mathrm{`}g\mathrm{"}`$ phonon with an energy $`\mathrm{}\omega _g=0.031`$eV and DP coupling constant $`D_g=11\times \mathrm{\hspace{0.17em}10}^8`$ eV/cm, which approximately corresponds to the average of the three $`\mathrm{`}\mathrm{`}g\mathrm{"}`$ phonons of bulk Si reported in Table VI of Ref. . Other bulk Si parameters are also taken from the same reference.
For ellipsoidal $`\mathrm{\Delta }_2`$-valleys of the Si layer CB, the DOS is given by
$$N(E)=\frac{Vm_d^{3/2}}{\sqrt{2}\pi ^2\mathrm{}^3}\sqrt{E(1+\alpha E)}|1+2\alpha E|,$$
(11)
where nonparabolicity is taken into account and $`m_d=\sqrt[3]{m_t^2m_L}`$. In calculating $`W_{ph}(E),`$ we use the expression
$$W_{ph}(E)=\mathrm{}\omega \left[1/\tau _{abs}(\stackrel{}{p})1/\tau _{em}(\stackrel{}{p})\right],$$
(12)
where “abs” (“em”) denotes phonon absorption (emission) by the electron. We must remember that
$$1/\tau (ϵ)=1/\tau _{abs}(ϵ)+1/\tau _{em}(ϵ),$$
(13)
the “abs” (“em”) term in Eq. (13) corresponds to the first (second) term at the RHS of Eq. (8) for the case of intervalley “$`g`$” phonons. Hence, using Eq. (12) and latter expressions for $`\tau _{abs}`$ and $`\tau _{em}`$, we can find the explicit form of $`W_{ph}^g`$.
Intravalley optical phonons do not contribute to transition rates because the corresponding transitions are forbidden by the selection rules. The contribution of intravalley acoustic phonons will be ignored in the present work. For high temperatures and high carrier energies they should provide a weak contribution to transport parameters and we shall limit ourselves to this case.
As was remarked above, intervalley phonon scattering, strictly speaking, is beyond the scope of the Fokker-Planck equation in its standard form \[Eq. (1)\]. After the absorption or the emission of an intervalley phonon, the electron is dropped away from one valley into another one, and such abrupt transitions are not explicitly assumed in Eq. (1), where the electron number is conserved within each valley. However, when we have equivalent valleys (as is the case of $`\mathrm{\Delta }_2`$ valleys), we can still apply the Fokker-Planck equation in its standard form; electrons dropped away from one valley fall into an equivalent one and vice versa, all happens as the electrons always remained within the given valley. Of course, if the valleys are not equivalent this argument no longer applies. This is the case of electron transitions induced by the “$`f`$” intervalley phonons between valleys $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$, which are not equivalent in the strained Si layer of the Si/GeSi DHS. For such intervalley electronic transitions we must consider a different approach.
In order to estimate the effect of electron intervalley transitions due to the interaction with “$`f`$” intervalley phonons we must realize that this effect is actually weak and should introduce just small changes into our final results. As for the case of “$`g`$” intervalley phonons, we assume just one type of “$`f`$” phonons with energy $`\mathrm{}\omega _f=0.042`$eV and DP coupling constant $`D_f=4\times \mathrm{\hspace{0.17em}10}^8`$ eV/cm (we again estimated these parameters as averages from the three corresponding “$`f`$” phonons reported in Table VI of Ref. ). In all cases we considered zero-order intervalley phonons in our model (a more realistic model must consider first order intervalley phonons in the way discussed in Ref. ). Electron transitions due to the interaction with “$`f`$” intervalley phonons from $`\mathrm{\Delta }_2`$ valleys up to $`\mathrm{\Delta }_4`$ valleys is formally switched on at $`t=0`$ and the DF in each of the $`\mathrm{\Delta }_2`$ valleys evolves in time by the approximate law $`\frac{df}{dt}=f/\tau _f`$ , where $`\tau _f`$ and the corresponding expressions for $`n_f(T)`$ and $`C_f`$ are obtained from Eqs.(8), (9) and (10) by means of the formal substitution: $`gf`$ and $`ϵϵ\mathrm{\Delta }E`$.
After a time $`\tau `$ has elapsed, we obtain the result
$$f(E,\tau )=f(E)\mathrm{exp}\left[\tau /\tau _f(E)\right],$$
(14)
where $`f(E)`$ represents the DF without taking the $`\mathrm{\Delta }_2`$-$`\mathrm{\Delta }_4`$ intervalley scattering into account. Of course, this is just a rough estimation of the effect and we are actually neglecting the inverse intervalley process (from $`\mathrm{\Delta }_4`$ to $`\mathrm{\Delta }_2`$ valleys). Due to the weakness of the effect, we shall assume that this procedure is satisfactory. For the parameter $`\tau `$ in Eq. (14), we make the reasonable estimate
$$\tau =\frac{1}{eF}\left[\frac{m_t\mathrm{}\omega _f}{2n_f(T)+1}\right]^{1/2}.$$
(15)
## III Calculation of the distribution function
From Eq. (5), with the explicit application of Eqs. (7) and (12), we are led to the DF for $`\mathrm{\Delta }_2`$ valleys without the consideration of the $`\mathrm{\Delta }_2`$-$`\mathrm{\Delta }_4`$ intervalley scattering process. The final result is
$$f_j(E)=E^{A_j}(1+\alpha E)^{B_j}\mathrm{exp}(\beta _tEP_j(E,T)),j=1,\mathrm{\hspace{0.17em}2},$$
(16)
where $`A_j`$ and $`B_j`$ are parameters (dependent on $`T`$ and $`F`$) and $`P_j(E,T)`$ is a polynomial in $`E`$. This structure is far from the Maxwellian one. The DF describes a stationary non-equilibrium configuration where an electron temperature $`T_e`$ cannot be defined. In Eq. (16) we shall measure all energies in units of $`\mathrm{}\omega _g`$ and
$$\beta _t=\frac{3m_tm_d^3D_g^4}{4\pi ^2\rho ^2\mathrm{}^4e^2F^2}.$$
(17)
For $`E<1`$ we obtain
$`A_1`$ $`=`$ $`\beta _t(n_g(T))^2(1+E_0)(1+2E_0)^2`$ (18)
$`B_1`$ $`=`$ $`\beta _t(n_g(T))^2(E_01)(E_01/2)^2`$ (19)
$`P_1(E,T)`$ $`=`$ $`(n_g(T))^2{\displaystyle \underset{i=0}{\overset{4}{}}}a_{i1}E^i,`$ (20)
where the $`a_{i1}`$ are coefficients explicitly dependent on $`E_0=\mathrm{}\omega _g\alpha `$. For $`E>1`$ the following result is obtained
$`A_2`$ $`=`$ $`\beta _t\left[(n_g(T))^22(1+8E_0^2)(2n_g(T)+1)(4E_0^38E_0^2+5E_01)\right]`$ (21)
$`B_2`$ $`=`$ $`\beta _t\left[(n_g(T))^22(8E_0^2+1)+(2ng(T)+1)(4E_0^3+8E_0^2+5E_0+1)\right]`$ (22)
$`P_2(E,T)`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{4}{}}}a_{i2}E^i,`$ (23)
where the coefficients $`a_{i2}`$ are now dependent on $`T`$ through $`n_g(T)`$. All the coefficients $`a_{ij}`$ are given in Table I.
In the interval $`E>1`$ we must distinguish three subintervals: $`1<E<\mathrm{\Delta }EE_f`$, $`\mathrm{\Delta }EE_f<E<\mathrm{\Delta }E+E_f`$ and $`E>\mathrm{\Delta }E+E_f`$, where $`E_f=\mathrm{}\omega _f/\mathrm{}\omega _g`$. In the latter two subintervals, the DF shall be given by
$$f_j(E,\tau )=f_2(E)\mathrm{exp}[\tau /\tau _f(E)],j=3,4,$$
(24)
in correspondence with our approach to intervalley transitions between $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ valleys.
Once we have determined the DF, we can calculate the electron average energy by the expression
$$E_{av}=\left\{Ef(E)N(E)\right\}𝑑E/\left\{f(E)N(E)\right\}𝑑E.$$
(25)
In Eq. (25) we just consider $`\mathrm{\Delta }_2`$ valleys, i.e., we assume the $`\mathrm{\Delta }_4`$ valleys essentially deprived of carriers, an approximation that seems acceptable if the applied electric field is not extremely large. Moreover, in Eq. (25) we should be careful in partitioning the integration into the four energy subintervals mentioned above.
Another important quantity is the drift velocity $`v_d`$ given by
$$v_d=\frac{2eF}{3m_t}\left\{\frac{\gamma (E)\tau _g(E)}{(\gamma ^{}(E))^2}\left[\frac{df}{dE}\right]N(E)\right\}𝑑E/\left\{f(E)N(E)\right\}𝑑E.$$
(26)
In Eq. (26) we must partition the integration in the same way as in Eq. (25). We just considered the drift velocity from electrons in the $`\mathrm{\Delta }_2`$ valleys.
## IV Discussion of results
By direct application of the theory developed in the foregoing sections, we have made numerical calculations of the average electron energy $`E_{av}`$ and the electron drift velocity $`v_d`$ as functions of the temperature $`T`$ and dc electric field $`F`$. Our results are essentially valid for high temperatures as far as intravalley acoustic phonon scattering was ignored. As it was remarked in Sec. I, the FPA is applicable for high electric fields, when the condition $`E_{av}>>\mathrm{}\omega `$ fulfils . In the examined Si/GeSi DHS, we take into account the relatively large energy shift between valleys $`\mathrm{\Delta }_2`$ and $`\mathrm{\Delta }_4`$ and consider that just the $`\mathrm{\Delta }_2`$ valley is substantially populated by carriers. Hence, intervalley transitions between valleys $`\mathrm{\Delta }_2`$-$`\mathrm{\Delta }_4`$ are assumed to be weak processes and treated within a relatively coarse approximation. As it was discussed in the previous sections, such transitions are actually beyond the scope of standard FPA. All numerical parameters used in computations were taken from Ref. and also shown in Sec. III.
In Fig. 1 we show our results for the average electron energy $`E_{av}`$ as a function of electric field $`F`$ for $`T=300`$ K. Two values of $`\mathrm{\Delta }E`$ were considered: $`0.4`$ and $`0.1`$ eV. As expected, the results show a rather weak dependence on $`\mathrm{\Delta }E`$. The involved carrier energies are large enough, thus ensuring the applicability of the FPA. After comparison of Fig. 1 with Fig. 1(a) of Ref. , we can see that a reasonable agreement was actually achieved. It is important to notice that just one fitting parameter was applied in the $`\beta _t`$ of Eq. (17), which could be related to the overlapping integral describing the electron-phonon scattering probabilities. This overlapping integral was assumed unity in the general formulas of Sec. II, but actually it differs from unity when intervalley phonons are present. The linear behavior of $`E_{av}`$ for $`F5`$ kV/cm should not be realistic because the FPA is not valid in the low-field regime as discussed exhaustively in previous works.
In Fig. 2 we present the drift velocity $`v_d`$ as a function of the electric field for $`T=300`$ K. The continuous curve represents our calculations, while the dots were taken from Fig. 2(a) of Ref. . We just considered the case $`\mathrm{\Delta }E=0.2`$ eV. As a matter of fact, the curves for different values of $`\mathrm{\Delta }E`$ are almost coincident (in close agreement with the results shown in Ref. ) as can be expected from general physical grounds. For lower electric fields our results deviate from those of Ref. , a reasonable result taking into account that the FPA is valid for high electric fields. However, for very high electric fields ($`F>80`$ kV/cm) we again notice an increasing deviation from the Monte Carlo results of Ref. . The FPA is not able to describe the saturation value of $`v_d`$ in the very high electric field region. On the contrary, it is obtained a decreasing behavior of the drift velocity at a rate that becomes much higher as higher is the field. In our present treatment (as well as in that of Ref. ) negative differential mobilities are out of question as far as the contributions of electrons from the $`\mathrm{\Delta }_4`$ valleys are not considered. As a final remark, we should notice a very good agreement with the results of Ref. for a wide interval of electric fields.
In Fig. 3 we show the same plots as those of Fig. 2, but now for $`T=77`$ K. From a simple glance at Fig. 3, it is obvious that for such a low temperature the agreement between the FPA and the Monte Carlo results of Ref. (Fig. 2(b)) is much worse. As it was discussed before, we have ignored intravalley acoustic phonons. Even though this is not a limitation of the FPA itself, it is a difficult task to include them in the calculations. Furthermore, at low temperatures, quantum effects should become relevant and a quantum approach should be required. Hence, we stress that the FPA results are reliable just for high temperatures.
In this work we have compared our results with those from Monte Carlo simulations. Other possible comparisons could be done. For instance, we could compare with Fig. 3 of Ref. or Ref.. But all these results are in accordance with themselves and nothing essential would be added. Our results are also comparable to those of Ref. , where size quantization was examined. As it was said before, size quantization is of relevance when the carrier energies are low enough (this is the case of low field transport as discussed in Ref. ), but for the high carrier energies involved in high field transport, size quantization becomes irrelevant. In the revised literature we have not found available experimental data for this kind of system. As a general remark, we conclude that the FPA leads to results in acceptable agreement with those of Monte Carlo simulations in those intervals of temperature and electric fields where it is supposed to be valid. This conclusion is true in spite of the more or less coarse simplifications we have to face within the limits of this method. However, if wider intervals of electric fields or more accurate treatment is required, Monte Carlo simulations or some other equivalent numerical procedure should be necessary.
## V Acknowledgments
We acknowledge financial support from Fundação de Amparo à Pesquisa de São Paulo (FAPESP). F.C. is grateful to Departamento de Física, Universidade Federal de São Carlos, for hospitality.
FIGURES
FIG. 1. Average electron energy ( in eV) as a function of the electric field for $`T=300`$ K. Two values of $`\mathrm{\Delta }E`$ are examined: $`0.4`$ and $`0.1`$ eV.
FIG. 2. Drift velocity as a function of the electric field for $`T=300`$ K. Our results are represented by the continuous while the dots were taken from Monte Carlo simulations of Ref. . We have set $`\mathrm{\Delta }E=0.2`$ eV.
FIG. 3. Same as in Fig. 2 for $`T=77`$ K. The dots are Monte Carlo results from Ref. . As one can see the agreement is now much worse. |
warning/0001/math-ph0001016.html | ar5iv | text | # 1 Introduction
## 1 Introduction
We consider a model of heat conduction introduced in . In this model a finite non-linear chain of $`n`$ $`d`$-dimensional oscillators is coupled to two Hamiltonian heat reservoirs initially at different temperatures $`T_L`$,$`T_R`$, and each of which is is described by a $`d`$-dimensional wave equation. A natural goal is to obtain a usable expression for the invariant (marginal) state of the chain analogous to the Boltzmann-Gibbs prescription $`\mu =Z^1\mathrm{exp}(H/T)`$ which one has in equilibrium statistical mechanics. What we show here is that the invariant state $`\mu `$ describing steady state energy flow through the chain is asymptotic to the expression $`\mathrm{exp}(W^{(\eta )}/T)`$ to leading order in the mean temperature $`T`$, $`T0`$, where the action $`W^{(\eta )}`$, defined on phase space, is obtained from an explicit variational principle. The action $`W^{(\eta )}`$ depends on the temperatures only through the parameter $`\eta =(T_LT_R)(T_L+T_R)`$. As one might anticipate, in the limit $`\eta 0`$, $`W^{(\eta )}`$ reduces to the chain Hamiltonian plus a residual term from the bath interaction, i.e., $`\mathrm{exp}(W^{(\eta )}/T)`$ becomes the Boltzmann-Gibbs expression. We remark that the variational principle for $`W^{(\eta )}`$ here certainly has analogues in more complicated arrays of oscillators, plates with multiple thermo-coupled baths, etc. The validity of this variational principle in more complex systems, as well as the physical phenomena to be deduced from $`W^{(\eta )}`$ are questions which remain to be explored.
Turning to the physical model at hand, we assume that the Hamiltonian $`H(p,q)`$ of the isolated chain is assumed to be of the form
$`H(p,q)`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{p_i^2}{2}}+{\displaystyle \underset{i=1}{\overset{n}{}}}U^{(1)}(q_i)+{\displaystyle \underset{i=1}{\overset{n1}{}}}U^{(2)}(q_iq_{i+1}),`$
$``$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{p_i^2}{2}}+V(q),`$ (1)
where $`q_i`$ and $`p_i`$ are the coordinate and momentum of the $`i`$-th particle, and where $`U^{(1)}`$ and $`U^{(2)}`$ are $`𝒞^{\mathrm{}}`$ confining potentials, i.e. $`lim_{|q|\mathrm{}}V(q)=+\mathrm{}`$.
The coupling between the reservoirs and the chain is assumed to be of dipole approximation type and it occurs at the boundary only: the first particle of the chain is coupled to one reservoir and the n-th particle to the other heat reservoir. At time $`t=0`$ each reservoir is assumed to be in thermal equilibrium, i.e., the initial conditions of the reservoirs are distributed according to (Gaussian) Gibbs measure with temperature $`T_1=T_L`$ and $`T_n=T_R`$ respectively. Projecting the dynamics onto the phase space of the chain results in a set of integro-differential equations which differ from the Hamiltonian equations of motion by additional force terms in the equations for $`p_1`$ and $`p_n`$. Each of these terms consists of a deterministic integral part independent of temperature and a Gaussian random part with covariance proportional to the temperature. Due to the integral (memory) terms, the study of the long-time limit is a difficult mathematical problem (see for the study of such systems in the case of a single reservoir). But by a further appropriate choice of couplings, the integral parts can be treated as auxiliary variables $`r_1`$ and $`r_n`$, the random parts become Markovian. Thus we obtain (see for details) the following system of Markovian stochastic differential equations on the extended phase space $`𝐑^{2dn+2d}`$: For $`x=(p,q,r)`$
$`\dot{q}_1`$ $`=`$ $`p_1,`$
$`\dot{p}_1`$ $`=`$ $`_{q_1}V(q)+r_1,`$
$`\dot{q}_j`$ $`=`$ $`p_j,`$
$`\dot{q}_j`$ $`=`$ $`_{q_j}V(q),j=2,\mathrm{},n1,`$
$`\dot{q}_n`$ $`=`$ $`p_n,`$
$`\dot{q}_n`$ $`=`$ $`_{q_n}V(q)+r_n,`$
$`dr_1`$ $`=`$ $`\gamma (r_1\lambda ^2q_1)dt+(2\gamma \lambda ^2T_1)^{1/2}dw_1,`$
$`dr_n`$ $`=`$ $`\gamma (r_n\lambda ^2q_1)dt+(2\gamma \lambda ^2T_n)^{1/2}dw_n,`$ (2)
In Eq. (2), $`w_1(t)`$ and $`w_n(t)`$ are independent $`d`$-dimensional Wiener processes, and $`\lambda ^2`$ and $`\gamma `$ are constants describing the couplings.
It will be useful to introduce a generalized Hamiltonian $`G(p,q,r)`$ on the extended phase space, given by
$$G(p,q,r)=\underset{i=1,n}{}\left(\frac{r_i^2}{2\lambda ^2}r_iq_i\right)+H(p,q),$$
(3)
where $`H(p,q)`$ is the Hamiltonian of the isolated systems of oscillators given by (1). We also introduce the parameters $`\epsilon `$ (the mean temperature of the reservoirs) and $`\eta `$ (the relative temperature difference):
$$\epsilon =\frac{T_1+T_n}{2},\eta =\frac{T_1T_n}{T_1+T_n}.$$
(4)
Then Eq. (2) takes the form
$`\dot{q}`$ $`=`$ $`_pG,`$
$`\dot{p}`$ $`=`$ $`_qG,`$
$`dr`$ $`=`$ $`\gamma \lambda ^2_rGdt+\epsilon ^{1/2}(2\gamma \lambda ^2D)^{1/2}dw,`$ (5)
where $`p=(p_1,\mathrm{},p_n)`$, $`q=(q_1,\mathrm{},q_n)`$, $`r=(r_1,r_n)`$ and where $`D`$ is the $`2d\times 2d`$ matrix given by
$$D=\left(\begin{array}{cc}1+\eta & 0\\ 0& 1\eta \end{array}\right).$$
(6)
The function $`G`$ is a Liapunov function, non-increasing in time, for the deterministic part of the flow (5). If the system is in equilibrium, i.e, if $`T_1=T_n=\epsilon `$ and $`\eta =0`$, it is not difficult to check that the generalized Gibbs measure
$$\mu _\epsilon =Z^1\mathrm{exp}(G(p,q,r)/\epsilon ),$$
(7)
is an invariant measure for the Markov process solving Eq. (5).
If the temperature of the reservoirs are not identical, no explicit formula for the invariant measure $`\mu _{T_1,T_n}`$ can be given, in general. It is the goal of this paper to provide a variational principle for the leading asymptotic form for $`\mu _{T_1,T_n}`$, at low temperature, $`\epsilon 0`$. To suggest what $`\mu _{T_1,T_n}`$ looks like, we observe that a typical configuration of a reservoir has infinite energy, therefore the reservoir does not only acts as a sink of energy but true fluctuations can take place. The physical picture is as follows: the system spends most of the time very close to the critical set of $`G`$ (in fact close to a stable equilibrium) and very rarely (typically after an exponential time) an excursion far away from the equilibria occurs. This picture brings us into the framework of rare events, hence into the theory of large deviations and more specifically the Freidlin-Wentzell theory of small random perturbations of dynamical systems.
In the following we employ notation which is essentially that of . Let $`𝒞([0,T])`$ denote the Banach space of continuous functions (paths) with values in $`𝐑^{2d(n+1)}`$ equipped with the uniform topology. We introduce the following functional $`I_{x,T}^{(\eta )}`$ on the set of paths $`𝒞([0,T])`$: If $`\varphi (t)=(p(t),q(t),r(t))`$ has one $`L^2`$-derivative with respect to time and satisfies $`\varphi (0)=x`$ we set
$$I_{x,T}^{(\eta )}(\varphi )=\frac{1}{4\gamma \lambda ^2}_0^T(\dot{r}+\gamma \lambda ^2_rG)D^1(\dot{r}+\gamma \lambda ^2_rG)𝑑t,$$
(8)
if
$$\dot{q}(t)=_pG(\varphi (t)),\dot{p}(t)=_qG(\varphi (t)),$$
(9)
and $`I_{x,T}^{(\eta )}(\varphi )=+\mathrm{}`$ otherwise. Notice that $`I_{x,T}^{(\eta )}(\varphi )=0`$ if and only if $`\varphi (t)`$ is a solution of Eq. (5) with the temperature $`\epsilon `$ set equal to zero. The functional $`I_{x,T}^{(\eta )}`$ is called a rate function and it describe, in the sense of large deviation, the probability of the path $`\varphi `$: roughly speaking, as $`\epsilon 0`$, the asymptotic probability of the path $`\varphi `$ is given by
$$\mathrm{exp}\left(I_{x,T}^{(\eta )}(\varphi )/\epsilon \right).$$
(10)
For $`x,y𝐑^{2d(n+1)}`$ we define $`V^{(\eta )}(x,y)`$ as
$$V^{(\eta )}(x,y)=\underset{T>0}{inf}\underset{\varphi :\varphi (T)=y}{inf}I_{x,T}^{(\eta )}(\varphi ),$$
(11)
and for any sets $`B`$, $`C𝐑^{2d(n+1)}`$ we set
$$V^{(\eta )}(B,C)=\underset{xB;yC}{inf}V^{(\eta )}(x,y).$$
(12)
The function $`V^{(\eta )}(x,y)`$ represents, roughly speaking, the cost to bring the system from $`x`$ to $`y`$ (in an arbitrary amount of time). We introduce an equivalence relation on the phase space $`𝐑^{2d(n+1)}`$: we say $`xy`$ if $`V^{(\eta )}(x,y)=V^{(\eta )}(y,x)=0`$. We divide the critical set $`K=\{x;G(x)=0\}`$ (about which the invariant measure concentrates) according to this equivalence relation: we have $`K=_iK_i`$ with $`xy`$ if $`xK_i,yK_i`$ and $`x\sim ̸y`$ if $`xK_i,yK_j`$, $`ij`$.
Our first assumption is on the existence of an invariant measure, the structure of the set $`K`$ and the dynamics near temperature zero. Let $`\rho >0`$ be arbitrary and denote $`B(\rho )`$ the $`\rho `$-neighborhood of $`K`$ and let $`\tau _\rho `$ be the first time the Markov process $`x(t)`$ which solves (5) hits $`B(\rho )`$.
* K1 The process $`x(t)`$ has an invariant measure. The critical set $`A`$ of the generalized Hamiltonian $`G`$ can be decomposed into a finite number of inequivalent compact sets $`K_i`$. Finally, for any $`\epsilon _0>0`$, the expected hitting time $`E_x(\tau _\rho )`$ of the diffusion with initial condition $`x`$ is bounded uniformly for $`0\epsilon \epsilon _0`$.
###### Remark 1.1
The assumption K1 ensures that the dynamics is sufficiently confining in order to apply large deviations techniques to study the invariant measure.
###### Remark 1.2
The assumptions used in to prove the existence of an invariant measure imply the assumption made on the structure of the critical set $`A`$. But it is not clear that they imply the assumptions made on the hitting time. We will merely assume the validity of condition K1 in this paper. Its validity can be established by constructing Liapunov-like functions for the model. Such methods allow as well to prove a fairly general theorem on the existence of invariant measures for Hamiltonian coupled to heat reservoirs (under more general conditions that in ) and will be the subject of a separate publication .
Our second condition is identical to condition H2 of .
* K2 The 2-body potential $`U^{(2)}(q)`$ is strictly convex.
###### Remark 1.3
The condition K2 will be important to establish various regularity properties of $`V^{(\eta )}(x,y)`$. It will allow to imply several controllability properties of the control system associated with the stochastic differential equations (5).
Following , we consider graphs on the set $`\{1,\mathrm{},L\}`$. A graph consisting of arrows $`mn`$, ($`m\{1,\mathrm{},L\}\{i\}`$, $`m\{1,\mathrm{},L\}`$), is called a $`\{i\}`$-graph if
1. Every point $`j`$, $`ji`$ is the initial point of exactly one arrow.
2. There are no closed cycles in the graph.
We denote $`G\{i\}`$ the set of $`\{i\}`$-graphs. The weight of the set $`K_i`$ is defined by
$$W^{(\eta )}(K_i)=\underset{gG(\{i\})}{\mathrm{min}}\underset{mng}{}V^{(\eta )}(K_m,K_n).$$
(13)
Our main result is the following:
###### Theorem 1.4
Under the conditions K1 and K2 the invariant measure $`\mu _{T_1,T_n}=\mu _{\epsilon ,\eta }`$ of the Markov process (5) has the following asymptotic behavior: For any open set $`D`$ with compact closure and sufficiently regular boundary
$$\underset{\epsilon 0}{lim}\epsilon \mathrm{log}\mu _{\epsilon ,\eta }(D)=\underset{xD}{inf}W^{(\eta )}(x),$$
(14)
where
$$W^{(\eta )}(x)=\underset{i}{\mathrm{min}}\left(W^{(\eta )}(K_i)+V^{(\eta )}(K_i,x)\right)\underset{j}{\mathrm{min}}W^{(\eta )}(K_j).$$
(15)
In particular, if $`\eta =0`$, then
$$W^{(0)}(x)=G(x)\underset{x}{\mathrm{min}}G(x).$$
(16)
The function $`W^{(\eta )}(x)`$ satisfies the bound, for $`\eta 0`$,
$$(1+\eta )^1\left(G(x)\underset{x}{\mathrm{min}}G(x)\right)W^{(\eta )}(x)(1\eta )^1\left(G(x)\underset{x}{\mathrm{min}}G(x)\right).$$
(17)
and a similar bound for $`\eta 0`$.
###### Remark 1.5
Eqs. (16) and (17) imply that $`\mu _{\epsilon ,\eta }`$ reduces to the Boltzmann-Gibbs expression $`\mu _\epsilon \mathrm{exp}(G/\epsilon )`$ for $`\eta 0`$ in the low temperature limit. Of course, at $`\eta =0`$, they are actually equal at all temperatures $`\epsilon `$. Moreover these equations imply that the relative probability $`\mu _{\epsilon ,\eta }(x)/\mu _{\epsilon ,\eta }(y)`$ is (asymptotically) bounded above and below by
$$\mathrm{exp}\left[\frac{G(x)}{\epsilon (1\pm \eta )}\frac{G(y)}{\epsilon (1\eta )}\right],$$
(18)
so that no especially hot or cold spots develop for $`\eta 0`$.
###### Remark 1.6
The theorem draws heavily from the large deviations theory of Freidlin-Wentzell . But the theory was developed for stochastic differential equations with a non-degenerate (elliptic) generator, but for Eq. (5) this is not the case since the random force acts only on $`2d`$ of the $`2d(n+1)`$ variables. A large part of this paper is devoted to simply extending Freidlin-Wentzell theory to a class of Markov processes containing our model. Degenerate diffusions have been considered in but under too stringent conditions and also in but with conditions quite different from ours. We also note that the use of Freidlin-Wentzell theory in non-equilibrium statistical mechanics has been advocated in particular by Graham (see and references therein). In these applications to non-equilibrium statistical mechanics, as in , the models are mostly taken as mesoscopic: the variables of the system describe some suitably coarse-grained quantities, which fluctuate slightly around their average values. In contrast to these models, ours is entirely microscopic and derived from first principles and the small-noise limit is seen as a low-temperature limit.
Finally we relate the large deviation functional to a kind of entropy production. As in we define this entropy production $`\mathrm{\Sigma }`$ by
$$\mathrm{\Sigma }=\frac{F_1}{T_1}\frac{F_n}{T_n},$$
(19)
where
$`F_1(p,q,r)`$ $`=`$ $`p_1(r_1\lambda ^2q_1)=\lambda ^2p_1_{r_1}G(p,q,r),`$
$`F_n(p,q,r)`$ $`=`$ $`p_n(r_n\lambda ^2q_n)=\lambda ^2p_n_{r_n}G(p,q,r),`$ (20)
are the energy flows from the chain to the respective reservoirs. In it is shown that $`\mu _{T_1,T_n}(\mathrm{\Sigma })0`$ and $`\mu _{T_1,T_n}(\mathrm{\Sigma })=0`$ if and only if $`T_1=T_n`$. This implies that, in the stationary state, energy is flowing from the hotter reservoir bath to the colder one. With the parameters $`\epsilon `$ and $`\eta `$ as defined in (4) we define $`\mathrm{\Theta }`$ by
$$\frac{1}{\epsilon }\mathrm{\Theta }=\mathrm{\Sigma }=\frac{1}{\epsilon }\left(\frac{F_1}{1+\eta }\frac{F_n}{1\eta }\right).$$
(21)
In order to show the relation between the rate function $`I_{x,T}`$ and the entropy production $`\mathrm{\Sigma }`$, we introduce the time-reversal $`J`$, which is the involution on the phase space $`𝐑^{2d(n+1)}`$ given by $`J(p,q,r)=(p,q,r)`$. The following shows that the value of the rate function of a path $`\varphi `$ between $`x`$ and $`y`$ and is equal (up to a boundary term) to the value of the rate function of the the time reversed path $`\stackrel{~}{\varphi }`$ between $`Jy`$ and $`Jx`$ minus the entropy produced along this path.
###### Proposition 1.7
Let $`\varphi (t)𝒞([0,T])`$ with $`\varphi (0)=x`$ and $`\varphi (T)=y`$. Either $`I_{x,T}^{(\eta )}(\varphi )=+\mathrm{}`$ or we have
$`I_{x,T}^{(0)}(\varphi )`$ $`=`$ $`I_{Jy,T}^{(0)}(\stackrel{~}{\varphi })+G(y)G(x),\mathrm{if}\eta =0,`$
$`I_{x,T}^{(\eta )}(\varphi )`$ $`=`$ $`I_{Jy,T}^{(\eta )}(\stackrel{~}{\varphi })+R(y)R(x){\displaystyle _0^T}\mathrm{\Theta }(\varphi (s))𝑑s,\mathrm{if}\eta 0,`$ (22)
where $`\mathrm{\Theta }`$ is defined in Eq. (21) and $`R(x)=(1+\eta )^1(\lambda ^1r_1\lambda q_1)^2+(1\eta )^1(\lambda ^1r_n\lambda q_n)^2`$.
The identities given in Proposition 1.7 are an asymptotic version of identities which appear in various forms in the literature. These identities are the basic ingredient needed for the proof of the Gallavotti-Cohen fluctuation theorem for stochastic dynamics and appear as well in the Jarsynski non-equilibrium work relation .
The paper is organized as follows: In Section 2 we recall the large deviation principle for the paths of Markovian stochastic differential equation and using methods from control theory we prove the required regularities properties of the function $`V^{(\eta )}(x,y)`$ defined in Eq. (11). Section 3 is devoted to an extension of Freidlin-Wentzell results to a certain class of diffusions with hypoelliptic generators (Theorem 3.3): we give a set of conditions under which the asymptotic behavior of the invariant measure is proved. The result of Section 2 implies that our model, under Assumptions K1 and K2, satisfies the conditions of Theorem 3.3. In Section 4 we prove the equality (16) and the bound (17) which depend on the particular properties of our model.
## 2 Large deviations and Control Theory
In this section we first recall a certain numbers of concepts and theorems which will be central in our analysis: The large deviation principle for the sample path of diffusions introduced by Schilder for the Brownian motion and generalized to arbitrary diffusion by (see also ), and the relationship between diffusion processes and control theory, exemplified by the Support Theorem of Stroock and Varadhan . With these tools we then prove several properties of the dynamics for our model. We prove that “at zero temperature” the (deterministic) dynamics given by is dissipative: the $`\omega `$-limit set is the set of the critical point of $`G(p,q,r)`$. We also prove several properties of the control system associated to Eq. (5): a local control property around the critical points of $`G(p,q,r)`$ and roughly speaking a global “smoothness” property of the weight of the paths between $`x`$ and $`y`$, when $`x`$ and $`y`$ vary. The central hypothesis in this analysis is condition K2: this condition implies the hypoellipticity, , of the generator of the Markov semigroup associated to Eq. (5), but it implies in fact a kind of global hypoellipticity which will be used here to prove the aforementioned properties of the dynamics.
### 2.1 Sample Paths Large Deviation and Control Theory
Let us consider the stochastic differential equation
$$dx(t)=Y(x)dt+\epsilon ^{1/2}\sigma (x)dw(t),$$
(23)
where $`xX=𝐑^n`$, $`Y(x)`$ is a $`𝒞^{\mathrm{}}`$ vector field, $`w(t)`$ is an m-dimensional Wiener process and $`\sigma (x)`$ is a $`𝒞^{\mathrm{}}`$ map from $`𝐑^m`$ to $`𝐑^n`$. Let $`𝒞([0,T])`$ denote the Banach space of continuous functions with values in $`𝐑^n`$ equipped with the uniform topology. Let $`L^2([0,T])`$ denote the set of square integrable functions with values in $`𝐑^m`$ and $`H_1([0,T])`$ denote the space of absolutely continuous functions with values in $`𝐑^m`$ with square integrable derivatives. Let $`x_\epsilon (t)`$ denote the solution of (23) with initial condition $`x_\epsilon (0)=x`$. We assume that $`Y(x)`$ and $`\sigma (x)`$ are such that, for arbitrary $`T`$, the paths of the diffusion process $`x_\epsilon (t)`$ belong to $`𝒞([0,T])`$. We let $`P_x^\epsilon `$ denote the probability measure on $`𝒞([0,T])`$ induced by $`x_\epsilon (t)`$, $`0tT`$ and denote $`E_x^\epsilon `$ the corresponding expectation.
We introduce the rate function $`I_{x,T}(f)`$ on $`𝒞([0,T])`$ given by
$$I_{x,T}(f)=\underset{\{gH_1:f(t)=x+_0^TY(f(s))𝑑s+_0^T\sigma (f(s))\dot{g}(s)𝑑s\}}{inf}\frac{1}{2}_0^T|\dot{g}(t)|^2𝑑t,$$
(24)
where, by definition, the infimum over an empty set is taken as $`+\mathrm{}`$. The rate function has a particularly convenient form for us since it accommodates degenerate situations where $`\mathrm{rank}\sigma <n`$.
In , Corollary 5.6.15 (see also ) the following large deviation principle for the sample paths of the solution of (23) is proven. It gives a version of the large deviation principle which is uniform in the initial condition of the diffusion.
###### Theorem 2.1
Let $`x^\epsilon (t)`$ denote the solution of Eq. (23) with initial condition $`x`$. Then, for any $`x𝐑^n`$ and for any $`T<\mathrm{}`$, the rate function $`I_{x,T}(f)`$ is a lower semicontinuous function on $`𝒞([0,T])`$ with compact level sets (i.e. $`\{f;I_{x,T}(f)\alpha \}`$ is compact for any $`\alpha 𝐑`$). Furthermore the family of measures $`P_x^\epsilon `$ satisfy the large deviation principle on $`𝒞([0,T])`$ with rate function $`I_{x,T}(f)`$:
1. For any compact $`KX`$ and any closed $`F𝒞([0,T])`$,
$$\underset{\epsilon 0}{lim\; sup}\mathrm{log}\underset{xK}{sup}P_x(x_\epsilon F)\underset{xK}{inf}\underset{\varphi F}{inf}I_{x,T}(\varphi ).$$
(25)
2. For any compact $`KX`$ and any open $`G𝒞([0,T])`$,
$$\underset{\epsilon 0}{lim\; inf}\mathrm{log}\underset{xK}{inf}P_x(x_\epsilon G)\underset{xK}{sup}\underset{\varphi G}{inf}I_{x,T}(\varphi ).$$
(26)
Recall that for our model given by Eq. (5), the rate function takes the form given in Eqs. (8) and (9). We introduce further the cost function $`V_T(x,y)`$ given by
$$V_T(x,y)=\underset{\varphi 𝒞([0,T]):\varphi (T)=y}{inf}I_{x,T}(\varphi ).$$
(27)
Heuristically $`V_T(x,y)`$ describes the cost of forcing the system to be at $`y`$ at time $`T`$ starting from $`x`$ at time $`0`$. The function $`V(x,y)`$ defined in the introduction, Eq. (11) is equal to
$$V(x,y)=\underset{T>0}{inf}V_T(x,y),$$
(28)
and describes the minimal cost of forcing the system from $`x`$ to $`y`$ in an arbitrary amount of time.
The form of the rate function suggest a connection between large deviations and control theory. In Eq. (24), the infimum is taken over functions $`gH_1([0,T])`$ which are more regular than a path of the Wiener process. If we do the corresponding substitution in Eq. (23), we obtain an ordinary differential equation
$`\dot{x}(t)`$ $`=`$ $`Y(x(t))+\sigma (x(t))u(t),`$ (29)
where we have set $`u(t)=\epsilon ^{1/2}\dot{g}(t)L^2([0,T])`$. The map $`u`$ is called a control and the equation (29) a control system. We fix an arbitrary time $`T>0`$. We denote by $`\phi _x^u:[0,T]𝐑^n`$ the solution of the differential equations (29) with control $`u`$ and initial condition $`x`$. The correspondence between the stochastic system Eq. (23) and the deterministic system Eq. (29) is exemplified by the Support Theorem of Stroock and Varadhan . The support of the diffusion process $`x(t)`$ with initial condition $`x`$ on $`[0,T]`$, is, by definition, the smallest closed subset $`𝒮_x`$ of $`𝒞([0,T])`$ such that
$$P_x[x(t)𝒮_x]=\mathrm{\hspace{0.17em}1}.$$
(30)
The Support Theorem asserts that the support of the diffusion is equal to the set of solutions of Eq. (29) as the control $`u`$ is varied:
$$𝒮_x=\overline{\{\phi _x^u:uL^2([0,T])\}},$$
(31)
for all $`x𝐑^k`$. The control system (29) is said to be strongly completely controllable, if for any $`T>0`$, and any pair of points $`x,y`$, there exist a control $`u`$ such that $`\phi _x^u(0)=x`$ and $`\phi _x^u(T)=x`$. In it is shown that, under condition K2, the control system associated with the equation (5) is strongly completely controllable. This is an ergodic property and this implies, , uniqueness of the invariant measure (provided it exists). In terms of the cost function $`V_T(x,y)`$ defined in (27), strong complete controllability simply means that $`V_T(x,y)<\mathrm{}`$, for any $`T>0`$ and any $`x,y`$. The large deviation principle, Theorem 2.1, gives more quantitative information on the actual weight of paths between $`x`$ and $`y`$ in time $`T`$, in particular that the weight is $`\mathrm{exp}(\frac{1}{\epsilon }V_T(x,y))`$. As we will see below, these weights will determine completely the leading (exponential) behavior of the invariant measure for $`x_\epsilon (t)`$, $`\epsilon 0`$.
### 2.2 Dissipative properties of the dynamics
We first investigate the $`\omega `$-limit set of the dynamics “at temperature zero”, i.e, when both temperatures $`T_1`$, $`T_n`$ are set equal to zero in the equations of motion. In this case the dynamics is deterministic and, as the following result shows, dissipative.
###### Lemma 2.2
Assume condition K2. Consider the system of differential equations given by
$`\dot{q}_i`$ $`=`$ $`_{p_i}Gi=1,\mathrm{},n,`$
$`\dot{p}_i`$ $`=`$ $`_{q_i}Gi=1,\mathrm{},n,`$ (32)
$`\dot{r}_i`$ $`=`$ $`\gamma \lambda ^2_{r_i}Gi=1,n.`$
Then the $`\omega `$-limit set of the flow given by Eq.(32) is the set of critical points of the generalized Hamiltonian $`G(p,q,r)=_{j=1,n}(\lambda ^2r_j^2/2r_jq_j)+H(p,q)`$, i.e.,
$$A=\{x𝐑^{2d(n+1)}:G(x)=0\}.$$
(33)
Proof: As noted in the introduction $`G(x)`$ is a Liapunov function for the flow given by (32). A simple computation shows that
$`{\displaystyle \frac{d}{dt}}G(x(t))`$ $`=`$ $`\gamma \lambda ^2{\displaystyle \underset{i=1,n}{}}(\lambda ^2r_i(t)q_i(t))^2`$
$`=`$ $`\gamma \lambda ^2{\displaystyle \underset{i=1,n}{}}|_{r_i}G(x(t))|^2\mathrm{\hspace{0.17em}0}.`$ (34)
Therefore it is enough to show that the flow does not get “stuck” at some point of the hyper-surfaces $`(\lambda ^2r_i(t)q_i(t))^2=0,i=1,n`$ which does not belong to the set $`A`$.
Let us assume the contrary, i.e., that, for some trajectory and some times $`T_1<T_2`$ we have
$$G(x(t))=G(x(T_1))\mathrm{for}t[T_1,T_2].$$
(35)
We show that this implies that $`x(t)A`$, for $`t[T_1,T_2]`$. From Eqs. (34) and (35) we have, for $`t[T_1,T_2]`$, the identity
$$\lambda ^2r_1(t)q_1(t)=_{r_1}G(x(t))=\mathrm{\hspace{0.17em}0}.$$
(36)
Further, using Eq.(32), we obtain
$$0=\frac{d}{dt}(\lambda ^2r_1(t)q_1(t))=\gamma (\lambda ^2r_1(t)q_1(t))p_1(t)=p_1(t).$$
(37)
Thus we get
$$p_1(t)=_{p_1}G(x(t))=\mathrm{\hspace{0.17em}0}.$$
(38)
Since $`p_1(t)`$ is a constant,
$$0=\dot{p}_1(t)=_{q_1}G(x(t))=_{q_1}V(q(t))r_1(t),$$
(39)
and therefore
$$_{q_1}G(x(t))=\mathrm{\hspace{0.17em}0}.$$
(40)
Using that $`\lambda ^2r_1(t)q_1(t)=0`$ we can rewrite Eq. (39) as follows:
$$0=_{q_1}U^{(1)}(q_1(t))\lambda ^2q_1(t)+_{q_1}U^{(2)}(q_1(t)q_2(t)).$$
(41)
By the convexity condition on $`U^{(2)}`$, K2, $`U^{(2)}:𝐑^d𝐑^d`$ is a diffeomorphism with an inverse which we denote $`W`$. We can therefore solve Eq.(41) in terms of $`q_2`$ and we obtain
$$q_2(t)=q_1(t)W\left(\lambda ^2q_1(t)_{q_1}U^{(1)}(q_1(t))\right)F(q_1(t)).$$
(42)
From this we conclude that
$$p_2(t)=\dot{q}_2(t)=_{q_1}F(q_1(t))\dot{q}_1(t)=_{q_1}F(q_1(t))p_1(t)=\mathrm{\hspace{0.17em}0},$$
(43)
and thus
$$p_2(t)=_{p_2}G(x(t))=\mathrm{\hspace{0.17em}0}.$$
(44)
Proceeding by induction along the chain it is easy to see that if $`G(x(t))`$ is constant on the interval $`[T_1,T_2]`$, then one has
$$G(x(t))=\mathrm{\hspace{0.17em}0},$$
(45)
and therefore $`x(t)A`$. This concludes the proof of Lemma 33.
### 2.3 Continuity properties of $`V_T^{(\eta )}(x,y)`$
In the analysis of the asymptotic behavior of the invariant measure it will be important to establish certain continuity properties of the cost function $`V_T^{(\eta )}(x,y)`$. We prove first a global property: we show that for any time $`T`$, $`V_T^{(\eta )}(x,y)`$ as a map from $`X\times X𝐑`$ is everywhere finite and upper semicontinuous. Furthermore we need a local property of $`V_T^{(\eta )}(x,y)`$ near the $`\omega `$-limit set of the zero-temperature dynamics (see Lemma 33). We prove that if $`x`$ and $`y`$ are sufficiently close to this $`\omega `$-limit set then $`V_T^{(\eta )}(x,y)`$ is small. Both results are obtained using control theory and hypoellipticity.
###### Proposition 2.3
Assume condition K2. Then the functions $`V_T^{(\eta )}`$, for all $`T>0`$ and $`V^{(\eta )}`$ are upper semicontinuous maps : $`X\times X𝐑`$.
Proof: By definition $`V_T^{(\eta )}(y,z)`$ is given by
$$V_T^{(\eta )}(y,z)=inf\frac{1}{2}_0^T\underset{j=1,n}{}|u_j(t)|^2dt,$$
(46)
where the infimum in (46) is taken over all $`u=(u_1,u_n)L^2([0,T])`$ such that
$`\dot{q}`$ $`=`$ $`_pG,`$
$`\dot{p}`$ $`=`$ $`_qG,`$
$`\dot{r}`$ $`=`$ $`\gamma \lambda ^2_rG+(2\gamma \lambda ^2D)^{1/2}u,`$ (47)
with boundary conditions
$$(p(0),q(0),r(0))=y,(p(T),q(T),r(T))=z.$$
(48)
In other words, the infimum in (46) is taken over all controls $`u`$ which steer $`y`$ to $`z`$. For notational simplicity we let $`r_1=q_0`$ and $`r_n=q_{n+1}`$. Furthermore we set $`Q=(q_0,q_1,\mathrm{}q_n,q_{n+1})𝐑^{d(n+2)}`$ and $`P=(\dot{q}_1,\mathrm{},\dot{q}_n)𝐑^{dn}`$. The equations (47) take the form
$`\dot{q}_0`$ $`=`$ $`\gamma \lambda ^2_{q_0}G(q_0,q_1)+(2\gamma \lambda ^2(1+\eta ))^{1/2}u_1,`$
$`\ddot{q}_l`$ $`=`$ $`_{q_j}G(q_{l1},q_l,q_{l+1})l=1,\mathrm{},n,`$
$`\dot{q}_{n+1}`$ $`=`$ $`\gamma \lambda ^2_{q_{n+1}}G(q_n,q_{n+1})+(2\gamma \lambda ^2(1\eta ))^{1/2}u_n,`$ (49)
with boundary conditions
$$(P(0),Q(0))=y,(P(T),Q(T))=z.$$
(50)
By condition K2, $`_qU^{(2)}(q)`$ is a diffeomorphism. As a consequence the identity
$$\ddot{q}_l=_{q_l}G(q_{l1},q_l,q_{l+1})$$
(51)
can be solved for either $`q_{l1}`$ or $`q_{l+1}`$: there are smooth functions $`G_l`$ and $`H_l`$ such that
$`q_{l1}`$ $`=`$ $`G_l(q_l,\ddot{q}_l,q_{l+1}),`$ (52)
$`q_{l+1}`$ $`=`$ $`H_l(q_{l1},q_l,\ddot{q}_l).`$ (53)
Using this we rewrite now the equations in the following form: We assume for simplicity $`n`$ is an even number and we set $`j=n/2`$. (If $`n`$ is odd, take $`j=(n+1)/2`$ and up to minor modifications the argument goes as in the even case).
We rewrite Eq. (49) as follows: For the first $`j+1`$ equations we use Eq. (52) and find
$`u_1`$ $`=`$ $`{\displaystyle \frac{1}{(2\gamma \lambda ^2(1+\eta ))^{1/2}}}(\dot{q}_0+\gamma \lambda ^2_{q_0}G(q_0,q_1))G_0(q_0,\dot{q}_0,q_1),`$
$`q_l`$ $`=`$ $`G_{l+1}(q_{l+1},\ddot{q}_{l+1},q_{l+2})l=0,1,\mathrm{},j1.`$ (54)
For the remaining $`n+1j=j+1`$ equations we use Eq. (53) and obtain the equivalent equations
$`u_n`$ $`=`$ $`{\displaystyle \frac{1}{(2\gamma \lambda ^2(1\eta ))^{1/2}}}(\dot{q}_{n+1}+\gamma \lambda ^2_{q_{n+1}}G(q_n,q_{n+1}))`$
$``$ $`H_{n+1}(q_n,q_{n+1},\dot{q}_{n+1}),`$
$`q_l`$ $`=`$ $`H_{l1}(q_{l2},q_{l1},\ddot{q}_{l1})l=j+2,\mathrm{},n+1.`$ (55)
Obviously both sets of equations (54) and (55) can be solved iteratively to express $`u_1,q_0,\mathrm{},q_{j1}`$ and $`q_{j+2},\mathrm{},q_{n+1},u_n`$ as functions of only $`q_j`$, $`q_{j+1}`$ and a certain number of their derivatives. We note $`q^{[\alpha ]}=(q,q^{(1)},\mathrm{},q^{(\alpha )})`$ where $`q^{(k)}=d^kq/dt^k`$. From Eq. (54) we obtain, for some smooth functions $`I_0,\mathrm{}I_j`$, the set of equations
$`u_1`$ $`=`$ $`I_0(q_j^{[2j+1]},q_{j+1}^{[2j1]}),`$ (56)
$`q_k`$ $`=`$ $`I_{k+1}(q_j^{[2(jk)]},q_{j+1}^{[2(j1k)]}),k=0,1,\mathrm{},j1.`$ (57)
Similarly from Eq. (55), we find smooth functions $`J_0,\mathrm{}J_j`$ such that
$`q_k`$ $`=`$ $`J_{n+2k}(q_j^{[2(kj2)]},q_{j+1}^{[2(kj1)]})k=j+2\mathrm{},n+1.`$ (58)
$`u_n`$ $`=`$ $`J_0(q_j^{[2j1]},q_{j+1}^{[2j+1]}).`$ (59)
So far we have simply rewritten the differential equations of motion in an implicit form. From this we can draw the following conclusions. If $`(P(t),Q(t))`$ is a solution of Eq. (49) with given control $`u=(u_1,u_n)`$, then, using Eqs. (56) and (59) $`u`$ can be written as follows: there is a smooth function $`B`$ such that
$$u(t)=B(q_j^{[2j+1]}(t),q_{j+1}^{[2j+1]}(t)),$$
(60)
i.e., $`u`$ can be expressed as a function of the functions $`q_j`$, $`q_{j+1}`$ and their first $`2j+1`$ derivatives. Furthermore if $`(P(t),Q(t))`$ is a solution of Eq. (49), from Eqs. (57) and (58), we can express $`(P,Q)`$ as a function of $`q_j`$, $`q_{j+1}`$ and their first $`2j`$ derivatives. In particular this defines a map $`N:𝐑^{2d(n+1)}𝐑^{2d(n+1)}`$, where $`(P(t),Q(t))=N(q_j^{[2j+1]},q_{j+1}^{[2j+1]})`$ is given by
$`q_k`$ $`=`$ $`I_{k+1}(q_j^{[2(jk)]},q_{j+1}^{[2(j1k)]}),k=0,1,\mathrm{},j1,`$
$`\dot{q}_k`$ $`=`$ $`\dot{I}_{k+1}(q_j^{[2(jk)+1]},q_{j+1}^{[2(j1k)+1]}),k=1,\mathrm{},j1,`$
$`q_k`$ $`=`$ $`q_k,k=j,j+1,`$
$`\dot{q}_k`$ $`=`$ $`\dot{q}_k,k=j,j+1,`$
$`q_k`$ $`=`$ $`J_{n+2k}(q_j^{[2(kj2)]},q_{j+1}^{[2(kj1)]}),k=j+2\mathrm{},n+1,`$
$`\dot{q}_k`$ $`=`$ $`\dot{J}_{n+2k}(q_j^{[2(kj2)+1]},q_{j+1}^{[2(kj1)+1]}),k=j+2\mathrm{},n.`$ (61)
We now show that $`N`$ is a homeomorphism, by constructing explicitly its inverse. We use the equations of motion (49) to derive equations for $`q_j^{[2j]}`$ and $`q_{j+1}^{[2j]}`$. Differentiating repeatedly the equations with respect to time one inductively finds functions smooth functions $`K_0,\mathrm{}K_{2j}`$ and $`L_0,\mathrm{}L_{2j}`$ such that
$`q_j^{(k)}`$ $`=`$ $`K_k(q_0^{[0]},q_1^{[1]},\mathrm{},q_{j1}^{[1]},q_j^{[k2]},q_{j+1}^{[k2]}),k=0,\mathrm{},2j,`$ (62)
$`q_{j+1}^{(k)}`$ $`=`$ $`L_k(q_j^{[k2]},q_{j+1}^{[k2]},q_{j+2}^{[1]},\mathrm{},q_n^{[1]},q_{n+1}^{[0]}),k=0,1,\mathrm{},2j.`$ (63)
Eqs. (62) and (63) define inductively a smooth map $`M`$ from $`𝐑^{2d(n+1)}`$ to $`𝐑^{2d(n+1)}`$ given by
$$(q_j^{[2j]},q_{j+1}^{[2j]})=M(P,Q).$$
(64)
We have shown that if $`(P(t),Q(t))`$ is a solution of Eq. (49), then
$$(q_j^{[2j]}(t),q_{j+1}^{[2j]}(t))=M(P(t),Q(t)).$$
(65)
Since the solution of (49) is unique this shows that $`M`$ is the inverse of the map $`N`$ given by Eq. (61) and thus $`N`$ is a homeomorphism (in fact a diffeomorphism).
We have proven the following: The system of equations (49) with boundary data (50) is equivalent to equation (60) with the boundary data
$`(q_j^{[2j]}(0),q_{j+1}^{[2j]}(0))=M(y),(q_j^{[2j]}(T),q_{j+1}^{[2j]}(T))=M(z).`$ (66)
From this the assertion of the theorem follows easily: First we see that $`V_T^{(\eta )}(y,z)<\mathrm{}`$, for all $`T>0`$ and for all $`y,z`$. Indeed choose any sufficiently smooth curves $`q_j(t)`$ and $`q_{j+1}(t)`$ which satisfies the boundary conditions (66) and consider the $`u`$ given by Eq. (60). Then the function $`(P(t),Q(t))=M(q_j^{[2j]}(t),q_{j+1}^{[2j]}(t))`$ is a solution of Eq. (49) with boundary data (50) and with a control $`u(t)`$ given by (60) which steers $`y`$ to $`z`$.
In order to prove the upper semicontinuity of $`V_T^{(\eta )}(y,z)`$, let us choose some $`ϵ>0`$. By definition of $`V_T^{(\eta )}`$ there is a control $`u`$ which steers $`y`$ to $`z`$ along a path $`\varphi =\varphi ^u`$ such that
$$I_{y,T}(\varphi ^u)V_T^{(\eta )}(y,z)+ϵ/2,$$
(67)
and
$$u(t)=B(q_j^{[2j+1]}(t),q_{j+1}^{[2j+1]}(t)),$$
(68)
Using the smoothness of $`B`$, we choose curves $`\stackrel{~}{q}_j`$ and $`\stackrel{~}{q}_{j+1}`$ such that
$$\underset{t[0,T]}{sup}|q_j^{[2j+1]}\stackrel{~}{q}_j^{[2j+1]}|+|q_{j+1}^{[2j+1]}\stackrel{~}{q}_{j+1}^{[2j+1]}|\delta ,$$
(69)
and $`\delta `$ is so small that
$`\stackrel{~}{u}(t)=B(\stackrel{~}{q}_j^{[2j+1]},\stackrel{~}{q}_{j+1}^{[2j+1]}),`$ (70)
satisfies
$$\underset{t[0,T]}{sup}|u(t)\stackrel{~}{u}(t)|\sqrt{\frac{ϵ}{T}}.$$
(71)
We note $`\stackrel{~}{y}=M(\stackrel{~}{q}_j^{[2j]}(0),\stackrel{~}{q}_{j+1}^{[2j]}(0))`$ and $`\stackrel{~}{z}=N(\stackrel{~}{q}_j^{[2j]}(T),\stackrel{~}{q}_{j+1}^{[2j]}(T))`$ and $`\varphi ^u`$ the path along which the control $`u`$ steers the system, one obtains
$$|I_{y,T}(\varphi ^u)I_{\stackrel{~}{y},T}(\varphi ^{\stackrel{~}{u}})|\frac{ϵ}{2}.$$
(72)
By the continuity of the map $`N`$, we can choose $`\delta ^{}`$ so small that if $`|y\stackrel{~}{y}|+|z\stackrel{~}{z}|\delta ^{}`$, then
$`|q_j^{[2j]}(0)\stackrel{~}{q}_j^{[2j]}(0)|+|q_{j+1}^{[2j]}(0)\stackrel{~}{q}_{j+1}^{[2j]}(0)|`$
$`+|q_j^{[2j]}(T)\stackrel{~}{q}_j^{[2j]}(T)|+|q_{j+1}^{[2j]}(T)\stackrel{~}{q}_{j+1}^{[2j]}(T)|\delta .`$
Therefore for all such $`\stackrel{~}{y},\stackrel{~}{z}`$ we have
$$V_T^{(\eta )}(\stackrel{~}{y},\stackrel{~}{z})I_{\stackrel{~}{y},T}(\varphi ^{\stackrel{~}{u}})V_T^{(\eta )}(y,z)+ϵ.$$
(73)
This shows the upper semicontinuity of $`V_T^{(\eta )}(y,z)`$ and the upper semicontinuity of $`V^{(\eta )}(y,z)`$ follows easily from this. This concludes the proof of Lemma 2.3.
An immediate consequence of this Lemma is a bound on the cost function around critical points of the generalized Hamiltonian $`G`$.
###### Corollary 2.4
For any $`xA=\{y:G(y)=0\}`$ and any $`h>0`$ there is $`\delta >0`$ such that, if $`|yx|+|zx|\delta `$, then one has
$$V^{(\eta )}(y,z)h.$$
(74)
Proof: If $`xA`$, $`x`$ is a stationary point of the equation
$`\dot{q}`$ $`=`$ $`_pG,`$
$`\dot{p}`$ $`=`$ $`_qG,`$
$`\dot{r}`$ $`=`$ $`\gamma \lambda ^2_rG.`$ (75)
As a consequence the control $`u0`$ steers $`0`$ to $`0`$ and hence $`V^{(\eta )}(x,x)=0`$. The upper semicontinuity of $`V^{(\eta )}(y,z)`$ immediately implies the statement of the corollary.
###### Remark 2.5
This corollary slightly falls short of what is needed to obtain the asymptotics of the invariant measure. More detailed information about the geometry of the control paths around the stationary points is needed and will be proved in the next subsection.
### 2.4 Geometry of the paths around the stationary points
Let us consider a control system of the form
$$\dot{x}=Y(x)+\underset{i=1}{\overset{m}{}}X_i(x)u_i$$
(76)
where $`x𝐑^n`$, $`Y(x),X_i(x)`$ are smooth vector fields. We assume that $`Y(x),X_i(x)`$ are such that Eq. (76) has a unique solution for all time $`t>0`$. We want to investigate properties of the set which can be reached from a given point by allowing only controls with bounded size. The class of controls $`u`$ we consider is given by
$$𝒰_M=\{u\mathrm{piecewise}\mathrm{smooth},\mathrm{with}|u_i(t)|M,1im\}.$$
(77)
We denote $`Y_\tau ^M(x)`$ the set of points which can be reached from $`x`$ in time less than $`\tau `$ with a control $`u𝒰_M`$. We say that the control system is small-time locally controllable (STLC) at $`x`$ if $`Y_\tau ^M(x)`$ contains a neighborhood of $`x`$ for every $`\tau >0`$.
The following result is standard in control theory, see e.g. or for a proof.
###### Proposition 2.6
Consider the control system Eq. (76) with $`u𝒰_M`$. Let $`x_0`$ be an equilibrium point of $`Y(x)`$, i.e., $`Y(x_0)=0`$. If the linear span of the brackets
$$\mathrm{ad}^k(Y)(X_i)(x)i=1,\mathrm{},m,k=0,1,2,\mathrm{},$$
(78)
has rank $`n`$ at $`x_0`$ then Eq. (76) is STLC at $`x_0`$.
Proof: One proves Lemma 2.6 by linearizing around $`X_0`$ and using e.g. the implicit function theorem, see e.g. , Chapter 6, Theorem 1.
As a consequence of Lemma 2.6 and results obtained in one gets
###### Lemma 2.7
Consider the control system given by Eqs. (47) with $`u𝒰_M`$. Let $`x_0`$ be a critical point of $`G(x)`$. If condition K2 is satisfied, then the system (47) is STLC at $`x_0`$.
Proof: The property of small time local controllability is expressed as a condition that certain brackets generate the whole tangent space at some point $`x_0`$. This property is obviously related to the hypoellipticity of the generator of the Markov process (5) associated to the control system (47). The generator of the Markov process which solves $`dy(t)=Y(x)+_iX_i(x)dw_i(t)`$, where $`w_i(t)`$ is a $`1`$-dimensional process is given on sufficiently smooth functions by the differential operator $`L=(1/2)_i(X_i)(X_i)+Y`$. If $`Y(x)`$ and $`X_i(x)`$ are $`𝒞^{\mathrm{}}`$, then $`L`$ is hypoelliptic if the Lie algebra generated by $`Y(X)`$ and $`X_i(x)`$ generates the tangent space at each point $`x`$ . For the system of equations (5), it is proved in , that if condition K2 is satisfied, then the brackets
$$\mathrm{ad}^k(Y)(X_i)(x)i=1,\mathrm{},m,k=0,1,2,\mathrm{}$$
(79)
generates the tangent space at each point $`x`$, in particular at every critical point $`x_0`$, and therefore by Lemma 2.6, the control system Eq. (47) is STLC at $`x_0`$.
With these results we can derive the basic fact on the geometry of the control paths around equilibrium points of $`G(x)`$.
###### Proposition 2.8
Consider the control system given by (47). Let $`x_0`$ be a critical point of $`G(x)`$ and $`B(\rho )`$ the ball of radius $`\rho `$ centered at $`X_0`$. Then for any $`h>0`$, there are $`\rho ^{}>0`$ and $`\rho >0`$ with $`\rho <\rho ^{}/3`$ such that the following hold: For any $`x,yB(\rho )`$, there is $`T>0`$ and $`u𝒰_M`$ with
$$\varphi ^u(0)=x\varphi ^u(T)=y,$$
(80)
$$\varphi ^u(t)B(2\rho ^{}/3),t[0,T],$$
(81)
and
$$I_{x,T}(\varphi ^u)h.$$
(82)
Proof: Together with the control system (47), we consider the time-reversed system
$`\dot{\stackrel{~}{q}}`$ $`=`$ $`_pG,`$
$`\dot{\stackrel{~}{p}}`$ $`=`$ $`_qG,`$
$`\dot{\stackrel{~}{r}}`$ $`=`$ $`\gamma \lambda ^2_rG+(2\gamma \lambda ^2D)^{1/2}u.`$ (83)
Lemma 2.7 implies the STLC of the control system (47). Furthermore from Lemma 2.6 it is easy to see the control system (83) is STLC if and only if the control system (47) is. We note $`\varphi ^u`$ ($`\stackrel{~}{\varphi }^u`$) the solution of Eq. (47) (Eq. (83)) and $`Y_T^M(x)`$ ($`\stackrel{~}{Y}_T^M(x)`$) the set of reachable points for the control system (47) ((83)). Using the convexity of the set of values the control can assume and the continuous dependence of $`\varphi ^u`$ on $`u`$, it is easy to see (, Prop. 2.3.1) that $`Y_T^M(x)`$ is a compact set.
We choose now $`M`$ and $`T`$ such that $`M^2Th`$. Since $`Y_T^M(x)`$ and $`\stackrel{~}{Y}_T^M(x)`$ are compact, there is $`\rho ^{}>0`$ such that
$$Y_T^M(x),\stackrel{~}{Y}_T^M(x)B(2\rho ^{}/3).$$
(84)
Furthermore we may choose $`\rho ^{}`$ arbitrarily small by choosing $`M`$ and/or $`T`$ sufficiently small. By Lemma 2.7, both systems (47) and (83) are STLC and thus there is $`\rho >0`$ with $`\rho <\rho ^{}/3`$ and
$$B(\rho )Y_T^M(x),\stackrel{~}{Y}_T^M(x).$$
(85)
Therefore there are controls $`u_1,u_2𝒰_M`$ such that
$`\varphi ^{u_1}(0)=x_0,`$ $`\varphi ^{u_1}(T)=y,`$ (86)
$`\stackrel{~}{\varphi }^{u_2}(0)=x_0,`$ $`\stackrel{~}{\varphi }^{u_2}(T)=x.`$ (87)
By reversing the time, the trajectory $`\stackrel{~}{\varphi }^{u_2}(t)`$ yields a trajectory $`\varphi ^{u_2}(t)`$ with $`\varphi ^{u_2}(0)=x`$ and $`\varphi ^{u_2}(T)=x_0`$. Concatenating the trajectories $`\varphi ^{u_2}(t)`$ and $`\varphi ^{u_1}(t)`$ yields a path $`\varphi `$ from $`x`$ to $`y`$ which does not leave the ball $`B(2\rho ^{}/3)`$ and for which we have the estimate
$$I_{x,2T}(\varphi )=\frac{1}{2}_0^{2T}𝑑t|u(t)|^2M^2Th,$$
(88)
and this concludes the proof of Corollary 2.8.
## 3 Asymptotics of the invariant measure
In this section we prove an extension of Freidlin-Wentzell theory for a certain class of diffusion processes with hypoelliptic generators concerning the invariant measure. Such extensions, for the problem of the exit from a domain, exist, see , where a strong hypoellipticity condition is assumed which is not satisfied in our model and see also , where their assumption of small-time local controllability on the boundary of the domain is too strong for our purposes. Once the control theory estimates have been established, our proof follows rather closely the proof of Freidlin-Wentzell and the presentation of it given in with a number of technical modifications.
We consider a stochastic differential equation of the form
$$dx_\epsilon =Y(x_\epsilon )+\epsilon ^{1/2}\sigma (x_\epsilon )dw,$$
(89)
where $`xX=𝐑^n`$, $`Y(x)`$ is a $`𝒞^{\mathrm{}}`$ vector field, $`\sigma (x)`$ a $`𝒞^{\mathrm{}}`$ map from $`𝐑^m`$ to $`𝐑^n`$ and $`w(t)`$ a standard $`m`$-dimensional Wiener process. We view the stochastic process given by Eq. (89) as a small perturbation of the dynamical system
$$\dot{x}=Y(x).$$
(90)
We denote $`I_{x,T}()`$ the large deviation functional associated to Eq. (89) (see Eq. (24)) and denote $`V_T(x,y)`$ and $`V(x,y)`$ the cost functions given by (27) and (28). As in we introduce an equivalence relation $``$ on $`X`$ defined as follows: $`xy`$ if $`V(x,y)=V(y,x)=0`$.
Our assumptions on the diffusion process $`x_\epsilon (t)`$ are the following
* L0 The process $`x_\epsilon (t)`$ has an invariant measure $`\mu _\epsilon `$.
* L1 There is a finite number of compact sets $`K_1,K_2,\mathrm{}K_L`$ such that
1. For any two points $`x,y`$ belonging to the same $`K_i`$ we have $`xy`$.
2. If $`xK_i`$ , $`yK_j`$, with $`ij`$, then $`x\sim ̸y`$.
3. Every $`\omega `$-limit set of the dynamical system (90) is contained in $`K_i`$.
We let $`B(\rho )`$ denote the $`\rho `$ neighborhood of $`_iK_i`$ and $`\tau _\rho `$ the first time the diffusion $`x_\epsilon (t)`$ hits the set $`B(\rho )`$. We assume that for any $`\epsilon _0>0`$ the expected hitting time $`E_x(\tau _\rho )`$ of the diffusion with initial condition $`x`$ is bounded uniformly for $`0\epsilon \epsilon _0`$.
* L2 The diffusion process $`x_\epsilon (t)`$ has an hypoelliptic generator. Moreover, for any $`xK_i`$ the control system associated to Eq. (89) is small-time locally controllable.
* L3 The diffusion process is strongly completely controllable, i.e., for all $`T>0`$, $`V_T(x,y)<\mathrm{}`$ and, moreover, $`V_T(x,y)`$ is upper semicontinuous as a map from $`X\times X`$ to $`𝐑`$.
###### Remark 3.1
For the model we consider, condition which ensures that L0 holds are given in . For condition L1 we assume that the set of critical points of $`G(p,q,r)`$ is a compact set and item (iii) follows from Lemma 33. The bound on the expected hitting time will be proved in a separate publication . For condition L2, the hypoellipticity of the generator and the small-time local controllability follows from K2, see Lemmas 2.6, 2.7 and 2.8. Condition L3 is a consequence of condition K2, see Proposition 2.3.
###### Remark 3.2
Condition L2 is a local property of the dynamics and as such sufficient conditions can be given in terms of adequate Lie algebra. A simple sufficient condition for small-time local controllability was quoted and used in Section 2.4. More general sufficient conditions have been proved, see and references therein. condition L3 is a global condition on the dynamics and we are not aware of any general condition which would imply L3 (except of course ellipticity of the generator).
To describe the asymptotic behavior of the invariant measure $`\mu _\epsilon `$ we will need the following quantities. We let
$`V(K_i,K_j)`$ $`=`$ $`\underset{yK_i,zK_j}{inf}V(y,z),i,j=1,\mathrm{},L,`$ (91)
$`V(K_i,z)`$ $`=`$ $`\underset{yK_i}{inf}V(y,z),i=1,\mathrm{},L.`$ (92)
We set
$$W(K_i)=\underset{gG\{i\}}{\mathrm{min}}\underset{(mn)g}{}V(K_m,K_n),$$
(93)
where the set of $`\{i\}`$-graphs $`G\{i\}`$ is defined in the paragraph above Theorem 17. The asymptotics of the invariant measure is given by the function $`W(x)`$ given by
$$W(x)=\underset{i}{\mathrm{min}}\left(W(K_i)+V(K_i,x)\right)\underset{j}{\mathrm{min}}W(K_j).$$
(94)
We call a domain $`DX`$ regular, if the boundary of $`D`$, $`D`$ is a piecewise smooth manifold. Our main result is the following:
###### Theorem 3.3
Assume conditions L0-L3. Let $`D`$ be a regular domain with compact closure such that $`\mathrm{dist}(D,_iK_i)>0`$. Then the (unique) invariant measure $`\mu _\epsilon `$ of the process $`x_\epsilon (t)`$ satisfies
$$\underset{\epsilon 0}{lim}\epsilon \mathrm{ln}\mu _\epsilon (D)=\underset{zD}{inf}W(z).$$
(95)
In particular if there is a single critical set $`K`$ one has
$$\underset{\epsilon 0}{lim}\epsilon \mathrm{ln}\mu _\epsilon (D)=\underset{zD}{inf}V(K,z).$$
(96)
We first recall some general results on hypoelliptic diffusions obtained in , in particular a very useful representation of the invariant measure $`\mu _ϵ`$ in terms of embedded Markov chains, see Proposition 3.4 below. Then we prove the large deviations estimates. Let $`U`$ and $`V`$ be open subset of $`X`$ with compact closure with $`\overline{U}V`$. Below, $`U`$ and $`V`$ will be the disjoint union of small neighborhoods of the sets $`K_i`$. We introduce an increasing sequence of Markov times $`\tau _0,\sigma _0,\tau _1,\mathrm{}`$ defined as follows. We set $`\tau _0=0`$ and
$`\sigma _n`$ $`=`$ $`inf\{t>\tau _n:x_\epsilon (t)V\}`$ (97)
$`\tau _n`$ $`=`$ $`inf\{t>\sigma _{n1}:x_\epsilon (t)U\}`$ (98)
As a consequence of hypoellipticity and the strong complete controllability of the control problem associated to the diffusion $`x_\epsilon (t)`$ (condition L2 and L3) we have the following result proven in which extends to diffusions with hypoelliptic generators the characterization of invariant measures in terms of recurrence properties of the process $`x_\epsilon (t)`$ and which is standard for diffusions with elliptic generators.
We recall that the diffusion $`x_\epsilon (t)`$ is positive recurrent if
1. It is recurrent, i.e., for all $`xX`$ for all open set $`UX`$ one has
$$P_x^\epsilon (_U)=\mathrm{\hspace{0.17em}1}$$
(99)
where $`_U`$ is the event given by
$$_U=\{x_\epsilon (t_n)U\mathrm{for}\mathrm{an}\mathrm{increasing}\mathrm{sequence}t_n\mathrm{}\}.$$
(100)
2. For all $`xX`$ and for all open sets $`UX`$, one has
$$E_x^\epsilon (\sigma _U)<\mathrm{}$$
(101)
where $`\sigma _U=inf\{t,x_\epsilon (t)U\}`$.
It is proven in , Theorem 4.1, that if the diffusion $`x_\epsilon (t)`$ is hypoelliptic and strongly completely controllable then the diffusion admits a (unique) invariant measure $`\mu _\epsilon `$ if and only if $`x_\epsilon (t)`$ is positive recurrent. Clearly it follows from this result that, almost surely, the Markov times $`\tau _j`$ and $`\sigma _j`$ defined in Eqs. (97) and (98) are finite.
An important ingredient in the proof of the results in is the following representation of the invariant measure $`\mu _\epsilon `$: Suppose $`x_\epsilon (0)=xU`$. Then $`\{x_\epsilon (\tau _j)\}`$ is a Markov chain with a (compact) state space given by $`U`$ and which admits an invariant measure $`l_\epsilon (dx)`$. The following result relates the measure $`l_\epsilon `$ to the invariant measure $`\mu _\epsilon `$, see e.g. , Chap. IV, Lemma 4.2. for a proof.
###### Proposition 3.4
Let the measure $`\nu _\epsilon `$ be defined as
$$\nu _\epsilon (D)=_Ul_\epsilon (dx)E_x^\epsilon _0^{\tau _1}\mathrm{𝟏}_D(x_\epsilon (t))𝑑t,$$
(102)
where $`D`$ is a Borel set and $`\mathrm{𝟏}_D`$ is the characteristic function of the set $`D`$. Then one has
$$\mu _\epsilon (D)=\frac{\nu _\epsilon (D)}{\nu _\epsilon (X)}.$$
(103)
Up to the normalization, the invariant measure $`\mu _\epsilon `$ assigns to a set $`D`$ a measure equals to the time spent by the process in $`D`$ between two consecutive hits on $`U`$.
The proof of Theorem 3.3 is quite long and will be split into a sequence of Lemmas. The proof is based on the following ideas: As $`\epsilon 0`$ the invariant measure is more and more concentrated on a small neighborhood of the critical set $`_iK_i`$. To estimate the measure of a set $`D`$ one uses the representation of the invariant measure given in Proposition 3.4 where the sets $`U`$ and $`V`$ are neighborhoods of the sets $`\{K_i\}`$. Let $`\rho >0`$ and denote $`B(i,\rho )`$ the $`\rho `$-neighborhood of $`K_i`$ and $`B(\rho )=_iB(i,\rho )`$. Let $`D`$ be a regular open set such that $`\mathrm{dist}(_iK_i,D)>0`$. We choose $`\rho ^{}`$ so small that $`\mathrm{dist}(B(i,\rho ^{}),B(j,\rho ^{}))>0`$, for $`ij`$ and $`\mathrm{dist}(B(i,\rho ^{}),D)>0`$, for $`i=1,\mathrm{},L`$, and we choose $`\rho >0`$ such that $`0<\rho <\rho ^{}`$. We set $`U=B(\rho )`$ and $`V=B(\rho ^{})`$. We let $`\sigma _0`$ and $`\tau _1`$ be the Markov times defined in Eqs. (97) and (98) and let $`\tau _D`$ be the Markov time defined as follows:
$$\tau _D=inf\{t:x_\epsilon (t)D\}.$$
(104)
The first two Lemmas will yield an upper bound on $`\nu _\epsilon (D)`$, the unnormalized measure given by Eq. (102). The first Lemma shows that, for $`\epsilon `$ sufficiently small, the probability that the diffusion wanders around without hitting $`B(\rho )`$ or $`D`$ is negligible.
###### Lemma 3.5
For any compact set $`K`$ one has
$$\underset{T\mathrm{}}{lim}\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{xK}{sup}P_x^\epsilon (\mathrm{min}\{\tau _D\tau _1\}>T)=\mathrm{}$$
(105)
Proof: If $`xDB(\rho )`$, $`\tau _D\tau _1=0`$ and there is nothing to prove. Otherwise consider the closed sets
$$F_T=\{\varphi 𝒞([0,T]):\varphi (s)DB(\rho ),\mathrm{for}\mathrm{all}s[0,T]\}.$$
(106)
Clearly the event $`\{\tau >T\}`$ is contained in $`\{x_\epsilon F_T\}`$. By Theorem 2.1, we have for all $`T<\mathrm{}`$,
$$\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{xK}{sup}P_x^\epsilon (x_\epsilon F_T)\underset{xK}{inf}\underset{\varphi F_T}{inf}I_{x,T}(\varphi ).$$
(107)
In order to complete the proof of the Lemma it is enough to show that
$$\underset{T\mathrm{}}{lim}\underset{xK}{inf}\underset{\varphi F_T}{inf}I_{x,T}(\varphi )=\mathrm{}.$$
(108)
Let $`\varphi ^x`$ be the trajectory of (90) starting at $`xK`$. By condition L1, $`\varphi ^x`$ hits $`B(\rho /3)`$ in a finite time $`t^x`$. By the continuous dependence of $`\varphi ^x`$ on its initial condition, there is an open set $`W^x`$ such that for all $`yW^x`$, $`\varphi ^y`$ hits the set $`B(2\rho /3)`$ before $`t^x`$. Since $`K`$ is compact, there is $`T`$ such that, for all $`xK`$, $`\varphi ^x`$ hits $`B(2\rho /3)`$ before $`T`$. Assume now that the identity (108) does not hold. Then, for some $`M<\mathrm{}`$, and every integer $`n`$, there is $`\psi _nF_{nT}`$ such that $`I_{nT}(\psi _n)M`$. Consequently, for some $`\psi _{n,k}F_T`$, we have
$$MI_{nT}(\psi _n)=\underset{k=1}{\overset{n}{}}I_T(\psi _{n,k})n\underset{k=1}{\overset{n}{\mathrm{min}}}I_T(\psi _{n,k}).$$
(109)
Therefore there is a sequence $`\varphi _nF_T`$ such that $`lim_n\mathrm{}I_T(\varphi _n)=0`$. Since the set $`\{\varphi :I_{x,T}(\varphi )1,\varphi (0)K\}`$ is compact, $`\varphi ^n`$ has a limit point $`\varphi F_T`$. Since $`I_T`$ is lower semicontinuous, we have $`I_T(\varphi )=0`$ and therefore $`\varphi `$ is trajectory of (90). Since $`\varphi F_T`$, $`\varphi `$ remains outside of $`B(2\rho /3)`$ and this is a contradiction with the definition of $`T`$. This concludes the proof of Lemma 3.5.
Instead of the quantities $`V(K_i,K_j)`$ and $`V(K_i,z)`$ defined in Eqs. (91) and (92), it is useful to introduce the following quantities:
$`\stackrel{~}{V}(K_i,K_j)`$ $`=`$ $`\underset{T>0}{inf}inf\{I_{x,T}(\varphi ),\varphi (0)K_i,\varphi (T)K_j,\varphi (t)_{li,j}K_l\},`$
$`\stackrel{~}{V}(K_i,z)`$ $`=`$ $`\underset{T>0}{inf}inf\{I_{x,T}(\varphi ),\varphi (0)K_i,\varphi (T)=x,\varphi (t)_{li}K_l\}.`$ (110)
The following Lemma will yield an upper bound on the on $`\nu _\epsilon (D)`$, where $`\nu _\epsilon `$ is the (unnormalized) measure given by Eq. (102).
###### Lemma 3.6
Given $`h>0`$, for $`0<\rho <\rho ^{}`$ sufficiently small one has
$`(i)`$ $`\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{yB(i,\rho ^{})}{sup}P_y^\epsilon (\tau _D<\tau _1)(\underset{zD}{inf}\stackrel{~}{V}(K_i,z)h),`$ (111)
$`(ii)`$ $`\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{yB(i,\rho ^{})}{sup}P_y^\epsilon (x_\epsilon (\tau _1)B(j,\rho ))(\stackrel{~}{V}(K_i,K_j)h).`$
Proof: We first prove item (i). If $`inf_{zD}\stackrel{~}{V}(K_i,z)=+\mathrm{}`$ there is no curve connecting $`K_i`$ to $`zD`$ without touching the other $`K_j`$, $`ji`$.. Therefore $`P_y^\epsilon (\tau _D<\tau _1)=0`$ and there is nothing to prove. Otherwise, for $`h>0`$ we set $`\stackrel{~}{V}_h=inf_{zD}\stackrel{~}{V}(K_i,z)h`$. Since $`V(y,z)`$ satisfies the triangle inequality, we have, by condition L2, that, for $`\rho `$ small enough
$$\underset{yB(i,\rho ^{})}{inf}\underset{zD}{inf}\stackrel{~}{V}(y,z)\underset{yB(i,\rho ^{})}{inf}\underset{zD}{inf}\stackrel{~}{V}(K_i,z)\underset{yB(i,\rho ^{})}{sup}\stackrel{~}{V}(K_i,y)\stackrel{~}{V}_h.$$
(113)
where
$$\stackrel{~}{V}(y,z)=\underset{T>0}{inf}inf\{I_{x,T}(\varphi ),\varphi (0)=y,\varphi (T)=z,\varphi (t)_{li}K_l\}.$$
(114)
By Lemma 3.5, there is $`T<\mathrm{}`$ such that
$$\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{yB(i,\rho ^{})}{sup}P_y^\epsilon (\tau _D\tau _1>T)<V_h.$$
(115)
Let $`G_T`$ denote the subset of $`𝒞([0,T])`$ which consists of functions $`\varphi (t)`$ such that $`\varphi (t)\overline{D}`$ for some $`t[0,T]`$ and $`\varphi (t)B(\rho )`$ if $`tinf\{s,\varphi (s)D\}`$. The set $`G_T`$ is closed as is seen by considering its complement.
We have
$$\underset{yB(i,\rho ^{})}{inf}\underset{\varphi G_T}{inf}I_{y,T}(\varphi )\underset{yB(i,\rho ^{})}{inf}\underset{z\overline{D}}{inf}\stackrel{~}{V}(y,z)V_h,$$
(116)
and thus by Theorem 2.1, we have
$$\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{yB(i,\rho ^{})}{sup}P_y^\epsilon (x_\epsilon G_T)\underset{yB(i,\rho ^{})}{inf}\underset{\varphi G_T}{inf}I_{y,T}(\varphi )V_h.$$
(117)
We have the inequality
$$P_y^\epsilon (\tau _D<\tau _1)P_y^\epsilon (\tau _D\tau _1>T)+P_y^\epsilon (x_\epsilon G_T),$$
(118)
and combining the estimates (115) and (117) yields
$$\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{yB(i,\rho ^{})}{sup}P_y^\epsilon (\tau _D\tau _1)V_h.$$
(119)
This completes the proof of item (i) of Lemma 3.6.
The proof of part (ii) of the Lemma is very similar to the first part and follows closely the corresponding estimates in , Chapter 6, Lemma 2.1. The details are left to the reader.
The following Lemma will yield a lower bound on $`\nu _\epsilon (D)`$. It makes full use of the information contained in Lemmas 2.3 and 2.8.
###### Lemma 3.7
Given $`h>0`$, for $`0<\rho ^{}<\rho `$ sufficiently small one has
$`(i)`$ $`\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\underset{xB(i,\rho )}{inf}P_x^\epsilon (\tau _D<\tau _1)(\underset{zD}{inf}\stackrel{~}{V}(K_i,z)+h).`$ (120)
$`(ii)`$ $`\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\underset{xB(i,\rho )}{inf}P_x^\epsilon (x_\epsilon (\tau _1)B(j,\rho ))(\stackrel{~}{V}(K_i,K_j)+h).`$
Proof: We start with the proof of item (i). If $`inf_{zD}\stackrel{~}{V}(K_i,z)=+\mathrm{}`$ there is nothing to prove. Otherwise let $`h>0`$ be given. By condition L2, (see Corollary 2.8), there are $`\rho `$ and $`\rho ^{}>0`$ with $`\rho <\rho ^{}/3`$ and $`T_0<\mathrm{}`$ such that, for all $`xB(i,\rho )`$, there is a path $`\psi ^x𝒞([0,T_0])`$ which satisfies $`I_{x,T_0}(\psi ^x)h/3`$ with $`\psi ^x(0)=x`$ and $`\psi ^x(T_0)=x_0K_i`$ and $`\psi ^x(t)B(2\rho ^{}/3)`$, $`0tT_0`$.
By condition L3, there are $`zD`$, $`T_1<\mathrm{}`$ and $`\varphi _1𝒞([0,T_1])`$ such that $`I_{x_0,T_1}(\varphi _1)inf_{zD}\stackrel{~}{V}(K_i,z)+h/3`$ and $`\varphi _1(0)=x_0K_i`$ and $`\varphi _1(T_1)=z`$ and $`\varphi _1`$ does not touch $`K_j`$, with $`ji`$. We may and will assume that $`\rho `$ and $`\rho ^{}`$ are chosen such that $`2\rho ^{}\mathrm{dist}(\varphi _1(t),_{ji}K_j`$. We note $`\mathrm{\Delta }=\mathrm{dist}(z,D)`$. Let $`x_1`$ be the point of last intersection of $`\varphi _1`$ with $`B(i,\rho )`$ and let $`t_1`$ such that $`\varphi _1(t_1)=x_1`$. We note $`\varphi _2𝒞([0,T_2])`$, with $`T_2=T_1t_1`$, the path obtained from $`\varphi _1`$ by deleting up to time $`t_1`$ and translating in time. Notice that the path $`\varphi _2`$ may hit several times $`B(i,\rho ^{})`$, but hits $`B(i,\rho )`$ only one time (at time $`0`$). Denote as
$$\sigma =inf\{t:\varphi _2(t)B(i,\rho ^{})\}$$
(122)
the first time $`\varphi _2(t)`$ hits $`B(i,\rho ^{})`$. We choose $`\mathrm{\Delta }^{}`$ so small that if $`\psi 𝒞([0,T_2])`$ belongs to the $`\mathrm{\Delta }^{}`$-neighborhood of $`\varphi _2`$, then $`\psi (t)`$ does not intersect $`B(i,\rho )\}`$ and $`B(i,\rho ^{})\}`$ for $`0<t<\sigma `$ and and does not intersect $`B(i,\rho )\}`$ for $`t>\sigma `$.
By condition L2, there are $`T_3<\mathrm{}`$ and $`\varphi _3𝒞([0,T_3])`$ such that $`\varphi _3(0)=x_0`$, $`\varphi _3(T_3)=x_1`$, $`\varphi _3(t)B(2\rho ^{}/3)`$, $`0tT_3`$, and $`I_{x_0,T_3}(\varphi _3)h/3`$. Concatenating $`\psi ^x`$, $`\varphi _3`$ and $`\varphi _2`$, we obtain a path $`\varphi ^x𝒞([0,T])`$ with $`T=T_0+T_3+T_2`$ and $`I_{x,T}(\varphi ^x)inf_{zD}\stackrel{~}{V}(K_i,z)+h`$. By construction the path $`\varphi ^x`$ avoids $`B(i,\rho )\}`$ after the time $`T_0+T_3+\sigma `$ where $`\sigma `$ defined in Eq. (122).
We consider the open set
$$U_T=\underset{xB(\rho )}{}\{\psi 𝒞([0,T]):\psi \varphi _x\mathrm{min}\{\frac{\rho }{3},\frac{\mathrm{\Delta }}{2},\frac{\mathrm{\Delta }^{}}{2}\}\}.$$
(123)
By construction the event $`\{x_\epsilon (t)U_T\}`$ is contained in the event $`\{\tau _D\tau _1\}`$. By Theorem 2.1 we have
$`\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\underset{xB(\rho )}{inf}P_x^\epsilon (\tau _D<\tau _1)`$ $``$ $`\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\underset{xB(\rho )}{inf}P_x^\epsilon (x_\epsilon U_T)`$
$``$ $`\underset{xB(\rho )}{sup}\underset{\psi U_T}{inf}I_{x,T}(\psi )`$
$``$ $`\underset{xB(\rho )}{sup}I_{x,T}(\varphi ^x)`$
$``$ $`(\underset{zD}{inf}\stackrel{~}{V}(K_i,z)+h).`$ (124)
This concludes the proof of item (i).
The proof of (ii) follows very closely the corresponding estimate in , Chapter 6, Lemma 2.1., which considers the case where the generator of the diffusion is elliptic: for any $`h>0`$ one construct paths $`\varphi ^{xy}𝒞([0,T])`$ from $`xB(i,\rho )`$ to $`yB(j,\rho )`$ such that $`I_{x,T}(\varphi ^{xy})\stackrel{~}{V}(K_i,K_j)+h/2`$ and such that if $`x_\epsilon (t)`$ is in a small neighborhood of $`\varphi ^{xy}`$, then $`x_\epsilon (\tau _1)B(j,\rho )`$. As in part (i) of the Lemma, the key element to construct the paths $`\varphi ^{xy}`$ is the condition L2 of small-time controllability around the sets $`K_i`$. The details are left to the reader.
This concludes the proof of lemma 3.7.
The following two Lemmas give upper and lower bounds on the normalization constant $`\nu _\epsilon (X)`$, where $`\nu _\epsilon `$ is defined in Eq. (102).
###### Lemma 3.8
For any $`h>0`$, we have
$$\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\nu _\epsilon (X)h.$$
(125)
Proof: We choose an arbitrary $`h>0`$. For any $`\rho ^{}>0`$ we have the inequality:
$`\nu _\epsilon (X)`$ $``$ $`\nu _\epsilon (B(\rho ^{}))`$
$`=`$ $`{\displaystyle _{B(\rho )}}l_\epsilon (dx)E_x^\epsilon {\displaystyle _0^{\tau _1}}\mathrm{𝟏}_{B(\rho ^{})}(x_\epsilon (t))𝑑t`$
$``$ $`{\displaystyle _{B(\rho )}}l_\epsilon (dx)E_x^\epsilon {\displaystyle _0^{\sigma _0}}\mathrm{𝟏}_{B(\rho ^{})}(x_\epsilon (t))𝑑t`$
$`=`$ $`{\displaystyle _{B(\rho )}}l_\epsilon (dx)E_x^\epsilon (\sigma _0).`$
We use a construction similar as that used in Lemma 3.7. Using condition L2, there are $`\rho `$ and $`\rho ^{}>0`$ with $`\rho <\rho ^{}/3`$ such that such that for all $`xB(\rho )`$, there are $`T_1<\mathrm{}`$ and $`\psi ^x𝒞([0,T_1])`$ such that $`\psi ^x(0)=x`$, $`\psi ^x(T_1)=x_0_iK_i`$, $`\psi ^x(t)B(2\rho /3)`$, $`0tT_1`$ and $`I_{x,T_1}(\psi ^x)h/4`$. Furthermore, using Corollary 2.4, for $`\rho ^{}`$ small enough, there are $`zB(\rho ^{})`$, $`T_2<\mathrm{}`$, and $`\psi 𝒞([0,T_2])`$ such that $`\psi (0)=x_0`$, $`\psi (T_2)=z`$, $`\psi (t)B(\rho ^{})`$ for $`0tT_2`$, and $`I_{x_0,T_2}(\psi )h/4`$. We denote $`\varphi ^x𝒞([0,T])`$, with $`T=T_1+T_2`$, the path obtained by concatenating $`\psi ^x`$ and $`\psi `$. It satisfies $`I_{x,T}(\psi )h/2`$. We consider the open set
$$V_T=\underset{xB(\rho )}{}\{\psi 𝒞([0,T]):\psi \varphi _x<\frac{\rho }{3}\}.$$
(126)
Applying Theorem 2.1, one obtains
$$\underset{\epsilon 0}{lim\; inf}\epsilon \mathrm{log}\underset{xB(\rho )}{inf}P_x^\epsilon (x_\epsilon V_T)\frac{h}{2}.$$
(127)
There is $`T^{}>0`$, such that for any $`\varphi V_T`$ the time spent in $`B(\rho ^{})`$ is at least $`T^{}`$. Therefore, for $`\epsilon `$ small enough we obtain the bound
$$_{B(\rho )}l_\epsilon (dx)E_x^\epsilon (\sigma _0)T^{}\mathrm{exp}(\frac{h}{2\epsilon })\mathrm{exp}(\frac{h}{\epsilon }),$$
(128)
and this completes the proof of Lemma 3.8.
To get an upper bound on the normalization constant $`\nu _\epsilon (X)`$ we will need an upper bound on the escape time out of the ball $`B(\rho ^{})`$ around $`_iK_i`$, starting from $`xB(\rho )`$.
###### Lemma 3.9
Given $`h>0`$, for $`0<\rho <\rho ^{}`$ sufficiently small,
$$\underset{\epsilon 0}{lim\; sup}\epsilon \mathrm{log}\underset{xB(\rho )}{sup}E_x^\epsilon (\sigma _0)h.$$
(129)
Proof: Fix $`h>0`$ arbitrary. As in Lemma 3.8, we see that, for $`0<\rho <\rho ^{}`$ sufficiently small and for all $`xB(\rho )`$, there are $`T_1,T_2\mathrm{}`$, $`zB(\rho ^{})`$ and $`\varphi ^x𝒞([0,T_1+T_2])`$ such that $`\varphi ^x(0)=x`$, $`\varphi ^x(T_1)_iK_i`$, and $`\varphi ^x(T_1+T_2)=z`$, and $`I_{x,T_1+T_2}(\varphi ^x)h/2`$. We set $`T_0=T_1+T_2`$ and $`\mathrm{\Delta }=\mathrm{dist}(z,B(\rho ^{}))`$ and consider the open set
$$W_{T_0}=\underset{xB(\rho )}{}\{\psi 𝒞([0,T_0]):\psi \varphi _x<\frac{\mathrm{\Delta }}{2}\},$$
(130)
so that if $`\psi W_{T_0}`$ it escapes from $`B(\rho ^{})`$ in a time less than $`T_0`$, i.e., the event$`\{x_\epsilon W_{T_0}\}`$ is contained in the event $`\{\sigma _0<T_0\}`$ . Using Theorem 2.1, we see that for sufficiently small $`\epsilon `$, one has the bound
$$q\underset{xB(\rho )}{inf}P_x^\epsilon (\sigma _0<T_0)\mathrm{exp}\left(\frac{h}{2\epsilon }\right).$$
(131)
Consider the events $`\sigma _0>kT_0`$, $`k=1,2,\mathrm{}`$. Using the Markov property one obtains the bound
$`P_x^\epsilon (\sigma _0>(k+1)T_0)`$ $``$ $`\left[1P_x^\epsilon (kT_0<\sigma _0(k+1)T_0)\right]P_x^\epsilon (\sigma _0>kT_0)`$
$``$ $`(1q)P_x^\epsilon (\sigma _0>kT_0).`$ (132)
Iterating over $`k`$ yields
$$\underset{xB(\rho )}{sup}P_x^\epsilon (\sigma _0>kT_0)(1q)^k.$$
(133)
Therefore
$`\underset{xB(\rho )}{sup}E_x^\epsilon (\sigma _0)`$ $``$ $`T_0\left[1+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\underset{xB(\rho )}{sup}P_x^\epsilon (\sigma _0>kT_0)\right]`$
$``$ $`T_0{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1q)^k={\displaystyle \frac{T_0}{q}}.`$ (134)
Since $`q\mathrm{exp}(\frac{h}{2\epsilon })`$ one obtains, for sufficiently small $`\epsilon `$
$$\underset{xB(\rho )}{sup}E_x^\epsilon (\sigma _0)T_0\mathrm{exp}\left(\frac{h}{2\epsilon }\right)\mathrm{exp}\left(\frac{h}{\epsilon }\right).$$
(135)
This concludes the proof of Lemma 3.9.
With this Lemma we have proved all large deviations estimates needed in the proof of Theorem 3.3. We will need upper and lower estimates on $`l_\epsilon (B(i,\rho ))`$ where $`l_\epsilon `$ is the invariant measure of the Markov chain $`x_\epsilon (\tau _j)`$. These estimates are proved in , Chapter 6, Section 3 and 4 and are purely combinatorial and rely on the representation of the invariant measure of a Markov chain with a finite state space via graphs on the state space. By Lemma 3.6, (ii) and 3.7, (ii) we have the following estimates on the probability transition $`q(x,y)`$, $`x,yB(\rho )`$ of the Markov chain $`x_\epsilon (\tau _j)`$: Given $`h>0`$, for $`0<\rho <\rho ^{}`$ sufficiently small
$$\mathrm{exp}\frac{1}{\epsilon }(\stackrel{~}{V}(K_i,K_j)+h)q(x,B(j,\rho ))\mathrm{exp}\frac{1}{\epsilon }(\stackrel{~}{V}(K_i,K_j)h),$$
(136)
for all $`xB(i,\rho )`$ and sufficiently small $`\epsilon `$. It is shown in , Chapter 6, Lemmas 3.1 and 3.2 that the bound (136) implies a bound on $`l_\epsilon (B(i,\rho ))`$. One obtains
$`\mathrm{exp}\left({\displaystyle \frac{1}{\epsilon }}(\stackrel{~}{W}(K_i)\underset{j}{\mathrm{min}}\stackrel{~}{W}(K_j)+h)\right)l_\epsilon (B(i,\rho ))`$
$`\mathrm{exp}\left({\displaystyle \frac{1}{\epsilon }}(\stackrel{~}{W}(K_i)\underset{j}{\mathrm{min}}\stackrel{~}{W}(K_j)h)\right)`$ (137)
for sufficiently small $`\epsilon `$, where
$$\stackrel{~}{W}(K_i)=\underset{gG\{i\}}{\mathrm{min}}\underset{(mn)g}{}\stackrel{~}{V}(K_m,K_n).$$
(138)
Also in , Chapter 6, Lemma 4.1, $`\stackrel{~}{W}(K_i)`$ is shown to be in fact equal to $`W(K_i)`$ defined in Eq. (93):
$`\stackrel{~}{W}(K_i)`$ $`=`$ $`\underset{gG\{i\}}{\mathrm{min}}{\displaystyle \underset{(mn)g}{}}V(K_m,K_n)`$
$`=`$ $`W(K_i).`$ (139)
Furthermore it is shown Lemma 4.2 there that the function $`W(x)`$, defined by Eq. (94), satisfies the identity
$`W(x)`$ $`=`$ $`\underset{i}{\mathrm{min}}(W(K_i)+V(K_i,x))\underset{j}{\mathrm{min}}W(K_j)`$
$`=`$ $`\underset{i}{\mathrm{min}}(\stackrel{~}{W}(K_i)+\stackrel{~}{V}(K_i,x))\underset{j}{\mathrm{min}}\stackrel{~}{W}(K_j)`$ (140)
We can turn to the proof of Theorem 3.3.
Proof of Theorem 3.3:
In order to prove Eq. (95), it is enough to show that, for any $`h>0`$, there is $`\epsilon _0>0`$ such that, for $`\epsilon <\epsilon _0`$ we have the inequalities:
$`\mu _\epsilon (D)`$ $``$ $`\mathrm{exp}\left({\displaystyle \frac{1}{\epsilon }}(\underset{zD}{inf}W(z)+h)\right),`$ (141)
$`\mu _\epsilon (D)`$ $``$ $`\mathrm{exp}\left({\displaystyle \frac{1}{\epsilon }}(\underset{zD}{inf}W(z)h)\right).`$ (142)
We let $`\rho ^{}>0`$ such that $`\rho ^{}<\mathrm{dist}(x_{\mathrm{min}},D)`$. Recall that $`\tau _D=inf\{t:x_\epsilon (t)D\}`$ is the first hitting time of the set $`D`$. we have the following bound on the $`\nu _\epsilon (D)`$
$`\nu _\epsilon (D)`$ $``$ $`{\displaystyle \underset{i}{}}l_\epsilon (B(i,\rho ))\underset{xB(i,\rho )}{sup}E_x^\epsilon {\displaystyle _0^{\tau _1}}\mathrm{𝟏}_D(x_\epsilon (t))𝑑t`$
$``$ $`L\underset{i}{\mathrm{max}}l_\epsilon (B(i,\rho ))\underset{xB(i,\rho )}{sup}P_x^\epsilon (\tau _D\tau _1)\underset{yD}{sup}E_y^\epsilon (\tau _1).`$ (143)
By L1, there exist a constant $`C`$ independent of $`\epsilon `$ such that
$$\underset{yD}{sup}E_y^\epsilon (\tau _1)C,$$
(144)
for $`\epsilon \epsilon _0`$. From Lemma 3.6, (i), given $`h>0`$, for sufficiently small $`0<\rho <\rho ^{}`$, we have the bound
$$P_x^\epsilon (\tau _D<\tau _1)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{inf}\stackrel{~}{V}(K_i,z)h/4)\right),$$
(145)
for sufficiently small $`\epsilon `$. From Eq. (137), given $`h>0`$, for sufficiently small $`0<\rho <\rho ^{}`$, we have the bound
$$l_\epsilon (B(i,\rho ))\mathrm{exp}\left(\frac{1}{\epsilon }(\stackrel{~}{W}(K_i)\underset{j}{\mathrm{min}}\stackrel{~}{W}(K_j)h/4)\right)$$
(146)
From the estimates (143)-(146), and the identity (140) we obtain the bound
$$\nu _\epsilon (D)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{\mathrm{min}}W(z)+h/2)\right),$$
(147)
for sufficiently small $`\epsilon `$. From Lemma 3.8, given $`h>0`$, for sufficiently small $`0<\rho <\rho ^{}`$, we have the bound
$$\nu _\epsilon (X)\mathrm{exp}\left(\frac{h}{2\epsilon }\right),$$
(148)
for sufficiently small $`\epsilon `$. Combining estimates (147) and (148), we obtain that
$$\mu _\epsilon (D)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{inf}W(z)h)\right),$$
(149)
for sufficiently small $`\epsilon `$ and this gives the bound (142).
In order to prove (141), we consider the set $`D_\delta =\{xD:\mathrm{dist}(x,D)\delta \}`$. For $`\delta `$ sufficiently small, $`D_\delta \mathrm{}`$. By L3, $`\stackrel{~}{V}(K_i,z)`$ is upper semicontinuous in $`z`$ so that $`\stackrel{~}{V}(K_i,z^{})\stackrel{~}{V}(K_i,z)+h/4`$, for $`z^{}z\delta `$. Therefore
$$\underset{zD_\delta }{inf}\stackrel{~}{V}(K_i,z)\underset{zD}{inf}\stackrel{~}{V}(K_i,z)+h/4.$$
(150)
We have the bound
$$\nu _\epsilon (D)\underset{i}{\mathrm{max}}l_\epsilon (B(i,\rho ))\underset{xB(i,\rho )}{inf}P_x^\epsilon (\tau _{D_\delta }<\tau _1)\underset{xD_\delta }{inf}E_x^\epsilon _0^{\tau _1}\mathrm{𝟏}_D(x_\epsilon (t))𝑑t.$$
(151)
There is $`\epsilon _0>0`$ and a constant $`\overline{C}>0`$ such that we have the bound
$$\underset{xD_\delta }{inf}E_x^\epsilon _0^{\tau _1}\mathrm{𝟏}_D(x_\epsilon (t))𝑑t\overline{C}>\mathrm{\hspace{0.17em}0},$$
(152)
uniformly in $`\epsilon \epsilon _0`$. From Eq. (137), given $`h>0`$, for sufficiently small $`0<\rho <\rho ^{}`$, we have the bound
$$l_\epsilon (B(i,\rho ))\mathrm{exp}\left(\frac{1}{\epsilon }(\stackrel{~}{W}(K_i)\underset{j}{\mathrm{min}}\stackrel{~}{W}(K_j)+h/4)\right),$$
(153)
for sufficiently small $`\epsilon `$. Furthermore, by Lemma 3.7 and inequality (150), given $`h>0`$, for $`0<\rho <\rho ^{}`$ sufficiently small, we have
$$\underset{xB(i,\rho )}{inf}P_x^\epsilon (\tau _{D_\delta }\tau _1)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{inf}\stackrel{~}{V}(K_i,z)+h/4)\right),$$
(154)
for sufficiently small $`\epsilon `$. Combining estimates (151)–(154) and identity (140) we find
$$\nu _\epsilon (D)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{inf}W(z)+h/2)\right).$$
(155)
In order to give an upper bound on the normalization constant $`\nu _\epsilon (X)`$, we use Eq. (102). Using the Markov property, we obtain
$`\nu _\epsilon (X)`$ $`=`$ $`{\displaystyle _{B(\rho )}}l_\epsilon (dx)E_x^\epsilon (\tau _1)`$
$`=`$ $`{\displaystyle _{B(\rho )}}l_\epsilon (dx)\left(E_x^\epsilon (\sigma _0)+E_x^\epsilon (E_{x_\epsilon (\sigma _0)}^\epsilon (\tau _1))\right)`$
$``$ $`\underset{xB(\rho )}{sup}E_x^\epsilon (\sigma _0)+\underset{yB(\rho ^{})}{sup}E_y^\epsilon (\tau _1).`$ (156)
By Lemma 3.9, given $`h>0`$, for sufficiently small $`0<\rho <\rho ^{}`$ we have the estimate
$$\underset{xB(\rho )}{sup}E_x^\epsilon (\sigma _0)\mathrm{exp}\left(\frac{h}{2\epsilon }\right),$$
(157)
for sufficiently small $`\epsilon `$. By L1, the second term on the right hand side of (156) is bounded by a constant, uniformly in $`0\epsilon \epsilon _0`$. Therefore for we obtain the estimate
$$\nu _\epsilon (X)\mathrm{exp}\left(\frac{h}{2\epsilon }\right),$$
(158)
for sufficiently small $`\epsilon `$. Combining estimates (155) and (158) we obtain the bound
$$\mu _\epsilon (D)\mathrm{exp}\left(\frac{1}{\epsilon }(\underset{zD}{inf}W(z)+h)\right),$$
(159)
and this is the bound (141). This concludes the proof of Theorem 3.3.
## 4 Properties of the rate function
In this section we prove assertions (16) and (17) of Theorem 17 and Proposition 1.7. Recall that for Eq. (5), the rate function, $`I_{x,T}^{(\eta )}(\varphi )`$, takes the following form: For $`\varphi (t)=(p(t),q(t),r(t))`$,
$$I_{x,T}^{(\eta )}(\varphi )=\frac{1}{4\gamma \lambda ^2}_0^T(\dot{r}+\gamma \lambda ^2_rG)D^1(\dot{r}+\gamma \lambda ^2_rG)$$
(160)
if
$$\dot{q}=_pG,\dot{p}=_qG,$$
(161)
and is $`+\mathrm{}`$ otherwise. Recall that for a path $`\varphi 𝒞([0,T])`$ with $`\varphi (0)=x`$ and $`\varphi (T)=y`$ we denote $`\stackrel{~}{\varphi }`$ the time reversed path which satisfy $`\stackrel{~}{\varphi }(0)=Jy`$ and $`\stackrel{~}{\varphi }(T)=Jx`$.
Proof of Proposition 1.7: We rewrite the rate function $`I_{x,T}^{(\eta )}(\varphi )`$ as
$`I_{x,T}^{(\eta )}(\varphi )=`$
$`={\displaystyle \frac{1}{4\gamma \lambda ^2}}{\displaystyle _0^T}(\dot{r}+\gamma \lambda ^2_rG)D^1(\dot{r}+\gamma \lambda ^2_rG)𝑑t`$
$`={\displaystyle \frac{1}{4\gamma \lambda ^2}}{\displaystyle _0^T}(\dot{r}\gamma \lambda ^2_rG)D^1(\dot{r}\gamma \lambda ^2_rG)𝑑t+{\displaystyle _0^T}(_rG)D^1\dot{r}𝑑t`$
$`K_1(\varphi )+K_2(\varphi )`$ (162)
The term $`K_1(\varphi )`$ has the following interpretation: It is the rate function corresponding to the the set of stochastic differential equations
$`dq`$ $`=`$ $`_pGdt,`$
$`dp`$ $`=`$ $`_qGdt,`$
$`dr`$ $`=`$ $`+\gamma \lambda ^2_rGdt+\epsilon ^{1/2}(2\gamma \lambda ^2D)^{1/2}dw.`$ (163)
In particular there is $`uL^2([0,T])`$ such that for $`\varphi (t)=(p(t),q(t),r(t))`$, with $`\varphi (0)=x`$ and $`\varphi (T)=y`$ we have
$`\dot{q}`$ $`=`$ $`_pG,`$
$`\dot{p}`$ $`=`$ $`_qG,`$
$`\dot{r}`$ $`=`$ $`+\gamma \lambda ^2_rG+(2\gamma \lambda ^2D)^{1/2}u.`$ (164)
Consider now the transformation $`(p,q,r)J(p,q,r)`$ and $`tt`$. This transformation maps the solution of Eq. (164) into $`\stackrel{~}{\varphi }(t)=(\stackrel{~}{p}(t),\stackrel{~}{q}(t),\stackrel{~}{r}(t))`$ which is the solution to
$`\dot{\stackrel{~}{q}}`$ $`=`$ $`_pG,`$
$`\dot{\stackrel{~}{p}}`$ $`=`$ $`_qG,`$
$`\dot{\stackrel{~}{r}}`$ $`=`$ $`\gamma \lambda ^2_rG+(2\gamma \lambda ^2D)^{1/2}\stackrel{~}{u}(t),`$ (165)
with $`\stackrel{~}{\varphi }(0)=Jy`$, $`\stackrel{~}{\varphi }(T)=Jx`$. This implies the equality
$`K_1(\varphi )`$ $`=`$ $`{\displaystyle \frac{1}{4\gamma \lambda ^2}}{\displaystyle _0^T}(\dot{r}\gamma \lambda ^2_rG)D^1(\dot{r}\gamma \lambda ^2_rG)`$
$`=`$ $`{\displaystyle \frac{1}{4\lambda ^2\gamma }}{\displaystyle _0^T}(\dot{\stackrel{~}{r}}+\gamma \lambda ^2_rG)D^1(\dot{\stackrel{~}{r}}+\gamma \lambda ^2_rG)𝑑t`$
$`=`$ $`I_{Jy,T}^{(\eta )}(\stackrel{~}{\varphi }).`$ (166)
This means that $`K_1(\varphi )`$ is nothing but the weight of the time reversed path, i.e. the path starting at time $`0`$ from $`Jy`$ and leading to $`Jx`$ at time $`T`$.
We now consider the second term $`K_2(\varphi )`$ in Eq. (162). We consider separately the equilibrium case (i.e., $`\eta =0`$) and the non-equilibrium case (i.e. $`\eta 0`$). For $`\eta =0`$ the matrix $`D`$ is the identity and we find
$`K_2(\varphi )={\displaystyle _0^T}_rG\dot{r}dt`$ (167)
Using the constraints $`\dot{q}=_pG`$ and $`\dot{p}=_qG`$ we obtain the identity $`_pG\dot{p}+_qG\dot{q}=0`$ and therefore we get
$`{\displaystyle _0^T}_rG\dot{r}dt`$ $`=`$ $`{\displaystyle _0^T}\left(_rG\dot{r}+_pG\dot{p}+_qG\dot{q}\right)𝑑t`$
$`=`$ $`{\displaystyle _0^T}{\displaystyle \frac{d}{dt}}G𝑑t=G(y)G(x),`$ (168)
and this proves Eq. (22) in the case $`\eta =0`$.
To prove Eq. (22) in the case $`\eta 0`$ observe that we have the identity,
$$\frac{d}{dt}\frac{1}{2}(\lambda ^1r_i\lambda q_i)^2=(\lambda ^1r_i\lambda q_i)(\lambda ^1\dot{r}_i\lambda \dot{q}_i)=\lambda _{r_i}G(\lambda ^1\dot{r}_i\lambda p_i),$$
(169)
for $`i=1,n`$, and therefore
$$_{r_i}G\dot{r}_i=\lambda ^2_{r_i}Gp_i+\frac{d}{dt}\frac{1}{2}(\lambda ^1r_i\lambda q_i)^2.$$
(170)
Hence, using the definition (21), we obtain
$$K_2(\varphi )=_0^T_rD^1G\dot{r}dt=R(\varphi (T))R(\varphi (0))_0^T\mathrm{\Theta }(\varphi (t))𝑑t$$
(171)
This completes the proof of Proposition 1.7.
With generalized detailed balance we show the following
###### Proposition 4.1
If $`\eta =0`$ then $`W^{(0)}(x)=G(x)\mathrm{min}_xG(x)`$.
Proof: The function $`W^{(0)}(x)`$ is given by
$$W^{(0)}(x)=\underset{i}{\mathrm{min}}\left(W^{(0)}(K_i)+V^{(0)}(K_i,x)\right)\underset{j}{\mathrm{min}}W^{(0}(K_j).$$
(172)
where the minimum is taken over all compact sets $`K_i`$. In Eq. (172), $`W^{(0)}(K_i)`$ is given by
$$W^{(0)}(K_i)=\underset{gG\{i\}}{\mathrm{min}}\underset{(mn)g}{}V^{(0)}K_m,K_n).$$
(173)
The sets $`K_j`$ are the critical sets of the generalized Hamiltonian $`G(p,q,r)`$, therefore $`G`$ is constant on $`K_j`$ and we set $`G(x)=G_j`$ for all $`xK_j`$. Furthermore if $`(p,q,r)K_j`$, then $`p=0`$ and therefore the sets $`K_j`$ are invariant under time reversal: $`JK_j=K_j`$. Using the generalized detailed balance, we see that for any path $`\varphi 𝒞([0,T])`$ with $`\varphi (0)=xK_m`$ and $`\varphi (t)=yK_n`$ we have
$$I_{x,T}^{(0)}(\varphi )=I_{Jy,T}^{(0)}(\stackrel{~}{\varphi })+G(y)G(x)=I_{y,T}^{(0)}(\stackrel{~}{\varphi })+G_nG_m.$$
(174)
Taking the infimum over all paths $`\varphi `$ and all time $`T`$, we obtain the identity
$$V^{(0)}(K_m,K_n)=V^{(0)}(K_n,K_m)+G_mG_n.$$
(175)
In Eq. (173) the minimum is taken over all $`\{i\}`$-graphs (see the paragraph above Theorem 17 in the introduction). Given an $`\{i\}`$-graph and a $`j`$ with $`ji`$, there is a sequence of arrows leading from $`j`$ to $`i`$. Consider now the graph obtained by reversing all the arrows leading from $`j`$ to $`i`$; in this way we obtain a $`\{j\}`$-graph. Using the identity (175) the weight of this graph is equal to the weight of the original graph plus $`G_jG_i`$. Taking the infimum over all graphs we obtain the identity
$$W^{(0)}(K_i)=W^{(0)}(K_j)+G_jG_i,$$
(176)
and therefore we have
$$W^{(0)}(K_i)=G_i+\mathrm{const},$$
(177)
and so
$$W^{(0)}(x)=\underset{i}{\mathrm{min}}(G_i+V^{(0)}(K_i,x))\underset{j}{\mathrm{min}}G_j.$$
(178)
The second term in Eq. (178) is equal to $`\mathrm{min}_xG(x)`$, since $`G(x)`$ is bounded below.
We now derive upper and lower bounds on the first term in Eq. (178). A lower bound follows easily from Proposition 1.7: For any path $`\varphi 𝒞([0,T])`$ with $`\varphi (0)=zK_i`$ and $`\varphi (T)=x`$ we obtain the inequality
$$I_{z,T}^{(0)}(\varphi )=I_{Jx,T}^{(0)}(\stackrel{~}{\varphi })+G(x)G_iG(x)G_i,$$
(179)
since the rate function is nonnegative. Taking infimum over all paths $`\varphi `$ and time $`T`$ we obtain
$$W^{(0)}(x)G(x)\underset{x}{\mathrm{min}}G(x).$$
(180)
To prove the lower bound we consider the trajectory $`\stackrel{~}{\varphi }`$ starting at $`Jx`$ at time $`0`$ which is the solution of the equation
$`\dot{q}_i`$ $`=`$ $`_{p_i}Gi=1,\mathrm{},n,`$
$`\dot{p}_i`$ $`=`$ $`_{q_i}Gi=1,\mathrm{},n,`$ (181)
$`\dot{r}_i`$ $`=`$ $`\gamma \lambda ^2_{r_i}Gi=1,n.`$
By Lemma 33, there is some $`K_j`$ such that $`lim_t\mathrm{}\stackrel{~}{\varphi }(t)K_j`$. Furthermore, since $`\stackrel{~}{\varphi }`$ is a solution of Eq. (181), the rate function of this path vanishes $`I_{Jx,T}^{(0)}(\stackrel{~}{\varphi })=0`$, for any $`T>0`$. Note that an infinite amount of time is needed to reach $`K_j`$ in general. Now consider the time reversed path $`\varphi (t)`$. It starts at $`t=T`$ with $`T\mathrm{}`$ at $`K_i`$ and reaches $`x`$ at time $`0`$. For such a path we have
$$\underset{T\mathrm{}}{lim}I_{z,T}^{(0)}(\varphi )=\underset{T\mathrm{}}{lim}I_{Jx}^{(0)}(\stackrel{~}{\varphi })+G(x)G_i=G(x)G_i,$$
(182)
and therefore
$$V^{(0)}(K_i,x)G(x)G_i.$$
(183)
We finally obtain
$$W^{(0)}(x)G_i+V^{(0)}(K_i,x)\underset{x}{\mathrm{min}}G(x)G(x)\underset{x}{\mathrm{min}}G(x)$$
(184)
and this concludes the proof of Proposition 4.1.
We have the following bound on the rate function:
###### Lemma 4.2
If $`\eta 0`$ then for any $`\varphi 𝒞([0,T])`$,
$$(1+\eta )^1I_{x,T}^{(0)}(\varphi )I_{x,T}^{(\eta )}(\varphi )(1\eta )^1I_{x,T}^{(0)}(\varphi ),$$
(185)
and a similar bound for $`\eta 0`$.
Proof: The proof follows from the fact that the subset of $`𝒞([0,T])`$ on which $`I_{x,T}^{(\eta )}(\varphi )<\mathrm{}`$ is independent of $`\eta `$. This is seen from the definition of rate function (24). Inspection of Eq. (160) implies the bound (185).
From this we obtain immediately
###### Corollary 4.3
If $`\eta 0`$ then
$$(1+\eta )^1(G(x)\underset{x}{\mathrm{min}}G(x))W^{(\eta )}(x)(1\eta )^1(G(x)\underset{x}{\mathrm{min}}G(x)).$$
(186)
and a similar bound for $`\eta 0`$.
This concludes the proof of Theorem 17.
* We would like to thank J.-P. Eckmann, M. Hairer, J. Lebowitz, C.-A. Pillet, and H. Spohn for useful discussions. This work was partially supported by Swiss National Science Foundation (L.R.-B.) and NSF grant DMS 980139 (L.E.T). |
warning/0001/gr-qc0001099.html | ar5iv | text | # ENERGY CONDITIONS AND THEIR COSMOLOGICAL IMPLICATIONS
## 1 Introduction
Einstein gravity (general relativity) is a tremendously complex theory even if you restrict attention to the purely classical regime. The field equations are
$$G^{\mu \nu }=\frac{8\pi G_{\mathrm{N}ewton}}{c^4}T^{\mu \nu }.$$
(1)
The left-hand-side, the Einstein tensor $`G^{\mu \nu }`$, is complicated enough by itself, but is at least a universal function of the spacetime geometry. In contrast the right-hand-side, the stress-energy tensor $`T^{\mu \nu }`$, is not universal but instead depends on the particular type of matter and interactions you choose to insert in your model. Faced with this situation, you must either resign oneself to performing an immense catalog of special-case calculations, one special case for each conceivable matter Lagrangian you can write down, or try to decide on some generic features that “all reasonable” stress-energy tensors should satisfy, and then try to use these generic features to develop general theorems concerning the strong-field behaviour of gravitational fields.
One key generic feature that most matter we run across experimentally seems to share is that energy densities (almost) always seem to be positive. The so-called “energy conditions” of general relativity are a variety of different ways of making this notion of locally positive energy density more precise. The (pointwise) energy conditions take the form of assertions that various linear combinations of the components of the stress-energy tensor (at any specified point in spacetime) should be positive, or at least non-negative. The so-called “averaged energy conditions” are somewhat weaker, they permit localized violations of the energy conditions, as long as “on average” the energy conditions hold when integrated along null or timelike geodesics.$`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$
The refinement of the energy conditions paralleled the development of powerful mathematical theorems, such as the singularity theorems (guaranteeing, under certain circumstances, gravitational collapse and/or the existence of a big bang singularity),$`^{\mathrm{?},\mathrm{?}}`$ the positive energy theorem, the non-existence of traversable wormholes (topological censorship), and limits on the extent to which light cones can “tip over” in strong gravitational fields (superluminal censorship). All these theorems require some form of energy condition, some notion of positivity of the stress-energy tensor as an input hypothesis, and the variety of energy conditions in use in the relativity community is driven largely by the technical requirements of how much you have to assume to easily prove certain theorems.
Over the years, opinions have changed as to how fundamental some of the specific energy conditions are. One particular energy condition has now been completely abandoned, and there is general agreement that another is on the verge of being relegated to the dustbin. There are however, some more general issues that make one worry about the whole programme. Specifically:
(1) Over the last decade or so it has become increasingly obvious that there are subtle quantum effects that are capable of violating all the energy conditions, even the weakest of the standard energy conditions. Now because these are quantum effects, they are by definition small (proportional to $`\mathrm{}`$) so the general consensus for many years was to not worry too much.$`^\mathrm{?}`$
(2) More recently,$`^{\mathrm{?},\mathrm{?}}`$ it has become clear that there are quite reasonable looking classical systems, field theories that are compatible with all known experimental data, and that are in some sense very natural from a quantum field theory point of view, which violate all the energy conditions. Because these are now classical violations of the energy conditions they can be made arbitrarily large, and seem to lead to rather weird physics. (For instance, it is possible to demonstrate that Lorentzian-signature traversable wormholes arise as classical solutions of the field equations.) $`^\mathrm{?}`$
Faced with this situation, you will either have to learn to live with some rather peculiar physics, or you will need to make a radical reassessment of the place of the energy conditions in general relativity and cosmology.
## 2 Energy conditions
To set some basic nomenclature, the pointwise energy conditions of general relativity are: $`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$
Trace energy condition (TEC), now abandoned.
Strong energy condition (SEC), almost abandoned.
Null energy condition (NEC).
Weak energy condition (WEC).
Dominant energy condition (DEC).
All of these energy conditions can be modified by averaging along null or timelike geodesics.
The trace energy condition is the assertion that the trace of the stress-energy tensor should always be negative (or positive depending on metric conventions), and was popular for a while during the 1960’s. However, once it was realized that stiff equations of state, such as those appropriate for neutron stars, violate the TEC this energy condition fell into disfavour.$`^\mathrm{?}`$ It has now been completely abandoned and is no longer cited in the literature — we mention it here as a concrete example of an energy condition being outright abandoned.
The strong energy condition is currently the subject of much discussion, sometimes heated. (1) The most naive scalar field theory you can write down, the minimally coupled scalar field, violates the SEC,$`^\mathrm{?}`$ and indeed curvature-coupled scalar field theories also violate the SEC; there are fermionic quantum field theories where interactions engender SEC violations,$`^\mathrm{?}`$ and specific models of point-like particles with two-body interactions that violate the SEC.$`^\mathrm{?}`$ (2) If you believe in cosmological inflation, the SEC must be violated during the inflationary epoch, and the need for this SEC violation is why inflationary models are typically driven by scalar inflaton fields. (3) If you believe the recent observational data regarding the accelerating universe, then the SEC is violated on cosmological scales right now! $`^\mathrm{?}`$ (4) Even if you are somewhat more conservative, and regard the alleged present-day acceleration of the cosmological expansion as “unproven”, the tension between the age of the oldest stars and the measured present-day Hubble parameter makes it very difficult to avoid the conclusion that the SEC must have been violated in the cosmologically recent past, sometime between redshift 10 and the present.$`^\mathrm{?}`$ Under the circumstances it would be rather quixotic to take the SEC too seriously as a fundamental guide.
In contrast, the null, weak, and dominant energy conditions are still extensively used in the general relativity community. The weakest of these is the NEC, and it is in many cases also the easiest to work with and analyze. The standard wisdom for many years was that all reasonable forms of matter should at least satisfy the NEC. After it became clear that the NEC (and even the ANEC) was violated by quantum effects two main lines of retrenchment developed: $`^\mathrm{?}`$
(1) Many researchers simply decided to ignore quantum mechanics, relying on the classical NEC to prevent grossly weird physics in the classical regime, and hoping that the long sought for quantum theory of gravity would eventually deal with the quantum problems. This is not a fully satisfactory response in that NEC violations already show up in semiclassical quantum gravity (where you quantize the matter fields and keep gravity classical), and show up at first order in $`\mathrm{}`$. Since semiclassical quantum gravity is certainly a good approximation in our immediate neighborhood, it is somewhat disturbing to see widespread (albeit small) violations of the energy conditions in the here and now. Many experimental physicists and observational astrophysicists react quite heatedly when the theoreticians tell them that according to our best calculations there should be plenty of “negative energy” (energy densities less than that of the flat-space Minkowski vacuum) out there in the real universe. However, to avoid the conclusion that quantum effects can and do lead to locally negative energy densities, and even violations of the ANEC, requires truly radical surgery to modern physics, and in particular we would have to throw away almost all of quantum field theory.
(2) A more nuanced response is based on the Ford–Roman Quantum Inequalities.$`^\mathrm{?}`$ These inequalities, which are currently still being developed and extended, and whose implications are still a topic of considerable activity, are based on the facts that while quantum-induced violations of the energy conditions are widespread they are also small, and on the observation that a negative energy in one place and time always seems to be compensated for (indeed, over-compensated for) by positive energy elsewhere in spacetime. This is the so-called Quantum Interest Conjecture.$`^\mathrm{?}`$ While the positive pay-back is not enough to prevent violation of the ANEC (based on averaging the NEC along a null geodesic) the hope is that it will be possible to prove some type of space-time averaged energy condition from first principles, and that such a space-time averaged energy condition might be sufficient to enable us to recover the singularity/positive-mass/censorship theorems under weaker hypotheses than currently employed.
A fundamental problem for this type of approach is the more recent realization that there are also serious classical violations of the energy conditions.$`^{\mathrm{?},\mathrm{?}}`$ These classical violations can easily be made arbitrarily large, and appear to be unconstrained by any form of energy inequality. The simplest source of classical energy condition violations is from scalar fields, so we shall first present some background on the usefulness and need for scalar field theories in modern physics.
## 3 Scalar Fields: Background
Scalar fields play a somewhat ambiguous role in modern theoretical physics: on the one hand they provide great toy models, and are from a theoretician’s perspective almost inevitable components of any reasonable model of empirical reality; on the other hand the direct experimental/observational evidence is spotty.
The only scalar fields for which we have really direct “hands-on” experimental evidence are the scalar mesons (pions $`\pi `$; kaons $`K`$; and their “charmed”, “truth” and “beauty” relatives, plus a whole slew of resonances such as the $`\eta `$, $`f_0`$, $`\eta ^{}`$, $`a_0`$, …).$`^\mathrm{?}`$ Not one of these particles are fundamental, they are all quark-antiquark bound states, and while the description in terms of scalar fields is useful when these systems are probed at low momenta (as measured in their rest frame) we should certainly not continue to use the scalar field description once the system is probed with momenta greater than $`\mathrm{}/(\mathrm{bound}\mathrm{state}\mathrm{radius})`$. In terms of the scalar field itself, this means you should not trust the scalar field description if gradients become large, if
$$\varphi >\frac{\varphi }{\mathrm{bound}\mathrm{state}\mathrm{radius}}.$$
(2)
Similarly you should not trust the scalar field description if the energy density in the scalar field exceeds the critical density for the quark-hadron phase transition. Thus scalar mesons are a mixed bag: they definitely exist, and we know quite a bit about their properties, but there are stringent limitations on how far we should trust the scalar field description.
The next candidate scalar field that is closest to experimental verification is the Higgs particle responsible for electroweak symmetry breaking. While in the standard model the Higgs is fundamental, and while almost everyone is firmly convinced that some Higgs-like scalar field exits, there is a possibility that the physical Higgs (like the scalar mesons) might itself be a bound state of some deeper level of elementary particles (e.g., technicolor and its variants). Despite the tremendous successes of the standard model of particle physics we do not (currently) have direct proof of the existence of a fundamental Higgs scalar field.
A third candidate scalar field of great phenomenological interest is the axion: it is extremely difficult to see how one could make strong interaction physics compatible with the observed lack of strong CP violation, without something like an axion to solve the so-called “strong CP problem”. Still, the axion has not yet been directly observed experimentally.
A fourth candidate scalar field of phenomenological interest specifically within the astrophysics/cosmology community is the so-called “inflaton”. This scalar field is used as a mechanism for driving the anomalously fast expansion of the universe during the inflationary era. While observationally it is a relatively secure bet that something like cosmological inflation (in the sense of anomalously fast cosmological expansion) actually took place, and while scalar fields of some type are the only known reasonable way of driving inflation, we must again admit that direct observational verification of the existence of the inflaton field (and its variants, such as quintessence) is far from being accomplished.
A fifth candidate scalar field of phenomenological interest specifically within the general relativity community is the so-called “Brans–Dicke scalar”. This is perhaps the simplest extension to Einstein gravity that is not ruled out by experiment. (It is certainly greatly constrained by observation and experiment, and there is no positive experimental data guaranteeing its existence, but it is not ruled out.) The relativity community views the Brans–Dicke scalar mainly as an excellent testing ground for alternative ideas and as a useful way of parameterizing possible deviations from Einstein gravity. (And experimentally and observationally, Einstein gravity still wins.)
Finally, the membrane-inspired field theories (low-energy limits of what used to be called string theory) are literally infested with scalar fields. In membrane theories it is impossible to avoid scalar fields, with the most ubiquitous being the so-called “dilaton”. However, the dilaton field is far from unique, in general there is a large class of so-called “moduli” fields, which are scalar fields corresponding to the directions in which the background spacetime geometry is particularly “soft” and easily deformed. So if membrane theory really is the fundamental theory of quantum gravity, then the existence of fundamental scalar fields is automatic, with the field theory description of these fundamental scalars being valid at least up to the Planck scale, and possibly higher.
(For good measure, by making a conformal transformation of the spacetime geometry it is typically possible to put membrane-inspired scalar fields into a framework which closely parallels that of the generalized Brans–Dicke fields. Thus there is a potential for much cross-pollination between Brans–Dicke inspired variants of general relativity and membrane-inspired field theories.)
So overall, we have excellent theoretical reasons to expect that scalar field theories are an integral part of reality, but the direct experimental/observational verification of the existence of fundamental fields is still an open question. Nevertheless, we think it fair to say that there are excellent reasons for taking scalar fields seriously, and excellent reasons for thinking that the gravitational properties of scalar fields are of interest cosmologically, astrophysically, and for providing fundamental probes of general relativity.
## 4 Scalar Fields and Gravity
In setting up the formalism for a scalar field coupled to gravity we first need to specify a few conventions: the metric signature will be taken to be $`(,+,+,+)`$ and we adopt Landau–Lifshitz spacelike conventions (LLSC) This is equivalent to MTW $`^\mathrm{?}`$ conventions with latin indices for the tensors, and is equivalent to Flanagan–Wald.$`^\mathrm{?}`$ In the MTW classification this corresponds to $`(+g,+Riemann,+Einstein)`$. We take the total action to be:
$$𝒮=𝒮_g+𝒮_\varphi +𝒮_{\mathrm{bulk}}.$$
(3)
The gravity action is standard
$$𝒮_g=d^4x\sqrt{g}\frac{1}{2}\kappa R,$$
(4)
with the ordinary Newton constant being defined by
$$\kappa =\frac{c^4}{8\pi G_{\mathrm{Newton}}}.$$
(5)
We shall permit the scalar field to exhibit an arbitrary curvature coupling $`\xi `$
$$𝒮_\varphi =d^dx\sqrt{g}\left(\frac{1}{2}\left[(\varphi )^2+\xi R\varphi ^2\right]V(\varphi )\right).$$
(6)
Finally the action for ordinary bulk matter is taken as
$$𝒮_{\mathrm{bulk}}=d^dx\sqrt{g}f(\varphi )_{\mathrm{matter}}.$$
(7)
Here we assume $`f(\varphi )`$ is algebraic, and that $`_{\mathrm{matter}}`$ does not involve $`\varphi `$. We also assume for technical reasons that $`_{\mathrm{matter}}`$ does not contain any terms involving second derivatives of the metric. (For example, let $`L_{\mathrm{matter}}`$ be the Lagrangian of the ordinary standard model of particle physics.) Under these circumstances the equations of motion (EOM) for gravity can be written
$$\kappa G_{ab}=T_{ab}^\varphi +f(\varphi )T_{ab}^{\mathrm{matter}}.$$
(8)
The EOM of the $`\varphi `$ field are
$$(^2\xi R)\varphi V^{}(\varphi )+f^{}(\varphi )_{\mathrm{matter}}=0.$$
(9)
The EOM for the bulk matter fields can be phrased as
$$_b\left[f(\varphi )T_{\mathrm{matter}}^{ab}\right]=0.$$
(10)
There are a few hidden subtleties here: First because of the curvature coupling term $`\xi R\varphi ^2`$ the stress-energy tensor for the scalar field contains a term proportional to the Einstein tensor
$`T_{ab}^\varphi `$ $`=`$ $`_a\varphi _b\varphi {\displaystyle \frac{1}{2}}g_{ab}(\varphi )^2g_{ab}V(\varphi )`$
$`+`$ $`\xi \left[G_{ab}\varphi ^22_a(\varphi _b\varphi )+2g_{ab}^c(\varphi _c\varphi )\right].`$
Second, the way we have defined $`T^{\mathrm{matter}}`$ it is to be calculated from $`𝒮_{\mathrm{bulk}}`$ by simply ignoring the factor $`f(\varphi )`$.
Because the RHS contains a term proportions to the Einstein tensor it is best to rearrange the gravity EOM by isolating all such terms on the LHS, in which case the gravity EOM is equivalent to
$$\kappa G_{ab}=[T_{\mathrm{eff}}^\varphi ]_{ab}+f(\varphi )\frac{\kappa }{\kappa \xi \varphi ^2}T_{ab}^{\mathrm{matter}}.$$
(12)
Here the “effective” stress-energy for the scalar field is
$`[T_{\mathrm{eff}}^\varphi ]_{ab}`$ $`=`$ $`{\displaystyle \frac{\kappa }{\kappa \xi \varphi ^2}}\{_a\varphi _b\varphi {\displaystyle \frac{1}{2}}g_{ab}(\varphi )^2g_{ab}V(\varphi )`$ (13)
$``$ $`\xi [2_a(\varphi _b\varphi )2g_{ab}^c(\varphi _c\varphi )]\}.`$
Note that this effective stress-energy can change sign for certain values of the scalar field, which is our first hint of peculiar physics. More importantly, observe that it is the energy conditions defined in terms of this effective stress-energy tensor that are the physically interesting ones: energy conditions imposed upon this effective stress-energy imply constraints on the Einstein tensor, placing constraints on the curvature, which is what is really needed for deriving singularity/positive-mass/censorship theorems.
In addition, the “effective” gravitational coupling of “normal matter” to the gravitational field is
$$\kappa _{\mathrm{eff}}=\frac{\kappa \xi \varphi ^2}{f(\varphi )}.$$
(14)
In terms of Newton’s constant
$$G_{\mathrm{Newton}}^{\mathrm{eff}}(\varphi )=G_{\mathrm{Newton}}f(\varphi )\frac{\kappa }{\kappa \xi \varphi ^2}.$$
(15)
It is particularly convenient to pick $`f(\varphi )=(\kappa \xi \varphi ^2)/\kappa `$. With this simplifying choice bulk matter couples to gravity in the ordinary way, while the only gravitational peculiarities are now concentrated in the gravity-$`\varphi `$ sector.
In the remainder of the technical discussion we shall, for simplicity, treat the normal matter in the test-field limit. That is, whatever normal matter is present is assumed to be sufficiently diffuse to not appreciably affect the spacetime geometry, while test particles of normal matter can still be used as convenient probes of the spacetime geometry. Making this test-matter approximation thus simplifies life to the extent that we are looking at a gravity EOM
$$\kappa G_{ab}=[T_{\mathrm{eff}}^\varphi ]_{ab},$$
(16)
coupled to the scalar EOM
$$(^2\xi R)\varphi V^{}(\varphi )=0.$$
(17)
This system is now sufficiently simple that a number of exact analytic solutions are known.$`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$ We shall not re-derive any of these exact analytic solutions but instead will quote them as examples when we want to illustrate some aspect of the generic situation.$`^\mathrm{?}`$
## 5 Scalar Fields and energy conditions
### 5.1 SEC
Technically the SEC is defined (in 4 dimensions) by using the trace-reversed stress energy tensor
$$\overline{T}_{ab}T_{ab}\frac{1}{2}g_{ab}\mathrm{tr}(T).$$
(18)
The SEC is then the assertion that for any timelike vector
$$\overline{T}_{ab}v^av^b0.$$
(19)
The reason for wanting this condition is that, via the Einstein equations, the SEC would imply the Ricci convergence condition
$$R_{ab}v^a0.$$
(20)
This convergence condition on the Ricci curvature tensor is then used to prove that nearby timelike geodesics are always focussed towards each other, and this focussing lemma is then a first critical step in proving singularity theorems and the like. Unfortunately if you actually calculate this quantity for the effective stress-energy of the scalar field you find
$`\overline{[T_{\mathrm{eff}}^\varphi ]}_{ab}v^av^b`$ $`=`$ $`{\displaystyle \frac{\kappa }{\kappa \xi \varphi ^2}}\{(v^a_a\varphi )^2V(\varphi )`$
$``$ $`\xi [2v^av^b_a(\varphi _b\varphi )^c(\varphi _c\varphi )]\}.`$
It’s very easy to make this quantity negative. There is a specific example in Hawking–Ellis,$`^\mathrm{?}`$ page 95; flat space with $`\xi =0`$ and $`V(\varphi )=\frac{1}{2}m^2\varphi ^2`$, but the phenomenon is much more general. For minimal coupling ($`\xi =0`$) we see
$$\overline{[T_{\mathrm{eff}}^\varphi ]}_{ab}v^av^b=(v^a_a\varphi )^2V(\varphi ).$$
(22)
Thus any static field with a positive potential violates the SEC. (For example, a slowly changing scalar with a mass or quartic self-interactions, this is the simplest toy model for cosmological inflation and/or quintessence; also any positive cosmological constant violates the SEC.)
Adding a non-minimal coupling ($`\xi 0`$) is not helpful, though it does make the algebra messier. (In particular, adding non-minimal coupling will not by itself switch off cosmological inflation.) The key point regarding the SEC is that a positive potential energy $`V(\varphi )>0`$ tends to violate the SEC, and you can always think of getting SEC violations by going to a region of field space with high potential energy.
Though the SEC violations we are talking about here are most commonly used in building models of cosmological inflation, perhaps the most serious long term issue is that the singularity theorem we use to prove the existence of a big bang singularity in FLRW cosmologies depends crucially on the SEC. Not only do SEC violations permit cosmological inflation but they also open the door to replacing the big bang singularity with a “bounce”, or “Tolman wormhole”.$`^{\mathrm{?},\mathrm{?},\mathrm{?}}`$ In fact it is now known that generically the SEC is the only energy condition you need to violate to get a bounce, and that it is still possible to satisfy all the other energy conditions at and near the bounce.$`^\mathrm{?}`$ (In counterpoint, if one replaces the SEC by strong enough inhomogeneity assumptions then it is possible to prove that certain classes of chaotic inflationary models must nevertheless possess a big-bang singularity.)
Note that scalar fields do not guarantee the prevention of a big bang singularity, they merely raise this possibility — and this issue is interesting enough to warrant further investigation. Another interesting point is that the reason that most inflationary models are based on minimally coupled scalars ($`\xi =0`$) is purely a historical one, there simply was no need to go to non-minimal coupling to get the SEC violations that are needed for cosmological inflation, and it is only once you get down to rather specific model building that non-minimal coupling becomes interesting.
### 5.2 NEC
The NEC has two great advantages over the SEC: it is the simplest energy condition to deal with algebraically, and because it is the weakest pointwise energy condition it leads to the strongest theorems. The NEC is the assertion that for any null vector $`k^a`$ we should have
$$T_{ab}k^ak^b0.$$
(23)
Unfortunately when we actually calculate this quantity for the scalar field we find
$`[T_{\mathrm{eff}}^\varphi ]_{ab}k^ak^b`$ $`=`$ $`{\displaystyle \frac{\kappa }{\kappa \xi \varphi ^2}}\{(k^a_a\varphi )^2`$ (24)
$`\xi \left[2k^ak^b_a(\varphi _b\varphi )\right]\}.`$
For minimal coupling
$$[T_{\mathrm{eff}}^\varphi ]_{ab}k^ak^b=(k^a_a\varphi )^20.$$
(25)
The accident that the NEC is satisfied for minimal coupling led to a situation where researchers just did not look under enough rocks to see where the problems lay.
For non-minimal coupling we start, as a convenience, by extending $`k`$ to be a geodesic vector field around the point of interest, so that $`k^a_ak^b=0`$. Then using the affine parameter $`\lambda `$ we have $`k^a_a=d/d\lambda `$ so that
$$[T_{\mathrm{eff}}^\varphi ]_{ab}k^ak^b=\frac{\kappa }{\kappa \xi \varphi ^2}\left\{\left(\frac{d\varphi }{d\lambda }\right)^2\xi \left(\frac{d^2[\varphi ^2]}{d\lambda ^2}\right)\right\}.$$
(26)
Pick any local extremum of $`\varphi `$ along the null geodesic, then
$$[T_{\mathrm{eff}}^\varphi ]_{ab}k^ak^b=\frac{\kappa }{\kappa \xi \varphi ^2}\left\{\xi \left(\frac{d^2[\varphi ^2]}{d\lambda ^2}\right)\right\}.$$
(27)
It is easy to make this negative (for *any* $`\xi 0`$). If $`\xi <0`$ consider any local maximum of the field $`\varphi `$, the NEC is violated. If $`\xi >0`$ and $`\varphi <\sqrt{\kappa /\xi }`$ then any local minimum does the job, while if $`\xi >0`$ and $`\varphi >\sqrt{\kappa /\xi }`$ one again needs a local maximum of $`\varphi `$ to violate the NEC.
Now classical violations of the NEC are much more disturbing than classical violations if the SEC. In particular, traversable Lorentzian-signature wormholes are known to be associated with violations of the NEC (and ANEC),$`^\mathrm{?}`$ as are warp-drives,$`^{\mathrm{?},\mathrm{?}}`$ time machines,$`^\mathrm{?}`$ and similar exotica — this should start to make you feel just a little nervous.
### 5.3 ANEC
The ANEC is technically much more interesting. Pick some complete null geodesic $`\gamma `$ and consider the integral
$$=[T_{\mathrm{eff}}^\varphi ]_{ab}k^ak^b𝑑\lambda .$$
(28)
Then
$$=\frac{\kappa }{\kappa \xi \varphi ^2}\left\{\left(\frac{d\varphi }{d\lambda }\right)^22\xi \frac{d}{d\lambda }\left(\varphi \frac{d\varphi }{d\lambda }\right)\right\}𝑑\lambda .$$
(29)
Integrate by parts, discarding the boundary terms (that is, assume sufficiently smooth asymptotic behaviour)
$$=\frac{\kappa }{\kappa \xi \varphi ^2}\left\{\left(\frac{d\varphi }{d\lambda }\right)^2+\frac{4\xi ^2\varphi ^2(d\varphi /d\lambda )^2}{\kappa \xi \varphi ^2}\right\}𝑑\lambda .$$
(30)
Now assemble the pieces:
$$=\frac{\kappa [\kappa \xi (14\xi )\varphi ^2]}{(\kappa \xi \varphi ^2)^2}\left(\frac{d\varphi }{d\lambda }\right)^2𝑑\lambda .$$
(31)
The integrand is not positive definite, and ANEC can be violated, provided there is a region along the geodesic where
$$\xi (14\xi )\varphi ^2>\kappa .$$
(32)
This can only happen for $`\xi (0,1/4)`$, so there is something very special about this range of curvature couplings. In particular $`1/6(0,1/4)`$, so conformal coupling in $`d=4`$ lies in this range. This is important because there are technical issues in quantum field theory that seem to almost automatically imply that real physical scalars should be conformally coupled. (Conformal coupling $`\xi =1/6`$ is typically a infrared fixed point of the renormalization group flow, furthermore setting $`\xi =1/6`$ and then going to flat spacetime automatically reproduces the so-called “new-improved stress-energy tensor”, a stress-energy tensor that is much better behaved in quantum field theory than the unimproved minimally-coupled stress-energy tensor.) $`^\mathrm{?}`$
Also note that ANEC violations require
$$\varphi ^2>\frac{\kappa }{\xi (14\xi )}>\frac{\kappa }{\xi }.$$
(33)
This implies that the prefactor in the effective stress-energy tensor for scalars must go through a zero and become negative in order to get ANEC violations. Thus ANEC violations are considerably more constrained than NEC violations, and the ANEC violating regions are always associated with regions where the effective stress-energy has “reversed sign”.
Furthermore in the ANEC violating region
$$\varphi ^2>\frac{\kappa }{\xi (14\xi )}>16\kappa ,$$
(34)
implying that the scalar field must take on enormous (super–Planckian) values in order to provide ANEC violations. Now super–Planckian values for scalar fields are not that unusual, they are part and parcel of many (though not all) inflationary models, and the standard lore in cosmology is to not worry about a super-Planckian value for the scalar field unless the energy density is also super–Planckian.
## 6 Conclusions
Even with the caveats provided above, the fact that the ANEC can be violated by classical scalar fields is significant and important — in particular the ANEC is the weakest of the energy conditions in current use, and violating the ANEC short circuits all the standard singularity/positive-mass/censorship theorems. This observation piqued our interest and we decided to see just how weird the physics could get once you admit scalar fields into your models.$`^\mathrm{?}`$
In particular, it is by now well-known that traversable wormholes are associated with violations of the NEC and ANEC, so we became suspicious that there might be an explicit class of exact traversable wormhole solutions to the coupled gravity-scalar field system.$`^\mathrm{?}`$ In a recent paper $`^\mathrm{?}`$ we presented such a class of solutions — for algebraic simplicity we restricted attention to conformal coupling ($`\xi 1/6`$) and set the potential to zero $`V(\varphi )0`$. We found a three-parameter class of exact solutions to the coupled Einstein–scalar field equations with the three parameters being the mass, the scalar charge, and the value of the scalar field at infinity. Within this three-dimensional parameter space we found a two-dimensional subspace that corresponds to exact traversable wormhole solutions.$`^\mathrm{?}`$
The simplifications of conformal coupling and zero potential were made only for the sake of algebraic simplicity and we expect that there are more general classes of wormhole solutions waiting to be discovered. In addition, deviations from spherical symmetry are also of interest. It should be borne in mind that although the present analysis indicates that there must be super-Planckian scalar fields somewhere in the wormhole spacetime, this does not necessarily mean that a traveller needs to traverse one of these super-Planckian regions to cross to the other side: If the wormhole is not spherically symmetric it is typically possible to minimize the spatial extent of the regions of peculiar physics.$`^\mathrm{?}`$ Work on these topics is continuing.
Now traversable wormholes, while certainly exotic, are by themselves not enough to get the physics community really upset: The big problem with traversable wormholes is that if you manage to acquire even one inter-universe traversable wormhole then it seems almost absurdly easy to build a time machine — and this does get the physics community upset.$`^\mathrm{?}`$ There is a conjecture (Hawking’s Chronology Protection Conjecture) that quantum physics will save the universe by destabilizing the wormhole just as the time machine is about to form, but it must certainly be emphasized that there is considerable uncertainty as to how serious these causality problems are.$`^\mathrm{?}`$
There are two responses to the current state of affairs: either we can learn to live with wormholes, and other strange physics engendered by energy condition violations, or we need to patch up the theory. We cannot just say that some improved version of the energy conditions will do the job for us, since we already have an explicit solution of the Einstein equations that contains traversable wormholes — we would have to do something more drastic, like attack the notion of a scalar field, or forbid conformal couplings \[we would need to forbid the entire range $`\xi (0,1/4)`$\], or forbid super-Planckian field values — each one of these particular possibilities however is in conflict with cherished notions of some segments of the particle physics/ membrane theory/ relativity/ astrophysics communities. Most physicists would be loathe to give up the notion of a scalar field, and conformal coupling is so natural that it is difficult to believe that banning it would be a viable option. Banishing super–Planckian field values is more plausible, but this runs afoul of at least some segments of the inflationary community.
## References |
warning/0001/hep-th0001222.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In previous work we investigated local and non-local conserved charges in the bosonic principal chiral model (PCM) based on a compact classical Lie group. The non-local charges, forming the ‘Yangian’ quantum group, were shown to commute with the local charges. The algebra of the local charges themselves was found to be quite involved in general. Nevertheless, we were able to prove the existence of mutually commuting sets of local charges with spins equal to the exponents of the underlying classical Lie algebra modulo its Coxeter number. This is precisely the structure familiar from affine Toda field theory (see e.g. ) and to this extent the results provide a new perspective on properties of the known S-matrices for PCMs .
In this paper we extend these earlier results in a number of directions. We begin by adding a Wess-Zumino (WZ) term to the bosonic PCM. A special case, at a critical value of the coupling, is the quantum-conformally-invariant WZW model. We show in section 2 how the results of can be carried over in the presence of a WZ term with arbitrary coefficient. A more challenging problem is to find analogous results when fermions are added to the PCM (with or without a WZ term) so as to make the model supersymmetric, and it is to this that we devote the remainder of the paper.<sup>5</sup><sup>5</sup>5Some preliminary results were described in conference talks . A number of novel features arise in conjunction with supersymmetry and a proper comparison with the bosonic theory is greatly facilitated by a thorough understanding of the special behaviour of the critical WZW and super WZW models, thus making contact with the results of section 2.
The supersymmetric PCM is introduced in section 3 using both superspace and component fields. We then construct local and non-local conserved charges in the model, and explain the effects of adding a WZ term in these supersymmetric theories. In section 4 we investigate in detail the algebra of local currents, before proving the existence of sets of commuting charges whose spins are once again related to the exponents of the relevant Lie algebra. Various technical or supplementary results are collected in some appendices.
## 2 The bosonic principal chiral and WZW models
### 2.1 The lagrangian, symmetries and currents
The principal chiral model with a Wess-Zumino term can be defined by an action
$$\frac{\kappa }{2}d^2x\mathrm{Tr}\left(_\mu g^1^\mu g\right)+\frac{\kappa }{3}\lambda _B\mathrm{Tr}(g^1dg)^3.$$
(2.1)
We shall refer to this theory as the principal-chiral-Wess-Zumino model or PCWZM. The field $`g(x^\mu )`$ is a function on spacetime (with coordinates $`x^\mu `$) taking values in some compact Lie group $`𝒢`$. This field must then be smoothly extended to a three-dimensional manifold $`B`$ whose boundary is spacetime in order to write the WZ term as above (where we have chosen to use differential form notation). The coupling constants $`\lambda `$ and $`\kappa `$ are dimensionless. Indeed, $`\kappa `$ is irrelevant classically, and may be assigned any numerical value without altering the theory. The combination $`\kappa \lambda `$ appearing in the coefficient of the WZ term must be quantised in suitable units for a consistent quantum theory, but this will not be significant for us.
We shall consider only simple classical groups $`𝒢=SU(N)`$, $`SO(N)`$, $`Sp(N)`$ ($`N`$ even in the last case) with the field $`g(x^\mu )`$ a matrix in the defining representation. The corresponding Lie algebra $`𝐠`$ then consists of $`N\times N`$ complex matrices $`X`$ which obey
$`su(N):`$ $`X^{}=X,\mathrm{Tr}(X)=0`$
$`so(N):`$ $`X^{}=X,X^T=X`$ (2.2)
$`sp(N):`$ $`X^{}=X,X^T=JXJ^1`$
where $`J`$ is some chosen symplectic structure. In each case we introduce a basis of anti-hermitian generators $`t^a`$ for $`𝐠`$ with real structure constants $`f^{abc}`$ and normalisations given by
$$[t^a,t^b]=f^{abc}t^c,\mathrm{Tr}(t^at^b)=\delta ^{ab}.$$
(2.3)
(Lie algebra indices will always be taken from the beginning of the alphabet.) For any $`X𝐠`$ we write
$$X=t^aX^a,X^a=\mathrm{Tr}(t^aX).$$
(2.4)
The advantage of writing the WZ term as a three-dimensional integral is that it makes manifest the continuous symmetry
$$𝒢_L\times 𝒢_R:gU_\mathrm{L}^{}gU_\mathrm{R}^1.$$
(2.5)
It is convenient to introduce the quantities
$$E_\mu ^L=_\mu gg^1,E_\mu ^R=g^1_\mu g$$
(2.6)
which take values in the Lie algebra $`𝐠`$ and transform only under the left and right factors of the symmetry group respectively. The equations of motion from the action (2.1) above state that the currents
$$j_\mu ^L=\kappa (E_\mu ^L\lambda \epsilon _{\mu \nu }E^{L\nu }),j_\mu ^R=\kappa (E_\mu ^R+\lambda \epsilon _{\mu \nu }E^{R\nu })$$
(2.7)
are conserved:
$$^\mu j_\mu ^R=^\mu j_\mu ^L=0.$$
(2.8)
We shall use both orthonormal coordinates $`x^0=t`$ and $`x^1=x`$ in two dimensions, with conventions $`\eta ^{00}=\eta ^{11}=1`$, $`\epsilon ^{01}=1`$, and also light-cone coordinates and derivatives defined by
$$x^\pm =\frac{1}{2}(t\pm x),_\pm =_t\pm _x.$$
In terms of the latter, the definitions of the conserved currents become
$$j_\pm ^L=\kappa (1\lambda )E_\pm ^L,j_\pm ^R=\kappa (1\pm \lambda )E_\pm ^R$$
(2.9)
and the equations of motion are equivalent to either of the conditions
$$_{}j_\pm ^L=\frac{\kappa }{2}[j_+^L,j_{}^L],_{}j_\pm ^R=\frac{\kappa }{2}[j_+^R,j_{}^R].$$
(2.10)
The PCM is of course a special case of the PCWZM corresponding to the choice $`\lambda =0`$. WZW models are defined by the conditions $`\lambda =\pm 1`$, which we shall refer to as critical points, or critical values of the coupling (though we shall concentrate on the classical theories in this paper). The special nature of these critical points is evident in light-cone coordinates, since then $`j_\pm ^L=j_{}^R=0`$ and the equations of motion become simply
$$_{}j_\pm ^R=_\pm j_{}^L=0$$
(2.11)
We shall refer to conservation equations of this special type as holomorphic.
For our purposes it will be sufficient to deal with just one of the currents $`j_\mu ^L`$ or $`j_\mu ^R`$; we choose the right current and drop the label $`R`$ henceforth.
The classical action is conformally-invariant and as a result the energy-momentum tensor
$$T_{\mu \nu }=\frac{1}{2\kappa }\left(\mathrm{Tr}(j_\mu j_\nu )\frac{1}{2}\eta _{\mu \nu }\mathrm{Tr}(j_\rho j^\rho )\right)$$
(2.12)
is not only conserved and symmetric but also traceless. In light-cone components it takes the familiar form
$$T_{\pm \pm }=\frac{1}{2\kappa }\mathrm{Tr}(j_\pm j_\pm ),T_+=T_+=0,$$
(2.13)
with
$$_{}T_{++}=_+T_{}=0.$$
(2.14)
The WZ term does not contribute to the energy-momentum tensor because it is metric-independent.
Finally we remark on the discrete transformation
$$\pi :gg^1E_\mu ^LE_\mu ^R,$$
(2.15)
which exchanges $`𝒢_L`$ and $`𝒢_R`$ and which we shall consequently refer to as $`𝒢`$-parity. For the PCM, with $`\lambda =0`$, this is a symmetry of the lagrangian. For the more general case of the PCWZM it is not a symmetry by itself, but it is if combined with the usual spacetime parity transformation $`xx`$.
### 2.2 Poisson brackets
The canonical Poisson brackets of the conserved currents in the PCWZM are
$`\{j_0^a(x),j_0^b(y)\}`$ $`=`$ $`f^{abc}j_0^c(x)\delta (xy)+2\lambda \kappa \delta ^{ab}\delta ^{}(xy)`$
$`\{j_0^a(x),j_1^b(y)\}`$ $`=`$ $`f^{abc}j_1^c(x)\delta (xy)+(1+\lambda ^2)\kappa \delta ^{ab}\delta ^{}(xy)`$ (2.16)
$`\{j_1^a(x),j_1^b(y)\}`$ $`=`$ $`f^{abc}(\mathrm{\hspace{0.17em}2}\lambda j_1^c(x)\lambda ^2j_0^c(x))\delta (xy)+2\lambda \kappa \delta ^{ab}\delta ^{}(xy)`$
or, in light-cone coordinates,
$`\{j_\pm ^a(x),j_\pm ^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}(1\pm \lambda )\left((3\lambda )j_\pm ^c(x)(1\pm \lambda )j_{}^c(x)\right)\delta (xy)`$ (2.17)
$`\pm 2\kappa (1\pm \lambda )^2\delta ^{ab}\delta ^{}(xy)`$
$`\{j_+^a(x),j_{}^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}\left((1\lambda )^2j_+^c(x)+(1+\lambda )^2j_{}^c(x)\right)\delta (xy)`$
We repeat that we are now dealing exclusively with the $`R`$ currents (the brackets of the $`L`$ currents with themselves are similar, while those of $`L`$ with $`R`$ are more complicated, but we shall need neither). These brackets may be derived in various ways; one method is sketched in an appendix, section 6.
Notice that different values of $`\lambda `$ result in genuinely different current algebras. In particular, we observe that at the critical values $`\lambda =\pm 1`$, with $`j_{}=0`$, the surviving current component $`j_\pm `$ obeys a Kac-Moody algebra. The value of $`\kappa `$, on the other hand, is of no real significance. Corresponding to its appearance as an overall factor in the lagrangian, it could be eliminated from the current algebra by a simultaneous re-scaling of currents and Poisson brackets. We can take advantage of this when carrying out calculations, by setting $`\kappa `$ to some convenient numerical value.
### 2.3 Local conserved charges and invariant tensors
Consider the PCWZM based on $`𝒢`$ with arbitrary couplings $`\kappa `$ and $`\lambda `$. Let $`d_{a_1a_2\mathrm{}a_m}^{(m)}`$ be any totally symmetric invariant tensor, (we shall not always indicate the rank $`m`$ explicitly) so that
$$d_{c(a_1a_2\mathrm{}a_{m1}}f_{a_m)bc}=0.$$
(2.18)
For each such $`d`$-tensor there are holomorphic conservation equations
$$_{}(d_{a_1a_2\mathrm{}a_m}j_+^{a_1}j_+^{a_2}\mathrm{}j_+^{a_m})=_+(d_{a_1a_2\mathrm{}a_m}j_{}^{a_1}j_{}^{a_2}\mathrm{}j_{}^{a_m})=0,$$
(2.19)
which follow immediately from (2.18) and from (2.10) written in the form
$$_{}j_\pm ^a=\frac{1}{2}\kappa f^{abc}j_+^bj_{}^c.$$
One special case is
$$_{}(T_{++}^n)=_+(T_{}^n)=0$$
(2.20)
which corresponds to even-rank invariant tensors constructed from Kronecker deltas:
$$d_{a_1a_2\mathrm{}a_{2n1}a_{2n}}=\delta _{(a_1a_2}\delta _{a_3a_4}\mathrm{}\delta _{a_{2n1}a_{2n})}.$$
(2.21)
Such conservation laws hold in any classically conformally-invariant theory. More interesting are the equations
$$_{}\mathrm{Tr}(j_+^m)=_+\mathrm{Tr}(j_{}^m)=0$$
(2.22)
which correspond to choosing
$$d_{a_1a_2\mathrm{}a_m}=s_{a_1a_2\mathrm{}a_m}:=\mathrm{sTr}(t^{a_1}t^{a_2}\mathrm{}t^{a_m}).$$
(2.23)
with ‘sTr’ denoting the trace of a completely symmetrised product of matrices. For $`su(N)`$ these tensors exist for any positive integer $`m`$. For $`so(N)`$ or $`sp(N)`$ on the other hand, they are non-trivial only when $`m`$ is an even integer, vanishing identically when $`m`$ is odd.
These observations lead us to a more detailed consideration of invariant tensors. There are infinitely many invariant tensors for each algebra $`𝐠`$, but only $`\mathrm{rank}(𝐠)`$ independent or primitive $`d`$-tensors and Casimirs (see e.g. ), whose degrees equal the exponents of $`𝐠`$ plus one. For future reference we list the exponents of each classical algebra, together with the value of its Coxeter number, $`h`$ and the dimension of its fundamental representation, $`N`$:
$$\begin{array}{cccc}\hfill a_{\mathrm{}}=su(\mathrm{}+1)& 1,2,3,\mathrm{},\mathrm{}& h=\mathrm{}+1\hfill & N=\mathrm{}+1\hfill \\ \hfill b_{\mathrm{}}=so(2\mathrm{}+1)& 1,3,5,\mathrm{},2\mathrm{}1& h=2\mathrm{}\hfill & N=2\mathrm{}+1\hfill \\ \hfill c_{\mathrm{}}=sp(2\mathrm{})& 1,3,5,\mathrm{},2\mathrm{}1& h=2\mathrm{}\hfill & N=2\mathrm{}\hfill \\ \hfill d_{\mathrm{}}=so(2\mathrm{})& 1,3,5,\mathrm{},2\mathrm{}3;\mathrm{}1& h=2\mathrm{}2\hfill & N=2\mathrm{}\hfill \end{array}$$
(2.24)
All other invariant tensors can be expressed as polynomials in the primitive tensors and the structure constants $`f_{abc}`$. The choice of primitive tensors is certainly not unique. In particular, we can modify any given choice by adding terms involving compound tensors of the form $`u_{(a_1\mathrm{}a_r}v_{b_1\mathrm{}b_s)}`$. For the classical algebras, the primitive tensors can be chosen to be symmetrised traces $`s_{a_1\mathrm{}a_m}`$ as in (2.23), with one exception. This exception is the Pfaffian invariant for $`so(2\mathrm{})`$, which has rank $`\mathrm{}`$ and which can be written
$$d_{a_1\mathrm{}a_{\mathrm{}}}=p_{a_1\mathrm{}a_{\mathrm{}}}:=\frac{1}{2^{\mathrm{}}\mathrm{}!}ϵ_{i_1j_1\mathrm{}i_{\mathrm{}}j_{\mathrm{}}}(t^{a_1})_{i_1j_1}\mathrm{}(t^a_{\mathrm{}})_{i_{\mathrm{}}j_{\mathrm{}}}.$$
(2.25)
Although the Pfaffian cannot itself be expressed as a polynomial in symmetrised traces, if $`X`$ is any element of the Lie algebra then it is always possible to express $`(p_{a_1\mathrm{}a_{\mathrm{}}}X^{a_1}\mathrm{}X^a_{\mathrm{}})^2=\mathrm{det}(X)`$ as a polynomial in traces of powers of $`X`$.
We are interested in the behaviour of the general conserved charges
$$q_{\pm s}=d_{a_1a_2\mathrm{}a_m}j_\pm ^{a_1}j_\pm ^{a_2}\mathrm{}j_\pm ^{a_m}𝑑x$$
(2.26)
which we label by their spins $`\pm s=\pm (m1)`$, i.e. their eigenvalues under the Lorentz boost generator. In particular, the Poisson bracket algebra of these charges can be calculated directly from (2.17). This was done in for the case $`\lambda =0`$ (the PCM) and it was observed that the ultralocal terms in (2.17) (those not involving $`\delta ^{}`$) never contribute, irrespective of their individual coefficients. Now the effect of introducing a WZ term is evidently just a modification of these coefficients by some $`\lambda `$-dependent functions. The arguments used in therefore suffice to show that the ultralocal terms still do not contribute, even in the more general case $`\lambda 0`$. An immediate consequence is that charges (2.26) with spins of opposite sign always commute, since the brackets of $`j_+`$ with $`j_{}`$ involve only ultralocal terms. For charges whose spins have the same sign, the situation is more complicated, since there may then be a contribution from the non-ultralocal term (proportional to $`\delta ^{}`$) in (2.17). For example, $`\{q_s,q_r\}`$ is easily seen to be proportional to the integral of
$$d_{a_1a_2\mathrm{}a_sc}^{(s+1)}d_{b_1\mathrm{}b_{r1}ec}^{(r+1)}j_+^{a_1}j_+^{a_2}\mathrm{}j_+^{a_s}j_+^{b_1}\mathrm{}j_+^{b_{r1}}_1j^e.$$
(2.27)
Let us focus for definiteness on charges of positive spin and introduce the notation
$$𝒥_m=\mathrm{Tr}(j_+^m)=s_{a_1\mathrm{}a_m}j_+^{a_1}\mathrm{}j_+^{a_m}.$$
(2.28)
The Poisson brackets of these currents are readily calculated , with the result
$`\{𝒥_m(x),𝒥_n(y)\}=2mn\kappa (1+\lambda )^2[(𝒥_{m+n2}(x){\displaystyle \frac{1}{N}}𝒥_{m1}(x)𝒥_{n1}(x))\delta ^{}(xy)`$
$`+{\displaystyle \frac{n1}{n+m2}}𝒥_{m+n2}^{}(x)\delta (xy){\displaystyle \frac{1}{N}}𝒥_{m1}(x)𝒥_{n1}^{}(x)\delta (xy)]`$ (2.29)
This holds for each of the algebras $`su(N)`$, $`so(N)`$ and $`sp(N)`$, though in the latter two cases the integers $`m`$ and $`n`$ must be taken to be even and the terms with coefficients $`1/N`$ then vanish. By virtue of our earlier remarks concerning primitive invariant tensors, any positive-spin current of the general type (2.19) can be expressed as a polynomial in a finite number of the currents $`𝒥_m`$, together with, for the case of $`so(2\mathrm{})`$, the Pfaffian current, which we write
$$𝒫_{\mathrm{}}=p_{a_1\mathrm{}a_{\mathrm{}}}j_+^{a_1}\mathrm{}j_+^a_{\mathrm{}}.$$
(2.30)
We remarked earlier that the Pfaffian can also be expressed in terms of symmetrised traces, but only by taking a square root of a polynomial. In practice such an expression may be rather inconvenient, although for our purposes this will be sufficient. Direct ways of calculating Poisson brackets involving the Pfaffian current are described in .
Our aim now is to identify certain natural families of local conserved charges of type (2.26) which all have vanishing Poisson brackets with one another. For the orthogonal and symplectic algebras, for which the $`1/N`$ terms in (2.29) vanish, we see that the currents $`𝒥_m`$ already yield commuting charges. This leaves out the case of $`su(N)`$, however, and also the Pfaffian primitive invariant in $`so(2\mathrm{})`$. In the next section we shall give a universal formula which defines sets of commuting charges in any PCWZM based on a classical algebra.
To conclude this section, a number of comments are in order. Firstly, we should mention in passing the existence of a much larger set of conserved local quantities in any PCWZM, consisting of differential polynomials in the currents (2.19). These will have no role to play in the remainder of this paper. More importantly for us, there is a quite different but no less dramatic increase in the number of local charges for the special case of the WZW model. With $`\lambda =+1`$, say, the Lie-algebra-valued current $`j_+^a`$ is itself holomorphic, as in (2.11). Consequently, the tensor $`d`$ appearing in (2.19) need no longer be invariant in order to give rise to a holomorphic current: arbitrary polynomials in the components $`j_+^a`$ are automatically holomorphic. We shall not investigate this larger set of currents in the WZW model in any detail, but knowledge of its existence will prove helpful later.
Finally, there is a related point concerning the quantum theory. Away from the critical points $`\lambda =\pm 1`$, the scale-invariance of the classical PCWZM will be broken quantum-mechanically . We would therefore expect that the quantum versions of the classical conservation laws (2.19) are no longer of holomorphic form, but rather modified by anomalies (see e.g. ). Our detailed knowledge of the quantum conservation laws is rather incomplete—see for a summary of the PCM. At critical values of the coupling $`\lambda =\pm 1`$, however, we obtain the quantum conformally-invariant WZW theories, and we then expect the holomorphic form of the conservation equations to persist quantum-mechanically.
### 2.4 Commuting families of local charges
We now explain how the main results of regarding commuting sets of local charges can be generalised to the PCWZMs.
For each of the classical algebras $`a_{\mathrm{}}`$, $`b_{\mathrm{}}`$, $`c_{\mathrm{}}`$ and $`d_{\mathrm{}}`$, we introduce the generating functions $`A(x,\mu )`$ and $`F(x,\mu )`$ by
$$A(x,\mu )=\mathrm{exp}F(x,\mu )=det(1\mu j_+(x))$$
(2.31)
so that
$$F(x,\mu )=\mathrm{Tr}\mathrm{log}(1\mu j_+(x))=\underset{r=2}{\overset{\mathrm{}}{}}\frac{\mu ^r}{r}𝒥_r(x).$$
(2.32)
Now define polynomials $`𝒦_{s+1}`$ in the currents $`𝒥_m`$, which have homogeneous spin $`s+1`$, by
$$\frac{1}{s+1}𝒦_{s+1}=A(x,\mu )^{s/h}|_{\mu ^{s+1}}=\mathrm{exp}\frac{s}{h}F(x,\mu )|_{\mu ^{s+1}}$$
(2.33)
where $`h`$ is the Coxeter number of the algebra, as given in (2.24). Note that $`A(x,\mu )`$ is a polynomial in $`\mu `$ with degree equal to the dimension of the defining representation, whereas $`F(x,\mu )`$ and fractional powers of $`A(x,\mu )`$ must be defined as power series in $`\mu `$ with infinitely many terms. In defining $`𝒦_{s+1}`$ by extracting the indicated coefficient, the generating function is to be expanded in ascending powers of $`\mu `$:
$$A(x,\mu )^{s/h}=\underset{r=0}{\overset{\mathrm{}}{}}\mu ^r𝒜_r^{(s/h)}(x)\frac{1}{s+1}𝒦_{s+1}=𝒜_{s+1}^{(s/h)}.$$
(2.34)
The coefficient of the current in (2.33) is chosen<sup>6</sup><sup>6</sup>6In we adopted a number of different normalizations for these currents, as well as for the Pfaffian in (2.25) and (2.30). Such factors are obviously irrelevant to whether the corresponding charges commute, but they must be borne in mind when making comparisons with certain formulas in . to ensure that $`𝒦_n`$ has leading term $`𝒥_n`$. The first few examples of these new currents are:
$`𝒦_2`$ $`=`$ $`𝒥_2`$
$`𝒦_3`$ $`=`$ $`𝒥_3`$
$`𝒦_4`$ $`=`$ $`𝒥_4{\displaystyle \frac{3}{2h}}𝒥_2^2`$
$`𝒦_5`$ $`=`$ $`𝒥_5{\displaystyle \frac{10}{3h}}𝒥_3𝒥_2`$
$`𝒦_6`$ $`=`$ $`𝒥_6{\displaystyle \frac{5}{3h}}𝒥_3^2{\displaystyle \frac{15}{4h}}𝒥_4𝒥_2+{\displaystyle \frac{25}{8h^2}}𝒥_2^3`$ (2.35)
These formulas apply to all algebras, though for the orthogonal and symplectic cases we must keep in mind that only the currents of even spin are non-vanishing.
The new currents $`𝒦_{s+1}`$ are non-trivial precisely when $`s`$ is an exponent of the algebra $`𝐠`$ modulo its Coxeter number $`h`$. If we consider $`𝐠=su(N)`$, the currents vanish when $`s/h`$ is an integer, since $`A(x,\mu )^{s/h}`$ is then a polynomial in $`\mu `$ of degree $`s`$ (rather than a power series in $`\mu `$) and so the definition (2.33) becomes empty. For the orthogonal and symplectic algebras, $`h`$ is always even, whereas the currents are non-vanishing only when $`s`$ is odd. We have thus defined infinite sequences of currents or charges, each associated to a primitive invariant tensor of type (2.23) of $`𝐠`$ and with spins repeating mod $`h`$ within each sequence.
The only primitive invariant missing from the discussion is the Pfaffian for $`𝐠=so(2\mathrm{})`$. To include this on the same footing, we must find an infinite family of currents $`𝒫_{\mathrm{}+ah}`$ where $`a=0,1,2,\mathrm{}`$ and $`h=2(\mathrm{}1)`$ is the Coxeter number of $`so(2\mathrm{})`$. It is not immediately obvious how this should be done, but it turns out that this final sequence is already contained in the formulas given above, in the following rather surprising way.
First note that when $`𝐠=so(2\mathrm{})`$ the term of highest degree in $`A(x,\mu )`$ is $`\mu ^2\mathrm{}𝒫_{\mathrm{}}^2`$. On extracting this factor from $`A(x,\mu )`$, we are left with a polynomial in $`1/\mu `$, and this allows us to consider an expansion for $`A(x,\mu )^{s/h}`$ in decreasing, rather than increasing, powers of $`\mu `$. Moreover, our earlier formula, on the right-hand-side of (2.33), still makes perfect sense with $`h=2(\mathrm{}1)`$ if we take $`s=(2a+1)(\mathrm{}1)`$ with $`a`$ a non-negative integer, and we can use it to define
$$𝒫_{s+1}=A(x,\mu )^{s/h}|_{\mu ^{s+1}}$$
(2.36)
To be more explicit, the expansion in inverse powers of $`\mu `$ takes the form
$$A(x,\mu )^{s/h}=\mu ^{(2a+1)\mathrm{}}\underset{r=0}{\overset{\mathrm{}}{}}\mu ^r𝒜_r^{(s/h)}(x)𝒫_{\mathrm{}+ah}=𝒜_{2a}^{(s/h)}$$
(2.37)
for $`a=0,1,2,\mathrm{}`$. The first of these $`(a=0)`$ is indeed the Pfaffian, and the following members of the sequence are its desired generalisations.
The importance of the new currents defined in (2.33) and (2.36) is that their charges $`𝒦_{s+1}𝑑x`$ and $`𝒫_{s+1}𝑑x`$ all have vanishing Poisson brackets in the PCWZM. This was proved for the case $`\lambda =0`$ in by calculating the Poisson brackets of $`A(x,\mu )^p`$ and $`A(y,\nu )^q`$ and then showing that certain coefficients in the expansions were zero provided the powers $`p`$ and $`q`$ were chosen appropriately. The extension from the PCM to the PCWZM is straightforward once we know the effect of the WZ term, as given by the dependence on $`\lambda `$, in the brackets (2.17) and (2.29). Indeed, since $`\lambda `$ appears in (2.29) only through the overall factor $`(1+\lambda )^2`$, it will appear in just the same way in brackets of $`F`$, $`A`$, powers of $`A`$, and hence in the brackets of the conserved charges. Since changing zero by an overall factor still gives zero, the calculations of imply that the charges commute in the PCWZM as well as in the PCM.
There are actually more general sets of commuting charges for the algebras $`so(2\mathrm{}+1)`$ and $`sp(2\mathrm{})`$, which correspond to replacing $`1/h`$ by an arbitrary real number $`\alpha `$ in (2.33). The same freedom exists for the trace-type currents in the case of $`so(2\mathrm{})`$, as far as their mutual commutation is concerned, but requiring them to commute with the Pfaffian charges fixes $`\alpha =1/h`$.
The formula for the currents $`𝒦_m`$ in terms of $`𝒥_m`$ amounts to a new choice $`d_{a_1\mathrm{}a_m}=k_{a_1\mathrm{}a_m}`$ in (2.19); thus
$$𝒦_m=k_{a_1\mathrm{}a_m}j_+^{a_1}\mathrm{}j_+^{a_m}.$$
Moreover the expressions for these new tensors in terms of symmetric traces, of the form,
$$k_{a_1\mathrm{}a_m}=s_{a_1\mathrm{}a_m}+(\mathrm{compound}\mathrm{terms})$$
may be regarded as a new choice for the primitive symmetric invariants. In addition to $`k_{a_1a_2}=s_{a_1a_2}`$ and $`k_{a_1a_2a_3}=s_{a_1a_2a_3}`$ we have the first few non-trivial examples
$`k_{a_1a_2a_3a_4}`$ $`=`$ $`s_{a_1a_2a_3a_4}{\displaystyle \frac{3}{2h}}s_{(a_1a_2}s_{a_3a_4)}`$
$`k_{a_1a_2a_3a_4a_5}`$ $`=`$ $`s_{a_1a_2a_3a_4a_5}{\displaystyle \frac{10}{3h}}s_{(a_1a_2a_3}s_{a_4a_5)}`$
$`k_{a_1a_2a_3a_4a_5a_6}`$ $`=`$ $`s_{a_1a_2a_3a_4a_5a_6}{\displaystyle \frac{5}{3h}}s_{(a_1a_2a_3}s_{a_4a_5a_6)}`$ (2.38)
$`{\displaystyle \frac{15}{4h}}s_{(a_1a_2a_3a_4}s_{a_5a_6)}+{\displaystyle \frac{25}{8h^2}}s_{(a_1a_2}s_{a_3a_4}s_{a_5a_6)}`$
The vanishing of the charge Poisson brackets implies the algebraic property
$$k_{(a_1\mathrm{}a_s}^{(s+1)}{}_{}{}^{c}k_{a_{s+1}\mathrm{}a_{s+r1})bc}^{(r+1)}=k_{(a_1\mathrm{}a_s}^{(s+1)}{}_{}{}^{c}k_{a_{s+1}\mathrm{}a_{s+r1}b)c}^{(r+1)},$$
(2.39)
since this is a necessary and sufficient condition for the integrand in (2.27) to be a total derivative. This observation will prove useful later.
### 2.5 Non-local charges
In this section we construct the non-local charges in the PCWZM and then show that they commute with any charge arising from a local current (2.19).
Recall that the PCM contains infinitely many conserved, non-local charges, which generate a Yangian $`Y(𝐠)`$ . In fact there are two copies of this structure, constructed either from $`j_\mu ^L`$ or $`j_\mu ^R`$, and so the model has a charge algebra $`Y_L(𝐠)\times Y_R(𝐠)`$. The charges are constructed (again for either $`L`$ or $`R`$; we specialise to $`R`$) from an infinite sequence of currents $`j_\mu ^{(r)}`$, with $`r=0,1,2,\mathrm{}`$, obeying
$$^\mu j_\mu ^{(r)}=0j_\pm ^{(r)}=\pm _\pm \chi ^{(r)}$$
for some scalar functions $`\chi ^{(r)}`$. They are defined by
$$j_\pm ^{(0)}=j_\pm ,j_\pm ^{(1)}=(1\pm \lambda )(_\pm \chi ^{(0)}\frac{1}{2}[E_\pm ,\chi ^{(0)}])$$
and
$$j_\mu ^{(r+1)}=_\mu \chi ^{(r)}=(1\pm \lambda )(_\pm \chi ^{(r)}[E_\pm ,\chi ^{(r)}]),r1,$$
which also defines the covariant derivative $`_\mu `$. Note the factor of one half in the definition of $`j_\mu ^{(1)}`$ which is needed to ensure that it is conserved. Conservation of $`j_\mu ^{(r)}`$ for $`r>1`$ is easily established by induction, using the properties $`[_\mu ,^\mu ]=[_\mu ,_\nu ]=0`$. The first two conserved charges are<sup>7</sup><sup>7</sup>7 Bernard writes down a closely related procedure in which, using the freedom inherent in the Yangian, he effectively subtracts $`2\lambda Q^{(0)a}`$ from $`Q^{(1)a}`$, so that in the conformal limit $`Q^{(1)a}`$ is purely non-local. See also .
$`Q^{(0)a}`$ $`=`$ $`{\displaystyle 𝑑xj_0^a(x)}`$
$`Q^{(1)a}`$ $`=`$ $`{\displaystyle 𝑑x\left(j_1^a(x)+\lambda j_0^a(x)\frac{1}{2\kappa }f^{abc}^x𝑑yj_0^b(x)j_0^c(y)\right)}.`$
We would expect $`Q^{(0)}`$ and $`Q^{(1)}`$ to form a Yangian, as in the $`\lambda =0`$ case, and the ultralocal parts of the Poisson brackets have the behaviour necessary for this. However, there is a problem with the non-ultralocal terms (the derivatives of delta functions). When $`\lambda =0`$ the only non-ultralocal term appears in the $`\{j_0,j_1\}`$ bracket. Ambiguities in the charge brackets can then be resolved by letting each charge be defined with a range of integration from $`L`$ to $`L`$, then letting $`L\mathrm{}`$. The brackets which define the Yangian are then independent of the order in which the limits $`L_1\mathrm{},L_2\mathrm{}`$ for the two charges are taken. For $`\lambda 0`$ this is no longer possible. There are non-ultralocal terms in each of the current brackets and these lead to an ambiguity in $`\{Q^{(0)a},Q^{(1)b}\}`$ which cannot be resolved, so that the Yangian is no longer well-defined – an issue which remains to be understood.
Although the algebraic structure generated by $`Q^{(0)b}`$ and $`Q^{(1)b}`$ may be ambiguous when $`\lambda 0`$, their brackets with a general local charge $`q_s`$ given by (2.26) are still well-defined. It is straightforward to show that $`\{q_s,Q^{(0)b}\}=0`$. In considering $`\{q_s,Q^{(1)b}\}`$, recall that in the $`\lambda =0`$ case the local and non-local contributions from $`Q^{(1)b}`$ conspired to cancel. The same now occurs with $`\lambda 0`$: the $`j_1^{(0)b}`$ terms yield extra contributions
$$𝑑xf^{a_1bc}(2\lambda j_1^{(0)c}\lambda ^2j_0^{(0)c})d_{a_1a_2\mathrm{}a_{s+1}}j_+^{(0)a_2}j_+^{(0)a_3}\mathrm{}j_+^{(0)a_{s+1}},$$
the $`\lambda j_0^{(0)b}`$ terms give nothing new, and the non-local terms give extra contributions
$$𝑑xf^{a_1bc}(2\lambda j_0^{(0)c}+\lambda ^2j_0^{(0)c})d_{a_1a_2\mathrm{}a_{s+1}}j_+^{(0)a_2}j_+^{(0)a_3}\mathrm{}j_+^{(0)a_{s+1}}$$
(we are assuming $`s>0`$). The $`\lambda ^2`$ terms cancel when these expressions are added, and the others sum to produce a factor $`2\lambda j_+^{(0)c}`$, which gives zero on using invariance of $`d`$.
## 3 The super PCM (and super WZW model)
In the rest of this paper we shall consider supersymmetric extensions of the bosonic models discussed above. Supersymmetric principal chiral models (SPCMs) have long been known to be integrable (see e.g. ) but our understanding of them is much less complete than for their bosonic counterparts. Indeed, an S-matrix for the $`SU(N)`$ SPCM has been conjectured (and tested) only fairly recently , and it is far from clear how this particular construction could be generalised to other groups. It is interesting therefore to consider whether a study of local charges, and the possible emergence of some version of Dorey’s rule , might be helpful for the eventual determination of these exact scattering theories. The super WZW model by contrast has received considerable attention in the context of conformal field theory–see e.g. .
In the last section we showed that the addition of a WZ term to the bosonic PCM ultimately has no effect on the existence of the conserved currents (2.19) nor on the construction of commuting local charges based on the currents (2.33). Moreover, we found that the model displayed qualitatively different behaviour only at the critical WZW point. A similar picture emerges for the supersymmetric extensions of these models. Because the formulas and calculations are considerably more complicated for the supersymmetric theories, we shall simplify the presentation by concentrating for the most part on the SPCM, without a WZ term. Where the presence of a WZ term becomes significant, however, we shall mention its effects explicitly. In particular, some special features of the super WZW theory are important in clarifying the relationship between the bosonic and supersymmetric cases.
### 3.1 Superspace and conserved currents
To write down the SPCM in a manifestly supersymmetric way we shall use superspace, with coordinates $`(x^\mu ,\theta ^+,\theta ^{})`$. The additional fermionic coordinates $`\theta ^\pm `$ are real Grassmann numbers, with supercharges $`Q_\pm =_{\theta ^\pm }+i\theta ^\pm _\pm `$ and supercovariant derivatives $`D_\pm =_{\theta ^\pm }i\theta ^\pm _\pm `$. Each index $`\pm `$ signifies one unit of Lorentz spin on a bosonic object, but a $`1/2`$-unit of spin on a fermionic object. Upper and lower indices denote opposite Lorentz weights. (A fuller discussion is given in an appendix, section 7.)
In analysing the SPCM we will need to understand the implications of conservation equations in superspace, which have the general form
$$D_+J_{}D_{}J_+=0.$$
(3.1)
Let us take the current components $`J_\pm `$ to be fermionic superfields, each carrying a single Lorentz spinor index, with all other possible internal or Lorentz indices suppressed (more elaborate possibilities can be dealt with straightforwardly). To examine the $`x`$-space content of the above equation we define the component expansions
$`J_+`$ $`=`$ $`\alpha _++\theta ^+j_++\theta ^{}u+i\theta ^+\theta ^{}\beta _+,`$
$`J_{}`$ $`=`$ $`\alpha _{}+\theta ^{}j_{}+\theta ^+v+i\theta ^{}\theta ^+\beta _{}`$ (3.2)
in which all the fields are real, with $`\alpha _\pm `$ and $`\beta _\pm `$ fermionic, while $`j_\pm `$, $`u`$, $`v`$ are bosonic. Now (3.1) is equivalent to
$`_+j_{}+_{}j_+`$ $`=`$ $`0`$ (3.3)
$`_{}\alpha _+`$ $`=`$ $`\beta _{}`$ (3.4)
$`_+\alpha _{}`$ $`=`$ $`\beta _+`$ (3.5)
$`u`$ $`=`$ $`v.`$ (3.6)
The first of these equations is the usual conservation equation for a bosonic current with light-cone components $`j_\pm `$, and the corresponding conserved charge can be written either as an integral in $`x`$-space or directly in superspace:
$$B=(dx^+j_+dx^{}j_{})=(dx^+d\theta ^+J_+dx^{}d\theta ^{}J_{}),$$
(3.7)
where the $`x`$-integrals are understood to be taken over a space-like curve.
The remaining equations (3.4)-(3.6) do not, in general, express any additional conservation laws. This is consistent with the fact that the charge $`B`$ is always invariant under supersymmetry: $`\delta _ϵB=0`$. This follows from either of the expressions in (3.7), indeed, it follows from the second expression simply because $`J_\pm `$ are superfields. Thus it is not possible to discover a ‘superpartner charge’ to $`B`$ in this manner. (See also .)
Nevertheless, there are some important special circumstances in which we know something more about the superspace current, thereby giving extra content to (3.4)-(3.6) and implying that there are additional conserved charges which are superpartners to $`B`$. The simplest example is that of a holomorphic conservation law in superspace, for which $`J_{}=0`$. In this case we clearly have
$$D_{}J_+=0,J_+=\alpha _++\theta ^+j_+\mathrm{with}_{}j_+=_{}\alpha _+=0.$$
(3.8)
Now in addition to the previous bosonic charge $`B`$ we also have a fermionic charge:
$$F=𝑑x^+\alpha _+,B=𝑑x^+j_+.$$
(3.9)
The action of supersymmetry on the currents is
$$\delta _ϵ\alpha _+=ϵ^+j_+,\delta _ϵj_+=ϵ^+_+\alpha _+$$
(3.10)
and so on the corresponding charges we have
$$\delta _ϵF=ϵ^+B,\delta _ϵB=0.$$
(3.11)
Notice that our earlier conclusion regarding invariance of $`B`$ is unaltered.
These observations will be useful shortly. Some more extensive comments about superspace conservation laws are collected in an appendix, section 7.
### 3.2 The SPCM lagrangian and symmetries
To define the supersymmetric principal chiral model (SPCM) we introduce a superfield $`G(x,\theta )`$ with values in $`𝒢`$. The superspace lagrangian is
$$=\frac{1}{2}\mathrm{Tr}(D_+G^1D_{}G)$$
(3.12)
where we immediately set the overall coupling constant factor to unity. This has a continuous symmetry
$$𝒢_L\times 𝒢_R:GU_L^{}GU_R^1$$
(3.13)
and there are conserved, Lie algebra-valued superspace currents associated with each factor. As with the bosonic PCM, it will suffice to deal with just one of these, which we choose to be the current corresponding to $`𝒢_R`$, namely,
$$J_\pm =iG^1D_\pm G$$
(3.14)
(the current for $`𝒢_L`$ is then $`GJ_\pm G^1`$). In addition to the superspace conservation equation (3.1) we have identically a zero-curvature condition in superspace:
$$D_+J_{}+D_{}J_++i\{J_+,J_{}\}=0.$$
(3.15)
Combining these, the superspace equations of motion of the SPCM can be written
$$D_+J_{}=D_{}J_+=\frac{i}{2}\{J_+,J_{}\}.$$
(3.16)
To reveal the component ($`x`$-space) content of the super PCM we can expand
$$G(x,\theta )=g(x)(1+i\theta ^+\psi _+(x)+i\theta ^{}\psi _{}(x)+i\theta ^+\theta ^{}\sigma (x)).$$
(3.17)
The fermions $`\psi _\pm (x)`$ take values in $`𝐠`$ and are the superpartners of the group-valued fields $`g(x)`$. The $`𝒢_L\times 𝒢_R`$ symmetry acts on the component fields by $`gU_LgU_R^1`$, and $`\psi _\pm U_R\psi _\pm U_R^1`$, so that the fermions transform only under the $`𝒢_R`$ factor of the symmetry group.<sup>8</sup><sup>8</sup>8 An alternative component expansion $`G=\mathrm{exp}(i\theta ^+\stackrel{~}{\psi }_++i\theta ^{}\stackrel{~}{\psi }_{}+i\theta ^+\theta ^{}\stackrel{~}{\sigma })g`$ would result in $`gU_LgU_R^1`$ and $`\stackrel{~}{\psi }_\pm U_L\stackrel{~}{\psi }_\pm U_L^1`$. The choices of fermions are of course related by $`\psi _\pm =g^1\stackrel{~}{\psi }_\pm g`$. The field $`\sigma (x)`$ turns out to be auxiliary, with an algebraic field equation. After its elimination, the final form of the component lagrangian is
$`L`$ $`=`$ $`\frac{1}{2}\mathrm{Tr}(g^1_+gg^1_{}g+i\psi _+_{}\psi _++i\psi _{}_+\psi _{}`$ (3.18)
$`+\frac{1}{2}i\psi _+[g^1_{}g,\psi _+]+\frac{1}{2}i\psi _{}[g^1_+g,\psi _{}]+\frac{1}{2}\psi _+^2\psi _{}^2).`$
The component equations of motion which follow from this can equally-well be read off from the current conservation equations. We first calculate
$`J_+=iG^1D_+G`$ $`=`$ $`\psi _+\theta ^+(g^1_+g+i\psi _+^2)\frac{1}{2}i\theta ^{}\{\psi _+,\psi _{}\}`$ (3.19)
$`i\theta ^+\theta ^{}(_+\psi _{}+[g^1_+g,\psi _{}]+\frac{1}{2}i[\psi _+^2,\psi _{}])`$
$`J_{}=iG^1D_{}G`$ $`=`$ $`\psi _{}\theta ^{}(g^1_{}g+i\psi _{}^2)\frac{1}{2}i\theta ^+\{\psi _+,\psi _{}\}`$ (3.20)
$`i\theta ^{}\theta ^+(_{}\psi _++[g^1_{}g,\psi _+]+\frac{1}{2}i[\psi _{}^2,\psi _+])`$
(having already eliminated the auxiliary field). We can then compare these component expansions to (3.2), and we find that the equations (3.3-3.6) imply that the bosonic current
$$j_\pm =(g^1_\pm g+i\psi _\pm ^2)$$
(3.21)
is conserved, while the fermion equations of motion are
$$_{}\psi _\pm +\frac{1}{2}[g^1_{}g,\psi _\pm ]+\frac{i}{4}[\psi _{}^2,\psi _\pm ]=0.$$
(3.22)
As in the bosonic case, there can be important discrete symmetries of the SPCM. In particular, we have a $`𝒢`$-parity symmetry
$$\pi :GG^1J_\pm GJ_\pm G^1.$$
The derivatives $`D_\pm J_\pm `$ do not have definite behaviour under $`\pi `$, so we introduce instead the combinations
$$J_{\pm \pm }=D_\pm J_\pm +iJ_\pm ^2J_{\pm \pm }GJ_{\pm \pm }G^1.$$
Similar modifications can be made to higher derivatives (which proved useful in ).
The classical super PCM is superconformally invariant, with the non-vanishing components of the super energy-momentum tensor obeying
$$D_{}\mathrm{Tr}(J_+J_{++})=D_+\mathrm{Tr}(J_{}J_{})=0.$$
(3.23)
When expanded in components this contains conservation equations for both the supersymmetry current and the conventional (bosonic) energy momentum tensor.
### 3.3 Poisson brackets in the SPCM
Poisson brackets will always be written $`\{A,B\}`$ but must be understood to be graded, i.e. antisymmetric if either $`A`$ or $`B`$ is bosonic, but symmetric if both $`A`$ and $`B`$ are fermionic. They obey the Leibnitz rules
$$\{A,BC\}=\{A,B\}C\pm B\{A,C\},\{CB,A\}=C\{B,A\}\pm \{C,A\}B$$
where the minus signs occur if and only if both $`A`$ and $`B`$ are fermionic.
The brackets for the bosonic conserved currents (3.21) are
$`\{j_0^a(x),j_0^b(y)\}`$ $`=`$ $`f^{abc}j_0^c(x)\delta (xy)`$
$`\{j_0^a(x),j_1^b(y)\}`$ $`=`$ $`f^{abc}j_1^c(x)\delta (xy)+\delta ^{ab}\delta ^{}(xy)`$ (3.24)
$`\{j_1^a(x),j_1^b(y)\}`$ $`=`$ $`\frac{1}{4}if^{abc}(h_+^c(x)+h_{}^c(x))\delta (xy)`$
or, in light-cone coordinates,
$`\{j_\pm ^a(x),j_\pm ^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}\left(3j_\pm ^c(x)j_{}^c(x)\frac{1}{2}ih_+^c(x)\frac{1}{2}ih_{}^c(x)\right)\delta (xy)`$ (3.25)
$`\pm \mathrm{\hspace{0.17em}2}\delta ^{ab}\delta ^{}(xy)`$
$`\{j_+^a(x),j_{}^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}\left(j_+^c(x)+j_{}^c(x)+\frac{1}{2}ih_+^c(x)+\frac{1}{2}ih_{}^c(x)\right)\delta (xy)`$
where we have introduced the bosonic quantities
$$h_\pm =\psi _\pm ^2,h_\pm ^a=\frac{1}{2}f^{abc}\psi _\pm ^b\psi _\pm ^c.$$
(3.26)
The fermions obey
$$\{\psi _\pm ^a(x),\psi _\pm ^b(y)\}=i\delta ^{ab}\delta (xy),\{\psi _+^a(x),\psi _{}^b(y)\}=0.$$
(3.27)
It is also useful to note that
$`\{h_\pm ^a(x),\psi _\pm ^b(y)\}`$ $`=`$ $`if^{abc}\psi _\pm ^c(x)\delta (xy)`$ (3.28)
$`\{h_\pm ^a(x),h_\pm ^b(y)\}`$ $`=`$ $`if^{abc}h_\pm ^c(x)\delta (xy)`$ (3.29)
Finally, there are non-trivial brackets between the bosonic currents and the fermions
$$\{j_\pm ^a(x),\psi _\pm ^b(y)\}=\frac{3}{2}f^{abc}\psi _\pm ^c(x)\delta (xy),\{j_\pm ^a(x),\psi _{}^b(y)\}=\frac{1}{2}f^{abc}\psi _{}^c(x)\delta (xy)$$
(3.30)
A derivation of the brackets above is sketched in an appendix, section 6.
### 3.4 Local conserved charges
The simplest local conserved currents in the bosonic PCM are powers of the energy-momentum tensor (2.20). The super energy-momentum tensor in the SPCM is a fermionic quantity, however, so we cannot take powers of it to obtain new conservation laws in quite the same way. Let us therefore turn directly to the generalisations of (2.22) and (2.19). The currents (2.22) in the bosonic PCM can be generalised to the supersymmetric PCM in two ways. First, we have<sup>9</sup><sup>9</sup>9We restrict immediately to positive spins; there are obviously analogous negative-spin currents annihilated by $`D_+`$. See also for a related construction.
$$D_{}\mathrm{Tr}(J_+^{2n+1})=0$$
(3.31)
which is odd under the discrete symmetry $`\pi `$. The power of $`J_+`$ must be an odd integer, otherwise the expression would vanish identically, by Fermi statistics. Second, we have
$$D_{}\mathrm{Tr}(J_+^{2n1}J_{++}^{})=0$$
(3.32)
which is even under $`\pi `$. The power of $`J_+`$ must again be odd, this time to prevent the expression being a total $`D_+`$ derivative and hence giving a trivial conservation equation. The first member of this sequence, with $`n=1`$, is the super-energy-momentum tensor. Both (3.31) and (3.32) follow directly from the superspace equations of motion (3.16).
As in the bosonic case, one can generalise these conservation equations by re-writing them in terms of invariant tensors. Equation (3.31) becomes
$$D_{}(\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2n+1}}J_+^{a_1}J_+^{a_2}\mathrm{}J_+^{a_{2n+1}})=0$$
(3.33)
where we define, from a symmetric $`d`$-tensor of rank $`n+1`$, a completely antisymmetric tensor of rank $`2n+1`$ by
$$\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2n+1}}=\frac{1}{2^n}f_{[a_1a_2}{}_{}{}^{b_1}\mathrm{}f_{a_{2n1}a_{2n}}{}_{}{}^{b_n}d_{}^{b_1\mathrm{}b_n}{}_{a_{2n+1}]}{}^{}.$$
(3.34)
In a similar fashion, the second kind of conservation equation (3.32) becomes
$$D_{}(\mathrm{\Lambda }_{a_1\mathrm{}a_{2n1}a_{2n}}J_+^{a_1}\mathrm{}J_+^{a_{2n1}}J_{++}^{a_{2n}})=0$$
(3.35)
where now the relevant invariant tensor is even-rank,
$$\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2n1}a_{2n}}=\frac{1}{2^{n1}}f_{[a_1a_2}{}_{}{}^{b_1}\mathrm{}f_{a_{2n3}a_{2n2}}{}_{}{}^{b_{n1}}d_{}^{b_1\mathrm{}b_{n1}}{}_{a_{2n1}]a_{2n}}{}^{}.$$
(3.36)
It has a more complicated structure in that it is antisymmetric only on its first $`2n1`$ indices.
It is clear that we need invariant tensors which are antisymmetric in some number of indices, in order to combine the fermionic currents $`J_+`$ into holomorphic expressions. An immediate consequence of this fact, however, is that there are only finitely many such expressions, in contrast to the infinitely many holomorphic currents (2.19) in the bosonic PCM, which are based on symmetric invariant tensors.
It is useful to pin-point the precise algebraic properties of the $`\mathrm{\Omega }`$ and $`\mathrm{\Lambda }`$ tensors which are relevant here. It can be shown that $`\mathrm{\Omega }`$ vanishes whenever the symmetric tensor $`d`$ in (3.34) is of compound type. As a result, it is only the primitive part of $`d`$ which contributes to the expression for $`\mathrm{\Omega }`$ and moreover $`\mathrm{\Omega }`$ is independent (up to an overall factor) of how this primitive tensor is chosen. The situation for $`\mathrm{\Lambda }`$ is only slightly more complicated. If $`d`$ is a compound tensor made up of just two primitive tensors, then $`\mathrm{\Lambda }`$ does not vanish, but it reduces to a product of two $`\mathrm{\Omega }`$ tensors. If $`d`$ is compound and made up of three or more primitive tensors, then $`\mathrm{\Lambda }`$ vanishes. These properties are explained in detail in an appendix, section 9.
To gain a better understanding of the superspace conservation equations, we expand them in component fields, using (3.19). Both kinds of conserved current are holomorphic, and we distinguish their components with superscripts $`\pm `$ to indicate their behaviour under the $`𝒢`$-parity symmetry $`\pi `$. Thus
$$\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2n+1}}J_+^{a_1}J_+^{a_2}\mathrm{}J_+^{a_{2n+1}}=_{n+\frac{1}{2}}^{}+(2n+1)\theta ^+_{n+1}^{}$$
(3.37)
(the insertion of the factor $`(2n+1)`$ proves convenient) where
$`_{n+\frac{1}{2}}^{}`$ $`=`$ $`\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2n+1}}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2n+1}}`$ (3.38)
$`=`$ $`d_{a_1a_2\mathrm{}a_na_{n+1}}h_+^{a_1}h_+^{a_2}\mathrm{}h_+^{a_n}\psi _+^{a_{n+1}}`$
$`_{n+1}^{}`$ $`=`$ $`\mathrm{\Omega }_{a_1\mathrm{}a_{2n}a_{2n+1}}\psi _+^{a_1}\mathrm{}\psi _+^{a_{2n}}j_+^{a_{2n+1}}`$ (3.39)
$`=`$ $`d_{a_1a_2\mathrm{}a_na_{n+1}}h_+^{a_1}h_+^{a_2}\mathrm{}h_+^{a_n}j_+^{a_{n+1}}`$
The expansion of the other currents is more complicated:
$$\mathrm{\Lambda }_{a_1\mathrm{}a_{2n1}a_{2n}}J_+^{a_1}\mathrm{}J_+^{a_{2n1}}J_{++}^{a_{2n}}=_{n+\frac{1}{2}}^++\theta ^+_{n+1}^+$$
(3.40)
where
$`_{n+\frac{1}{2}}^+`$ $`=`$ $`\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2n1}a_{2n}}\psi ^{a_1}\mathrm{}\psi ^{a_{2n1}}j_+^{a_{2n}}\frac{1}{2}i_{n+\frac{1}{2}}^{}`$ (3.41)
$`=`$ $`d_{a_1a_2a_3\mathrm{}a_{n+1}}j_+^{a_1}\psi _+^{a_2}h_+^{a_3}\mathrm{}h_+^{a_{n+1}}\frac{1}{2}i_{n+\frac{1}{2}}^{},`$
$`_{n+1}^+`$ $`=`$ $`\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2n1}a_{2n}}((2n1)j_+^{a_1}j_+^{a_{2n}}+i\psi _+^{a_1}_+\psi _+^{a_{2n}})\psi _+^{a_2}\mathrm{}\psi _+^{a_{2n1}}(n1)i_{n+1}^{}`$ (3.42)
$`=`$ $`d_{a_1a_2a_3\mathrm{}a_{n+1}}(nj_+^{a_1}j_+^{a_2}+i\psi _+^{a_1}_+\psi _+^{a_2})h_+^{a_3}\mathrm{}h_+^{a_{n+1}}(n1)i_{n+1}^{}`$
(recall the bosonic quantity $`h_+^a=\frac{1}{2}f^{abc}\psi _+^b\psi _+^c`$).
In either family of conservation laws, the fermionic and bosonic currents have spins $`n+\frac{1}{2}`$ and $`n+1`$ respectively, and so the corresponding conserved charges have spins $`n\frac{1}{2}`$ and $`n`$ respectively. The fact that the currents are based on a primitive $`d`$-tensor of rank $`n+1`$ then implies that the values of $`n`$ are precisely the exponents of the algebra.
Little can be said at present about the effects of quantisation on these conservation equations, although counting arguments can be used to demonstrate the persistence of some of them , following the methods of . What is certain, however, is that (super)conformal invariance will be broken in passing from the classical to the quantum SPCM, and so one cannot expect the conservation equations to survive in (super)holomorphic form. Now we have already seen that a typical non-holomorphic superspace conservation equation (3.1) leads to a conserved bosonic charge without, in general, any fermionic partner. This suggests that while the fermionic currents $`^\pm `$ are relevant to understanding the classical structure of the SPCM, it is the bosonic currents $`^\pm `$ which are of more central importance in the quantum theory.
A last word of caution should be added. It is quite possible for a pair of bosonic and fermionic charges to arise from a non-holomorphic conservation law, and a familiar example is provided by energy-momentum and its fermionic partner, supersymmetry. The classical holomorphic equation (3.23) for the super-energy-momentum tensor will certainly receive quantum modifications, and yet we expect that supersymmetry will also survive in the quantum theory. Such behaviour is only possible when the non-holomorphic superspace current has a very particular structure. For the case of the super-energy-momentum tensor, this special structure is easily understood (as a consequence of Noether’s Theorem) and this is explained in an appendix, section 7. We can see no reason to expect similar behaviour for the superspace conservation equations of higher spin.
### 3.5 Comparing the bosonic and supersymmetric PCMs
Essentially by construction, the super PCM reduces to the bosonic PCM when all fermions are set to zero. The formulas for the conserved currents such as (2.22) and (3.31) seem very similar superficially, but here the superspace notation and the fermionic character of the current in the SPCM hide some profound differences. In the bosonic PCM there are infinitely many holomorphic quantities (2.19). In the supersymmetric PCM we found two distinct sets (3.33) and (3.35), each of them containing only finitely many holomorphic quantities. Notice also that when we reduce the SPCM to the bosonic PCM by setting the fermions to zero, all the currents $`^\pm `$ and $`^\pm `$ vanish, with the exception of $`_2^+`$ (which is of course the $`++`$ component of the energy-momentum tensor). This begs a question: Are there other conserved quantities in the SPCM which will reduce to any of the currents in (2.19) when the fermions vanish? We will argue that there are not, but to do so we must consider what possible forms such conservation equations might take, so as to be able to phrase the question more precisely.
First observe that the series of holomorphic quantities $`\mathrm{Tr}(j_+^m)`$ in the bosonic PCM relies on the form of the equation of motion of the current: $`_{}j_+=(const.)[j_+,j_{}]`$. It is actually irrelevant for this purpose that $`j_\pm `$ is conserved. All that is important is that $`_{}j_+`$ can be expressed as a commutator of $`j_+`$ with some other field in the Lie algebra. In the SPCM, the bosonic current $`j_\pm `$ is defined by (3.21). Any quantity of the form $`k_+=j_++\alpha \psi _+^2`$ will reduce to the conserved current component in the bosonic PCM when the fermions are set to zero, and this is obviously the most general such polynomial in the current and the fermions with spin 1. A precise way to pose the question of the last paragraph is now to ask whether it is possible to find $`k_{}=j_{}+\beta \psi _{}^2`$ such that
$$_{}k_+=\gamma [k_{},k_+]$$
(3.43)
in the SPCM. This would be enough to ensure the existence of holomorphic quantities $`\mathrm{Tr}(k_+^m)`$ in the SPCM of the type we seek. After a short calculation, however, one finds that such an equation implies an over-determined set of relations amongst the constants $`\alpha `$, $`\beta `$ and $`\gamma `$, and there is no solution. Details of a more general calculation which includes the effects of a WZ term are given in the next section.
One might object that the form assumed in (3.43) is already too restrictive. We can avoid this assumption and still carry out a similar argument if we focus on the simplest example of currents of spin 3 (in the SPCM based on $`su(N)`$ for example). Thus, we can consider the most general $`(𝒢_L\times 𝒢_R)`$-invariant polynomial in the fields $`j_+`$ and $`\psi _+`$ with this spin, and ask whether it can ever be holomorphic. It actually suffices to consider
$$\mathrm{Tr}(j_+^3)+\alpha \mathrm{Tr}(j_+^2\psi _+^2)$$
(3.44)
since the only other possible terms are $`\mathrm{Tr}(j_+\psi _+j_+\psi _+)=0`$ identically, by Fermi statistics and cyclicity of the trace, and $`\mathrm{Tr}(j_+\psi _+^4)`$, which we already know to be holomorphic, and which is therefore of no help in achieving our goal. Once again an explicit calculation reveals that there is no choice of $`\alpha `$ for which the expression above is holomorphic (see also the following section).
These results may seem unexpected, but in fact similar behaviour is known to occur in other integrable models and their supersymmetric extensions. Specifically, for bosonic conformal Toda theories, and their (1,0) supersymmetric extensions , one finds that the higher-spin conserved quantities generating the $`𝒲`$-algebra of the bosonic theory have no generalisations (in a suitably precise sense, similar to the ones above). Here, as there, it would appear that an ‘interference’ arises between supersymmetry and the existence of currents with non-trivial spin. The ultimate implications for these models are rather different however. In the (1,0) Toda theories, no other conserved quantities are known, and it was conjectured on this basis that these supersymmetric extensions are not integrable . In the SPCM there are higher-spin local (as well as non-local) conserved quantities which guarantee integrability. As we have seen, these are genuinely new features of the SPCM in the sense that they do not reduce to the familiar conserved quantities of the bosonic PCM when the fermions are set to zero.
### 3.6 The effect of a WZ term and the special nature of the WZW points
So far we have dealt exclusively with the SPCM, allowing us to keep the presentation as simple as possible. We now discuss briefly the modifications which arise on adding a WZ term, which can easily be constructed in superspace, as in e.g. . The effect of a suitably normalised WZ term with coefficient $`\lambda `$ is to modify the equation obeyed by the currents $`J_\pm =iG^1D_\pm G`$ so that it becomes
$$(1\lambda )D_+J_{}(1+\lambda )D_{}J_+=0.$$
(3.45)
Adopting the same component field definitions as before, we find, after eliminating the auxiliary field,
$$(1+\lambda )_{}j_++(1\lambda )_+j_{}=0\mathrm{where}j_\pm =g^1_\pm gi\psi _\pm ^2$$
(3.46)
and
$$_{}\psi _\pm +\frac{1}{2}(1\lambda )[g^1_{}g,\psi _\pm ]+\frac{i}{4}(1\lambda ^2)[\psi _{}^2,\psi _\pm ]=0.$$
(3.47)
The construction of the two sets of superfield currents in (3.33) and (3.35) is completely unaffected, no matter what the value of $`\lambda `$.
Some important qualitative differences arise at the critical values of the coupling $`\lambda =\pm 1`$ which define super WZW theories. For $`\lambda =1`$, for instance, the current becomes super-holomorphic: $`D_{}J_+=0`$. This means of course that there is a simplified superfield expansion $`J_+=\psi _++\theta ^+j_+`$ with $`_{}\psi _+=_{}j_+=0`$. These holomorphic equations of motion arise in conjunction with the super Kac-Moody symmetry of the critical theory .
Earlier we stated that there was no natural way to generalise the local conservation laws of the bosonic PCM to the SPCM by using an equation such as (3.43), or by looking for a holomorphic quantity such as (3.44). These same calculations can be carried out more generally in the PCWZM and its supersymmetric counterpart, and it is instructive to elaborate on the details.
First we use (3.46) and (3.47) to find
$$_{}j_+=\frac{1}{2}(1\lambda )[j_+,j_{}]\frac{i}{4}(1\lambda )^2[j_+,\psi _{}^2]+\frac{i}{4}(1\lambda ^2)[j_{},\psi _+^2]+\frac{1}{4}(1\lambda )(1\lambda ^2)[\psi _+^2,\psi _{}^2]$$
(3.48)
Now we apply this expression together with (3.47) to calculate both sides of
$$_{}k_+=\gamma [k_{},k_+]\mathrm{where}k_+=j_++i\alpha \psi _+^2,k_{}=j_{}+i\beta \psi _{}^2.$$
(3.49)
Comparing coefficients of like terms on the left- and right-hand sides gives the relations
$`\gamma `$ $`=`$ $`\frac{1}{2}(1\lambda )`$
$`\beta \gamma `$ $`=`$ $`\frac{1}{4}(1\lambda )^2`$
$`\alpha \gamma `$ $`=`$ $`\frac{1}{2}\alpha (1\lambda )+\frac{1}{4}(1\lambda ^2)`$
$`\alpha \beta \gamma `$ $`=`$ $`\frac{1}{2}\alpha (1\lambda )+\frac{1}{4}(1\lambda ^2)(1\lambda \alpha )`$
Substituting for $`\gamma `$ from the first equation into the third reveals that the equations are consistent only for $`\lambda ^2=1`$, the super WZW points. Thus if $`\lambda \pm 1`$, including the super PCM with $`\lambda =0`$, then there is no relation of the type we seek.
If $`\lambda =1`$, the general solution is $`\gamma =0`$, with $`\alpha ,\beta `$ arbitrary. We then recover from (3.49) the familiar conditions $`_{}j_+=_{}\psi _+=0`$. If $`\lambda =1`$, the general solution is $`\gamma =\beta =1`$ and $`\alpha `$ arbitrary. This is also as expected, because at this second WZW point it is the left-transforming quantities $`gj_+g^1`$, and $`g\psi _+g^1`$ which should be holomorphic, and thus each of them should satisfy $`_{}(gXg^1)=0`$, or equivalently, $`_{}X+[g^1_{}g,X]=0`$, which is indeed the content of (3.49). The solutions for $`\lambda =\pm 1`$ are therefore less surprising than the lack of solutions for $`\lambda \pm 1`$.
In a similar fashion, we can examine the possibility of a holomorphic quantity of the form (3.44). Using (3.48) and (3.47) it is a simple matter to calculate $`_{}\mathrm{Tr}(j_+^3)`$ and $`_{}\mathrm{Tr}(j_+^2\psi _+^2)`$. Both expressions have an overall factor of $`(\lambda ^21)`$, and the coefficients of like terms cannot be matched except when this vanishes. Thus, supersymmetry does not allow a generalisation of such a spin-3 current, except in the super WZW models.
We drew attention previously to the fact that the bosonic WZW theory (with $`\lambda =1`$ say) contains an enlarged set of holomorphic currents polynomial in $`j_+^a`$. Similarly, for the super WZW theory (with $`\lambda =1`$) the currents (3.33) and (3.35) exist within a much larger set of holomorphic quantities consisting of arbitrary polynomials in both $`j_+^a`$ and $`\psi _+^a`$. The holomorphic currents in the bosonic WZW theory obviously extend immediately to the super WZW theory. This simple relationship between these enlarged sets of conserved quantities in the critical theories is of course responsible for the solutions to (3.49) found at $`\lambda =\pm 1`$. By contrast, our results indicate that there is no simple connection between the conserved quantities in the PCWZM and its super-extension at non-critical coupling $`\lambda \pm 1`$.
### 3.7 Non-local charges
The non-local charges for a supersymmetric sigma model may be constructed in component formalism using a rather complicated generalisation of the iterative procedure described earlier for the bosonic case. The result is again $`Y_L\times Y_R`$: there are no new fermionic superpartners for the charges. The construction looks neater in the superfield formalism , where it is a natural extension of the bosonic case, and the lack of superpartners is accounted for by the general discussion we gave in section 3. Here we include the effect of a superspace WZ term, $`\lambda 0`$.
We define a superspace connection acting on any bosonic quantity $`X`$ in the Lie algebra (if $`X`$ is fermionic we replace the commutator with an anti-commutator):
$$_\pm X=(1\pm \lambda )\left(D_\pm X+i[J_\pm ,X]\right)\{_+,_{}\}=0,$$
by virtue of (3.15). From this we can define an infinite family of superfield currents $`J_\pm ^{(r)}`$ for $`r=0,1,2\mathrm{}`$ which will be conserved:
$$D_{}J_+^{(r)}D_+J_{}^{(r)}=0J_\pm ^{(r)}=\pm D_\pm X^{(r)},$$
(3.50)
for some scalar superfields $`X^{(r)}`$. The first two currents are
$$J_\pm ^{(0)}=(1\pm \lambda )J_\pm ,J_\pm ^{(1)}=(1\pm \lambda )(D_\pm X^{(0)}\frac{1}{2}[J_\pm ,X^{(0)}])$$
(3.51)
whose conservation follows from (3.45) and (3.15). The remaining currents are defined by (3.50) and
$$J_\pm ^{(r)}=_\pm X^{(r1)}r>1.$$
(3.52)
It is easy to prove by induction that these are conserved: if this holds for all $`rn`$ then
$`D_{}J_+^{(n+1)}D_+J_{}^{(n+1)}`$ $`=`$ $`(D_{}_+D_+_{})X^{(n)}`$
$`=`$ $`(_+D_{}_{}D_+)X^{(n)}`$
$`=`$ $`_+J_{}^{(n)}+_{}J_+^{(n)}`$
$`=`$ $`\{_+,_{}\}X^{(n1)}(n>1)`$
$`=`$ $`0.`$
The corresponding non-local conserved charges are given by
$`Q^{(n)}`$ $`=`$ $`{\displaystyle (dx^+d\theta _+J_+^{(n)}dx^{}d\theta _{}J_{}^{(n)})}`$
$`=`$ $`{\displaystyle (dx^+j_+^{(n)}dx^{}j_{}^{(n)})}+\theta ^{}{\displaystyle 𝑑x^+_+\alpha _{}^{(n)}}\theta ^+{\displaystyle 𝑑x^{}_{}\alpha _+^{(n)}}`$
and it may be checked that $`\alpha _\pm ^{(n)}0`$ as $`x\pm \mathrm{}`$. (Our notation for current components was introduced in (3.2).) The first two examples are
$`Q^{(0)a}`$ $`=`$ $`{\displaystyle 𝑑xj_0^{(0)a}(x)}`$ (3.53)
$`Q^{(1)a}`$ $`=`$ $`{\displaystyle }dx(j_1^{(0)a}(x)+\lambda j_0^{(0)a}(x)+{\displaystyle \frac{i}{2}}((1\lambda )^2h_{}^a(1+\lambda )^2h_+^a)`$
$`{\displaystyle \frac{1}{2}}f^{abc}{\displaystyle ^x}dyj_0^{(0)b}(x)j_0^{(0)c}(y)).`$
When $`\lambda =0`$ we make the link with the first paper of by pointing out that, comparing with their eqns. (2.12, 3.9), their $`B_\pm `$ equals our $`\frac{1}{2}ih_\pm `$.
When $`\lambda =0`$ it is a straightforward though cumbersome calculation to show that the non-local charges defined above commute with all four sets of local charges obtained from (3.38-3.42); see the appendix, section 8. We have not attempted this calculation for $`\lambda 0`$.
## 4 Classical current algebra and commuting local charges in the SPCM
In the last section we constructed local, holomorphic superspace currents (3.33) and (3.35) in the classical SPCM. Each such current gave a pair of fermionic and bosonic holomorphic currents $`_{n+1/2}^\pm `$ and $`_{n+1}^\pm `$ in ordinary space. Our aim now is to analyse and understand the properties of these currents at a level comparable to our treatment of the bosonic PCWZM in section 2. Thus our first goal will be to compute the Poisson bracket (PB) algebra of a certain class of currents. Using these results, we will then search for commuting sets of charges.
To carry out the Poisson bracket calculations, it proves convenient to introduce the modified currents
$$\widehat{ȷ}_+=j_++\frac{3}{2}ih_+,\widehat{ȷ}_{}=j_{}+\frac{1}{2}ih_++\frac{1}{2}ih_{}$$
(4.1)
By construction, these have vanishing PBs with the fermions $`\psi _+`$. They can be shown to obey
$`\{\widehat{ȷ}_+^a(x),\widehat{ȷ}_+^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}\left(3\widehat{ȷ}_+^c(x)\widehat{ȷ}_{}^c(x)\right)\delta (xy)+2\delta ^{ab}\delta ^{}(xy)`$
$`\{\widehat{ȷ}_+^a(x),\widehat{ȷ}_{}^b(y)\}`$ $`=`$ $`\frac{1}{2}f^{abc}\left(\widehat{ȷ}_+^c(x)+\widehat{ȷ}_{}^c(x)+\frac{1}{2}ih_{}^c(x)\right)\delta (xy).`$ (4.2)
We will also need the fermion equation of motion
$$_{}\psi _+=\frac{1}{2}[\widehat{ȷ}_{},\psi _+]_+\psi _+=2\psi ^{}+\frac{1}{2}[\widehat{ȷ}_{},\psi _+]$$
(4.3)
to express all currents in terms of good canonical variables, involving only space derivatives of the fermions.
### 4.1 Poisson bracket algebra for currents built from symmetric traces
Following the same route as for the bosonic PCM, we shall investigate currents built from symmetric-trace type invariants. In principle all others can be expressed in terms of these (albeit in a rather inconvenient, non-polynomial way for the case of the Pfaffian invariant). After substituting in favour of the modified quantities just introduced, the odd-parity currents are:
$`_{m+\frac{1}{2}}^{}`$ $`=`$ $`s_{a_1\mathrm{}a_ma_{m+1}}h_+^{a_1}\mathrm{}h_+^{a_m}\psi _+^{a_{m+1}}=\mathrm{Tr}(\psi _+^{2m+1})`$
$`_{m+1}^{}`$ $`=`$ $`s_{a_1\mathrm{}a_ma_{m+1}}h_+^{a_1}\mathrm{}h_+^{a_m}\widehat{ȷ}_+^{a_{m+1}}=\mathrm{Tr}(\psi _+^{2m}\widehat{ȷ}_+).`$ (4.4)
The even-parity currents are considerably more complicated:
$`_{m+\frac{1}{2}}^+`$ $`=`$ $`s_{a_1\mathrm{}a_ma_{m+1}}h_+^{a_1}\mathrm{}h_+^{a_m}\left(\widehat{ȷ}_+^{a_{m+1}}\frac{1}{2}i\psi _+^{a_{m+1}}\right)=\mathrm{Tr}(\psi _+^{2m1}\widehat{ȷ}_+){\displaystyle \frac{i}{2}}_{m+\frac{1}{2}}^{}`$ (4.5)
$`_{m+1}^+`$ $`=`$ $`s_{a_1\mathrm{}a_ma_{m+1}}\left(2i\psi _+^{a_1}\psi _+^{{}_{}{}^{}a_{2}^{}}ih_+^{a_1}\widehat{ȷ}_{}^{a_2}+m\widehat{ȷ}_+^{a_1}\widehat{ȷ}_+^{a_2}(m1)ih_+^{a_1}\widehat{ȷ}_+^{a_2}\right)h_+^{a_3}\mathrm{}h_+^{a_{m+1}}`$
$$=2i\mathrm{Tr}(\psi _+^{2m1}\psi _+^{})i\mathrm{Tr}(\psi _+^{2m}\widehat{ȷ}_{})+\underset{r=0}{\overset{m1}{}}\mathrm{Tr}(\psi _+^{2r}\widehat{ȷ}_+\psi _+^{2m22r}\widehat{ȷ}_+)(m1)i_{m+1}^{}.$$
(4.6)
To calculate the PBs of these currents one can begin in the obvious way, by repeated application of the Leibnitz rules. The resulting expressions can be simplified by the use of completeness conditions in the relevant Lie algebra. In particular, if $`X`$ is any element of $`so(N)`$ or $`sp(N)`$ then $`X^m`$ also belongs to the Lie algebra when $`m`$ is odd, and hence $`\mathrm{Tr}(X^mt^c)\mathrm{Tr}(Yt^c)=\mathrm{Tr}(X^mY)`$ for any $`Y`$. The algebra $`su(N)`$ works a little differently, since the matrix must be traceless in order to apply the completeness condition. In this case we can write instead $`\mathrm{Tr}(X^mt^c)=\mathrm{Tr}((X^m\frac{1}{N}\mathrm{Tr}(X^m)1)t^c)`$ and then $`\mathrm{Tr}(X^mt^c)\mathrm{Tr}(Yt^c)=\mathrm{Tr}(X^mY)+\frac{1}{N}\mathrm{Tr}X^m\mathrm{Tr}Y`$ for any integer $`m`$. To obtain the results given below it is also necessary to take particular care with Fermi statistics and combinatoric factors, and to make use of the cyclic properties of the trace to show that certain terms vanish.
The simplest brackets to calculate are those of the odd-parity currents amongst themselves, which can be shown to vanish:
$`\{_{m+\frac{1}{2}}^{}(x),_{n+\frac{1}{2}}^{}(y)\}`$ $`=`$ $`0`$
$`\{_{m+\frac{1}{2}}^{}(x),_{n+1}^{}(y)\}`$ $`=`$ $`0`$
$`\{_{m+1}^{}(x),_{n+1}^{}(y)\}`$ $`=`$ $`0`$ (4.7)
For the odd-parity with even-parity currents we find:
$`\{_{m+\frac{1}{2}}^{}(x),_{n+\frac{1}{2}}^+(y)\}`$ $`=`$ $`(2m+1)i_{m+n}^{}\delta (xy)`$
$`\{_{m+1}^{}(x),_{n+\frac{1}{2}}^+(y)\}`$ $`=`$ $`2_{m+n\frac{1}{2}}^{}\delta ^{}(xy){\displaystyle \frac{2(2n1)}{2m+2n1}}_{m+n\frac{1}{2}}^{}\delta (xy)`$
$`\{_{m+\frac{1}{2}}^{}(x),_{n+1}^+(y)\}`$ $`=`$ $`2(2m+1)_{m+n\frac{1}{2}}^{}\delta ^{}(xy){\displaystyle \frac{4n(2m+1)}{2m+2n1}}_{m+n\frac{1}{2}}^{}\delta (xy)`$
$`\{_{m+1}^{}(x),_{n+1}^+(y)\}`$ $`=`$ $`4(m+n)_{m+n}^{}\delta ^{}(xy)4n_{m+n}^{}\delta (xy)`$ (4.8)
where for clarity we have omitted the argument $`x`$ from all currents appearing on the right-hand side. The most difficult brackets to calculate are those of the even parity currents with themselves. After some effort we obtain the results:
$`\{_{m+\frac{1}{2}}^+(x),_{n+\frac{1}{2}}^+(y)\}`$ $`=`$ $`i_{m+n}^+\delta (xy)+{\displaystyle \frac{1}{N}}\left[i_m^{}_n^{}+2_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}\right]\delta (xy)`$
$`+{\displaystyle \frac{2}{N}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}\delta ^{}(xy)`$
$`\{_{m+\frac{1}{2}}^+(x),_{n+1}^+(y)\}`$ $`=`$ $`2(2m+2n1)_{m+n\frac{1}{2}}^+\delta ^{}(xy)4n_{m+n\frac{1}{2}}^+\delta (xy)`$
$`+{\displaystyle \frac{4n}{N}}\left[{\displaystyle \frac{1}{2n1}}_m^{}_{n\frac{1}{2}}^{}+_{m\frac{1}{2}}^{}_n^{}\right]\delta (xy).`$
$`+{\displaystyle \frac{1}{N}}\left[2_m^{}_{n\frac{1}{2}}^{}+4n_{m\frac{1}{2}}^{}_n^{}\right]\delta ^{}(xy)`$
$`\{_{m+1}^+(x),_{n+1}^+(y)\}`$ $`=`$ $`4(m+n)_{m+n}^+\delta ^{}(xy)4n_{m+n}^+\delta (xy)`$ (4.9)
$`+{\displaystyle \frac{1}{N}}\left[8nm_m^{}_n^{}{\displaystyle \frac{8ni}{(2n1)(2m1)}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}+{\displaystyle \frac{8ni}{2n1}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{\prime \prime }\right]\delta (xy)`$
$`+{\displaystyle \frac{1}{N}}\left[8nm_m^{}_n^{}{\displaystyle \frac{4i}{2m1}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}+{\displaystyle \frac{4i(4n1)}{2n1}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}\right]\delta ^{}(xy)`$
$`+{\displaystyle \frac{4i}{N}}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}\delta ^{\prime \prime }(xy)`$
Once again, all fields on the right-hand side are at argument $`x`$. The terms with $`1/N`$ coefficients occur only for the algebra $`su(N)`$, since for the other algebras $`m`$ and $`n`$ are always odd.
Important consistency checks of these complicated calculations come from supersymmetry. The current $`_{3/2}^+`$ is precisely the Noether current for supersymmetry, and so
$$𝑑x\{_{3/2}^+,X\},$$
where $`X`$ is some current $`_{n+1/2}^\pm `$ or $`_{n+1}^\pm `$, must reproduce the transformations (3.10) applied to these quantities. (In comparing the results one should remember that $`_{}\alpha =0`$ implies $`_+\alpha =2\alpha ^{}`$.) An even more powerful restriction arises if we take $`X`$ to be a Poisson bracket of currents. Let us suppose (using an obvious notation) that we have calculated a PB of the form $`\{_1(x),_2(y)\}`$. We can work out its variation under supersymmetry directly, but by the Leibnitz rule for PBs this is also proportional to the combination $`\{_1(x),_2(y)\}\{_1(x),_2(y)\}`$, giving a non-trivial relationship between the latter two brackets. Similarly, if we have calculated $`\{_1(x),_2(y)\}`$, we can apply supersymmetry to relate $`\{_1(x),_2(y)\}`$ to $`\{_1^{}(x),_2(y)\}`$. All the results above are consistent with such considerations.
### 4.2 Commuting charges—by direct calculation
We will now search for commuting sets of bosonic conserved charges, beginning from
$$B_n^{}=𝑑x_{n+1}^{}(x),B_n^+=𝑑x_{n+1}^+(x)$$
based on the symmetric trace invariants used in the current algebra above.
There are a number of reasons why it seems natural not to consider fermionic charges in the same way. For one thing, we explained in the last section that it is quite possible for a bosonic charge to survive quantisation without being accompanied by a superpartner. Even if a fermionic charge were to survive quantisation along with its bosonic partner, it is not clear that it is very interesting to find ‘commuting’ sets. This is because ‘commuting’ for these classical charges really means ‘vanishing graded Poisson brackets’, and if such an algebra is unmodified quantum-mechanically, the fermionic charges will obey $`F^2=0`$. In a quantum theory with a positive-definite Hilbert space, such charges can only be represented trivially. One might then be prompted to consider other possibilities for the fermionic charge algebra, with $`F^20`$, and indeed such behaviour is evident already at the classical level in the PBs of the currents $`_{n+1/2}^+`$. These are in some sense higher-spin versions of supersymmetry, with $`F^2B`$ (schematically). While such possibilities are certainly interesting, they lie beyond our immediate goals in this paper.
Let us turn then to the PB algebra of the bosonic charges which is easily found to be
$`\{B_m^{},B_n^{}\}`$ $`=`$ $`0`$
$`\{B_m^{},B_n^+\}`$ $`=`$ $`0`$
$`\{B_m^+,B_n^+\}`$ $`=`$ $`{\displaystyle \frac{8mn}{N}}{\displaystyle 𝑑x\left(_m^{}_n^{}\frac{2i}{(2m1)(2n1)}_{m\frac{1}{2}}^{}_{n\frac{1}{2}}^{}\right)}`$ (4.10)
The terms on the right-hand-side vanish for the algebras $`so(N)`$ and $`sp(N)`$, though not for $`su(N)`$. This is highly reminiscent of the problems we were faced with in the bosonic theory. A further similarity is that our discussion so far is based on trace-type invariants, and so omits the Pfaffian in $`so(2\mathrm{})`$.
Taking the same approach as before, we will first search for modifications of the even-parity currents which will yield commuting charges for $`𝐠=su(N)`$. The simplest possibility is to add terms bilinear in currents $`_m^{}`$ and $`_{m1/2}^{}`$, since these will naturally provide contributions with the same structure as the unwanted terms we are hoping to cancel. In addition the trivial PBs of the negative parity currents implies that such modifications will not spoil the desirable property that the second bracket in (4.10) vanishes.
Starting from a general ansatz, one finds after some algebra that the new currents
$$𝒦_{m+1}^+=_{m+1}^+\frac{m}{N}\underset{p=2}{\overset{m1}{}}_p^{}_{mp+1}^{}\frac{m}{N}\underset{p=2}{\overset{m1}{}}\frac{2i}{(2p1)(2m2p+1)}_{p\frac{1}{2}}^{}_{mp+\frac{1}{2}}^{}$$
(4.11)
have exactly the desired properties: i.e. the corresponding charges $`K_n^+=𝑑x𝒦_{n+1}^+`$ obey
$$\{B_m^{},B_n^{}\}=\{B_m^{},K_n^+\}=\{K_m^+,K_n^+\}=0.$$
These equations represent a highly over-determined system of conditions for the coefficients of the new terms, so it is quite non-trivial that these have the correct properties. In fact the result applies not just for $`su(N)`$, but also for $`so(N)`$ and $`sp(N)`$, with the $`1/N`$ in the formulas above replaced by an arbitrary real number. This further reinforces the analogy with the bosonic case.
It is natural to ask whether the additional terms correspond to anything simple in terms of the invariant tensors underlying the conserved currents. The change from $`_{m+1}^+`$ to $`𝒦_{m+1}^+`$ actually amounts to a replacement
$$\mathrm{\Lambda }_{a_1\mathrm{}a_{2m}}^{(2m)}\mathrm{\Lambda }_{a_1\mathrm{}a_{2m}}^{(2m)}\frac{1}{N}\underset{p=2}{\overset{m1}{}}\mathrm{\Omega }_{[a_1\mathrm{}a_{2p1}}^{(2p1)}\mathrm{\Omega }_{a_{2p}\mathrm{}a_{2m1}]a_{2m}}^{(2m2p+1)}$$
(4.12)
which is easily checked for the fermionic terms in (4.11) (up to some irrelevant total derivatives) and which can be verified for the bosonic modifications too. Using detailed relationships between the invariant tensors which are derived in one of the appendices, section 9, this is found to correspond to a replacement of the underlying symmetric tensor
$$s_{a_1\mathrm{}a_{m+1}}^{(m+1)}k_{a_1\mathrm{}a_{m+1}}^{(m+1)},$$
precisely the set introduced in our treatment of the bosonic PCWZM in section 2.
While this may seem very satisfactory, we must emphasise that the $`k`$-tensors were introduced in the bosonic theory to simplify the algebra of charges resulting from (2.29). A priori, there is no reason to expect such a direct link with the considerably more complicated current algebra (4.9) and it is therefore puzzling why the $`k`$-tensors should provide the required simplification in the SPCM too. In the next section we shall resolve this puzzle by establishing a link with the earlier, bosonic, current algebra. This approach also has the advantage of working for a general invariant tensor, so that the Pfaffian charge in $`so(2\mathrm{})`$ can be treated in exactly the same way as the other primitive invariants.
### 4.3 Commuting charges—by comparison with bosonic PCM
It is convenient to modify our notation very slightly. We now take $`k_{a_1a_2\mathrm{}a_na_{n+1}}`$ to be any of the symmetric invariant tensors introduced in section 2 via (2.33), or the Pfaffian invariant in $`so(2\mathrm{})`$ (previously written $`p`$ in (2.25)). This means that the $`k`$-tensors are now a complete set of primitive invariants for any algebra. Now denote the bosonic currents (3.39) and (3.42) with $`d^{(n+1)}=k^{(n+1)}`$, by $`𝒦_n^{}`$ and $`𝒦_n^+`$ respectively. The corresponding charges will be written
$$K_n^{}=𝑑x𝒦_{n+1}^{}(x)=𝑑xk_{a_1a_2\mathrm{}a_{n+1}}\widehat{ȷ}_+^{a_1}h_+^{a_2}\mathrm{}h_+^{a_{n+1}}$$
and
$$K_n^+=𝑑x𝒦_{n+1}^+(x)=U_n+V_n+W_ni(n1)K_n^{}$$
where
$`U_n`$ $`=`$ $`2i{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}\psi _+^{a_1}\psi _{+}^{a_2}{}_{}{}^{}h_+^{a_3}\mathrm{}h_+^{a_{n+1}}},`$
$`V_n`$ $`=`$ $`n{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}\widehat{ȷ}_+^{a_1}\widehat{ȷ}_+^{a_2}h_+^{a_3}\mathrm{}h_+^{a_{n+1}}},`$
$`W_n`$ $`=`$ $`i{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}\widehat{ȷ}_{}^{a_1}h_+^{a_2}\mathrm{}h_+^{a_{n+1}}}.`$
(Since the $`\mathrm{\Omega }`$ tensors are unique, $`K_n^{}`$ is identical to $`B_n^{}`$ of the last subsection when the underlying $`k`$-tensor is not the Pfaffian.) We will prove below that these charges commute:
$$\{K_m^{},K_n^{}\}=\{K_m^{},K_n^+\}=\{K_m^+,K_n^+\}=0.$$
(4.13)
One useful approach to these rather complicated calculations is to introduce the quantities
$$^a=h_+^a+\alpha \widehat{ȷ}_+^a\mathrm{and}\stackrel{~}{}^a=h_+^a+\beta \widehat{ȷ}_{}^a$$
and to observe that
$`K_n^{}`$ $`=`$ $`{\displaystyle \frac{1}{n+1}}{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}^{a_1}^{a_2}\mathrm{}^{a_{n+1}}}|_\alpha `$ (4.14)
$`V_n`$ $`=`$ $`{\displaystyle \frac{2}{n+1}}{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}^{a_1}^{a_2}\mathrm{}^{a_{n+1}}}|_{\alpha ^2}`$ (4.15)
$`W_n`$ $`=`$ $`{\displaystyle \frac{i}{n+1}}{\displaystyle 𝑑xk_{a_1a_2\mathrm{}a_{n+1}}\stackrel{~}{}^{a_1}\stackrel{~}{}^{a_2}\mathrm{}\stackrel{~}{}^{a_{n+1}}}|_\beta `$ (4.16)
This provides a convenient way of handling the various combinatorial issues which arise. Furthermore, the PB algebra of the new currents has a structure similar to that encountered in the bosonic PCM:
$`\{^a(x),^b(y)\}`$ $`=`$ $`f^{abc}\left(ih_+^c+\frac{1}{2}\alpha ^2(3\widehat{ȷ}_+^c\widehat{ȷ}_{}^c)\right)\delta (xy)+2\alpha ^2\delta ^{ab}\delta ^{}(xy)`$ (4.17)
$`\{^a(x),\stackrel{~}{}^b(y)\}`$ $`=`$ $`f^{abc}\left(ih_+^c+\frac{1}{2}\alpha \beta (\widehat{ȷ}_+^c+\widehat{ȷ}_{}^c)+\frac{1}{4}\alpha \beta ih_{}^c\right)\delta (xy)`$
The simplest computation is the bracket of two odd-parity charges, $`K_m^{}`$ and $`K_n^{}`$, which is proportional to
$$\{𝑑xk_{a_1a_2\mathrm{}a_{m+1}}^{a_1}^{a_2}\mathrm{}^{a_{m+1}},𝑑yk_{b_1b_2\mathrm{}b_{n+1}}^{b_1}^{b_2}\mathrm{}^{b_{n+1}}\}|_{\alpha ^2}$$
The only surviving contribution is
$$𝑑xk_{a_1a_2\mathrm{}a_mc}^{(m+1)}h_+^{a_1}h_+^{a_2}\mathrm{}h_+^{a_m}k_{b_1\mathrm{}b_{n1}b_nc}^{(n+1)}h_+^{b_1}\mathrm{}h_+^{b_{n1}}h_+^{b_n}$$
but this integrand vanishes due to invariance of the $`k`$-tensors, taken together with the fact that $`h_+^a=\frac{1}{2}f^{abc}\psi _+^b\psi _+^c`$. Indeed, if the expression is re-written in terms of $`\mathrm{\Omega }`$ tensors, its vanishing is equivalent to the identity
$$\mathrm{\Omega }_{c[a_1\mathrm{}a_{2m}}^{(2m+1)}\mathrm{\Omega }_{b_1\mathrm{}b_{2n1}]b_{2n}c}^{(2n+1)}=0.$$
(This can be proved by writing the $`\mathrm{\Omega }`$-tensors as in (9.8) and using the invariance condition (9.2).) Thus $`\{K_m^{},K_n^{}\}=0`$, as claimed.
Turning next to the bracket of $`K_m^{}`$ with $`K_n^+`$, it suffices to consider the brackets of the odd-parity charge with $`U_n`$, $`V_n`$ and $`W_n`$. For the first of these, we need a lemma:
$$\{U_n,h_+^a(x)\}=\{U_n,^a(x)\}=4(k_{a_1\mathrm{}a_na}h_+^{a_1}\mathrm{}h_+^{a_n})^{}(x).$$
Then from (4.14) we find
$$\{K_m^{},U_n\}=𝑑x\mathrm{\hspace{0.17em}4}mnk_{a_1\mathrm{}a_{m1}a_mc}^{(m+1)}h_+^{a_1}\mathrm{}h_+^{a_{m1}}\widehat{ȷ}_+^{a_m}k_{b_1\mathrm{}b_{n1}b_nc}^{(n+1)}h_+^{b_1}\mathrm{}h_+^{b_{n1}}h_+^{b_n}.$$
The remaining brackets we need are
$`\{K_m^{},V_n\}`$ $`=`$ $`{\displaystyle 𝑑x\mathrm{\hspace{0.17em}4}mnk_{a_1\mathrm{}a_{m1}a_mc}^{(m+1)}h_+^{a_1}\mathrm{}h_+^{a_{m1}}h_+^{a_m}k_{b_1\mathrm{}b_{n1}b_nc}^{(n+1)}h_+^{b_1}\mathrm{}h_+^{b_{n1}}\widehat{ȷ}_+^{b_n}}`$
$`+{\displaystyle 𝑑xnk_{a_1\mathrm{}a_ma}^{(m+1)}h_+^{a_1}\mathrm{}h_+^{a_m}k_{b_1\mathrm{}b_{n1}b_nb}^{(n+1)}h_+^{b_1}\mathrm{}h_+^{b_{n1}}\widehat{ȷ}_+^{b_n}f^{abc}\widehat{ȷ}_{}^c}`$
which follows from (4.14) and (4.15), and
$$\{K_m^{},W_n\}=𝑑xmnk_{a_1\mathrm{}a_{m1}a_ma}^{(m+1)}h_+^{a_1}\mathrm{}h_+^{a_{m1}}\widehat{ȷ}_+^{a_m}k_{b_1\mathrm{}b_{n1}b_nb}^{(n+1)}h_+^{b_1}\mathrm{}h_+^{b_{n1}}\widehat{ȷ}_{}^{b_n}f^{abc}h_+^c$$
which follows from (4.14) and (4.16). In each of these calculations it is necessary to make extensive use of the invariance conditions for the $`k`$-tensors. These same conditions then imply that the total contribution is
$$\{K_m^{},K_n^+\}=\{K_m^{},U_n\}+\{K_m^{},V_n\}+\{K_m^{},W_n\}=0.$$
Finally we come to the lengthiest calculation: the bracket of two even-parity charges. Given the properties of the odd-parity charges, it suffices to consider the brackets of the quantities $`U`$, $`V`$ and $`W`$ amongst themselves, presenting us with six different expressions to evaluate. Some of these are very similar to the calculations we have already sketched above. In particular, we find $`\{W_m,W_n\}=\{U_m,W_n\}+\{W_m,U_n\}=0`$. The non-trivial contributions can then be usefully divided into two: the terms
$$\{V_m,V_n\}+\{U_m,V_n\}+\{V_m,U_n\}+\{W_m,V_n\}+\{V_m,W_n\}$$
(4.18)
which can be treated using the formulas (4.15) and (4.16) together with the lemma introduced earlier; and a single remaining term $`\{U_m,U_n\}`$ which must be evaluated by other means. We will now show that both sets of terms vanish, by comparing with the known results for the bosonic models.
After some work it can be shown that (4.18) is equal to
$$\frac{4}{(m+1)(n+1)}\{𝑑xk_{a_1a_2\mathrm{}a_{m+1}}^{a_1}^{a_2}\mathrm{}^{a_{m+1}},𝑑yk_{b_1b_2\mathrm{}b_{n+1}}^{b_1}^{b_2}\mathrm{}^{b_{n+1}}\}|_{\alpha ^4}$$
This expression obviously contains one of the desired brackets, $`\{V_m,V_n\}`$, but it also generates other terms which turn out to match exactly the remaining contributions in (4.18). Now we need only compare the current algebra (4.17) of the $`^a`$ with (2.17) in the bosonic PCM to understand why this expression vanishes. Exactly the same arguments (as given in section 2 and ) ensure that the ultralocal terms will not contribute, and so we have the same charge algebra as for the bosonic PCM, up to an overall constant arising from the coefficients of the $`\delta ^{}`$ terms. The tensors $`k`$ were chosen precisely to ensure that the charge PBs vanished in the bosonic PCM. Hence (4.18) also vanishes.
To complete the computation of the even-parity charge brackets it remains to consider
$$\{U_m,U_n\}=16mni𝑑xk_{a_1\mathrm{}a_{m1}bc}^{(m+1)}k_{a_m\mathrm{}a_{m+n2}dc}^{(n+1)}h_+^{a_1}\mathrm{}h_+^{a_{m+n2}}\psi _+^{}_{}{}^{}b\psi _+^{}_{}{}^{}d,$$
which is once again arrived at by extensive use of invariance conditions. The antisymmetry in $`b`$ and $`d`$ imposed by $`\psi _+^{}_{}{}^{}b\psi _+^{}_{}{}^{}d`$ allows us to write this, up to a factor, as
$$𝑑xk_{(a_1\mathrm{}a_{m1}b}^{(m+1)}{}_{}{}^{c}k_{a_m\mathrm{}a_{m+n2})dc}^{(n+1)}h_+^{a_1}\mathrm{}h_+^{a_{m+n2}}\psi _+^{}_{}{}^{}b\psi _+^{}_{}{}^{}d.$$
But now recall that the vital property of the $`k`$-tensors that guarantees commuting charges in the bosonic PCM can be expressed as (2.39). This immediately implies that the bracket $`\{U_m,U_n\}`$ vanishes.
We have now established (4.13). Notice that most of the arguments—including all those underlying the vanishing of the PBs of the odd-parity charges—did not involve any special property of the $`k`$-tensors (beyond their invariance). The special nature of the $`k`$ tensors was used at precisely two points above in showing that the even-parity charges have vanishing PBs too. In making comparisons with the current algebra of the bosonic PCM, we have clarified why the same tensors arise in the SPCM.
## 5 Summary and conclusions
In the bosonic PCWZM, there are infinitely many holomorphic conservation laws (2.19) based on symmetric invariant tensors. From amongst this set, it is possible to define commuting local charges based on the particular symmetric tensors $`k`$ defined in section 2. There is an infinite sequence for each primitive invariant, with spins repeating modulo the Coxeter number of the algebra. All this is completely independent of the coefficient of the WZ term.
In the supersymmetric versions of these models<sup>10</sup><sup>10</sup>10We discussed mainly the SPCM, but the extension to the supersymmetric PCWZM should be obvious in view of our detailed treatment of the bosonic theories., there are finitely many independent holomorphic conservation laws (3.33,3.35). As explained in section 3, they are based on antisymmetric invariant tensors, which can nevertheless be related to symmetric primitive invariants in the algebra. This leads to bosonic conserved charges with spins exactly equal to the exponents, but with no repetition modulo the Coxeter number. These charges commute with one another when the symmetric invariants are chosen to be precisely the same tensors $`k`$ that arose in the bosonic theory.
There is no direct relationship between the currents (2.19) and (3.33,3.35) and in fact the latter vanish when the fermions are set to zero. A simple and direct relationship exists only between much larger sets of holomorphic currents which are special features of the WZW and super WZW models. A rather subtle indirect relationship can be established between the underlying current algebras (2.29) and (4.7)-(4.9), however, which explains the importance of the same set of tensors $`k`$ for both the bosonic and supersymmetric theories.
Acknowledgments
We thank Jose Azcárraga, Patrick Dorey and Gérard Watts for discussions. The research of JME is supported by a PPARC Advanced Fellowship, and by NSF grant PHY98-02484. NJM thanks Pembroke College Cambridge for a Stokes Fellowship, during which early stages of this work were carried out. MH is grateful to St. John’s College, Cambridge for a Studentship. AJM thanks the 1851 Royal Commission for a Research Fellowship.
## 6 Appendix: Poisson brackets in the PCWZM and SPCM
A general $`\sigma `$-model with WZ term can be described by a lagrangian of the form
$`={\displaystyle \frac{1}{2}}g_{ij}(\varphi )_\mu \varphi ^i^\mu \varphi ^j+{\displaystyle \frac{1}{2}}b_{ij}(\varphi )\epsilon ^{\mu \nu }_\mu \varphi ^i_\nu \varphi ^j`$ (6.1)
$`={\displaystyle \frac{1}{2}}g_{ij}(\varphi )(\dot{\varphi }^i\dot{\varphi }^j\varphi ^i\varphi ^j)+b_{ij}(\varphi )\dot{\varphi }^i\varphi ^j`$ (6.2)
where $`\varphi ^i`$ are coordinates on some target manifold equipped with a metric $`g_{ij}(\varphi )`$ and antisymmetric tensor field $`b_{ij}(\varphi )`$. The momenta conjugate to the fields $`\varphi ^i`$ are
$$\pi _i=\widehat{\pi }_i+b_{ij}\varphi ^j\mathrm{where}\widehat{\pi }_i=g_{ij}\dot{\varphi }^j$$
by definition. These obey the standard non-vanishing equal-time PBs
$$\{\varphi ^i(x),\pi _j(y)\}=\delta ^i{}_{j}{}^{}\delta (xy).$$
A short calculation reveals that
$$\{\widehat{\pi }_i(x),\widehat{\pi }_j(y)\}=h_{ijk}\varphi ^k\delta (xy)\mathrm{where}h_{ijk}=_ib_{jk}+_jb_{ki}+_kb_{ij}$$
Now consider a (non-conserved) current
$$E_\mu ^a=E_i^a_\mu \varphi ^i$$
where $`E_i^a(\varphi )`$ are vielbeins on the target manifold satisfying
$$E_i^aE_j^a=g_{ij}$$
In terms of the canonical coordinates $`\varphi ^i`$ and $`\pi _i`$ we have
$$E_0^a=E_i^ag^{ij}\widehat{\pi }_j,E_1^a=E_i^a\varphi ^{}{}_{}{}^{i}.$$
The PB algebra of these currents can now be calculated routinely, although the general result requires some effort and is not particularly illuminating.
Important simplification occurs for the special case of a group manifold, with currents defined by the (right-transforming) vielbeins
$$E_i^a=\mathrm{Tr}(t^ag^1_ig),\mathrm{obeying}_{[i}E_{j]}=E_{[i}E_{j]}.$$
Let us also choose the WZ term to be related to the structure constants
$$h^{ijk}E_i^aE_j^bE_k^c=\lambda f^{abc}$$
with $`\lambda `$ some constant. This is precisely the PCWZM defined, in different notation, in the main text. For this case, the results of the current algebra calculations simplify to give
$`\{E_0^a(x),E_0^b(y)\}`$ $`=`$ $`f^{abc}(E_0^c\lambda E_1^c)\delta (xy)`$
$`\{E_0^a(x),E_1^b(y)\}`$ $`=`$ $`f^{abc}E_1^c\delta (xy)+\delta ^{ab}\delta ^{}(xy)`$
$`\{E_1^a(x),E_1^b(y)\}`$ $`=`$ $`0`$
Notice that the only effect of the WZ term is the contribution proportional to the constant $`\lambda `$. Translating to light-cone components gives
$`\{E_\pm ^a(x),E_\pm ^b(y)\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}f^{abc}((3\lambda )E_\pm ^c(1\lambda )E_{}^c)\delta (xy)\pm \mathrm{\hspace{0.17em}2}\delta ^{}(xy)`$
$`\{E_+^a(x),E_{}^b(y)\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}f^{abc}((1\lambda )E_+^c+(1+\lambda )E_{}^c)\delta (xy)`$
In the PCWZM the conserved current has components $`j_\pm =j_0\pm j_1=(1\pm \lambda )(E_0\pm E_1)=(1\pm \lambda )E_\pm `$. The expressions given in the main text, with $`\kappa =1`$, now follow immediately.
Now we consider the supersymmetric PCM, using the same notation for coordinates $`\varphi ^i`$ and vielbeins $`E_i^a`$ on the group as above, but with fermions $`\psi _\pm ^a`$ valued in the Lie-algebra (i.e. carrying tangent-space indices) as in the main text. To determine the Poisson brackets, only the terms in the lagrangian involving time derivatives of the fields are important. After re-writing the couplings $`\mathrm{Tr}(\psi _\pm [g^1_{}g,\psi _\pm ])`$ in coordinate notation, the only relevant terms are
$$\frac{1}{2}g_{ij}(\varphi )\dot{\varphi }^i\dot{\varphi }^j+\frac{i}{2}\psi _+\dot{\psi }_++\frac{i}{2}\psi _{}\dot{\psi }_{}+\frac{i}{2}E_j^a\dot{\varphi }^j(h_+^a+h_{}^a)$$
The brackets amongst the fermions are just those of a free theory, with the standard normalizations for real fermions. Moreover, they have vanishing brackets with the fields $`\varphi ^i`$ and with their conjugate momenta
$$\pi _i=\widehat{\pi }_i+\frac{i}{2}E_i^a(h_+^a+h_{}^a)\mathrm{where}\widehat{\pi }_i=g_{ij}\dot{\varphi }^j$$
The conserved currents in the SPCM have spacetime components
$`j_0^a=E_i^a\dot{\varphi }^i{\displaystyle \frac{i}{2}}(h_+^a+h_{}^a)=E^{ai}\pi _ii(h_+^a+h_{}^a)`$ (6.3)
$`j_1^a=E_i^a\varphi ^i{\displaystyle \frac{i}{2}}(h_+^ah_{}^a)`$ (6.4)
It is now straightforward to calculate the algebra by comparing with the result for the bosonic PCM $`(\lambda =0)`$ above, and using the results (3.28) for the fermions. One finds (3.24) together with
$$\{j_0^a(x),\psi _\pm ^b(y)\}=f^{abc}\psi _\pm ^c\delta (xy),\{j_1^a(x),\psi _\pm ^b(y)\}=\pm \frac{1}{2}f^{abc}\psi _\pm ^c\delta (xy).$$
Changing to light-cone components gives the expressions quoted in the text.
By combining the approaches above, the Poisson brackets of the super PCWZM can be calculated in a similar fashion.
## 7 Appendix: Conservation laws in superspace
The superspace conservation equation (3.1) has component content (3.3)-(3.6). Only the first of these equations represents a conservation law, in general. For the special case of a holomorphic current, however, there is an additional conserved quantity as in (3.9) and the pair are related by supersymmetry (3.11). The first issue we wish to clarify here is how such a superpartner can arise in more general circumstances, including necessary and sufficient conditions for this to happen.
In order for (3.4) to give an additional conservation law we require that $`\beta _{}=_+\omega _{}`$ for some (spin-3/2) fermion $`\omega _{}`$, so that
$$_{}\alpha _++_+\omega _{}=0F^+=(dx^+\alpha _++dx^{}\omega _{})$$
(7.1)
is a new conserved charge, which is related to $`B`$ in (3.7) by supersymmetry. But by applying a supersymmetry transformation, we find that the constraint $`\beta _{}=_+\omega _{}`$ is consistent only if $`v=_+k_{}`$, for some (spin-1) boson $`k_{}`$. Taken together, these imply
$$J_{}=iD_+K_{},\mathrm{where}K_{}=k_{}+i\theta ^+\alpha _{}+i\theta ^{}\omega _{}+i\theta ^+\theta ^{}j_{}.$$
(7.2)
Thus a necessary and sufficient condition for the existence of a conserved charge $`F^+`$ whose variation under $`Q_+`$ gives $`B`$, is that we can write $`J_{}=iD_+K_{}`$ for some superfield $`K_{}`$. The holomorphic case corresponds to the simplest possibility $`K_{}=0`$. There is also the independent possibility that we can construct a superpartner charge $`F^{}`$ related to $`B`$ by $`Q_{}`$, which arises if and only if $`J_+=iD_{}K_+`$ for some superfield $`K_+`$.
Notice that when (7.2) is satisfied, we can re-express (3.1) in the form
$$D_{}(i\theta ^+J_+)D_+(i\theta ^+J_{}K_{})=0.$$
(7.3)
This is also a superspace conservation equation, but the current components are not superfields. We can construct a conserved quantity from this new equation by using the standard formulas in (3.7), and the result is $`F^+`$. Our previous arguments ensuring invariance under supersymmetry of the conserved charge $`B`$ do not apply to $`F^+`$, because the current components in (7.3) involve $`\theta `$ explicitly.
It is helpful to compare this with symmetries in ordinary (non-super) spacetime. Any charge constructed entirely from fields, such as a momentum generator or an internal symmetry generator, must commute with translations. But charges which involve explicit dependence on $`x`$-coordinates, such as Lorentz generators, will not commute with translations. Similarly, in superspace, any charge constructed entirely from superfields will necessarily commute with supersymmetry. But charges involving explicit $`\theta `$-dependence will not.
The second issue we would like to elaborate on is how this discussion applies to energy-momentum and supersymmetry. As a consequence of translation invariance, Noether’s Theorem guarantees the existence of a superfield conservation law of the general form (3.1) with the bosonic charge $`B`$ being energy-momentum along some particular direction. For a supersymmetric theory we know there is a conserved superpartner $`F`$, namely a supersymmetry generator. But to establish this we must also apply Noether’s theorem to supersymmetry transformations. Once this is done, we find that the definition of the translation superfield current can indeed always be improved so as to fulfill the condition (7.2), in accordance with our general results.
The necessity of carrying out such an improvement in the conformal case was discussed in , but in language pre-dating the modern development of conformal field theory. In contemporary terminology, this is simply the statement that in a superconformal field theory we can always improve the canonical super-energy-momentum tensor so that its conservation becomes a holomorphic conservation equation. To complete our discussion we will show how this improvement works in a general supersymmetric theory, whether conformal or not.
In the main text we deliberately avoided the raising and lowering of spinor indices. Now it will be more helpful to allow this possibility. We shall distinguish vector indices $`\mu ,\nu ,\mathrm{}`$ and spinor indices $`a,b,\mathrm{}`$ with the summation convention applied to all contracted upper and lower indices. The rule for raising and lowering spinor indices is $`F^\pm =\pm F_{}`$. Thus, for example, the standard superspace current conservation equation reads
$$D_aJ^a=D_+J^++D_{}J^{}=D_+J_{}D_{}J_+=0.$$
Consider a field theory in superspace, described by a superfield lagrangian $`(\mathrm{\Phi },D_a\mathrm{\Phi })`$. Under the action of graded transformations which change the superfield by $`\delta \mathrm{\Phi }(x^\mu ,\theta ^a)`$, one finds that, on using the equations of motion, the variation of the lagrangian can be expressed in the form
$$D_a(\frac{}{D_a\mathrm{\Phi }}\delta \mathrm{\Phi })\delta =0.$$
Now the condition for invariance of the action is
$$\delta =D_aX^aD_aJ^a=0,\mathrm{with}J^a=\frac{}{D_a\mathrm{\Phi }}\delta \mathrm{\Phi }X^a,$$
where the first equation defines $`X^a`$. This is the superspace form of Noether’s Theorem.
Applying this to $`x`$-translations in the direction labelled $`\mu `$, gives
$$D_aT^a{}_{\mu }{}^{}=0$$
with $`T^a_\mu `$ a vector-spinor superfield. In detail:
$$D_a(\frac{}{D_a\mathrm{\Phi }}_\pm \mathrm{\Phi })D_\pm (iD_\pm )=0$$
(7.4)
where we have made use of the superspace algebra $`D_\pm ^2=i_\pm `$. Applying Noether’s Theorem to a supersymmetry labelled by a spinor index $`b`$, we find
$$D_aS^a{}_{b}{}^{}=0$$
where $`S^a_b`$ is a spinor-spinor superfield. By making repeated use of the fact that $`Q_\pm =D_\pm +2i\theta ^\pm _\pm `$ we can write the current
$$S^a{}_{\pm }{}^{}=K^a{}_{\pm }{}^{}2i\theta ^\pm T^a{}_{\pm }{}^{},\mathrm{where}K^a{}_{b}{}^{}=\frac{}{(D_a\mathrm{\Phi })}D_b\mathrm{\Phi }+\delta _b^a$$
(7.5)
Comparing (7.5) and (7.4) we see that
$$T^\pm {}_{\pm }{}^{}=\frac{i}{2}D_aK^a_\pm $$
(7.6)
and it is this which allows us to improve the energy-momentum tensor in the way that we desire. For example, considering translations or supersymmetries given by $`\mu =b=+`$, it follows from (7.6) that we can define an improved superfield current:
$$\stackrel{~}{T}^\pm {}_{+}{}^{}=T^\pm {}_{+}{}^{}+\frac{i}{2}D_{}K^{}_+$$
(7.7)
which satisfies
$$D_a\stackrel{~}{T}^a{}_{+}{}^{}=0,\stackrel{~}{T}^+{}_{+}{}^{}=\frac{i}{2}D_+K^+_+$$
(7.8)
The last equation exactly meets the criterion (7.2). Similarly, for translations and supersymmetries given by $`\mu =b=`$ we have the independent improvement
$$\stackrel{~}{T}^\pm {}_{}{}^{}=T^\pm {}_{}{}^{}+\frac{i}{2}D_{}K^+_{}$$
(7.9)
which satisfies
$$D_a\stackrel{~}{T}^a{}_{}{}^{}=0,\stackrel{~}{T}^{}{}_{}{}^{}=\frac{i}{2}D_{}K^{}{}_{}{}^{}.$$
(7.10)
The superpartner charges which arise are of course exactly the supersymmetry generators.
## 8 Appendix : Commutation of local with non-local charges
In this appendix we give some details of the vanishing of the Poisson brackets of the local with the non-local charges for the SPCM ($`\lambda =0`$). Recall that the odd-parity charges $`F_{m\frac{1}{2}}^{}`$ and $`B_m^{}`$ are integrals of the currents
$$\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2m+1}}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m+1}},\mathrm{\Omega }_{a_1\mathrm{}a_{2m}a_{2m+1}}\psi _+^{a_1}\mathrm{}\psi _+^{a_{2m}}j_+^{a_{2m+1}},$$
respectively. Once we have proved that the non-local charges commute with these, we may prove commutation for the even-parity local charges $`F_{m\frac{1}{2}}^+`$ and $`B_m^+`$ by considering the densities
$$d_{a_1a_2a_3\mathrm{}a_{m+1}}j_+^{a_1}\psi _+^{a_2}h_+^{a_3}\mathrm{}h_+^{a_{m+1}},d_{a_1a_2a_3\mathrm{}a_{m+1}}(mj_+^{a_1}j_+^{a_2}+i\psi _+^{a_1}_+\psi _+^{a_2})h_+^{a_3}\mathrm{}h_+^{a_{m+1}},$$
(since they differ by terms proportional to the odd-parity charges). Recalling the definitions $`h_\pm =\psi _\pm ^2`$ given in the text, we shall also write $`h_0=\frac{1}{2}(h_++h_{})`$ and $`h_1=\frac{1}{2}(h_+h_{})`$. It is useful to introduce quantities $`b_\mu `$ by writing the conserved current components in the SPCM
$$j_0=b_02ih_0,j_1=b_1ih_1,$$
The quantities $`b_\mu `$ satisfy the same Poisson brackets as the currents in the bosonic PCM ((2.16, 2.17) with $`\lambda =0`$), while the relations (3.28) can also conveniently be re-written
$$\{h_\mu ^a(x),h_\nu ^b(y)\}=\frac{1}{2}if^{abc}h_{|\mu \nu |}^c(x)\delta (xy).$$
for $`\mu ,\nu =0,1`$.
Since all the local charges we have constructed are singlets in the Lie algebra, the charge $`Q^{(0)a}`$ must commute with them; this is also relatively simple to check directly. It therefore remains to calculate the brackets with the first non-local charge, which can be written
$$Q^{(1)a}=\left\{b_1^a(x)2ih_1^a(x)\frac{1}{2}f^{abc}j_0^b(x)^xj_0^c(y)𝑑y\right\}𝑑x.$$
In the calculations which follow, we shall use square brackets to indicate the contributions arising from each of the three terms in the formula for $`Q^{(1)a}`$ above.
The simplest bracket
$$\{F_{m\frac{1}{2}}^{},Q^{(1)a}\}=0$$
can be calculated quite straightforwardly: the first term is trivially zero, and the other two vanish by invariance of $`\mathrm{\Omega }`$.
Next we consider the even-parity fermionic charge, constructed using a $`\mathrm{\Lambda }`$ tensor which is antisymmetric on all but one of its $`2m`$ indices.
$`\{F_{m\frac{1}{2}}^+,Q^{(1)c}\}`$ $`=`$ $`\{{\displaystyle \mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}b}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}j_+^b𝑑x},Q^{(1)c}\}`$
$`=`$ $`{\displaystyle }dx\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}b}\{(f^{a_1cd}\psi _+^d\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}+\mathrm{}+f^{a_{m1}cd}\psi _+^{a_1}\mathrm{}\psi _+^{a_{2m2}}\psi _+^d)j_+^b`$
$`+f^{bcd}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}(\left[b_1^d\right]+[2ih_1^dih_0^d]+[b_0^d2ih_0^d])\}`$
$``$ $`{\displaystyle 𝑑x\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}b}f^{bcd}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}h_+^d}`$
$``$ $`{\displaystyle 𝑑xf^{bcd}f^{da_{2m}a_{2m+1}}\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}b}\psi _+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m+1}}}.`$
But, by the Jacobi identity and invariance:
$$f^{bcd}f^d{}_{[ea}{}^{}\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}]}^{}{}_{}{}^{b}=2f^{cd}{}_{[e}{}^{}f_{}^{db}{}_{a}{}^{}\mathrm{\Lambda }_{a_1\mathrm{}a_{2m1}]}^{}{}_{}{}^{b}=2f^{cd}{}_{[e}{}^{}\mathrm{\Omega }_{}^{d}{}_{aa_1\mathrm{}a_{2m1}]}{}^{}=0.$$
Now we move on to the rather tougher bosonic charges. (One could deduce that these commute with $`Q^{(1)a}`$ by applying supersymmetry to the fermionic results; we shall calculate them directly.) To simplify the results it is wise to introduce some notation in advance. Since invariance of the $`d`$ tensors plays such an important role, we introduce the short-hand
$$\underset{¯}{A}BC\mathrm{}Df^{ba_1c}d_{a_1a_2a_3\mathrm{}a_{m+1}}A^cB^{a_2}C^{a_3}\mathrm{}D^{a_{m+1}},$$
Then, by symmetry of $`d`$, $`\underset{¯}{A}BC\mathrm{}D=B\underset{¯}{A}C\mathrm{}D=BC\underset{¯}{A}\mathrm{}D`$ etc. The fact that $`d`$ is invariant may now be expressed:
$$𝐝(ABC\mathrm{}D)\underset{¯}{A}BC\mathrm{}D+A\underset{¯}{B}C\mathrm{}D+\mathrm{}+ABC\mathrm{}\underset{¯}{D}=0.$$
Consider now the odd-parity bosonic charge:
$`\{Q^{(1)b},B_m^{}\}`$ $`=`$ $`{\displaystyle }dxd_{a_1a_2\mathrm{}a_{m+1}}\{\left[f^{ba_1c}b_1^ch_+^{a_2}\mathrm{}h_+^{a_{m+1}}\right]`$
$`+[if_{ba_1c}(2h_1^c+h_0^c)h_+^{a_2}\mathrm{}h_+^{a_{m+1}}`$
$`+j_+^{a_1}(f^{ba_2c}h_+^ch_+^{a_3}\mathrm{}h_+^{a_{m+1}}+\mathrm{}+f^{ba_{m+1}c}h_+^{a_2}\mathrm{}h_+^{a_m}h_+^c)]`$
$`+\left[f^{ba_1c}(b_0^c2ih_0^c)h_+^{a_2}\mathrm{}h_+^{a_{m+1}}\right]\}`$
where we have made repeated use of invariance of $`d`$ to eliminate certain ultralocal and non-ultralocal terms. The surviving terms written above can now be grouped together into two sets proportional to $`𝐝(h_+^{m+1})=0`$ and $`𝐝(j_+h_+^m)=0`$. Hence the bracket vanishes.
Finally we consider the bracket of $`Q^{(1)a}`$ with
$$𝑑xd_{a_1a_2a_3\mathrm{}a_{m+1}}\left(mj_+^{a_1}j_+^{a_2}+2i\psi _+^{a_1}_1\psi _+^{a_2}i(j_{}^{a_1}+\frac{1}{2}ih_{}^{a_1})h_+^{a_2}\right)h_+^{a_3}\mathrm{}h_+^{a_{m+1}},$$
which we know differs from $`B_m^+`$ by a term proportional to $`B_m^{}`$. The resulting expression has three groups of three $`[\mathrm{}]`$ terms, one for each of $`j^2,\psi _1\psi `$ and $`(j_{}+\frac{1}{2}ih_{})h_+`$:
$`\{Q^{(1)b},B_m^+\}`$ $`=`$ $`{\displaystyle }dxd_{a_1a_2\mathrm{}a_{m+1}}\{m\left[(f^{ba_1c}j_+^{a_2}+f^{ba_2c}j_+^{a_1})b_1^ch_+^{a_3}\mathrm{}h_+^{a_{m+1}}\right]`$
$`+m[i(f^{ba_1c}j_+^{a_2}+f^{ba_2c}j_+^{a_1})(2h_1^c+h_0^c)h_+^{a_3}\mathrm{}h_+^{a_{m+1}}`$
$`+j_+^{a_1}j_+^{a_2}(f^{ba_3c}h_+^ch_+^{a_4}\mathrm{}h_+^{a_{m+1}}+\mathrm{}+f^{ba_{m+1}c}h_+^{a_3}\mathrm{}h_+^{a_m}h_+^c)]`$
$`+m\left[(f^{ba_1c}j_+^{a_2}+f^{ba_2c}j_+^{a_1})j_0^ch_+^{a_3}\mathrm{}h_+^{a_{m+1}}\right]`$
$`+[0]+[0]+\left[4if^{ba_1c}j_0^ch_+^{a_2}\mathrm{}h_+^{a_{m+1}}\right]`$
$`+\left[if^{ba_1c}b_1^ch_+^{a_2}\mathrm{}h_+^{a_{m+1}}\right]`$
$`+[i(b_0^{a_1}b_1^{a_1}2ih_0^{a_1})(f^{ba_2c}h_+^ch_+^{a_3}\mathrm{}h_+^{a_{m+1}}+\mathrm{}+f^{ba_{m+1}c}h_+^{a_2}\mathrm{}h_+^{a_m}h_+^c)`$
$`2f^{ba_1c}h_1^ch_+^{a_2}\mathrm{}h_+^{a_{m+1}}]`$
$`+\left[if^{ba_1c}j_0^ch_+^{a_2}\mathrm{}h_+^{a_{m+1}}\right]\}.`$
As before, there is some work to be done to show that other terms, besides those written above, vanish along the way. The second $`[0]`$ in the middle line is due to a total derivative. Gathering together the terms containing the factors $`m`$ yields, after a little rearranging,
$$m\left\{𝐝\left(j_+^2h_+^{m1}\right)2i\underset{¯}{h_+}j_+h_+^{m1}\right\}.$$
Now we add the rest of the terms, which are
$$i\underset{¯}{(3j_02ih_1+b_1)}h_+^mim(b_0b_12ih_0)\underset{¯}{h_+}h_+^{m1}=i𝐝\left((b_0b_12ih_0)h_+^m\right)2i\underset{¯}{j_+}h_+^m.$$
The end result is
$$2i\underset{¯}{j_+}h_+^m2imj_+\underset{¯}{h_+}h_+^{m1}=2i𝐝\left(j_+h_+^m\right)=0.$$
## 9 Appendix: Invariant tensors
This section is a comprehensive guide to the invariant tensors of relevance to this paper. As above, $`𝒢`$ is a Lie group with algebra $`𝐠`$ and $`\mathrm{rank}(𝐠)=l`$. Fundamental representation generators are $`\{t_a\}`$ and they satisfy
$$\mathrm{Tr}(t_at_b)=\delta _{ab},[t_a,t_b]=f_{abc}t_c.$$
(9.1)
An arbitrary tensor $`\mathrm{\Theta }_{a_1\mathrm{}a_n}`$ is called invariant if we have
$$\underset{k=1}{\overset{n}{}}f_{ba_k}^c\mathrm{\Theta }_{a_1\mathrm{}a_{k1}ca_{k+1}\mathrm{}a_n}=0.$$
(9.2)
An equivalent statement is that the element of the enveloping algebra of $`𝐠`$ given by
$$\widehat{\mathrm{\Theta }}=\mathrm{\Theta }_{a_1a_2\mathrm{}a_n}t_{a_1}t_{a_2}\mathrm{}t_{a_n},$$
(9.3)
is a Casimir, that is $`[t_b,\widehat{\mathrm{\Theta }}]=0`$ for every $`t_b`$. Symmetrizations and antisymmetrizations are denoted by
$$\mathrm{\Theta }_{(a_1\mathrm{}a_n)}=\frac{1}{n!}\underset{\sigma }{}\mathrm{\Theta }_{a_{\sigma (1)}\mathrm{}a_{\sigma (n)}},\mathrm{\Theta }_{[a_1\mathrm{}a_n]}=\frac{1}{n!}\underset{\sigma }{}(1)^\sigma \mathrm{\Theta }_{a_{\sigma (1)}\mathrm{}a_{\sigma (n)}}$$
(9.4)
respectively, where the sums extend over all permutations $`\sigma `$ of $`\{1,2,\mathrm{},n\}`$ and $`(1)^\sigma `$ denotes the signature of the permutation.
### 9.1 Primitive symmetric tensors
There are $`l`$ primitive symmetric tensors for each algebra $`𝐠`$. What this means is that any symmetric invariant tensor can be expressed as a sum of tensor products of these primitive tensors. The primitive tensors are not unique, but the ambiguity in their selection consists of the freedom to add or subtract symmetrized tensor products, of the form
$$d_{a_1\mathrm{}a_n}=u_{(a_1\mathrm{}a_k}v_{a_{k+1}\mathrm{}a_n)},$$
(9.5)
(up to overall constants). In section 2 we introduced the term ‘compound’ for such tensors. For the classical algebras, we can take all but one of the primitive tensors to be
$$s_{a_1a_2\mathrm{}a_n}=\mathrm{sTr}\left(t_{a_1}t_{a_2}\mathrm{}t_{a_n}\right)=\mathrm{Tr}\left(t_{(a_1}t_{a_2}\mathrm{}t_{a_n)}\right),$$
(9.6)
where $`n`$ takes the values
$$\begin{array}{cc}\hfill a_l=su(l+1)& 2,3,\mathrm{}(l+1)\hfill \\ \hfill b_l=so(2l+1)& 2,4,\mathrm{}2l\hfill \\ \hfill c_l=sp(2l)& 2,4,\mathrm{}2l\hfill \\ \hfill d_l=so(2l)& 2,4,\mathrm{}(2l2)\hfill \end{array}$$
Note that this only defines $`(l1)`$ tensors for the algebras $`d_l`$. The final invariant in this case is the Pfaffian, given by
$$p_{a_1\mathrm{}a_l}=\frac{1}{2^ll!}ϵ^{j_1\mathrm{}j_{2l}}(t_{a_1})_{j_1j_2}\mathrm{}(t_{a_l})_{j_{2l1}j_{2l}}.$$
(9.7)
To illustrate these ideas, consider the algebra $`a_3`$. This algebra has rank three and a set of primitive symmetric tensors is provided by
$$\mathrm{Tr}(t_{a_1}t_{a_2}),\mathrm{sTr}(t_{a_1}t_{a_2}t_{a_3}),\mathrm{sTr}(t_{a_1}t_{a_2}t_{a_3}t_{a_4}).$$
The six-fold symmetric trace is non-primitive and can be written
$`\mathrm{sTr}(t_{a_1}t_{a_2}t_{a_3}t_{a_4}t_{a_5}t_{a_6})`$ $`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{Tr}(t_{(a_1}t_{a_2}t_{a_3})\mathrm{Tr}(t_{a_4}t_{a_5}t_{a_6)})`$
$`+`$ $`{\displaystyle \frac{3}{4}}\mathrm{Tr}(t_{(a_1}t_{a_2})\mathrm{Tr}(t_{a_3}t_{a_4}t_{a_5}t_{a_6)})`$
$``$ $`{\displaystyle \frac{1}{8}}\mathrm{Tr}(t_{(a_1}t_{a_2})\mathrm{Tr}(t_{a_3}t_{a_4})\mathrm{Tr}(t_{a_5}t_{a_6)}).`$
### 9.2 $`\mathrm{\Omega }`$ tensors
Given any symmetric invariant tensor $`d_{a_1\mathrm{}a_n}^{(n)}`$ we can define an order $`(2n1)`$ antisymmetric invariant tensor by
$`\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2n1}}^{(2n1)}`$ $`=`$ $`{\displaystyle \frac{1}{2^{n1}}}f_{[a_1a_2}^{b_1}f_{a_3a_4}^{b_2}\mathrm{}f_{a_{2n3}a_{2n2}}^{b_{n1}}d_{}^{b_1b_2\mathrm{}b_{n1}}{}_{a_{2n1}]}{}^{}`$ (9.8)
$`=`$ $`{\displaystyle \frac{1}{2^{n1}}}f_{a_1[a_2}^{b_1}f_{a_3a_4}^{b_2}\mathrm{}f_{a_{2n3}a_{2n2}]}^{b_{n1}}d_{}^{b_1b_2\mathrm{}b_{n1}}{}_{a_{2n1}}{}^{}.`$
The second equality follows from careful use of invariance properties . We also observe that for any symmetric invariant tensor $`d`$,
$$d_{a_1\mathrm{}a_n}f_{[b_1b_2}^{a_1}\mathrm{}f_{b_{2n1}b_{2n}]}^{a_n}=0,$$
(9.9)
by using invariance and the Jacobi identity. This leads to a very useful property of the $`\mathrm{\Omega }`$ tensors: if $`d`$ in (9.8) is compound, as in (9.5), then $`\mathrm{\Omega }`$ vanishes identically. This is easily understood by considering the symmetrization of indices in (9.5) to be written out explicitly, followed by substitution in (9.8). In every one of the resulting terms either $`u`$ or $`v`$ has all its indices contracted with structure constants, as in (9.9), and the result follows. Since (9.8) is linear in $`d`$, the expression for $`\mathrm{\Omega }`$ will also vanish if $`d`$ is any sum of compound tensors. The corollary to this is that only the primitive part of $`d`$ contributes to $`\mathrm{\Omega }`$. From the primitive symmetric tensors (9.6) we obtain
$$\mathrm{\Omega }_{a_1\mathrm{}a_{2n1}}=\mathrm{Tr}\left(t_{[a_1}t_{a_2}\mathrm{}t_{a_{2n1}]}\right)$$
(9.10)
providing $`l`$ primitive antisymmetric tensors for $`a_l`$, $`b_l`$ and $`c_l`$. For $`d_l`$, we have $`l1`$ tensors of this form and the final primitive antisymmetric tensor is that defined from the Pfaffian via (9.8). In general, we have precisely $`l`$ primitive totally antisymmetric invariant tensors, which are in 1-1 correspondence with the primitive symmetric tensors of $`𝐠`$.
### 9.3 $`\mathrm{\Lambda }`$ tensors
Given a general symmetric invariant tensor $`d_{a_1a_2\mathrm{}a_n}^{(n)}`$ we define a $`\mathrm{\Lambda }`$ tensor by
$$\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2n2}}^{(2n2)}=\frac{1}{2^{n2}}f_{[a_1a_2}^{b_1}\mathrm{}f_{a_{2n5}a_{2n4}}^{b_{n2}}d_{}^{b_1b_2\mathrm{}b_{n2}}{}_{a_{2n3}]a_{2n2}}{}^{}.$$
(9.11)
As these tensors have less symmetry than the $`\mathrm{\Omega }`$ tensors we would expect there to be a larger class of them. In the above section, we saw that only the primitive part of the $`d`$-tensor contributed to $`\mathrm{\Omega }`$. We would like to know what is the analogue of this for the $`\mathrm{\Lambda }`$ tensors. The answer is that compound tensors (9.5) may contribute to $`\mathrm{\Lambda }`$, but not if they can be written as a product of three of more factors:
$$d_{a_1\mathrm{}a_n}=u_{(a_1\mathrm{}a_r}v_{a_{r+1}\mathrm{}a_s}w_{a_{s+1}\mathrm{}a_n)}$$
(9.12)
As before, we need only think of such a compound tensor used in the definition of $`\mathrm{\Lambda }`$ above, with the symmetrization on its indices written out. In each of the resulting terms, at least one of the constituents $`u`$, $`v`$ or $`w`$ will have all its indices contracted with structure constants, and so will vanish by (9.9).
It remains to understand how compound tensors involving just two primitive constituents contribute to $`\mathrm{\Lambda }`$. This involves nothing more than substituting a general tensor of this type
$$d_{a_1\mathrm{}a_pb_1\mathrm{}b_q}=d_{(a_1\mathrm{}a_p}^{(p)}d_{b_1\mathrm{}b_q)}^{(q)}$$
(9.13)
into the definition. Some care is required with combinatorial factors, however, in order to arrive at the result
$$\mathrm{\Lambda }_{a_1\mathrm{}a_{2n1}b}^{(2n)}=\frac{pq}{(p+q)(p+q1)}\left(\mathrm{\Omega }_{[a_1\mathrm{}a_{2p1}}^{(2p1)}\mathrm{\Omega }_{a_{2p}\mathrm{}a_{2n1}]b}^{(2q1)}+\mathrm{\Omega }_{[a_1\mathrm{}a_{2q1}}^{(2q1)}\mathrm{\Omega }_{a_{2q}\mathrm{}a_{2n1}]b}^{(2p1)}\right)$$
(9.14)
where $`n=p+q1`$ and $`\mathrm{\Omega }^{(2p1)}`$ and $`\mathrm{\Omega }^{(2q1)}`$ are related to $`d^{(p)}`$ and $`d^{(q)}`$ as in (9.8). Unlike the $`\mathrm{\Omega }`$ tensors, there is not a unique $`\mathrm{\Lambda }`$ tensor for each primitive symmetric invariant. Nevertheless, we see that $`\mathrm{\Lambda }`$ tensors based on different $`d`$ tensors will differ only by linear combinations of products of $`\mathrm{\Omega }`$ tensors, as in the expression above.
### 9.4 Comments
There are various awkward coefficients which arise in checking some statements made in section 4.2 relating to the bosonic terms in the definition (4.11) of the currents $`𝒦_{m+1}^+`$ for $`su(N)`$. It was found that commuting charges could be obtained by modifying the current $`_{m+1}^+`$ by an expression including
$$\frac{m}{N}\underset{p+q=m+1}{}_p^{}_q^{}$$
(9.15)
Considering first how these quantities can be written in terms of symmetric tensors, the modification amounts to changing $`s_{a_1a_2a_3\mathrm{}a_{m+1}}^{(m+1)}j_+^{a_1}j_+^{a_2}h_+^{a_3}\mathrm{}h_+^{a_{m+1}}`$ by
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{p+q=m+1}{}}(s_{a_1a_2\mathrm{}a_p}^{(p)}j_+^{a_1}h_+^{a_2}\mathrm{}h_+^{a_p})(s_{b_1b_2\mathrm{}b_q}^{(q)}j_+^{b_1}h_+^{b_2}\mathrm{}h_+^{b_q})`$
$`={\displaystyle \frac{1}{N}}{\displaystyle \underset{p+q=m+1}{}}{\displaystyle \frac{(p+q)(p+q1)}{2pq}}s_{(a_1a_2\mathrm{}a_p}^{(p)}s_{b_1b_2\mathrm{}b_q)}^{(q)}j_+^{a_1}j_+^{b_1}h_+^{a_2}\mathrm{}h_+^{a_p}h_+^{b_2}\mathrm{}h_+^{b_q}`$ (9.16)
where care must be taken with symmetrizations in order to obtain the correct coefficents in the second expression. This is easily found to reproduce the compound terms with two primitive factors which appear in the tensors $`k^{(m+1)}`$ listed in (2.38) in section 2. Alternatively, in terms of antisymmetric tensors, we need to modify $`\mathrm{\Lambda }_{a_1a_2\mathrm{}a_{2m1}b}^{(2m)}j_+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}j_+^b`$ by the expression
$$\frac{1}{N}\frac{m}{2m1}\underset{p+q=m+1}{}(\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2p1}}^{(2p1)}j_+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2p1}})(\mathrm{\Omega }_{b_1b_2\mathrm{}b_{2q1}}^{(2q1)}j_+^{b_1}\psi _+^{b_2}\mathrm{}\psi _+^{b_{2q1}}).$$
(9.17)
Now it can be checked that
$`\left(\mathrm{\Omega }_{[a_1a_2\mathrm{}a_{2p1}}^{(2p1)}\mathrm{\Omega }_{a_{2p}\mathrm{}a_{2m1}]b}^{(2q1)}+\mathrm{\Omega }_{[a_1a_2\mathrm{}a_{2q1}}^{(2q1)}\mathrm{\Omega }_{a_{2q}\mathrm{}a_{2m1}]b}^{(2p1)}\right)j_+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}j_+^b`$
$`=`$ $`{\displaystyle \frac{2p+2q2}{2p+2q3}}(\mathrm{\Omega }_{a_1a_2\mathrm{}a_{2p1}}^{(2p1)}j_+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2p1}})(\mathrm{\Omega }_{b_1b_2\mathrm{}b_{2q1}}^{(2q1)}j_+^{b_1}\psi _+^{b_2}\mathrm{}\psi _+^{b_{2q1}})`$
from which we see that (9.17) is equal to
$$\frac{1}{N}\underset{p=2}{\overset{m1}{}}\mathrm{\Omega }_{[a_1\mathrm{}a_{2r1}}^{(2p1)}\mathrm{\Omega }_{a_{2p}\mathrm{}a_{2m1}]b}^{(2m2p+1)}j_+^{a_1}\psi _+^{a_2}\mathrm{}\psi _+^{a_{2m1}}j_+^b,$$
precisely as required for (4.12). Notice also that this is consistent with (9.16) above on using (9.14). |
warning/0001/cond-mat0001214.html | ar5iv | text | # Influence of rare regions on quantum phase transition in antiferromagnets with hidden degrees of freedom
## 1 Introduction
The influence of quenched disorder on the critical properties of itinerant quantum magnets is a very interesting problem in phase transition theory. Particular interest was given to locally ordered spatial regions (“rare regions”) which are formed in the presence of quenched disorder even when the bulk system is still in the paramagnetic phase . The conventional theory ignores these rare regions. For classical magnets, it has recently been shown that the rare regions induce a new term in the action which breaks the replica symmetry and that the conventional theory is unstable with respect to this perturbation .
The problem of rare regions for the case of quantum phase transitions has been considered in Refs. . These authors showed that the rare regions destroy the fixed point found in the conventional theory of itinerant antiferromagnets and, in contrast, critical behavior of itinerant ferromagnets is unaffected by the rare regions due to an effective long-range interaction between the order parameter fluctuations.
The conventional theory of a random-$`T_c`$ quantum antiferromagnet with the hidden degrees of freedom on which various constraints are imposed has been considered in Ref. and it has been shown that for “constrained” systems the stability range on the phase diagram remains the same as in the mean-field theory while for “unconstrained” systems the stability range is effectively decreased. In this paper we study the effects of rare regions on the quantum phase transition in antiferromagnets with hidden degrees of freedom.
## 2 Renormalization group equations
Let us consider a disordered itinerant quantum antiferromagnet in which the $`n`$-component vector order parameter $`𝐒(𝐫,\tau )`$ is coupled with the scalar nonfluctuating parameter $`y(𝐫,\tau )`$. We use an action
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }𝐫_1𝐫_2{\displaystyle _0^{1/T}}\tau \tau ^{}[t(𝐫_1𝐫_2,\tau \tau ^{})`$ (1)
$`+\delta (𝐫_1𝐫_2)\delta (\tau \tau ^{})\delta t(𝐫)]𝐒(𝐫_1,\tau )𝐒(𝐫_2,\tau ^{})`$
$`+\lambda _s{\displaystyle 𝐫_0^{1/T}\tau [𝐒(𝐫,\tau )𝐒(𝐫,\tau )]^2}`$
$`+\mu {\displaystyle 𝐫_0^{1/T}\tau y(𝐫,\tau )[𝐒(𝐫,\tau )]^2}`$
$`+{\displaystyle \frac{1}{2}}\beta {\displaystyle 𝐫_0^{1/T}\tau [y(𝐫,\tau )]^2}.`$
Here the function $`t(𝐫,\tau )`$ is the Fourier-transform of the two-point interaction of a quantum antiferromagnet
$$t(𝐪,\omega _n)=t+𝐪^2+\omega _n,$$
(2)
where $`t`$ denotes the distance from the quantum critical point, $`𝐪`$ is the wave vector and $`\omega _n`$ is the Matsubara frequency.
As the given model is phenomenological, we suppose that the coupling constant of the order parameter with the nonfluctuating parameter is purely imaginary as it occurs in the Hubbard model . It is easy to consider the case with a real coupling constant. The distinction between these two cases consists only in the definition of the part of an appropriate phase space which corresponds to a real physical model. In contrast to the classical phase transition the order parameter depends on both the $`d`$-dimensional vector of space $`𝐫`$ and imaginary time $`\tau `$ .
In order to write an action of the conventional theory the replica trick should be used and then an integration over random variables should be performed. For simplicity we consider the case when the coefficient of the quadratic term in the order parameter in the action, $`\delta t(𝐫)`$, is the fluctuating Gaussian variable with zero mean and variance $`\mathrm{\Delta }`$. Finally we obtain an action which has homogeneous saddle points only .
To incorporate rare regions into the theory we need a different approach. In analogy to Refs. , we consider inhomogeneous saddle-point solutions for a fixed realization of disorder. The partition function can be written as the sum of all contributions obtained from the vicinity of each saddle-point . Then we can average over disorder by means of the replica trick. We finally obtain the following effective action
$`S_{\mathrm{eff}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle 𝐫_1𝐫_2_0^{1/T}\tau \tau ^{}t(𝐫_1𝐫_2,\tau \tau ^{})\underset{\alpha }{}𝐒^\alpha (𝐫_1,\tau )𝐒^\alpha (𝐫_2,\tau ^{})}`$ (3)
$`+\lambda _s{\displaystyle 𝐫_0^{1/T}\tau \underset{\alpha }{}[𝐒^\alpha (𝐫,\tau )𝐒^\alpha (𝐫,\tau )]^2}`$
$`{\displaystyle \underset{\alpha ,\beta }{}}(\mathrm{\Delta }+x\delta _{\alpha ,\beta }){\displaystyle }𝐫{\displaystyle _0^{1/T}}\tau \tau ^{}[𝐒^\alpha (𝐫,\tau )𝐒^\alpha (𝐫,\tau )]\times `$
$`[𝐒^\beta (𝐫,\tau ^{})𝐒^\beta (𝐫,\tau ^{})]`$
$`+\mu {\displaystyle 𝐫_0^{1/T}\tau \underset{\alpha }{}y^\alpha (𝐫,\tau )[𝐒^\alpha (𝐫,\tau )]^2}`$
$`+{\displaystyle \frac{1}{2}}\beta {\displaystyle 𝐫_0^{1/T}\tau \underset{\alpha }{}[y^\alpha (𝐫,\tau )]^2}.`$
Here $`\alpha `$ and $`\beta `$ are replica indices. The $`x`$-term is generated by taking into account the inhomogeneous saddle points. The conventional theory misses this term.
Let us assume the temperature $`T`$ to be equal zero and use double $`ϵ`$ expansion according to which the space dimensionality is equal $`4ϵ`$ and the dimensionality of imaginary time is $`ϵ_\tau `$. Of course, for the real physical case we have $`ϵ=ϵ_\tau =1`$.
Defining $`\overline{x}=xT^{ϵ_\tau }`$, and putting $`T=0`$, we obtain the following renormalization group flow equations in the one-loop approximation
$`{\displaystyle \frac{u}{l}}`$ $`=`$ $`(ϵ2ϵ_\tau )u4(n+8)u^2+6u\mathrm{\Delta },`$ (4)
$`{\displaystyle \frac{\mathrm{\Delta }}{l}}`$ $`=`$ $`ϵ\mathrm{\Delta }8(n+2)u\mathrm{\Delta }+4\mathrm{\Delta }^2+8n\mathrm{\Delta }\overline{x},`$ (5)
$`{\displaystyle \frac{\overline{x}}{l}}`$ $`=`$ $`(ϵ2ϵ_\tau )\overline{x}8(n+2)u\overline{x}+4n\overline{x}^2+6\mathrm{\Delta }\overline{x},`$ (6)
$`{\displaystyle \frac{z}{l}}`$ $`=`$ $`(ϵ2ϵ_\tau )z8(n+2)uz2nz^2+2z\mathrm{\Delta },`$ (7)
$`{\displaystyle \frac{w}{l}}`$ $`=`$ $`(ϵ2ϵ_\tau )w8(n+2)uw2nw^24nzw+2w\mathrm{\Delta },`$ (8)
where $`l=\mathrm{ln}b`$ with $`b`$ the scale parameter, and we have scaled $`K_4uu,K_4\mathrm{\Delta }\mathrm{\Delta },K_4\overline{x}\overline{x},K_4zz,K_4ww`$ with $`K_4=1/8\pi ^2`$. We also denote here
$`u`$ $`=`$ $`\lambda _s{\displaystyle \frac{\mu ^2}{2\beta }},`$ (9)
$`z`$ $`=`$ $`{\displaystyle \frac{\mu ^2}{\beta }}{\displaystyle \frac{\mu _0^2}{\beta _0}},`$ (10)
$`w`$ $`=`$ $`{\displaystyle \frac{\mu _0^2}{\beta _0}}.`$ (11)
In equations (4)-(8) we separate the coefficient of the nonfluctuating parameter $`y(𝐪=0)`$ from $`y(𝐪0)`$ because of its possible role in constraining systems .
## 3 Fixed points
Before discussing the renormalization group analysis we consider the mean-field theory result. After integrating over the nonfluctuating parameter in the equation for the partition function we can obtain a new effective action in terms of the order parameter $`𝐒(𝐫)`$. In the mean-field approximation for this effective action the boundaries of a stability range can be easily found. It is convenient to introduce new notations for the coupling constants of the effective action as
$$\lambda _c^{(0)}=\mu _0^2/2\beta _0,\lambda _c^{(1)}=\mu ^2/2\beta .$$
(12)
For the unconstrained system $`\lambda _c^{(0)}=\lambda _c^{(1)}\lambda _c`$ (or $`z=0`$) while the boundaries of the stability range correspond to the equations of lines
$$\lambda _s\lambda _c^{(0)}=0,\lambda _c^{(0)}=0.$$
(13)
For the constrained system $`\lambda _c^{(0)}=0`$ (or $`w=0`$) while the boundaries of the stability range can be written as
$$\lambda _s=0,\lambda _c^{(1)}=0.$$
(14)
The stability ranges are represented on planes $`(\lambda _c\lambda _s)`$ (Fig. 1) and $`(\lambda _c^{(1)}\lambda _s)`$ (Fig. 2).
The characteristic feature of flow equations is the closed system of three equations (4)-(6). Within the notations this set of equations coincides with the appropriate set of equations of Ref. where however the nonfluctuating degrees of freedom were not taken into account. It is easy to find all eight fixed points (4)-(6). Four of the fixed points have a zero fixed-point value of $`\overline{x}^{}`$, $`\overline{x}^{}=0`$. The other four fixed points have $`\overline{x}^{}0`$.
Using these fixed points we can find other fixed points from the flow equations (7), (8). There are the sixteen fixed points with $`\overline{x}^{}=0`$ (Table 1) studied before in Ref. . The other sixteen fixed points have $`\overline{x}^{}0`$ (Table 2).
As can be seen from Table 1 we can separate all fixed points on groups consisting of two fixed points, for example group of Gaussian points (G) and group of renormalized Gaussian points (RG). Each group has its proper set of critical exponents.
Such classification of fixed points was used for description of phase transition in classical systems where for renormalized fixed points the critical exponents can be found according to Fisher via critical exponents of appropriate non-renormalized values
$$\alpha _{\mathrm{renorm}}=\frac{\alpha }{1\alpha },\nu _{\mathrm{renorm}}=\frac{\nu }{1\alpha }.$$
(15)
The eigenvalues $`\lambda _i`$ ($`i=1,\mathrm{},5`$) of flow equations linearized about the fixed point (4)-(8) are indicated in Table 3 and Table 4.
It should be noted that eigenvalues $`\lambda _1`$ and $`\lambda _2`$ for random (R) and renormalized random (RR) fixed points for $`n>1`$ are complex.
Due to the relation
$$u=\lambda _s\lambda _c^{(1)},$$
(16)
the fixed points with $`\mathrm{\Delta }^{}=0`$ and $`\overline{x}^{}=0`$ align on parallel lines:
1. $`\lambda _s=\lambda _c`$ for the unconstrained system ($`z=0`$);
2. $`\lambda _s=\lambda _c^{(1)}`$ for the constrained system ($`w=0`$);
3. $`\lambda _s\lambda _c=(ϵ2ϵ_\tau )/4K_4(n+8)`$ for the unconstrained system ($`z=0`$);
4. $`\lambda _s\lambda _c^{(1)}=(ϵ2ϵ_\tau )/4K_4(n+8)`$ for the constrained system ($`w=0`$).
It is easy to see that for the quantum phase transition ($`ϵ_\tau 0`$) in the case when the inequality $`ϵ<2ϵ_\tau `$ is satisfied the fixed points lying on the two last lines are not situated in the stability range of the effective action (Fig. 1 and Fig. 2).
Thus the stability range for the quantum phase transition in the constrained system remains such as in the mean-field theory in contrast with the classical phase transition where these fixed points are situated in the stability range and cause an effective reduction of this range . However for the unconstrained system there is the unstable fixed point $`G_1`$ on the boundary of the stability range. Its critical exponents coincide with critical exponents of the point $`G_2`$. Analogous to the classical phase transition a separatrix going out this point divides the stability range in two regions. One is the region of accessibility of the fixed point $`G_2`$ and the other is the region of phase space where flow trajectories approach to the “invariant” line $`G_2G_1`$.
Correspondingly, the fixed points with $`\mathrm{\Delta }^{}0`$ and $`\overline{x}^{}=0`$ are situated along parallel lines:
1. $`\lambda _s\lambda _c=(ϵ+4ϵ_\tau )/16K_4(n1)`$ for the unconstrained system ($`z=0`$);
2. $`\lambda _s\lambda _c^{(1)}=(ϵ+4ϵ_\tau )/16K_4(n1)`$ for the constrained system ($`w=0`$).
For the unconstrained system the fixed points lying on these lines for both the classical ($`ϵ_\tau =0`$) and the quantum phase transition are situated in the stability range (Fig. 3). Thus the accessibility range of fixed points is also reduced in comparison with the mean-field result. For the constrained system not all points are in the range of stability (Fig. 4).
The analysis of the renormalization group equations (4), (6) and (5) shows that as well as in the case of systems without hidden degrees of freedom the Gaussian fixed point G<sub>2</sub> is stable for $`d>4`$ and unstable to disorder for $`d<4`$. The random fixed point R<sub>2</sub> is stable for $`3nϵ>4(n4)ϵ_\tau `$, $`n>4`$ and $`12nϵ_\tau >(n4)ϵ`$. It is easy to see that this point is always stable for $`d<4`$ and $`4<n<n_c`$ where $`n_c=16`$ for the particular case $`ϵ_\tau =ϵ`$. It should be noted here that in the conventional theory this fixed point is stable for $`d<4`$ and $`n<4`$ . For $`d<4`$ the stable unphysical fixed point U<sub>2</sub> is unaccessible from the physical range (according to definition the magnitude $`\mathrm{\Delta }`$ should be positive) and for $`d>4`$ it is unstable. The Heisenberg fixed point H<sub>2</sub> for the pure quantum system becomes unstable because the dynamic critical exponent $`z`$ reduces the upper critical dimensionality. There also are new fixed points with $`\overline{x}^{}0`$. As can be seen from Table 4 they are all unstable except the fixed point 14, which is stable for $`n<4`$ and $`3(4n)ϵ4(n+8)ϵ_\tau <0`$. However, this fixed point is also unaccessible from physical range since the value of $`\overline{x}^{}`$ is negative.
Thus, we see that the quantum character of the phase transition in systems with hidden degrees of freedom with constraints leads to conclusion that for pure systems ($`\mathrm{\Delta }^{}=\overline{x}^{}=0`$) the phase transition is described by the Gaussian fixed point with “classical” critical exponents of the mean-field theory whereas for the disordered systems ($`\mathrm{\Delta }^{}0,\overline{x}^{}0`$) the rare regions destroy the phase transition for $`n<4`$ similar to systems without hidden degrees of freedom . However, for $`4<n<n_c`$ the phase transition is described by the random fixed point. Hidden degrees of freedom result in a decrease of the stability range with comparison to the result of the mean-field theory and existence of the range of the phase space in which the flow trajectories runaway from fixed points not intersecting the stability range of the mean-field. |
warning/0001/cond-mat0001309.html | ar5iv | text | # Defect fugacity, Spinwave Stiffness and 𝑇_𝑐 of the 2-d Planar Rotor Model
## Abstract
We obtain precise values for the fugacities of vortices in the 2-d planar rotor model from Monte Carlo simulations in the sector with no vortices. The bare spinwave stiffness is also calculated and shown to have significant anharmonicity. Using these as inputs in the KT recursion relations, we predict the temperature $`T_c=0.925`$, using linearised equations, and $`T_c=0.899\pm .005`$ using next higher order corrections, at which vortex unbinding commences in the unconstrained system. The latter value, being in excellent agreement with all recent determinations of $`T_c`$, demonstrates that our method 1) constitutes a stringent measure of the relevance of higher order terms in KT theory and 2) can be used to obtain transition temperatures in similar systems with modest computational effort.
<sup>1</sup> Institut für Physik,
Johannes Gutenberg Universität Mainz,
55099, Mainz, Germany
<sup>2</sup> Universität Konstanz,
Fakultät für Physik, Fach M 691,
78457, Konstanz, Germany
Introduction: The phase behaviour of isotropic magnets and related systems in two dimensions is a particular challenge since famous theorems exclude long-range order, but nevertheless phase transitions occur in models such as the two- dimensional XY ferromagnet or the planar rotor model ($`S_i^x=\mathrm{cos}\varphi _i,S_i^y=\mathrm{sin}\varphi _i`$, where $`𝐒_𝐢`$ is a two component spin at the site $`i`$ with unit magnitude and orientation $`0\varphi _i<2\pi `$ ),
$$\beta =\frac{1}{T}\underset{<ij>}{}\mathrm{cos}(\varphi _i\varphi _j),$$
(1)
the sum extends once over all nearest neighbor pairs of the (square) lattice, and $`T`$ is the reduced temperature (the Boltzmann constant $`k_B=\beta ^1T`$ is taken to be $`1`$ throughout). Originally it was proposed that a critical temperature $`T_c`$ occurs where the correlation length $`\xi `$ describing the decay of the correlation function $`g(𝐫)=<𝐒(\mathrm{𝟎})𝐒(𝐫)>`$ with distance $`𝐫`$, and the susceptiblity $`\chi =_𝐫<𝐒(0)𝐒(𝐫)>/T`$ diverge according to power laws,
$$\xi t^\nu ,\chi t^\gamma ,tT/T_c1$$
(2)
$`\nu ,\gamma `$ being the usual critical exponents. However, Kosterlitz and Thouless (KT) developed a completely different scenario, based on the unbinding of vortex- antivortex pairs, yielding an essential singularity,
$`\mathrm{ln}\xi `$ $`=`$ $`\mathrm{ln}\xi _0+bt^{\overline{\nu }},`$ (3)
$`\chi `$ $``$ $`\xi ^{2\eta }`$
where $`\xi _0,b`$ are nonuniversal constants, while an approximate renormalization group treatment predicted that the exponents $`\overline{\nu },\eta `$ take the universal values,
$`\overline{\nu }`$ $`=`$ $`1/2,`$ (4)
$`\eta `$ $`=`$ $`1/4.`$
For $`T<T_c`$, spin-wave theory remains essentially valid and $`g(r)r^{\eta (T)}`$ where $`\eta (T)`$ increases smoothly with increasing temperature from $`\eta (T=0)=0`$ upto $`\eta (T_c)\eta =1/4`$. The spinwave stiffness $`K(T)`$ (in which we have absorbed a factor of $`1/T`$ as in Eq.(1)) smoothly decreases and also involves a universal ratio at $`T_c,K(T_c)=2/\pi `$. A related critical behaviour is predicted for the superfluid- normal fluid transition of helium in two- dimensions, for the roughening transition of interfaces, transitions of adsorbed layers on surfaces to modulated structures incommensurate with the substrate periodicity, etc. Thus, this problem has found widespread interest. A particularly interesting —- but also still controversial—- extension deals with two- dimensional melting .
However, both the physical mechanism for the vortex- antivortex pair dissociation at $`T_c`$ and the resulting predictions have been questioned many times (eg.). The theory involves problematic assumptions such as the decoupling of vortex and spinwave excitations; and numerical analyses often are not fully convincing although usually the KT theory is favoured. Monte Carlo studies are difficult since $`\xi `$ increases so strongly as $`t`$ gets small (eg. $`\xi >40`$ lattice spacings for $`t.1`$), and so it is questionable whether the asymptotic critical region is reached. Even studies for very large lattices ($`1200\times 1200`$) still reveal problems with Eq.(4), and the simulation data can well be fitted to Eq.(2) if (albeit rather large) corrections to scaling are taken into account. The most recent analyses, in fact, point towards the need of considering logarithmic corrections.
In the present paper we hence follow a different strategy for a Monte Carlo test of the KT renormalization approach, avoiding the brute force methods of Refs.. Namely we test the KT scenario by obtaining the proper input parameters for the renormalization group flow equations, which then are solved numerically. In this way a stringent consistency test is possible which is different from all previous approaches to the problem.
Monte Carlo estimation of input parameters to the KT theory The KT theory can be cast in the framework of a two parameter renormalization flow for the spinwave stiffness $`K(l)`$ and the fugacity of vortices $`y(l)`$, where $`l`$ is related to the considered length scale as $`l=\mathrm{ln}(r/a)`$, where $`a`$ is the lattice spacing. These flow equations in terms of the scaled variables $`x=(2\pi K)`$ and $`y^{}=4\pi y`$ and upto next to leading order are,
$`{\displaystyle \frac{dx}{dl}}`$ $`=`$ $`y^2y^2x,`$ (5)
$`{\displaystyle \frac{dy^{}}{dl}}`$ $`=`$ $`xy^{}+{\displaystyle \frac{5}{4}}y^3.`$
Using a linearised version of these equations (i.e. keeping only the first terms on the right hand side of these equations) and using the approximate initial conditions $`y(l=0)\mathrm{exp}(10.2/2T)`$ and $`K(l=0)=1/T`$ – a result from harmonic spin wave theory strictly valid at $`T0`$, Kosterlitz found that a non- trivial fixed point $`K(l=\mathrm{})=2/\pi ,y(l=\mathrm{})=0)`$ exists (cf. Eq. (3) above) but the resulting estimate for $`T_c1.35`$ is rather different from the current best estimates $`T_c=0.895\pm .005`$. Does this discrepancy mean that the KT scenario does not work?
Such a conclusion would clearly be premature, however, because the above assumption implies that even at $`T=T_c`$ one can still take the unrenormalized zero temperature value of the spin wave stiffness as a starting value for the recursion, Eq.(5). To test this assumption we have obtained $`K`$ (and $`y`$) from Monte Carlo simulations. Two sets of simulations are carried out. The first set uses the full Hamiltonian, Eq.(1), while the second set uses the constraint that neither vortices nor antivortices can form. Note that an elementary plaquette of the square lattice contains a vortex or an antivortex, if the angles $`\varphi _i`$ of the spins $`1,2,3,4`$ at the corners of the plaquette (labelled anticlockwise) satisfy the condition $`_{i=1}^4\mathrm{\Delta }\varphi _i=\pm 2\pi `$, where we have defined $`\mathrm{\Delta }\varphi _i=\varphi _{i+1}\varphi _i,\varphi _5=\varphi _1`$. If there are only spin wave excitations in the system,$`_{i=1}^4\mathrm{\Delta }\varphi _i=0`$ for all plaquettes. Hence the no- vorticity constraint in the Monte Carlo elementary step (which involves an attempt to replace $`\varphi _i`$ by a randomly chosen $`\varphi _i^{}`$, with $`0\varphi _i^{}<2\pi `$) considers whether $`_{i=1}^4\mathrm{\Delta }\varphi _i=0`$ is still true for this trial configuration for all the four adjoining plaquettes to which the site $`i`$ belongs. If the constraint is not true, the trial move is automatically rejected. Note that we always start the simulation from a vortex free initial fully aligned state ($`\mathrm{cos}\varphi _i=1`$ for all $`i`$).
Fig.1 gives a plot of the inverse stiffness constant $`K^1=4\pi \mathrm{ln}<M^2>/\mathrm{ln}N`$, where $`<M^2>=T\chi _N`$. Note that while $`K^1`$ diverges in the unconstrained system at $`T_c`$, it stays finite in the constrained system and finite size effects are negligible even at $`T_c`$ since the constrained system is not at a critical point there. Therefore $`K`$ can be obtained very precisely – the constrained system was equilibrated using $`2\times 10^3`$ Monte Carlo Steps (MCS) per site and a further averaging over $`3\times 10^3`$ MCS was sufficient to obtain high quality data. Fig. 1 shows that indeed the harmonic theory result for $`K^1`$($`=T`$) is poor near $`T_c`$.
Next we wish to estimate $`y(l=0)`$ from simulations as accurately as possible. This was done in two ways: (i) the concentration $`n_v`$ of vortex pair excitations was measured in the unconstrained simulations of Eq.(1), (ii) the rejection rate $`p`$ of Monte Carlo moves that were rejected was measured in the constrained simulations (Fig. 2.). The chemical potential $`\mu `$ of the vortices could be obtained from the slope of $`\mathrm{ln}n_v`$ or $`\mathrm{ln}p`$ as a function of $`T^1`$. We see that again our data for $`p`$ in the constrained simulations were of much superior quality because of the absence of a phase transition. Our estimate for $`y(l=0)=\mathrm{exp}(\mu /T)`$ can now be used together with our value for $`K^1(l=0)`$($`T+T^2/2`$ from numerical fits to the data) in the recursion relations Eq.(5) to obtain the renormalized rigidity modulus $`K_R`$ and hence $`T_c`$.
The recursion relations Eq.(5) are solved numerically to obtain the renormalized modulus and fugacity. Using only the linearized equations (which can be solved analytically) we obtain $`T_c=0.925`$ which is considerably closer to the experimental value than the KT estimate of $`1.35`$ but there is still a significant discrepancy. However, this discrepancy vanishes when the full equations incorporating leading order correction terms (which do not affect universal behaviour and hence usually omitted) are used. Taking leading order correction terms into account, we obtain $`T_c=0.899\pm 0.005`$ in excellent agreement with the brute force simulations! Fig.3 presents the resulting flow diagram, which displays the importance of these correction terms directly.
In addition, our results offer a simple way of calculating the nonuniversal critical amplitude $`b`$ (note that Fig. 3 implies that Eq.(4) holds, of course). Critical amplitudes are usually notoriously difficult quantities to estimate directly from simulations. Following Ref. we define $`y_0`$ as the intercept of the flows for $`T>T_c`$ with the $`y^{}`$axis (see Fig. 3). The leading order behaviour of the correlation length $`\xi \pi /y_0`$. Using the fact that $`y_0^2`$ has an expansion $`y_0^2=_ia_it^i`$ with $`t=(TT_c)/T_c`$ (see Fig. 4), we get $`b=\pi /\sqrt{a}_1=1.534\pm .002`$ which is in excellent agreement with the estimate $`b=1.585(9)`$ obtained by Olsson by directly fitting the behaviour of the dielectric function $`ϵ(t)=K/K_R`$.
Discussion and conclusions Our analysis demonstrates that the planar rotor model is fully consistent with the KT theory, but for a quantitatively accurate description of the transition (especially for nonuniversal quantities) it is indispensible that the higher order terms in the recursion relations Eq.(5) are taken into account. This finding implies that far away from $`T_c`$ significant corrections to Eq.(3) are expected — this offers an explanation why the direct simulations have difficulties in extracting the correct critical behaviour unambiguously. In contrast, our method yields critical properties with comparatively modest computational effort. We expect that analogous methods can be applied to other models that are expected to show KT transitions; in fact, we are currently undertaking an extension of our approach to the controversial issue of two- dimensional melting.
Acknowledgement We thank Erik Luijten, C. Dasgupta and Wolfgang Janke for many interesting discussions. One of us (S.S.) is grateful to the Alexander von Humboldt foundation for granting him a fellowship and P.N. thanks the SFB 513 for support.
FIGURE CAPTIONS
Fig 1. The inverse spinwave stiffness $`K^1(T)`$ plotted vs. temperature, for two types of simulations: (i) The unconstrained system of $`L\times L`$ lattices with $`L=100`$ ($`\mathrm{}`$); (ii) The constrained (vortex free) system for $`L=30(\times ),60(+)`$ and $`100(\mathrm{})`$, respectively. The dashed straight line represents the result of harmonic theory ($`K^1=T`$) while the full curve is a fit to the form $`T+aT^2`$ with $`a=.50\pm .01`$.
Fig. 2. Plot of $`\mathrm{ln}(n_v)`$ and $`\mathrm{ln}(p)`$ vs. the inverse temperature. The vortex concentration $`n_v`$ ($`\mathrm{}`$) is calculated in the unconstrained simulation of Eq.(1) for $`L\times L`$ lattices ($`L=100`$). The rejection ratio $`p`$ in the constrained simulation was calculated for $`L=60(+)`$ and $`L=100(\mathrm{})`$ respectively. The dotted line is a fit to the latter data (near the transition temperature) yielding $`2\mu =c=6.55\pm .03`$.
Fig. 3. Flows of $`x=(2\pi K)`$ and $`y=\mathrm{exp}(\mu /T)`$ under the action of the renormalisation group starting from a set of initial conditions ($``$) obtained from our simulations of the XY model. The dotted lines ($`y=\pm x`$) are the separatrix for the linearized flow equations valid for flows near the fixed point $`x=0,y=0`$, the thick lines are the actual separatrix for the nonlinear equations Eq. (5). Note that these curves separate flows that terminate on the critical line $`x<0,y=0`$ (ordered phase) from flows towards $`y\mathrm{}`$ (disordered phase). Arrows give the direction of the flow.
Fig. 4. Square of the intercept $`y_0`$, of the flows (Fig. 3.) with the $`y^{}`$axis as a function of $`t=(TT_c)/T_c`$ for $`T>T_c`$. The data points ($`\mathrm{}`$) are fitted to a straight line $`y^{}=a_1t`$. The critical amplitude $`b`$ for the correlation length $`\xi \mathrm{exp}(bt^{1/2})`$, is given by $`b=\pi /\sqrt{a_1}=1.534\pm .002`$.
FIGURES
Figure 1:
(Sengupta, Nielaba , Binder; Euro. Phys. Lett.)
Figure 2:
(Sengupta, Nielaba , Binder; Euro. Phys. Lett.)
Figure 3:
(Sengupta, Nielaba , Binder; Euro. Phys. Lett.)
Figure 4:
(Sengupta, Nielaba , Binder; Euro. Phys. Lett.) |
warning/0001/hep-ex0001014.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The L3 detector started in 1989 to collect data at LEP in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions at a centre–of–mass energy $`\sqrt{s}m_\mathrm{Z}`$. It has contributed to the success of the LEP I programme, when more than twenty millions of Z bosons were produced testing the Standard Model of electroweak interactions (SM) with an impressive precision . In 1995 the campaign for the gradual increase of the LEP beam energy started, bringing the experiments in the so called LEP II era. In the present paper I will give a snapshot of several L3 results from the high integrated luminosity runs of 1997 and 1998 at an average $`\sqrt{s}`$ of $`182.7\mathrm{GeV}`$ and $`188.7\mathrm{GeV}`$, respectively. These two energies will be indicated as $`183\mathrm{GeV}`$ and $`189\mathrm{GeV}`$ hereafter and correspond to 55 pb<sup>-1</sup> and 176 pb<sup>-1</sup> of integrated luminosity, respectively. Some of the results described here are published, others are preliminary. Results from the lower energy runs at $`133140\mathrm{GeV}`$ with 10 pb<sup>-1</sup> of integrated luminosity and $`161\mathrm{GeV}172\mathrm{GeV}`$ with 21 pb<sup>-1</sup>, are sometimes included in the discussed analyses.
These results, which are only a subsample of the LEP II physics program carried out by the L3 experiment, are classified in the following according to the type and number of particles primarily produced in the $`\mathrm{e}^+\mathrm{e}^{}`$ interactions: two fermions, two W, just one W, two or more photons, one Z and a photon and two Z. Tests of theories of gravity with extra spatial dimensions are finally presented.
## 2 Two fermions
Fermion pair production is a fundamental process to be studied at LEP II both as a verification of SM predictions and as a necessary check of the understanding of the detector performance. A kinematically favoured configuration in fermion pair production at energies above the Z pole is the emission of an hard initial state photon which lowers the effective centre–of–mass energy, $`\sqrt{s^{}}`$, to the Z resonance. This process is known as “radiative return to the Z” and yields high energy photons either in the detector or almost collinear with the beams and hence undetected.
It is customary to express the results of the cross sections and forward–backward asymmetries of the fermions by separating the full data sample ($`\sqrt{s^{}/s}>0.1`$) and the purely high energy one, from which the radiative return to the Z events are rejected ($`\sqrt{s^{}/s}>0.85`$). Table 1 reports the L3 results for the two considered energies for quark, muon, tau and electron pairs. A good agreement with the SM predictions is observed. Figure 1 presents the evolution with $`\sqrt{s}`$ of the fermion pair cross section as predicted by the SM and measured by the L3 experiment.
From the analysis of events with a single photon visible in the detector it is possible to derive the radiative neutrino pair production cross section. At $`189\mathrm{GeV}`$ the measured cross section is:
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\nu \overline{\nu }\gamma (\gamma )}(189\mathrm{GeV})=5.25\pm 0.22\pm 0.07\mathrm{pb},$$
where the first error is statistical and the second systematic. The extrapolation of this value to the total cross section reads:
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\nu \overline{\nu }(\gamma )}(189\mathrm{GeV})=58.3\pm 2.5\mathrm{pb}.$$
Figure 1 shows the evolution of these two cross sections as a function of $`\sqrt{s}`$ as well as a comparison of $`\sigma _{e^+e^{}\nu \overline{\nu }\gamma (\gamma )}`$ with the SM expectations in presence of 2, 3 or 4 neutrino species. From the photon energy spectrum it is possible to determine the number $`N_\nu `$ of light neutrino species as $`N_\nu =3.05\pm 0.11\pm 0.04`$, with respectively statistic and systematic errors. The average of this result with L3 results at the Z pole yields:
$$N_\nu =3.011\pm 0.077.$$
The study of fermion pairs constitutes also an interesting probe of possible New Physics beyond the SM. The examples of Supersymmetry and contact interactions will be highlighted in the following.
The Minimal Supersymmetric Standard Model (MSSM) introduces a new quantum number, the R–parity . This quantity distinguishes ordinary particles and supersymmetric ones, requiring an even number of the latter in each interaction vertex and hence constraining the lightest supersymmetric particle to be stable. As a consequence of the negative results of the search for supersymmetric particles at the present colliders, it is interesting to investigate possible signatures of supersymmetric models with broken R–parity , where triple vertices with a supersymmetric particle and two SM ones are allowed. Some of these signatures are the production of a pair of electrons in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions mediated by the $`s`$ or $`t`$channel muon or tau sneutrino exchange, the production of a muon pair via the $`s`$channel exchange of a tau sneutrino or that of a tau pair via a muon sneutrino. These sneutrinos are the scalar partner of the SM neutrinos. The presence of these processes would lead to a resonant structure in the lepton pair production cross section around the mass of the exchanged sneutrino. From the investigation of the cross sections and asymmetries of final states electrons, muons and tau, no evidence for such signatures is found and limits at 95% confidence level (CL) are derived on the coupling constant of the sneutrino as a function of its mass, as reported in Figure 2, for the electron and muon signatures.
Contact interactions can be thought of as a general formalism to describe New Physics from a scale much higher than the energy of an investigated process. An example is the contact interaction structure used by Fermi to describe the beta decay fifty years before colliders reached the necessary energy to produce the W boson, whose mass is now known to be the scale of the process. Analogously a new interaction of coupling constant $`g`$ and scale $`\mathrm{\Lambda }`$ yet far above direct experimental reach can be probed in fermion pair production in $`\mathrm{e}^+\mathrm{e}^{}`$ interactions. It is sketched in Figure 3 and is parametrised via an effective Lagrangian :
$$=\frac{1}{1+\delta _{\mathrm{e}f}}\underset{i,j=\mathrm{L},\mathrm{R}}{}\eta _{ij}\frac{g^2}{\mathrm{\Lambda }_{ij}^2}(\overline{\mathrm{e}_i}\gamma ^\mu \mathrm{e}_i)(\overline{f_j}\gamma _\mu f_j),$$
where $`\mathrm{e}_i`$ and $`f_j`$ are the left– and right–handed initial state electron and final state fermion fields and the coefficients $`\eta _{ij}=0,\pm 1`$ allow to choose which helicities contribute to the fermion pair production within the different models, as listed in Table 2.
The contact interaction will manifest itself in the differential cross sections of a given phase space parameter as a function of $`1/\mathrm{\Lambda }^2`$ in the interference terms of SM and New Physics and as a function of $`1/\mathrm{\Lambda }^4`$ for the pure New Physics part. The search for contact interactions proceeds by performing a $`\chi ^2`$ fit to the charged fermion pair cross sections and asymmetries measurements presented above, with $`\mathrm{\Lambda }`$ as a free parameter with the convention $`g^2/4\pi =1`$. The results of those fits are compatible with the SM for all the possible choices of the helicities and 95% CL limits as high as $`12\mathrm{TeV}`$ are set on the scale $`\mathrm{\Lambda }`$ of some models. All the limits are presented in Figure 3, where $`\mathrm{\Lambda }_+`$ and $`\mathrm{\Lambda }_{}`$ denote respectively the limits in the case of the upper and lower signs of the $`\eta _{ij}`$ parameters of Table 2. Lower energy data are also included.
## 3 Two W
The study of W pair production constitutes the core of the LEP II physics program and started in 1996 when the centre–of–mass energy of the LEP machine reached the threshold of $`161\mathrm{GeV}`$. The SM describes this process at the lowest order with three diagrams: the $`t`$channel neutrino exchange and the $`s`$channel exchange of a Z or a photon. These last two diagrams are of crucial importance in the SM as they are a manifestation of its non Abelian structure that allows the triple vertices, ZWW and $`\gamma `$WW, of electroweak gauge bosons.
Detailed descriptions of the combined results of the four LEP experiments are presented elsewhere . In the following, emphasis will be put on results achieved by the L3 experiment. All these results start from a selection of W pair events in the collected data sample. Five selections are devised to cope with the fully leptonic decay of the W pair, its semileptonic decay in a quark pair and an electron, a muon or a tau together with their associated neutrinos and finally its fully hadronic decay. Examples of selection variables are reported in Figure 4 for semileptonic decays of the W pair into a muon and its neutrino and fully hadronic decays. The latter is selected by means of a neutral network. A high purity is achieved and combining all the decay modes, correcting for the contributions to the same final states from diagrams other than the W pair production, the cross section of W pair production is measured as :
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\mathrm{WW}}(189\mathrm{GeV})=16.25\pm 0.38\pm 0.27\mathrm{pb},$$
where the first error is statistical and the second systematic.
Figure 5 presents the evolution of the WW cross section with $`\sqrt{s}`$ as measured by L3, compared with the theory predictions. Predictions for W pair production via only the electron neutrino $`t`$channel exchange are also reported together with those in absence of the triple gauge boson vertex ZWW. The evidence of the presence of the $`\gamma `$WW and ZWW constitutes an impressive proof of the non Abelian structure of the SM. The measured cross sections are in good agreement with the SM prediction even though this comparison is limited by the theory uncertainty, as large as 2%, due to be reduced to about 0.5% in the near future .
The two vertices $`\gamma `$WW and ZWW are described by means of seven complex coupling each . At energies below the scale of possible New Physics, only the real part of the couplings is of interest. The simultaneous determination of these parameters is impossible with the available statistics and their number is then restricted to five by first discarding the C–, P– and CP–violating ones and assuming electromagnetic gauge invariance. The extra requirement of custodial SU(2) symmetry allows to further reduce the number of independent couplings to just three: $`g_1^\mathrm{Z}`$, $`\kappa _\gamma `$ and $`\lambda _\gamma `$. It is interesting to relate these three couplings to basic physical quantities. $`g_1^\mathrm{Z}`$ is the weak coupling strength of the produced W pair to the exchanged Z boson, while $`\kappa _\gamma `$ and $`\lambda _\gamma `$ enter in the definition of the static magnetic dipole $`\mu _\mathrm{W}`$ and electric quadrupole $`Q_\mathrm{W}`$ momenta of the W boson:
$$\mu _\mathrm{W}=\frac{e}{2m_\mathrm{W}}(1+\kappa _\gamma +\lambda _\gamma );Q_\mathrm{W}=\frac{e}{2m_\mathrm{W}}(1+\kappa _\gamma \lambda _\gamma ).$$
Apart from the total cross section measurement, more information on these couplings is provided by the distribution of the polar angle of the produced W bosons and their fermion decay angles. From an analysis of hadronic and semileptonic decays of the W pair the values of these couplings are measured as :
$$g_1^\mathrm{Z}=0.98\pm 0.07\pm 0.03;\kappa _\gamma =0.88_{0.12}^{+0.14}\pm 0.08;\lambda _\gamma =0.00\pm 0.07\pm 0.03,$$
where the first error is statistical and the second systematic. These values are in perfect agreement with the expected SM values of 1, 1 and 0, respectively. This agreement is also found if two– or three–parameter fits are performed.
The selected events in each of the semileptonic and hadronic decay modes of the W pairs are used separately to determine the mass and the width of the W boson. Kinematic constraints are applied on the events and the weighted average mass $`M_{inv}`$ is constructed for each of them. The value of this mass in data is compared to reweighted Monte Carlo (MC) events with a complex fit algorithm to measure the W mass. Figure 5 presents the distribution of $`M_{inv}`$ for data collected at $`189\mathrm{GeV}`$ and the fit MC. The average of the result of the fit procedure to all the W pair decay channels at $`172\mathrm{GeV}`$ , $`183\mathrm{GeV}`$ and $`189\mathrm{GeV}`$, including the mass measurement from the threshold production cross section at $`161\mathrm{GeV}`$ and $`172\mathrm{GeV}`$ is:
$$M_\mathrm{W}=80.43\pm 0.11\mathrm{GeV},$$
in agreement with the SM expectation observed from a combined fit to the available data . If the W width is left free in these fits, its value is measured in the previous data sample as:
$$\mathrm{\Gamma }_\mathrm{W}=2.12\pm 0.25\mathrm{GeV}.$$
## 4 Just one W
In the fall of 1996 LEP was running at $`\sqrt{s}=172\mathrm{GeV}`$ and an unexpected number of acoplanar hadronic event with large missing energy was observed by the L3 analyses surveying the data for New Physics signatures. Contrarily to our hopes these events had a poor content of b quarks, and hence were incompatible with the hypothesis of an Higgs boson produced in association to a Z decaying into neutrinos. The first single W events were observed, as expected . This was confirmed by counting events with a nothing but a single lepton in the detector to be in the relative amount with respect to the number of hadronic events as expected from the W branching ratios .
Even though a discovery was missed, sound physics information is extracted from this kind of events. The so called single W signal is a subset of the 20 diagrams that lead to the production of four fermions in the final state, two of which come from the decay of a W, the other two being an electron and its neutrino. The collective name of CC20 indicates this $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\nu _\mathrm{e}\mathrm{f}\overline{\mathrm{f}}^{}`$ process and its charge conjugate. In the case of interest, the process occurs via the $`t`$channel exchange of a virtual W from the incoming electron or positron and a virtual photon from the other incoming particle, giving a real W via a WW$`\gamma `$ vertex. The cross section for single W production is strongly peaked for almost unscattered electrons or positrons and presents several challenges in its calculation . This behaviour requires the introduction of some phase space cuts for the definition of the signal:
$$|\mathrm{cos}\theta _{\mathrm{e}^+}|>0.997;\mathrm{min}(\mathrm{E}_\mathrm{f},\mathrm{E}_\mathrm{f}^{})>15\mathrm{GeV};|\mathrm{cos}\theta _\mathrm{e}^{}|>0.75(\mathrm{for}\mathrm{e}^+\nu _\mathrm{e}\mathrm{e}^{}\overline{\nu _\mathrm{e}}).$$
The angles refer to the polar angles with respect to the beam line and charge conjugate particles are also included. $`E_f`$ and $`E_f^{}`$ are the energies of the fermions. The application of this signal definition to the CC20 processes yields a single W sample with a purity of 90%.
The presence of only the WW$`\gamma `$ vertex makes this process suitable for an accurate study of the electromagnetic couplings of the W boson, namely its static magnetic dipole $`\mu _\mathrm{W}`$ and electric quadrupole $`Q_\mathrm{W}`$, introduced above.
The increasing cross section and the high integrated luminosities collected at the two energies under investigation allow a good improvement in the determination of the single W cross section . Hadronic decays of the single W are separated from the background events by means of their kinematic characteristics combined into a neural network. The single lepton signature is exploited to remove background events and the distribution of its energy is retained as a final discriminating variable. A binned maximum likelihood fit to these two variables allows to determine the cross sections for single W production as:
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\mathrm{e}\nu _\mathrm{e}\mathrm{W}}(189\mathrm{GeV})=0.53_{0.11}^{+0.12}\pm 0.03\mathrm{pb},$$
where the first error is statistical and the second systematic. Figure 6 compares this cross section and the lower energy ones to the SM predictions obtained with the EXCALIBUR and GRC4F MC programs. The experimental precision approaches the theoretical one.
With a binned maximum likelihood fit similar to the one used for the cross section determination, it is possible to measure the electromagnetic coupling of the W boson as:
$$\kappa _\gamma =0.93_{0.17}^{+0.15};\lambda _\gamma =0.30_{0.19}^{+0.68}.$$
The precision of $`\kappa _\gamma `$ is comparable to that of the conventional investigation through W pair production. It should be noted that these measurements come from a two–dimensional fit, whose contours are also presented in Figure 6.
## 5 Two (or more) photons
Multiphoton production in $`\mathrm{e}^+\mathrm{e}^{}`$ interactions is dominated by QED also at these high energies. This process has a clean experimental signature in the high–performance L3 electromagnetic calorimeter with a negligible background. The sensitivity of this process to deviations from QED increases with $`\sqrt{s}`$, making it well suitable to probe New Physics beyond the SM.
The number of observed and expected events with two or more photons in the polar angular range $`16^{}<\theta _\gamma <164^{}`$ and with energies above $`1\mathrm{GeV}`$ is reported in Table 3 for the two energies under study ; perfect agreement is observed with the SM predictions. From these events the cross sections in the fiducial volume are extracted as:
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\gamma \gamma (\gamma )}(183\mathrm{GeV})=12.2\pm 0.6\mathrm{pb}$$
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\gamma \gamma (\gamma )}(189\mathrm{GeV})=11.6\pm 0.3\mathrm{pb}$$
These cross sections are compared in Figure 7a with the QED prediction as a function of $`\sqrt{s}`$. Lower energy data are also presented together with the event display of a selected four visible photon event. An extra low energy photon is present in the detector. The kinematics is compatible with a fifth photon escaping down the uninstrumented beam line.
Deviations from QED are expressed in terms of effective Lagrangians and affect the expected differential cross section $`d\sigma ^{\mathrm{QED}}/d\mathrm{\Omega }`$ by means of an extra multiplicative term with a different angular structure. Two general forms are considered :
$$\frac{d\sigma }{d\mathrm{\Omega }}=\frac{d\sigma ^{\mathrm{QED}}}{d\mathrm{\Omega }}\left(1+\frac{s^2}{\alpha }\frac{1}{\mathrm{\Lambda }^4}(1\mathrm{cos}^2\theta _\gamma )\right)$$
$$\frac{d\sigma }{d\mathrm{\Omega }}=\frac{d\sigma ^{\mathrm{QED}}}{d\mathrm{\Omega }}\left(1+\frac{s^3}{32\pi \alpha ^2}\frac{1}{\mathrm{\Lambda }^6}\frac{1\mathrm{cos}^2\theta _\gamma }{1+\mathrm{cos}^2\theta _\gamma }\right),$$
where $`\alpha `$ is the electromagnetic coupling and the parameters $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }^{}`$ have the dimension of an energy. Alternatively the so called cut–off parameters $`\mathrm{\Lambda }_\pm `$ are also considered. They are linked to $`\mathrm{\Lambda }`$ by the relation $`\mathrm{\Lambda }^4=\pm (2/\alpha )\mathrm{\Lambda }_\pm ^4`$. A simultaneous fit to the differential distribution of the selected events at the considered energies and below does not present any deviation from the SM and the following 95% CL limits are extracted on these deviations from QED:
$$\mathrm{\Lambda }>1304\mathrm{GeV};\mathrm{\Lambda }_+>320\mathrm{GeV};\mathrm{\Lambda }_{}>282\mathrm{GeV};\mathrm{\Lambda }^{^{}}>702\mathrm{GeV}.$$
Photon pairs can be also produced via the $`t`$channel exchange of an excited electron. This interaction is described by a phenomenological Lagrangian with the scale of the interaction as a free parameter. Identifying it with the mass of the excited electron, $`m_\mathrm{e}^{}`$, limits at 95% CL are set as:
| $`m_\mathrm{e}^{}>323\mathrm{GeV}`$ (non-chiral) | $`m_\mathrm{e}^{}>282\mathrm{GeV}`$ (chiral), |
| --- | --- |
according to the chirality of the interaction.
## 6 One photon and one Z
The non Abelian structure of the SM predicts the existence at tree level of the triple vertex of one neutral and two charged bosons, $`\gamma `$WW and ZWW, whose presence is successfully verified at LEP, as already reported above. The triple vertices of neutral bosons, $`\gamma \gamma `$Z, $`\gamma `$ZZ, and ZZZ are on the other hand forbidden at tree level in the SM. The possible presence of the first two of them, is probed by the associated production of a Z boson and a photon in $`\mathrm{e}^+\mathrm{e}^{}`$ collision. In the SM this process takes place via the $`t`$channel electron exchange, that is nothing else than the radiative return to the Z process described above, yielding almost monoenergetic photons. The SM cross section of this process decreases with $`\sqrt{s}`$ while the possible anomalous contribution coming from a $`t`$ channel Z or photon exchange does not, making the study of this process of interest with the increase of the LEP beam energy.
The Z$`\gamma `$V vertex, with $`V`$ either a photon or a Z, is parametrised as :
$$\mathrm{\Gamma }_{\mathrm{Z}\gamma V}^{\alpha \beta \mu }(q_1,q_2,P)=i\frac{sm_V^2}{m_\mathrm{Z}^2}\times $$
$$\left\{h_1^V(q_2^\mu g^{\alpha \beta }q_2^\alpha g^{\mu \beta })+\frac{h_2^V}{m_\mathrm{Z}^2}P^\alpha (Pq_2g^{\mu \beta }q_2^\mu P^\beta )+h_3^Vϵ^{\mu \alpha \beta \rho }q_{2\rho }\frac{h_4^V}{m_\mathrm{Z}^2}P^\alpha ϵ^{\mu \beta \rho \sigma }P_\rho q_{2\sigma }\right\},$$
where $`q_1`$, $`q_2`$ and $`P`$ are the four–momenta of the Z, $`\gamma `$ and $`V`$ bosons. Eight couplings appear in the above expression, four for each $`V`$ boson. As in the W case, only the real part of these couplings are of interest in absence of indications for New Physics. The couplings $`h_1^V`$ and $`h_2^V`$ are zero in the SM at tree level and violate the CP symmetry while $`h_3^V`$ and $`h_4^V`$ preserve it and have an estimated value of $`10^4`$ from higher order SM processes. The effect of a value of these couplings different from zero would manifest itself as an enhancement of the number of Z$`\gamma `$ events, more pronounced for photons emitted at a large polar angle.
The experimental selection of Z$`\gamma `$ events proceeds in the highest branching ratio channels $`\mathrm{q}\overline{\mathrm{q}}\gamma `$ and $`\nu \overline{\nu }\gamma `$. A good agreement is found between the number of selected events and the SM expectations.
Five variables describe the phase space of the $`\mathrm{f}\overline{\mathrm{f}}\gamma `$ events, the energy and the two angles of the photon and the two angles of one of the fermions in the Z reference frame. An unbinned maximum likelihood fit is performed in this five dimensional space for each of the eight couplings, fixing the other seven to zero. All the measured values are consistent with the SM and 95% CL limits are extracted as:
$$0.16h_1^\mathrm{Z}0.09;0.07h_2^\mathrm{Z}0.11;0.22h_3^\mathrm{Z}0.10;0.06h_4^\mathrm{Z}0.14;$$
$$0.12h_1^\gamma 0.09;0.06h_2^\gamma 0.07;0.12h_3^\gamma 0.01;0.01h_4^\gamma 0.09.$$
Figure 8 presents the 95% CL contours if a two–parameter fit is performed on the pairs of couplings with the same CP–parity and involving the exchange of the same neutral boson.
## 7 Two Z
The data set under investigation was collected above the production threshold of Z boson pairs. This process is of particular interest as it constitutes an irreducible background for the search of the SM Higgs boson and to several other processes predicted by theories beyond the SM. In addition it allows the investigation of possible triple neutral gauge boson couplings, ZZZ and ZZ$`\gamma `$, forbidden by the SM.
The experimental investigation of ZZ production is made difficult by its rather low cross section, compared with competing processes that constitute large and sometimes irreducible backgrounds.
The Z pair signal is defined starting from generator level phase–space cuts on four fermion final states: the invariant mass of both generated fermion pairs must be between $`70\mathrm{GeV}`$ and $`105\mathrm{GeV}`$. This criterion has to be satisfied by at least one of the two possible pairings of four same flavour fermions. In the case in which fermion pairs can originate from a charged–current process the masses of the fermion pairs susceptible to come from W decays are required to be either below $`75\mathrm{GeV}`$ or above $`85\mathrm{GeV}`$. Events with electrons in the final state are rejected if $`|\mathrm{cos}\theta _\mathrm{e}|>0.95`$, where $`\theta _\mathrm{e}`$ is the electron polar angle.
The expected cross sections for the different final states are computed with EXCALIBUR MC and amount to a total of 0.25 pb at $`183\mathrm{GeV}`$ and 0.66 pb at $`189\mathrm{GeV}`$.
All the visible final states of Z pair decay are investigated. These selections are based on the identification of two fermion pairs, each with a mass close to the Z boson mass, and are different at the two centre–of–mass energies to account for the different signal topology due to the larger boost of the Z bosons at $`189\mathrm{GeV}`$. This boost leads to acollinear and acoplanar fermion pairs. Kinematic fits help in checking the hypothesis of equal mass particles. The $`\mathrm{q}\overline{\mathrm{q}}\nu \overline{\nu }`$ and $`\mathrm{q}\overline{\mathrm{q}}\mathrm{q}^{}\overline{\mathrm{q}}^{}`$ final states are selected by combining the kinematic variables into a neural network. Figure 9 presents the reconstructed mass $`M_{5C}`$ of selected ZZ$`\mathrm{q}\overline{\mathrm{q}}\mathrm{}^+\mathrm{}^{}`$ events at $`189\mathrm{GeV}`$ after the kinematic fit and the output of the two neural networks for the $`\mathrm{q}\overline{\mathrm{q}}\nu \overline{\nu }`$ and $`\mathrm{q}\overline{\mathrm{q}}\mathrm{q}^{}\overline{\mathrm{q}}^{}`$ selections.
The ZZ cross sections are determined by a binned maximum likelihood fit to the most discriminating variables of each selection. Within the above mentioned signal definition cuts the results are:
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}}(183\mathrm{GeV})=0.30_{0.160.03}^{+0.22+0.07}\mathrm{pb}$$
$$\sigma _{\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}}(189\mathrm{GeV})=0.74_{0.14}^{+0.15}\pm 0.04\mathrm{pb},$$
where the first errors are statistical and the second systematic. The first of these values constitutes the first observation of the $`\mathrm{e}^+\mathrm{e}^{}\mathrm{ZZ}`$ process. Figure 10 presents two of the selected data events at $`\sqrt{s}=183\mathrm{GeV}`$.
It is of particular interest to investigate the rate of ZZ events with b quark content. The production of the minimal or a supersymmetric Higgs boson would give an enhancement of these events and their study on one hand complements the dedicated search for such processes and on the other hand proves the experimental sensitivity to such a signal. The expected Standard Model cross section for the ZZ$`\mathrm{b}\overline{\mathrm{b}}\mathrm{X}`$ final states at $`189\mathrm{GeV}`$ is 0.18 pb.
The investigation of the ZZ$`\mathrm{b}\overline{\mathrm{b}}\mathrm{X}`$ events proceeds by complementing the analyses of the $`\mathrm{q}\overline{\mathrm{q}}\nu \overline{\nu }`$ and $`\mathrm{q}\overline{\mathrm{q}}\mathrm{}^+\mathrm{}^{}`$ final states with a further variable describing the b quark content in the event , while the $`\mathrm{q}\overline{\mathrm{q}}\mathrm{q}^{}\overline{\mathrm{q}}^{}`$ selection already includes such information to partially reject the W pair background. The combination of these selections yields:
$$\sigma _{\mathrm{ZZ}\mathrm{b}\overline{\mathrm{b}}\mathrm{X}}(189\mathrm{GeV})=0.18_{0.07}^{+0.09}\pm 0.02\mathrm{pb}.$$
The first error is statistical and the second systematic. This result agrees with the SM expectation and differs from zero at 99.9% confidence level. Figure 9 displays these cross sections and their expected evolution with $`\sqrt{s}`$.
A parametrisation of the ZZZ and ZZ$`\gamma `$ anomalous couplings is given in References . Assuming on-shell production of a pair of Z bosons, only four couplings $`f_i^\mathrm{V}(i=4,5;\mathrm{V}=\gamma ,\mathrm{Z})`$, where the V superscript corresponds to an anomalous coupling $`\mathrm{ZZV}`$, may be different from zero. At tree level these couplings are zero in the SM. As in the cases already described above only the real part of these coupling is of interest, if no deviations from the SM are observed. The $`f_5^\mathrm{V}`$ couplings violate the C– and P–symmetries, preserving the CP– one that is instead violated by the $`f_4^\mathrm{V}`$ couplings. These couplings are independent from the $`h_i^\mathrm{Z}`$ ones that parametrise the possible anomalous ZZ$`\gamma `$ vertex , whose investigation was described above.
In order to calculate the impact of anomalous couplings on the measured distributions in the process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{f}\overline{\mathrm{f}}\mathrm{f}^{}\overline{\mathrm{f}}^{}`$, the EXCALIBUR generator is extended and used to reweight the SM MC events. Figure 9 displays the effects of an anomalous value of $`f_4^\gamma `$ obtained by reweighting with this technique the four–fermion MC events selected by the $`\mathrm{q}\overline{\mathrm{q}}\mathrm{}^+\mathrm{}^{}`$ analysis.
The anomalous couplings not only change the ZZ cross section but also the shape of the distributions of several kinematic variables describing the process. A binned maximum likelihood fit is performed on the same discriminating distributions used to determine the cross sections at $`183\mathrm{GeV}`$ and $`189\mathrm{GeV}`$. A coupling $`f_i^\mathrm{V}`$ is left free in the fit, fixing the others to zero. The results of these fits are compatible with the SM values and 95% CL limits on the couplings are set as:
$$1.9f_4^\mathrm{Z}1.9;5.0f_5^\mathrm{Z}4.5;1.1f_4^\gamma 1.2;3.0f_5^\gamma 2.9.$$
These limits are still valid for off–shell ZZ production where additional couplings are possible. The small asymmetries in these limits are due to the interference term between the anomalous coupling diagram and the Standard Model diagrams.
## 8 …in the Extra Dimensions
Several of the results described above are interpreted in the framework of recent theories of the gravitational interaction that introduce extra spatial dimensions. The scene for them is set by two observations. The first is the huge difference between the scales of two of the fundamental interactions of nature, the electroweak ($`M_{ew}10^2\mathrm{GeV}`$) typical of the SM and the Planck scale ($`M_{Pl}10^{19}\mathrm{GeV}`$) linked to the gravitational constant. The second observation is that collider experiments have successfully tested the SM at its characteristic distance $`M_{ew}^1`$ while the experimental study of the gravitational force extends only down to distances of the order of a centimetre thirty three orders of magnitude above the distance $`M_{Pl}^1`$.
If $`n`$ extra spatial dimensions of size $`R`$ are postulated, the scale of gravity, $`M_S`$, may be assumed to be of the same order as $`M_{ew}`$ explaining the observed difference between $`M_{ew}`$ and $`M_{Pl}`$ . In this Low Scale Gravity (LSG) scenario the macroscopic expectations of gravity are preserved by the application of the Gauss’ theorem in the extra dimensions:
$$M_{Pl}^2R^nM_S^{n+2}.$$
(1)
The LSG scenario predicts the size $`R`$ to be just below the unexplored millimetre region, once $`n=2`$ and $`M_SM_{ew}`$. Apart from classical gravitational experiments , LSG effects are also accessible via the effects of spin–two gravitons that couple with SM particles and contribute to pair production of bosons and fermions in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions , as described in terms of the parameter $`M_S`$ , interpreted as a cutoff of the theory. It appears as $`1/M_S^4`$ in the LSG and SM interference terms and as $`1/M_S^8`$ in the pure graviton exchange process . These terms are multiplied by the factors $`\lambda `$ and $`\lambda ^2`$, respectively, which incorporate the dependence on the unknown full LSG theory and are of order unity . To allow for both the possible signs of the interference between the SM and LSG contributions the two cases $`\lambda =\pm 1`$ are investigated. Figure 11 presents the modification to the $`\mathrm{e}^+\mathrm{e}^{}\mathrm{WW}\mathrm{q}\overline{\mathrm{q}}^{}\mathrm{}\nu `$, $`\mathrm{e}^+\mathrm{e}^{}\gamma \gamma `$ and $`\mathrm{e}^+\mathrm{e}^{}\mu ^+\mu ^{}`$ differential distributions and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}`$ differential cross sections in presence of LSG.
From the analysis of the presented distributions as well as hadronic W pair events and $`\tau `$ pairs, together with the discriminating variables of the ZZ event selections and the hadronic cross section, no statistically significant hints for LSG are found in the L3 data at $`183\mathrm{GeV}`$ and $`189\mathrm{GeV}`$ and the 95% CL limits presented in Table 4 are set on $`M_S`$. Assuming that no higher order operators give sizeable contributions to the LSG mediated boson and fermion pair production and that the meaning of the cutoff parameter is the same for all the investigated processes, it is possible to combine the boson and fermion limits. They are as high as $`1.07\mathrm{TeV}`$ for $`\lambda =+1`$ and $`0.87\mathrm{TeV}`$ for $`\lambda =1`$ at 95% CL and are competitive with those achieved from a combined analysis of the LEP II data .
The L3 collaboration also investigated the direct production of a graviton, lost in the extra dimensions, associated with a photon or a Z . The phase space favours the first process. These searches did not not yield any evidence for the expected LSG signatures allowing to set 95% CL limits on the LSG scale in excess of $`1\mathrm{TeV}`$.
## 9 Conclusions and Omissions
This walk through part of the recent L3 results shows a quite wide activity, even on subjects that were not expected to be covered at the start of the LEP II experimental program . On this point all the experiments match the efforts of the accelerator crew that is impressing the community with record–breaking performance in term of energy, luminosity and operation efficiency.
Several important results have been omitted from this review due to the lack of space and the framework of the discussion. The most important worth mentioning are the 95% CL mass limits on the SM Higgs boson at $`95.3\mathrm{GeV}`$ and that on the lightest MSSM neutralino at $`32.5\mathrm{GeV}`$ , both achieved with the analysis of the full data sample collected by L3 up to $`189\mathrm{GeV}`$. Moreover the L3 experiment has contributed with a large amount of results to the field of two photon physics, as reviewed in Reference .
Let me close this review with the hope that something more than precise cross section measurements and interesting limits is awaiting the LEP community in the secrets of the last GeV still to be squeezed from the machine in the high energy runs of 1999 up to a centre–of–mass energy of $`202\mathrm{GeV}`$, and even beyond, in the final run of the year 2000.
## Acknowledgements
I am grateful to my colleagues of the L3 experiment, too numerous to be named here, with whom I shared this challenging physics adventure since I arrived at CERN as an undergraduate student, through the end of the century. It is only with the lively daily interaction with many of them on several of the subjects I described in this work, that I learned something about experimental High Energy Physics.
I wish to thank the organisers of this conference in particular for having helped me to find a swimming pool on the Leninskii prospekt and to fix some complex part of my travel arrangements, two tasks at more than 95% CL beyond the reach of my Russian phrase book. |
warning/0001/cond-mat0001053.html | ar5iv | text | # An effective theory for conductance by symmetry breaking
## I Introduction
The understanding of the conductor-insulator transition of strongly disordered systems represents a challenging problem due to the large number of effects which may come into the scene. We approach this problem in this paper by means of an effective theory description. Such a method is slightly better known and more widely used in the High Energy Physics community but we hope that such a different point of view may lead to a more complete picture.
The description of the influence of local impurities on the collective phenomena started with the one particle approximation. The presence of the periodic crystal and the electron-ion interaction yields a model for the Bloch-Wilson band insulators and for the Peierls transition , the difference being the dynamical origin of the gap opening at the Fermi surface. As the disorder increases such a description becomes inapplicable and one arrives at the disorder induced transition to Anderson localization , understood qualitatively by simple scaling arguments . In addition to the disorder, the electron-electron interaction, as well, was thought to be responsible for the Mott transitions where the gap originates either in the long range order of the moments or in the quantum phase transition induced by charge correlations.
After these first intuitive steps more systematic approaches were developed along two different lines, based on the partial resummation of the perturbation expansion and the non-perturbative use of effective models.
The Schwinger-Dyson resummation of the one-loop self energy for the electron propagator or the Bethe-Salpeter resummation of the one-loop ladder exchange reproduced the finiteness of the lifetime of a charge on a random, static impurity background and the classical conductivity expressions -. The crossed exchange contributions to the conductivity - and the cancellation of the diffusion pole underlined the similarity between the conductance in strongly disordered systems, and the long range modes in the particle-particle scattering process. Numerous works were devoted to the introduction of the electron-electron interaction to make the partially resummed perturbative description more realistic.
In the other approach different effective theories are used for the strongly disordered systems which are based on the self-consistent mode-coupling and operate with effective fields responsible for the electron propagation -. The dynamical origin of these matrix fields was found in the imaginary time formalism - where the matrix index is provided by the Matsubara frequency in the energy space.
There are several examples where the sudden appearance of conductivity, as the disorder is decreased, is related to the dynamical breakdown of the time reversal invariance. This is obvious for weak localization where the loss of constructive interference for the time reversed trajectories removes the driving force to localization. The descriptions based on effective models offer another mechanism by providing a continuous symmetry whenever the time reversal invariance is intact. In fact, the pole in the current correlation function is generated in a manner reminiscent of the Goldstone theorem . The continuous symmetry in question is the mixing of the fields responsible for the retarded and the advanced propagators. When the matrix valued fields in the Euclidean energy space are used - then the retarded and the advanced propagators are related to the positive and the negative Matsubara frequency components of some fields. The continuous symmetry which is broken dynamically in the conducting phase is the mixing of the positive and the negative Matsubara frequency modes. It is a special rotation in the space of the Matsubara modes which flips the sign of the frequency and exchanges the retarded and the advanced propagators: the time reversal transformation.
There are two features of these effective theories which one finds unsatisfactory:
* The mixing of the positive and the negative Matsubara frequency modes is an approximate symmetry only because the time derivative piece of the action is clearly non-symmetrical. Even though this term should be irrelevant at the phase transition it would be preferable to have an exact formal symmetry whose breakdown is the dynamical origin of the phase transition. The origin of the exact symmetry is hidden by the use of the Matsubara frequency space. The circumstance that the dimension of the Matsubara frequency space is proportional to the UV cutoff in time suggests that the symmetry in question is actually a time dependent gauge symmetry. In fact, the time dependent and space independent gauge transformations mix the Matsubara modes and the time derivative term in the action is the only one which breaks the symmetry with respect to them. The spontaneous breakdown of the symmetry with respect to a global subgroup of a gauge group has already been successfully treated in space-time, avoiding the use of the momentum or the frequency space . Thus it is more natural to recast the effective theories - by using the time rather than the frequency variable.
* Another difficulty related to the use of the frequency space is the loss of the control over non-locality of the effective theory. The models - are based on bilocal fields and even if the saddle point is localised the fluctuations around it correspond to a genuinely non-local model. In lacking of the general theory of the non-local field theories the reliability of the loop expansion around such a non-local background field is not known and the apparent simplicity of the one-loop solution is misleading.
The cure of both problems is the use of time rather than frequency. We present in this paper a simple effective theory for the phase transition corresponding to the appearance of conductance by the dynamical breakdown<sup>*</sup><sup>*</sup>*The dynamical breakdown of a symmetry differs from the spontaneous one in what it occurs at finite instead of zero energy, and is identified by an order parameter with finite length or time scales as opposed to the homogeneous order parameter of the spontaneous symmetry breaking. of gauge and time inversion symmetry in space-time.
Our basic assumption is that the direct effects of quenched disorder on the electrons can be incorporated in an effective theory with quasi-local interactions in time. Thus the modification of the program of refs. - consists of the use of local composite fields in time instead of the matrix valued fields and the generation of the non-locality by quasi-local, higher order time derivative terms in the action. The expected non-locality together with the breakdown of the gauge and the time reversal invariance will be generated in the framework of the saddle point expansion by a dynamical symmetry breaking. The non-locality in time will originate from the presence of a “condensate”, a non-trivial saddle point in time. It will be shown that a finite number of higher order derivatives in time is sufficient to generate the desired symmetry breaking pattern. This description, kept in space-time, is simpler than the one given in frequency space. Another bonus of keeping the time in the description is the fact that the time dependent saddle point breaks an exact continuous symmetry, the time translation symmetry which here provides a mechanism to generate conductivity.
The important pieces of the effective theory to generate the conducting phase, the higher order derivative terms in time are irrelevant in the disordered,localized phase thus their coupling constants are not yet constrained by experimental data collected in the localised phase. We do not derive the couplings either, only show that, as they depend on the environmental parameters, such as the Fermi energy of the electrons, they can drive the phase transition to delocalisation without playing an important role in the localized phase. The justification of our choice of the effective coupling constants, which we leave for a later work, can be addressed by means of the current methods in Quantum Field Theory . All what is needed is a computation of the connected or the one particle irreducible (1PI) graphs with high accuracy in their dependence on the external momenta in the infrared regime.
We restrict ourselves to the discussion of the effects of quenched impurities, ignoring the Coulomb interaction. A more reliable description naturally requires more sophisticated methods, such as the renormalization group treatment , . The failure or the success of these methods devised for local theories will be the measure of the importance of keeping the effective theory local.
The organization of the paper is the following. Our effective theory is introduced in Section II for the diffuson and the cooperon auxiliary fields. The symmetry breaking mechanism with inhomogeneous vacuum is briefly introduced in Section III. The effective model with diffusons and cooperons is discussed in Sections IV and V, respectively. Section VI is a summary of the work and the results.
## II Effective Theories
One of the most important effects to reproduce in an effective theory is the appearance of non-local structures, such as composite particles or condensates. If the interaction generated by the elimination of certain modes is of short range and attractive then new extended bound states may appear. If this interaction is of long range then condensation and spontaneous symmetry breaking may take place. We believe that the quenched disorder which is usually taken into account by some auxiliary field does not generate long-range interaction in space. Instead, the dynamical symmetry breaking happening in the time direction suggests that the static nature of the impurities leads to long-range interactions in time which must be preserved in the effective description. Our goal is to find an effective action which incorporates in an economical manner this feature which we believe to be the key to the interactions generated by the quenched impurities.
Let us start with a remark about the distinction of the eventual non-locality of the interaction vertices in the action from those of the interactions generated by it. The locality of an action can be classified by considering the distance $`r`$ in wich the field variables are coupled in units of the UV cutoff. The potential term without gradient is ultra-local, $`r=0`$. The models with derivatives up to a finite order, $`0<r<\mathrm{}`$ are quasi-local. Finally the non-local theories are with gradients of infinite order, $`r=\mathrm{}`$. The relation between this parameter $`r`$ of certain terms in the action and their contribution to the correlation length $`\xi `$ (in units of the cutoff) reflects the relevance of the terms in question. In fact, an irrelevance of a higher order derivative term with dimensionless coupling constant $`g`$ implies $`d\xi /dg0`$ as the cutoff tends to infinite. It is worthwhile noting that an effective interaction which arises from the elimination of some local degrees of freedom is always formally non-local. This happens because those contributions to the 1PI (1 particle irreducible) functions where the internal lines correspond to the eliminated modes contribute to the effective coupling constants induced by the blocking and they display non-polynomial momentum dependence. The corresponding blocked action, the generating functional, is non-polynomial in the gradient. The important question is whether the infinite series in the gradient can be truncated at a finite order without modifying the universality class of the model. If this can be done the effective theory can safely be classified as quasi-local.
The issue of non-locality of the interactions arises at the IR end point, when all modes are eliminated and the true 1PI functions are considered. For the short range interactions they are infrared finite. The Taylor expansion of the 1PI graphs in the momenta is well defined at $`p=0`$ and the generating functional, the effective action is quasi-local. In the presence of long range interactions there is an IR instability, the expansion in the momentum is ill defined at $`p=0`$, the effective action is non-local. Note that the only way we know for a massive, non-critical effective actions to be non-local is the condensation or the spontaneous or dynamical symmetry breaking. Then the long range interactions indicate that the true vacuum of the theory is different from the one around which the gradient expansion of effective action was carried out. In fact, the effective action of a non-critical theory will always be quasi-local when its field variable corresponds to the fluctuations around the true vacuum.
The formal indication of long range interactions for the charged particles in the presence of quenched impurities is that the mean-field of the models - is a bilocal field which is proportional to the sign of the Matsubara frequency. The mean field generation is not a spontaneous symmetry breaking, a phenomenon driven by the infrared modes and leading to homogeneous condensate corresponding to a local field variable. Instead the non-trivial frequency dependence of the mean-filed suggests a dynamical symmetry breaking generated by the time derivative term in the action. The effective theory sought should
* be quasi-local at the cutoff because the relevant part of the interactions are well known in the UV region, leaving the irrelevant, higher derivative, radiative correction part open for phenomenological adjustments, and
* contain the long range interactions in the IR sector accounting for the condensate with this particular time dependence.
The solution is the use of higher order derivative terms in time which are irrelevant on trivial or on homogeneous background but can change the universality class when the vacuum is inhomogeneous , . In order to keep track of the issue of locality the effective action will be constructed in time instead of frequency space.
This program consists of the construction of a chain of effective theories. We follow the general approach leading to the effective theories of refs. - except that the auxiliary composite fields, responsible for the particle-hole and the particle-particle channels will be kept local instead of bilocal. Such a limitation in the treatment of non-local effects will be compensated for by retaining the terms in the effective action which are higher order in the time derivative.
The first level is for the electrons and the photons, represented by the field $`\psi `$ and the time component of the photon field $`u`$, respectively,
$$Z=D[\psi ^{}]D[\psi ]D[u]e^{\frac{i}{\mathrm{}}S[\psi ^{},\psi ,u]},$$
(1)
after having eliminated the quenched impurities by means of the replica method. In order to accommodate electrons with finite density the chemical potential $`\mu `$ of the electrons should be introduced in $`S`$. The effective coupling constants in $`S[\psi ^{},\psi ,u]`$, i.e. any interaction vertex beyond the minimal coupling originate from the interactions between the electrons and the impurities. This effective theory is supposed to be obtained by means of a perturbation expansion whose small parameter is an effective electron-impurity coupling constant, denoted by $`g`$. The Coulomb interaction is kept explicitly in the model by retaining the field $`u`$. The reason for eliminating the impurities but keeping photons is that the condensation of charged particles usually induces a mean field, i.e. condensate for the photon, as well, a phenomenon which is difficult to reproduce once the photons have already been eliminated perturbatively. Thus we prefer to keep the photon field at hand to reproduce later the condensation in the framework of the saddle point expansion if needed. The photon dynamics is kept on the tree-level in this paper, the inclusion of the Coulomb interaction between the electrons will be ignored. According to the general remarks about non-locality in time the most important pieces of $`S[\psi ^{},\psi ,u]`$ for our purpose are the terms with higher order derivatives in time.
The influence of quenched impurities on the electrons is usually taken into account by a static potential, averaged after the quantum expectation values have already been computed . The electron propagation is influenced for an arbitrary long time by each static, random potential. Such a long time modification survives the averaging over the different realizations of the potential. One can understand this by recalling that the elimination of a particle always generates non-local interactions. The range of this interaction is the correlation length which is supposed to be generated by the interaction with the particle in question. Since the static potential is of infinitely long range in time its elimination produces long time correlations. On a more formal level, the static potential, $`V(x)`$ multiplies the time integral $`I(x)=𝑑t\psi ^{}(t,x)\psi (t,x)`$ and its fluctuations generate the terms $`I^n(x)`$, $`n=2,3,\mathrm{}`$ in the effective action which are highly non-local in time. This non-locality leads to the rather singular
$$\mathrm{\Lambda }(t_1,t_2)\underset{n>0}{\overset{N}{}}\mathrm{sin}(t_1t_2)\pi (2n+1)T$$
(2)
bilocal mean-field of ref. -, where $`T`$ is the temperature. The non-triviality of this field configuration is due to the non-locality confined at the ultraviolet cutoff scale, $`t_1t_21/N`$. The extended structure within this short time interval generates higher order derivatives for the electron field in the effective action, a generic term for two operators $`A(t)`$ and $`B(t)`$ being
$$𝑑t_1𝑑t_2A(t_1)\mathrm{\Lambda }(t_1t_2)B(t_2)=\underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\frac{G_{\mathrm{}}}{\mathrm{}!}𝑑tA(t)_t^{\mathrm{}}B(t),$$
(3)
where the coupling constant
$$G_{\mathrm{}}=𝑑t\mathrm{\Lambda }(t)(t)^{\mathrm{}}\underset{n>0}{\overset{N}{}}\frac{1}{(n\pi T)^{n+1}}_0^{2n\pi }𝑑s(s)^n\mathrm{sin}s.$$
(4)
The contribution in the last expression of a given $`n`$ is $`𝒪(n!/n^{n+1})`$ which gives a rapidly converging series. Thus there will be few, cutoff independent, higher order derivative terms in the effective action. This heuristic argument is to explain the relation between the mean-field (2) and the appearence of the higher order derivatives only. Instead of a more precise derivation of these effective coupling constants in the effective theory (1) we proceed with a more phenomenological approach and consider two simple cases only.
Anticipating the importance of composite quasiparticles we introduce a $`Q_{\alpha ,\beta }^{j,k}(x,t)`$ charged cooperon and a $`N_{\alpha ,\beta }^{j,k}(x,t)`$ ($`N^{}=N`$) neutral diffuson field, where $`\alpha ,\beta `$ and $`j,k`$ are the spin and the replica indices, respectively, and approximate (1) by
$$Z=D[\psi ^{}]D[\psi ]D[Q^{}]D[Q]D[N]D[u]e^{\frac{i}{\mathrm{}}(S_C[u]+S_\psi [\psi ^{},\psi ,Q^{},Q,N,u]+\stackrel{~}{S}_{Q,N}[Q^{},Q,N,u])}$$
(5)
where
$`S_C`$ $`=`$ $`{\displaystyle 𝑑t𝑑x\frac{1}{2}(u)^2},`$ (6)
$`S_\psi `$ $`=`$ $`{\displaystyle }dtdx\{Z_\psi \psi _\alpha ^jK_\psi (i\mathrm{}D_{\psi ,t})\psi _\alpha ^j{\displaystyle \frac{\mathrm{}^2}{2m}}\psi _\alpha ^j\mathrm{\Delta }\psi _\alpha ^j\mu \psi _\alpha ^j\psi _\alpha ^j`$ (8)
$`+\psi _\alpha ^j\psi _\beta ^kQ_{\beta ,\alpha }^{k,j}+Q_{\beta ,\alpha }^{k,j}\psi _\alpha ^j\psi _\beta ^k+\psi _\alpha ^jN_{\alpha ,\beta }^{j,k}\psi _\beta ^k\},`$
$`\stackrel{~}{S}_{Q,N}`$ $`=`$ $`{\displaystyle }dtdx\{tr[\stackrel{~}{Z}_QQ^{}\stackrel{~}{K}_Q(i\mathrm{}D_{Q,t})Q{\displaystyle \frac{\mathrm{}^2}{2\stackrel{~}{M}_Q}}Q^{}\mathrm{\Delta }Q`$ (10)
$`+\stackrel{~}{Z}_NN\stackrel{~}{K}_N(i\mathrm{}_t)N{\displaystyle \frac{\mathrm{}^2}{2\stackrel{~}{M}_N}}N\mathrm{\Delta }N]+\stackrel{~}{U}\},`$
and
$$D_{\psi ,t}=_ti\frac{e}{\mathrm{}c}u,D_{Q,t}=_t2i\frac{e}{\mathrm{}c}u.$$
(11)
This effective theory is constructed in the spirit of the Landau-Ginzburg double expansion in the amplitude and the gradient of the field. The original effective theory (1) contained higher order derivative terms both in time and the space. We believe that the non-locality in space is not essential in the problem considered and we keep the terms $`𝒪(\mathrm{\Delta })`$ only. We expect the photon dynamics to be left untouched by the localisation thus the $`u`$ dependence has to be retained in the leading order and the higher order derivatives terms for the photon field are ignored.
According to the gradient expansion the coefficient functions of the retained derivative pieces depend on the local field variables, except $`u`$. The functions
$$\stackrel{~}{Z}_\psi (Q^{},Q,N)=1+O(g),\stackrel{~}{Z}_Q(Q^{},Q,N)=O(g),\stackrel{~}{Z}_N(Q^{},Q,N)=O(g),$$
(12)
and
$$K_\psi (z)=z+O(g),\stackrel{~}{K}_Q(z)=z+O(g),\stackrel{~}{K}_N(z)=z+O(g),$$
(13)
control the strength and the structure of the correlations in time. These functions will be chosen to be polynomials of finite order in order to preserve the quasi-locality at the cutoff of this effective theory. Note that the time reversal invariance of the original, microscopic dynamics renders the lagrangian real, in particular
$$K(z)=\underset{n=1}{\overset{M}{}}c_nz^n,$$
(14)
where the coefficients $`c_n`$ are real. The kinetic energy contains the effective masses
$$m(Q^{},Q,N)=m+O(g),\stackrel{~}{M}_Q^1(Q^{},Q,N)=O(g),\stackrel{~}{M}_N^1(Q^{},Q,N)=O(g).$$
(15)
$`\stackrel{~}{Z}_Q0`$ or $`\stackrel{~}{Z}_N0`$ indicates the presence of bound states with diffusion constant $`\mathrm{}^2\stackrel{~}{M}_Q^1`$, $`\mathrm{}^2\stackrel{~}{M}_N^1`$ in the appropriate channels in the absence of the gap when the fluctuations controled by the kinetic energy are of long range. The potential $`\stackrel{~}{U}(Q^{},Q,N)`$ comprises the ultra-local interactions between the composite particles. The rotational invariance restricts the appearance of the fields $`Q^{}`$, $`Q`$, and $`N`$ in these functions to the combination $`tr(Q^{}\sigma _2)^k(\sigma _2Q)^{\mathrm{}}N^m`$, where $`\sigma _j`$ denotes the Pauli matrices. The functions above can be obtained by following the standard procedure of the determination of effective theories .
Since the long range fluctuations correspond to cooperon or diffuson fields the electrons should be eliminated,
$$Z=D[Q^{}]D[Q]D[N]D[u]e^{\frac{i}{\mathrm{}}S_{eff}[Q^{},Q,N,u]}$$
(16)
where
$`S_{eff}`$ $`=`$ $`{\displaystyle \frac{1}{2}}trlog\left(\begin{array}{cc}Q^{}& Z_\psi K_\psi \frac{\mathrm{}^2}{2m}\mathrm{\Delta }\mu +N\\ Z_\psi K_\psi \frac{\mathrm{}^2}{2m}\mathrm{\Delta }\mu +N& Q\end{array}\right)`$ (18)
$`+S_C[u]+\stackrel{~}{S}_{Q,N}[Q^{},Q,N,u].`$
By following the same approximation for the fermion determinant as (6) was obtained we arrive at the form
$`S_{eff}[Q^{},Q,N,u]`$ $`=`$ $`S_C[u]+{\displaystyle }dtdx\{tr[Z_QQ^{}K_Q(i\mathrm{}D_{Q,t})Q{\displaystyle \frac{\mathrm{}^2}{2M_Q}}Q^{}\mathrm{\Delta }Q`$ (20)
$`+Z_NNK_N(i\mathrm{}_t)N{\displaystyle \frac{\mathrm{}^2}{2M_Q}}N\mathrm{\Delta }N]+U\}.`$
One could have assumed the form (20) as our starting point and have applied the arguments leading to (12)-(15) to obtain directly (20) instead of following the sequence (1)$``$(5)$``$(20). The only additional insight one gains from longer the path is that the auxiliary fields $`Q^{}`$, $`Q`$ and $`N`$ decouple from the electron field $`\psi `$ in the weak disorder limit, $`g0`$, and a highly singular effective action is found,
$$e^{\frac{i}{\mathrm{}}\stackrel{~}{S}_{Q,N}[Q^{},Q,N]}\delta (Q^{})\delta (Q)\delta (N),$$
(21)
to suppress their fluctuations. This problem can be avoided by the introduction of an additional auxiliary field as in ref. . Since we are interested in the dynamics around the phase transition when the disorder is strong we keep our presentation on the simpler level.
As mentioned above, the effective theory (20) differs from the one proposed in refs. - by including local fields but there are higher order derivative terms. The net result of using a quasi-local theory is that the saddle point expansion which generates the necessary non-local effects is under control because the higher loop contributions remain local, as opposed to the models with bilocal fields.
It is worthwhile to note the formal similarities between the localization and the quark confinement. Both are related to the same infrared instability, the mass gap generation mechanism and can easily be obtained in local expansions. The haaron-model for the vacuum of the gluonic sector offers a view of the confinement as an Anderson localization in 4+1 dimensions . Both mechanisms are effective at low energies, at high temperature the quarks deconfine, the electrons delocalize. The deconfinement mechanism is related to states with non-zero coherence length in time which is realized by the condensate of the gluon field. We shall argue below that the transition of a strongly disordered system to the conducting phase might be generated by the coherent states which support the phase coherence in time. The resulting finite conductivity differs substantially from the classical one, arising from the incoherent scatterings.
## III Symmetry breaking
The effective theory (16) with computable but yet unknown coefficient functions is supposed to generate a long range interaction in time. Our goal is to show that a suitable chosen quasi-local effective theory generates, after a dynamical symmetry breaking is taken into account, highly non-local interactions.
The key feature, the non-locality is reflected in the higher order derivatives and has two important effects. One which comes from the perturbation expansion is the appearance of additional poles on the complex frequency plane of the loop integrals . When these poles are at complex energies then they make the lifetime finite. The imaginary part of the energy at the pole casts doubt on the consistency, the unitarity, of the model. Perturbation expansion can be used to argue that the imaginary contributions of the complex poles which always come into complex conjugate pairs cancel in the optical theorem at sufficiently low energy and such theories can be consistent . Problems may arise at the non-perturbative level due to the lack of convergent path integral for the negative norm states corresponding to the complex poles but reflection positivity and the existence of a subspace with positive definite metric and unitary time evolution can be proven for a large class of models .
Another, non-perturbative effect of the higher order derivative terms is that they may generate non-homogeneous vacuum and new critical behavior , . The inhomogeneous vacuum in time would easily be spotted experimentally by the non-conservation of the energy. Thus the experimentally well confirmed energy conservation excludes the time dependence of the vacuum. But the situation changes when the $`tt+i\tau `$ analytic continuation for imaginary time is considered. In fact, the breakdown of the translation symmetry of the vacuum in the imaginary time direction does not imply non-conservation of the energy for real time processes. In particular, it will be checked that the vacuum remains time independent in real time in the coupling constant range considered. The saddle point which depends on Im($`t`$) is not an analytical function of $`t`$ thus the Wick rotation becomes rather non-trivial, a complication whenever the saddle points are available for imaginary time only. We use in the present work the evolution in imaginary time as a projection onto the vacuum leaving the issue of the detailed Wick rotation for subsequent work. Our expressions refer to a well defined finite Euclidean time interval $`\tau `$ but in order to find the ground state properties we shall always be interested in the limit $`\tau \mathrm{}`$.
It will be shown that the saddle point of the Euclidean effective theory (16) can be inhomogeneous,
$$Q(x,\tau )=\chi (x)e^{i\omega \tau },N(x,\tau )=N_0\mathrm{cos}\omega \tau .$$
(22)
According to the by now standard semiclassical expansion the inhomogeneity of the vacuum gives rise to the dynamical breakdown of the symmetry with respect to the translations of the imaginary time, generates Goldstone modes and a pole in the density-density correlation functions in the leading order of the saddle point expansion. The remarkable effect of the inhomogeneous vacuum in imaginary time is that some localized electron state may become delocalized even at the tree level. Recall that the single particle states for a given time are easiest to obtain in the Euclidean theory and the localization is the result of a destructive interference of the potential barriers, the capture of the electron states in the random, static potential valleys. The (imaginary) time dependence of $`Q(x,\tau )`$ not only breaks the time inversion symmetry but allows the electrons to borrow (Euclidean) energy in units of $`\mathrm{}\omega `$ from the vacuum to escape the potential valleys and thereby tends to delocalize the system. Taking into account the inhomogeneous vacuum of the appropriate effective theory in the framework of the saddle point expansion one finds a systematic approach to problems like the formation of the solid state crystal, the appearance of the rotons and the periodic ground state for $`He^4`$, and finally the dynamic origin of the charge density phase.
We do not attempt to derive here the effective action (16) from an underlying microscopic theory. Instead, we shall be satisfied to show that for a certain choice of the effective action the inhomogeneous vacuum (22) is formed and the density-density or the current-current correlation functions contain a pole and become long-ranged. The latter case is interpreted as the sign of the conducting transition in the framework of this effective theory.
## IV Diffusons
The diffuson denotes a collective mode in the perturbation expansion which produces an infrared pole in the propagator of the composite operator $`\psi ^{}\psi N`$. We assume that there are propagating electron-hole states, i.e. $`Z_N0`$ and there is a linear term in $`K_N(z)`$. After the rescaling $`N\sqrt{Z_Nc_1}N`$ the effective action $`S_{Q,N}[Q^{}=0,Q=0,N,u=0]`$ is assumed to contain $`Z_N=1`$, $`M_N=M`$, and
$`K_N(z)`$ $`=`$ $`z+c_2z^2+c_3z^3+c_4z^4,`$ (23)
$`U_N(N)`$ $`=`$ $`{\displaystyle \frac{1}{2}}G_1trN^2+{\displaystyle \frac{1}{2}}G_2(trN)^2+{\displaystyle \frac{1}{2}}G_3(trN^2)^2,`$ (24)
where $`G_3>0`$,
$$L_N=tr\left[N(i\mathrm{}_tc_2\mathrm{}^2_t^2c_3i\mathrm{}^3_t^3+c_4\mathrm{}^4_t^4)N\frac{\mathrm{}^2}{2M}N\mathrm{\Delta }N\right]+U_N(N).$$
(25)
The truncation of the potentially infinite order polynomial in (23) will be justified later.
The Wick rotation to imaginary time yields
$$L_N^E=tr\left[N(\mathrm{}_\tau +c_2\mathrm{}^2_\tau ^2+c_3\mathrm{}^3_\tau ^3+c_4\mathrm{}^4_\tau ^4)N\frac{\mathrm{}^2}{2M}N\mathrm{\Delta }N\right]+U_N(N)$$
(26)
where the stability of the vacuum requires the highest order non-vanishing coefficient, $`c_4`$, be positive. The path integral
$$Z=D[N]e^{\frac{1}{\mathrm{}}S^E[N]}$$
(27)
is saturated in the loop expansion by the configuration which minimizes $`ReS^E`$ and cancels the derivative of $`ImS^E`$. A necessary condition for this is the equation of motion,
$$[\mathrm{}_\tau +c_2\mathrm{}^2_\tau ^2+c_3\mathrm{}^3_\tau ^3+c_4\mathrm{}^4_\tau ^4]N\frac{\mathrm{}^2}{2M}\mathrm{\Delta }N+(G_1+G_3trN^2)N+G_2trN=0.$$
(28)
Let us look for the solution of the form
$$N_{\alpha ,\beta }^{j,k}=\delta ^{j,k}(n_0(\tau )+n(\tau )\sigma )_{\alpha ,\beta },$$
(29)
where $`n_\mu `$ $`\mu =0,\mathrm{},3`$ are real and $`\sigma ^j`$ are the Pauli matrices. The equation of motion is
$$0=[\mathrm{}_\tau +c_2\mathrm{}^2_\tau ^2+c_3\mathrm{}^3_\tau ^3+c_4\mathrm{}^4_\tau ^4+G_1+2G_3n^2+2G_2\delta _{\mu ,0}]n_\mu ,$$
(30)
where $`n^2=n_\nu n_\nu `$. The solution wil further be simplifed by assuming the form
$$n_\mu (\tau )=n_\mu \mathrm{cos}\omega \tau ,$$
(31)
$`n_\mu `$ being a constant four vector. We obtain two separate equations since the odd and the even order time derivatives generate sines and cosines, respectively. The coefficients of $`\mathrm{sin}\omega \tau `$ cancel if
$$\omega ^2=\frac{1}{\mathrm{}^2c_3}.$$
(32)
The equation for the terms with $`\mathrm{cos}\omega t`$ is
$$n_jn_j=\frac{(c_2c_4\mathrm{}^2\omega ^2)\mathrm{}^2\omega ^2G_12G_2}{2G_3},n_0=0,$$
(33)
where $`j=1,2,3`$. In the case $`G_2=0`$ we find
$$n_\mu n_\mu =\frac{(c_2c_4\mathrm{}^2\omega ^2)\mathrm{}^2\omega ^2G_1}{2G_3}.$$
(34)
In real time the frequency spectrum is continuous and (32) is replaced by
$$\omega ^2=\frac{1}{\mathrm{}^2c_3},$$
(35)
indicating the homogeneity of the real time vacuum and the energy conservation whenever the Euclidean vacuum is time dependent, $`c_3>0`$.
Consider first the case of
$$c_3>0,(c_2\mathrm{}^2c_4\omega ^2)\mathrm{}^2\omega ^2>G_1+2G_2,$$
(36)
and $`G_20`$. The spatial rotations are represented as $`\psi _\alpha \mathrm{\Omega }_{\alpha ,\beta }\psi _\beta `$, where $`\mathrm{\Omega }SU(2)`$. The corresponding transformations of the diffuson field, $`N\mathrm{\Omega }^{}N\mathrm{\Omega }`$,
$$n_0+n\sigma \mathrm{\Omega }^{}(n_0+n\sigma )\mathrm{\Omega },$$
(37)
leave the lagrangian (25) invariant. But the rotational symmetry is broken by the $`n0`$ spin term and (37) gives three broken symmetries of the ground vacuum. The fourth broken continuous symmetry is the translation in the time, $`\tau \tau +\tau _0`$. Thus there are four soft modes in this phase which support the long range density fluctuations. Note that the time translation invariance is broken in the imaginary time direction only and is left intact for the real time according to (35). For $`G_2=0`$ the broken symmetry is larger and includes $`O(4)`$ instead of the rotation group $`O(3)`$.
In the regions where (36) is not valid one is left with the usual Goldstone mode only which corresponds to the charge conservation and the electron diffusion reflects the features known from the perturbation expansion around the trivial vacuum.
$`n^2`$ and $`\omega `$ are the two non-trivial parameters of the vacuum and the constants $`c_j`$ and $`G_k`$ of the action appear through these combinations in the tree-level structure. This explains our truncation (23). In fact, the omitted higher order terms can only modify these two parameters without introducing any further tree-level effects. It remains to be seen if the radiative corrections generate further relevant coupling constants in the effective theory.
## V Cooperons
To support the conducting phase one needs long range current-current correlation functions. We shall identify in this section the coupling constant region of the effective theory for the auxiliary field $`Q`$ where the inhomogeneous vacuum produces a desired long range dynamics. We start with the effective model $`S_Q[Q^{},Q,u]=S_{Q,N}[Q^{},Q,N=0,u]`$ with the truncations $`Z_Q=1`$, $`M_Q=M`$, $`U_Q=0`$, and
$$K_Q(z)=r^2(z^2r)^2+r^2z(z^2r)^2.$$
(38)
Since the vacuum will contain a condensate of charges the static, external electrostatic potential $`u_{cr}(x)`$ of the crystalline structure will be retained, as well.
The distinguishing feature of the conductance in this model is that it appears on the tree level without relying on soft fluctuations. This happens because the cooperon field is charged and the corresponding two-electron states propagate on the periodic background field $`u_{cr}(x)`$ of the solid state crystal. The higher order derivatives in the time modify the frequency of the saddle point. When the frequency is in a band with extended states of $`u_{cr}`$ then the saddle point is delocalized. We have an inhomogeneous condensate of charged particles and a new conduction mechanism in this case.
The fluctuating component $`v(x,t)`$ of the temporal photon field,
$$u(x,t)=u_{cr}(x)+v(x,t)$$
(39)
is responsible for the projection into the gauge invariant subspace, identified by Gauss’ law. The invariance under the time dependent gauge transformations
$$Q(x,t)e^{iq\alpha (t)}Q(x,t),u(x,t)u(x,t)_t\alpha ,$$
(40)
where $`q=2e/\mathrm{}c`$, requires that the time derivative always appears in the combination $`D_t=_t+iqu`$. We expect higher order derivative terms in the action which introduce higher order, non-linear terms in the photon field $`u`$. There is no reason to find non-linearity in the external field of the solid state crystal $`u_{cr}`$, thus the second equation in (40) will be applied for the fluctuations of the photon field only and the external field is kept gauge invariant according to the background field method ,
$$u_{cr}(x)u_{cr}(x),v(x,t)v(x,t)_t\alpha .$$
(41)
The effective lagrangian in this background gauge is chosen to be
$`L_Q`$ $`=`$ $`tr[Q^{}(i\mathrm{}D_tc_2\mathrm{}^2D_t^2c_3\mathrm{}^3iD_t^3+c_4\mathrm{}^4D_t^4+ic_5\mathrm{}^5D_t^5)Q`$ (43)
$`{\displaystyle \frac{\mathrm{}^2}{2M}}Q^{}\mathrm{\Delta }Q{\displaystyle \frac{2e}{c}}u_{cr}Q^{}Q]+{\displaystyle \frac{1}{2}}(u)^2.`$
We look now for the possibility of having a non-vanishing conductivity produced by the two-electron bound states due to a saddle point in the Euclidean theory,
$$Q_{cl}(x,\tau )=e^{i\omega \tau }\chi (x),v_{cl}(x,\tau )=v.$$
(44)
It is worthwhile noting that this saddle point breaks the invariance with respect to the gauge transformation with
$$\alpha (\tau )=\frac{\omega \tau }{q}$$
(45)
in (40) which mixes the positive and negative Matsubara modes. The imaginary time equations of motion for $`\chi `$ and $`v`$ are the equations for the saddle point,
$$0=\left[\mathrm{}(_\tau +iqv)+c_2\mathrm{}^2\left(_\tau ^2+iqv_\tau +iq_\tau vq^2v^2\right)+\mathrm{}+\frac{\mathrm{}^2}{2m}\mathrm{\Delta }u_{cr}\right]Q,$$
(46)
and
$$0=_\tau ^2v^2v+\mathrm{}trQ^{}Q+c_2\mathrm{}^2tr\left(Q^{}_\tau Q(_\tau Q^{})Q+2qivQ^{}Q\right)+\mathrm{},$$
(47)
respectively. They are simplified by the ansatz (44) to
$`0`$ $`=`$ $`\left[K_Q(i\xi )+{\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }u_{cr}\right]\chi `$ (48)
$`=`$ $`\left[r^2(\xi ^2+r)^2+ir^2\xi (\xi ^2+r)^2+{\displaystyle \frac{\mathrm{}^2}{2m}}\mathrm{\Delta }u_{cr}\right]\chi ,`$ (49)
and
$`0`$ $`=`$ $`{\displaystyle \frac{d}{d\xi }}K_Q(i\xi )`$ (50)
$`=`$ $`{\displaystyle \frac{d}{d\xi }}\left[r^2(\xi ^2+r)^2+ir^2\xi (\xi ^2+r)^2\right],`$ (51)
where $`\xi =\omega +qv`$. Eq. (50) is solved first for $`v`$ for a given $`\omega `$. The result is substituted into the first equation which yields a Schrödinger-like equation,
$$\left[\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+u_{cr}\right]\chi =K_Q(i\xi )\chi .$$
(52)
This result motivates our particular choice (38). In order for $`\chi (x)`$ to be extended, $`\stackrel{~}{E}=K_Q(i\xi )`$ must be real. This requires in Euclidean space-time that the odd powers of $`z`$ cancel in $`K_Q(z)`$ at the solution of (50). $`K_Q(z)`$ should contain at least a term $`O(z)`$, thus we need a polynomial of order 5. The parametrization of $`K_Q(z)`$ was chosen in such a way that $`\xi =\sqrt{r}`$ and the eigenvalue of the Schrödinger equation is real and positive for $`r<0`$.
The real time equation of motion for the photon field is
$$0=\frac{d}{d\xi }K_Q(\xi ).$$
(53)
It has no solution with real $`\xi `$ for $`(5/4)^{1/3}<r<0`$ indicating the stationarity of the vacuum and the energy conservation in real time in this parameter regime.
We calculate the conductivity by means of the linear response approach. First we introduce a weak external electric field,
$$u_{cr}(x)u_{cr}(x)ϵz$$
(54)
and then compute the expectation value of the current operator,
$$J=\frac{\mathrm{}}{2im}tr\left(Q^{}QQ^{}Q\right)$$
(55)
in the leading order of the saddle point expansion. In this order the expectation value is given by the saddle point,
$$Q^{}Q=Q_{cl}^{}Q_{cl}+𝒪(\mathrm{}).$$
(56)
The electric field dependence of the saddle point can be obtained by the help of the Rayleigh-Schrödinger perturbation expansion for (52),
$$\chi _k=\chi _k^{(0)}+ϵ\underset{nk}{}\frac{\chi _k^{(0)}|z|\chi _n^{(0)}}{E_n^{(0)}E_k^{(0)}}\chi _n^{(0)}+𝒪(ϵ^2),$$
(57)
where $`\chi _n^{(0)}`$ are the solutions of (52), by assuming a discrete spectrum, a large but finite quantization volume. The real part of the D.C. conductivity of the level $`\chi _k`$ is then given by
$$Re\sigma =\frac{\mathrm{}}{m}Im\underset{nk}{}\frac{\chi _k^{(0)}|z|\chi _n^{(0)}}{E_n^{(0)}E_k^{(0)}}𝑑x\chi _k^{(0)}(x)_z\chi _n^{(0)}(x).$$
(58)
We are now able to discuss the phase structure from the point of view of the conductance. Note that we always have a non-trivial saddle point for $`r<0`$, $`\xi =+\sqrt{r}`$, $`\stackrel{~}{E}=r^2`$. On the one hand, since $`u_{cr}`$ is periodic one is always in the continuum of the spectrum of (52) for $`\stackrel{~}{E}>0`$. On the other hand, the saddle point is trivial for $`r>0`$. Thus the long range structure of the background field changes in the vacuum and there is a phase transition at $`r=r_0=0`$.
The eigenvalue in (52) is positive and falls into the continuum for $`r<0`$ and we have $`K_Q(i\xi )=E_n^{(0)}`$ with $`n=k`$. The wave functions $`\chi _n^{(0)}(x)`$ with $`E_n^{(0)}E_k^{(0)}`$ are extended, as well, and (58) is non-vanishing. Since the parameter $`r`$ comes from an effective theory it is $`\mu `$ dependent. The electron density corresponding to $`\mu _{cr}`$ where $`r(\mu _{cr})=0`$ is the conductor-insulator transition point in this model. Even if the classical conductivity is canceled by the cooperon pole contribution in the usual trivial vacuum for $`\mu <\mu _{cr}`$ and the electrons are localized, (58) represents a contribution which makes the system conducting when $`\mu >\mu _{cr}`$.
Note that the conductivity (58) comes from a tree level effect and requires no soft modes though they are present because the vacuum breaks the invariance under spatial rotations and translation of the imaginary time. One may call $`J`$ a supercurrent in (55) because it corresponds to the particles which make up the condensate. For the usual superfluids the condensate is homogeneous and does not support classical current. In our case the positive energy eigenstate of (52) are scattering states and yield a new contribution to the conductivity when the propagators (56) are used in the Kubo formula. The origin of such a conductivity is the highly populated extended state in Euclidean space-time which is generated by the higher order derivative terms in the effective action and make the hopping between the adjacent ions possible.
## VI Summary
An effective theory was suggested for the description of the conductor-insulator transition in strongly disordered systems along the lines of ref. -. Our starting point is the fact that the main effect of quenched disorder is an effective interaction for the electrons which is highly non-local in time. We assumed that this non-locality can be generated by a quasi-local effective theory for local fields but having few higher order derivatives in time. The highly non-local interactions in time are generated in this model by a “condensation” mechanism, in a vacuum which has extended saddle point structure in imaginary time.
A spatially homogeneous but imaginary time-dependent neutral condensate gives rise to Goldstone modes and a pole in the density-density correlation function in the leading order of the loop expansion. It remains to be seen if this pole contribution is canceled by the higher order radiative corrections as in a homogeneous vacuum .
The effective theory supports a space and (imaginary)time dependent vacuum for certain values of the coupling constants. This vacuum is a condensate of charged particle-particle modes in an extended state and the classical current induced by an external electric field is non-vanishing. This provides a new conduction mechanism.
The inhomogeneous saddle points are excluded in 1+1 space-time dimensions and systems in 1 spatial dimensional cannot acquire a conductive phase by this mechanism . But 2 spatial dimensions allow the dynamical breakdown of continuous symmetries and a delocalized phase appears.
The effective theory studied here was chosen in such a manner that its vacuum became inhomogeneous. Further work is clearly needed to decide whether such a rather unusual rearrangement can be justified in certain materials by a detailed derivation of the effective theory from a more fundamental level.
## VII Acknowledgment
We thank Janos Hajdu for encouragement and useful discussions. The work was supported in part by the grant OTKA T29927/98 of the Hungarian Academy of Sciences. |
warning/0001/cs0001023.html | ar5iv | text | # STRUCTURED LANGUAGE MODELING FOR SPEECH RECOGNITION11footnote 1This work was funded by the NSF IRI-19618874 grant STIMULATE
## 1 Structured Language Model
An extensive presentation of the SLM can be found in . The model assigns a probability $`P(W,T)`$ to every sentence $`W`$ and its every possible binary parse $`T`$. The terminals of $`T`$ are the words of $`W`$ with POStags, and the nodes of $`T`$ are annotated with phrase headwords and non-terminal labels.
Let $`W`$ be a sentence of length $`n`$ words to which we have prepended `<s>` and appended `</s>` so that $`w_0=`$`<s>` and $`w_{n+1}=`$`</s>`. Let $`W_k`$ be the word k-prefix $`w_0\mathrm{}w_k`$ of the sentence and $`W_kT_k`$ the *word-parse k-prefix*. Figure 1 shows a word-parse k-prefix; `h_0 .. h_{-m}` are the *exposed heads*, each head being a pair(headword, non-terminal label), or (word, POStag) in the case of a root-only tree.
### 1.1 Probabilistic Model
The probability $`P(W,T)`$ of a word sequence $`W`$ and a complete parse $`T`$ can be broken into:
$`P(W,T)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{n+1}{}}}[P(w_k/W_{k1}T_{k1})P(t_k/W_{k1}T_{k1},w_k){\displaystyle \underset{i=1}{\overset{N_k}{}}}P(p_i^k/W_{k1}T_{k1},w_k,t_k,p_1^k\mathrm{}p_{i1}^k)]`$
where:
$``$ $`W_{k1}T_{k1}`$ is the word-parse $`(k1)`$-prefix
$``$ $`w_k`$ is the word predicted by WORD-PREDICTOR
$``$ $`t_k`$ is the tag assigned to $`w_k`$ by the TAGGER
$``$ $`N_k1`$ is the number of operations the PARSER executes at sentence position $`k`$ before passing control to the WORD-PREDICTOR (the $`N_k`$-th operation at position k is the `null` transition); $`N_k`$ is a function of $`T`$
$``$ $`p_i^k`$ denotes the i-th PARSER operation carried out at position k in the word string; the operations performed by the PARSER are illustrated in Figures 2-3 and they ensure that all possible binary branching parses with all possible headword and non-terminal label assignments for the $`w_1\mathrm{}w_k`$ word sequence can be generated.
Our model is based on three probabilities, estimated using deleted interpolation (see ), parameterized as follows:
$`P(w_k/W_{k1}T_{k1})`$ $`=`$ $`P(w_k/h_0,h_1)`$ (1)
$`P(t_k/w_k,W_{k1}T_{k1})`$ $`=`$ $`P(t_k/w_k,h_0.tag,h_1.tag)`$ (2)
$`P(p_i^k/W_kT_k)`$ $`=`$ $`P(p_i^k/h_0,h_1)`$ (3)
It is worth noting that if the binary branching structure developed by the parser were always right-branching and we mapped the POStag and non-terminal label vocabularies to a single type then our model would be equivalent to a trigram language model.
Since the number of parses for a given word prefix $`W_k`$ grows exponentially with $`k`$, $`|\{T_k\}|O(2^k)`$, the state space of our model is huge even for relatively short sentences so we had to use a search strategy that prunes it. Our choice was a synchronous multi-stack search algorithm which is very similar to a beam search.
The probability assignment for the word at position $`k+1`$ in the input sentence is made using:
$`P(w_{k+1}/W_k)`$ $`=`$ $`{\displaystyle \underset{T_kS_k}{}}P(w_{k+1}/W_kT_k)[P(W_kT_k)/{\displaystyle \underset{T_kS_k}{}}P(W_kT_k)]`$ (4)
which ensures a proper probability over strings $`W^{}`$, where $`S_k`$ is the set of all parses present in our stacks at the current stage $`k`$. An N-best EM variant is employed to reestimate the model parameters such that the PPL on training data is decreased — the likelihood of the training data under our model is increased. The reduction in PPL is shown experimentally to carry over to the test data.
## 2 $`A^{}`$ Decoder for Lattices
The *speech recognition lattice* is an intermediate format in which the hypotheses produced by the first pass recognizer are stored. For each utterance we save a *directed acyclic graph* in which the *nodes* are a subset of the language model states in the composite hidden Markov model and the arcs — *links* — are labeled with words. Typically, the first pass acoustic/language model scores associated with each link in the lattice are saved and the nodes contain time alignment information.
There are a couple of reasons that make $`A^{}`$ appealing for lattice decoding using the SLM:
$``$ the algorithm operates with whole prefixes, making it ideal for incorporating language models whose memory is the entire sentence prefix;
$``$ a reasonably good lookahead function and an efficient way to calculate it using dynamic programming techniques are both readily available using the n-gram language model.
### 2.1 $`A^{}`$ Algorithm
Let a set of hypotheses $`L=\{h:x_1,\mathrm{},x_n\},x_i𝒲^{}i`$ be organized as a prefix tree. We wish to obtain the maximum scoring hypothesis under the scoring function $`f:𝒲^{}\mathrm{}`$: $`h^{}=\mathrm{arg}\mathrm{max}_{hL}f(h)`$ without scoring all the hypotheses in $`L`$, if possible with a minimal computational effort. The $`A^{}`$ algorithm operates with prefixes and suffixes of hypotheses — paths — in the set $`L`$; we will denote prefixes — anchored at the root of the tree — with $`x`$ and suffixes — anchored at a leaf — with $`y`$. A complete hypothesis $`h`$ can be regarded as the concatenation of a $`x`$ prefix and a $`y`$ suffix: $`h=x.y`$.
To be able to pursue the most promising path, the algorithm needs to evaluate all the possible suffixes that are allowed in $`L`$ for a given prefix $`x=w_1,\mathrm{},w_p`$ — see Figure 4. Let $`C_L(x)`$ be the set of suffixes allowed by the tree for a prefix $`x`$ and assume we have an overestimate for the $`f(x.y)`$ score of any *complete* hypothesis $`x.y`$: $`g(x.y)f(x)+h(y|x)f(x.y)`$. Imposing that $`h(y|x)=0`$ for empty $`y`$, we have $`g(x)=f(x),completexL`$ that is, the overestimate becomes exact for complete hypotheses $`hL`$.
Let the *$`A^{}`$ ranking function* $`g_L(x)`$ be:
$`g_L(x)`$ $``$ $`\underset{yC_L(x)}{\mathrm{max}}g(x.y)=f(x)+h_L(x),where`$ (5)
$`h_L(x)`$ $``$ $`\underset{yC_L(x)}{\mathrm{max}}h(y|x)`$ (6)
$`g_L(x)`$ is an overestimate for the $`f()`$ score of any complete hypothesis that has the prefix $`x`$; the overestimate becomes exact for complete hypotheses. The $`A^{}`$ algorithm uses a potentially infinite stack in which prefixes $`x`$ are ordered in decreasing order of the $`A^{}`$ ranking function $`g_L(x)`$;at each extension step the top-most prefix $`x=w_1,\mathrm{},w_p`$ is popped from the stack, expanded with all possible one-symbol continuations of $`x`$ in $`L`$ and then all the resulting expanded prefixes — among which there may be complete hypotheses as well — are inserted back into the stack. The stopping condition is: whenever the popped hypothesis is a complete one, retain it as the overall best hypothesis $`h^{}`$.
### 2.2 $`A^{}`$ Lattice Rescoring
A speech recognition lattice can be conceptually organized as a prefix tree of paths. When rescoring the lattice using a different language model than the one that was used in the first pass, we seek to find the complete path $`p=l_0\mathrm{}l_n`$ maximizing:
$$f(p)=\underset{i=0}{\overset{n}{}}[logP_{AM}(l_i)+LMweightlogP_{LM}(w(l_i)|w(l_0)\mathrm{}w(l_{i1}))logP_{IP}]$$
(7)
where:
$``$ $`logP_{AM}(l_i)`$ is the acoustic model log-likelihood assigned to link $`l_i`$;
$``$ $`logP_{LM}(w(l_i)|w(l_0)\mathrm{}w(l_{i1}))`$ is the language model log-probability assigned to link $`l_i`$ given the previous links on the partial path $`l_0\mathrm{}l_i`$;
$``$ $`LMweight>0`$ is a constant weight which multiplies the language model score of a link; its theoretical justification is unclear but experiments show its usefulness;
$``$ $`logP_{IP}>0`$ is the “insertion penalty”; again, its theoretical justification is unclear but experiments show its usefulness.
To be able to apply the $`A^{}`$ algorithm we need to find an appropriate stack entry scoring function $`g_L(x)`$ where $`x`$ is a partial path and $`L`$ is the set of complete paths in the lattice. Going back to the definition (5) of $`g_L()`$ we need an overestimate $`g(x.y)=f(x)+h(y|x)f(x.y)`$ for all possible $`y=l_k\mathrm{}l_n`$ complete continuations of $`x`$ allowed by the lattice. We propose to use the heuristic:
$`h(y|x)={\displaystyle \underset{i=k}{\overset{n}{}}}[logP_{AM}(l_i)+LMweight(logP_{NG}(l_i)+logP_{COMP})logP_{IP}]`$
$`+LMweightlogP_{FINAL}\delta (k<n)`$ (8)
A simple calculation shows that if $`logP_{LM}(l_i)`$ satisfies: $`logP_{NG}(l_i)+logP_{COMP}logP_{LM}(l_i),l_i`$ then $`g_L(x)=f(x)+max_{yC_L(x)}h(y|x)`$ is a an appropriate choice for the $`A^{}`$ stack entry scoring function. In practice one cannot maintain a potentially infinite stack. The $`logP_{COMP}`$ and $`logP_{FINAL}`$ parameters controlling the quality of the overstimate in (8) are adjusted empirically. A more detailed description of this procedure is precluded by the length limit on the article.
## 3 Experiments
As a first step we evaluated the perplexity performance of the SLM relative to that of a baseline deleted interpolation 3-gram model trained under the same conditions: training data size 5Mwds (section 89 of WSJ0), vocabulary size 65kwds, closed over test set. We have linearly interpolated the SLM with the 3-gram model: $`P()=\lambda P_{3gram}()+(1\lambda )P_{SLM}()`$ showing a 16% relative reduction in perplexity; the interpolation weight was determined on a held-out set to be $`\lambda =0.4`$.
A second batch of experiments evaluated the performance of the SLM for trigram lattice decoding<sup>2</sup><sup>2</sup>2The lattices were generated using a language model trained on 45Mwds and using a 5kwds vocabulary closed over the test data.. The results are presented in Table 1. The SLM achieved an absolute improvement in WER of 1% (10% relative) over the lattice 3-gram baseline; the improvement is statistically significant at the 0.0008 level according to a sign test. As a by-product, the WER performance of the structured language model on 10-best list rescoring was 9.9%.
## 4 Experiments: ERRATA
We repeated the WSJ lattice rescoring experiments reported in in a standard setup. We chose to work on the DARPA’93 evaluation HUB1 test set — 213 utterances, 3446 words. The 20kwds open vocabulary and baseline 3-gram model are the standard ones provided by NIST.
As a first step we evaluated the perplexity performance of the SLM relative to that of a deleted interpolation 3-gram model trained under the same conditions: training data size 20Mwds (a subset of the training data used for the baseline 3-gram model), standard HUB1 open vocabulary of size 20kwds; both the training data and the vocabulary were re-tokenized such that they conform to the Upenn Treebank tokenization. We have linearly interpolated the SLM with the above 3-gram model:
$$P()=\lambda P_{3gram}()+(1\lambda )P_{SLM}()$$
showing a 10% relative reduction over the perplexity of the 3-gram model. The results are presented in Table 2. The SLM parameter reestimation procedure<sup>3</sup><sup>3</sup>3Due to the fact that the parameter reestimation procedure for the SLM is computationally expensive we ran only a single iteration reduces the PPL by 5% ( 2% after interpolation with the 3-gram model). The main reduction in PPL comes however from the interpolation with the 3-gram model showing that although overlapping, the two models successfully complement each other. The interpolation weight was determined on a held-out set to be $`\lambda =0.4`$. Both language models operate in the UPenn Treebank text tokenization.
A second batch of experiments evaluated the performance of the SLM for 3-gram<sup>4</sup><sup>4</sup>4In the previous experiments reported on WSJ we have accidentally used bigram lattices lattice decoding. The lattices were generated using the standard baseline 3-gram language model trained on 40Mwds and using the standard 20kwds open vocabulary. The best achievable WER on these lattices was measured to be 3.3%, leaving a large margin for improvement over the 13.7% baseline WER.
For the lattice rescoring experiments we have adjusted the operation of the SLM such that it assigns probability to word sequences in the CSR tokenization and thus the interpolation between the SLM and the baseline 3-gram model becomes valid. The results are presented in Table 3. The SLM achieved an absolute improvement in WER of 0.7% (5% relative) over the baseline despite the fact that it used half the amount of training data used by the baseline 3-gram model. Training the SLM does not yield an improvement in WER when interpolating with the 3-gram model, although it improves the performance of the SLM by itself.
## 5 Acknowledgements
The authors would like to thank to Sanjeev Khudanpur for his insightful suggestions. Also thanks to Bill Byrne for making available the WSJ lattices, Vaibhava Goel for making available the N-best decoder, Adwait Ratnaparkhi for making available his maximum entropy parser, and Vaibhava Goel, Harriet Nock and Murat Saraclar for useful discussions about lattice rescoring. Special thanks to Michael Riley and Murat Saraclar for help in generating the WSJ lattices used in the revised experiments. |
warning/0001/gr-qc0001090.html | ar5iv | text | # OU-TAP 114 UAB-FT 484 The use of new coordinates for the template space in hierarchical search for gravitational waves from inspiraling binaries
## I Introduction
The interferometric gravitational wave detectors, such as, LIGO, VERGO, GEO600 and TAMA300, are now under construction. Especially, TAMA300 has already done the first large scale data acquisition for three days in September 1999 . Primary targets of these detectors are inspiraling binary neutron stars or black holes. These compact binaries can be produced as a consequence of normal stellar evolution in binaries. It is also suggested that they might also have been produced in the early universe. The analysis of the first 2.1yr of photometry of 8.5 million stars in the Large Magellanic Cloud by the MACHO collaboration suggests that $`0.62_{0.2}^{+0.3}`$ of halo consists of MACHOs of mass $`0.5_{0.2}^{+0.3}M_{}`$ in the standard spherical flat rotation halo model. If these MACHOs are black holes, it is reasonable to consider that they were produced in the early universe, and some of them are in binaries which coalesce due to the gravitational radiation reaction. Thus, it is expected that the observation of gravitational waves gives a definite answer to the question whether these MACHOs consist of primordial black holes or not.
To search for gravitational waves emitted by these binaries, the technique of matched filtering is considered to be the best method. In this method, detection of signals and estimation of binary’s parameters are done by taking the cross-correlation between observed data and predicted wave forms. For this purpose, we need to prepare theoretically predicted wave forms, often called templates. Generally, such templates depend on binary’s parameters such as mass, spin, coalescing time, phase, and so on. Since these parameters are continuous, what we really have to do is to prepare a template bank which consists of a finite number of representative templates.
In this paper, we propose a new parameterization of two mass parameters of binaries. We show that the use of them has various advantages in performing the matched filtering. These parameters define two dimensional coordinates on the parameter space of templates. We can introduce a distance between two templates by using the cross-correlation between them. This distance defines a metric on the template space . We shall show that the metric in terms of our new parameters approximately becomes a flat Euclidean metric. Thus, it becomes very simple in these coordinates to determine the grid points corresponding to the bank of templates. The method how to construct the new coordinates is explained in the succeeding section.
Requiring that the grid in the template space is sufficiently fine so as not to lose real events, the number of templates to be searched tends to be very large. Especially, if we lower the minimum mass of binaries to be searched $`m_{min}`$, the number of templates increases as $`m_{min}^{8/3}`$. When we search for gravitational waves from binary black hole MACHOs, we need to choose $`m_{min}`$ sufficiently lower than the predicted mass of MACHOs $`0.5M_{}`$. For example, let us consider that the grid is chosen so that the correlation between nearest neighboring templates becomes $`0.97`$. Then, in order to search for binaries composed of compact stars in the mass range between $`0.2M_{}`$ and $`10M_{}`$, the necessary number of templates becomes $`2\times 10^5`$ for the “TAMA noise curve”. The matched filtering with the sampling rate of 3000Hz requires the data processing speed faster than 80G FLOPS (FLoating Operations Per Second) for the on-line analysis. Now, such a powerful computation environment may be available. However it is still very expensive. Furthermore, there are various factors in real data analysis which increase the computation cost. One of them is the non-Gaussian nature of the detector noise, which we shall discuss in this paper. Hence, the computation cost can be much larger than that estimated in an ideal situation. Thus, it is required to develop some methods to reduce the computation cost.
The technique of hierarchical search is thought to be a promising way to realize such reduction in the computation cost. However, when we apply this technique to real data, the non-Gaussian nature of the detector noise mentioned above causes a trouble. As we shall explain later, a simple hierarchical search scheme does not work in the presence of non-Gaussian noise. To solve this difficulty, we propose some new computation techniques supplementary to the technique of hierarchical search. These new techniques depend very much on our choice of new mass parameters.
This paper is organized as follows. In Section 2 we explain the definition of our new coordinates which parameterize the post-Newtonian templates. We also explain that the computation cost in the template generation process can be reduced by using our new coordinates. In Section 3 we discuss a difficulty in the hierarchical search, which has not been pointed out in literature, and explain a method to overcome this difficulty. Section 4 is devoted to summary and discussion.
Throughout this paper, we use units such that Newton’s gravitational constant and the speed of light are equal to unity. The Fourier transform of a function $`h(t)`$ is denoted by $`\stackrel{~}{h}(f)`$, i.e.,
$$\stackrel{~}{h}(f):=_{\mathrm{}}^{\mathrm{}}𝑑te^{2\pi ift}h(t).$$
(1)
## II new coordinates for template space
### A The noise spectrum and templates
We assume that the time-sequential data of the detector output $`s(t)`$ consists of a signal plus noise $`n(t)`$. We also assume that the wave form of the signal is predicted theoretically with sufficiently good accuracy. Hence the signal is supposed to be identical to one of templates except for the normalization of its amplitude.
To characterize the detector noise, we define one-sided power spectrum density $`S_n(f)`$ by
$$S_n(f)=2_{\mathrm{}}^{\mathrm{}}n(t)n(t+\tau )e^{2\pi if\tau }𝑑\tau ,$$
(2)
where $``$ represents the operation of taking the statistical average. For the purpose of the present paper, the overall amplitude of $`S_n`$ is irrelevant. We adopt the “TAMA phase II” noise spectrum as a model, which is given by
$$S_n(|f|)=\left[\frac{f}{104\text{Hz}}\right]^{25}+\left[\frac{f}{201\text{Hz}}\right]^4+1+\left[\frac{f}{250\text{Hz}}\right]^2.$$
(3)
We adopt the templates calculated by using the post-Newtonian approximation of general relativity. We use a simplified version of the post-Newtonian templates in which the phase evolution is calculated to 2.5 post-Newtonian order, but the amplitude evolution contains only the lowest Newtonian quadrupole contribution. We also use the stationary phase approximation, @ whose validity has already been confirmed in Ref..
We denote the parameters distinguishing different templates by $`M^\mu `$. They consist of the coalescence time $`t_c`$, the total mass $`m_{tot}(:=m_1+m_2)`$, the mass ratio $`\eta (:=m_1m_2/m_{tot}^2)`$, and spin parameters. The templates corresponding to a given set of $`M^\mu `$ are represented in Fourier space by two independent templates $`\stackrel{~}{h}_c`$ and $`\stackrel{~}{h}_s`$ as
$$\stackrel{~}{h}=\stackrel{~}{h}_c\mathrm{cos}\varphi _0+\stackrel{~}{h}_s\mathrm{sin}\varphi _0,$$
(4)
where $`\varphi _0`$ is the phase of wave, and
$`\stackrel{~}{h}_c(M^\mu ,f)`$ $`=`$ $`i\stackrel{~}{h}_s(M^\mu ,f)=𝒩f^{7/6}e^{i(\psi _\theta (f)+t_cf)},`$ (6)
$`\text{for}0<ff_{max}(M^\mu ),`$
$`\stackrel{~}{h}_c(M^\mu ,f)`$ $`=`$ $`\stackrel{~}{h}_s(M^\mu ,f)=0,`$ (8)
$`\text{for}f>f_{max}(M^\mu ).`$
Here $`𝒩`$ is a normalization constant, and
$$\psi _\theta (f)=\underset{i}{}\theta ^i(M^\mu )\zeta _i(f),$$
(9)
with
$`\theta ^1={\displaystyle \frac{3}{128\eta }}(\pi m_{tot})^{5/3},`$ (10)
$`\theta ^2={\displaystyle \frac{1}{384\eta }}\left({\displaystyle \frac{3715}{84}}+55\eta \right)(\pi m_{tot})^1,`$ (11)
$`\theta ^3={\displaystyle \frac{1}{128\eta }}((11386\eta )\chi _s+113\chi _a{\displaystyle \frac{m_2m_1}{m_{tot}}}`$ (12)
$`48\pi )(\pi m_{tot})^{2/3},`$ (13)
$`\theta ^4={\displaystyle \frac{3}{128\eta }}({\displaystyle \frac{15293365}{508032}}+{\displaystyle \frac{27145}{504}}\eta +{\displaystyle \frac{3085}{72}}\eta ^2`$ (14)
$`+(30+{\displaystyle \frac{275}{4}}\eta )(\chi _s^2\chi _a^2))(\pi m_{tot})^{1/3},`$ (15)
$`\theta ^5={\displaystyle \frac{\pi }{128\eta }}\left({\displaystyle \frac{38645}{252}}+5\eta \right),`$ (16)
$`\zeta _1(f)=f^{5/3},\zeta _2(f)=f^1,\zeta _3(f)=f^{2/3},`$ (17)
$`\zeta _4(f)=f^{1/3},\zeta _5(f)=\mathrm{ln}f.`$ (18)
We have quoted the expression for the case in which the spin vector of each star is aligned or anti-aligned with the axis of the orbital angular momentum. The spin parameters $`\chi _s`$ and $`\chi _a`$ are related to the angular momenta of constituent stars $`S_1`$ and $`S_2`$ by
$`\chi _s`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{S_1}{m_1^2}}+{\displaystyle \frac{S_2}{m_2^2}}\right),`$ (19)
$`\chi _a`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{S_1}{m_1^2}}{\displaystyle \frac{S_2}{m_2^2}}\right),`$ (20)
where a plus (minus) sign is assigned to the angular momentum when the spin is aligned (anti-aligned) with the orbital angular momentum. In (18), we have neglected the spin effects at 2.5PN order. Negative frequency components are given by the reality condition of $`h(t)`$ as
$$\stackrel{~}{h}(f)=\stackrel{~}{h}(f)^{},$$
(21)
where $``$ means the operation of taking the complex conjugate.
When we consider rather massive binaries, $`f_{max}`$ must be chosen at the frequency below which the post-Newtonian templates are valid. On the other hand, when we consider less massive binaries, the maximum frequency $`f_{max}`$ is determined by the noise curve alone. In this case, we need to choose $`f_{max}`$ such that the loss of the signal-to-noise due to the discreteness of the time step, $`\mathrm{\Delta }t_c=1/(2f_{max})`$, is negligibly small.
### B Template space in matched filtering and new parameters
Here, we define the inner product between two real functions $`a(t)`$ and $`b(t)`$ as
$`(a,b)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑f{\displaystyle \frac{\stackrel{~}{a}(f)\stackrel{~}{b}^{}(f)}{S_n(|f|)}}.`$ (22)
In the matched filtering, we define the filtered signal-to-noise ratio after maximization over $`\varphi _0`$ as
$$\rho =\sqrt{(s,h_c)^2+(s,h_s)^2}.$$
(23)
We choose the normalization constant $`𝒩`$ to satisfy $`(h_c,h_c)=`$ $`(h_s,h_s)=1`$.
Since the best fit value for parameters are not known in advance, we must filter the data through many templates at different points in the parameter space. In order to determine representative points in the parameter space, we have to know how much the value of $`\rho `$ is reduced by using a template with different mass parameters from the best ones. Here, we adopt geometrical description of the template space, and investigate which coordinates we should choose to simplify the strategy for determining representative points in the parameter space.
In the following, we assume that the maximum frequency $`f_{max}`$ is determined by the noise curve alone independently of the template parameters. The effect of parameter dependence of $`f_{max}`$ is discussed at the end of this section. Although $`\theta ^i`$ introduced above are functions of $`M^\mu `$, we regard them as independent variables for a while. Hence, we parameterize templates like $`\stackrel{~}{h}_c(\theta ^{})`$, where we defined $`\theta ^{}`$ as the set of parameters $`(t_c,\theta )`$ setting $`\theta _0^{}=t_c`$ and $`\theta _i^{}=\theta _i`$ for $`i=1,\mathrm{},5`$.
The correlation between two nearby templates with different $`\theta ^{}`$ is evaluated as
$`(\stackrel{~}{h}_c(\theta ^{}+\mathrm{\Delta }\theta ^{}),\stackrel{~}{h}_c(\theta ^{}))`$ (24)
$`=2𝒩^2{\displaystyle _0^{f_{max}}}{\displaystyle \frac{df}{S_n(f)}}f^{7/3}\mathrm{cos}(\mathrm{\Delta }\psi _\theta (f)+\mathrm{\Delta }t_cf),`$ (25)
where $`\mathrm{\Delta }\psi _\theta (f)=\psi _{\theta +\mathrm{\Delta }\theta }(f)\psi _\theta (f)`$. In the same manner, we have
$`(\stackrel{~}{h}_c(\theta ^{}+\mathrm{\Delta }\theta ^{}),\stackrel{~}{h}_s(\theta ^{}))`$ (26)
$`=2𝒩^2{\displaystyle _0^{f_{max}}}{\displaystyle \frac{df}{S_n(f)}}f^{7/3}\mathrm{sin}(\mathrm{\Delta }\psi _\theta (f)+\mathrm{\Delta }t_cf).`$ (27)
Here it should be emphasized that these correlations depend on $`\theta ^{}`$ only through $`\mathrm{\Delta }\theta ^{}`$.
Let us define new functions $`𝒢^{}(\mathrm{\Delta }\theta ^{})`$ and $`𝒢(\mathrm{\Delta }\theta )`$ by
$`𝒢^{}(\mathrm{\Delta }\theta ^{})`$ $`:=`$ $`[(\stackrel{~}{h}_c(\theta ^{}+\mathrm{\Delta }\theta ^{}),\stackrel{~}{h}_c(\theta ^{}))^2`$ (29)
$`+(\stackrel{~}{h}_c(\theta ^{}+\mathrm{\Delta }\theta ^{}),\stackrel{~}{h}_s(\theta ^{}))^2]^{1/2},`$
and $`𝒢(\mathrm{\Delta }\theta ):=\mathrm{max}_{\mathrm{\Delta }t_c}𝒢^{}(\mathrm{\Delta }\theta ^{})`$, respectively. This function $`𝒢`$ is known as the match. We expand $`𝒢^{}(\mathrm{\Delta }\theta ^{})`$ with respect to $`\mathrm{\Delta }\theta ^{}`$ as
$`𝒢^{}(\mathrm{\Delta }\theta ^{})`$ $`=`$ $`[1{\displaystyle \frac{1}{2}}𝒩^2[[f^{7/3}(\mathrm{\Delta }\psi _\theta (f)+\mathrm{\Delta }t_cf)^2]]`$ (31)
$`+{\displaystyle \frac{1}{2}}𝒩^4[[f^{7/3}(\mathrm{\Delta }\psi _\theta (f)+\mathrm{\Delta }t_cf)]]^2+\mathrm{}],`$
where we introduced a notation
$$[[g(f)]]:=_0^{f_{max}}\frac{df}{S_n(f)}(g(f)+g^{}(f)).$$
(33)
We define a matrix $`G_{\mu \nu }^{}`$ by
$$𝒢^{}(\mathrm{\Delta }\theta ^{})=1G_{\mu \nu }^{}\mathrm{\Delta }\theta ^{}{}_{}{}^{\mu }\mathrm{\Delta }\theta ^{}{}_{}{}^{\nu }+\mathrm{}.$$
(34)
By definition, this matrix $`G_{\mu \nu }^{}`$ is a constant matrix independent of $`\theta ^{}`$, and it is determined once the noise spectrum is specified. In order to take maximum of $`𝒢^{}`$ with respect $`\mathrm{\Delta }t_c`$, we project $`G_{\mu \nu }^{}`$ on to the space orthogonal to $`t_c`$ as
$$G_{ij}=G_{ij}^{}\frac{G_{i0}^{}G_{j0}^{}}{G_{00}^{}}.$$
(35)
The matrix $`G_{ij}`$ can be considered as a five dimensional metric analogous to the two dimensional one introduced in Ref. .
Next, we orthonormalize $`G_{ij}`$ as
$$G_{ij}=\underset{\alpha =1}{\overset{5}{}}\lambda _\alpha P^\alpha {}_{i}{}^{}P_{}^{\alpha }{}_{j}{}^{},$$
(36)
where $`\lambda _\alpha `$ are the eigenvalues and $`P^\alpha _i`$ is an orthogonal matrix composed of the eigen vectors of $`G_{ij}`$. Rotating the axis further by using another orthogonal matrix $`Q^A_\alpha `$, we define new coordinates of the five dimensional template space by
$$x^A:=\underset{\alpha =1}{\overset{5}{}}\underset{i=1}{\overset{5}{}}Q^A{}_{\alpha }{}^{}\lambda _{\alpha }^{1/2}P^\alpha {}_{i}{}^{}\theta _{}^{i},(A=1,\mathrm{},5).$$
(37)
Let us denote our five dimensional template space as $`\mathrm{\Gamma }`$. In this paper, we assume that we can neglect the effect of spins of binary stars. Therefore, the actual template space to be searched becomes a two dimensional hypersurface $`S`$ in $`\mathrm{\Gamma }`$. Since $`\theta ^i`$ are functions of $`m_{tot}`$ and $`\eta `$, we find that Eq.(37) defines a map from the actual template space parameterized by $`(m_{tot},\eta )`$ to $`\mathrm{\Gamma }`$. Then, this map naturally specifies $`S`$.
One of the most important points that we wish to emphasize in this paper is that the geometry of this two dimensional surface $`S`$ becomes almost flat. Because of this fact, we can choose $`Q^A_\alpha `$ so that the $`x^1`$ and $`x^2`$ axes lie approximately on $`S`$. Taking into account the extension of the area to be searched on $`S`$, we choose $`Q^A_\alpha `$ by solving the following set of equations,
$`𝐱(m_{min},m_{min})𝐱(m_{max},m_{max})`$ (38)
$`=(\alpha _{11},0,0,0,0),`$ (39)
$`𝐱(m_{min},m_{min})𝐱(m_{min},m_{max})`$ (40)
$`=(\alpha _{21},\alpha _{22},0,0,0),`$ (41)
where $`m_{min}`$ and $`m_{max}`$ are the minimum and the maximum mass of templates, respectively. The directions of the other axes are not important here. (Hence, we do not specify how to choose them explicitly. )
By solving $`X^1=x^1(m_{tot},\eta )`$ and $`X^2=x^2(m_{tot},\eta )`$ for $`m_{tot}`$ and $`\eta `$, we obtain inverse functions $`m_{tot}(X^1,X^2)`$ and $`\eta (X^1,X^2)`$, and we can use $`X^1`$ and $`X^2`$ as parameters for the template space instead of $`m_{tot}`$ and $`\eta `$. Furthermore, we can define a map from $`(X^1,X^2)`$ to $`\mathrm{\Gamma }`$ by $`x^A=x^A(m_{tot}(X^1,X^2),\eta (X^1,X^2))`$ for A=3,4,5.
In the following, we verify that the two dimensional hypersurface $`S`$ is almost flat. First we check that the parameters $`x^3`$, $`x^4`$, and $`x^5`$ are approximately zero on any points on $`S`$. To show this, we plot the value of $`\delta x:=\sqrt{(x^3)^2+(x^4)^2+(x^5)^2}`$ as a function of $`m_1`$ and $`m_2`$ in Fig.1. Here we set $`m_{min}=0.2M_{}`$ and $`m_{max}=3M_{}`$. We find that $`\delta x`$ are very small. This indicates that the surface $`S`$ is almost flat and $`(X^1,X^2)`$ can be regarded as Cartesian coordinates on $`S`$ in a good approximation.
The metric associated with the new coordinates is defined by
$`g_{IJ}`$ $`:=`$ $`{\displaystyle \underset{i,j=1}{\overset{5}{}}}G_{ij}{\displaystyle \frac{\theta ^i}{X^I}}{\displaystyle \frac{\theta ^j}{X^J}}`$ (42)
$`=`$ $`{\displaystyle \underset{A,B=1}{\overset{5}{}}}\delta _{AB}{\displaystyle \underset{\mu =1}{\overset{5}{}}}\left({\displaystyle \frac{x^A}{M^\mu }}{\displaystyle \frac{M^\mu }{X^I}}\right){\displaystyle \underset{\nu =1}{\overset{5}{}}}\left({\displaystyle \frac{x^B}{M^\nu }}{\displaystyle \frac{M^\nu }{X^J}}\right),`$ (44)
$`(I,J=1,2).`$
To show the constancy of this metric, we plot the residuals $`g_{IJ}\delta _{IJ}`$ in Fig.2(a)-(c).
These facts suggest the usefulness of the new coordinates. First of all, the flatness of the metric allows us to use a uniform square grid to generate the template bank. Besides, there are several advantages. As long as we consider a small area in $`\mathrm{\Gamma }`$, $`x^3,x^4`$ and $`x^5`$ can be treated as constants. We can make use of this fact to develop an efficient algorithm to generate templates in frequency domain as we shall see in the succeeding subsection.
### C An efficient algorithm to generate templates
We can express $`\theta ^i`$ as linear functions of $`x^A`$ by solving Eq.(37) inversely. Thus, the phase function $`\psi _\theta (f)`$ is also a linear function of $`x^A`$. Since the effect of variation of $`(x^3,x^4,x^5)`$ within a small area is negligibly small, the difference of the phase function
$$\mathrm{\Delta }\psi (f)=\psi _{(X^1+\mathrm{\Delta }X^1,X^2+\mathrm{\Delta }X^2)}(f)\psi _{(X^1,X^2)}(f)$$
(45)
is almost independent of $`(X^1,X^2)`$. Therefore, we can prepare the phase difference $`e^{i\mathrm{\Delta }\psi (f)}`$ for various values of $`(\mathrm{\Delta }X^1,\mathrm{\Delta }X^2)`$ in advance. Then we can calculate the template $`\stackrel{~}{h}_{(X^1+\mathrm{\Delta }X^1,X^2+\mathrm{\Delta }X^2)}(f)`$ just by multiplying the corresponding phase difference by the template at $`(X^1,X^2)`$ as
$$\stackrel{~}{h}_{(X^1+\mathrm{\Delta }X^1,X^2+\mathrm{\Delta }X^2)}(f)=\stackrel{~}{h}_{(X^1,X^2)}(f)e^{i\mathrm{\Delta }\psi (f)}.$$
(46)
Hence, once we calculate one template, we do not have to call subroutines of the sinusoidal functions to generate neighboring templates of it. Since the computation of sinusoidal functions is slow in many compiler, this algorithm significantly reduces the computation cost to generate templates.
Before closing this secton, we remark on the choice of the maximum frequency $`f_{max}`$. So far, we have been neglecting the fact that, in general, the maximum frequency $`f_{max}`$ depends on the template parameters. When we consider binaries with large mass, the frequency at the last stable circular orbit becomes lower than the maximum frequency which is determined by the shape of the noise power spectrum. Since our post-Newtonian templates are no longer valid beyond the last stable orbit, the maximum frequency should be chosen below the corresponding frequency. Even in that case, we think that our new coordinates are still useful by the following reason. The match determined with larger $`f_{max}`$ is likely to underestimate the correct value. Hence, the grid spacing determined by using our new coordinates tends to be closer than that determined by more accurate estimation. Therefore, to adopt constant $`f_{max}`$ in determining the template bank would be safe in the sense that it is less likely to miss detectable events. Although the number of templates increases with the choice of constant $`f_{max}`$, such effect is very small. This is because the number of templates with relatively large mass is not very large. Recall that the number of template are dominated by templates with small mass $`mm_{min}`$.
## III new fast algorithm for hierarchical search
If we try to search gravitational waves from coalescing binaries with mass $`M0.2M_{}`$, we have to calculate the correlations $`(\stackrel{~}{s}(f),\stackrel{~}{h}(f))`$ for several$`\times 10000`$ templates with different mass parameters <sup>*</sup><sup>*</sup>* If we take into account the effect of spins of binary stars, this number will increase about 3 times or more. We will discuss this issue in a separate paper. . The computation cost to evaluate such a large number of correlations is very expensive. One promising idea to reduce the computation cost is the technique of hierarchical search. The basic idea of hierarchical search is as follows. At the first step, we examine the correlations with a smaller number of templates located more sparsely. In order not to lose the candidates of events, we set a sufficiently low threshold of the filtered signal-to-noise $`\rho `$ at the first step. If a set of parameters $`(X^1,X^2,t_c)`$ is selected as a candidate, we examine the correlations between the data and the neighboring templates by using a finer mesh.
A simple scheme for two step search has been already discussed in Ref.. However, there seems to be a problem in realizing the basic idea mentioned above. It has been pointed out that the distribution of the amplitude of the detector noise will not follow the simple stationary Gaussian statistics. The non-stationary and non-Gaussian nature of the detector noise will produce a lot of events with large value of $`\rho `$. Namely, there seems to exist a non-Gaussian tail part in the distribution of $`\rho `$. In order to identify real events, we need to keep the expected number of fake events small by choosing the threshold of $`\rho `$ as being sufficiently large. Hence, the existence of the non-Gaussian tail requires a larger value of threshold of $`\rho `$. This leads to a significant loss of detector sensitivity. To avoid such a loss, it was proposed to use a $`\chi ^2`$-test as a supplementary criterion.
Here, $`\chi ^2`$ is defined as follows. First we divide each template into mutual independent $`n`$ pieces,
$$\stackrel{~}{h}_{(c,s)}(f)=\stackrel{~}{h}_{(c,s)}^{(1)}(f)+\stackrel{~}{h}_{(c,s)}^{(2)}(f)+\mathrm{}+\stackrel{~}{h}_{(c,s)}^{(n)}(f),$$
(47)
and we calculate
$$z_{(c,s)}^{(i)}=(\stackrel{~}{s},\stackrel{~}{h}_{(c,s)}^{(i)}),\overline{z}_{(c,s)}^{(i)}=\sigma _{(i)}^2\times (\stackrel{~}{s},\stackrel{~}{h}_{(c,s)}),$$
(48)
with
$$\sigma _{(i)}^2=(\stackrel{~}{h}_{(c)}^{(i)},\stackrel{~}{h}_{(c)}^{(i)})=(\stackrel{~}{h}_{(s)}^{(i)},\stackrel{~}{h}_{(s)}^{(i)}).$$
(49)
Then $`\chi ^2`$ is defined by
$$\chi ^2=\underset{i=1}{\overset{n}{}}\left[\frac{\left(z_{(c)}^{(i)}\overline{z}_{(c)}^{(i)}\right)^2+\left(z_{(s)}^{(i)}\overline{z}_{(s)}^{(i)}\right)^2}{\sigma _{(i)}^2}\right].$$
(50)
This quantity must satisfy the $`\chi ^2`$-statistics with $`2n2`$ degrees of freedom and must be independent of $`\rho =\sqrt{z_{(c)}^2+z_{(s)}^2}`$, as long as the detector noise is Gaussian. However, as reported in Ref. , events with large $`\chi ^2`$ in reality occur more often than in the case of Gaussian noise. There is a strong tendency that events with large $`\chi ^2`$ have a large value of $`\rho `$ on average. Thus, by changing the threshold of $`\rho `$ depending on the value of $`\chi ^2`$, we can reduce the number of fake events without any significant loss of detector sensitivity. Hence, it will be necessary to implement the $`\chi ^2`$-test even in the simple one step search case. However, if we try to evaluate $`\chi ^2`$, the computation cost becomes more expensive If we try to evaluate $`\chi ^2`$ naively, the computation cost necessary for the second step search simply becomes $`n`$ times larger. Since $`n`$ will be chosen as being $`O(10)`$, the increase of the computation cost is unacceptable. If one calculates the values of $`\chi ^2`$ only for a few varieties of coalescence time at which a large value of $`\rho `$ is achieved, the computation cost for $`\chi ^2`$ might be kept small. In this case, we can use the direct summation instead of FFT to calculate the values of $`\chi ^2`$. But, the question is for how many varieties of coalescence time we must calculate the values of $`\chi ^2`$ not to lose real events. This is not a simple question. If this number is sufficiently small, this naive strategy will work in the case of one step search. . Thus, it is strongly desired to implement an efficient algorithm to reduce the computation cost.
Now, we discuss a method of two step hierarchical search taking into account the presence of non-Gaussian noise. At the first step search, a large number of candidates for the second step search with large $`\rho `$ value will appear due to the non-Gaussianity of noise. As is mentioned above, in order not to lose the detector sensitivity, it is desired to introduce the $`\chi ^2`$-test, and to keep the threshold of $`\rho `$ small. Furthermore, by introducing the $`\chi ^2`$-test at the first step, we can reduce the number of candidates for the second step search. Thus, the $`\chi ^2`$-test is also effective to reduce the computation cost for the second step. However, the $`\chi ^2`$-test at the first step increases the computation cost for the first step. This increase in the computation cost can be very large in the presence of non-Gaussian noise because the number of fake events which exceed the threshold of $`\rho `$ at the first step is much larger than that expected in the case of Gaussian noise. Then, we must compute a lot of $`\chi ^2`$ values at the first step. When we take into account these effects, the advantage of the two step search, which is estimated to be about factor $`30`$ in comparison with the simple one step search in the case of Gaussian noise, will be significantly reduced or will be totally lost. Hence, in order to make use of the potential advantage of the two step search, we need other ideas to reduce the computation cost further. Here we present two new ideas of this kind.
(a)
$`X^1`$
$`\begin{array}{c}X^2\\ \end{array}`$ 0.0 0.5 1.0 1.5 2.0 2.0 0.774 0.760 0.757 0.746 0.717 1.5 0.828 0.800 0.777 0.765 0.733 1.0 0.889 0.857 0.804 0.771 0.733 0.5 0.947 0.918 0.821 0.742 0.682 0.0 1.000 0.914 0.765 0.644 0.592 -0.5 0.947 0.886 0.774 0.653 0.553 -1.0 0.889 0.865 0.791 0.692 0.589 -1.5 0.828 0.831 0.794 0.724 0.637 -2.0 0.774 0.787 0.777 0.737 0.674
(b)
$`\begin{array}{c}X^2\\ \end{array}`$ 0.0 0.5 1.0 1.5 2.0 2.0 0.781 0.759 0.770 0.747 0.735 1.5 0.838 0.817 0.797 0.766 0.739 1.0 0.904 0.873 0.812 0.764 0.710 0.5 0.961 0.907 0.809 0.728 0.673 0.0 0.984 0.911 0.791 0.663 0.608 -0.5 0.961 0.893 0.777 0.666 0.565 -1.0 0.904 0.869 0.803 0.699 0.598 -1.5 0.838 0.841 0.809 0.732 0.646 -2.0 0.781 0.803 0.787 0.750 0.681
TABLE 1. Tables of maximum correlations for various choices of $`\mathrm{\Delta }𝐗`$ (a) with 5000Hz sampling and (b) with 1250Hz sampling.
The first one is very simple. At the first step search, we can reduce the sampling rate of the data. The low sampling rate results in the reduction in the filtered signal-to-noise mainly due to the mismatch in $`t_c`$. However such reduction can be compensated by a very small change of the threshold of $`\rho `$. In the case of the “TAMA noise curve”, we can allow the sampling rate as low as about 1000Hz. The values of match between two templates with various $`\mathrm{\Delta }𝐗`$ are shown in Table.1(a), where we adopted 5000Hz as the sampling rate. The same quantities for 1250Hz sampling are shown in Table.1(b). Here, one of the templates is considered as a normalized signal without noise, and the other as a search template. The signal is normalized to satisfy $`(h,h)=1`$ with $`f_{max}=2500Hz`$ in both cases of Table.1(a) and Table.1(b). On the other hand, the search template is normalized with $`f_{max}=2500Hz`$ in the case of Table.1(a) and with $`f_{max}=625Hz`$ in the case of Table.1(b). We find that the difference of the values of match between these two cases are very small especially for large $`|\mathrm{\Delta }𝐗|`$. Therefore, detection probability for a fixed threshold of $`\rho `$ is not significantly lost even if we adopt a rather small sampling rate at the first step search, at which we adopt a relatively large spacing for the template bank. The reduction in the sampling rate directly reduces the computation cost. The usual FFT routine requires effective floating point operations proportional to $`N\mathrm{ln}N`$ to compute the Fourier transform of the data with length $`N`$. Furthermore, for most of FFT routines and computer environments, the effective FLOPS value for FFT is larger for smaller $`N`$. Thus, the reduction factor for the computation cost due to adopting a smaller FFT length is much larger than one expects naively.
The second idea is more important. What we need to evaluate is the correlation
$`Z=(\stackrel{~}{h},\stackrel{~}{s})`$ $`=`$ $`{\displaystyle _{f_{max}}^{f_{max}}}𝑑f{\displaystyle \frac{\stackrel{~}{h}_𝐗(f)\stackrel{~}{s}^{}(f)}{S_n(f)}}`$ (51)
$``$ $`𝒩\mathrm{\Delta }f{\displaystyle \underset{j=1}{\overset{N}{}}}\left[{\displaystyle \frac{\stackrel{~}{s}^{}(f_j)e^{i\psi _𝐗(f_j)}}{f_j^{7/6}S_n(f_j)}}\right]e^{2\pi if_jt_c}.`$ (52)
where we take it into account that in reality we deal with a discrete time sequence of data with length $`N`$. $`\mathrm{\Delta }f`$ is given by the sampling rate divided by $`N`$, and $`f_j:=\mathrm{\Delta }f(jN/2)`$. The correlations for various values of $`t_c`$ are calculated simultaneously by taking the Fourier transform of the array defined by the quantity inside the square brackets in the last line of the above equation. This scheme is efficient enough when we do not have any guess about $`t_c`$. However, when we perform the second step search we have a good estimate of $`t_c`$ at which the maximum correlation is expected to be achieved. We denote it by $`\widehat{t}_c`$. In this case, we need to evaluate $`Z`$ only for $`t_c`$ which are close to $`\widehat{t}_c`$. Also for templates, we have a good guess for the mass parameters, $`\widehat{𝐗}`$. Thus, we need to calculate the correlation $`Z`$ only for a cluster of the templates neighboring to $`\widehat{𝐗}`$.
Once $`\widehat{t}_c`$ and $`\widehat{𝐗}`$ are specified, we can rewrite the above expression in a very suggestive form as
$$Z𝒩\mathrm{\Delta }f\underset{k=1}{\overset{N/m1}{}}\underset{j=m(k1/2)+1}{\overset{m(k+1/2)}{}}A_j\times B_j,$$
(53)
with
$`A_j`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{s}^{}(f_j)e^{i\psi _{\widehat{𝐗}}(f_j)+2\pi if_j\widehat{t}_c}}{f_j^{7/6}S_n(f_j)}},`$ (54)
$`B_j`$ $`=`$ $`e^{i\mathrm{\Delta }\psi (f_j)+2\pi if_j\mathrm{\Delta }t_c}.`$ (55)
Here $`\mathrm{\Delta }\psi (f_j):=\psi _𝐗(f_j)\psi _{\widehat{𝐗}}(f_j)`$ and $`\mathrm{\Delta }t_c:=t_c\widehat{t}_c`$. We have also introduced $`m`$ as a certain integer which divides $`N`$. As long as both $`|𝐗\widehat{𝐗}|`$ and $`|t_c\widehat{t}_c|`$ are sufficiently small, the factor $`B`$ is a slowly changing function of frequency. Hence, unless $`m`$ is not large, $`B`$ can be moved outside the second summation in Eq.(53). Then, introducing
$$A_k^{}=\underset{j=m(k1/2)+1}{\overset{m(k+1/2)}{}}A_j,$$
(56)
we obtain
$`Z`$ $``$ $`𝒩\mathrm{\Delta }f{\displaystyle \underset{k=1}{\overset{N/m1}{}}}A_k^{}\times B_{mk}`$ (57)
$`=`$ $`𝒩\mathrm{\Delta }f{\displaystyle \underset{k=1}{\overset{N/m1}{}}}\left[A_k^{}e^{i\mathrm{\Delta }\psi (f_{mk})}\right]\times e^{2\pi if_k^{}\mathrm{\Delta }t_c},`$ (58)
where $`f_k^{}:=m\mathrm{\Delta }f\left(k\frac{N}{2m}\right)`$. The expression in the last line can be evaluated by applying the FFT routine to the array defined by the quantity inside the square brackets. The correlation between two templates for various values of $`\mathrm{\Delta }𝐗`$ and $`\mathrm{\Delta }t_c`$ are calculated by using this method. The results are shown in Table.2 for $`N/m=1024,2048`$ and $`4096`$. We find that $`N/m`$ can be taken as small as $`2048`$ without significant loss in accuracy.
(a)
| $`\mathrm{\Delta }t_e`$(sec) | $`m=4096`$ | $`m=2048`$ | $`m=1028`$ |
| --- | --- | --- | --- |
| 0.0000 | 1.000 | 1.000 | 1.000 |
| 0.0128 | 1.000 | 0.999 | 0.994 |
| 0.0248 | 0.999 | 0.994 | 0.975 |
(b)
| $`\mathrm{\Delta }t_e`$(sec) | $`m=4096`$ | $`m=2048`$ | $`m=1028`$ |
| --- | --- | --- | --- |
| 0.0000 | 0.765 | 0.765 | 0.765 |
| 0.0128 | 0.764 | 0.763 | 0.760 |
| 0.0248 | 0.763 | 0.760 | 0.746 |
(c)
| $`\mathrm{\Delta }t_e`$(sec) | $`m=4096`$ | $`m=2048`$ | $`m=1028`$ |
| --- | --- | --- | --- |
| 0.0000 | 0.774 | 0.774 | 0.774 |
| 0.0128 | 0.774 | 0.773 | 0.769 |
| 0.0248 | 0.773 | 0.769 | 0.755 |
TABLE 2. Tables of maximum correlations for various choices of $`m`$ and $`\mathrm{\Delta }t_e=\widehat{t}_et_e^{(c)}`$ with (a) $`\mathrm{\Delta }𝐗=(0,0)`$, (b)$`\mathrm{\Delta }𝐗=(1,0)`$ and (c)$`\mathrm{\Delta }𝐗=(0,2)`$.
Furthermore, as an advantage of our new coordinates, the factor $`e^{i\mathrm{\Delta }\psi (f_{mk})}`$ can be well approximated by the one obtained by setting $`\mathrm{\Delta }x^3=\mathrm{\Delta }x^4=\mathrm{\Delta }x^5=0`$. It means that this factor is almost independent of the values of $`(X^1,X^2)`$. Thus, we have to calculate this factor only once at the beginning of the second step search. Since the array $`A_k^{}`$ is independent of $`\mathrm{\Delta }𝐗`$, the quantity inside the square brackets in Eq. (58) for various values of $`\mathrm{\Delta }𝐗`$ is simply given by $`A_k^{}`$ times the pre-calculated factor $`e^{i\mathrm{\Delta }\psi (f_{mk})}`$. This fact manifestly leads to an additional reduction in the computation cost.
The same technique can be used to evaluate $`\chi ^2`$, i.e., $`Z^{(i)}`$, just by replacing the array $`A_k^{}`$ with the same quantities multiplied by an appropriate window function.
## IV conclusion
We discussed a method of analyzing data from interferometric gravitational wave detectors to detect gravitational waves from inspiraling compact binaries based on the technique of matched filtering. We described a brief sketch of several new techniques which would be useful in hierarchical search of gravitational waves.
First, we proposed new parameters which label templates of gravitational waves from inspiraling binaries. These new parameters are chosen so that the metric on the template space becomes almost constant. We found that the template space can be well approximated by two dimensional flat Euclidean metric. Thus, by using these parameters as coordinates for the template space, the problem of the template placement becomes very simple. Say, we can use a simple uniform square grid to specify the grid points for the bank of templates. Furthermore, we found that, by using new parameters, we can introduce an efficient method to generate templates in frequency domain. The reduction in the computation cost is achieved by using the property of our new coordinates that one template can be translated into another with different mass parameters by just multiplying pre-calculated coefficients to the original template. Therefore, we can generate a set of templates from one template avoiding calculation of the sinusoidal functions.
Next, we discussed a method of two step hierarchical search. Due to the non-stationary and non-Gaussian nature of the detector noise, we will have to introduce a $`\chi ^2`$-test when we analyze real data. When we take into account this fact, it becomes very difficult to obtain large reduction in the computation cost by applying naive two-step hierarchical search strategy. To solve this difficulty, we proposed two new techniques to reduce the computation cost in the two step search. One is to use a lower sampling rate for the first step search. By using this technique, we can reduce the length of FFT by factor 2 or 4 keeping the loss of correlation within an acceptable level. The second technique, which is more important, makes use of the fact that a good guess for the coalescence time and the mass parameters has been obtained as a result of the first step search at the time when we perform the second step search. We found that the length of FFT for the second step search can be reduced down to about 2048.
Based on the new techniques discussed in this paper, we have developed a hierarchical search code to analyze data from the TAMA300 detector. The details of this code and the result of the analysis of the first TAMA300 data will be presented elsewhere.
###### Acknowledgements.
T.T. thanks B. Allen and A. Wiseman for their useful suggestions and encouragements given during his stay in Milwaukee at the beginning of this study. We thank P. Brady, N. Kanda and M. Sasaki for discussion. We also thank K. Nakahira for her technical advice in the development of our computer code. This work is supported in part by Monbusho Grant-in-Aid 11740150 and by Grant-in-Aid for Creative Basic Research 09NP0801. Some of the numerical calculation were done by using the gravitational wave data analysis library GRASP. |
warning/0001/math0001176.html | ar5iv | text | # On the Schläfli differential formula
## 1 Deformation of hypersurfaces
This section contains an analogue of the Schläfli formula for deformations of (smooth) hypersurfaces in a fixed Einstein manifold $`M`$, which can be Riemannian or Lorentzian (the other pseudo-Riemannian cases can be treated in the same way; we have not included them to keep things as simple as possible). This contrasts with the results in the next section, where the same formula is proved for variations of the metric inside a manifold with boundary (which is much more general) but only when $`M`$ is Riemannian.
We also show how this “smooth” Schläfli formula can be used to recover the classical polyhedral formula (1), in the Riemannian and Lorentzian cases.
The techniques here are quite elementary, and use the method of moving frames.
###### Theorem 1
Let $`\mathrm{\Sigma }`$ be a smooth oriented hypersurface in a (Riemannian) Einstein $`(m+1)`$-manifold $`M`$ with scalar curvature $`S`$, and $`v`$ a section of the restriction of $`TM`$ to $`\mathrm{\Sigma }`$. $`v`$ defines a deformation of $`\mathrm{\Sigma }`$ in $`M`$, which induces variations $`V^{},H^{}`$ and $`I^{}`$ of the volume bounded by $`\mathrm{\Sigma }`$, mean curvature, and induced metric on $`\mathrm{\Sigma }`$. Then:
$$\frac{S}{m+1}V^{}=_\mathrm{\Sigma }H^{}+\frac{1}{2}I^{},IIdA$$
(4)
$`\mathrm{\Sigma }`$ actually does not need bound a finite volume domain for this formula to hold. If it doesn’t, then $`V`$ doesn’t exist, but its variation still makes sense (since $`\mathrm{\Sigma }`$ is homologous to its images under deformations).
Proof: We first prove the formula for $`v`$ tangent to $`\mathrm{\Sigma }`$, then we’ll check for normal vector fields. When $`v`$ is tangent to $`\mathrm{\Sigma }`$, $`V^{}=0`$, and
$$I^{}(X,Y)=D_Xv,Y+D_Yv,X=2(\delta ^{}v)(X,Y)$$
so that:
$$_\mathrm{\Sigma }I^{},II𝑑A=2_\mathrm{\Sigma }\delta ^{}v,II𝑑A=2_\mathrm{\Sigma }v,\delta II𝑑A$$
Let $`(e_i)`$ be an orthonormal frame for $`I`$ for which $`B`$ is diagonal. The Codazzi equation shows that
$$(\overline{D}_XII)(Y,Z)=(\overline{D}_YII)(X,Z)+R(X,Y)n,Z$$
so
$`\delta II,v`$ $`=`$ $`(\overline{D}_{e_i}II)(e_i,v)`$
$`=`$ $`(\overline{D}_vII)(e_i,e_i)R(e_i,v)n,e_i`$
$`=`$ $`dH(v)+\text{ric}(v,n)`$
Now $`M`$ is Einstein and $`n`$ is orthogonal to $`v`$, so that:
$$\delta II,v=dH(v)$$
(5)
Therefore:
$$_\mathrm{\Sigma }I^{},II𝑑A=2_\mathrm{\Sigma }𝑑H(v)𝑑A$$
This proves the formula when $`v`$ is tangent to $`\mathrm{\Sigma }`$.
Suppose now that $`v`$ is a normal vector field, i.e. $`v=fn`$ for some function $`f`$ on $`\mathrm{\Sigma }`$. Since $`f`$ is the difference between two strictly positive functions, it is enough to prove the result when $`f`$ does not vanish. Let $`x,y`$ be vector fields on $`\mathrm{\Sigma }`$. Choose an extension of $`fn`$ to some vector field on a neighborhood $`\mathrm{\Omega }`$ of $`\mathrm{\Sigma }`$ in $`M`$, with $`n`$ the unit orthogonal to the image of $`\mathrm{\Sigma }`$ by the flow of $`fn`$, and $`df(n)=0`$. Extend $`x,y`$ to $`\mathrm{\Omega }`$ by the flow of $`fn`$, then $`[fn,x]=[fn,y]=0`$. We now have:
$$I^{}(x,y)=fn.x,y=D_{fn}x,y+x,D_{fn}y=D_x(fn),y+x,D_y(fn)=2fII(x,y)$$
so $`I^{}=2fII`$. One also checks that $`D_{fn}n=Df`$, so that:
$`II^{}(x,y)`$ $`=`$ $`fn.D_xn,y`$
$`=`$ $`D_{fn}D_xn,yD_xn,D_{fn}y`$
$`=`$ $`D_xD_{fn}n+R_{fn,x}n+D_{[fn,x]}n,yD_xn,D_y(fn)`$
$`=`$ $`D_xDf,yR_{fn,x}n,yfIII(x,y)`$
and
$$II^{}=H_ffR_{n,}n,fIII$$
(6)
where $`H_f`$ is the Hessian of $`f`$ on $`\mathrm{\Sigma }`$.
Taking the trace of this equation:
$$H^{}=\text{tr}(II^{})I^{},II=\mathrm{\Delta }f+f\text{ric}(n,n)f\text{tr}(III)I^{},II$$
Now the integral over $`\mathrm{\Sigma }`$ of $`\mathrm{\Delta }f`$ is zero, and the integral of $`f`$ is $`V^{}`$ because the deformation is normal. The result follows, because $`I^{}=2fII`$, so that $`2f\text{tr}(III)=I^{},II`$. $`\mathrm{}`$
This formula leads easily to the “classical” Schläfli formula for polyhedra in space-forms:
###### Theorem 2
Let $`P`$ be a convex polyhedron in a $`(m+1)`$-dimensional space-form $`M`$ with scalar curvature $`S`$; for any deformation of $`P`$, the variation $`V^{}`$ of the volume bounded by $`P`$ is given in term of the variations $`\theta _i^{}`$ of the dihedral angles at the codimension 2 faces by:
$$\frac{S}{m+1}V^{}=\underset{i}{}W_i\theta _i^{}$$
where $`W_i`$ is the $`(m1)`$-volume of the codimension 2 face $`i`$.
Proof: First note that Theorem 1 also applies for deformations of a $`C^{1,1}`$, piecewise smooth hypersurface (if the deformation preserves the decomposition into smooth parts). This is proved by an easy approximation argument. The formula remains the same, and each term make sense in this case.
Call $`P_ϵ`$ the set of points at distance $`ϵ`$ of $`P`$ on the outside (i.e. on the side of $`P`$ which is concave). For $`ϵ`$ small enough, $`P_ϵ`$ is a $`C^{1,1}`$, piecewise smooth hypersurface, and we can apply Theorem 1. Note $`I_ϵ^{},II_ϵ,H_ϵ^{},V_ϵ^{}`$ the quantities corresponding to $`I^{},II,H^{},V^{}`$ for $`P_ϵ`$. Then:
$$\frac{S}{m+1}V_ϵ^{}=_{P_ϵ}H^{}+\frac{1}{2}I_ϵ^{},II_ϵdA.$$
For $`ϵ`$ small enough, we can decompose $`P_ϵ`$ as
$$P_ϵ=_{k=1}^{m+1}P_{ϵ,k},$$
where $`P_{ϵ,k}`$ is the set of points where the normal meets $`P`$ on a codimension $`k`$ face. Using the flow of the unit normal vectors to the $`P_ϵ`$, we can also identify $`P_ϵ`$ and $`P_ϵ^{}`$ for $`ϵ^{}ϵ`$, so that we can consider e.g. $`I_ϵ^{}`$ as a 1-parameter family of symmetric 2-tensors on a fixed manifold.
If $`xP_{ϵ,2}`$, then the normal to $`P_ϵ`$ at $`x`$ meets some codimension 2 face $`F_i`$ of $`P`$; let $`\alpha _{i,t}`$ be the dihedral angle at $`F_i`$. If $`v,wT_xP_ϵ`$ correspond to vectors orthogonal to $`TF`$, then
$$I_ϵ^{}(v,w)\frac{2}{\alpha _{i,t}}\frac{d\alpha _{i,t}}{dt}I_ϵ(v,w)$$
as $`ϵ0`$. On the other hand,
$$II_ϵ(v,w)\frac{1}{ϵ}I_ϵ(v,w)$$
If $`v,w`$ now correspond to vectors in $`TF_i`$, then
$$I_ϵ^{}(v,w)=O(1),$$
while
$$II_ϵ(v,w)=O(ϵ).$$
Using those 2 cases, we see that, at any point in $`P_{ϵ,2}`$:
$$I_ϵ^{},II_ϵ\frac{2}{ϵ\alpha _{i,t}}\frac{d\alpha _{i,t}}{dt}.$$
Now the volume element of $`P_{ϵ,2}`$ is equivalent to $`ϵ`$ as $`ϵ0`$, so:
$$\underset{ϵ0}{lim}_{P_ϵ,2}I_ϵ^{},II_ϵ𝑑A=\underset{i}{}2W_{i,t}\frac{d\alpha _{i,t}}{dt}.$$
For $`P_{ϵ,1}`$ (that is, for codimension 1 faces), only vectors parallel to the faces have to be taken into account, and their contribution is of order $`O(ϵ)`$ (as above for $`P_{ϵ,2}`$).
For $`P_{ϵ,k}`$ with $`k3`$, the same reasoning shows that only vectors orthogonal to the faces count; if $`v,w`$ are such vectors, then
$$I_ϵ^{}(v,w)=O(I_ϵ(v,w)),$$
while
$$II_ϵ(v,w)=O(I_ϵ(v,w)/ϵ),$$
and the volume element on $`P_{ϵ,k}`$ is as $`O(ϵ^{k1})`$, so
$$\underset{ϵ0}{lim}_{P_{ϵ,k}}I_ϵ^{},II_ϵ𝑑A=0.$$
It is also easy to check that
$$\underset{ϵ0}{lim}_{P_ϵ}H_ϵ^{}𝑑A=0,$$
and this leads to the formula. $`\mathrm{}`$
Of course, $`P`$ does not need to be convex: once the corollary is proved for convex polyhedra, it is clear that it also applies to non-convex ones, since they can be decomposed into convex pieces.
The proof of Theorem 1 also applies to the Lorentzian case. The only difference is that now $`g(n,n)=1`$, so the volume variation has a minus sign in the formula.
###### Theorem 3
Let $`\mathrm{\Sigma }`$ be a smooth oriented space-like hypersurface in a Lorentzian Einstein $`(m+1)`$-manifold $`(M,g)`$ with $`\text{ric}_g=mkg`$, and let $`v`$ be a section of the restriction of $`TM`$ to $`\mathrm{\Sigma }`$. $`v`$ defines a deformation of $`\mathrm{\Sigma }`$ in $`M`$, which induces variations $`V^{},H^{}`$ and $`I^{}`$ of the volume bounded by $`\mathrm{\Sigma }`$, mean curvature, and induced metric on $`\mathrm{\Sigma }`$. Then:
$$mkV^{}=_\mathrm{\Sigma }H^{}+\frac{1}{2}I^{},IIdA$$
(7)
Here again, the volume might be defined only up to an additive constant (for instance as the volume bounded by $`\mathrm{\Sigma }`$ and some fixed homologous hypersurface $`\mathrm{\Sigma }_0`$), but its variation is well defined. For instance, if $`\mathrm{\Sigma }`$ is a compact space-like hypersurface in the de Sitter space, its “volume” can be defined as the oriented volume of the domain bounded by $`\mathrm{\Sigma }`$ and by some space-like totally geodesic hyperplane $`S_0`$. This volume actually does not depend on $`S_0`$, because if $`S_1`$ is some other totally geodesic hyperplane, then, as (7) shows, the oriented volume of the domain bounded by $`S_0`$ and $`S_1`$ is zero.
This lemma could actually be extended almost without change to other pseudo-Riemannian manifolds, and also to hypersurfaces which are not space-like.
Applying this lemma to the set of points at distance $`ϵ`$ from a polyhedron in $`S_1^n`$ (as above in Theorem 2), one obtains the Schläfli formula for de Sitter polyhedra as in \[SP97\] (where it was proved for simplices using a more combinatorial approach).
###### Theorem 4
Let $`P`$ be a convex space-like polyhedron in the de Sitter space $`S_1^{m+1}`$, which is dual to a hyperbolic polyhedron. For any deformation of $`P`$, the variation $`V^{}`$ of the volume bounded by $`P`$ is given in term of the variations $`\theta _i^{}`$ of the dihedral angles at the codimension 2 faces by:
$$mV^{}+\underset{i}{}W_i\theta _i^{}=0$$
where $`W_i`$ is the $`(m1)`$-volume of the codimension 2 face $`i`$.
The conditions that $`P`$ is convex and dual to a hyperbolic polyhedron are actually not necessary, and the formula even remains valid for many polyhedra that are not space-like. It then helps to use a definition of angles and volume well adapted to this Lorentzian setting, i.e. with complex values (as in \[Sch\]). It is not obvious how to give a complete proof using smooth formulas (as above) but many cases can be treated simply by using sums or differences of polyhedra for which smooth formulas work. For instance, this can be done for all space-like polyhedra.
Theorem 1 applied in Euclidean space leads to the
###### Theorem 5
In $`𝐑^{m+1}`$, the integral of the mean curvature remains constant under an isometric deformation of a compact hypersurface.
On the other hand, the integral mean curvature is not determined by the metric on $`M`$: this is already visible in $`𝐑^3`$. Namely, some metrics on $`S^2`$ admit two isometric embeddings in $`𝐑^3`$: the classical example is that a (topological) sphere in $`𝐑^3`$ which is tangent to a plane along a circle can be “flipped” so as to obtain another embedding with the same induced metric \[Spi75\]. Those two embeddings do not in general have the same integral mean curvature – and thus we have a complicated way of seeing that the two flipped surfaces cannot be bent one into the other.
The analogue of Theorem 5 is also true, but in a pointwise sense, for the higher mean curvatures:
###### Theorem 6
In $`𝐑^{m+1}`$, the integral of $`H_k`$ ($`k2`$) remains constant in an isometric deformation of a hypersurface.
This comes from the following (probably classical) description of the possible isometric deformations of a hypersurface for $`m+14`$:
###### Remark 1
Let $`(\mathrm{\Sigma }_t)_{t[0,1]}`$ be a 1-parameter family of hypersurfaces in a space-form, such that the induced metric $`I_t`$ is constant to the first order at $`t=0`$. Then, at each point, one of the following is true:
* $`II_0=0`$;
* $`\text{rk}(II_0)2`$, and $`II_0^{}`$ vanishes on the kernel of $`II_0`$;
* $`II_0^{}=0`$.
where $`II_t`$ is the second fundamental form of $`\mathrm{\Sigma }_t`$, and $`II_t^{}`$ its variation.
Theorem 6 clearly follows, because $`H_k^{}`$ is zero for $`k3`$ in each case, and the Gauss formula gives the proof for $`k=2`$.
Proof of Remark 1: Choose an orthonormal frame $`(e_1,\mathrm{},e_m)`$ on $`\mathrm{\Sigma }_0`$ for which $`II_0`$ is diagonal, with eigenvalues $`(k_1,\mathrm{},k_m)`$. By the Gauss formula, $`II_tII_t`$ (where $``$ is the Kulkarni-Nomizu product) is determined by the induced metric, and is thus independent on $`t`$. Therefore, for any choice of indices $`p,q,r,s`$:
$$II_0(e_p,e_s)II_0^{}(e_q,e_r)+II_0^{}(e_p,e_s)II_0(e_q,e_r)=II_0(e_p,e_r)II_0^{}(e_q,e_s)+II_0^{}(e_p,e_r)II_0(e_q,e_s)$$
Taking $`p,q,r`$ distinct but $`s=p`$ shows that
$$k_pII_0^{}(e_q,e_r)=0$$
(8)
while taking $`p=sq=r`$ leads to:
$$k_pII_0^{}(e_q,e_q)+k_qII_0^{}(e_p,e_p)=0$$
(9)
Consider the case where $`\text{rk}(II_0)3`$. For each choice of $`p,q,r`$ with $`k_p,k_q,k_r0`$, adding eq. (9) (divided by $`k_pk_q`$) for the pairs $`(p,q)`$ and $`(p,r)`$ and subtracting the same equation for the pair $`(q,r)`$ shows that $`II_0^{}(e_p,e_p)=0`$, and the same for $`q,r`$, so we already see that all diagonal terms of $`II_0^{}`$ are zero. Then eq. (8) shows that all non-diagonal terms are zero too, so $`II_0^{}=0`$.
If $`\text{rk}(II_0)2`$ but $`II_00`$, then eq. (8) and eq. (9) easily show that $`II_0^{}=0`$ except maybe in the subspace generated by the eigenvectors of $`II_0`$ with non-zero eigenvalue. $`\mathrm{}`$
Theorems 5 and 6 can be combined to give the following geometric statement. Denote by $`\mathrm{\Sigma }_t^ϵ`$ the parallel surface at distance $`ϵ`$ from $`\mathrm{\Sigma }_t`$. It is well-known (see, eg, Santalo’s book \[San76\]) that the area of $`\mathrm{\Sigma }^ϵ`$ is a polynomial in $`ϵ`$ where the coefficient of $`ϵ^k`$ is (essentially) the $`k`$-th mean curvature of $`\mathrm{\Sigma }`$. The two Theorems 5 and 6 can than be combined as stating that:
###### Theorem 7
The area of $`\mathrm{\Sigma }_t^ϵ`$ stays constant when $`\mathrm{\Sigma }_t`$ is a bending of $`\mathrm{\Sigma }_0.`$
## 2 Einstein manifolds with boundary
In this section, $`(M,M)`$ is a compact manifold with boundary with an Einstein metric $`g`$ of scalar curvature $`S`$. We will prove the same formula as in the previous section, but in a much more general setting: instead of moving a hypersurface in an Einstein manifold, we will be changing the metric (among Einstein metrics of given scalar curvature) inside this manifold with boundary. Although the two operations are equivalent in dimension at most 3, moving the inside metric is much more general in higher dimension. On the other hand, our proof only works for Riemannian Einstein manifolds. It is not obvious whether it can be extended to the pseudo-riemannian setting.
As always when studying deformations of Riemannian metrics, we need put some kind of restriction to remove the indeterminacy coming from the fact that some deformations are geometrically trivial, that is, they just correspond to the action of vector fields on the metric. We prevent those deformations in the same way as e.g. in \[GL91\], \[DeT81\] or \[Biq97\], that is, we only consider metric variations $`h`$ such that $`2\delta h+d\text{tr}h=0`$. The following proposition shows that we don’t forget any metric variation when doing this.
###### Proposition 1
Let $`h^{}`$ be a smooth variation of $`g`$. Suppose that either $`S0`$, or that $`M`$ is strictly convex. There exists another smooth variation $`h`$ of $`g`$ such that $`2\delta h+d\text{tr}(h)=0`$ and that $`h=h^{}+\delta ^{}v_0`$, where $`v_0`$ is a vector field vanishing on $`M`$.
Proof: Suppose $`v`$ is a vector field on $`M`$, let $`h=h^{}+\delta ^{}v`$. Then
$$2\delta h+d\text{tr}h=2\delta h^{}+d\text{tr}h^{}+2\delta (\delta ^{}v)+d\text{tr}(\delta ^{}v).$$
Now, if $`x`$ is a vector field on $`M`$:
$`2\delta (\delta ^{}v)(x)`$ $`=`$ $`{\displaystyle \underset{i}{}}2(D_{e_i}(\delta ^{}v))(e_i,x)`$
$`=`$ $`{\displaystyle \underset{i}{}}e_i.(2\delta ^{}v)(e_i,x)+(2\delta ^{}v)(D_{e_i}e_i,x)+(2\delta ^{}v)(e_i,D_{e_i}x),`$
so
$$2\delta (\delta ^{}v)(x)=\underset{i}{}e_i.(D_{e_i}v,x+D_xv,e_i)+$$
$$+D_{D_{e_i}e_i}v,x+D_xv,D_{e_i}e_i+D_{e_i}v,D_{e_i}x+D_{D_{e_i}x}v,e_i$$
and
$$2\delta (\delta ^{}v)(x)=\underset{i}{}D_{e_i}D_{e_i}v+D_{D_{e_i}e_i}v,x+D_{e_i}D_xv+D_{D_{e_i}x}v,e_i.$$
On the other hand:
$$d(\text{tr}(\delta ^{}v))(x)=x.\left(\underset{i}{}D_{e_i}v,e_i\right)=\underset{i}{}D_xD_{e_i}v,e_i+D_{e_i}v,D_xe_i,$$
so that
$$(2\delta (\delta ^{}v)+d\text{tr}(\delta ^{}v))(x)=\underset{i}{}D_{e_i}D_{e_i}v+D_{D_{e_i}e_i}v,xR_{e_i,x}v,e_i+D_{D_xe_i}v,e_i+D_{e_i}v,D_xe_i.$$
If $`\omega `$ is the connection form of the frame $`(e_i)_{i𝐍_{m+1}}`$, then
$$\underset{i}{}D_{D_xe_i}v,e_i+D_{e_i}v,D_xe_i=\underset{i}{}(2\delta ^{}v)(e_i,D_xe_i)=2\delta ^{}v,\omega (x)=0$$
because $`\delta ^{}v`$ is symmetric and $`\omega (x)`$ is skew-symmetric. Therefore,
$$(2\delta (\delta ^{}v)+d\text{tr}(\delta ^{}v))(x)=D^{}Dv,x\text{ric}(v,x)=D^{}Dv,x\frac{S}{m+1}v,x,$$
so
$$2\delta (\delta ^{}v)+d\text{tr}(\delta ^{}v)=D^{}Dv\frac{S}{m+1}v.$$
(10)
To prove the proposition, we have to solve the elliptic problem:
$$\{\begin{array}{ccc}\hfill D^{}Dv\frac{S}{m+1}v& =& (2\delta h^{}+d\text{tr}(h^{}))\hfill \\ \hfill v_{|M}& =& 0\hfill \end{array}$$
(11)
Call $`\mathrm{\Gamma }_0^1TM`$ the space of vector fields on $`M`$ which are in the Sobolev space $`H^1`$ and whose trace on $`M`$ vanishes (this essentially means that they are zero on $`M`$), and define
$$\begin{array}{cccc}\hfill F:& \hfill \mathrm{\Gamma }_0^1TM& & 𝐑\hfill \\ & \hfill v& & \frac{1}{2}_MDv,Dv\frac{S}{m+1}v,vdV+_M2\delta h^{}+d\text{tr}(h^{}),v𝑑V.\hfill \end{array}$$
Then $`F`$ is strictly convex, and moreover it is coercive; this is clear if $`S<0`$, and, if $`S=0`$, it follows from the Poincaré inequality for vector fields vanishing on $`M`$:
$$C,v\mathrm{\Gamma }_0^1TM,_MDv,Dv𝑑VC_Mv,v𝑑V$$
If $`S>0`$, a more careful argument is necessary. Let $`u:=v`$. Then
$$Du,DuDv,Dv$$
and
$$_MDu,Du𝑑V\lambda _1_Mu^2𝑑V,$$
where $`\lambda _1`$ is the first eigenvalue of the Dirichlet problem for the Laplacian on $`M`$. But it is known (see \[Rei77\], \[Kas84\]) that, for $`M`$ convex, and under the hypothesis that the Ricci curvature is bounded below by $`S/(m+1)`$
$$\lambda _1\frac{S}{m},$$
with equality if and only if $`M`$ is a hemisphere. Therefore,
$$_MDv,Dv𝑑V\frac{S}{m}_Mv,v𝑑V$$
and $`F`$ is again coercive.
Therefore, $`F`$ admits a unique minimum $`v_0`$ on $`\mathrm{\Gamma }_0^1TM`$, which is smooth by standard elliptic arguments. Then, for all $`u\mathrm{\Gamma }TM`$,
$$(T_{v_0}F)(u)=0$$
so that
$$_MDv_0,Du\frac{S}{m+1}v_0,udV+_M2\delta h^{}+d\text{tr}(h^{}),u𝑑V=$$
$$=_MD^{}Dv_0\frac{S}{m+1}v_0+2\delta h^{}+d\text{tr}(h^{}),u𝑑V=0$$
and $`D^{}Dv_0\frac{S}{m+1}v_0=2\delta h^{}d\text{tr}(h^{})`$ as needed. $`\mathrm{}`$
Another way of solving eq. (11) would be to check that it has index $`0`$, and that if $`2\delta (\delta ^{}v)+d\text{tr}(\delta ^{}v)=0`$ on $`M`$ and $`v=0`$ on $`M`$, then $`v0`$.
If $`g`$ is an Einstein metric, we say that a 2-tensor $`h`$ is an “Einstein variation” of $`g`$ if the associated variation of the metric induces a variation of the Ricci tensor which is proportional to $`h`$, so that $`g+ϵh`$ remains, to the first order, an Einstein manifold with constant scalar curvature.
###### Theorem 8
Let $`h`$ be a smooth Einstein variation of $`g`$. Then:
$$\frac{S}{m+1}V^{}=_MH^{}+\frac{1}{2}h_{|M},IIdA$$
(12)
Proof: By the previous proposition, we can suppose that $`2\delta h+d\text{tr}(h)=0`$. First, we compute the variation $`II^{}`$ of $`II`$ on $`M`$. Let $`x`$ be a vector field on $`M`$ so that $`D_nx=0`$. Extend $`n`$ to a unit vector field on $`M`$ such that $`D_nn=0`$. Then
$$2II(x,x)=2D_xn,x=n.x,x2[x,n],x.$$
Now, since $`n`$ remains the unit normal to $`M`$
$$n^{}=\frac{\tau }{2}na$$
where $`\tau =h(n,n)`$ and $`aTM`$ is such that for any vector $`yTM`$, $`y,a=h(n,y)`$. Therefore,
$`2II^{}(x,x)`$ $`=`$ $`n.h(x,x)2h([x,n],x)+\left({\displaystyle \frac{\tau }{2}}n+a\right).x,x+[x,\tau n+2a],x`$
$`=`$ $`(D_nh)(x,x)+2h(Bx,x)+a.x,x\tau Bx,x+2[x,a],x`$
$`=`$ $`(D_nh)(x,x)+2h(Bx,x)+2D_xa,x\tau Bx,x.`$
To go further, we note $`\overline{\delta }`$ the divergence on $`M`$, $`\alpha `$ the $`1`$-form dual to $`a`$ on $`M`$, and $`t:=\text{tr}(h)`$.
If $`(u_1,\mathrm{},u_n)`$ is an orthonormal frame on $`M`$ for which $`II`$ is diagonal, extended on $`M`$ so that $`D_nu_i=0`$, we have:
$$2\text{tr}(II^{})=\underset{i}{}(D_nh)(u_i,u_i)+2h,II2(\overline{\delta }\alpha )\tau \text{tr}(II).$$
But
$`{\displaystyle \underset{i}{}}(D_nh)(u_i,u_i)`$ $`=`$ $`dt(n)+(D_nh)(n,n)`$
$`=`$ $`dt(n)(\delta h)(n){\displaystyle \underset{i}{}}(D_{u_i}h)(u_i,n)`$
$`=`$ $`{\displaystyle \frac{dt(n)}{2}}{\displaystyle \underset{i}{}}(D_{u_i}h)(u_i,n)`$
$`=`$ $`{\displaystyle \frac{dt(n)}{2}}{\displaystyle \underset{i}{}}u_i.\alpha (u_i)+h(D_{u_i}u_i,n)+h(u_i,D_{u_i}n)`$
$`=`$ $`{\displaystyle \frac{dt(n)}{2}}{\displaystyle \underset{i}{}}(\overline{D}_{u_i}\alpha )(u_i)+II(u_i,u_i)\tau h(u_i,Bu_i)`$
and, finally,
$$2\text{tr}(II^{})=\frac{dt(n)}{2}+h,II(\overline{\delta }\alpha ).$$
(13)
The statement that $`h`$ is an Einstein variation of $`g`$ can be written (see \[Bes87\], chapter 12) as the equation:
$$D^{}Dh2\overline{R}h2\delta ^{}\delta hDdt=0,$$
where $`\overline{R}`$ is the curvature operator acting on symmetric 2-tensors; and, since $`2\delta h+dt=0`$:
$$D^{}Dh2\overline{R}h=0.$$
Taking the trace of this equation, we find that:
$$\mathrm{\Delta }t=\frac{2S}{m+1}t.$$
An elementary computation shows that the variation of the volume of $`M`$ is equal to half the integral of the trace $`t`$ of $`h`$:
$$2V^{}=_Mt𝑑V.$$
But
$$\frac{2S}{m+1}_Mt𝑑V=_M\mathrm{\Delta }t𝑑V=_M𝑑t(n)𝑑A$$
and, using eq. (13), we obtain:
$$2_MH^{}𝑑A=_M2\text{tr}(II^{})2h_{|M},IIdA=$$
$$=_M\frac{dt(n)}{2}+h_{|M},II+(\overline{\delta }\alpha )dA=\frac{2S}{m+1}V^{}_Mh_{|M},II𝑑A$$
from which the result follows. $`\mathrm{}`$
Formula (12) is even simpler for variations which vanish on $`M`$:
###### Theorem 9
If $`h`$ is a smooth Einstein variation of $`g`$ which does not change the induced metric on $`M`$, then
$$_MH^{}𝑑V=\frac{S}{m+1}V^{}$$
In particular, for $`S=0`$, this implies that the integral of the mean curvature of the boundary is constant under an Einstein variation which does not change the induced metric on $`M`$; this is a direct generalization of Theorem 5.
A more interesting application can be found by looking at “singular objects”, just as we did to get the polyhedral Theorem 2 from the smooth Lemma 1. There are no polyhedra in general Einstein manifolds, but we can check what happens when we deform Einstein manifolds with cone singularities. It should be pointed out that some of the most interesting modern uses of the classical Schläfli formula concern hyperbolic 3-dimensional cone-manifolds.
Let $`M`$ be a compact $`(m+1)`$-manifold, and $`N`$ a compact codimension 2 submanifold of $`M`$. Suppose $`(g_t)`$ is a 1-parameter family of Einstein metrics with fixed scalar curvature $`S0`$ on $`MN`$, with a conical singularity on $`N`$ in the sense that, in normal coordinates around $`N`$, $`g_t`$ has an expansion like:
$$g_t=h_t+dr^2+r^2d\theta ^2+o(r^2)$$
where $`h_t`$ is the metric induced on $`N`$ by $`g_t`$, and $`\theta 𝐑/\alpha _t𝐙`$ for some $`\alpha _t𝐑`$. Call $`V_t`$ the volume of $`(MN,g_t)`$, and $`W_t`$ the volume of $`(N,h_t)`$. Then:
###### Corollary 1
$`V_t`$ varies as follows:
$$\frac{S}{m+1}\frac{dV_t}{dt}=W_t\frac{d\alpha _t}{dt}.$$
The same formula of course remains true if $`N`$ has several connected components, each with a different value of $`\alpha _t`$.
Proof: It is similar to the proof of Theorem 2, so we go a little faster. Set
$$N_ϵ(t)=\{xM,d(x,N)ϵ\alpha _t\}$$
Apply Theorem 8 to the boundary of $`N_ϵ(t)`$ and take the limit as $`ϵ0`$. Again, we consider $`N_ϵ`$ as a fixed manifold (diffeomorphic to $`N\times S^1`$) with a 1-parameter family of metrics depending on $`ϵ`$. If $`v,wTN_ϵ`$ correspond to vectors in $`TN`$, then
$$I_ϵ^{}(v,w)=O\left(1\right)$$
while
$$II_ϵ(v,w)=O(ϵ)$$
If $`vTN_ϵ`$ corresponds to a vector normal to $`N`$, then
$$I_ϵ^{}(v,v)\frac{2}{\alpha _t}\frac{d\alpha _t}{dt}I_ϵ(v,v)$$
while
$$II_ϵ(v,v)\frac{I_ϵ(v,v)}{ϵ}$$
so that finally
$$I_ϵ^{},II_ϵ\frac{2}{ϵ\alpha _t}\frac{d\alpha _t}{dt}$$
On the other hand, the mean curvature of the boundary (given only by the $`/\theta `$ direction) is
$$H_ϵ=\frac{1}{ϵ}+o\left(\frac{1}{ϵ}\right)$$
and
$$H_ϵ^{}=o\left(\frac{1}{ϵ}\right)$$
so that we finally find that
$$\frac{S}{m+1}V_t^{}=\underset{ϵ0}{lim}_{N_ϵ(t)}\frac{1}{2}I_ϵ^{},II_ϵ𝑑A=\frac{d\alpha _t}{dt}W_t$$
$`\mathrm{}`$
Note: The same computation could be made with $`N`$ replaced by a stratified submanifold; the same result follows.
Example: take $`m+1=3`$ in the previous example. We find the Schläfli formula for the variation of the volume of a hyperbolic cone-manifold.
## 3 Applications to rigidity
In this section, we use the Schläfli formula above to prove a rigidity result for Ricci-flat manifolds with umbilic boundary; it is a generalization of the classical result (see \[Spi75\]) that the round sphere is rigid in $`𝐑^3`$, that is, it can not be deformed smoothly without changing its induced metric.
This kind of rigidity result could be used in the future to prove that, given a Ricci-flat manifold $`M`$ with umbilic boundary and induced metric $`g_0`$ on the boundary, any metric close to $`g_0`$ on $`M`$ can be realized as induced on $`M`$ by some Ricci-flat metric on $`M`$. In this setting, rigidity corresponds to the local injectivity of an operator sending the metrics on $`M`$ to the metrics on $`M`$. In dimension 3, this would be a part of the classical result (see \[Nir53\]) that metrics with curvature $`K>0`$ on $`S^2`$ can be realized as induced by immersions into $`𝐑^3`$. This circle of ideas is illustrated in \[Sch98\]. It is rather remarkable that the same condition (that the boundary is umbilic) appears both here and in \[Sch98\], in the same kind of rigidity questions, but in a very different way.
The first point is to understand what an umbilic hypersurface in an Einstein manifold is. By definition, if $`N`$ is a Riemannian manifold and is $`S`$ a hypersurface, then $`S`$ is umbilic if, at each point $`sS`$, $`II`$ is proportional to $`I`$, with a proportionality constant $`\lambda (s)`$ depending on $`s`$. Now
###### Remark 2
If $`N`$ is Einstein, then $`\lambda `$ is constant on each connected component of $`S`$.
Proof: Let $`B`$ be the shape operator of $`S`$, and $`n`$ the unit normal. For $`sS`$ and $`x,yT_sS`$, the Codazzi formula asserts that:
$$(d^{\overline{D}}B)(x,y)=R_{x,y}n$$
where $`\overline{D}`$ is the Levi-Civita connection of $`S`$, and $`R`$ the curvature operator of $`N`$. Since $`II=\lambda I`$, this means that:
$$(d\lambda (x))y(d\lambda (y))x=R_{x,y}n$$
Let $`(e_i)_{1im}`$ be a moving frame on $`S`$. Taking the trace of the previous expression with respect to $`y`$ shows that:
$$md\lambda (x)\underset{i=1}{\overset{m}{}}d\lambda (e_i)x,e_i=\text{ric}(x,n)$$
and $`\text{ric}(x,n)=0`$ because $`N`$ is Einstein and $`n`$ is orthogonal to $`x`$. Therefore:
$$(m1)d\lambda (x)=0$$
for any tangent vector $`s`$ to $`S`$, so $`\lambda `$ is locally constant. $`\mathrm{}`$
###### Corollary 2
Umbilic hypersurfaces of Einstein manifolds are analytic.
A rather clumsy way to prove this is to note that, because of the previous remark, umbilic hypersurfaces are locally graphs of solutions of some elliptic PDE with analytic coefficients (because Einstein metrics are analytic, see \[Bes87\]). A classical elliptic smoothness theorem then gives the result. As a consequence:
###### Corollary 3
Let $`(\mathrm{\Sigma },h)`$ be a compact analytic Riemannian $`m`$-manifold, and $`\lambda ,S𝐑`$. There exists at most one germ of Einstein $`(m+1)`$-manifold around $`\mathrm{\Sigma }`$ with scalar curvature $`S`$ which induces $`h`$ and for which $`\mathrm{\Sigma }`$ is umbilic with $`II=\lambda I`$.
Proof: Let $`M`$ be such a germ of Einstein manifold around $`\mathrm{\Sigma }`$, and $`g`$ its metric. By taking the geodesic flow of the exponential normal to $`\mathrm{\Sigma }`$ in $`M`$, we see that $`g`$ can be locally written, in some neighborhood $`V`$ of $`\mathrm{\Sigma }`$, as
$$g=k_t+dt^2.$$
We call $`II_t`$ the second fundamental form of the hypersurface $`\mathrm{\Sigma }\times \{t\}`$ for $`g`$, and $`III_t`$ the corresponding third fundamental form. Choose $`m\mathrm{\Sigma }`$, and $`x,yT_m\mathrm{\Sigma }`$. Then a classical computation (which was done, in a slightly more general case, in the proof of Lemma 1) shows that:
$$\frac{dII_t}{dt}(x,y)=III_t(x,y)+R(x,n)y,n.$$
Let $`(e_i)`$ be an orthonormal frame at $`m`$. Call $`R`$ the Riemann curvature tensor of $`g`$, and $`R_t`$ the curvature tensor of $`k_t`$. By the Gauss formula, for $`i𝐍`$:
$$R_t(x,e_i)y,e_i=R(x,e_i)y,e_i+(II_tII_t)(x,e_i,y,e_i),$$
where $``$ is the Kulkarni-Nomizu product (see \[Bes87\]). Taking the trace and calling ric the Ricci curvature of $`M`$ and $`\text{ric}_t`$ the Ricci curvature of $`k_t`$ leads to:
$$\text{ric}_t(x,y)=\text{ric}(x,y)R(x,n)y,n+\underset{i}{}(II_tII_t)(x,e_i,y,e_i)$$
and
$$\underset{i=1}{\overset{m}{}}(II_tII_t)(x,e_i,y,e_i)=H_tII_t(x,y)III_t(x,y)$$
so that
$$\frac{dII_t}{dt}=\text{ric}\text{ric}_t+H_tII_t2III_t.$$
Now $`II_t=dk_t/dt`$, and $`\text{ric}_t`$ can be considered as a second-order elliptic operator in $`k_t`$. So $`k_t`$ satisfies
$$\frac{d^2k_t}{dt^2}=P(k_t)+R\left(\frac{k_t}{dt}\right)$$
(14)
where $`P`$ is a second-order elliptic operator and $`R`$ is an operator of degree 0 (all solutions of eq. (14) do not correspond to germs of Einstein manifolds around an umbilic surface; for instance, for $`S=0`$ and $`m=2`$, only constant curvature metrics can be induced on umbilic surfaces in Euclidean space).
Now we can apply the Cauchy-Kowalevskaya theorem (or the Cartan-Kähler theorem) which shows that eq. (14) has a unique analytic solution. On the other hand, Corollary 2 asserts that $`\mathrm{\Sigma }`$ has to be analytic in $`M`$, and then $`k_t`$ has to be analytic, and also $`g`$ (see \[Bes87\], 5.F). Equation (14) therefore has a unique solution, which is analytic. $`\mathrm{}`$
Note that the solutions of equation (14) might not correspond to a germ of Einstein manifold around $`\mathrm{\Sigma }`$, but such a germ is always obtained as a solution of eq. (14), and so is unique.
The next step is an inequality concerning the integral of the mean curvature squared.
###### Proposition 2
Let $`(M,g)`$ be an Einstein manifold with boundary, with scalar curvature $`S`$. Call $`\overline{S}`$ the scalar curvature of $`(M,g_{|M})`$. Then the mean curvature $`H=\text{tr}(II)`$ of $`M`$ satisfies
$$\frac{\overline{S}}{m1}\frac{S}{m+1}\frac{H^2}{m},$$
with equality if and only if $`M`$ is umbilic.
Proof: Call $`\overline{\text{ric}}`$ the Ricci curvature of $`(M,g_{|M})`$, and $`K(x,y)`$ (resp. $`\overline{K}(x,y)`$) the sectional curvature of $`g`$ (resp. $`g_{|M}`$) on the 2-plane generated by $`x,y`$. Let $`(u_1,\mathrm{},u_n)`$ be an orthonormal frame on $`M`$ for which $`II`$ is diagonal, with eigenvalues $`k_1,\mathrm{},k_n`$. Then, by the Gauss formula:
$$\overline{K}(u_i,u_j)=K(u_i,u_j)+k_ik_j$$
and, taking the trace:
$$\overline{\text{ric}}(u_i,u_i)=\text{ric}(u_i,u_i)K(u_i,n)+k_i\left(\underset{ji}{}k_j\right).$$
Taking the trace once more:
$$\overline{S}=S2\text{ric}(n,n)+\underset{i}{}k_i(Hk_i)=S\frac{2S}{m+1}+H^2\underset{i}{}k_i^2.$$
(15)
Now
$$H^2=(\underset{i}{}1.k_i)^2\left(\underset{i}{}1^2\right)\left(\underset{i}{}k_i^2\right)=m\underset{i}{}k_i^2$$
with equality if and only if all $`k_i`$ are equal. The result follows. $`\mathrm{}`$
This inequality could be interesting in itself. For instance, if $`S=m(m+1)`$ and $`H`$ is bounded above by some constant, it implies that the scalar curvature of $`M`$ is negative, which has some topological consequences.
By the way, this computation also leads to the following partial extension of Theorem 6:
###### Remark 3
The second mean curvature $`H_2=_{i<j}k_ik_j`$ of the boundary of an Einstein manifold is:
$$2H_2=\overline{S}\frac{m1}{m+1}S$$
Therefore, it is pointwise constant in an Einstein variation of the metric which vanishes on the boundary.
Proof: It follows from eq. (15). $`\mathrm{}`$
Now from Proposition 2 and Lemma 8 we get:
###### Corollary 4
Let $`(M,M)`$ be a compact manifold with convex (or concave) boundary. Let $`(g_t)_{t_{}[0,1]}`$ be a one-parameter family of Einstein metrics on $`M`$ with scalar curvature $`S`$, such that $`M`$ is umbilic for $`g_0`$, and that the metric induced by $`g_t`$ on $`M`$ is constant. Call $`_t`$ the integral of the mean curvature of $`H`$ for $`g_t`$. Then:
1. if $`S>0`$ and $`H>0`$ (resp. $`H<0`$) on each connected component of $`M`$, then both $`_t`$ and $`V_t`$ are minimal (resp. maximal) for $`t_0`$, and the variation $`H_t^{}`$ of $`H_t`$ vanishes for $`t=0`$;
2. if $`S<0`$ and $`H>0`$ (resp. $`H<0`$) on each connected component of $`M`$, then $`_t`$ is minimal and $`V_t`$ is maximal (resp. $`_t`$ is maximal and $`V_t`$ is minimal) for $`t_0`$, and the variation $`H_t^{}`$ of $`H_t`$ vanishes for $`t=0`$;
3. if $`S=0`$, then $`M`$ is umbilic for all $`t[0,1]`$, i.e. its second fundamental form does not change.
Proof: By Proposition 2, $`H^2`$ is pointwise minimal over $`M`$ when $`M`$ is umbilic. If, for instance, $`H>0`$ on each connected component of $`M`$, this shows that $`_t`$ is also minimal for $`t=0`$. By Corollary 9, $`V`$ is also minimal for $`t=0`$ when $`S>0`$, and maximal when $`S<0`$. This proves assertions 1 and 2.
For assertion 3, the integral of $`H`$ over $`M`$ is constant by Corollary 9, while $`H^2`$ is pointwise minimal over $`M`$. Therefore, $`H^2`$ has to be constant. By the equality case in Proposition 2, $`M`$ has to remain umbilic in that case. $`\mathrm{}`$
The Corollaries 3 and 4 lead to a description of the non-rigid Ricci-flat manifolds with umbilic boundary.
###### Lemma 1
Suppose $`(M,M)`$ is a compact $`(m+1)`$-manifold with boundary, and $`(h_t)_{t[0,1]}`$ is a non-trivial 1-parameter family of Ricci-flat metrics on $`M`$ inducing the same metric on $`M`$, and such that $`M`$ is umbilic for $`h_0`$. Then $`M`$ has at least 2 connected components, and $`(h_t)`$ corresponds to the displacement of some connected component(s) of $`M`$ under the flow of some Killing field(s) of $`M`$.
Note that this is rather restrictive, since a “generic” Einstein manifold with boundary should not admit any Killing field. Some examples are given bellow.
Proof: By Corollary 4, $`h`$ does not change the induced metric or the second fundamental form of $`M`$. Call $`\mathrm{\Sigma }_1,\mathrm{},\mathrm{\Sigma }_N`$ the connected components of $`M`$. Then, by Corollary 3, each connected component $`_iM`$ of $`M`$ has a neighborhood $`\mathrm{\Omega }_{i,t}`$ which does not change. Therefore, the deformation $`(h_t)`$ corresponds to the displacement of some $`_iM`$ under Killing fields on $`M`$. $`\mathrm{}`$
We shall give some examples of what can happen; this is easier using the following elementary:
###### Proposition 3
Let $`(N,g_0)`$ be an Einstein $`m`$-manifold with scalar curvature $`m(m1)k`$, consider the product $`M\times 𝐑`$ with the warped metric
$$g:=dt^2+f(t)^2g_0$$
where $`f`$ is a function defined on some interval $`I𝐑`$. Then $`g`$ is Einstein with scalar curvature $`m(m+1)k^{}`$ if and only if $`f^{\prime \prime }(t)=k^{}f(t)`$ and $`k=k^{}f(t)^2+f^{}(t)^2`$ for all $`t`$. Then each hypersurface $`N\times \{t\}`$ is umbilic in $`M`$.
Proof: First check that the Levi-Civita connection $`D`$ of $`g`$ is related to the Levi-Civita connection $`\overline{D}`$ of $`g_0`$ by the following formulas: if $`n`$ is the unit normal vector to $`N\times \{t\}`$, and $`x,y`$ are vector fields on $`N`$ (and their extensions on $`M`$) then
$$D_xy=\overline{D}_xy\frac{f^{}}{f}g(x,y)n$$
$$D_nx=D_xn=\frac{f^{}}{f}x$$
$$D_nn=0$$
This is because those expressions define a torsion-free connection compatible with $`g`$.
Now this expressions of $`D`$ shows that each hypersurface $`N\times \{t_0\}`$ in $`M`$ is umbilic, with second fundamental form $`(f^{}/f)g`$. Therefore, the Gauss formula shows that the sectional curvature of $`M`$ on any 2-plane tangent to $`N\times \{t_0\}`$ is:
$$K_M=\frac{1}{f^2}K_N\frac{f^2}{f^2}$$
and on each 2-plane containing the direction normal to $`N\times \{t_0\}`$:
$$K_M=\frac{f^{\prime \prime }}{f}$$
which shows that $`\text{ric}^M(n,n)=mf^{\prime \prime }/f`$, and leads to the first condition. Taking a trace, we see that for $`x`$ tangent to $`N\times \{t\}`$:
$$\text{ric}^M(x,x)=\frac{k(m1)(m1)f^2+ff^{\prime \prime }}{f^2}g(x,x)$$
and the second condition follows. $`\mathrm{}`$
Since we are interested in Ricci-flat metrics, we have to take $`k^{}=0`$, and we can use this proposition in two ways: either $`k=0`$ and $`f(t)=1`$, or $`k=1`$ and $`f(t)=t`$.
The simplest example is the case when $`g_0`$ is the canonical metric on the sphere $`S^m`$:
###### Example 1
Consider the unit ball $`B^{m+1}𝐑^{m+1}`$. Any 1-parameter Einstein deformation of the metric in $`B^{m+1}`$ which doesn’t change the induced metric on the boundary $`S^m`$ is trivial.
On the other hand:
###### Example 2
Consider the “cylinder” $`\mathrm{\Omega }:=T^m\times [0,1]`$. There exists a $`1`$-parameter family of deformations of the metric on $`\mathrm{\Omega }`$ which does not change the induced metric on the boundary.
This deformation is obtained by one of the boundary components along the axis of the cylinder. This happens because there is a Killing vector field, which is parallel to the axis.
## 4 Codimension one foliations
We give in this section some simple formulas obtained by applying Theorem 1 to codimension one foliations of Einstein manifolds. Let $`(\mathrm{\Sigma }_t)_{tI}`$ be a smooth one-parameter family of hypersurfaces in an Einstein $`(m+1)`$-manifold with scalar curvature $`m(m+1)K`$. Suppose that the $`\mathrm{\Sigma }_t`$ define a foliation of a domain $`\mathrm{\Omega }M`$. For each $`x\mathrm{\Omega }`$, let $`H_2(x)`$ be the second mean curvature of $`\mathrm{\Sigma }_t`$ at $`x`$ (for $`t`$ such that $`x\mathrm{\Sigma }_t`$) and let $`S_\mathrm{\Sigma }(x)`$ be the scalar curvature of $`\mathrm{\Sigma }_t`$ for the induced metric. Then:
###### Theorem 10
The volume $`V(\mathrm{\Omega })`$ of $`\mathrm{\Omega }`$ is:
$$mKV(\mathrm{\Omega })=2_\mathrm{\Omega }H_2𝑑V+_\mathrm{\Omega }H(\mathrm{\Omega })𝑑A,$$
(16)
$$mKV(\mathrm{\Omega })=_\mathrm{\Omega }H_\mathrm{\Sigma }^2\text{tr}(III_\mathrm{\Sigma })dV+_\mathrm{\Omega }H(\mathrm{\Omega })𝑑A,$$
(17)
and also
$$m^2KV(\mathrm{\Omega })=_\mathrm{\Omega }S_\mathrm{\Sigma }𝑑V+_\mathrm{\Omega }H(\mathrm{\Omega })𝑑A.$$
(18)
Here $`H(\mathrm{\Omega })`$ is the mean curvature of $`\mathrm{\Omega }`$. $`H_\mathrm{\Sigma }`$, $`S_\mathrm{\Sigma }`$ and $`III_\mathrm{\Sigma }`$ are the mean curvature, sectional curvature and third fundamental form of $`\mathrm{\Sigma }_t`$.
Proof: Suppose for instance that $`I=[0,1]`$, and note:
$$V_t=\text{Vol}\left(_{s=0}^t\mathrm{\Sigma }_s\right).$$
Denote again the variations of $`V_t,I_t`$ and $`H_t`$ by a prime. Choose a parametrization $`\varphi _t:\mathrm{\Sigma }M`$ such that $`\mathrm{\Sigma }_t=\varphi _t(\mathrm{\Sigma })`$, and let $`\varphi _t^{}=v+fn`$, where $`vT\mathrm{\Sigma }`$ and $`n`$ is the unit normal vector to $`\mathrm{\Sigma }_t`$. Then, by eq. (4):
$`nKV_t^{}`$ $`=`$ $`{\displaystyle _{\mathrm{\Sigma }_t}}H_t^{}+{\displaystyle \frac{1}{2}}I_t^{},II_tdA`$
$`=`$ $`{\displaystyle \frac{d}{dt}}{\displaystyle _{\mathrm{\Sigma }_t}}H_t𝑑A{\displaystyle _{\mathrm{\Sigma }_t}}H_t𝑑A^{}+{\displaystyle _{\mathrm{\Sigma }_t}}{\displaystyle \frac{1}{2}}I_t^{},II_t𝑑A`$
$`=`$ $`{\displaystyle \frac{d}{dt}}{\displaystyle _{\mathrm{\Sigma }_t}}H_t𝑑A+{\displaystyle _{\mathrm{\Sigma }_t}}{\displaystyle \frac{1}{2}}I_t^{},II_tH_t(fH_t+\overline{\text{div}}(v))dA`$
$`=`$ $`{\displaystyle \frac{d}{dt}}{\displaystyle _{\mathrm{\Sigma }_t}}H_tdA+{\displaystyle _{\mathrm{\Sigma }_t}}fII_t,II_t+\overline{\delta }^{}v,II_t+fH_t^2H_t\overline{\text{div}}(v))dA`$
$`=`$ $`{\displaystyle \frac{d}{dt}}{\displaystyle _{\mathrm{\Sigma }_t}}H_t𝑑A+{\displaystyle _{\mathrm{\Sigma }_t}}2fH_2+dH_t(v)dA`$
and eq. (16) follows, because $`\overline{\delta }II_t=dH_t`$ (see (5)). Eq. (17) is a direct consequence because $`H^2=\text{tr}(III)+2H_2`$.
Taking twice the trace of the Gauss equation for $`\mathrm{\Sigma }_t`$ shows that:
$$S_\mathrm{\Sigma }=m(m1)K+2H_2,$$
so that eq. (16) becomes:
$$mKV(\mathrm{\Omega })=_\mathrm{\Omega }S_\mathrm{\Sigma }𝑑Vm(m1)KV(\mathrm{\Omega })+_\mathrm{\Omega }H𝑑A$$
which proves (18). $`\mathrm{}`$
This leads for instance to the following simple consequence:
###### Corollary 5
If $`K>0`$, then no open domain of $`M`$ has a foliation by closed, minimal hypersurfaces. If $`K=0`$, any such foliation is by totally geodesic hypersurfaces.
Proof: Suppose first that $`K>0`$. Apply eq. (17) to such a foliation. The boundary term vanishes, and the right-hand side is therefore non-positive, while the left-hand side is positive, a contradiction.
If $`K=0`$, the same argument shows that $`H_20`$, therefore $`III0`$ on each hypersurface by eq. (17), and each hypersurface is totally geodesic. $`\mathrm{}`$
This strongly contrasts with the negatively curved case; for instance, it is conjectured that a hyperbolic 3-manifold which fibers over the circle admits a foliation by compact minimal surfaces. Equation (17) indicates that such a minimal foliation should have a remarkable property: the Gauss curvature of each leave, integrated against a weight corresponding to the amplitude of the normal deformation, should be constant.
Corollary 5 is not too difficult to obtain by other methods; it is interesting to remark, however, that equations (16) and (17) can also be used to obtain more general results, for instance to give an integral lower bound on the mean curvature of a foliation by minimal hypersurfaces in a positively curved Einstein manifold.
## 5 A quick tour of integral geometry
In this section, we give a summary of some concepts of integral geometry which permit us to interpret some of our results more geometrically. Of course, it cannot be hoped that we can give anything resembling a comprehensive survey. A reader more interested in this fascinating subject is referred to the treatises of Santaló \[San76\] and of Burago and Zalgaller \[BuZ\].
First, we recall some formulas of Crofton type. Consider $`n`$-dimensional Euclidean space $`E^n`$ and consider the Grassmanian of all the affine $`m`$-planes in $`E^n`$$`G_m^n`$. This has a measure invariant with respect to the isometry group of $`E^n`$. Any two such measures differ by a constant factor. There is a standard way to normalize, which will be implicit in the identities we shall state. Anyway, call the “canonical” invariant volume form $`dv_m^n`$. There is a natural functional defined on (not necessarily) convex sets $`K`$ in $`E^n`$, to wit,
$$P_m(K)=_{L_mK\mathrm{}}𝑑v_m^n.$$
(19)
Another natural functional is the following: Consider the space of $`m`$-dimensional linear subspaces of $`E^n`$, and consider the average $`m`$-dimensional area of the projections of $`K`$ onto such subspaces. This is the so-called Quermassintegral $`W_m(K)`$. It is fairly clear that $`P_m`$ and $`W_m`$ are related, and indeed, one of the fundamental formulas of integral geometry (\[San76, eq. (14.1)\]) is
$$P_m(K)=\frac{nO_{n2}O_{n3}\mathrm{}O_{nm1}}{(nm)O_{m1}\mathrm{}O_1O_0}W_m(K),$$
(20)
where $`O_i`$ is just the surface area of the $`i`$-dimensional unit sphere $`S^i`$ (it should be noted that the fraction in eq. (20) is just the volume of the Grassmanian of the $`m`$-dimensional subspaces in $`E^n`$).
Equation (20) allows us to relate the quantity $`P_m(K)`$ to the integral of the $`m`$-th symmetric function of curvature, as follows: Consider the volume $`V_ϵ`$ of the $`ϵ`$ neighborhood of $`K`$. A simple computation with radii of curvature shows that if $`\kappa =\kappa _1,\mathrm{},\kappa _{n1}`$ is the vector of principal curvatures of $`K`$ (we assume that $`K`$ is at least $`C^2`$ smooth), and $`\sigma _m(\kappa )`$ is the $`m`$-th symmetric function of curvature, then
$$V_ϵ(K)=V(K)+\underset{m=0}{\overset{n1}{}}\frac{ϵ^{m+1}}{m+1}_K\sigma _m(K).$$
(21)
On the other hand, there is another expression for $`V_ϵ(K)`$, due to Steiner (see \[San76, III.13.3\]):
$$V_ϵ(K)=\underset{i=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{i}\right)W_i(K)ϵ^i.$$
(22)
Comparing the coefficients of the powers of $`ϵ`$ in formulas (21) and (22), we see that:
$$m_K\sigma _{m1}(K)𝑑s=\left(\genfrac{}{}{0pt}{}{n}{m}\right)W_m(K).$$
(23)
In other words, the integral mean curvatures of $`K`$ are directly expressible in terms of the measures of the set of planes intersecting $`K`$, and the average projection measures. In particular, since $`\sigma _0`$ is equal to $`1`$, we see that the area of $`K`$ is equal to a constant factor times the measure of the set of lines intersecting $`K`$, while the total (first) mean curvature is a constant times the measure of the set of $`2`$-planes intersecting $`K`$. Since we are especially interested in $`n=3`$, we will write down the constants explicitly in that case:
$`A(K)=3W_1(K),`$ while $`P_1(K)=\frac{6\pi }{4}W_1(K)`$, so
$$A(K)=\frac{2}{\pi }P_1(K).$$
(24)
On the other hand, $`_K(k_1+k_2)=3W_2(K),`$ while $`P_2(K)=\frac{3}{2}W_2(K),`$ so
$$_K(k_1+k_2)=2P_2(K).$$
(25)
So far, we have talked about convex bodies in a Euclidean setting, but the theory can be extended to other symmetric spaces, in particular, to $`H^n`$ and $`S^n`$. The expressions become a bit more complicated in general, but in three dimensions, they are simple enough; the following formulas are in \[San76, eq. (17.62)\]:
$$P_1(K)=\frac{\pi }{2}A(K),P_2(K)=\frac{1}{2}_K(k_1+k_2)+kV(K),$$
(26)
where $`k`$ is the sectional curvature of the ambient space (so the formula reduces to eq. (25) when $`k=0`$). It should be noted that there is yet another interpretation of the quantity $`P_2(K)`$, in terms of the polar map of a spherical or hyperbolic convex body (the spherical version is classical, the hyperbolic has been studied in the first author’s thesis \[RivH93\]): this map associates to $`K`$ the set $`K^{}`$ of hyperplanes intersecting $`K`$. For the sphere $`S^n`$, the set $`K^{}`$ can be naturally viewed as a convex body in $`S^n`$, for $`H^n`$ the set of hyperplanes can be naturally viewed as the de Sitter space $`S_1^{n1}`$
Alexandrov’s inequality (\[BuZ, p. 145\]) is the following: for a convex $`K`$ in $`E^n`$, the cross-sectional measures satisfy:
$$V_j^i(K)v_n^{ij}V_i^j(K),ji,$$
(27)
with equality if and only if $`K`$ is a ball in $`R^n`$. Here $`V_i`$ can be defined by the following formula: (\[BuZ, p. 140\]):
$$V_k=\frac{1}{n\left(\genfrac{}{}{0pt}{}{n1}{m}\right)}_K\underset{j}{}k_{j_1}\mathrm{}k_{j_{nm1}}dF(x),$$
(28)
where $`v_n`$ is the volume of the $`n`$-dimensional unit ball ; $`k_i`$ ($`i=1,\mathrm{},n1`$) are the principal curvatures of $`K`$ at the point $`x`$ of $`K`$, $`dF`$ is the area element of $`K`$, the sum is taken over all possible finite sequence of indices $`j_1,\mathrm{},j_{nm1}`$. In particular, $`V_{n2}(K)`$ is related to $`Q(S)=_SH`$ by $`Q(S)=n(n1)V_{n2}(K).`$ Aleksandrov’s inequality in $`E^3`$ can thus be restated as follows : Among all convex bodies with a fixed $`P_1`$, the ball has the biggest $`P_2`$. Our Theorem 12 is exactly the extension of this result to other three-dimensional space forms.
## 6 Extending the Aleksandrov inequality
This section contains applications of the previous results in the simple setting of three-dimensional space-forms, esp. $`H^3`$. Thus we consider a smooth, strictly convex surface $`\mathrm{\Sigma }`$ in a constant curvature space $`M`$ which might be $`S^3,𝐑^3,H^3`$ or $`S_1^3`$ (in this case we suppose that $`\mathrm{\Sigma }`$ is space-like).
To keep notations close to that of the previous section, we define a functional $`P_2`$ as:
$$2P_2:=_\mathrm{\Sigma }H𝑑a2ϵK_0V,$$
where $`K_0`$ is the sectional curvature of $`M`$, and $`ϵ=1`$ if $`M`$ is Riemannian, $`ϵ=1`$ if $`M=S_1^3`$.
Note that, for any deformation of $`\mathrm{\Sigma }`$:
$$\left(_\mathrm{\Sigma }H𝑑a\right)^{}=_\mathrm{\Sigma }H^{}𝑑a+\frac{1}{2}_\mathrm{\Sigma }HI^{},I𝑑a.$$
Therefore, as a consequence of equations (4) and (7), we have for any deformation of $`\mathrm{\Sigma }`$:
$$P_2^{}=\frac{1}{4}_\mathrm{\Sigma }I^{},IIHI𝑑a$$
(29)
Consider a normal deformation of $`\mathrm{\Sigma }`$, i.e. an infinitesimal deformation by a vector field $`fn`$, where $`n`$ is the (exterior) unit normal to $`\mathrm{\Sigma }`$. Then $`I^{}=2fII`$, so that:
$$2P_2^{}=_\mathrm{\Sigma }fII,IIHI𝑑a=_\mathrm{\Sigma }2fK_e𝑑a$$
(30)
where $`K_e:=det(II)`$ is the extrinsic curvature of $`\mathrm{\Sigma }`$. On the other hand, the area of $`\mathrm{\Sigma }`$ varies as:
$$A^{}=\frac{1}{2}_\mathrm{\Sigma }2fII,I𝑑a=_\mathrm{\Sigma }fH𝑑a$$
(31)
As a consequence, we already find an extremely simple proof of a result with a flavor of classical differential geometry. It can be seen as a consequence of some more general results (see \[Ros88\], and also \[EH89\]) but we include it here because of its extremely simple proof.
###### Theorem 11
Suppose that $`\mathrm{\Sigma }`$ is a smooth, strictly convex surface in a 3-dimensional space-form, and that there exists a constant $`k𝐑_+`$ such that, on $`\mathrm{\Sigma }`$, $`K_e=kH`$. Then $`\mathrm{\Sigma }`$ is totally umbilical.
Proof: Suppose that $`K_e=kH`$. Then, by equations (31) and (30), $`\mathrm{\Sigma }`$ is a critical point of $`P_2`$ among surfaces with the same area. But it is well known (see \[Pog73\]) that all variations $`I^{}`$ of $`I`$ are induced by deformations of $`\mathrm{\Sigma }`$. Therefore, eq. (29) shows that there exists a constant $`k^{}`$ such that $`IIHI=k^{}I`$, so that $`\mathrm{\Sigma }`$ is totally umbilical. $`\mathrm{}`$
We now turn to the extension of the classical Alexandrov inequality (see Section 5) for convex surfaces in Euclidean space to three-dimensional space-forms.
###### Theorem 12
Let $`S`$ be a compact convex surface in $`H^3`$ (resp. $`R^3`$, $`S^3`$). Let $`V(S)`$ be the volume of the interior of $`S`$, and call $`2P_2(S):=_SH𝑑a+2V(S)`$ (resp. $`2P_2(S)=_SH𝑑a`$, $`2P_2(S)=_SH𝑑a2V(S)`$). There exists a (unique modulo global isometries) umbilical surface $`S_0`$ with $`\text{Area}(S_0)=\text{Area}(S)`$, and $`P_2(S_0)P_2(S)`$.
###### Remark 4
An elementary consequence is the well-known fact that a convex surface in $`S^3`$ has area at most $`2\pi `$.
Proof. We will give the proof of Theorem 12 in the hyperbolic case, the other two situations are very similar. For $`k_0>0`$, let $`𝒞_{A,k_0}`$ be the space of smooth, convex surfaces in $`H^3`$ with area $`A`$ and principal curvatures at most $`k_0`$, and containing a given fixed point $`x_0`$. It is again an elementary consequence of eq. (29) and of \[Pog73\] that the only critical points of $`P_2`$ in $`𝒞_{A,k_0}`$ are the umbilical hypersurfaces (there is a unique such surface in $`𝒞_{A,k_0}`$ modulo the global isometries of $`H^3`$).
It is therefore sufficient to prove that $`P_2`$ has a maximum in the interior of $`𝒞_{A,k_0}`$. This will be a consequence of the following points:
1. if $`S𝒞_{A,k_0}`$ contains a point $`s`$ where a principal curvature vanishes, then there exists an infinitesimal deformation of $`S`$ increasing the minimum of the principal curvatures and increasing $`P_2`$, while leaving the area constant;
2. if $`k_0>1`$ and if $`S𝒞_{A,k_0}`$ contains a point $`s`$ where a principal curvature is equal to $`k_0`$, then there exists a deformation of $`S`$ decreasing the maximum of the principal curvatures and increasing $`P_2`$;
3. for each $`M>0`$, there exists $`L>0`$ such that if $`S𝒞_{A,k_0}`$ has (extrinsic) diameter above $`L`$, then $`P_2(S)M`$.
Theorem 12 follows, because a maximizing sequence for $`P_2`$ can neither “degenerate” (because of point (3)), nor converge to a surface with a vanishing principal curvature (point (1)) or a principal curvature equal to $`k_0`$ (point (2)).
To prove point (1), note that the equation (6) simplifies here to:
$$II^{}=H_f+fIfIII$$
(32)
Therefore, to insure that a deformation $`fn`$ increases the minimum of the principal curvatures at a point where this minimum vanishes, it is enough to have: $`fH_f`$ over $`S`$. But, if a principal curvature of $`S`$ vanishes, then $`S`$ is not umbilical, so that $`H`$ and $`K_e`$ are not proportional on $`S`$. It is then easy to check using equations (30) and (31) that there exists a normal deformation of $`S`$ with the right properties.
Point (2) can be proved in the same way, the condition on $`f`$ is now that $`(k_01)fH_f`$.
Finally, for point (3), let $`S`$ be a convex surface in $`H^3`$, and, for $`ϵ0`$, call $`E_ϵ`$ the set of points at distance at most $`ϵ`$ from the interior of $`S`$, and $`S_ϵ:=E_ϵ`$. Let $`_ϵ`$ be the integral mean curvature of $`S_ϵ`$, and let $`𝒜_ϵ`$ be its area and $`𝒱_ϵ`$ the volume of its interior $`E_ϵ`$. Equation (4) shows that:
$$2\frac{d𝒱_ϵ}{dϵ}=\frac{d_ϵ}{dϵ}+_{S_ϵ}II,IIHI𝑑a,$$
so that:
$$2\frac{d𝒱_ϵ}{dϵ}+\frac{d_ϵ}{dϵ}=_{S_ϵ}K_e𝑑a=_{S_ϵ}(K+1)𝑑a=4\pi +𝒜_ϵ,$$
where we have used the Gauss-Bonnet theorem. Since $`d𝒱_ϵ/dϵ=𝒜_ϵ`$, we have:
$$\frac{d𝒱_ϵ}{dϵ}+\frac{d_ϵ}{dϵ}=4\pi ,$$
and therefore:
$$\frac{d^3𝒱_ϵ}{dϵ^3}+\frac{d𝒱_ϵ}{dϵ}=4\pi .$$
Integrating this EDO leads to a classical formula for $`𝒱_ϵ`$:
$$𝒱_ϵ=𝒜_0\mathrm{sinh}(ϵ)+4\pi (ϵ\mathrm{sinh}(ϵ))+_0(\mathrm{cosh}(ϵ)1)+𝒱_0$$
(33)
Now suppose that $`S`$ has extrinsic diameter at least $`L`$, then $`E_0`$ contains a segment $`\gamma `$ of length at least $`L`$. Applying equation (33) to a sequence of convex surfaces in $`E_0`$ which converges to $`\gamma `$, we find a lower bound for $`𝒱_ϵ`$:
$$𝒱_ϵ4\pi (ϵ\mathrm{sinh}(ϵ))+2\pi L(\mathrm{cosh}(ϵ)1)$$
so that, for any $`ϵ0`$:
$$𝒜_0\mathrm{sinh}(ϵ)+_0(\mathrm{cosh}(ϵ)1)+𝒱_02\pi L(\mathrm{cosh}(ϵ)1)$$
Taking the limit as $`ϵ\mathrm{}`$ shows that:
$$𝒜_0+_02\pi L$$
and point (3) follows.
This finishes the proof of Theorem 12. $`\mathrm{}`$
Note that the “local” part of this argument extends partly to higher dimensions, again for Einstein manifolds with convex boundaries. Namely, if $`(M,M)`$ is such a manifold, we say that it is “rigid” if it admits no infinitesimal Einstein deformation which does not change the induced metric on the boundary. It is proved in \[Sch98\] that, in that case, all infinitesimal deformations of the metric on $`M`$ are induced (uniquely) by Einstein deformations of $`M`$. Therefore, it is still true in that case that, if $`(M,M)`$ is a critical point of $`P_2`$ among Einstein metrics with the same “area”, then it is umbilical. We do not know whether there exists any non-rigid Einstein metric with negative curvature and strictly convex boundary.
## Acknowledgements
The authors are happy to acknowledge their debt to Fred Almgren, without whom this paper would not have been possible. I. Rivin would like to thank the Institut Henri Poincaré and the Institut des Hautes Études Scientifiques for their hospitality at crucial moments. |
warning/0001/quant-ph0001020.html | ar5iv | text | # Influence of measurement on the life-time and the line-width of unstable systems
## I Introduction
The interplay between quantum dynamics and quantum measurements has attracted much attention of physicists since the discovery of quantum mechanics. In fact, it was suggested that frequent or continuous observations of an unstable quantum system can inhibit or slow down its decay. This phenomenon is known as the quantum Zeno effect. Usually this effect is associated to von Neumann’s postulate in the theory of quantum measurements. Indeed, in the classical example of two-level systems, the probability of a quantum transition from an initially occupied unstable state is given at short time, $`\mathrm{\Delta }t`$, by $`P(\mathrm{\Delta }t)=a(\mathrm{\Delta }t)^2`$. If we assume that $`\mathrm{\Delta }t`$ is the measurement time, which consists in projecting the system onto the initial state, then after $`N`$ successive measurements the probability of finding the unstable system in its initial state, at time $`t=N\mathrm{\Delta }t`$, is $`Q(t)=[1a(\mathrm{\Delta }t)^2]^{(t/\mathrm{\Delta }t)}`$. It follows from this result that $`Q(t)1`$ for $`\mathrm{\Delta }t0`$, i.e. suppression of quantum transition.
During last years the Zeno effect has become a topic of great interest. It has been discussed in the areas of radioactive decay, polarized light, the physics of atoms, neutron physics, quantum optics and mesoscopic physics. As a matter of fact, the theoretical and experimental efforts has been mainly concentrated on quantum transitions between isolated levels characterized by an oscillatory behavior. In this latter case the slowing down of the transition rate has, indeed, been found. However, this was attributed to the decoherence generated by the detector without an explicit involvement of the projection postulate. On the other hand, the slowing down of the exponential decay rate still remains a controversial issue, despite the fact that it is extensively studied and further investigations are clearly desirable.
In this paper we focus our attention on observation of spontaneous decay using a microscopic description of the measurement device (detector). The latter point should be very essential in any investigations of measurement problems. The quantum-mechanical description of the measurement device would allow us to study thoroughly the measurement process without explicit use of the projection postulate, or introducing different phenomenological terms in quantum evolution of the measured system. Yet, the detector is a macroscopic system, the quantum mechanical analysis of which is very complicated. Thus one can expect that mesoscopic systems, which are between the microscopic and macroscopic scales, would be very useful for this type of investigation. In addition, the actual experimental investigations of the quantum Zeno effect in mesoscopic systems are within reach of nowadays experimental techniques.
Our quantum-mechanical treatment of the entire system, including the detector is based on the new Bloch-type rate equations, which we derived here from the many-body Schrödinger equation. These equations would allow us to trace the quantum-mechanical behavior of the entire measured system during the measurement. In contrast with the standard Bloch equations, our equations describe the reservoir states too. As a result, we can find the influence of the measurement on the energy distribution of the decayed system, as well as its time-evolution.
The paper is organized as follows: In Sect. 2 we gave a general quantum-mechanical description of an unstable system. We concentrated on conditions under which an exponential and non-exponential decay can be obtained, yet without including any measurement apparatus. The latter is introduced in Sect. 3 where we derive the rate equations, describing the dynamical evolution of the measurement process. The results of our analysis are described in Sect. 4. The last section is a summary. Some of the results described in this paper were presented in.
## II Dynamics of a decayed system
Let us consider a mesoscopic quantum dot coupled to an electron reservoir on its right, Fig. 1. We assume only one level, $`E_0`$, inside the quantum dot, Fig. 1. The system is described by the following tunneling Hamiltonian written in the occupation number representation:
$$H_{QD}=E_0c_0^{}c_0+\underset{\alpha }{}E_\alpha c_\alpha ^{}c_\alpha +\underset{\alpha }{}[\mathrm{\Omega }_\alpha c_\alpha ^{}c_0+H.c.].$$
(1)
Here the operators $`c_\alpha ^+(c_\alpha )`$ correspond to the creation (annihilation) of an electron in state $`\alpha `$ in the reservoir, and the operator $`c_0^+(c_0)`$ is similarly defined for the state in the quantum dot. The $`\mathrm{\Omega }_\alpha `$ are the hopping amplitudes between the states $`E_0`$, $`E_\alpha `$. (We choose the gauge, where $`\mathrm{\Omega }_\alpha `$ are real). This Hamiltonian (1) does not include any coupling with radiation or phonon fields as had been done for example in.
The initial state of the entire system $`c_0^{}|0>`$ corresponds to occupied quantum dot and empty states in the reservoir. This state is unstable: the Hamiltonian (1) requires it to decay to the continuum states $`c_\alpha ^{}|0>`$ having the electron in the reservoir. The electron wave function, describing its evolution can be written in the most general way as
$`|\mathrm{\Psi }(t)=\left[b_0(t)c_0^{}+{\displaystyle \underset{\alpha }{}}b_\alpha (t)c_\alpha ^{}\right]|0,`$ (2)
where $`b_i(t)`$ is the time-dependent probability amplitude to find the system in the corresponding state $`i`$ with the initial condition $`b_0(0)=1`$ and $`b_\alpha (0)=0`$. Substitution of Eq. (2) into the time-dependent Schrödinger equation $`i_t|\mathrm{\Psi }(t)=H|\mathrm{\Psi }(t)`$, leads to an infinite set of coupled linear differential equations for the amplitudes $`b(t)`$. Applying the Laplace transform
$`\stackrel{~}{b}(E)={\displaystyle _0^{\mathrm{}}}b(t)\mathrm{exp}(iEt)𝑑t`$ (3)
and taking into account the initial condition, we transform the differential equations for $`b(t)`$ into an infinite set of algebraic equations for the amplitudes $`\stackrel{~}{b}(E)`$:
$`(EE_0)\stackrel{~}{b}_0(E){\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_\alpha =i,`$ (5)
$`(EE_\alpha )\stackrel{~}{b}_\alpha (E)\mathrm{\Omega }_\alpha \stackrel{~}{b}_0(E)=0.`$ (6)
In order to solve these equations we replace the amplitude $`\stackrel{~}{b}_\alpha `$ in Eq.(5) by its expression obtained from Eq.(6). Then we obtain
$$\left[EE_0\underset{\alpha }{}\frac{\mathrm{\Omega }_\alpha ^2}{EE_\alpha }\right]\stackrel{~}{b}_0(E)=i.$$
(7)
Since the states in the reservoir are very dense, one can replace the sum over $`\alpha `$ by an integral over $`E_\alpha `$.
$$\underset{\alpha }{}\frac{\mathrm{\Omega }_\alpha ^2}{EE_\alpha }=\frac{\mathrm{\Omega }^2(E_\alpha )\rho (E_\alpha )}{EE_\alpha }𝑑E_\alpha ,$$
(8)
where $`\rho (E_\alpha )`$ is the density of states in the reservoir. To evaluate this integral, we can split the integral into its principal and singular parts, $`i\delta (EE_\alpha )`$. (Notice that $`EE+iϵ`$ in the Laplace transform, Eq. (3)). As a result the original Schrödinger equation (II) is reduced to
$`\left[EE_0\mathrm{\Delta }(E)+i{\displaystyle \frac{\mathrm{\Gamma }(E)}{2}}\right]\stackrel{~}{b}_0(E)=i,`$ (10)
$`\left(EE_\alpha \right)\stackrel{~}{b}_\alpha (E)\mathrm{\Omega }(E_\alpha )\stackrel{~}{b}_0(E)=0,`$ (11)
where $`\mathrm{\Gamma }(E)=2\pi \rho (E)\mathrm{\Omega }_\alpha ^2(E)`$ and $`\mathrm{\Delta }(E)`$ is the energy-shift due to the principal part of the integral.
Using Eqs. (8) and the inverse Laplace transform one can obtain the occupation probabilities of the levels $`E_0`$ and $`E_\alpha `$. Yet, Eqs. (8) are not convenient if we wish to include the effects of the environment. These effects can be determined in a natural way only in terms of the density matrix. For this reason we transform Eqs. (8) to equations for the density matrix $`\sigma _{ij}(t)b_i(t)b_j^{}(t)`$. The latter is directly related to the amplitudes $`\stackrel{~}{b}(E)`$ via the inverse Laplace transform
$$\sigma _{ij}(t)=_{\mathrm{}}^+\mathrm{}\frac{dEdE^{}}{(2\pi )^2}\stackrel{~}{b}_i(E)\stackrel{~}{b}_j^{}(E^{})e^{i(E^{}E)t}.$$
(12)
In order to proceed further with our derivations we have to know the $`E`$-dependence of $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }`$, determined by the density of states $`\rho (E_\alpha )`$ and the hopping amplitude $`\mathrm{\Omega }(E_\alpha )`$, Eq. (8). We consider below two important cases.
### A Constant width
Let us assume that $`\mathrm{\Omega }_\alpha ^2(E_\alpha )\rho (E_\alpha )`$ is weakly dependent on the energy $`E_\alpha `$. As a result the width becomes a constant $`\mathrm{\Gamma }(E)=\mathrm{\Gamma }_0`$ and the energy shift $`\mathrm{\Delta }(E)`$ tends to zero. In order to transform Eqs. (8) to the equations for the density matrix by using the inverse Laplace transform (12), we multiply each of the Eqs. (8) by the corresponding complex conjugate amplitude $`b^{}(E^{})`$. For instance by multiplying Eq. (10) by $`b_0^{}(E^{})`$ and subtracting the complex conjugated equation multiplied by $`b_0(E)`$ we obtain
$$(E^{}Ei\mathrm{\Gamma }_0)\stackrel{~}{b}_0(E)\stackrel{~}{b}_0^{}(E^{})=i[\stackrel{~}{b}_0(E)+\stackrel{~}{b}_0^{}(E^{})],$$
(13)
It is quite easy to see that the inverse Laplace transform (12) turns this equation to the following one for the density matrix
$$\dot{\sigma }_{00}(t)=\mathrm{\Gamma }_0\sigma _{00}(t)+[b_0(t)+b_0^{}(t)]\delta (t).$$
(14)
Notice that the initial time in the inverse Laplace transform (12) corresponds to $`t=+0`$, which allows us to ignore the term proportional to the $`\delta `$-function on the right hand side of Eq. (14).
Proceeding in the same way with all the other equations (8), we obtain the following set of equations for the density matrix $`\sigma (t)`$
$`\dot{\sigma }_{00}(t)=\mathrm{\Gamma }_0\sigma _{00}(t),`$ (16)
$`\dot{\sigma }_{\alpha \alpha }(t)=i\mathrm{\Omega }_\alpha (\sigma _{\alpha 0}(t)\sigma _{0\alpha }(t))`$ (17)
$`\dot{\sigma }_{\alpha 0}(t)=iϵ_{0\alpha }\sigma _{\alpha 0}(t)i\mathrm{\Omega }_\alpha \sigma _{00}(t){\displaystyle \frac{\mathrm{\Gamma }_0}{2}}\sigma _{\alpha 0}(t),`$ (18)
with $`ϵ_{0\alpha }=E_0E_\alpha `$ and $`\sigma _{0\alpha }=\sigma _{\alpha 0}^{}`$.
It is interesting to compare Eqs. (II A) with similar Bloch-type equations describing quantum transitions between two isolated levels. In the case of the isolated levels ($`E_1`$ and $`E_2`$), the equations for the density matrix $`\sigma `$ are symmetric with respect to $`E_1`$ and $`E_2`$. Whereas in the case of transition between the isolated ($`E_0`$) and the continuum of states ($`E_\alpha `$) the corresponding symmetry, between $`E_0`$ and $`E_\alpha `$, is broken as can be seen, for example, in the equation for the off-diagonal term $`\sigma _{\alpha 0}`$ where the coupling with $`\sigma _{\alpha \alpha }`$ is missing. Eq. (18).
Solving Eqs. (II A) we find the following expressions for the occupation probabilities, $`\sigma _{00}`$ and $`\sigma _{\alpha \alpha }`$, of the levels $`E_0`$ and $`E_\alpha `$, respectively:
$`\sigma _{00}(t)=e^{\mathrm{\Gamma }_0t},`$ (20)
$`\sigma _{\alpha \alpha }(t)={\displaystyle \frac{\mathrm{\Omega }_\alpha ^2}{(E_\alpha E_0)^2+(\mathrm{\Gamma }_0/2)^2}}`$ (21)
$`\times \left(12\mathrm{cos}(E_\alpha E_0)te^{\mathrm{\Gamma }_0t/2}+e^{\mathrm{\Gamma }_0t}\right)`$ (22)
Notice that the line shape, $`P(E_\alpha )\sigma _{\alpha \alpha }(t\mathrm{})\rho `$, given by Eq. (22), is the standard Lorentzian distribution
$$P(E_\alpha )=\frac{\mathrm{\Gamma }_0/(2\pi )}{(E_\alpha E_0)^2+(\mathrm{\Gamma }_0/2)^2}$$
(23)
with the width $`\mathrm{\Gamma }_0`$ corresponding to the inverse life-time of the quasi-stationary state, Eq. (20).
### B Lorentzian density of states
Let us consider the same problem studied before but with the decay width $`\mathrm{\Gamma }`$ in Eq. (10) dependent on energy. This dependence could be generated either by the density of states in the reservoir $`\rho (E_\alpha )`$ or by hopping amplitude, $`\mathrm{\Omega }_\alpha `$, depending on $`E_\alpha `$. Here, we will restrict our selves to the frequent situation in which the density of states in the reservoir is modulated by a Lorentzian shape, as for instance by the resonant cavity,
$$\rho (E_\alpha )=\overline{\rho }+\frac{\mathrm{\Gamma }_1/2\pi }{(E_\alpha E_1)^2+\mathrm{\Gamma }_1^2/4}.$$
(24)
Here $`\overline{\rho }`$ is a background component and $`\mathrm{\Gamma }_1`$ is the width of the Lorentzian centered around $`E_1`$. Substituting Eq. (24) into Eq. (8) and assuming that the hopping amplitude $`\mathrm{\Omega }(E_\alpha )`$ is weakly dependent on the energy $`E_\alpha `$, we can easily evaluate the integral (8). Then Eq. (10) becomes
$$\left(EE_0+i\frac{\overline{\mathrm{\Gamma }}}{2}\frac{\mathrm{\Omega }_\alpha ^2}{EE_1+i\mathrm{\Gamma }_1/2}\right)\stackrel{~}{b}_0(E)=i,$$
(25)
with $`\overline{\mathrm{\Gamma }}=2\pi \mathrm{\Omega }_\alpha ^2\overline{\rho }`$ . Similar to the previous case we transform Eqs. (8) into the rate equations for the corresponding density matrix. For this reason we spilt Eq. (25) into two coupled equations by introducing an auxiliary amplitude
$$\stackrel{~}{b}_1=\frac{\mathrm{\Omega }_\alpha }{EE_1+i\mathrm{\Gamma }_1/2}\stackrel{~}{b}_0.$$
(26)
As a result Eqs. (8) become
$`\left(EE_0+i{\displaystyle \frac{\overline{\mathrm{\Gamma }}}{2}}\right)\stackrel{~}{b}_0(E)\mathrm{\Omega }_\alpha \stackrel{~}{b}_1(E)=i`$ (28)
$`\left(EE_1+i{\displaystyle \frac{\mathrm{\Gamma }_1}{2}}\right)\stackrel{~}{b}_1(E)\mathrm{\Omega }_\alpha \stackrel{~}{b}_0(E)=0`$ (29)
$`(EE_\alpha )\stackrel{~}{b}_\alpha (E)\mathrm{\Omega }_\alpha \stackrel{~}{b}_0(E)=0`$ (30)
The amplitude $`\stackrel{~}{b}_1`$ can be interpreted as the probability amplitude of finding the electron in the state $`E_1`$ embedded in the reservoir. Now using the same procedure as that we applied for the derivation of Eqs. (II A), we transform Eqs. (26) into equations for the density matrix $`\sigma _{ij}(t)`$:
$`\dot{\sigma }_{00}(t)`$ $`=`$ $`\overline{\mathrm{\Gamma }}\sigma _{00}+i\mathrm{\Omega }_\alpha (\sigma _{01}\sigma _{10})`$ (32)
$`\dot{\sigma }_{11}(t)`$ $`=`$ $`\mathrm{\Gamma }_1\sigma _{11}+i\mathrm{\Omega }_\alpha (\sigma _{10}\sigma _{01})`$ (33)
$`\dot{\sigma }_{01}(t)`$ $`=`$ $`iϵ_{10}\sigma _{01}+i\mathrm{\Omega }_\alpha (\sigma _{00}\sigma _{11}){\displaystyle \frac{\overline{\mathrm{\Gamma }}+\mathrm{\Gamma }_1}{2}}\sigma _{01}`$ (34)
$`\dot{\sigma }_{\alpha \alpha }(t)`$ $`=`$ $`i\mathrm{\Omega }_\alpha (\sigma _{\alpha 0}\sigma _{0\alpha })`$ (35)
$`\dot{\sigma }_{0\alpha }(t)`$ $`=`$ $`iϵ_{\alpha 0}\sigma _{0\alpha }+i\mathrm{\Omega }_\alpha (\sigma _{00}\sigma _{1\alpha }){\displaystyle \frac{\overline{\mathrm{\Gamma }}}{2}}\sigma _{0\alpha }`$ (36)
$`\dot{\sigma }_{1\alpha }(t)`$ $`=`$ $`iϵ_{\alpha 1}\sigma _{1\alpha }+i\mathrm{\Omega }_\alpha (\sigma _{10}\sigma _{0\alpha }){\displaystyle \frac{\mathrm{\Gamma }_1}{2}}\sigma _{1\alpha },`$ (37)
where $`ϵ_{ij}=E_iE_j`$ and $`\sigma _{ji}=\sigma _{ij}^{}`$.
Although Eqs. (II B) are quite different from Eqs.( II A) obtained in the previous case, their interpretation is similar. In fact, Eqs. (II B) represent Bloch-type equations describing decay of two-level system, as for instance an electron in the coupled double quantum dots, shown in Fig. 2. (The latter is described by Eqs. (II B) for $`\overline{\mathrm{\Gamma }}=0`$). This is not surprising since the Lorentzian component of the density of states corresponds to a resonance state embedded in the reservoir.
Solving Eqs. (II B) (or Eqs. (26)) one finds that
$$\sigma _{\alpha \alpha }(t\mathrm{})=\frac{\mathrm{\Omega }_\alpha ^2\left[(E_\alpha E_1)^2+\mathrm{\Gamma }_1^2/4\right]}{\left|\left(ϵ_{\alpha 0}+i{\displaystyle \frac{\overline{\mathrm{\Gamma }}}{2}}\right)\left(ϵ_{\alpha 1}+i{\displaystyle \frac{\mathrm{\Gamma }_1}{2}}\right)\mathrm{\Omega }_\alpha ^2\right|^2}$$
(38)
Thus, the line-shape $`P(E_\alpha )\sigma _{\alpha \alpha }(t\mathrm{})\rho (E_\alpha )`$ is not a pure Lorentzian one, in contrast with the previous case, Eq. (23). This is a reflection of non-exponential decay. The latter is generated by the energy dependence of the width $`\mathrm{\Gamma }(E)`$ in Eq. (10), as for instance in the case of a Lorentzian density of states. Indeed, by solving Eqs. (18a)-(18c) for $`\overline{\mathrm{\Gamma }}=0`$ we obtain
$`\sigma _{00}(t)=|{\displaystyle \frac{\mathrm{\Gamma }_1+\omega +2iϵ_{01}}{2\omega }}\mathrm{exp}({\displaystyle \frac{\mathrm{\Gamma }_1\omega }{4}}t)`$ (39)
$`{\displaystyle \frac{\mathrm{\Gamma }_1\omega +2iϵ_{01}}{2\omega }}\mathrm{exp}({\displaystyle \frac{\mathrm{\Gamma }_1+\omega }{4}}t)|^2,`$ (40)
where $`\omega =\sqrt{(\mathrm{\Gamma }_1+2iϵ_{01})^216\mathrm{\Omega }_\alpha ^2}`$. Hence, the decay is not a pure exponential one. In particular, it follows from Eq. (40) that the probability of finding the electron in the initial state for small $`t`$ is $`\sigma _{00}(t)=1\mathrm{\Omega }_\alpha ^2t^2`$, in contrast with Eq. (20), describing the exponential decay. Notice, that the absence of linear in $`t`$ term in $`\sigma _{00}(t)`$ is a prerequisition for the Zeno effect.
Consider Eq. (40) for $`\mathrm{\Gamma }_1\mathrm{\Omega }_\alpha ,ϵ_{01}`$. One finds that the first exponential in Eq. (40) dominates the behavior of $`\sigma _{00}(t)`$ when $`t`$ increases. Thus
$$\sigma _{00}(t)\mathrm{exp}\left(\frac{4\mathrm{\Omega }_\alpha ^2}{\mathrm{\Gamma }_1}t\right)\text{for}t2/\mathrm{\Gamma }_1,$$
(41)
so that the decay becomes an exponential one. Respectively, the line-shape $`P(E_\alpha )`$, Eq. (38), becomes Lorentzian in the same limit:
$$P(E_\alpha )\frac{1}{2\pi }\frac{4\mathrm{\Omega }_\alpha ^2/\mathrm{\Gamma }_1}{(E_\alpha E_0)^2+\left({\displaystyle \frac{2\mathrm{\Omega }_\alpha ^2}{\mathrm{\Gamma }_1}}\right)^2}$$
(42)
Using Eqs. (18a)-(18c) one can also evaluate the averaged decay-time of the electron in the state $`E_0`$, given by
$$T=_0^{\mathrm{}}t\dot{\sigma }_{00}(t)=_0^{\mathrm{}}\sigma _{00}(t).$$
(43)
The last integral can be evaluated directly from Eqs. (18a)-(18c). As a result, we obtain for the decay-time
$$T=\frac{\tau }{1+\tau \overline{\mathrm{\Gamma }}},$$
(44)
where
$$\tau =\frac{1}{\mathrm{\Gamma }_1}+\frac{4ϵ_{10}^2+(\overline{\mathrm{\Gamma }}+\mathrm{\Gamma }_1)^2}{4\mathrm{\Omega }_\alpha ^2(\overline{\mathrm{\Gamma }}+\mathrm{\Gamma }_1)}.$$
(45)
In the case of zero background width, $`\overline{\mathrm{\Gamma }}=0`$, the electron decay-time is
$$T=\frac{1}{\mathrm{\Gamma }_1}+\frac{4(E_1E_0)^2+\mathrm{\Gamma }_1^2}{4\mathrm{\Omega }_\alpha ^2\mathrm{\Gamma }_1}.$$
(46)
Hence, instead of the intuitively expected answer $`1/\mathrm{\Gamma }_1`$, we find an enhancement of the decay-time. This enhancement can be attributed to an oscillatory behavior of the electron between the states $`E_0`$ and $`E_1`$, which does not exist in the previous case of a constant width. In fact, it is even more surprising that for large $`\mathrm{\Gamma }_1`$ the electron decay-time $`T`$ increases with $`\mathrm{\Gamma }_1`$. Indeed, in the limit $`\mathrm{\Gamma }_1\mathrm{\Omega }_\alpha ,ϵ_{10}`$ the decay-time becomes $`T\mathrm{\Gamma }_1/4\mathrm{\Omega }_\alpha ^2`$, in accordance with Eqs. (41), (42). Yet, in the opposite limit, $`ϵ_{10}\mathrm{\Gamma }_1`$, the decay-time is $`T(1+ϵ_{10}^2/\mathrm{\Omega }_\alpha ^2)/\mathrm{\Gamma }_1`$. Thus it is inversely proportional to $`\mathrm{\Gamma }_1`$, as expected. Such an unusual behavior of the decay-time can be understood in terms of a broadening of the level $`E_1`$ due to its coupling with continuum states $`E_\alpha `$, Fig. 2. If $`E_0=E_1`$, this broadening results in an effective misalignment of the levels $`E_0`$ and $`E_1`$, thus destroying the resonant-tunneling condition. As a results the decay from the level $`E_0`$ to continuum slows down. On the other hand, if $`E_0E_1`$, the broadening of the level $`E_1`$ would effectively diminishes the misalignment of the levels $`E_{0,1}`$, so that the decay would be accelerated.
It has been argued that the slowing down of the decay rate with $`\mathrm{\Gamma }_1`$ in two stage processes, as shown in Fig. 2, might be interpreted as the Zeno effect. This would imply that the electron decay from the level $`E_1`$ to the states $`E_\alpha `$ is treated as the measurement of the first transition from the level $`E_0`$ to the level $`E_1`$. Such a “measurement” would localize the electron on the level $`E_0`$. Yet, the electron in the reservoir is a part of the same measured system. Strictly speaking, it cannot be considered as an external system to itself. Actually the measurement must always imply an external macroscopic system interacting with the measured electron. Such a measurement device and its quantum mechanical description is provided in the next section.
## III Point contact as a detector of an unstable system
As an example of the detector, monitoring decay of an unstable system, we consider a point contact placed near the quantum dot, Fig. 3. The point contact is connected with two separate reservoirs. The reservoirs are filled up to the Fermi levels $`\mu _L`$ and $`\mu _R`$, respectively. Therefore the current $`I=e^2TV/2\pi `$ flows from the left (emitter) to the right reservoir (collector), where $`T`$ is the transmission coefficient of the point contact and $`eV=(\mu _L\mu _R)`$ is the bias voltage. (We consider the case of zero temperature). When the dot is occupied, Fig. 3a, the transmission coefficient of the point contact decreases ($`T^{}<T`$) due to Coulomb repulsion generated by the electron in the dot. Respectively, the current through the quantum dot diminishes, $`I^{}<I`$. However, when the electron is in the reservoir, Fig. 3b, it is far away from the point contact. As a result the transmission coefficient of the point contact becomes again $`T`$, and the current increases. Thus, the point contact does represent a detector, which monitors the occupation of the quantum dot. Actually, such a point contact detector has been successfully used in different experiments . Notice that the current variation ($`II^{}`$) can be a macroscopic quantity if the applied voltage $`V`$ is large enough.
The dynamics of the entire system is determined by the many-body time-dependent Schrödinger equation $`i_t|\mathrm{\Psi }(t)=H|\mathrm{\Psi }(t)`$, where the total Hamiltonian consists of three components $`H=H_{QD}+H_{PC}+H_{int}`$, describing the quantum dot, the point contact detector, and their mutual interaction, respectively. The first component, $`H_{QD}`$, is given by Eq. (1). The two additional components, $`H_{PC}`$ and $`H_{int}`$, can also be written in the form of a tunneling Hamiltonian as
$`H_{PC}`$ $`=`$ $`{\displaystyle \underset{l}{}}E_lc_l^{}c_l+{\displaystyle \underset{r}{}}E_rc_r^{}c_r+{\displaystyle \underset{l,r}{}}[\mathrm{\Omega }_{lr}c_l^{}c_r+h.c.]`$ (47)
$`H_{int}`$ $`=`$ $`{\displaystyle \underset{l,r}{}}[\delta \mathrm{\Omega }_{lr}c_l^{}c_r+h.c.]c_0^{}c_0,`$ (48)
where the operators $`c_i^+(c_i)`$ correspond to the creation (annihilation) of an electron in state $`i`$. The $`\mathrm{\Omega }_{lr}`$ are the hopping amplitudes between the states $`E_l`$, $`E_r`$ of the point contact. The quantity $`\delta \mathrm{\Omega }_{lr}=\mathrm{\Omega }_{lr}^{}\mathrm{\Omega }_{lr}`$ represents the variation of the point contact hopping amplitude, when the dot is occupied.
Consider now the entire system in the initial condition corresponding to the occupied quantum dot and the reservoirs are filled up to the Fermi levels $`\mu _L`$ and $`\mu _R`$, Fig. 3a. We denote this state as $`|\mathrm{\Psi }(0)=c_0^{}|0`$. This state is not stable: the Hamiltonian (2) requires it to decay to continuum states having the form $`c_\alpha ^{}c_i^{}c_j^{}\mathrm{}c_ic_j\mathrm{}|0`$. In general, the total wave-function at the time $`t`$ can be written as
$`|\mathrm{\Psi }(t)=[b_0(t)c_0^{}+{\displaystyle \underset{\alpha }{}}b_\alpha (t)c_\alpha ^{}+{\displaystyle \underset{l,r}{}}b_{lr}(t)c_r^{}c_l`$ (49)
$`+{\displaystyle \underset{\alpha ,l,r}{}}b_{\alpha lr}(t)c_\alpha ^{}c_r^{}c_l+\mathrm{}]|0.`$ (50)
Here $`b(t)`$ are the probability amplitudes of finding the system in the state defined by the corresponding creation and annihilation operators. As in the previous case, we substitute Eq. (50) into the time dependent Schrödinger equation and use the Laplace transform Eq. (3). Then we find an infinite set of algebraic equations for the amplitudes $`\stackrel{~}{b}(E)`$.
$`(EE_0)\stackrel{~}{b}_0{\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_\alpha {\displaystyle \underset{l,r}{}}\mathrm{\Omega }_{lr}^{}\stackrel{~}{b}_{lr}=i,`$ (52)
$`(EE_\alpha )\stackrel{~}{b}_\alpha \mathrm{\Omega }_\alpha \stackrel{~}{b}_0{\displaystyle \underset{l,r}{}}\mathrm{\Omega }_{lr}\stackrel{~}{b}_{\alpha lr}=0,`$ (53)
$`(E+E_lE_r)\stackrel{~}{b}_{lr}{\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_{\alpha lr}`$ (54)
$`\mathrm{\Omega }_{lr}^{}\stackrel{~}{b}_0{\displaystyle \underset{l^{},r^{}}{}}\mathrm{\Omega }_{l^{}r^{}}^{}\stackrel{~}{b}_{ll^{}rr^{}}=0`$ (55)
$`\mathrm{}\mathrm{}\mathrm{}`$ (56)
These equations look much more complicated than the previous ones in Eqs. (8), describing the one-particle decay. Nevertheless, they can also be transformed into Bloch-type rate equations by tracing over the continuous degrees of freedom. Such a technique has been derived in . In this paper we extend this technique by converting Eqs. (III) into the rate equations, even without tracing over all continuum states. As a results we obtain generalized Bloch-type equations that determine the energy distribution of the tunneling particles in the reservoirs, as well as the time-development of the entire system.
As in the previous case of the one-electron decay we replace the sums in Eqs. (III) by the integrals, $`_k\rho (E_k)𝑑E_k`$. Consider first the terms related to the left and the right reservoirs of the detector, Fig. 3. Let us assume that the corresponding hopping amplitudes, $`\mathrm{\Omega }_{lr}`$, and the density of states $`\rho (E_{l,r})`$ are weakly dependent on the energies: $`\mathrm{\Omega }_{lr}\mathrm{\Omega }(E_l,E_r)=\mathrm{\Omega }`$, and $`\rho (E_{l,r})=\rho _{L,R}`$. Let us also assume the large bias limit, $`eV\mathrm{\Omega }^2\rho _{L,R}`$, so the integration limits can be extended to infinity. Then the integrations can be treated analytically. Indeed, consider for instance Eq. (52). Replacing the amplitude $`\stackrel{~}{b}_{lr}`$ by the corresponding expression obtained from Eq. (55), we find
$`\left(EE_0{\displaystyle \frac{\mathrm{\Omega }_{}^{}{}_{}{}^{2}\rho _L\rho _RdE_ldE_r}{E+E_lE_r}}\right)\stackrel{~}{b}_0(E)`$ (57)
$`{\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_\alpha +=i,`$ (58)
where $``$ denotes the other terms where the amplitudes $`\stackrel{~}{b}_0`$ cannot be factorized out the integral. The integral in Eq. (58) is treated in the same way as in Eq. (8) for one-electron tunneling. Namely, we split the integral into its principle value and singular part. The singular part yields $`iD^{}/2`$, where $`D^{}=2\pi \mathrm{\Omega }_{}^{}{}_{}{}^{2}\rho _L\rho _ReV=eT^{}V/(2\pi )`$, and the principal part is zero.
Consider now the non-factorizable terms $``$ in Eq. (58). These terms vanish in the large bias limit. Indeed, all the singularities of the amplitude $`\stackrel{~}{b}(E,E_l,E_l^{},E_r,E_r^{})`$ in the $`E_l,E_l^{}`$-variables lie below the real axis. This can be seen directly from Eqs. (III) by noting that $`E`$ lies above the real axis in the Laplace transform Eq. (3). Assuming that the transition amplitudes $`\mathrm{\Omega }`$ as well as the density of states $`\rho _{L,R}`$ are independent of $`E_{l,r}`$, one can close the integration contour in the upper $`E_{l,r}`$-plane. Since the integrand decreases faster than $`1/E_{l,r}`$, the resulting integral is zero.
Applying analogous considerations to the other equations of the system (III), we arrive at the following set of equations
$`\left(EE_0+i{\displaystyle \frac{D^{}}{2}}\right)\stackrel{~}{b}_0{\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_\alpha =i,`$ (60)
$`\left(EE_\alpha +i{\displaystyle \frac{D}{2}}\right)\stackrel{~}{b}_\alpha \mathrm{\Omega }_\alpha \stackrel{~}{b}_0=0,`$ (61)
$`\left(E+E_lE_r+i{\displaystyle \frac{D^{}}{2}}\right)\stackrel{~}{b}_{lr}`$ (62)
$`\mathrm{\Omega }^{}\stackrel{~}{b}_0{\displaystyle \underset{\alpha }{}}\mathrm{\Omega }_\alpha \stackrel{~}{b}_{\alpha lr}=0,`$ (63)
$`\mathrm{}\mathrm{}\mathrm{}`$ (64)
where $`D=(2\pi )|\mathrm{\Omega }_{lr}|^2\rho _L\rho _R(\mu _l\mu _R)=eTV/(2\pi )`$.
Proceeding in the same way with the remaining sum over the states $`E_\alpha `$ we finally arrive to the equations
$`\left(EE_0+i{\displaystyle \frac{D^{}}{2}}(E)\right)\stackrel{~}{b}_0=i,`$ (66)
$`\left(EE_\alpha +i{\displaystyle \frac{D}{2}}\right)\stackrel{~}{b}_\alpha \mathrm{\Omega }_\alpha \stackrel{~}{b}_0=0,`$ (67)
$`\left(E+ϵ_{lr}+i{\displaystyle \frac{D^{}}{2}}(Eϵ_{lr})\right)\stackrel{~}{b}_{lr}\mathrm{\Omega }^{}\stackrel{~}{b}_0=0,`$ (68)
$`\mathrm{}\mathrm{}\mathrm{}`$ (69)
where $`ϵ_{lr}=E_lE_r`$ and
$$(E)\mathrm{\Delta }(E)i\frac{\mathrm{\Gamma }(E)}{2}=\frac{\mathrm{\Omega }_\alpha ^2(E_\alpha )\rho (E_\alpha )}{EE_\alpha +iD/2}𝑑E_\alpha ,$$
(70)
Let us introduce the reduced density matrix of the entire system that includes the measured electron and the detector:
$$\sigma _{i,j}^{(n.n^{})}(t)=\mathrm{\Psi }(t)|n^{},jn,i|\mathrm{\Psi }(t),$$
(71)
where $`|n,i`$ denotes the state with $`n`$ electrons in the right reservoir, i.e. $`_rc_r^{}c_r|n=n|n`$, and $`i,j=\{0,\alpha \}`$ denotes the state of the observed electron. This density matrix can be directly related to the amplitudes $`b(t)`$ of Eq. (50):
$`\sigma _{00}^{(0,0)}(t)=|b_0(t)|^2,\sigma _{00}^{(0,1)}(t)={\displaystyle \underset{l,r}{}}|b_0(t)b_{lr}^{}(t)|^2,`$ (72)
$`\sigma _{00}^{(1,1)}(t)={\displaystyle \underset{l,r}{}}|b_{lr}(t)|^2,\sigma _{0\alpha }^{(0,1)}(t)={\displaystyle \underset{l,r,\alpha }{}}|b_0(t)b_{\alpha lr}^{}(t)|^2,`$ (73)
$`\mathrm{}\mathrm{},\mathrm{}\mathrm{}`$ (74)
Now we transform Eqs. (III) into equations for the density matrix $`\sigma _{i,j}^{(n.n^{})}(t)`$, without their explicit solution. It can be done by using the same procedure as in Sect. 2, for two cases, corresponding to weak and Lorentzian energy dependence of the function $`(E)`$, Eq. (70). Since we take for the definiteness the amplitude $`\mathrm{\Omega }_\alpha `$ as independent of $`E_\alpha `$, these two cases correspond to constant or Lorentzian density of states $`\rho (E_\alpha )`$ in the reservoir. We demonstrate below that the influence of the measurement of the decay is distinctly different in both cases.
### A Constant density of states
If the product $`\mathrm{\Omega }_\alpha ^2\rho (E_\alpha )`$ in Eq. (70) is weakly dependent on the energy $`E_\alpha `$, one can replace $`\mathrm{\Gamma }(E)=\mathrm{\Gamma }_0`$, and $`\mathrm{\Delta }(E)=0`$ in Eqs. (III)-(70), where $`\mathrm{\Gamma }_0=2\pi \mathrm{\Omega }_\alpha ^2\rho `$ = const. In order to convert Eqs. (III) into equations for the density matrix, we we multiply each of these equations by the corresponding complex conjugate amplitude $`b^{}(E^{})`$ and subtract the complex conjugated equation multiplied by $`b_\alpha (E)`$. For instance Eq. (67) becomes
$`(EE^{}+iD)b_\alpha (E)b_\alpha ^{}(E^{})`$ (75)
$`=\mathrm{\Omega }_\alpha [b_0(E)b_\alpha ^{}(E^{})b_0^{}(E^{})b_\alpha (E^{})]`$ (76)
Then the inverse Laplace transform, Eq. (12), converts Eq. (76) to the following equation for the density matrix
$$\dot{\sigma }_{\alpha \alpha }^{(0,0)}(t)=D\sigma _{\alpha \alpha }^{(0,0)}(t)+i\mathrm{\Omega }_\alpha [\sigma _{\alpha 0}^{(0,0)}(t)\sigma _{0\alpha }^{(0,0)}(t)].$$
(77)
Proceeding in the same way with all other equations (III) and integrating over the continuum states of the collector and the emitter, we obtain the following infinite set of equations for the density matrix $`\sigma (t)`$
$`\dot{\sigma }_{00}^{(n)}`$ $`=`$ $`(\mathrm{\Gamma }_0+D^{})\sigma _{00}^{(n)}+D^{}\sigma _{00}^{(n1)}`$ (79)
$`\dot{\sigma }_{\alpha \alpha }^{(n)}`$ $`=`$ $`D\sigma _{\alpha \alpha }^{(n)}+D\sigma _{\alpha \alpha }^{(n1)}+i\mathrm{\Omega }_\alpha (\sigma _{0\alpha }^{(n)}\sigma _{\alpha 0}^{(n)})`$ (80)
$`\dot{\sigma }_{\alpha 0}^{(n)}`$ $`=`$ $`i(E_0E_\alpha )\sigma _{\alpha 0}^{(n)}i\mathrm{\Omega }_\alpha \sigma _{00}^{(n)}`$ (82)
$`{\displaystyle \frac{\mathrm{\Gamma }_0+D+D^{}}{2}}\sigma _{\alpha 0}^{(n)}+\sqrt{DD^{}}\sigma _{\alpha 0}^{(n1)}.`$
Here we denoted $`\sigma _{\alpha 0}^{(n)}\sigma _{\alpha 0}^{(n,n)}`$. The initial conditions correspond to $`\sigma _{ij}^{(n,n^{})}(0)=\delta _{i0}\delta _{j0}\delta _{n0}\delta _{n^{}0}`$. Notice, that Eqs. (III A) involves only the diagonal density matrix elements with respect of the number of electrons in the collector $`n`$. This, however, does not imply the vanishing of the off-diagonal terms, $`\sigma ^{(n,n^{})}`$. It means only their decoupling from the diagonal terms in the equations of motion. This always takes place, in transition between continuous states.
Eqs. (III A) represent a generalization of the previously derived Bloch-type equations for quantum transport in mesoscopic systems. They have clear physical interpretation. Consider for instance Eq. (79) for the probability of finding the electron inside the dot and $`n`$ electrons in the collector. This state decays due to one-electron hopping to the collector (with the rate $`D^{}`$), or due to the electron tunneling out of the dot (with the rate $`\mathrm{\Gamma }_0`$). These processes are described by the first (“loss”) term in Eq. (79). On the other hand, there exists the opposite (“gain”) process when the state with $`(n1)`$ electrons in the collector converts into the state with $`n`$ electrons in the collector. It also takes place due to penetration of one electron through the point contact with the same rate $`D^{}`$. This process is described by the second term in Eq. (79).
The evolution of the off-diagonal density matrix elements $`\sigma _{\alpha 0}^{(n)}(t)`$ is given by Eq. (82). It can be interpreted in the same way as the rate equation for the diagonal terms. Notice, however, the difference between the “loss” and the “gain” terms. The latter can appear only due to coherent transition of the whole linear superposition.
In order to determine the time-evolution of the observed electron we have to trace out over the detector states $`n`$ in Eqs. (III A). As a result we obtain the following rate equations for the reduced density matrix $`\sigma (t)_n\sigma ^{(n)}(t)`$:
$`\dot{\sigma }_{00}`$ $`=`$ $`\mathrm{\Gamma }_0\sigma _{00}`$ (84)
$`\dot{\sigma }_{\alpha \alpha }`$ $`=`$ $`i\mathrm{\Omega }_\alpha (\sigma _{\alpha 0}\sigma _{0\alpha })`$ (85)
$`\dot{\sigma }_{\alpha 0}`$ $`=`$ $`i(E_0E_\alpha )\sigma _{\alpha 0}i\mathrm{\Omega }_\alpha \sigma _{00}{\displaystyle \frac{\mathrm{\Gamma }_0+\mathrm{\Gamma }_d}{2}}\sigma _{\alpha 0}.`$ (86)
Here $`\mathrm{\Gamma }_d=(\sqrt{D}\sqrt{D^{}})^2`$ is the decoherence rate, generated by the detector.
Let us compare these equations with Eqs. (II A), describing decay of a single electron, which is not observed by the outside detector. We find the difference only in equations for the off-diagonal term, Eqs. (18) and (86), respectively. The interaction with the detector results in an increase of the damping term. All other equations are unaffected by the measurement. As a result, the probability of finding the system undecayed remains the same as in the previous case, $`\sigma _{00}(t)=\mathrm{exp}(\mathrm{\Gamma }_0t)`$. It means that the continuous monitoring of the unstable system does not slow down its decay rate. Nevertheless, it affects the energy distribution of the tunneling electron $`P(E_\alpha )\sigma _{\alpha \alpha }(t\mathrm{})\rho `$. Indeed, by solving Eqs. (III A) in the limit of $`t\mathrm{}`$ we find a Lorentzian centered about $`E_\alpha =E_0`$:
$$P(E_\alpha )=\frac{(\mathrm{\Gamma }_0+\mathrm{\Gamma }_d)/2\pi }{(E_0E_\alpha )^2+(\mathrm{\Gamma }_0+\mathrm{\Gamma }_d)^2/4}.$$
(87)
If there is no coupling with the detector, $`\mathrm{\Gamma }_d=0`$, the Lorentzian width (the line-width) $`\mathrm{\Gamma }_0`$ is the inverse life-time of the quasi-stationary state, as given by Eq. (23). However, as follows from Eq. (87), the measurement results in a broadening of the line-width due to the decoherence generated by the detector. It now becomes $`\mathrm{\Gamma }_0+\mathrm{\Gamma }_d`$.
On the first sight this result might look surprising. Indeed, it is commonly accepted that the line-width does correspond to the life-time. Yet, we demonstrated here that it might not be the case, when the system interacts with an environment (the detector). To understand this result, one might think of the following argument. Due to the measurement, the energy level $`E_0`$ suffers an additional broadening of the order of $`\mathrm{\Gamma }_d`$. However, this broadening does not affect the decay rate of the electron $`\mathrm{\Gamma }_0`$, since the exact value of $`E_0`$ relative to $`E_\alpha `$ is irrelevant to the decay process. In contrast, the probability distribution $`P(E_\alpha )`$ is affected because it does depend on the position of $`E_0`$ relative to $`E_\alpha `$ as it can be seen in Eq. (87).
Although our result has been proved for a specific detector, we expect it to be valid for the general case, provided that the density of states $`\rho `$ and the transition amplitude $`\mathrm{\Omega }_\alpha `$ for the observed electron vary slowly with energy. This condition is sufficient to obtain a pure exponential decay of the state $`E_0`$. On the contrary, if the product $`\mathrm{\Omega }_\alpha ^2\rho (E_\alpha )`$ depends sharply on energy $`E_\alpha `$, it yields strong $`E`$-dependence of $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }`$ in Eqs. (8), (III). This modifies both the exponential dependence of the decay probability, $`\sigma _{00}(t)`$, and the energy distribution, $`P(E_\alpha )`$, as that given by Eqs. (38) and (40). In particular, the decay probability for the small $`t`$ would be proportional to $`t^2`$. Therefore it is important to investigate the influence of the measurement in this case.
### B Lorentzian density of states
Consider for the definiteness that the density of states $`\rho (E_\alpha )`$ of the Lorentzian form, given by Eq. (24) and the amplitude $`\mathrm{\Omega }_\alpha `$ is slowly dependent on the energy $`E_\alpha `$. In this case one obtains from Eq. (70)
$$\mathrm{\Delta }(E)i\frac{\mathrm{\Gamma }(E)}{2}=i\frac{\overline{\mathrm{\Gamma }}}{2}+\frac{\mathrm{\Omega }_\alpha ^2}{EE_1+i(D+\mathrm{\Gamma }_1)/2}.$$
(88)
Substituting this result into Eqs. (III) and introducing the auxiliary amplitudes
$`\stackrel{~}{b}_1`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_\alpha }{EE_1+i(D+\mathrm{\Gamma }_1)/2}}\stackrel{~}{b}_0`$ (90)
$`\stackrel{~}{b}_{1lr}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }_\alpha }{E+E_lE_rE_1+i(D+\mathrm{\Gamma }_1)/2}}\stackrel{~}{b}_{lr}`$ (92)
$`\mathrm{}\mathrm{}`$
we can rewrite Eqs. (III) in the following form
$`\left(EE_0+i{\displaystyle \frac{D^{}+\overline{\mathrm{\Gamma }}}{2}}\right)\stackrel{~}{b}_0\mathrm{\Omega }_\alpha \stackrel{~}{b}_1=i,`$ (94)
$`\left(EE_1+i{\displaystyle \frac{D+\mathrm{\Gamma }_1}{2}}\right)\stackrel{~}{b}_1\mathrm{\Omega }_\alpha \stackrel{~}{b}_0=0`$ (95)
$`\left(EE_\alpha +i{\displaystyle \frac{D}{2}}\right)\stackrel{~}{b}_\alpha \mathrm{\Omega }_\alpha \stackrel{~}{b}_0=0,`$ (96)
$`\left(E+E_lE_r+i{\displaystyle \frac{D^{}+\overline{\mathrm{\Gamma }}}{2}}\right)\stackrel{~}{b}_{lr}\mathrm{\Omega }^{}\stackrel{~}{b}_{1lr}=0,`$ (97)
$`\mathrm{}\mathrm{}\mathrm{}`$ (98)
where $`\overline{\mathrm{\Gamma }}=2\pi \mathrm{\Omega }_\alpha ^2\overline{\rho }`$. The amplitudes $`b_1(t),b_{1lr}(t),\mathrm{}`$ are the probability amplitudes of finding the electron on the resonant level $`E_1`$ of the continuum, for different numbers of electrons in the collector.
It is quite clear that Eqs. (III B) describe an unstable two-level system, which is continuously monitored by the point contact detector. If $`\overline{\mathrm{\Gamma }}=0`$ the entire system is equivalent to that shown in Fig. 4, where the penetrability of the point contact is affected only when the observed electron occupies the level $`E_0`$.
Using the same procedure as in the previous case we transform Eqs. (III B) into equations for the density matrix $`\sigma (t)`$. Finally we obtain the following set of equations, which involves only the diagonal terms in $`n`$ (similar to Eqs. (III A)). For simplicity we consider only the case of $`\overline{\mathrm{\Gamma }}=0`$.
$`\dot{\sigma }_{00}^{(n)}`$ $`=`$ $`D^{}\sigma _{00}^{(n)}+D^{}\sigma _{00}^{(n1)}+i\mathrm{\Omega }_\alpha (\sigma _{01}^{(n)}\sigma _{10}^{(n)})`$ (100)
$`\dot{\sigma }_{11}^{(n)}`$ $`=`$ $`(D+\mathrm{\Gamma }_1)\sigma _{11}^{(n)}+D\sigma _{11}^{(n1)}`$ (102)
$`+i\mathrm{\Omega }_\alpha (\sigma _{10}^{(n)}\sigma _{01}^{(n)})`$
$`\dot{\sigma }_{01}^{(n)}`$ $`=`$ $`iϵ_{10}\sigma _{01}+i\mathrm{\Omega }_\alpha (\sigma _{00}^{(n)}\sigma _{11}^{(n)})`$ (104)
$`{\displaystyle \frac{D+D^{}+\mathrm{\Gamma }_1}{2}}\sigma _{01}^{(n)}+\sqrt{DD^{}}\sigma _{01}^{(n1)}`$
$`\dot{\sigma }_{\alpha \alpha }^{(n)}`$ $`=`$ $`D\sigma _{\alpha \alpha }^{(n)}+D\sigma _{\alpha \alpha }^{(n1)}+i\mathrm{\Omega }_\alpha (\sigma _{\alpha 1}^{(n)}\sigma _{1\alpha }^{(n)})`$ (105)
$`\dot{\sigma }_{0\alpha }^{(n)}`$ $`=`$ $`iϵ_{\alpha 0}\sigma _{0\alpha }^{(n)}+i\mathrm{\Omega }_\alpha (\sigma _{00}^{(n)}\sigma _{1\alpha }^{(n)})`$ (107)
$`{\displaystyle \frac{D+D^{}}{2}}\sigma _{0\alpha }^{(n)}+\sqrt{DD^{}}\sigma _{0\alpha }^{(n1)}`$
$`\dot{\sigma }_{1\alpha }^{(n)}`$ $`=`$ $`iϵ_{\alpha 1}\sigma _{1\alpha }^{(n)}+i\mathrm{\Omega }_\alpha (\sigma _{10}^{(n)}\sigma _{0\alpha }^{(n)})`$ (109)
$`{\displaystyle \frac{2D+\mathrm{\Gamma }_1}{2}}\sigma _{1\alpha }^{(n)}+D\sigma _{1\alpha }^{(n1)}.`$
These equations describe the microscopic behavior of the measured system and the detector at once. Their physical meaning is similar to that given for Eqs. (III A). In order to find the time-evolution of the observed electron alone we trace out over the detector states $`n`$ in Eq. (III B). As a result, we obtain the following equations describing the time evolution of the corresponding reduced density matrix elements
$`\dot{\sigma }_{00}`$ $`=`$ $`i\mathrm{\Omega }_\alpha (\sigma _{01}\sigma _{10})`$ (111)
$`\dot{\sigma }_{11}`$ $`=`$ $`\mathrm{\Gamma }_1\sigma _{11}+i\mathrm{\Omega }_\alpha (\sigma _{10}\sigma _{01})`$ (112)
$`\dot{\sigma }_{01}`$ $`=`$ $`iϵ_{10}\sigma _{01}+i\mathrm{\Omega }_\alpha (\sigma _{00}\sigma _{11}){\displaystyle \frac{\mathrm{\Gamma }_1+\mathrm{\Gamma }_d}{2}}\sigma _{01}`$ (113)
$`\dot{\sigma }_{\alpha \alpha }`$ $`=`$ $`i\mathrm{\Omega }_\alpha (\sigma _{\alpha 0}\sigma _{0\alpha })`$ (114)
$`\dot{\sigma }_{0\alpha }`$ $`=`$ $`iϵ_{\alpha 0}\sigma _{0\alpha }+i\mathrm{\Omega }_\alpha (\sigma _{00}\sigma _{1\alpha }){\displaystyle \frac{\mathrm{\Gamma }_d}{2}}\sigma _{0\alpha }`$ (115)
$`\dot{\sigma }_{1\alpha }`$ $`=`$ $`iϵ_{\alpha 1}\sigma _{1\alpha }+i\mathrm{\Omega }_\alpha (\sigma _{10}\sigma _{0\alpha }){\displaystyle \frac{\mathrm{\Gamma }_1}{2}}\sigma _{1\alpha },`$ (116)
where $`\mathrm{\Gamma }_d=(\sqrt{D}\sqrt{D^{}})^2`$ is the decoherence rate, generated by the detector. At first sight Eqs. (III B) resemble Eqs. (II B), where the background width $`\overline{\mathrm{\Gamma }}`$ is replaced by the decoherence width $`\mathrm{\Gamma }_d`$ generated by the detector. Yet, $`\mathrm{\Gamma }_d`$ does not enter the equations for diagonal density matrix elements, in contrast with the background width $`\overline{\mathrm{\Gamma }}`$ that appears in Eq. (33). This very essential difference follows from the fact that the measurement is a non-invasive one, and therefore it does not result in additional dissipation processes.
Eqs. (III B) give a comprehensive description of the measured system under continuous monitoring, including its energy distribution in the continuum, $`P(E_\alpha )\sigma _{\alpha \alpha }(t\mathrm{})\rho (E_\alpha )`$. The latter can be obtained from Eqs. (III B) without their explicit solution. Indeed, let us integrate each of Eqs. (III B) in the interval $`0t<\mathrm{}`$ and take into account the initial condition $`\sigma _{00}(0)=1`$, $`\sigma _{ij}(0)=0`$ and $`\sigma _{ij}(\mathrm{})=0`$, except for $`\sigma _{\alpha \alpha }(\mathrm{})0`$. Then we obtain the following algebraic equations for $`\overline{\sigma }=_0^{\mathrm{}}\sigma (t)𝑑t`$:
$`i\mathrm{\Omega }_\alpha (\overline{\sigma }_{01}\overline{\sigma }_{10})=1`$ (118)
$`\mathrm{\Gamma }_1\overline{\sigma }_{11}+i\mathrm{\Omega }_\alpha (\overline{\sigma }_{10}\overline{\sigma }_{01})=0`$ (119)
$`iϵ_{10}\overline{\sigma }_{01}+i\mathrm{\Omega }_\alpha (\overline{\sigma }_{00}\overline{\sigma }_{11}){\displaystyle \frac{\mathrm{\Gamma }_1+\mathrm{\Gamma }_d}{2}}\overline{\sigma }_{01}=0`$ (120)
$`iϵ_{\alpha 0}\overline{\sigma }_{0\alpha }+i\mathrm{\Omega }_\alpha (\overline{\sigma }_{00}\overline{\sigma }_{1\alpha }){\displaystyle \frac{\mathrm{\Gamma }_d}{2}}\overline{\sigma }_{0\alpha }=0`$ (121)
$`iϵ_{\alpha 1}\overline{\sigma }_{1\alpha }+i\mathrm{\Omega }_\alpha (\overline{\sigma }_{10}\overline{\sigma }_{0\alpha }){\displaystyle \frac{\mathrm{\Gamma }_1}{2}}\overline{\sigma }_{1\alpha }=0,`$ (122)
where $`\overline{\sigma }_{ji}=\overline{\sigma }_{ij}^{}`$. The energy distribution is $`\sigma _{\alpha \alpha }(\mathrm{})\rho (E_\alpha )=2\mathrm{\Omega }_\alpha \text{Im}\overline{\sigma }_{0\alpha }\rho (E_\alpha )`$.
## IV Zeno and anti-Zeno effect
In order to determine how the measurement affects the measured system, we solve Eqs. (III B), (III B) for $`\mathrm{\Gamma }_d0`$ and compare the solution with the corresponding one, obtained for $`\mathrm{\Gamma }_d=0`$. Let us consider $`\mathrm{\Gamma }_1\mathrm{\Omega }_\alpha `$, where the system displays an exponential decay, Eq. (41), for large enough $`t`$.
Let us first examine the probability of finding the system undecayed, $`\sigma _{00}(t)`$, given by Eqs. (111)-(113). This quantity as a function of time (in the units $`\mathrm{\Omega }_\alpha ^1`$) is shown in Fig. 5 in the logarithmic scale for $`\mathrm{\Gamma }_1/\mathrm{\Omega }_\alpha =10`$ and (a): $`ϵ_{10}=E_1E_0=0`$, (b):$`ϵ_{10}=10\mathrm{\Omega }_\alpha `$.
One finds from Fig. 5a that decay rate of the electron monitored by the detector (the dashed line) slows down, as expected from the Zeno effect. Yet, if the levels $`E_0`$ and $`E_1`$ are not aligned, the situation is different. It follows from Fig. 5b that the continuous monitoring of the decayed system leads to an acceleration of the decay, just the opposite to what is expected from Zeno effect (the anti-Zeno effect). However, the later does not take place at very short times, where the continuous observation still slows down the decay rate. This can be seen clearly in Fig. 6, which magnifies the small $`t`$-region ($`t<\mathrm{\Omega }_\alpha ^1`$) of Fig. 5b.
Actually, the Zeno and anti-Zeno effects can be revealed from the analytical solution of Eqs. (111)-(113) for $`t\mathrm{\Omega }_\alpha ^1`$. Indeed, the behavior of $`\sigma _{00}(t)`$ in this region is dominated by the exponent with lesser exponential factor. The latter can be found directly from the secular determinant of Eqs. (111)-(113) (and $`\sigma _{10}=\sigma _{01}^{}`$) in the limit of $`\mathrm{\Gamma }_1\mathrm{\Omega }_\alpha `$. In which case one obtains
$$\sigma _{00}(t)\mathrm{exp}\left(\frac{4(\mathrm{\Gamma }_1+\mathrm{\Gamma }_d)\mathrm{\Omega }_\alpha ^2}{4ϵ_{01}^2+(\mathrm{\Gamma }_1+\mathrm{\Gamma }_d)^2}t\right)$$
(123)
Therefore if $`ϵ_{01}\mathrm{\Gamma }_1+\mathrm{\Gamma }_d`$, the second term in the denominator of Eq. (123) dominates. As a result, the decay rate slows down with the decoherence rate $`\mathrm{\Gamma }_d`$ (Zeno effect). On the other hand, if $`ϵ_{01}\mathrm{\Gamma }_1+\mathrm{\Gamma }_d`$, the first term dominates in the denominator of Eq. (123) and the decay accelerates with $`\mathrm{\Gamma }_d`$ (anti-Zeno effect).
One can arrive to the same conclusion by evaluating the average decay-time $`T`$ of the electron in the state $`E_0`$, Eq. (43). This can be obtained directly from Eqs. (111)-(113). In fact we find
$$T=\frac{1}{\mathrm{\Gamma }_1}+\frac{4ϵ_{01}^2+(\mathrm{\Gamma }_1+\mathrm{\Gamma }_d)^2}{4\mathrm{\Omega }_\alpha ^2(\mathrm{\Gamma }_1+\mathrm{\Gamma }_d)}.$$
(124)
This is precisely the inverse exponential factor of Eq. (123) in the limit of $`\mathrm{\Gamma }_1\mathrm{\Omega }_\alpha `$.
Consider now the energy distribution of the tunneling electron in the reservoir, $`P(E_\alpha )=\sigma _{\alpha \alpha }(\mathrm{})\rho (E_\alpha )`$, given by Eqs. (III B). In the case of aligned levels, $`ϵ_{01}=0`$, one finds:
$$P(E_\alpha )=\frac{2(\mathrm{\Gamma }_1+\mathrm{\Gamma }_d)(\mathrm{\Gamma }_1\mathrm{\Gamma }_d+4\mathrm{\Omega }_\alpha ^2)/\pi }{16ϵ_{\alpha 0}^4+4ϵ_{\alpha 0}^2(\mathrm{\Gamma }_1^2+\mathrm{\Gamma }_d^28\mathrm{\Omega }_\alpha ^2)+(\mathrm{\Gamma }_1\mathrm{\Gamma }_d+4\mathrm{\Omega }_\alpha ^2)^2}$$
(125)
If $`ϵ_{01}0`$, the analytical expression for $`P(E_\alpha )`$ is more complicated and less transparent. Therefore it is not presented here.
It follows from Eq. (125) that the width of the energy distribution does not correspond anymore to the inverse decay time, given by Eqs. (123), (124). This stays in contrast with Eq. (42), where the line-width is precisely the inverse decay-time. Moreover the width of the energy distribution, given by Eq. (125) always increases with the decoherence rate $`\mathrm{\Gamma }_d`$, although the corresponding inverse decay-time decreases with $`\mathrm{\Gamma }_d`$, Eqs. (123), (124). Such a broadening of the energy distribution is shown explicitly in Fig. 7 that displays $`P(E_\alpha )`$, Eq. (125), for $`\mathrm{\Gamma }_d=0`$ (the solid line) and $`\mathrm{\Gamma }_d=10\mathrm{\Omega }_\alpha `$ (the dashed line). Fig. 7 shows
that the width of the energy distribution increases very strongly with $`\mathrm{\Gamma }_d`$, so that $`P(E_\alpha )`$ is almost flat for $`\mathrm{\Gamma }_d\mathrm{\Omega }_\alpha `$. In fact, the same strong broadening of the energy distribution takes place for $`E_0E_1`$.
The described above measurement effects can be partially interpreted in terms of broadening of the level $`E_0`$ induced by the detector. One can expect that this broadening would always lead to spreading of the energy distribution. On the other hand, its influence on the decay rate depends whether the levels $`E_0`$ and $`E_1`$ are aligned or not. If $`E_0=E_1`$ the broadening of the level $`E_0`$ destroys the resonant-tunneling condition, so that the decay to continuum slows down. However, if $`E_0E_1`$, the same broadening would effectively diminish the levels displacement. As a result, the decay rate should increase. Yet, these arguments are not working at very short times, when the decay rate slows down even for $`E_0E_1`$, as shown in Fig. 6.
In general, such intuitive arguments, based only on the level broadening cannot explain all features of the energy distribution $`P(E_\alpha )`$, especially if the coupling of the level $`E_1`$ with the reservoir is weak. In this case the energy distribution, given by Eqs. (III B) shows rather unusual dependence on the decoherence rate, $`\mathrm{\Gamma }_d`$, generated by the detector. Let us take, for instance, $`E_0=0`$, $`E_1=5\mathrm{\Omega }_\alpha `$ and $`\mathrm{\Gamma }_1=0.5\mathrm{\Omega }_\alpha `$. The corresponding energy distribution $`P(E_\alpha )`$ is shown in Fig. 8 for $`\mathrm{\Gamma }_d=0`$ (the solid line), $`\mathrm{\Gamma }_d=0.5\mathrm{\Omega }_\alpha `$ (the dashed line) and $`\mathrm{\Gamma }_d=10\mathrm{\Omega }_\alpha `$ (the dashed-dot line).
If there is no measurement ($`\mathrm{\Gamma }_d=0`$) the energy distribution $`P(E_\alpha )`$ is strongly peaked near $`E_0`$, whereas the second peak, at $`E_\alpha E_1`$, is almost invisible. Yet, by switching the detector on, the second peak increases with $`\mathrm{\Gamma }_d`$. In fact, both peaks are equally pronounced already for $`\mathrm{\Gamma }_d=\mathrm{\Gamma }_1`$. Then, for $`\mathrm{\Gamma }_d=20\mathrm{\Gamma }_1`$ the second peak becomes a dominant one (the dashed-dot line), whereas the first peak practically disappears.
Thus we found that continuous monitoring of an electron in a double-dot system, weakly coupled with a reservoir changes completely the intensity of spectral lines. This can be partially interpreted in the following way. Consider first the case of no measurement, $`\mathrm{\Gamma }_d=0`$. Then a small coupling with the reservoir ($`\mathrm{\Gamma }_1`$) cannot essentially affect the eigenstates of the system. These are close to $`E_{0,1}`$, providing that these levels are strongly detuned. Therefore the peak in the energy distribution of the tunneling electron lies near $`E_0`$, since the electron occupies this level. However, if we switch on the detector, it would decohere the electron inside the double-dot, before it tunnels to the reservoir. This means that electron tends to be equally distributed between the dots. Yet the second dot is directly coupled with the reservoir, whereas the first dot is not, (Fig. 4). As a result, the energy distribution would display the peak near $`E_1`$.
## V summary
We presented detailed quantum-mechanical analyses of a decayed quantum system under continuous monitoring. As an example we considered an electron tunneling from a discrete level of quantum dot to the empty reservoir. The essential point in our analysis is a full quantum mechanical account of the macroscopic (mesoscopic) detector. This allowed us to investigate quantum Zeno effect as generated by the Schrödinger evolution of the entire system, without invoking the projection postulate. In contrast with the previous treatments, which concentrate only on the time-evolution, we analyzed here the complementary energy distribution of the decayed system, as well.
The results of our analysis clearly demonstrate that the evolution of a decayed system under continuous monitoring is crucially related to the energy dependence of the density of states in the reservoir and the tunneling amplitude. If these quantities are weakly dependent on the energy, a pure exponential decay of the quantum system takes place. In this case the measurement does not affect the decay rate. Yet, the energy distribution of the electron in the reservoir becomes strongly broadened. As a result, the corresponding line-width is no more given by the inverse decay time.
In the case of strong energy dependence of the density of states (or of the tunneling amplitude) the situation is different. As an example we considered the Lorentzian component in the density of states of the width greater than the tunneling amplitude. In this case the decay is not an exponential one for small times. But it becomes exponential when the time increases. Nevertheless, in contrast with the previous case the measurement affects the decay rate, even in the exponential regime. The effect, however, depends on displacement between the initial state energy and the mid-energy of the Lorentzian density of states. If these energies are close to each other, we obtain the expected Zeno effect, i.e. the slowing down of the decay rate at any time. Yet, in the opposite case, when the displacement of these energies is larger than the Lorentzian width, the measurement induces an acceleration of the decay rate in the regime of the exponential decay (the anti-Zeno effect). At small times, however, the measurement always slows down the decay rate.
With respect to the energy distribution of the tunneling particle, the measurement always generates strong broadening. However, for very narrow Lorentzian shape of the density of states (the Lorentzian width is smaller than the tunneling amplitude) the effect of the measurement is more peculiar. This takes place where the displacement between the initial energy and the Lorentzian mid-energy is large. Then, if there is no measurement, the energy distribution peaks near the initial state energy, whereas the second peak (near the Lorentzian center) is very weak. However, when the measurement is switched on, the peak at the initial energy disappears with the increase of decoherence, generated by the detector. On the other hand, the second peak near the Lorentzian mid-energy arises.
All these results were obtained without taking into account the coupling of the fermionic quantum dots to the radiation or to the phonon fields. In fact, in a weak coupling regime our treatment can be extended to this case. Yet, we do not expect any essential modification of the results obtained in this paper. The strong coupling regime, however, needs a special consideration.
Our analysis shows different effects generated by continuous measurement. All of them were obtained solely from the time-dependent Schrödinger equation applied to the entire system. Moreover, it looks that some of these effects might be in a contradiction with the projection postulate, which leads to the slowing of the decay rate. Yet, this this point deserves special investigation on the level of the macroscopic description of the measuring device. It would involve a proper definition of the measurement time, needed for application of the projection postulate. Although we are not coming to this point in our paper, we nevertheless consider our analysis as a necessary step for a better understanding of the measurement problem and the nature of the projection postulate.
## VI Acknowledgments
We thank Y. Imry, S. Levit, A. Kofman and G. Kurizki, for valuable discussions. One of us (S.G.) would like to acknowledge the hospitality of Oak Ridge National Laboratory and TRIUMF, while parts of this work were being performed. One of us (B.E.) gratefully acknowledge the support of GIF and the Israeli Ministry of Science and Technology and the French Ministry of Research and Technology |
warning/0001/hep-ph0001113.html | ar5iv | text | # Weak form factors for heavy meson decays: an update
## I Introduction
The knowledge of the weak transition form factors of heavy mesons is crucial for a proper extraction of the quark mixing parameters, for the analysis of non-leptonic decays and CP violating effects and, related to it, for a search of New Physics.
Theoretical approaches for calculating these form factors are quark models , QCD sum rules , and lattice QCD . Although in recent years considerable progress has been made, the theoretical uncertainties are still uncomfortably large. An accuracy better than 15% has not been attained. Moreover each of the above methods has only a limited range of applicability, namely:
QCD sum rules are suitable for describing the low $`q^2`$ region of the form factors. The higher $`q^2`$ region is hard to get and higher order calculations are not likely to give real progress because of the appearance of many new parameters. The accuracy of the method cannot be arbitrarily improved because of the necessity to isolate the contribution of the states of interest from others.
Lattice QCD gives good results for the high $`q^2`$ region. But because of the many numerical extrapolations involved this method does not provide for a full picture of the form factors and for the relations between the various decay channels.
Quark models do provide such relations and give the form factors in the full $`q^2`$ range. However, quark models are not closely related to the QCD Lagrangian (or at least this relationship is not well understood yet) and therefore have input parameters which are not directly measurable and may not be of fundamental significance.
In this situation it becomes evident that a combination of various methods will be fruitful. It is the purpose of this paper to obtain this way reliable predictions for many decay form factors in their full $`q^2`$ ranges.
To achieve this goal, one needs a general frame for the description of the large variety of processes. This can be only a suitable quark model, because only a quark model can connect different processes through the soft wave functions of the mesons and describes the full $`q^2`$ range of the form factors <sup>*</sup><sup>*</sup>*One of the first steps in combining various approaches in order to obtain predictions for the form factors for all $`q^2`$ has been done in where a simple lattice-constrained parametrization based on the constituent quark picture of Ref. and pole dominance has been proposed.. The predictions of this model will be much improved by incorporating the results from the more fundamental QCD based methods.
Historically, constituent quark models have been first to analyse the meson transition form factors. Although a rigorous derivation of this approach as an effective theory of QCD in the nonperturbative regime has not been obtained, relativistic quark models work surprisingly well for the description of the meson spectra and form factors. Moreover, constituent quark models provide so far the only operative method for dealing with excited states.
#### 1 The physical picture
Constituent quark models are based on the following phenomena expected from QCD:
i) chiral symmetry breaking in the low-energy region provides for the masses of the constituent quarks;
ii) the strong peaking of the soft (nonperturbative) hadronic wave functions in terms of the quark momenta with a width of the order of the confinement scale; and
iii) the dominance of Fock states with the minimal number of constituents, i.e. a $`q\overline{q}`$ composition of mesons.
An important shortcoming of previous quark model predictions was a strong dependence of the results on the special form of the quark model and on the parameter values.
The goal of this paper is to demonstrate that once (a) a proper relativistic formalism is used for the description of the transition form factors and (b) the numerical parameters of the model are chosen properly (we discuss criteria for such a proper choice below), the quark model yields results in full agreement with existing experimental data and in accord with the predictions of more fundamental theoretical approaches. In addition, our quark model allows to predict many other form factors which have not yet been measured.
#### 2 The formalism
For the description of the transition form factors in their full $`q^2`$ range and for various initial and final mesons, a fully relativistic treatment is necessary. We therefore choose a formulation of the quark model which is based on the relativistic dispersion approach and thus guarantees the correct spectral and analytic properties.
Within this model, the transition form factors are given by relativistic double spectral representations through the wave functions of the initial and final mesons both in the scattering and the decay regions. These spectral representations obey rigorous constraints from QCD on the structure of the long-distance corrections in the heavy quark limit. Namely, the form factors of the dispersion quark model have the correct heavy-quark expansion at leading and next-to-leading $`1/m_Q`$ orders in accordance with QCD for transitions between heavy quarks . For the heavy-to-light transition the dispersion quark model satisfies the relations between the form factors of vector, axial-vector, and tensor currents valid at small recoil . In the limit of the heavy-to-light transitions at small $`q^2`$ the form factors obey the lowest order $`1/m_Q`$ and $`1/E`$ relations of the Large Energy Effective Theory and provide the pattern of higher-order symmetry-violating effects.
Another important advantage of the dispersion formulation of the quark model is the fact that one directly obtains the form factors in the physical decay region $`q^2>0`$. No numerical extrapolation from space-like values is required.
#### 3 Parameters of the model
In previous applications of quark models the transition form factors turned out to be sensitive to the numerical parameters, such as the quark masses and the slopes of the meson wave functions. As proposed in Ref. , the way to control these parameters is to use the results of lattice calculations at large $`q^2`$ as ’experimental’ inputs. In the $`b`$ and $`u`$ constituent quark masses and slope parameters of the $`B`$, $`\pi `$, and $`\rho `$ wave functions have been obtained through this procedure.
We now consider in addition the charm and strange mesons. To determine the slope parameters for the charm and strange meson wave functions and the effective mass values $`m_c`$ and $`m_s`$ we use here as input the measured total rates for the decays $`D(K,K^{})l\nu `$. By fixing the parameters in this way we overcome important uncertainties inherent in quark model calculations. Indeed, with these few inputs we can give numerous predictions for the form factors for the transitions of the heavy and strange heavy mesons $`D`$, $`D_s`$, $`B`$, and $`B_s`$ into light mesons which nicely agree at places where data are available.
The paper is organized as follows. Section II briefly presents the main features of the double spectral representations of the form factors. In Section III we determine the numerical parameters of the model and give the predictions of the form factors. Section 4 contains our conclusions.
## II Meson transition form factors
The long-distance contribution to meson decays is contained in the relativistic invariant transition form factors of the vector, axial-vector and tensor currents. The amplitudes of the $`M_1M_2`$ transition induced by the weak $`q_2q_1`$ quark transition through the vector $`V_\mu =\overline{q}_1\gamma _\mu q_2`$, axial-vector $`A_\mu =\overline{q}_1\gamma _\mu \gamma ^5q_2`$, tensor $`T_{\mu \nu }=\overline{q}_1\sigma _{\mu \nu }q_2`$, and pseudotensor $`T_{\mu \nu }^5=\overline{q}_1\sigma _{\mu \nu }\gamma _5q_2`$ currents, have the following covariant structure
$`<P(M_2,p_2)|V_\mu (0)|P(M_1,p_1)>`$ $`=`$ $`f_+(q^2)P_\mu +f_{}(q^2)q_\mu ,`$ (1)
$`<V(M_2,p_2,ϵ)|V_\mu (0)|P(M_1,p_1)>`$ $`=`$ $`2g(q^2)ϵ_{\mu \nu \alpha \beta }ϵ^\nu p_1^\alpha p_2^\beta ,`$ (2)
$`<V(M_2,p_2,ϵ)|A_\mu (0)|P(M_1,p_1)>`$ $`=`$ $`iϵ^\alpha [f(q^2)g_{\mu \alpha }+a_+(q^2)p_{1\alpha }P_\mu +a_{}(q^2)p_{1\alpha }q_\mu ],`$ (3)
$`<P(M_2,p_2)|T_{\mu \nu }(0)|P(M_1,p_1)>`$ $`=`$ $`2is(q^2)(p_{1\mu }p_{2\nu }p_{1nu}p_{2\mu }),`$ (4)
$`<V(M_2,p_2,ϵ)|T_{\mu \nu }(0)|P(M_1,p_1)>`$ $`=`$ $`iϵ^\alpha [g_+(q^2)ϵ_{\mu \nu \alpha \beta }P^\beta +g_{}(q^2)ϵ_{\mu \nu \alpha \beta }q^\beta +g_0(q^2)p_{1\alpha }ϵ_{\mu \nu \beta \gamma }p_1^\beta p_2^\gamma ],`$ (5)
where $`q=p_1p_2`$, $`P=p_1+p_2`$. The following notations are used: $`\gamma ^5=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$, $`\sigma _{\mu \nu }=\frac{i}{2}[\gamma _\mu ,\gamma _\nu ]`$, $`ϵ^{0123}=1`$, $`\gamma _5\sigma _{\mu \nu }=\frac{i}{2}ϵ_{\mu \nu \alpha \beta }\sigma ^{\alpha \beta }`$, and $`Sp(\gamma ^5\gamma ^\mu \gamma ^\nu \gamma ^\alpha \gamma ^\beta )=4iϵ^{\mu \nu \alpha \beta }`$. We study the form factors within the dispersion formulation of the quark model . We start by considering the region $`q^2<0`$ where the form factors may be represented as double spectral representations in the invariant masses of the initial and final $`q\overline{q}`$ pairs. The form factors corresponding to the decay region $`q^2>0`$ are then derived by performing the analytical continuation.
The transition of the initial meson $`q(m_2)\overline{q}(m_3)`$ with the mass $`M_1`$ to the final meson $`q(m_1)\overline{q}(m_3)`$ with the mass $`M_2`$ induced by the quark transition $`q(m_2)q(m_1)`$ through the current $`\overline{q}(m_1)O_\mu q(m_2)`$ is described by the diagram of Fig.1. For constructing the double spectral representation we must consider a double–cut graph where all intermediate particles go on mass shell but the initial and final mesons have the off–shell momenta $`\stackrel{~}{p}_1`$ and and $`\stackrel{~}{p}_2`$ such that $`\stackrel{~}{p}_1^2=s_1`$ and $`\stackrel{~}{p}_2^2=s_2`$ with $`(\stackrel{~}{p}_1\stackrel{~}{p}_2)^2=q^2`$ kept fixed.
The quark structure of the initial and final mesons is given in terms of the vertices $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$, respectively. The initial pseudoscalar meson vertex has the spinorial structure $`\mathrm{\Gamma }_1=i\gamma _5G_1/\sqrt{N_c}`$; the final meson vertex has the structure $`\mathrm{\Gamma }_2=i\gamma _5G_2/\sqrt{N_c}`$ for a pseudoscalar state and the structure $`\mathrm{\Gamma }_{2\mu }=[A\gamma _\mu +B(k_1k_3)_\mu ]G_2/\sqrt{N_c}`$, $`A=1`$, $`B=1/(\sqrt{s_2}+m_1+m_3)`$ for an $`S`$–wave vector meson.
The double spectral densities $`\stackrel{~}{f}`$ of the form factors are obtained by calculating the relevant traces and isolating the Lorentz structures depending on $`\stackrel{~}{p}_1`$ and $`\stackrel{~}{p}_2`$. These invariant factors $`\stackrel{~}{f}`$ account for the two–particle singularities in the Feynman graph.
For $`q^2<0`$ the spectral representations of the form factors have the form
$$f_i(q^2)=\frac{1}{16\pi ^2}\underset{(m_1+m_3)^2}{\overset{\mathrm{}}{}}𝑑s_2\phi _2(s_2)\underset{s_1^{}(s_2,q^2)}{\overset{s_1^+(s_2,q^2)}{}}𝑑s_1\phi _1(s_1)\frac{\stackrel{~}{f}_i(s_1,s_2,q^2)}{\lambda ^{1/2}(s_1,s_2,q^2)},$$
(6)
where the wave function $`\phi _i(s_i)=G_i(s_i)/(s_iM_i^2)`$ and
$$s_1^\pm (s_2,q^2)=\frac{s_2(m_1^2+m_2^2q^2)+q^2(m_1^2+m_3^2)(m_1^2m_2^2)(m_1^2m_3^2)}{2m_1^2}\pm \frac{\lambda ^{1/2}(s_2,m_3^2,m_1^2)\lambda ^{1/2}(q^2,m_1^2,m_2^2)}{2m_1^2}$$
and $`\lambda (s_1,s_2,s_3)=(s_1+s_2s_3)^24s_1s_2`$ is the triangle function The spectral densities $`\stackrel{~}{f}`$ include proper subtraction terms. These subtraction terms have been determined in by matching the structure of the heavy quark expansion in the quark model to the structure of the heavy-quark expansion in QCD. The analytical continuation of the expression (6) to the region $`q^2>0`$ gives the form factor at $`q^2(m_2m_1)^2`$. Explicit expressions of the double spectral densities of all the form factors in (1) and more details can be found in The spectral representations (6) take into account the long-distance contributions connected with the structure of initial and final mesons. To describe additional long distance effects, Eq. (6) should be multiplied by the constituent quark form factor $`f_{q_2q_1}(q^2)`$ which contributes to the resonance structure in the $`q^2`$ channel. However, in the region of calculation $`q^2<(m_2m_1)^2`$, the wave functions provide already for a rise of the form factors with $`q^2`$, which is well compatible with a properly located meson pole. Thus, an additional quark form factor is not needed there, but we will use a proper extrapolation formula when considering the vicinity of the poles (see Eq (15) below).
The soft wave function of a meson $`M[q(m_q)\overline{q}(m_{\overline{q}})]`$ can be written as follows
$$\phi (s)=\frac{\pi }{\sqrt{2}}\frac{\sqrt{s^2(m_q^2m_{\overline{q}}^2)^2}}{\sqrt{s(m_qm_{\overline{q}})^2}}\frac{w(k^2)}{s^{3/4}}$$
(7)
with $`k^2=\lambda (s,m_q^2,m_{\overline{q}}^2)/4s`$. Here the ground-state radial $`S`$-wave function $`w(k^2)`$ is normalized as $`w^2(k^2)k^2𝑑k=1`$.
As demonstrated in the form factors develop the correct structure of the long-distance corrections in accordance with QCD in the leading and next-to-leading $`1/m_Q`$ orders, if the radial wave functions $`w(k^2)`$ are localized in a region of the order of the confinement scale, $`k^2\mathrm{\Lambda }^2`$. We assume a simple gaussian parametrization of the radial wave function
$$w(k^2)\mathrm{exp}(k^2/2\beta ^2),$$
(8)
which satisfies the localization requirement for $`\beta \mathrm{\Lambda }_{QCD}`$.
The leptonic decay constant of the pseudoscalar meson $`f_P`$ is given in terms of its wave function by the spectral representation
$$f_P=\sqrt{N_c}(m_q+m_{\overline{q}})𝑑s\phi (s)\frac{\lambda ^{1/2}(s,m_q^2,m_{\overline{q}}^2)}{8\pi ^2s}\frac{s(m_qm_{\overline{q}})^2}{s}.$$
(9)
## III Parameters of the model and numerical results
### A Parameters of the model
We consider the slope parameter $`\beta `$ of the meson wave function (8) and the constituent quark masses as fit parameters. The relevant values for the $`B`$, $`\rho `$, and $`\pi `$ mesons have already been determined in from a fit to the lattice results on the form factors $`T_2(q^2)`$ and $`A_1(q^2)`$ (see Eq. (11) below) at $`q^2=19.6`$ and $`17.6`$GeV<sup>2</sup> . Thereby, use has been made of the spectral representation of the leptonic decay constant (9), and the double spectral representations (6) of the form factors. The values obtained for $`m_b`$, $`m_u`$, and $`\beta _B`$, $`\beta _\rho `$, $`\beta _\pi `$ are displayed in Table I.
A few comments on these numbers are in order:
* The quark model double spectral representations take into account long-range QCD effects but not the short-range perturbative corrections. However, by fitting the wave functions and masses to reproduce the lattice points, these corrections are effectively taken care of: Corrections to the quark propagators correspond to the appearance of the effective quark masses. Corrections to the vertices at the relevant values of the recoil variable $`\omega =(M_B^2+m_\pi ^2q^2)/2M_BM_\pi `$ should be small as found in form factors of other meson transitions .
* The value obtained for the $`b`$-quark mass $`m_b=4.85GeV`$ is close to the one-loop pole mass which in fact is the relevant mass for quark model calculations.
We now need to fix the parameters describing the strange and charmed mesons. The charm quark mass can be determined from the well-known $`1/m_Q`$ expansion of the heavy meson mass in terms of the heavy quark mass and the hadronic parameters $`\overline{\mathrm{\Lambda }}`$, $`\lambda _1`$ and $`\lambda _2`$. Using the recent estimates of these parameters one finds
$`m_bm_c3.4GeV.`$ (10)
This provides $`m_c1.45GeV`$. For $`m_s`$ one expects $`m_s350370MeV`$ taking into account that $`m_u=230MeV`$.
A stringent way to constrain the parameters $`m_s`$, $`\beta _K`$, $`\beta _K^{}`$, and $`\beta _D`$ is provided by the measured integrated rates of the semileptonic decays $`D(K,K^{})l\nu `$. In addition we apply the relation (9) which connects $`\beta _K`$ with $`m_s`$ by using the known value of the $`K`$-meson leptonic decay constant $`f_K=160MeV`$. The parameter values found this way are displayed in Table I<sup>§</sup><sup>§</sup>§In a different set of the parameters was used which also provided a good description of the available experimental data on semileptonic $`B`$ and $`D`$ decays. However, the corresponding form factors have a rather flat $`q^2`$-dependence and do not match the lattice results at large $`q^2`$.. The corresponding form factors and decay rates are given in Tables IV and VI.
The polarization of the $`K^{}`$ in the $`DK^{}l\nu `$ decays turns out to be in good agreement with the experimental result (Table VI), and the calculated $`D`$ meson decay constant $`f_D=200MeV`$ corresponds to the expectation for the magnitude of this quantity.
The parameter $`\beta _D^{}`$ cannot be found this way, but it should be close to $`\beta _D`$ because of the heavy quark symmetry requirements. We therefore set $`\beta _D^{}=\beta _D`$.
Also listed in Table I are the parameters which describe strange heavy mesons. They are discussed in subsection D.
The knowledge of the wave functions and the quark masses allows the calculation of the form factors in Eq. (1). It is however more convenient to present our results in terms of the dimensionless form factors $`F_+`$, $`F_0`$, $`f_T`$, $`V`$, $`A_0`$, $`A_1`$, $`A_2`$, $`T_1`$, $`T_2`$, $`T_3`$ which are the following linear combinations of the form factors given in Eq. (1):
$`F_+`$ $`=`$ $`f_+,F_0=f_++{\displaystyle \frac{q^2}{Pq}}f_{},F_T=(M_1+M_2)s,`$ (11)
$`V`$ $`=`$ $`(M_1+M_2)g,A_1={\displaystyle \frac{1}{M_1+M_2}}f,A_2=(M_1+M_2)a_+,A_0={\displaystyle \frac{1}{2M_2}}\left(f+q^2a_{}+Pqa_+\right),`$ (12)
$`T_1`$ $`=`$ $`g_+,T_2=g_+{\displaystyle \frac{q^2}{Pq}}g_{},T_3=g_{}{\displaystyle \frac{Pq}{2}}g_0.`$ (13)
The form factors (11) are defined such that they involve only contributions of resonances in the $`q^2`$ channel with the same spin, whereas some of the form factors defined by the Eq. (1) contain contributions of resonances with different spins. The form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$ contain a pole at $`q^2=M_V^2M_1^{}^2`$ and $`A_0`$ contains a pole at $`q^2=M_BM_0^{}^2`$ (more details are given in the Appendix).
The remaining form factors, $`F_0`$, $`A_1`$, $`A_2`$, $`T_2`$ and $`T_3`$, do not contain contributions of the lowest lying negative parity states (for instance, $`F_0`$ contains a contribution of the $`0^+`$ state, and $`A_1`$ contains that of the $`1^+`$ which have considerably higher masses). As a result they have a rather flat $`q^2`$ behaviour in the decay region, whereas the form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$, $`A_0`$ are rising more steeply.
From the spectral representations (6) together with the parameter values of Table I the form factors are obtained numerically. For the applications it is convenient, however, to represent our results by simple fit formulas which interpolate these numerical values within a 1% accuracy for all $`q^2`$ values in the region $`0<q^2<(m_2m_1)^2`$. Also, they should be appropriate for a simple extrapolation to the resonance region.
Let us start with the form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$, $`A_0`$. If we interpolate the results of the calculation with the simple three-parameter fit formula
$`f(q^2)={\displaystyle \frac{f(0)}{(1q^2/M^2)(1q^2/(\alpha M)^2)}},`$ (14)
the least-$`\chi ^2`$ interpolation procedure leads in all cases to a value of the parameter $`M`$ which is within 3% equal to the lowest resonance mass. We consider this fact to be an important indication for the proper choice of the quark-model parameters and for the reliability of our calculations. We therefore prefer to fix the pole mass $`M`$ to its physical value. The fit functions (14) represent the results now with an accuracy of less than 2%. To achieve the accuracy of less than 1% in all cases we take the form :
$`f(q^2)={\displaystyle \frac{f(0)}{(1q^2/M^2)[1\sigma _1q^2/M^2+\sigma _2q^4/M^4]}},`$ (15)
where $`M=M_P`$ for the form factor $`A_0`$ and $`M=M_V`$ for the form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$. In the Tables below we quote numerical values of $`\sigma _2`$ only if an accuracy of better than 1% cannot be achieved with $`\sigma _2=0`$, and take $`\sigma _2=0`$ if this accuracy can already be achieved with the two parameters $`f(0)`$ and $`\sigma _1`$. A two-parameter fit was discussed in .
For the heavy-to-light meson transitions the masses of the lowest resonances are not very much different from the highest $`q^2`$ values in the decay. Eq. (15) then allows an estimate of the residues of these poles. These residues can be expressed in terms of products of weak and strong coupling constants (see Appendix). The errors for these constants induced by changing $`\sigma _1`$ and $`\sigma _2`$ in our fitting procedure (keeping to the 1% requirement) do not exceed 10%. Moreover, the residues of the form factors at the meson pole are not independent and satisfy certain constraint (see Eq. (43) in the Appendix), which provides a consistency check of the extrapolations. The mismatch in (43) is always below 10%, and in most of the cases much lower.
For the form factors $`F_0`$, $`A_1`$, $`A_2`$, $`T_2`$ and $`T_3`$ the contributing resonances ($`0^+`$, $`1^+`$, etc) lie farther away from the physical decay region and the effect of any particular resonance is smeared out. For these form factors the interpolation formula taken is One should note that the parameters $`\sigma _1`$ and $`\sigma _2`$ in the fit formula (16) for the form factors $`F_0`$, $`A_1`$, $`A_2`$, $`T_2`$, and $`T_3`$ are introduced in a different way than in the fit formula (15) for the form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$, and $`A_0`$.
$`f(q^2)=f(0)/[1\sigma _1q^2/M_V^2+\sigma _2q^4/M_V^4].`$ (16)
If setting $`\sigma _2=0`$ allows us to describe the calculation results with better than 1% accuracy for all $`q^2`$, a simple monopole two-parameter formula is used.
The values of $`f(0)`$, $`\sigma _1`$, and $`\sigma _2`$ are given for each decay mode in the relevant subsections.
### B Charmed meson decays
#### 1 $`DK,K^{}`$
The $`DK,K^{}`$ decays are induced by the charged current $`cs`$ quark transition. As described in the previous section, the measured total rates of these decays are used for a precise fit of the parameters of our model. With the parameters of Table I we obtain the form factors listed in Table IV. Table V compares the form factors at $`q^2=0`$ with the results of other approaches and Table VI presents the decay rates.
Extrapolating the form factors to $`q^2=M_D^{}^2`$ (or $`q^2=M_D^2`$ for $`A_0`$) gives the following estimates of the coupling constants (see the Appendix for the relevant formulas)
$`{\displaystyle \frac{g_{D_s^{}DK}f_V^{(D_s^{})}}{2M_{D_s^{}}}}=1.05\pm 0.05,{\displaystyle \frac{g_{D_sDK^{}}f_P^{(D_s)}}{2M_K^{}}}=1.7\pm 0.1,{\displaystyle \frac{f_T^{(D_s^{})}}{f_V^{(D_s^{})}}}=0.95\pm 0.05,{\displaystyle \frac{g_{D_s^{}DK^{}}}{g_{D_s^{}DK}}}=1.1\pm 0.1.`$ (17)
#### 2 $`D\pi ,\rho `$
These decays are induced by the $`cd`$ charged current. Since all the necessary parameters have already been fixed, this mode allows for parameter-free predictions. Table VII presents the results of our calculations. In Tables VIII and IX we compare our results with different approaches and with experimantal data. The form factors at $`q^2=0`$ are close to the predictions of the relativistic quark model of Ref. , but the $`q^2`$ dependence is different such that our model and predict different decay rates. Although the experimental errors are very large and nearly all theoretical results agree with experiment, we notice perfect agreement of our decay rates with the central values.
For the coupling constants we get the following relations
$`{\displaystyle \frac{g_{D^{}D\pi }f_V^{(D^{})}}{2M_D^{}}}=1.05\pm 0.05,{\displaystyle \frac{g_{DD\rho }f_P^{(D)}}{2M_\rho }}=2.1\pm 0.2,{\displaystyle \frac{f_T^{(D^{})}}{f_V^{(D^{})}}}=0.9\pm 0.1,{\displaystyle \frac{g_{D^{}D\rho }}{g_{D^{}D\pi }}}=1.3\pm 0.2.`$ (18)
Taking $`f_V^{(D^{})}220MeV`$, we find
$$g_{D^{}D\pi }=18\pm 3$$
in perfect agreement with a calculation of $`g_{D^{}D\pi }`$ based on combining PCAC with the dispersion approach .
### C Beauty meson decays
#### 1 $`BD,D^{}`$
These decays arise from the heavy-quark $`bc`$ transition. Here one has rigorous predictions for the expansion of the form factors in terms of the heavy-quark mass . Namely, the main part of the form factors can be expressed through the universal form factor - the Isgur-Wise function. However, different models provide different $`q^2`$-dependences of the Isgur-Wise function as well as different subleading $`1/m_Q`$ corrections.
We recall that our spectral representations of the form factors explicitly respect the structure of the long-distance QCD corrections in the leading and the subleading orders of the heavy-quark expansion. Thus, we expect reliable predictions for the form factors. Our numerical results are summarized in Tables X, XI, and XII.
For the coupling constants we find
$`{\displaystyle \frac{g_{B_c^{}BD}f_V^{(B_c^{})}}{2M_{B_c^{}}}}=1.56\pm 0.15,{\displaystyle \frac{g_{B_cBD^{}}f_P^{(B_c)}}{2M_D^{}}}=3.3\pm 0.3,{\displaystyle \frac{f_T^{(B_c^{})}}{f_V^{(B_c^{})}}}=0.9\pm 0.1,{\displaystyle \frac{g_{B_c^{}BD^{}}}{g_{B_c^{}BD}}}=1.05\pm 0.05.`$ (19)
#### 2 $`BK,K^{}`$
These decays are induced by the $`bs`$ Flavor Changing Neutral Current (FCNC). We recall that the $`B\pi ,\rho `$ form factors at large $`q^2`$ have been used to fix the parameters of the model. Thus we expect that the predictions for the $`BK,K^{}`$ form factors which in fact differ from the former mode only by SU(3) violating effects should be particularly reliable. Table XIII presents the calculated form factors and Fig 2 exhibits our predictions together with the available lattice results at large $`q^2`$. The good agreement shows that the size and the sign of the SU(3) violating effects are correctly accounted for.
For the coupling constants we obtain
$`{\displaystyle \frac{g_{B_s^{}BK}f_V^{(B_s^{})}}{2M_{B_s^{}}}}=0.65\pm 0.05,{\displaystyle \frac{g_{B_sBK^{}}f_P^{(B_s)}}{2M_K^{}}}=1.65\pm 0.1,{\displaystyle \frac{f_T^{(B_s^{})}}{f_V^{(B_s^{})}}}=0.95\pm 0.05{\displaystyle \frac{g_{B_s^{}BK^{}}}{g_{B_s^{}BK}}}=1.15\pm 0.05.`$ (20)
#### 3 $`B\pi ,\rho `$
The $`B\rho `$ transition has been used for determining the parameters of our quark model in the $`u,d`$ and $`b`$ sectors by fitting the quark-model form factors to available lattice results on $`T_2`$ and $`A_1`$ at large $`q^2`$ in . The corresponding form factors and the decay rates have been calculated in this article. We present the results of in terms of parametrizations for the form factors of the set (11) (see Table XV) which have not been given in that paper. The only difference of the results presented here with the results of occurs for the $`B\pi `$ form factors $`F_+`$ and $`F_0`$ at $`q^220GeV^2`$. In these quantities are not calculated directly but extrapolated from the region $`q^220GeV^2`$. The parametrizations of $`f_+`$ and $`f_{}`$ in correspond to $`g_{B^{}B\pi }50`$. The parametrization given here, on the other hand, corresponds to $`g_{B^{}B\pi }32`$ which is in agreement with recent analyses of this quantity . At $`q^220GeV^2`$ both parametrizations describe the results of the numerical calculation well and agree with the available results from lattice QCD at $`q^222GeV^2`$ . For these reasons, the earlier result $`\mathrm{\Gamma }(B\pi l\nu )=8.3|V_{ub}|^2ps^1`$ calculated with the parametrization of the form factor $`F_+`$ from Table XV remains practically unchanged compared to .
The form factor $`F_0`$ at large $`q^2`$ lies below the central lattice values but nevertheless agrees with lattice results within the given error bars. Notice however that in our model the form factor $`F_0`$ is calculated as a difference of $`f_+`$ and $`f_{}`$ and at large $`q^2`$ turns out to be much more sensitive to the subtle details of the pion wave function, than $`f_+`$ and $`f_{}`$ separately. A simple Gaussian wave function which works quite well for $`f_+`$ and $`f_{}`$, might not be sufficiently accurate for $`F_0`$.
Table XVI compares the results obtained from the quark model of Ref. with results from the quark model of Jaus and latest light-cone sum rule (LCSR) results . One observes very good agreement between the quark model of Jaus, LCSRs, and our approach. The only visible difference with the LCSR method occurs in the form factor $`A_0(0)`$, which is caused by small differences of the two methods in $`A_1(0)`$ and $`A_2(0)`$ (recall that $`A_0(0)=\left((M_1+M_2)A_1(0)(M_1M_2)A_2(0)\right)/2M_2`$) This discrepancy exceeds the 15% error bar quoted for the LCSR results only marginally. If the LCSR results at small $`q^2`$ and lattice results at large $`q^2`$ are correct, our approach surely provides a realistic description of the form factors at all kinematically accessible $`q^2`$ values.
Extrapolating the form factors to the poles, we obtain
$`{\displaystyle \frac{g_{B^{}B\pi }f_V^{(B^{})}}{2M_B^{}}}=0.6\pm 0.05,{\displaystyle \frac{g_{BB\rho }f_P^{(B)}}{2M_\rho }}=1.4\pm 0.2,{\displaystyle \frac{f_T^{(B^{})}}{f_V^{(B^{})}}}=0.97\pm 0.03,{\displaystyle \frac{g_{B^{}B\rho }}{g_{B^{}B\pi }}}=1.2\pm 0.1.`$ (21)
Using $`f_V^B^{}200MeV`$ gives the estimate
$`g_{BB^{}\pi }=32\pm 5,\widehat{g}={\displaystyle \frac{f_\pi }{2\sqrt{M_BM_B^{}}}}g_{BB^{}\pi }=0.4\pm 0.06`$ (22)
The latter value is in good agreement with the lattice result $`\widehat{g}=0.42\pm 0.04\pm 0.08`$ and is only slightly smaller than $`\widehat{g}=0.5\pm 0.02`$ based on combining PCAC with our dispersion approach.
Summing up our results on the decays of the nonstrange heavy mesons, we found no disagreement neither with the exisiting experimental data nor with the available results of the lattice QCD or sum rules in their specific regions of validity. The only exception is the form factor $`F_0`$ at large $`q^2`$ in $`B\pi `$ and $`D\pi `$ decays, where our results are lying slightly below the lattice points. However, this disagreement can be related to a strong sensitivity of $`F_0`$ at large $`q^2`$ to the details of the pion wave function. Small changes in the pion wave function, which only marginally affect $`f_+`$ and $`f_{}`$, can change the form factor $`F_0`$. But such subtle effects are beyond the scope of our present analysis.
In the next section we apply our model to the decays of strange heavy mesons for which a few new parameters have to be introduced which are specific to the description of weak decays of strange heavy mesons to light mesons.
### D Decays of the strange mesons $`D_s`$ and $`B_s`$
Before dealing with these decays, we must first specify the slope parameters of the $`B_s`$ and the $`D_s`$ wave function. We obtain these parameters by applying (9) and using $`f_{B_s}/f_B=1.1`$ and $`f_{D_s}/f_D=1.1`$ in agreement with the lattice estimates for these quantities . The resulting values of the slope parameters are listed in Table I. Since all other parameters have already been fixed the calculation of the form factors is straight forward. The only exceptions are the decays into the $`\eta ,\eta ^{},\varphi `$ final states. For these decays we need to know the $`\varphi `$ wave function, the mixing angle and the slope of the radial wave function of the $`s\overline{s}`$ component in $`\eta `$ and $`\eta ^{}`$. Our procedure of fixing these parameters are discussed in the relevant subsection.
#### 1 $`D_sK,K^{}`$
These meson transition are driven by the charged-current $`cd`$ quark transition. The results of the calculation are given in Table XVII. The predictions for the semileptonic decay rates are displayed in Table XVIII.
For the coupling constants we obtain
$`{\displaystyle \frac{g_{D^{}D_sK}f_V^{(D^{})}}{2M_D^{}}}=0.95\pm 0.05,{\displaystyle \frac{g_{DD_sK^{}}f_P^{(D)}}{2M_K^{}}}=1.85\pm 0.15,{\displaystyle \frac{f_T^{(D^{})}}{f_V^{(D^{})}}}=0.9\pm 0.1,{\displaystyle \frac{g_{D^{}D_sK^{}}}{g_{D^{}D_sK}}}=1.15\pm 0.15.`$ (23)
#### 2 $`D_s\eta ,\eta ^{},\varphi `$
These decay modes are induced by the charged current $`cs`$ quark transition. The pseudoscalar mesons $`\eta `$ and $`\eta ^{}`$ are mixtures of the nonstrange and the strange components with the flavour wave functions $`\eta _n\frac{\overline{u}u+\overline{d}d}{\sqrt{2}}`$ and $`\eta _s=\overline{s}s`$, respectively,
$`\eta `$ $`=`$ $`\mathrm{cos}(\phi )\eta _n\mathrm{sin}(\phi )\eta _s`$ (24)
$`\eta ^{}`$ $`=`$ $`\mathrm{sin}(\phi )\eta _n+\mathrm{cos}(\phi )\eta _s,`$ (25)
with the angle $`\phi 40^o`$ . The decay rates of interest are
$`\mathrm{\Gamma }(D_s\eta l\nu )`$ $`=`$ $`\mathrm{sin}^2(\phi )\mathrm{\Gamma }(D_s\eta _s(M_\eta )l\nu )`$ (26)
$`\mathrm{\Gamma }(D_s\eta ^{}l\nu )`$ $`=`$ $`\mathrm{cos}^2(\phi )\mathrm{\Gamma }(D_s\eta _s(M_\eta ^{})l\nu ).`$ (27)
Let us give a brief explanation of these formulas: The semileptonic decay rates are determined by the form factor $`f_+`$. The spectral representation of this form factor does not involve the final meson mass explicitly. This means that for the $`\overline{s}s`$ component of both $`\eta `$ and $`\eta ^{}`$ we have to deal with the same form factor, which can be expressed through the radial wave function of this component. On the other hand, the phase-space volume of the decay process is determined by the physical meson masses, as indicated in (26). It should be clear, however, that the $`\eta _s`$ is not an eigenstate of the Hamiltonian and does not have a definite mass.
Assuming universality of the wave functions of the ground state pseudoscalar $`0^{}`$ nonet, the radial wave function of the nonstrange component $`\mathrm{\Psi }_{\eta _n}`$ coincides with the pion radial wave function . The radial wave function $`\mathrm{\Psi }_{\eta _s}`$ should be determined independently. From the analysis of a broad set of processes the leptonic decay constant $`f_s`$ of the strange component $`\eta _s`$, has been found to lie in the interval $`f_s=(1.36\pm 0.04)f_\pi `$ . This allows us to determine the slope parameter $`\beta _{\eta _s}`$ in such a way that the calculated value of $`f_s`$ lies in this interval, and the calculated ratio $`\mathrm{\Gamma }(D_s\eta )/\mathrm{\Gamma }(D_s\eta ^{})`$ agrees with the experimental data for $`\phi =40^o`$. This procedure yields for the slope parameter $`\beta _{\eta _s}=0.45`$ Another procedure of taking into account the SU(3) breaking effects to obtain $`\mathrm{\Psi }_{\eta _s}`$ from $`\mathrm{\Psi }_{\eta _n}`$ has been proposed in .. For the slope parameter $`\beta _\varphi `$ of the wave function of the $`\varphi `$-meson, which is the vector $`\overline{s}s`$ state, we expect a value close to $`\beta _{\eta _s}`$.
In fact, $`\beta _\varphi =0.45GeV`$ leads to the $`B_s\varphi `$ transition form factors which agree well with the LCSR results at $`q^2=0`$ (see subsection 4). With all other quark model parameters fixed from the description of the nonstrange heavy meson decays and by taking a simple Gaussian form of the radial wave function, the decay rate $`\mathrm{\Gamma }(D_s\varphi l\nu )`$ is a function of $`\beta _\varphi `$. This function has a minimum at the value $`\beta _\varphi =0.45GeV`$; nevertheless, the corresponding value of the decay rate is $`1\sigma `$ above the central experimental value).
The results of our calculations are given in Tables XIX and XX.
For the coupling constants we obtain
$`{\displaystyle \frac{g_{D_s^{}D_s\eta _s}f_V^{(D_s^{})}}{2M_{D_s^{}}}}=1.0\pm 0.1,{\displaystyle \frac{g_{D_sD_s\varphi }f_P^{(D_s)}}{2M_\varphi }}=1.6\pm 0.3,{\displaystyle \frac{f_T^{(D_s^{})}}{f_V^{(D_s^{})}}}=0.93\pm 0.03,{\displaystyle \frac{g_{D_s^{}D_s\varphi }}{g_{D_s^{}D_s\eta _s}}}=1.08\pm 0.04.`$ (28)
#### 3 $`B_sK,K^{}`$
This mode is driven by the $`bu`$ charged current transition. The only additional new parameter needed here is the slope of the $`B_s`$ wave function. We obtain it by using (9) and taking $`f_{B_s}/f_B=1.1`$. The results of our calculation are given in Table XXI.
These form factors lead to the following relations
$`{\displaystyle \frac{g_{B^{}B_sK}f_V^{(B^{})}}{2M_B^{}}}=0.44\pm 0.04,{\displaystyle \frac{g_{BB_sK^{}}f_P^{(B)}}{2M_K^{}}}=1.3\pm 0.1,{\displaystyle \frac{f_T^{(B^{})}}{f_V^{(B^{})}}}=0.95\pm 0.05,{\displaystyle \frac{g_{B^{}B_sK^{}}}{g_{B^{}B_sK}}}=1.2\pm 0.1.`$ (29)
The form factors at $`q^2=0`$ are compared with the LCSR predictions in Table XXII. We observe some disagreement between our predictions and the LCSR calculation which gives smaller values for all the form factors. A closer look at the origin of this discrepancy shows that its source is the strength and sign of the SU(3)-breaking effects. They lead to opposite corrections in the two approaches.
To discuss these SU(3) breaking effects, let us start with $`B\rho `$, which in fact differs from the $`B_sK^{}`$ only by the flavour of the spectator quark, and move to $`B_sK^{}`$ by accounting for the SU(3) violating effects:
Within the LCSR method there are two changes which affect the form factors: first, the change $`f_{B_s}f_B`$ leads to an increase of the $`B_sK^{}`$ form factors; second, the change of the symmetric twist-two distribution amplitude of the $`\rho `$-meson to the asymmetric one of the $`K^{}`$ meson leads to a decrease of the form factors. The second effect turns out to be much stronger than the first one with the result of an overall decrease of the form factors.
In the quark model, the same SU(3) breaking effects take place: The change of the spectator mass (it determines the increase of $`f_{B_s}/f_B`$) and the change of the $`K^{}`$ meson wave function (due to the change of both the quark mass and the slope parameter of the light meson wave function). Here the influence of the slope of the heavy meson wave function upon the form factor is only marginal. Therefore, the resulting effect of these changes leads to an increase of the form factors.
We want to point out that the difference between the results of the two approaches does not arise from specific effects (higher twists, higher radiative corrections etc) which are present in the LCSRs but absent in the quark model. The observed difference is only due to the different strength of the SU(3) violating effects at the level of the twist-2 distribution amplitude. As was discussed in , this distribution amplitude can be expressed through the radial soft wave function of the meson. The change of the quark-model wave function caused by SU(3) violating effects does not induce a strong asymmetry in the leading twist-2 distribution amplitude.
In view of the discrepancy between our results and the LCSR it would be interesting to have independent calculations of the $`B_sK^{}`$ form factors at small $`q^2`$ from the 3-point sum rules, as well as a lattice calculation for large $`q^2`$.
#### 4 $`B_s\eta ,\eta ^{},\varphi `$
These weak meson transitions are induced by the FCNC $`bs`$ quark transition. The results of the form factor calculation are given in Table XXIII and compared with the LCSR predictions at $`q^2=0`$ in Table XXIV. The agreement between the two values is satisfactory at least within the declared 15% accuracy of the LCSR predictions. This allows us to expect that also the $`D_s\varphi ,\eta ,\eta ^{}`$ form factors and the corresponding decay rates (given earlier in subsection 2) are calculated reliably.
For the coupling constants we obtain
$`{\displaystyle \frac{g_{B_s^{}B_s\eta _s}f_V^{(B_s^{})}}{2M_{B_s^{}}}}=0.6\pm 0.05,{\displaystyle \frac{g_{B_sB_s\varphi }f_P^{(B_s)}}{2M_\varphi }}=1.5\pm 0.1,{\displaystyle \frac{f_T^{(B_s^{})}}{f_V^{(B_s^{})}}}=0.95\pm 0.05,{\displaystyle \frac{g_{B_s^{}B_s\varphi }}{g_{B_s^{}B_s\eta _s}}}=1.13\pm 0.06.`$ (30)
## IV conclusion
We have calculated numerous form factors of heavy meson transitions to light mesons which are relevant for the semileptonic (charged current) and penguin (flavor-changing neutral current) decay processes. Our approach is based on evaluating the triangular decay graph within a relativistic quark model which has the correct analytical properties and satisfies all known general requirements of QCD.
The model connects different decay channels in a unique way and gives the form factors for all relevant $`q^2`$ values. The disadvantage of the constituent quark model connected with its dependence on ill-defined parameters such as the effective constituent quark masses, have been reduced by using several constraints: the quark masses and the slope parameters of the wave functions are chosen such that the calculated form factors reproduce the lattice results for the $`B\rho `$ form factors at large $`q^2`$ and the observed integrated rates of the semileptonic $`DK,K^{}`$ decays.
Our main results are as follows:
* In spite of the rather different masses and properties of mesons involved in weak transitions, all existing data on the form factors, both from theory and experiment, can be understood in our quark picture. Namely, all the form factors are essentially described by the few degrees of freedom of constituent quarks, i.e. their wave functions and their effective masses. Details of the soft wave functions are not crucial; only the spatial extention of these wave functions of order of the confinement scale is important. In other words, only the meson radii are essential.
* The calculated transition form factors are in all cases in good agreement with the results available from lattice QCD and from sum rules in their specific regions of validity. The only exception is a disagreement with the LCSR results for the $`B_sK^{}`$ transition where we predict larger form factors. This disagreement is caused by a different way of taking into account the SU(3) violating effects when going from $`B\rho `$ to $`B_sK^{}`$ and is not related to specific details of the dynamics of the decay process. We suspect that the LCSR method overestimates the SU(3) breaking in the long-distance region but this problem deserves further clarification.
* We have estimated the products of the meson weak and strong coupling constants by using the fit formulas for the form factors for the extrapolation to the meson pole. The error of such estimates connected with the errors in the extrapolation procedure is found to be around 5-10%.
We cannot provide for definite error estimates of our predictions for the form factors because of the approximate character of the constituent quark model. However from the fine agreement obtained in cases where checks are possible, we believe that the actual accuracy of our predictions for the form factors is around 10%. Since some parameters have been fixed by using lattice results and have also been tested using the sum rule predictions, further improvements of the accuracy of our predictions will follow if these approaches attain smaller errors. Of course, each precisely measured decay will also allow a more accurate determination of the parameters of the model and thus can be used to diminish the errors at least for closely related decays.
## V Acknowledgments
We dedicate this paper to Franz Wegner on the occasion of his 60-th birthday. We are grateful to D. Becirevic, M. Beyer, Th. Feldmann, A. Le Yaouanc, N. Nikitin, O. Pène, and S. Simula for helpful and interesting discussions. One of us (DM) gratefully acknowledges the financial support of the Alexander von Humboldt Stiftung.
## VI Appendix: Weak and strong meson coupling constants
We provide here definitions of the coupling constants which determine the behavior of the form factors at $`q^2`$ near the resonance poles (beyond the decay region). We consider as an example the case of the $`B\pi ,\rho `$ transition.
1. Weak decay constants
Weak decay constants of mesons are determined by the following relations
$`B(q)|\overline{b}(0)\gamma _\mu \gamma _5q(0)|0`$ $`=`$ $`if_P^{(B)}q_\mu `$ (31)
$`B^{}(q)|\overline{b}(0)\gamma _\mu q(0)|0`$ $`=`$ $`ϵ_\mu ^{(B^{})}M_B^{}f_V^{(B^{})}`$ (32)
$`B^{}(q)|\overline{b}(0)\sigma _{\mu \nu }q(0)|0`$ $`=`$ $`i(ϵ_\mu ^{(B^{})}q_\nu ϵ_\nu ^{(B^{})}q_\mu )f_T^{(B^{})},`$ (33)
where $`ϵ_\mu ^{(B^{})}`$ is the $`B^{}`$ polarization vector. In the heavy quark limit one has $`f_P^{(B)}=f_V^{(B^{})}=f_T^{(B^{})}`$.
2. Strong coupling constants
Strong coupling constants are connected with the three-meson amplitudes as follows
$`\pi (p_2)B(p_1)|B^{}(q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}g_{B^{}B\pi }P_\mu ϵ_\mu ^{(B^{})}`$ (34)
$`\rho (p_2)B(p_1)|B^{}(q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}ϵ_{\alpha \beta \mu \nu }ϵ_\alpha ^{(\rho )}ϵ_\beta ^{(B^{})}P_\mu q_\nu {\displaystyle \frac{g_{B^{}B\rho }}{M_B^{}}}`$ (35)
$`\rho (p_2)B(p_1)|B^{}(q)`$ $`=`$ $`{\displaystyle \frac{1}{2}}g_{B^{}B\rho }P_\mu ϵ_\mu ^{(\rho )},`$ (36)
where $`q=p_1p_2`$, $`P=p_1+p_2`$ and $`ϵ_\mu `$ is the polarization vector of the vector meson.
In the heavy quark limit $`g_{B^{}B\rho }=g_{BB\rho }`$.
3. Form factors
The form factors $`F_+`$, $`F_T`$, $`V`$, $`T_1`$ contain pole at $`q^2=M_B^{}^2`$ due to the contribution of the intermediate $`B^{}`$ ($`1^{}`$ state) in the $`q^2`$ channel. The residue of this pole is given in terms of the product of the weak and strong coupling constants such that in the region $`q^2M_B^{}^2`$ the form factors read
$`F_+`$ $`=`$ $`{\displaystyle \frac{g_{B^{}B\pi }f_V^{(B^{})}}{2M_B^{}}}{\displaystyle \frac{1}{1q^2/M_B^{}^2}}+\mathrm{},`$ (37)
$`F_T`$ $`=`$ $`{\displaystyle \frac{g_{B^{}B\pi }f_T^{(B^{})}}{2M_B^{}}}{\displaystyle \frac{M_B+M_\pi }{M_B^{}}}{\displaystyle \frac{1}{1q^2/M_B^{}^2}}+\mathrm{},`$ (38)
$`V`$ $`=`$ $`{\displaystyle \frac{g_{B^{}B\rho }f_V^{(B^{})}}{2M_B^{}}}{\displaystyle \frac{M_B+M_\rho }{M_B^{}}}{\displaystyle \frac{1}{1q^2/M_B^{}^2}}+\mathrm{},`$ (39)
$`T_1`$ $`=`$ $`{\displaystyle \frac{g_{B^{}B\rho }f_T^{(B^{})}}{2M_B^{}}}{\displaystyle \frac{1}{1q^2/M_B^{}^2}}+\mathrm{}`$ (40)
Here $`\mathrm{}`$ stand for the terms non-singular at $`q^2=M_B^{}^2`$.
Similarly, $`A_0`$ contains the contribution of the $`B`$ ($`0^{}`$ state). In the region of $`q^2M_B^2`$ it can be represented as follows
$`A_0={\displaystyle \frac{g_{BB\rho }f_P^{(B)}}{2M_B}}{\displaystyle \frac{M_B}{2M_\rho }}{\displaystyle \frac{1}{1q^2/M_B^2}}+\mathrm{}`$ (42)
First let us notice that the residues of the form factors are not all independent and are connected with each other as follows:
$`{\displaystyle \frac{Res(F_T)Res(V)}{Res(F_+)Res(T_1)}}={\displaystyle \frac{M_B+M_\rho }{M_B^{}}}{\displaystyle \frac{M_B+M_\pi }{M_B^{}}}.`$ (43)
This relation can be used as a cross-check of the consistency of the extrapolation for the form factors.
The coupling constants are related to the residues of the form factors according to the relations
$`{\displaystyle \frac{g_{B^{}B\pi }f_V^{(B^{})}}{2M_B^{}}}=Res(F_+)`$ $`,{\displaystyle \frac{g_{BB\rho }f_P^{(B)}}{2M_\rho }}=2Res(A_0),`$ (44)
$`{\displaystyle \frac{f_T^{(B^{})}}{f_V^{(B^{})}}}={\displaystyle \frac{Res(F_T)}{Res(F_+)}}{\displaystyle \frac{M_B^{}}{M_B+M_\pi }}`$ $`,{\displaystyle \frac{g_{B^{}B\rho }}{g_{B^{}B\pi }}}={\displaystyle \frac{Res(V)}{Res(F_+)}}{\displaystyle \frac{M_B^{}}{M_B+M_\rho }}.`$ (45) |
warning/0001/astro-ph0001327.html | ar5iv | text | # The spectra and energies of classical double radio lobes
## 1 Introduction: lobe loss mechanisms
That the radio radiation from classical double radio sources arises from synchrotron emission is beyond doubt: the spectra of many emitting regions of these sources are predominantly power-law and often characterised by a high fractional polarisation. Synchrotron cooling is by no means the only significant loss mechanism to be manifested on the spectra of these sources however. A recent study has demonstrated the importance of expansion losses on evolving radio sources, which we briefly review.
Blundell, Rawlings & Willott (1999, figure 8) found that the strongest correlation<sup>1</sup><sup>1</sup>1The strongest intrinsic correlation that is; a very strong artificial correlation is found between luminosity and redshift because of the Malmquist bias. between any two properties of low-frequency selected radio sources in complete samples is that sources with longer linear sizes $`D`$ have steeper spectra $`\alpha `$ when these are evaluated at rest-frame 151 MHz. This is known as the $`D`$$`\alpha `$ correlation. This correlation is independent of any separate correlation between other source properties: the Spearman rank correlation coefficient at constant luminosity $`P`$ and constant redshift $`z`$ is $`r_{D\alpha |Pz}=0.37`$, with any dependence on the assumed cosmological model only arising in the significance of this effect (which varies between $`5\sigma `$$`6\sigma `$ for the models considered). Moreover, simulations of model sources discussed in that paper show that throughout the lifetime of an individual source, its low-frequency spectrum steepens. These simulations, when combined with the sampling-functions due to the survey flux-limit and light-cone interception, regenerate the $`D`$$`\alpha `$ correlation.
Blundell, Rawlings & Willott (1999) attributed the steepening of low-frequency spectra with age to adiabatic expansion losses. Adiabatic expansion losses occur when an emitting blob of plasma expands, with a consequent decrease in the magnetic field strength and in the energies of the particles themselves (Scheuer & Williams, 1968). When one considers a fixed observing frequency, a lower magnetic field means that higher Lorentz factor particles are required to radiate at the chosen frequency. The relationship between the Lorentz factor $`\gamma `$ of particles giving rise to emission at some specific frequency $`\nu `$, and the ambient magnetic field strength $`B`$ is given by:
$$\gamma =\left(\frac{m_\mathrm{e}}{eB}2\pi \nu \right)^{\frac{1}{2}},$$
(1)
where $`e`$ is the charge on an electron and $`m_\mathrm{e}`$ is its rest-mass.
Because it is essential to factor in not just synchrotron losses (and, at high redshift, inverse Compton losses off the cosmic microwave background \[CMB\]) but also adiabatic expansion losses to analyses of the spectra of radio lobes, we consider in this paper how these arise and what changes must be made to existing views of radio source evolution. The outline of this paper is as follows: in §2 we describe briefly studies to date which have inferred spectral ages of classical double radio sources, in §3 we specify and quantify the radiative lifetimes of synchrotron particles in the lobes, in §4 we discuss what is meant by the lifetime of a radio source, and then in §5 we compare the dynamical ages of sources we observe with their spectral ages and with the relevant radiative lifetimes. In §6 we re-visit the problem, first identified by Jenkins & Scheuer (1976), that longer and less-powerful radio sources invariably have lobe emission (even at GHz frequencies) which often persists back to the core, while shorter and more-powerful sources do not have lobe emission which extends back to the core. We discuss seven mechanisms in §7 by which the findings of the two previous sections might be reconciled. One of these mechanisms has been almost completely neglected in the past and is worthy of further serious consideration. We discuss possible information which might be gleaned from the rarity of ‘dead’ radio galaxies, discussed in §8. In §9 we discuss a refined picture of radio source growth.
Our refined model enables us to identify a contribution — more important than just synchrotron cooling — to spectral steepening which is observed to increase along radio lobes with increasing distance from the hotspot; this we discuss in §10. In §11 we investigate independent support for the predictions of this model, from detections of inverse-Compton X-rays associated with radio sources and consider the implications for the overall energy budget.
We examine the results of Rudnick et al. (1994) and Katz-Stone & Rudnick (1994) in §12 in the light of the model which we discuss in §9. We conclude in §13.
## 2 Spectral ageing
If a magnetized blob of plasma, with an initial power-law spectrum $`N(\gamma )`$ to infinite energy, were subject only to synchrotron cooling via the uniform magnetic field strength ($`B`$) in which it is deemed to be immersed, then a cutoff or ‘break’ in that power-law spectrum would appear (Kardashev 1962, Pacholcyzk 1970, Jaffe & Perola 1973). The frequency at which this break occurs ($`\nu _\mathrm{B}`$) would move to lower frequencies as $`\nu _\mathrm{B}B^3t^2`$ where $`t`$ is the time elapsed since the blob of plasma had its particles accelerated to their initial power-law energy distribution. Fits to the curved spectra observed in small transverse elements of radio lobes have led changes in spectral curvature to be identified with these break frequencies. These estimates of the break frequencies, together with an estimate of the magnetic field strength have led to estimates of the ‘spectral age’ \[or time elapsed since acceleration\] being made across successive elements in the lobes of radio sources (e.g. Winter et al., 1980; Myers & Spangler, 1985; Alexander & Leahy, 1987; Liu, Pooley & Riley, 1992). These workers have interpreted the spectral ages of the regions of lobe nearest the core as being closely related to the source age.
However, if other loss mechanisms besides synchrotron cooling, such as adiabatic expansion losses as discussed in §1, are also taking place then the observed break frequency in the spectrum will have been reached more rapidly than the above simple picture will allow, as long as the magnetic field strength has only tended to decrease with time. Unless the true value of the magnetic field is vastly less than that estimated (see discussion in §7.1), this would render simple spectral ages to be over-estimates of the time elapsed since acceleration (see e.g. Alexander, 1987). It is likely that a given blob of plasma will have spent some time in a higher magnetic field when it was near the hotspot than subsequently for example, and knowledge of the ‘history’ of the magnetic field evolution is required to begin to re-interpret measured spectral ages. A modification of the formula for break frequency when both synchrotron and adiabatic expansion losses take place may be found in Blundell & Alexander (1994).
Many have aired concerns about the spectral ageing method, e.g. Jones, Ryu & Engel (1999) have pointed out that any mixing of particles within the lobes will contaminate estimates of spectral ages, while Tribble (1993) has demonstrated that subtleties in spectral evolution are more appropriately attributed to the magnetic field configuration than to differences in the evolution of the pitch-angle distribution, while others have discussed the difficulty of estimating the magnetic field strengths or identifying the magnetic field history for a given blob of plasma (e.g. Siah & Wiita, 1990; Wiita & Gopal-Krishna, 1990; Rudnick et al., 1994; Rudnick, 1999) and we do not repeat them here. We remark, however, that unless the spectral ages to be measured are much shorter than the radiative lifetimes of the particles which constitute the evolving spectrum, spectral ageing is a flawed method.
## 3 Radiative lifetimes
We now consider for how long a synchrotron particle can contribute to emission observed from a radio lobe.
A very naive estimate of the length of time for which a synchrotron-emitting electron will radiate, under the conditions thought to be found in a lobe of a classical double radio source, may be obtained by dividing the total kinetic energy $`E`$, of one electron by its synchrotron power $`P`$, as follows:
$$\frac{E}{P}=\frac{(\gamma 1)m_\mathrm{e}c^2}{2\sigma _\mathrm{T}c\gamma ^2\left({\displaystyle \frac{v}{c}}\right)^2U_{\mathrm{mag}}\mathrm{sin}^2\theta }.$$
(2)
Here $`\gamma `$ is the Lorentz factor of the electron, $`c`$ is the speed of light, $`\sigma _\mathrm{T}`$ is the Thompson scattering cross-section for electrons, $`v`$ is the velocity of the electron, $`U_{\mathrm{mag}}`$ is the magnetic energy density and $`\theta `$ is the pitch-angle of the electron’s motion with respect to the magnetic field lines. We set $`v/c`$ and $`\mathrm{sin}^2\theta `$ to 1. Equation 1 tells us that to radiate at rest-frame 5 GHz in a magnetic field strength of 1 nT the required Lorentz factor of the electron is $`\gamma 10^4`$.
The radiative lifetime of such an electron would be just under $`10^7`$ years according to Equation 2 with $`\gamma =10^4`$. However, this naive sum overlooks two important factors: i) clearly a particle with $`\gamma 10^4`$ cannot radiate for $`10^7`$ years at 5 GHz in the assumed constant magnetic field. Rather, this duration of time indicates how long it would take a particle cooled by synchrotron losses to change from having $`\gamma 10^4`$ to having $`\gamma 1`$ if its cooling rate were maintained at the level expressed in equation 2, with $`\gamma =10^4`$. ii) The lobe of a radio source is an evolving entity and the adiabatic expansion losses (especially the decreasing magnetic field) discussed earlier mean that particles with continuously higher $`\gamma `$ are required to produce the emission at the same chosen frequency as the source ages. For example, in the scenario above, a $`\gamma 10^4`$ particle will emit most of its radiation at 5 GHz if the magnetic field strength is 1 nT. If the field lowered adiabatically to 0.1 nT then particles whose Lorentz factors are $`3\times 10^4`$ are required to produce the emission at the same ‘observing frequency’ of 5 GHz. In a radio lobe, changes in the magnetic field go hand-in-hand with changes in the energies of the particles themselves since it is the expansion of the lobe which governs both. Thus the particle now radiating in the lower $`B`$-field of 0.1 nT at 5 GHz with $`\gamma 3\times 10^4`$ would, prior to the decrease in magnetic field strength, have had $`\gamma 10^5`$.
Matthews & Scheuer (1990) were the first to consider the losses suffered by particles of a given Lorentz factor ($`\gamma `$) due to synchrotron cooling and adiabatic expansion losses as a function of time and to quantify their influence on $`\mathrm{d}\gamma /\mathrm{d}t`$. Kaiser, Dennett-Thorpe & Alexander (1997) have modified their relation to include the influence of inverse-Compton losses off the CMB (which follow the behaviour of synchrotron losses) and this may be used to relate the Lorentz factor of a synchrotron particle contributing to the emission at some given frequency, the time it was injected into the lobe and its Lorentz factor at the time it was injected. The relation can be used to define a maximum time which can elapse between an initial time when a particle is injected with Lorentz factor $`\gamma `$ and the time of observation, if the particle is to emit synchrotron radiation at the specified observing frequency. This time of injection is called $`t_{\mathrm{min}}`$; prior to this time, even if particles of extremely high Lorentz factor are injected into the lobe, their enhanced energy losses will be so catastrophic that their Lorentz factors will be too low at the time of observation<sup>2</sup><sup>2</sup>2We use the term ‘time of observation’ quite liberally here to mean ‘when the source intercepts our light-cone’ or equivalently ‘when the light we ultimately observe leaves the source’. ($`t_{\mathrm{obs}}`$) to contribute to radiation at the chosen frequency, in a given $`B`$-field.
Thus for the ensemble of particles contributing to the radiation at a given emitted frequency at $`t_{\mathrm{obs}}`$, those which had the largest Lorentz factors at injection are injected at $`t_{\mathrm{min}}`$ and those with the lowest are those actually injected at $`t_{\mathrm{obs}}`$. There is no trivial identity which connects $`t_{\mathrm{min}}`$ with the age of the source, as Fig. 1 shows.
The clear implication from this figure is that a few $`10^7`$ years is a very definite upper limit to the maximum radiative lifetime of a synchrotron emitting particle, if the magnetic field experienced by the particles in the lobe is as we describe in §9.2 (namely gently decreasing because of the expansion of the lobe, and of order a few nT). Particles responsible for radiation at lower frequencies have a greater difference between $`t_{\mathrm{min}}`$ and $`t_{\mathrm{obs}}`$ as seen in Fig. 1 and discussed in Blundell, Rawlings & Willott (1999).
Thus reconciling inferred spectral ages (discussed in §2) (particularly if synchrotron cooling is the only loss mechanism accounted for) with source ages (see §5) necessarily requires a re-think, since any given set of particles only contributes to the radiation for a small fraction of the age of a classical double. We discuss such a re-think in §7.
## 4 Source lifetimes
Given current terminology in the literature we first clarify our useage of the terms ‘age’ and ‘lifetime’ in the context of observed radio sources. Knowledge of their lifetimes — the maximum duration of time for which sustained accretion and jet production is to be maintained — is relevant for constraining models of jet-producing central engines. Current modelling of the maximum duration of time for which sufficient jet-power may be extracted from the black-hole suggests limits of $`10^8`$$`10^9`$ years (Meier, 1999) which depend on both the mass and the spin of the black hole. Knowledge of the ages of the observed objects under study is crucial if one is to correctly interpret details of the environmental context in which the radio source resides.
## 5 Source ages
The simplest constraints on source ages come from making use of the measured projected physical size of a radio galaxy in a particular cosmological model and estimating the speed at which it has expanded to that size.
Direct measurements of the advance speeds inferred from the proper motion of the hotspots in compact symmetric objects (CSOs) have been made by Owsianik et al. (1998) and Owsianik & Conway (1998) which find them to be rapid (0.2 $`c`$ – 0.25 $`c`$). The model for source expansion of Falle (1991), with the sources expanding into poor-group type environments \[e.g. as parameterised in Blundell, Rawlings & Willott (1999); Blundell & Rawlings (1999)\], predict such speeds for the earliest stages of a source’s life. This model predicts that these speeds reduce gradually, by an order of magnitude, as the sources age. We now consider speed estimates for these older classical double radio sources which are the focus of this paper. Many of these speed estimates have come from consideration of side-to-side asymmetries which are presumed to arise from light-travel-time effects. These effects arise because the lobe nearer to the observer is seen at a more recent epoch than the other lobe so it is seen when it is older and hence, in the absence of other influences, longer.
The faster a source is expanding the more likely it is to exhibit asymmetries in arm-length, as expressed in Equation 3 and as shown in the lower plot of Fig. 2. The observed asymmetry in arm-length (quantified as $`x`$) of an intrinisically symmetrical radio source expanding from the centre of a spherically symmetrical environment, each of whose lobe-lengths is growing at speed $`c\beta _\mathrm{H}`$ and whose jet-axis is oriented at angle $`\theta `$ to the line-of-sight is given by:
$$x=\frac{(1\beta _\mathrm{H}\mathrm{cos}\theta )}{(1+\beta _\mathrm{H}\mathrm{cos}\theta )}$$
(3)
Longair & Riley (1979) measured the arm-length asymmetries of classical doubles from the 3C catalogue and from the maximal asymmetries found, deduced that there was an upper limit of 0.2 $`c`$ to the advance speeds of these objects. A similar and subsequent analysis by Banhatti (1980) found that half the classical double sources had advance speeds between 0.1 $`c`$ and 0.4 $`c`$. More recently, Best et al. (1995) performed a similar analysis on objects from 3C but when they allowed for the misalignment of up to 10 deg out of collinearity for the two arms of a radio source found that the distribution of arm-length asymmetries was best reproduced by a mean advance speed of 0.2 $`c`$, with some advance speeds extending up to 0.4 $`c`$. A more realistic analysis was performed by Scheuer (1995) who avoided attributing asymmetric arm-lengths to light-travel-time effects unless there was independent evidence of relativistic effects from the detection of a jet. Mindful that environmental asymmetries have been shown to cause significant asymmetries in arm-lengths<sup>3</sup><sup>3</sup>3McCarthy et al. (1991) found that the side of a source with a shorter lobe was invariably found to be that with brighter emission-line gas. we conclude that arm-length asymmetries which are caused by effects other than light-travel time effects must not be included in this type of analysis. Therefore we adopt Scheuer’s upper limit that the maximum advance speed of (fairly small and powerful) classical doubles is likely to be $`0.03c`$. Such a speed, when taken together with the physical sizes of classical doubles (e.g. several 100s of kpc) such as those studied by Alexander and Leahy (1987) give ages of $`>\mathrm{\hspace{0.17em}10}^8`$ years. These ages are an order of magnitude larger than the ages Alexander & Leahy inferred by equating the spectral ages of the strips of lobe closest to the core with the age of the radio source.
The largest radio sources (the so-called giants which have projected linear size $`D>1\mathrm{Mpc}`$) show no indication of being larger because they have expanded more quickly<sup>4</sup><sup>4</sup>4Although examples of a distinct situation, rapidly expanding GHz-Peaked Spectrum (GPS) sources associated with Mpc lobes, are known e.g. Schoenmakers et al (1999). than shorter radio sources: Ishwara-Chandra & Saikia (1999) found for their sample of giant radio sources that these are not significantly more asymmetric than sources with smaller physical sizes. If the giant radio sources do expand at speeds no faster than the value quoted above, then their large linear sizes must be achieved by higher ages, i.e. $`\stackrel{>}{}`$ a few $`10^8`$ years, potentially exacerbating the problem of source ages being highly in excess of the maximum radiative lifetime for synchrotron-radiating particles.
The spectral ages of giants studied by Mack et al. (1998) and Lacy et al. (1993) (all with radio luminosities $`<10^{26}\mathrm{W}\mathrm{Hz}^1\mathrm{sr}^1`$ and likely to have jet-powers $`10^{37}\mathrm{W}`$) were found to be 3 – 4 $`\times 10^7`$ yr which if identified with their source ages would imply speeds of $`\stackrel{>}{}`$$`0.1c`$. Given the maximum speed-limit identified by Scheuer (1995) for the most powerful classical doubles, taken at face value this would appear to go against the intuitively compelling idea (substantiated by the dimensional analysis of Falle (1991): see Fig. 2) that less powerful sources grow less quickly than more powerful sources.
## 6 How far away from the hotspot can the lobe material radiate?
Jenkins & Scheuer (1976) pointed out that if synchrotron cooling played a part in the spectral shape of extended lobes, lobes should be observed to extend further at low-frequency than at high-frequency. This rarely seems to be the case (Blundell et al., 1999c). Rather, the extent of the lobe seems to depend on the luminosity of the radio source: low-$`P`$, large-$`D`$ sources \[like those studied by Alexander & Leahy (1987)\] invariably seem to have their lobe emission extending all the way back to the core. Evidence that this strong structural dependence on luminosity was the case was presented by Jenkins & McEllin (1977) who identified that the more luminous classical doubles had a higher fraction of flux-density originating in the outermost regions (within 15 kpc, i.e. the head and hotspot regions) than lower luminosity sources. This is very pronounced in high redshift radio galaxies where the emission seen at GHz frequencies comes very largely from the hotspots and very little from the lobes \[see example maps of such high redshift radio galaxies from the 6C\* sample in Blundell et al. (1998)\]. In contrast, those high-$`P`$, small-$`D`$ sources \[such as those studied by Liu, Pooley & Riley (1992)\] seem to show lobes extending only say, half-way back from the head to the core. (Although sometimes in these powerful sources with docked tails, faint emission can be still be seen close to the core (Leahy, Muxlow & Stephens, 1989). However, while Leahy et al found this emission to be very faint, it was not found to be steep. Rather it was characterised by emission with a similar spectral index to that measured somewhat closer to the hotspot.)
Thus it is in the low-luminosity sources that the confrontation of radiative lifetime and source age is most problematic: GHz lobe emission in these objects, including at points furthest from the hotspot, is seen from synchrotron-emitting particles with radiative lifetimes $`\stackrel{<}{}`$ 10% of the source age.
## 7 How to re-interpret/reconcile spectral ages
There are two main approaches to the re-interpretation of spectral ages to reconcile them with source ages: i) lowering the magnetic field throughout the lobe below the equipartition values traditionally used, so that the ages inferred from the spectral ageing method are higher and more consistent with their true ages (§7.1) and ii) mixing plasma of different ages and particularly mixing the plasma furthest from the hotspot with recently accelerated particles (this approach takes a number of different forms and we discuss six of them in §7.2 — §7.7).
### 7.1 Sub-equipartition $`B`$-field in the lobe-heads
Alexander & Pooley (1996) outline a means by which the expansion speed implied by the spectral ageing analysis of Cygnus A might be made more than an order of magnitude lower in order to be consistent with its dynamically-inferred expansion speed based on the assumption of ram-pressure confined hotspots. If the magnetic field strength in the lobe were below the value which would be in energy equipartition with the particle pressure then the spectral ages<sup>5</sup><sup>5</sup>5Though note this still ignores the consequences of expansion losses. would be higher and less discrepant with the dynamical ages than if equipartition magnetic field strengths were used. The expansion speed $`v_\mathrm{h}`$ inferred from spectral ageing depends on the assumed magnetic field strength $`B`$ as $`v_\mathrm{h}B^{3/2}`$, and thus to reduce $`v_\mathrm{h}`$ by a factor of $`\stackrel{>}{}`$ 10 requires $`B`$ to drop by a factor of $`\stackrel{>}{}`$ 5.
Alexander & Pooley cited strong observational evidence for equipartition in the hotspots (Harris et al., 1994)<sup>6</sup><sup>6</sup>6Harris et al. detected X-ray emission associated with the hotspots which, if caused by the synchrotron self-Compton process, requires a magnetic field strength very close to the equipartition value given certain assumptions, (specifically that there is no dominant presence of protons).. They suggested that it is the process by which the plasma leaves the hotspot which causes the magnetic field strength to go out of equipartition with the energy in the particles. They aimed to model the flow out of the hotspot by steady diverging streamlines along which magnetic flux is conserved (i.e. the flux-freezing condition of $`B1/A`$ holds, where $`A`$ is the cross-sectional area of some fixed loop) and along which mass is conserved (i.e. $`\rho vA`$ is constant, where $`\rho `$ and $`v`$ are the density and velocity along a streamline at some point). They obtain a relationship for the ratio of the energy densities in the particles ($`u_\mathrm{p}`$) and in the magnetic field ($`u_\mathrm{B}`$) in terms of the velocities along the streamlines. This ratio is derived using relationships for the pressure $`p`$ and density $`\rho `$ in terms of these velocities from Landau & Lifshitz (1959, eqns 83.16). They obtain the following:
$$\frac{u_\mathrm{p}}{u_\mathrm{B}}\frac{p}{B^2}\frac{p}{\rho ^2v^2}\frac{1}{v^2/c_{}^2}\frac{(1v^2/7c_{}^2)^4}{(1v^2/7c_{}^2)^6}$$
(4)
where $`c_{}`$ is the velocity at the point in the flow where $`\rho v`$ is a maximum. They approximate the velocity out of the hotspot to be $`c_{}`$. Alexander & Pooley claim that a drop in $`v`$ by a factor of $`1/\sqrt{2}`$ readily gives the required increase in $`p/B^2`$ of a factor of 5. In fact their formula (shown here in equation 4) shows that to achieve this increase in $`p/B^2`$ requires the bulk flow velocity to decrease from its initial value by a factor of 0.4.
### 7.2 Fast bulk backflow
In two spectral ageing studies (Alexander & Leahy, 1987; Liu, Pooley & Riley, 1992) the authors found that the spectral ages they derived implied advance speeds which were unacceptably high, even not accounting for adiabatic losses, in the light of the then upper-limit<sup>7</sup><sup>7</sup>7See dicussion of more up-to-date and tighter constraints in §5. to head advance speeds of Longair & Riley (1979) of $`0.2c`$. As pointed out by Winter et al. (1980) the speed at which a given strip of plasma in the lobe separates from the hotspot is the anti-vector sum of the oppositely directed head advance speed and the backflow speed in the frame of the host galaxy. Bulk backflow speeds of $`0.1c`$, i.e. comparable with the advance speeds, were invoked to alleviate the requirement for such high advance speeds.
Leahy, Muxlow & Stephens (1989) find that the central regions of lobes have much less distortion in the higher-powered sources than do those of lower-powered sources. They suggest that this means that there is less backflow in more powerful sources. If the spectral age estimates were true this would be in contradiction with Alexander & Leahy (1987) and Liu, Pooley & Riley (1992) who found that the lobe speed $`v_\mathrm{l}`$ (sum of advance and backflow speeds deduced from spectral ageing) increases with radio luminosity $`P`$, as $`v_\mathrm{l}P^{0.33}`$ assuming that the advance speeds are as deduced by Scheuer (1995) (see §5).
A high bulk backflow speed requires some physical sink for the backflowing material and a few examples of ‘X’-shaped sources are known where this may be the case (Leahy et al., 1997; Dennett-Thorpe et al., 1999). However, there appears to be no evidence of powerful classical double radio sources showing any excess lobe structure indicative of backflow at low-frequencies like 74 MHz than at GHz frequencies (Kassim et al., 1993; Blundell et al., 1999c). There are no examples known of lobe emission near the core betraying signs of compression (for example by enhanced surface brightness compared to the rest of the lobe).
In the context of a leaking hotspot model and the complex magnetic field structure in the vicinity of the hotspot it seems unlikely that as plasma emerges from the hotspot in the frame of the host galaxy it has a huge bulk flow away from the hotspot towards the core.
Although some simulations have shown rapid bulk backflow speeds (see e.g. Norman et al., 1982), these speeds are strongly influenced by the boundary conditions used: open boundary conditions in the plane from which the jet emanates, and through which lobe material may exit, will enforce rapid flow away from the hotspot. Simulations with more appropriate boundary conditions can still show fast, but filamentary, backflow in the very early stages of a source’s life. State-of-the-art simulations have much to offer in this area.
### 7.3 Turbulent (convective) backflow
A variant on the bulk backflow model (Leahy, Muxlow & Stephens, 1989) is to assume that the turbulent mixing within the lobe of freshly-injected plasma and older plasma is sufficiently large-scale and fast that efficacious transport of highly energetic particles to great distances away from the hotspot is achieved. In practice, this requires the effective velocity of transport to still be of the same order as the invoked bulk backflow speeds discussed in §7.2.
### 7.4 Particle re-acceleration
An alternative way of introducing highly energetic particles into regions of the lobe close to the core of a radio source is to invoke that the hotspot is not the only source of high-$`\gamma `$ particles, but that within the lobe itself re-acceleration of particles occurs.
This has been invoked by Parma et al. (1999), in the context of FR I (Fanaroff & Riley, 1974) radio sources, as a way to explain the low values of spectral ages in comparison with the dynamical ages. It has also been invoked by Carilli et al. (1991) in the case of Cygnus A to explain spectral shapes observed near the hotspot which do not exhibit symptoms of straightforward synchrotron losses.
Eilek & Shore (1989) included in situ electron re-acceleration both by Alfvén waves and by a Fermi mechanism in their model radio sources which were evolving in a uniform medium. They found this gave little global influence on the luminosity behaviour. This may be because in practice it is hard to achieve re-acceleration mechanisms in the lobe whose efficacy is comparable with that of the hotspot, and the rate at which it is able to supply energized particles. It is even harder if one considers that the particle acceleration mechanism has to generate higher-$`\gamma `$ particles than are needed to radiate in the higher magnetic field region of the lobe-head, a point to which we return in §10. Independent evidence that particle re-acceleration is not occuring has been found by Rudnick et al. (1994) and Katz-Stone & Rudnick (1994) and is discussed in §12.
### 7.5 Freezers
Eilek, Melrose & Walker (1997) have considered possible physical mechanisms which would cause radio sources to appear younger than their implied dynamical ages. They invoked that if a relativistic electron spends most of its time in a low-field region then diffuses into a high-field region in which it must radiate more efficiently than in a low-field region, on average it loses energy more slowly than if it were continuously in the high magnetic field region<sup>8</sup><sup>8</sup>8Such an idea of a ‘magnetic freezer’ was first invoked by Scheuer (1989) in the context of low magnetic fields in jets to preserve an extremely high Lorentz factor population of particles from rapid synchrotron losses.. If there are substantial inhomogeneities in the $`B`$-field and a sufficient quantity of energetic particles were somehow contained within a low magnetic field state then this could in principle occur.
The filamentary nature of radio lobes seen in the best quality total intensity images (e.g. Cygnus A by Carilli et al., 1991) is circumstantial evidence that there are discrete regions of high and low magnetic fields within lobes. However, we note that it is only with the certainty of containment of the fast synchrotron particles that this could be a viable mechanism (see §7.7).
### 7.6 Low pitch-angle reservoir
Spangler (1979) pointed out that electrons with small pitch-angles do not suffer significant synchrotron losses but would diffuse in pitch-angle due to the influence of irregularities in the magnetic field he envisaged being superimposed on a uniform field longitudinal with the lobe. He suggested that the loss via synchrotron cooling of energetic electrons in high pitch-angle states is balanced by re-supply from the low pitch-angle reservoir. However, it is unlikely that the relative fraction of low pitch-angle particles is sufficient to replenish the rather larger fraction of rapidly radiating high pitch-angle electrons, as the fraction of particles having pitch-angle $`<\theta `$, for an isotropic distribution, is given by $`1\mathrm{cos}\theta `$. Moreover, such a model relies on having an essentially longitudinal magnetic field (for which there is no observational evidence) and which would be difficult to sustain on theoretical grounds (anchoring such magnetic flux would be very difficult).
### 7.7 Fast streaming
We now consider whether relativistic particles can stream through low-energy plasma to penetrate those parts of the lobe whose original supply of energetic particles have long since radiated their energy away.
Streaming of high-$`\gamma `$ particles parallel to field lines is of course extremely fast and can proceed at speeds close to $`c`$. In contrast motion perpendicular to the local field lines will be extremely slow. Since there is no observational basis for magnetic fields purely longitudinal with the lobe (see §7.6) and tangled fields (albeit on an unknown variety of scale-lengths) are more likely, it is necessary to consider mechanisms for the scattering of particles to randomize their directions so that streaming parallel to the local field configuration may occur.
The anomalous diffusion mechanism of Rechester & Rosenbluth (1978) involves the random walk of the particles taking place across randomly oriented regions of magnetic field. Following Duffy et al. (1995) and assuming a tangling scale of 10 kpc, in $`10^6`$ years the r.m.s. distance diffused is $``$ a few 100 kpc. This distance is comparable with the arm-lengths of the large-$`D`$, low-$`P`$ sources in the spectral ageing study of Alexander & Leahy (1987) and the timescale is less than the radiative lifetime of synchrotron emitting particles in these sources (§3).
Such scattering mechanisms are necessary to explain the difficulties of plasma containment seen in laboratory plasmas (Dendy, 1993) and there is no basis for believing that astrophysical plasmas should not have the tangled configurations which cause the particles to be scattered.
Winter et al. (1980) claimed that there is an upper limit to the mixing speed of $`4\times `$ the advance speed based on the assertion that otherwise a uniform population of electrons would be seen in all parts of the lobe; such an analysis neglects the influence of the magnetic field configuration (specifically the gradient in strength from hotspot to core) within the lobe, discussed in §10. The speeds which we discuss here should be regarded as penetration speeds rather than mixing speeds.
## 8 Energy transport and the rarity of dead radio galaxies
It is clear that there are some serious drawbacks with the assumptions of a significantly sub-equipartition $`B`$-field (§7.1, see also §sec:equip) within the lobe-heads, fast bulk backflow (§7.2), convective backflow (§7.3) and a low pitch-angle reservoir (§7.6).
However, the scenarios for replenishing the lobes with energetic particles long after the hotspot has passed by outlined in §7.4 (particle re-acceleration), §7.5 (freezers) and §7.7 (fast streaming), in principle can resolve any discrepancies implied by spectral ageing. However, whatever the details of the physical mechanisms by which the scenarios discussed in §7.4 (particle re-acceleration) and §7.5 (freezers) would be governed, it is not clear that either of these processes would know when to stop. In other words, there is potentially a problem with a surfeit of sources having highly radiant lobes long ($`>10^8`$ years) after jets and hotspots have switched off.
Examples of relic classical doubles are rare, with only a very few examples known (Cordey, 1987; Harris et al., 1995, 1993). Riley (1989) has used the sensitivity of the 6C survey to investigate whether any extended sources were unwittingly missed by the revised 3CR survey of Laing, Riley & Longair (1983). Apart from a few slight corrections due to measurement errors and confusion, no such sources were found. When Riley lowered the flux-limit from 12 Jy at 151 MHz to 9.5 Jy, while the sample size increased by 50%, all of these sources were found to be bona fide classical doubles. Giovannini et al. (1988) find that there are just 3 – 4 % of their sample of radio sources selected from the B2 and 3C catalogues which are relics.
In the example relic classical double studied by Cordey (1987), IC 2476, lobes of smooth extended low-surface brightness emission are seen in images with greater than half-arcmin resolution, which straddle a $`z=0.027`$ galaxy. Higher resolution images resolve out these lobes completely, yet find no evidence of hotspots or a core or jet. It is very likely that at non-zero redshifts the absence of relic radio galaxies has its explanation in the ‘Youth-Redshift degeneracy’ we described in Blundell & Rawlings (1999). This is the effect in which a combination of declining luminosity-with-age for radio galaxies<sup>9</sup><sup>9</sup>9These arise in all reasonable models of radio galaxy evolution and environment, even while the jet continues to deliver a constant bulk kinetic power. and the application of a survey flux-limit mean high-redshift radio galaxies are not seen at late stages in their lives. However, this explanation does not help to explain the deficit of relic radio galaxies in the local ($`z<0.5`$) Universe, where the effect of the flux-limit is not so drastic.
The expansion of the low-$`\gamma `$ plasma lobe can only occur on timescales consistent with the sound speed so this cannot be a rapid process. A rapid decay time does however come from considering the brevity of the radiative lifetimes of the synchrotron emitting particles.
We suggest that the role of fast streaming via anomalous diffusion of energetic particles throughout radio lobes might make a new contribution to the explanation for the rarity of ‘dead’ radio sources found to date in surveys of the local Universe. If there were a sudden cessation in the supply of bulk kinetic jet-power, a radio source might begin to fade from view within a time-scale comparable with the maximum radiative life-times of the synchrotron particles ($`\stackrel{>}{}`$ $`10^6`$ years) of the hotspot ceasing to inject high-$`\gamma `$ particles into the lobe. Though the magnetic field can still be present as long as the low-$`\gamma `$ plasma lobe is confined, high-$`\gamma `$ particles are no longer injected into the lobe to replenish the synchrotron-radiating population.
## 9 A refined spatially-resolved model of radio sources
Upto now it has always been assumed that the high-$`\gamma `$ particles are a smooth continuation of the ones which govern the magnetic field and into which the magnetic field is frozen, and that the localisation of the high-$`\gamma `$ particles is co-spatial with the magnetic field. This has yet to be justified in the context of astrophysical plasmas.
### 9.1 Assumptions about hotspot output and the nature of the lobe
We assume that the bulk backflow velocity out of the hotspot is very close to zero in the frame of the host galaxy. We picture the hotspot dumping successive elements of plasma. These elements relax into the lower pressure of the head region and, bringing a new supply of particles, the volume of the head region increases and the source expands.
In the radio source model we developed in Blundell, Rawlings & Willott (1999), each element of hotspot material which transfers to the lobe-heads has an energy distribution which is characterized by two adjoining power-laws, the low-energy regime having a frequency spectral index<sup>10</sup><sup>10</sup>10We use the convention for spectral index ($`\alpha `$) that $`S_\nu \nu ^\alpha `$, where $`S_\nu `$ is the flux density at frequency $`\nu `$. of $`\alpha =0.5`$ and above the break frequency $`\nu _\mathrm{B}`$ the frequency spectral index is $`\alpha =1`$. Where the break frequency occurs depends on the dwell-time for which particles have resided in the enhanced magnetic field which has built up in the hotspot. Thus with elements of the hotspot escaping into the lobe which have had different dwell-times in the hotspot, a summation of spectra are injected into the lobe which together comprise a curved injection spectrum. Note that such a model resolves the ‘injection index discrepancy’ discussed by Carilli et al. (1991, §5.2.2.2). Carilli et al. said that the low-frequency spectral index measured in the lobe should reflect either the $`\alpha =0.5`$ spectral index of the hotspot (if expansion losses were small) or the $`\alpha 1`$ spectral index of the hotspot seen at higher frequencies (if the expansion losses were large). In fact they measure a low-frequency spectral index of 0.7. We remark that the low-frequency spectral index should thus not be identified with the injection spectrum; this might lead one to spuriously conclude that the injection spectrum varies along the lobe and hence throughout the lifetime of a source.
These elements dumped into the lobe-head we suggest may be identified with the turbulent eddies in the hotspot model of De Young (1999) which have escaped out of the hotspot. As long as they are on sufficiently small spatial scales these eddies will have magnetic field strengths in equipartition with their particle energies (De Young, 1999). Equipartition of the magnetic energy density and the particle energy density is maintained in the hotspot to head transition as long as the mixing — energized by the eddies from the hotspot — persists.
We assume that once an element of plasma is ‘dumped’ by the hotspot it will gradually expand to the ambient pressure, that of the head. We regard this input of particles as constituting a new slab of the lobe whose addition lengthens the lobe. Subsequent injections of plasma into the lobe add further slabs each of whose pressure is similar to that of the slabs either side. Subsequent expansion of these volumes is entirely transverse since they are approximately pressure matched front and back. If the pre-expansion magnetic field is purely longitudinal then the magnetic field strength in these slabs will follow $`B1/A`$ and if it is tangled then it is approximated by $`B1/\sqrt{A}`$ where $`A`$ is the cross-sectional area of the slab. This causes a decline in the magnetic field strength, a point to which we return in §9.2.
The collection of many slabs constitutes a body of plasma which purveys the magnetic field. We posit that the slabs of plasma are dumped by the hotspot, and once the radiative lifetime of their particles has expired, will make no further direct contribution to the synchrotron radiation. However, their contribution is as a matrix of low-$`\gamma `$ material supplying a magnetic field which subsequently injected high-$`\gamma `$ particles penetrate (perhaps via the Rechester & Rosenbluth (1978) mechanism, see §7.7) and radiate in.
### 9.2 How the lobe magnetic field evolves
We have used our non-self-similar model for radio galaxy evolution (developed in Blundell, Rawlings & Willott (1999)) and refined it as in §9.1. We emphasize that in this model equipartition is preserved in the transfer of plasma from the hotspot to the head. At successive points throughout a source’s lifetime we consider the volume of plasma injected into the lobe from the hotspot in the preceding $`10^3`$ years. The length of this slab of plasma is taken as the distance advanced by the head of the source during that $`10^3`$ years. We imagine that a slab of plasma, being surrounded on either side by slabs of plasma at very similar pressure, can expand only transversely into the IGM. Note that this is the same geometrical configuration as envisaged by Chyży (1997). Transverse expansion is what governs the strength of the tangled magnetic field. With an assumed pressure gradient away from the head which falls off with the square of the distance (thus giving a ratio of pressure in the head to that half-way along the lobe of $`4`$ in agreement with Kaiser & Alexander (1999)), this simple model can give a drop in magnetic field of over an order of magnitude in Mpc-scale radio sources (see Fig 3).
We note that the $`B`$-field strength in almost all of the most radiant regions of the lobe and head is nothing like the factor of 5 below the equipartition value at the head required by Alexander & Pooley (1996) to explain the spectral age discrepancy in Cygnus A. The region of the lobe nearest the core has the lowest $`B`$-field at $`t_{\mathrm{obs}}`$; however, when the source was aged $`\stackrel{>}{}`$ a few $`10^7`$ years the $`B`$-field of this plasma was $``$ an order of magnitude higher (Fig. 3) synchrotron cooling would have severely depleted the high-$`\gamma `$ particles injected simultaneously. Very low $`B`$-fields in the lobes near the core at $`t_{\mathrm{obs}}`$ cannot reconcile spectral and dynamical ages.
## 10 Spectral gradients
Spectral gradients along the ridgelines of classical doubles, in the sense that spectra are steeper nearer the core than at the head of the lobe, are a common, though not ubiquitous, feature of these objects. An early example of a spectral gradient was found by Burch (1977) in 3C452 where the spectral index between 1.4 GHz and 5.0 GHz was found to steepen from 0.7 near the head of the source to 1.7 near the centre of the source. Burch attributed this behaviour to increasing synchrotron losses with increasing distance from the core. The spectral steepening in the sources studied by Alexander & Leahy (1987) at GHz frequencies was directly interpreted as increasing synchrotron losses with increasing time elapsed since injection from the hotspot. This assumption paved the way for their break frequency fitting and spectral ageing analysis.
Cygnus A itself has been shown by Alexander, Brown & Scott (1984) to have lobe spectra which steepen away from the hotspots between frequencies of 1 GHz and 5 GHz, with the spectral index reaching a maximum of about two in the most extended structure. They interpreted these variations as the results of synchrotron ageing, making it possible to estimate the speed of advance of the hotspots. However, this same source has a spectral index gradient between 74 MHz and 327 MHz (Kassim et al., 1996) of $`\mathrm{\Delta }\alpha `$ $`\stackrel{>}{}`$ 0.3. It is hard to see that this low-frequency gradient could have the same origin as that which Alexander, Brown & Scott (1984) suggested for the GHz regime.
Spectral gradients are seen to extend to sub-GHz frequencies in other examples as well (e.g. Jägers, 1987, between 610 MHz and 1.4 GHz).
If particles can diffuse distances comparable with lobe-lengths in a few $`10^6`$ years, then the constant replenishment of energetic particles suggests it is unlikely that synchrotron ageing is the sole cause of the observed spectral steepening. Undoubtedly this plays a part in some short, very powerful sources however.
Wiita & Gopal-Krishna (1990) have questioned both the assumption that the magnetic field is uniform throughout the lobe and the traditional useage of an estimate of the magnetic field strength in spectral ageing analyses made in a region near the hotspot<sup>11</sup><sup>11</sup>11The motivation for this previous useage is that this is a region in which the low-frequency spectral index should most reflect the injection index, but see the caveat about this in §9.. They suggest that a lower $`B`$-field should be found closer to the core, rather than the higher ‘pre-expansion’ $`B`$-field found nearer the hotspot. Wiita & Gopal-Krishna say that a lower magnetic field will result in a higher break-frequency, and use this fact to explain the ‘anomalous’ spectral gradient in 3C234 found by Alexander (1987). In this particular case, using their preferred $`B`$-field estimates gives spectral ages which are higher by a factor of only 1.5 than those of Alexander (1987).
We now consider the consequences on the spectral gradient of a magnetic field which declines along a lobe from the head towards the core, given the drop by $``$ an order of magnitude shown in Fig. 3. For a given observing frequency, say 8 GHz, the emission arising from the higher magnetic fields near the head of the source will arise from lower Lorentz factor particles than the emission coming from lower magnetic fields closer to the core which inevitably require higher Lorentz factor particles for radiation at the same frequency. If the underlying energy distribution of synchrotron particles is curved (an inevitable consequence of the leaky hotspot model described in §9.1) then the regions near the cores of these objects will show steeper spectra than those near the head.
Note that a spectral gradient will only be seen with a combination of a magnetic field gradient and a curved spectrum. There do exist sources with no spectral index gradient (see Jägers, 1987). It may be that they have a magnetic field gradient, but the spectrum of particles supplied by the hotspot is (e.g. because the hotspot has such a high $`B`$-field) only described by $`\alpha =1`$, i.e. any break in the hotspot spectrum is not seen by an amount $`\delta \alpha =2a_2\mathrm{log}_{10}(B_{\mathrm{head}}/B_{\mathrm{lobe}})`$ where $`a_2`$ is the coefficient of the curvature term in the frequency spectrum (c.f. Blundell et al 1999a) — see schematic illustration in Fig. 4.
Carilli et al. (1991) find that the bright filaments of Cygnus A have higher break frequencies than their environs and throughout the source they find a correlation of total intensity and break frequency. We interpret this as confirmation that at a chosen observing frequency the higher $`B`$-field regions in a lobe will be ‘illuminating’ a lower energy regime of the underlying particle distribution, which will have a flatter spectrum (hence higher ‘break’) than the higher energy regimes illuminated by lower $`B`$-fields (see Figure 4). This is strong evidence in favour of replenishment rather than static spectral ageing because it is the opposite effect to that predicted by synchrotron ageing.
## 11 Independent evidence for quantitative magnetic field gradients
We now consider quantitative estimates from the literature of magnetic field strengths and their comparisons with equipartition inferred values.
Murgia et al. (1999) have found for the very young (age $`\stackrel{<}{}`$ $`10^5`$ years) sources they studied that the values of equipartition magnetic field strength which they derive are consistent with the magnetic field strengths responsible for the low-frequency turnovers via the synchrotron self-absorption mechanism.
Harris et al. (1994) show that the magnetic field required to give synchrotron emission observed in the hotspots (where the number of particles has been normalised by interpreting the X-ray emission from the hotspots as synchrotron self-Compton, i.e. it is the photons emitted by the synchrotron electrons which are up-scattered) is very close to the equipartition value inferred in the usual way.
Further removed from the hotspots, X-ray emission at $`2`$ keV has been detected associated with radio lobes which is likely to be CMB photons up-scattered by synchrotron particles with Lorentz factors of $`1000`$, as follows:
1. Feigelson et al. (1995) and Kaneda et al. (1995) independently find for Fornax A that the ratio of the X-ray luminosity from the inverse Compton up-scattered CMB photons taken together with the synchrotron emission from the lobes imply a magnetic field strength very close to that which is inferred from the usual equipartition arguments.
2. For 3C 326, Tsakiris et al (1996) have inferred magnetic fields which are the same as, or lower by a factor of 2 than, the magnetic field strength derived from the usual equipartition calculation on the basis of X-ray emission detected near the heads.
3. Subsequently for Cen B, Tashiro et al (1998) found that the magnetic field strength implied by interpreting the X-ray emission as up-scattered CMB photons gives a magnetic energy four times lower than the particle energy. Such a wide discrepancy is most pronounced in the furthest regions from the hotspots, while at the hotspots themselves, equipartition is in fact preserved.
### 11.1 Pressure and magnetic field constraints near the core
We now turn our attention to independent calibration of the pressure in the lobes. Leahy & Gizani (1999) have found that there is a considerable discrepancy with the value of the lobe pressure inferred from the usual equipartition argument and that obtained by fitting a King model to the profile of the cluster X-ray emission surrounding Her A, assuming a temperature and deducing the pressure which is confining the lobes. This is in the sense that the lobe pressure appears to be an order of magnitude too low for pressure balance with the external confining medium. Leahy & Gizani (1999) conclude that some non-radiating, low-energy contribution (such as protons or very low-$`\gamma `$ particles) must be responsible for the extra pressure. There is considerable independent evidence that very low-$`\gamma `$ particles must be present in the lobes: i) they are present in the jets which feed the lobes \[as required by the details of the circular polarisation detections of Wardle et al (1998)\] ii) they are an inevitable consequence of the synchrotron decay process.
If it is the case that the particles which emit the observed synchrotron radiation represent a high-$`\gamma `$ tail which has penetrated through the low-$`\gamma `$ matrix then it is clear that the standard minimum energy calculation based on this emission, including that near the core, has a very unsound basis.
Moreover, if it is the case that the particles which emit the observed synchrotron radiation represent a high-$`\gamma `$ tail which has penetrated through the low-$`\gamma `$ matrix then it is clear that the standard minimum energy calculation based on this emission, including that near the core, has a very unsound basis.
For a lobe with a particle reservoir whose energy distribution is given by
$$N(\gamma )\mathrm{d}\gamma =K\gamma ^{(2\alpha +1)}\mathrm{d}\gamma $$
(5)
between all particle energies from $`\gamma _{\mathrm{min}}`$ to $`\gamma _{\mathrm{max}}`$ residing in mean magnetic field strength $`\overline{B}`$ over volume $`V`$ (assuming a filling factor of unity and no significant contribution from protons) the total energy budget is given by:
$$E_{\mathrm{tot}}=VKm_\mathrm{e}c^2\mathrm{ln}\left[\frac{\gamma _{\mathrm{max}}}{\gamma _{\mathrm{min}}}\right]+\frac{\overline{B}^2V}{2\mu _0}$$
(6)
if $`\alpha =0.5`$, and otherwise:
$$E_{\mathrm{tot}}=VKm_\mathrm{e}c^2\left[\frac{1}{\gamma _{\mathrm{min}}^{2\alpha 1}}\frac{1}{\gamma _{\mathrm{max}}^{2\alpha 1}}\right]+\frac{\overline{B}^2V}{2\mu _0}.$$
(7)
For the case where $`\alpha =0.5`$ the energy budget is governed by the upper-limit to the energy distribution, but given that no known lobes have spectral indices as flat as this we do not consider this case further. For steeper spectral indices, Equation 7 shows us that this depends essentially not at all on $`\gamma _{\mathrm{max}}`$ (hereafter we neglect this term) but is governed by $`\gamma _{\mathrm{min}}`$. A choice of $`\gamma _{\mathrm{min}}=50`$ will under-estimate this contribution to the energy budget by a factor of e.g. $`50^{0.2}`$ for $`\alpha =0.6`$ if the true value is $`\gamma _{\mathrm{min}}=1`$.
On the naive assumption that at least for low energies the distribution can be represented by a power-law, the other major unknown in this is the normalisation of the number density of particles, $`K`$. This has been estimated in a couple of cases by inferring the number densities of the low-$`\gamma `$ particles required to inverse Compton scatter photons from the AGN radiation field upto the soft X-rays<sup>12</sup><sup>12</sup>12We note in passing that it is possible to misconstrue extended X-ray emission from powerful high-$`z`$ classical doubles which has been upscattered from the powerful QRF as arising from surrounding cluster emission. Accurate morphological information from high-resolution observations with Chandra will be a great asset. in the cases of 3C 219 (Brunetti et al, 1999) and Cen B (Tashiro et al, 1998). In the former case, Brunetti et al (1999) found that the number density of particles must exceed the equipartition value by a factor of 10 (this is derived assuming $`\gamma _{\mathrm{min}}=50`$). In the latter case, Tashiro et al (1998) assume that $`\gamma _{\mathrm{min}}=1000`$ which given the evidence of inverse-Compton scattering off the AGN radiation field, denies the presence of the $`\gamma 100`$ particles responsible and is probably not the best choice of $`\gamma _{\mathrm{min}}`$ given the evidence discussed earlier in this section. Brunetti et al (1999) recalulate the energy budget for Tashiro et al’s data using $`\gamma _{\mathrm{min}}=50`$ and find that a number density $`50`$ times higher than implied by the equipartition value is required to explain their X-ray detections.
The observed synchrotron luminosity $`P_\nu `$, is given by:
$$P_\nu VK\overline{B^{1+\alpha }}\nu ^\alpha .$$
(8)
The unknowns in this equation are famously $`K`$ (the normalisation of the number density) and $`\overline{B}`$ (the mean magnetic field strength), although the product $`K\overline{B^{1+\alpha }}`$ is of course determined. If $`K`$ is found to be $`10`$ times higher than equipartition values then the magnetic field strength giving rise to the observed luminosity is lower by a factor of $`10^{1/(1+\alpha )}`$ than the traditional equipartition calculation implies. Note that the constraints in number density from Brunetti et al (1999) and Tashiro et al (1998) pertain to emission which is close to the core, i.e. in the oldest regions of the lobes, precisely those regions which our simple model of §9.2 predicts to be those for which the synchrotron emitting population is most poorly approximated as a smooth continuation from the low-$`\gamma `$ population.
These results on the independent determination of magnetic field strengths (for the hotspots, heads and lobes-near-the-core) are thus in accordance with our simple model. The fast-streaming picture of §7.7 means that the spectral shape of the high-$`\gamma `$ population can be preserved throughout the lobe, but the normalisation (i.e. $`K`$) will depend on the details of the diffusion mechanism. At the heads of the lobes the plasma is being viewed within a time-scale shorter than the synchrotron radiative lifetime so the high-$`\gamma `$ population is a smooth continuation of the low-$`\gamma `$ population. However, near the core the normalisation of the high-$`\gamma `$ population could substantially underestimate the normalisation of the low-$`\gamma `$ population.
There are some very important implications of our inference in this section that the lobe pressures are roughly an order of magnitude larger than those estimated by the standard minimum energy arguments. We have already considered this possibility in Willott et al (1999): in the notation of that paper, $`f`$ is the factor (greater than unity) which when multiplied by the minimum energy value (calculated in the traditional way) gives the total power which the jets have delivered since they first switched on (see equation 4 in that paper) and has a value of $`20`$. This value is made up of several multiplying factors such as $`f_{\mathrm{min}}`$ (which accounts for an excess energy in the particles compared with that in the magnetic field), $`f_{\mathrm{geom}}`$ (which accounts for the unknown deprojection of a radio-source onto the plane of the sky), $`g_{\mathrm{exp}}`$ (which allows for work done by the expansion of the radio source against the external medium) and $`g_{\mathrm{ke}}`$ (which accounts for energy in the bulk backflow of the lobe). Our inference in this section is that the bulk of the $`f`$ factor is contributed by $`f_{\mathrm{min}}10`$, leaving room for only much smaller contributions from $`g_{\mathrm{exp}}`$ (probably $`2`$), $`f_{\mathrm{geom}}`$ etc. There is therefore no room for major contributions to the pressure from protons, or for the filling factor to be much lower than 1. Furthermore, the greater total energy in the lobes changes the normalisation of the inferred jet power. Willott et al’s (1999) figure 7 shows that the effect of this change is to suggest that the bulk power in the jets is then of the same order as the power radiated away by the accreting central engine. This rough equality of kinetic and radiated outputs of an accreting black hole is a prediction of some models (Falcke et al., 1995).
## 12 Discussion of Katz-Stone & Rudnick results
Rudnick et al. (1994) and Katz-Stone & Rudnick (1994) have made a new type of analysis of the high-fidelity imaging data of Carilli et al. (1991) on Cygnus A. They found evidence for a universal (curved) spectrum which describes emission over the entire source. That is, they take the spectrum at various points throughout the source and then on the $`\mathrm{log}(\mathrm{flux}\mathrm{density})`$ vs $`\mathrm{log}(\mathrm{frequency})`$ plane they perform translations to the different spectra which are parallel to either one or other axis. They found that these translations meant that all these spectra would overlay on one another, i.e. they had precisely the same shape. This result has come from high-resolution images whereas lower resolution images can give the impression of power-law spectra. We note that the most recent detections of the hotspots in Cygnus A in the sub-millimetre, by Robson et al. (1998) with SCUBA, imply a power-law spectrum with spectral index $`1`$ but with the comparatively low angular resolution of SCUBA ($`15^{\prime \prime }`$, at 850 $`\mu m`$) it is likely that these spectra will be flattened by the contribution of the other hotspot components in the SCUBA beam.
Katz-Stone & Rudnick found no evidence for the evolution of the electron energy distribution function. Neither did they find a distribution resembling the Kardashev (1962) & Pacholcyzk (1970) model or the Jaffe & Perola (1973) model; nor do they find any evidence of the traditionally assumed injection power-law distribution.
The translations of the spectra which Rudnick and Katz-Stone et al. performed are effectively moving around in age–$`B`$-field space (see Katz-Stone & Rudnick (1994)). The curve they find is telling us, albeit indirectly, about the underlying particle distribution (which is what the hotspots inject). The universality of the spectrum found for Cygnus A strongly suggests that no particle acceleration processes have taken place at any significant level since the shape of the original spectrum would not be preserved by such a process. Under these circumstances it is not a surprise that the spectra should be the same in the lobes and the hotspots. This argues for a constant injection scenario \[as in the hotspot model of Blundell, Rawlings & Willott (1999)\] throughout the fraction of a source’s life comparable with or greater than the radiative lifetimes of the synchrotron-emitting particles.
The inclusion of fast-streaming of high-$`\gamma `$ particles via anomalous diffusion helps to explain why Rudnick et al. (1994) see the universal spectrum: all parts of the lobe show us the energy distribution of particles as they were when (or within a few $`10^{67}`$ years of being) first injected from the hotspot.
A lobe cut into a sequence of strips will not just be telling us about a sequence of differences arising just from the time of injection (as is inherently assumed in the spectral ageing analyses) but mainly about different and decreasing magnetic fields. If fast streaming does occur then this would be convolved with different Lorentz factors from different times of injection.
## 13 Concluding remarks
The spectral ageing method can work well as long as the ages to be measured are much shorter than the radiative lifetimes of the particles which constitute the spectrum and when the history of the magnetic field is well-approximated. This has recently been demonstrated by Owsianik et al. (1998), Owsianik & Conway (1998) and Murgia et al. (1999) for sources with ages $`10^2`$$`10^3`$ years and $`10^5`$ years respectively. In the former cases, direct verification of the advance speeds via proper motion measurements of the hotspots with the VLBA is available and shows impressive agreement with the spectral ages of a similar object derived by Readhead et al (1996). It is interesting in this regard that rather more convincing broken spectra and spectral breaks are found in these cases than for the spectra extracted from the much older classical doubles.
The possibility of replenishment of high-$`\gamma `$ particles via diffusive streaming means that spectral ages in older and larger classical doubles are even more meaningless than previous worries have suggested.
The best way of viewing radio lobe emission is via an evolving magnetic field mediated by a low-$`\gamma `$ matrix which, according to its strength and the observing frequency, will illuminate some small part of the electron energy distribution as recently injected by the hotspot. Such an approach is supported by the observations of Carilli et al. (1991) that the bright filaments of Cygnus A have flatter spectra than the surrounding fainter emission.
K.M.B. thanks the Royal Commission for the Exhibition of 1851 for a Research Fellowship. We are are very grateful to Richard Dendy, Peter Duffy, Torsten Enßlin, Paddy Leahy and David De Young for stimulating discussions and especially to Robert Laing and the referee Larry Rudnick for a careful reading of the manuscript. |
warning/0001/hep-th0001123.html | ar5iv | text | # D-branes in Type IIA and Type IIB theories from tachyon condensation
## 1 Introduction
Non-BPS D-branes have been intensively studied in recent years (see, for example and for review, see ). It was proposed in ref. that all D-branes in Type IIA, IIB and Type I theory can be classified via K-theory. This classification is based on tachyon condensation in unstable system of space-time filling branes, D9-branes and antibranes in Type IIB theory and non-BPS D9-branes in Type IIA theory. In this approach, existence of stable BPS D-branes was deduced from topological arguments. It would be nice to see how these branes emerge directly from non-BPS D9-branes in IIA theory or from system D9-branes and antibranes in IIB theory. In this paper we would like to show this phenomena.
In the previous paper , we have proposed action for system of non-BPS D9-branes, following . We have shown that via tachyon condensation in form of kink solution on the system of $`N`$ non-BPS D9-branes we are able to obtain action for $`Nk`$ D8-branes and $`k`$ D8-antibranes. Than we have shown that we are able to obtain BPS D6-brane from two D9-branes in Type IIA theory in ”step by step ” construction, that is based on tachyon condensation in form of kink solution. We have also shown, that the action for D6-brane turns out directly from action for system D8-brane and antibrane from tachyon condensation in the form of vortex solution on world-volume of system brane and antibrane. We have finished the paper with analysing of Wess-Zumino (WZ) term for non-BPS D-brane and we have discussed some problems related to tachyon condensation in WZ term. in this term.
In this paper we will continue in our previous work of tachyon condensation. The starting point will be action for 16 non-BPS D9-branes in Type IIA theory. The action for non-BPS D-brane was proposed in and we have generalised this action for the system of $`N`$ non-BPS D-branes in Type IIA theory in in the same way as for ordinary BPS D-brane, see for example . As was explained in , action for non-BPS D-brane contains term, which expresses presence of tachyon on the world-volume of non-BPS D-brane. This term has a property, which lies in heart of our construction, that for tachyon equal to its vacuum value, it is zero. We have made some comments about this term in , where we have estimated its form on general grounds. In this paper we will see, that with using this simple term, we are able to get some interesting results.
Plan of this paper is follows. In section (2) we will show how our idea works on rather simple example of ”step by step” construction of tachyon condensation on world-volume of 16 non-BPS D9-branes in Type IIA theory. We will see, that in this construction we obtain action for 16 D0-branes in Type IIA theory, with agreement with , but there is a slight difference with , where was argued that due to the tachyon condensation we are able to get one single D0-brane. In fact, as we will see on many examples of tachyon condensation on world-volume of D9-branes in IIA theory, we always get action for 16 D-branes, some of them form a bound state, so they do not contribute to the dynamic of the system, but their presence can be deduced from tension of resulting brane (for example, action that arises from tachyon condensation in section (2) contains factor $`2^4`$ expressing the fact that D0-brane is a bound state of 16 D0-branes). This result is consequence of the fact, that 16 non-BPS D9-branes participate in the construction of D-branes in Type IIA theory.
In section (3) we will discuss construction of general Dp-branes in Type IIA theory via tachyon condensation in generalised vortex solution, following the approach in . Again we obtain correct action for D-branes. In the end of these section, we will show that we are also able to obtain all lower dimensional D-branes in Type IIA theory from system of 16 non-BPS D9-branes which is in agreement with . Again we will see that the resulting action describes 16 D-branes.
In section (4) we turn to the problem of construction of non-BPS D-branes in Type IIA theory, following . We will show that with tachyon solution presented in we are able to obtain action for non-BPS D-brane in Type IIA theory, either with direct construction presented in section (3) or with step by step construction presented in section (2).
In section (5) we will discuss the construction of BPS and non-BPS D-branes in Type IIB theory.
In section (6) we propose form of Wess-Zumino term for non-BPS D-branes. We start from the WZ term for single non-BPS D-brane presented in the ref. and generalise this result for system of N D-branes and we also propose higher terms in covariant derivative of tachyon, which are needed for correct reproduction of WZ term for ordinary BPS D-brane, as we will see on the example of tachyon condensation in ”step by step” construction leading to the D0-brane. Again we will see that resulting charge of D0-brane contains factor $`16`$. The emergence of this factor in WZ term is crucial, because the resulting D-brane should be stable object and such a object should be BPS state of theory and consequently charge and tension of this object must be equal.
Then we will show that tachyon condensation in the form presented in (3) gives the correct value of Wess-Zumino term for BPS D-branes and non-BPS D-branes.
In section (7) we sum up our result and propose other possibilities of our research.
## 2 Step by step construction
We would like to show, that in our approach we are able to obtain all D-branes in Type IIA, IIB theories. We will start with IIA theory and we will construct D-branes with using tachyon condensation as in . Firstly, we will show ”step by step” construction, where we will construct D-branes from kink tachyon solution.
Our starting point is the low energy action for $`N`$ non-BPS D9-branes:
$`S={\displaystyle }d^{10}x\{1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}(\mathrm{Tr}F_{MN}F^{MN}+2i\mathrm{Tr}\theta _L\mathrm{\Gamma }^MD_M\theta _L+`$
$`+2i\mathrm{Tr}\theta _R\mathrm{\Gamma }^MD_M\theta _R)\}F(T,DT,\mathrm{})`$
In this section we consider only leading order terms in expansion of DBI action, because there are some problems in generalisation of DBI action for non-Abelian case (for review, see ). In this action: $`M,N=0,\mathrm{}9,\theta _R`$ is right handed Majorana-Weyl spinor, $`\theta _L`$ is left handed Majorana-Weyl spinor and $`F`$ is a function expressing interaction between massless fields coming from open string sector and tachyon as well as interaction between tachyon and fields coming from closed string sector, graviton, antisymmetric two form …). In this article, we are interested only in trivial background, so that there are no interaction between tachyon and fields coming from closed string sector. As was argued in paper , this term has a form
$$F(T,DT..)=\frac{\sqrt{2}2\pi }{Ng(4\pi ^2\alpha ^{})^{\frac{11}{2}}}[\mathrm{Tr}D_MTD^MT+\mathrm{Tr}(f(T)\overline{\theta _R}\theta _L)+V(T)]$$
(2)
and tachyon potential has a form :
$$V(T)=m^2\mathrm{Tr}T^2+\lambda \mathrm{Tr}T^4+\lambda \mathrm{Tr}T_v^4$$
(3)
where
$$T_v^2=\frac{m^2}{2\lambda }$$
(4)
is minimum of potential and we have included constant term into potential in order to have $`V(T=T_0)=0`$. In (2) we have included normalisation factor $`\frac{1}{N}`$ for reason, which will be clear later. We must mention that this potential is zeroth order approximation of potential given in . We take this simple form of potential, because we can get analytic solution of equation of motion for tachyon. Finally we have included in (2) factor $`\frac{\sqrt{2}2\pi }{g(4\pi ^2\alpha ^{})^{\frac{11}{2}}}`$, where $`g`$ is a string coupling constant. This factor corresponds to the tension of non-BPS D9-brane.
We will demonstrate that with using this action, we are able to obtain action for single D0-brane in Type IIA theory. As was proposed in , natural gauge group on non-BPS D9-branes is $`U(16)`$. Now we show ”step by step” construction, where in each step we use tachyon kink solution.
After variation of action (3), we get equation of motion of motion for tachyon fields
$$\frac{\delta F}{\delta T}_{ij}D_M\left(\frac{\delta F}{\delta D_MT}\right)_{ij}_M(G)(D^MT)_{ij}=0$$
(5)
where generally $`i,j=0,\mathrm{},16`$ and where the symbol $`G`$ means the first bracket in (3), which includes kinetic terms for all massless fields. We take tachyon solution in the form:
$$T(x)=\left(\begin{array}{cc}T_0(x^9)1_{8\times 8}& T(y)\delta (x^9)\\ \overline{T(y)}\delta (x^9)& T_0(x^9)1_{8\times 8}\end{array}\right)$$
(6)
where $`y`$ means coordinates $`x^i,i=0,\mathrm{},8`$ and delta function in the off-diagonal elements has a formal meaning, which expresses the fact that off-diagonal modes are localised in the core of the vortex. We have also taken $`T_0`$ in the form of kink solution of equation:
$$2\frac{d^2}{d^2x}T_0(x)+\frac{d}{dT}𝒱(T)=0$$
(7)
where $`𝒱=m^2T^2+\lambda T^4`$. We will see that the tachyon kink solution is nonzero in region of size of string scale, so that in the zero slope limit $`\alpha ^{}0`$ reduces to the solution localised in single point $`x=0`$. This solution can serve as a justification of approach in , where we have taken solution in the form of step function, which appears as a zero slope limit of ordinary kink solution.
Solution of previous equation is ordinary kink solution, which can be found in many books about extended field configurations. We will review the basic facts about this solution.
When we multiply equation (7) with $`T^{}`$ we get
$$2T^{\prime \prime }T^{}=\frac{d𝒱}{dT}T^{}(T^{})^2=𝒱$$
(8)
when we have made integration over $`x`$. From previous equation we get expression
$$\frac{dT}{\sqrt{𝒱}}=dx$$
(9)
and integration we get (we take condition that for $`x_0=0,T_v=0`$):
$$x=\frac{dT}{\sqrt{\lambda }(T^2T_v^2)}=\frac{1}{\sqrt{\lambda }\sqrt{\frac{m^2}{2\lambda }}}arctangh\left(\frac{T}{T_v}\right)$$
(10)
where $`T_v^2=\frac{m^2}{2\lambda }`$. From previous equation we get
$$T=T_v\mathrm{tanh}\left(\frac{mx}{\sqrt{2}}\right)$$
(11)
Its first derivative is equal to
$$T_v\frac{m}{\sqrt{2}}(1\mathrm{tanh}^2\left(\frac{mx}{\sqrt{2}}\right))$$
when we put previous results into form of $`F`$ function we get
$$F=\frac{N2\pi \sqrt{2}}{N(4\pi ^2\alpha ^{})^{\frac{11}{2}}g}\left[\frac{T_0^2m^2}{2}\left(1\mathrm{tanh}^2\left(\frac{xm}{\sqrt{2}}\right)\right)^2+\lambda T_v^4(\mathrm{tanh}^2\left(\frac{mx}{\sqrt{2}}\right)1)^2\right]$$
(12)
or equivalently <sup>1</sup><sup>1</sup>1In these expressions we do not include the contributions from off-diagonal modes of tachyon. The general expression of function $`F`$ will be given below.
$$F=\frac{N2\pi \sqrt{2}m^4}{N(4\pi ^2\alpha ^{})^{\frac{11}{2}}g2\lambda }(1\mathrm{tanh}^2\left(\frac{mx}{\sqrt{2}}\right))^2$$
(13)
In previous equations we have denoted $`N=16`$. From the behaviour of function $`\mathrm{tanh}(x)`$ we know that is equal to one almost everywhere except small region which is equal to $`(1,1)`$. From this fact we see that $`F`$ is zero outside the region of size of string length $`l_s`$. In zero slope limit $`\alpha ^{}0m=\frac{1}{\alpha ^{}}\mathrm{}`$ and we see that resulting vortex is localised in the point $`x=0`$. In other words, in this limit the $`F`$ function effectively looks like a delta function. From this reason we have off-diagonal modes of tachyon fields localised in the core of the vortex, which explain the presence of delta function in (6). In fact, this delta function has only symbolic meaning, in calculations we will replace this delta function by factor $`2(1\mathrm{tanh}^2(\frac{mx}{2\sqrt{2}}))^2`$ that can serve as a regularisation of the delta function as we have seen above.
The next calculation is the same as in and we refer to this paper for more details. After some calculations we get following form of $`F`$:
$`F={\displaystyle \frac{2\pi \sqrt{2}}{16(4\pi ^2\alpha ^{})^{\frac{11}{2}}g}}2(1\mathrm{tanh}^2\left({\displaystyle \frac{mx}{\sqrt{2}}}\right))^2[{\displaystyle \frac{16m^4}{4\lambda }}+2\mathrm{T}\mathrm{r}(XTTX^{})(X^{}\overline{T}\overline{T}X)+`$
$`+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+(m^2\mathrm{Tr}(T\overline{T})+\lambda \mathrm{Tr}(T\overline{T})^2)+\mathrm{Tr}f(T)\overline{B}\theta )+\mathrm{Tr}(f(\overline{T})\overline{C}\theta ^{})]`$
After putting (Step 1) into (2) we can easily make integration over $`x`$ due to the fact that first bracket is independent on $`x`$ coordinates. This important fact comes from the third term in (7), because covariant derivative with respect $`x`$ is nonzero so that derivation of $`G`$ with respect to $`x`$ should be zero, so we get condition that all massless fields are independent on $`x`$ coordinates. Integration over $`x`$ gives
$$2_{\mathrm{}}^{\mathrm{}}𝑑x\left(1\mathrm{tanh}^2(\frac{mx}{\sqrt{2}})\right)^2=\frac{8\sqrt{2}}{3m}=\frac{8\sqrt{2}}{6\pi }(4\pi ^2\alpha ^{})^{\frac{1}{2}}=0.606(4\pi ^2\alpha ^{})^{\frac{1}{2}}$$
(15)
We will discuss this numerical value in the end of the section. For the time being we can claim the due to the tachyon condensation in the form of kink solution we have obtained the action for 8 D8-branes and 8 D8-antibranes :
$`S=0.606(4\pi ^2\alpha ^{})^{1/2}C_9{\displaystyle _{R^{1,8}}}d^9x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}(F_{\mu \nu }F^{\mu \nu }+2D_\mu XD^\mu X+`$
$`+2i\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +\mathrm{\Gamma }^9[X,\theta ])+4i\mathrm{Tr}(\overline{B}\mathrm{\Gamma }^\mu \stackrel{~}{D}_\mu B+\overline{B}\mathrm{\Gamma }^9(XBBX^{}))+`$
$`+\mathrm{Tr}(F_{\mu \nu }^{}F^{\mu \nu }+2D_\mu ^{}X^{}D^\mu X^{}+2i\overline{\theta }^{}(\mathrm{\Gamma }^\mu D_\mu ^{}\theta ^{}+\mathrm{\Gamma }^9[X^{},\theta ^{}]))\}]\times `$
$`\times {\displaystyle \frac{1}{16}}\{16{\displaystyle \frac{m^4}{4\lambda }}+2\mathrm{T}\mathrm{r}(XTTX^{})(X^{}\overline{T}\overline{T}X)+`$
$`+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+(m^2\mathrm{Tr}(T\overline{T})+\lambda \mathrm{Tr}(T\overline{T})^2)`$
$`+\mathrm{Tr}f(T)\overline{B}\theta )+\mathrm{Tr}(f(\overline{T})\overline{C}\theta ^{})\}`$
where $`X,\theta ,A`$ belong to the adjoin representation of $`U(8)`$,which corresponds to the gauge group of 8 D8-branes, similarly $`X,\theta ^{},A^{}`$ correspond to 8 D8-antibranes and $`T,B=C^{}`$ are tachyon and spinor fields respectively coming from the string sector connecting brane and antibrane and they transform in the $`(\mathrm{𝟖},\overline{\mathrm{𝟖}})`$ of $`U(8)\times U(8)`$. Finally, we also define $`DX=dX+[A,X],D^{}X^{}=dX^{}+[A^{},X^{}],\stackrel{~}{DB}=dB+ABBA^{}`$ and we have used notation $`C_p=\frac{2\pi \sqrt{2}}{(4\pi ^2\alpha ^{})^{\frac{p+1}{2}}g}`$.
Now we proceed to the second step, which is a tachyon condensation in the form of kink solution on the world-volume of these branes.
We will construct tachyon kink solution on world-volume 8 D8-branes and 8 D8-antibranes. The solution has a form:
$$T(x^8)_{ij}=T_0(x^8)\delta _{ij}$$
(17)
where $`i,j=1\mathrm{}8`$ and where $`T_0(x^8)`$ is solution of (7). We will see that this solution place constrains on the form of massless fields.
Firstly, we see, that (17) breaks gauge symmetry $`U(8)\times U(8)`$ into diagonal subgroup $`U(8)`$. Now we will solve equation of motion in point $`x^80`$, where tachyon field is in its vacuum value and it is constant, so that equation of motion reduces to the condition:
$$\frac{\delta F}{\delta T}=0$$
(18)
For term with transverse fluctuation, we obtain:
$$\frac{\delta T}{\delta T_{mn}}=(X_{ij}\delta _{mj}\delta _{kn}\delta _{im}\delta _{jn}X_{jk}^{})(X_{kl}^{}\overline{T}_{li}\overline{T}_{kl}X_{li})=0$$
(19)
We show, that solution of this equation is condition
$$X_{ij}=X_{ij}^{}$$
(20)
When we insert (20) into (19) and using (17), we get:
$$(\mathrm{}.)(X_{kl}X_{kl}^{})=0$$
In order to obtain equation of motion for tachyon, we must vary the action (Step 1) with respect the tachyon field. As in previous step we obtain the term $`_{x^8}(G)\stackrel{~}{D}^8T`$ where $`G`$ means the expressions containing massless fields. Due to the fact that $`\stackrel{~}{D}_8T`$ is nonzero we obtain the condition that all massless fields should be independent on $`x^8`$. From this fact we can claim that previous condition (20) for fields describing transverse fluctuations hold on the whole axis $`x^8`$.
In the same way we obtain condition
$$A_{ij}^\mu =A_{ij}^\mu $$
(21)
where $`\mu =0,\mathrm{},7`$, because kinetic term in (Step 1) reduces for constant tachyonic solution to:
$$(A_\mu TTA_\mu ^{})(A^\mu \overline{T}\overline{T}A^\mu )$$
(22)
With using the same arguments as for scalar fields, this condition must hold for all $`x^8`$.
Now we proceed to the question of fermionic fields, for which we obtain following equation from varying of $`F`$ :
$$\mathrm{Tr}\left(g(T_0)\overline{B}\theta +g(T_0)\overline{C}\theta ^{}\right)=0$$
(23)
where $`g(T_0)=\frac{dg(T)}{dT}|_{T=T_0}`$ and where we have used the fact, that $`T_0=\overline{T}_0`$. We write $`B=X+iY,C=B^{}=XiY`$ where we have defined Hermitean matrices $`X,Y`$. Then (23) has a form:
$$g(T_0)\left[(XiY)\mathrm{\Gamma }^0\theta +(X+iY)\mathrm{\Gamma }^0\theta ^{}\right]=g(T_0)\left[X\mathrm{\Gamma }^0(\theta +\theta ^{})+iY\mathrm{\Gamma }^0(\theta \theta ^{})\right]=0$$
(24)
The solution of previous equation is
$$X=0,\theta =\theta ^{}$$
(25)
In the same way we could take $`Y=0,\theta =\theta ^{}`$, but this result is the same as previous one.
We must also show that in the point $`x^8`$, where tachyon is in its vacuum value, the function $`F`$ is zero. We know that covariant derivatives, interaction terms with fermionic fields an scalar fields are zero. The remaining terms are
$$16\frac{m^4}{4\lambda }+2V(T_v)=0$$
(26)
when we have used $`16\frac{m^4}{4\lambda }=2V(T_v)`$. When we sum up the kinetic terms for tachyon, potential terms together with constant term, we get the expression:
$$16\frac{m^4}{2\lambda }(1\mathrm{tanh}^2(\frac{mx}{\sqrt{2}}))^2$$
(27)
which is the same expression as in the previous step, where the meaning of this formula has been discussed.
In previous part we have obtained number of constrain on the massless fields, that can suggest non-BPS D7-brane. Indeed, the tachyon solution (17) is not the most general for describing D7-brane. Remember, that in the kink solution only real part of the tachyon field is fixed. We have than freedom to add to the solution (17) an imaginary part, that is function of remaining coordinates $`x^0,\mathrm{},x^7`$ (we denote these coordinates as $`y`$ and this imaginary part is localised only in the point $`x^8=0`$, because outside this point we would like to have pure vacuum). So that generalised tachyon field is
$$T(x^8,y)=T_0(x^8)+iT(y)\delta (x^8),T(y)^{}=T(y)$$
(28)
where again delta function has symbolic meaning as in previous step. Now we insert this tachyon field into second bracket in (Step 1) and we use the constrains for massless fields obtained in previous part, that must hold also for generalised solution, which modifies only behaviour of tachyon field in the core of the kink. Covariant derivative has a form:
$$D_xT=\frac{d}{dx^8}T_0(x^8)+i(A_8T(y)T(y)A_8)\delta (x^8)=\frac{d}{dx^8}T_0(x^8)+i[A_8,T(y)]\delta (x^8)$$
(29)
where we have used $`[A,T_0]=0`$. Then we obtain :
$$\mathrm{Tr}D_{x^8}TD^{x^8}\overline{T}=8(\frac{d}{dx^8}T_0(x^8))^2+\mathrm{Tr}[X^8,T]^2\delta (x^8)$$
(30)
where $`X^8=A^8,T=T(y)`$. In the action for brane+antibrane we also have term:
$$\mathrm{Tr}(XTTX^{})(X^{}\overline{T}\overline{T}X)$$
(31)
and with using (20, 28) this term reduces into:
$$\mathrm{Tr}[X^9,T(y)]^2\delta (x^8)$$
(32)
Now we take $`\mu =0,\mathrm{}7`$. Then from the remaining covariant derivatives we obtain:
$$D_\mu T(x,y)=i(_\mu T(y)+[A_\mu ,T(y)])$$
(33)
As a result, we obtain from kinetic term for tachyon and term containing transverse fluctuation (32) the final expression:
$$8T^{}(x^8)^2+\mathrm{Tr}D_\mu T(y)D^\mu T(y)+\delta _{ij}\mathrm{Tr}[X^i,T][X^j,T]\delta (x^8)$$
(34)
where $`i,j=8,9`$ and we have used notation $`\frac{d}{dx^8}T_0=T_0^{}`$.
Potential term has a form
$$V(T)=(m^2\mathrm{Tr}T(y)^2+\lambda \mathrm{Tr}T(y)^4)\delta (x^8)+V(T_0)$$
(35)
As a last step, fermionic interaction term in point $`x^8=0,T_0=0`$, reduces with using (25) in
$$\mathrm{Tr}\left(if(T(y))(iY)\mathrm{\Gamma }^0\theta if(T(y))(iY)\mathrm{\Gamma }^0\theta \right)\delta (x^8)=2\mathrm{T}\mathrm{r}f(T(y))\overline{B}\theta \delta (x^8)$$
(36)
where we have renamed $`YB`$. In previous calculations we have used the fact that $`T(y)`$ is localised in the point $`x^8=0`$ where $`T_0(x^8)`$ is equal to zero. As a result, the whole second bracket in (Step 1) reduces to:
$`{\displaystyle \frac{1}{8}}(8{\displaystyle \frac{m^4}{4\lambda }}+\mathrm{Tr}D_\mu TD^\mu T+\delta _{ij}\mathrm{Tr}[X^i,T][X^j,T]+`$
$`+(m^2\mathrm{Tr}T^2+\lambda \mathrm{Tr}T^4)+\mathrm{Tr}f(T)\overline{B}\theta )\times 2(1\mathrm{tanh}^2({\displaystyle \frac{x^8m}{\sqrt{2}}}))^2`$
where we have proceed in the same way as in step one.
Now we return to the first bracket in (Step 1). With using (20, 25, 21) and the fact, that all fields are independent on $`x^8`$, we obtain the following results:
$$\mathrm{Tr}(F^2+F^2)\mathrm{Tr}(2F_{\mu \nu }F^{\mu \nu }+4D_\mu X^8D^\mu X^8)$$
(38)
where $`D_\mu =_\mu +[A_\mu ,]`$. In the same way, we obtain for fermionic fields ($`\theta =\theta ^{}`$):
$$4i\mathrm{Tr}\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])$$
(39)
and
$$4i\mathrm{Tr}\overline{B}(\mathrm{\Gamma }^\mu D_\mu B+\delta _{ij}\mathrm{\Gamma }^i[X^j,B])$$
(40)
We see, that all terms have common factor $`2`$. We than obtain the final result:
$`S=2(0,606)^2C_7{\displaystyle _{R^{1,7}}}d^8x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}F_{\mu \nu }F^{\mu \nu }+2\delta _{ij}\mathrm{Tr}D_\mu X^iD^\mu X^j+`$
$`+2i\mathrm{Tr}\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])+2i\mathrm{Tr}\overline{B}(\mathrm{\Gamma }^\mu D_\mu B+\delta _{ij}\mathrm{\Gamma }^i[X^j,B])\}]\times `$
$`\times {\displaystyle \frac{1}{8}}\left(\mathrm{Tr}D_\mu TD^\mu T+\delta _{ij}\mathrm{Tr}[X^i,T][X^j,T]+V(T)+\mathrm{Tr}f(T)\overline{B}\theta \right)`$
where we have included constant term $`8\frac{m^4}{4\lambda }`$ from (34) into (35). This new potential has important property, that it is zero for tachyon equal to its vacuum value.
$$V(T)=8\frac{m^4}{4\lambda }\mathrm{Tr}m^2T^2+\mathrm{Tr}\lambda T^4$$
(42)
We see, that (Step 2) is natural action for $`8`$ non-BPS D7-branes in IIA theory. We see the factor $`2`$ in front of the action, which reflects the fact that 16 D9-branes have participated in construction of 8 non-BPS D7-branes.
As a next step, we will construct kink solution on world-volume of this system.
We take kink solution in the form:
$$T_0(x^7)=\left(\begin{array}{cc}T_0(x^7)1_{4\times 4}& 0\\ 0& T_0(x^7)1_{4\times 4}\end{array}\right)$$
(43)
where $`T_0(x^7)`$ is the solution of equation (7).
The discussion is the same as in step 1, so we briefly recapitulate the result. However, there is one difference. We have term $`\mathrm{Tr}[X,T]^2`$ in the second bracket in (Step 2). Analysis of this term gives the same condition as in the case of gauge fields in step 1, namely $`X`$ must have a form :
$$X^i=\left(\begin{array}{cc}X^i& 0\\ 0& X^i\end{array}\right)$$
(44)
where $`X^i,X^iU(4)`$.
With this kink solution, we obtain action describing 4 D6-branes and 4 D6-antibranes, where each D6-brane or antibrane is a bound state of two D6-branes or antibranes respectively. The system has a gauge group $`U(4)\times U(4)`$. This action is :
$`S=2(0.606)^3C_6{\displaystyle _{R^{1,6}}}d^7x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}(F_{\mu \nu }F^{\mu \nu }+2D_\mu XD^\mu X+2i\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +`$
$`+\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])+4i\mathrm{Tr}(\overline{B}\mathrm{\Gamma }^\mu \stackrel{~}{D}_\mu B+\overline{B}\delta _{ij}\mathrm{\Gamma }^i(X^jBBX^j))+`$
$`+\mathrm{Tr}(F_{\mu \nu }^{}F^{\mu \nu }+2D_\mu X^{}D^\mu X^{}+2i\overline{\theta }^{}(\mathrm{\Gamma }^\mu D_\mu ^{}\theta ^{}+\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ^{}]))\}]\times `$
$`\times {\displaystyle \frac{1}{8}}\{8{\displaystyle \frac{m^4}{4\lambda }}+2\delta _{ij}\mathrm{Tr}(X^iTTX^i)(X^j\overline{T}\overline{T}X^j)+`$
$`+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+V(T,\overline{T}))`$
$`+\mathrm{Tr}(f(T)\overline{B}\theta )+\mathrm{Tr}(f(\overline{T})\overline{C}\theta ^{})\}`$
where $`\mu ,\nu =0,\mathrm{},7;i,j=9,8,7`$ and trace goes over adjoin representation of $`U(4)`$ and the meaning of various fields is the same as in step 1. Now we proceed to the step 4.
In this step we construct kink solution on world-volume of 8 D6-branes and 8 D6-antibranes. This kink solution is the same as in (17), which breaks gauge symmetry $`U(4)\times U(4)`$ into its diagonal subgroup $`U(4)`$. As a result, we obtain action for 4 non-BPS D5 branes in IIA theory, where each D-brane is a bound state of four D-branes:
$`S=4(0.606)^4C_5{\displaystyle _{R^{1,5}}}d^6x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}F_{\mu \nu }F^{\mu \nu }+2\delta _{ij}\mathrm{Tr}D_\mu X^iD^\mu X^j+`$
$`+2i\mathrm{Tr}\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])+2i\mathrm{Tr}\overline{B}(\mathrm{\Gamma }^\mu D_\mu B+\delta _{ij}\mathrm{\Gamma }^i[X^j,B])\}]\times `$
$`\times {\displaystyle \frac{1}{4}}\left(\mathrm{Tr}D_\mu TD^\mu T+\delta _{ij}\mathrm{Tr}[X^i,T][X^j,T]+V(T)+\mathrm{Tr}f(T)\overline{B}\theta \right)`$
where $`\mu ,\nu =0,\mathrm{},5;i,j=6,\mathrm{},9`$. Now we are going to the next step.
Again we construct kink solution on world-volume of four non-BPS D5- branes and as a result, we obtain action for two D4-branes and two D4-antibranes (As in previous parts, each D4-brane is a bound state of four D4-brane, and each D4-antibrane is a bound state of four D4-antibranes):
$`S=4(0.606)^5C_4{\displaystyle _{R^{1,4}}}d^5x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}(F_{\mu \nu }F^{\mu \nu }+2D_\mu XD^\mu X+2i\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +`$
$`+\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])+4i\mathrm{Tr}(\overline{B}\mathrm{\Gamma }^\mu \stackrel{~}{D}_\mu B+\overline{B}\delta _{ij}\mathrm{\Gamma }^i(X^jBBX^j))+`$
$`+\mathrm{Tr}(F_{\mu \nu }^{}F^{\mu \nu }+2D_\mu X^{}D^\mu X^{}+2i\overline{\theta }^{}(\mathrm{\Gamma }^\mu D_\mu ^{}\theta ^{}+\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ^{}]))\}]\times `$
$`\times {\displaystyle \frac{1}{4}}\{4{\displaystyle \frac{m^4}{4\lambda }}+2\delta _{ij}\mathrm{Tr}(X^iTTX^i)(X^j\overline{T}\overline{T}X^j)+`$
$`+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+V(T,\overline{T}))`$
$`+\mathrm{Tr}(f(T)\overline{B}\theta )+\mathrm{Tr}(f(\overline{T})\overline{C}\theta ^{})\}`$
where $`\mu ,\nu =0,\mathrm{},4;i,j=5\mathrm{},9`$. Now we arrive to the next step.
We construct kink solution on world-volume of 2 D4-branes and 2D4-antibranes. Again, this solution breaks symmetry $`U(2)\times U(2)`$ into diagonal subgroup $`U(2)`$. As a result, we obtain action for two non-BPS D3-branes in IIA theory:
$`S=8(0.606)^6C_3{\displaystyle _{R^{1,3}}}d^4x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}F_{\mu \nu }F^{\mu \nu }+2\delta _{ij}\mathrm{Tr}D_\mu X^iD^\mu X^j+`$
$`+2i\mathrm{Tr}\overline{\theta }(\mathrm{\Gamma }^\mu D_\mu \theta +\delta _{ij}\mathrm{\Gamma }^i[X^j,\theta ])+2i\mathrm{Tr}\overline{B}(\mathrm{\Gamma }^\mu D_\mu B+\delta _{ij}\mathrm{\Gamma }^i[X^j,B])\}]\times `$
$`\times {\displaystyle \frac{1}{2}}\left(\mathrm{Tr}D_\mu TD^\mu T+\delta _{ij}\mathrm{Tr}[X^i,T][X^j,T]+V(T)+\mathrm{Tr}f(T)\overline{B}\theta \right)`$
where $`\mu ,\nu =0,\mathrm{},5;i,j=6,\mathrm{},9`$. Again we must mention, that each D3-brane is a bound state of 8 D3-branes.
We construct kink solution on world-volume of two non-BPS D3-branes in IIA theory, which leads to system of D2-brane and D2-antibrane. This solution breaks gauge group $`U(2)`$ into $`U(1)\times U(1)`$. As a result, all commutators are zero and we must replace all covariant derivatives with ordinary derivatives. We than obtain action for D2-brane and D2-antibrane:
$`S=8(0.606)^7C_2{\displaystyle _{R^{1,2}}}d^3x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{F_{\mu \nu }F^{\mu \nu }+2\delta _{ij}_\mu X^i^\mu X^j+2i\overline{\theta }\mathrm{\Gamma }^\mu _\mu \theta +`$
$`+4i(\overline{B}\mathrm{\Gamma }^\mu \stackrel{~}{D}_\mu B+\overline{B}\delta _{ij}\mathrm{\Gamma }^i(X^jBBX^j))+`$
$`+(F_{\mu \nu }^{}F^{\mu \nu }+2\delta _{ij}_\mu X^i^\mu X^j+2i\overline{\theta }^{}\mathrm{\Gamma }^\mu _\mu \theta ^{})\}]\times `$
$`\times {\displaystyle \frac{1}{2}}\{2{\displaystyle \frac{m^4}{4\lambda }}+2\delta _{ij}\mathrm{Tr}(X^iTTX^i)(X^j\overline{T}\overline{T}X^j)+`$
$`+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+V(T,\overline{T}))+\mathrm{Tr}(f(T)\overline{B}\theta )+\mathrm{Tr}(f(\overline{T})\overline{C}\theta ^{})\}`$
where $`\mu ,\nu =0,\mathrm{},2;i,j=3\mathrm{},9`$.
We consider kink solution on world-volume of D2-brane and D2-antibrane, which leads to the action for one non-BPS D1-brane:
$`S=16(0.606)^8C_1{\displaystyle _{R^{1,1}}}d^2x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{F_{\mu \nu }F^{\mu \nu }+2\delta _{ij}_\mu X^i^\mu X^j+`$
$`+2i\overline{\theta }\mathrm{\Gamma }^\mu _\mu \theta ++2i\overline{B}\mathrm{\Gamma }^\mu _\mu B\}]\times `$
$`\times \left(_\mu T^\mu T+V(T)+f(T)\overline{B}\theta \right)`$
where $`\mu ,\nu =0,1,i,j=2\mathrm{}.9`$
Finally, we construct tachyon solution on world-volume of non-BPS D1-brane. Then, following , the second bracket reduces to the form
$$2(1\mathrm{tanh}^2(\frac{mx}{\sqrt{2}}))^2V(T_v)$$
(51)
and integration of previous expressions gives
$$0.606(4\pi ^2\alpha ^{})^{1/2}V(T_v)$$
(52)
Now we use the results from , where it was shown that vacuum value of potential is equal to $`0.60`$ of value of the mass of non-BPS D-brane. Since tachyon potential $`v(T)`$ presented in ref. is related to our potential with rescaling $`V(T)=2v(T)`$, because in normalisation of kinetic term in our action the factor $`1/2`$ is missing, we can claim that vacuum value of potential s equal to
$$V(T_v)=1.2\frac{1}{\sqrt{2}}$$
than previous expressions leads to
$$(4\pi ^2\alpha ^{})^{1/2}0.606V(T_v)=(0.73)(4\pi ^2\alpha ^{})^{1/2}\frac{1}{\sqrt{2}}$$
(53)
we see that tension of D-brane that arises from single tachyon kink is about $`0.73`$ of tension for D-brane, which is in agreement with result . Of course, for D0-brane the resulting tension is much smaller than expected answer, which is result of our rough approximation. We can expect on the grounds given in ref., that further correction in the tachyon potential will lead to correct results.
To sum up, In the first bracket the fermion field $`B`$ is identically zero and we finish with action for D0-brane in type IIA theory (more precisely, we end with action for 16 D0-branes in IIA theory, that form a bound state, but we will discuss this issue later), with completely agreement with
$$S=16(0,606)^91.2\frac{2\pi }{(4\pi ^2\alpha ^{})^{1.2}g}𝑑t\left[1+\frac{(2\pi \alpha ^{})^2}{4}(2_tX^i_tX^i+2i\overline{\theta }\mathrm{\Gamma }^0_t\theta )\right]$$
(54)
We see, that with this ”step by step” construction we are able to obtain all D-branes in IIA theory, and when we start with system D9-branes and D9-antibranes, following , we are able to construct all D9-branes in IIB theory as well. However, we would like to see, whether direct construction, presented in , can be applied in this approach. We return to this question in next section.
## 3 Direct construction
In this section we show that we can construct lower dimensional BPS D-brane also directly following , where was argued that D-brane of codimension $`2k+1`$ can be construct as vortex solution on world-volume of $`2^k`$ non-BPS D9-branes with gauge group $`U(2^k)`$. In region around point $`x=0`$, the tachyon field looks like:
$$T(x)=\underset{i=1}{\overset{2k+1}{}}\mathrm{\Gamma }_ix^i$$
(55)
where $`\mathrm{\Gamma }_i`$ are Gamma matrices of group $`SO(2k+1)`$, which is a symmetry group of transverse space to D(8-2k)-brane and $`x^i,i=1\mathrm{},2k+1`$ are coordinates on this transverse space.
It was argued that this tachyon condensation is equivalent to condensation of tachyon in step by step construction, where tachyon forms a kink solution in each step. In order to obtain correct kink solution, we generalise previous equation in the form
$$T=\underset{i=1}{\overset{2k+1}{}}\mathrm{\Gamma }_iT_i(x^i)$$
(56)
we will see that tachyon condensation in the form of this field is equivalent to condensation of tachyon in form of step by step construction. We start to solve the equation of motion for tachyon. We write the action for non-BPS D-brane:
$`S=C_9{\displaystyle }d^{10}x\{1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}(\mathrm{Tr}F_{MN}F^{MN}+2i\mathrm{Tr}\theta _L\mathrm{\Gamma }^MD_M\theta _L+`$
$`+2i\mathrm{Tr}\theta _R\mathrm{\Gamma }^MD_M\theta _R)\}F(T,DT,\mathrm{})`$
where $`C_p=\frac{2\pi \sqrt{2}}{g(4\pi ^2\alpha ^{})^{\frac{p+1}{2}}}`$ and we implicitly work in limit $`\alpha ^{}0`$, because than we can neglect the higher terms in expansion of Born-Infeld action. In previous expression the $`F`$ function express integration between tachyon and other fields and has a form:
$$F(T,DT..)=\frac{1}{2^k}[\mathrm{Tr}D_MTD^MT+\mathrm{Tr}(f(T)\overline{\theta _R}\theta _L)+V(T)]$$
(58)
and $`V`$ is a potential for tachyon (we again work in zeroth approximation, which allows analytic solution ).
$$V(T)=\mathrm{Tr}m^2T^2+\lambda \mathrm{Tr}T^4+\mathrm{Tr}T_v^4$$
(59)
where $`T_v=\frac{m^2}{2\lambda }`$ is a vacuum value of tachyon field. Equation of motion for tachyon field has a form:
$$_M(G)D^MT+G(2D_MD^MT+\frac{U}{T})=0$$
(60)
where $`G`$ means the first bracket in action for non-BPS D-brane. We know that tachyon is a function only $`2k+1`$ transverse coordinates so that around the core we have $`D_iT0`$ so that in order to obey equation of motion we must pose the requirement that all fields, which are present in $`G`$ should be independent on transverse coordinates. We will see that this is natural requirement because the effective size of the core is of order string scale and we know that BI action is valid only for slowly varying fields so that these fields do not change in region of size of string scale. In solving previous equation we must also demand the vanishing covariant derivative with tangent direction to the vortex otherwise we should take $`_MG=0`$ for all $`M`$ and we do not get any interesting dynamical system. From the condition of vanishing the covariant derivative $`D_\mu T,\mu =0,\mathrm{},82k`$ we get condition on gauge field:
$$D_\mu T=[A_\mu ,T]=0A_\mu SU(2^k)=0$$
(61)
and only $`𝒜_\mu U(1)`$ remains as a free dynamical field.
Suppose now that we are in the region out of the core where tachyon is in its vacuum value. Than its derivative is zero and we get the same condition for gauge fields as in previous case:
$$DT_i=0=[A_i,T]=0A_i=0$$
(62)
and only $`𝒜_iU(1)`$ remains undetermined free dynamical field. This condition hold almost on the whole plane and from the previous result, which says that massless fields are not functions of transverse coordinates, we get condition that $`A_iSU(2^k)`$ is zero everywhere. With using these facts the covariant derivative for tachyon reduces to ordinary derivative and variation of kinetic term gives (in the following we write $`T_i(x^i)=T_i`$:
$$\mathrm{Tr}\delta (d_M(\mathrm{\Gamma }_iT^id^M(\mathrm{\Gamma }_jT^j)\mathrm{Tr2}\delta T^i\mathrm{\Gamma }_id_Md^M(\mathrm{\Gamma }_jT^j)=22^k\delta T_id_Md^MT_i$$
(63)
where we have used $`\mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }_j=2^k\delta _{ij}`$. The variation of potential term gives
$`\delta V=\delta T^i(2m\mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }^jT_j+4\lambda \mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }^j\mathrm{\Gamma }^k\mathrm{\Gamma }^lT_jT_kT_l)`$
$`=\delta T_i(2mT^i+4\lambda T_i(T_jT^j)`$
and variation of interaction term between fermions and tachyon gives
$`\mathrm{Tr}(\delta (a_1T+a_3T^3+\mathrm{})\overline{\theta }_R\theta _L)=\delta T_i\mathrm{Tr}\mathrm{\Gamma }^i(a_1+a_3\mathrm{\Gamma }^i\mathrm{\Gamma }^jT_iT_j+..)\overline{\theta _R}\theta _L=`$
$`=\delta T_i\mathrm{Tr}\mathrm{\Gamma }^i{\displaystyle \frac{df(T^2)}{dT}}\overline{\theta }_R\theta _L`$
where $`T^2=T_iT^i`$.
Now equation of motion have a form:
$$2d_id^iT^i+(2m^2T_i+4\lambda T_i^3+4\lambda T_i(\underset{ji}{}T_jT_j))+\mathrm{Tr}(\mathrm{\Gamma }_i\frac{df}{dT}\overline{\theta }_R\theta _L)=0;i=1,\mathrm{},2k+1$$
(66)
In previous equation we do not sum over $`i`$ and we have used the fact that $`d_MT_i=\delta _M^i_iT(x^i)`$. Since $`T_i`$ are all independent, we will see that solution of motion of these equations leads to the kink solutions for all $`T_i`$ with additional conditions, which must vanish separately. Firstly, we must pose the condition:
$$T_i(\underset{ji}{}T^jT^j)=0$$
(67)
Outside the core of the vortex, we have $`T_i0`$ so that we must have $`T_j`$ to be zero. In the point $`x^i=0`$ we have solution $`T(x^i)=0`$ so that $`T(x^j)`$ should be nonzero. But this is nothing else than tachyon condensation in the form of step by step construction, where each resulting tachyon is localised on world-volume of non-BPS D-brane or system of branes and antibranes that arises from tachyon condensation in the previous step. The previous condition has the same meaning, but now we do not prefer some particular direction where we start the tachyon condensation. In other words, this tachyon condensation is naturally transversally invariant. With the requirement that fermionic term should be zero separately we get the equation for each $`T_i`$ in the form:
$$2d_id^iT(x^i)+\frac{dU(T(x^i)}{dT}=0$$
(68)
which has a natural solution in the form of kink solution as we have seen in the previous section. The form of the kink solution has a form:
$$T(x^i)=T_v\mathrm{tanh}\left(\frac{mx^i}{\sqrt{2}}\right)$$
(69)
Now we put $`T=_{i=1}^{2k+1}\mathrm{\Gamma }_iT^i`$ into the $`F`$ function. At this point we must be more careful, because we know that $`T_i`$ live only in the point $`x^j=0,ji`$. We will have this fact in the mind when we put previous equation into $`F`$ function and in resulting expression we multiply each term, that is a function of $`T_i`$ only, with the factor of convergence, which will have properties of delta function and will express the above condition.
$$\mathrm{Tr}d_M(\mathrm{\Gamma }_iT^i)d^M(\mathrm{\Gamma }_jT^j)=2^k\underset{i=1}{\overset{2k+1}{}}_iT^i_iT^i$$
(70)
and
$$V(T)=\mathrm{Tr}m^2(T^iT^j\mathrm{\Gamma }_i\mathrm{\Gamma }_j)+\lambda \mathrm{Tr}(\mathrm{\Gamma }_i\mathrm{\Gamma }_j\mathrm{\Gamma }_k\mathrm{\Gamma }_lT^iT^jT^kT^l)=2^k\underset{i=1}{\overset{2k+1}{}}(m^2T_i^2+\lambda T_i^4)$$
(71)
where we have used the fact that expression $`T_iT^j,ij`$ is zero from arguments presented above. Then we obtain the form of $`F`$ function (We use the fact that fermionic terms is zero as will be shown in a moment):
$$F=\left[\left(\left(\frac{dT_1}{dx^1}\right)^2+(m^2T_1^2+\lambda T_1^4)+\frac{m^4}{4\lambda }\right)+\underset{i=2}{\overset{2k+1}{}}F_i\right]$$
(72)
where $`F_i`$ have a form
$$F_i=\left(\frac{dT_i}{dx^i}\right)^2m^2T_i^2+\lambda T_i^4$$
(73)
We see that we have the similar result as in the step by step construction. The first term in (72) has the form
$$\frac{m^4}{2\lambda }(1\mathrm{tanh}^2\left(\frac{mx_i}{\sqrt{2}}\right))^2$$
(74)
Since we know that all $`F_i,i1`$ are localised in the point $`x^1=0`$ we multiply the second term in (72) with the factor $`2(1\mathrm{tanh}^2(\frac{mx}{\sqrt{2}}))^2`$ as in previous section. Then we can make integration over $`x^1`$ leading to the result $`(0,606)(4\pi ^2\alpha ^{})^{1/2}`$ in front of $`F`$ function and to the emergence of constant term $`V(T_v)`$ in $`F`$ function (we have again used the fact that all fields in the first bracket in (3) are independent on $`x^1`$). After repeating this calculation the $`F`$ function will give the contribution $`(0.606)^{2k+1}1.2\frac{1}{\sqrt{2}}(4\pi ^2\alpha ^{})^{\frac{2k+1}{2}}`$.
In previous part we have anticipated that fermionic terms is equal to zero. In this paragraph we show that this is really true. We expand the fermionic fields in following way <sup>2</sup><sup>2</sup>2In fact, we should consider more general expansion of $`\theta `$ in the form of completely antisymmetric basic. However it is easy to see that higher terms in this expansion are identically zero. Consider for example $`\theta _{R,L}^{ij}\mathrm{\Gamma }_{ij}`$. Then we obtain two conditions :$`\mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }_{kl}\overline{\theta }_R^{kl}\theta _L^0=0,\mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }_{kl}\mathrm{\Gamma }_{mn}\overline{\theta }_R^{kl}\theta _L^{mn}=0`$. Then the second equation gives condition $`\theta _L^{mn}=0`$ and the first equation gives condition $`\theta _R^{kl}=0`$. This arguments holds for higher terms as well.:
$$\theta _{L,R}=\theta _{L.R}^0+\mathrm{\Gamma }_i\theta _{L,R}^i$$
(75)
and after putting this expansion into expression $`\mathrm{Tr}\mathrm{\Gamma }^i\overline{\theta }_R\theta _L`$ we get the equations (we have used the fact that $`\frac{df}{dT}`$ is nonzero. In the following we will not write this factor):
$`\mathrm{Tr}(\mathrm{\Gamma }_i\mathrm{\Gamma }_k\mathrm{\Gamma }_l)\overline{\theta }_R^k\theta _L^l=0`$ (76)
$`\mathrm{Tr}(\mathrm{\Gamma }_i\mathrm{\Gamma }_l)\overline{\theta }_R^l\theta _L^0=2^k\overline{\theta }_R^i\theta _L^0=0`$
$`2^k\overline{\theta }_R^0\theta _L^i=0`$
Solution of the last equation is $`\overline{\theta }_R^0=0`$ or $`\theta _L^i=0`$, but from the fact that the first equation for $`i=k=l`$ gives condition $`\overline{\theta }_R^i\theta _L^i=0`$, which can be solved as $`\theta _L^i=0`$, we see that we must take as a solution of last equation the condition $`\theta _R^0=0`$ and solution of the second equation as a $`\theta _R^i=0`$.
In other words we get the result that spinor field $`\theta _R`$ completely disappears as it should for restoring the BPS D-brane. We also see that only $`U(1)`$ parts of $`\theta _L`$ remains as a free dynamical field which is in agreement with the number of bosonic degrees of freedom. The vanishing of $`\theta _LSU(2^k)`$ can be view as a consequence of vanishing of $`ASU(2^k)`$, since both fields are related through supersymmetric transformations of nonlinearly realised supersymmetry.
Now we can sum the results. From the fact that all fields in the adjoin representation of $`SU(2^k)`$ and spinor $`\theta _R`$ is zero we obtain the action for Dp-brane of codimension $`2k+1`$, when we use the fact that all fields are independent on transverse coordinates:
$$S=2^k(0.606)^{2k+1}1.2T_p_{R^{1,82k}}d^{p+1}x\left[1+\frac{(2\pi \alpha ^{})^2}{4}(F_{\mu \nu }F^{\mu \nu }+2_\mu X^i^\mu X^i+2i\overline{\theta }\mathrm{\Gamma }^\mu _\mu \theta )\right]$$
(78)
where $`p=82k`$ and $`T_p=\frac{2\pi }{g(4\pi ^2\alpha ^{})^{\frac{p+1}{2}}}`$. In previous action we have used
$$F_{i\mu }F^{i\mu }=2_\mu A_i^\mu A_i=2_\mu X^i^\mu X^i$$
(79)
For D0-branes, $`k=4`$ and we obtain the same result as in previous section. Again we see the presence of factor $`2^k`$ in front of the action, which suggests that resulting configuration corresponds to the bound state of $`2^k`$ Dp-branes. We will return to this issue in the end of this section.
It is also important that with 16 non BPS D9-branes, we are able to construct lover dimensional brane as well. Consider general D-brane of codimension $`2k+1`$. As was explained in ref., this brane can be constructed from $`2^k`$ non-BPS D9-branes with gauge group $`U(2^k)`$, where tachyon $`t(x)U(2^k)`$ is a function of $`2k+1`$ coordinates and its form is the same as in (56). We can put this tachyon field into $`U(16)`$ as follows
$$T(x)=t(x)\mathit{1}$$
(80)
where $`\mathit{1}`$ is $`2^{4k}\times 2^{4k}`$ unit matrix. We can take gauge field in the form
$$A=𝐀1\mathit{1}+\mathrm{A}\mathit{1}+1A$$
(81)
where $`𝐀`$ is $`U(1)`$ part of gauge field, $`\mathrm{A}SU(2^k),ASU(2^{4k})`$ and $`1`$ is $`2^k\times 2^k`$ unit matrix. Then we can proceed as in previous part, because it is easy to see, that only $`\mathrm{A}`$ is fixed with tachyon solution (it is equal to zero) due to the fact that
$$[t(x)\mathit{1},1A]=0$$
(82)
so that $`A`$ and $`𝐀`$ are not fixed with tachyon solution, because do not appear in covariant derivative $`DT`$. Then it is also clear, that
$$F=\mathrm{F}\mathit{1}+1F+𝐅1\mathit{1}$$
(83)
where $`F`$ is a field strength for $`A`$, $`\mathrm{F}`$ is a field strength for $`\mathrm{A}`$, $`F`$ is a field strength for $`A`$ and $`𝐅`$ is a field strength for $`𝐀`$. Then kinetic term $`F^2`$ reduces into ($`\mathrm{Tr}(AB)=\mathrm{Tr}(A)\mathrm{Tr}(B)`$)
$$\mathrm{Tr}(F^2)=\mathrm{Tr}(\mathrm{F}^2)\mathrm{Tr}(\mathit{1})+2\mathrm{T}\mathrm{r}\mathrm{F}\mathrm{T}\mathrm{r}F+2𝐅(\mathrm{TrFTr}\mathit{1}+\mathrm{Tr1Tr}F)+\mathrm{Tr1Tr}(F^2)+𝐅\mathrm{Tr1Tr}\mathit{1}$$
(84)
We can immediately see, that second and third term vanishes due to the fact, that $`\mathrm{TrF}=\mathrm{Tr}F=0`$. When we combine $`𝐅`$ with $`F`$ into one single field $``$ in adjoin representation of $`U(2^{4k})`$ and use the fact, that all $`𝒜`$ are not function of $`2k+1`$ coordinates, the kinetic term reduces into
$$2^k(\mathrm{Tr}_{\mu \nu }^{\mu \nu }+2\mathrm{T}\mathrm{r}D_\mu 𝒳^iD^\mu 𝒳^i)$$
(85)
where $`2^k`$ comes from $`\mathrm{Tr1}`$ and $`𝒳^i,i=92k,\mathrm{},9`$ are dynamical fields describing transverse fluctuation of $`2^{4k}`$ D-branes of codimension $`2k+1`$ and we have also defined $`D𝒳=d𝒳+[𝒜,𝒳]`$.
Analysis of fermions is the same as in case of D0-brane. Again, $`\theta _R`$ is zero and we write $`\theta _L`$ in the same way as $`A`$
$$\theta _L=\mathrm{\Theta }_L1\mathit{1}+\stackrel{~}{\theta }_L\mathit{1}+1\varphi _L$$
(86)
where the $`\mathrm{\Theta }_L`$ is $`U(1)`$ part of $`\theta _L`$, $`\stackrel{~}{\theta }_LSU(2^k)`$ and $`\varphi SU(2^{4k})`$. Again $`\theta _R,\stackrel{~}{\theta }_L`$ are equal to zero thanks to form of tachyon field $`Tt1`$. Nonzero dynamical fields are $`\mathrm{\Theta }_L,\varphi `$ and as in case of gauge field we combine $`\mathrm{\Theta }`$ with $`\varphi `$ into one single massless fermionic field $`\theta U(2^{4k})`$, which has a kinetic and interaction term in resulting action for D-brane
$$2i\mathrm{Tr}\overline{\theta }_L\mathrm{\Gamma }^MD_M\theta _L2^k(2i\mathrm{Tr}\overline{\theta }\mathrm{\Gamma }^\mu D_\mu \theta +2i\mathrm{Tr}\overline{\theta }\mathrm{\Gamma }^i[𝒳^i,\theta ])$$
(87)
Finally, with using the fact that $`F`$ function gives the same contribution as before, we obtain the action
$`S=2^k(0.606)^{2k+1}1.2T_p{\displaystyle _{R^{1,82k}}}d^{p+1}x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}(\mathrm{Tr}_{\mu \nu }^{\mu \nu }+2\mathrm{T}\mathrm{r}D_\mu 𝒳^iD^\mu 𝒳^i`$
$`+2i\mathrm{Tr}\overline{\theta }\mathrm{\Gamma }^\mu D_\mu \theta +2i\mathrm{Tr}\overline{\theta }\mathrm{\Gamma }^i[𝒳^i,\theta ])]`$
This action describes $`2^{4k}`$ Dp-branes of codimension $`2k+1`$, where each D-brane is a bound state of $`2^k`$ D-branes of the same codimension, which can be seen from the factor $`2^k`$ in front of the action. These results can also be seen in ”step by step” construction. Consider, for example, ”step by step” construction for D6-brane. This can be schematically written as:
$$U(16)\stackrel{kink}{}U(8)\times U(8)\stackrel{kink,2}{}U(8)\stackrel{kink}{}U(8)$$
(89)
where factor on the second arrow expresses the presence of factor two in front of the action. This sequence correspond to the sequence of branes
$$16D98D8+8\overline{D8}8D78D6$$
Which implies, that this configuration describes system of 8 D6-branes with gauge group U(8) (In fact, as was explained in previous section, each D6-brane is a bound state of two D6-branes). The same ”step by step” construction can be used for other D-branes. For D4-brane, we have sequence:
$$U(16)\stackrel{kin}{}U(8)\times U(8)\stackrel{kink,2}{}U(8)\stackrel{kink}{}U(4)\times U(4)\stackrel{kink,4}{}U(4)\stackrel{kink}{}U(4)$$
(90)
which corresponds to emergence of action for 16 D4-branes with gauge group $`U(4)`$, with agreement with general result given in (3)
To sum up, we have seen, that from configuration of 16 non-BPS D9-branes in IIA theory we can construct all BPS D-branes in IIA theory. In fact, we obtain after appropriate tachyon condensation action, that describes 16 D-branes. The question remains, whether we can describe one single D-brane in this theory. Firstly, we can go into the Coulomb branch of the resulting action and consider one separate D-brane taking the other branes to infinity. Then we obtain action for single D-brane of codimension $`2k+1`$, but with additional factor $`2^k`$ in front of the action, which suggests, that this brane is a bound state of $`2^k`$ D-branes. It is clear, that resulting D-brane looks like ordinary D-brane of codimension $`2k+1`$, but its tension is different, so we cannot say, that this D-brane is elementary D-brane. We will see the same problem in analysing of WZ term in section (6). At present, we do not know, how we could obtain action for single elementary D-brane. It is possible that clue to this issue lies in more general construction of tachyon condensation corresponding to the D-branes which do not coincide.
## 4 Non-BPS D-branes in Type IIA theory
In this section we will construct non-BPS D-branes in Type IIA theory from tachyon condensation in the system of $`N`$ non-BPS D9-branes, following , where tachyon configuration for construction of non-BPS D-brane of codimension $`2k`$ was proposed in the form:
$$T=\underset{i=1}{\overset{2k}{}}\mathrm{\Gamma }_ix^i$$
(91)
where gamma matrices form a spinor representation of transverse space. We will see that we can construct this non-BPS D-brane with almost any effort, because this construction is directly related to the construction presented in previous section. As in previous section we start with system $`2^k`$ non-BPS D9-branes with gauge group $`U(2^k)`$ on their world-volume.
We generalise (91) to the expression:
$$T=\underset{i=1}{\overset{2k}{}}\mathrm{\Gamma }_iT(x^i)$$
(92)
which has the same form as in case of BPS D-brane. In fact, the analysis of equation of motion for tachyon is the same in both situations (BPS and non-BPS) in case of bosonic terms. Again tachyon condensation in this form will leads to the D-brane of codimension $`2k`$ with $`U(1)`$ gauge symmetry on its world-volume. But there is an difference in the case of fermionic terms. Again we have the condition:
$$\mathrm{\Gamma }^i\overline{\theta }_R\theta _L=0,i=1,\mathrm{},2k$$
(93)
but now we must expand the fermionic fields in the form
$$\theta _{L,R}=\underset{i=1}{\overset{2k+1}{}}\theta _{L,R}^i\mathrm{\Gamma }_i$$
(94)
because we cannot discard the term proportional to $`\mathrm{\Gamma }^{2k+1}`$ matrix. As in case of BPS D-brane we should make more general expansion with higher antisymmetric combinations of gamma matrix but it can be shown that these higher terms should vanish in order to obey previous equation. When we put previous expansion of fermions into (93), we get the same conditions as in case of BPS D-brane:
$`\mathrm{Tr}(\mathrm{\Gamma }^i\mathrm{\Gamma }^k\mathrm{\Gamma }^l)\overline{\theta _R}^k\theta _L^l=0`$
$`\overline{\theta _R}^i\theta _L^0=0`$
$`\overline{\theta _R}^0\theta _L^i=0`$
First equation leads to condition $`\theta _L^i=0,i=1,\mathrm{},2k+1`$ the second one to $`\theta _R^i=0,i=1,\mathrm{},2k`$ and the last equation to condition $`\theta _R^0=0`$. It is important to stress that we have not any condition on $`\theta _R^{2k+1}`$ due to the trivial identity $`\mathrm{Tr}\mathrm{\Gamma }_i\mathrm{\Gamma }_{2k+1}=0,i=1,\mathrm{},2k`$. We than see that we have two dynamical fermionic fields $`\theta _R,\theta _L`$, which is a appropriate number of fermionic degrees of freedom for non-BPS D-brane. In fact, there is also one additional tachyon mode related to the matrix $`\mathrm{\Gamma }^{2k+1}`$, which is again free dynamical field. From that reason we must put into $`F`$ function in the (Step 1) the form of tachyon field
$$T=T_{cs}+𝒯(y)\mathrm{\Gamma }^{2k+1}$$
(96)
where $`T_{cs}`$ is a classical solution of equation of motion, which explicitly form was given above and $`𝒯(y)`$ is a free tachyonic field, which is localised on world-volume of resulting D-brane. In this expression we implicitly presume that $`𝒯(y)`$ should be multiplied with some form factor that express the fact that this field is localised on world-volume of the vortex. This form factor will be the same as in case of BPS D-brane. We will write the form of this form factor in the end of calculation.
To make thinks more clear we write the action for system of N non-BPS D-branes
$`S=C_9{\displaystyle }d^{10}x\{1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}(\mathrm{Tr}F_{MN}F^{MN}+2i\mathrm{Tr}\theta _L\mathrm{\Gamma }^MD_M\theta _L+`$
$`+2i\mathrm{Tr}\theta _R\mathrm{\Gamma }^MD_M\theta _R)\}F(T,DT,\mathrm{})`$
and the form of $`F`$ function, which is present in (4):
$$F(T,DT..)=\frac{1}{2^k}[\mathrm{Tr}D_MTD^MT+\mathrm{Tr}(f(T)\overline{\theta _R}\theta _L)+V(T)]$$
(98)
When we put (96) into (98) we get
$$F=\left[\left\{\underset{i=1}{\overset{2k}{}}\left(\frac{dT_i}{dx^i}\right)^2m^2T_i^2+\lambda T_i^4+\frac{m^2}{4\lambda }\right\}+\left\{_\mu 𝒯^\mu 𝒯m^2𝒯^2+\lambda 𝒯^4+f(𝒯)\overline{\theta }_R\theta _L\right\}\right]$$
(99)
where the second bracket is localised in the core of the vortex. In previous expressions we have used the fact that the fields $`T_i(x^i)`$ are zero in the point $`x^i=0`$. In previous expression the partial derivative $`_\mu `$ means derivative with respect to the tangent coordinates of resulting non-BPS D-brane. In deriving the interaction terms between fermions and tachyon we have also used the fact that
$$f(\mathrm{\Gamma }^{2k+1}𝒯)=\mathrm{\Gamma }^{2k+1}f(𝒯)$$
(100)
because $`f(T)`$ is odd function of its argument. With using previous equation we have the final result for interaction term between fermions and tachyon
$$\mathrm{Tr}f(T)\overline{\theta }_R\theta _L\mathrm{Tr}(\mathrm{\Gamma }^{2k+1}\mathrm{\Gamma }^{2k+1})f(𝒯)\overline{\theta }_R\theta _L=2^kf(𝒯)\overline{\theta }_R\theta _L$$
(101)
Next calculation is the same as in previous section. With using the fact that all fields in first bracket in (4) are independent on $`x^i`$, we can easily make integration over these coordinates (again with appropriate insertions of convergence factor in the second bracket in (98)) and we obtain the action for non-BPS Dp-brane of codimension $`2k`$:
$`S=2^k(0.606)^{2k}C_p{\displaystyle _{R^{1,p}}}d^{p+1}x\{1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}[F_{\mu \nu }F^{\mu \nu }+2_\mu X^i^\mu X^i+`$
$`+\overline{\theta }_R\mathrm{\Gamma }^\mu _\mu \theta _R+\overline{\theta }_L\mathrm{\Gamma }^\mu _\mu \theta _L]\times `$
$`\times [_\mu 𝒯^\mu 𝒯+(m^2𝒯^2+\lambda 𝒯^4+{\displaystyle \frac{m^4}{4\lambda }})+f(𝒯)\overline{\theta }_R\theta _L]\}`$
where $`p=92k`$. As in previous section, we have obtained the fields describing transverse fluctuations from the term
$$F_{\mu i}F^{\mu i}=2_\mu A^i^\mu A^i=2_\mu X^i^\mu X^i$$
(103)
We can also obtain the action for non-BPS D-brane of codimension $`2k`$ from the $`2^k`$ non-BPS D9-branes via tachyon condensation in the ”step by step” construction presented in section (2) as follows:
D7-brane: This brane has codimension $`2k=2`$ so that appropriate number of D9-branes is $`2`$. Then we get following sequence:
$$2D9D8+\overline{D8}(2)D7$$
(104)
where the number in the bracket $`(2)`$ expresses the presence of factor $`2`$ in front of the action. The meaning of this number has been discussed in previous section.
D5-brane: It is brane of codimension $`2k=4`$ so that appropriate number of D9-branes is $`2^k=4`$. The sequence of D-branes has a form:
$$4D92D8+2\overline{D8}(2)2D7(2)(D6+\overline{D6})(4)D5$$
(105)
For non-BPS D3 and D1-brane the situation is similar.
In previous three sections we have seen that we are able to obtain action (more precisely, kinetic part of the action) for all BPS and non-BPS D-branes in Type IIA theory. In the next section we will discuss the emergence of D-branes in Type IIB theory.
## 5 D-branes in Type IIB theory
In this section we will discuss the emergence of BPS and non-BPS D-branes in Type IIB theory. We start with construction of BPS D-branes.
In it was proposed that all BPS D-branes in Type IIB theory can arise as a tachyon topological solution in world-volume of space-time filling system of D9-branes and D9-antibranes. In we have proposed the action for system of $`2^{k1}`$ branes and antibranes in the form:
$`S=C_9{\displaystyle _{R^{1,9}}}d^{10}x[1+{\displaystyle \frac{(2\pi \alpha ^{})^2}{4}}\{\mathrm{Tr}(F_{MN}F^{MN}+2i\overline{\theta }\mathrm{\Gamma }^MD_M\theta )`$
$`+4i\mathrm{Tr}\overline{}\mathrm{\Gamma }^M\stackrel{~}{D}_M+\mathrm{Tr}(F_{MN}^{}F^{MN}+2i\overline{\theta }^{}\mathrm{\Gamma }^MD_M^{}\theta ^{})\}]\times `$
$`\times {\displaystyle \frac{1}{2^k}}\{2^k{\displaystyle \frac{m^4}{4\lambda }}+2\mathrm{T}\mathrm{r}(\stackrel{~}{D}T^\mu \overline{\stackrel{~}{D}_\mu T}+(m^2\mathrm{Tr}(T\overline{T})+\lambda \mathrm{Tr}(T\overline{T})^2)`$
$`+\mathrm{Tr}(f(T)\overline{B}\theta )+\mathrm{Tr}_k(f(\overline{T})\overline{C}\theta ^{})\}`$
where $`FU(2^{k1})`$ is gauge field living on $`2^{k1}`$ D9-branes, $`F^{}U(2^{k1})`$ is gauge field living on $`2^{k1}`$ D9-antibranes , $`\theta ,\theta ^{}`$ are corresponding superpartners and tachyon $`T`$ and fermionic field $``$ transform in $`(\mathrm{𝟐}^{𝐤\mathrm{𝟏}},\overline{\mathrm{𝟐}^{𝐤\mathrm{𝟏}}})`$ of gauge group $`U(2^{k1})\times U(2^{k1})`$.
According to ref. BPS D-brane of codimension $`2k`$ arise from tachyon condensation on system of space-time filling $`2^{k1}`$ D9-branes and $`2^{k1}`$ D9-antibranes. We can ask the question whether tachyon condensation in (5) leads to the action of BPS D-branes. We will show on example of step by step construction that this is really true.
D7-brane This is a brane of codimension $`2k=2`$. Than sequence of tachyon condensation has a form:
$$D9+\overline{D9}(2)D8(2)D7$$
(107)
where the factor $`(2)`$ in the second term in previous expression has the same meaning as in section (4).
D5-brane This is a brane of codimension $`2k=4`$ and tachyon condensation has a form:
$$2D9+2\overline{D9}2(2)D8(2)(D7+\overline{D7})(4)D6(4)D5$$
(108)
D3-brane This is a brane of codimension $`2k=6`$ and tachyon condensation has a form:
$$4D9+4\overline{D9}(2)4D8(2)(2D7+2\overline{D7})(4)2D6(4)(D5+\overline{D5})(8)D4(8)D3$$
(109)
D1-brane This is a brane of codimension $`2k=8`$ and tachyon condensation has a form:
$`8D9+8\overline{D9}(2)8D8(2)(4D7+4\overline{D7})`$
$`(4)4D6(4)(2D5+2\overline{D5})(8)2D4(8)(D3+\overline{D3})(16)D2(16)D1`$
We can also used the direct tachyon condensation presented in section (3). Let us consider the BPS D-brane of codimension $`2k`$. This correspond to tachyon condensation in world-volume of $`2^{k1}`$ D9-branes and D9-antibranes. As a first step we will make the tachyon condensation in the form of kink solution, which leads to the $`2^{k1}`$ non-BPS D8-branes with gauge group $`U(2^{k1})`$ (with the factor $`2`$ in front of action). Since transverse space to the vortex is now $`2k1`$ dimensional, the number of non-BPS D8-branes, that are needed for construction of vortex is equal to $`2^{2(k1)/2}=2^{k1}`$, which agrees with dimension of gauge group. Through tachyon condensation on world-volume of non-BPS D8-branes, as was presented in section (3) we get the stable BPS D-brane of codimension $`2k`$ (More precisely, the bound state of $`2^k`$ D-branes of codimension $`2k`$.
The construction presented in previous paragraph is also appropriate for construction of non-BPS D-branes in IIB theory of codimension $`2k+1`$. Following this brane should emerge as a tachyon vortex solution in world-volume theory of $`2^k`$ D9-branes and D9-antibranes. Following the procedure in previous paragraph, we can first form a kink solution to form $`2^k`$ non-BPS D8-branes in Type IIB theory. Then non-BPS D-brane, which has originally codimension $`2k+1`$, appears as a object of codimension $`2k`$ in world-volume theory of non-BPS D8-brane. As we have seen in section (4) on example of construction of non-BPS D-branes in Type IIA theory (they have codimension equal to $`2k`$), the vortex solution, which looks like $`T_{i=1}^{2k}\mathrm{\Gamma }_ix^i`$ leads to unstable non-BPS D-brane. We than can claim that tachyon condensation in the form in the world-volume theory of $`2^k`$ D9-branes and D9-antibranes leads to the non-BPS D-brane of codimension $`2k+1`$ in Type IIB theory.
We have seen in this section that we can get the correct actions for BPS and non-BPS D-branes in Type IIB theory. In the next section we will discuss the possible form of Wess-Zumino term for non-BPS D-branes.
## 6 Wess-Zumino term for non-BPS D-brane
In this section we will show that tachyon condensation in Wess-Zumino term for non-BPS D-brane leads to correct WZ term for BPS D-brane. We start from generalised form of WZ term, which is based on previous works and on the works . We hope, that this term describes correctly the coupling between non-BPS D-branes and RR forms.
We propose RR interaction for non-BPS D-branes in the form:
$$I_{WZ}=\mu _pC_p\mathrm{Tr}\{(a_1DT+a_3(DT)^3+\mathrm{}.+b_1DTT^2+\mathrm{})\mathrm{exp}\left((2\pi \alpha ^{})F\right)\}=\mu _p\underset{k,l}{}I_{k,l}^A$$
(111)
where $`\mu _p=\frac{2\pi }{(4\pi ^2\alpha ^{})^{\frac{p+1}{2}}}`$ and where
$$I_{k,l}^A=a_{k,l}C\mathrm{Tr}(DT)^{2k+1}T^{2l}\mathrm{exp}\left((2\pi \alpha ^{})F\right)$$
(112)
and where $`a_{k,l}`$ is some numerical constant of dimension $`[a_{k,l}]=l_s^{2l}`$. Unfortunately we do not know the values of these constants, but they are not important for us in this section, because we will not carry about numerical factors in this section.
We must say few words about (111). Firstly, we can have only odd powers of $`T`$ in WZ coupling, as was explained in . Secondly, we have replaced ordinary derivatives with covariant derivatives as in . We have included higher powers of $`DT`$ in (111), which can be seen as a generalisation of and we have introduced factors proportional to $`T^{2k}`$ as in ref.. In this section we will show on various examples that proposed action (111) correctly reproduces WZ term for D-branes in Type IIA theory.
First example is ”step by step” construction on 16 non-BPS D9-branes in Type IIA theory with gauge group $`U(16)`$. We have seen, that this solution leads to action for single D0-brane. In this section, we apply this construction for WZ term (111). We take tachyon field in the form
$$T(x)=\left(\begin{array}{cc}T_0(x)1_{8\times 8}& T(y)\\ \overline{T(y)}& T_0(x)1_{8\times 8}\end{array}\right)$$
(113)
Standard analysis leads to
$$F=\left(\begin{array}{cc}F& 0\\ 0& F^{}\end{array}\right)$$
(114)
Then first term gives
$$a_{1,0}C\mathrm{Tr}DTe^{(2\pi \alpha ^{})F)}=0.41a_{1.0}(4\pi ^2\alpha ^{})^{1/2}C_p(e^{(2\pi \alpha ^{})F)}e^{(2\pi \alpha ^{})F^{})})$$
(115)
simply from the fact that off-diagonal terms in derivation of tachyon do not contribute. In previous expression we have used the form of tachyon behaviour $`T(x)=T_v\mathrm{tanh}(\frac{mx}{\sqrt{2}})`$, which we have obtained in the second section (2). Integration of this function gives a factor $`2`$. We see that the charge of resulting D-brane is about $`0.41`$ of value of correct charge of D-brane. We see two sources of discrepancy. Firstly, we do not know the value of constant factors $`a_{k,l}`$ in front of WZ term for non-BPS D-brane. Secondly, our tachyon solution is only rough approximation. However the form of the terms, which arise from tachyon condensation, suggest that tachyon condensation can lead to correct result. In the following we will not carry about numerical factors in front of the various terms. We will also write $`F`$ instead of $`(2\pi \alpha ^{})F`$ and we restore the factor $`2\pi \alpha ^{}`$ in the end of the calculation.
The second term gives
$`{\displaystyle C}\mathrm{Tr}(DT^3e^F)=`$
$`{\displaystyle C}\mathrm{Tr}\left(\begin{array}{cc}\delta (x)dx& A\\ B& \delta (x)dx\end{array}\right)\left(\begin{array}{cc}0& \stackrel{~}{D}T\\ \overline{\stackrel{~}{D}T}& 0\end{array}\right)\left(\begin{array}{cc}0& \stackrel{~}{D}T\\ \overline{\stackrel{~}{D}T}& 0\end{array}\right)\left(\begin{array}{cc}e^F& 0\\ 0& e^F^{}\end{array}\right)=`$ (124)
$`={\displaystyle _{R^{1,8}}}C(\mathrm{Tr}\stackrel{~}{D}T\overline{\stackrel{~}{D}T}e^F\mathrm{Tr}\overline{\stackrel{~}{D}T}\stackrel{~}{D}Te^F^{})`$
In the same way, third term gives
$`{\displaystyle C}\mathrm{Tr}(DT^5e^F)={\displaystyle C}\mathrm{Tr}(D_xT(D_yT)^4e^F)=`$
$`={\displaystyle }C\mathrm{Tr}(\left(\begin{array}{cc}\delta (x)& 0\\ 0& \delta (x)\end{array}\right)\left(\begin{array}{cc}0& (\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^2\\ (\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)^2& 0\end{array}\right)\left(\begin{array}{cc}e^F& 0\\ 0& e^F^{}\end{array}\right)=`$ (132)
$`={\displaystyle _{R^{1,8}}}C(\mathrm{Tr}(\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^2e^F\mathrm{Tr}(\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)^2e^F^{})`$
Generally, we obtain the result:
$`{\displaystyle C}\mathrm{Tr}(DT)^ke^F`$
$`{\displaystyle _{R^{1,8}}}C(\mathrm{Tr}(\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^{k1}e^F\mathrm{Tr}(\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)^{k1}e^F^{})`$
Next term is
$$CDTT^2e^F$$
(135)
In the point $`x=0`$, diagonal terms in $`T`$ are zero, so we have
$$T(x=0)=\left(\begin{array}{cc}0& T(y)\\ \overline{T}(y)& 0\end{array}\right)T^2=\left(\begin{array}{cc}T\overline{T}& 0\\ 0& \overline{T}T\end{array}\right)$$
(136)
Then we obtain from previous equation (Only derivative with respect to $`x`$ participates in this expression, because the other derivatives are off-diagonal)
$`{\displaystyle C}\mathrm{Tr}DTT^2={\displaystyle C}\mathrm{Tr}\left(\begin{array}{cc}\delta (x)& 0\\ 0& \delta (x)\end{array}\right)\left(\begin{array}{cc}T\overline{T}& 0\\ 0& \overline{T}T\end{array}\right)e^F=`$ (141)
$`={\displaystyle _{R^{1,8}}}C(\mathrm{Tr}T\overline{T}e^F\mathrm{Tr}\overline{T}Te^F^{})`$
In the same way we obtain:
$`{\displaystyle C}\mathrm{Tr}DTT^{2k}e^F`$
$`{\displaystyle _{R^{1,8}}}C\left(\mathrm{Tr}(T\overline{T})^ke^F\mathrm{Tr}(\overline{T}T)^ke^F^{}\right)`$
Next term is
$$C\mathrm{Tr}(DT)^3T^2e^F$$
(144)
which leads to
$`{\displaystyle C}\mathrm{Tr}\left(\begin{array}{cc}\delta (x)& A\\ B& \delta (x)\end{array}\right)\left(\begin{array}{cc}\stackrel{~}{D}T\overline{\stackrel{~}{D}T}& 0\\ 0& \overline{\stackrel{~}{D}T}\stackrel{~}{D}T\end{array}\right)\left(\begin{array}{cc}T\overline{T}& 0\\ 0& \overline{T}T\end{array}\right)e^F=`$ (151)
$`={\displaystyle C}(\mathrm{Tr}\stackrel{~}{D}T\overline{\stackrel{~}{D}T}T\overline{T}e^F\overline{\stackrel{~}{D}T}\stackrel{~}{D}T\overline{T}Te^F^{})`$
Generally, we obtain via tachyon condensation in form a kink solution:
$`I_{k,l}^A={\displaystyle C}(DT)^{2k+1}T^{2l}e^F`$
$`{\displaystyle _{R^{1,8}}}C(\mathrm{Tr}\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^k(T\overline{T})^le^F\mathrm{Tr}\overline{\stackrel{~}{D}T}\stackrel{~}{D}T(\overline{T}T)^le^F^{})=I_{k,l}^B`$
and generalised WZ term for system of D8-branes and D8-antibranes is
$$I_{WZ}^B=\mu _8\underset{k,l}{}I_{k,l}^B$$
(154)
We can see striking similarity with result in <sup>3</sup><sup>3</sup>3We will write in each step the factor $`\mu _p`$, because in each step we obtain factor $`(\alpha ^{})^{1/2}`$. As was explained above, we omit the other numerical factors. We also freely use the symbol of delta function, in order to express the fact that various fields are localised only in the core of the vortex. We have discussed the meaning this delta function in previous sections..
Now we construct kink solution on the world-volume of 8-branes and 8-antibranes. This solution was given as:
$$T(x,y)=T_v(x)1_{8\times 8}+iT(y)\delta (x),T(y)^{}=T(y)$$
(155)
We have seen, that this solution gives correct kinetic term for non-BPS D7-brane. From this analysis we know that $`F=F^{}`$. We start our analysis with the terms $`I_{k,0}`$. We will write $`(\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^k=(\stackrel{~}{D}T\overline{\stackrel{~}{D}T})(\stackrel{~}{D}T\overline{\stackrel{~}{D}T})^{k1}`$. Now we use the fact, that in second bracket in previous expression we do not have derivation with respect $`x`$, so we obtain $`\stackrel{~}{DT}=iDT,\overline{\stackrel{~}{D}T}=iDT`$ so that the second bracket is equal to
$$(DTDT)^{k1}=(DT)^{2k2}$$
and the first bracket is equal to
$$dT\stackrel{~}{D}\overline{T}=d(T\stackrel{~}{D}\overline{T})=id(TDT)$$
where we have used the fact that all massless fields as well as $`T(y)`$ are independent on $`x`$. For expression $`(\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)^k=(\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)(\overline{\stackrel{~}{D}T}\stackrel{~}{D}T)^{k1}`$ we can do the same analysis. The second bracket is equal to $`(DT)^{2k2}`$ and the first bracket leads to the result
$$\overline{\stackrel{~}{D}}TDT=DT\overline{\stackrel{~}{D}T}=id(TDT)$$
Finally, we obtain
$$I_{k,0}=2i_{R^{1,8}}Cd(\mathrm{Tr}T(DT)^{2k1}e^F)=2i_{R^{1,7}}C\mathrm{Tr}TDT^{2k1}e^F$$
(156)
where we have made integration over $`x`$. Previous expression is a correct result (up the sign (-2i) )for non-BPS D-branes. The same analysis can be used for general $`I_{k,l}`$, because the only difference is in presence of term $`T\overline{T}=(iT)(iT)=T^2`$, where we have used the fact, that in point $`x=0`$, $`T_0`$ is zero. So that we obtain general result:
$$I_{k,l}^B2i_{R^{1,7}}C\mathrm{Tr}(DT)^{2k1}T^{2l}e^F=(2i)I_{k1,1}^A$$
(157)
The whole WZ term is a term appropriate for non-BPS D-brane, up the factor $`(2i)`$:
$$I_{WZ}=(2i)\mu _7\underset{k,l}{}I_{k,l}$$
(158)
We can again construct kink solution on non-BPS D7-brane with gauge group $`U(8)`$, leading to the action for 4 D6-branes and 4 D6-antibranes <sup>4</sup><sup>4</sup>4We can notice, that in front of WZ term is a factor $`2`$. We will see, that in front of WZ term for D5-brane will be factor $`4`$, for D3-brane will be factor $`8`$ and finally for D1-brane the factor $`16`$ will be present. The interpretation of these factors is the same as in section (2).. Following general recipe (6)
$$I_{k1,l}^AI_{k1,l}^BI_{WZ}^AI_{WZ}^B$$
(159)
We must remember, that now the gauge group is $`U(4)\times U(4)`$.
Further kink solution on world-volume of brane antibrane leads to
$$I_{k1,l}^B(2i)I_{k2,A},I_{WZ}^B(2i)^2I_{WZ}^A$$
(160)
It is important to stress, that
$$I_{0,l}^B0$$
(161)
due to the fact, that $`F=F^{},T=\overline{T}`$. As a result, we obtain action for 4 non-BPS D5-branes with gauge group $`U(4)`$. Further kink solution leads to 2 D4-branes and 2-D4-branes with gauge group $`U(2)\times U(2)`$ and
$$I_{k2,l}^AI_{k2,l}^B$$
(162)
Further kink solution leads to the WZ term for 2 non-BPS D3-branes with gauge group $`U(2)`$ and
$$I_{k2,l}^B(2i)I_{k3,l}^A,I_{WZ}^B(2i)^3I_{k3,l}$$
(163)
Next step gives action for D2-brane and D2-antibrane
$$I_{k3,l}^AI_{k3,l}^B$$
(164)
Kink solution in this system gives non-BPS D-brane. In this step, covariant derivative for brane+antibrane system is
$$\stackrel{~}{D}T=dT+ATTA^{}dT$$
As a result, we obtain WZ term for single non-BPS D1 brane
$$I=(2i)^4\mu _1_{R^{1,1}}CdT\underset{l=0}{}T^{2l}e^F$$
(165)
Now we consider the last tachyon condensation. It is important to stress, that only term with $`l=0`$ is nonzero, because other terms are zero in point $`x=0`$ due to the fact, that $`T(0)=0`$. Then we obtain standard result
$$I_{WZ}=2^4\mu _0𝑑tC_1$$
(166)
We see, that this is a correct coupling of 16 D0-branes to RR one form so together with result in section (2) we obtain right action for BPS bound state of 16 D0-branes in IIA theory. In the next paragraph we will discuss the tachyon condensation in the form of vortex solution given in (3).
In this part we will consider construction of general Dp-brane of codimension $`2k=1`$ in Type IIA theory with using gauge theory living on $`2^k`$ non-BPS D9-branes. We consider situation, when tachyon condensation leads to D-brane of codimension $`2k+1`$. Following general recipe given in , this brane can be constructed from $`2^k`$ non-BPS D9-branes with gauge group $`U(2^k)`$. For kinetic term, we have obtained correct expression in section (3). Now we turn to the problem of tachyon condensation in the term given in (111),(112):
$$I_{WZ}=\mu _9\underset{k,l}{}I_{k,l}^A$$
(167)
where
$$I_{k,l}^A=C\mathrm{Tr}(DT)^{2k+1}T^{2l}e^F$$
(168)
We know that BPS D-brane of codimenson $`2k+1`$ in Type IIA theory arises from tachyon condensation in the form
$$T(x)=\underset{i=1}{\overset{2k+1}{}}\mathrm{\Gamma }_iT(x^i)$$
(169)
We have analysed the form of this solution in (3). We know that all $`T(x^i)`$ must be localised in the points $`x^j=0,ji`$ and that $`T(x^i)`$ has a form $`T(x^i)=T_v\mathrm{tanh}(\frac{mx}{\sqrt{2}})`$. Derivation of previous function is $`\frac{m}{\sqrt{2}}(1\mathrm{tanh}^2(\frac{mx}{\sqrt{2}}))`$, which has the properties similar to delta function (more precisely, in zero slope limit $`\alpha ^{}0`$ is equal to zero almost everywhere and is finite in the point $`x=0`$).
We immediately can see from (168) that only term $`I_{2k+1,0}`$ contribute to the form of resulting D-brane. The other terms are zero either from the fact that contain more than $`2k+1`$ covariant derivatives or less and than $`2k+1`$, so that they cannot form the volume form in the transverse space, or contain the powers of $`T`$, which are zero in the core of the vortex. As a result we obtain from $`I_{2k+1,0}`$:
$$I_{2k+1,0}=\mu _9_{R^{1,9}}C\mathrm{Tr}(DT)^{2k+1}e^{(2\pi \alpha ^{})F}2^k\mu _p_{R^{1,p}}Ce^{(2\pi \alpha ^{})F}$$
(170)
up to possible numerical factor. The factor $`2^k`$ comes from the trace and field strength $`F`$ corresponds to abelian gauge field, as in (3). The emergence of the factor $`2^k`$ again suggest that resulting configuration is in fact the bound state of $`2^k`$ D-branes of codimension $`2k+1`$. We have discussed this issue in section (3).
Of course, as in sections (3), we can consider direct construction of WZ term for BPS D-brane of codimension $`2k+1`$ in the world-volume of 16 non-BPS D9-branes. Consider Dp-brane of codimension $`2k+1`$. We know from section (3), that gauge field has a form
$$F=1$$
(171)
where $`U(2^{k4})`$. We also know, that only term with one covariant derivative $`DT`$ contributes to the Wess-Zumino term, which has a form:
$$I=\mu _9C\mathrm{Tr}(DT)^{2k+1}\mathrm{exp}\left((2\pi \alpha ^{})F\right)$$
(172)
We know that covariant derivative has a form $`DT=dt(x)1_{2^{4k}\times 2^{4k}}`$, where $`t(x)`$ has the same form as in previous paragraph. With using the formula $`\mathrm{Tr}(A1)(1B)=\mathrm{Tr}A\mathrm{Tr}B`$ we get immediately the result (up to possible numerical factor):
$$I_{WZ}=2^k\mu _pC\mathrm{Tr}\mathrm{exp}((2\pi \alpha ^{}))$$
(173)
where $`\mathrm{Tr}`$ in previous expression goes over fundamental representation of $`U(2^{4k})`$. We again see the factor $`2^k`$ in front of action, which suggests that each D-brane of codimension $`2k+1`$ in resulting configuration is in fact the bound state of $`2^k`$ D-branes.
We can also discuss the emergence of WZ term for non-BPS D-brane of codimension $`2m`$. When we use the step by step construction proposed in section (6) we obtain immediately the WZ term for non-BPS D-brane. We can also start with configuration given in (3) for construction of non-BPS D-branes. Again only term with $`I_{2k+1,l},2k+1>2m`$ contribute in this construction. The terms with more covariant derivative are nonzero, due to the fact that the additional covariant derivatives contain the derivation of tachyon field $`𝒯`$. We see that we have also nonzero terms with various powers of $`T^{2l}`$. This is a consequence of the fact that in the core of the vortex the unconstrained tachyon field is nonzero. With using $`T(y)^{2l}=𝒯(\mathrm{\Gamma }_{2k+1})^{2l}=\mathrm{𝟏}𝒯`$, we immediately obtain the action for non-BPS D-brane of codimension $`2k`$
$`I_{k,l}=\mu _9{\displaystyle C}DT^{2k+1}T^{2l}e^{(2\pi \alpha ^{})F}`$
$`I_{km,l}=2^k\mu _p{\displaystyle C}(d𝒯)^{2k+12m}𝒯^{2l}e^{(2\pi \alpha ^{})F}`$
For D-branes in Type IIB theory the situation is the same as in section (5). For BPS D-brane of codimension $`2k`$ we start with WZ term for system of $`2^{k1}`$ D9-branes and D9-antibranes. Then we can proceed in the same way as in (6) and we will finish with WZ term for BPS D-brane. Equivalently, we could construct the unstable D8-brane with gauge group $`U(2^{k1})`$ and than proceed in the same way as in previous paragraph. For non-BPS D-branes the situation is basically the same.
## 7 Conclusion
In previous sections we have seen on many examples that our approach to the problem of tachyon condensation gives correct form of action for D-branes in Type IIA and Type IIB theory. Of course, more direct calculation should be needed for confirming our result, especially interesting appears to us approach presented in ref.. We know that form of our action for non-BPS D-brane is rather simple approximation, which should be supported by more direct calculation in string theory. On the other hand, success of our approach allows us to claim, that even with this simple form of action we are able to obtain correct form of action for BPS D-branes. It is possible that in heart of the success lies BPS property of D-branes. It would be very nice to confirm our calculation with direct method as in ref..
We would like also see the direct relation to the K-theory . Analysis of D-branes in K-theory is based on nontrivial gauge fields that live on non-BPS D-branes or on system of D-branes and D-antibranes. On the other hand we have seen that in all our situations the gauge fields are trivial. We expect that the nontrivial behaviour of gauge field emerges from more general form of solution of tachyon field. We hope to return to this question in the future.
It would be interesting to study the other theories, especially Type I theory and $`M`$-theory, following . It would be also interesting to study tachyon condensation in the other systems, following . And finally, it would be interesting to study the problem of emergence of non-Abelian gauge symmetry for system of $`N`$ D-branes, that arise from tachyon condensation.
Acknowledgement: I would like to thank Zdeněk Kopecký and Richard von Unge for conversations. |
warning/0001/math0001008.html | ar5iv | text | # Hyper-Kähler Hierarchies and their twistor theory
## 1 Introduction
Roger Penrose’s twistor theory gives rise to correspondences between solutions to differential equations on the one hand and unconstrained holomorphic geometry on the other. The two most prominent systems of nonlinear equations which admit such correspondences are the anti-self-dual vacuum Einstein equations (ASDVE) which in Euclidean signature determine hyper-Kähler metrics, and the anti-self-dual Yang–Mills equations (ASDYM) . Richard Ward observed that many lower-dimensional integrable systems are symmetry reductions of ASDYM. This has led to an overview of the theory of integrable systems , which provides a classification of those lower-dimensional integrable systems that arise as reductions of the ASDYM equations and a unification of the theory of such integrable equations as symmetry reduced versions of the corresponding theory of the ASDYM equations. In , Lagrangian and Hamiltonian frameworks for ASDYM were described together with a recursion operator. This leads to the corresponding structures for symmetry reductions of the ASDYM equations.
In this paper we investigate these structures for the second important system of equations—the ASDVE or hyper-Kähler equation (this system also admits known integrable systems as symmetry reductions ). We shall give a twistor-geometric construction of the hierarchies associated to the ASDVE in the ‘heavenly’ forms due to Plebański . In this context it is more natural to work with complex (holomorphic) metrics on complexified space-times and so we use the term ASDVE equations rather than hyper-Kähler equations. Our considerations will generally be local in space-time which will be understood to be a region in $`^4`$.
In Section 2 we summarise the twistor correspondences for flat and curved spaces. We establish a spinor notation (which will not be essential for the subsequent sections) and recall basic facts about the ASD conformal condition and the geometry of the spin bundle. In Section 3 the recursion operator $`R`$ for the ASDVE is constructed as an integro- differential operator mapping solutions to the linearised heavenly equations to other solutions. We then use this to give an alternate development of the twistor correspondence by using $`R`$ to build a family of foliations by twistor surfaces. We show that $`R`$ corresponds to multiplication of the twistor data by a given twistor function. We then analyse the hidden symmetry algebra of the ASDVE, and use the recursion operator to construct Killing spinors. We illustrate the ideas using the example of the Sparling–Tod solution and show how $`R`$ can be used to construct rational curves with normal bundle $`𝒪(1)𝒪(1)`$ in the associated twistor space.
In Section 4 we give the twistor construction for the ASDVE hierarchies. The higher commuting flows can be thought of as coordinates on an extended space-time. This extended space-time has a twistor correspondence: it is the moduli space of rational curves with normal bundle $`𝒪(n)𝒪(n)`$ in a twistor space. This moduli space is canonically equipped with the Lax distribution for ASDVE hierarchies, and conversely that truncated hierarchies admit a Lax distribution that gives rise to such a twistor space. The Lax distribution can be interpreted as a connecting map in a long exact sequence of sheaves. In Section 5 we investigate the Lagrangian and Hamiltonian formulations of heavenly equations. The symplectic form on the moduli space of solutions to heavenly equations will be derived, and is shown to be compatible with the recursion operator.
We end this introduction with some bibliographical remarks. Significant progress towards understanding the symmetry structure of the heavenly equations was achieved by Boyer and Plebański who obtained an infinite number of conservation laws for the ASDVE equations and established some connections with the nonlinear graviton construction. Their results were later extended in papers of Strachan and Takasaki . The present work is an extended version of .
## 2 Preliminaries
### 2.1 Spinor notation
We work in the holomorphic category with complexified space-times: thus space-time $``$ is a complex four-manifold equipped with a holomorphic metric $`g`$ and compatible volume form $`\nu `$.
In four complex dimensions orthogonal transformations decompose into products of ASD and SD rotations
$$SO(4,)=(SL(2,)\times \stackrel{~}{SL}(2,))/_2.$$
(2.1)
The spinor calculus in four dimensions is based on this isomorphism. We use the conventions of Penrose and Rindler . Indices will generally be assumed to be concrete unless stated otherwise: $`a,b,\mathrm{}`$, $`a=0,1\mathrm{}3`$ are four-dimensional space-time indices and $`A,B,\mathrm{},A^{},B^{},\mathrm{}`$, $`A=0,1`$ etc. are two-dimensional spinor indices. The tangent space at each point of $``$ is isomorphic to a tensor product of the two spin spaces
$$T^a=S^AS^A^{}.$$
(2.2)
The complex Lorentz transformation $`V^a\mathrm{\Lambda }_{}^{a}{}_{b}{}^{}V^b`$, $`\mathrm{\Lambda }_{}^{a}{}_{b}{}^{}\mathrm{\Lambda }_{}^{c}{}_{d}{}^{}g_{ac}=g_{bd}`$, is equivalent to the composition of the SD and the ASD rotation
$$V^{AA^{}}\lambda _{}^{A}{}_{B}{}^{}V^{BB^{}}\lambda _{}^{A^{}}{}_{B^{}}{}^{},$$
where $`\lambda _{}^{A}{}_{B}{}^{}`$ and $`\lambda _{}^{A^{}}{}_{B^{}}{}^{}`$ are elements of $`SL(2,)`$ and $`\stackrel{~}{SL}(2,)`$.
Spin dyads $`(o^A,\iota ^A)`$ and $`(o^A^{},\iota ^A^{})`$ span $`S^A`$ and $`S^A^{}`$ respectively. The spin spaces $`S^A`$ and $`S^A^{}`$ are equipped with symplectic forms $`\epsilon _{AB}`$ and $`\epsilon _{A^{}B^{}}`$ such that $`\epsilon _{01}=\epsilon _{0^{}1^{}}=1`$. These anti-symmetric objects are used to raise and lower the spinor indices. We shall use normalised spin frames so that
$$o^B\iota ^C\iota ^Bo^C=\epsilon ^{BC},o^B^{}\iota ^C^{}\iota ^B^{}o^C^{}=\epsilon ^{B^{}C^{}}.$$
Let $`e^{AA^{}}`$ be a null tetrad of 1-forms on $``$ and let $`_{AA^{}}`$ be the frame of dual vector fields. The orientation is given by fixing the volume form
$$\nu =e^{01^{}}e^{10^{}}e^{11^{}}e^{00^{}}.$$
Apart from orientability, $``$ must satisfy some other topological restrictions for the global spinor fields to exist. We shall not take them into account as we work locally in $``$.
The local basis $`\mathrm{\Sigma }^{AB}`$ and $`\mathrm{\Sigma }^{A^{}B^{}}`$ of spaces of ASD and SD two-forms are defined by
$$e^{AA^{}}e^{BB^{}}=\epsilon ^{AB}\mathrm{\Sigma }^{A^{}B^{}}+\epsilon ^{A^{}B^{}}\mathrm{\Sigma }^{AB}.$$
(2.3)
The first Cartan structure equations are
$$\mathrm{d}e^{AA^{}}=e^{BA^{}}\mathrm{\Gamma }_{}^{A}{}_{B}{}^{}+e^{AB^{}}\mathrm{\Gamma }_{}^{A^{}}{}_{B^{}}{}^{},$$
where $`\mathrm{\Gamma }_{AB}`$ and $`\mathrm{\Gamma }_{A^{}B^{}}`$ are the $`SL(2,)`$ and $`\stackrel{~}{SL}(2,)`$ spin connection one-forms. They are symmetric in their indices, and
$$\mathrm{\Gamma }_{AB}=\mathrm{\Gamma }_{CC^{}AB}e^{CC^{}},\mathrm{\Gamma }_{A^{}B^{}}=\mathrm{\Gamma }_{CC^{}A^{}B^{}}e^{CC^{}},\mathrm{\Gamma }_{CC^{}A^{}B^{}}=o_A^{}_{CC^{}}\iota _B^{}\iota _A^{}_{CC^{}}o_B^{}.$$
The curvature of the spin connection
$$R_{}^{A}{}_{B}{}^{}=\mathrm{d}\mathrm{\Gamma }_{}^{A}{}_{B}{}^{}+\mathrm{\Gamma }_{}^{A}{}_{C}{}^{}\mathrm{\Gamma }_{}^{C}{}_{B}{}^{}$$
decomposes as
$$R_{}^{A}{}_{B}{}^{}=C_{}^{A}{}_{BCD}{}^{}\mathrm{\Sigma }^{CD}+(1/12)R\mathrm{\Sigma }_{}^{A}{}_{B}{}^{}+\mathrm{\Phi }_{}^{A}{}_{BC^{}D^{}}{}^{}\mathrm{\Sigma }^{C^{}D^{}},$$
and similarly for $`R_{}^{A^{}}{}_{B^{}}{}^{}`$. Here $`R`$ is the Ricci scalar, $`\mathrm{\Phi }_{ABA^{}B^{}}`$ is the trace-free part of the Ricci tensor $`R_{ab}`$, and $`C_{ABCD}`$ is the ASD part of the Weyl tensor
$$C_{abcd}=\epsilon _{A^{}B^{}}\epsilon _{C^{}D^{}}C_{ABCD}+\epsilon _{AB}\epsilon _{CD}C_{A^{}B^{}C^{}D^{}}.$$
### 2.2 The flat twistor correspondence
The flat twistor correspondence is a correspondence between points in complexified Minkowski space, $`^4`$ (or its conformal compactification) and holomorphic lines in $`^3`$.
The flat twistor correspondence has an invariant formulation in terms of spinors. A point in $`^4`$ has position vector with coordinates $`(w,z,x,y)`$. The isomorphism (2.2) is realised by
$$x^{AA^{}}:=\left(\begin{array}{cc}y& w\\ x& z\end{array}\right),\text{so that}g=\epsilon _{AB}\epsilon _{A^{}B^{}}\mathrm{d}x^{AA^{}}\mathrm{d}x^{BB^{}}.$$
A two-plane in $`^4`$ is null if $`g(X,Y)=0`$ for every pair $`(X,Y)`$ of vectors tangent to it. The null planes can be self-dual (SD) or anti self-dual (ASD), depending on whether the tangent bi-vector $`XY`$ is SD or ASD. The SD null planes are called $`\alpha `$-planes. The $`\alpha `$-planes passing through a point in $`^4`$ are parametrised by $`\lambda =\pi _0^{}/\pi _1^{}^1`$. Tangents to $`\alpha `$-planes are spanned by two vectors
$$L_A=\pi ^A^{}\frac{}{x^{AA^{}}}$$
(2.4)
which form the kernel of $`\pi _A^{}\pi _B^{}\mathrm{\Sigma }^{A^{}B^{}}`$ The set of all $`\alpha `$-planes is called a projective twistor space and denoted $`𝒫𝒯`$. For $`^4`$ it is a three-dimensional complex manifold bi-holomorphic to $`^3^1`$.
The five complex dimensional correspondence space $`:=^4\times ^1`$ fibres over $`^4`$ by $`(x^{AA^{}},\lambda )x^{AA^{}}`$ and over $`𝒫𝒯`$ with fibres spanned by $`L_A`$. Twistor functions (functions on $`𝒫𝒯`$) pull back to functions on $``$ which are constant on $`\alpha `$-planes, or equivalently satisfy $`L_Af=0`$.
Twistor space can be covered by two coordinate patches $`U`$ and $`\stackrel{~}{U}`$, where $`U`$ is a complement of $`\lambda =\mathrm{}`$ and $`\stackrel{~}{U}`$ is a compliment of $`\lambda =0`$. If $`(\mu ^0,\mu ^1,\lambda )`$ are coordinates on $`U`$ and $`(\stackrel{~}{\mu }^0,\stackrel{~}{\mu }^1,\stackrel{~}{\lambda })`$ are coordinates on $`\stackrel{~}{U}`$ then on the overlap
$$\stackrel{~}{\mu }^0=\mu ^0/\lambda ,\stackrel{~}{\mu }^1=\mu ^1/\lambda ,\stackrel{~}{\lambda }=1/\lambda .$$
The local coordinates $`(\mu ^0,\mu ^1,\lambda )`$ on $`𝒫𝒯`$ pulled back to $``$ are
$$\mu ^0=w+\lambda y,\mu ^1=z\lambda x,\lambda .$$
(2.5)
We can introduce homogeneous coordinates on the twistor space
$$(\omega ^A,\pi _A^{})=(\omega ^0,\omega ^1,\pi _0^{},\pi _1^{}):=(\mu ^0\pi _1^{},\mu ^1\pi _1^{},\lambda \pi _1^{},\pi _1^{}).$$
The point $`x^{AA^{}}^4`$ lies on the $`\alpha `$-plane corresponding to the twistor $`(\omega ^A,\pi _A^{})𝒫𝒯`$ iff
$$\omega ^A=x^{AA^{}}\pi _A^{}.$$
(2.6)
For $`\pi _A^{}0`$ and $`(\omega ^A,\pi _A^{})`$ fixed, The solution to (2.6) is a complex two plane with tangent vectors of the form $`\pi ^A^{}\nu ^A`$ for all $`\nu ^A`$. Alternatively, if we fix $`x^{AA^{}}`$, then (2.6) defines a rational curve, $`^1`$, in $`𝒫𝒯`$ with normal bundle $`𝒪(1)𝒪(1)`$.<sup>1</sup><sup>1</sup>1 Here $`𝒪(n)`$ denotes the line bundle over $`^1`$ with transition functions $`\lambda ^n`$ from the set $`\lambda \mathrm{}`$ to $`\lambda 0`$ (i.e. Chern class $`n`$). Kodaira theory guarantees that the family of such rational curves in $`𝒫𝒯`$ is four complex dimensional. There is a canonical (quadratic) conformal structure $`\mathrm{d}s^2`$ on $`^4`$: the points $`p`$ and $`q`$ are null separated with respect to $`\mathrm{d}s^2`$ in $`^4`$ iff the corresponding rational curves $`l_p`$ and $`l_q`$ intersect in $`𝒫𝒯`$ at one point.
### 2.3 Curved twistor spaces and the geometry of the primed spin bundle.
Given a complex four-dimensional manifold $``$ with curved metric $`g`$, a twistor in $``$ is an $`\alpha `$-surface, i.e. a null two-dimensional surface whose tangent space at each point is an $`\alpha `$ plane. There are Frobenius integrability conditions for the existence of such $`\alpha `$-surfaces through each $`\alpha `$-plane element at each point and these are equivalent, after some calculation, to the vanishing of the self-dual part of the Weyl curvature, $`C_{A^{}B^{}C^{}D^{}}`$. Thus, given $`C_{A^{}B^{}C^{}D^{}}=0`$, we can define a twistor space $`𝒫𝒯`$ to be the three complex dimensional manifold of $`\alpha `$-surfaces in $``$. If $`g`$ is also Ricci flat then $`𝒫𝒯`$ has further structures which are listed in the Nonlinear Graviton Theorem:
###### Theorem 2.1 (Penrose )
There is a 1-1 correspondence between complex ASD vacuum metrics on complex four-manifolds and three dimensional complex manifolds $`𝒫𝒯`$ such that
* There exists a holomorphic projection $`\mu :𝒫𝒯^1`$
* $`𝒫𝒯`$ is equipped with a four complex parameter family of sections of $`\mu `$ each with a normal bundle $`𝒪(1)𝒪(1)`$, (this will follow from the existence of one such curve by Kodaira theory),
* Each fibre of $`\mu `$ has a symplectic structure $`\mathrm{\Sigma }_\lambda \mathrm{\Gamma }(\mathrm{\Lambda }^2(\mu ^1(\lambda ))𝒪(2)),`$ where $`\lambda ^1`$.
To obtain real metrics on a real 4-manifold, we can require further that the twistor space admit an anti-holomorphic involution.
The correspondence space $`=\times ^1`$ is coordinatized by $`(x,\lambda )`$, where $`x`$ denotes the coordinates on $``$ and $`\lambda `$ is the coordinate on $`^1`$ that parametrises the $`\alpha `$-surfaces through $`x`$ in $``$. We represent $``$ as the quotient of the primed-spin bundle $`S^A^{}`$ with fibre coordinates $`\pi _A^{}`$ by the Euler vector field $`\mathrm{{\rm Y}}=\pi ^A^{}/\pi ^A^{}`$. We relate the fibre coordinates to $`\lambda `$ by $`\lambda =\pi _0^{}/\pi _1^{}`$. A form with values in the line bundle $`𝒪(n)`$ on $``$ can be represented by a homogeneous form $`\alpha `$ on the non-projective spin bundle satisfying
$$\mathrm{{\rm Y}}\text{}\alpha =0,_\mathrm{{\rm Y}}\alpha =n\alpha .$$
The space $``$ possesses a natural two dimensional distribution called the twistor distribution, or Lax pair, to emphasise the analogy with integrable systems. The Lax pair on $``$ arises as the image under the projection $`TS^A^{}T`$ of the distribution spanned by
$$\pi ^A^{}_{AA^{}}+\mathrm{\Gamma }_{AA^{}B^{}C^{}}\pi ^A^{}\pi ^B^{}\frac{}{\pi _C^{}}$$
on $`TS^A^{}`$ where the $`_{AA^{}}`$ are a null tetrad for the metric on $``$, and $`\mathrm{\Gamma }_{AA^{}B^{}C^{}}`$ are the components of the spin connection in the associated spin frame ($`_{AA^{}}+\mathrm{\Gamma }_{AA^{}B^{}C^{}}\pi ^B^{}\frac{}{\pi _C^{}}`$ is the horizontal distribution on $`S_A^{}`$). We can also represent the Lax pair on the projective spin bundle by <sup>2</sup><sup>2</sup>2 Various powers of $`\pi _1^{}`$ in formulae like (2.8) guarantee the correct homogeneity. We usually shall omit them when working on the projective spin bundle. In a projection $`S^A^{}`$ we shall use the replacement formula
$$\frac{}{\pi ^A^{}}\frac{\pi _A^{}}{\pi _{1^{}}^{}{}_{}{}^{2}}_\lambda .$$
(2.7) This is because (on functions of $`\lambda `$)
$$\frac{}{\pi _A^{}}\left(\frac{\pi _0^{}}{\pi _1^{}}\right)=\frac{\pi _1^{}o^A^{}\pi _0^{}\iota ^A^{}}{\pi _{1^{}}^{}{}_{}{}^{2}}=\frac{\pi ^A^{}}{\pi _{1^{}}^{}{}_{}{}^{2}}.$$
$$L_A=(\pi _1^{}^1)(\pi ^A^{}_{AA^{}}+f_A_\lambda ),\text{ where }f_A=(\pi _1^{}^2)\mathrm{\Gamma }_{AA^{}B^{}C^{}}\pi ^A^{}\pi ^B^{}\pi ^C^{}.$$
(2.8)
The integrability of the twistor distribution is equivalent to $`C_{A^{}B^{}C^{}D^{}}=0`$, the vanishing of the self-dual Weyl spinor. When the Ricci tensor vanishes also, a covariant constant primed spin frame can be found so that $`\mathrm{\Gamma }_{AA^{}B^{}C^{}}=0`$. We assume this from now on.
The projective twistor space $`𝒫𝒯`$ arises as a quotient of $``$ by the twistor distribution. With the Ricci flat condition, the coordinate $`\lambda `$ descends to twistor space and $`\pi _A^{}`$ descends to the non-projective twistor space. It can be covered by two sets, $`U=\{|\lambda |<1+ϵ\}`$ and $`\stackrel{~}{U}=\{|\lambda |>1ϵ\}`$. On the non-projective space we can introduce extra coordinates $`\omega ^A`$ of homogeneity degree one so that $`(\omega ^A,\pi _A^{}),\pi _A^{}\iota _A^{}`$ are homogeneous coordinates on $`U`$ and similarly $`(\stackrel{~}{\omega }^A,\pi _A^{}),\pi _A^{}o_A^{})`$ on $`\stackrel{~}{U}`$. The twistor space $`𝒫𝒯`$ is then determined by the transition function $`\stackrel{~}{\omega }^B=\stackrel{~}{\omega }^B(\omega ^A,\pi _A^{})`$ on $`U\stackrel{~}{U}`$.
The correspondence space has the alternate definition
$$=𝒫𝒯\times |_{Zl_x}=\times ^1$$
where $`l_x`$ is the line in $`𝒫𝒯`$ that corresponds to $`x`$ and $`Z𝒫𝒯`$ lies on $`l_x`$. This leads to a double fibration
$$\stackrel{p}{}\stackrel{q}{}𝒫𝒯.$$
(2.9)
The existence of $`L_A`$ can also be deduced directly from the correspondence. From , points in $``$ correspond to rational curves in $`𝒫𝒯`$ with normal bundle $`𝒪^A(1):=𝒪(1)𝒪(1)`$. The normal bundle to $`l_x`$ consists of vectors tangent to $`x`$ (horizontally lifted to $`T_{(x,\lambda )}`$) modulo the twistor distribution. Therefore we have a sequence of sheaves over $`^1`$
$$0D^4𝒪^A(1)0.$$
The map $`^4𝒪^A(1)`$ is given by $`V^{AA^{}}V^{AA^{}}\pi _A^{}`$. Its kernel consists of vectors of the form $`\pi ^A^{}\lambda ^A`$ with $`\lambda ^A`$ varying. The twistor distribution is therefore $`D=O(1)S^A`$ and so there is a canonical $`L_A\mathrm{\Gamma }(D𝒪(1)S_A)`$, as given in (2.8).
### 2.4 Some formulations of the ASD vacuum condition
The ASD vacuum conditions $`C_{A^{}B^{}C^{}D^{}}=0`$, $`\mathrm{\Phi }_{ABA^{}B^{}}=0=R`$ imply the existence of a normalised, covariantly constant frame $`(o^A^{},\iota ^A^{})`$ of $`S^A^{}`$, so that $`\mathrm{\Gamma }_{AA^{}B^{}C^{}}=0`$. One can further choose an unprimed spin frame so that the Lax pair (2.8) consists of volume-preserving vector fields on $``$:
###### Proposition 2.2 (Mason & Newman .)
Let $`\widehat{}_{AA^{}}=(\widehat{}_{00^{}},\widehat{}_{01^{}}\widehat{}_{10^{}}\widehat{}_{11^{}})`$ be four independent holomorphic vector fields on a four-dimensional complex manifold $``$ and let $`\nu `$ be a nonzero holomorphic four-form. Put
$$L_0=\widehat{}_{00^{}}\lambda \widehat{}_{01^{}},L_1=\widehat{}_{10^{}}\lambda \widehat{}_{11^{}}.$$
(2.10)
Suppose that for every $`\lambda ^1`$
$$[L_0,L_1]=0,_{L_A}\nu =0.$$
(2.11)
Here $`_V`$ denotes the Lie derivative. Then
$$_{AA^{}}=f^1\widehat{}_{AA^{}},\text{where}f^2:=\nu (\widehat{}_{00^{}},\widehat{}_{01^{}}\widehat{}_{10^{}}\widehat{}_{11^{}}),$$
is a null-tetrad for an ASD vacuum metric. Every such metric locally arises in this way.
In the last proposition is generalised to the hyper-Hermitian case. A choice of unprimed spin frame with $`f^2=1`$ is always possible and we shall assume this here-on so that $`_{AA^{}}=\widehat{}_{AA^{}}`$. For easy reference we rewrite the field equations (2.11) in full
$$[_{A0^{}},_{B0^{}}]=0,$$
(2.12)
$$[_{A0^{}},_{B1^{}}]+[_{A1^{}},_{B0^{}}]=0,$$
(2.13)
$$[_{A1^{}},_{B1^{}}]=0.$$
(2.14)
Let $`\mathrm{\Sigma }^{A^{}B^{}}`$ be the usual basis of SD two-forms. On the correspondence space, define
$$\mathrm{\Sigma }(\lambda ):=\mathrm{\Sigma }^{A^{}B^{}}\pi _A^{}\pi _B^{}.$$
(2.15)
The formulation of the ASDVE condition dual to (2.11) is:
###### Proposition 2.3 (Plebański , Gindikin )
If a two-form of the form
$$\mathrm{\Sigma }(\lambda ):=\mathrm{\Sigma }^{A^{}B^{}}\pi _A^{}\pi _B^{}$$
on the correspondence space satisfies
$$\mathrm{d}_h\mathrm{\Sigma }(\lambda )=0,\mathrm{\Sigma }(\lambda )\mathrm{\Sigma }(\lambda )=0$$
(2.16)
where $`\mathrm{d}_h`$ is the exterior derivative holding $`\pi _A^{}`$ constant, then there exist one-forms $`e^{AA^{}}`$ related to $`\mathrm{\Sigma }^{A^{}B^{}}`$ by equation (2.3) which give an ASD vacuum tetrad.
Note that the simplicity condition in (2.16) arises from the condition that $`\mathrm{\Sigma }^{A^{}B^{}}`$ comes from a tetrad.
To construct Gindikin’s two-form starting from the twistor space, one can pull back the fibrewise complex symplectic structure on $`𝒫𝒯^1`$ to the projective spin bundle and fix the ambiguity by requiring that it annihilates vectors tangent to the fibres. The resulting two-form is $`𝒪(2)`$ valued. (To obtain Gindikin’s two-form one should divide it by a constant section of $`𝒪(2)`$.)
Put $`\mathrm{\Sigma }^{0^{}0^{}}=\stackrel{~}{\alpha },\mathrm{\Sigma }^{0^{}1^{}}=\omega ,\mathrm{\Sigma }^{1^{}1^{}}=\alpha `$. The second equation in (2.16) becomes
$$\omega \omega =2\alpha \stackrel{~}{\alpha }:=2\nu ,\alpha \omega =\stackrel{~}{\alpha }\omega =\alpha \alpha =\stackrel{~}{\alpha }\stackrel{~}{\alpha }=0.$$
Equations (2.16) can be seen to arise from (2.11) by observing that $`\mathrm{\Sigma }(\lambda )`$ can be defined by
$$\epsilon _{AB}\mathrm{\Sigma }(\lambda )=\nu (L_A,L_B,\mathrm{},\mathrm{}).$$
Note also that $`L_A`$ spans a two-dimensional distribution annihilating $`\mathrm{\Sigma }(\lambda )`$.
The two one-forms $`e^A:=\pi _A^{}e^{AA^{}}`$ by definition annihilate the twistor distribution. Define $`(1,1)`$ tensors $`_A^{}^B^{}:=e^{AB^{}}_{AA^{}}`$ so that
$$e^AL_A=\pi _B^{}\pi ^A^{}_A^{}^B^{}=_0+\lambda (\stackrel{~}{})\lambda ^2_2$$
where $`(_0^{}^0^{},_1^{}^0^{},_0^{}^1^{},_1^{}^1^{})=(\stackrel{~}{},_0,_2,)`$. If the field equations are satisfied then the Euclidean slice of $``$ is equipped with three integrable complex structures given by $`J_i:=\{i(_2_0),(\stackrel{~}{}),(_2+_0)\}`$ and three symplectic structures $`\omega _i=\{(i(\alpha \stackrel{~}{\alpha }),i\omega ,(\alpha +\stackrel{~}{\alpha })\}`$ compatible with the $`J_i`$. It is therefore a hyper-Kähler manifold.
### 2.5 The ASD condition and heavenly equations
Part of the residual gauge freedom in (2.11) is fixed by selecting one of Plebański’s null coordinate systems.
1. Equations (2.13) and (2.14) imply the existence of a coordinate system
$$(w,z,\stackrel{~}{w},\stackrel{~}{z})=:(w^A,\stackrel{~}{w}^A)$$
and a complex-valued function $`\mathrm{\Omega }`$ such that
$$_{AA^{}}=\left(\begin{array}{cc}\mathrm{\Omega }_{w\stackrel{~}{w}}_{\stackrel{~}{z}}\mathrm{\Omega }_{w\stackrel{~}{z}}_{\stackrel{~}{w}}& _w\\ \mathrm{\Omega }_{z\stackrel{~}{w}}_{\stackrel{~}{z}}\mathrm{\Omega }_{z\stackrel{~}{z}}_{\stackrel{~}{w}}& _z\end{array}\right)=\left(\frac{^2\mathrm{\Omega }}{w^A\stackrel{~}{w}^B}\frac{}{\stackrel{~}{w}_B}\frac{}{w^A}\right).$$
(2.17)
Equation (2.12) yields the first heavenly equation
$$\mathrm{\Omega }_{w\stackrel{~}{z}}\mathrm{\Omega }_{z\stackrel{~}{w}}\mathrm{\Omega }_{w\stackrel{~}{w}}\mathrm{\Omega }_{z\stackrel{~}{z}}=1\text{or}\frac{1}{2}\frac{^2\mathrm{\Omega }}{w_A\stackrel{~}{w}_B}\frac{^2\mathrm{\Omega }}{w^A\stackrel{~}{w}^B}=1.$$
(2.18)
The dual tetrad is
$$e^{A1^{}}=\mathrm{d}w^A,e^{A0^{}}=\frac{^2\mathrm{\Omega }}{w_A\stackrel{~}{w}_B}\mathrm{d}\stackrel{~}{w}_B$$
(2.19)
with the flat solution $`\mathrm{\Omega }=w^A\stackrel{~}{w}_A`$. The only nontrivial part of $`\mathrm{\Sigma }^{A^{}B^{}}`$ is $`\mathrm{\Sigma }^{0^{}1^{}}=\stackrel{~}{}\mathrm{\Omega }`$ so that $`\mathrm{\Omega }`$ is a Kähler scalar. The Lax pair for the first heavenly equation is
$`L_0:`$ $`=`$ $`\mathrm{\Omega }_{w\stackrel{~}{w}}_{\stackrel{~}{z}}\mathrm{\Omega }_{w\stackrel{~}{z}}_{\stackrel{~}{w}}\lambda _w,`$
$`L_1:`$ $`=`$ $`\mathrm{\Omega }_{z\stackrel{~}{w}}_{\stackrel{~}{z}}\mathrm{\Omega }_{z\stackrel{~}{z}}_{\stackrel{~}{w}}\lambda _z.`$ (2.20)
Equations $`L_0\mathrm{\Psi }=L_1\mathrm{\Psi }=0`$ have solutions provided that $`\mathrm{\Omega }`$ satisfies the first heavenly equation (2.18). Here $`\mathrm{\Psi }`$ is a function on $``$.
2. Alternatively equations (2.12) and (2.13) imply the existence of a complex-valued function $`\mathrm{\Theta }`$ and coordinate system $`(w,z,x,y)=:(w^A,x_A)`$, $`w^A`$ as above, such that
$$_{AA^{}}=\left(\begin{array}{cc}_y& _w+\mathrm{\Theta }_{yy}_x\mathrm{\Theta }_{xy}_y\\ _x& _z\mathrm{\Theta }_{xy}_x+\mathrm{\Theta }_{xx}_y\end{array}\right)=\left(\frac{}{x^A}\frac{}{w^A}+\frac{^2\mathrm{\Theta }}{x^Ax^B}\frac{}{x_B}\right).$$
(2.21)
As a consequence of (2.14) $`\mathrm{\Theta }`$ satisfies second heavenly equation
$$\mathrm{\Theta }_{xw}+\mathrm{\Theta }_{yz}+\mathrm{\Theta }_{xx}\mathrm{\Theta }_{yy}\mathrm{\Theta }_{xy}^{}{}_{}{}^{2}=0\text{or}\frac{^2\mathrm{\Theta }}{w^Ax_A}+\frac{1}{2}\frac{^2\mathrm{\Theta }}{x^Bx^A}\frac{^2\mathrm{\Theta }}{x_Bx_A}=0.$$
(2.22)
The dual frame is given by
$$e^{A0^{}}=\mathrm{d}x^A+\frac{^2\mathrm{\Theta }}{x^Bx_A}\mathrm{d}w^B,e^{A1^{}}=\mathrm{d}w^A$$
(2.23)
with $`\mathrm{\Theta }=0`$ defining the flat metric. The Lax pair corresponding to (2.22) is
$`L_0`$ $`=`$ $`_y\lambda (_w\mathrm{\Theta }_{xy}_y+\mathrm{\Theta }_{yy}_x),`$
$`L_1`$ $`=`$ $`_x+\lambda (_z+\mathrm{\Theta }_{xx}_y\mathrm{\Theta }_{xy}_x).`$ (2.24)
Both heavenly equations were originally derived by Plebański from the formulation (2.16). The closure condition is used, via Darboux’s theorem, to introduce $`\omega ^A`$, canonical coordinates on the spin bundle, holomorphic around $`\lambda =0`$ such that the two-form (2.15) is $`\mathrm{\Sigma }(\lambda )=\mathrm{d}_h\omega ^A\mathrm{d}_h\omega _A`$. The various forms of the heavenly equations can be obtained by adapting different coordinates and gauges to these forms.
## 3 The recursion operator
In §§3.1 the recursion operator $`R`$ for the anti-self-dual Einstein vacuum equations is constructed. In §§3.2 then show that the generating function for $`R^i\varphi `$ is automatically a twistor function, and is in fact a $`\stackrel{ˇ}{C}`$ech representative for $`\varphi `$. It is shown that $`R`$ acts on such a twistor function by multiplication. A similar application to the coordinates used in the heavenly equations yields the coordinate description of the twistor space starting. In §§3.3 we show how that the action of the recursion operator on space-time corresponds to multiplication of the corresponding twistor functions by $`\lambda `$. In §§3.4 the algebra of hidden symmetries of the second heavenly equation is constructed by applying the recursion operator to the explicit symmetries. In §§3.5, $`R`$ is used to build a higher valence Killing spinors corresponding to hidden symmetries. In the last subsections examples of the use of the recursion operator are given.
### 3.1 The recursion relations
The recursion operator $`R`$ is a map from the space of linearised perturbations of the ASDVE equations to itself. This can be used to construct the ASDVE hierarchy whose higher flows are generated by acting on one of the coordinate flows with the recursion operator $`R`$.
We will identify the space of linearised perturbations to the ASDVE equations with solutions to the background coupled wave equations in two ways as follows.
###### Lemma 3.1
Let $`\mathrm{}_\mathrm{\Omega }`$ and $`\mathrm{}_\mathrm{\Theta }`$ denote wave operators on the ASD background determined by $`\mathrm{\Omega }`$ and $`\mathrm{\Theta }`$ respectively. Linearised solutions to (2.18) and (2.22) satisfy
$$\mathrm{}_\mathrm{\Omega }\delta \mathrm{\Omega }=0,\mathrm{}_\mathrm{\Theta }\delta \mathrm{\Theta }=0.$$
(3.25)
Proof. In both cases $`\mathrm{}_g=_{A1^{}}_{}^{A}{}_{0^{}}{}^{}`$ since
$$\mathrm{}_g=\frac{1}{\sqrt{g}}_a(g^{ab}\sqrt{g}_b)=g^{ab}_a_b+(_ag^{ab})_b$$
but $`_ag^{ab}=0`$ for both heavenly coordinate systems. For the first equation $`(\stackrel{~}{}(\mathrm{\Omega }+\delta \mathrm{\Omega }))^2=\nu `$ implies
$$0=(\stackrel{~}{}\mathrm{\Omega }\stackrel{~}{})\delta \mathrm{\Omega }=\mathrm{d}(\stackrel{~}{}\mathrm{\Omega }(\stackrel{~}{})\delta \mathrm{\Omega })=\mathrm{d}\mathrm{d}\delta \mathrm{\Omega }.$$
Here $``$ is the Hodge star operator corresponding to $`g`$. For the second equation we make use of the tetrad (2.21) and perform coordinate calculations.
$`\mathrm{}`$
From now on we identify tangent spaces to the spaces of solutions to (2.18) and (2.22) with the space of solutions to the curved background wave equation, $`𝒲_g`$. We will define the recursion operator on the space $`𝒲_g`$.
The above lemma shows that we can consider a linearised perturbation as an element of $`𝒲_g`$ in two ways. These two will be related by the square of the recursion operator. The linearised vacuum metrics corresponding to $`\delta \mathrm{\Omega }`$ and $`\delta \mathrm{\Theta }`$ are
$$h_{}^{I}{}_{AA^{}BB^{}}{}^{}=\iota _{(A^{}}o_{B^{})}_{(A1^{}}_{B)0^{}}\delta \mathrm{\Omega },h_{}^{II}{}_{AA^{}BB^{}}{}^{}=o_A^{}o_B^{}_{A0^{}}_{B0^{}}\delta \mathrm{\Theta }.$$
where $`o^A^{}=(1,0)`$ and $`\iota ^A^{}=(0,1)`$ are the constant spin frame associated to the null tetrads given above. Given $`\varphi 𝒲_g`$ we use the first of these equations to find $`h^I`$. If we put the perturbation obtained in this way on the LHS of the second equation and add an appropriate gauge term we obtain $`\varphi ^{}`$ \- the new element of $`𝒲_g`$ that provides the $`\delta \mathrm{\Theta }`$ which gives rise to
$$h_{ab}^{II}=h_{ab}^I+_{(a}V_{b)}.$$
(3.26)
To extract the recursion relations we must find $`V`$ such that $`h_{}^{I}{}_{AA^{}BB^{}}{}^{}_{(AA^{}}V_{BB^{})}=o_A^{}o_B^{}\chi _{AB}.`$ Take $`V_{BB^{}}=o_B^{}_{B1^{}}\delta \mathrm{\Omega }`$, which gives
$$_{(AA^{}}V_{BB^{})}=\iota _{(A^{}}o_{B^{})}_{(A0^{}}_{B)1^{}}\delta \mathrm{\Omega }+o_A^{}o_B^{}_{A1^{}}_{B1^{}}\delta \mathrm{\Omega }.$$
This reduces (3.26) to
$$_{A1^{}}_{B1^{}}\varphi =_{A0^{}}_{B0^{}}\varphi ^{}.$$
(3.27)
###### Definition 3.2
Define the recursion operator $`R:𝒲_g𝒲_g`$ by
$$\iota ^A^{}_{AA^{}}\varphi =o^A^{}_{AA^{}}R\varphi ,$$
(3.28)
so formally $`R=(_{A0^{}})^1_{A1^{}}`$ (no summation over the index $`A`$).
Remarks:
* From (3.28) and from (2.11) it follows that if $`\varphi `$ belongs to $`𝒲_g`$ then so does $`R\varphi `$.
* If $`R^2\delta \mathrm{\Omega }=\delta \mathrm{\Theta }`$ then $`\delta \mathrm{\Omega }`$ and $`\delta \mathrm{\Theta }`$ correspond to the same variation in the metric up to gauge.
* The operator $`\varphi _{A0^{}}\varphi `$ is over-determined, and its consistency follows from the wave equation on $`\varphi `$.
* This definition is formal in that in order to invert the operator $`\varphi _{A0^{}}\varphi `$ we need to specify boundary conditions.
To summarize:
###### Proposition 3.3
Let $`𝒲_g`$ be the space of solutions of the wave equation on the curved ASD background given by $`g`$.
1. Elements of $`𝒲_g`$ can be identified with linearised perturbations of the heavenly equations.
2. There exists a (formal) map $`R:𝒲_g𝒲_g`$ given by (3.28).
The recursion operator can be generalised to act on solutions to the higher helicity Zero Rest-Mass equations on the ASD vacuum backgrounds by using Herz potentials. We restrict ourselves to the gauge invariant case of left-handed neutrino field $`\psi _A`$ on a heavenly background. First note that any solution of
$$^{AA^{}}\psi _A=0$$
must be of the form $`_{A0^{}}\varphi `$ where $`\varphi 𝒲_g`$. Define the recursion relations
$$\psi _A:=_{A0^{}}R\varphi .$$
(3.29)
It is easy to see that $``$ maps solutions into solutions, although again the definition is formal in that boundary conditions are required to eliminate the ambiguities. A conjugate recursion operator $``$ will play a role in the Hamiltonian formulation in Section 5.
### 3.2 The recursion operator and twistor functions
A twistor function $`f`$ can be pulled back to the correspondence space $`F`$. A function $`f`$ on $`F`$ descends to twistor space iff $`L_Af=0`$.
Given $`\varphi 𝒲_g`$, define, for $`i`$, a hierarchy of linear fields, $`\varphi _iR^i\varphi _0`$. Put $`\mathrm{\Psi }=_{\mathrm{}}^{\mathrm{}}\varphi _i\lambda ^i`$ and observe that the recursion equations are equivalent to $`L_A\mathrm{\Psi }=0`$. Thus $`\mathrm{\Psi }`$ is a function on the twistor space $`𝒫𝒯`$. Conversely every solution of $`L_A\mathrm{\Psi }=0`$ defined on a neighbourhood of $`|\lambda |=1`$ can be expanded in a Laurent series in $`\lambda `$ with the coefficients forming a series of elements of $`𝒲_g`$ related by the recursion operator. The function $`\mathrm{\Psi }`$, when multiplied by $`1/(\pi _0^{}\pi _1^{})`$, is a $`\stackrel{ˇ}{C}`$ech representative of the element of $`H^1(𝒫𝒯,𝒪(2))`$ that corresponds to the solution of the wave equation $`\varphi `$ under the Penrose transform (i.e. by integration around $`|\lambda |=1`$). The ambiguity in the inversion of $`_{A0^{}}`$ means that there are many such functions $`\mathrm{\Psi }`$ that can be obtained from a given $`\varphi `$. However, they are all equivalent as cohomology classes.
It is clear that a series corresponding to $`R\varphi `$ is the function $`\lambda ^1\mathrm{\Psi }`$. As noted before, $`R`$ is not completely well defined when acting on $`𝒲_g`$ because of the ambiguity in the inversion of $`_{A0^{}}`$. However, the definition $`R\mathrm{\Psi }=\mathrm{\Psi }/\lambda `$ is well defined as a twistor function on $`𝒫𝒯`$, but the problem resurfaces when one attempts to treat $`\mathrm{\Psi }(\lambda )`$ as a representative of a cohomology class since pure gauge elements of the first sheaf cohomology group $`H^1(𝒫𝒯,𝒪(2))`$ are mapped to functions defining a non-trivial element of the cohomology. Note, however, that with the definition $`R\mathrm{\Psi }=\mathrm{\Psi }/\lambda `$, the action of $`R`$ is well defined on twistor functions and can be iterated without ambiguity.
We can in this way build coordinate charts on twistor space from those on space-time arising from the choices in the Plebanski reductions. Put $`\omega _0^A=w^A=(w,z)`$; the surfaces of constant $`\omega _0^A`$ are twistor surfaces. We have that $`_{}^{A}{}_{0^{}}{}^{}\omega _0^B=0`$ so that in particular $`_{A1^{}}_{}^{A}{}_{0^{}}{}^{}\omega _0^B=0`$ and if we define $`\omega _i^A=R^i\omega _0^A`$ then we can choose $`\omega _i^A=0`$ for negative $`i`$. We define
$$\omega ^A=\underset{i=0}{\overset{\mathrm{}}{}}\omega _i^A\lambda ^i.$$
(3.30)
We can similarly define $`\stackrel{~}{\omega }^A`$ by $`\stackrel{~}{\omega }_0^A=\stackrel{~}{w}^A`$ and choose $`\stackrel{~}{\omega }_i^A=0`$ for $`i>0`$. Note that $`\omega ^A`$ and $`\stackrel{~}{\omega }^A`$ are solutions of $`L_A`$ holomorphic around $`\lambda =0`$ and $`\lambda =\mathrm{}`$ respectively and they can be chosen so that they extend to a neighbourhood of the unit disc and a neighbourhood of the complement of the unit disc and can therefore be used to provide a patching description of the twistor space.
### 3.3 The Penrose transform of linearised deformations and the recursion operator
The recursion operator acts on linearised perturbations of the ASDVE equations. Under the twistor correspondence, these correspond to linearised holomorphic deformations of (part of) $`𝒫𝒯`$.
Cover $`𝒫𝒯`$ by two sets, $`U`$ and $`\stackrel{~}{U}`$ with $`|\lambda |<1+ϵ`$ on $`U`$ and $`|\lambda |>1ϵ`$ on $`\stackrel{~}{U}`$ with $`(\omega ^A,\lambda )`$ coordinates on $`U`$ and $`(\stackrel{~}{\omega }^A,\lambda ^1)`$ on $`\stackrel{~}{U}`$. The twistor space $`𝒫𝒯`$ is then determined by the transition function $`\stackrel{~}{\omega }^B=\stackrel{~}{\omega }^B(\omega ^A,\pi _A^{})`$ on $`U\stackrel{~}{U}`$ which preserves the fibrewise 2-form, $`\mathrm{d}\omega ^A\mathrm{d}\omega _A|_{\lambda =\mathrm{const}.}=\mathrm{d}\stackrel{~}{\omega }^A\mathrm{d}\stackrel{~}{\omega }_A|_{\lambda =\mathrm{const}.}`$.
Infinitesimal deformations are given by elements of $`H^1(𝒫𝒯,𝚯)`$, where $`𝚯`$ denotes a sheaf of germs of holomorphic vector fields. Let
$$Y=f^A(\omega ^B,\pi _B^{})\frac{}{\omega ^A}$$
defined on the overlap $`U\stackrel{~}{U}`$ and define a class in $`H^1(𝒫𝒯,𝚯)`$ that preserves the fibration $`𝒫𝒯^1`$. The corresponding infinitesimal deformation is given by
$$\stackrel{~}{\omega }^A(\omega ^A,\pi _A^{},t)=(1+tY)(\stackrel{~}{\omega }^A)+O(t^2).$$
(3.31)
From the globality of $`\mathrm{\Sigma }(\lambda )=\mathrm{d}\omega ^A\mathrm{d}\omega _A`$ it follows that $`Y`$ is a Hamiltonian vector field with a Hamiltonian $`fH^1(𝒫𝒯,𝒪(2))`$ with respect to the symplectic structure $`\mathrm{\Sigma }`$. A finite deformation is given by integrating
$$\frac{\mathrm{d}\stackrel{~}{\omega }^B}{\mathrm{d}t}=\epsilon ^{BA}\frac{f}{\stackrel{~}{\omega }^A}.$$
from $`t=0`$ to $`1`$. Infinitesimally we can put
$$\delta \stackrel{~}{\omega }^A=\frac{\delta f}{\stackrel{~}{\omega }_A}.$$
(3.32)
If the ASD metric is determined by $`\mathrm{\Theta }`$ and then $`\epsilon ^{BA}\delta f/\omega ^B`$, (or more simply $`\delta f`$) is a linearised deformation corresponding to $`\delta \mathrm{\Theta }𝒲_g`$.
The recursion operator acts on linearised deformations as follows
###### Proposition 3.4
Let $`R`$ be the recursion operator defined by (3.28). Its twistor counterpart is the multiplication operator
$$R\delta f=\frac{\pi _1^{}}{\pi _0^{}}\delta f=\lambda ^1\delta f.$$
(3.33)
\[Note that $`R`$ acts on $`\delta f`$ without ambiguity; the ambiguity in boundary condition for the definition of $`R`$ on space-time is absorbed into the choice of explicit representative for the cohomology class determined by $`\delta f`$.\]
Proof. Pull back $`\delta f`$ to the primed spin bundle on which it is a coboundary so that
$$\delta f(\pi _A^{},x^a)=h(\pi _A^{},x^a)\stackrel{~}{h}(\pi _A^{},x^a)$$
(3.34)
where $`h`$ and $`\stackrel{~}{h}`$ are holomorphic on $`U`$ and $`\stackrel{~}{U}`$ respectively (here we abuse notation and denote by $`U`$ and $`\stackrel{~}{U}`$ the open sets on the spin bundle that are the preimage of $`U`$ and $`\stackrel{~}{U}`$ on twistor space). A choice for the splitting (3.34) is given by
$`h`$ $`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _\mathrm{\Gamma }}{\displaystyle \frac{(\pi ^A^{}o_A^{})^3}{(\rho ^C^{}\pi _C^{})(\rho ^B^{}o_B^{})^3}}\delta f(\rho _E^{})\rho _D^{}d\rho ^D^{},`$ (3.35)
$`\stackrel{~}{h}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\stackrel{~}{\mathrm{\Gamma }}}}{\displaystyle \frac{(\pi ^A^{}o_A^{})^3}{(\rho ^C^{}\pi _C^{})(\rho ^B^{}o_B^{})^3}}\delta f(\rho _E^{})\rho _D^{}d\rho ^D^{}.`$
Here $`\rho _A^{}`$ are homogeneous coordinates of $`^1`$ pulled back to the spin bundle. The contours $`\mathrm{\Gamma }`$ and $`\stackrel{~}{\mathrm{\Gamma }}`$ are homologous to the equator of $`^1`$ in $`U\stackrel{~}{U}`$ and are such that $`\mathrm{\Gamma }\stackrel{~}{\mathrm{\Gamma }}`$ surrounds the point $`\rho _A^{}=\pi _A^{}`$.
The functions $`h`$ and $`\stackrel{~}{h}`$ are homogeneous of degree 1 in $`\pi _A^{}`$ and do not descend to $`𝒫𝒯`$, whereas their difference does so that
$$\pi ^A^{}_{AA^{}}h=\pi ^A^{}_{AA^{}}\stackrel{~}{h}=\pi ^A^{}\pi ^B^{}\pi ^C^{}\mathrm{\Sigma }_{AA^{}B^{}C^{}}$$
(3.36)
where the first equality shows that the LHS is global with homogeneity degree 2 and implies the second equality for some $`\mathrm{\Sigma }_{AA^{}B^{}C^{}}`$ which will be the third potential for a linearised ASD Weyl spinor. $`\mathrm{\Sigma }_{AA^{}B^{}C^{}}`$ is in general defined modulo terms of the form $`_{A(A^{}}\gamma _{B^{}C^{})}`$ but this gauge freedom is partially fixed by choosing the integral representation above; $`h`$ vanishes to third order at $`\pi _A^{}=o_A^{}`$ and direct differentiation, using $`_{AA^{}}\delta f=\rho _A^{}\delta f_A`$ for some $`\delta f_A`$, gives $`\mathrm{\Sigma }_{AA^{}B^{}C^{}}=o_A^{}o_B^{}o_C^{}_{A0^{}}\delta \mathrm{\Theta }`$ where
$$\delta \mathrm{\Theta }=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{\delta f}{(\rho ^B^{}o_B^{})^4}\rho _D^{}d\rho ^D^{}.$$
(3.37)
This is consistent with the Plebanski gauge choices (there is also a gauge freedom in $`\delta \mathrm{\Theta }`$ arising from cohomology freedom in $`\delta f`$ which we shall describe in the next subsection.) The condition $`_{A(D^{}}\mathrm{\Sigma }_{}^{A}{}_{A^{}B^{}C^{})}{}^{}=0`$ follows from equation (3.36) which, with the Plebański gauge choice, implies $`\delta \mathrm{\Theta }𝒲_g`$. Thus we obtain a twistor integral formula for the linearisation of the second heavenly equation.
Now recall formula (3.28) defining $`R`$. Let $`R\delta f`$ be the twistor function corresponding to $`R\delta \mathrm{\Theta }`$ by (3.37). The recursion relations yield
$$_\mathrm{\Gamma }\frac{R\delta f_A}{(\rho ^B^{}o_B^{})^3}\rho _D^{}d\rho ^D^{}=_\mathrm{\Gamma }\frac{\delta f_A}{(\rho ^B^{}o_B^{})^2(\rho ^B^{}\iota _B^{})}\rho _D^{}d\rho ^D^{}$$
so $`R\delta f=\lambda ^1\delta f`$.
$`\mathrm{}`$
Let $`\delta \mathrm{\Omega }`$ be the linearisation of the first heavenly potential. From $`R^2\delta \mathrm{\Omega }=\delta \mathrm{\Theta }`$ it follows that
$$\delta \mathrm{\Omega }=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{\delta f}{(\rho _A^{}o^A^{})^2(\rho _B^{}\iota ^B^{})^2}\rho _C^{}d\rho ^C^{}.$$
### 3.4 Hidden symmetry algebra
The ASDVE equations in the Plebański forms have a residual coordinate symmetry. This consists of area preserving diffeomorphisms in the $`w^A`$ coordinates together with some extra transformations that depend on whether one is reducing to the first or second form. By regarding the infinitesimal forms of these transformations as linearised perturbations and acting on them using the recursion operator, the coordinate (passive) symmetries can be extended to give ‘hidden’ (active) symmetries of the heavenly equations. Formulae (3.37) and (3.33) can be used to recover the known relations (see for example ) of the hidden symmetry algebra of the heavenly equations. We deal with the second equation as the case of the first equation was investigated by other methods .
Let $`M`$ be a volume preserving vector field on $``$. Define $`\delta _M^0_{AA^{}}:=[M,_{AA^{}}]`$. This is a pure gauge transformation corresponding to addition of $`_Mg`$ to the space-time metric and preserves the field equations. Note that
$$[\delta _M^0,\delta _N^0]_{AA^{}}:=\delta _{[M,N]}^0_{AA^{}}.$$
Once a Plebański coordinate system and reduced equations have been obtained, the reduced equation will not be invariant under all the SDiff$`()`$ transformations. The second form will be preserved if we restrict ourselves to transformations which preserve the SD two-forms $`\mathrm{\Sigma }^{1^{}1^{}}=\mathrm{d}w_A\mathrm{d}w^A`$ and $`\mathrm{\Sigma }^{0^{}1^{}}=\mathrm{d}x_A\mathrm{d}w^A`$. The conditions $`_M\mathrm{\Sigma }^{0^{}0^{}}=_M\mathrm{\Sigma }^{0^{}1^{}}=0`$ imply that $`M`$ is given by
$$M=\frac{h}{w_A}\frac{}{w^A}+\left(\frac{g}{w_A}x^B\frac{^2h}{w_Aw^B}\right)\frac{}{x^A}$$
where $`h=h(w^A)`$ and $`g=g(w^A)`$. The space-time is now viewed as a cotangent bundle $`=T^{}𝒩^2`$ with $`w^A`$ being coordinates on a two-dimensional complex manifold $`𝒩^2`$. The full SDiff$`()`$ symmetry breaks down to the semi-direct product of SDiff$`(𝒩^2)`$, which acts on $``$ by a Lie lift, with $`\mathrm{\Gamma }(𝒩^2,𝒪)`$ which acts on $``$ by translations of the zero section by the exterior derivatives of functions on $`𝒩^2`$. Let $`\delta _M\mathrm{\Theta }`$ correspond to $`\delta _M^0_{AA^{}}`$ by
$$\delta _M^0_{A1^{}}=\frac{^2\delta _M\mathrm{\Theta }}{x^Ax^B}\frac{}{x_B}.$$
The ‘pure gauge’ elements are
$`\delta _M^0\mathrm{\Theta }`$ $`=`$ $`F+x_AG^A+x_Ax_B{\displaystyle \frac{^2g}{w_Aw_B}}+x_Ax_Bx_C{\displaystyle \frac{^3h}{w_Aw_Bw_C}}`$ (3.38)
$`+{\displaystyle \frac{g}{w_A}}{\displaystyle \frac{\mathrm{\Theta }}{x^A}}+{\displaystyle \frac{h}{w_A}}{\displaystyle \frac{\mathrm{\Theta }}{w^A}}x^B{\displaystyle \frac{^2h}{w_Aw^B}}{\displaystyle \frac{\mathrm{\Theta }}{x^A}}`$
where $`F,G^A,g,h`$ are functions of $`w^B`$ only.
The above symmetries can be seen to arise from symmetries on twistor space as follows. Since we have the symplectic form $`\mathrm{\Sigma }=\mathrm{d}\omega ^A\mathrm{d}\omega _A`$ on the fibres of $`\mu :𝒫𝒯^1`$, a symmetry is a holomorphic diffeomorphism of the set $`U`$ that restricts to a canonical transformation on each fibre. Let $`H=H(x^a,\lambda )=_{i=0}^{\mathrm{}}h_i\lambda ^i`$ be the Hamiltonian for an infinitesimal such transformation pulled back to the projective spin bundle. The functions $`h_i`$ depend on space time coordinates only. In particular $`h_0`$ and $`h_1`$ give $`h`$ and $`g`$ from the previous construction (3.38). This can be seen by calculating how $`\mathrm{\Theta }`$ transforms if $`\omega ^A=w^A+\lambda x^A+\lambda ^2\mathrm{\Theta }/x_A+\mathrm{}\widehat{\omega }^A`$. Now $`\mathrm{\Theta }`$ is treated as an object on the first jet bundle of a fixed fibre of $`𝒫𝒯`$ and it determines the structure of the second jet.
These symmetries take a solution to an equivalent solution. The recursion operator can be used to define an algebra of ‘hidden symmetries’ that take one solution to a different one as follows.
Let $`\delta _M^0\mathrm{\Theta }`$ be an expression of the form (3.38) which also satisfies $`\mathrm{}_g\delta _M^0\mathrm{\Theta }=0`$. We set
$$\delta _{M}^{}{}_{}{}^{i}\mathrm{\Theta }:=R^i\delta _M\mathrm{\Theta }𝒲_g.$$
###### Proposition 3.5
Generators of the hidden symmetry algebra of the second heavenly equation satisfy the relation
$$[\delta _{M}^{}{}_{}{}^{i},\delta _{N}^{}{}_{}{}^{j}]=\delta _{[M,N]}^{}{}_{}{}^{i+j}.$$
(3.39)
Proof. This can be proved directly by showing that the ambiguities in $`R`$ can be chosen so that $`R\delta _M=\delta _MR`$. It is perhaps more informative to prove it by its action on twistor functions.
Let $`\delta _M^if`$ be the twistor function corresponding to $`\delta _M^i\mathrm{\Theta }`$ (by (3.37)) treated as an element of $`\mathrm{\Gamma }(U\stackrel{~}{U},𝒪(2))`$ rather than $`H^1(𝒫𝒯,𝒪(2))`$. Define $`[\delta _M^i,\delta _N^j]`$ by
$$[\delta _M^i,\delta _N^j]\mathrm{\Theta }:=\frac{1}{2\pi i}\frac{\{\delta _M^if,\delta _N^jf\}}{(\pi _0^{})^4}\pi _A^{}d\pi ^A^{}$$
where the Poisson bracket is calculated with respect to a canonical Poisson structure on $`𝒫𝒯`$. From Proposition (3.33) it follows that
$$[\delta _M^i,\delta _N^j]\mathrm{\Theta }=\frac{1}{2\pi i}\lambda ^{ij}\frac{\{\delta _Mf,\delta _Nf\}}{(\pi _0^{})^4}\pi _A^{}d\pi ^A^{}=R^{i+j}\delta _{[M,N]}\mathrm{\Theta }$$
as required.
$`\mathrm{}`$
### 3.5 Recursion procedure for Killing spinors
Let $`(,g)`$ be an ASD vacuum space. We say that $`L_{A_1^{}\mathrm{}A_n^{}}`$ is a Killing spinor of type $`(0,n)`$ if
$$_{}^{A}{}_{(A^{}}{}^{}L_{B_1^{}\mathrm{}B_n^{})}=0.$$
(3.40)
Killing spinors of type $`(0,n)`$ give rise to Killing spinors of type $`(1,n1)`$ by
$$_{}^{A}{}_{A^{}}{}^{}L_{B_1^{}\mathrm{}B_n^{}}=\epsilon _{A^{}(B_1^{}}K_{}^{A}{}_{B_2^{}\mathrm{}B_n^{})}{}^{}.$$
In an ASD vacuum, $`K^{BB_2^{}\mathrm{}B_n^{}}`$ is also a Killing spinor
$$_{}^{(A}{}_{(A^{}}{}^{}K_{}^{B)}{}_{B_1^{}\mathrm{}B_n^{})}{}^{}=0.$$
Put (for $`i=0,\mathrm{},n`$)
$$L_i:=\iota ^{B_1^{}}\mathrm{}\iota ^{B_i^{}}o^{B_{i+1}^{}}\mathrm{}o^{B_n^{}}L_{B_1^{}\mathrm{}B_n^{}},$$
and contract (3.40) with $`\iota ^{B_1^{}}\mathrm{}\iota ^{B_i^{}}o^{B_{i+1}^{}}\mathrm{}o^{B_{n+1}^{}}`$ to obtain
$$i_{A1^{}}L_{i1}=(ni+1)_{A0^{}}L_i,i=0,\mathrm{},n1.$$
We make use of the recursion relations (3.28):
$$\frac{i}{n+1i}R(L_{i1})=L_i.$$
This leads to a general formula for Killing spinors (with $`_{A0^{}}L_0=0`$)
$$L_i=(1)^i\left(\genfrac{}{}{0pt}{}{n}{i}\right)^1R^i(L_0),L_{B_1^{}B_2^{}\mathrm{}B_n^{}}=\underset{i=0}{\overset{n}{}}o_{(B_1^{}}\mathrm{}o_{B_i^{}}\iota _{B_{i+1}^{}}\mathrm{}\iota _{B_n^{})}L_i$$
(3.41)
and equation (3.40) is then satisfied iff $`R^1L_0=RL_n=0`$.
### 3.6 Example 1
Let us demonstrate how to use the recursion procedure to find metrics with hidden symmetries. Let $`_{t_n}\mathrm{\Omega }:=\varphi _n`$ be a linearisation of the first heavenly equation. We have $`R:z\mathrm{\Omega }_w=_{t_1}\mathrm{\Omega }`$. Look for solutions to (2.18) with an additional constraint $`_{t_2}\mathrm{\Omega }=0`$. The recursion relations (3.28) imply $`\mathrm{\Omega }_{wz}=\mathrm{\Omega }_{ww}=0`$, therefore
$$\mathrm{\Omega }(w,z,\stackrel{~}{w},\stackrel{~}{z})=wq(\stackrel{~}{w},\stackrel{~}{z})+P(z,\stackrel{~}{w},\stackrel{~}{z}).$$
The heavenly equation yields $`\mathrm{d}q\mathrm{d}P\mathrm{d}z=\mathrm{d}\stackrel{~}{z}\mathrm{d}\stackrel{~}{w}\mathrm{d}z`$. With the definition $`_zP=p`$ the metric is
$$\mathrm{d}s^2=2\mathrm{d}w\mathrm{d}q+2\mathrm{d}z\mathrm{d}p+f\mathrm{d}z^2,$$
where $`f=2P_{zz}`$. We adopt $`(w,z,q,p)`$ as a new coordinate system. Heavenly equations imply that $`f=f(q,z)`$ is an arbitrary function of two variables. These are the null ASD plane wave solutions.
### 3.7 Example 2
Now we shall illustrate the Propositions 3.3 and 3.4 with the example of the Sparling–Tod solution . The coordinate formulae for the pull back of twistor functions are:
$`\mu ^0`$ $`=`$ $`w+\lambda y\lambda ^2\mathrm{\Theta }_x+\lambda ^3\mathrm{\Theta }_z+\mathrm{},`$
$`\mu ^1`$ $`=`$ $`z\lambda x\lambda ^2\mathrm{\Theta }_y\lambda ^3\mathrm{\Theta }_w+\mathrm{}.`$ (3.42)
Consider
$$\mathrm{\Theta }=\frac{\sigma }{wx+zy},$$
(3.43)
where $`\sigma =const`$. It satisfies both the linear and the nonlinear part of (2.22).
The flat case: First we shall treat (3.43), with $`\sigma =1`$, as a solution $`\varphi _0`$ to the wave equation on the flat background. The recursion relations are
$$(R\varphi _0)_x=\frac{y}{(wx+zy)^2},(R\varphi _0)_y=\frac{x}{(wx+zy)^2}.$$
They have a solution $`\varphi _1:=R\varphi _0=(y/w)\varphi _0`$. More generally we find that
$$\varphi _n:=R^n\varphi _0=\left(\frac{y}{w}\right)^n\frac{1}{wx+zy}.$$
(3.44)
The last formula can be also found using twistor methods. The twistor function corresponding to $`\varphi _0`$ is $`1/(\mu ^0\mu ^1)`$, where $`\mu _0=w+\lambda y`$ and $`\mu _1=z\lambda x`$. By Proposition 3.33 the twistor function corresponding to $`\varphi _n`$ is $`\lambda ^n/(\mu ^0\mu ^1)`$. This can be seen by applying the formula (3.37) and computing the residue at the pole $`\lambda =w/y`$. It is interesting to ask whether any $`\varphi _n`$ (apart from $`\varphi _0`$) is a solution to the heavenly equation. Inserting $`\mathrm{\Theta }=\varphi _n`$ to (2.22) yields $`n=0`$ or $`n=2`$. We parenthetically mention that $`\varphi _2`$ yields (by formula (2.23)) a metric of type $`D`$ which is conformal to the Eguchi-Hanson solution.
The curved case. Now let $`\mathrm{\Theta }`$ given by (3.43) determine the curved metric
$$\mathrm{d}s^2=2\mathrm{d}w\mathrm{d}x+2\mathrm{d}z\mathrm{d}y+4\sigma (wx+zy)^3(w\mathrm{d}zz\mathrm{d}w)^2.$$
(3.45)
The recursion relations
$$_y(R\varphi )=(_w\mathrm{\Theta }_{xy}_y+\mathrm{\Theta }_{yy}_x)\varphi ,_x(R\varphi )=(_z+\mathrm{\Theta }_{xx}_y\mathrm{\Theta }_{xy}_x)\varphi $$
are
$`_x(R\psi )`$ $`=`$ $`(_z+2\sigma w(wx+zy)^3(w_xz_y))\psi ,`$
$`_y(R\psi )`$ $`=`$ $`(_w+2\sigma z(wx+zy)^3(w_xz_y))\psi ,`$
where $`\psi `$ satisfies
$$\mathrm{}_\mathrm{\Theta }\psi =2(_x_w+_y_z+2\sigma (wx+zy)^3(z^2_{x}^{}{}_{}{}^{2}+w^2_{y}^{}{}_{}{}^{2}2wz_x_y))\psi =0.$$
(3.46)
One solution to the last equation is $`\psi _1=(wx+zy)^1`$. We apply the recursion relations to find the sequence of linearised solutions
$`\psi _2`$ $`=`$ $`\left({\displaystyle \frac{y}{w}}\right){\displaystyle \frac{1}{wx+zy}},\psi _3={\displaystyle \frac{2}{3}}{\displaystyle \frac{\sigma }{(wx+zy)^3}}+\left({\displaystyle \frac{y}{w}}\right)^2{\displaystyle \frac{1}{wx+zy}},\mathrm{},`$
$`\psi _n`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{n}{}}}A_{(n)}^k\left({\displaystyle \frac{y}{w}}\right)^k(wx+zy)^{kn}.`$
To find $`A_{(n)}^k`$ note that the recursion relations imply
$`R`$ $`\left(\left({\displaystyle \frac{y}{w}}\right)^k(wx+zy)^j\right)=`$
$`=`$ $`(({\displaystyle \frac{y}{w}})\sigma ({\displaystyle \frac{y}{w}})^1(wx+zy)^2{\displaystyle \frac{k}{j+2}})({\displaystyle \frac{y}{w}})^k(wx+zy)^j).`$
This yields a recursive formula
$$A_{(n+1)}^k=A_{(n)}^{k1}2\sigma \frac{k+1}{nk+1}A_{(n)}^{k+1},A_{(1)}^0=1,A_{(1)}^1=0,A_{(n)}^1=0,k=0\mathrm{}n,$$
(3.47)
which determines the algebraic (as opposed to the differential) recursion relations between $`\psi _n`$ and $`\psi _{n+1}`$. It can be checked that functions $`\psi _n`$ indeed satisfy (3.46). Notice that if $`\sigma =0`$ (flat background) then we recover (3.44). We can also find the inhomogeneous twistor coordinates pulled back to $``$
$`\mu ^0`$ $`=`$ $`w+\lambda y+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\sigma \lambda ^{n+2}{\displaystyle \underset{k=0}{\overset{n}{}}}B_{(n)}^kw\left({\displaystyle \frac{y}{w}}\right)^k(wx+zy)^{kn1},`$
$`\mu ^1`$ $`=`$ $`z\lambda x+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\sigma \lambda ^{n+2}{\displaystyle \underset{k=0}{\overset{n}{}}}B_{(n)}^kz\left({\displaystyle \frac{x}{z}}\right)^k(wx+zy)^{kn1}.`$
where
$$B_{(n+1)}^k=B_{(n)}^{k1}2\sigma \frac{k+1}{nk+2}B_{(n)}^{k+1},B_{(1)}^0=1,B_{(1)}^1=0,B_{(n)}^1=0,k=0\mathrm{}n.$$
The polynomials $`\mu ^A`$ solve $`L_A(\mu ^B)=0`$, where now
$`L_0`$ $`=`$ $`\lambda _w2\lambda \sigma z^2(wz+zy)^3_x+(1+2\lambda \sigma wz(wz+zy)^3)_y,`$
$`L_1`$ $`=`$ $`\lambda _z+(12\lambda \sigma wz(wz+zy)^3)_x+2\lambda \sigma w^2(wz+zy)^3)_y.`$
## 4 Hierarchies for the ASD vacuum equations
The hidden symmetries corresponding to higher flows associated to translations along the coordinate vector fields give ‘higher flows’ of a hierarchy. This yields a hierarchy of flows of the anti-self-dual Einstein vacuum equations. We first give this for the equations in their second heavenly form but then give the equations in the form of consistency conditions for a Lax system of vector fields generalizing equations 2.11. The nonlinear graviton construction generalizes to give a construction for the corresponding system of equations and is presented in §§4.2. In §§4.3 the geometric structure of solutions to the truncated hierarchy are explored in further detail. Finally in §§4.4 infinitesimal deformations are studied.
### 4.1 Hierarchies for the heavenly equations
The generators of higher flows are first obtained by applying powers of the recursion operator to the linearised perturbations corresponding to the evolution along coordinate vector fields. This embeds the second heavenly equation into an infinite system of over-determined, but consistent, PDEs (which we will truncate at some arbitrary but finite level). These equations in turn can be naturally embedded into a system of equations that are the consistency conditions for an associated linear system that extends (2.11). We shall discuss here the hierarchy for the second Plebański form; that for the first arises from a different coordinate and gauge choice.
Introduce the coordinates $`x^{Ai}`$, where for $`i=0,1,x^{Ai}=x^{AA^{}}`$ are the original coordinates on $``$, and for $`1<in,x^{Ai}`$ are the parameters for the new flows (with $`2n2`$ dimensional parameter space $`𝕏`$). The propagation of $`\mathrm{\Theta }`$ along these parameters is determined by the recursion relations
$`_y(_{Bi+1}\mathrm{\Theta })`$ $`=`$ $`(_w\mathrm{\Theta }_{xy}_y+\mathrm{\Theta }_{yy}_x)_{Bi}\mathrm{\Theta },`$
$`_x(_{Bi+1}\mathrm{\Theta })`$ $`=`$ $`(_z+\mathrm{\Theta }_{xx}_y\mathrm{\Theta }_{xy}_x)_{Bi}\mathrm{\Theta },`$
$`\text{or }_{A0}(_{Bi+1}\mathrm{\Theta })`$ $`=`$ $`(_{A1}+_{C0}_{A0}\mathrm{\Theta }^C{}_{0}{}^{})_{Bi}\mathrm{\Theta }.`$ (4.48)
However, we will take the hierarchy to be the system (containing the above when $`j=1`$)
$$_{Ai}_{Bj1}\mathrm{\Theta }_{Bj}_{Ai1}\mathrm{\Theta }+\{_{Ai1}\mathrm{\Theta },_{Bj1}\mathrm{\Theta }\}_{yx}=0,i,j=1\mathrm{}n.$$
(4.49)
Here $`\{\mathrm{},\mathrm{}\}_{yx}`$ is the Poisson bracket with respect to the Poisson structure $`/x^A/x_A=2_x_y`$.
###### Lemma 4.1
The linear system for equations (4.49) is
$$L_{Ai}s=(\lambda D_{Ai+1}+\delta _{Ai})s=0,i=0,\mathrm{},n1,$$
(4.50)
where
1. $`s:=s(x^{Ai},\lambda )`$ is a function on a spin bundle (a $`^1`$-bundle) over $`𝒩=\times 𝕏`$,
2. $`D_{Ai+1}:=_{Ai+1}+[_{Ai},V]`$, ($`V=\epsilon ^{AB}_{A0}\mathrm{\Theta }_{B0}`$) and $`\delta _{Ai}:=_{Ai}`$ are $`4n`$ vector fields on $`𝒩`$.
Proof. This follows by direct calculation. The compatibility conditions for (4.50) are:
$$[D_{Ai+1},D_{Bj+1}]=0,$$
(4.51)
$$[\delta _{Ai},\delta _{Bj}]=0,$$
(4.52)
$$[D_{Ai+1},\delta _{Bj}][D_{Bj+1},\delta _{Ai}]=0.$$
(4.53)
It is straightforward to see that equations (4.52) and (4.53) hold identically with the above definitions and (4.51) is equivalent to (4.49).
$`\mathrm{}`$
As a converse to this lemma, we will see in §§4.2 using the twistor correspondence, that given the Lax system above, in which the vector fields $`D_{Ai}`$ and $`\delta _{Aj}`$ are volume preserving vector fields, then coordinate and gauge choices can be made so that the Lax system takes on the above form.
#### 4.1.1 Spinor notation
The above can also be represented in a spinorial formulation that will be useful later. We introduce the spinor indexed coordinates $`x^{AA_1^{}\mathrm{}A_n^{}}=x^{A(A_1^{}\mathrm{}A_n^{})}`$ on $`𝒩`$ which correspond to the $`x^{Ai}`$ by
$$x^{Ai}=\left(\genfrac{}{}{0pt}{}{n}{i}\right)x^{AA_1^{}A_2^{}\mathrm{}A_n^{}}o_{A_1^{}}\mathrm{}o_{A_i^{}}\iota _{A_{i+1}^{}}\mathrm{}\iota _{A_n^{}}(1)^{ni}.$$
The vector fields $`D_{Ai+1}`$ and $`\delta _{Ai}`$ are then represented by the $`4n`$ vector fields on $`𝒩`$, $`D_{AA_1^{}(A_2^{}\mathrm{}A_n^{})}`$ where
$$D_{AA_1^{}i}=\iota ^{A_2^{}}\mathrm{}\iota ^{A_i^{}}o^{A_{i+1}^{}}\mathrm{}o^{A_n^{}}D_{AA_1^{}(A_2^{}\mathrm{}A_n^{})},D_{A1^{}i}=D_{Ai+1},D_{A0^{}i}=\delta _{Ai}$$
and $`L_{A(A_2^{}\mathrm{}A_n^{})}=\pi ^{A_1^{}}D_{AA_1^{}(A_2^{}\mathrm{}A_n^{})},L_{Ai}=\pi ^{A_1^{}}D_{AA_1^{}i}`$. In the adopted gauge
$$D_{A0^{}A_2^{}\mathrm{}A_n^{}}=_{A0^{}A_2^{}\mathrm{}A_n^{}},D_{A1^{}A_2^{}\mathrm{}A_n^{}}=_{A1^{}A_2^{}\mathrm{}A_n^{}}+[_{A0^{}A_2^{}\mathrm{}A_n^{}},V].$$
In what follows we will often be interested in $`_{A(A_1^{}A_2^{}\mathrm{}A_n^{})}`$, the symmetric part of $`D_{AA_1^{}A_2^{}\mathrm{}A_n^{}}`$.
$`_{Ai}`$ $`=`$ $`D_{A(A_1^{}A_2^{}\mathrm{}A_n^{})}\iota ^{A_1^{}}\mathrm{}\iota ^{A_i^{}}o^{A_{i+1}^{}}\mathrm{}o^{A_n^{}}`$ (4.54)
$`=`$ $`{\displaystyle \frac{1}{n}}(iD_{A1^{}i1}+(ni)D_{A0^{}i})=_{Ai}+{\displaystyle \frac{i}{n}}[_{Ai1},V].`$ (4.55)
Put $`D_{A0^{}\mathrm{}0^{}}=_A`$. The $`2n+2`$ vector fields
$$_{AA_1^{}\mathrm{}A_n^{}}=\{_A,_{A0^{}1^{}A_2^{}\mathrm{}A_{n1}^{}},D_{An}\}$$
span $`T^{}𝒩`$.
### 4.2 The twistor space for the hierarchy
The twistor space $`𝒫𝒯`$ for a solution to the hierarchy associated to the Lax system on $`𝒩`$ as above is obtained by factoring the spin bundle $`𝒩\times ^1`$ by the twistor distribution (Lax system) $`L_{Ai}`$. This clearly has a projection $`q:𝒩\times ^1𝒫𝒯`$ and we have a double fibration
$$\begin{array}{ccccc}& & 𝒩\times ^1& & \\ & p& & q& \\ \hfill 𝒩& & & & 𝒫𝒯\hfill \end{array}$$
Since the twistor distribution is tangent to the fibres of $`𝒩\times ^1^1`$, twistor space inherits the projection $`\mu :𝒫𝒯^1`$. The twistor space for the hierarchy is three-dimensional as for the ordinary hyper-Kähler equations, but has a different topology. We have
###### Lemma 4.2
The holomorphic curves $`q(_x^1)`$ where $`_x^1=p^1x`$, $`x𝒩`$, have normal bundle $`N=𝒪(n)𝒪(n)`$.
Proof. To see this, note that $`N`$ can be identified with the quotient $`p^{}(T_x𝒩)/\{\mathrm{span}L_{Ai}\}`$, $`i=1,\mathrm{},n`$. In their homogeneous form the operators $`L_{Ai}`$ have weight 1, so the distribution spanned by them is isomorphic to the bundle $`^{2n}𝒪(1)`$. The definition of the normal bundle as a quotient gives
$$0^{2n}𝒪(1)^{2n+2}N0$$
and we see, by taking determinants that the image is $`𝒪(n+a)𝒪(na)`$ for some $`a`$. We see that $`a=0`$ as the last map, in the spinor notation introduced at the end of the last section, is given explicitly by $`V^{AA_1^{}\mathrm{}A_n^{}}V^{AA_1^{}\mathrm{}A_n^{}}\pi _{A_1^{}}\mathrm{}\pi _{A_n^{}}`$ clearly projecting onto $`𝒪(n)𝒪(n)`$.
$`\mathrm{}`$
A final structure that $`𝒫𝒯`$ possesses is a skew form $`\mathrm{\Sigma }`$ taking values in $`𝒪(2n)`$ on the fibres of the projection $`\mu `$. This arises from the fact that the vector fields of the distribution preserve the coordinate volume form $`\nu `$ on $`𝒩`$ in the given coordinates system. Furthermore, the Lax system commutes exactly $`[L_{aI},L_{Bj}]=0`$ so that
$$\mathrm{\Sigma }=\nu (,,L_{01},\mathrm{},L_{0n},L_{11},\mathrm{},L_{1n})$$
descends to the fibres of $`𝒫𝒯^1`$ and clearly has weight $`2n`$ as each of the $`L_{Ai}`$ has weight one.
Thus we see that, given a solution to the hyperkähler hierarchy in the form of a commuting Lax system, we can produce a twistor space with the above structures. Now we shall prove the main result of this section and demonstrate that, given $`𝒫𝒯`$, with the above structures, we can construct $`𝒩`$ (as the moduli space of rational curves in $`𝒫𝒯`$) which is naturally equipped with a function $`\mathrm{\Theta }`$ satisfying (4.49) and with the Lax distribution (4.50).
###### Proposition 4.3
Let $`𝒫𝒯`$ be a 3 dimensional complex manifold with the following structures
* a projection $`\mu :𝒫𝒯^1`$,
* a section $`s:^1𝒫𝒯`$ of $`\mu `$ with normal bundle $`𝒪(n)𝒪(n)`$,
* a non-degenerate 2-form $`\mathrm{\Sigma }`$ on the fibres of $`\mu `$, with values in the pullback from $`^1`$ of $`𝒪(2n)`$.
Let $`𝒩`$ be the moduli space of sections that are deformations of the section $`s`$ given in (2). Then $`𝒩`$ is $`2n+2`$ dimensional and
* There exists coordinates, $`x^{Ai}`$, $`A=0,1`$, and $`i=0,\mathrm{},n`$ and a function $`\mathrm{\Theta }:𝒩`$ on $`𝒩`$ such that equation (4.49) is satisfied.
* The moduli space $`𝒩`$ of sections is equipped with
+ a factorisation of the tangent bundle $`T𝒩=S^A^nS^A^{}`$,
+ a $`2n`$-dimensional distribution on the ‘spin bundle’ $`DT(𝒩\times ^1)`$ that is tangent to the fibres of r over $`^1`$ and, as a bundle on $`𝒩\times ^1`$ has an identification with $`𝒪(1)S_{AA^{}\mathrm{}A_{n1}^{}}`$ so that the linear system can be written as in equation (4.50).
This correspondence is stable under small perturbations of the complex structure on $`𝒫𝒯`$ preserving (1) and (3).
Proof: The first claim, that $`𝒩`$ has dimension $`2n+2`$ follows from Kodaira theory as $`dimH^0(^1,N)=2n+2`$ and $`dimH^1(^1,N)=dimH^1(^1,\mathrm{End}N)=0`$.
Proof of (a): we first start by defining homogeneous coordinates on $`𝒫𝒯`$. These are coordinates on $`𝒯`$, the total space of the pullback from $`^1`$ of the tautological line bundle $`𝒪(1)`$. Let $`\pi _A^{}`$ be homogeneous coordinates on $`^1`$ pulled back to $`𝒯`$ and let $`\omega ^A`$ be local coordinates on $`𝒯`$ chosen on a neighbourhood of $`\mu ^1\{\pi _0^{}=0\}`$ that are homogeneous of degree $`n`$ and canonical so that $`\mathrm{\Sigma }=\epsilon _{AB}\mathrm{d}\omega ^A\mathrm{d}\omega ^B`$. We also use $`\lambda =\pi _0^{}/\pi _1^{}`$ as an affine coordinate on $`^1`$. Let $`L_p`$ be the line in $`𝒫𝒯`$ that corresponds to $`p𝒩`$ and let $`Z𝒫𝒯`$ lie on $`L_p`$. We denote by $``$ the correspondence space $`𝒫𝒯\times 𝒩|_{ZL_p}=𝒩\times ^1`$. (See figure 1 for the double fibration picture.)
Pull back the twistor coordinates to $``$ and define $`2(n+1)`$ coordinates on $`𝒩`$ by
$$x^{A(A_1^{}A_2^{}\mathrm{}A_n^{})}:=\frac{^n\omega ^A}{\pi _{A_1^{}}\pi _{A_2^{}}\mathrm{}\pi _{A_n^{}}}|_{\pi _A^{}=o_A^{}},$$
where the derivative is along the fibres of $``$ over $`𝒩`$. This can alternatively be expressed in affine coordinates on $`^1`$ by expanding the coordinates $`\omega ^A`$ pulled back to $``$ in powers of $`\lambda =\pi _0^{}/\pi _1^{}`$:
$$\omega ^A=(\pi _1^{})^n\left(\underset{i=0}{\overset{n}{}}x^{Ai}\lambda ^{ni}+\lambda ^{n+1}\underset{i=0}{\overset{\mathrm{}}{}}s_i^A\lambda ^i\right),$$
(4.56)
where the $`s_i^A`$ are functions of $`x^{AA_1^{}\mathrm{}A_n^{}}`$ and will be useful later.
The symplectic 2-form $`\mathrm{\Sigma }`$ on the fibres of $`\mu `$, when pulled back to the spin bundle, has expansion in powers of $`\lambda `$ that truncates at order $`2n+1`$ by globality and homogeneity, so that
$$\mathrm{\Sigma }=\mathrm{d}_h\omega _A\mathrm{d}_h\omega ^A=\pi _{A_1^{}}\mathrm{}\pi _{A_n^{}}\pi _{B_1^{}}\mathrm{}\pi _{B_n^{}}\mathrm{\Sigma }^{A_1^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}}$$
for some symmetric spinor indexed 2-form $`\mathrm{\Sigma }^{A_1^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}}`$. We have
$$\mathrm{\Sigma }(\lambda )\mathrm{\Sigma }(\lambda )=0,\mathrm{d}_h\mathrm{\Sigma }(\lambda )=0.$$
(4.57)
where in the exterior derivative $`\mathrm{d}_h`$, $`\lambda `$ is understood to be held constant.
If we express the forms in terms of the $`x^{Ai}`$ and the $`s_i^A`$, the closure condition is satisfied identically, whereas the truncation condition will give rise to equations on the $`s_i^A`$ allowing one to express them in terms of a function $`\mathrm{\Theta }(x^{AA^{}\mathrm{}A_n^{}})`$ and to field equations on $`\mathrm{\Theta }`$ as follows.
To deduce the existence of $`\mathrm{\Theta }(x^{AA_1^{}\mathrm{}A_n^{}})`$ observe that the vanishing of the coefficient of $`\lambda ^{2n+1}`$ in $`\mathrm{d}\omega ^A\mathrm{d}\omega _A`$ gives
$$\underset{i=0}{\overset{n}{}}\mathrm{d}s_{Ai}\mathrm{d}x^{Ai}=\mathrm{d}\underset{i=0}{\overset{n}{}}s_{Ai}\mathrm{d}x^{Ai}=0s_{Ai}=\frac{\mathrm{\Theta }}{x^{Ai}}.$$
The equations of the hierarchy arise from the vanishing of the coefficient of $`\lambda ^{2n+2}`$
$$\underset{i=0}{\overset{n}{}}\mathrm{d}x^{Ai}\mathrm{d}s_A^{i+1}+\mathrm{d}s^{A0}\mathrm{d}s_A^0=0.$$
This leads to the equations (4.49) on $`\mathrm{\Theta }`$ for $`i,jn1`$,
$$\frac{^2\mathrm{\Theta }}{x^{Ai+1}x^{Bj}}\frac{^2\mathrm{\Theta }}{x^{Ai}x^{Bj+1}}+\epsilon ^{CD}\frac{^2\mathrm{\Theta }}{x^{C0}x^{Ai}}\frac{^2\mathrm{\Theta }}{x^{D0}x^{Bj}}=0$$
and further equations that determine $`s^{An+1}`$.
Proof of b). The isomorphism $`T𝒩=S^A^nS^A^{}`$ follows simply from the structure of the normal bundle. From Kodaira theory, since the appropriate obstruction groups vanish, we have
$$T_x𝒩=\mathrm{\Gamma }(_x^1,N_x)=S_x^A^nS^A^{}$$
(4.58)
where $`N_x`$ is the normal bundle to the rational curve $`_x^1`$ in $`𝒫𝒯`$ corresponding to the point $`x𝒩`$. The bundle $`S^A`$ on space-time is the Ward transform of $`𝒪(n)T_V𝒫𝒯`$ where the subscript $`V`$ denotes the sub-bundle of the tangent bundle consisting of vectors up the fibres of $`\mu `$, the projection to $`^1`$, so that $`S_x^A=\mathrm{\Gamma }(_x^1,𝒪(n)T_V𝒫𝒯)`$. The bundle $`S^A^{}=\mathrm{\Gamma }(^1,𝒪(1))`$ is canonically trivial.
Let $`_{AA_1^{}\mathrm{}A_n^{}}=_{A(A_1^{}\mathrm{}A_n^{})}`$ be the indexed vector field that establishes the isomorphism (4.58) and let $`e^{AA_1^{}\mathrm{}A_n^{}}=e^{A(A_1^{}\mathrm{}A_n^{})}\mathrm{\Omega }^1S^A^nS^A^{}`$ be the dual (inverse) map.
We now wish to derive the form of the linear system, equations (4.50). For each fixed $`\pi _A^{}=(\lambda ,1)^1`$ we have a copy of a space-time $`𝒩_\lambda `$. The horizontal (i.e. holding $`\lambda `$ constant) subspace of $`T_{(x,\lambda )}(𝒩\times ^1)`$ is spanned by $`_{A(A^{}\mathrm{}A_n^{})}`$. An element of the normal bundle to the corresponding line $`_x^1`$ consists of a a horizontal tangent vector at $`(x,\lambda )`$ modulo the twistor distribution. Therefore we have the sequence of sheaves over $`^1`$
$$0D_xT_x𝒩\stackrel{e^A}{}S^A𝒪(n)0,$$
where $`D_x`$ is the twistor distribution at $`x`$ and the map $`T_x𝒩S^A𝒪(n)`$ is given by the contraction of elements of $`T_x𝒩`$ with $`e^A:=e^{AA_1^{}\mathrm{}A_n^{}}\pi _{A_1^{}}\mathrm{}\pi _{A_n^{}}`$ since $`e^A`$ annihilates all $`L_{Bi}`$s in $`D`$. Consider the dual sequence tensored with $`𝒪(1)`$ to obtain
$$0𝒪_A(n1)T_x^{}𝒩(1)D_x^{}(1)0.$$
(4.59)
From here we would like to extract the Lax distribution
$$L_{AA_2^{}\mathrm{}A_n^{}}=\pi ^{A_1^{}}D_{AA_1^{}A_2^{}\mathrm{}A_n^{}}S_{AA_2^{}\mathrm{}A_n^{}}𝒪(1)D.$$
This can be achieved by globalising (4.59) in $`\pi ^A^{}`$ . The corresponding long exact sequence of cohomology groups yields
$$0\mathrm{\Gamma }(𝒪_A(n1))\mathrm{\Gamma }(T^{}𝒩(1))\mathrm{\Gamma }(D^{}(1))\stackrel{\delta }{}H^1(𝒪_A(n1))$$
$$H^1(T^{}𝒩(1))\mathrm{}$$
which (because $`T^{}𝒩`$ is a trivial bundle so that $`𝒪(1)T^{}𝒩`$ has no sections or cohomology) reduces to
$$0\mathrm{\Gamma }(D^{}(1))\stackrel{\delta }{}H^1(𝒪_A(n1))0.$$
From Serre duality we conclude, since $`D`$ has rank $`2n`$, that the connecting map $`\delta `$ is an isomorphism $`\delta :\mathrm{\Gamma }(D^{}(1))S_{AA_2^{}\mathrm{}A_n^{}}`$. Therefore
$$\delta \mathrm{\Gamma }(D𝒪(1)S_{AA_2^{}\mathrm{}A_n^{}})$$
(4.60)
is a canonically defined object annihilating $`\omega ^A`$ given by (4.56).
In index notation we can put
$$\delta =L_{AA_2^{}\mathrm{}A_n^{}}=\pi ^{A_1^{}}D_{AA_1^{}A_2^{}\mathrm{}A_n^{}},$$
where $`L_{AA_2^{}\mathrm{}A_n^{}}=L_{A(A_2^{}\mathrm{}A_n^{})}`$, the second identity follows from the globality of $`L_{AA_2^{}\mathrm{}A_n^{}}`$ and the $`D_{AA_1^{}A_2^{}\mathrm{}A_n^{}}`$ are vector fields on $`𝒩`$ lifted to $`𝒩\times ^1`$ using the product structure.
It follows from $`L_{AA_2^{}\mathrm{}A_n^{}}\omega ^B=0`$ that if $`\pi ^A^{}=o^A^{}`$ then $`D_{A0^{}A_2^{}\mathrm{}A_n^{}}x^{Bn}=0`$ so
$$D_{A0^{}A_2^{}\mathrm{}A_n^{}}=A_{A0^{}A_2^{}\mathrm{}A_n^{}}^{BB_2^{}\mathrm{}B_n^{}}\frac{}{x^{B0^{}B_2^{}\mathrm{}B_n^{}}},$$
for some matrix $`A_{A0^{}A_2^{}\mathrm{}A_n^{}}^{BB_2^{}\mathrm{}B_n^{}}`$. This matrix must be invertible by dimension counting. By multiplying $`L_{AA_2^{}\mathrm{}A_n^{}}`$ by the inverse of this matrix, we find we can put
$$A_{A0^{}A_2^{}\mathrm{}A_n^{}}^{BB_2^{}\mathrm{}B_n^{}}=\epsilon _A^B\epsilon _{A_2^{}}^{B_2^{}}\mathrm{}\epsilon _{A_n^{}}^{B_n^{}}.$$
Therefore we can take $`L_{AA_2^{}\mathrm{}A_n^{}}=_{A0^{}A_2^{}\mathrm{}A_n^{}}\lambda D_{A1^{}A_2^{}\mathrm{}A_n^{}}`$. Equating the $`(ni+1)`$th and $`(n+1)`$th powers of $`\lambda `$ in $`L_{Ai}\omega ^B=0`$ to zero yields
$$D_{A1^{}A_2^{}\mathrm{}A_n^{}}=_{A1^{}A_2^{}\mathrm{}A_n^{}}+[_{A0^{}A_2^{}\mathrm{}A_n^{}},V]$$
where $`V=\epsilon _{AB}\mathrm{\Theta }/x_{A0}/x_{B0}`$. So finally $`L_{AA_2^{}\mathrm{}A_n^{}}`$ is of the form $`L_{Ai}=_{Ai}\lambda (_{Ai+1}+[_{Ai},V])`$.
$`\mathrm{}`$
### 4.3 Geometric structures
If one considers $`𝒩=\times 𝕏`$ as being foliated by four dimensional slices $`t^{Ai}=const`$ then structures (1)–(3) on $`𝒫𝒯`$ can be used to define anti-self-dual vacuum metrics on the leaves of the foliation. Consider $`\mathrm{\Theta }(x^{AA^{}},𝐭)`$ where $`𝐭=\{t^{Ai},i=2\mathrm{}n\}`$. For each fixed $`𝐭`$ the function $`\mathrm{\Theta }`$ satisfies the second heavenly equation. The ASD metric on a corresponding four-dimensional slice $`𝒩_{𝐭=𝐭_\mathrm{𝟎}}`$ is given by
$$\mathrm{d}s^2=2\epsilon _{AB}\mathrm{d}x^{A1^{}}\mathrm{d}x^{B0^{}}+2\frac{^2\mathrm{\Theta }}{x^{A0^{}}x^{B0^{}}}\mathrm{d}x^{A1^{}}\mathrm{d}x^{B1^{}}.$$
This metric can be determined from the structure of the $`𝒪(n)𝒪(n)`$ twistor space as follows.
Fix the first $`2n2`$ parameters in the expansion (4.56) so the normal vector $`W=W^A/\omega ^A`$ is given by
$$W^A=\delta \omega ^A=\lambda ^{n1}W^{A1^{}}+\lambda ^nW^{A0^{}}+\lambda ^{n+1}\frac{\delta \mathrm{\Theta }}{x_A^0^{}}+\mathrm{}$$
where $`\delta \mathrm{\Theta }=W^{AA^{}}\mathrm{\Theta }/x^{AA^{}}`$. The metric is
$$g(U,W)=\epsilon _{AB}\epsilon _{A^{}B^{}}U^{AA^{}}W^{BB^{}}$$
(4.61)
where $`\epsilon _{A^{}B^{}}`$ is a fixed element of $`\mathrm{\Lambda }^2S^A^{}`$ and $`\epsilon _{AB}\mathrm{\Lambda }^2S^A`$ is determined by $`\mathrm{\Sigma }`$; recall that $`S_x^A=\mathrm{\Gamma }(L_x,𝒪(𝓃)T_V𝒫𝒯)`$. Thus if $`u^A,v^AS_x^A`$, then define $`\epsilon _{AB}u^Av^B=\mathrm{\Sigma }(u,v)`$ where $`u,v`$ are the corresponding weighted vertical vector fields on $`𝒫𝒯`$.
For $`n`$ odd $`T𝒩`$ is equipped with a metric with holonomy $`SL(2,)`$. For $`n`$ even, $`T𝒩`$ is endowed with a skew form. They are both given by
$$G(U,W)=\epsilon _{AB}\epsilon _{A_1^{}B_1^{}}\mathrm{}\epsilon _{A_n^{}B_n^{}}U^{AA_1^{}\mathrm{}A_n^{}}W^{BB_1^{}\mathrm{}B_n^{}}.$$
(4.62)
These are special examples of the paraconformal structures considered by Bailey and Eastwood .
### 4.4 Holomorphic deformations and $`𝒪(2n)`$ twistor functions
We wish to consider holomorphic deformations of $`𝒫𝒯`$ that preserve conditions $`(13)`$ of Proposition 4.3 which will therefore correspond to perturbations of the hierarchy.
Let $`\stackrel{~}{\omega }^A=G^A(\omega ^B,\pi _A^{},t)`$ be the standard patching relation for $`𝒫𝒯`$ and let $`f^AS^AH^1(𝒫𝒯,𝒪(n))`$ give the infinitesimal deformation
$$\stackrel{~}{\omega }^A=G^A+tf^A+O(t^2).$$
The globality of the symplectic structure $`\mathrm{d}\stackrel{~}{\omega }_A\mathrm{d}\stackrel{~}{\omega }^A=\mathrm{d}\omega _A\mathrm{d}\omega ^A`$ implies $`f^A=\epsilon ^{AB}f/\omega ^B`$ where $`fH^1(𝒫𝒯,𝒪(2n))`$.
Example: if we deform from the flat model using $`f=(\pi _0^{})^{4n}/\omega ^0\omega ^1`$, then the deformation equations
$$\stackrel{~}{\omega }^0=\omega ^0+t\frac{(\pi _0)^{4n}}{\omega ^0(\omega ^1)^2}+O(t^2),\stackrel{~}{\omega }^1=\omega ^1t\frac{(\pi _0)^{4n}}{(\omega ^0)^2\omega ^1}+O(t^2).$$
imply that $`Q=\omega ^0\omega ^1=\stackrel{~}{\omega }^0\stackrel{~}{\omega }^1`$ is a global twistor function (up to $`O(t^2)`$) which persists to all orders as $`\epsilon ^{AB}Q/\omega ^Af/\omega ^B=0`$. The corresponding deformed paraconformal structure admits a symmetry corresponding to the global vector field $`\epsilon ^{AB}Q/\omega ^A/\omega ^B`$ on $`𝒫𝒯`$.
To see how such ‘Hamiltonians’ $`f`$ correspond to variations in the paraconformal structure (or more simply $`\mathrm{\Theta }`$), we form an indexed element of $`H^1(𝒫𝒯,𝒪(1))`$, and pull it back to $`𝒩\times ^1`$ where it can be split uniquely:
$$\pi _{A_2^{}}\mathrm{}\pi _{A_n^{}}\frac{^3f^{2n}}{\omega ^A\omega ^B\omega ^C}=f_{ABCA_2^{}\mathrm{}A_n^{}}=\stackrel{~}{}_{ABCA_2^{}\mathrm{}A_n^{}}_{ABCA_2^{}\mathrm{}A_n^{}}.$$
where
$$_{ABCA_2^{}\mathrm{}A_n^{}}=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{f_{ABCA_2^{}\mathrm{}A_n^{}}}{\rho _A^{}\pi ^A^{}}\rho d\rho .$$
This gives rise to a global field that is symmetric over its indices:
$$C_{ABCDA_2^{}\mathrm{}A_n^{}D_2^{}\mathrm{}D_n^{}}=L_{DD_2^{}\mathrm{}D_n^{}}_{ABCA_2^{}\mathrm{}A_n^{}}$$
which is given also directly by the integral
$$C_{ABCDA_2^{}\mathrm{}A_n^{}D_2^{}\mathrm{}D_n^{}}=\frac{1}{2\pi i}_\mathrm{\Gamma }\rho _{A_2^{}}\mathrm{}\rho _{A_n^{}}\rho _{D_2^{}}\mathrm{}\rho _{D_n^{}}\frac{^4f^{2n}}{\omega ^A\omega ^B\omega ^C\omega ^D}\rho d\rho .$$
To see how this corresponds to a variation of $`\mathrm{\Theta }`$, we introduce a chain of potentials. Use the non-unique splitting $`f^{2n}=^{2n}\stackrel{~}{}^{2n}`$ and define a global object of degree $`2n+1`$ by
$$L_{AA_2^{}\mathrm{}A_n^{}}^{2n}=\mathrm{\Sigma }_{AA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}\pi ^{B_1^{}}\mathrm{}\pi ^{B_n^{}}\pi ^{D_1^{}}\pi ^{C_1^{}}\mathrm{}\pi ^{C_n^{}}.$$
It is easy to see that
$$^{AE_1^{}\mathrm{}E_n^{}}\mathrm{\Sigma }_{AA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}=0,$$
and $`\mathrm{\Sigma }_{AA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}`$ is a potential potentials, related to the field by
$$C_{ABCDA_2^{}\mathrm{}A_n^{}D_2^{}\mathrm{}D_n^{}}=_{DD_2^{}\mathrm{}D_n^{}}^{D_1^{}}_C^{C_1^{}\mathrm{}C_n^{}}_B^{B_1^{}\mathrm{}B_n^{}}\mathrm{\Sigma }_{AA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}.$$
The chain of potentials is
$`\delta \mathrm{\Theta }_{A_1^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}`$ $`=`$ $`o_{A_1^{}}o_{B_1^{}}\mathrm{}o_{B_n^{}}o_{C_1^{}}\mathrm{}o_{C_n^{}}o_{D_1^{}}\delta \mathrm{\Theta }`$
$`\mathrm{\Sigma }_{AA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}C_1^{}\mathrm{}C_n^{}D_1^{}}`$ $`=`$ $`o_{B_1^{}}\mathrm{}o_{B_n^{}}o_{C_1^{}}\mathrm{}o_{C_n^{}}o_{D_1^{}}_{A0^{}A_2^{}\mathrm{}A_n^{}}\delta \mathrm{\Theta }`$
$`H_{ABA_2^{}\mathrm{}A_n^{}B_1^{}\mathrm{}B_n^{}D_1^{}}`$ $`=`$ $`o_{B_1^{}}\mathrm{}o_{B_n^{}}o_{D_1^{}}_{B0^{}}_{A0^{}A_2^{}\mathrm{}A_n^{}}\delta \mathrm{\Theta }`$
$`\mathrm{\Gamma }_{ABCA_2^{}\mathrm{}A_n^{}D_1^{}}`$ $`=`$ $`o_{D_1^{}}_{C0^{}}_{B0^{}}_{A0^{}A_2^{}\mathrm{}A_n^{}}\delta \mathrm{\Theta }`$
$`C_{ABCDA_2^{}\mathrm{}A_n^{}D_2^{}\mathrm{}D_n^{}}`$ $`=`$ $`_{C0^{}}_{B0^{}}_{A0^{}A_2^{}\mathrm{}A_n^{}}_{D0^{}D_2^{}\mathrm{}D_n^{}}\delta \mathrm{\Theta }.`$
This can be compared with the corresponding chain for $`n=1`$ .
## 5 Hamiltonian and Lagrangian formalisms
In this Section we shall investigate the Lagrangian and Hamiltonian formulations of the hyper-Kähler equations in their ‘heavenly’ forms. The symplectic form on the space of solutions to heavenly equations will be derived, and proven to be compatible with a recursion operator.
Both the first and second heavenly equations admit Lagrangian formulations, and these can be used to derive symplectic structures on the solution spaces, which we denote by $`𝒮`$. Here, rather than consider the equations as a real system of elliptic or ultra-hyperbolic equations, we complexify and consider the equations locally as evolving initial data from a 3-dimensional hyper-surface and it is this space of initial data that leads to local solutions on a neighbourhood of such a hyper-surface that is denoted by $`𝒮`$ and is endowed with a (conserved) symplectic form.
For the first equation we have the Lagrangian density
$$_\mathrm{\Omega }=\mathrm{\Omega }\left(\nu \frac{1}{3}(\stackrel{~}{}\mathrm{\Omega })^2\right)=\left(\mathrm{\Omega }\frac{1}{3}\mathrm{\Omega }\{\mathrm{\Omega }_{\stackrel{~}{z}},\mathrm{\Omega }_{\stackrel{~}{w}}\}_{wz}\right)\nu $$
(5.63)
and for the second equation
$`_\mathrm{\Theta }`$ $`=`$ $`\left({\displaystyle \frac{2}{3}}\mathrm{\Theta }(_2\mathrm{\Theta })^2{\displaystyle \frac{1}{2}}(\mathrm{\Theta })(_2\mathrm{\Theta })\right)e^{A0^{}}e_A^0^{}`$ (5.64)
$`=`$ $`\left({\displaystyle \frac{1}{3}}\mathrm{\Theta }\{\mathrm{\Theta }_x,\mathrm{\Theta }_y\}_{xy}{\displaystyle \frac{1}{2}}(\mathrm{\Theta }_x\mathrm{\Theta }_w+\mathrm{\Theta }_y\mathrm{\Theta }_z)\right)\nu .`$
Note that $`e^{A0^{}}e_A^0^{}`$ can be replaced by $`\mathrm{d}x\mathrm{d}y`$ in the second Lagrangian as it is multiplied by $`\mathrm{d}w\mathrm{d}z`$.
If the field equations are assumed, the variation of these Lagrangians will yield only a boundary term. Starting with the first equation, this defines a potential one-form $`P`$ on the solution space $`𝒮`$ and hence a symplectic structure $`𝛀=\mathrm{d}P`$ on $`𝒮`$. Starting with the second we find a symplectic structure with the same expression on perturbations $`\delta \mathrm{\Theta }`$ as we had for $`\delta \mathrm{\Omega }`$. However, since their relation to perturbations of the hyper-Kähler structure are different, they define different symplectic structures on $`𝒮`$. These are related by the recursion operator since we have $`R^2\delta \mathrm{\Omega }=\delta \mathrm{\Theta }`$ from above. In order to see that these structures yield the usual bi-Hamiltonian framework, we will need to show that these symplectic structures are compatible with the recursion operator in the sense that $`𝛀(R\varphi ,\varphi ^{})=𝛀(\varphi ,R\varphi ^{})`$.
We shall demonstrate this using the first heavenly formulation which is easier as one can use identities from Kähler geometry. (The derivation of the symplectic structure from the second Lagrangian will be done in coordinates, since the useful relation between the Hodge star and the Kähler structure is missing in this case.)
###### Proposition 5.1
The symplectic form on the space of solutions $`𝒮`$ derived from the boundary term in the variational principle for the first Lagrangian is
$$𝛀(\delta _1\mathrm{\Omega },\delta _2\mathrm{\Omega })=\frac{2}{3}_{\delta M}\delta _1\mathrm{\Omega }\mathrm{d}(\delta _2\mathrm{\Omega })\delta _2\mathrm{\Omega }\mathrm{d}(\delta _1\mathrm{\Omega }).$$
(5.65)
Proof. Varying (5.63) we obtain
$$\delta L=\delta \mathrm{\Omega }(\nu \frac{1}{3}(\stackrel{~}{}\mathrm{\Omega })^2)\frac{2}{3}\mathrm{\Omega }\stackrel{~}{}\mathrm{\Omega }\stackrel{~}{}\delta \mathrm{\Omega }=\frac{2}{3}\stackrel{~}{}\mathrm{\Omega }(\delta \mathrm{\Omega }\stackrel{~}{}\mathrm{\Omega }\mathrm{\Omega }\stackrel{~}{}\delta \mathrm{\Omega }).$$
We use the identities $`\mathrm{d}(\stackrel{~}{})=2\stackrel{~}{},\omega J_1\mathrm{d}=\stackrel{~}{}\mathrm{\Omega }(\stackrel{~}{})=\mathrm{d}`$ and the field equation to obtain
$`\delta L`$ $`=`$ $`{\displaystyle \frac{1}{3}}\stackrel{~}{}\mathrm{\Omega }(\delta \mathrm{\Omega }\mathrm{d}(\stackrel{~}{})\mathrm{\Omega }\mathrm{\Omega }\mathrm{d}(\stackrel{~}{})\delta \mathrm{\Omega })`$
$`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{d}A(\delta \mathrm{\Omega }){\displaystyle \frac{1}{3}}\stackrel{~}{}\mathrm{\Omega }(\stackrel{~}{}\mathrm{\Omega }(\stackrel{~}{})\delta \mathrm{\Omega }(\stackrel{~}{})\mathrm{\Omega }+\stackrel{~}{}\mathrm{\Omega }(\stackrel{~}{})\mathrm{\Omega }(\stackrel{~}{})\delta \mathrm{\Omega })`$
$`=`$ $`{\displaystyle \frac{1}{3}}\mathrm{d}A(\delta \mathrm{\Omega })\text{where}A(\delta \mathrm{\Omega })=\mathrm{\Omega }\mathrm{d}\delta \mathrm{\Omega }\delta \mathrm{\Omega }\mathrm{d}\mathrm{\Omega }.`$
Define the one form on $`𝒮`$
$$P=_{\delta M}A(\delta \mathrm{\Omega }).$$
The symplectic structure $`𝛀`$ is the (functional) exterior derivative of $`P`$
$`𝛀(\delta _1\mathrm{\Omega },\delta _2\mathrm{\Omega })`$ $`=`$ $`\delta _1(P(\delta _2\mathrm{\Omega }))\delta _2(P(\delta _1\mathrm{\Omega }))P([\delta _1\mathrm{\Omega },\delta _2\mathrm{\Omega }])`$
$`=`$ $`{\displaystyle \frac{2}{3}}{\displaystyle _{\delta M}}\delta _1\mathrm{\Omega }\mathrm{d}(\delta _2\mathrm{\Omega })\delta _2\mathrm{\Omega }\mathrm{d}(\delta _1\mathrm{\Omega }).\mathrm{}`$
Thus $`𝛀`$ coincides with the symplectic form on the solution space to the wave equation on the ASD vacuum background.
The existence of the recursion operator allows the construction of an infinite sequence of symplectic structures. The key property we need is the following
###### Proposition 5.2
Let $`\varphi ,\varphi ^{}W_g`$ and let $`𝛀`$ be given by (5.65). Then
$$𝛀(R\varphi ,\varphi ^{})=𝛀(\varphi ,R\varphi ^{}).$$
(5.66)
We first prove a technical lemma:
###### Lemma 5.3
The following identities hold
$`\omega \varphi `$ $`=`$ $`\alpha \stackrel{~}{}R\varphi ,\omega _2\varphi =\stackrel{~}{\alpha }_2R\varphi ,`$ (5.67)
$`\omega _2R\varphi `$ $`=`$ $`\alpha _0\varphi ,\omega \stackrel{~}{}R\varphi =\stackrel{~}{\alpha }\varphi .`$
Proof. From the definitions of $`\mathrm{\Sigma }^{A^{}B^{}}`$ and $`_A^{}^B^{}`$ it follows that
$$\mathrm{\Sigma }^{A^{}B^{}}_D^{}^C^{}=\mathrm{\Sigma }^{A^{}[B^{}}_D^{}^{C^{}]}$$
(5.68)
(recall that $`_A^{}^B^{}=e^{AB^{}}_{AA^{}}`$) which yields
$$\omega \stackrel{~}{}=\stackrel{~}{\alpha }_2,\omega =\alpha _0,$$
$$\omega _0=\stackrel{~}{\alpha },\omega _2=\alpha _2,\alpha =\stackrel{~}{\alpha }\stackrel{~}{}=0.$$
Multiplying (3.28) by combinations of spin co-frame we get an equivalent definition of the recursion operator
$$_1^{}^A^{}\varphi =_0^{}^A^{}R\varphi $$
(5.69)
which is equivalent to $`\varphi =_2R\varphi `$ or $`_0\varphi =\stackrel{~}{}R\varphi `$. These formulae give the desired result.
$`\mathrm{}`$
Proof of Proposition 5.2. The proof uses a (formal) application of Stokes’ theorem:
$`𝛀(\varphi ,\varphi ^{})`$ $`=`$ $`{\displaystyle _{\delta M}}\varphi d\varphi ^{}\varphi ^{}\mathrm{d}\varphi `$
$`=`$ $`{\displaystyle _{\delta M}}\omega (\varphi \varphi ^{}\varphi \stackrel{~}{}\varphi ^{}\varphi ^{}\varphi +\varphi ^{}\stackrel{~}{}\varphi )={\displaystyle _{\delta M}}\omega (\varphi \mathrm{d}\varphi ^{}+\varphi ^{}\mathrm{d}\varphi ^{}2\varphi \stackrel{~}{}\varphi ^{}2\varphi ^{}\varphi )`$
$`=`$ $`2{\displaystyle _{\delta M}}\omega (\varphi \stackrel{~}{}\varphi ^{}+\varphi ^{}\varphi )=2{\displaystyle _{\delta M}}\omega (\varphi ^{}\stackrel{~}{}\varphi +\varphi \varphi ^{}).`$
From (5) and from (5.67) we have
$$𝛀(\varphi ,R\varphi ^{})=_{\delta M}\omega (\varphi \stackrel{~}{}R\varphi ^{}+R\varphi ^{}\varphi )=_{\delta M}\varphi \varphi ^{}\stackrel{~}{\alpha }+_{\delta M}R\varphi ^{}\stackrel{~}{}R\varphi \alpha $$
and analogously
$$𝛀(R\varphi ,\varphi ^{})=_{\delta M}\varphi ^{}\varphi \stackrel{~}{\alpha }_{\delta M}R\varphi \stackrel{~}{}R\varphi ^{}\alpha .$$
Equality (5.66) is achieved by subtracting the integral of $`\mathrm{d}(\varphi \varphi ^{})\stackrel{~}{\alpha }\mathrm{d}(R\varphi R\varphi ^{})\alpha `$ and applying Stokes’ theorem.
$`\mathrm{}`$
This property guarantees that the bilinear forms
$$𝛀^k(\varphi ,\varphi ^{})𝛀(R^k\varphi ,\varphi ^{})$$
(5.70)
are skew. Furthermore they are symplectic and lead to the bi-Hamiltonian formulation. In this context formula (5.66) and the closure condition for $`𝛀^k`$ are an algebraic consequence of the fact that $`R`$ comes from two Poisson structures. Using the theory of bi-Hamiltonian systems one can now go on to prove that the flows constructed by application of $`R`$ to some standard flow commute.
To develop the bi-Hamiltonian theory, we would like to write the heavenly equations in Hamiltonian form. However the Legendre transform becomes singular for the coordinate flows associated to the coordinates we have chosen since they are, at least in the Minkowski space limit, null coordinates. One possibility is to develop a Hamiltonian formalism based on such null hyper-surfaces. We shall adopt a different approach and reformulate the second heavenly equation as a first order system.
Define $`\varphi :=\mathrm{\Theta }_x`$ and formally rewrite the second heavenly equation (2.22) as
$$_w\varphi =(_y\varphi )\text{where}=(_z+\{\varphi ,\mathrm{}\}_{yx})_{x}^{}{}_{}{}^{1}=_{11^{}}_{10^{}}^{}{}_{}{}^{1}.$$
(5.71)
It is therefore a conjugated operator $``$ (defined by (3.29)), acting on solutions to the zero-rest-mass equations, and plays the role of the recursion operator. Flows of the sub-hierarchy $`[L_1,L_{0j}]=0`$ are
$$_{t_j}\varphi =^j_y\varphi $$
and the Hamiltonian for the first nontrivial flow is
$$H_1=\frac{\varphi ^2}{2}dx\mathrm{d}y\mathrm{d}z.$$
Higher Hamiltonians $`H_n`$ can in principle be constructed using the operator $`R`$. However, we have not developed explicit formulae for these $`H_n`$.
### 5.1 A local bi-Hamiltonian form for the hierarchy
To end this section, we express the equations of the second heavenly hierarchy (4.49) in a compact form, and then write it as a (formal) bi-Hamiltonian system on the spin bundle. This will be a rather different framework from that given above in that the Hamiltonian structure will in effect be local to the $`x^{A0}`$ plane as opposed to a field theoretic formulation—it is the gravitational analogue of that given for the Bogomolny equations in except that no symmetries are required here (in effect because ASD gravity can be expressed as ASD Yang-Mills with two symmetries but with gauge group the group of area preserving diffeomorphisms). This formulation is therefore presented merely as a curiousity.
Define the $`j`$th truncation of $`\omega ^A`$ to be
$$\omega _j^A=x^{A0}+\underset{m=1}{\overset{j}{}}\lambda ^m^{Am1}\mathrm{\Theta },$$
where $`^{Ai}=\epsilon ^{AB}/x^{Bi}`$. (Note that this is truncated at both ends, although the truncation at the lower end and multiplication by a power of $`\lambda `$ is inessential.)
###### Lemma 5.4
The truncated heavenly hierarchy is equivalent to
$$^{Bj}\omega ^A(\lambda )=\{\omega ^A(\lambda ),\lambda ^j\omega ^{Bj}(\lambda )\}_{yx}.$$
(5.72)
Proof. First observe that one can sum the Lax system to obtain
$`{\displaystyle \underset{i=0}{\overset{j1}{}}}\lambda ^iL_{Ai}`$ $`=`$ $`\lambda ^j_{Aj}+{\displaystyle \underset{i=0}{\overset{j1}{}}}\lambda ^{i+1}\epsilon ^{CD}_{C0}_{Ai}\mathrm{\Theta }_{D0}_{A0}`$
$`=`$ $`\lambda ^j_{Aj}+\{\omega _{Aj},\}_{yx}`$
where $`\{f,\}_{yx}=\epsilon ^{CD}_{C0}f_{D0}`$.
Thus, since $`L_{Ai}\omega ^A=0`$, we have
$$_{Bj}\omega ^A=\lambda ^j\{\omega _j^B,\omega ^A\}$$
which yields the desired answer.
$`\mathrm{}`$
For the remainder of this section, we shall fix the values of the spinor indices to be $`A=0`$ and $`B=1`$. Set
$$_j:=_{1j},\mathrm{\Psi }:=\omega ^0,\text{and}\psi _j:=\omega _{1j}.$$
Equation (5.72) takes the form
$$_j\mathrm{\Psi }(\lambda )=\{\mathrm{\Psi }(\lambda ),\lambda ^j\psi _j(\lambda )\}_{yx}$$
which we rewrite as
$$_j\mathrm{\Psi }=𝒟\frac{\delta h_j}{\delta \mathrm{\Psi }}.$$
(5.73)
Here $`𝒟:=\{\mathrm{\Psi }(\lambda ),\mathrm{}\}_{yx}=_{i=0}^{\mathrm{}}𝒟_m\lambda ^m`$ is $`\lambda `$-dependent Poisson structure, $`𝒟_0=_x`$ and $`𝒟_m=[_{m1},V]=D_{0m}_{0m}`$ for $`m>0`$.
The Hamiltonians are
$$h_j(\lambda )=\lambda ^j\psi _j(\lambda )\mathrm{\Psi }(\lambda ).$$
## 6 Outlook - examples with higher symmetries
This section motivates the study of solutions to heavenly equations which are invariant under some hidden symmetries, e.g. along the higher flows. More generally, one can consider solutions to the hyper-Kähler equations without symmetries, but whose hierarchies do admit symmetries.
In a subsequent paper we shall give a general construction of such metrics based on a generalisation of . We consider the case in which the twistor spaces have a globally defined twistor function homogeneous of degree $`n+1`$. This implies that the metric admits a Killing spinor (some solutions with this property are given by ). Global sections $`QH^0(^1,𝒪(n+1))`$ on non-deformed twistor space $`\mu :𝒫𝒯^1`$ will be classified and $`Q`$-preserving deformations of the complex structure of a neighbourhood of an $`𝒪(1)𝒪(1)`$ section of $`\mu `$ will be studied. The cohomology classes determining the deformation will depend on the fibre coordinates of $`\mu `$ only via $`Q`$. The canonical forms of patching functions can be derived to give explicit solutions to anti-self-dual ASD vacuum Einstein equation.
There are also further details of the bi-Hamiltonian structure that could usefully be clarified.
## 7 Acknowledgments
We are grateful to Roger Penrose, George Sparling, Paul Tod, Nick Woodhouse, and others for some helpful discussions. Some parts of this work were finished during the workshop Spaces of geodesics and complex methods in general relativity and geometry held in the summer of 1999 at the Erwin Schrödinger Institute in Vienna. We wish to thank ESI for the hospitality and for financial assistance. LJM was supported by NATO grant CRG 950300. |
warning/0001/astro-ph0001479.html | ar5iv | text | # On the absence of winds in ADAFs
## 1 Introduction
In many systems containing accreting galactic and extragalactic black holes, the luminosity deduced from observations is much lower than the one obtained by assuming a ‘standard’ radiation efficiency of $`0.1`$. It has been proposed that accretion in such systems can be modeled by advectively dominated accretion flows – ADAFs (for recent reviews see Kato, Fukue & Mineshige 1998; Abramowicz, Björnsson & Pringle 1998; Lasota 1999). In ADAFs, the main cooling process is advection of heat — radiative cooling is only a small perturbation in the energy balance and has no dynamical importance. ADAFs are quite successful in explaining observed spectral properties of accretion onto black hole in low mass X-ray binaries, Galactic center, and some active galactic nuclei.
Recently, Blandford & Begelman (1999, hereafter BB99) put in question the physical self-consistency of ADAF models by arguing that flows with small radiative efficiency should experience outflows, which in some cases could be so strong as to prevent accretion of matter onto the black hole. Low luminosities, therefore, would not be due to low radiative efficiency, but simply to absence of accreting matter near the central object. Hence, ADAFs should be replaced by what BB99 call ADIOs, i.e. ‘advection-dominated inflows-outflows’ (later ‘advective’ has been changed to ‘adiabatic’). The BB99 argument about the necessity of outflows from ADAFs is based on two statements about what they call the ‘Bernoulli constant’ (the significance of this ‘constant’ - in reality a function - is discussed in the next Section): The Bernoulli constant in flows with low radiative efficiency must always be positive, a point which was first made by Narayan & Yi (1994), A positive Bernoulli constant implies outflows.
In the present paper we show that the vertically integrated Bernoulli function is everywhere negative in small viscosity ADAFs which have a vanishing viscous torque at the flow inner ‘edge’, and are matched to the standard thin Shakura-Sunyaev disc (SSD) at the outer edge, A positive Bernoulli function in an ADAF does not imply outflows — in a representative class of 2-D numerical models of ADAFs with moderate viscosity, Bernoulli function may be positive but despite of that outflows are always absent.
The main conclusion of our paper is that while it is not yet clear whether some ADAFs with high viscosity could indeed have significant outflows, both general theoretical arguments and numerical simulations point out that it is unlikely that ADAFs with low viscosity could experience even moderate outflows of purely hydrodynamical origin. Similar conclusion has been recently obtained by Nakamura (1998), who used a different approach.
We use here cylindrical coordinates $`(r,z,\varphi )`$ and denote gravitational radius of the accreting black hole (with the mass $`M`$) by $`r_G=2GM/c^2`$. We model the gravitational field of the black hole by the Paczyński & Wiita (1980) potential. We assume in this paper that viscosity is small. This means that $`\alpha 0.1`$ for the kinematic viscosity coefficient given by a phenomenological formula
$$\nu =\alpha \mathrm{}_PC_{sound},$$
$`(1.1)`$
where $`\mathrm{}_P=P/|P|`$ is the pressure length scale and $`C_{sound}`$ is the sound speed. Our theoretical arguments do not depend on a particular functional form (prescription) of $`\alpha `$. In numerical models we assume the ‘standard’ prescription, $`\alpha =const`$. Recent theoretical estimates based on numerical simulations of turbulent viscosity (see e.g. Balbus, Hawley & Stone 1996) show that most likely $`\alpha 0.1`$. In this paper we shall consider mainly this low viscosity range of $`\alpha `$. Arguments based on fitting predicted spectral properties of ADAF models to observations (see Narayan 1999 for review) seem to require the moderate viscosity range, $`0.1\alpha 0.3`$, that partially overlaps with the low viscosity range considered in this paper. As pointed out by Rees (private communication) it is not clear if the high viscosity range, $`\alpha 0.3`$, is physically realistic.
## 2 The Bernoulli constant, function and parameter
In stationary, inviscid flows with no energy sources or losses, the quantity,
$$B_0=W+\frac{1}{2}V^2+\mathrm{\Phi }=const,$$
$`(2.1)`$
is constant along each individual stream line, but, in general, is different for different stream lines. This quantity is called the Bernoulli constant. Here $`W`$ is the specific enthalpy, $`V`$ is the velocity (all three components included), and $`\mathrm{\Phi }`$ is the gravitational potential. Obviously, a particular streamline may end up at infinity only if $`B_0>0`$ along it. The existence of stream lines with $`B_0>0`$ is therefore a necessary condition for outflows in stationary inviscid flows with no energy sources or losses, and $`B_0<0`$ for all streamlines is a sufficient condition for the absence of outflows. However, $`B_0>0`$ is not a sufficient condition for outflows. For example, in the case of the classical Bondi’s accretion (pure inflow) $`B_0`$ is a universal positive constant.
In all viscous flows, $`B_0`$ defined by (2.1) is, of course, not constant along individual stream lines. However, the so-called ‘Bernoulli parameter’,
$$\stackrel{~}{B}_0=\frac{1}{V_K^2}\left[W+\frac{1}{2}V^2+\mathrm{\Phi }\right],$$
$`(2.2)`$
is a universal constant in 1-D, vertically integrated, self-similar Newtonian models of ADAFs introduced by Narayan & Yi (1994). Here $`V_K`$ is the Keplerian velocity. The reason for that is simple: in self-similar models all quantities scale as some power of the cylindrical coordinate $`r`$. In particular, because both
$$B=W+\frac{1}{2}V^2+\mathrm{\Phi }const,$$
$`(2.3)`$
and $`V_K^2`$ scale as $`r^1`$, their ratio $`\stackrel{~}{B}_0`$ must be a constant. Narayan & Yi (1994) and BB99 have argued that because the vertically integrated models have $`\stackrel{~}{B}_0>0`$, in generic 2-D flows there should be streamlines escaping to infinity.
This argument is not correct for the simple reason that neither $`B_0>0`$ (as already mentioned), nor $`\stackrel{~}{B}_0>0`$, are sufficient conditions for outflow existence. Note that $`\stackrel{~}{B}_0=\mathrm{constant}`$ is not a real physical conservation law, but rather an artifact induced by a purely mathematical assumption that the flow is self-similar. This very strong assumption is motivated only by practical convenience, not by the physical properties of a flow. Indeed, in all numerical, global models of ADAFs constructed so far, self-similarity does not represent well the global flow properties and $`\stackrel{~}{B}_0`$ changes its value and even its sign from place to place. Large scale changes are due to the global balance between viscous heating, advective cooling and $`PdV`$ work. Small scale changes are typical for ADAFs in which a strong convection (circulation) is present (these ADAFs have a moderate or small viscosity). In this case, the sign of $`\stackrel{~}{B}_0`$ changes rather abruptly, tracing convective bubbles. In addition, at a given place, the value and the sign of $`\stackrel{~}{B}_0`$ strongly fluctuates in time.
The Bernoulli constant $`B_0`$ is not a useful quantity for ADAF study, because they are viscous flows. The Bernoulli parameter $`\stackrel{~}{B}_0`$ has no physical significance and therefore it is not a convenient quantity for theoretical arguments. We shall use here the ‘Bernoulli function’, which is formally defined by (2.3), but — of course — in ADAFs (or any other viscous flows) it is not constant along streamlines. As in the case of steady dissipation-free flows, $`B<0`$ everywhere is a sufficient condition for the absence of outflows.
We were forced to introduce such new object 217 years after the death of Daniel Bernoulli because of the above-mentioned articles on outflows from ADAFs, which use the related concepts of the Bernoulli constant or ‘parameter’. It is easier, as shown below, to refute their arguments by using the same ‘paradigm’.
## 3 The inner boundary condition
In this Section we would like to stress the importance of the fact that the accreting body is a black hole, in particular, the implications of the transonic nature of the accretion flow.
We will assume that the flow viscosity is low. Paczyński (1978, unpublished) noticed that in this case the mass loss from the inner part of an accretion disc around a black hole is fully governed by the general relativistic effect of ‘relativistic Roche lobe overflow’ which operates close to a ‘cusp’ radius $`r_{cusp}`$, where the angular momentum of the disc takes the Keplerian value, $`j(r_{cusp})=j_K(r_{cusp})`$ (see Abramowicz 1981, 1985 for details). Here $`j_K=V_Kr`$ is the Keplerian angular momentum. The cusp is formed by a critical equipotential surface, similar (but topologically different) to the critical Roche surface in the binary stellar-system problem.
Jaroszyński, Abramowicz & Paczyński (1980) proved that for small viscosity accretion discs one must have $`r_{mb}<r_{cusp}<r_{ms}`$, where $`r_{mb}`$ and $`r_{ms}`$ are respectively the radii of the marginally bound, and the marginally stable Keplerian circular orbits around a black hole. In the case of a non-rotating (Schwarzschild) black hole, as well as in the Paczyński & Wiita (1980) potential, $`r_{mb}=2r_G`$ and $`r_{ms}=3r_G`$. At $`r_{ms}`$ the Keplerian angular momentum has a minimum value $`j_{ms}=(3/2)^{3/2}r_Gc`$. Numerical simulations show that low viscosity accretion discs with reasonable outer boundary conditions (discussed in the next Section) have always a high specific angular momentum, that is for $`r_{cusp}<r<r_0`$, they are always super-Keplerian: $`j(r)>j_K(r)`$, where $`r_05r_G`$ (see Figure 1).
The mass loss through the cusp, at the rate $`\dot{M}_{cusp}`$, induces an advective cooling $`Q_{cusp}^{}`$ which is a very sensitive function of the vertical thickness $`h`$ of the disc at the cusp: independent of the equation of state (i.e. independent of the adiabatic index of the accreted matter $`\gamma `$) one has $`Q_{cusp}^{}\mathrm{\Sigma }h^3`$, where $`\mathrm{\Sigma }`$ is the disc surface density at the cusp. This implies that the relativistic Roche lobe overflow stabilizes possible unstable thermal modes in the region close to $`r_{cusp}`$ because an overheating would cause vertical expansion, which then would induce strong advective cooling. More precisely, in terms of Pringle’s thermal stability criterion (Pringle 1976; Piran 1978),
$$\left(\frac{\mathrm{ln}Q_{vis}^+}{\mathrm{ln}h}\right)_\mathrm{\Sigma }<\left(\frac{\mathrm{ln}Q_{cusp}^{}}{\mathrm{ln}h}\right)_\mathrm{\Sigma },$$
$`(3.1)`$
where $`Q_{vis}^+\mathrm{\Sigma }h^2`$ is the rate of viscous heating, one has $`2=(l.h.s)<(r.h.s)=3`$, which proves thermal stability (Abramowicz, 1981). Thus, an increase in the Bernoulli function caused by overheating does not produce outflows, but enhances the inflow into the black hole. This analytic prediction has been confirmed in all details by 2-D time dependent numerical simulations. In particular, Igumenshchev, Chen & Abramowicz (1996) showed that the analytic formula (Abramowicz, 1985) for the rate of the mass inflow into the black hole induced by the relativistic Roche lobe overflow reproduces, in a wide range of parameters and with impressive quantitative accuracy, the behavior of $`\dot{M}_{cusp}`$ calculated in all their numerical simulations.
For low viscosity (high angular momentum) black hole accretion flows, Abramowicz & Zurek (1981) found that the regularity condition at the sonic point $`V_r^2=C_{sound}^2`$ requires
$$\left(\frac{C_{sound}}{c}\right)^2\epsilon ^2=\frac{j_K^2(r_{sonic})j^2(r_{sonic})}{2r_{sonic}^2c^2}.$$
$`(3.2)`$
Because $`\epsilon 1`$ and $`j_K(r_{sonic})r_{sonic}c`$, one has
$$\frac{j(r_{sonic})}{j_K(r_{sonic})}=1\frac{r_{sonic}^2c^2}{j_K^2(r_{sonic})}\epsilon ^2+𝒪(\epsilon ^4),$$
$`(3.3)`$
and
$$\frac{r_{sonic}}{r_{cusp}}=1𝒪(\epsilon ^2),$$
$`(3.4)`$
i.e. the sonic point is very close to the cusp. These properties have been confirmed by 1-D and 2-D numerical simulations performed independently by numerous authors.
The supersonic flow at $`r<r_{sonic}`$ does not hydrodynamically influence the subsonic flow at $`r>r_{sonic}`$. For this reason, somewhere at an ‘inner edge’ $`r_{in}r_{sonic}r_{cusp}`$, the viscous torque vanishes, $`g(r_{in})=0`$. From (2.3) and (3.2) – (3.4) one derives, for a polytropic fluid, i.e. with $`W=C_{sound}^2/(\gamma 1)`$,
$$\frac{B(x_{sonic})}{c^2}=\frac{x_{sonic}2}{4(x_{sonic}1)^2}+\frac{3\gamma }{2(\gamma 1)}\epsilon ^2+𝒪(\epsilon ^4).$$
$`(3.5)`$
Here $`xr/r_G`$. In the physically relevant region, $`2x_{sonic}3`$, the leading term (zeroth order in $`\epsilon ^2`$) of this function equals, independently of $`\gamma `$, to negative binding energy at circular Keplerian orbit and varies between $`0`$ and $`1/16`$.
Thus, for ADAFs with low viscosity (high angular momentum) one should adopt the following inner boundary condition,
$$g(r_{in})=0,j(r_{in})=j_K(r_{in}).$$
$`(3.6)`$
because this is imposed by fundamental properties of the black hole gravitational field and thus must be always obeyed. In addition, if at the sonic point $`C_{sound}/c1`$, the sonic point regularity condition demands that the Bernoulli function at the inner edge should be negative,
$$B(r_{in})B(r_{sonic})<0,$$
$`(3.7)`$
independent of the equation of state (independent of $`\gamma `$).
## 4 The outer boundary condition
ADAFs cannot exist for arbitrary large radii. For example, according to Abramowicz et al. (1995) ADAFs cannot extent beyond the radius
$$r_{max}=C\frac{\alpha ^4}{\dot{m}^2}r_Gr_{in},$$
$`(4.1)`$
where $`\dot{m}=\dot{M}/\dot{M}_{Edd}`$ and $`C10^2`$. In general, $`C`$ and the power of $`\alpha `$ depend on the cooling mechanisms included into the model (see Menou, Narayan & Lasota 1999).
Observations suggest that, in several systems the inner ADAF is surrounded by a geometrically thin, standard Shakura-Sunyaev disc so that there must exist a transition region where, for $`rr_{out}`$ the ADAF is matched to a Keplerian disc. The physical mechanism which triggers the transition is not known (see, however, Meyer & Meyer-Hofmeister 1994; Kato & Nakamura 1998) and it is not clear what is the relation between $`r_{max}`$ and $`r_{out}`$.
These uncertainties make the conditions at the outer edge $`r_{out}`$ of low viscosity accretion discs less precisely determined than the conditions at the inner edge. Despite of this, Abramowicz, Igumenshchev & Lasota (1998) found a simple analytic argument that proves that independent of the physical reason for the transition, the angular momentum close at $`r_{out}`$ should have exactly the Keplerian value, $`j(r_{out})=j_K(r_{out})`$. This was confirmed by numerical models of the only specific ADAF-SSD transition model worked out to date, in which the transition occurs due to the presence of a turbulent flux (Honma 1996, Kato & Nakamura 1998).
With an ADAF joining the SSD at the outer edge, one has,
$$j(r_{out})=j_K(r_{out}),B(r_{out})e_K(r_{out})<0,$$
$`(4.2)`$
Here $`e_K(r_{out})`$ is the negative Keplerian orbital binding energy. The second equation in (4.2) follows from
$$B(r_{out})=e_K(r_{out})\left[1+𝒪\left((h_{out}/r_{out})^2\right)\right]<0,$$
$`(4.3)`$
where $`h_{out}r_{out}`$ is the thickness of the outer SSD. In all numerical simulations of low viscosity, high angular momentum accretion flows, the outer boundary condition (4.2) is approximately fulfilled at all radii $`rr_{in}`$ independent of whether the ADAF-SSD transition occurs.
## 5 The angular momentum
The shape of angular momentum distribution between $`r_{in}`$ and $`r_{out}`$ depends mainly on viscosity but, as numerous 1-D and 2-D models demonstrate, in the low viscosity case it is always similar to that shown in Figure 1. The physical reason for such a shape is clear. Close to the inner edge, the viscous torque is ineffective (note that $`g(r_{in})=0`$) and thus the specific angular momentum has a very small gradient. Thus, the location of $`r_{in}`$ roughly determines the location of the first crossing point $`r_0`$ between $`j(r)`$ and $`j_K(r)`$ curves, and therefore also the $`1/r^3`$ weighted area $`A_{in}`$ between these curves in the region $`[r_{in},r_0]`$. Mechanical equilibrium condition demands that (Abramowicz, Calvani & Nobili 1980),
$$A_{in}=A_{out},$$
$`(5.1)`$
$$A_{in}_{r_{in}}^{r_0}\frac{j^2(r)j_K^2(r)}{r^3}𝑑r$$
$$A_{out}_{r_0}^{r_{out}}\frac{j_K^2(r)j^2(r)}{r^3}𝑑r,$$
and thus the $`1/r^3`$ weighted area $`A_{out}`$ between these curves in the region $`[r_0,r_{out}]`$ is also roughly determined. In addition, one should have $`dj/dr>0`$ and $`d(j/r^2)/dr<0`$.
The function $`j(r)`$ can be approximated by the analytic fitting formula used in the Paczyński’s (1998) toy model for ADAFs,
$$j(r)=j_{r_{in}}\left[1+b\left(\frac{r}{r_{in}}1\right)^a+b\left(\frac{r}{r_{in}}1\right)^{3a}\right]^{1.5/a}.$$
$`(5.2)`$
Note that this formula is different from the one in the published version of Paczyński’s article. The error it contained has been corrected in the astro-ph version. Here $`a`$ and $`b`$ are constants that depend on $`r_{in}`$ and $`r_{out}`$, and can be determined from (5.1). Although in actual models the range of radii for which the angular momentum is approximately constant is much reduced, one should stress, that (5.2) is a good qualitative representation of the generic angular momentum distribution in ADAFs when the magnitude of viscosity is low independent of the functional form of viscosity.
## 6 The Bernoulli function
Imagine a cylinder $`r=\mathrm{const}`$ crossing an ADAF from its upper, $`z=h(r)`$, to lower $`z=h(r)`$, surface. Let $`\dot{M}_0`$, $`\dot{J}_0`$ and $`\dot{E}_0`$ denote, respectively, the total amount of mass ($`\dot{M}_0<0`$), angular momentum and energy that cross the surface of the cylinder per unit time. In a steady state, from the Navier-Stockes equations of mass, angular momentum and energy conservations integrated along the cylinder it follows that,
$$\dot{M}_0=_{h(r)}^{+h(r)}2\pi r\rho (r,z)V_r(r,z)𝑑z=\mathrm{const},$$
$`(6.1a)`$
$$\dot{J}_0=\dot{M}_0j(r)+g(r)=\mathrm{const},$$
$`(6.1b)`$
$$\dot{E}_0=\dot{M}_0B(r)+\mathrm{\Omega }(r)g(r)=\mathrm{const}.$$
$`(6.1c)`$
Here $`\mathrm{\Omega }(r)=j(r)/r^2`$ is the angular velocity. The radiative energy flux from ADAFs is very small and it was ignored in (6.1c). Derivation of (6.1) assumes that the flow has an azimuthal symmetry (no dependence on $`\varphi `$), and that the orbital velocity $`V_\varphi `$ is much greater than the accretion velocity $`V_r`$ (and ‘vertical’ velocities) which is true, except very close to the inner edge, for flows with a small viscosity considered in this Section. Except $`h(r)`$, each radial function that appear in (6.1) represents the averaged value of the corresponding quantity. In particular,
$$B(r)=\frac{1}{2h(r)\dot{M}_0}_{h(r)}^{+h(r)}2\pi r\rho (r,z)V_r(r,z)B(r,z)𝑑z.$$
$`(6.2)`$
The same equations (6.1), with the same assumptions and with the same averaging procedure (6.2), have been used by BB99, and by Paczyński (1998) in his recent illuminating paper on a toy model of ADAFs.
According to Narayan and Yi (1994) in self-similar models of ADAFs, both $`j(r)`$ and $`g(r)`$ scale as $`r^{1/2}`$, and both $`B(r)`$ and $`\mathrm{\Omega }(r)g(r)`$ scale as $`r^1`$. These scaling properties imply that $`\dot{J}=C_Jr^{1/2}`$ and $`\dot{E}=C_Er^1`$, with $`C_J=\mathrm{const}`$, $`C_E=\mathrm{const}`$. Thus, the fluxes $`\dot{J}_0`$ and $`\dot{E}_0`$ can be constant if and only if $`C_J=C_E=0`$. This implies that both the angular momentum flux, and the energy flux are exactly zero in self-similar models: $`\dot{J}_0=0`$, and $`\dot{E}_0=0`$ (BB99). From the first of these equations it follows that $`g(r)=j(r)/\dot{M}_0`$. This, together with the second equation show that the Bernoulli function must be positive,
$$B(r)=\mathrm{\Omega }(r)j(r)=[r\mathrm{\Omega }(r)]^2>0.$$
$`(6.3)`$
The conclusion $`B(r)>0`$ is based on self-similar solutions which are obviously inconsistent with boundary conditions. We shall show that by taking properly into account the boundary conditions (3.6) and (4.2), one arrives at the opposite conclusion: $`B(r)<0`$.
The inner boundary condition $`g(r_{in})=0`$ implies that
$$\dot{M}_0j(r_{in})=\dot{M}_0j(r)+g(r),$$
$`(6.4a)`$
$$\dot{M}_0B(r_{in})=\dot{M}_0B(r)+\mathrm{\Omega }(r)g(r).$$
$`(6.4b)`$
From the last two equations one derives
$$B(r)=B(r_{in})+\mathrm{\Omega }(r)j(r)\mathrm{\Omega }(r)j(r_{in}).$$
$`(6.5)`$
Equation (6.5) yields, at the outer edge of the disc $`r_{out}`$
$$B(r_{in})=B(r_{out})\mathrm{\Omega }(r_{out})[j(r_{out})j(r_{in})].$$
$`(6.6)`$
Because in stable discs $`j(r_{out})>j(r_{in})`$, the last term on the right hand side of this equation is always negative. From this fact and from equation (4.3) one concludes that for standard ADAFs, i.e. for those that have a vanishing torque at the inner edge $`r_{in}`$ and match the standard Shakura-Sunyaev disc at the outer edge $`r_{out}`$ one must have
$$B(r_{in})<B(r_{out})<0.$$
$`(6.7)`$
Thus, the Bernoulli function in standard ADAFs must be negative both at the inner and outer edges. Identical conclusions have been reached, but not explicitly stated, by Paczyński (1998): see his equation (20) which is equivalent to our equation (6.6).
From equation (5.2) describing a typical angular momentum distribution in the disc, and equations (6.5), (6.6) one may calculate $`B(r)`$ in the whole disc. Figure 2 shows the Bernoulli function by the thick solid line. The thin broken line shows the prediction of the self-similar model. In the same Figure 2 we present for comparison by the thin solid line the time-averaged Bernoulli function for 2-D numerical model of ADAF with $`\alpha =0.01`$. Details of numerical technics described by Igumenshchev & Abramowicz (1999). The model has $`r_{in}=3r_G`$, $`r_{out}=8000r_G`$, and $`\gamma =5/3`$.
One concludes that in ADAFs with small viscosity, which fulfill standard boundary conditions, the Bernoulli function must be everywhere negative. This conclusion is independent of the functional form of viscosity. Obviously, a flow which has the Bernoulli function that is everywhere negative does not experience outflows. Note, however that $`B(r)`$ calculated here is averaged with respect to the flux of mass. Thus, it may happen that $`B>0`$ in some polar directions. This is indeed the case close to the disc surface of some low viscosity numerical models calculated by ICA96. These models show weak outflows, with $`\dot{M}_{out}\dot{M}_0`$.
## 7 Numerical simulations
Analytic arguments presented in the previous Section and pointing out that no significant outflows of hydrodynamical origin should be present in low viscosity ADAFs have been fully confirmed by all numerical simulations performed to date. Below we give a list of some representative works.
1-D global simulations of transonic flows in optically thick case (slim discs): Abramowicz, Czerny, Lasota & Szuszkiewicz (1988); Kato, Honma & Matsumoto (1988ab); Chen & Taam (1993); Szuszkiewicz & Miller (1997).
1-D global simulations of transonic flows in the optically thin case (ADAFs): Honma (1996); Chen, Abramowicz & Lasota (1997); Narayan, Kato & Honma (1997); Gammie & Popham (1998); Nakamura, Kusunose, Matsumoto & Kato (1998); Igumenshchev, Abramowicz & Novikov (1998); Ogilvie (1999).
2-D time dependent simulations of ADAFs: Igumenshchev, Chen & Abramowicz (1996); Igumenshchev & Abramowicz (1999); Stone, Pringle & Begelman (1999).
## 8 ADAFs with large viscosity
We have seen that there is a significant theoretical and numerical evidence which shows that purely hydrodynamical outflows in ADAFs with low viscosity are unlikely to occur. Physical reasons for the absence of outflows in this case seem to be well understood. They depend on some fundamental properties of the black hole gravity.
The situation in the case of moderate and large viscosity is less clear. The analytic calculation of $`B(r)`$ presented in the Section 5 cannot be repeated in the case of large viscosity because in this calculation one assumes that $`V_rV_\varphi `$, while in flows with large viscosity, all velocity components are of the same order. This brings an additional unknown term to the energy equation (6.1c) so that the system has too many unknowns to be solved. Also, one can not further assume zero viscous torque acting at $`r_{in}`$, if non-circular motions are significant. Thus, equations (6.1) are insufficient to calculate $`B(r)`$ even in the self-similar case. In the large viscosity case one can argue neither that self-similarity implies $`B(r)>0`$, nor that the boundary conditions imply $`B(r)<0`$.
Purely hydrodynamic outflows have been seen in numerical 2-D simulations of high viscous accretion flows (Igumenshchev & Abramowicz 1999), and in 2-D self-similar models (Xu & Chen 1997, and references therein), but they are not a universal property of viscous flows. From the existing results it is obvious that the presence of outflows depends on the magnitude of viscosity parameter $`\alpha `$, adiabatic index $`\gamma `$, and, probably, on the outer boundary conditions at $`r_{out}`$. However, the boundary $`(\alpha ,\gamma ,\mathrm{})`$ that divide the parameter space into the flows with and without outflows is yet to be found.
Certainly, one cannot argue that $`B>0`$ implies outflows. We illustrate this point by showing in Figure 3 a model of ADAF ($`\alpha =0.3`$, $`\gamma =3/2`$, $`r_{in}=3r_G`$, $`r_{out}=8000r_G`$) in which $`B>0`$ and no outflows. The model has been calculated using numerical technics described by Igumenshchev & Abramowicz (1999). In Figure 4, for the same model, we show calculated distributions of $`B(r)`$ (solid line),
$$B(r)=\frac{2\pi r^2}{\dot{M}_0c^2}_0^\pi \rho V_r\left(\frac{1}{2}V^2+W\frac{GM}{r}\right)\mathrm{cos}\theta d\theta ,$$
$`(8.1)`$
normalized viscous energy flux (dashed line),
$$G(r)=\frac{2\pi r^2}{\dot{M}_0c^2}_0^\pi \left(V_r\mathrm{\Pi }_{rr}+V_\theta \mathrm{\Pi }_{r\theta }+V_\varphi \mathrm{\Pi }_{r\varphi }\right)\mathrm{cos}\theta d\theta ,$$
$`(8.2)`$
and normalized total energy flux (solid thick line),
$$\frac{\dot{E}_0(r)}{\dot{M}_0c^2}=B(r)+G(r).$$
$`(8.3)`$
In (8.1)-(8.3) $`r`$, $`\theta `$ and $`\varphi `$ are spherical coordinates and $`𝚷`$ is the shear stress tensor. In the model the inward energy advection flux \[term $`B`$ in (8.3) and short-dashed line in Fig. 4\] almost equals to the outward viscous energy flux \[term $`G`$ in (8.3) and long-dashed line in Fig. 4\] at each radius. This behaviour is similar to that in the self-similar Narayan & Yi (1994) solution, where the oppositely directed fluxes exactly compensate. For comparison, we show $`B(r)`$ for the self-similar solution in Figure 4 by dotted line. When correct boundary conditions are taken into account there is no exact compensation and the total energy flux $`\dot{E}_0`$ must be a small (in absolute value) non-positive constant in the stationary dissipative accretion flow of the type discussed here. Note that in the actual model $`\dot{E}_0`$ (solid line in Fig. 4) is not constant and oscillates with a small amplitude due to an inaccuracy of our numerical scheme, which does not exactly conserve the total energy balance. This inaccuracy is inside $`5\%`$ of relative error, which is acceptable for our purposes.
## 9 Conclusions
1. Significant outflows of purely hydrodynamical origin are not present in ADAFs with low ($`\alpha 0.1`$) viscosity. This conclusion follow from general theoretical arguments that involve fundamental properties of black hole gravity, and are well understood. All numerical simulations confirm this theoretical arguments and show no outflows.
2. It would be very interesting to perform a systematic investigation in the parameter space {$`\alpha `$, $`\gamma `$, $`r_{\mathrm{out}}`$} by filling it with models of ADAFs and find the regions (necessarily with $`\alpha >0.1`$) corresponding to outflows.
3. Outflows from ADAFs might occur due to non-hydrodynamical factors such as magnetic fields, radiation, etc. These processes cannot be modeled in purely hydrodynamical terms by adopting special value of $`\gamma `$ or form of the Bernoulli function: the extra physics should enter through solutions of the relevant equations (see e.g. King & Begelman 1999).
### Acknowledgments
MAA and JPL are grateful to Mitch Begelman, Roger Blandford, Shoji Kato, Ramesh Narayan, Bohdan Paczyński, Martin Rees and Ron Taam for stimulating discussions during the Santa Barbara ITP program ‘Black Hole in Astrophysics’. This research was supported in part by the National Science Foundation under Grant No. PHY94-07194. |
warning/0001/cond-mat0001227.html | ar5iv | text | # Critical properties of the double-frequency sine-Gordon model with applications
## 1 Introduction
The problem of determining the asymptotic behaviour of a conformal field theory (CFT) under the action of a relevant operator is well studied and understood, also in view of its relation to the physics of many quantum one-dimensional (1D) and classical two-dimensional (2D) models. A less studied case concerns a CFT perturbed by two relevant operators. Namely, consider a CFT subjected to such relevant perturbation, $`gO_{\mathrm{\Delta }_g}`$, with scaling dimension $`\mathrm{\Delta }_g<2`$, that turns it into a fully massive quantum field theory (QFT). Then add another relevant perturbation, $`\lambda O_{\mathrm{\Delta }_\lambda }`$, which, if acting alone, would also make our QFT fully massive. Although this is not as common situation as the previous one, we will show that it displays interesting features which may be realized in physical systems.
Without loss of generality, we assume that $`\mathrm{\Delta }_\lambda <\mathrm{\Delta }_g<2`$, i.e. that the second perturbation is more relevant then the first one. Moreover, we shall require, for the time being, that the operator product expansion (OPE) of these two operators is closed in the sense that it does not produce other relevant operators. The most general case will be discussed in a separate section. Then, the naïve expectation, which prevailed until recently, is that no qualitative changes occur in this case with respect to the standard situation of a CFT perturbed by a single relevant operator: the low-energy behaviour of the theory would be governed by the most relevant operator and, at any rate, the theory would remain fully massive. This expectation is however not a general rule if the two operators exclude each other, that is, if the field configurations which minimise one perturbation term do not minimise the other. In this case, the interplay between the two competing relevant operators can produce a novel quantum phase transition between two massive QFT’s through a critical (massless) point. It is intuitively clear that such a scenario is only conceivable if the ratio of the bare coupling constants, $`|g/\lambda |`$, is large enough.
Recently Delfino and Mussardo (DM) considered the double-frequency sine-Gordon (DSG) model, which is a Gaussian model of a scalar field $`\mathrm{\Phi }`$, perturbed by two relevant vertex operators with the ratio of their scaling dimensions $`\mathrm{\Delta }_g/\mathrm{\Delta }_\lambda =4`$. The Hamiltonian density of the DSG model reads:
$`_{DSG}[\mathrm{\Phi }]`$ $`=`$ $`_0[\mathrm{\Phi }]+𝒰[\mathrm{\Phi }]`$
$`𝒰[\mathrm{\Phi }]`$ $`=`$ $`g\mathrm{cos}\beta \mathrm{\Phi }(x)\lambda \mathrm{sin}[(\beta /2)\mathrm{\Phi }(x)].`$ (1)
where
$$_0[\mathrm{\Phi }]=v_0\left[(_x\varphi _R)^2+(_x\varphi _L)^2\right],$$
(2)
$`\varphi _{R,L}`$ being the chiral components of the Bose field, $`\mathrm{\Phi }=\varphi _R+\varphi _L`$. DM have shown that there exists a quantum critical line $`\lambda =\lambda _c(g)`$ where the DSG model displays an Ising criticality with central charge $`c=1/2`$.
The purpose of this paper is to investigate in detail the critical properties of this transition and to discuss physical applications to spin chains and other quantum one-dimensional (1D) systems. While we shall concentrate on the DSG model in what follows, it should be noted that the phenomenon is more general - similar quantum phase transitions do happen in more complicated models; those shall be addressed elsewhere .
Apart from the practical interest in physical realizations of the DSG model, this problem is of relevance also from a pure theoretical point of view. Indeed, we have already mentioned that the Ising critical point separates two strong-coupling, massive phases; hence, by definition, its analytical description is outside the range of applicability of perturbation theory. In this paper we propose a nonperturbative scheme, which is essentially based on the mapping of the DSG model onto another equivalent model – a generalised quantum Ashkin-Teller model on a 1D lattice, where the Ising critical point becomes accessible.
The paper is organised as follows. In section 2 we briefly discuss the DSG model at the semi-classical level and outline our approach to tackle the Ising criticality in the vicinity of the decoupling point $`\beta ^2=4\pi `$. In sections 3–5 we present a complete description of the critical properties of the DSG model at the Ising transition. In section 3 we introduce a quantum lattice version of a generalised AT model which, apart from the conventional marginal inter-chain coupling, also includes a ‘magnetic filed’ type of interaction, $`h\sigma _1\sigma _2`$. We show that, in the continuum limit, this model is equivalent to the DSG model at $`\beta ^24\pi `$. In section 4 we employ a new ($`\sigma `$-$`\tau `$) representation of the deformed AT model which enables us to correctly identify those degrees of freedom that become critical. In section 5 we use the results of the quantum-spin-chain mappings to determine the physical properties of the DSG model close to the criticality.
In the next two sections we discuss applications of the DSG model to physical systems. In particular, we discuss Ising transitions in a spontaneously dimerized S=1/2 antiferromagnetic chain in a staggered magnetic field (section 6), and in the 1D Hubbard model with a staggered potential (section 7). In section 8 we show that at $`\beta ^2<2\pi `$ the second-order Ising transition may transform to a first-order one. Section 9 contains discussion of the results and conclusions.
The paper is supplied with four Appendices which provide some details concerning bosonization of products of order and disorder operators for a system of two identical Ising models, the relationship between the quantum AT model and lattice fermions, a mean-field treatment of the $`\sigma `$-$`\tau `$ model, and calculation of the correlation functions.
## 2 The model and its quasi-classical analysis
In this paper we will be dealing with the particular version of the DSG model (1) corresponding to the case $`g>0`$. We will also assume that $`\lambda >0`$, although its sign is unimportant due to the obvious symmetry $`\mathrm{\Phi }\mathrm{\Phi }`$.
For $`2\pi <\beta ^2<8\pi `$ the Gaussian model is perturbed by two relevant vertex operators closed under the OPE . The existence of the Ising phase transition can be qualitatively understood via a quasi-classical analysis: inspecting the profile of the potential $`𝒰(\mathrm{\Phi })`$ as a function of the ratio $`x=\lambda /4g`$. At $`x=0`$ one has a periodic potential of a single-frequency sine-Gordon (SG) model. For $`x0`$ the period of the potential is doubled in such a way that in the region $`0<x<1`$ it can be viewed as a sequence of double-well potentials with the local structure $`A\mathrm{\Phi }^2+B\mathrm{\Phi }^4`$, where $`A<0,B>0`$. Precisely at $`x=1`$ each local double-well potential transforms to a $`\mathrm{\Phi }^4`$ one $`(A=0)`$, and (in the Ginzburg–Landau sense) this is a signature of the Ising criticality with the central charge $`c=1/2`$. It should be stressed that the double-well structure of the potential $`𝒰(\mathrm{\Phi })`$ only occurs for $`g>0`$. Hence the Ising critical point only exist for positive $`g`$. The case of $`g<0`$ is qualitatively different: here the $`\lambda `$-perturbation removes the degeneracy between neighbouring minima of $`\mathrm{cos}\beta \mathrm{\Phi }`$ and thus leads to soliton confinement (similarly to the analysis in Ref). The spectrum in this case always remains massive.
Thus, for model (1) with $`g>0`$, a plausible scenario is that the relevant perturbations naturally act on the two constituent Ising models of the starting Gaussian model, leaving one of them massless on the critical line $`\lambda =\lambda _c(g)`$. (Quasi-classically $`\lambda _c(g)=4g`$. A better estimation which takes into account quantum fluctuations yields a power law $`\lambda _c(g)g^\nu `$, where $`\nu =\left(32\pi \beta ^2\right)/\left(16\pi \beta ^2\right)`$). Indeed, DM have argued that the Ising transition is a universal property of the DSG model (1) as long as $`\beta ^2<8\pi `$. This makes it possible to consider the vicinity of the point $`\beta ^2=4\pi `$ where the description of the transition greatly simplifies. Namely, it is well known that $`\beta ^2=4\pi `$ is the decoupling (or Luther-Emery) point of the ordinary SG model ($`\lambda =0`$), at which the latter is equivalent to a theory of free massive fermions. The scaling dimension 1/4 of the $`\lambda `$-term in (1) indicates that this point is special for the DSG model as well, suggesting an Ising model interpretation. In this paper we shall be working in the vicinity of the decoupling point. Rescaling the field $`\mathrm{\Phi }`$, the DSG model can be written in an equivalent form:
$`_{DSG}`$ $`=`$ $`v\left[(_x\varphi _R)^2+(_x\varphi _L)^2\right]\gamma _x\varphi _R(x)_x\varphi _L(x)`$ (3)
$``$ $`g\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }(x)\lambda \mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x),`$
where $`v=(v_0/2)(\beta /\sqrt{4\pi }+\sqrt{4\pi }/\beta )`$ and $`\gamma =(v_0/\sqrt{4\pi }\beta )(\beta ^24\pi )`$. It was originally noted by DM that this form of the DSG model can be related to a deformed 2D Ashkin–Teller (AT) model, which can be viewed as the standard AT model, i.e. a model of two marginally coupled 2D Ising models with order parameters $`\sigma _1`$ and $`\sigma _2`$, extended to include a magnetic field type coupling, $`\lambda \sigma _1\sigma _2`$. DM then argued that, in the strong-coupling limit ($`\lambda \mathrm{}`$), the system effectively reduces to a single Ising model which may become critical if the temperature is properly tuned to its critical value. This argument can be extended to finite values of $`\lambda `$, provided that the two Ising copies are originally in a disordered phase, and thus explains the existence of a critical line in the $`t`$-$`\lambda `$ plane ($`t=(TT_c)/T_c>0`$) along which the deformed AT model flows from the ultraviolet $`c=1`$ fixed point to the infrared $`c=1/2`$ Ising fixed point.
We shall elaborate on the DM argument by explicitly constructing the mappings between the DSG model and various spin models, with the aim to fully describe the Ising transition and, in particular, calculate correlation functions of the operators in the original DSG model. The novel points of our analysis are as follows. First, we concentrate on quantum lattice spin chain models rather than on their classical counterparts (in the transfer matrix sense), as this formulation profits from the use of the powerful apparatus of various spin operator transformations like the duality transformation. Secondly, we identify the correct degrees of freedom in the deformed quantum AT model that become critical. Since the original Ising models enter symmetrically, this is a nontrivial step which is accomplished via a ‘change of basis’ transformation. Let us denote the critical degrees of freedom by $`\sigma `$ and the remaining gaped degrees of freedom by $`\tau `$ (see the main text for precise definitions). The strategy to calculate the correlation functions is then to express the DSG-operators in terms of the lattice $`\sigma `$ and $`\tau `$ operators. At the Ising transition $`\sigma `$ and $`\tau `$ operators asymptotically decouple, with the $`\sigma `$-operators being critical and (some of) the $`\tau `$ operators acquiring finite average values. This allows us to trace the relation between the original DSG-operators and those from the operator content of the underlying critical Ising model, which ultimately accomplishes a complete description of the critical properties at the Ising transition.
## 3 Relation between DSG model and deformed quantum Ashkin-Teller model
### 3.1 Quantum Ising spin chain
We start with recollecting some basic facts about the quantum Ising (QI) spin chain. The Hamiltonian of the QI chain describes a 1D Ising model in a transverse magnetic field :
$$H_{QI}[\sigma ]=\underset{n}{}\left(J\sigma _n^z\sigma _{n+1}^z+\mathrm{\Delta }\sigma _n^x\right),$$
(4)
where $`\sigma _n^\alpha `$ are the Pauli matrices associated with the lattice sites $`\{n\}`$. The Hamiltonian $`H_{QI}`$ defines the transfer matrix of the classical 2D Ising model .
An important tool in studying 1D spin lattice models is the Kramers-Wannier duality transformation that we shall make extensive use of in the sequel. Consider a dual lattice consisting of sites $`\{n+1/2\}`$, defined as the centres of the links $`<n,n+1>`$ of the original lattice, and assign spin operators $`\mu _{n+1/2}`$ to the dual lattice sites. The duality transformation then relates the dual spins to the original ones as follows
$$\mu _{n+1/2}^z=\underset{j=1}{\overset{n}{}}\sigma _j^x,\mu _{n+1/2}^x=\sigma _n^z\sigma _{n+1}^z,$$
(5)
the inverse transformation being
$$\sigma _n^z=\underset{j=0}{\overset{n1}{}}\mu _{j+1/2}^x,\sigma _n^x=\mu _{n1/2}^z\mu _{n+1/2}^z.$$
(6)
In Hamiltonian (4), the parameters $`J`$ and $`\mathrm{\Delta }`$ are interchanged under the duality transformation, so that $`J=\mathrm{\Delta }`$ is the self-duality point where the model displays an Ising criticality.
The operators $`\sigma _n^z`$ and $`\mu _{m+1/2}^z`$, conventionally referred to as order and disorder operators, are mutually nonlocal and play the role of ‘string operators’ with respect to each other. In particular, they commute for $`m<n`$ but anticommute otherwise. These commutation properties make the duality construction a convenient starting point for introducing lattice fermions. It is immediate to check that two objects
$`\eta _n`$ $`=`$ $`\sigma _n^z\mu _{n1/2}^z=\mu _{n1/2}^z\sigma _n^z,`$ (7)
$`\zeta _n`$ $`=`$ $`\text{i}\sigma _n^z\mu _{n+1/2}^z=\text{i}\mu _{n+1/2}^z\sigma _n^z,`$ (8)
satisfy the anticommutation relations for the real (Majorana) fermions on the lattice, with the normalisation $`\eta _n^2=\zeta _n^2=1`$. Relations (7) and (8) are nothing but the inverse of the Jordan–Wigner transformation, with the ‘direct’ transformation being of the form
$$\sigma _n^x=i\zeta _n\eta _n,\sigma _n^z=\eta _n\underset{j=1}{\overset{n1}{}}\left(i\zeta _j\eta _j\right).$$
(9)
In terms of the Majorana fermions the QI Hamiltonian becomes
$$H_{QI}=\text{i}\underset{n}{}\left[J\zeta _n(\eta _{n+1}\eta _n)(\mathrm{\Delta }J)\zeta _n\eta _n\right].$$
(10)
The next step is to take a continuum limit. To this end one introduces a lattice spacing $`a_0`$, treats $`x=na_0`$ as a continuum variable, and replaces $`\eta _n`$ and $`\zeta _n`$ by slowly varying Majorana fields, $`\eta (x)`$ and $`\zeta (x)`$:
$$\eta _n\sqrt{2a_0}\eta (x),\zeta _n\sqrt{2a_0}\zeta (x).$$
Notice that the factor $`\sqrt{2}`$ ensures the correct continuum anticommutation relations: $`\{\eta (x),\eta (y)\}=\{\zeta (x),\zeta (y)\}=\delta (xy)`$. The Hamiltonian density of (10) then is
$$_{QI}=\text{i}v\zeta _x\eta \text{i}m\zeta \eta ,$$
with $`v=2Ja_0`$ and $`m=2(\mathrm{\Delta }J)`$. Performing a chiral rotation of the Majorana spinor
$$\xi _R=\frac{\eta +\zeta }{\sqrt{2}},\xi _L=\frac{\eta +\zeta }{\sqrt{2}},$$
(11)
or, inversely,
$$\eta =\frac{\xi _R+\xi _L}{\sqrt{2}},\zeta =\frac{\xi _R+\xi _L}{\sqrt{2}},$$
(12)
transforms this Hamiltonian to a standard form:
$$_M^{(m)}=\frac{\text{i}v}{2}(\xi _R_x\xi _R+\xi _L_x\xi _L)\text{i}m\xi _R\xi _L.$$
(13)
The relation between the QI model and the massive Majorana QFT is therefore summarised as follows
$$\underset{a_00}{lim}H_{QI}=\text{d}x_M^{(m)}(x)$$
(14)
### 3.2 Bosonization of the deformed quantum Ashkin–Teller model
The standard quantum Ashkin-Teller (QAT) model is defined as a model of two identical QI spin chains, described by Hamiltonians $`H_{QI}[\sigma _1]`$ and $`H_{QI}[\sigma _2]`$ \[see Eq.(4)\], which are coupled via a self-dual inter-chain interaction:
$`H_{QAT}`$ $`=`$ $`H_{QI}[\sigma _1]+H_{QI}[\sigma _2]+H_{AT}^{}[\sigma _1,\sigma _2],`$ (15)
$`H_{AT}^{}[\sigma _1,\sigma _2]`$ $`=`$ $`K{\displaystyle \underset{n}{}}\left(\sigma _{1,n}^z\sigma _{1,n+1}^z\sigma _{2,n}^z\sigma _{2,n+1}^z+\sigma _{1,n}^x\sigma _{2,n}^x\right).`$ (16)
We will be interested in a deformed version of this model which, apart from $`H_{AT}^{}`$, includes a ‘magnetic field’ type of coupling between the chains:
$$H_{DQAT}=H_{QAT}h\underset{n}{}\sigma _{1,n}^z\sigma _{2,n}^z$$
(17)
We wish to establish a relationship between the deformed quantum Ashkin–Teller (DQAT) model (17) and the DSG model. These two models can be mapped onto each other using the Zuber-Itsykson trick. The idea is to associate the two QI chains with two copies of Majorana fermions,
$`(\sigma _1,\mu _1)`$ $``$ $`(\eta ^1,\zeta ^1)(\xi _R^1,\xi _L^1),`$
$`(\sigma _2,\mu _2)`$ $``$ $`(\eta ^2,\zeta ^2)(\xi _R^2,\xi _L^2),`$
combine $`\xi ^1`$ and $`\xi ^2`$ into a single Dirac field and then bosonize the latter using the standard rules of Abelian bosonization.
First we notice that, in the case of two QI spin chains, the Jordan–Wigner transformation (7)–(9) should be slightly modified. This follows from the requirement that the spin operators belonging to different chains should commute. While this is automatically true for the disorder operators $`\mu _{a,n+1/2}^\alpha (\alpha =x,y,z;a=1,2)`$ because of their bosonic character, to ensure commutation between the order parameters $`\sigma _{1n}^z`$ and $`\sigma _{2n}^z`$ one has to introduce two anticommuting (Klein) factors
$$\{\kappa _1,\kappa _2\}=0,\kappa _1^2=\kappa _2^2=1,$$
(18)
and replace (7), (8) by
$`\eta _{1,n}`$ $`=`$ $`\kappa _1\sigma _{1,n}^z\mu _{1,n1/2}^z,\zeta _{1,n}=i\kappa _1\sigma _{1,n}^z\mu _{1,n+1/2}^z,`$
$`\eta _{2,n}`$ $`=`$ $`\kappa _2\sigma _{2,n}^z\mu _{2,n1/2}^z,\zeta _{2,n}=i\kappa _2\sigma _{2,n}^z\mu _{2,n+1/2}^z.`$ (19)
With the spin variables $`\sigma _{1,2}`$ and $`\mu _{1,2}`$ subject to the duality relations (5), (6), definitions (19) ensure the correct statistics for the Majorana fermions $`\eta _{a,n}`$ and $`\zeta _{a,n}`$.
In terms of the lattice Majorana fermions, the standard QAT Hamiltonian becomes
$`H_{QAT}`$ $`=`$ $`\text{i}{\displaystyle \underset{a=1,2}{}}{\displaystyle \underset{n}{}}\left[J\zeta _{a,n}(\eta _{a,n+1}\eta _{a,n})(\mathrm{\Delta }J)\zeta _{a,n}\eta _{a,n}\right]`$ (20)
$`+`$ $`K{\displaystyle \underset{n}{}}\zeta _{1,n}\zeta _{2,n}\left[\eta _{1,n+1}\eta _{2,n+1}+\eta _{1,n}\eta _{2,n}\right],`$
and admits a straightforward passage to the continuum limit. The corresponding Hamiltonian density reduces to a theory of two interacting massive Majorana fermions
$$_{QAT}(x)=\underset{a=1,2}{}_M^{(m)}[\xi _a(x)]+8Ka_0\xi _{1R}(x)\xi _{2R}(x)\xi _{1L}(x)\xi _{2L}(x),$$
(21)
which is obviously equivalent to the massive Thirring model for a single Dirac fermion. Using the standard rules of Abelian bosonization which are briefly summarised in Appendix A.1, one maps the QAT model onto a $`\beta ^2=4\pi `$ quantum SG model with a marginal perturbation :
$$_{QAT}_0[\mathrm{\Phi }]8Ka_0_x\varphi _R_x\varphi _L(m/a_0)\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }.$$
(22)
Notice that, the bosonization of the QAT model can be also achieved by first mapping the model onto a single chain of spinless fermions, and then bosonizing the latter. This alternative route is traced in Appendix B.
Turning to the DQAT model, we observe that the $`h`$-term in (17) is nonlocal in terms of lattice Majorana operators. However, it is known that, for two identical Ising models close to criticality, products of two Ising operators belonging to different chains, $`\sigma _1\sigma _2,\mu _1\mu _2,\sigma _1\mu _2,\mu _1\sigma _2`$, all with scaling dimension 1/4, can be expressed locally in terms of bosonic vertex operators with the same scaling dimension (see, for instance, and references therein). In Appendix A.2, we rederive this correspondence starting from the lattice theory of two quantum Ising chains and paying special attention to the Klein factors:
$`\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z`$ $`=`$ $`:\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x):,`$ (23)
$`\sigma _{1n}^z\sigma _{2n}^z`$ $`=`$ $`\text{i}\kappa _1\kappa _2:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):,`$ (24)
$`\sigma _{1n}^z\mu _{2,n+1/2}^z`$ $`=`$ $`\text{i}\kappa _1:\mathrm{cos}\sqrt{\pi }\mathrm{\Theta }(x):,`$ (25)
$`\mu _{1,n+1/2}^z\sigma _{2n}^z`$ $`=`$ $`\text{i}\kappa _2:\mathrm{sin}\sqrt{\pi }\mathrm{\Theta }(x):.`$ (26)
Here $`\mathrm{\Theta }=\varphi _R+\varphi _L`$ is a scalar field dual to $`\mathrm{\Phi }`$.
Thus, Eq. (24) establishes the continuum bosonized version of the “magnetic field” coupling term in (17):
$$h\underset{n}{}\sigma _{1n}^z\sigma _{2n}^z=\text{i}\left(\frac{h}{a_0}\right)\kappa _1\kappa _2\text{d}x:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):.$$
(27)
Notice that algebra (18) of the Klein factors allows one to identify them with Pauli matrices,
$$\kappa _1=\tau _1,\kappa _2=\tau _2,\kappa _1\kappa _2=\text{i}\tau _3.$$
Therefore, in the continuum limit, the DQAT model can be represented in a diagonal 2$`\times `$2 matrix form:
$`\underset{a_00}{lim}H_{DQAT}`$ $`=`$ $`{\displaystyle \text{d}x\widehat{}(x)},`$
$`\widehat{}(x)`$ $`=`$ $`\left(\begin{array}{cccc}_+(x)& & 0& \\ 0& & _{}(x)& \end{array}\right),`$ (30)
with the two Hamiltonians
$`_\pm (x)`$ $`=`$ $`_0[\mathrm{\Phi }(x)]8Ka_0_x\varphi _R(x)_x\varphi _L(x)`$ (31)
$``$ $`\left({\displaystyle \frac{m}{a_0}}\right)\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }(x)\left({\displaystyle \frac{h}{a_0}}\right)\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x),`$
having the structure of the DSG model (3) and differing only in the sign of the coupling constant $`h`$. The identification of the parameters is as follows: $`\gamma =8Ka_0`$, $`g=m/a_0`$, and $`\lambda =h/a_0`$ (it is understood that when $`a_00`$, $`K\mathrm{}`$, $`m,h0`$ so as to keep the DSG parameters finite).
The 2$`\times `$2 matrix form of $`\widehat{}`$ reflects the symmetry of the DQAT model with respect to the interchange of the two constituent quantum chains, ($`𝒫_{12}`$), under which the DSG Hamiltonians $`_\pm `$ transform to each other. Formally, this symmetry appears as “unphysical” because the Hamiltonian $`\widehat{}`$ commutes with $`\tau _3`$. This allows one to set
$$\kappa _1\kappa _2=\text{i},$$
(32)
and study the Ising transition by projecting the matrix DQAT model onto the subspace of a single DSG Hamiltonian $`_+`$ (the choice $`\kappa _1\kappa _2=\text{i}`$, $`_{}`$ would be as good as the above one). However, while $`\kappa _1\kappa _2`$ is a conserved quantity, each $`\kappa _i`$ is not, implying that correlations functions of operators which contain the Klein factors may involve transitions between the two different sectors $`\tau _3=\pm 1`$.
We shall see below that some physical models are automatically mapped onto a single DSG model with a fixed sign of $`h`$ (section 5), while some others reduce to the matrix form (30) (section 6). In the latter case, the effective $`𝒫_{12}`$ symmetry corresponds to a physical discrete $`Z_2`$ symmetry of the model in question, which is spontaneously broken in the ground state, a typical example of this kind being a spontaneously dimerized phase. In such situations, the Hamiltonians $`H_\pm `$, when considered separately, describe only excitations above each of the two degenerate vacua. On the other hand, the two-fold degeneracy of the ground state necessarily implies the existence of topological kinks which interpolate between neighbouring degenerate minima of two different potentials $`𝒰_\pm `$, corresponding to $`_\pm `$. However, in the entire parameter space of the model (30), including the Ising transition point, the sets of minima of the potentials $`𝒰_\pm `$ always have a finite relative shift. This means that the topological $`Z_2`$ kinks always remain massive and thus appear as irrelevant excitations as long as Ising criticality is concerned.
Thus, when working with a single Hamiltonian $`_+`$, all operators representing strongly fluctuating fields at the Ising critical point are automatically taken into account. All “off-diagonal” operators proportional to $`\kappa _1`$ or $`\kappa _2`$, such as those given by (25) and (26), can be dropped as they represent short-ranged fields at the critical point.
## 4 Deformed quantum Ashkin-Teller model in the $`(\sigma ,\tau )`$ representation and the Ising transition
The original two-chain representation of the Hamiltonian (17) is not the most appropriate one to describe the role of the coupling term (27), but some general statements can already be drawn at this stage. First of all it is clear that, if the chains are originally in the ordered phase, the role of the $`h`$-term would be exhausted by removing the degeneracy between the four ground states specified by the signs of the order parameters $`\sigma _1=\sigma _{1n}^z`$ and $`\sigma _2=\sigma _{2n}^z`$. The lowest-energy sector, determined by the condition $`h\sigma _1\sigma _2>0`$, will stay massive anyway. (For two ordered Ising copies, the $`h`$-term gives rise to an effective longitudinal magnetic field applied to both Ising systems and thus keeping them massive.) Therefore, new effects can be only expected if the two chains are originally disordered.
We can give an heuristic argument in favour of an Ising critical point that appears at a finite $`h`$, if at $`h=0`$ the chains are disordered. For the sake of clarity, let us make a duality transformation and replace the original model by a pair of two ordered Ising copies well below $`T_c`$, coupled by the interaction $`h\mu _1\mu _2`$. Consider a single quantum Ising model (4) at $`J\mathrm{\Delta }`$. In the leading approximation, its ground state is fully polarised. The disorder operator $`\mu _{n+1/2}^z`$ creates a domain wall by flipping all the spins within the interval $`1jn`$. At short distances, the domain walls behave like hard-core bosons which, in the dilute limit, are equivalent to spinless fermions with the dispersion
$$ϵ(k)=2J2\mathrm{\Delta }\mathrm{cos}ka_0.$$
The coupling term $`h\mu _1\mu _2`$ creates or destroys a pair of domains walls, one for each chain. Therefore, in the dilute limit, the effective Hamiltonian for the fermions describing domain walls is of the form:
$$H=\underset{k}{}\underset{i=1,2}{}ϵ(k)c_{i,k}^{}c_{i,k}+h_{\mathrm{e}\mathrm{f}\mathrm{f}}\underset{k}{}\left(c_{1,k}^{}+c_{1,k}\right)\left(c_{2,k}^{}+c_{2,k}\right)$$
(33)
where $`h_{\mathrm{e}\mathrm{f}\mathrm{f}}\mathrm{\Delta }h/J`$. The combinations of the creation and annihilation operators that appear in the coupling term reflect the fact that $`\left[\mu _{n+1/2}^z\right]^2=1`$. It is clear that the model (33) is a theory of four Majorana fermions, two of which are not affected by the coupling term. The remaining part of Hamiltonian can be straightforwardly diagonalized and reduced to two Majorana fields with the masses
$$m_\pm =2J\pm \mathrm{const}.\frac{\mathrm{\Delta }h}{J}.$$
The Ising criticality is reached when one of the masses vanishes, which occurs when $`hJ^2/\mathrm{\Delta }`$. In the dual representation, the above estimation of the critical field should be replaced by $`h\mathrm{\Delta }^2/J`$. Strictly speaking, the domain walls do not posses a fermionic statistics but contain a Jordan-Wigner type phase, which can only be neglected in the extreme dilute limit.
Although the above argument provides a qualitative explanation of the transition, a satisfying description of the critical region can only be reached if we are able to properly identify the degrees of freedom which get critical and those which do not (and, of course, take into account the correct stastistics of the domain walls). For this purpose, let us introduce a new Ising variable
$$\tau _n^z=\sigma _{1,n}^z\sigma _{2,n}^z.$$
(34)
Namely, let us switch from the original two-chain representation, with basic spin operators $`\sigma _{1n}^z`$ and $`\sigma _{2n}^z`$, to a new one where the basic variables are $`\tau _n^z`$ and $`\sigma _n^z=\sigma _{1n}^z`$ (due to the $`𝒫_{12}`$ symmetry of the model, the choice $`\tau _n^z`$ and $`\sigma _n^z=\sigma _{2n}^z`$ would be equivalent). In the original ($`\sigma _1`$-$`\sigma _2`$) representation, the local (i.e. at a fixed lattice site $`n`$) Hilbert space of the two-chain model is spanned by the basis vectors $`|\sigma _1,\sigma _2`$ which are eigenstates of $`\sigma _1^z`$ and $`\sigma _2^z`$:
$$\sigma _{1,2}^z|\sigma _1,\sigma _2=\sigma _{1,2}|\sigma _1,\sigma _2,\sigma _{1,2}=\pm 1.$$
The new local basis $`|\sigma ,\tau `$ is defined as
$$\sigma ^z|\sigma ,\tau =\sigma |\sigma ,\tau ,\tau ^z|\sigma ,\tau =\tau |\sigma ,\tau ,$$
where $`\sigma =\sigma _1,\tau =\sigma _1\sigma _2`$. Comparing matrix elements of the operators $`\sigma _{1n}^\alpha `$ and $`\sigma _{2n}^\alpha `$ in the two bases, we find the following correspondence:
$`\sigma _{1n}^z=\sigma _n^z,`$ $`\sigma _{2n}^z=\sigma _n^z\tau _n^z,`$
$`\sigma _{1n}^x=\sigma _n^x\tau _n^x,`$ $`\sigma _{2n}^x=\tau _n^x.`$ (35)
We also need to define the variables $`\mu _n`$ and $`\nu _n`$ dual to $`\sigma _n`$ and $`\tau _n`$, respectively. The pairs $`(\sigma _n,\mu _n)`$ and $`(\tau _n,\nu _n)`$ should obey the duality relations (5) and (6). Using these relations together with (35), one finds out how the dual spins transform under the change of basis:
$`\mu _{1,n+1/2}^z=\mu _{n+1/2}^z\nu _{n+1/2}^z,`$ $`\mu _{2,n+1/2}^z=\nu _{n+1/2}^z,`$
$`\mu _{1,n+1/2}^x=\mu _{n+1/2}^x,`$ $`\mu _{2,n+1/2}^x=\mu _{n+1/2}^x\nu _{n+1/2}^x.`$ (36)
In the $`\sigma `$-$`\tau `$ representation the DQAT model (17) transforms to another two-chain model which we call the $`\sigma `$-$`\tau `$ model:
$$H[\sigma ,\tau ]=H_\sigma +H_\tau +H_{\sigma \tau }.$$
(37)
Here $`H_\sigma `$ is a QI Hamiltonian similar to (4) but with different parameters:
$$H_\sigma =\underset{n}{}\left(J\sigma _n^z\sigma _{n+1}^z+K\sigma _n^x\right).$$
(38)
$`H_\tau `$ is also of the QI type model but the magnetic field is nonzero both in the transverse and longitudinal directions:
$$H_\tau =K\underset{n}{}\tau _n^z\tau _{n+1}^z\underset{n}{}\left(h\tau _n^z+\mathrm{\Delta }\tau _n^x\right).$$
(39)
Finally, the coupling term is of the Ashkin-Teller type:
$$H_{\sigma \tau }=\underset{n}{}\left(J\sigma _n^z\sigma _{n+1}^z\tau _n^z\tau _{n+1}^z+\mathrm{\Delta }\sigma _n^x\tau _n^x\right).$$
(40)
A mean-field approach to (37) is outlined in Appendix C, here we shall concentrate on the large-$`h`$ limit. For large $`h`$, the $`\tau `$-degrees of freedom freeze in a configuration where $`\tau _n^z1`$, and $`\tau _n^x\mathrm{\Delta }/h`$. The $`\sigma `$-degrees of freedom are then described by an effective Ising model
$$H[\sigma ]\underset{n}{}\left(2J\sigma _n^z\sigma _{n+1}^z+\left(\frac{\mathrm{\Delta }^2}{h}K\right)\sigma _n^x\right),$$
(41)
which can indeed become critical when $`\mathrm{\Delta }\sqrt{Jh}`$. Although this simple picture holds only when $`h\mathrm{\Delta }J,K`$, if a universal behaviour is to be expected, then we are lead to conclude that, both at strong and weak $`h`$, the Ising transition essentially corresponds the situation when the $`\sigma `$ degrees of freedom go massless, while the $`\tau `$ degrees of freedom remain frozen in a disordered configuration with both $`\tau ^z`$ and $`\tau ^x`$ nonzero. Notice that, with the above strong-coupling description, we are unable to determine the critical line and even estimate the strength of the irrelevant operators close to this line. This means that, even though the universal properties of the DSG model at the Ising transition, including the singular parts of physical quantities and critical exponents of the correlation functions, will be captured correctly, the nonuniversal parts, such as prefactors and subleading corrections to main asymptotics, are not to be trusted.
Let us conclude this section by noticing two important facts which will prove useful in the next Section devoted to the correlation functions.
* Quantum critical points are associated with gapless phases which are realized under certain conditions imposed on the parameters of the model. As soon as any of those parameters is shifted away from the criticality constraint, the system becomes off-critical. The corresponding perturbations to the critical Hamiltonian are therefore relevant operators with conformal dimensions determined by the universality class of the critical model. Notice that there is no magnetic field coupled to $`\sigma ^z`$ in the exact lattice Hamiltonian (37). Therefore a departure from criticality by changing any one of the couplings ($`h`$, $`J`$, $`\mathrm{\Delta }_J`$, or $`K`$) will give rise to an Ising mass term.
* From Eq.(41), if we reasonably take $`|K|<2J`$, we arrive at the conclusion that, for $`h>h_c`$, the $`\sigma `$ degrees of freedom are ordered, while they are disordered otherwise.
## 5 Correlation functions
In this Section we use the results of the above quantum-spin-chain type mappings to determine the physical properties of the DSG model close to the criticality.
### 5.1 DSG operators in the $`(\sigma ,\tau )`$ representation: UV-IR transmutation
In preceding sections we have shown that (i) the DQAT model can be mapped onto the DSG model which is a Gaussian free theory of the field $`\mathrm{\Phi }(x)`$ in the ultraviolet (UV) limit, and that (ii) the DQAT can also be mapped onto the $`(\sigma ,\tau )`$ model which, at the Ising transition, essentially reduces to a single critical Ising model of the order field $`\sigma (x)`$ and disorder field $`\mu (x)`$ in the infrared (IR) limit. Our aim here is to find out how the operators of the DSG model, originally defined in the vicinity of the UV fixed point, “transmute” when going from the UV limit to the IR limit.
#### 5.1.1 Current operators
We start with holomorphic, or current, operators that are made up of additive (analytic and anti-analytic) chiral parts. Of physical interest are the vector and axial current densities which, in terms of the bosonic field of the DSG model, are defined as
$`J(x)`$ $`=`$ $`J_R(x)+J_L(x)={\displaystyle \frac{1}{\sqrt{\pi }}}_x\mathrm{\Phi }(x),`$ (42)
$`J_5(x)`$ $`=`$ $`J_R(x)J_L(x)={\displaystyle \frac{1}{\sqrt{\pi }}}_x\mathrm{\Theta }(x)={\displaystyle \frac{1}{\sqrt{\pi }}}_t\mathrm{\Phi }(x).`$ (43)
In physical situations, $`J(x)`$ determines the smooth part of the charge or spin density \[$`J(x)\rho (x)`$\], while $`J_5(x)`$ describes the corresponding charge or spin current \[$`J_5(x)j(x)`$\]. As follows from (116), (117), these can be expressed in terms of the Majorana fields $`\xi ^1`$ and $`\xi ^2`$:
$`J(x)`$ $`=`$ $`\text{i}\left[\xi _{1R}(x)\xi _{2R}(x)+\xi _{1L}(x)\xi _{2L}(x)\right],`$ (44)
$`J_5(x)`$ $`=`$ $`\text{i}\left[\xi _{1R}(x)\xi _{2R}(x)\xi _{1L}(x)\xi _{2L}(x)\right].`$ (45)
Making the inverse chiral rotation from $`(\xi _R^a,\xi _L^a)`$ to $`(\eta ^a,\zeta ^a)`$, $`(a=1,2)`$, we can define a local lattice operator
$$J_n=\frac{\text{i}}{2}\left(\eta _{1n}\eta _{2n}+\zeta _{1n}\zeta _{2n}\right),$$
(46)
which reproduces (44) in the continuum limit. Using the inverse Jordan-Wigner relations (19) and transformations (35),(36), we obtain:
$`J_n`$ $`=`$ $`{\displaystyle \frac{\text{i}}{2}}\kappa _1\kappa _2\sigma _{1n}^z\sigma _{2n}^z\left(\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z\mu _{1,n1/2}^z\mu _{2,n1/2}^z\right)`$ (47)
$`=`$ $`{\displaystyle \frac{1}{2}}\tau _n^z\left(\mu _{n+1/2}^z\mu _{n1/2}^z\right)`$
(here we have implemented our Klein factor convention (32)). Using the fact that the $`\tau `$-field is noncritical and has a nonzero expectation value, we pass to the continuum limit and thus find the expression for the current density at the infrared fixed point:
$$J(x)C_x\mu (x),$$
(48)
where $`C\tau ^z`$ is a nonuniversal number, and $`\mu (x)`$ is the Ising disorder field at the criticality. Thus, the UV-IR transmutation of the current density is given by
$$J(x)=\{\begin{array}{cc}\frac{1}{\sqrt{\pi }}_x\mathrm{\Phi }(x)\hfill & \mathrm{UV},\hfill \\ C_x\mu (x)\hfill & \mathrm{IR}.\hfill \end{array}$$
(49)
Turning to the axial current $`J_5`$, we notice that the latter is related to the vector current $`J`$ via the continuity equation:
$$_tJ(x,t)+_xJ_5(x,t)=0.$$
(50)
As a result, the IR form of $`J_5(x)`$ can be immediately recovered. Indeed, the Ising disorder field $`\mu `$ is a scalar field (with zero conformal spin). This means that holomorphic properties of the vector and axial current operators are lost at the IR fixed point. Then the result (48), together with the requirements of Lorentz invariance and continuity equation (50), leads to the correspondence
$$J_5(x)=\{\begin{array}{cc}\frac{1}{\sqrt{\pi }}_t\mathrm{\Phi }(x)\hfill & \mathrm{UV},\hfill \\ C_t\mu (x)\hfill & \mathrm{IR},\hfill \end{array}$$
(51)
with the same prefactor $`C`$ as in Eq.(49), provided that the velocity is set $`v=1`$.
As an important consistency check, we still need to explicitly determine the lattice version of the current operator. One might naïvely conclude that, since under the inverse chiral rotation (12) the axial current density transforms to
$$J_5(x)=\text{i}\left[\zeta _1(x)\eta _2(x)+\eta _1(x)\zeta _2(x)\right],$$
(52)
it would be sufficient to replace the r.h.s. of (52) by its local (single-site) counterpart which one might identify with $`J_n^5`$. This route is misleading because, in the lattice formulation, the particle current is always defined on a link $`(n,n+1)`$ and, therefore, should be determined from the equation of motion
$$\text{i}_tJ_n=[J_n,H_{DQAT}].$$
(53)
which, in the continuum limit, is supposed to reduce to Eq.(50). It can easily be checked that the (density) operator, $`J_n`$, commutes with all the interaction terms in the lattice DQAT Hamiltonian (17), since all of them, including the $`h`$-term, are made up of the density operators. Therefore the above commutator is only contributed to by the Majorana kinetic energy term in (17) and so is easily computed:
$$\text{i}_tJ_n=Q_{n,n+1}Q_{n1,n},$$
(54)
where
$$Q_{n,n+1}=\frac{J}{4}\left(\eta _{1,n+1}\zeta _{2n}+\zeta _{1n}\eta _{2,n+1}\right).$$
(55)
In terms of the lattice spins this reads
$$J_{n,n+1}^5=\frac{J}{2}(\tau _n^z+\tau _{n+1}^z)\mu _{n+1/2}^y.$$
(56)
In the IR continuum limit this becomes $`_t\mu `$ since $`_t\mu i[\mu ^z,H_{QI}]\mu ^y`$, as immediately follows from the dual version of the QI spin chain Hamiltonian. Thus we arrive at the IR representation of the axial current given by (51).
#### 5.1.2 Vertex operators
The analysis of the vertex operators
$$V_\beta [\mathrm{\Phi }]=e^{i\beta \mathrm{\Phi }}$$
is in fact simpler than that of the holomorphic operators. There are two cases of physical interest: $`\beta =\pm \sqrt{\pi }`$ and $`\beta =\pm \sqrt{4\pi }`$.
From (24), (32) and (34) it follows that
$$\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }\sigma _1\sigma _2\tau I,$$
(57)
($`I`$ being the identity operator), as the $`\tau `$ model is always off-critical. This is a reasonable result since the above operator is directly present in the DSG Hamiltonian (3). However, as we mentioned in the previous Section, the operator $`\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }`$ corresponds to the departure from the criticality of the $`\sigma `$-model. So, this operator, though having a finite average value, should also possess an extra term which, at the critical point, represents a strongly fluctuating field (with a power-law decaying correlation function). A more correct version of the formula (57) is therefore as follows:
$$\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }I+\epsilon ,$$
(58)
where $`\epsilon `$ is the energy density (or a Majorana mass bilinear) operator. This follows from the first observation (i) at the end of Section 4, which states that moving $`h`$ from its critical value results in the stress-energy tensor renormalisation and, more importantly, in the appearance of the Majorana mass, i.e. the Ising energy-density operator.
Furthermore, (23) and the lattice fusion rule (36) give
$$\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }\mu _1\mu _2\mu .$$
(59)
Thus, the operator $`\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }`$ is the most divergent operator of the DSG model, with a nonzero expectation value at $`h<h_c`$ and vanishing upon approaching the Ising critical point as
$$\mu \left(h_ch\right)^{1/8}.$$
(60)
Finally, the behaviour of $`\beta =\pm \sqrt{4\pi }`$ operators is determined in full analogy to the above discussion:
$$V_{\pm \sqrt{4\pi }}[\mathrm{\Phi }]I+ϵ.$$
(61)
Our results on UV-IR DSG operators transmutations are summarised in table I.
### 5.2 Correlation functions
Having identified the operators at the IR fixed point, we can now determine leading asymptotics of the correlation functions. Most of the operators of physical interest can be expressed in terms of the Ising disorder operator $`\mu `$ at the Ising transition point and in its close vicinity.
For physical applications of the DSG model, it is important to investigate the dynamical susceptibility defined as the frequency-momentum Fourier transform of the retarded auto-correlation function of the Ising disorder parameter: function
$$D^{(R)}(\omega ,p)=i_{\mathrm{}}^{\mathrm{}}𝑑x_0^{\mathrm{}}𝑑te^{ipx+i\omega t}[\mu (x,t),\mu (0,0)].$$
(62)
It is known that, at criticality, $`D(r)=1/r^{1/4}`$ where $`𝐫=(\tau ,x)`$ ($`\tau =\text{i}t`$, and $`v`$ is set to $`1`$). Furthermore, away from criticality, in the ordered phase, $`D(r)=(A_1/\pi )K_0(mr)`$ where $`A_1`$ is related to the Glaisher constant. The crossover between these two regimes, $`r\xi =1/m`$ and $`r>\xi `$, respectively, is complicated and is described in terms of the Painlevé theory . If, following , we introduce,
$$\zeta =r\frac{d\mathrm{ln}D}{dr},$$
then the function $`\zeta `$ can be shown to satisfy
$$(r\zeta ^{\prime \prime })^2=4(r\zeta ^{}\zeta ^2)(r\zeta ^{}\zeta )+(\zeta ^{})^2,$$
which is related to Painlevé V equation and can, in turn, be shown to produce the correct conformal and massive limits. As the exact expressions are uncomfortable for calculations, we shall estimate the Fourier transforms from the asymptotes of the correlation function $`D(r)`$. Therefore, first we summarise known results on the limiting behaviour of this function.
At criticality
$$D_0(r)=\frac{1}{r^{1/4}}.$$
(63)
It is understood that this asymptotics is still valid away from criticality in the region $`r\xi `$.
In the ordered phase
$$D_>(r)=\frac{A_1}{\pi }K_0(mr),$$
(64)
the large-$`r`$ limit of which is
$$D_>(r)=\frac{A_1\sqrt{\pi }}{\sqrt{2m}}\frac{1}{r^{1/2}}e^{mr}.$$
(65)
In the disordered phase, thanks to the work by McCoy, Wu, Tracy, and collaborators , we know that
$`D_<(r)`$ $`=`$ $`{\displaystyle \frac{A_1}{\pi ^2}}\{m^2r^2[K_1^2(mr)K_0^2(mr)]mrK_0(mr)K_1(mr)`$ (66)
$`+`$ $`{\displaystyle \frac{1}{2}}K_0^2(mr)\},`$
which is understood to be the connected part of the correlator (i.e. without the constant piece). The large-$`r`$ asymptotics of this function can be obtained from the relevant expansions of the modified Bessel functions quoted e.g. in :
$$D_<(r)=\frac{A_1}{8\pi m^2}\frac{1}{r^2}e^{2mr}.$$
(67)
The retarded function (62) can be found by calculating the Fourier transforms of the above asymptotic forms with a subsequent analytic continuation to real frequencies. This procedure is outlined in Appendix D. The results are as follows.
* Criticality. Using (188) and (184), one obtains
$`D_0^{(R)}(\omega ,p)`$ $`=`$ $`2^{1/4}\pi {\displaystyle \frac{\mathrm{\Gamma }(7/8)}{\mathrm{\Gamma }(1/8)}}\{{\displaystyle \frac{\theta (p^2\omega ^2)+\mathrm{cos}(7\pi /8)\theta (\omega ^2p^2)}{|\omega ^2p^2|^{7/8}}}`$ (68)
$``$ $`{\displaystyle \frac{2i\mathrm{sin}(7\pi /8)\theta (\omega ^2p^2)}{|\omega ^2p^2|^{7/8}}}\}.`$
* Ordered Phase. Here we have a particle pole (183):
$$D_>^{(R)}(\omega ,p)=\frac{\pi A_1}{\omega ^2+ϵ_p^2}\frac{i\pi ^2A_1}{2ϵ_p}\left[\delta (\omega +ϵ_p)+\delta (\omega ϵ_p)\right].$$
(69)
* Disordered phase. Specialising to $`\alpha =1/2`$ in (188) we have:
$$f(\omega )=\sqrt{|\omega ^2ϵ_p^2|}\theta (ϵ_p^2\omega ^2)+2i\sqrt{|\omega ^2ϵ_p^2|}\theta (\omega ^2ϵ_p^2).$$
(70)
Therefore, as long as $`\omega ^2<p^2+4m^2`$, the argument of the log-function in (187) is real and positive, so the correlation function remains real without dissipation. Above the two-particle threshold ($`\omega ^2>p^2+4m^2`$), the correlation function has a branch cut and the dissipative part will appear as follows:
$`D_<^{(R)}(\omega ,p)=`$ (71)
$`{\displaystyle \frac{A_1}{8m^2}}\{\mathrm{ln}\left({\displaystyle \frac{4m}{\sqrt{|\omega ^2+p^2+4m^2|}+2m}}\right)\theta (p^2+4m^2\omega ^2)`$
$`i\mathrm{Arctg}{\displaystyle \frac{\sqrt{\omega ^2p^24m^2}}{m}}\theta (\omega ^2p^24m^2)\}.`$
The excitations are therefore incoherent in this regime.
## 6 Dimerized Heisenberg chain in a staggered magnetic field
The DSG model exhibiting a nontrivial flow towards Ising criticality can be realized as an effective continuum theory for a number of quantum 1D models of strongly correlated electrons, in particular quantum spin chains and ladders. In the context of spin systems, an effective DSG model can emerge within the Abelian bosonization scheme when staggered fields breaking translational invariance, such as an explicit dimerization (bond alternation) or a staggered magnetic field, are added to an originally translationally invariant model with a gaped ground state<sup>1</sup><sup>1</sup>1While alternation of the nearest-neighbour exchange constants can originate from the spin-phonon coupling, the case of a nonuniform magnetic field with a period $`2a_0`$ ($`a_0`$ being the lattice constant) used to be regarded as unrealistic, not achievable in experimental conditions. Fortunately, the status of the staggered magnetic field has recently changed from exotic to legitimate. It has been shown that, in some quasi-1D antiferromagnetic compounds, such field can be realized as an intrinsic one. An effective staggered field can originate from the Neel ordering of one magnetic sublattice and being experienced by loosely connected magnetic chains which form another sublattice and remain disordered down to very low temperatures . A sign-alternating component of the magnetic field can be also effectively generated due to a staggered anisotropy of the gyromagnetic tensor, as it is the case for the Copper-Benzoate organic molecule ..
Perhaps the simplest example of this kind is given by the spin-1/2 Heisenberg chain with nearest-neighbour ($`J_1`$) and next-nearest-neighbour ($`J_2`$) antiferromagnetic exchange interactions
$$H_{J_1J_2}=\underset{n}{}\left(J_1𝐒_n𝐒_{n+1}+J_2𝐒_n𝐒_{n+2}\right)$$
(72)
This model has been extensively studied during past years. If frustrating interaction $`J_2`$ is small enough, the model maintains the critical properties of the unfrustrated Heisenberg chain ($`J_2=0`$). At $`J_2J_{2c}0.24J_1`$, frustration gets relevant and drives the model to a massive phase characterised by spontaneously broken parity. The ground state is dimerized and doubly degenerate, and there exist massive elementary excitations - topological $`Z_2`$ kinks carrying the spin 1/2. At a special (Majumdar–Ghosh) point, $`J_2=0.5J_1`$, the picture is particularly simple because the two $`Z_2`$-degenerate ground states are given by matrix products of singlet dimers formed either on the lattice links $`<2n,2n+1>`$ or $`<2n1,2n>`$.
Under assumption that $`J_1J_2`$, the continuum limit of the $`J_1J_2`$ model can be considered, and the resulting quantum field theory is that of a critical $`SU(2)_1`$ Wess–Zumino–Novikov–Witten (WZNW) model perturbed a marginal current-current interaction:
$$H_{J_1J_2}=\frac{2\pi }{3}(:𝐉_R𝐉_R:+:𝐉_L𝐉_L:)+\gamma 𝐉_R𝐉_L,$$
(73)
where $`\gamma J_{2c}J_2>0`$. At $`\gamma <0`$, the perturbation is marginally irrelevant. However, at $`\gamma >0`$ the effective interaction flows to strong coupling, and the system ends up in a spontaneously dimerized phase with a dynamically generated spectral gap: $`m_{\mathrm{d}\mathrm{i}\mathrm{m}}\mathrm{\Lambda }\mathrm{exp}(2\pi /\gamma )`$, where $`\mathrm{\Lambda }J_1`$ is the UV cutoff.
Using Abelian bosonization, we can rewrite (73) as a sine-Gordon (SG) model:
$$H_{J_1J_2}=\frac{1}{2}\left[\left(_x\mathrm{\Phi }\right)^2+\left(_x\mathrm{\Theta }\right)^2\right]+\frac{\gamma }{2\pi }_x\mathrm{\Phi }_R_x\mathrm{\Phi }_L\frac{\gamma }{(2\pi \alpha )^2}\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }.$$
(74)
The “hidden” SU(2) symmetry of this bosonic Hamiltonian is encoded in the robust structure of the last two terms in Eq.(74), parametrised by a single coupling constant $`\gamma `$. This fact enforces the SG model (74) to occur either on the weak-coupling SU(2) separatrix of the Kosterliz-Thouless phase diagram ($`\gamma <0`$), or on the strong-coupling SU(2) separatrix ($`\gamma >0`$). In the latter case, quantum solitons with the mass $`m_{\mathrm{d}\mathrm{i}\mathrm{m}}`$ and topological charge $`Q=1`$ are identified with the $`Z_2`$ dimerization kinks carrying the spin $`S=Q/2=1/2`$. In the remainder of this section we will be dealing with the massive, spontaneously dimerized phase.
Consider the following deformation of the model: $`H=H_{J_1J_2}+H^{},`$ where
$$H^{}=\underset{a=0}{\overset{3}{}}\lambda _aTr\left(\tau _a\widehat{g}\right).$$
(75)
Here $`\widehat{g}`$ is the $`2\times 2`$ WZNW matrix field with conformal dimensions (1/4, 1/4), and $`\tau _a`$ are the Pauli matrices including the unit matrix $`\tau _0=I`$. The scalar and vector parts of $`\widehat{g}`$,
$`𝐧_s`$ $``$ $`Tr\left(\stackrel{}{\tau }\widehat{g}\right)(\mathrm{cos}\sqrt{2\pi }\mathrm{\Theta },\mathrm{sin}\sqrt{2\pi }\mathrm{\Theta },\mathrm{sin}\sqrt{2\pi }\mathrm{\Phi }),`$ (76)
$`ϵ_s`$ $``$ $`Tr\left(\widehat{g}\right)\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi },`$ (77)
constitute the staggered magnetisation and dimerization field of the S=1/2 Heisenberg chain. Representing
$$H^{}=\lambda ϵ_s+𝐡_s𝐧_s,$$
(78)
let us consider the two terms in (78) separately.
The role of weak explicit (spin-Peierls) dimerization in the spontaneously dimerized $`J_1J_2`$ spin-1/2 chain has already been addressed by Affleck . The effective double-frequency-sine-Gordon potential appearing in this case is different from the one studied in this paper (c.f. Eq.(1)):
$$𝒰_{\mathrm{d}\mathrm{i}\mathrm{m}\mathrm{e}\mathrm{r}}=\frac{\gamma }{(2\pi \alpha )^2}\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }+\lambda \mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }.$$
(79)
The $`\lambda `$-term in (79) removes the degeneracy between the neighbouring minima of the unperturbed potential $`\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }`$ (i.e. between the two degenerate dimerized ground states) and thus leads to confinement of the solitons. The main physical effect is the spinon-magnon transmutation: deconfined spinons of the frustrated Heisenberg chain, carrying the spin S = 1/2, form bound states with S = 0 and S = 1, the latter representing coherent triplet magnon excitations.
Let us concentrate on the case of the staggered magnetic field, $`𝐡_s`$:
$$H^{}=𝐡_s𝐧_s.$$
(80)
Choosing $`𝐡_s=h_s\widehat{z}`$, we arrive at a bosonic model
$`H`$ $`=`$ $`H_0[\mathrm{\Phi }]+{\displaystyle \frac{\gamma }{2\pi }}_x\mathrm{\Phi }_R_x\mathrm{\Phi }_L{\displaystyle \frac{\gamma }{(2\pi \alpha )^2}}\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }`$ (81)
$``$ $`h_s\mathrm{sin}\sqrt{2\pi }\mathrm{\Phi },`$
in which we recognise the DSG model with the structure (1). From the analysis of the preceding section we conclude that the spontaneously dimerized chain in a staggered magnetic field has two phases separated by a quantum critical point at $`h_s=h_s^{}`$. At $`h_s<h_s^{}`$ a “mixed” phase is realized, with coexisting dimerization $`ϵ_s0`$ and staggered magnetization $`𝐧_s0`$. Notice that, as opposed to the case of uniform magnetic field that couples to the (conserved) total magnetisation, the dependence $`𝐧_s=𝐧_s(h_s)`$ shows no threshold in $`h_s`$. Dimerization vanishes at the Ising critical point $`h_s=h_s^{}`$ and remains zero in the “pure Neel” phase, $`h_s>h_s^{}`$. The critical field $`h_s^{}`$ can be estimated by comparing the dimerization gap $`m_{\mathrm{d}\mathrm{i}\mathrm{m}}`$ with the gap that would open up at $`\gamma 0`$: $`m_hh_s^{2/3}.`$ So the critical staggered field is exponentially small: $`h_s^{}\left(m_{\mathrm{d}\mathrm{i}\mathrm{m}}\right)^{3/2}.`$
Since the spin SU(2) symmetry is broken by the (staggered) magnetic field, the total spin is not conserved, but the spin projection $`S^z`$ is. The latter circumstance allows one to identify the spin $`S^z`$ of elementary excitations as the topological quantum number of the kinks interpolating between the nearest degenerate minima of the potential $`𝒰(\mathrm{\Phi })`$ in (81). According to the structure of $`𝒰(\mathrm{\Phi })`$, there will be “short” and “long” kinks, carrying the spin $`S_\pm ^z=\frac{1}{2}\delta ,`$ where $`\delta =\delta (h_s)`$ smoothly increases from $`\delta =0`$ at $`h_s=0`$ to $`\delta =1/2`$ at $`h_sh_s^{}`$. Therefore, in the mixed phase, the original massive S = 1/2 spinon splits into two topological excitations carrying fractional spins $`S_\pm ^z`$. These spins become $`S^z=1`$ and $`S^z=0`$ at the Ising transition, and it is just the singlet kink which loses its topological charge and becomes massless at $`h_s=h_s^{}`$. The existence of the fractional-spin excitations in the mixed phase $`(h_s<h_s^{})`$ is nothing but the spin version of the charge fractionization of topological excitations found earlier in 1D commensurate Peierls insulators with broken charge conjugation symmetry (e.g. cis-polyacetylene), and also in a recent study of a 1D Mott insulator with alternating single-site energy .
To estimate the behaviour of physical quantities at the transition, let us consider an anisotropic ($`\gamma _{},\gamma _{}`$) version of the model in which
$`H`$ $`=`$ $`H_0[\mathrm{\Phi }]+{\displaystyle \frac{\gamma _{}}{2\pi }}_x\mathrm{\Phi }_R_x\mathrm{\Phi }_L{\displaystyle \frac{\gamma _{}}{(2\pi \alpha )^2}}\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }`$ (82)
$``$ $`h_s\mathrm{sin}\sqrt{2\pi }\mathrm{\Phi },`$
The $`\gamma _{}`$-term in (82) can be eliminated by an appropriate rescaling of the field, $`\mathrm{\Phi }\sqrt{K}\mathrm{\Phi }`$:
$$HH_0[\mathrm{\Phi }]\frac{\gamma _{}}{(2\pi \alpha )^2}\mathrm{cos}\sqrt{8\pi K}\mathrm{\Phi }+h_s\mathrm{sin}\sqrt{2\pi K}\mathrm{\Phi },$$
(83)
As already mentioned, universality arguments lead to the conclusion that the anisotropic model (83) also incorporates the Ising criticality at some value of $`h_s`$. Choosing $`K(\gamma _{})=1/2`$, we reduce the perturbation to the form (3)
$$H^{}=\frac{\gamma _{}}{(2\pi \alpha )^2}\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }+h_s\mathrm{sin}\sqrt{\pi }\mathrm{\Phi },$$
(84)
discussed in detail in previous sections. Using the ($`\sigma `$-$`\tau `$) representation, we derive the relations in Table 2 describing the UV-IR transmutation of the physical fields.
We have the following correspondence:
$`h_s<h_s^{}:`$ $`\mathrm{d}\mathrm{i}\mathrm{s}\mathrm{o}\mathrm{r}\mathrm{d}\mathrm{e}\mathrm{r}\mathrm{e}\mathrm{d}\mathrm{p}\mathrm{h}\mathrm{a}\mathrm{s}\mathrm{e}:\mu 0;`$
$`h_s>h_s^{}:`$ $`\mathrm{o}\mathrm{r}\mathrm{d}\mathrm{e}\mathrm{r}\mathrm{e}\mathrm{d}\mathrm{p}\mathrm{h}\mathrm{a}\mathrm{s}\mathrm{e}:\mu =0.`$
We see that dimerization is finite at $`h_s<h_s^{}`$ and vanishes as
$$ϵ_s(h_s^{}h_s)^{1/8},$$
on approaching the critical point. The staggered magnetisation, on the other hand, is always finite in both phases. Its behaviour at the transition is determined by the subleading correction to the identity operator (see Table 2):
$`n^z`$ $``$ $`n^z_{h_s}n^z_{h_s^{}}`$ (85)
$``$ $`\left(h_sh_s^{}\right)\mathrm{ln}{\displaystyle \frac{h_s^{}}{|h_sh_s^{}|}}.`$
The logarithmic divergence of the staggered magnetic susceptibility at the transition is similar to that of the specific heat of the Ising model:
$$\chi _{stag}\mathrm{ln}\frac{h_s^{}}{|h_sh_s^{}|}.$$
(86)
Next we consider the dynamical magnetic susceptibility. In analogy to (62), it is defined by
$$\chi (\omega ,p)=i_{\mathrm{}}^{\mathrm{}}𝑑x_0^{\mathrm{}}𝑑te^{ipx+i\omega t}[S^z(x,t),S^z(0,0)]$$
(87)
Using the continuum limit decomposition of the spin operators and the above glossary, we conclude that while the uniform magnetic susceptibility is readily given by
$$\chi (\omega ,q0)q^2D^{(R)}(\omega ,q)$$
(88)
(the function $`D^{(R)}`$ has been extensively discussed in Section (5)), the staggered susceptibility is in turn related to the correlation function of the Ising energy-density operator. The latter object is a Majorana bilinear
$$\epsilon (x)\xi _R(x)\xi _L(x).$$
Therefore, calculating the staggered magnetic susceptibility reduces to a simple task of computing the polarisation loop diagram for free, massive Majorana fermions. The result is
$$\chi (\omega ,q=\pi )\mathrm{ln}\left(1\frac{\omega ^2}{4m^2}\right)2\sqrt{\frac{4m^2\omega ^2}{\omega ^2}}\mathrm{arctg}\left(\frac{\omega ^2}{4m^2\omega ^2}\right),$$
(89)
inside the gap ($`|\omega |<2m`$) and
$$\chi (\omega ,\pi )\mathrm{ln}\left(\frac{\omega ^2}{4m^2}1\right)i\mathrm{sign}\omega \left\{\pi +2\sqrt{\frac{\omega ^24m^2}{\omega ^2}}\mathrm{arctg}\left(\frac{\omega ^2}{\omega ^24m^2}\right)\right\},$$
(90)
for $`|\omega |>2m`$.
We notice that for $`h>h_s`$ it obviously is the staggered field operator ($`\beta ^2=2\pi `$) which alone dictates the physics of our effective DSG model (not only is it the most relevant operator, but it also has a large amplitude). It is therefore instructive to compare the results for the dynamical magnetic susceptibility of the DSG model we have found via Ising-type mappings with those for the SG model with a $`\beta ^2=2\pi `$ operator only, which were obtained in the paper by means of the form-factor technique. As for $`h>h_s`$ we enter the ordered phase ($`\mu `$=0), the uniform susceptibility (88,69) is of a coherent nature, very much in agreement with (‘magnon’ contribution). The staggered susceptibility (89,90), on the other hand, is incoherent in excellent agreement with the kink-antikink continuum observed in (the breather contribution is missed in our approach; it might be recovered as a bound state of Majorana fermions, but we shall not push our analysis beyond this point). No analogous comparison can be made for $`h<h_s`$ (no form-factor calculations are, to our knowledge, currently available for the $`\beta ^2=8\pi `$ SG model, and, even if they were, a comparison would have been of dubious validity, as the addition of the $`\beta ^2=2\pi `$-operator qualitatively changes the spectrum from the start).
## 7 Ising transition in the 1D Hubbard model with alternating chemical potential
The DSG model finds a number of interesting applications in the theory of 1D strongly correlated electron systems. In this section we shall consider a particular example of this kind which has been recently discussed in Ref. – a 1D repulsive Hubbard model at 1/2-filling with a sign-alternating single-site energy (i.e. staggered chemical potential). The Hamiltonian of this model reads:
$$H=t\underset{i,\sigma }{}(c_{i\sigma }^{}c_{i+1,\sigma }+h.c.)+U\underset{i}{}n_in_i+\mathrm{\Delta }\underset{i,\sigma }{}(1)^in_{i\sigma },$$
(91)
where $`c_{i\sigma }`$ is the annihilation operator of an electron with the spin projection $`\sigma `$, residing at the lattice site $`i`$, and $`n_{i\sigma }=c_{i\sigma }^{}c_{i\sigma }`$. The model (91) was originally proposed in the context of quasi-1D organic materials and is also believed to be prototypical for ferroelectric perovskites .
In spite of its apparent simplicity, the model (91) reveals nontrivial physics. At $`U=0`$ it describes a band insulator (BI) with a spectral gap for all excitations. At $`\mathrm{\Delta }t`$, the low-energy spectrum of the BI is that of free massive Dirac fermions. When the Hubbard interaction is switched on, the finite fermionic mass $`\mathrm{\Delta }`$ makes the theory free of infrared divergences, so that the BI phase remains stable for small enough $`U`$. On the other hand, at $`\mathrm{\Delta }=0`$, the Hamiltonian (91) coincides with the standard (translationally invariant) Hubbard model which is exactly solvable and is well known to describe a Mott insulator (MI) at any positive value of $`U`$, if the electron concentration $`n=(1/N)_{i,\sigma }n_{i\sigma }=1`$ (the case of a 1/2-filled energy band). The MI state has a finite mass gap $`m_c`$ in the charge sector induced by commensurability of the electron density with the underlying lattice. At energies well below $`m_c`$, local charge fluctuations are suppressed, and the low-energy spin dynamics of the model coincides with that of the spin-1/2 Heisenberg antiferromagnetic chain, the latter possessing a gapless spectrum. At a finite $`U`$, the charge-gaped MI phase is stable against site alternation, provided that $`\mathrm{\Delta }`$ is small enough .
Thus, the issue of interest is the nature of the crossover between the BI and MI regimes which is expected to occur in the strong-coupling region where the single-particle mass gap $`\mathrm{\Delta }`$ becomes comparable with the MI charge gap $`m_c`$. Starting out from the MI phase and decreasing $`U`$ at a fixed $`\mathrm{\Delta }`$, one has to identify the mechanism for the mass generation in the spin sector. On the other hand, it is clear that the charge degrees of freedom should also be involved in the BI-MI crossover. Indeed, dividing the lattice into two sublattices, A and B, with the single-site electron energies $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }`$, respectively, and considering electronic states of a diatomic (AB) unit cell in the limit $`tU,\mathrm{\Delta }`$, one finds a region $`U2\mathrm{\Delta }`$ where two charge configurations, $`A^1B^1`$ and $`A^0B^2`$, become almost degenerate. This is the so-called mixed-valence regime where those excitations responsible for the charge redistribution among the two unit-cell configurations become soft. This means that, apart from the spin transition, a charge transition associated with vanishing of the charge gap at some value of $`U`$ is also expected to occur.
In Ref. we have shown that the MI-to-BI crossover, taking place on decreasing $`U`$ at a fixed $`\mathrm{\Delta }`$, is realized as a sequence of two continuous transitions: a Berezinskii-Kosterlitz-Thouless (BKT) transition at $`U=U_{c2}`$ where a spin gap is dynamically generated, and an Ising critical point at $`U=U_{c1}<U_{c2}`$ where the charge gap vanishes. Assuming that $`U,\mathrm{\Delta }t`$, below we shall consider the effective low-energy field theory for the lattice model (91). We shall then briefly comment on the spin transition and mostly concentrate on the Ising transition in the charge sector of the model which will be described in terms of a DSG model.
The standard bosonization procedure (see e.g. ) allows one to represent the Hamiltonian density as
$$_{\mathrm{e}\mathrm{f}\mathrm{f}}=_c+_s+_{cs}.$$
Here the spin sector is described by the $`SU(2)_1`$ WZNW model with a marginally irrelevant current-current perturbation originating from the electron backscattering processes ($`gUa_0>0`$):
$$_s=\frac{2\pi v_s}{3}(:𝐉_R𝐉_R:+:𝐉_L𝐉_L:)2g𝐉_R𝐉_L$$
(92)
where $`𝐉_{R,L}`$ are chiral components of the vector spin current satisfying the $`SU_1(2)`$ Kac-Moody algebra. This Hamiltonian accounts for the universal properties of the spin-1/2 antiferromagnetic Heisenberg chain in the scaling limit . The charge degrees of freedom are represented by a sine-Gordon model for a scalar field $`\mathrm{\Phi }_c`$:
$$_c=\frac{v_c}{2}\left[\mathrm{\Pi }_c^2+\left(_x\mathrm{\Phi }_c\right)^2\right]\frac{m_0}{\pi \alpha }\mathrm{cos}\sqrt{8\pi K_c}\mathrm{\Phi }_c$$
(93)
where $`m_0g`$. The cosine perturbation is caused by the electron Umklapp processes (see e.g.). For a wide class of Hamiltonians with finite-range interactions (of which the Hubbard model is a member) the parameter $`K_c<1`$. This means that the model (93) is in a strong-coupling regime, and the dynamically generated mass determines the gap $`m_c`$ in the charge sector. The charge and spin sectors are coupled by the $`\mathrm{\Delta }`$-term:
$$_{cs}=\frac{2\mathrm{\Delta }}{\pi \alpha }ϵ_s\mathrm{sin}\sqrt{2\pi K_c}\mathrm{\Phi }_c$$
(94)
where $`ϵ_s`$ is the spin dimerization field of the S=1/2 Heisenberg chain, defined in (77).
Let us assume that we are in the MI regime with a gaped charge sector. Since the charge field $`\mathrm{\Phi }_c`$ is locked in one of degenerate minima of the periodic potential in (93),
$$\left(\mathrm{\Phi }_c\right)_m=\sqrt{\frac{\pi }{2K_c}}m,mZ_{\mathrm{}}$$
it follows immediately that, in the MI phase, the operator $`\mathrm{sin}\sqrt{2\pi K_c}\mathrm{\Phi }_c`$ appearing in (94) does not represent a strongly fluctuating field; it is rather short-ranged at distances $`\xi _cv_c/m_c`$, and this explains the stability of the MI phase against a small $`\mathrm{\Delta }`$-perturbation. Assuming that the charge gap is nonzero, we integrate out the massive charge degrees of freedom to obtain the effective action in the spin sector. According to the unbroken SU(2) symmetry of the model, the effective Hamiltonian in the spin sector retains its form (92), but the current-current coupling constant undergoes an additive renormalization. In the second order in $`\mathrm{\Delta }`$ we obtain:
$$gg_{\mathrm{e}\mathrm{f}\mathrm{f}}=gC\left(\mathrm{\Delta }/m_c\right)^2v_c$$
where $`C1`$ is a nonuniversal numerical constant. The spin sector now resembles the $`J_1J_2`$ frustrated spin-1/2 chain (see section 5) with an effecive next-nearest-neighbour interaction $`J_2`$ generated by the staggered chemical potential $`\mathrm{\Delta }`$. As long as $`g_{\mathrm{e}\mathrm{f}\mathrm{f}}>0`$, the spin excitation spectrum remains gapless. However, decreasing $`U`$ at a fixed $`\mathrm{\Delta }`$ (or increasing $`\mathrm{\Delta }`$ at a fixed $`U`$) eventually reverts the above inequality to $`g_{\mathrm{e}\mathrm{f}\mathrm{f}}<0`$. In this case the current-current perturbation becomes marginally relevant, and a continuous (BKT) transition takes place to a spontaneously dimerized insulating (SDI) phase with broken (site) parity and a finite mass gap in the spin sector.
Thus, the condition $`g_{\mathrm{e}\mathrm{f}\mathrm{f}}=0`$ determines the spin transition point $`U_{c2}`$. Using the exact result for the charge gap in the small-$`U`$ Hubbard model,
$$m_c\sqrt{Ut}e^{2\pi t/U},$$
we find that
$$U_{c2}=\frac{2\pi t}{\mathrm{ln}\left(t/U\right)}\left[1+O\left(\frac{\mathrm{ln}\mathrm{ln}(t/\mathrm{\Delta })}{\mathrm{ln}(t/\mathrm{\Delta })}\right)\right]$$
(95)
The dimerization order parameter that becomes nonzero at $`U<U_{c2}`$ is defined as
$$D=\underset{i,\sigma }{}(1)^i(c_{i\sigma }^{}c_{i+1,\sigma }+h.c.)$$
(96)
and in the continuum limit its density is given by
$$D(x)\mathrm{cos}\sqrt{2\pi K_c}\mathrm{\Phi }_c(x)Tr\widehat{g}_s(x)$$
(97)
It is instructive to compare the parity properties of the SDI and BI phases. For models defined on a 1D lattice, there are two parity transformations – the site parity ($`P_S`$) and link parity ($`P_L`$) . The difference between $`P_S`$ and $`P_L`$ survives the continuum limit and shows up in two inequivalent parity transformations that keep the massless Dirac equation
$$\left(_t+\sigma _3_x\right)\psi (x)=0,\psi =\left(\begin{array}{cccc}R& & & \\ L& & & \end{array}\right)$$
invariant. These are
$`P_S:`$ $`\psi (x)\sigma _1\psi (x)`$ (98)
$`P_L:`$ $`\psi (x)\sigma _2\psi (x)`$ (99)
Using bosonization rules for spin-1/2 Dirac fermions (see e.g. ), one easily finds that both $`P_S`$ and $`P_L`$ lead to
$$\mathrm{\Phi }_c(x)\mathrm{\Phi }_c(x),$$
whereas the WZNW field $`\widehat{g}_s`$ transforms differently:
$`P_S:`$ $`\widehat{g}_s(x)\widehat{g}_s(x)`$ (100)
$`P_L:`$ $`\widehat{g}_s(x)\widehat{g}_s(x)`$ (101)
Comparing (94) and (97), we see that the $`\mathrm{\Delta }`$-perturbation breaks $`P_L`$ but is invariant under $`P_S`$ (in fact, $`P_S`$ is the symmetry of the Hamiltonian (91)), while the dimerization operator $`D`$ breaks $`P_S`$ but preserves $`P_L`$. This is easily understood by noticing that these two terms have the structure of two different fermionic mass bilinears, $`\psi ^{}\sigma _1\psi `$ and $`\psi ^{}\sigma _2\psi `$, with opposite transformation properties with respect to $`P_S`$ and $`P_L`$. Thus, the parity properties of the SDI and BI phases are different, and this is a strong indication that the passage from SDI to BI should be associated with a significant redistribution of the charge density (charge transition).
In what follows, we will not be dealing with estimation of the transition point $`U_{c1}`$. Referring the reader to Ref. where the mechanism of the charge transition is discussed in the context of excitonic instability of the BI phase, here we simply claim that for the model (91), within the leading logarithmic accuracy, $`U_{c2}/U_{c1}1=\mathrm{c}\mathrm{o}\mathrm{n}\mathrm{s}\mathrm{t}/\mathrm{ln}\left(t/\mathrm{\Delta }\right)`$, where the positive constant is of the order of unity. Let us instead focus on a nonperturbative description of the charge transition to the BI phase. Suppose we are in the SDI phase with both charge and spin sectors gaped. Adopting an Abelian bosonic representation for the $`SU(2)_1`$ WZNW model with a marginally relevant perturbation,
$`_s`$ $`=`$ $`{\displaystyle \frac{v_s}{2}}\left[\mathrm{\Pi }_s^2+\left(_x\mathrm{\Phi }_s\right)^2\right]`$ (102)
$``$ $`{\displaystyle \frac{\lambda }{\pi }}_x\mathrm{\Phi }_{sR}_x\mathrm{\Phi }_{sL}+{\displaystyle \frac{\lambda }{2(\pi \alpha )^2}}\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }_s,`$
we can regard the effective Hamiltonian given by (102), (93) and (94) as a phenomenological Landau-Ginzburg energy functional, in the sense that all the couplings ($`m_0,K_c,\lambda ,\mathrm{\Delta }`$) and velocities ($`v_s,v_c`$) are effective ones obtained by integrating out high-energy degrees of freedom. The effective potential is given by:
$$𝒰(\mathrm{\Phi }_c,\mathrm{\Phi }_s)=\mu _c\mathrm{cos}\sqrt{8\pi K_c}\mathrm{\Phi }_c\mu _s\mathrm{cos}\sqrt{8\pi }\mathrm{\Phi }_s\delta \mathrm{sin}\sqrt{2\pi K_c}\mathrm{\Phi }_c\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }_s$$
(103)
with
$$\mu _c=\frac{m_0}{\pi \alpha }>0,\mu _s=\frac{\lambda }{2(\pi \alpha )^2}>0,\delta =\frac{\mathrm{\Delta }}{\pi \alpha }.$$
The robust ingredients of the potential (103) are the vertex operators and the signs of the corresponding amplitudes. It can be shown that, as long as the parameter $`K_c`$ is confined within the interval $`1/2<K_c<1`$, this potential, with all terms being strongly relevant perturbations, is indeed the most representative one for the model under discussion because no new relevant operators are generated in the course of renormalization. This is no longer true if $`K_c<1/2`$, the regime which can be realized for an extended model with extra finite-range interactions, e.g. $`V_in_in_{i+1}`$. In this case, new relevant vertex operators will be generated upon renormalization, and the continuous Ising transition in the charge sector can transform to a first-order one. We will comment on that in the end of this section.
A simple analysis of the saddle points of the potential $`𝒰(\epsilon _c,\epsilon _s)`$ shows that the location of its minima in the spin sector, $`\epsilon _s=\sqrt{\pi /2}n`$, and hence the spin quantum numbers of the topological excitations, are the same as in the BI phase ($`U<U_{c1}`$). So the spin part of the spectrum in the SDI phase smoothly transforms to that of the BI phase. Therefore, being interested in the redistribution of the charge degrees of freedom in the vicinity of $`U_{c1}`$, in (103) we can replace $`\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }_s`$ by its vacuum expectation value, $`\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }_s=\pm c_0`$. The two signs here reflect the $`Z_2`$ degeneracy of the dimerized ground state (spontaneously broken site parity; see Eq. (100)). Thus, the Hamiltonian of effective model describing the charge degrees of freedom can be represented in the following 2$`\times `$2 matrix form:
$$H_{\mathrm{c};\mathrm{e}\mathrm{f}\mathrm{f}}=\left(\begin{array}{cccc}H_c^{(+)}& & 0& \\ 0& & H_c^{()}& \end{array}\right)$$
(104)
where
$`H_c^{(\pm )}`$ $`=`$ $`{\displaystyle \frac{v_c}{2}}\left[\left(_x\mathrm{\Phi }_c\right)^2+\left(_x\mathrm{\Theta }_c\right)^2\right]`$ (105)
$``$ $`\mu _c\mathrm{cos}\sqrt{8\pi K_c}\mathrm{\Phi }_ch\mathrm{sin}\sqrt{2\pi K_c}\mathrm{\Phi }_c`$
(here $`h=\delta c_0`$). Notice that under $`P_S`$ $`H_c^{(+)}H_c^{()}`$.
We have arrived at the matrix version of DSG model similar to (30), (31). To make contact with the DQAT model discussed in detail in sections 2 and 3, we shall consider $`H_{\mathrm{c};\mathrm{e}\mathrm{f}\mathrm{f}}`$ in the vicinity of the point $`K_c=1/2`$. Setting $`K_c=1/2\left(1+\gamma _0\right)`$ and rescaling the fields
$$\mathrm{\Phi }_c=\frac{1}{\sqrt{2K_c}}\mathrm{\Phi },\mathrm{\Theta }_c=\sqrt{2K_c}\mathrm{\Theta }$$
transforms $`H_c^{(\pm )}`$ in (105) to a form similar to $`_\pm `$ of Eq.(31).
With this correspondence and all the results of the previous sections, we are now able to describe in detail the Ising transition in the charge sector. As already explained in section 2.2, this can be done by considering only the Hamiltonian $`H_c^{(+)}`$.
When studying the physical properties of our model (91) at the charge transition point, it is important to remember that the disordered ($`h<h_c`$) and ordered ($`h>h_c`$) phases of the effective Ising model correspond to the SDI and BI phases of the electronic model (91). First we consider the dimerization operator (97):
$$𝒟\mathrm{cos}\sqrt{2\pi K_c}\mathrm{\Phi }_c\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }_s.$$
With the spin field $`\mathrm{\Phi }_s`$ locked in the SDI phase, $`\mathrm{cos}\sqrt{2\pi }\mathrm{\Phi }_s=+c_0`$ and $`K_c=1/2`$, this transforms to the charge polarisation field
$$𝒟\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }_c.$$
In full agreement with the physical picture, from (59) it follows that the operator $`𝒟`$, being the order parameter of the SDI phase, is the most strongly fluctuating field at the Ising trasntion:
$$𝒟\mu $$
(106)
Its average value is nonzero in the SDI phase and vanishes as $`𝒟(h_ch)^{1/8}`$ on approaching the charge transition point (remaining zero in the whole BI phase).
Using (57), we find that the average value of the $`\mathrm{\Delta }`$-perturbation, which, at $`K_c=1/2`$, is given by $`𝒪_\mathrm{\Delta }\mathrm{sin}\pi \mathrm{\Phi }_c`$ is nonsingular across the transition and remains finite in both phases.
The most interesting feature of the Ising transition is the UV-IR transmutation of the charge density $`\rho _c(x)`$ and current $`J_c(x)`$. At $`K_c=1/2`$, the UV limit of our model represents a metallic state with central charge $`c_{UV}=2`$, described in terms of two massless Gaussian fields $`\mathrm{\Phi }_c`$ and $`\mathrm{\Phi }_s`$. In this limit
$$\rho _c(x)=\frac{1}{\sqrt{\pi }}_x\mathrm{\Phi }_c(x),J_c(x)=\frac{1}{\sqrt{\pi }}_x\mathrm{\Theta }_c(x).$$
According to (49),(51), at the Ising criticality ($`c_{IR}=1/2`$),
$$\rho _c(x)=C_x\mu (x),J_c(x)=C_t\mu (x)$$
(107)
With $`\mu (x)`$ representing the charge polarization field, Eqs.(107) identify $`\rho _c`$ and $`J_c`$ as the bound charge and polarisation-current densities, respectively. Such an identification is typical for insulators rather than metals. This could have been anticipated from the fact that a true metallic state with charge-carrying gapless excitations cannot be described by a single massless real (Majorana) field.
An insulating (semi-metallic) behaviour of the model at the quantum critical point, reached at the charge transition, becomes manifest when one estimates the optical conductivity:
$$\sigma (\omega )\omega \mathrm{}mD^{(R)}(\omega ,0).$$
(108)
Here $`D^{(R)}(\omega ,q)`$ is the retarded correlation function defined in (62). Using the result (68), we find that, at zero temperature, $`\sigma (\omega )`$ displays a universal power-law behaviour:
$$\sigma _0(\omega )\omega ^{3/4}$$
(109)
Although the optical conductivity is divergent in the zero-frequency limit, there is no Drude-peak contribution ($`\delta (\omega )`$) typical of true metals.
It is also possible to estimate the optical conductivity at finite temperatures (keeping in mind the $`\sigma \tau `$ representation of the DQAT model, one should assume that $`T`$ is much smaller than the mass gap in the decoupled $`\tau `$ degrees of freedom). This can be done using conformal mapping from a cylinder $`[\mathrm{}<x<\mathrm{};0<\tau <\beta ]`$ onto a complex plane $`C`$. Starting with the $`T=0`$ asymptotics of the correlation function
$$\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)\frac{1}{|z_1z_2|^{1/4}},$$
and using the above mentioned conformal mapping, one obtains
$$\mu (x,\tau )\mu (0,0)\left[\frac{\pi T}{\mathrm{sinh}\pi T(x\text{i}\tau )\mathrm{sinh}\pi T(x+\text{i}\tau )}\right]^{1/8}.$$
(110)
It can be shown that
$$\mathrm{}m\chi (\omega )\frac{1}{T^{7/4}}\mathrm{}m\left[\rho \left(\frac{\omega }{4\pi T}\right)\right]^2,$$
(111)
where
$$\rho (x)=\frac{\mathrm{\Gamma }\left(\frac{1}{16}\text{i}x\right)}{\mathrm{\Gamma }\left(\frac{15}{16}\text{i}x\right)}.$$
(112)
The final result for the temperature dependent optical conductivity at the Ising critical point is given by the following universal formula:
$$\sigma (\omega ,T)\frac{\omega }{T^{7/4}}\mathrm{}m\left[\rho \left(\frac{\omega }{4\pi T}\right)\right]^2$$
(113)
At finite $`\omega T`$, the frequency dependence of $`\sigma (\omega ,T)`$ is classical but with a quantum, temperature dependent prefactor:
$$\sigma (\omega ,T)\omega ^2/T^{11/4}.$$
At $`\omega T`$, $`\sigma (\omega ,T)`$ reaches its maximum and then crosses over to its quantum-critical high-frequency ($`\omega T`$) asymptotics (109).
## 8 First order transition at $`\beta ^2<2\pi `$
Until now we assumed that $`2\pi <\beta ^2<8\pi `$, so that no other relevant operators were generated upon renormalization. Indeed, already at $`\beta ^2<32\pi /9`$, the operator $`\mathrm{sin}\left[\left(3\beta /2\right)\mathrm{\Phi }(x)\right]`$, which is generated by the OPE of the two operators present in (1), becomes relevant. However, such an operator does not modify the qualitative behaviour of the model, as one can easily realize by a quasi-classical analysis. On the contrary, the operator $`\mathrm{cos}\left(2\beta \mathrm{\Phi }(x)\right)`$, which is also generated by the OPE, and which becomes relevant at $`\beta ^2<2\pi `$, can modify the properties of the model in a relevant manner. Indeed, inspecting the quasi-classical potential
$$𝒰\left[\mathrm{\Phi }\right]=g\mathrm{cos}\beta \mathrm{\Phi }\lambda \mathrm{sin}\left(\frac{\beta }{2}\mathrm{\Phi }\right)V\mathrm{cos}2\beta \mathrm{\Phi },$$
one finds that the Ising transition is turned by a sufficiently large $`V`$ into a first order one.
The capability of an apparently subleading operator to change a continuous transition to a first order one is indeed common to a variety of models. For instance, it is known that the critical line with non universal exponents separating the Charge Density Wave (CDW) and the Spin Density Wave (SDW) phases of the extended (U-V) Hubbard model, becomes a first order line at sufficiently strong coupling. In fact, in the extended Hubbard model, the charge Luttinger liquid exponent $`K_c`$ can be lower than $`1/2`$, the point at which the second harmonics of the Umklapp scattering starts to be relevant. Therefore, at sufficiently strong interaction, it can indeed turn the CDW–SDW transition line into a first order one. A similar situation occurs with the charge transition in the electronic model, considered in section 7, when the latter is generalised to include a sufficiently strong nearest-neighbour repulsion .
## 9 Conclusions
In this paper, we have proposed a nonperturbative description of the Ising criticality in the DSG model (1). Using the equivalence between the DSG model and a deformed quantum Ashkin-Teller model, valid in the vicinity of the decoupling point, $`\beta ^2=4\pi `$, we were able to identify the effective Ising degrees of freedom that asymptotically decouple from the rest of the spectrum and become critical in the infrared limit. This identification allowed us to describe the UV-IR “transmutation” of all physical fields of the DSG model and calculate the correlation functions at and close to the transition. We have also demonstrated the efficiency of our approach to describe Ising transitions in some physical realizations of the DSG model.
We believe that our quantum-Ising-chain approach can be generalised to the case when the number of the constituent Ising models, coupled by the interaction $`h_j\sigma _j`$, is larger than 2. Such situation can indeed be realized in certain SU(2)-invariant spin-ladders models which can be driven to criticality under the action of external staggered fields. In such systems, the quantum critical points may be not only of the Ising type but also correspond to SU(2)<sub>k</sub> WZNW universality class. Such examples will be considered elsewhere .
Acknowledgements
It is our pleasure to thank G. Mussardo for inspiring discussions. We are grateful A. Chubukov, D. Edwards, Yu Lu, N. Nagaosa, S. Sorella, E. Tosatti, A. M. Tsvelik, Y.-J. Wang and V. Yakovenko for their interest in the work and helpful comments. M.F. is partly supported by INFM, under project PRA HTSC. A. O. G. is supported the EPSRC of the United Kingdom. A. A. N. is partly supported by INTAS-Georgia grant 97-1340.
## Appendix A Bosonization
### A.1 Bosonization of Fermi fields, currents and mass bilinears
We build up a Dirac field out of two Majorana fields, $`\xi _1`$ and $`\xi _2`$, and bosonize it:
$$\psi =\left(\begin{array}{cccc}R& & & \\ L& & & \end{array}\right)=\left[\frac{\xi _1+\text{i}\xi _2}{\sqrt{2}}\right]_{R,L}\frac{1}{\sqrt{2\pi \alpha }}\mathrm{exp}\left(\pm \text{i}\sqrt{4\pi }\varphi _{R,L}\right)$$
(114)
To ensure anticommutation between the right and left components of the Fermi field, it is assumed that
$$[\varphi _R,\varphi _L]=\frac{\text{i}}{4}.$$
(115)
Notice that $`\alpha `$ is an ultraviolet cutoff in the bosonic theory which actually appears as a short-distance regulator in the normal-mode expansion of bosonic fields. For this reason it does not need to coincide with the original lattice constant $`a_0`$ which appears in the continuum representation of fermionic fields. These two cutoffs are, however, related, as shown in Appendix A.2.
The chiral components of the U(1) current are defined as
$`J_R`$ $`=`$ $`:R^{}R:=\text{i}\xi _{1R}\xi _{2R}={\displaystyle \frac{1}{\sqrt{\pi }}}_x\varphi _R`$ (116)
$`J_L`$ $`=`$ $`:L^{}L:=\text{i}\xi _{1L}\xi _{2L}={\displaystyle \frac{1}{\sqrt{\pi }}}_x\varphi _L`$ (117)
Using (114), one also finds that
$`R^{}L`$ $`=`$ $`{\displaystyle \frac{\text{i}}{2\pi \alpha }}e^{\text{i}\sqrt{4\pi }\mathrm{\Phi }}`$ (118)
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\xi _{1R}\text{i}\xi _{2R}\right)\left(\xi _{1L}+\text{i}\xi _{2L}\right),`$
implying that
$`\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }`$ $`=`$ $`\text{i}\pi \alpha \left(\xi _{1R}\xi _{1L}+\xi _{2R}\xi _{2L}\right)`$ (119)
$`\mathrm{sin}\sqrt{4\pi }\mathrm{\Phi }`$ $`=`$ $`\text{i}\pi \alpha \left(\xi _{1R}\xi _{2L}+\xi _{1L}\xi _{2R}\right)`$ (120)
The DQAT Hamiltonian (17) is symmetric under interchange $`(𝒫_{12})`$ of the two chains. Let us find the transformation properties of all the fields under $`𝒫_{12}`$. ¿From (114) it follows that interchanging the two chains leads to transformations
$$\varphi _R\frac{\sqrt{\pi }}{4}\varphi _R,\varphi _L\frac{\sqrt{\pi }}{4}\varphi _L$$
(121)
The chiral currents $`J_{R,L}`$, and therefore the total $`(J=J_R+J_L)`$ and axial $`(J_5=J_RJ_L)`$ currents change their signs:
$$J_{R(L)}J_{R(L)},JJ,J_5J_5$$
(122)
Under $`𝒫_{12}`$ the scalar field $`\mathrm{\Phi }=\varphi _R+\varphi _L`$ and its dual counterpart $`\mathrm{\Theta }=\varphi _R+\varphi _L`$ transform as follows:
$$\mathrm{\Phi }\mathrm{\Phi },\mathrm{\Theta }\frac{\sqrt{\pi }}{2}\mathrm{\Theta }$$
(123)
Notice that the symmetry properties of r.h.sides of (119)and (120) are consistent with (123).
### A.2 Bosonization of products of order and disorder operators
Starting with the Jordan–Wigner transformation for two QI spin chains, which can be summarised as follows
$`\sigma _{an}^x=\text{i}\zeta _{an}\eta _{an},`$ $`\mu _{a,n+1/2}^x=\text{i}\zeta _{an}\eta _{a,n+1}`$ (124)
$`\sigma _{an}^z=\text{i}\kappa _a\left({\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _{aj}^x\right)\zeta _{an},`$ $`\mu _{a,n+1/2}^z={\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _{aj}^x`$ (125)
$`\sigma _{an}^y=\text{i}\kappa _a\left({\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _{aj}^x\right)\eta _{an},`$ $`\mu _{a,n+1/2}^y=\left({\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _{aj}^x\right),\eta _{a,n+1}\zeta _{an}`$ (126)
here we derive bosonized expressions for products of Ising fields belonging to different chains.
$``$ $`\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z`$ . Using the lattice definition (125), we have:
$$\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z=\underset{j=1}{\overset{n}{}}\sigma _{1j}^x\sigma _{2j}^x$$
(127)
There are many ways to exponentiate the product in (127), the naive assumption would be to use the identity
$$\sigma ^x=\text{i}e^{\pm \text{i}(\pi /2)\sigma ^x}$$
and then replace in the exponential $`\sigma ^x`$ by $`\text{i}\eta \zeta `$. This will bring us to a phase proportional to
$$\underset{j=1}{\overset{n}{}}\left(\eta _{1n}\zeta _{1n}+\eta _{2n}\zeta _{2n}\right)$$
which, in the continuum limit, reduces to
$$_0^x\text{d}x^{}\left(\xi _{1R}\xi _{1L}+\xi _{2R}\xi _{2L}\right).$$
According to (119), the integrand represents a bosonic cosine operator, which is not what we would like to have for practical purposes. To get a better representation, one has first to rearrange the four Majorana fields in the product $`\sigma _{1j}^x\sigma _{2j}^x`$:
$$\sigma _{1j}^x\sigma _{2j}^x=\left(\eta _{1j}\eta _{2j}\right)\left(\zeta _{1j}\zeta _{2j}\right)$$
(128)
It is readily seen that a product of two local Majorana fields, defined on the lattice, can be represented as
$$\eta _1\eta _2=\pm \mathrm{exp}\left(\pm \frac{\pi }{2}\eta _1\eta _2\right)$$
(129)
Therefore
$$\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z=\underset{j=1}{\overset{n}{}}\sigma _{1j}^x\sigma _{2j}^x=\mathrm{exp}\left[\pm \frac{\pi }{2}\underset{j=1}{\overset{n}{}}\left(\eta _{1j}\eta _{2j}+\zeta _{1j}\zeta _{2j}\right)\right]$$
(130)
Now we pass to the continuum limit by making chiral rotation (12) and using (116), (117):
$`\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z`$ $``$ $`\mathrm{exp}\left[\pm \pi {\displaystyle _0^x}\text{d}y\left(\xi _{1R}\xi _{2R}+\xi _{1L}\xi _{2L}\right)\right]`$ (131)
$`=`$ $`\mathrm{exp}\left[\text{i}\sqrt{\pi }{\displaystyle _0^x}\text{d}y_y\mathrm{\Phi }(y)\right]`$
$`=`$ $`e^{\text{i}\sqrt{\pi }\mathrm{\Phi }(x)}`$
The l.h.s. of this relation is symmetric under $`𝒫_{12}`$, so must the r.h.side. As follows from (123), under $`𝒫_{12}`$ the field $`\mathrm{\Phi }`$ changes its sign. So the sign ambiguity in (131) is resolved by replacing the phase exponential by a cosine:
$$\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z=\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x)$$
(132)
$``$ $`\sigma _{1,n+1/2}^z\sigma _{2,n+1/2}^z`$. Using (125), we have:
$`\sigma _{1n}^z\sigma _{2n}^z`$ $`=`$ $`\left(\kappa _1\kappa _2\right)\left(\zeta _{1n}\zeta _{2n}\right)\left({\displaystyle \underset{j=1}{\overset{n}{}}}\sigma _{1j}^x\sigma _{2j}^x\right)`$ (133)
$`=`$ $`\kappa _1\kappa _2\zeta _{1n}\zeta _{2n}\left(\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z\right)`$
With the representation (132) at hand, we only need to pass to the continuum limit in $`\zeta _{1n}\zeta _{2n}`$ and then make use of proper operator product expansions. We have:
$`\zeta _{1n}\zeta _{2n}`$ $``$ $`2a_0\zeta _1(x)\zeta _2(x)`$ (134)
$`=`$ $`a_0\left[\xi _{1R}(x)+\xi _{1L}(x)\right]\left[\xi _{2R}(x)+\xi _{2L}(x)\right]`$
$`=`$ $`{\displaystyle \frac{\text{i}a_0}{\sqrt{\pi }}}_x\mathrm{\Phi }(x)+{\displaystyle \frac{\text{i}a_0}{\pi \alpha }}\mathrm{sin}\sqrt{4\pi }\mathrm{\Phi }(x)`$
So
$$\sigma _{1n}^z\sigma _{2n}^z\text{i}\kappa _1\kappa _2a_0\left[\frac{1}{\sqrt{\pi }}_x\mathrm{\Phi }(x)\frac{1}{\pi \alpha }\mathrm{sin}\sqrt{4\pi }\mathrm{\Phi }(x)\right]\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x+\alpha )$$
(135)
Picking up the most relevant operators in the following OPE
$`_x\mathrm{\Phi }(x):\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x\alpha ):`$ $`=`$ $`\pm {\displaystyle \frac{1}{2\sqrt{\pi }\alpha }}:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):+\mathrm{}`$ (136)
$`:\mathrm{sin}\sqrt{4\pi }\mathrm{\Phi }(x)::\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x):`$ $`=`$ $`{\displaystyle \frac{1}{2}}:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):+\mathrm{}`$ (137)
one finds that
$$\sigma _{1n}^z\sigma _{2n}^z\text{i}\kappa _1\kappa _2\left(\frac{a_0}{2\pi \alpha }\right):\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):$$
(138)
Intending to keep duality among (138) and (132) we set
$$\alpha =\frac{a_0}{\pi }$$
(139)
and finally obtain:
$$\sigma _{1n}^z\sigma _{2n}^z=\text{i}\kappa _1\kappa _2:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):$$
(140)
Notice the important role of the Klein product $`\kappa _1\kappa _2`$. The l.h.s. of (140) is $`𝒫_{12}`$-symmetric while in the r.h.side $`\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x)`$ is antisymmetric (see (123)). So the r.h.s. of (140) is symmetric just due to the presence of $`\kappa _1\kappa _2`$. If we had replaced $`\kappa _1\kappa _2`$ by a constant, $`\kappa _1\kappa _2\text{i}`$, we would obtain
$$\sigma _{1n}^z\sigma _{2n}^z=:\mathrm{sin}\sqrt{\pi }\mathrm{\Phi }(x):$$
In this representation, the only way to ensure the $`𝒫_{12}`$-symmetry would be to impose a constraint that identifies $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }`$, in which case the scalar field $`\mathrm{\Phi }`$ would transform to an orbifold.
$``$ $`\sigma _{1n}^z\mu _{2,n+1/2}^z`$. First we represent $`\sigma _{1n}^z\mu _{2,n+1/2}^z`$ as
$$\sigma _{1n}^z\mu _{2,n+1/2}^z=\left(\sigma _{1n}^z\mu _{1,n+1/2}^z\right)\left(\mu _{1,n+1/2}^z\mu _{2,n+1/2}^z\right).$$
The continuum limit for second product has already been found (see Eq.(132)). The first product reduces to a Majorana field: $`\sigma _{1n}^z\mu _{1,n+1/2}^z=\text{i}\kappa _1\zeta _{1n}.`$ In the continuum limit, with relation (139) taken into account,
$`\zeta _{1n}`$ $``$ $`\sqrt{a_0}\left[\xi _{1R}(x)+\xi _{1L}(x)\right]`$ (141)
$`=`$ $`\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_R(x)+\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_L(x)`$
So
$$\sigma _{1n}^z\mu _{2,n+1/2}^z=\text{i}\kappa _1\left[\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_R(x)+\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_L(x)\right]\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x+\alpha )$$
(142)
Making use of the following OPE
$`:\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_R(x)::\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x+\alpha ):`$ $`=`$ $`:\mathrm{cos}\sqrt{4\pi }\mathrm{\Phi }_L(x)::\mathrm{cos}\sqrt{\pi }\mathrm{\Phi }(x+\alpha ):`$ (143)
$`=`$ $`{\displaystyle \frac{1}{2}}:\mathrm{cos}\sqrt{\pi }\mathrm{\Theta }(x):+\mathrm{}`$
we arrive at the result:
$$\sigma _{1n}^z\mu _{2,n+1/2}^z=\text{i}\kappa _1:\mathrm{cos}\sqrt{\pi }\mathrm{\Theta }(x):$$
(144)
$``$ $`\mu _{1,n+1/2}^z\sigma _{2n}^z`$. Quite similarly one finds that
$$\mu _{1,n+1/2}^z\sigma _{2n}^z=\text{i}\kappa _2:\mathrm{sin}\sqrt{\pi }\mathrm{\Theta }(x):$$
(145)
Using (123), we see that under $`𝒫_{12}`$ the r.h.sides of Eqs.(144) and (145) indeed transform to each other.
## Appendix B More on lattice fermions
An alternative way to bosonize the QAT model, is to pass through a mapping onto spinless fermions, and bosonize the latter.
We start by the quantum Ising model (10). By means of the following unitary transformation
$`\zeta _n`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\xi _{Rn}\xi _{Ln}\right),`$ (146)
$`\eta _n`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\xi _{Rn}+\xi _{Ln}\right),`$ (147)
the Hamiltonian (10) transforms onto
$`H_{QI}`$ $`=`$ $`{\displaystyle \frac{J}{2}}\left({\displaystyle \frac{i}{2}}\right){\displaystyle \underset{n}{}}\left[\xi _{Rn}\left(\xi _{Rn+1}\xi _{Rn1}\right)\xi _{Ln}\left(\xi _{Ln+1}\xi _{Ln1}\right)\right]`$ (148)
$`+`$ $`i{\displaystyle \frac{J}{4}}{\displaystyle \underset{n}{}}\left[\xi _{Rn}\left(2\xi _{Ln}\xi _{Ln+1}\xi _{Ln1}\right)\xi _{Ln}\left(2\xi _{Rn}\xi _{Rn+1}\xi _{Rn1}\right)\right]`$
$`+`$ $`i\left(\mathrm{\Delta }_JJ\right){\displaystyle \underset{n}{}}\xi _{Rn}\xi _{Ln}.`$
We now consider the following quantum Ashkin–Teller Hamiltonian of two-coupled Ising chains
$$H_{QAT}=H_{QI}\left[\sigma _1\right]+H_{QI}\left[\sigma _2\right]+H_{AT}^{}[\sigma _1,\sigma _2],$$
(149)
where $`H_{QI}`$’s are Ising Hamiltonians \[see Eq.(148)\] for two spin species, $`\sigma _1`$ and $`\sigma _2`$, and
$$H_{AT}^{}=K\underset{n}{}\left(\sigma _{1,n}^z\sigma _{1,n+1}^z\sigma _{2,n}^z\sigma _{2,n+1}^z+\sigma _{1,n}^x\sigma _{2,n}^x\right),$$
(150)
is the coupling term. For each spin species we introduce Majorana’s fermions. In order to make $`\sigma _1`$ and $`\sigma _2`$ commute we multiply each Majorana’s fermion for the chain 1 by another Majorana $`\kappa _1`$, and for chain 2 by $`\kappa _2`$. That is, if $`a=1,2`$, we define
$$\zeta _{a,n}=\kappa _a\left(i\sigma _{a,n}^z\mu _{a,n+\frac{1}{2}}^z\right),\eta _{a,n}=\kappa _a\left(\sigma _{a,n}^z\mu _{a,n\frac{1}{2}}^z\right),$$
(151)
as well as their $`R,L`$ components
$`\zeta _{1,n}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\xi _{Rn}\xi _{Ln}\right),`$ (152)
$`\eta _{1,n}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\xi _{Rn}+\xi _{Ln}\right),`$ (153)
$`\zeta _{2,n}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\eta _{Rn}\eta _{Ln}\right),`$ (154)
$`\eta _{2,n}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}\left(\eta _{Rn}+\eta _{Ln}\right).`$ (155)
Let us concentrate for the moment onto the two Ising Hamiltonians, which are bilinear in the Majorana fermions. We notice the following general property ($`p,q=R,L`$)
$`\xi _{pn}\xi _{qm}+\eta _{pn}\eta _{qm}={\displaystyle \frac{1}{2}}\left[\left(\xi _{pn}i\eta _{pn}\right)\left(\xi _{qm}+i\eta _{qm}\right)+\left(\xi _{pn}+i\eta _{pn}\right)\left(\xi _{qm}i\eta _{qm}\right)\right]`$
$`=`$ $`2\left[c_{pn}^{}c_{qm}^{}+c_{pn}^{}c_{qm}^{}\right]=2\left[c_{pn}^{}c_{qm}^{}c_{qm}^{}c_{pn}^{}+\delta _{pq}\delta _{nm}\right],`$
where we define the Fermi operators
$$c_{R(L)n}=\frac{1}{2}\left(\xi _{R(L)n}+i\eta _{R(L)n}\right).$$
(156)
Therefore, through (148), we find
$`H_{QI}\left[\sigma _1\right]+H_{QI}\left[\sigma _2\right]=`$ (157)
$`=`$ $`J({\displaystyle \frac{i}{2}}){\displaystyle \underset{n}{}}[c_{Rn}^{}(c_{Rn+1}^{}c_{Rn1}^{})c_{Ln}^{}(c_{Ln+1}^{}c_{Ln1}^{})H.c.]`$
$`+i{\displaystyle \frac{J}{2}}{\displaystyle \underset{n}{}}[c_{Rn}^{}(2c_{Ln}^{}c_{Ln+1}^{}c_{Ln1}^{})c_{Ln}^{}(2c_{Rn}^{}c_{Rn+1}^{}c_{Rn1}^{})H.c.]`$
$`+2i\left(\mathrm{\Delta }_JJ\right){\displaystyle \underset{n}{}}c_{Rn}^{}c_{Ln}^{}c_{Ln}^{}c_{Rn}^{}.`$
The analogy with a fermionic model on a lattice is already apparent. Let us make this analogy more firm. We consider the following spinless fermion model on a lattice of $`2L`$ sites
$`H`$ $`=`$ $`t{\displaystyle \underset{n=0}{\overset{2L1}{}}}c_n^{}c_{n+1}^{}+H.c.`$
$`=`$ $`t{\displaystyle \underset{n=0}{\overset{L1}{}}}c_{2n+1}^{}\left(c_{2n}^{}+c_{2n+2}^{}\right)+c_{2n}^{}\left(c_{2n1}^{}+c_{2n+1}^{}\right).`$
We make the following unitary transformation
$`c_{2n}`$ $`=`$ $`{\displaystyle \frac{(1)^n}{\sqrt{2}}}\left(c_{Rn}+c_{Ln}\right),`$
$`c_{2n+1}`$ $`=`$ $`i{\displaystyle \frac{(1)^n}{\sqrt{2}}}\left(c_{Rn}c_{Ln}\right),`$
where the right- and left-moving fermions are defined on a lattice of half the number of sites, i.e. $`L`$. The Hamiltonian becomes
$`H`$ $`=`$ $`i{\displaystyle \frac{t}{2}}{\displaystyle \underset{n}{}}c_{Rn}^{}\left(c_{Rn+1}^{}c_{Rn1}^{}\right)c_{Ln}^{}\left(c_{Ln+1}^{}c_{Ln1}^{}\right)`$
$`+`$ $`i{\displaystyle \frac{t}{2}}{\displaystyle \underset{n}{}}c_{Rn}^{}\left(2c_{Ln}^{}c_{Ln+1}^{}c_{Ln1}^{}\right)c_{Ln}^{}\left(2c_{Rn}^{}c_{Rn+1}^{}c_{Rn1}^{}\right).`$
(158)
Let us add to this Hamiltonian a staggered hopping
$`\delta H`$ $`=`$ $`\mathrm{\Delta }{\displaystyle \underset{n}{}}c_{2n}^{}c_{2n+1}^{}+H.c.`$ (159)
$`=`$ $`i\mathrm{\Delta }{\displaystyle \underset{n}{}}c_{Rn}^{}c_{Ln}^{}H.c..`$ (160)
We notice that (158) plus (160) coincide with (157) if $`2J=t`$ and $`2(\mathrm{\Delta }_JJ)=\mathrm{\Delta }`$.
Now we focus on the coupling term (150), which, in terms of Majorana’s fermions reads
$$H_{AT}^{}=K\underset{n}{}\zeta _{1n}\zeta _{2n}\left(\eta _{1n+1}\eta _{2n+1}+\eta _{1n}\eta _{2n}\right).$$
Transforming into right- and left-moving Majorana fermions we find that
$`\zeta _{1n}\zeta _{2n}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\xi _{Rn}\xi _{Ln}\right)\left(\eta _{Rn}\eta _{Ln}\right)`$
$`=`$ $`{\displaystyle \frac{1}{2}}\left(\xi _{Rn}\eta _{Rn}+\xi _{Ln}\eta _{Ln}\xi _{Rn}\eta _{Ln}\xi _{Ln}\eta _{Rn}\right)`$
$`=`$ $`i\left(\rho _{Rn}+\rho _{Ln}1\mathrm{\Delta }_n\right),`$
where we used (156), and we defined $`\rho _{pn}=c_{pn}^{}c_{pn}^{}`$ ($`p=R,L`$) as well as $`\mathrm{\Delta }_n=c_{Rn}^{}c_{Ln}^{}+H.c.`$. We can equivalently show that
$$\eta _{1n}\eta _{2n}=i\left(\rho _{Rn}+\rho _{Ln}1+\mathrm{\Delta }_n\right).$$
Therefore the coupling term can be written as
$`H_{AT}^{}`$ $`=`$ $`K{\displaystyle \underset{n}{}}\left(\rho _{Rn}+\rho _{Ln}1\mathrm{\Delta }_n\right)\left(\rho _{Rn}+\rho _{Ln}1+\mathrm{\Delta }_n\right)`$ (161)
$``$ $`K{\displaystyle \underset{n}{}}\left(\rho _{Rn}+\rho _{Ln}1\mathrm{\Delta }_n\right)\left(\rho _{Rn+1}+\rho _{Ln+1}1+\mathrm{\Delta }_{n+1}\right).`$
On the other hand let us consider the simplest nearest-neighbour interaction for spinless fermions, namely
$$V\underset{n}{}c_{2n}^{}c_{2n}^{}c_{2n+1}^{}c_{2n+1}^{}+c_{2n+1}^{}c_{2n+1}^{}c_{2n+2}^{}c_{2n+2}^{}.$$
This interaction term turns out to be equivalent to (161), apart from a chemical potential term, provided $`4K=V`$. Notice that, if one considers an Ashkin-Teller coupling which is not self-dual, e.g.
$$H_{AT}^{}=K_1\underset{n}{}\sigma _{1,n}^z\sigma _{1,n+1}^z\sigma _{2,n}^z\sigma _{2,n+1}^z+K_2\underset{n}{}\sigma _{1,n}^x\sigma _{2,n}^x,$$
this translates into a staggered interaction for the spinless fermion model. This interaction, even without an explicit dimerization, is able to gap the fermionic spectrum, thus showing the importance of self-duality, even at the level of the coupling term (149), to get a critical behaviour.
Therefore we have shown the equivalence between a model of two coupled Ising chains in a transverse field, given by the Hamiltonian (149), and a model of spinless fermion with nearest neighbour interaction and dimerized hopping.
An interesting point in this respect regards quantum numbers. The spinless fermion model has for instance conserved number of particle. In $`\rho `$ is the density, in the reduced chain we must have that
$$\frac{1}{L}\underset{n}{}\rho _{Rn}+\rho _{Ln}=2\rho ,$$
(162)
is conserved. On the other hand
$`{\displaystyle \frac{1}{L}}{\displaystyle \underset{n}{}}(\rho _{Rn}+\rho _{Ln}1)=2\rho 1`$
$`{\displaystyle \frac{i}{2L}}{\displaystyle \underset{n}{}}\zeta _{1n}\zeta _{2n}+\eta _{1n}\eta _{2n},`$
which, in terms of Ising variables, implies the conservation of a very non-local operator, which includes the spins and their dual counterparts.
### B.1 Operator identities
We can build up several operator identities in the lattice representation.
* The simplest one is obtained by the identity
$$2\left(\rho _{Rn}+\rho _{Ln}1\right)=i\left(\zeta _{1n}\zeta _{2n}+\xi _{1n}\xi _{2n}\right),$$
(163)
which relates the density operator of the spinless fermions to a particular bilinear of Majorana’s fermions.
* The other identity derives from the equality
$$2(c_{Rn}^{}c_{Ln}^{}+H.c.)=i(\xi _{1n}\xi _{2n}\zeta _{1n}\zeta _{2n}),$$
(164)
which relates the charge density wave operator of the spinless fermions to the Majorana’s fermions.
* The last identity is obtained by the equality
$$2i(c_{Rn}^{}c_{Ln}^{}H.c.)=i(\zeta _{1n}\xi _{1n}+\zeta _{2n}\xi _{2n}),$$
(165)
which provides a relation between the dimerization operator and the Majorana’s fermions.
## Appendix C Mean-field treatment of the $`(\sigma ,\tau )`$-model
In oder to devise an appropriate mean-field scheme, let us formally rewrite Hamiltonian (37) as
$$H[\sigma ,\tau ]=H_{mf}[\sigma ]+H_{mf}[\tau ]+H_{fluc}[\sigma ,\tau ]+\mathrm{const}.$$
(166)
Here the two terms of the mean-field Hamiltonian are:
$`H_{mf}[\sigma ]`$ $`=`$ $`{\displaystyle \underset{n}{}}\left(J_\sigma \sigma _n^z\sigma _{n+1}^z+\mathrm{\Delta }_\sigma \sigma _n^x\right)`$ (167)
$`H_{mf}[\tau ]`$ $`=`$ $`{\displaystyle \underset{n}{}}\left(J_\tau \tau _n^z\tau _{n+1}^z+h\tau _n^z+\mathrm{\Delta }_\tau \tau _n^x\right)`$ (168)
where
$`J_\sigma =J\left(1+\tau _n^z\tau _{n+1}^z\right),`$ $`J_\tau =J\sigma _n^z\sigma _{n+1}^zK`$
$`\mathrm{\Delta }_\sigma =\mathrm{\Delta }\tau _n^xK,`$ $`\mathrm{\Delta }_\tau =\mathrm{\Delta }\left(1+\sigma _n^x\right)`$ (169)
The coupling between the fluctuations, is given by
$`H_{fluc}[\sigma ,\tau ]`$ $`=`$ $`{\displaystyle \underset{n}{}}[J(\sigma _n^z\sigma _{n+1}^z\sigma _n^z\sigma _{n+1}^z)(\tau _n^z\tau _{n+1}^z\tau _n^z\tau _{n+1}^z)`$ (170)
$`+`$ $`\mathrm{\Delta }(\sigma _n^x\sigma _n^x)(\tau _n^x\tau _n^x)]`$
In the leading approximation, fluctuations described by (170) are neglected, and the $`\sigma `$ and $`\tau `$ degrees of freedom decouple. We notice that the parameter $`h`$ appears only in $`H_{mf}[\tau ]`$ where it plays the role of an effective longitudinal field. Therefore the model (168) is a quantum counterpart of a 2D Ising model in a nonzero external field which is known to be always noncritical. Thus, as expected, the $`\tau `$-chain is always gapped. The condition for the $`\sigma `$-chain to be critical then reads:
$$J\left(1+\tau _n^z\tau _{n+1}^z\right)=\mathrm{\Delta }\tau _n^xK$$
(171)
Despite the fact that the Ising model in the field is supposed to be integrable in the continuum limit (see references in ), the explicit expectation values of the $`\tau `$ operators appearing in (171) are not known. To make further analytic progress possible, we choose a special value of the field rescaling parameter $`K`$,
$$K=J\sigma _n^z\sigma _{n+1}^z,$$
(172)
at which $`J_\tau =0`$, and interaction between the neighbouring $`\tau `$-spins in $`H_{mf}[\tau ]`$ vanishes. This trivialises the $`\tau `$-model and leads to
$$\tau ^z=\frac{h}{\sqrt{h^2+\mathrm{\Delta }_\tau ^2}},\tau ^x=\frac{\mathrm{\Delta }_\tau }{\sqrt{h^2+\mathrm{\Delta }_\tau ^2}}$$
(173)
Self-consistency requires the knowledge of the averages related to the $`\sigma `$-model. Specialising to the critical point and making use of the known results ,
$$\sigma _n^z\sigma _{n+1}^z_{crit}=\sigma _n^x_{crit}=\frac{2}{\pi },$$
(174)
we obtain
$$K=\frac{2J}{\pi },\mathrm{\Delta }_\tau =\mathrm{\Delta }\left(1+\frac{2}{\pi }\right).$$
(175)
Then the condition (171) reduces to
$$1+\tau ^z^2=(\mathrm{\Delta }/J)\tau ^x\frac{2}{\pi }$$
(176)
This equation determines the critical value of $`h`$ at a given ratio $`\mathrm{\Delta }/J`$. Introducing the quantity
$$x=\frac{\sqrt{h^2+C^2\mathrm{\Delta }^2}}{J},C=1+\frac{2}{\pi }$$
we obtain a quadratic equation
$$(C+1)x^2C(\mathrm{\Delta }/J)^2x+C^2(\mathrm{\Delta }/J)^2=0,$$
whose solution determines the critical value of $`h`$:
$$\left(\frac{h_c}{C\mathrm{\Delta }}\right)^2=\frac{1}{4(C+1)^2}\left[\left(\frac{\mathrm{\Delta }}{J}\right)+\sqrt{\left(\frac{\mathrm{\Delta }}{J}\right)^2+4(C+1)}\right]^21$$
(177)
The requirement that the r.h.side of (177) is positive yields a restriction upon $`\mathrm{\Delta }`$:
$$\frac{\mathrm{\Delta }}{J}>1+\frac{2}{\pi }$$
(178)
Recall that we already assumed that at $`h=0`$ the two QI chains of the QAT model are disordered: $`\mathrm{\Delta }>J`$. The restriction (178) tells us that, for the Ising criticality to be reached at some critical value of $`h`$, the original disordered $`\sigma _1`$ and $`\sigma _2`$ chains should be far enough from their original critical point. In fact, as follows from (178), the value of the Majorana mass, when estimated as $`m2(\mathrm{\Delta }J)4J/\pi `$, turns out to be of the order of the ultraviolet cutoff. This estimation reflects the already mentioned fact that the DM transition is indeed not a weak-coupling one from the standpoint of the DQAT model.
One could, in principle, perturbatively calculate the fluctuation corrections, i.e. those originating from (170), to the criticality condition. As the model is only tractable under fine tuning (172) of the parameter $`K`$, that is not expected to generalise the qualitative picture obtained in the mean-field approximation.
## Appendix D Correlation functions
Let us start calculating the Fourier transform of $`D^{(R)}(\omega ,p)`$, given by (62), with the remark that using the Bessel functions (despite some convenient Fourier transforms) is beyond the accuracy. The analytic properties (and the issue of coherent particle poles) should not depend on fine details of the correlators at $`r\xi =1/m`$. Therefore what one ought to do is to study analytic properties of the integral
$$I_\alpha ^m(q)=\underset{0}{\overset{\mathrm{}}{}}r^{\alpha 1/2}𝑑rJ_0(qr)e^{mr}$$
(179)
in terms of which the Fourier transforms,
$$D(q)=\frac{1}{2}d^2\stackrel{}{r}e^{i\stackrel{}{q}\stackrel{}{r}}D(r)=\pi \underset{0}{\overset{\mathrm{}}{}}r𝑑rJ_0(qr)D(r),$$
$`\stackrel{}{q}=(\omega _n,p)`$, $`q=\sqrt{\omega _n^2+p^2}`$, are given by
$$D_0(q)=\pi I_{5/4}^0(q),D_>(q)=\frac{\pi ^{3/2}A_1}{\sqrt{2m}}I_1^m(q),D_<(q)=\frac{35A_1}{256m^2}I_{1/2}^{2m}(q)$$
(180)
In the area of convergence, we have :
$$I_\alpha ^m(q)=\frac{\mathrm{\Gamma }(\alpha +1/2)}{m^{\alpha +1/2}}F(\alpha /2+1/4,\alpha /2+3/4;1;q^2/m^2)$$
(181)
where $`F(a,b;c;z)`$ stands for the hypergeometric function. The character of the singularity at $`z=1`$ can be determined by using appropriate transformation formulas for the hypergeometric functions and the $`\mathrm{\Gamma }`$-function doubling formula:
$$I_\alpha ^m(q)|_{q^2m^2}=\frac{(2m)^{\alpha 1/2}\mathrm{\Gamma }(\alpha )}{\sqrt{\pi }}\frac{1}{(q^2+m^2)^\alpha }$$
(182)
where only the leading, most divergent term is retained.
This calculation explains how the correlation function has a branch cut at the threshold, unless $`\alpha =1`$ which, of course, corresponds to the disordered case:
$$D_>(q)=\frac{\pi A_1}{q^2+m^2}$$
(183)
where the coefficient, as expected, is the same as one finds by Fourier transforming $`K_0(mr)`$
$$K_0(mr)=\frac{1}{2\pi }d^2\stackrel{}{q}\frac{e^{i\stackrel{}{q}\stackrel{}{r}}}{q^2+m^2}$$
Although this calculation is instructive, formula (182) doesn’t solve all our problems. So, the critical correlation function has nothing to do with the $`m0`$ limit of this formula, as the main contribution to the integral comes from a different spatial domain. Therefore we should rather return to the general formula (181), set $`m=0`$ there, and analytically continue beyond the convergence domain ($`1/2<\alpha <1/2`$). The result is
$$D_0(q)=2^{1/4}\pi \frac{\mathrm{\Gamma }(7/8)}{\mathrm{\Gamma }(1/8)}\frac{1}{q^{7/4}}$$
(184)
The correlation function in the disordered phase is also outside the validity of (182) and, furthermore, the integral (181) is logarithmically divergent at the lower limit in this case. It should therefore be regularised. One way to do it is as follows :
$`I_{1/2}^{2m}(q)={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{dr}{r}}J_0(qr)e^{2mr}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dr}{r}}J_\nu (qr)e^{2mr}`$ (185)
$`=`$ $`{\displaystyle \frac{(\sqrt{q^2+4m^2}2m)^\nu }{\nu q^\nu }}{\displaystyle \frac{1}{\nu }}+\mathrm{ln}\left({\displaystyle \frac{\sqrt{q^2+4m^2}2m}{q}}\right)+\mathrm{O}(\nu )`$
This regularisation is, however, not good enough. That is because the integral still diverges in the $`q0`$ limit as
$$\mathrm{ln}\left(\frac{q}{4m}\right)$$
while the physical regularisation is finite in the $`q0`$ limit and expands as:
$$I_{1/2}^{2m}(q)\underset{\xi }{\overset{\mathrm{}}{}}\frac{dr}{r}J_0(qr)e^{2mr}=\underset{\xi }{\overset{\mathrm{}}{}}\frac{dr}{r}e^{2mr}+\underset{k=1}{\overset{+\mathrm{}}{}}\frac{(2k)!}{2^{2k}(k!)^2}\left(\frac{q^2}{4m^2}\right)^k$$
(186)
Since different limiting processes must lead to the same result, one can simply substruct the unphysical $`q0`$ divergence from (185). This leads to the following result for the correlation function (up to an unessential additive constant):
$$D_<(q)=\frac{35A_1}{256m^2}\mathrm{ln}\left(\frac{4m}{\sqrt{q^2+4m^2}+2m}\right)$$
(187)
Turning to the problem of analytic continuation, we recall that, according to the standard approach
$$D(i\omega _n,p)=D^{(R)}(\omega ,p)$$
in the upper half-plane. Put another way, one has to substitute
$$i\omega _n\omega +i\delta $$
(that is provided the resulting function has no ‘accidental’ poles and is otherwise regular in the upper half-plane - there is no general solution to the analytic continuation problem.) The resulting function is, by construction, analytic in the upper half-plane and automatically satisfies the Kramers–Kronig relation.
We need to analytically continue formula (182), or equivalently the function
$$f(i\omega _n)=\frac{1}{(\omega _n^2+p^2+m^2)^\alpha }$$
It is easy to see that
$`f(\omega )`$ $`=`$ $`{\displaystyle \frac{\theta (ϵ_p^2\omega ^2)+\mathrm{cos}(\pi \alpha )\theta (\omega ^2ϵ_p^2)}{|\omega ^2ϵ_p^2|^\alpha }}`$ (188)
$``$ $`{\displaystyle \frac{2i\mathrm{sin}(\pi \alpha )\theta (\omega ^2ϵ_p^2)}{|\omega ^2ϵ_p^2|^\alpha }}`$ |
warning/0001/math0001059.html | ar5iv | text | # Foliations with Transversal Quaternionic Structures
## 1 Preliminaries
We recall the basic definitions of quaternionic geometry e.g., . The general framework is the $`C^{\mathrm{}}`$ category.
An almost hypercomplex structure on a $`4q`$-dimensional differentiable manifold $`N^{4q}`$ is an ordered triple $`H=(I_1,I_2,I_3)`$ of almost complex structures satisfying the quaternionic identities $`I_\alpha I_\beta =I_\gamma `$ for $`(\alpha ,\beta ,\gamma )=(1,2,3)`$ and cyclic permutations. If the structures $`I_1,I_2,I_3`$ are integrable, $`H`$ is said to be a hypercomplex structure.
If $`H=(I_1,I_2,I_3)`$ is an almost hypercomplex structure, any triple $`(J_1,J_2,`$ $`J_3)`$ obtained from $`(I_1,I_2,I_3)`$ by multiplying by a matrix of $`SO(3)`$ is again an almost hypercomplex structure. Moreover, there exists a set of compatible almost complex structures associated with a given almost hypercomplex structure namely, the set of all $`J=a_1I_1+a_2I_2+a_3I_3`$ where $`a_1,a_2,a_3`$ are functions satisfying $`a_1^2+a_2^2+a_3^2=1`$.
An almost quaternionic structure on the manifold $`N^{4q}`$ is a rank $`3`$ vector subbundle $`Q`$ of the endomorphism bundle $`End(TN)`$ locally spanned by almost hypercomplex structures $`H=(I_1,I_2,I_3)`$ which are related by $`SO(3)`$-matrices on the intersections of trivializing open sets. A quaternionic structure on the manifold $`N^{4q}`$ is an almost quaternionic structure such that there exists a torsionless connection $``$ of $`TN`$ which, when extended to the vector bundle $`End(TN)`$, preserves the subbundle $`Q`$ i.e., $`QQ`$. The existence of the $`Q`$-preserving torsionless connection $``$ is not equivalent with the integrability of $`Q`$ as a $`G`$-structure. The existence of a flat torsionless connection which preserves $`Q`$ implies that $`Q`$ can be obtained from local quaternionic coordinates on $`N`$. If an almost quaternionic structure $`Q`$ is fixed on $`N^{4q}`$, the local bases $`(I_1,I_2,I_3)`$ which span the vector bundle $`Q`$ are also called local compatible almost hypercomplex structures, and any local $`J=a_1I_1+a_2I_2+a_3I_3`$ with $`a_1^2+a_2^2+a_3^2=1`$ is called a local $`Q`$-compatible almost complex structure.
A Riemannian metric $`g`$ on a (almost) hypercomplex manifold $`(N,H)`$ is (almost) hyperhermitian, respectively (almost) hyperkähler, if it is (almost) Hermitian, respectively, (almost) Kählerian, with respect to all the structures $`I_\alpha `$, $`\alpha =1,2,3`$, of $`H`$. (Then, $`g`$ also is compatible with any $`H`$-compatible structure $`J`$.) Similarly, on an almost quaternionic manifold $`(N,Q)`$, the metric $`g`$ is quaternion Hermitian if it is Hermitian with respect to the local bases $`(I_\alpha )`$ of $`Q`$, and it is quaternion Kähler if it is quaternion Hermitian and $`Q`$ is parallel (i.e., $`QQ`$) with respect to the Levi-Civita connection $``$ of $`g`$. (In both cases, the property says nothing about the integrability of the structures $`I_\alpha `$.) The terms are also used for manifolds endowed with the respective structures. Of course, a hyperkähler manifold necessarily is hypercomplex, and a quaternion Kähler manifold necessarily is quaternionic.
The twistor space $`ZN`$ of an almost quaternionic manifold $`(N,Q)`$ is defined as the manifold of the $`Q`$-compatible almost complex structures of the tangent spaces of $`N`$.Thus, $`ZN`$ is an $`S^2`$-bundle associated with the vector bundle $`Q`$, where $`Q`$ has the metric which makes the local bases $`H=(I_1,I_2,I_3)`$ orthonormal bases .
Now, let us consider a $`C^{\mathrm{}}`$ manifold $`M^{p+4q}`$, equipped with a $`p`$-dimensional foliation $``$. Denote by $`L=T`$ the tangent bundle of $``$, and by $`\nu =TM/L`$ its transversal vector bundle of rank $`4q`$. We will often identify the transversal bundle $`\nu `$ with a complementary distribution $`E`$ of $`L`$ i.e., a splitting of the exact sequence
$$0L=T\stackrel{}{}TM\stackrel{\pi _\nu }{}\nu 0.$$
Almost hypercomplex and almost quaternionic structures can be defined similarly on vector bundles of rank $`4q`$. Accordingly, they will be reductions of the structure group of the bundle to $`G`$, where the group $`G=GL(q,𝐇)`$ for the almost hypercomplex structures and
$$G=GL(q,𝐇)Sp(1)=\frac{GL(q,𝐇)\times Sp(1)}{\pm Id}$$
for the almost quaternionic structures ($`𝐇`$ is the algebra of the quaternions). Furthermore, almost hyperhermitian and quaternion Hermitian structures correspond to the structure groups $`Sp(q)`$ and $`Sp(q)Sp(1)`$, respectively.
We will consider structures of these types on the transversal bundle $`\nu `$ of a foliation $``$, and refer to them as transversal almost hypercomplex, transversal almost quaternionic, etc. structures of the foliation $``$. (Such structures sporadically appeared in the literature e.g., .)
In what follows, we use Bott connections $`D:\mathrm{\Gamma }TM\times \mathrm{\Gamma }\nu \mathrm{\Gamma }\nu .`$ A Bott connection is a connection on the transversal bundle $`\nu `$ which extends the partial connection $`\stackrel{}{D}:\mathrm{\Gamma }L\times \mathrm{\Gamma }\nu \mathrm{\Gamma }\nu `$ given by
$`(1.1)`$
$$\underset{Y}{\overset{}{D}}s=\pi _\nu [Y,X_s],$$
where $`Y`$ is a tangent vector field of the leaves of the foliation $``$, and $`X_s`$ is any vector field on $`M`$ such that $`\pi _\nu X_s=s`$, $`s\mathrm{\Gamma }\nu `$. ($`\mathrm{\Gamma }`$ always denotes spaces of global cross sections of vector bundles.) Notice that an identification $`\nu E`$, where $`TM=EL`$, implies the replacement of (1.1) by
$`(1.1^{})`$
$$\underset{Y}{\overset{}{D}}X=\pi [Y,X],X\mathrm{\Gamma }E,$$
$`\pi `$ being the projection $`\pi :TME`$.
A Riemannian metric $`g`$ splits $`TM=T𝒯^{}`$, and we will take $`E=T^{}\nu `$. Then, in particular, $`\stackrel{}{D}`$ can be extended to a Bott connection $`D`$, by defining $`D_X=\pi _X`$ $`(X\mathrm{\Gamma }E)`$, where $``$ is the Levi-Civita connection of $`g`$. For Riemannian foliations, this Bott connection $`D`$ is the unique torsionless metric connection of the normal bundle $`T^{}\nu `$ .
###### 1.1 Definition
(a) A transversal almost hypercomplex structure $`H=(I_1,I_2,I_3)`$ of $``$ is projectable if the partial connection $`\stackrel{}{D}`$ preserves the structures $`I_\alpha `$, i. e. $`\stackrel{}{D}I_\alpha =0`$, $`\alpha =1,2,3`$.
(b) A transversal almost quaternionic structure $`QEnd(\nu )`$ is projectable if $`\stackrel{}{D}`$ preserves $`Q`$: $`\stackrel{}{D}QQ`$.
The projectability condition of $`Q`$ can be formulated in terms of local bases $`H=(I_1,I_2,I_3)`$. Namely, $`Q`$ is projectable iff, for any choice of a local basis $`H=(I_1,I_2,I_3)`$, there exist local 1-forms $`\alpha ,\beta ,\gamma `$ such that:
$`(1.2)`$
$$\stackrel{}{D}I_1=\alpha I_2+\beta I_3,\stackrel{}{D}I_2=\alpha I_1+\gamma I_3,\stackrel{}{D}I_3=\beta I_1\gamma I_2.$$
As a matter of fact, if equations of the type (1.2) hold for some choice of $`H`$ similar equations hold for any choice of $`H`$.
If $`J\mathrm{\Gamma }End(\nu )`$ we may also see it as a cross section of $`EndE`$, and for $`Y\mathrm{\Gamma }T`$, $`s\mathrm{\Gamma }\nu `$ we have
$`(1.3)`$
$$(\stackrel{}{D_Y}J)s=\stackrel{}{D_Y}JsJ\stackrel{}{D_Y}s=\pi _\nu [Y,JX_s]J\pi _\nu [Y,X_s]$$
for any $`X_s\mathrm{\Gamma }TM`$ such that $`s=\pi _\nu X_s`$. A cross section $`s`$ is projectable if $`s`$ projects to a tangent vector field of any local space of slices of the foliation $``$ . From (1.3), it follows that $`J`$ is projectable iff $`Js`$ is projectable whenever $`s`$ is projectable. Therefore, projectability in the sense of Definition 1.1 (a) means that we have a structure which is the lift of almost hypercomplex structures of the local slice spaces. The same is true in the case of Definition 1.1 (b) (see Proposition 3.1 later on).
Accordingly, we will give
###### 1.2 Definition
A projectable, transversal, almost hypercomplex or almost quaternionic structure of a foliation $``$ is integrable if the projected structures of the local slice spaces are hypercomplex or quaternionic, respectively.
If integrability holds, the word almost will be omitted.
## 2 Examples
We begin by an example of a foliation with a transversal almost hypercomplex structure. Let $``$ be a transversally holomorphic foliation of real codimension $`2q`$ on a manifold $`N^{p+2q}`$. This means that, on $`N`$, there are local coordinates $`(y^u,z^a,\overline{z}^a)`$, where $`(y^u)`$ are real coordinates, and $`(z^a)`$ are complex coordinates with holomorphic transition functions, such that $``$ is defined by $`z^a=const.,\overline{z}^a=const.`$ Furthermore, assume that $`g`$ is a bundle-like Riemannian metric on $`N`$, which is $``$-transversally Kähler i.e.,
$`(2.1)`$
$$g=g_{a\overline{b}}(z,\overline{z})dz^ad\overline{z}^b+g_{\overline{a}b}(z,\overline{z})d\overline{z}^adz^b+\mathrm{},$$
where the first two terms define a Kähler metric in the coordinates $`(z)`$, and the remaining (unexplicited) terms contain $`dy^u`$. (In this paper, we use the Einstein summation convention.)
Now, consider the manifold $`M`$ defined by the total space of the conormal bundle of the foliation $``$ i.e., the annihilator of the tangent bundle $`T`$. If $`E`$ is the $`g`$-orthogonal bundle of $``$, then $`M=E^{}`$. On $`M`$, there exists a natural lift $`^{}`$ of $``$ such that the leaves of $`^{}`$ are covering spaces of the leaves of $``$. Moreover, the local slice spaces of $`^{}`$ are cotangent bundles of Kähler manifolds. It is not difficult to construct an almost hypercomplex structure on such a cotangent bundle. If we do this on the local slice spaces, the obtained structures glue up to a projectable almost hypercomplex structure transversal to $`^{}`$. The construction of the almost hypercomplex structure of the cotangent bundle of a Kähler manifold was described in . For the reader’s convenience, we present here the previously mentioned transversal structure of $`^{}`$ directly.
As in , let
$`(2.2)`$
$$\theta ^u=dy^u+t_a^udz^a+\overline{t}_a^ud\overline{z}^a$$
be a basis of the annihilator of $`E`$. Then, $`\zeta E^{}`$ we have
$`(2.3)`$
$$\zeta =\zeta _adz^a+\overline{\zeta }_ad\overline{z}^a,$$
$`(y^u,z^a,\overline{z}^a,\zeta _a,\overline{\zeta }_a)`$ are local coordinates on $`M`$, and the system of equations
$$z^a=const.,\overline{z}^a=const.,\zeta _a=const.,\overline{\zeta }_a=const.$$
defines the foliation $`^{}`$. Obviously, $`^{}`$ is again a transversally holomorphic foliation, and we will denote by $`I_1`$ the corresponding transversal complex structure. That is, $`I_1`$ is a complex structure on the transversal bundle $`\nu ^{}`$ which, in turn, may be identified with the complementary bundle $`S`$ of $`T^{}`$ given by the equations $`\theta ^u=0`$ on $`M=E^{}`$. As usual, we may identify $`(S,I_1)`$ with the holomorphic part $`S_{1,0}`$ of $`S_𝐑𝐂`$.
Then, $`S`$ also has a canonical symplectic structure namely, if seen on $`M`$, (2.3) is a $`1`$-form which may be viewed as the $`^{}`$-transversal Liouville form $`\zeta `$, and $`d\zeta `$ is the mentioned symplectic structure. When transferred to $`S_{1,0}`$, these structures go to $`\lambda =\zeta _adz^a`$ and $`\omega =dz^ad\zeta _a`$, respectively.
Furthermore, the Levi-Civita connection of the transversal Kählerian part of $`g`$ yields a connection on $`E`$ with a corresponding horizontal distribution $``$ on $`E^{}`$ given by
$`(2.4)`$
$$d\zeta _a\mathrm{\Gamma }_{ab}^c\zeta _cdz^b=0,d\overline{\zeta }_a\overline{\mathrm{\Gamma }}_{ab}^c\overline{\zeta }_cd\overline{z}^b=0,$$
where the coefficients $`\mathrm{\Gamma }`$ are the Christoffel symbols. The equations (2.4) completed by $`\theta ^u=0`$ define the horizontal part $`_S`$ of the bundle $`S`$. Of course, $`S`$ is tangent to the fibers of $`E^{}`$ i.e., it contains the vertical distribution, say $`𝒱`$, of this bundle. As a matter of fact, we have $`S=_S𝒱`$.
Now, continuing with the identification $`(S,I_1)S_{1,0}`$, we see that a new complex structure $`I_2`$ of $`S`$ can be obtained by asking
$`(2.5)`$
$$I_2/__S=\overline{\mathrm{}_\omega \mathrm{}_g},I_2^2=Id,$$
where the musical isomorphisms are defined as in Riemannian geometry and the bar denotes complex conjugation (of course, only the transversal part of $`g`$ is used).
Finally, the same computations as in show that $`(I_1,I_2,I_3:=I_1I_2)`$ is an almost hypercomplex structure on the vector bundle $`S`$, and this is the announced example
Now, we will describe two classes of examples of foliations with projectable, transversal quaternionic structure, which come from 3-Sasakian and quaternion Hermitian-Weyl geometry, respectively (cf. ).
A triple ($`\xi ^1`$, $`\xi ^2`$, $`\xi ^3`$) of orthonormal Killing vector fields on a $`(4q+3)`$-dimensional Riemannian manifold $`(𝒮,g)`$ is said to define a 3-Sasakian structure if their brackets satisfy the identities
$$[\xi ^\alpha ,\xi ^\beta ]=2\xi ^\gamma $$
($`(\alpha ,\beta ,\gamma )=(1,2,3)`$ and cyclic permutations), and, furthermore, the dual 1-forms $`\eta ^\alpha =\mathrm{}_g\xi ^\alpha `$ satisfy the equations
$`(2.6)`$
$$(_Y\mathrm{\Phi }^\alpha )Z=\eta ^\alpha (Z)Yg(Y,Z)\xi ^\alpha $$
($`\alpha =1,2,3`$) where $``$ is the Levi-Civita connection of $`g`$, and $`\mathrm{\Phi }^\alpha =\xi ^\alpha End(T𝒮)`$.
A manifold $`(𝒮,g)`$ with a $`3`$-Sasakian structure is a $`3`$-Sasakian manifold, and the vector fields $`\xi ^1,\xi ^2,\xi ^3`$ span a foliation $`𝒱`$ of $`𝒮`$. Furthermore, $`𝒱`$ is invariant by the endomorphisms $`\mathrm{\Phi }^\alpha `$, and it has the orthogonal distribution $`E`$ defined by $`\eta ^1=0,\eta ^2=0,\eta ^3=0`$. Therefore, $`E`$ also is $`\mathrm{\Phi }^\alpha `$-invariant. Following Proposition 1.2.4 of , one has
$$(\mathrm{\Phi }^\alpha )^2=I+\eta ^\alpha \xi ^\alpha ,$$
and $`(I_1=\mathrm{\Phi }^1/_E,I_2=\mathrm{\Phi }^2/_E,I_3=\mathrm{\Phi }^3/_E)`$ is an almost hypercomplex structure on the distribution $`E=T^{}`$.
Now, we will check that, although not every $`I_1,I_2,I_3`$ is projectable, the vector bundle $`Q`$ spanned by these structures is projectable (see also ) hence, the foliation $`𝒱`$ has a projectable, transversal quaternionic structure.
Let $`X`$ be a projectable cross section of $`E`$ i.e., $`[\xi ^\alpha ,X]\mathrm{\Gamma }T𝒱`$ for $`\alpha =1,2,3`$. Then
$$(\underset{\xi ^\alpha }{\overset{}{D}}\mathrm{\Phi }^\beta )X=\pi [\xi ^\alpha ,\mathrm{\Phi }^\beta X]=\pi (_{\xi ^\alpha }(\mathrm{\Phi }^\beta X)_{\mathrm{\Phi }^\beta X}\xi ^\alpha )$$
$$=\pi ((_{\xi ^\alpha }\mathrm{\Phi }^\beta )X+\mathrm{\Phi }^\beta (_{\xi ^\alpha }X)\mathrm{\Phi }^\alpha \mathrm{\Phi }^\beta X)$$
$$\stackrel{(2.6)}{=}\pi \{\mathrm{\Phi }^\beta (_X\xi ^\alpha +[\xi ^\alpha ,X])\mathrm{\Phi }^\alpha \mathrm{\Phi }^\beta X\}$$
$$=(\mathrm{\Phi }^\beta \mathrm{\Phi }^\alpha \mathrm{\Phi }^\alpha \mathrm{\Phi }^\beta )X=2(1\delta _{\alpha \beta })\mathrm{\Phi }^\gamma X,$$
where if $`\alpha \beta `$ then $`(\alpha ,\beta ,\gamma )`$ is a cyclic permutations of $`(1,2,3)`$. The last equality holds because the structures $`I^\alpha `$ satisfy the quaternionic identities.
We recall that compact 3-Sasakian manifolds $`𝒮^{4q+3}`$ where the foliation $`𝒱`$ has all the leaves compact project onto a compact positive quaternion Kähler orbifold $`N^{4q}`$, and the leaves of $`𝒱`$ are homogeneous 3-dimensional spherical space forms. In the case of a regular foliation $`𝒱`$, the leaf space $`N^{4q}`$ is a positive quaternion Kähler manifold. Thus, the simplest example of a foliation with projectable transversal quaternionic structure is the Hopf fibration $`S^{4q+3}𝐇P^q`$. An example of a 3-Sasakian manifold where $`𝒱`$ is not regular, but still all the leaves are compact, is the following. Consider the action of $`𝐙_3`$ on the sphere $`S^7=\{(h_0,h_1)𝐇^2/h_0\overline{h}_0+h_1\overline{h}_1=1\}`$ generated by $`(h_0,h_1)(e^{\frac{2\pi i}{3}}h_0,e^{\frac{4\pi i}{3}}h_1)`$. This action preserves the 3-Sasakian structure of $`S^7`$, therefore, the quotient $`𝐙_3\backslash S^7`$ is a 3-Sasakian manifold, and its foliation $`𝒱`$ admits a projectable transversal quaternion Kähler structure. In fact this structure projects to the orbifold $`𝐙_3\backslash 𝐇P^1`$ defined by the induced action of $`Z_3`$. We refer the reader to for all these facts.
As a matter of fact, the projection on a quaternion Kähler manifold always holds locally (cf. , Theorem 2.3.4). This shows that the transversal almost quaternionic structure of the foliation $`𝒱`$ of an arbitrary 3-Sasakian manifold always is an integrable i.e., a quaternionic, structure.
A second class of examples of foliations with a projectable transversal quaternionic structure is that of the locally conformal quaternion Kähler manifolds $`M^{4q+4}`$. This means that $`M`$ is endowed with an almost quaternionic structure $`Q`$ and a metric $`g`$, which is Hermitian with respect to the local compatible almost complex structures of $`Q`$, and such that, over some open neighborhoods $`\{U_i\}`$ which cover $`M`$ ($`M=_iU_i`$), $`g`$ is conformally related to local quaternion Kähler metrics:
$$g_{|_{U_i}}=e^{f_i}g_i^{},$$
where $`g_i^{}`$ is quaternion Kähler on $`U_i`$ and $`f_iC^{\mathrm{}}(U_i)`$.
Such a structure defines the so called Lee 1-form $`\omega `$, where $`\omega _{|_{U_i}}=df_i`$. $`\omega `$ appears as a factor in the exterior differential $`d\mathrm{\Theta }=2\omega \mathrm{\Theta }`$ of the Kähler $`4`$-form $`\mathrm{\Theta }=_{\alpha =1}^3\mathrm{\Omega }_\alpha \mathrm{\Omega }_\alpha `$, where $`\mathrm{\Omega }_\alpha `$ are the Kähler forms of the local bases $`(I_\alpha )`$ ($`\alpha =1,2,3`$) of $`Q`$. In the compact case and if $`g`$ is not globally conformal quaternion Kähler, a result of P. Gauduchon yields a metric in the conformal class of $`g`$ such that its Lee form $`\omega `$ is parallel with respect to the Levi-Civita connection of the new metric . With this choice and the normalization $`|\omega |=1`$, the Lee vector field $`\xi :=\mathrm{}_g\omega `$, and the local vector fields $`\xi ^\alpha =I_\alpha \xi `$ define a 4-dimensional foliation $`𝒱`$ (cf. , Proposition 1.7) whose orthogonal bundle $`E`$ has a quaternionic structure $`Q_E`$ induced by the structure $`Q`$ of $`M`$ (again, see ).
Moreover, the Lie derivative formulas of Proposition 1.7 of allow for an easy verification of the fact that
$$\underset{\xi }{\overset{}{D}}(Q_E)Q_E,\underset{\xi ^\alpha }{\overset{}{D}}(Q_E)Q_E,$$
for any Bott connection $`D`$ of $`E`$.
Therefore, $`𝒱`$ is a foliation with a projectable transversal almost quaternionic structure. Moreover, it follows from the proof of Theorem 5.1 of that this transversal structure is, in fact, integrable.
It is easy to give examples where the foliation $`𝒱`$ is not a fibration over an orbifold. The simplest examples of locally conformal hyperkähler (hence, implicitly, quaternion Kähler) manifolds are quotients $`(𝐇^2\{0\})/𝐙`$, where $`𝐙`$ is an infinite cyclic group which preserves the metric $`g=(h_0\overline{h}_0+h_1\overline{h}_1)^1g_0`$, conformal to the standard flat metric $`g_0`$. If we take $`𝐙`$ generated by $`(h_0,h_1)(2h_0,2e^{\sqrt{2}\pi i}h_1)`$, we get a foliation $`𝒱`$ with non compact leaves. Thus, no orbifold structure is obtained on the leaf space. However, the transversal quaternionic structure of the foliation $`𝒱`$ defined above is still projectable. (See for more explanations.)
## 3 Projectability
In this section we continue to use the notation of Section 1, and we discuss the notion of projectability of a transversal almost quaternionic structure $`QEnd(\nu )`$ introduced by Definition 1.1.
###### 3.1 Proposition
The almost quaternionic structure $`QEnd(\nu )`$ is projectable iff $`Q`$ has local compatible, projectable, almost hypercomplex structures $`(J_\alpha )`$ ($`\alpha =1,2,3`$).
Proof. Since local systems $`(I_1,I_2,I_3)`$, $`(J_1,J_2,J_3)`$ of $`Q`$-compatible almost hypercomplex structures are $`SO(3)`$-related, it follows that if $`\stackrel{}{D}J_\alpha =0`$ then $`\stackrel{}{D}I_\alpha `$ are given by expressions of the type (1.2), i. e. $`Q`$ is projectable. Conversely, since $`\stackrel{}{D}`$ is a flat partial connection , the condition $`\stackrel{}{D}QQ`$ insures that $`\stackrel{}{D}`$ induces a flat partial connection on the vector bundle $`Q`$. Accordingly, frames $`J_1,J_2,J_3`$ which are parallel with respect to $`\stackrel{}{D}`$ (i.e., $`\stackrel{}{D}J_\alpha =0`$) can be constructed. Namely, if $`V`$ is a local transversal submanifold of $``$, we fix $`J_\alpha `$ along $`V`$ then, translate them parallely along the local slices of $``$, with respect to an arbitrary Bott connection. Q.e.d.
If a decomposition $`TM=EL`$ is chosen, $`\nu `$ is isomorphic with the subundle $`E`$ of $`TM`$, and the following tensorial projectability criterion of an almost complex structure $`J`$ of $`E`$ (i. e., $`\stackrel{}{D}J=0`$) holds. Let $`\stackrel{~}{J}`$ be the endomorphism of $`TM`$ defined by
$`(3.1)`$
$$\stackrel{~}{J}(X)=\{\begin{array}{cc}JX,\hfill & \mathrm{for}X\mathrm{\Gamma }E,\hfill \\ 0,\hfill & \mathrm{for}X\mathrm{\Gamma }L,\hfill \end{array}$$
and consider the Nijenhuis tensor
$`(3.2)`$
$$N_{\stackrel{~}{J}}(X_1,X_2)=[\stackrel{~}{J}X_1,\stackrel{~}{J}X_2]\stackrel{~}{J}[\stackrel{~}{J}X_1,X_2]\stackrel{~}{J}[X_1,\stackrel{~}{J}X_2]+\stackrel{~}{J}^2[X_1,X_2],$$
where $`X_1,X_2\mathrm{\Gamma }TM`$. Then the almost complex structure $`J`$ is projectable iff
$$N_{\stackrel{~}{J}}|_{\mathrm{\Gamma }L\times \mathrm{\Gamma }TM}0.$$
This is easily checked, by using the fact that $`N_{\stackrel{~}{J}}`$ is a tensor. Indeed, consider the vector fields $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }TM`$, extensions of $`Y_pT_p`$ and $`X_pT_pM`$ $`(pM)`$; generality is not affected if we assume $`X`$ projectable, which, hereafter, we will denote by $`X\mathrm{\Gamma }_{pr}TM`$, and which means that $`Y\mathrm{\Gamma }L`$, $`[Y,X]\mathrm{\Gamma }L`$. Then,
$`(3.3)`$
$$N_{\stackrel{~}{J}}(Y_p,X_p)=N_{\stackrel{~}{J}}(Y,X)/_p=\{\stackrel{~}{J}([Y,\stackrel{~}{J}X]\stackrel{~}{J}[Y,X])\}/_p$$
$$=J\pi [Y,\stackrel{~}{J}X]_p=J(\stackrel{}{D_Y}J)\pi X/_p.$$
Hence, $`N_{\stackrel{~}{J}}(Y,X)=0`$ if and only if $`(\stackrel{}{D_Y}J)X=0`$ , as stated.
From (3.3), we also notice that, $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }E`$, $`N_{\stackrel{~}{J}}(Y,X)`$ takes values in $`E`$.
It follows that an almost hypercomplex structure $`H=(I_1,I_2,I_3)`$ on $`E\nu `$ is projectable iff one has $`N_{\stackrel{~}{I}_\alpha }(Y,X)=0`$ for $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }TM`$, $`\alpha =1,2,3`$.
This assertion can be rephrased by using a unique tensor $`T^{\stackrel{~}{H}}:TM\times TMTM`$ defined as follows. Recall that for an almost hypercomplex structure $`H=(I_1,I_2,I_3)`$ on a manifold $`M^{4q}`$, a structure tensor is defined by
$`(3.4)`$
$$T^H=\frac{1}{6}\underset{\alpha =1}{\overset{3}{}}N_{I_\alpha },$$
the torsion of the Obata connection on $`M`$ (, pp. 239-241). In our case, the almost hypercomplex structure $`H=(I_1,I_2,I_3)`$ is only defined on a complementary distribution $`E`$ of the tangent bundle $`L`$ of the $`4q`$-codimensional foliation $``$. But, we may take the triple $`\stackrel{~}{H}=(\stackrel{~}{I}_1,\stackrel{~}{I}_2,\stackrel{~}{I}_3)`$ defined as in (3.1), and define the structure tensor
$`(3.5)`$
$$T^{\stackrel{~}{H}}=\frac{1}{6}\underset{\alpha =1}{\overset{3}{}}N_{\stackrel{~}{I}_\alpha }.$$
The following formula, where $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }TM`$, and $`\alpha =1,2,3`$, is a consequence of (3.5)
$`(3.6)`$
$$N_{\stackrel{~}{I}_\alpha }(Y,X)=\frac{3}{2}\{T^{\stackrel{~}{H}}(Y,X)+\stackrel{~}{I}_\alpha T^{\stackrel{~}{H}}(Y,\stackrel{~}{I}_\alpha X)\}.$$
It follows:
###### 3.2 Proposition
The almost hypercomplex structure $`H=(I_1,I_2,I_3)`$ defined on the transversal bundle $`\nu `$ of the foliation $``$ of $`M^{p+4q}`$ is projectable iff $`T^{\stackrel{~}{H}}|_{T\times TM}`$ is zero.
Using the tensor (3.5), we can also show another interesting fact namely,
###### 3.3 Proposition
If the foliation $``$ has a projectable, transversal, almost hypercomplex structure $`H`$, there exists a projectable connection of $`\nu `$ which preserves the structure $`H`$.
Proof. We recall that a Bott connection $``$ of $`\nu `$ is projectable if $`_{X_1}X_2`$ is projectable $`X_1,X_2\mathrm{\Gamma }_{pr}E`$. The stated result will be proven by writing down analogs of connections defined by Oproiu and Obata. First, let us define a Bott connection $`^H`$ i.e., $`_Y^H=\underset{Y}{\overset{}{D}}`$ given by (1.1) ($`Y\mathrm{\Gamma }L`$), by adding the equation
$`(3.7)`$
$$_{X_1}^HX_2=\frac{1}{12}\pi \underset{(\alpha ,\beta ,\gamma )}{}\left(\stackrel{~}{I}_\alpha [I_\beta X_1,I_\gamma X_2]+\stackrel{~}{I}_\alpha [I_\beta X_2,I_\gamma X_1]\right)$$
$$+\frac{1}{6}\pi \underset{\alpha }{}\left(\stackrel{~}{I}_\alpha [I_\alpha X_1,X_2]+\stackrel{~}{I}_\alpha [I_\alpha X_2,X_1]\right)+\frac{1}{2}\pi [X_1,X_2],$$
where $`X_1,X_2\mathrm{\Gamma }E`$, $`_{(\alpha ,\beta ,\gamma )}`$ denotes the sum over the cyclic permutations of $`(1,2,3)`$, and $`\pi :TME`$ is the natural projection. $`^H`$ is a projectable connection of $`\nu `$. It does not preserve $`H`$ but, if we correct (3.7) by defining
$`(3.8)`$
$$D_{X_1}^HX_2=_{X_1}^HX_2+\frac{1}{2}\pi T^{\stackrel{~}{H}}(X_1,X_2),X_1,X_2\mathrm{\Gamma }E,$$
we get a connection as required by the proposition. The projectability of the additional term of (3.8) follows from (3.2) since, if $`J`$ of (3.2) is projectable then $`X_1,X_2\mathrm{\Gamma }_{pr}E`$, $`N_{\stackrel{~}{J}}(X_1,X_2)`$ has a projectable transversal part. Q.e.d.
The connection $`D^H`$ of (3.8) will be called the Bott-Obata connection, and for its torsion we get
$$T_{D^H}(X_1,X_2):=D_{X_1}^HX_2D_{X_2}^HX_1\pi [X_1,X_2]=\pi T^{\stackrel{~}{H}}(X_1,X_2),$$
$`X_1,X_2\mathrm{\Gamma }E`$.
Proposition 3.3 shows that, generally, there are obstructions to the existence of a projectable, transversal, hypercomplex structure of a foliation $``$. One such obstruction is, of course, the Atiyah class of $``$, since the Atiyah class is the obstruction to the existence of a projectable, transversal connection . Sometimes, it is also possible to detect secondary characteristic classes.
Let $``$ be a foliation of codimension $`4q`$ on $`M^{p+4q}`$, which has a projectable, transversal almost complex structure $`I_1`$. Then there exist Bott connections $``$ which preserve $`I_1`$. Indeed, for any Bott connection $`_YI_1=0`$ for all $`Y\mathrm{\Gamma }L`$, and the existence of $``$ with $`_XI_1=0`$ for all $`X\mathrm{\Gamma }E`$ follows in the same way as the existence of, say, an almost complex connection on an almost complex manifold. Moreover, if we also choose a Riemannian metric $`g`$ on $`M`$ such that $`g/_E`$ is $`I_1`$-Hermitian, we can get $``$ as above which also satisfies $`_X(g/_E)=0`$, $`X\mathrm{\Gamma }E`$.
Accordingly, as in the classical Bott vanishing theorem , we have:
$$Chern_{2k}(E,I_1)=0\mathrm{if}k>4q,$$
where $`Chern_{2k}`$ denotes elements of cohomological degree $`2k`$ in the ring generated by the real Chern classes. More exactly the representative differential forms of these classes in terms of the curvature forms of $``$ vanish.
Now, assume that $`I_1`$ can be completed by $`I_2`$, $`I_3`$ to a (not necessarily projectable) transversal almost hypercomplex structure, with an almost hyperhermitian metric $`g`$. Then, the odd dimensional Chern classes $`c_{2h+1}(E,I_1)`$ vanish, since their representative differential forms in terms of the curvature of an almost hyperhermitian (not necessarily Bott) connection $`D`$ are $`𝒞_{2h+1}(D)=0`$ (cf. , vol. II, p. 304).
Thus, if $`2h+1>4q`$, and if the connections $`,D`$ are as above, we have
$$𝒞_{2h+1}()𝒞_{2h+1}(D)=d(\mathrm{\Delta }_{(h)}(,D))=0,$$
where $`\mathrm{\Delta }_{(h)}`$ are the Bott comparison forms , and we get cohomology classes
$$[\mathrm{\Delta }_{(h)}(,D)]H^{4h+1}(M,𝐑)(h2q)$$
which are well defined and independent of the choice of the connections $`,D`$. These precisely are the secondary classes that we mentioned. They are obstructions to the existence of a projectable almost hyperhermitian transversal structure with the given almost complex component $`I_1`$ since, if such a structure exists, we may use equal connections $`D=`$, in which case $`\mathrm{\Delta }_{(h)}(,D)=0`$.
Next, assume that $`QEndE`$ is a transversal almost quaternionic structure of a foliation $``$. In order to get a tensorial criterion for the projectability of $`Q`$, we look at the extension $`\stackrel{~}{Q}End(TM)`$ of $`Q`$ defined by extending each $`SQ`$ to $`\stackrel{~}{S}EndTM`$ by $`\stackrel{~}{S}/_L=0`$. Recall that the structure tensor $`T^Q`$ of an almost quaternionic structure $`Q`$ of a manifold $`M^{4q}`$ is defined by
$`(3.9)`$
$$T^Q(X_1,X_2)=T^H(X_1,X_2)+\underset{\alpha =1}{\overset{3}{}}[(\tau _\alpha X_1)I_\alpha X_2(\tau _\alpha X_2)I_\alpha X_1],$$
where $`X_1,X_2\mathrm{\Gamma }TM`$, $`H=(I_1,I_2,I_3)`$ is any local basis of $`Q`$, and
$$\tau _\alpha X=\frac{1}{4q2}tr[(I_\alpha T^H)(X,)],X\mathrm{\Gamma }TM$$
(cf. , p. 244). Both $`T^H`$ and $`T^Q`$ are invariant by a change of the local basis $`H`$ since such a change is via an $`SO(3)`$-matrix and the sums on $`\alpha `$ which enter in the expressions of $`T^H,T^Q`$ behave like scalar products in $`𝐑^3`$.
In our situation, $`Q`$ is defined only on the complementary distribution $`E`$ of $`L=T`$, and a suitable extension $`T^{\stackrel{~}{Q}}`$ of $`T^Q`$ (i.e., $`T^{\stackrel{~}{Q}}(X_1,X_2)`$ is given by (3.9) with $`T^H`$ replaced by $`\pi T^{\stackrel{~}{H}}`$, if $`X_1,X_2\mathrm{\Gamma }E)`$ will result from
###### 3.4 Proposition
The transversal almost quaternionic structure $`Q`$ of the foliation $``$ on $`M^{p+4q}`$ is projectable iff there exists a local basis $`H`$ of $`Q`$ such that
$`(3.10)`$
$$T^{\stackrel{~}{H}}(Y,X)=\underset{\alpha =1}{\overset{3}{}}\kappa _\alpha (Y)\stackrel{~}{I}_\alpha X(Y\mathrm{\Gamma }L,X\mathrm{\Gamma }TM)$$
for some leafwise $`1`$-forms $`\kappa _\alpha `$ on $`M`$.
Proof. If (3.10) holds, then, $`X\mathrm{\Gamma }E,Y\mathrm{\Gamma }L`$, (3.3) and (3.6) yield
$$I_\lambda (\stackrel{}{D_Y}I_\lambda )X=N_{\stackrel{~}{I}_\lambda }(Y,X)=\frac{3}{2}\{T^{\stackrel{~}{H}}(Y,X)+\stackrel{~}{I}_\lambda T^{\stackrel{~}{H}}(Y,\stackrel{~}{I}_\lambda X)\}=$$
$$=\frac{3}{2}(\underset{\alpha =1}{\overset{3}{}}\kappa _\alpha (Y)I_\alpha X+I_\lambda \underset{\alpha =1}{\overset{3}{}}\kappa _\alpha (Y)I_\alpha (I_\lambda X))$$
$`(\alpha ,\lambda =1,2,3)`$, whence
$`(3.11)`$
$$(\stackrel{}{D_Y}I_\lambda )X=\frac{3}{2}\underset{\alpha =1}{\overset{3}{}}\kappa _\alpha (Y)(I_\lambda I_\alpha XI_\alpha I_\lambda X).$$
Since the structures $`I_\alpha `$ satisfy the quaternionic identities, (3.11) shows that $`Q`$ is a projectable structure (compare with (1.2)).
Conversely, if $`Q`$ is projectable then, $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }_{pr}E`$, (1.2) and (3.3) imply
$$N_{\stackrel{~}{I}_1}(Y,X)=\alpha (Y)I_3X+\beta (Y)I_2X,$$
and similarly:
$$N_{\stackrel{~}{I}_2}(Y,X)=\alpha (Y)I_3X\gamma (Y)I_1X,$$
$$N_{\stackrel{~}{I}_3}(Y,X)=\beta (Y)I_2X\gamma (Y)I_1X.$$
Accordingly, (3.5) yields
$$T^{\stackrel{~}{H}}(Y,X)=\frac{1}{3}[\gamma (Y)I_1\beta (Y)I_2+\alpha (Y)I_3]X,$$
which is (3.10) for $`X\mathrm{\Gamma }E`$. For $`X\mathrm{\Gamma }L`$, (3.10) is just $`0=0`$. Q.e.d.
Moreover, by taking into account that $`trI_\alpha =0`$, we get
$$\alpha (Y)=\frac{3}{4q}tr\{I_3T^{\stackrel{~}{H}}(Y,)\},\beta (Y)=\frac{3}{4q}tr\{I_2T^{\stackrel{~}{H}}(Y,)\},$$
$$\gamma (Y)=\frac{3}{4q}tr\{I_1T^{\stackrel{~}{H}}(Y,)\},$$
where the missing argument is in $`\mathrm{\Gamma }E`$.
Therefore, the coefficients of (3.10) must be $`\alpha ,\beta ,\gamma `$, and we have to define the extension of $`T^Q`$ by asking $`T^{\stackrel{~}{Q}}(Y_1,Y_2)=0`$ for $`Y_1,Y_2\mathrm{\Gamma }L`$, and
$`(3.12)`$
$$T^{\stackrel{~}{Q}}(Y,X)=T^{\stackrel{~}{H}}(Y,X)+\underset{\alpha =1}{\overset{3}{}}\rho _\alpha (Y)I_\alpha X,$$
for $`Y\mathrm{\Gamma }L,X\mathrm{\Gamma }E`$, where
$`(3.13)`$
$$\rho _\alpha (Y)=(1/4q)tr[(I_\alpha T^{\stackrel{~}{H}})(Y,)].$$
This $`T^{\stackrel{~}{Q}}`$ is independent of the choice of the local basis $`H`$ for the same reason $`T^Q`$ was.
Accordingly, we see that Proposition 3.4 is equivalent to
###### 3.5 Proposition
The almost quaternionic structure $`Q`$, transversal to the foliation $``$ of $`M^{p+4q}`$, is projectable iff $`T^{\stackrel{~}{Q}}|_{T\times TM}`$ vanishes.
Formula (3.11) gives a geometric meaning to the 1-forms $`\rho _\alpha `$ of (3.13) in the case of a projectable structure $`Q`$. Namely, they are local connection forms of $`\stackrel{}{D}`$ restricted to $`Q`$. In particular, if the triple $`(I_1,I_2,I_3)`$ consists of projectable structures, one has $`\rho _\alpha =0`$.
It is also interesting to notice that $`T^{\stackrel{~}{Q}}(X_1,X_2)`$ $`(X_1,X_2\mathrm{\Gamma }E)`$ can be related with the torsion of some well chosen Bott connections. First, all the $`Q`$-preserving Bott connections on $`E`$ are given by
$`(3.14)`$
$$_{X_1}^QX_2=\{\begin{array}{cc}\pi [X_1,X_2],\hfill & \mathrm{for}X_1\mathrm{\Gamma }L,\hfill \\ _{X_1}^{Op}X_2\hfill & \mathrm{for}X_1\mathrm{\Gamma }E,\hfill \end{array}$$
where $`^{Op}`$ denotes the connection defined by Oproiu’s formula (, p. 295)
$`(3.15)`$
$$_{X_1}^{Op}X_2=_{X_1}X_2+\underset{\alpha =1}{\overset{3}{}}\{\frac{1}{4}(_{X_1}I_\alpha )I_\alpha +\frac{1}{2}\eta _\alpha (X_1)I_\alpha \}X_2$$
$$+\frac{1}{4}\{A_{X_1}X_2\underset{\alpha }{}I_\alpha A_{X_1}(I_\alpha X_2)\}(X_1,X_2\mathrm{\Gamma }E).$$
In (3.15) $``$ is an arbitrary Bott connection on $`E`$, $`H=(I_1,I_2,I_3)`$ is a local compatible almost hypercomplex structure, $`A_{X_1}`$ is an arbitrary endomorphism of $`E`$, and $`\eta _\alpha `$ $`(\alpha =1,2,3)`$ are arbitrary $`1`$-forms on $`M`$.
Now, let us fix a connection $`\stackrel{1}{}`$ among those given by (3.14), (3.15). Following , p. 244, $`\stackrel{1}{}`$ has an associated Bott-Oproiu connection
$`(3.16)`$
$${}_{}{}^{Op}\underset{X}{\overset{1}{}}=\underset{X}{\overset{1}{}}+\underset{\alpha =1}{\overset{3}{}}(\phi _\alpha +\frac{1}{3}\phi I_\alpha )(X)I_\alpha \frac{1}{4}(A_X\underset{\alpha =1}{\overset{3}{}}I_\alpha A_XI_\alpha ),$$
where
$$\phi _\alpha (X)=\frac{1}{4q2}tr(I_\alpha T_X),\phi =\underset{\alpha =1}{\overset{3}{}}\phi _\alpha I_\alpha ,A_X=T_X+\frac{1}{3}\underset{\alpha =1}{\overset{3}{}}T_{I_\alpha X}I_\alpha ,X\mathrm{\Gamma }M,$$
$`T`$ being the torsion of $`\stackrel{1}{}`$, and $`T_X`$ the endomorphism of $`E`$ obtained by fixing the first argument of the torsion as $`X`$.
Then, the same computations as in show that the tensor $`T^{\stackrel{~}{Q}}`$ and the torsion of the Bott-Oproiu connections are related by the formula
$$T_{{}_{}{}^{O}p\stackrel{1}{}}(X_1,X_2)=\pi T^{\stackrel{~}{Q}}(X_1,X_2),X_1,X_2\mathrm{\Gamma }E,$$
which is the result we wanted to mention.
Finally, let us also note that, as a consequence of (3.9), if $`Q`$ is a projectable structure, $`\pi T^{\stackrel{~}{Q}}`$ is a projectable tensor field.
## 4 Integrability
Consider an almost hypercomplex structure $`H=(I_1,I_2,I_3)`$, respectively an almost quaternionic structure $`Q`$ transversal to a foliation $``$ of codimension $`4q`$ on a manifold $`M^{p+4q}`$. By Definition 1.2, the integrability of $`H`$ and $`Q`$ includes projectability. It is natural to ask whether integrability can be recognized by means of the structure tensors $`T^{\stackrel{~}{H}}`$ and $`T^{\stackrel{~}{Q}}`$, defined by formulas (3.5) and (3.9).
###### 4.1 Proposition
$`H`$, respectively $`Q`$, is integrable iff its structure tensor $`T^{\stackrel{~}{H}}`$, respectively $`T^{\stackrel{~}{Q}}`$, takes values in the tangent bundle $`L=T`$.
Proof. If $`H`$ (respectively $`Q`$)is projectable, as seen in Section 3, $`\pi T^{\stackrel{~}{H}}`$ (respectively $`\pi T^{\stackrel{~}{Q}}`$) projects to the local slice spaces, and, clearly, the projection is the torsion tensor of the corresponding almost hypercomplex (quaternionic) structures of these slice spaces. Accordingly, the statement follows by Definition 1.2 and by the fact that $`T^H=0`$ (respectively $`T^Q=0`$) is the integrability condition for $`H`$ (respectively $`Q`$) on manifolds. Q.e.d.
Now, we will discuss another aspect concerning transversal quaternionic (i.e., integrable, almost quaternionic) structures $`Q`$ of a foliation. The integrability of $`Q`$ is equivalent to the existence of an open covering $`M=_{a𝒜}U_a`$ ($`𝒜`$ is an arbitrary set) such that one has local, torsionless, projectable connections $`D^a`$ of $`E/_{U_a}`$ which preserve $`Q/_{U_a}`$. These connections can be glued together by means of a partition of unity. The resulting global connection is then a torsionless, $`Q`$-preserving, Bott connection but, generally, it is not projectable. As a matter of fact, we already have explicit expressions of such connections namely, the Bott-Oproiu connection of any $`Q`$-preserving Bott connection has a vanishing torsion because of Proposition 4.1. We write this result as
###### 4.2 Proposition
If the foliation $``$ admits a transversal quaternionic structure $`Q`$, then $``$ admits a $`Q`$-preserving, torsionless, Bott connection $`D`$ on its transversal bundle.
On the other hand, from the system of local connections $`D^a`$ above, we can build a Čech $`1`$-cocycle, as follows. The differences
$`(4.1)`$
$$\tau ^{ab}(X,Y)=D_X^aYD_X^bY(X,Y\mathrm{\Gamma }E,a,b𝒜)$$
are projectable cross sections of the foliated vector bundle $`Hom(EE,E)`$, where $``$ denotes the symmetrized tensor product. Symmetry comes from the fact that the connections $`D^a`$ have no torsion. Furthermore, if we denote
$`(4.2)`$
$$\tau _X^{ab}=D_X^aD_X^b,X\mathrm{\Gamma }TM,$$
we obtain $`(EndE)`$-valued $`1`$-forms $`\tau ^{ab}\mathrm{\Lambda }^1(U_aU_b,EndE)`$, and $`\tau _X^{ab}(Q)Q`$.
Let us denote by $`End_QEEndE`$ the subbundle of $`Q`$-preserving endomorphisms, and notice the injections of vector bundles
$$i:Hom(EE,E)Hom(TMTM,E),$$
$$j:\mathrm{\Lambda }^1(M,EndE)Hom(TMTM,E),$$
where $`i`$ extends a tensor defined on arguments in $`E`$ to one with arguments in $`TM`$ by giving it the value $`0`$ if an argument is in $`L`$, and
$$j(\lambda )(X_1,X_2):=\lambda (X_1)\pi X_2,X_1,X_2\mathrm{\Gamma }TM.$$
The integrability of $`Q`$ implies that the $`(EndE)`$-valued $`1`$-forms $`\tau `$ defined by (4.2) are projectable cross sections of the vector bundle $`j^1(i(Hom(EE,E))`$ over $`U_aU_b.`$ Thus, the forms $`\tau ^{ab}`$ may be seen as a $`1`$-cocycle with values in the sheaf $`𝒮`$ of germs of projectable cross sections of the vector bundle $`j^1(i(Hom(EE,E))`$ on $`M`$. Of course, $`𝒮`$ is a subsheaf of germs of projectable $`(EndE)`$-valued $`1`$-forms on $`M`$.
Correspondingly, we have a cohomology class $`[\tau ]_𝒮H^1(M,𝒮)`$ associated with the structure $`Q`$, which we call the integrability class of $`Q`$.
The integrability class can be handled as follows. The splitting $`TM=EL`$ yields a natural bigrading, called $``$-type, of the spaces of vector fields and differential forms (our convention is to write the $`E`$-degree first), and a decomposition of the exterior differential
$`(4.3)`$
$$d=d_{(1,0)}^{}+d_{(0,1)}^{\prime \prime }+_{(2,1)},$$
where the indices denote the type of the operators, and $`d^{\prime \prime }`$ is differentiation along the leaves of $``$ . Following the de Rham type Theorem 4 of , p.217, $`[\tau ]_𝒮`$ is the $`d^{\prime \prime }`$-cohomology class of a $`(1,0)`$-form with values in $`j^1(i(Hom(EE,E))`$. Namely, put
$`(4.4)`$
$$\tau ^{ab}=\tau ^a\tau ^b,$$
where
$$\tau ^a\mathrm{\Lambda }^{1,0}(U^a,EndE)\mathrm{\Gamma }(j^1(i(Hom(EE,E))/_{U^a}).$$
Then, since $`\tau ^{ab}`$ are projectable forms, the local forms $`d^{\prime \prime }\tau ^a`$ glue up to a global $`d^{\prime \prime }`$-closed form $`𝒯`$, and this is the required representative form of $`[\tau ]_𝒮`$.
###### 4.3 Proposition
Let $`Q`$ be a transversal quaternionic structure of the foliation $``$. Then, a torsionless, projectable, transversal connection of $``$ which preserves $`Q`$ exists iff $`[\tau ]_𝒮=0`$ i.e., iff $`𝒯`$ is $`d^{\prime \prime }`$-exact.
Proof. $`[\tau ]=0`$ iff one can get relations (4.4) where the local forms $`\tau ^a,\tau ^b`$ are projectable. If this happens, the operator
$`(4.5)`$
$$D=D^a\tau ^a(a𝒜)$$
yield a global projectable connection on $`E`$ which preserves $`Q`$. Conversely, if $`D`$ exists, $`\tau ^a=D^aD`$ are projectable, and satisfy (4.4). Q.e.d.
Notice that the (possibly non projectable) connection $`D`$ of (4.5) exists for any integrable structure $`Q`$. From (4.5) and the projectability of $`D^a`$ it follows that $`𝒯`$ is the $`(1,1)`$-part of the curvature form of $`D`$ hence, $`𝒯`$ also represents the Atiyah class of $``$ . This proves
###### 4.4 Proposition
The Atiyah class of a transversally quaternionic foliation belongs to $`\iota ^{}(H^1(M,𝒮))`$, where $`\iota `$ is the inclusion of $`𝒮`$ into the sheaf of germs of projectable $`1`$-forms with values in $`EndE`$.
In view of the above results, the following terminology is natural. A projectable, almost quaternionic transversal structure of a foliation will be called semi-integrable if it is preserved by a global, torsionless Bott connection, and it will be called strongly integrable if it is preserved by a global, torsionless, projectable, Bott connection.
## 5 The transversal twistor space of $`(,Q)`$
Let $``$ be a foliation of codimension $`4q`$ on the manifold $`M^{p+4q}`$, endowed with a projectable almost quaternionic structure $`Q`$ with local bases $`(I_1,I_2,I_3)`$ on the transversal bundle $`\nu =TM/T`$, and let $`TM=EL`$ ($`L=T`$) be a chosen splitting, allowing us to transfer structures between $`\nu `$ and $`E`$.
Similarly to the case of quaternionic manifolds, we define the transversal twistor space of $``$ by:
$`(5.1)`$
$$Z=\{JQ,J=\alpha _1I_1+\alpha _2I_2+\alpha _3I_3,\alpha _1^2+\alpha _2^2+\alpha _3^2=1\},$$
i.e., $`Z`$ is the sphere bundle associated with the Euclidean vector bundle $`Q`$, where the metric of $`Q`$ is that which makes the compatible almost hypercomplex structures $`(I_1,I_2,I_3)`$ orthonormal bases.
The quaternionic structure $`Q`$ reduces the structure group of $`E`$ to $`Gl(q,𝐇)Sp(1)`$, and there exists a corresponding principal bundle $`\pi :(E,Q)M`$ of quaternionic frames (bases). A frame $`b(E,Q)`$ may be identified with an isomorphism $`B:(𝐑^{4q},I_1^o,I_2^o,I_3^o)E`$, where the left hand side is equivalent to the left quaternionic space $`𝐇^q`$, such that:
$`(5.2)`$
$$B^1HB=H^0A,H=\left(\begin{array}{c}I\end{array}_1I_2I_3\right),H^0=\left(\begin{array}{c}I\end{array}_1^oI_2^oI_3^o\right).$$
In (5.2), $`H`$ is an arbitrary almost hypercomplex local basis of $`Q`$ seen as a line matrix, $`H^0`$ is the canonical basis of $`𝐇^q`$ seen as a line matrix, the composition $``$ is for each element of the line, dot is matrix multiplication, and $`ASO(3)`$. Accordingly, we may see a quaternionic frame as
$`(5.3)`$
$$b=(b_i,b_i^{}=I_1b_i,b_i=I_2b_i,b_i^{}=I_3b_i)_{i=1}^q$$
where $`(b_i)`$ is the image by $`B`$ of the canonical basis of $`𝐇^q`$ over $`𝐇`$.
From formula (5.2) we see that the structure group of the principal bundle $`(E,Q)`$ appears as
$`(5.4)`$
$$Gl(q,𝐇)Sp(1)\{\varphi Aut(𝐑^{4q})/\varphi ^1H^0\varphi =H^0A,ASO(3)\},$$
and the corresponding Lie algebra $`gl(q,𝐇)sp(1)`$ is isomorphic to
$`(5.5)`$
$$\{\chi End(𝐑^{4q})/H^0\chi \chi H^0=H^0\alpha ,\alpha so(3)\},$$
(cf. , p. 595).
For further use, we notice that the dual coframe of $`b`$ is of the form
$`(5.6)`$
$$\beta =(\beta ^i,\beta ^i^{}=\beta ^iI_1,\beta ^i=\beta ^iI_2,\beta ^i^{}=\beta ^iI_3)_{i=1}^q$$
where $`\beta ^i(b_j)=\delta _j^i`$.
Then, $`b`$ provides the complex frame $`(b_i,b_i)`$ of $`(E,I_1)`$ with the dual coframe $`(\beta ^i,\beta ^i)`$. As a complex vector bundle, $`(E,I_1)`$ is isomorphic to the holomorphic part of $`E𝐂`$, and it is well known that the corresponding basis of this holomorphic part is
$`(5.7)`$
$$c_i=I_1^+b_i,c_i=I_1^+b_i$$
where:
$`(5.8)`$
$$I_1^+=\frac{1}{2}(Id\sqrt{}1I_1).$$
The dual complex cobasis is:
$`(5.9)`$
$$\gamma ^i=\beta ^i+\sqrt{}1\beta ^i^{},\gamma ^i=\beta ^i+\sqrt{}1\beta ^i^{}.$$
###### 5.1 Proposition
$`(E,Q)`$ is a foliated principal bundle over $`(M,)`$.
Proof. A foliated structure on a principal bundle is a maximal local trivialization atlas with projectable transition functions e.g., . Consider real local bases of $`E`$ which have projectable transition functions. Then, there exists local bases of $`E`$ over $`𝐇`$ which consist of some of the vectors of the given bases, and their images by the operators $`(I_1,I_2,I_3)`$ which span $`Q`$. Clearly, if we choose a projectable triple $`(I_1,I_2,I_3)`$ (which is possible because of the projectability of $`Q`$) the corresponding $`𝐇`$-bases will also have projectable transition functions. Q.e.d.
Now, from formulas (5.3) and (5.6) it follows that
$$I_1=\underset{i=1}{\overset{q}{}}(b_i^{}\beta ^ib_i\beta ^i^{}b_i\beta ^i^{}+b_i^{}\beta ^i),$$
$`(5.10)`$
$$I_2=\underset{i=1}{\overset{q}{}}(b_i\beta ^ib_i^{}\beta ^i^{}b_i\beta ^i+b_i^{}\beta ^i^{}),$$
$$I_3=\underset{i=1}{\overset{q}{}}(b_i^{}\beta ^i+b_i\beta ^i^{}b_i^{}\beta ^ib_i\beta ^i^{}),$$
and these formulas define a projection:
$`(5.11)`$
$$\pi _Q:(E,Q)(Q),$$
where $`(Q)`$ is the $`SO(3)`$ principal bundle of the positive orthonormal bases of $`Q`$.
Furthermore, we may also consider the projection
$`(5.12)`$
$$\pi _Z:(Q)Z$$
defined by $`\pi _Z(I_1,I_2,I_3)=I_1`$.
Clearly, $`\pi _Q`$ is a principal fibration with structure group $`GL(q,𝐇)`$, $`\pi _Z`$ is a principal circle bundle, and $`\pi _M:ZM`$ is an associated bundle of $`(Q)M`$ with group $`SO(3)`$, and fiber $`SO(3)/SO(2)=S^2`$.
Furthermore, as a consequence of Proposition 5.1 we have
###### 5.2 Corollary
There exists a lift $`\stackrel{~}{}`$ of $``$ to $`(E,Q)`$, and $`\pi _Z\pi _Q`$ maps $`\stackrel{~}{}`$ onto a foliation $`\widehat{}`$ of the twistor space $`Z`$. The leaves of $`\stackrel{~}{}`$ and $`\widehat{}`$ are covering spaces of the leaves of $``$.
Proof. A slice of $`\stackrel{~}{}`$ through $`b(E,Q)`$ appears as the result of the translation of $`b`$ along a slice of $``$ through $`\pi (b)M`$ by the linear holonomy of $``$. And, a slice of $`\widehat{}`$ is the result of the projection of the previous slice of $`\stackrel{~}{}`$ by $`\pi _Z\pi _Q`$ . Q.e.d.
In what follows we will derive local tangent cobases of the manifold $`Z`$. We begin by looking at the ($`GL(p,𝐑)`$ $`\times `$ $`(GL(q,𝐇)Sp(1))`$)- principal bundle $`(M,Q)`$, consisting of all the tangent bases of $`M`$ which are of the form $`(a,b)`$, $`a`$ being a frame of $`L`$, and $`b`$ a frame of the form (5.3) in $`E`$. The mapping $`(a,b)b`$ is a $`GL(p,𝐑)`$-principal fibration
$$\pi _{}:(M,Q)(E,Q).$$
On $`(M,Q)`$, there exists the canonical 1-form which, in our case, has the scalar components, say
$`(5.13)`$
$$\alpha ^u,\beta ^i,\beta ^i^{},\beta ^i,\beta ^i^{},$$
where $`u=1,\mathrm{},p`$; $`i=1,\mathrm{},q`$, and the forms $`\beta `$ are as in formula (5.6). From the known condition :
$`(5.14)`$
$$R_g^{}\left(\begin{array}{c}\alpha \\ \beta \end{array}\right)=g^1\left(\begin{array}{c}\alpha \\ \beta \end{array}\right),$$
where $`\alpha ,\beta `$ are the columns with the entries defined by (5.13), and $`gGL(p,𝐑)\times (GL(q,𝐇)Sp(1))`$, it easily follows that the pullbacks of the forms $`\beta `$ by local cross sections of $`\pi _{}`$ are global 1-forms on $`(E,Q)`$ (the transversal canonical 1-form, see ), while the pullbacks of $`\alpha ^u`$ yield some local 1-forms. In this paper, the pulling back sections will not be written explicitly. Overall, we get $`p+4q`$ independent horizontal (i.e., vanishing on the fibers) 1-forms on $`(E,Q)`$
Formula (5.14) implies that for any $`gGL(q,𝐇)Sp(1)`$, and for the corresponding right translation of the principal bundle $`(E,Q)`$, one has
$`(5.15)`$
$$R_g^{}\beta =g^1\beta .$$
In particular, if $`gGL(q,𝐇)`$, the $`𝐇`$-version of formula (5.15) yields right translation formulas of $`(\beta ^i)`$, $`(\beta ^i^{})`$, $`(\beta ^i)`$, $`(\beta ^i^{})`$ separately. Accordingly, if the forms $`\beta `$ are pulled back by local cross sections of $`\pi _Q`$, one gets local $`1`$-forms on $`(Q)`$ such that each of the four sets of forms above has transition relations of its own i.e., the annihilator of each set is invariant. These pullbacks, and those of $`(\alpha ^u)`$ yield $`p+4q`$ independent horizontal local 1-forms on $`(Q)`$.
Then, the same forms will be pulled back to $`Z`$ by local cross sections of $`\pi _Z`$. Since the composition $`\pi _Z\pi _Q`$ has right translations which only preserve the complex structure $`I_1`$, the 1-forms obtained in the end on $`Z`$ have right translation equations which only preserve the annihilator of the sets $`\{\gamma ^i,\gamma ^i\}`$, $`\{\overline{\gamma }^i,\overline{\gamma }^i\}`$, defined by formula (5.9).
Finally, after we make a choice of $`E`$, the column of the forms $`\alpha ^u`$ also has an invariant annihilator.
The continuation of the building of nice cobases on $`Z`$ is by fixing a $`Q`$-preserving Bott connection $`D`$ defined by a 1-form $`\varpi `$ with values in the Lie algebra (5.5) on $`(E,Q)`$. Then, $`\varpi `$ induces an $`so(3)`$-valued connection form $`\omega `$ on $`(Q)`$ by means of the relation:
$`(5.16)`$
$$H^0\varpi \varpi H^0=H^0\omega .$$
Of course, both $`\varpi `$ and $`\omega `$ vanish on the leaves of the lifted foliations of $``$ to $`(E,Q)`$ and $`(Q)`$, respectively. Since we see $`Z`$ as a quotient of $`(Q)`$, it is the form $`\omega `$ which will be of interest.
The 1-forms $`\alpha ,\beta ,\omega `$ provide local tangent cobases on $`(Q)`$, and if we look at the symmetric decomposition
$`(5.17)`$
$$so(3)=so(2)+m,\omega =\varphi +\psi ,$$
where
$`(5.18)`$
$$\omega =\left(\begin{array}{ccc}\hfill 0& \hfill a& \hfill b\\ \hfill a& \hfill 0& \hfill c\\ \hfill b& \hfill c& \hfill 0\end{array}\right),\varphi =\left(\begin{array}{ccc}\hfill 0& \hfill 0& \hfill 0\\ \hfill 0& \hfill 0& \hfill c\\ \hfill 0& \hfill c& \hfill 0\end{array}\right),\psi =\left(\begin{array}{ccc}\hfill 0& \hfill a& \hfill b\\ \hfill a& \hfill 0& \hfill 0\\ \hfill b& \hfill 0& \hfill 0\end{array}\right),$$
we see that $`\psi `$ is a horizontal form on the principal fibration $`(Q)Z`$. Thus:
###### 5.3 Proposition
The pullbacks of the local 1-forms
$$\alpha ^u,\beta ^i,\beta ^i^{},\beta ^i,\beta ^i^{},a,b$$
to $`Z`$ by local cross sections of $`\pi _Z`$ are local tangent cobases of the manifold $`Z`$. Except for $`\alpha ^u`$, all these forms are of the $`\widehat{}`$-type $`(1,0)`$ and the system of equations $`\alpha ^u=0`$ is invariant, and it defines a complementary subbundle $`\widehat{E}`$ of $`\widehat{L}=T\widehat{}`$ in the tangent bundle $`TZ`$. Moreover, the following system of equations also are invariant by the transition functions of these cobases, and define subbundles of $`TZ_𝐑𝐂`$:
$`(𝒞_1)`$
$$\alpha ^u=0,\gamma ^i=0,\gamma ^i=0,\xi :=a+\sqrt{1}b=0,$$
$`(𝒞_2)`$
$$\alpha ^u=0,\gamma ^i=0,\gamma ^i=0,\overline{\xi }=0.$$
Proof. The only thing which has not yet been proven is the invariance of the equation $`\xi =0`$. For this, we recall the formula
$`(5.19)`$
$$R_\gamma ^{}\omega =\gamma ^1\omega \gamma \gamma SO(3).$$
In particular, if
$$\gamma =\left(\begin{array}{ccc}\hfill 1& \hfill 0& \hfill 0\\ \hfill 0& \hfill \mathrm{cos}\varphi & \hfill \mathrm{sin}\varphi \\ \hfill 0& \hfill \mathrm{sin}\varphi & \hfill \mathrm{cos}\varphi \end{array}\right)SO(2),$$
we get
$$R_\gamma ^{}(a,b)=(a\mathrm{cos}\varphi b\mathrm{sin}\varphi ,a\mathrm{sin}\varphi +b\mathrm{cos}\varphi )$$
hence,
$`(5.20)`$
$$R_\gamma ^{}\xi =\xi (\mathrm{cos}\varphi +\sqrt{1}\mathrm{sin}\varphi ).$$
Q.e.d.
The last part of Proposition 5.3 means that we have
###### 5.4 Theorem
The normal bundle $`\nu \widehat{}\widehat{E}`$ is equipped with two almost complex structures $`J_1`$, $`J_2`$ which have $`𝒞_1`$, $`𝒞_2`$, respectively, as bundles of antiholomorphic vectors.
## 6 Projectability conditions on $`Z`$
In this section we find the conditions which ensure that the almost complex structures $`J_1`$, $`J_2`$ are $`\widehat{}`$-projectable structures. It was proven in that the projectability conditions are $`d^{\prime \prime }A^\sigma =0`$ (mod. $`A^\sigma `$) where $`A^\sigma =0`$ are the equations of $`𝒞_1`$ and $`𝒞_2`$, except for $`\alpha ^u=0`$, respectively, and $`d^{\prime \prime }`$ is the $`\widehat{}`$-leafwise differential as fixed by the complementary subbundle $`\widehat{E}`$ (see (4.3)).
From the definition of the canonical form , and if we use projectable local bases $`(I_1,I_2,I_3)`$ of $`Q`$, it follows that, on $`Z`$, the forms $`\beta `$ of (5.13) and the corresponding $`\gamma `$ of (5.9), are $`\widehat{}`$-projectable. Hence, $`d^{\prime \prime }\gamma ^i=0`$, $`d^{\prime \prime }\gamma ^i=0`$, which agrees with the above mentioned projectability condition.
As a matter of fact, we can write down explicit formulas for the differentials $`d\gamma ^i,d\gamma ^i`$, and we do so since the formulas will also be needed later on. The required differentials are given by the torsion-structure equations of $`\varpi `$, which may be written on $`M`$ and, then, lifted to $`(E,Q)`$ or $`Z`$.
Let us start with a local basis $`(I_1,I_2,I_3)`$ of $`Q`$ where the induced connection $`\omega `$ has the equations
$`(6.1)`$
$$DI_1=aI_2+bI_3,DI_2=aI_1+cI_3,DI_3=bI_1cI_2.$$
This basis can be used to define the frames of (5.3) whence, we see that the local equations of $`\varpi `$ can be written as
$`(6.2)`$
$$\begin{array}{ccc}Db_i\hfill & =& \underset{i}{\overset{j}{\stackrel{0}{\varpi }}}b_j+\underset{i}{\overset{j}{\stackrel{1}{\varpi }}}b_j^{}+\underset{i}{\overset{j}{\stackrel{2}{\varpi }}}b_j+\underset{i}{\overset{j}{\stackrel{3}{\varpi }}}b_j^{},\hfill \\ Db_i^{}\hfill & =& \underset{i}{\overset{j}{\stackrel{1}{\varpi }}}b_j+\underset{i}{\overset{j}{\stackrel{0}{\varpi }}}b_j^{}(\underset{i}{\overset{j}{\stackrel{3}{\varpi }}}a\delta _i^j)b_j+(\underset{i}{\overset{j}{\stackrel{2}{\varpi }}}+b\delta _i^j)b_j^{},\hfill \\ Db_i\hfill & =& \underset{i}{\overset{j}{\stackrel{2}{\varpi }}}b_j+(\underset{i}{\overset{j}{\stackrel{3}{\varpi }}}a\delta _i^j)b_j^{}+\underset{i}{\overset{j}{\stackrel{0}{\varpi }}}b_j(\underset{i}{\overset{j}{\stackrel{1}{\varpi }}}c\delta _i^j)b_j^{},\hfill \\ Db_i^{}\hfill & =& \underset{i}{\overset{j}{\stackrel{3}{\varpi }}}b_j(\underset{i}{\overset{j}{\stackrel{2}{\varpi }}}+b\delta _i^j)b_j^{}+(\underset{i}{\overset{j}{\stackrel{1}{\varpi }}}c\delta _i^j)b_j+\underset{i}{\overset{j}{\stackrel{0}{\varpi }}}b_j^{}.\hfill \end{array}$$
Corresponding to these connection equations, there are classical torsion structure equations which provide the differentials $`d\beta ^i,d\beta ^i^{},d\beta ^i^{},d\beta ^i^{}`$ , and these equations give us the required formulas
$`(6.3)`$
$$d\gamma ^i=\gamma ^h(\underset{h}{\overset{i}{\stackrel{0}{\varpi }}}+\sqrt{1}\underset{h}{\overset{i}{\stackrel{1}{\varpi }}})\gamma ^h(\underset{h}{\overset{i}{\stackrel{2}{\varpi }}}\sqrt{1}\underset{h}{\overset{i}{\stackrel{3}{\varpi }}})$$
$$+\frac{\sqrt{1}}{2}(\xi \overline{\gamma }^i+\overline{\xi }\gamma ^i)+\gamma ^iT_D,$$
$`(6.4)`$
$$d\gamma ^i=\gamma ^h(\underset{h}{\overset{i}{\stackrel{2}{\varpi }}}+\sqrt{1}\underset{h}{\overset{i}{\stackrel{3}{\varpi }}})+\gamma ^h(\underset{h}{\overset{i}{\stackrel{0}{\varpi }}}\sqrt{1}\underset{h}{\overset{i}{\stackrel{1}{\varpi }}})$$
$$+\frac{\sqrt{1}}{2}\xi (\gamma ^i\overline{\gamma }^i)\sqrt{1}c\gamma ^i+\gamma ^iT_D,$$
where $`T_D`$ is the torsion of the connection $`\varpi `$.
Since $`T_D`$ vanishes if one of its arguments is in $`L`$, we again see that $`d\gamma ^i`$, $`d\gamma ^i`$ do not contain terms in $`\alpha ^u`$. This is another way to justify the equalities $`d^{\prime \prime }\gamma ^i=0`$, $`d^{\prime \prime }\gamma ^i=0`$ i.e., the fact that the forms $`\gamma ^i,\gamma ^i`$ are $`\widehat{}`$-projectable $`1`$-forms.
Now, we must also compute $`d\xi `$. First, the structure equations of $`\omega `$ on $`Q`$ are:
$`(6.5)`$
$$d\omega +\omega \omega =\mathrm{\Omega },$$
where, say,
$$\mathrm{\Omega }=\left(\begin{array}{ccc}\hfill 0& \hfill 𝒜& \hfill \\ \hfill 𝒜& \hfill 0& \hfill 𝒞\\ \hfill & \hfill 𝒞& \hfill 0\end{array}\right)$$
is the curvature matrix of $`\omega `$. The entries of $`\mathrm{\Omega }`$ are defined by
$`(6.6)`$
$$da=bc+𝒜,db=ac+,dc=ab+𝒞,$$
whence,
$`(6.7)`$
$$d\xi =\sqrt{1}\xi c+(𝒜+\sqrt{1}).$$
The 2-forms $`𝒜`$, $``$ are related to the curvature operator $`R_D`$ of $`D`$. We could obtain this relation by differentiating (5.16), but we prefer to proceed as follows. If $`\mathrm{\Phi }\mathrm{\Gamma }EndE`$ is seen as a $`0`$-form with values in $`EndE`$, and if we denote by $`𝐃`$ the covariant exterior differential associated with the connection $`\varpi `$ of $`E`$, it is easy to get (cf. , Section 11.15)
$`(6.8)`$
$$𝐃^2\mathrm{\Phi }(X_1,X_2)=[R_D(X_1,X_2),\mathrm{\Phi }]:=R_D(X_1,X_2)\mathrm{\Phi }\mathrm{\Phi }R_D(X_1,X_2).$$
By applying this formula to $`I_1,I_2,I_3`$ and using (6.1) we get
$`(6.9)`$
$$\begin{array}{ccc}\hfill 𝒜I_2+I_3& =& \hfill [R_D,I_1],\\ \hfill 𝒜I_1+𝒞I_3& =& \hfill [R_D,I_2],\\ \hfill I_1𝒞I_2& =& \hfill [R_D,I_3]\end{array}$$
In order to solve equations (6.9), we use the canonical Euclidean metric $`<,>_Q`$ of the $`SO(3)`$-vector bundle $`Q`$, while identifying the Lie algebra $`so(3)`$ with the Euclidean space $`𝐑^3`$. Then, $`<,>_Q`$ corresponds to the scalar product, and composition of endomorphisms, elements of $`Q`$, to the vector product of vectors of $`𝐑^3`$. The solutions are
$`(6.10)`$
$$\begin{array}{ccc}𝒜\hfill & =\hfill & <I_2,[R_D,I_1]>_Q,\hfill \\ \hfill & =\hfill & <I_3,[R_D,I_1]>_Q=<I_2,I_1[R_D,I_1]>_Q,\hfill \\ 𝒞\hfill & =\hfill & <I_3,[R_D,I_2]>_Q.\hfill \end{array}$$
Accordingly, (6.7) becomes
$`(6.11)`$
$$d\xi =\sqrt{1}\xi c+<I_2,[R_D,I_1]+\sqrt{1}[R_D,I_1]I_1>_Q.$$
Now, the projectability conditions left are
$`(6.12)`$
$$\begin{array}{ccc}d^{\prime \prime }\xi =0\hfill & (\mathrm{mod}.\gamma ^i,\gamma ^i,\xi )\hfill & \mathrm{for}J_1,\hfill \\ d^{\prime \prime }\xi =0\hfill & (\mathrm{mod}\overline{\gamma }^i,\overline{\gamma }^i,\xi )\hfill & \mathrm{for}J_2.\hfill \end{array}$$
With (6.7), the meaning of the projectability conditions (6.12) is
$`(6.13)`$
$$(𝒜+\sqrt{1})(c_i,Y)=0,(𝒜+\sqrt{1})(c_i^{},Y)=0,\mathrm{for}J_1,$$
$`(6.14)`$
$$(𝒜+\sqrt{1})(\overline{c}_i,Y)=0,(𝒜+\sqrt{1})(\overline{c}_i^{},Y)=0,\mathrm{for}J_2,$$
correspondingly, where $`(c_i,c_i^{})`$ were defined in (5.7), and $`Y\mathrm{\Gamma }L`$.
Since for any vector $`X\mathrm{\Gamma }E`$, $`I_1^+X`$ can play the role of $`c_i`$ for one frame, and of $`c_i^{}`$ for another frame, and $`I_1^{}X:=\overline{I_1^+X}`$ can play the role of $`(\overline{c}_i,\overline{c}_i^{})`$, respectively, the projectability conditions become
$`(6.15)`$
$$(𝒜+\sqrt{1})(X\sqrt{1}I_1X,Y)=0,$$
$`(6.16)`$
$$(𝒜+\sqrt{1})(X+\sqrt{1}I_1X,Y)=0,$$
for $`J_1`$ and $`J_2`$, respectively, and where $`X\mathrm{\Gamma }E`$, $`Y\mathrm{\Gamma }L`$.
If the real and imaginary parts are separated, this means
$`(6.17)`$
$$\begin{array}{c}\hfill <I_2,[R_D(X,Y),I_1]+[R_D(I_1X,Y),I_1]I_1>=0,\\ \hfill <I_2,[R_D(I_1X,Y),I_1][R_D(X,Y),I_1]I_1>=0,\end{array}$$
for $`J_1`$, and
$`(6.18)`$
$$\begin{array}{c}\hfill <I_2,[R_D(X,Y),I_1][R_D(I_1X,Y),I_1]I_1>=0,\\ \hfill <I_2,[R_D(I_1X,Y),I_1]+[R_D(X,Y),I_1]I_1>=0,\end{array}$$
for $`J_2`$.
Now, if the basis $`(I_1,I_2,I_3)`$ of $`Q`$ is changed to $`(I_1,I_3,I_2)`$, the same conditions will hold for $`I_3`$ instead of $`I_2`$, which means that we have to replace the projectability conditions of $`J_1`$ by
$$[R_D(X,Y),I_1]+[R_D(I_1X,Y),I_1]I_1=\mu I_1,$$
$`(6.19)`$
$$[R_D(I_1X,Y),I_1][R_D(X,Y),I_1]I_1=\nu I_1,$$
and those of $`J_2`$ by
$$[R_D(X,Y),I_1][R_D(I_1X,Y),I_1]I_1=\mu ^{}I_1,$$
$`(6.20)`$
$$[R_D(I_1X,Y),I_1]+[R_D(X,Y),I_1]I_1=\nu ^{}I_1,$$
where, in fact, $`I_1`$ is any $`SQ`$, $`S^2=Id`$. Furthermore, if we take the trace in (6.19), (6.20), we get $`\mu =\nu =\mu ^{}=\nu ^{}=0.`$ Then, in both (6.19) and (6.20), the second relation is the first composed by $`I_1`$. Therefore, the projectability conditions reduce to
$$[R_D(X,Y),S]+[R_D(SX,Y),S]S=0,\mathrm{for}J_1,$$
$`(6.21)`$
$$[R_D(X,Y),S][R_D(SX,Y),S]S=0,\mathrm{for}J_2.$$
Since these conditions are tensorial, it suffices to write them for a projectable cross section $`S`$ of $`Q`$, and a projectable vector field $`X`$. Using
$$R_D(X,Y)=[D_X,D_Y]D_{[X,Y]}$$
we get
$`(6.22)`$
$$\begin{array}{cc}D_Y(D_XS)SD_Y(D_{SX}S)=0,\hfill & \mathrm{for}J_1,\hfill \\ D_Y(D_XS)+SD_Y(D_{SX}S)=0,\hfill & \mathrm{for}J_2.\hfill \end{array}$$
These formulas give us the final form of the projectability conditions:
###### 6.1 Theorem
(a) the structure $`J_1`$ is projectable iff $`X\mathrm{\Gamma }_{pr}E`$ and for any projectable cross section $`S`$ of $`Q`$ the endomorphism $`D_XSSD_{SX}S`$ is projectable.
(b) the structure $`J_2`$ is projectable iff $`X\mathrm{\Gamma }_{pr}E`$ and for any projectable cross section $`S`$ of $`Q`$ the endomorphism $`D_XS+SD_{SX}S`$ is projectable.
(c) $`J_1`$ and $`J_2`$ are both projectable iff the connection induced by $`D`$ in $`Q`$ is projectable.
## 7 Integrability conditions on $`Z`$
Now, let us assume that we are in the case where $`J_1`$, $`J_2`$ are both projectable, and study the integrability of these structures.
In this case, and if we use projectable local bases $`(I_1,I_2,I_3)`$ of the projectable, transversal, almost quaternionic structure $`Q`$, $`\gamma ^i,\gamma ^i^{}`$ and $`\xi `$ are $`\stackrel{~}{}`$-projectable (see (6.3), (6.4) and Theorem 6.1 (c)), and it remains to ask that, for arguments in $`E`$, one had
$`(7.1)`$
$$d\gamma ^i=0,d\gamma ^i^{}=0,d\xi =0(\mathrm{mod}.\gamma ^i,\gamma ^i^{},\xi )$$
for $`J_1`$, and
$`(7.2)`$
$$d\gamma ^i=0,d\gamma ^i^{}=0,d\overline{\xi }=0(\mathrm{mod}.\gamma ^i,\gamma ^i^{},\overline{\xi })$$
for $`J_2`$.
From (6.4), we see that (7.2) never holds. Thus, $`J_2`$ is never integrable, and we do not have to worry about it anymore.
Furthermore, (6.3) and (6.4) yield a torsion integrability condition of $`J_1`$ namely,
$`(7.3)`$
$$\gamma ^iT_D=0,\gamma ^i^{}T_D=0(\mathrm{mod}.\gamma ^i,\gamma ^i^{}).$$
The forms (7.3) are the holomorphic components of $`T_D`$, i. e., of $`I_1^+T_D`$, and (7.3) means that $`I_1^+T_D`$ must vanish on arguments of the form
$$I_1^{}X,I_1^{}I_2X=\frac{1}{2}(I_2X+\sqrt{1}I_3X).$$
If we assume $`q2`$, independent arguments $`I_1^{}X_1,I_1^{}X_2`$ exist, and the torsion integrability condition reduces to
$`(7.4)`$
$$I_1^+(T_D(I_1^{}X_1,I_1^{}X_2))=0,$$
$`I_1Q`$, $`X_1,X_2\mathrm{\Gamma }E`$. The explicit form of (7.4) is
$`(7.5)`$
$$\begin{array}{cc}T_D(X_1+\sqrt{1}I_1X_1,X_2+\sqrt{1}I_1X_2)& \\ \sqrt{1}I_1T_D(X_1+\sqrt{1}I_1X_1,X_2+\sqrt{1}I_1X_2)=0,& \end{array}$$
where, in fact, $`I_1`$ is any $`SQ`$, $`S^2=Id`$. Then, after we separate the real and imaginary part of (7.5), we get the integrability conditions
$`(7.6)`$
$$T_D(X_1,X_2)T_D(SX_1,SX_2)+ST_D(SX_1,X_2)+ST_D(X_1,SX_2)=0,$$
$`(7.7)`$
$$T_D(SX_1,X_2)+T_D(X_1,SX_2)ST_D(X_1,X_2)+ST_D(SX_1,SX_2)=0.$$
Since (7.7) is the result of composing (7.6) by $`S`$ at the left, we get
###### 7.1 Proposition
If $`q2`$, the torsion integrability condition of $`J_1`$ is (7.6) $`SQ`$, $`S^2=Id`$, and $`X_1,X_2\mathrm{\Gamma }E`$. In particular, this condition holds if $`T_D=0`$.
Furthermore, we also have a curvature integrability condition which follows from (6.7) namely, that on arguments in $`E`$ one had
$`(7.8)`$
$$𝒜+\sqrt{1}=0(\mathrm{mod}.\gamma ^i,\gamma ^i^{}).$$
If $`q2`$, all we have to ask is that, for all $`X_1,X_2\mathrm{\Gamma }E`$, the following relation holds:
$`(7.9)`$
$$(𝒜+\sqrt{1})(X_1+\sqrt{1}I_1X_1,X_2+\sqrt{1}I_1X_2)=0.$$
The imaginary part of (7.9) is equivalent to its real part by the transformation $`X_1I_1X_1`$. Therefore, the only remaining curvature integrability condition is
$`(7.10)`$
$$𝒜(X_1,X_2)𝒜(I_1X_1,I_1X_2)(I_1X_1,X_2)(X_1,I_1X_2)=0.$$
Here $`𝒜`$ and $``$ are given by (6.10), which transforms (7.10) into
$`(7.11)`$
$$\begin{array}{c}<I_2,[R_D(X_1,X_2),I_1][R_D(I_1X_1,I_1X_2),I_1]\\ +I_1[R_D(I_1X_1,X_2),I_1]+I_1[R_D(X_1,I_1X_2),I_1]>_Q=0.\end{array}$$
Now, note that condition (7.11) must be imposed for any basis $`(I_1,I_2,I_3)`$ of $`Q`$ hence, if $`(I_1,I_2,I_3)(I_1,I_3,I_2)`$, we get the same relation (7.11) for $`I_3`$ instead of $`I_2`$. It follows that the second factor of the scalar product (7.11) must be of the form $`\lambda I_1`$. Then, by taking the trace as we did in (6.19), (6.20), we get $`\lambda =0`$. Moreover, we may take any $`SQ`$, $`S^2=Id`$ as $`I_1`$.
Therefore, we have obtained
###### 7.2 Theorem
The curvature integrability condition of $`J_1`$ is:
$`(7.12)`$
$$\begin{array}{c}[R_D(X_1,X_2),S][R_D(SX_1,SX_2),S]\\ +S[R_D(SX_1,X_2),S]+S[R_D(X_1,SX_2),S]=0.\end{array}$$
$`SQ`$ and $`X_1,X_2\mathrm{\Gamma }E`$.
###### 7.3 Remark
Lemma 14.74 of tells us that, if $`T_D=0`$, (7.12) holds. In particular, if $`Q`$ is strongly integrable (see Section 4), and if $`D`$ is a $`Q`$-preserving, projectable, torsionless connection, $`J_1`$ is integrable.
For $`q=1`$, since we have only one independent vector $`c_1`$, which can be obtained from an arbitrary $`X`$, the torsion integrability condition is
$`(7.13)`$
$$I_1^+(T_D(I_1^{}X,I_2X+\sqrt{1}I_3X))=0,$$
where the real and imaginary parts are equivalent by $`XI_1X`$. Hence, (7.13) reduces to
$`(7.14)`$
$$T_D(X,I_2X)T_D(I_1X,I_3X)+I_1T_D(X,I_3X)+I_1T_D(I_1X,I_2X)=0,$$
which has to hold for any basis $`(I_1,I_2,I_3)`$ of $`Q`$.
Furthermore, for $`q=1`$, the curvature integrability condition is
$`(7.15)`$
$$(𝒜+\sqrt{1})(I_1^{}X,I_2X+\sqrt{1}I_3X)=0.$$
and, if we separate the real and imaginary parts, we get
$`(7.16)`$
$$\begin{array}{ccc}𝒜(X,I_2X)𝒜(I_1X,I_3X)(I_1X,I_2X)(X,I_3X)\hfill & =& 0,\hfill \\ 𝒜(I_1X,I_2X)+𝒜(X,I_3X)+(X,I_2X)(I_1X,I_3X)\hfill & =& 0.\hfill \end{array}$$
Now, if $`(I_1,I_2,I_3)(I_1,I_3,I_2)`$, then $`(𝒜,)(,𝒜)`$, and the first relation (7.16) becomes the second. Hence the only remaining condition is
$`(7.17)`$
$$\begin{array}{c}<I_2,[R_D(X,I_2X),I_1][R_D(I_1X,I_3X),I_1]\\ +I_1[R_D(I_1X,I_2X),I_1]+I_1[R_D(X,I_3X),I_1]>_Q=0,\end{array}$$
for all the local, hypercomplex bases of $`Q`$.
If we write equation (7.17) for $`(I_1,I_3,I_2)`$, replacing the first factor $`I_2`$ by $`I_3I_1`$ and using $`<\mathrm{\Phi }\psi ,\chi >_Q=<\mathrm{\Phi },\psi \chi >_Q`$, the result is again (7.17), where the first factor is replaced by $`I_3`$. Hence, the second factor of the scalar product is proportional to $`I_1`$, and using the trace as we already did, this second factor must be zero. Therefore, the curvature integrability condition becomes
$`(7.18)`$
$$\begin{array}{c}[R_D(X,I_2X),I_1][R_D(I_1X,I_3X),I_1]\\ +I_1[R_D(I_1X,I_2X),I_1]+I_1[R_D(X,I_3X),I_1]=0,\end{array}$$
for any orthonormal basis of $`Q`$ and $`X\mathrm{\Gamma }E`$.
The case $`q=1`$ is that of a four-dimensional conformal structure. Hence, the obtained conditions must be equivalent with those of classical twistor theory.
Coming back to the torsion integrability condition of $`J_1`$, we will notice the following interesting fact
###### 7.4 Proposition
Two $`Q`$-preserving Bott connections $`\varpi ,\varpi ^{}`$ define the same structure $`J_1`$ on $`Z()`$ iff their torsions differ by a term which satisfies the torsion integrability condition.
Proof. From the definition of $`J_1`$, it follows that $`\varpi ,\varpi ^{}`$ define the same structure $`J_1`$ iff the (horizontal) difference form of the connections induced in $`Q`$ satisfies
$`(7.19)`$
$$\xi ^{}\xi =0(\mathrm{mod}.\gamma ^i,\gamma ^i^{})$$
By subtracting the corresponding structure equations (6.3), (6.4) of the two connection forms $`\varpi ,\varpi ^{}`$, we get
$`(7.20)`$
$$\gamma ^hA_h^i\gamma ^h^{}B_h^i+\frac{\sqrt{1}}{2}[(\overline{\xi }^{}\overline{\xi })\gamma ^i+(\xi ^{}\xi )\overline{\gamma }^i^{}]$$
$$+\gamma ^i(T_D^{}T_D)=0,$$
$`(7.21)`$
$$\gamma ^hC_h^i\gamma ^h^{}S_h^i+\frac{\sqrt{1}}{2}(\xi ^{}\xi )(\gamma ^i\overline{\gamma }^i)\sqrt{1}(c^{}c)\gamma ^i$$
$$+\gamma ^i^{}(T_D^{}T_D)=0,$$
where $`A,B,C,S`$ are the entries of the difference forms of the connections, and $`D,D^{}`$ are the corresponding covariant derivatives. Hence, $`\xi ^{}\xi `$ may be calculated by applying $`i(I_1^{}X)`$, with $`X\mathrm{\Gamma }E`$ to (7.20), (7.21), and the result contains only $`\gamma ^i,\gamma ^i^{}`$ iff $`(T_D^{}T_D)`$ satisfy (7.4), if $`q2`$, and (7.13), if $`q=1`$. Q.e.d.
###### 7.5 Corollary
Any two connections which satisfy the torsion integrability condition define the same structure $`J_1`$.
It is also possible to find the condition for two connections $`\varpi ,\varpi ^{}`$ as in Proposition 7.4 to define the same pair of structures $`(J_1,J_2)`$. Namely,
###### 7.6 Proposition
Under the hypotheses of Proposition 7.4, the connections $`\varpi ,\varpi ^{}`$ define the same structures $`J_1,J_2`$ iff one of the following equivalent conditions is satisfied:
(a) $`\varpi `$ and $`\varpi ^{}`$ induce the same connection in the vector bundle $`Q`$;
(b) $`SQ`$ with $`S^2=Id`$, one has equal commutants $`[S,\varpi ]=[S,\varpi ^{}]`$;
(c) $`SQ`$ with $`S^2=Id`$, one has equal traces $`tr(S\varpi )=tr(S\varpi ^{})`$.
Proof. Now, we ask condition (7.19) and also
$`(7.22)`$
$$\xi ^{}\xi =0(\mathrm{mod}.\overline{\gamma }^i,\overline{\gamma }^i^{}),$$
which expresses the fact that the two connections define the same structure $`J_2`$. Together, (7.19) and (7.22) yield $`\xi ^{}\xi =0`$, which exactly is condition (a).
Furthermore, let us look at the relation (5.16) between the connection form $`\varpi `$ and the connection form $`\omega `$ of the connection induced in $`Q`$. With the notation (5.18), and like for (6.10), we obtain
$`(7.23)`$
$$a=<I_2,[I_1,\varpi ]>_Q,b=<I_3,[I_1,\varpi ]_Q>.$$
If $`t:=\varpi ^{}\varpi `$, and in view of condition (a), we will have $`(J_1,J_2)=(J_1^{},J_2^{})`$ iff
$`(7.24)`$
$$<I_2,[I_1,t]>_Q=0,<I_3,[I_1,t]>_Q=0.$$
This implies $`[I_1,t]=\alpha I_1`$, and the trace yields $`\alpha =0`$, which exactly is condition (b).
Finally, we will obtain condition (c) by using the following straightforward solutions of (5.16):
$`(7.25)`$
$$\begin{array}{ccc}aId\hfill & =& \hfill \frac{1}{2}\{I_3\varpi +\varpi I_3+I_2\varpi I_1I_1\varpi I_2\},\\ bId\hfill & =& \hfill \frac{1}{2}\{I_2\varpi +\varpi I_2I_3\varpi I_1+I_1\varpi I_3\},\\ cId\hfill & =& \hfill \frac{1}{2}\{I_1\varpi +\varpi I_1I_2\varpi I_3+I_3\varpi I_2\}.\end{array}$$
By taking the traces in (7.25), we get
$`(7.26)`$
$$a=\frac{1}{2q}tr(I_3\varpi ),b=\frac{1}{2q}tr(I_2\varpi ),c=\frac{1}{2q}tr(I_1\varpi ).$$
Obviously, this proves that (c) is equivalent to (a). Q.e.d.
###### 7.7 Remark
It is also possible to solve equations (6.9) by formulas of the type (7.25):
$`(7.27)`$
$$\begin{array}{ccc}𝒜Id\hfill & =& \frac{1}{2}\{[R_D,I_3]+[R_D,I_2]I_1[R_D,I_1]I_2\},\hfill \\ Id\hfill & =& \frac{1}{2}\{[R_D,I_2][R_D,I_3]I_1+[R_D,I_1]I_3\},\hfill \\ 𝒞Id\hfill & =& \frac{1}{2}\{[R_D,I_1][R_D,I_2]I_3+[R_D,I_3]I_2\},\hfill \end{array}$$
which implies that $`𝒜,,𝒞`$ are $`(1/4q)`$ of the traces of the right hand sides of (7.27). These formulas can provide another form of writing the projectability and integrability conditions.
Dipartimento di Matematica
Università di Roma ”La Sapienza”, Italy
e-mail: piccinni@mat.uniroma1.it
Department of Mathematics
University of Haifa, Israel
e-mail: vaisman@math.haifa.ac.il |
warning/0001/quant-ph0001078.html | ar5iv | text | # PHYSICAL MODEL OF SCHRODINGER ELECTRON. FAYNMAN CONVENIENT WAY IN MATHEMATICAL DESCRIPTION OF ITS QUANTUM BEHAVIOUR
## 1 Introduction
A physical model (PhsMdl) , and of the nonrelativistic quantized Schrodinger’s electron (SchrEl) is offered in this work. In our obvious PhsMdl the SchrEl will be regarded as some well spread (WllSpr) elementary electric charge (ElmElcChrg), taking simultaneously part in two independent and different in size and frequency motions: A) Some classical motion of a Lorentz’ electron (LrEl) along a smooth clear-cut thin classical trajectory realized in a consequence of some a known interaction (IntAct) of LrEl’s over spread (OvrSpr) ElmElcChrg, magnetic dipole moment (MgnDplMmn) or bare mass with the intensity of some external classical fields (ClsFlds) as it is done within the Newton nonrelativistic classical mechanics (NrlClsMch) and Maxwell-Lorentz nonrelativistic classical electrodynamics (ClsElcDnm). B) The isotropic three-dimensional nonrelativistic quantized ((IstThrDmnNrlQnt) Furthian stochastic boson harmonic oscillations FrthStchBsnHrmOscs) of the SchrEl as a result of the permanent electric interaction (ElcIntAct) of its WllSpr ElmElcChrg with the electric intensity (ElcInt) of the resultant quantized electromagnetic field (QntElcMgnFld) of the stochastic virtual photons (StchVrtPhtns), stochasticly generated by dint of StchVrtPhtns (, and ), exchanged between the fluctuating vacuum (FlcVcm) and it. This Furthian quantized stochastic behaviour of the SchrEl is very similar to the Brownian classical stochastic behaviour of the ClsMicrPrt. But in a principle the exact description of the resultant behaviour of the SchrEl owing of its participation in both the mentioned motions could be done only by means of the nonrelativistic quantum mechanics’ (NrlQntMch) and nonrelativistic classical electrodynamics’ (ClsElcDnm) laws.
The description of some quantized micro particle QntMicrPrt behaviour, within the matrix presentation of the NrlQntMch, offered by Heisenberg, () have been accompanied with unfounded affirmation that its unknown motion cannot be described by dint of any its trajectory.Therefore for this purpose one must use the matrix elements of its operator, which in a reality presents a Fourie components of the same trajectory. Indeed, missunderstanding the cause for incommon dualistic behaviour of QntMcrPrts lets one erroneous applay an ansamble statistical commentary instead of a stochastic diffusible one of the probabibly interpretation of the modul square of its orbital wave function (OrbWvFnc) and gives some incorrect physical interpretation of the uncertainity relations of Heisenberg (). Therefore the contiuity integral representation of the motion within the NrlQntMch have been missinterpretated as a natural generalization of the classical space-time trajectory. Some physical scientists have considered this representation as a giving some possibility for the construction of some trajectoty, which is compatible with the uncertainity relation of Heisenberg within Feynman’s continuity integral representation of the NrlQntMch. But this is very incorrect allegation as because these continuity path integrals are calculated over all virtual possible trajectories in this area. In Feynman mathematical formalism () the transition of some QntMicrPrt from one space point into another one is characterized by no one trajectoty but by a greet number of possible trajectories, each of them insert by certain own contribution of the probability in its transition amplitude.
## 2 Physical explanation of the essence of the electron physical model by analogy between the mathematical description of FrthQntMicrPrt behaviour and BrmClsMicrPrt behaviour.
In our obvious physical model (PhsMdl) of the nonrelativistic quantized Schrodinger’s electron (SchrEl) it will be regarded as some well spread (WllSpr) elementary electric charge (ElmElcChrg), taking simultaneously part in two different motions : A) The classical motion of a Lorentz’ electron (LrEl) along an smooth well contoured thin classical trajectory realized in a consequence of a some known interaction (IntAct) of its over spread (OvrSpr) ElmElcChrg, magnetic dipole moment (MgnDplMmn) or bare mass with the intensity of some external classical fields (ClsFlds) as it is done in the Newton nonrelativistic classical mechanics (NrlClsMch) and Maxwell-Lorentz nonrelativistic classical electrodynamics (ClsElcDnm). B) The isotropic three-dimensional nonrelativistic quantized Furthian stochastic boson harmonic oscillations (IstThrDmnNrlQnt FrthStchBsnHrmOsc) of the SchrEl as a result of the permanent electric interaction (ElcIntAct) of its WllSpr ElmElcChrg with the electric strength of the resultant quantized electromagnetic field (QntElcMgnFld) of the stochastic virtual photons (StchVrtPhtns), generated y dint of StchVrtPhtns exchanged between the fluctuating vacuum (FlcVcm) and it. This Furthian quantized stochastic behaviour of the SchrEl is very similar to the Brownian classical stochastic behaviour of the ClsMacrPrt.
Indeed,it is well known that the classical motion of some Lorentz’ electron (LrEl) as a classical macro particle (ClsMacrPrt) is well described by means of a clear-cut smooth narrow line, while the quantized motion of some Schrodinger’s electron (SchrEl) as a quantum micro particle (QntMicrPrt) is well discribed is well described by sum of two line: the first one is a distinct smooth thin classical line and the second one is many broad cylinricaly spread path. The SchrEl participates in stochastically roughly determined circumferences oscillations within different flats and with different radii, with centres which are successively arranjed over frequently broken line,short and amounted by random very disorderly orientated in space petty pieces lines. Therefore the quantized motion of some micro particle cannot be descripted by smooth thin well contured (focused) line. Therefore the quadratic differential wave equation of Schrodinger (QdrDfrWvEqtSchr) () may be obtained through an addition of the kinetic energy of Furth quantized stochastic harmonic oscillation motion (), expressed by the dispersion of its imaginery momentum or stochastic osmotic velosity to the quadratic differential particle equation of Hamilton-Jacoby (QdrDfrPrtEqtHml/Jcb). Since then a transparent survey of the behaviour of a nonrelativistic quantized SchEl in our PhsMdls may be build by means of the substitution of classical Wiener’s continuous integral () with quantized Feynman’s continuous integral ( and ). Therefore it is necessary to take into consideration that Schrodinger in 1931 () and Furth in 1933 () had found some formal analogy between the quadratic differential diffusive equation of Focker-Plank (QdrDfrDfsEqtFcrPln) :
$$\frac{W}{t}=div(Wv)D\mathrm{\Delta }W$$
(1)
for the distribution function $`W`$ of a probability density (DstFncPrbDns) of the free Brownian classical micro particle (BrnClsMicrPrt) in a motionless coordinate system in a respect to one and the quadratic differential wave equation of Schrodinger (QdrDfrWvEqtSch)
$$\mathrm{}\frac{\mathrm{\Psi }}{t}=\frac{\mathrm{}^2\mathrm{\Delta }}{2m}\mathrm{\Psi }+V\mathrm{\Psi }$$
(2)
for an orbital wave function (OrbWvFnc) $`\mathrm{\Psi }`$ of a free Furthian quantized micro particle (FrthQntMicrPrt) in a motionless coordinate system in respect to one.This similarity become particulary stricing at an absence of any external forces when U = 0 and v = 0.
$$\frac{W}{t}=D\mathrm{\Delta }W$$
(3)
and
$$i\mathrm{}\frac{\mathrm{\Psi }}{t}=\frac{\mathrm{}^2\mathrm{\Delta }}{2m}\mathrm{\Psi }$$
(4)
The unimportant distinction between two equations consists in the existence of imaginary unit $`i`$ in diffusivity factor of wave equation, i.e. the if diffusivity factor $`D`$ of BrnClsMcrPrt has real value, the diffusivity factor $`D`$ has imaginary value $`\frac{i\mathrm{}^2}{2m}`$. They had found that there exists an essential coincidence between two presentations (3) and (4) if the coefficient of the diffusion $`D`$ is equal of $`\frac{i\mathrm{}}{2m}`$. Therefore Feynman has used for transition between two OrbWvFncs $`\mathrm{\Psi }`$ of some free FrthQntMcrPrt with different coordinates and times the following formula:
$$\mathrm{\Psi }(x_1,t_1)=K(x_1,t_1|x_2,t_2)\mathrm{\Psi }(x_2.t_2)dx_2$$
(5)
in analogous of such the formula,which early had been used by Einstein (),),Smoluchovski () and Wiener () for the transition between two DstFncsPrbDns $`W(\lambda ,t)`$ of a free BrnClsMicrPrt:
$$W(\lambda ,t)=W(\lambda _o,t_o)P(\lambda _o,t_o|\lambda ,t)𝑑\lambda _o$$
(6)
The diffusivity $`D`$, which is very strongly dependent as on the viscosity and temperature of the solvent, so on the radius of the BrnClsPrt, can been determined by help of the DstFncsPrbDns $`W(\lambda ,t)`$ by means means of the followig definition formula :
$$D(\lambda _o)=\left(\genfrac{}{}{0pt}{}{Łim}{\mathrm{\Delta }t0}\right)\mathrm{}_a^b\frac{(\lambda \lambda _o)^2}{2\mathrm{\Delta }t}P(\lambda _o,t_o|\lambda ,t)𝑑\lambda $$
(7)
It is neccessary to turn here our attention to satisfaing as from the functions of the hit probability $`P(x_1,t_1|x_3,t_3)`$ and $`P(x_3,t_3|x_2,t_2)`$, so from the functions $`K(x_1,t_1|x_3,t_3)`$ and $`K(x_3,t_3|x_2,t_2)`$ of the following M-change relations,which characterizes Markovian processes:
$$P(x_1,t_1|x_2,t_2)=P(x_1,t_1|x_3,t_3)P(x_3,t_3|x_2,t_2)𝑑x_3$$
(8)
and
$$K(x_1,t_1|x_2,t_2)=K(x_1,t_1|x_3,t_3)K(x_3,t_3|x_2,t_2)𝑑x_3$$
(9)
if the probability function $`K`$ for the FrthQntMicrPrt within the NrlQntMch has the following well known form :
$$K(x_o,t_o|x,t)=\frac{\sqrt{m}}{\sqrt{2i\pi \mathrm{}t}}\mathrm{exp}[i\frac{mx^2}{2\mathrm{}t}]$$
(10)
which is analogous of the probability function P for the BrnClsMcrPrt within the StchClsMch having the following Gaussina exponential form :
$$P(x_o,t_o|x,t)=\frac{1}{\sqrt{4\pi \tau D}}\mathrm{exp}[\frac{x^2}{4\pi D\tau }]$$
(11)
But as we can see from (10) and (11) that one have no physical mean of some classical velocity, as if
$$\left(\genfrac{}{}{0pt}{}{Łim}{t_nt_{n1}}\right)\mathrm{}\left(\frac{x_nx_{n1}}{t_nt_{n1}}\right)\left(\genfrac{}{}{0pt}{}{Łim}{t_{n+1}t_n}\right)\mathrm{}\left(\frac{x_{n+1}x_n}{t_{n+1}t_n}\right)$$
(12)
when the BrnClsMicrPrt participates within the BrnStchMtn. From here it follows that although Feynman speak very loudly about his using of the smallest action principle at description of the unknown uncommon behaviour of the QntMicrPrts, in a reality he go on very silently by dint of the matematical apparatus of the BrnStchMch, using the existent substantial analogy between the FrthStchMtn of the QntMicrPrt and well known BrnStchMtn of the BrnMicrPrt.
As a generalization of the equalityes (8) and (9) they have shown that the probability function describes the probabiility of some free QntMacrPrt (BrnClsPrt) to move from the point $`x_o`$ in the time moment $`t_o`$ to the point x in the time t, passing through the interval of some virtual trajectory between the points a and b ,is clearly defined as a product from the probaibility of same free BrnClsPrt to move from the point $`x_o`$ in the time moment $`t_o`$ to the point $`x_1`$ in the time moment $`t_1`$, passing through the interval of some virtual trajectory between the points $`a_1`$ and $`b_1`$, times the probability of same free BrnClsPrt to move from the point $`x_1`$ in the time moment $`t_1`$ to the point $`x_2`$ in the time moment $`t_2`$, passing through the interval of some virtual trajectory between the points $`a_1`$ and $`b_1`$, times the probability of same free BrnClsPrt to move from the point $`x_2`$ in the time moment $`t_2`$,passing through the interval of some virtual trajectory between the points $`a_2`$ and $`b_2`$ and so on,times the probability of same free BrnClsPrt to move from the point $`x_n`$ in the time moment $`t_n`$, passing through the interval of some virtual trajectory between the points $`a_n`$ and $`b_n`$, after their integration in respect of all the intermediate variables over their intervals :
$`P(x_o,t_o|x,t)={\displaystyle \mathrm{}P(x_o,t_o|x_1,t_1)P(x_1,t_1|x_2,t_2)}`$
$`P(x_2,t_2|x_3,t_3)\mathrm{}P(x_n,t_n|x,t)dx_1,dx_2,dx_3,\mathrm{}dx_n`$ (13)
and analogous
$`K(x_o,t_o|x,t)={\displaystyle \mathrm{}K(x_o,t_o|x_1,x_1)K(x_1,t_1|x_2,t_2)}`$
$`K(x_2,t_2|x_3,t_3)\mathrm{}K(x_n,t_n|x,t)dx_1,dx_2,dx_3,\mathrm{}dx_n`$ (14)
However,it is very important to understand why the form of probability function $`K_{i,j}`$ of two independent events,having property of a product of their own probability function $`K_i`$ and $`K_j`$, has exponential connection with the action function $`S_{i,j}(r,t)`$ of a free QntMicrPrt, having property of a sum of two independent events. Therefore the form (10), written by Feynman, coinsidences with the gaussian exponent (11), very early writing down for description of the probability $`P(r_o,t_o|r,t)`$ to find some BrnClsPrt after a time interval $`\tau =tt_o`$ of a distance $`x=rr_o`$. Hence if the DstFncPrbDns $`W`$ may has positive real value only, the OrbWvFnc $`\mathrm{\Psi }`$ may has a complex value. This means that for some part of the OrbWvFnc $`\mathrm{\Psi }`$ may exist a total analogy between both the QdrPrtEqn and their solutions. Indeed, if the exponent and normalization factor of the DstFncPrbDns $`W`$ have real value only, the exponent and normalization factor of the OrbWvFnc $`\mathrm{\Psi }`$ may have complex value.
Indeed,if we suppose that
$$E=\frac{\{\overline{p}\}^2}{2m}+\frac{\{\delta p\}^2}{2m}+U(r)$$
(15)
then within a quasiclassical approximatin many physicists presume that the SchrEl’s OrbWvFnc $`\mathrm{\Psi }`$ may been written in the following two forms : a) within the classical accessible area :
$$\mathrm{\Psi }(r,t)=\{C_1\mathrm{exp}\{\frac{i}{\mathrm{}}p𝑑x\}\mathrm{exp}\{\frac{1}{2}\mathrm{ln}p\}+C_2,\mathrm{exp}\{\frac{i}{\mathrm{}}p𝑑x\}\mathrm{exp}\{\frac{1}{2}\mathrm{ln}p\}\}$$
(16)
and b) within the classical accessible area :
$$\mathrm{\Psi }(r,t)=C_1\mathrm{exp}\{\frac{1}{\mathrm{}}p𝑑x\}\mathrm{exp}\{\frac{1}{2}\mathrm{ln}p\}$$
(17)
where
$$p=\sqrt{2m\{EU\}}=\sqrt{\{\overline{p}\}^2+\{\delta p\}^2}$$
(18)
if $`\overline{p}=|p|`$ and $`\{\delta p\}^2=\{p\overline{p}\}^2`$. When $`UE`$ then
$$|p|=i\sqrt{2m\{UE\}}=i\sqrt{\{\overline{p}\}^2+\{\delta p\}^2}$$
(19)
Then the imaginary part of the exponent (the real part $`S_1`$ of the action function $`S`$),
$$\{\frac{i}{\mathrm{}}\}pdx\}and\{\frac{i}{\mathrm{}}\}pdx\}$$
(20)
will describe the classical motion along distinct smooth narrow line and the real part of the exponent (the imaginary part $`S_2`$ of the action function $`S`$)
$$\frac{1}{2}\mathrm{ln}(p)$$
(21)
will describe the Furthian stochastic motion (FrthStchMtn) along a frequently broken of petty strongly disorientated small pieces closely to the smooth and distinc thin line of the classical motion. Therefore the FrthStchMtn will erode the clear-cut smooth thin line and the total motion of the QntMcrPrt will be spread in a wide path. As the energy E, the averaged momentum $`\overline{p}`$ and the dispersion $`\sqrt{(\delta p)^2}`$ are determined by the OrbWvFnc $`\mathrm{\Psi }`$ of the QntMicrPrt then the possibility decrease of its discovery within the appointed area will be also determined. When the potential $`U`$ is bigger then the total energy $`E`$ of some QntMicrPrt, then the momentum $`p`$ must be substituted by the $`i|p|`$. As a result of that we can suppose that the unusual dualistic behaviour of the QntMicrPrt within the NrlQntMch can be described by dint of the following mutual conjugated physical quantities :
$$r_j=\overline{r_j}+\delta r_jandp_j=\overline{p_j}+\delta p_j$$
(22)
The upper supposition shows us way for some part of the QntMicrPrt’s OrbWvFnc may exist a total analogy between the presentations of both the QdrPrtDfrEdts and their solutions.In this way we understand why the behaviour of the QntMicrPrt must be described by a OrbWvFnc $`\mathrm{\Psi }`$ , although the behaviour of the ClsMacrPrt may be described only by a clear-cut smooth thin line.
Indeed, the first, it is known from quantum electrodynamics (QntElcDnm), that when the energy of some QntMicrPrt has a complex value, then its real part describes the real energy of the particle, while its imaginary part describes its disappearance in the time, i.e.the time of its decay into another QntMicrPrts; in the second, it is known from quantum mechanics theory (QntMchThr) of the Solid State, that the real part of the momentum of the QntMicrPrt describes its averaged current part, while the imaginary part of the momentum of the QntMcrPrt describes its disappearance in the space, i.e. the decrement of the probability the QntMcrPrt to come in inside of the potential barier $`U`$.
Hence, although that Feynman speak loudly about the principle of the smallest action function, but he uses always the mathematical apparatus of the Brownian stochastic motion (BrnStchMtn), as the imaginary part of the action $`S`$ of the FrthQntMcrPrt takes the form of the real part of the exponent of the DstFncPrbDns $`W`$ of BrnClsMicrPrt, which describes its BrnStchMtn.We can impressively see this discrepancy between interpretation and using the mathematical apparatus of the ClsStchMch, particulary at the derivation of the Schrodinger wave equation by using of some formulas from the BrnStchMtn theory with the consideration the potential role.
$$\mathrm{\Psi }(x,t+ϵ)=\frac{1}{A}_V\mathrm{exp}[\frac{im\eta ^2}{2\mathrm{}ϵ}]\mathrm{\Psi }(x+\eta ,t)𝑑\eta $$
(23)
Indeed, if Feynman has used in a reality the principle of the smallest action, he would not have expand in a power only the potential exponent and keeping of this part of the action, which describes the kinetic energy of the SchEl’s FrthStchMtn. But Feynman whould expand the Lagrangian exponent, as there is distinction between the kinetic and potential energies, which in according with the smallest action principle must compensate each other. The expansion of the potential exponent only :
$$\mathrm{exp}[\frac{iϵ}{\mathrm{}}U(x+\frac{\eta }{2},t)][\mathrm{\hspace{0.17em}1}\frac{iϵ}{\mathrm{}}U(x+\frac{\eta }{2},t)]$$
(24)
means that Feynmam keeps the kinetic energy exponent $`exp[\frac{im\eta ^2}{2\mathrm{}ϵ}]`$ for averaging the interaction of the FrthQntMcrPrt by means of the DstFncPrbDns $`W`$, assuming that the QntMicrPrt perform the FrthQntStchMtn. I think that Feynman has expanded the potential exponent because it compensates the kinetic energy of the NtnClsMtn, which participates in a QvdDfrClsEqtHml-Jcb and as last it would break semi-group properties of the Gausian exponential distribution.
## 3 Calculation of the minimal dispersions of some dynamical variables of QntMicrPrts as a result of their participation in the FrthQntStchMtn
We attempt in what follows to show that the smalles values of some dynamical variable dispersions may been determined as a result of their participation in the FrthQnttchMtn,using their definition by Feynman.Hence when Feynman has discussed about the time dependence of the velocity of some QntMicrPrt
$$v_n^+=\left(\genfrac{}{}{0pt}{}{Łim}{ϵ\mathrm{\hspace{0.17em}0}}\right)\frac{\left(x_{n+1}x_n\right)}{\left(t_{n+1}t_n\right)}=(v+iu),$$
(25)
and
$$v_n^{}=\left(\genfrac{}{}{0pt}{}{Łim}{ϵ\mathrm{\hspace{0.17em}0}}\right)\frac{\left(x_nx_{n1}\right)}{\left(t_nt_{n1}\right)}=(viu),$$
(26)
where
$$t_{n+1}=t_n+ϵandt_{n1}=t_nϵ,$$
(27)
, he has assumed that it is
$$u^2\left(\frac{2D}{ϵ}\right)$$
(28)
which may be only if
$$x_{n+1}x_nx_nx_{n1}\sqrt{\left(2Dϵ\right)}=\sqrt{\left(\frac{\mathrm{}ϵ}{m}\right)},$$
(29)
, as it must be at FrthStchMtn. Indeed, if
$$(\mathrm{\Delta }p)^2)=\frac{1}{2}(\mathrm{\Delta }p)^2=\frac{(m\mathrm{\Delta }x)^2}{2(ϵ)^2}=\frac{m\mathrm{}}{2ϵ},$$
(30)
, and if
$$(\mathrm{\Delta }x)^2=\frac{1}{2}(\mathrm{\Delta }x)^2,$$
(31)
, then
$$(\mathrm{\Delta }p)^2\times (\mathrm{\Delta }x)^2=\left(\frac{\mathrm{}}{2}\right)^2,$$
(32)
Further when Feynman has discussed about the kinetic energy of the QntMcrPrt, he has asserted that instead the known expression:
$$\frac{m(x_{n+1}x_n)^2}{(2ϵ)^2}+\frac{m(x_nx_{n1})^2}{(2ϵ)^2}$$
(33)
we must use the following expression:
$$2\frac{m}{2}\times \frac{(x_{n+1}x_n)}{ϵ}\times \frac{(x_nx_{n1})}{ϵ},$$
(34)
Indeed, if from eqns.(25) and (26) we have : $`v^+=(v+iu)`$ and $`v^{}=(viu)`$ then
$$\left(\frac{m(x_{n+1}x_n)^2}{(2ϵ)^2}\right)+\left(\frac{m(x_nx_{n1})^2}{(2ϵ)^2}\right)=\frac{mv^2}{2}\frac{mu^2}{2},$$
(35)
which is wrong, but
$$\frac{m}{2}\times \frac{(x_{n+1}x_n)}{ϵ}\times \frac{(x_nx_{n1})}{ϵ}=\frac{mv^2}{2}+\frac{mu^2}{2},$$
(36)
, which is correct. Moreover, if both
$$(\mathrm{\Delta }E)=\frac{mu^2}{2}$$
(37)
, where
$$u^2=\frac{(\mathrm{\Delta }x)^2)}{(ϵ)^2}=\frac{(\mathrm{\Delta }x)^2}{2(ϵ)^2}=\frac{\mathrm{}}{2mϵ},$$
(38)
and from (27) $`\mathrm{\Delta }t=ϵ`$ then we have immediately :
$$(\mathrm{\Delta }E)^2\times (\mathrm{\Delta }t)^2=\left(\frac{\mathrm{}}{2}\right)^2.$$
(39)
Further the values of the dispersion $`(\mathrm{\Delta }P_r)^2`$ and $`(\mathrm{\Delta }L_j)^2`$ can been determined by virtue of the uncertainity relations of Heisenberg :
$$(\mathrm{\Delta }P_r)^2\times (\mathrm{\Delta }r)^2\frac{\mathrm{}^2}{4}$$
(40)
$$(\mathrm{\Delta }L_x)^2\times (\mathrm{\Delta }L_y)^2\frac{\mathrm{}^2}{4}\times (L_z)^2$$
(41)
$$(\mathrm{\Delta }L_y)^2\times (\mathrm{\Delta }L_z)^2\frac{\mathrm{}^2}{4}\times (\mathrm{\Delta }L_x)^2$$
(42)
and
$$(\mathrm{\Delta }L_z)^2\times (\mathrm{\Delta }L_x)^2\frac{\mathrm{}^2}{4}\times (\mathrm{\Delta }L_y)^2$$
(43)
Thence the distersion $`(\mathrm{\Delta }P_r)^2`$ will really have its minimal value at the maximal value of the $`(\mathrm{\Delta }r)^2`$, which is $`r^2`$. In such a way we obtained that the minimal value of the dispersion $`(\mathrm{\Delta }P_r)^2`$ can been determined by the following well known inequality :
$$(\mathrm{\Delta }P_r)^2\frac{\mathrm{}^2}{4}\times (\mathrm{\Delta }r)^2$$
(44)
When the SchEl is placed within an external potential with the cylyndrical symmetry then the direction of the axis z of the our coordinate system coincideswith the direction of the angular MchMmn,then $`(L_z)`$ therefore by means of (41) we can obtain that :
$$(\mathrm{\Delta }L_x)^2=(\mathrm{\Delta }L_y)^2=\frac{l\mathrm{}^2}{2}$$
(45)
As by means of the inequalities (42) and (45) we can obtain that $`(\mathrm{\Delta }L_z)^2\frac{\mathrm{}^2}{4}`$, then we can obtain that: at $`(L_z)\mathrm{\hspace{0.17em}0}`$,i.e. at an existence of the cylindrical symmetry $`((\mathrm{\Delta }L_x)^2=(\mathrm{\Delta }L_y)^2=\frac{l\mathrm{}^2}{2}`$
$$(L)^2=(L_z)^2+(\mathrm{\Delta }L_x)^2+,(\mathrm{\Delta }L_y)^2+(\mathrm{\Delta }L_z)^2=(l\mathrm{})^2+l\mathrm{}^2+\frac{\mathrm{}^2}{4}=(l\mathrm{}+\frac{\mathrm{}}{2})^2$$
(46)
and at $`L_z=\mathrm{\hspace{0.17em}0}`$,i.e. at an existence of the spherical symmetry $`((\mathrm{\Delta }L_x)^2=(\mathrm{\Delta }L_y)^2=(\mathrm{\Delta }L_z)^2=\frac{\mathrm{}^2}{4})`$
$$(\mathrm{\Delta }L_x)^2+,(\mathrm{\Delta }L_y)^2+(\mathrm{\Delta }L_z)^2=\frac{3\mathrm{}^2}{4}$$
(47)
Realy, the obtained upperesults may been obtained by means of the formal transfer from the three-dimensional QdrPrtDfrWvEqtSchr for the spherical part $`R(r)`$ of the SchrEl’s OrbWvFnc $`\mathrm{\Psi }`$,depend only from $`r`$, written in a spherical coordinate system:
$$\frac{d^2R}{dr^2}+\frac{2}{r}\frac{dR}{dr}+\left[\frac{2m}{\mathrm{}^2}\left\{EU(r)\right\}\frac{l(l+1)}{r^2}\right]R(r)=\mathrm{\hspace{0.17em}0}$$
(48)
to two dimensional QdrPrtDfrWvEqtSchr for the cylindrical part $`\mathrm{\Phi }(\rho )`$ of the SchrEl’s OrbWvFnc $`\mathrm{\Psi }`$, depend only from $`\rho `$, written in a cylindrical coordinate system :
$$\frac{d^2\mathrm{\Phi }}{d(\rho )^2}+\frac{1}{\rho }\frac{d\mathrm{\Phi }}{d\rho }+\left[\frac{2m}{\mathrm{}^2}\left\{EU(\rho )\right\}\frac{(l+1/2)^2}{(\rho )^2}\right]\mathrm{\Phi }(\rho )=\mathrm{\hspace{0.17em}0}$$
(49)
There is necessity to point here, that the formal transfer from the equation (48) to the equation (49) can been realized by virtue of the exchange of $`r`$ and $`R(r)`$ with $`\rho `$ and $`\frac{\mathrm{\Phi }(\rho )}{\sqrt{\rho }}`$ in the corresponding way. Further it is well known that the presentation of the QdrPrtDfrWvEqtSchr for the SchEl’s total OrbWvFnc $`\mathrm{\Psi }(\rho ,\phi ,z)`$ has the following well known form :
$$\frac{^2\mathrm{\Psi }}{\rho ^2}+\frac{1}{\rho }\frac{\mathrm{\Psi }}{\rho }+\frac{1}{\rho ^2}\frac{^2\mathrm{\Psi }}{\phi ^2}++\frac{^2\mathrm{\Psi }}{z^2}+\frac{2m}{\mathrm{}^2}\{EU(\rho ,z)\}\mathrm{\Psi }=\mathrm{\hspace{0.17em}0}$$
(50)
Then in a result of the comparison of the eq.(49) with the eq.(50) we can obtain the averaged value of the total OrbMchMnt’s square $`<L^2>`$ in the NrlQntMch must coincide with its value $`\mathrm{}(l+1/2)`$ determined by the eq. (46).In such a way we obtain the average value of the total orbital mechanical moment (OrbMchMmn) in a square $`L^2`$ of a SchEl in the cylindrical coordinate.From above it is followed that the value $`L^2=\mathrm{}^2l(l+1)`$, which can be obtained in the spherical coordinate, taking no into account the part $`(\mathrm{\Delta }P_r)^2=\frac{\mathrm{}^2}{4r^2}`$ .Indeed,after all the part of the product $`(\mathrm{\Delta }P_{r}^{}{}_{}{}^{2})\times r^2`$ may be considered as the dispersion $`(\mathrm{\Delta }L_r)^2`$ of $`(L_r)^2`$ along axis $`r`$, when the axis $`z`$ coincides with the radius-vector $`r`$. In such a way we can write the SchEl’s OrbWvFnc as a result of an upper discussion in the following presentations :
$$\mathrm{\Psi }(\rho ,\phi ,z)=\mathrm{\Psi }_l(\rho ,\phi ,z)\mathrm{exp}(i\frac{\phi }{2})=\mathrm{\Psi }_l(\rho ,z)\mathrm{exp}(i\frac{(2l+\mathrm{\hspace{0.17em}1})\phi }{2})$$
(51)
## 4 Conclution
The realized above investigation shows that when the SchEl is moving in Coulomb potentiale of the NclElcChrg of some H-like atom, then the stability of its ground state is ensured by the existence of the SchEl’s kinetic energy of its FrthStchMtn, generated as a result of the continuous ElcIntAct of its BlrElmElcChrg with QntElcMgnFld of stoch astic created virtual photons (StchVrtPhtns) within the fluctuating vacuum (FlcVcm). Besides that it could be easily shown that not only the SchEl’s localized energy, ensuring a stability of its ground state within H-atoms, but as well as all those are following: the existence of its additional MchMm and MgnDplMm,the SchEl’s tunnelling through the potential barrier and the shifts of its energy level in an atoms - are natural and incontestable manifestations of its effective participation in the FrthStchMtn too. However there exist an essential difference between Brownian classical stochastic motion (BrnClsStchMtn) of some BrnClsPrt within NrlClsMch and Furth’s quantum stochastic motion (FrthQntStchMtn) of some QntMicrPrt within NrlQntMch as the result of the existent difference between both moving cause: stochastic scattering of some atoms or molecules from another BrnClsPrt and the ElcIntAct of the SchEl’s BlrElmElcChrg with the ElcInt of LwEn-StchVrtPhtns, generated stochasticaly in the FlcVcm through continuous exchanges of the LwEn-StchVrtPhtns between the SchEl’s WllSpr ElmElcChrg and the FlcVcm .
In such a natural way we had ability to obtain the minimal value of the dispersion product, determined by the Heisenberg uncertainty relation. Hence we can come to a conclusion that the dispersions of the dynamical parameters of the quantized micro particles are natural result of their forced motions owing to ElcMgnIntAct of its WllSpr ElmElcChrg or MgnDplMm with the resultant strengths of the ElcFld or MgnFld of QntElcMgnFlds of StchVrtPhtns at its FrthQntStchMtn through the FlcVcm. |
warning/0001/hep-ex0001059.html | ar5iv | text | # 1 Introduction
## 1 Introduction
About three decades ago, highly inelastic electron-proton scattering was observed by a SLAC-MIT Collaboration which measured the proton structure function $`\nu W_2(Q^2,\nu )`$ to be independent of the four-momentum transfer squared $`Q^2`$ at fixed Bjorken $`x=Q^2/2M_p\nu `$. Here $`\nu =EE^{}`$ is the energy transferred by the virtual photon. It is related to the inelasticity $`y`$ through $`\nu =sy/2M_p`$, with proton mass $`M_p`$ and the energy squared in the centre of mass system $`s=2M_pE`$. With the SLAC linear accelerator the incoming electron energy $`E`$ had been successfully increased by a factor of twenty as compared to previous form factor experiments . Thus $`Q^2=4EE^{}\mathrm{sin}^2(\theta /2)`$ could be enlarged and measured using the scattered electron energy $`E^{}`$ and its polar angle $`\theta `$. Partonic proton substructure was established at $`1/\sqrt{Q^2}10^{16}`$ m which allowed the scaling behaviour of $`\nu W_2(Q^2,\nu )F_2(x)`$ to be interpreted. In the quark-parton model (QPM) the structure function $`F_2`$ is given by the momentum distributions of valence and sea quarks, $`q=q_v+q_s`$, and of antiquarks $`\overline{q}`$ weighted by the square $`Q_q^2`$ of the electric charge, $`F_2(x,Q^2)=x_qQ_q^2(q+\overline{q})`$. Neutrino experiments found $`\sigma _\nu 3\sigma _{\overline{\nu }}`$ demonstrating that partons could be identified with quarks having gauge couplings like leptons and that at large $`x`$ the sea is small. Scaling violations were hidden in the first DIS data taken at $`x0.2`$, as if we needed help to understand the basics of inelastic scattering. They were found in $`\mu N`$ scattering in an extended $`x,Q^2`$ range. The logarithmic $`Q^2`$ dependence of $`F_2(x,Q^2)`$, established in subsequent neutrino and muon-nucleon scattering experiments, was attributed to quark-gluon interactions in Quantum Chromodynamics .
With the discovery of neutral currents DIS neutrino experiments made a major contribution to the theory of weak interactions. In 1979 another $`ep`$ scattering experiment was performed at SLAC which determined in a highly sensitive polarization asymmetry measurement at $`Q^21.5`$ GeV<sup>2</sup> the right-handed weak isospin charge of the electron to be zero. This experiment selected thus the Glashow Weinberg Salam model as the standard electroweak theory and opened the possibility to investigate proton structure at high $`Q^2`$ via $`Z`$ boson exchange. The nucleon structure function $`F_2`$ was generalized, still in a $`VA`$ theory , to three functions
$$(F_2,G_2,H_2)=x\underset{q}{}(Q_q^2,2Q_qv_q,v_q^2+a_q^2)(q+\overline{q})$$
(1)
arising from photon exchange ($`F_2`$), $`\gamma Z`$ interference ($`G_2`$) and $`Z`$ exchange ($`H_2`$), where $`v_q(a_q)`$ are the vector (axial vector) quark couplings . In charged lepton-nucleon neutral current (NC) scattering two further structure functions appear which are analogous to $`xF_3`$ in neutrino scattering
$$(xG_3,xH_3)=2x\underset{q}{}(Q_qa_q,v_qa_q)(q\overline{q}).$$
(2)
A DIS muon experiment with simultaneous beam charge and polarity reversal resulted in the first determination of the $`\gamma Z`$ interference structure function $`xG_3`$ at $`Q^260`$ GeV<sup>2</sup> by the BCDMS Collaboration at CERN, Fig. 1. Electroweak interference occurs at the level of $`\kappa 10^4Q^2/`$ GeV<sup>2</sup> as defined by the ratio of the weak and the electromagnetic coupling constants. Since the axial vector couplings could be considered to be known this was an interesting measurement of the valence quark distribution sum $`u_v+d_v`$ which confirmed the sign of the quark charge combination $`Q_uQ_d`$ to be positive.
With the HERA energy of $`s=4E_eE_p10^5`$ GeV<sup>2</sup> the kinematic range of DIS experiments could be greatly extended towards high $`Q^2`$ since $`s`$ was enlarged by a factor of about $`2E_p/`$GeV compared to fixed target scattering. The first measurements of $`F_2`$ by the H1 and the ZEUS Collaborations, using data taken in 1992, reached $`x0.0005`$ at $`Q^220`$ GeV<sup>2</sup>. They discovered a steep rise of $`F_2(x,Q^2)`$ towards low $`x`$ at fixed $`Q^2`$: below $`x0.01`$ a decrease by one order of magnitude translates into an increase of $`F_2`$ by about a factor of two, Fig. 2.
Although a “Possible Non-Regge Behaviour of Electroproduction Structure Functions” at low $`x`$ had been considered and the concept and modified phenomenology of ‘dynamical partons’ had been worked out, this rise came as some surprise since the DGLAP evolution equations do not $`apriori`$ fix the $`x`$ behaviour. This rise is now basically understood as being due to the dominance of gluons which leads to the description of the scaling violations as $`F_2/\mathrm{ln}Q^2\alpha _sxg`$ for $`Q^2M_p^2`$ and low $`x`$. Its quantitative description in NLO QCD and the search for new dynamics connected with large logarithms of $`1/x`$ requires highest possible precision, i.e. improved instrumentation and higher luminosity than was available when the first observation was made.
While much attention has been paid to the inclusive and charm structure function measurements at HERA, remarkable progress was also achieved in the investigation of up, down, strange and charm quark distributions with neutrino and Drell-Yan experiments at the Tevatron.
This paper describes a talk on structure functions in deep-inelastic scattering delivered in 1999. Such a report is to some extent personal and cannot possibly cover this expanding field of particle physics in any exhaustive fashion. It thus may be seen together with further articles, e.g. , and with the conference on deep inelastic scattering and QCD held at Zeuthen in April 1999 . It demonstrates remarkable progress in DIS since the previous Symposium on Lepton-Photon Interactions . This talk focussed on recent measurements of structure functions (Section 2), of quark distributions including charm (Section 3) and determinations of the gluon distribution and of $`\alpha _s`$ (Section 4). The field of deep inelastic lepton-nucleon scattering has an exciting future as will be described briefly in Section 5.
## 2 Recent Measurements of Structure Functions
Since the first SLAC experiment, fixed target muon and neutrino-nucleon scattering experiments and subsequently the HERA collider experiments H1 and ZEUS extended the explored kinematic region of DIS by several orders of magnitude, Fig. 3. At smallest $`x`$ partons carry only a vanishing fraction of the proton momentum. Hence the kinematics resembles the fixed target experiments where both the electron and hadrons are scattered into the lepton beam direction (unfortunately termed ‘backward’ at HERA). For high $`Q^2>sxE_e/(E_e+xE_p)`$, i.e. $`Q^2>2,800`$ GeV<sup>2</sup> for $`x>0.5`$, the electron is scattered through angles $`\theta >90^o`$ with respect to the electron beam direction, similar to Rutherford backscattering. The kinematic range of the HERA collider experiments is confined to about $`y0.001`$. For lower $`y`$ hadrons escape in the forward (proton beam) direction. At very small $`y`$ the inclusive kinematics cannot be reliably reconstructed using the scattered electron variables alone since the $`x`$ resolution varies like $`1/y`$.
Until 1997 HERA ran with positrons scattered off protons of 820 GeV energy and about 40 pb<sup>-1</sup> of luminosity became available for each collider experiment. From 1998 till May 1999 data samples of about 15 pb<sup>-1</sup> were collected in collisions of electrons with 920 GeV protons. The $`e^\pm `$ energy is tuned to about 27.5 GeV to optimize the polarization for the fixed target experiment HERMES. Longitudinal lepton beam polarization is foreseen to be used in colliding beam mode from 2001 onwards.
### 2.1 Transition to Photoproduction and Low $`𝑸^\mathrm{𝟐}\mathbf{}𝑴_𝒑^\mathrm{𝟐}`$
The structure function $`F_2`$ which dominates the DIS cross section behaves like $`x^{\lambda (x,Q^2)}`$ and vanishes due to gauge invariance with $`Q^20`$ like O$`(Q^2)`$. The total virtual photon-proton scattering cross section is related to $`F_2`$ as $`\sigma _{tot}^{\gamma ^{}p}4\pi ^2\alpha F_2/Q^2`$. Measurements of $`F_2`$ at low $`Q^2`$ investigate the dynamics of the transition from the deep inelastic to the photoproduction regime . In Regge theory the structure function $`F_2`$ results from a superposition of exchanged Regge poles with intercepts $`\alpha _i`$, $`F_2=\beta _i(Q^2)W^{2\alpha _i2}`$, where $`W^2Q^2/xQ^2`$ for low $`x`$, $`W`$ being the invariant mass of the $`\gamma ^{}p`$ system. A recent fit to $`F_2`$ data (DL98) is rather successful using three trajectories, i.e. $`\alpha _1=1.08`$ for the soft pomeron, $`\alpha _2=0.55`$ for $`a`$ and $`f`$ exchange and $`\alpha _3=1.4`$ for the so-called hard pomeron . For $`Q^20`$ the exponent $`\lambda `$ is approximately given by the dominant pomeron Regge trajectory, i.e. $`\lambda \alpha _110.1`$. The recent ZEUS data , obtained with a backward calorimeter and tracker positioned close to the beam pipe, are rather well described by this model, Fig. 4.
Phenomenological models using a combination of Generalized Vector Meson Dominance and perturbative QCD describe this transition also well. Extrapolations of $`F_2(x,W^2)`$ to $`Q^20`$ come out to be somewhat higher than the direct measurements of $`\sigma _{tot}^{\gamma ^{}p}`$ with tagged electrons. The $`F_2`$ based $`\sigma _{tot}^{\gamma ^{}p}`$ data are still at some $`Q^2`$ distance from the real photoproduction measurements which have uncertainties of about 10% due to beam optics and the imperfect simulation of the complete final state. Further extension of the range of the inclusive $`F_2`$ measurements at HERA towards lowest $`Q^2`$ values is thus desirable. This could be achieved in a rather short run of HERA at minimum possible electron beam energy since $`Q^2`$ is proportional to $`E^2`$ for all except the high $`y`$ values.
New data on parton-hadron duality became available this year from an experiment at Jefferson Laboratory measuring electron-proton and deuteron scattering in the resonance region $`W1`$ GeV. The superposition of cross sections, determined at different $`Q^2`$ between 0.2 and 3.3 GeV<sup>2</sup>, leads to an averaged behaviour of $`F_2`$ which is valence like even at low $`x`$, or mass corrected $`\xi `$ , which supports the assumption made in the GRV analysis for the initial $`x`$ distributions at very small $`Q^2`$. In this experiment, which in the future will measure the ratio $`R=\sigma _L/\sigma _T`$, one estimates power corrections (‘higher twists’) to be small and derives the magnetic elastic proton form factor $`G_M^p`$ from inelastic data.
### 2.2 Neutrino Experiments
The final measurement of $`\nu Fe`$ and $`\overline{\nu }Fe`$ scattering cross sections by the CCFR Collaboration is in good agreement with previous data obtained by the CDHSW Collaboration and more accurate. The high statistics CCFR data has been used for a number of investigations regarding all structure functions involved (Sections 2.32.4) and also for tests of QCD (Section 4.3). Recently data were released for extremely large $`x>0.75`$ pointing to cumulative effects beyond Fermi motion in the nucleus which were studied previously by the BCDMS Collaboration .
Data were obtained by the IHEP-JINR neutrino experiment in the wide band neutrino beam at the Serpukhov U70 accelerator . Based on about 750 $`\nu `$ and 6000 $`\overline{\nu }`$ events for $`W^2>1.7`$ GeV<sup>2</sup> and $`Q^22`$ GeV<sup>2</sup>, the structure functions $`F_2`$ and $`xF_3`$ were disentangled and $`\alpha _s(M_Z^2)=0.123_{0.013}^{+0.010}`$ was determined in NLO QCD.
### 2.3 Precision Measurement at Low $`𝒙`$ and Medium $`𝑸^\mathrm{𝟐}`$
The H1 Collaboration released for this conference the so far most precise measurement of the DIS cross section at HERA. In its reduced form it can be written as
$$\frac{Q^4x}{2\pi \alpha ^2Y_+}\frac{d^2\sigma }{dQ^2dx}=\sigma _r=F_2\frac{y^2}{Y_+}F_L,$$
(3)
i.e. $`\sigma _rF_2`$ apart from high $`y`$ where $`\sigma _rF_2F_L\sigma _T`$. Here $`F_L`$ denotes the longitudinal structure function which is related to the ratio $`R=F_L/(F_2F_L)`$ and $`Y_+=1+(1y)^2`$. The H1 data, taken in 1996 and 1997, have statistical errors of typically 1% and systematic errors of 2-3%, apart from edges of the acceptance region. In order to reach this precision HERA has been anually increasing the luminosity. The H1 experiment was subject to a major upgrade of its backward apparatus replacing a Pb-Scintillator calorimeter
by a Pb-fibre calorimeter of higher granularity, an MWPC by a planar drift chamber and adding a high resolution Silicon strip detector telescope for electron track identification and kinematic reconstruction. This upgrade permitted the measurement to be extended to high $`y0.89`$ in order to access $`F_L`$ (Section 2.4) and to low $`y0.003`$ in order to reach the $`x`$ range covered by DIS fixed target experiments. Comparing the data shown in Fig. 5 with the initial HERA data, Fig. 2, one recognizes the impressive progress made in a few years. The data are well described by NLO QCD as discussed in Section 4.2. Consistent results on preliminary $`F_2`$ data were previously obtained by the H1 and ZEUS Collaborations .
The H1 data help resolving a long standing controversy between NMC and E665 $`\mu p`$ data and the CCFR $`\nu N`$ data on the structure function $`F_2`$. As shown in Fig. 6 the H1 data overlap and extrapolate well to the $`\mu p`$ data. The CCFR $`F_2`$ determination which is being redone was recently criticized regarding the treatment of charm and shadowing . Since $`F_2`$ and $`xF_3`$ add up to the measured cross section, an $`F_2`$ reanalysis may affect also the value of $`\alpha _s`$ derived from $`xF_3`$. The CCFR cross section measurement improved in a consistent way the CDHSW cross section data. Those seem not to be in contradiction with muon data .
Precision measurements at HERA are essential for calculating the expected rates at LHC energies and also permit to estimate the neutrino scattering cross sections in active galactic nuclei or gamma ray bursts at ultra high energies, up to $`E_\nu 10^{12}`$ GeV. Recently very high energy rates were calculated using the DGLAP equations , the GRV approach in DGLAP QCD and a combination of DGLAP and BFKL dynamics which agree remarkably well.
### 2.4 Longitudinal Structure Function $`𝑭_𝑳`$
In the naive QPM the longitudinal structure function $`F_L`$ is zero since partons have spin 1/2. In QCD it acquires a possibly large value due to gluon emission and represents together with $`F_2`$ a strong constraint to the theory in NLO.
The sum of $`\nu `$ and $`\overline{\nu }`$ nucleon scattering cross sections is proportional to $`2xF_1(1+ϵR)Y_{}\mathrm{\Delta }xF_3/2Y_+`$ and thus is sensitive to $`R`$ where $`ϵ=2(1y)/Y_+`$ is the polarization of the $`W`$ boson exchanged and $`Y_\pm =1\pm (1y)^2`$. The CCFR Collaboration has studied the $`Q^2`$ dependence of $`R`$ for $`0.015x0.5`$ and $`Q^2<5`$ GeV<sup>2</sup> using phenomenological descriptions for the strange and charm quark distribution difference determined by $`\mathrm{\Delta }xF_34x(sc)`$. The ratio $`R`$ tends to be large, $`R0.5`$, at small $`Q^212`$ GeV<sup>2</sup> and $`x<0.1`$. For $`Q^2>10`$ GeV<sup>2</sup> the function $`\mathrm{\Delta }xF_3=xF_3^\nu xF_3^{\overline{\nu }}`$ was extracted which is of interest for the treatment of massive charm .
Using unpolarized targets the HERMES Collaboration measured the ratio of nitrogen to deuterium electroproduction cross sections to be astonishingly small at low $`Q^2`$ . This effect has been attributed to a very large ratio $`R_N/R_D5`$ in the region $`0.01<x0.06`$ and $`0.5Q^2<1.5`$ GeV<sup>2</sup> with as yet unexplained origin.
The measurements of the longitudinal structure function in $`ep`$ and $`\mu p`$ scattering are summarized in Fig. 7. The H1 data were obtained using assumptions for the behaviour of $`F_2`$ in QCD (for $`Q^2>10`$ GeV<sup>2</sup>) and, independently of QCD, for the derivative $`F_2/\mathrm{ln}y`$ (for $`Q^2<10`$ GeV<sup>2</sup>) in the high $`y`$ region where the cross section approaches $`F_2F_L`$. Contrary to fixed target experiments such assumptions are possible since HERA covers more than two orders of magnitude in $`y`$ where $`F_2`$ can be fixed independently of $`F_L`$. The overall behaviour of $`F_L`$ as a function of $`x`$ is well described by a QCD fit in NLO using $`F_2`$ data only, i.e. by deriving the gluon (and parton) distributions from scaling violations and then calculating $`F_L`$ (Fig. 7).
The behaviour of $`R`$ observed at low $`Q^21`$ GeV<sup>2</sup> and the so far limited accuracy of the H1 $`F_L`$ data, obtained with 6.8 pb<sup>-1</sup>, represent a challenge for forthcoming experiments and their theoretical interpretation. This comprises the hypothesis of particularly large higher twist effects and large higher order corrections which at low $`x`$ and $`Q^2`$ may become even negative in NLO due to a large negative contribution of the gluonic coefficient function .
### 2.5 Weak Neutral Currents at HERA
At high $`Q^2M_{W,Z}^2`$ photon, $`Z`$-boson and $`W`$-boson exchange are of comparable strength. Thus electroweak interactions can be used to probe proton structure in neutral (NC) and charged current (CC) scattering at HERA in the same experiments. This is demonstrated with the $`Q^2`$ distributions in electron and positron proton NC and CC scattering, Fig. 8, measured by H1 ($`e^+`$ NC, CC ; $`e^{}`$ NC, CC ) and by ZEUS ($`e^+`$ NC , $`e^+`$ CC and $`e^{}`$ NC, CC ).
The double-differential NC cross section, neglecting the three longitudinal structure functions, is given by two generalized structure functions $`𝐅_\mathrm{𝟐}`$ and $`\mathrm{𝐱𝐅}_\mathrm{𝟑}`$
$$\frac{d^2\sigma ^\pm }{dQ^2dx}=\sigma ^\pm =\frac{2\pi \alpha ^2}{Q^4x}[Y_+𝐅_\mathrm{𝟐}^\pm +Y_{}\mathrm{𝐱𝐅}_\mathrm{𝟑}^\pm ].$$
(4)
These depend on the quark couplings and distributions but, contrary to hadronic tensor definitions of structure functions , they depend also on the weak electron couplings $`v,a`$ to the $`Z`$ boson, on the longitudinal electron beam polarization ($`\lambda `$) and on the propagators via $`\kappa =Q^2/[4\mathrm{sin}^2\theta _W\mathrm{cos}^2\theta _W(Q^2+M_Z^2)]`$ where $`\theta _W`$ is the electroweak mixing angle. They comprise five genuine structure functions
$`𝐅_\mathrm{𝟐}^\pm =F_2+\kappa (v\lambda a)G_2+\kappa ^2(v^2+a^2\pm 2\lambda av)H_2`$ (5)
$`\mathrm{𝐱𝐅}_\mathrm{𝟑}^\pm =\kappa (\lambda v\pm a)xG_3+\kappa ^2(\lambda (v^2+a^2)2av)xH_3,`$ (6)
defined in Section 1, Eqs. 1 and 2. The $`\mathrm{𝐱𝐅}_\mathrm{𝟑}`$ term ($`Y_{}`$) contributes sizeably only at large $`y`$ and high $`Q^2`$. The high $`Q^2`$ NC cross sections measured currently at HERA for $`\lambda =0`$ are approximately given by
$$\sigma ^\pm Y_+F_2\pm \kappa aY_{}xG_3.$$
(7)
This causes a positive charge asymmetry between electron and positron scattering which is proportional to $`aa_q`$, i.e. parity conserving, and which is determined by the function $`xG_3`$ measured previously by BCDMS at lower $`Q^2`$ for an isoscalar target, see Fig. 1.
The H1 Collaboration has performed measurements of double differential NC scattering cross sections using 35.6 pb<sup>-1</sup> of $`e^+`$ data taken in 1994-97 at $`E_p=820`$ GeV and 15 pb<sup>-1</sup> of $`e^{}`$ data taken in 1998-99 at $`E_p=920`$ GeV. A comparison of the cross section measurements with electrons and positrons is illustrated in Fig. 9 which agrees with expectation based on the $`\gamma Z`$ interference in NC scattering.
## 3 Light and Charm Quark Distributions
### 3.1 Charged Currents and Up and Down Quarks
New information on the up and down quark distributions became available from improved measurements of the charged current cross section at HERA by H1 and ZEUS. The double-differential CC scattering cross section is given as
$$\frac{d^2\sigma _{cc}^\pm }{dxdy}=\frac{G^2}{2\pi }\left(\frac{M_W^2}{Q^2+M_W^2}\right)^2s\frac{1\pm \lambda }{2}[Y_+W_2^\pm Y_{}xW_3^\pm ]$$
(8)
where $`G`$ is the Fermi constant and $`M_W`$ the mass of the $`W`$ boson. The CC cross section contains two structure functions for a given lepton beam charge and is proportional to $`s`$. The HERA energy is equivalent to 53.9 TeV neutrino beam energy in a neutrino-nucleon fixed target experiment. The energy dependence is damped for $`Q^2M_W^2`$. In the QPM the CC structure functions are combinations of up and down quark distribution sums, i.e. $`W_2^+=D+\overline{U}`$, $`W_2^{}=U+\overline{D}`$, $`xW_3^+=D\overline{U}`$ and $`xW_3^{}=U\overline{D}`$ with $`U=x(u+c)`$ and $`D=x(d+s)`$. At large $`x0.3`$ the valence quark distributions $`u_v`$ and $`d_v`$ dominate the interaction cross sections, i.e.
$`\sigma (e^+p\overline{\nu }X)\overline{U}+(1y)^2D(1u)^2xd_v`$ (9)
$`\sigma (e^{}p\nu X)U+(1y)^2\overline{D}xu_v`$ (10)
for $`x1`$. A complete set of double differential $`e^\pm p`$ CC cross section data was presented by H1 using 36 pb<sup>-1</sup> of positron-proton data (1994-1997) and 15 pb<sup>-1</sup> of electron data (1998-1999) .
The $`U`$ dominated $`e^{}p`$ cross section was found to be about 5 times larger than the $`e^+p`$ cross section at $`Q^210,000`$ GeV<sup>2</sup>. The $`e^+p`$ CC data of H1 are consistent with the published measurement of the ZEUS Collaboration based on 47.7 pb<sup>-1</sup>, Fig. 10. The NC and CC measurements at high $`Q^2`$ are of particular interest for the determination of the $`d/u`$ ratio at high $`x`$ because their interpretation is free of nuclear corrections. Yet, an order of magnitude increase in luminosity is still required to access the high $`x`$ region which represents one of the goals of the HERA luminosity upgrade programme.
Deuterium binding corrections were recently reconsidered, and $`d_v`$ was adjusted to be larger than previously assumed , the ratio $`d_v/u_v`$ for $`x1`$ tending to 0.2. An enlarged $`d`$ quark distribution fits to the $`W^\pm `$ charge asymmetry data in $`p\overline{p}`$ collisons. Violation of $`u`$ and $`d`$ quark symmetry in protons and neutrons, however, which was suggested to explain the difference between the CCFR and NMC $`F_2`$ data , leads to too large a $`W`$ asymmetry .
### 3.2 Sea Quarks
Interesting data become available on the flavour asymmetry in the nucleon sea. From a high statistics measurement of Drell-Yan muon pair production in $`pp`$ and $`pd`$ collisions at the Tevatron, the E866/NuSea Collaboration obtained for $`_0^1(\overline{u}\overline{d})𝑑x`$ a value of -0.118 $`\pm `$ 0.011 at $`Q^2=54`$ GeV <sup>2</sup> . This confirms and also significantly improves the previous NMC result of $`0.15\pm 0.04`$ which was derived from a measurement of the Gottfried sum rule $`_0^1[(F_2^pF_2^n)/x]𝑑x=1/3+2/3_0^1(\overline{u}\overline{d})𝑑x`$. The measured ratio $`\overline{d}/\overline{u}`$ as a function of $`x`$ is shown in Fig. 11. The data have considerable impact on global parametrizations of parton distributions.
A consistent result, albeit of less statistical accuracy, was obtained by the HERMES Collaboration with a measurement of semi-inclusive $`\pi ^\pm `$ production in unpolarized $`ep`$ and $`ed`$ scattering at lower $`Q^2=2.3`$ GeV<sup>2</sup>. A violation of flavour symmetry is not predicted in perturbative QCD which points to non-perturbative effects such as Pauli blocking and pion clouds. In the latter model the nucleon is expanded in a Fock state of mesons and baryons. Phenomenologically one finds more $`\pi ^+`$ than $`\pi ^{}`$ in the nucleon with a momentum distribution peaking at $`x_\pi 0.2`$ .
The NuTeV Collaboration determined the strange quark distribution to be about 1/2 of the averaged nucleon sea, i.e. $`s=[0.42\pm 0.07(syst)\pm 0.06(stat)](\overline{u}\overline{d})/2`$, in agreement with previous analyses of dimuon production in neutrino-nucleon scattering experiments.
Indications for a difference of the strange and anti-strange quark distributions at large $`x0.6`$ were obtained in a recent reanalysis and global fit of DIS and Drell-Yan data . Sensitivity to $`(s\overline{s})`$ in this analysis comes from the CDHS data measuring $`\sigma ^\nu \sigma ^{\overline{\nu }}x(s\overline{s})+Y_{}x(u_v+d_v)`$ at high $`x`$. Such a strange asymmetry is possible in models considering states as $`K^+\mathrm{\Lambda }`$ to be intrinsic to the nucleon where $`K^+`$ yields $`\overline{s}(1x)`$ and $`\mathrm{\Lambda }`$ yields $`s(1x)^3`$ .
### 3.3 Charm
Charm, as was already noticed by Witten in 1976, may “subject non-Abelian theories to a rigorous experimental test by measuring the charmed quark contribution to structure functions” . Since then the charm and beauty treatment in perturbative QCD has been worked out to higher orders . Variable flavour schemes are being studied to correctly handle the heavy flavour contributions near and beyond threshold in analyses of parton distributions, of the gluon distribution and of $`\alpha _s`$. A new measurement of the charm structure function $`F_2^{c\overline{c}}`$ was performed by the ZEUS Collaboration using the $`\mathrm{\Delta }M`$ tagging technique for $`D^{}K2\pi `$ and $`K4\pi `$, Fig. 12. The relative contribution of charm is large, reaching 30% at low $`x<0.001`$ for $`Q^2100`$ GeV<sup>2</sup>. This large fraction is due to photon-gluon fusion as the dominant process for charm production. Further experimental progress at HERA towards high precision will be achieved with new or upgraded Silicon vertex detectors, higher luminosity, inclusion of further final states and dedicated track triggers.
## 4 Gluon Distribution and Coupling Constant $`𝜶_𝒔`$
### 4.1 Scaling Violations at Low $`𝒙`$
Scaling violations in the DIS $`Q^2`$ region down to low $`x0.00005`$ can be successfully described in the DGLAP formalism. This is again demonstrated with the new precise cross section measurement of H1, Fig. 5. Conventional QCD fits use parametrizations of parton distributions at a starting scale $`Q_o^2`$ and evolve them in $`Q^2`$ to highest $`Q^2M_Z^2`$ values up to order $`\alpha _s^2`$. However, the splitting functions have expansions which contain also powers of $`\mathrm{ln}(1/x)`$. These are large at low $`x`$, such that $`\alpha _s\mathrm{ln}(1/x)1`$, and yet do not seem necessary to phenomenologically describe the observed structure function behaviour. Calculations are performed in order to account for these $`\mathrm{ln}(1/x)`$ terms and to cure perhaps the instability of the BFKL equation in NLO . Indications were reported for the presence of $`\mathrm{ln}(1/x)`$ terms in inclusive DIS data . Experimentally even higher precision is both required and possible for the structure function measurements, including $`F_L`$, which may lead to crucial tests of QCD at low $`x`$. Due to unitarity constraints one expects to find saturation of the rising behaviour of $`F_2`$ which, however, seems to be beyond the low $`x`$ range accessible by HERA in the DIS region.
Scaling violations are conveniently studied using the $`\mathrm{ln}Q^2`$ derivative of $`F_2`$. In Fig. 13 the structure function $`F_2`$ from H1 is shown as a function of $`Q^2`$ for $`x<0.01`$. The $`\mathrm{ln}Q^2`$ dependence is non-linear and can be well described by a quadratic expression $`P_2=a+b\mathrm{ln}Q^2+c(\mathrm{ln}Q^2)^2`$ (solid lines) which nearly coincides with the NLO QCD fit (dashed lines). The local derivatives $`F_2/\mathrm{ln}Q^2`$ determined from the new H1 $`F_2`$ data are not constant in $`Q^2`$ and also depend on $`x`$. Approximately they can be described for each bin of $`x`$ by $`b+2c\mathrm{ln}Q^2`$. Small deviations from this behaviour occur in NLO QCD. Using this expression the derivatives are determined at fixed $`Q^2`$ and displayed as functions of $`x`$ in Fig. 13. There is no departure observed from a rising behaviour of the $`\mathrm{ln}Q^2`$ derivatives down to $`Q^2=3`$ GeV<sup>2</sup>. If such a plot is made as a one-dimensional distribution, using the derivatives calculated for each bin of $`x`$ at the mean $`Q^2`$ of a given bin, then the derivative $`dF_2/d\mathrm{ln}Q^2`$ flattens starting at $`Q^26`$ GeV<sup>2</sup> . In the region covered by the H1 data this behaviour reflects the restriction of the kinematic range of the measurement. Some analyses of the ZEUS data extending to lower $`Q^21`$ GeV<sup>2</sup> introduce screening corrections in order to describe the behaviour of $`F_2`$ . Both $`F_2`$ and $`F_L`$ in this region should be measured with still higher accuracy (see Section 2.1.) as these permit important information to be deduced on the dynamic interplay of gluon and sea distributions, on the effect of higher order and power corrections and on the shadowing phenomenon.
### 4.2 Gluon Distributions
In QCD the $`Q^2`$ evolution of $`F_2`$ is governed by the strong interaction coupling constant $`\alpha _s`$. The evolution relates the quark distributions to the gluon distribution $`xg`$. The H1 Collaboration has performed a new NLO QCD fit to the H1 and NMC inclusive cross-section data. It uses the DGLAP evolution equations for three light flavours with the charm and beauty contributions added according to the NLO calculation of the boson-gluon fusion process . The proton structure function $`F_2`$ is a superposition of two independent functions with different evolutions, i.e. $`F_2=5/18S+1/6N`$, where the singlet function $`S=U+D`$ is the sum of up and down quark distributions and the non-singlet function $`N=UD`$ is their difference. In the new H1 fit a different linear combination is introduced such that $`U=2/3V+A`$ and $`D=1/3V+A`$. In a simplified parton model ansatz with $`\overline{u}=\overline{d}`$ and $`s+\overline{s}=(\overline{u}+\overline{d})/2`$ one finds $`V=3/4(3u_v2d_v)`$. This allows the quark counting rule to be applied which constrains $`V𝑑x=3`$. This ansatz is used to fit the cross-section data, Fig. 5, for $`3.5Q^23000`$ GeV<sup>2</sup> assuming $`\alpha _s(M_Z^2)`$ $`=0.118`$. It is written in the $`\overline{MS}`$ renormalization scheme and generalized to account for the measured difference $`\overline{u}\overline{d}`$ and the fraction of strange quarks, see Section 3. The salient feature of this new analysis is that it applies to DIS proton data only but correctly determines the gluon momentum fraction to be about 0.45 at $`Q^2=10`$ GeV<sup>2</sup>. The gluon distribution resulting from this fit is shown in Fig. 14 (left). The inner error band defines the experimental uncertainty of a few per cent at low $`x`$ using the treatment of correlated systematic errors of . The outer error band comprises uncertainties due to dependencies on the fit parameters ($`Q_{min}^2,Q_o^2,\alpha _s,m_c`$) and on the choice of parametrizations for the initial distributions. A remarkable feature of $`xg`$ is the crossing point at $`x0.06`$ which is analogous to the Bjorken scaling behaviour of $`F_2`$ and reflects the conservation of the gluon and quark momenta.
In Fig. 14 (right) the gluon distribution is seen to agree very well with $`xg`$ unfolded from the charm structure function DIS and photoproduction data of H1 which confirms hard scattering factorization. It has early been recognized that in photoproduction ($`Q^20`$) the charm mass provides a hard scale .
While $`xg`$ at low $`x`$ is well determined by the HERA structure function measurements, there are sizeable uncertainties of one order of magnitude at high $`x0.6`$ . The gluon distribution is accessed at high $`x`$ by quark-gluon Compton scattering leading to direct photon emission . In a recent experiment by the E706 Collaboration the photon $`p_T`$ spectrum was found to exceed QCD expectation by a factor of about two which has been phenomenologically cured by a Gaussian transverse momentum smearing with $`k_T`$ of 1 GeV, larger than the intrinsic $`k_T`$ value of about 0.4 GeV . High $`E_T`$ jet data at large rapidities are sensitive also to $`xg`$ at large $`x`$ and lead to a rather high gluon distribution. Inclusion of different data sets yields remarkably differing results. Resolving the issue of $`xg`$ at high $`x`$ is essential for a reliable prediction of Higgs production in $`pp`$ colliders. It is necessary since the high $`x`$ exponent $`c_g`$ of $`xg(1x)^{c_g}`$ is known to be correlated with $`\alpha _s`$. In this respect precision measurements of structure functions at high $`x`$ are important. Since $`F_2`$ vanishes as $`(1x)^3`$, any measurement error at large $`x`$ is amplified like $`1/(1x)`$. The HERA collider experiments with their unique possibility to overconstrain the kinematics can be expected to lead to precision data also at high $`x`$ when the luminosity is upgraded.
Recently updates of the GRV parametrizations were presented . New sets of fits were made by the MRST and the CTEQ groups . GRV98 uses DIS, $`n/p`$ and Drell-Yan data assuming $`\alpha _s(M_Z^2)`$=0.114. MRST99 uses direct photon data of the WA70 experiment for different $`k_T`$ and varies the $`d/u`$ ratio, $`\alpha _s`$ and $`m_c`$. CTEQ5 does not use direct photon data but analyzes high $`E_T`$ jet data instead. Sets are provided for different renormalization schemes and heavy quark treatments. As a consequence there exists a variety of parametrizations illustrating the still large flexibility of theoretical assumptions and pointing to possible experimental contradictions. An interesting attempt was made recently to quantify the experimental uncertainties of parton distributions resulting from global QCD fits to DIS data.
### 4.3 Determinations of $`𝜶_𝒔`$
New determinations of $`\alpha _s(M_Z^2)`$ with structure function data were presented recently. Conventional analyses parametrize a set of input quark distributions and $`xg`$ at certain input scale $`Q_o^2`$ using the DGLAP equations to NLO to calculate the theoretical expectation. Minimization of a $`\chi ^2`$ function determines $`\alpha _s`$ and the roughly 10-15 parton distribution parameters. The treatment of systematic errors affects both the central value and the error size of $`\alpha _s(M_Z^2)`$. At low $`Q^2`$ power corrections to the logarithmic evolution may be sizeable and anticorrelate with $`\alpha _s`$. Since analyses differ in these assumptions and use different sets of data, one may not be surprised to still find some spread of the quoted values of $`\alpha _s(M_Z^2)`$. Using the SLAC, BCDMS and NMC $`p`$ and $`n`$ structure function data and taking into account systematic error correlations and higher twists $`1/Q^2`$, a value of $`\alpha _s(M_Z^2)`$= 0.1183 $`\pm 0.0021(exp)\pm 0.0013(thy)`$ has been derived . A similar analysis including the published HERA data and adding all errors in quadrature yields $`\alpha _s(M_Z^2)`$= 0.114 $`\pm 0.002(exp)_{0.004}^{+0.006}(thy)`$ which is closer to a previous determination of $`\alpha _s(M_Z^2)`$ based on SLAC and BCDMS data . The quoted theoretical errors represent the uncertainties of the renormalization scale $`\mu _r`$, the former analysis compensating part of the $`\mu _r`$ dependence with the higher twist contribution.
The theoretical uncertainties are diminished in NNLO calculations. So far only partial results are available on the 3-loop splitting functions while the $`\beta `$ function and the coefficient functions are known . This gave rise to a revival of moment analyses. In the $`xF_3`$ data of the CCFR Collaboration are reconstructed using orthogonal Jacobi polynomials. Power corrections are considered and a value of $`\alpha _s(M_Z^2)`$= 0.118 $`\pm 0.002(stat)\pm 0.005(syst)\pm 0.003(thy)`$ is obtained in NNLO corresponding to 0.120 in NLO. While this uses a pure non-singlet function, not coupled to the gluon distribution, a new analysis of SLAC, BCDMS, NMC, ZEUS and H1 data using Bernstein polynomials of $`F_2`$ yields $`\alpha _s(M_Z^2)`$= 0.1163 $`\pm 0.0023`$ in NNLO with a single error supposed to comprise all experimental and theoretical uncertainties. This analysis is extended to a $`Q^2`$ range of 2.5 to 230 GeV<sup>2</sup> and includes power corrections. Its NLO result is 0.1175, and moments of $`xg`$ are determined.
Although all these analyses represent quite remarkable theoretical and experimental progress, one still has to be cautious. The systematic error treatments of these analyses differ. An important issue is the possible incompatibility of different data sets. For example, the combination of SLAC and BCDMS data yields an $`\alpha _s(M_Z^2)`$ value near to 0.114. Yet, this is known to result from a superposition of the BCDMS data favouring a value of about 0.110 with the SLAC data preferring $`\alpha _s`$$`0.120`$. Furthermore, the moment analyses, while theoretically advanced to NNLO, shift the data weight to large $`x`$ where the accuracy of the data is less impressive. Moreover, there is a dependence of the result on the minimum $`Q^2`$ considered which often leads to the introduction of power corrections with phenomenological $`x`$ dependence. Finally the likely presence of $`\mathrm{ln}(1/x)`$ terms will affect the data interpretation. It is thus concluded that the great potential of DIS data to determine $`\alpha _s(M_Z^2)`$ requires still much more work in order to determine $`\alpha _s`$ at the one per cent level of accuracy.
Interesting ideas are pursued to replace in the QCD analysis $`xg`$ by the derivative $`F_2/\mathrm{ln}Q^2`$ and to develop the method of truncated moments in order to avoid the low $`x`$ region in analyses of structure functions other than $`F_2`$. The approach of double asymptotic scaling at low $`x`$ of $`F_2`$ represents a three parameter solution of the DGLAP equations and may lead to a particularly accurate determination of $`\alpha _s(M_Z^2)`$ . This solution predicts a steady increase of $`xg`$ towards low $`x`$ which yet has to be damped at certain $`x`$ and $`Q^2`$ since $`xg`$ may not exceed the proton size $`\pi r_p^2`$ by too big an amount .
## 5 On the Future of Deep Inelastic Scattering
During the year 2000 the HERA luminosity will be upgraded in order to provide an integrated luminosity of 150 pb<sup>-1</sup> per year. Variations of proton and electron beam energies and the use of electron polarization in colliding mode will further enable the electroweak structure function measurements and enhance the discovery potential of the machine. The modifications of HERA are accompanied by major detector upgrades of the luminosity, forward tracking and Silicon vertex detectors of H1 and ZEUS.
The main injector neutrino oscillation detector at Fermilab (MINOS<sub>near</sub>) will lead to precise, high statistics data ($`410^7`$ events/year) on the six structure functions ($`F_2`$, $`xF_3`$ and $`F_L`$ for $`\nu Fe`$ and $`\overline{\nu }Fe`$ scattering) which is necessary to disentangle the nucleon sea, i.e. to measure $`\overline{u}+\overline{d}`$, $`c`$ and $`s`$ . Measurements of the nuclear dependence of neutrino DIS cross sections using additional targets will determine $`\nu A`$ shadowing and perhaps help resolving the CCFR-NMC puzzle, Section 2.2. Increase of neutrino energy by a factor of 10 would be possible in a 250 GeV muon storage ring providing extremely intense neutrino beams .
The obvious next step in electron-proton DIS is a new $`ep`$ machine .
The proposed linear collider at DESY, TESLA, may provide collisions of electrons of up to about 500 GeV against HERA protons of nearly 1 TeV. A similar energy of $`\sqrt{s}1.5`$TeV can be obtained in $`ep`$ collisions at LEP-LHC energies. These machines differ in technology, luminosity and kinematics. Yet one can envisage extending the low $`x`$ acceptance by a factor of 20 and DIS data to $`Q^2500,000`$ GeV<sup>2</sup> and beyond, (Fig. 15). Saturation and sub-structure will be searched for in this extended range.
30 years after the pioneering SLAC $`ep`$ experiments deep inelastic scattering still has an exciting future.
## 6 Concluding Remarks
HERA has opened the field of low $`x`$ physics which is governed by gluon interactions and which is far from being fully understood. The gluon momentum density at low $`x`$ is very large. This causes the structure function $`F_2`$ to rise at low $`x`$, it determines the longitudinal structure function to be large and the production cross section of heavy flavours to be sizeable. Increasing experimental precision leads to sensitive tests of QCD at higher orders perturbation theory. Most accurate simultaneous determinations are in reach of the gluon distribution $`and`$ the strong interaction coupling constant with DIS data. Electroweak neutral and charged current structure functions provide new insights in the proton structure at high $`x`$. Measurements at $`Q^2M_Z^2`$ probe the proton nearly 100 times below the parton level reached three decades ago. It is a spectacular result that no substructure of leptons or quarks has been observed so far. At the same time significant progress is made with various fixed target and $`pp`$ experiments leading to deeper insight in the partonic structure of the proton. The gluon distribution at large $`x`$ is small but remains to be determined. The next step is in reach for tests of the inner proton structure down to $`210^{19}`$m. The outcome is unknown and deep inelastic physics therefore worth continuing effort.
It is a pleasure to thank John Jaros and co-organizers for an excellent Symposium. Many thanks are due to colleagues from the various DIS experiments for providing information and guidance in understanding their results. I have to thank too many individuals to be named here, members of the H1 Collaboration and its structure function group, physicists and engineers of the Zeuthen Silicon detector group, colleagues in the DIS99 conference committees, many theoretical and experimental physicists for useful discussions and reading the manuscript and also several known physicists around the BCDMS Collaboration who introduced me to deep inelastic scattering years ago. Modern particle physics is a huge common effort of a large, mostly friendly community. Particular recognition is due to the youngest: I sincerely thank Vladimir Arkadov, Doris Eckstein, Alexander Glazov and in particular Rainer Wallny for efficient help in preparing this talk and exciting moments of joint research. |
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