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warning/0001/astro-ph0001012.html	ar5iv	text	# Observed Properties of Mass Loss in Symbiotic Binaries ## 1. Introduction Symbiotic stars are interacting binaries composed of an evolved giant primary and a hot, luminous companion surrounded by an ionized nebula. Depending on the nature of the giant we have two distinct classes: the S-type with normal giants and orbital periods of about 1–15 yr, and the D-type with Mira primaries usually surrounded by a warm dust shell, and orbital periods generally longer than 10 yr. The hot star in most cases appears to be a white dwarf powered by thermonuclear burning of the material accreted from its companion’s wind. The presence of both the evolved giant, heavily losing mass in most cases, and the hot companion copious in ionizing photons and often possessing its own wind lends large variety to the circumstellar environment of symbiotic binaries. This paper gives a brief summary of the observed properties of the symbiotic circumstellar envelopes. More details can be found in Mikołajewska (1999, hereafter M99), while for the most recent general review of the symbiotic stars the interested reader is referred to Mikołajewska (1997). ## 2. A simple case: cool giant wind ionized by the hot companion So far $`25\%`$ of all symbiotics have been detected at radio range. In practically all cases, the radio emission at cm wavelengths is consistent with optically thick thermal bremsstrahlung from an ionized gas (Seaquist & Taylor 1990). According to a simple binary model, the radio emission originates from the red giant wind ionized by the hot companion (Seaquist et al. 1984). The geometry of this emission region is governed by a single parameter, $`X`$, which depends on the red giant mass-loss rate, the binary separation, and the Lyman continuum luminosity of the hot component. According to the model, the optically thick spectral index depends on $`X`$, while the turnover frequency, $`\nu _\mathrm{t}`$, is related to the binary separation. The model can be thus easily tested by observing of the radio spectra, determining $`\nu _\mathrm{t}`$, and then comparing the model-dependent estimate of the binary separation with independently known values. Preliminary results of such tests based on mm/sub-mm observations of $`40`$ symbiotics show that the model works for quiet, non-variable S-type systems, and eruptive, S-type systems during quiescence (M99; Mikołajewska & Ivison 1999, hereafter MI99). The only exception is CI Cyg, one of the few symbiotic systems in which the M giant shows strong tidal distortion, and loses mass via Roche-lobe overflow rather than via stellar wind. Most of these systems seem to have $`0.2<X<\pi /4`$, which is consistent with cone shaped ionization front with opening angle increasing with $`X`$. Similar geometry is implied by studies of Raman scattered O vi $`\lambda \lambda `$ 6825, 7082 emission lines observed in many symbiotic stars (Schmid 1996). The radio observations suggest also that symbiotic giants have systematically higher mass-loss rates than do normal red giants. The hot component luminosity, $`L_\mathrm{h}`$, is roughly correlated with the giant mass-loss rate, which has a natural explanation in the frame of proposed models for the hot component. Most symbiotics interact by wind accretion, and in general, the stronger is the cool giant wind the more material can be accreted by its white dwarf companion. As the expected accretion rate is a few per cent of $`\dot{M}_{\mathrm{wind}}`$, only systems with low $`L_\mathrm{h}<100\mathrm{L}_{}`$ (e.g. EG And) can be powered solely by accretion. To power a typical $`L_\mathrm{h}1000\mathrm{L}_{}`$, the symbiotic white dwarfs must burn H-rich material as they accrete it. The latter is possible only if the accretion rate exceeds some minimum value. In both cases, the resulting $`L_\mathrm{h}`$ is related in someway to the giant mass-loss rate. The mass-loss rates derived for the symbiotic giants are sufficient to power the observed luminosities of their hot companions via wind-accretion. ## 3. Dust envelopes of symbiotic Miras The near-IR colours of D-type symbiotic systems indicate presence of warm dust shells, with $`T_\mathrm{d}1000`$ K (e.g. Whitelock 1987). In at least 50% of studied systems, extinction for the Mira component is grossly different from that for high excitation regions (emission lines, hot UV continuum), and in all of them, E$`{}_{BV}{}^{}(\mathrm{Mira})>\mathrm{E}_{BV}(\mathrm{hot})`$ (e.g. M99). The hot component in these systems must therefore lie outside the dust cocoon of the Mira. Assuming a typical dust formation radius of $`>5R_\mathrm{c}`$, and the Mira radius, $`R_\mathrm{c}`$ 2–3 a.u., this immediately implies minimum binary separations $`>`$ 10–15 a.u., and periods $`>20`$ yr. The IR light curves of well-studied D-type systems show, in addition to periodic pulsation of the Mira, significant long term variations of the mean light level (Whitelock 1987; M99). RX Pup, which light curve has been recently analyzed by Mikołajewska et al. (1999a), is typical of these. The changes have decreasing amplitude with increasing wavelength suggesting obscuration by dust. The Mira amplitude is practically unaffected indicating the changes are due only to increased extinction. In RX Pup, V835 Cen and He2-38, the changes in the reddening towards the Mira are not correlated with similar changes in the reddening towards the hot component and emission line formation region(s). The obscuration is also not accompanied by any related changes in temperature or luminosity of the hot component, and it apparently affects only the Mira. The physical nature of this phenomenon remains a mystery. In the specific case of R Aqr the obscuration was explained in terms of orbitally related eclipses of the Mira by pre-existing dust, and it has been suggested that the events in other symbiotic Miras are similarly caused (Whitelock 1987). There is, however, ample observational evidence that the dust obscuration phenomenon in symbiotic Miras cannot be, in general, orbitally related (M99, and references therein). In particular, the occurrence of similar changes in single Miras points to intrinsic variations in the Mira envelope. The occurrence of dust obscuration phases may be related to intensive mass loss. In carbon Miras, the phenomenon seems to favour objects with moderate dust shells. The same seems to hold for symbiotic Miras. In particular, known periods for symbiotic Miras range from 280 to 578 day with a mean value of about 425 day (Whitelock 1987), much larger than the median value of 250-300 day estimated for single galactic Miras. They have also redder $`K`$- colours than average galactic Miras. This suggests that only long-period Miras, and so those with highest mass-loss rates, support symbiotic behaviour in widely separated binary systems. Symbiotic Miras with erratic IR variability have all colours between 3 and 5, and consequently $`\dot{M}_\mathrm{c}\mathrm{a}\mathrm{few}\times \mathrm{\hspace{0.17em}10}^6\mathrm{M}_{}/\mathrm{yr}`$, significantly higher than a characteristic rate of $`10^7\mathrm{M}_{}/\mathrm{yr}`$ derived for O-rich single Miras with periods in the range of 200-400 day (Jura & Kleinman 1992). In RX Pup and other symbiotic Miras, there is also no evidence for reprocessing of the Mira light during the obscuration phase since weakening at shorter wavelengths ($`J,H`$) is not accompanied by brightening at longer wavelengths ($`L`$). The same is observed in R For and other C Miras, and can be hardly reconciled with a spherically symmetric dust ejection (Whitelock et al. 1997). The alternative scenarios involve ejection around equatorial disk or as puffs in random direction. ## 4. Hot component wind and geometry of resolved symbiotic nebulae The hot components very often show evidence for some mass-loss associated with their activity, such as thermonuclearly or accretion-powered eruptions, or unstable accretion onto magnetic white dwarf. In particular, all recorded symbiotic novae eruptions were followed by a phase of intensive Wolf-Rayet-type wind from the hot component. Ejection of jets from the hot component of R Aqr and CH Cyg has been recorded in the radio and optical. There is also evidence for the existence of such winds in quiescent systems. The wind velocity is usually in the range $`>`$ 200–1000 km s<sup>-1</sup>. There have been only a few attempts to estimate the mass loss rates. For the symbiotic novae, these estimates range from $`\dot{M}_\mathrm{h}10^5\mathrm{M}_{}/\mathrm{yr}`$ in RX Pup (Mikołajewska et al. 1999a) and $`<10^5\mathrm{M}_{}/\mathrm{yr}`$ in PU Vul (Sion et al. 1993) to $`3\times \mathrm{\hspace{0.17em}10}^7`$$`10^6\mathrm{M}_{}/\mathrm{yr}`$ in AG Peg (Vogel & Nussbaumer 1994; Kenyon et al. 1993), and they roughly scale with their luminosity during the plateau phase. Both in AG Peg and RX Pup the intensity of the wind diminished in step with the hot component lumininosity during the decline of the outburst. Similarly, the estimates of $`\dot{M}_\mathrm{h}10^8\mathrm{M}_{}/\mathrm{yr}`$ in BF Cyg (Mikołajewska et al. 1989), $`5\times \mathrm{\hspace{0.17em}10}^9\mathrm{M}_{}/\mathrm{yr}`$ in EG And (Vogel 1993) and $`10^7\mathrm{M}_{}/\mathrm{yr}`$ in AE Ara (Mikołajewska et al. 1999b) show some correlation with the hot component luminosity. Whenever the wind from the hot component occurs it should collide with the cool giant wind, giving rise to high energy phenomena. In fact, among systems mentioned in this section, EG And, RX Pup, CH Cyg, PU Vul, AG Peg and R Aqr have been detected by ROSAT, and all but R Aqr show the $`\beta `$-type spectra that can be reproduced with the emission from a very hot, $`T>10^6`$ K, optically thin plasma possibly heated by the shocks in the collision of two stellar winds (Mürset et al. 1997). These findings are very important as the interaction of winds from the two binary components can play a major role in the final appearance of symbiotic nebulae. According to the most popular scenario, a bipolar nebula is formed under the action of a fast wind from the central object expanding in asymmetric AGB remnants. The symbiotic interacting binary system thus offer the most natural environment for production of such a bipolar nebula. The properties of dust envelopes of symbiotic Miras discussed above are consistent with the required flattened mass-loss geometry, while the presence of the fast wind from the hot component, at least occasionally, seems to be a common property of symbiotic systems. Unfortunately, due to small relative sizes, only 17 symbiotic nebulae are thus far resolved in the optical and/or radio (e.g. Corradi et al. 1999), and only in the case of R Aqr the binary itself has been spatially resolved. Although only about 20% of all known symbiotic binaries are D-type systems with a Mira primary, most of extended, radio and/or optically resolved ionized nebulae are associated with symbiotic Miras and active S-type systems (Corradi et al. 1999). A picture gallery of these nebulae presented by Corradi & Schwarz (see Mikołajewska 1997) reveals their generally complex structure, often with bipolar lobes and jet-like components. Five of these complex nebulae, RX Pup, HM Sge, V1016 Cyg, V1329 Cyg and AG Peg, are associated with recorded symbiotic nova eruption, and two of them, CH Cyg and R Aqr, with ejection of jets. For some systems with resolved nebulae, the orientation of the binary on the sky can be derived from polarimetric studies, allowing to distinguish between polar and equatorial outflows. The formation scenarios can be thus critically tested and revised. The scattering geometry and nebular structure are aligned in all cases although the bipolar outflow in some cases may be not perpendicular to the orbital plane (M99, and references therein). ### Acknowledgments. I would like to thank the LOC for their support. This work was partly supported by Polish KBN Research Grant No. 2 P03D 021 12. ## References Corradi, R.L.M., Brandi, E., Ferrer, O.E., Schwarz, H.E., 1999, A&A, 343, 84 Jura, M., Kleinman, S.G., 1992, ApJS, 79, 105 Kenyon, S.J., Mikołajewska, J., Mikołajewski, M., et al., 1993, AJ, 103, 1573 Mikołajewska, J. (ed.), 1997, Physical Processes in Symbiotic Binaries and Related Systems, Copernicus Foundation for Polish Astronomy, Warsaw Mikołajewska, J., 1999, in Stecklum B. et al. (eds), Optical and Infrared Spectroscopy of Circumstellar Matter, ASP Conf. Series, in press (M99) Mikołajewska, J., Ivison, R.I, 1999, in Charles et al. (eds.), Warner Symposium Proceedings, in press (MI99). Mikołajewska, J., Kenyon, S.J., Mikołajewski, M., 1989, AJ, 98, 1427 Mikołajewska, J., Brandi, E., Hack, W., et al., 1999a, MNRAS, 305, 190 Mikołajewska, J., Belczyński, K., Brandi, E., et al., 1999b, A&A, submitted Mürset, U., Wolff, B., Jordan, S., 1997, A&A, 319, 201 Nussbaumer, H., Vogel, M., 1994, A&A, 284, 145 Sion, E.M., Shore, S.N., Ready, C.J., Scheible, M.P., 1993, AJ, 106, 2118 Schmid, H.M., 1996, MNRAS, 282, 511 Seaquist, E.R., Taylor, A.R., 1990, ApJ, 349, 313 Seaquist, E.R., Taylor, A.R., Button, S.,1984, ApJ, 284, 202 Vogel, M., 1993, A&A, 274, L21 Whitelock, P.A., 1987, PASP, 99, 573 Whitelock, P.A., Feast, M.W., Marang, et al., 1997, MNRAS, 288, 512
warning/0001/math0001042.html	ar5iv	text	# Some properties of index of Lie algebras ## 1 Introduction In paper \[DK\] the author and Alexandre Kirillov have computed index <sup>1</sup><sup>1</sup>1For the definition of index of Lie algebra see \[D\]. for a family of subalgebras of $`𝔤𝔩(n)`$. The papers \[E1\], \[E2\] and some computations done by the author provide insight into situation with subalgebras of other classical groups. One interesting property of this numeric data is that while subalgebras of $`𝔤𝔩(n)`$ exhibit much variety in the possible values of the index the subalgebras of other simple groups generally do not. We believe that this is due to the fact that Lie bracket on $`𝔤𝔩(n)`$ can be derived from multiplication in the associative algebra of matrices, while groups from other series do not possess this property. Thus one expects to discover that index will exhibit special characteristics in relation to Lie algebras derived from associative algebras. In this paper we explore this idea. We discover that index possesses certain ”convexity” properties with respect to the operation of tensor product of associative algebras. Moreover there is a large family of associative algebras for which the convexity inequalities become precise thus shedding light on the richness of structure observed among subalgebras of $`𝔤𝔩(n)`$. ## 2 Index of Lie algebras ###### Definition 1 \[Lie algebra\] A Lie algebra $`𝔤`$ over field $`k`$ is a vector space over $`k`$ with operation $`[,]:𝔤\times 𝔤𝔤`$ that satisfies the following properties: 1. skew-symmetry: $$[a,b]=[b,a]$$ 2. Jacobi identity: $$[[a,b],c]+[[c,a],b]+[[b,c],a]=0$$ ###### Definition 2 \[Index of Lie algebra\] Pick a basis $`e_i𝔤`$. Let $`B`$ be the multiplication matrix of the bracket product: $`b_{i,j}=[e_i,e_j]`$. $`B`$ is then skew-symmetric and it’s elements can be considered as polynomials over $`𝔤^{}`$ \- dual space to $`𝔤`$. For $`f𝔤^{}`$ we define $`B\|_f`$ to be the result of evaluation of elements of $`B`$ on $`f`$, that is $`B\|_f=f([e_i,e_j])`$. By definition the index of Lie algebra $`𝔤`$ is $$\text{ind }𝔤=\underset{f𝔤^{}}{\mathrm{min}}dim\mathrm{ker}B\|_f$$ We will use $`\mathrm{\Omega }`$ to denote an element of $`S(𝔤^{})_k^2𝔤`$ that corresponds to $`B`$. Let $`r`$ be the maximum number such that $`^r\mathrm{\Omega }0`$. ###### Proposition 1 The following numbers are equal: * $`\text{ind }𝔤`$ * $`dim𝔤2r`$ * $`dim\mathrm{ker}B`$ , where $`B`$ is considered as a matrix with coefficients in the field $`k(𝔤^{})`$ of rational functions on $`𝔤^{}`$ * $`dim\mathrm{ker}B_f`$ for generic (in Zariski sense) $`f𝔤^{}`$ For more extended discussion of $`B`$ and $`\mathrm{\Omega }`$ see \[DK\]. ## 3 Tensor products ###### Definition 3 \[Tensor product of matrices\] Let $`A`$ and $`B`$ be two matrices with coefficients in rings $`_1`$ and $`_2`$ respectively. Let ring $``$ have the property that $`_1`$ and $`_2`$. The tensor product $`A_{}B`$ is defined as a block matrix with each block $`(i,j)`$ having dimensions of matrix $`B`$ and equal to $`A_{i,j}_{}B`$, that is the matrix obtained from $`B`$ by taking tensor products of a certain element of $`A`$ with entrees of $`B`$. Thus $`AB`$ has coefficients in $`_1_{}_2`$. ###### Proposition 2 The tensor product of matrices has the following properties: 1. distributive w.r.t. addition 2. $`\left(A_{}B\right)\left(C_{}D\right)=\left(AC\right)_{}\left(BD\right)`$, where ($`A`$,$`C`$) and ($`B`$,$`D`$) are pairs of matrices of the same shape 3. $`\left(A_{}B\right)^1=\left(A^1\right)_{}\left(B^1\right)`$ ###### Theorem 3 Let $`A`$ and $`B`$ be square matrices of dimensions $`k`$ and $`n`$ respectively, with coefficients in commutative rings $`_1`$ and $`_2`$. Let ring $``$ have the property that $`_1`$ and $`_2`$. Then $$det\left(A_{}B\right)=\left(detA\right)^n_{}\left(detB\right)^k$$ * 1. If $`A`$ and $`B`$ are diagonal the statement is proved by a simple computation. 2. Let $`R_1=R_2=R=`$. Let $`A=C_1D_1C_1^1`$ and $`B=C_2D_2C_2^1`$ where $`D_1`$ and $`D_2`$ are diagonal. Then $`A_{}B=\left(C_1D_1C_1^1\right)_{}\left(C_2D_2C_2^1\right)=`$ $`=\left(C_1_{}C_2\right)\left(D_1_{}D_2\right)\left(C_1^1_{}C_2^1\right)=`$ $`=\left(C_1_{}C_2\right)\left(D_1_{}D_2\right)\left(C_1_{}C_2\right)^1`$ and $`det\left(A_{}B\right)=`$ $`=det\left(\left(C_1_{}C_2\right)\left(D_1_{}D_2\right)\left(C_1_{}C_2\right)^1\right)=`$ $`=det\left(D_1_{}D_2\right)=`$ $`=\left(detD_1\right)^n\left(detD_2\right)^k=`$ $`=\left(detA\right)^n\left(detB\right)^k`$ 3. Since both sides of the equation $`det\left(A_{}B\right)=\left(detA\right)^n_{}\left(detB\right)^k`$ are polynomials in elements of $`A`$ and $`B`$ with integral coefficients and we know that over $``$ all generic $`A`$ and $`B`$ satisfy the equation we must have that the polynomials are identical. This concludes the proof of the theorem. ###### Theorem 4 Let $``$, $`_1`$ and $`_2`$ be three fields, such that $`_1`$ and $`_2`$. Let $`A_1`$ and $`B_1`$ be two matrices with coefficients in $`_1`$ and $`A_2`$ and $`B_2`$ be two matrices with coefficients in $`_2`$. Then 1. $`dim\mathrm{ker}\left(B_1_{}A_2+A_1_{}B_2\right)dim\mathrm{ker}B_1dim\mathrm{ker}B_2`$ 2. For generic $`A_1`$ and $`A_2`$ (in Zariski topology) the inequality above is precise. * 1. Using elementary linear algebra one obtains matrices $`C_1`$ and $`C_2`$, such that $`\text{rank }C_1=dim\mathrm{ker}B_1`$ and $`\text{rank }C_2=dim\mathrm{ker}B_2`$ and also $`B_1C_1=0`$ and $`B_2C_2=0`$. Because of properties of tensor product we have $$\text{rank }\left(C_1_{}C_2\right)=\text{rank }C_1\text{rank }C_2$$ And since $`\left(B_1_{}A_2+A_1_{}B_2\right)\left(C_1_{}C_2\right)=`$ $`=\left(B_1C_1\right)_{}\left(A_2C_2\right)+\left(A_1C_1\right)_{}\left(B_2C_2\right)=0`$ we have $`dim\mathrm{ker}\left(B_1_{}A_2+A_1_{}B_2\right)\text{rank }\left(C_1_{}C_2\right)`$ which concludes the first part of the proof. 2. Let $`\widehat{A_1}=a_{i,j}^1`$ and $`\widehat{A_2}=a_{i,j}^2`$ where $`\left\{a_{i,j}^1\right\}`$ and $`\left\{a_{i,j}^2\right\}`$ are two families of independent variables. Let $`\widehat{_1}=_1\left(\left\{a_{i,j}^1\right\}\right)`$ and $`\widehat{_2}=_2\left(\left\{a_{i,j}^2\right\}\right)`$ be fields of rational functions over $`\left\{a_{i,j}^1\right\}`$ and $`\left\{a_{i,j}^2\right\}`$ correspondingly. Let $$\stackrel{}{W}=v_1_{}w_1+\mathrm{}+v_n_{}w_n$$ be a vector from $`\mathrm{ker}\left(B_1_{}\widehat{A_2}+\widehat{A_1}_{}B_2\right)`$ ($`v_i`$ have coefficients in $`\widehat{_1}`$ and $`w_j`$ have coefficients in $`\widehat{_2}`$). Suppose that decomposition of $`\stackrel{}{W}`$ above is simple in the sense that neither two of $`v_i`$ ($`w_j`$) are proportional and $`n`$ is the minimum possible number for such a decomposition. Since $`\stackrel{}{W}`$ is defined over $`\widehat{_1}_{}\widehat{_2}`$ we can find a polynomial $`p`$ from $$𝒬=_1\left[\left\{a_{i,j}^1\right\}\right]_{}_2\left[\left\{a_{i,j}^2\right\}\right]$$ such that all elements of $`p\stackrel{}{W}`$ are from $`𝒬`$. We now introduce a bi-grading in $`𝒬`$: $`\mathrm{deg}`$ $`=`$ $`(0,0)`$ $`\mathrm{deg}a_{i,j}^1`$ $`=`$ $`(1,0)`$ $`\mathrm{deg}a_{i,j}^2`$ $`=`$ $`(0,1)`$ The matrix $`B_1_{}\widehat{A_2}+\widehat{A_1}_{}B_2`$ has thus two parts - of degree $`(0,1)`$ and $`(1,0)`$. Therefore, every element of it’s kernel is the tensor product of an element of $`\mathrm{ker}B_1`$ and an element of $`\mathrm{ker}B_2`$ \- with possible coefficient from $`\widehat{_1}_{}\widehat{_2}`$. This proves the statement for the particular case of $`\widehat{A_1}`$ and $`\widehat{A_2}`$, thus implying that the equality holds for almost all $`A_1`$ and $`A_2`$ (in Zariski sense). ## 4 Associative algebras ###### Definition 4 Let $`𝔄`$ be an associative algebra. Then $`𝔄^L`$ denotes a Lie algebra with the bracket defined as $`[a,b]=abba`$. ###### Theorem 5 \[Convexity property of index\] Let $`𝔄`$ and $`𝔅`$ be two finite dimensional associative algebras over field $``$. Then $$\text{ind }\left(𝔄_{}𝔅\right)^L\text{ind }𝔄^L\text{ind }𝔅^L$$ (1) * Let $`\left\{e_i\right\}`$ be a basis in $`𝔄`$ and $`\left\{g_j\right\}`$ be a basis in $`𝔅`$. Denote by $`A_1`$ the multiplication matrix of $`𝔄`$, that is the matrix with coefficients in (first degree) polynomials over $`𝔄^{}`$, element $`(i,j)`$ of $`A_1`$ is equal to $`e_ie_j`$. Let $`A_2`$ denote the multiplication matrix of $`𝔅`$. The multiplication matrix $`B_1`$ of Lie algebra $`𝔄^L`$ is given by the formula $`B_1=A_1A_1^T`$ (here $`()^T`$ denotes transposition). $`B_2=A_2A_2^T`$ gives the multiplication matrix of $`𝔅^L`$. The multiplication matrix of $`𝔄_{}𝔅`$ in the basis $`\left\{e_i_{}g_j\right\}`$ is $`A_1_{}A_2`$. The multiplication matrix $`B`$ for $`\left(𝔄_{}𝔅\right)^L`$ is computed as follows: $`B=A_1_{}A_2\left(A_1_{}A_2\right)^T=`$ $`=A_1_{}A_2A_1^T_{}A_2^T=`$ $`=A_1_{}A_2A_1^T_{}A_2+A_1^T_{}A_2A_1^T_{}A_2^T=`$ $`=B_1_{}A_2+A_1^T_{}B_2`$ Theorem 4 implies that $`dim\mathrm{ker}Bdim\mathrm{ker}B_1dim\mathrm{ker}B_2`$. One concludes the proof by applying proposition 1. ###### Example 1 Let $`𝔄=a+b`$ be a 2-dimensional algebra over $``$ (you can replace $``$ with you favorite field) with the following multiplication table: \| $`\times _𝔄`$ \| $`a`$ \| $`b`$ \| \| --- \| --- \| --- \| \| $`a`$ \| $`a`$ \| $`b`$ \| \| $`b`$ \| $`a`$ \| $`b`$ \| Let $`𝔅`$ be an arbitrary associative algebra over $``$ with multiplication table $`A`$. The the multiplication table of $`𝔄_{}𝔅`$ is: \| $`\times _{𝔄_{}𝔅}`$ \| $`a_{}𝔅`$ \| $`b_{}𝔅`$ \| \| --- \| --- \| --- \| \| $`a_{}𝔅`$ \| $`aA`$ \| $`bA`$ \| \| $`b_{}𝔅`$ \| $`aA`$ \| $`bA`$ \| The index of algebra $`𝔄`$ is equal to $`0`$. The index of algebra $`𝔄_{}𝔅`$ can be computed as follows: $$B_{𝔄_{}𝔅}=\left(\begin{array}{cc}aAaA^T& bAaA^T\\ aAbA^T& bAbA^T\end{array}\right)$$ By definition $`\text{ind }𝔄_{}𝔅=\mathrm{ker}B_{𝔄_{}𝔅}`$. Thus we want to find all solutions $`(v_1,v_2)`$ (in rational functions on $`\left(𝔄_{}𝔅\right)^{}`$) of the following equations: $$\{\begin{array}{ccc}\left(aAaA^T\right)v_1+\left(bAaA^T\right)v_2& =& 0\\ \left(aAbA^T\right)v_1+\left(bAbA^T\right)v_2& =& 0\end{array}$$ A few straightforward transformations lead us to the following system: $$\{\begin{array}{ccc}(ab)A^T\left(v_1+v_2\right)& =& 0\\ (ab)A\left(av_1+bv_2\right)& =& 0\end{array}$$ Since $`a`$ and $`b`$ are invertible and independent the index of $`𝔄_{}𝔅`$ is equal to twice the dimension of the kernel of $`A`$. In the particular case considered above the inequality 1 is precise only when the algebra $`𝔅`$ has non-degenerate multiplication table. ## 5 Characteristic polynomial of associative algebra ###### Definition 5 \[Multiplicative group\] Let $`𝔄`$ be an associative algebra with unity. Then $`𝔄^{}`$ \- the set of all invertible elements of $`𝔄`$ \- can be regarded as a group under the operation of multiplication. The Lie algebra of $`𝔄^{}`$ is the algebra $`𝔄`$ itself with commutator $$[a,b]=abba$$ ###### Definition 6 \[Adjoint action\] Let $`g𝔄^{}`$ and $`Y𝔄=\left(𝔄^{}\right)^L`$. By definition adjoint action of $`g`$ on $`X`$ is $$\text{Ad}_gY=gYg^1$$ Let $`X𝔄`$. The adjoint action of $`X`$ on $`Y`$ is defined as $$\text{ad}_XY=XYYX$$ ###### Definition 7 \[Coadjoint action\] Let $`g𝔄^{}`$ and $`F𝔄^{}`$ (here $`𝔄^{}`$ is the space of linear functionals on $`𝔄`$). Let $`Y𝔄`$. By definition coadjoint action of $`g`$ on $`F`$ is $$\left(\text{Ad}_g^{}F\right)(Y)=F\left(g^1Yg\right)$$ Let $`X𝔄`$. The coadjoint action of $`X`$ on $`F`$ is defined as $$\left(\text{ad}_X^{}F\right)(Y)=F\left((XYYX)\right)$$ ###### Definition 8 \[Characteristic polynomial of associative algebra\] Let $`\left\{e_i\right\}`$ be some basis of $`𝔄`$. Let $`A`$ be the multiplication table of $`𝔄`$ considered as matrix which coefficients are polynomials over $`𝔄^{}`$. Then $$\chi (\lambda ,\mu ,F)=det\left(\lambda A+\mu A^T\right)$$ is the characteristic polynomial of algebra $`𝔄`$. Here $`F`$ is an element of $`𝔄^{}`$. ###### Lemma 6 Characteristic polynomial is defined up to a scalar multiple. * Indeed, change of basis $`\left\{e_i\right\}`$ replaces $`A`$ with $`CAC^T`$. And $$det\left(\lambda CAC^T+\mu CA^TC^T\right)=\left(detC\right)^2det\left(\lambda A+\mu A^T\right)$$ ###### Theorem 7 The characteristic polynomial is quasi-invariant under coadjoint action. That is $$\chi (\lambda ,\mu ,\text{Ad}_g^{}F)=\left(det\text{Ad}_g\right)^2\chi (\lambda ,\mu ,F)$$ * Indeed, the matrix element $`(i,j)`$ of $`A`$ evaluated in point $`F`$ is given by the expression $`F(e_ie_j)`$. Since $$\left(\text{Ad}_g^{}F\right)(e_ie_j)=F(g^1e_ie_jg)=F((g^1e_ig)(g^1e_jg))$$ the substitution $`F\text{Ad}_g^{}F`$ is equivalent to change of basis induced by the matrix $`\text{Ad}_g^1`$. Applying the result of previous lemma one easily obtains the statement of the theorem. ###### Theorem 8 \[Extended Cayley theorem\] Let $`A`$ and $`B`$ be two $`n\times n`$ matrices over an algebraically closed field $`k`$ and $`C`$ and $`D`$ be two $`m\times m`$ matrices over the same field $`k`$. Define $`\chi (\lambda ,\mu )=det(\lambda A+\mu B)`$. Then $$det(\lambda AC+\mu BD)=det(\chi (\lambda C,\mu D))$$ Before proceeding with the proof we must explain in what sense we consider $`\chi (\lambda C,\mu D)`$. Indeed, matrices $`C`$ and $`D`$ might not commute making $`\chi (\lambda C,\mu D)`$ ambiguous. In our situation the right definition is as follows: First, we notice that $`\chi (\lambda ,\mu )`$ is homogeneous, thus it can be decomposed into a product of linear forms ($`k`$ is algebraicly closed): $$\chi (\lambda ,\mu )=\underset{i}{}(\lambda \alpha _i+\mu \beta _j)$$ Then we define $$\chi (\lambda C,\mu D)=\underset{i}{}(\lambda \alpha _iC+\mu \beta _jD)$$ There is still some ambiguity about the order in which we multiply linear combinations of $`C`$ and $`D`$ but it does not affect the value of $`det(\chi (\lambda C,\mu D))`$. * Step 1. Let $`A`$ and $`C`$ be identity matrices of sizes $`n\times n`$ and $`m\times m`$ respectively. Then $$\chi (\lambda ,\mu )=\underset{i}{}(\lambda +\mu \gamma _i)$$ where $`\gamma _i`$ are eigenvalues of $`B`$. $`det(\chi (\lambda ,\mu D))=det\left({\displaystyle \underset{i}{}}(\lambda +\mu \gamma _iD)\right)`$ (2) $`={\displaystyle \underset{i}{}}det\left(\lambda +\mu \gamma _iD\right)={\displaystyle \underset{i,j}{}}\left(\lambda +\mu \gamma _iϵ_j\right)`$ (3) where $`ϵ_j`$ are eigenvalues of $`D`$. On the other hand one easily derives that eigenvalues of $`BD`$ are $`\gamma _iϵ_j`$ and thus $$det(\lambda +\mu BD)=\underset{i,j}{}\left(\lambda +\mu \gamma _iϵ_j\right)=det(\chi (\lambda ,\mu D))$$ Step 2. Let us assume now only that matrices $`A`$ and $`C`$ are invertible. We have $$\chi (\lambda ,\mu )=det(\lambda A+\mu B)=det(A)det(\lambda +\mu A^1B)$$ Denote $`\chi ^{}(\lambda ,\mu )=det(\lambda +\mu A^1B)=_i(\lambda +\mu \gamma _i)`$, where $`\gamma _i`$ are eigenvalues of $`A^1B`$. $`det(\chi (\lambda C,\mu D))=det\left(det(A){\displaystyle \underset{i}{}}(\lambda C+\mu \gamma _iD)\right)=`$ $`=det(A)^m{\displaystyle \underset{i}{}}det(\lambda C+\mu \gamma _iD)=`$ $`=det(A)^m{\displaystyle \underset{i}{}}\left(det(C)det(\lambda +\mu \gamma _iC^1D)\right)=`$ $`=det(A)^mdet(C)^ndet(\chi ^{}(\lambda ,\mu C^1D))`$ By step 1 we have $$det(\lambda +\mu (A^1B)(C^1D))=det(\chi ^{}(\lambda ,\mu C^1D))$$ Observing also that $`det(AC)=det(A)^mdet(C)^n`$ we obtain $`det(\chi (\lambda C,\mu D))=det(AC)det(\lambda +\mu (A^1B)(C^1D))=`$ (7) $`=det(\lambda AC+\mu BD)`$ which is the desired formula. Step 3. To prove the formula in general we observe that the both parts involve only polynomials in entries of matrices $`A`$,$`B`$,$`C`$ and $`D`$. Since the restriction that $`A`$ and $`C`$ be invertible selects a Zariski open subset, the formula should hold for all $`A`$,$`B`$,$`C`$,$`D`$ by continuity. ###### Proposition 9 Let $`A`$ and $`B`$ be two $`n\times n`$ matrices. Let $`K=dim\mathrm{ker}A`$ and $`M=dim\mathrm{ker}B`$. Then $`det(\lambda A+\mu B)`$ is divisible by $`\lambda ^M\mu ^K`$. ###### Theorem 10 Let $`𝔄`$ be an associative algebra. Then it’s characteristic polynomial is divisible by $$(\lambda \mu )^{dim\mathrm{ker}A}(\lambda +\mu )^{\text{ind }𝔄}$$ * Indeed, using proposition 9 and the fact that $`dim\mathrm{ker}A=dim\mathrm{ker}A^T`$ the characteristic polynomial $`det(\lambda A+\mu A^T)`$ is divisible by $`(\lambda \mu )^{dim\mathrm{ker}A}`$. And in view of $$det(\lambda A+\mu A^T)=det((\lambda +\mu )A\mu (AA^T))$$ and $$dim\mathrm{ker}(AA^T)=\text{ind }𝔄$$ it is divisible by $`(\lambda +\mu )^{\text{ind }𝔄}`$. ###### Example 2 \[$`\text{GL}(2)`$\] Let $`a`$,$`b`$,$`c`$,$`d`$ denote the matrix units $`E_{1,1}`$,$`E_{1,2}`$,$`E_{2,1}`$ and $`E_{2,2}`$ correspondingly. Then the multiplication table $`A`$ is $$\begin{array}{cccccc}& & a& b& c& d\\ & & & & & \\ a& & a& b& 0& 0\\ b& & 0& 0& a& b\\ c& & c& d& 0& 0\\ d& & 0& 0& c& d\end{array}$$ The characteristic polynomial is equal to $`\chi (\lambda ,\mu )=det(\lambda A+\mu A^T)=`$ (9) $`=(\lambda +\mu )^2(adbc)((\lambda \mu )^2(adbc)+\lambda \mu (a+d)^2))`$ We see the absence of factors $`\lambda \mu `$ which corresponds to the fact that multiplication table $`A`$ is non-degenerate ($`detA=(adbc)^2`$) and the degree of the factor $`\lambda +\mu `$ is exactly equal to the index of $`\text{GL}(2)`$. ###### Example 3 Let $`𝔄`$ be the following subalgebra of $`\text{Mat}_3()`$: $$\left(\begin{array}{ccc}a& b& 0\\ 0& c& 0\\ 0& d& e\end{array}\right)$$ The multiplication table $`A`$ of $`𝔄`$ is $$\begin{array}{ccccccc}& & a& b& c& d& e\\ & & & & & & \\ a& & a& b& 0& 0& 0\\ b& & 0& 0& b& 0& 0\\ c& & 0& 0& c& 0& 0\\ d& & 0& 0& d& 0& 0\\ e& & 0& 0& 0& d& e\end{array}$$ The characteristic polynomial is equal to $$\chi (\lambda ,\mu )=\lambda ^2\mu ^2(\lambda +\mu )b^2d^2(a+c+e)$$ The degree of the factor $`\lambda +\mu `$ is equal to the index of $`𝔄`$. The presence of factor $`\lambda ^2\mu ^2`$ corresponds to the fact that multiplication table is degenerate. Algebra $`𝔄`$ from the example 3 facilitates construction of the algebra with null characteristic polynomial. Indeed, by theorem 8 characteristic polynomial of algebra $`𝔄𝔄`$ is equal to $$\chi _{𝔄𝔄}(\lambda ,\mu )=det((\lambda A)^2(\mu A^T)^2(\lambda A+\mu A^T)b^2d^2(a+c+e))=0$$ ## 6 Characteristic polynomial of $`\text{Mat}_n`$ ###### Definition 9 \[Generalized resultant\] Let $`p(x)`$ and $`q(x)`$ be two polynomials over an algebraicly closed field. We define generalized resultant of $`p(x)`$ and $`q(x)`$ to be $$R(\lambda ,\mu )=\underset{i,j}{}(\lambda \alpha _i+\mu \beta _j)$$ where $`\left\{\alpha _i\right\}`$ and $`\left\{\beta _j\right\}`$ are roots of polynomials $`p(x)`$ and $`q(x)`$ respectively. Generalized resultant is polynomial in two variables. It is easy to show that its coefficients are polynomials in coefficients of $`p(x)`$ and $`q(x)`$ so the condition on base field to be algebraicly closed can be omitted. ###### Theorem 11 The characteristic polynomial $`\chi (\lambda ,\mu ,F)`$ for algebra $`\text{Mat}_n`$ in point $`F\text{Mat}_n^{}`$ is equal to the generalized resultant of characteristic polynomial of $`F`$ (as a matrix) with itself times $`(1)^{\frac{n(n1)}{2}}`$. That is $$\chi (\lambda ,\mu ,F)=(1)^{\frac{n(n1)}{2}}det(F)(\lambda +\mu )^n\underset{ij}{}(\lambda \alpha _i+\mu \alpha _j)$$ where $`\alpha _i`$ are eigenvalues of $`F`$ (this formulation assumes that the base field is algebraicly closed). * We will make use of theorem 7. The coadjoint action on $`\text{Mat}_n^{}`$ is simply conjugation by invertible matrices. The generic orbit consists of diagonalizable matrices. Thus we can compute $`\chi (\lambda ,\mu )`$ by assuming first that $`F`$ is diagonal and then extrapolating the resulting polynomial to the case of all $`F`$. Assume the base field to be $``$. Let $`F=\text{diag}(\alpha _1,\mathrm{},\alpha _n)`$. We choose a basis $`\left\{E_{i.j}\right\}`$ of matrix units in the algebra $`\text{Mat}_n`$. The only case when $`F(E_{i,j}E_{k,l})`$ is non-zero is when $`i=l`$ and $`j=k`$. Thus the multiplication table $`A`$ (restricted to subspace of diagonal matrices in $`\text{Mat}_n^{}`$) is $$\begin{array}{ccccccccccccccccc}& & & E_{i,i}& & & & E_{i,j}^+& & & & E_{i,j}^{}& & & & & \\ & & & & & & & & & & & & & & & & \\ & & \alpha _1& & 0& & & & & & & & & & & & \\ E_{i,i}& & & \mathrm{}& & & & 0& & & & 0& & & & & \\ & & 0& & \alpha _n& & & & & & & & & & & & \\ & & & & & & & & & & & & & & & & \\ & & & & & & & & & & \alpha _j^{}& & 0& & & & \\ E_{i,j}^+& & & 0& & & & 0& & & & \mathrm{}& & & & & \\ & & & & & & & & & & 0& & \alpha _{j^{\prime \prime }}& & & & \\ & & & & & & & & & & & & & & & & \\ & & & & & & \alpha _i^{}& & 0& & & & & & & & \\ E_{i,j}^{}& & & 0& & & & \mathrm{}& & & & 0& & & & & \\ & & & & & & 0& & \alpha _{i^{\prime \prime }}& & & & & & & & \end{array}$$ here $`E_{i,j}^+`$ denotes elements $`E_{i,j}`$ with $`i>j`$ and $`E_{i,j}^{}`$ denotes elements $`E_{i,j}`$ with $`i<j`$. The matrix $`\lambda A+\mu A^T`$ will have $`(\lambda +\mu )\alpha _i`$ in the $`E_{i,i}\times E_{i,i}`$ block, and the pair $`(E_{i,j}^+,E_{i,j}^{})`$ will produce a $`2\times 2`$ matrix $$\left(\begin{array}{cc}0& \lambda \alpha _j+\mu \alpha _i\\ \lambda \alpha _i+\mu \alpha _j& 0\end{array}\right)$$ Computing the determinant yields $$(1)^{\frac{n(n1)}{2}}(\lambda +\mu )^n\underset{i}{}\alpha _i\underset{ij}{}(\lambda \alpha _i+\mu \alpha _j)=(1)^{\frac{n(n1)}{2}}\underset{i,j}{}(\lambda \alpha _i+\mu \alpha _j)$$ thus proving the theorem for the case when $`F`$ is diagonal. But characteristic polynomial $`det(Fx)`$ is invariant under coadjoint action. Thus the expression is true for all $`F`$ up to a possibly missing factor depending only on $`F`$ (but not $`\lambda `$ or $`\mu `$) which is quasi-invariant under coadjoint action. However, in view of the fact that this multiple must be polynomial in $`F`$ and that the degree of the expression above in $`F`$ is exactly $`n^2`$ this multiple must be trivial. The case of arbitrary field is proved by observing that both sides of the equality are polynomials with integral coefficients and thus if equality holds over $``$ it should hold over any field. We observe that the maximal degree of factor $`(\lambda +\mu )`$ in characteristic polynomial of $`\text{Mat}_n`$ is equal exactly to the index of $`\text{Mat}_n`$. Moreover, in the factorization of $`\chi (\lambda ,\mu )`$ all factors except $`(\lambda +\mu )`$ depend upon $`F`$ non-trivially. This allows us to prove the following theorem: ###### Theorem 12 Let $`𝔄`$ be a an algebra with the property that the maximal $`n`$ for which $`(\lambda +\mu )^n`$ divides $`\chi _𝔄`$ is equal to $`\text{ind }𝔄`$. Then $$\text{ind }\left(\text{Mat}_N𝔄\right)=N\text{ind }𝔄$$ * Indeed, from the theorem 1 we know that $`\text{ind }\left(\text{Mat}_N𝔄\right)`$ is at least $`N\text{ind }𝔄`$. On the other hand theorem 10 states that $`\text{ind }\left(\text{Mat}_N𝔄\right)`$ cannot exceed the power of the factor $`\lambda +\mu `$ in characteristic polynomial of $`\text{Mat}_N𝔄`$. This polynomial can be computed using theorem 8: $`\chi _{\text{Mat}_N𝔄}=det\left((\lambda A+\mu A^T)^Ndet(F){\displaystyle \underset{ij}{}}(\lambda \alpha _iA+\mu \alpha _jA^T)\right)=`$ $`=\left(det(\lambda A+\mu A^T)\right)^Ndet(F)^{dim𝔄}{\displaystyle \underset{ij}{}}det(\lambda \alpha _iA+\mu \alpha _jA^T)=`$ $`=\left(\chi _𝔄\right)^Ndet(F)^{dim𝔄}{\displaystyle \underset{ij}{}}det(\lambda \alpha _iA+\mu \alpha _jA^T)`$ Since we know that $`\text{ind }𝔄`$ is equal to the power of the factor $`\lambda +\mu `$ the term $`\left(\chi _𝔄\right)^N`$ is divisible by exactly $`\lambda +\mu `$ to the power $`N\text{ind }𝔄`$. The other factors do not contribute since $`det(F)`$ does not contain $`\lambda `$ or $`\mu `$ and $`\alpha _i`$ are independent. ## 7 Symmetric form on $`\text{Stab}_F`$ ###### Definition 10 Let $`𝔄`$ be an associative algebra. For an element $`F𝔄^{}`$ we define $$\text{Stab}_F=\{a𝔄:x𝔄F(ax)=F(xa)\}$$ ###### Proposition 13 1. $`\text{Stab}_F`$ is a subalgebra in $`𝔄`$. 2. If $`𝔄`$ possesses a unity then $`\text{Stab}_F`$ possesses a unity. ###### Definition 11 We define the form $`Q_F`$ on $`\text{Stab}_F`$ by the following formula: $$Q_F(a,b)=F(ab)$$ ###### Theorem 14 \[Properties of the form $`Q_F`$\] The form $`Q_F`$ possesses the following properties: 1. $`Q_F`$ is symmetric. 2. $`Q_F`$ is ad invariant. * The proof is not difficult: 1. $$Q_F(a,b)=F(ab)=F(ba)=Q_F(b,a)$$ 2. $`Q_F(\text{ad}_ca,b)=F((\text{ad}_ca)b)=F((caac)b)=`$ $`=F(cabacb)=F(abcacb)=`$ $`=F(a(\text{ad}_cb))=Q_F(a,\text{ad}_cb)`$ ###### Theorem 15 The index of associative algebra $`𝔄`$ is equal to the maximal power $`N`$ when $`\left(\lambda +\mu \right)^N`$ divides $`\chi _𝔄`$ if and only if the quadratic form $`Q_F`$ is non-degenerate for a generic $`F𝔄^{}`$. Corollary An easy source of examples of associative algebras $`𝔄`$ that satisfy this condition are algebras with unity with index equal to $`1`$. Indeed, the dimension of stabilizer of such algebra is $`1`$ (which is thus generated by unity) and it is not difficult to find generic $`F`$ that does not vanish on the stabilizer (which is the same for all generic $`F`$). In particular for these algebras $`\text{ind }\left(\text{Mat}_n𝔄\right)=n`$. * We will show that non-degeneracy of $`Q_F`$ for a particular $`F`$ implies that the maximal power of $`\lambda +\mu `$ that divides $`\chi (,,F)`$ (evaluated on $`F`$) is equal to $`dim\text{Stab}_F`$. This will imply the statement of the theorem in case $`F`$ is generic. Let $`A`$ be the multiplication table of $`𝔄`$ evaluated in $`F`$. Let us choose a basis $`\left\{e_i\right\}`$ in $`\text{Stab}_F`$ and complement it with vectors $`\left\{w_j\right\}`$ to the full basis in $`𝔄`$ in such a way that $`(AA^T)`$ restricted to $`\left\{w_j\right\}`$ is a non-degenerate skew-symmetric form. Then $$\chi (\lambda ,\mu ,F)=det(\lambda A+\mu A^T)=det((\lambda +\mu )A\mu (AA^T))$$ The matrix $`AA^T`$ is a block matrix with respect to partition of basis in $`\left\{e_i\right\}`$ and $`\left\{w_j\right\}`$. The only non-zero block is the block $`\left\{w_j\right\}\times \left\{w_j\right\}`$. Thus the only way for the term $$\left(\lambda +\mu \right)^{dim\text{Stab}_F}\mu ^{dim𝔄dim\text{Stab}_F}$$ to appear in $`det((\lambda +\mu )A\mu (AA^T))`$ is when $`A`$ restricted to $`\left\{e_i\right\}`$ is non-degenerate. But $`A\|_{\left\{e_i\right\}}=Q_F`$. ## References 1. Vladimir Dergachev and Alexandre Kirillov, Index of Lie algebras of Seaweed type, to appear in Journal of Lie theory. 2. J.Dixmier, “Enveloping algebras”, American Mathematical Society, Providence (1996) 1-379 . 3. Elashvili, A. G, Frobenius Lie algebras, Funktsional. Anal. i Prilozhen. 16 (1982), 94–95. 4. —, On the index of a parabolic subalgebra of a semisimple Lie algebra, Preprint, 1990. 5. I.M.Gelfand and A.A.Kirillov, Sur les corps liés aux algébres enveloppantes des algébres de Lie, Publications mathématiques 31 (1966) 5-20.
warning/0001/astro-ph0001536.html	ar5iv	text	# Chandra Observations of the Crab-like Supernova Remnant G21.5–0.9 ## 1. INTRODUCTION Supernova remnants (SNRs) in the “Crab-like” or “plerionic” class (Weiler & Panagia 1978) are characterized by compact, filled-center radio morphology, with relatively flat spectral index ($`\alpha _r`$ 0.0 – 0.3, where $`S_\nu \nu ^{\alpha _r}`$). The common interpretation is that these remnants are pulsar-powered, although direct evidence of an associated pulsar is often lacking. Roughly 5% of the currently cataloged Galactic SNRs (Green 1998) are included in this class, with another 7–10% classified as “composite” remnants showing plerionic cores accompanied by shells with steeper radio indices ($`\alpha _r`$ 0.4 – 0.7). The shell-like component is associated with the supernova blast wave and ejecta. In X-rays, the plerionic remnants show nonthermal spectra characteristic of synchrotron emission while the shell components typically display line-dominated thermal emission, although the shell-type SNRs SN 1006 and G347.3-0.5 are dominated by nonthermal X-rays (Koyama et al. 1995; Slane et al. 1999). The absence of any shell or halo of fast-moving ejecta in the Crab Nebula, 3C58, and other plerionic remnants may be simply the result of a low ambient density which precludes the formation of a detectable shock. Evidence of H I voids around some filled-center remnants (Wallace, Landecker, & Taylor 1994) lends support to this hypothesis, although results for G21.5–0.9 in particular are inconclusive. However, G74.9+1.2 and G63.7+1.1 are filled-center SNRs which show no evidence of fast-moving halos of ejecta, but which appear to be interacting directly with surrounding material (Wallace, Landecker, Taylor, & Pineault 1997; Wallace, Landecker & Taylor 1997). Such an interpretation, if correct, could suggest some neutron stars form from under-energetic explosions in which very little material is ejected. Further searches for evidence of extended shell/halo components in Crab-like remnants is thus of considerable importance. G21.5–0.9 is a compact SNR that exhibits strong linear polarization and centrally peaked emission in the radio band (Morsi & Reich 1987). The radio spectral index is $`\alpha _r0`$ for $`\nu <32`$ GHz, which puts it in the class of Crab-like SNRs. A steepening of the spectrum is observed beyond 32 GHz (Salter et al. 1989). Previous X-ray observations reveal a similar morphology (Becker & Szymkowiak 1981) with a hard X-ray spectrum (Davelaar, Smith, & Becker 1986). To date, there has been no detection of a central pulsar (Frail & Moffett 1993; Kaspi et al. 1996). Neutral hydrogen absorption measurements place G21.5–0.9 at a distance of $`4.8`$ kpc (Becker & Szymkowiak 1981). Throughout this Letter we assume $`d=5`$ kpc and show the scaling of relevant quantities with $`d=5d_5`$ kpc explicitly. The radio luminosity of G21.5–0.9 is $`1.8\times 10^{34}d_5^2\mathrm{erg}\mathrm{s}^1`$ ($`\nu <32`$ GHz; Morsi & Reich 1987), and it has a lower $`L_x/L_r`$ ratio than the Crab; it is a factor of $`9`$ less luminous in the radio and a factor of $`100`$ less in X-rays. Previous measurements fail to show evidence of any extended component outside the plerion. ## 2. OBSERVATIONS AND ANALYSIS G21.5–0.9 has been observed regularly as a calibration target for the Chandra X-ray Observatory (Weisskopf, O’Dell, & van Speybroeck 1996). Here we concentrate on an early set of observations carried out on 23 Aug 1999 and 25 October 1999. We select ACIS observations with the remnant placed on the S3 chip, where the best focus is achieved, and use these for both spectral and spatial information. We use observations with the HRC to obtain the highest angular ($`0.5`$ arcsec) and time resolution information. The observations used for this study are summarized in Table 1. Table 1: Summary of Observations Obs ID Instrument Dur. Date 159 ACIS (S3) 17.7 ks 23 Aug 1999 1230 ACIS (S3) 15.8 ks 23 Aug 1999 1406 HRC-I 30 ks 25 Oct 1999 In Figure 1 (left) we present the HRC image of the plerion. At the center of the X-ray image is a bright compact region which contains $`8\%`$ of the total flux. This central emission is extended beyond the $`0.5`$ arcsec resolution of the telescope, however. A comparison of the emission profile with that for a point source at the same on-axis position in the HRC reveals an extent of $`2`$ arcsec (Fig. 1), corresponding to a source size of $`0.05d_5`$ pc. An investigation of timing data from the central region yields no significant evidence for pulsations; we derive an upper limit of $`40\%`$ for the pulsed fraction in the HRC bandpass ($`0.1`$–10 keV) assuming a sinusoidal light curve. The next largest structure is the main body of the plerion, which has a radius of roughly 30 arcsec, with some variation in size – particularly in the northwestern region which shows a distinct indentation. The ACIS data for the plerion reveals a nonthermal spectrum with energy index $`\alpha _x0.9`$ and a column density $`N_H2\times 10^{22}\mathrm{cm}^2`$. The latter is consistent with the H I absorption measurements (Davelaar, Smith, & Becker 1986). Here we have used a radius of 40 arcsec to extract events from the entire plerion; background was taken from regions of the same detector well-separated from the remnant. For comparison, we have used ASCA data to fit the spectrum and find excellent agreement with the values derived from the Chandra data. The X-ray luminosity of the plerion is $`L_x=2.1\times 10^{35}d_5^2\mathrm{erg}\mathrm{s}^1`$. When the column density is fixed at the value above, we find that the spectral index varies with radius, as indicated in Figure 2. This spectral softening with increasing radius, which is also observed for 3C58 (Torii et al. 2000), is consistent with synchrotron burn-off of electrons accelerated in the central regions; due to the short synchrotron lifetime for higher energy electrons, only the lower energy component is able to survive to the outer regions of the plerion. The spectral index of the compact core is $`\alpha _x=0.5`$, similar to that of the Crab pulsar. Perhaps the most interesting result from the ACIS observations is the presence of a very faint outer shell or halo in G21.5–0.9. As illustrated in Figure 1 (right), the shell radius is roughly 1.2 – 2 arcmin, corresponding $`1.72.9d_5`$ pc. The faint shell is incomplete in the southwest, and shows several knots in the northern region. The spectrum of this outer region is difficult to quantify at this early stage of the Chandra calibration efforts. Using data with a combined integration time of 33.5 ks, we obtained four spectra with a total of $`8700`$ counts; these spectra were fit simultaneously. Combining data from observations with different CCD chips is, as this stage, not possible. The spectrum, which is relatively hard, can be adequately described by either a power law or an optically thin thermal spectrum (e.g. Raymond & Smith 1977). The results are listed in Table 2. Fig. 2.— Variation of power law index with radius for the synchrotron core of G21.5–0.9. ## 3. DISCUSSION The nonthermal nature of the X-ray emission from the core of G21.5–0.9 indicates the presence of a central pulsar that powers the synchrotron nebula. X-ray studies of pulsars indicate a correlation between the total nonthermal X-ray luminosity of the systems and the spin-down power $`\dot{E}`$ of the pulsar (e.g. Seward & Wang 1988, Becker & Trümper 1997). Our best fit for this relation gives $`L_x=3\times 10^{11}\dot{E}^{1.22}`$ where we have used 0.1–2.4 keV luminosity values. Using the luminosity in Table 2, we infer the presence of a pulsar with $`\dot{E}=3.5\times 10^{37}d_5^{1.6}\mathrm{erg}\mathrm{s}^1`$. This is large for the general pulsar population, but reasonable for a young pulsar associated with a synchrotron nebula. Applying standard synchrotron emission calculations (Ginzburg & Syrovatskii 1965) to the radio spectrum from G21.5–0.9, under the assumption of a power law electron distribution (cf. Harrus, Hughes, & Slane 1998), we derive a nebular magnetic field $`B=4.4\times 10^4d_5^{2/7}\theta _{30}^{6/7}\mathrm{G}`$ and a magnetic pressure $`P_B=7.7\times 10^9d_5^{4/7}\theta _{30}^{12/7}\mathrm{dyne}\mathrm{cm}^2`$. Balancing the ram pressure of a pulsar-driven wind ($`\dot{E}/4\pi \eta cr_w^2`$, where the wind covers a fraction $`\eta `$ of a sphere) with the nebular magnetic pressure, we estimate a termination shock radius $`r_w0.04\eta ^{1/2}d_5^{1.1}\theta _{30}^{6/7}\mathrm{pc}`$. This corresponds to an angular size of $`1.5\eta ^{1/2}`$ arcsec for the distance and nebular size estimates used above. Interestingly, this is consistent with the apparent extent of the central source in G21.5–0.9 (Figure 1). It may be that the pulsar itself is hidden from our view beneath the shroud of the termination shock. For the Crab pulsar, radio observations reveal filamentary “wisps” (Bietenholz & Kronberg 1992) thought to be produced at this boundary zone where the pulsar wind begins decelerating through interactions with the surrounding medium (Rees & Gunn 1974). Similar evidence of a radio wisp is observed in 3C 58 (Frail & Moffett 1993), and the separation of the feature from the compact X-ray source observed in this SNR (Helfand, Becker, & White 1995) appears compatible with calculations of the expected termination shock distance (Torii et al. 2000). The extrapolation of the X-ray spectrum of the plerion as a whole to infrared frequencies is inconsistent with the measured ISO flux (Gallant & Tuffs 1998); the measured IR flux exceeds the prediction. This curious result may result from oversimplification of the X-ray spectrum, however. As shown in Figure 2, the spectral index increases with radius. A value of $`\alpha _x1.0`$, compatible with the outer regions of the nebula, provides good agreement upon extrapolation to the IR band. Alternatively, this may be indicative of the time evolution of the energy input into the nebula from the central source. We note that the X-ray core has no observed counterpart in the radio or infrared bands. The faint, extended halo of emission from G21.5–0.9 presumably represents the contribution from the SNR ejecta, with the brighter clumps in the northwest being associated with regions where the ejecta have encountered material of higher density. Faint arcs discernible in Figure 1 could be indicative of a reverse shock being driven into the expanding ejecta. Alternatively, the X-ray emission from the diffuse halo could be dominated by synchrotron emission from relativistic electrons accelerated at the shock front as proposed for SN 1006 and G347.3–0.5. The presence of an extended X-ray halo surrounding the Crab-like core of G21.5–0.9 raises the question of whether there is also an extended radio halo corresponding to the shell morphology seen in the vast majority of radio SNRs. We have examined archival Very Large Array (VLA) data, and find no radio shell around G21.5–0.9 down to a 1 GHz surface brightness limit (1$`\sigma `$) of $`\mathrm{\Sigma }=4\times 10^{21}`$ W m<sup>-2</sup> Hz<sup>-1</sup> sr<sup>-1</sup>. While this is sufficient to detect most young SNRs, at least one Crab-like source, G322.5–0.1, has a shell component which would not be seen down to this limit (Whiteoak 1992). If the extended halo truly represents the fast-moving ejecta, we would expect the spectrum to reveal characteristic emission line features from the hot gas. As summarized in Table 2, the best-fit spectrum is an absorbed power law. While we present results with the column density fixed to that obtained for the plerion, we note that slightly better spectral fits are obtained for a somewhat lower value of $`1.8\times 10^{22}\mathrm{cm}^2`$. A model for thermal emission (Raymond & Smith 1977) provides an adequate fit (though inferior to the power law) with a temperature of $`2.8`$ keV. Based upon the thermal model, the mean density of the emitting material is $`n_H=1.1\varphi _{1.5}^{3/2}d_5^{1/2}f^{1/2}\mathrm{cm}^3`$ where $`\varphi _{1.5}`$ is the angular radius of the shell in units of 1.5 arcmin, and $`f`$ is the fraction of the spherical volume comprising the X-ray emission. The mass of the emitting material is then $`M_x=1.2\varphi _{1.5}^{3/2}d_5^{5/2}f^{1/2}M_{}`$. With such a small amount of swept up material, G21.5–0.9 is still dynamically young. If the extended emission is nonthermal, then G21.5–0.9 joins SN 1006 and G347.3–0.5 as remnants whose shell emission is dominated by nonthermal processes in X-rays. The absence of an observed radio shell is consistent with the low radio surface brightness of these other remnants. More importantly, since the plerionic core in G21.5–0.9 implies a massive progenitor, while SN 1006 is the result of a Type Ia explosion, the addition of G21.5–0.9 to this class would imply that the nonthermal X-ray shells are related more to environment than to progenitor type. ## 4. CONCLUSIONS The early Chandra observations of G21.5–0.9 have revealed new information on all spatial scales. The variation in spectral index with radius in the plerion supports the view that a central object injects energetic electrons into the surrounding region, and that the lower energy particles, whose synchrotron radiation lifetimes are longest, predominate at the outskirts of the nebula. The center of the plerion shows a compact core which presumably contains a neutron star that powers the system, but this core is not point-like; an extended shroud, possibly associated with the pulsar wind termination shock, apparently hides the pulsar itself. No pulsations are detected from the central region. On the largest scales, a faint halo of emission is observed, with some evidence of arcs and clump-like features. This may correspond to the contribution from the fast-moving ejecta, although the spectral information is too sparse to quantify the nature of the emission in detail. If this component does indeed correspond to the ejecta component, then G21.5–0.9 does not fall into the proposed category of low explosion energy remnants with no ejecta proposed as possible progenitors to the class of plerionic SNRs. Deeper observations of the remnant are needed to better constrain this extended component. Upcoming studies with XMM have an excellent chance of clarifying this situation. This work was supported in part by the National Aeronautics and Space Administration through contract NAS8-39073 (P.S.), and grant NAG5-6420 (J.P.H). Y.C. acknowledges support from the Huaying Cultural and Educational Foundation. B.M.G. acknowledges the support of NASA through Hubble Fellowship grant HF-01107.01-98A awarded by STScI, which is operated by AURA Inc. for NASA under contract NAS 5–26555.
warning/0001/hep-th0001168.html	ar5iv	text	# 1 Dell system ## 1 Dell system According to the double elliptic system of 2 particles in the center-of-mass frame is described by the Hamiltonian: $$\begin{array}{c}H(p,q\|k,\stackrel{~}{k})=\alpha (q\|\stackrel{~}{k})\text{cn}(p\beta (q\|k,\stackrel{~}{k}))\left\|\frac{k\alpha (q\|\stackrel{~}{k})}{\beta (q\|k,\stackrel{~}{k})}\right).\end{array}$$ (1) Here $$\begin{array}{c}\alpha ^2(q\|\stackrel{~}{k})1\frac{2g^2}{\text{sn}^2(q\|\stackrel{~}{k})},\beta ^2(q\|k,\stackrel{~}{k})k^2+k^2\alpha ^2(q\|\stackrel{~}{k})=1\frac{2g^2k^2}{\text{sn}^2(q\|\stackrel{~}{k})}\end{array}$$ (2) sn and cn are the standard Jacobi functions. The model is parametrized by two independent (momentum and coordinate) bare elliptic curves with elliptic moduli $`k`$ and $`\stackrel{~}{k}`$ ($`k^{}=\sqrt{1k^2}`$ and $`\stackrel{~}{k}^{}=\sqrt{1\stackrel{~}{k}^2}`$ are the complimentary elliptic moduli). The full spectral curve $$\begin{array}{c}H(\eta ,\xi \|k,\stackrel{~}{k})=u\left(=\text{cn}(Q\|k)\right)\end{array}$$ (3) is characterized by the effective elliptic moduli $$\begin{array}{c}k_{eff}=\frac{k\alpha (q\|\stackrel{~}{k})}{\beta (q\|k,\stackrel{~}{k})},\stackrel{~}{k}_{eff}=\frac{\stackrel{~}{k}\alpha (q\|k)}{\beta (q\|\stackrel{~}{k},k)}\end{array}$$ (4) Coordinate-momentum duality interchanges $`k\stackrel{~}{k}`$, $`k_{eff}\stackrel{~}{k}_{eff}`$ (and $`q,pQ,P`$). In general $`SU(N)`$ case, the model describes an interplay between the four tori: the two bare elliptic curves and two effective Jacobians of complex dimension $`g=N1`$. The $`SU(2)`$ Hamiltonian (1) has a rather nice form in terms of the $`p,q`$ variables or their duals $`P,Q`$. However, the general construction of refs. for $`SU(N)`$ describes Hamiltonians as ratios of genus $`g`$ theta-functions which depend on another kind of canonical variables – angle-action variables $`p_i^{Jac},a_i`$. The flat moduli $`a_i`$ play the central role in the SW theory, while $`Q_i`$ are rather generalizations of the algebraic moduli; in the most familiar case of the Toda chain the spectral curve is $$w+\frac{\mathrm{\Lambda }_{QCD}^{2N}}{w}=\underset{i=1}{\overset{N}{}}(\lambda Q_i)$$ while $`a_i=_{A_i}\lambda \frac{dw}{w}`$. For our Dell system these variables $`a_i`$ can be calculated as A-periods $$\begin{array}{c}a_i=_{A_i}𝑑S\end{array}$$ (5) of the generating differential $`dS=\eta d\xi `$ on the spectral curve (3), while its B-periods define the prepotential $`(a)`$ through $$\begin{array}{c}\frac{}{a_i}=_{B_i}𝑑S\end{array}$$ (6) It is an interesting open problem to express the Hamiltonians in terms of $`P_i`$ and $`Q_i`$, perhaps, they can acquire a more transparent form, like it happens for $`SU(2)`$. Moreover, in the Hamiltonians for $`N>2`$ were found only in the limit $`\stackrel{~}{k}=0`$ (elliptic-trigonometric model, the dual of elliptic Ruijsenaars): elliptization of coordinates (switching on $`k1`$) should be straightforward (the real problem have been to elliptize the momentum dependence), but still remains to be performed. Another option is to switch to the ”separated” variables $`𝒫_i`$, $`𝒬_i`$ such that $`_{A_j}𝒫_i𝑑𝒬_i=a_i\delta _{ij}`$ (while generically $`a_i=_{A_j}_iP_idQ_i`$). Generically, they are different from $`P_i`$, $`Q_i`$ but coincide with $`P`$, $`Q`$ in the case of $`SU(2)`$. To conclude our description of the $`SU(2)`$ Dell system, we calculate the perturbative prepotential (i.e. the leading order of the expansion in powers of $`\stackrel{~}{k}`$ when the bare spectral torus degenerates into sphere) that allows one to establish the identification with physical theories. In the forthcoming calculation we closely follow the line of where the very similar calculation has been done for the Ruijsenaars model. When $`\stackrel{~}{k}0`$, $`\text{sn}(q\|\stackrel{~}{k})`$ degenerates into the ordinary sine. For further convenience, we shall parametrize the coupling constant $`2g^2\text{sn}^2(ϵ\|k)`$. Now the spectral curve (3) acquires the form $$\begin{array}{c}\alpha (\xi )\sqrt{1\frac{\text{sn}^2(ϵ\|k)}{\mathrm{sin}^2\xi }}=\frac{u}{\text{cn}\left(\eta \beta \|k_{eff}\right)}\end{array}$$ (7) Here the variable $`\xi `$ lives in the cylinder produced after degenerating the bare coordinate torus. So does the variable $`x=1/\mathrm{sin}^2\xi `$. Note that the A-period of the dressed torus shrinks on the sphere to a contour around $`x=0`$. Similarly, B-period can be taken as a contour passing from $`x=0`$ to $`x=1`$ and back. The next step is to calculate variation of the generating differential $`dS=\eta d\xi `$ w.r.t. the modulus $`u`$ in order to obtain a holomorphic differential: $$\begin{array}{c}dv=\left(i\text{sn}(ϵ\|k)\sqrt{k^2+k^2u^2}\right)^1\frac{dx}{x\sqrt{(x1)(U^2x)}}\end{array}$$ (8) where $`U^2\frac{1u^2}{\text{sn}^2(ϵ\|k)}`$. Since $$\begin{array}{c}\frac{a}{u}=_{x=0}\frac{dS}{u}=_{x=0}𝑑v=\frac{1}{\sqrt{(1u^2)(k^2+k^2u^2)}}\end{array}$$ (9) we deduce that $`u=\text{cn}(a\|k)`$ and $`U=\frac{\text{sn}(a\|k)}{\text{sn}(ϵ\|k)}`$. The ratio of the B- and A-periods of $`dv`$ gives the period matrix $$\begin{array}{c}T=\frac{U}{\pi }_0^1\frac{dx}{x\sqrt{(x1)(U^2x)}}=\frac{1}{i\pi }lim_{\kappa 0}\left(\mathrm{log}\frac{\kappa }{4}\right)+\frac{1}{i\pi }\mathrm{log}\frac{U^2}{1U^2}\end{array}$$ (10) where $`\kappa `$ is a small-$`x`$ cut-off. The $`U`$ dependent part of this integral is finite and can be considered as the “true” perturbative correction, while the divergent part just renormalizes the bare “classical” coupling constant $`\tau `$, i.e. classical part of the prepotential (see for further details). Therefore, the perturbative period matrix is finally $$\begin{array}{c}T_{finite}=\frac{i}{\pi }\mathrm{log}\frac{\text{sn}^2(ϵ\|k)\text{sn}^2(a\|k)}{\text{sn}^2(a\|k)}+const\frac{i}{\pi }\mathrm{log}\frac{\theta _1(a+ϵ)\theta _1(aϵ)}{\theta _1^2(a)}\end{array}$$ (11) and the perturbative prepotential is the elliptic tri-logarithm (cf. ). Remarkably, it lives on the bare momentum torus, while the modulus of the perturbative curve (7) is the dressed one. ## 2 Dell systems in the context of modern theory Roughly, one can divide the interest to the Dell systems into two flows: coming from string physics and from the theory of integrable systems per se. In Fig.1 these subjects are listed at the l.h.s. and the r.h.s. respectively. ### 2.1 Physics In physics, renewed interest to integrable systems is due to the discovery of their role in quantum field theory: exact (non-perturbative) effective actions usually exhibit integrable properties, if considered as functions of boundary conditions (coordinates in the moduli space of vacua) and coupling constants . The most primitive classical multiparticle integrable systems (well reduced KP/Toda-lattice models) emerge in this way in the study of vacuum dependencies of the low-energy effective actions of $`N=2`$ SUSY Yang-Mills theories . The table of known relations is shown in Fig.2. When SUSY is broken down to $`N=1`$ or $`N=0`$, continuous moduli normally disappear and only particular spectral curves survive from entire Seiberg-Witten (SW) families. However, one can still extract the dynamical information from SW theory, restricting the answers for correlation functions to given points in the moduli space. The most interesting distinctions between various models in Fig.2 are: (i) UV-finite vs. UV-infinite (where dimensional transmutation occurs) models. In the language of integrable systems the difference is in the bare spectral surface (complex curve): it may be elliptic one (torus) for the UV-finite models<sup></sup><sup></sup>The situation is still unclear in application to the case of fundamental matter with $`N_f=2N_c`$. In existing formulation for spin chains the bare coupling constant appears rather as a twist in gluing the ends of the chain together (this parameter occurs only when $`N_f=2N_c`$) and is not immediately identified as a modulus of a bare elliptic curve. This problem is a fragment of a more general puzzle: spin chains have not been described as Hitchin systems; only the “$`2\times 2`$” Lax representation is known, while its “dual” $`N_c\times N_c`$ one is not yet available., while it degenerates into a punctured sphere in UV-infinite cases. (ii) Matter in adjoint vs. fundamental representations of the gauge group. Matter in adjoint representation can be described in terms of a larger pure SYM model, either with higher SUSY or in higher space-time dimension. Thus models with adjoint matter form a hierarchy, naturally associated with the hierarchy of integrable models Toda chain $``$ Calogero $``$ Ruijsenaars $``$ Dell . Similarly, the models with fundamental matter are related to the hierarchy of spin chains originated from the Toda chain: Toda chain $``$ XXX $``$ XXZ $``$ XYZ . (iii) SYM models in different dimensions. Actually, Yang-Mills fields play a distinguished role (representing the universality class of conformal invariant models, perhaps, broken by the dimensional transmutation) only in 4 and 5 dimensions. Generically, in $`d=2k`$ their role is taken by theories of $`(k1)`$-forms. The relevant model for odd $`d=2k+1`$ can be described both in terms of $`(k1)`$\- and $`k`$-forms (like $`3d`$ Chern-Simons model is expressed both in terms of gauge vectors and in terms of the scalar fields of $`2d`$ WZNW model). Integrable systems relevant for the description of vacua of $`d=4`$ and $`d=5`$ models are respectively the Calogero and Ruijsenaars ones (which possess the ordinary Toda chain and “relativistic Toda chain” as Inosemtsev’s limits ). SYM models can be embedded into the more general context of string models – and, thus, into the entire framework of the future string theory – in two ways: through stringy compactifications and through non-trivial brane configurations . The both approaches can be dealt with in different ways, starting from different superstringy models in $`D=10,11,12`$ dimensions. Actually, the relevant brane configurations involve branes with some compact dimensions and, therefore, this is actually also the story about compactifications, only from lower $`D=6,7,8`$. The compact dimensions are interpreted as complex spectral curves within the brane approach or their non-compact $`3_Cd`$ mirrors – the singular Calabi-Yau-like manifolds – in string compactifications. The Lax operators are provided by non-trivial solutions of the scalar-fields equations of motion on the bare spectral curve (in other words, an attempt to compactify on a bare spectral curve ends up with the dynamical formation of a more sophisticated full spectral curve, i.e. the bare curve gets ”spontaneously” fibrated). As usual, when compactification size is large as compared to the Plankian (stringy) scale, one can consider the effective low-energy theory, neglecting the tower of stringy massive states and gravitational interactions. This effective theory includes massless gauge fields and their relatively light companions with masses inversely proportional to the compactification size, which can be identified with the gauge fields acquiring their masses through the Higgs mechanism and with the solitons/monopoles associated with strings winding around the compact dimensions. The description of such effective theory is in terms of prepotentials that celebrates a lot of properties familiar from the original studies of pure topological theories (where have been neglected the possibility of the light excitations to move). These properties include the identification of prepotentials as quasiclassical (Whitham) $`\tau `$-functions and peculiar equations, of which the (generalized) WDVV equations are the best known example. In the prepotential, the contributions of particles and solitons/monopoles (dyons) sharing the same mass scale, are still distinguishable, because of different dependencies on the bare coupling constant, i.e. on the modulus $`\tau `$ of the bare coordinate elliptic curve (in the UV-finite case) or on the $`\mathrm{\Lambda }_{QCD}`$ parameter (emerging after dimensional transmutation in UV-infinite cases). In the limit $`\tau i\mathrm{}`$ ($`\mathrm{\Lambda }_{QCD}0`$), the solitons/monopoles do not contribute and the prepotential reduces to the “perturbative” one, describing the spectrum of non-interacting particles. It is immediately given by the SUSY Coleman-Weinberg formula : $$\begin{array}{c}_{pert}(a)=_{\text{reps}R,i}()^F\mathrm{Tr}_R(a+M_i)^2\mathrm{log}(a+M_i)\end{array}$$ (12) SW theory (actually, the identification of appropriate integrable system) can be used to construct the non-perturbative prepotential, describing the mass spectrum of all the “light” (non-stringy) excitations (including solitons/monopoles). Switching on Whitham times presumably allows one to extract some correlation functions in the “light” sector. In accordance with the general logic of string theory , every model of quantum field theory possesses different descriptions in terms of different perturbative Lagrangians (referring to different phases). Thus, the models looking different perturbatively can be, in fact, identical non-perturbatively. If many enough couplings are allowed, every particular model gets embedded into a unique and universal stringy “theory of everything”. At the present stage of knowledge we just begin to observe particular traces of this general phenomenon in the form of sporadic “duality” identities between particular string models . A further restricted class of dualities in application to $`N=2`$ SYM can be identified with simple canonical transformations. This is the coordinate-momentum duality of integrable systems . ### 2.2 Integrability theory Integrability theory studies commuting Hamiltonian flows. A minor generalization allows the flows to form a closed non-abelian algebra. Thus, integrability theory is naturally a branch of group theory (see Fig.3), studying the group element of a (Lie, quantum, elliptic, …) algebra as a (classical, quantum, elliptic(?), …) multi-time evolution operator. The central object in the theory is the collection of matrix elements of the evolution operator in a given representation assembled into a generating function called (generalized) $`\tau `$-function of the corresponding algebra. Morphisms of representations (like decomposition of tensor products $`R_iR_j=_kN_{ij}^kR_k`$) induce Hirota-like relations between the $`\tau `$-functions in different representations , which can be rewritten as a hierarchy of (differential, finite-difference, elliptic(?)…) equations. From this perspective, integrability is not so much concentrated on Hamiltonians and their commutativity, but the really important issue becomes links with representation theory. Still, if one is interested in commuting flows, the two natural places for the commuting flows to emerge are in studies of the Cartan-like subalgebras and of the Casimir operators. If concentrated on Hamiltonians, people often distinguish between the classical Hamiltonian equations of motion, $`\frac{p_i}{t_n}=\frac{H_n}{q_i}`$, $`\frac{q_i}{t_n}=\frac{H_n}{p_i}`$ and the Schrödinger equations $`i\frac{\mathrm{\Psi }}{t_n}=\widehat{H}_n\mathrm{\Psi }`$. Then, a way from group theory to integrable Hamiltonians is through restricting Casimir operators to particular orbits (the theory of Hamiltonian reductions ). This gives rise to Laplace-like (differential and shift) operators together with their eigenfunctions (wave functions or zonal spherical functions). The eigenfunctions being represented as particular matrix elements are contained in the (generalized) $`\tau `$-function. The problem here is to extend the formalism to more sophisticated groups, like quantum affine and elliptic algebras. Only at affine elliptic level one expects the Dell hamiltonians to appear. Note that the coordinate-momentum duality acts on the zonal spherical functions, interchanging the arguments and eigenvalues . An a priori different quantization of integrability comes from a different place: classical and quantum integrability can be associated with continuous and discrete-time evolutions and thus related to classical and quantum groups respectively. The most intriguing from the group theory point of view is the quasiclassical (Whitham) integrability . Further generalization to the case of a two-component Plank constant imply a sort of elliptic quantization associated with emerging elliptic algebras . Their full description will hopefully shed light also on the somewhat mysterious “p-adic dimension”, empirically observed, among other places, in the properties of McDonald polynomials . On the other hand, elliptic algebras are naturally expected to appear in the study of loop algebras (cf. with Kazhdan-Lüstig framework, see also ): given an algebra, one can consider the corresponding 1-loop, 2-loop etc algebras (mapping from circles, Riemann surfaces etc into the algebra). At every level, an interesting new deformation shows up. At the 1-loop level, the central extensions give rise to affine (Kac-Moody) algebras. At the 2-loop level, a Moyal bracket (quantum deformation) should occur etc. The most adequate tool for group theory investigations is provided by quantum field theory (geometrical quantization). The hidden group-theoretical structures manifest themselves by high quality of the approximation, provided by the transformation to free fields (Darboux variables). “High quality” normally means that the corrections are concentrated in co-dimension one or higher (in other words, the original theory can be substituted by a mixture of the free-field ones with various non-trivial boundary conditions, i.e. with non-trivial theories on the boundaries). To put it differently, the functional integral for $`d`$-dimensional theory in compact space-time can be reduced to a collection of $`d`$-dimensional Green functions (correlators of free fields) and non-trivial functional integral over fields on some hypersurfaces. This phenomenon is well studied (and partly understood) in the theory of $`2d`$ conformal models: the WZNW model can be represented in terms of free fields with insertions of additional ”screenings” realized as contour integrals . Another (not unrelated) example is provided by the old theory of hierarchy of anomalies . The hierarchy relates, for example, the Donaldson theory in $`4d`$ (3-loop level), Chern-Simons theory in $`3d`$ (2-loop level; co-dimension one), WZNW theory in $`2d`$ (1-loop level; co-dimension two) etc. The free field formulation is intensively used in the theory of conventional KP/Toda-lattice $`\tau `$-functions (of which the Dell-Ruijsenaars-Calogero-Toda-chain family is a very specific reduction) associated with the affine (Kac-Moody) algebras of level $`k=1`$ and also with the eigenvalue matrix models . The next step will be made when more general “non-abelian” or “non-eigenvalue” $`\tau `$-functions associated with the level $`k1`$ emerge from the future studies of effective actions (generating functions of correlators) of the $`2d`$ WZNW model and $`3d`$ Chern-Simons theory. However, the real breakthrough, when the interrelation between different fashionable subjects is to become transparent, is expected after the $`\tau `$-functions of double-loop algebras (like that of area-preserving diffeomorphisms and/or the ones implicit in emerging the deformation quantization theory ) get enough attention. In algebraic geometry, instead of studying representation theory of groups per se, in Tanaka-Krein style, one considers particular sophisticated representations, like those in bundles/sheaves over complex curves and surfaces, thus mixing the group theory and algebraic geometry data. This line of research is nowadays labeled as Hitchin or SW theory and it provides the most of currently intriguing links to non-perturbative dynamics of quantum physical systems. Remarkably, it is enough to input just very simple bare spectral curves, like punctured Riemann sphere or torus, in order to get from the geometrical quantization technique some very non-trivial families of the full spectral curves (dynamics induced by group theory ”spontaneously” transforms trivial curves into highly non-trivial ones) and somewhat sophisticated prepotentials belonging to the fashionable classes of special functions (like polylogarithims and their generalizations). The most interesting issue here is that the prepotential turns out to be a quasiclassical $`\tau `$-function and, therefore, it can be obtained in two very different ways: from SW/Hitchin theory, where, at least, the bare spectral curves are used as input, and from quasiclassical limits of ordinary (generalized) $`\tau `$-functions built directly from affine quantum groups, where the only naive origin for a curve to appear is due to dealing with loop algebras. This situation echoes the general one with the quasiclassical quantization of stringy theory. Quasiclassical approximation always depends on two things: dynamics itself (which is dictated by symmetry principles and group theory) and the choice of “vacuum” (which usually breaks a lot of symmetries and is naturally an object of algebraic geometry nature). Thus, quasiclassical dynamics can be described in two languages: in terms of the full quantum dynamics (i.e. – at the end of the day – in terms of ordinary generalized $`\tau `$-functions) and in terms of deformations of the vacuum (i.e. in terms of deformation theory, say, of a Hodge style one). In the last description, one expects also additional (duality) relations between quasiclassical theories nearby different vacua to occur, which reflects the existence of the full quantum dynamics common for all the vacua. One should keep in mind that, in the situation with many deformation parameters, the same words can be said about “the quasiclassical approximation” w.r.t. any of the parameters. The future string theory is expected to unify in this manner all quantum field models, dealing with them as perturbative ( = quasiclassical) approximations to its different phases ( = vacua) with the Plank constant substituted by the inverse Plank mass as the deformation parameter… Coming back to SW theory, what really remains to discover within this context is the rich structure of the “vacua” (associated with the variety of complex spectral curves) in the geometrical quantization of affine quantum groups. ## 3 Open problems involving Dell systems Actually, most of the presentation of the previous section describe the open problems: every line calls for further clarification and details. Still, it makes sense to list a number of lower scale particular problems, directly involving the Dell systems. #### Complete construction of Dell integrable systems Explicit construction of Dell Hamiltonians for groups larger than $`SU(2)`$ * Commutativity of the Hamiltonians * Quantization of the Hamiltonians * Inozemtsev’s limit (for coordinate torus) of the Dell system: “elliptic Toda chain” #### Identification of the relevant gauge theory * Perturbative prepotential * Relation to spin chains * String compactifications * Torus fibered over torus, particular K3 surfaces * Relevant brane configurations and gauge theory on the brane * Duality between $`6d`$ self-dual 2-forms and SYM model * The physical meaning of the spectral manifold (curve) and bare spectral curve per se – without reference to brane configuration #### Hitchin systems * Spectral curve * SW differential * Lax operator * Brane configuration #### Relation to conventional $`\tau `$-function * The general problem: Hitchin vs. $`\tau `$ * Fermionic representation * Free field representations #### Dell from Casimir operators * Quantization of integrable Hamiltonians * Identification of the relevant groups, Casimir functions, orbits, reductions * Elliptic algebras * Adelization #### Duality * Formulation of the coordinate-momentum duality, relation to generic canonical transformations – see Fig.4 * Duality transforms of the wave functions (zonal spherical functions) * The study of the duals to the elliptic Calogero and Ruijsenaars models (the elliptic-rational and elliptic-trigonometric systems) * $`p,q`$ vs. $`p^{Jac},a`$ vs. ”separated” variables $`𝒫`$, $`𝒬`$ * Explicit construction of Dell systems for $`SU(N)`$ and other groups * Commuting $`\theta `$-functions * Dual systems from zeroes of $`\tau `$-functions * Transformation of prepotentials under duality * Relation to the mirror symmetry * Relation to Langlands correspondence #### Theory of prepotentials (quasiclassical $`\tau `$-functions) * Definition in internal terms * The meaning of the (generalized) WDVV equations * Further generalization of WDVV equations * RG flows as Whitham dynamics * Relation to (generalized) $`\tau `$-functions, i.e. the pure group-theory objects * Prepotentials from quantum affine algebras * Relation to polylogarithms ## Acknowledgments We are indebted for numerous discussions to H.W.Braden, A.Gerasimov, A.Gorsky, S.Kharchev, A.Marshakov, M.Olshanetsy and A.Zabrodin. Our work is partly supported by the RFBR grants 98-01-00328 (A.Mir.), 98-02-16575 (A.Mor.), the Russian President’s Grant 96-15-96939, the INTAS grant 97-0103 and the program for support of the scientific schools 96-15-96798. A.Mir. also acknowledges the Royal Society for support under a joint project.
warning/0001/nlin0001059.html	ar5iv	text	# Raman solitons in transient SRS11footnote 1to appear in Inverse Problems ## 1 Introduction Stimulated Raman scattering (SRS) is a 3-wave interaction process with extremely wide application in physics, especially in nonlinear optics . This essentially nonlinear phenomenon couples two electromagnetic waves (pump and Stokes waves) to a two-level medium and is described by a simple system of partial differential equations . Such a system applies to different physical situations, depending on a phenomenological damping factor chosen to match the observed Raman linewidth. For instance, the steady state regime occurs when one neglects dynamical effects on the medium. Then the system becomes explicitly solvable in terms of the intensities and the result fits well the situation of strong damping and long pulses, such as in fiber guides . When instead dynamical effects and damping are of same order, very interesting phase effects have been discovered in . These have been interpreted as the manifestation of solitons which, in the spectral transform scheme, would be related to discrete eigenvalues. Instead they are related to the continuous spectrum (they are not solitons) and named Raman spikes . Therefore the question of the observation of the Raman soliton is open since the original work in 1975. When the damping term is much smaller than the dynamical response of the medium, and can be neglected the regime is called hyper-transient and applies to short duration pulses. Here the system possesses a Lax pair and can be treated by means of the inverse scattering transform (IST) generalized to boundary-value problems . The observation of the Raman soliton is an interesting open problem, especially since the boundary-value problem for TSRS has been completely solved on the finite interval in with the essential result that, as expected from the works , the field $`q(x,t)`$ universally evolves toward the self-similar solution. The commonly used TSRS model is obtained as a 3-wave interaction process where the group velocities of the 3 fields involved are considered equal. As shown in , this assumption is an asymptotic limit and consequently the group velocity dispersion (GVD) has to be taken into account (through the spectral extension of the input laser fields), leading to a modified SRS system (eq. (2.1) below). The main consequence of this fact is that Raman solitons (discrete eigenvalues in the nonlinear Fourier spectrum) are effectively generated by SRS in the medium . The aim of this paper is to show that Raman solitons are indeed created in a finite length medium and that their generation is accompanied with poles in the nonlinear Fourier spectrum (spectral transform). We follow the model derived and solved in and establish the following results. 1 - Based on the assumption of a semi-infinite medium, IST gives an explicit solution<sup>2</sup><sup>2</sup>2The solution is not explicit for the finite length case: both results of and of give the answer by solving a system of Cauchy-Green integral equations. which will be shown to be an excellent approximation of the finite medium case. We explain this from the fast decay of the potential $`q(x,t)`$ for large $`x`$. Such is not the case in the zero-GVD case for which $`q(x,t)`$ decreases as $`x^{3/4}`$ typical of the self-similar solution . 2 - The reflection coefficient $`\rho `$ of the spectral transform (or nonlinear Fourier spectrum) is expressed in terms of the input and output field envelopes, allowing us to check the appearance of Raman solitons (the real valued single poles of $`\rho `$) on the numerical solutions. This also provides a means to observe the generation of Raman solitons in experimental data. 3 - A recursion formula for computing the spectral transform of a finite set of data has been recently proposed . We have implemented this discrete spectral transform and confirmed the creation of these Raman solitons in a simulation on a finite length. A remarkable feature here is that the numerical spectral transform can be quite easily implemented, its computation is faster, and it provides more information than a conventional Fourier transform. After presenting the model in section 2, we report the numerical observation of the Raman solitons in section 3. Section 4 explains this by an analysis of the medium dynamical variable. ## 2 The model We present here the extension of the SRS model of to the case where the dispersion of the group velocity is not neglected. We consider the classical model as in , well adapted to molecular Raman scattering, and for which the medium is schematically represented by a collection $`X`$ of harmonic oscillators coupled to the electric field $`\stackrel{}{E}`$ through the polarizability of the medium. ### 2.1 Basic equations When the polarizability depends on the frequency of the applied field, the group velocity of the electromagnetic waves becomes frequency dependent. While a very small group velocity dispersion (GVD) has no consequence on the evolution of the amplitude, it has nontrivial effects on the phase dynamics. In this context, it has been proved in , using multiscale analysis, that for the electric field $`E(x,t^{})=`$ $`e^{i(k_1x\omega _1t^{})}{\displaystyle 𝑑ka(k,x,t)e^{ikx}}`$ $`+`$ $`e^{i(k_2x\omega _2t^{})}\sqrt{{\displaystyle \frac{\omega _2}{\omega _1}}}{\displaystyle 𝑑kb(k,x,t)e^{ikx}}+c.c.`$ (2.1) and medium dynamical variable $`q(x,t)e^{i(Kx\mathrm{\Omega }t^{})}+c.c.`$ where $`\omega _1\omega _2=\mathrm{\Omega }`$ and $`k_1k_2=K`$, the resulting model of transient SRS can be written in the retarded time $`t=t^{}x/v`$ $`_xa=qbe^{2ikx},_xb=\overline{q}ae^{2ikx},`$ $`_tq=g{\displaystyle 𝑑ka\overline{b}e^{2ikx}},`$ (2.2) where the overbar stands everywhere for the complex conjugate. Note the conservation ($`x`$-independence) of the flux density $`\|a\|^2+\|b\|^2`$. The above model differs from the usual SRS system, corresponding to the zero GVD case $$_xa=q_0b,_xb=\overline{q}_0a,_tq_0=ga\overline{b},$$ (2.3) by the presence of the integral over all possible realizations of the phase mismatch $`k`$. ### 2.2 Boundary value problem The question of interest is the time evolution of a couple $`(a,b)`$ of pump and Stokes pulses of time duration $`T`$ sent into a medium of length $`\mathrm{}`$. Hence the domain of integration is $$x[0,\mathrm{}],t[0,T].$$ (2.4) and it is necessary to prescribe the values of the fields on the two boundaries $`t=0`$ and $`x=0`$. The medium is initially ($`t=0`$) at rest (all molecules in the fundamental state), hence the initial datum for the field $`q`$ is $$q(x,0)=0,$$ (2.5) independently of the reference frame <sup>3</sup><sup>3</sup>3Note that a prepared medium would correspond to a state $`q`$ given at physical time zero, that is on the characteristic $`t=x/v`$.. The input ($`x=0`$) light pulses are arbitrary functions of time $`t`$ with a given spectral distribution around $`k=0`$, namely $$a(k,0,t)=A(k,t),b(k,0,t)=B(k,t).$$ (2.6) We shall be working here with the representative example treated in which consists in assuming a common spectral lineshape for $`A`$ and $`B`$ as a normalized Lorentzian lineshape for the intensities. More precisely we set $$\|A(k,t)\|^2=\|A_0(t)\|^2\frac{1}{\pi }\frac{\kappa }{k^2+\kappa ^2},\|B(k,t)\|^2=\|B_0(t)\|^2\frac{1}{\pi }\frac{\kappa }{k^2+\kappa ^2},$$ (2.7) where the input pulse profiles $`A_0(t)`$ and $`B_0(t)`$ are arbitrary. It is useful also to understand the scale invariance of the SRS system, including its boundary values. By a simple change of variables it can be easily shown that the system (2.1) (characterized by the parameters $`g`$ and $`\mathrm{}`$) together with the input boundary values (2.6) (2.7) (characterized by the parameter $`\kappa `$) bears the scale invariance $$\mathrm{}\alpha \mathrm{},gg/\alpha ,\kappa \kappa /\alpha .$$ (2.8) This invariance has been checked on numerical simulations as one way to test the code accuracy, and it works so well that we have obtained indiscernible pictures. ## 3 Laser fields We describe hereafter the IST solution of the boundary-value problem (2.6) for the system (2.1) using the results of , and compare it with the direct numerical solution in the finite length case. ### 3.1 Sketch of the direct problem The direct problem consists in defining the spectral transform from the data of the potential $`q(x,t)`$ and the boundary values $`A(k,t)`$ and $`B(k,t)`$ (as time $`t`$ appears everywhere as an external parameter, we shall forget it here). This is done by defining the following Jost solutions (for $`k`$) $`\phi (k,x)=1{\displaystyle _0^x}𝑑\xi q(\xi )\varphi (k,\xi ),`$ $`\varphi (k,x)={\displaystyle _0^x}𝑑\xi \overline{q}(\xi )\phi (k,\xi )e^{2ik(x\xi )},`$ (3.1) which are both entire functions of $`k`$ vanishing as $`k\mathrm{}`$ in the upper half-plane. <sup>4</sup><sup>4</sup>4The relation with notations of is: $`\phi (k)=\phi _{11}^+(k)=\overline{\phi _{22}^{}}(\overline{k})`$, $`\varphi (k)=\phi _{21}^+(k)=\overline{\phi _{12}^{}}(\overline{k}).`$ These two functions then allow to define the reflection coefficient $`\rho (k)`$ and the transmission coefficient $`\tau (k)`$ by taking the limit $`x\mathrm{}`$ of $`\phi `$ and $`\overline{\varphi }e^{2ikx}`$ for $`k`$, namely $$\frac{1}{\tau }=1_0^{\mathrm{}}𝑑\xi q(\xi )\varphi (k,\xi ),\frac{\rho }{\tau }=_0^{\mathrm{}}𝑑\xi q(\xi )\overline{\phi }(k,\xi )e^{2ik\xi }.$$ (3.2) The coefficient $`1/\tau `$ is clearly an entire function of $`k`$ and one can show that the reflection coefficient $`\rho (k)`$ is meromorphic in the upper half-plane with a finite number of single poles related to the solitonic part of the solution $`q`$. We have also the following unitarity relation for $`k`$ $$\|\rho \|^2=1+\|\tau \|^2.$$ (3.3) It is easy to prove finally that the vectors $`(\phi ,\varphi e^{2ikx})`$ and $`(\overline{\varphi }e^{2ikx},\overline{\phi })`$ solve the same differential equation as the vector $`(a,b)`$ in (2.1). Then by comparing their values in $`x=0`$ we readily obtain from (2.6) $$a=A\phi +B\overline{\varphi }e^{2ikx},b=B\overline{\phi }A\varphi e^{2ikx}.$$ (3.4) ### 3.2 Output pump pulse From (3.2), (3.3) and (3.4), the output $`\|a(k,\mathrm{},t)\|^2`$ is explicitly given for $`\mathrm{}\mathrm{}`$ by the expression $$\|a(k,\mathrm{},t)\|^2=\frac{1}{1+\|\rho \|^2}\left\|A\rho B\right\|^2,$$ (3.5) where $`A`$ and $`B`$ are the input data defined in (2.6). The main result of is that the function $`\rho (k,t)`$ is obtained by solving the following Riccati time evolution $$\rho _t=\rho ^2𝒞_k^+[m^{}]2\rho 𝒞_k^+[\varphi ]𝒞_k^+[m],\rho (k,0)=0,$$ (3.6) where the functions $`m(k,t)`$ and $`\varphi (k,t)`$ are given from the input data by $$m=\frac{i\pi }{2}gAB^{},\varphi =\frac{i\pi }{4}g(\|A\|^2\|B\|^2),$$ (3.7) and where $`𝒞_k^+`$ denote the following Cauchy integral $$𝒞_k^+[f]=\frac{1}{\pi }_{\mathrm{}}^+\mathrm{}\frac{d\zeta }{\zeta (k+i0)}f(\zeta ).$$ (3.8) Consequently, for given inputs $`A(k,t)`$ and $`B(k,t)`$, the expression (3.5) gives the explicit asymptotic output pump intensity from the solution of the evolution (3.6). It is worth remarking that, at any given time, $`\rho `$ possesses possibly a finite number of simple poles whose time evolution is given by the nonlinearity of the Riccati equation. For practical purpose, we choose in (2.6) the Stokes wave input seed as a portion $`e^\gamma `$ of the pump wave, namely $$B_0(t)=A_0(t)e^\gamma .$$ (3.9) In that case the evolution (3.6) can be explicitly solved $$\rho (k,t)=\frac{\mathrm{sinh}\delta (k,t)}{\mathrm{cosh}(\delta (k,t)\gamma )},$$ (3.10) $$\delta (k,t)=\frac{iT(t)}{k+i\kappa },T(t)=\frac{1}{4}g(1+e^{2\gamma })_0^t𝑑\tau \|A_0(\tau )\|^2.$$ (3.11) ### 3.3 Numerical solution of finite length TSRS Our purpose is to understand how the above IST-solution can be used to model the solution of the SRS system (2.1) on a finite length. This can be done first in a qualitative way by writing the solution of (2.1) with boundary values (2.6) as the equivalent integral form $$\left(\begin{array}{c}a(k,x,t)\\ b(k,x,t)\end{array}\right)=\left(\begin{array}{c}A(k,t)\\ B(k,t)\end{array}\right)+_0^x𝑑\xi \left(\begin{array}{c}q(\xi ,t)b(k,\xi ,t)e^{2ik\xi }\\ \overline{q}(\xi ,t)a(k,\xi ,t)e^{2ik\xi }\end{array}\right).$$ (3.12) The output $`a(k,\mathrm{},t)`$ will not differ much from its asymptotic value $`a(k,\mathrm{},t)`$ if $`q(x,t)`$ is sufficiently small for $`x>\mathrm{}`$. Consequently the behavior of $`q(x,t)`$ at large $`x`$, is essential for the adequation of the formula (3.5) to real situations. We will see in the next section that it is also crucial for the applicability of the spectral method. We now proceed to show that the numerical solution of the TSRS system (2.1) on a finite interval is in excellent agreement with the theoretical expression for the output (3.5). We discretized (2.1) in both $`x`$ and $`t`$ using an order 2 Runge-Kutta method and advance via the following algorithm: 1 - given $`a(k,x,t)`$ and $`b(k,x,t)`$ for all real k, compute $`q(x,t)`$ by integrating the time-evolution of $`q`$ at $`x`$ for the initial datum $`q(x,t=0)=0`$, where the integral is calculated using the trapezoidal rule, 2 - advance to $`a(k,x+dx,t)`$ and $`b(k,x+dx,t)`$, for all $`k`$, by integrating the differential equation for $`a`$ and $`b`$, 3 - go to step 1 with $`x=x+dx`$. The scheme is started at step 1 for $`x=0`$. The quality of the computation is monitored by evaluating the relative error in the total flux $`\|a(k,x,t)\|^2+\|b(k,x,t)\|^2`$ which is conserved by (2.1). In all the runs that are presented it remained smaller than $`10^5`$. We chose as parameters $$\mathrm{}=80,g=0.5,\gamma =5,\kappa =0.2,$$ (3.13) and the input pump pulse envelope is the Gaussian $$A_0(t)=\mathrm{exp}\left[\left(\frac{t50}{30}\right)^2\right].$$ (3.14) For this choice we found that $`dtT/1000`$ and $`dx\kappa /2`$ gave stable results. Another point is that because of the Lorentzian line width we had to take a $`k`$ interval of width $`80\kappa `$ in order to ensure that the integrals were normalized. To describe the strong oscillations present for the zero GVD system (2.3) we had to chose $`dtT/2000`$ and $`dx\mathrm{}/10000`$. A typical run with number of grid points in $`x,t`$ and $`k`$ $`(n_x=n_t=1000;n_k=500)`$ takes about 2 hours CPU monoprocessor on a RS10000. We used the parallelism of the problem, i.e. the fact that the marching in $`x`$ (resp. $`t`$) can be made in parallel for the loops in $`t`$ and $`k`$ (resp. $`x`$) and implemented the code on a Silicon Graphics SGI 10000 using the OpenMP software. This enabled a gain of a factor 8 or 10 in computing time depending on the number of processors used. Figure 1 show the pump intensity input $`\|a(k,0,t)\|^2`$ and output $`\|a(k,\mathrm{},t)\|^2`$ computed from the IST expression (3.5) together with the numerical solution of the system (2.1) for a length $`\mathrm{}=80`$ and four different values of the parameter $`k`$, in excellent agreement (a tiny discrepancy is only seen in the last picture). It is worth remarking that one cannot pursue a given numerical experiment to a longer length arbitrarily. We have stopped for instance the above calculation at length $`\mathrm{}=80`$ where the potential $`\|q(x,t)\|<10^5`$. Continuing the run to longer lengths would yield an increase of the potential which would then start to oscillate. This is probably due to the system itself which amplifies the numerical errors in a drastic way at long lengths (note that from the scale invariance (2.8) longer length means larger Raman amplification). ### 3.4 Raman solitons The function $`\rho `$ of (3.10) has an essential singularity in $`k=i\kappa `$ and a set of single poles $`k_n`$ evolving in time, given by $$k_n(t)=i\kappa +\frac{T(t)}{(n+\frac{1}{2})\pi i\gamma },$$ (3.15) for $`n`$. At time zero no pole is present and, as $`t`$ evolves, poles move upward from $`i\kappa `$ and eventually reach the real axis at the times $`t_n`$ defined by $`\mathrm{Im}(k_n(t_n))=0`$, i.e. by the implicit expression $$T(t_n)=\frac{\kappa }{\gamma }[\gamma ^2+[(n+\frac{1}{2})\pi ]^2].$$ (3.16) Note that $`t_n=t_{n1}`$, hence the poles cross the real axis by pair. The corresponding positions on the real axis are then given by $$k_n(t_n)=k_{n1}(t_n)=\zeta _n,\zeta _n=\frac{\kappa }{\gamma }(n+\frac{1}{2})\pi .$$ (3.17) We plot in Figure 2 the imaginary part of the poles $`k_n(t)`$ as a function of time for the parameter values (3.13) and $`n=0,1,2`$ and 3. We observe that the first three poles cross the real axis at the positions $`\zeta _0=6.310^2,\zeta _1=0.19,\zeta _2=0.31`$ and times $`t_0=39.2,t_1=46.3`$ and $`t_2=59.6`$. The pole $`k_3`$ starts to evolve with $`t`$ but cannot cross the real axis because of the finite duration of the pump pulse. As soon as these poles move to the upper half-plane, they generate a soliton component in the ”potential” $`q(x,t)`$. We will prove in the next section that this potential (the medium dynamical variable) is a continuous function of $`t`$ when a pole crosses the real axis. ### 3.5 The spectral transform from the output laser pulses The expressions (3.4) can be inverted to get the following expressions of the Jost solutions in terms of the (physical) fields $`a(k,x,t)`$ and $`b(k,x,t)`$ and of the input pulses $`A(k,t)`$ and $`B(k,t)`$ $$\phi =\frac{a\overline{A}+\overline{b}B}{\|A\|^2+\|B\|^2},\overline{\varphi }e^{2ikx}=\frac{a\overline{B}\overline{b}A}{\|A\|^2+\|B\|^2}.$$ (3.18) Then the definitions (3.2) lead to the following formula $$\rho (k,t)=\frac{\overline{b}Aa\overline{B}}{a\overline{A}+\overline{b}B}\|_x\mathrm{}$$ (3.19) which gives the spectral transform $`\rho (k,t)`$ in terms of the output pump and Stokes fields. This function for $`k`$ real must become singular at the two points $`\pm \zeta _n`$ each time a soliton $`k_n`$ is created and it is used now to prove the generation of Raman solitons in numerical experiments. For the input pulses given in (2.7) and the particular choice (3.9), we readily obtain from the above $$\rho =\frac{\overline{b}ae^\gamma }{a+\overline{b}e^\gamma }\|_x\mathrm{}.$$ (3.20) We use this expression to estimate $`\rho _{\mathrm{}}`$ from the numerical solution $`(a,b)`$ at $`x=\mathrm{}<+\mathrm{}`$ and compare it to the $`\rho `$ obtained from the IST (3.10) for the parameters (3.13). Notice that $`\|\rho (k)\|=\|\rho (k)\|`$ so that we will only present positive values of $`k`$. Figure 3 shows the function $`\|\rho \|`$ of (3.10) in full line and the numerical result obtained from (3.20) in $`x=\mathrm{}`$ the in dashed line, for the 3 values $`k=\zeta _0,\zeta _1,\zeta _2`$ and $`\zeta _3`$. Both expressions are very close and as expected $`\rho (\zeta _n)`$ is singular for $`t=t_n`$ for $`n2`$, while it is regular for $`n=3`$. In the first picture of figure 3, the dashed line actually represents the value at $`k=0`$ instead of $`k=\zeta _0`$. This is the only noticable discrepancy between analytic asymptotic formula and numerical/experimental expression, resulting from the finiteness in $`x`$ of the data $`q(x)`$ (the wave length $`\lambda _02\pi /\zeta _0104>\mathrm{}`$). ## 4 Medium In the previous section we have seen that the finite length solution is in good agreement with the asymptotic behavior (3.5) given by the IST on the semi-infinite line. We now proceed to justify this fact by analyzing the behavior of the medium dynamical variable $`q(x,t)`$. ### 4.1 Sketch of the inverse problem IST furnishes the solution $`q(x,t)`$, called medium dynamical variable, by the expression $$q(x,t)=2i\psi ^{(1)}(x,t)$$ (4.1) where $`\psi ^{(1)}`$ is the coefficient of $`1/k`$ in the Laurent expansion of the function $`\psi (k,x,t)`$ solution of the following Cauchy-Green coupled system $`\phi (k)=1+{\displaystyle \frac{1}{2i\pi }}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\lambda {\displaystyle \frac{\overline{\rho }(\lambda )\psi (\lambda )}{\lambda ki0}}e^{2i\lambda x}{\displaystyle \underset{1}{\overset{N}{}}}{\displaystyle \frac{\overline{\rho }(\overline{k}_n)\psi (\overline{k}_n)}{k\overline{k}_n}}e^{2i\overline{k}_nx}`$ $`\psi (k)={\displaystyle \frac{1}{2i\pi }}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\lambda {\displaystyle \frac{\rho (\lambda )\phi (\lambda )}{\lambda k+i0}}e^{2i\lambda x}+{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{\rho _n\phi (k_n)}{kk_n}}e^{2ik_nx}.`$ (4.2) Here $`\rho _n(t)`$ are the $`N`$ residues of $`\rho (k,t)`$ at the poles $`k_n(t)`$ that are in the upper half $`k`$-plane (if any). Note that the solution $`\phi `$ corresponds to the solution of (3.1) and that $`\psi (k)=\overline{\varphi }(\overline{k})`$. Apparently the generation of a soliton is followed by the adjunction of a term in the equation for $`\psi `$, and consequently also in the expression of $`q`$, leading to a possible discontinuity for $`q`$. We will now proceed to show that this is not the case. This situation is particular to the spectral problem on the semi-line where the continuous spectrum (value of $`\rho (k)`$ on the real axis) is not separable from the discrete spectrum (poles of $`\rho `$ in the upper half complex plane). This is due to the motion of the poles of $`\rho `$ that can cross the real axis. On the contrary, in the full line case, solitons (discrete spectrum) can exist without radiation (continuous spectrum). ### 4.2 Continuity From now on when the spectral parameter $`k`$ is generically complex we shall be using boldface letter $`𝐤.`$ From what precedes, at $`t=t_0`$ a pole crosses the real axis at $`k=k_0`$ from the lower half plane. We consider here the limits $`tt_0\pm 0`$ and we write for $`k`$ $$\rho _\pm (k)=\rho (k,t_0\pm 0)=\frac{R_0(k)}{kk_0i0}$$ (4.3) where $`R_0(𝐤)`$ is analytic in a neighborhood of $`k_0`$. Note that $$\rho _+(k)=\rho _{}(k)+2\pi i\rho _0\delta (kk_0)$$ (4.4) where $`\rho _0=R_0(k_0)`$ is the residue of $`\rho `$ at the pole $`k=k_0`$. Assuming for simplicity no other pole, we have from (4.1) at $`t=t_00`$ $$\psi (k,x,t_00)=\frac{1}{2i\pi }_{\mathrm{}}^+\mathrm{}𝑑\lambda \frac{\rho _{}(\lambda )\phi (\lambda ,x,t_00)}{\lambda k+i0}e^{2i\lambda x}$$ (4.5) which is well defined at $`k=k_0`$ since the distribution $`(\lambda k_0+i0)^2`$ is meaningful. On the contrary at $`t=t_0+0`$, expression (4.5) diverges due to the distribution $`(\lambda k_0+i0)^1(\lambda k_0i0)^1`$. Since now there is a pole in the upper half complex plane, we should take the limit $`\mathrm{Im}(𝐤)0`$ in the complete expression in (4.1). i.e. $`\psi (𝐤,x,t_0+0)=`$ $`{\displaystyle \frac{1}{2i\pi }}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\lambda {\displaystyle \frac{\rho _+(\lambda )\phi (\lambda ,x,t_0+0)}{\lambda 𝐤}}e^{2i\lambda x}`$ $`+{\displaystyle \frac{\rho _0\phi (k_0,x,t_0+0)}{𝐤k_0}}e^{2ik_0x},`$ (4.6) for $`\mathrm{Im}(𝐤)<0`$. We obtain $$\psi (k,t_00)=\psi (k,t_0+0).$$ (4.7) and consequently from (4.1) $$q(t_00)=q(t_0+0).$$ (4.8) ### 4.3 Asymptotic behavior We consider here for simplicity the case when solitons are not yet present. Then from (4.1) and (4.1), $`q`$ can be reconstructed in terms of the reflection coefficient $`\rho `$ and the Jost solution $`\phi `$ by means of $$q(x)=\frac{1}{\pi }_{\mathrm{}}^+\mathrm{}𝑑k\rho (k)\phi (k,x)e^{2ikx}.$$ (4.9) This formula yields directly an information on the behavior of $`q`$ at large $`x`$. In fact, if $`\rho (k)\phi (k,x),`$ $`\mathrm{}`$, $`_k^{(n1)}\{\rho (k)\phi (k,x)\}`$ are continuous and tend to $`0`$ for $`k\mathrm{}`$, and if $`_k^{(n)}\{\rho (k)\phi (k,x)\}L()`$, we obtain by repeated integration by parts $$q(x)=\left(\frac{i}{2\pi x}\right)^n𝑑k_k^{(n)}\{\rho (k)\phi (k,x)\}e^{2ikx}.$$ (4.10) Hence finally $$x\mathrm{}x^nq(x)0.$$ (4.11) As mentioned in the introduction, such an asymptotic behavior is not found for the potential $`q_0(x,t)`$ which would be obtained from TSRS with zero GVD (2.3). Indeed, in that case the medium initially at rest evolves universally towards the self-similar solution which behaves as $`x^{3/4}`$ as found in . More precisely we have $$qs(t)\xi ^{3/4}\left[\alpha \mathrm{cos}(h\xi ^{1/2}+\beta )+𝒪(\xi ^{1/2})\right],\xi =s(t)x,$$ (4.12) where $`s(t)`$ is a function of $`t`$ determined by the boundary conditions and where $`\alpha `$, $`\beta `$ and $`h`$ are arbitrary constants. Figure 4 presents the decay of $`\|q\|`$ and $`\|q_0\|`$ respectively in dashed line and full line as a function of $`x`$ for $`t=T/2=50`$ in a linear-log plot and the parameters (3.13). The exponential decay of $`\|q\|`$ can be seen for all values of $`t`$ and follows approximately $`e^{\kappa x}`$ as expected from the analysis. This observation justifies the fact that the finite length evolution of (2.1) is very close to the asymptotic expression (3.5) given by IST. On the contrary the slow decay of $`\|q_0\|`$ as $`x^{3/4}`$ makes it impossible for the integrals of (3.1) to exist so that the scattering theory must be revisited in this case. ### 4.4 Numerical spectral transform and Raman solitons By numerical integration of the SRS system (2.1) with a spatial grid of dimension $`h`$, we get, at each value of time, a set of $`L`$ discrete data $`q(n,t)`$ (with $`x=nh`$ and $`\mathrm{}=Lh`$), that we now analyze by means of the spectral transform. This is easily done, using the results of which, adapted to our notations, read $$\rho (k,t)=R_0(\zeta ,t),$$ (4.13) where $`R_0`$ is obtained from the following inverse recursion $$R_L=\zeta ^Lhq(L,t),R_{m1}=\frac{R_mhq(m1,t)\zeta ^{m1}}{1+R_mh\overline{q}(m1,t)\zeta ^{m+1}},$$ (4.14) and where the parameter $`\zeta `$ is related to $`k`$ by $$\zeta =e^{2ikh}.$$ (4.15) It is then a simple task to use this recursion relation to compute the numerical spectral transform $`R_0(\zeta ,t)`$ and compare it to the asymptotic theoretical expression (3.10) of $`\rho (k,t)`$. In Figure 5 we plot $`\|\rho (k,t)\|`$ where one can clearly see the three singularities $`(\zeta _n,t_n)`$ for $`n=0,1,2`$ corresponding to the three poles of $`\rho `$. The non linear spectral transform is easier to compute, faster and yields more information than the standard Fourier transform which in particular does not present any singularity (as we checked numerically). ## 5 Conclusion This work demonstrates that the IST solution of transient SRS on the semi-infinite line furnishes a very accurate model for the solution on a finite domain. The accuracy stands not only for the output laser pulses intensities but also for their phases as shown in a spectacular way by the generation of the Raman solitons. It is shown that the question of the experimental observation of Raman solitons is solved by a convenient combination of the output (and input) laser profiles. We also performed a numerical nonlinear spectral analysis which resulted to be not only rich of information but also quite easy to implement and faster than the usual FFT procedure. Finally we mention that it is difficult to compare these results with those obtained in the zero GVD case (2.3). The problem is that in the limit $`\kappa 0`$, the spectral transform gets an essential singularity in $`k=i0`$ which sends poles to the upper half-plane. To discuss the number and time location of such poles would require not only a careful study of the singular limit $`\kappa 0`$, but also to reformulate IST on the half-line as we have seen that the potential $`q(x)`$ does not decrease fast enough as $`x\mathrm{}`$. ## Acknowledgments JGC is on leave from the Laboratoire de Mathématiques de l’INSA de Rouen. The authors thank the CRIHAN computing center for the use of their facilities. We thank INTAS for support through grant 96-339 and support from Sezione INFN di Lecce and PRIN 97 ”Sintesi”.
warning/0001/hep-ph0001269.html	ar5iv	text	# 1 Introduction ## 1 Introduction The Higgs boson is still the missing particle of the Standard Model (SM) picture and a considerable effort has been devoted to search for evidence of it. Unfortunately, till now all direct search experiments have been unsuccessful. However, the impressive amount of data collected at LEP, SLC, and the Tevatron allows to probe the quantum structure of the SM, thereby providing indirect information about the Higgs mass. While the negative outcome of the Higgs searches at LEP is usually reported as a combined $`95\%`$ Confidence Level (C.L.) lower bound, the virtual Higgs effects are analyzed through a $`\chi ^2`$ fit to the various precision observables that allows a $`95\%`$ C.L. upper bound to be derived. In Ref. we proposed a method to combine the information on the Higgs boson coming from direct searches (that we indicate generically as dir.) with that obtained from precision measurements (ind.), in order to derive a probability density function (p.d.f.) for its mass $$f(m_H\|\text{“data”,“SM”})f(m_H\|\text{dir.}\&\text{ind.})$$ conditioned by both kind of experimental results under the assumption of validity of the SM. The heart of our method is the use of the likelihood of the Higgs search experiments normalized to its value in the case of pure background, the so called likelihood ratio $``$, to further constraint the p.d.f. for the Higgs mass obtained employing only the precision physics data, $`f(m_H\|\text{ind.})`$. In this paper we would like to recall the main features of our method and present an updated analysis. With respect to Ref. we improve our analysis in several aspects: i) we use the exact $``$ for searches up to $`\sqrt{s}=196`$ GeV as provided by the LEP Higgs Working Group . ii) We include as observables most sensitive to the Higgs boson mass not only the effective mixing parameter, $`\mathrm{sin}^2\theta _{eff}^{lept}s_{eff}^2`$, and the $`W`$ boson mass, $`M_W`$, but also the $`Z^{}`$ leptonic partial width, $`\mathrm{\Gamma }_{\mathrm{}}`$. iii) We take into account small non linearity effects in the theoretical formulae. iv) We use the most recent results on the various precision observables. ## 2 Role of the likelihood ratio in reporting results of searches We begin by discussing the role of the likelihood ratio in constraining the Higgs mass. Let us assume that through the information coming from precision measurements we have obtained $`f(m_H\|\text{ind.})`$. A natural question to ask is then how this p.d.f. should be modified in order to take into account the knowledge that the Higgs boson has not been observed at LEP for center of mass energies up to the highest available. To answer this question let us discuss first an ideal case. We consider a search for Higgs production in association with a particle of negligible width in an experimental situation of “infinite” luminosity, perfect efficiency and no background whose outcome was no candidate. In this situation we are sure that all mass values below a sharp kinematical limit $`M_K`$ are excluded. This implies that: a) the p.d.f. for $`M_H`$ must vanish below $`M_K`$; b) above $`M_K`$ the relative probabilities cannot change, because there is no sensitivity in this region, and then the experimental results cannot give information over there. For example, if $`M_K`$ is $`110`$ GeV, then $`f(200\text{GeV})/f(120\text{GeV})`$ must remain constant before and after the new piece of information is included. In this ideal case we have then $$f(m_H\|\text{dir.}\&\text{ind.})=\{\begin{array}{cc}0\hfill & m_H<M_K\hfill \\ \frac{f(m_H\|\text{ind.})}{_{M_K}^{\mathrm{}}f(m_H\|\text{ind.})\text{d}m_H}\hfill & m_HM_K,\hfill \end{array}$$ (1) where the integral at denominator is just a normalization coefficient. More formally, this result can be obtained making explicit use of the Bayes’ theorem. Applied to our problem, the theorem can be expressed as follows (apart from a normalization constant): $$f(m_H\|\text{dir.}\&\text{ind.})f(\text{dir.}\|m_H)f(m_H\|\text{ind.}),$$ (2) where $`f(dir\|m_H)`$ is the so called likelihood. In the idealized example we are considering now, $`f(dir\|m_H)`$ can be expressed in terms of the probability of observing zero candidates in an experiment sensitive up to a $`M_K`$ mass for a given value $`m_H`$, or $$f(\text{dir.}\|m_H)=f(\text{“zero cand.”}\|m_H)=\{\begin{array}{cc}0\hfill & m_H<M_K\hfill \\ 1\hfill & m_HM_K.\hfill \end{array}$$ (3) In fact, we would expect an “infinite” number of events if $`M_H`$ were below the kinematical limit. Therefore the probability of observing nothing should be zero. Instead, for $`M_H`$ above $`M_K`$, the condition of vanishing production cross section and no background can only yield no candidates. Consider now a real life situation. In this case the transition between Higgs mass values which are impossible to those which are possible is not so sharp. In fact because of physical reasons (such as threshold effects and background) and experimental reasons (such as luminosity and efficiency) we cannot be really sure about excluding values close to the kinematical limit, nevertheless the ones very far from $`M_K`$ are ruled out. Furthermore, the kinematical limit is in general not sharp. In the case of Higgs production at LEP the dominant mode is the Bjorken process $`e^+e^{}H+Z^{}`$. Indeed, this reaction does not have a sharp kinematical limit at $`\sqrt{s}M_Z`$ (minus a negligible kinetic energy), due to the large total width of the $`Z^{}`$. The effective kinematical limit ($`M_{K_{eff}}`$) depends on the available integrated luminosity and could reach up to the order of $`\sqrt{s}M_Z+𝒪(10\text{GeV})`$ for very high luminosity. Thus, in a real life situation we expect the ideal step function likelihood of Eq. (3) to be replaced by a smooth curve which goes to zero for low masses. Concerning, instead, the region of no experimental sensitivity, $`M_H\mathrm{\Gamma }>M_{K_{eff}}`$, the likelihood is expected to go to a value independent on the Higgs mass that however is different from that of the ideal case, i.e. 1, because of the presence of the background. In order to combine the various pieces of information easily it is convenient to replace the likelihood by a function that goes to 1 where the experimental sensitivity is lost . Because constant factors do not play any role in the Bayes’ theorem this can be achieved by dividing the likelihood by its value calculated for very large Higgs mass values where no signal is expected, i.e. the case of pure background. This likelihood ratio, $``$, can be seen as the counterpart, in the case of a real experiment, of the step function of Eq. (3). Therefore, the Higgs mass p.d.f. that takes into account both direct search and precision measurement results can be written as $$f(m_H\|\text{dir.}\&\text{ind.})=\frac{(m_H)f(m_H\|\text{ind.})}{_0^{\mathrm{}}(m_H)f(m_H\|\text{ind.})\text{d}m_H}.$$ (4) In Eq. (4) $``$, namely the information from the direct searches, acts as a shape distortion function of $`f(m_H\|\text{ind.})`$. As long as $`(m_H)`$ is 1, the shape (and therefore the relative probabilities in that region) remains unchanged, while $`(m_H)0`$ indicates regions where the p.d.f. should vanish. A conventional limit can be derived by the $``$ function alone in the transition region between the region of firm exclusion ($`0`$) and the region of insensitivity ($`1`$). However this limit can only have the meaning of a ‘sensitivity bound’ , and cannot be a probabilistic limit which tells us how much we are confident that the Higgs mass is above a certain value. To express consistently our confidence we need to pass necessarely through (4). One should notice that $`(m_H)`$ can also assume values larger than 1 for Higgs mass values below the kinematical limit. This situation corresponds to a number of observed candidate events larger than the expected background. In this case the role played by $`(m_H)`$ is to stretch $`f(m_H\|\text{ind.})`$ below the effective kinematical limit and this might even prompt a claim for a discovery if $``$ becomes sufficiently large for the probability of $`M_H`$ in that region to get very close to 1. ## 3 Higgs mass inference from precision measurements We are going to construct $`f(m_H\|\text{ind.})`$ employing the three observables, $`s_{eff}^2`$, $`M_W`$ and $`\mathrm{\Gamma }_{\mathrm{}}`$. These quantities are the most sensitive to the Higgs mass and also very accurate measured. The most convenient way to approach the problem is to make use of the simple parameterization proposed in Ref. and updated in Ref. where $`s_{eff}^2,M_W`$ and $`\mathrm{\Gamma }_{\mathrm{}}`$ are written as functions of $`M_H`$, $`M_t`$, $`\alpha _s`$ and the hadronic contribution to the running of the electromagnetic coupling: $`s_{eff}^2`$ $`=`$ $`(s_{eff}^2)_{}+c_1A_1+c_2A_2c_3A_3+c_4A_4,`$ (5) $`M_W`$ $`=`$ $`M_W^{}d_1A_1d_5A_1^2d_2A_2+d_3A_3d_4A_4,`$ (6) $`\mathrm{\Gamma }_{\mathrm{}}`$ $`=`$ $`\mathrm{\Gamma }_{\mathrm{}}^{}g_1A_1g_5A_1^2g_2A_2+g_3A_3g_4A_4.`$ (7) In the above equations $`A_1\mathrm{ln}(M_H/100\text{GeV})`$, $`A_2\left[(\mathrm{\Delta }\alpha )_h/0.02801\right]`$, $`A_3\left[(M_t/175\text{GeV})^21\right]`$ and $`A_4[(\alpha _s(M_Z)/0.1181]`$, where $`M_t`$ is the top quark mass, $`\alpha _s(M_Z)`$ is the strong coupling constant and $`(\mathrm{\Delta }\alpha )_h`$ is the five-flavor hadronic contribution to the QED vacuum polarization at $`q^2=M_Z^2`$. $`(s_{eff}^2)_{}`$, $`M_W^{}`$ and $`\mathrm{\Gamma }_{\mathrm{}}^{}`$ are (to excellent approximation) the theoretical results obtained at the reference point $`(\mathrm{\Delta }\alpha )_h=0.0280`$, $`M_t=175`$ GeV, and $`\alpha _s(M_Z)=0.118`$ while the values of the coefficients $`c_i`$, $`d_i`$ and $`g_i`$ are reported in Tables 3-5 of Ref. for three different renormalization scheme. Formulae (57) are very accurate for $`75\mathrm{\Gamma }<M_H\mathrm{\Gamma }<\mathrm{\hspace{0.33em}350}`$ GeV with the other parameters in the ranges $`170\mathrm{\Gamma }<M_t\mathrm{\Gamma }<\mathrm{\hspace{0.33em}181}`$ GeV, $`0.0273\mathrm{\Gamma }<(\mathrm{\Delta }\alpha )_h\mathrm{\Gamma }<\mathrm{\hspace{0.33em}0.0287}`$, $`0.113\mathrm{\Gamma }<\alpha _s(M_Z)\mathrm{\Gamma }<\mathrm{\hspace{0.33em}0.123}`$. In this case they reproduce the exact results of the calculations of Refs.(,,) with maximal errors of $`\delta s_{eff}^21\times 10^5`$, $`\delta M_W\mathrm{\Gamma }<\mathrm{\hspace{0.33em}1}`$ MeV and $`\delta \mathrm{\Gamma }_{\mathrm{}}\mathrm{\Gamma }<\mathrm{\hspace{0.33em}3}`$ KeV, which are all very much below the experimental accuracy. Outside the above range, the deviations increase but remain very small for larger Higgs mass, reaching about $`3\times 10^5`$, 3 MeV, and 4 KeV at $`M_H=600`$ GeV for $`s_{eff}^2`$, $`M_W`$, $`\mathrm{\Gamma }_{\mathrm{}}`$, respectively. Formula (5) can be seen as providing an indirect measurement of $`A_1=[s_{eff}^2(s_{eff}^2)_{}c_2A_2+c_3A_3c_4A_4]/c_1`$, while (6) and (7) of the quantities $`Y=M_W^{}M_Wd_2A_2+d_3A_3d_4A_4`$ and $`Z=\mathrm{\Gamma }_{\mathrm{}}^{}\mathrm{\Gamma }_{\mathrm{}}g_2A_2+g_3A_3g_4A_4`$, respectively, all three variables being described by Gaussian p.d.f.’s. In Ref. we considered only the relations (5) and (6) and used the fact that the non linearity effect given by the $`d_5`$ coefficient is small (in the $`\overline{MS}`$ scheme $`d_1=5.7910^2`$, $`d_5=8.010^3`$) to linearize (6) in $`A_1`$ in order to directly obtain a $`A_1`$ determination also from $`M_W`$. Here, instead, we take into account exactly this non linearity effect, in view also of the fact that the uncertainty on $`M_W`$ shrank. In Fig. 1 we plot the p.d.f. of $`A_1`$ using formulae (57) and the input quantities specified in the next section. The inference from $`s_{eff}^2,M_W,`$ and $`\mathrm{\Gamma }_{\mathrm{}}`$, separately, and from their combination is shown. The quadratic expression in (6) and (7) for $`M_W`$ and $`\mathrm{\Gamma }_{\mathrm{}}`$, respectively, gives rise to an unphysical peak on the left side of the plot for values of the Higgs mass where formulae (57) are not valid. Neverthless, as shown in the bottom plot, when the total combination is taken these unphysical peaks disappear and the inference obtained is concentrated in the physical region. The $`A_1`$, $`Y`$ and $`Z`$ determination are clearly correlated, therefore one has to built a covariance matrix. This can be easily done because formulae (57) are linear in the common terms $`\underset{¯}{X}\{M_t,\alpha _s(M_Z),(\mathrm{\Delta }\alpha )_h\}`$. The likelihood of our indirect measurements $`\underset{¯}{\mathrm{\Theta }}\{A_1,Y,Z\}`$ is then a three dimensional correlated normal with covariance matrix $$V_{ij}=\underset{l}{}\frac{\mathrm{\Theta }_i}{X_l}\frac{\mathrm{\Theta }_j}{X_l}\sigma ^2(X_l)$$ (8) or $$f(\underset{¯}{\theta }\|\mathrm{ln}(m_H))e^{\chi ^2/2}$$ (9) where $`\chi ^2=\underset{¯}{\mathrm{\Delta }}^T𝐕^1\underset{¯}{\mathrm{\Delta }}`$ with $`\underset{¯}{\mathrm{\Delta }}^T=\{a_1\mathrm{ln}(m_H/100),yd_1\mathrm{ln}(m_H/100)d_5\mathrm{ln}^2(m_H/100),zg_1\mathrm{ln}(m_H/100)g_5\mathrm{ln}^2(m_H/100)\}`$. Using Bayes’ theorem the likelihood (9) can be turned into a p.d.f. through the choice of a prior. The natural choice is a uniform prior in $`\mathrm{ln}(m_H)`$, since it is well understood that radiative corrections measure this quantity (for this reason the likelihood (9) has been expressed in terms of $`\mathrm{ln}(m_H)`$). Moreover, this choice recovers the result of Ref. , which was obtained as uncertainty propagation without explicit use of a prior on the Higgs mass. The uniform prior in $`\mathrm{ln}(m_H)`$ implies that $`f(\mathrm{ln}(m_H/100)\|\text{ind.})`$ is just the normalized likelihood (9). Using standard probability calculus we can express our results as a p.d.f. of $`M_H`$: $$f(m_H\|\text{ind.})=\frac{m_H^1e^{(\chi ^2/2)}}{_0^{\mathrm{}}m_H^1e^{(\chi ^2/2)}\text{d}m_H}.$$ (10) The theoretical coefficients, $`c_i,d_i,g_i`$, depends on the renormalization scheme in which the relevant calculations are done and their numerical spread is usually taken as an indication of the theory uncertainty of the calculations. A way to take into account this uncertainty is to consider different inferences, each conditioned by a given set of parameters, labelled by $`R_i`$. For each renormalization scheme $`R_i`$ we can construct a $`f(m_H\|\text{ind.},R_i)`$ and obtain a p.d.f. “integrated” over the possible schemes, through $$f(m_H\|\text{ind.})=\underset{i}{}f(m_H\|\text{ind.},R_i)f(R_i),$$ (11) where $`f(R_i)`$ is the probability assigned to each scheme ($`f(R_i)=1/3`$ $`i`$). The calculation of expectation value and variance is then straightforward or $`\text{E}[M_H]`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{i}{}}\text{E}[M_H\|R_i]`$ (12) $`\sigma ^2(M_H)`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{i}{}}\sigma ^2(M_H\|R_i)+{\displaystyle \frac{1}{3}}{\displaystyle \underset{i}{}}\text{E}^2[M_H\|R_i]\text{E}^2[M_H]`$ (13) $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{i}{}}\sigma ^2(M_H\|R_i)+\sigma _E^2,`$ (14) where $`\sigma _E`$ indicates the standard deviation calculated from the dispersion of the expected values. In Ref. we have shown that results almost identical are obtained if one employs for the coefficients $`c_i,d_i`$ an average value and a standard deviation evaluated from the dispersion of the values obtained from the various renormalization schemes. ## 4 Results The experimental inputs we use to construct $`f(m_H\|\text{ind.})`$ are : $`s_{eff}^2=0.23151\pm 0.00017`$, $`M_W=80.394\pm 0.042`$ GeV, $`\mathrm{\Gamma }_{\mathrm{}}=83.96\pm 0.09`$ MeV, $`M_t=174.3\pm 5.1`$GeV, $`\alpha _s(M_Z)=0.119\pm 0.003`$. Concerning $`(\mathrm{\Delta }\alpha )_h`$ in the recent years there has been a lot of activity on this subject with several evaluations. They can be classified as of two types: i) the most phenomenological analyses, that rely on the use of all the available experimental data on the hadron production in $`e^+e^{}`$ annihilation and on perturbative QCD (pQCD) for the high energy tail ($`E40`$ GeV) of the dispersion integral. The reference value in this approach is $`(\mathrm{\Delta }\alpha )_h^{EJ}=0.02804\pm 0.00065`$ . ii) The so called “theory driven” analyses , that differ from the previous most phenomenological ones mainly by the use of pQCD down to energies of the order of a few GeV and by the treatment of old experimental data in regions where pQCD is not applicable. The combination of these two factors gives a result for $`(\mathrm{\Delta }\alpha )_h`$ that differ from type i) one by a drastically reduced uncertainty but, at the same time, a lower central value. The most stringent evaluation of these theory oriented analyses is $`(\mathrm{\Delta }\alpha )_h^{DH}=0.02770\pm 0.00016`$ , that we use as reference value for this kind of approach. At the moment there is no definite argument for choosing one or other of the two approaches. The results are absolutely compatible to each other. However, the numerical difference between central values and uncertainties is such that it prevents an easy estimation of the effect of choosing one value instead of the other. For these reasons we decided to present our results for the values of $`(\mathrm{\Delta }\alpha )_h`$ given by $`(\mathrm{\Delta }\alpha )_h^{EJ}`$ and $`(\mathrm{\Delta }\alpha )_h^{DH}`$ separately. The values of the $``$ function that enters in Eq. (4) has been provided by the LEP Higgs Working Group : they take into account the Higgs searches by all four LEP collaborations for center of mass energy up to $`\sqrt{s}=196`$ GeV. Table 1 summarizes the result of our analysis in terms of various convenient parameters of the distribution. We present the two cases $`(\mathrm{\Delta }\alpha )_h=(\mathrm{\Delta }\alpha )_h^{EJ}`$ and $`(\mathrm{\Delta }\alpha )_h=(\mathrm{\Delta }\alpha )_h^{DH}`$ and report all values in TeV to reduce the number of digits to the significant ones. The shape of the p.d.f. with and without the inclusion of the direct search information is presented in Fig. 2. From this figure one can notice that, in the case of $`f(\text{ind.}\|m_H)`$, the use of a higher central value for $`(\mathrm{\Delta }\alpha )_h`$ (i.e. $`(\mathrm{\Delta }\alpha )_h^{EJ}`$) tends to concentrate more the probability towards smaller values of $`M_H`$. As a consequence the analysis based on $`(\mathrm{\Delta }\alpha )_h^{EJ}`$ gives results for the standard deviation of the $`M_H`$ p.d.f. and 95 % probability upper limit, $`M_H^{95}`$, very close to those obtained using $`(\mathrm{\Delta }\alpha )_h^{DH}`$ regardless the fact that the uncertainty on $`(\mathrm{\Delta }\alpha )_h^{EJ}`$ is approximately $`4`$ times larger than that of $`(\mathrm{\Delta }\alpha )_h^{DH}`$. As expected, the inclusion of the direct search information in the Higgs mass probability analysis drifts the p.d.f. towards higher values of $`M_H`$, changing its shape such that the probability of $`M_H`$ values below 110 GeV drops to $`9\%`$. The various parameters of the distribution (expected value, standard deviation, mode ($`\widehat{M}_H`$) and median ($`M_H^{50}`$)) are not very sensitive to the values of the hadronic contribution to the vacuum polarization. Also in both cases, $`80\%`$ of the probability is concentrated in the region $`M_H<0.20`$ TeV. Instead the choice of $`(\mathrm{\Delta }\alpha )_h`$ affects the tail of the distribution with $`(\mathrm{\Delta }\alpha )_h^{EJ}`$ producing a much longer one. ## 5 Conclusions The likelihood ratio $``$ is a form to report the experimental results that allows an easy combination of the information from Higgs search experiments with that coming from precision measurements and accurate calculations in order to constraint jointly the Higgs mass. The $``$ function is very convenient for comparing and combining the various informations and it has also an intuitive interpretation because of its limit to the step function of the ideal case. It can be also seen as the p.d.f. for the Higgs mass in the case of complete lack of other information, i.e. when one assumes $`f(m_H\|\text{ind.})=1`$. Although in this case the normalization integral in Eq. (4) is mathematically “infinite”, still the relative probabilities of different intervals of mass regions are perfectly well defined. However, it is obvious that it is not possible to evaluate from the $``$ function alone a probabilistic lower limit. This can only be done when $``$ is combined with $`f(m_H\|\text{ind.})`$ obtained from precision measurements, which has the important role of making large values of $`M_H`$ impossible, thus making the final p.d.f. normalizable. The analysis we have performed clearly shows that a heavy Higgs scenario is highly disfavored, the data preferring a $`\mathrm{log}_{10}(M_H/\text{GeV})𝒪(2)`$ . Note that our results are derived under the assumption of the validity of the SM and rely on the input experimental and theoretical quantities stated in the text. All these assumptions seem to us very reasonable. In particular, we don’t consider strong evidence against the SM the fact that about one half of $`f(m_H\|\text{ind.})`$ is eaten up by the LEP direct search. We wish to thank the LEP Higgs Working Group for presenting the likelihood ratio values of the Higgs searches and P. Igo-Kemenes and G. Ganis for useful communications.
warning/0001/gr-qc0001085.html	ar5iv	text	# 1 Introduction ## 1 Introduction If a classical model of gravitational collapse results in the formation of a naked singularity, quantum effects can be expected to play a significant role during the final stages of the collapse. One way to study these effects is the quantization of test matter fields in the background spacetime provided by the collapsing classical matter. The semiclassical approximation is expected to be valid up to Planck scales. In particular, one is interested in the behavior of the stress tensor of the quantized field in the approach to the Cauchy horizon. The divergence of the vacuum expectation value of the quantized stress tensor on the Cauchy horizon signals an instability of the horizon, and suggests that back-reaction will prevent the naked singularity from forming. Two well-known examples of formation of naked singularities are the spherical collapse of inhomogeneous dust (the Tolman-Bondi model) and the spherical collapse of null dust (the Vaidya model). It is known for both these models that for certain initial data the collapse ends in a black hole and for other initial data it ends in a naked singularity , , . The stress-tensor of a quantized scalar field on these background spacetimes has been investigated, by specializing to the case of 2-d self-similar collapse. The restriction to 2-d is similar to the geometric optics approximation in 4-d - the latter amounts to keeping only the $`l=0`$ modes. The 2-d spacetime is obtained by suppressing the angular coordinates in the 4-d spherical model. For a two dimensional model, explicit expressions for the vacuum expectation value of the stress-tensor can be obtained from the trace anomaly, by imposing conservation of the stress tensor. The assumption of self-similarity allows double null coordinates to be constructed explicitly. Using these coordinates it has been shown that the outgoing quantum flux diverges on the Cauchy horizon, for self-similar Vaidya collapse , as well as for self-similar Tolman-Bondi collapse . A priori, it may be the case that the divergence in the 2-d model could be because of the assumption of self-similarity. In this paper, we prove that this assumption can be relaxed, and that the outgoing quantum flux will diverge on the Cauchy horizon, for all initial conditions for which a naked singularity forms in the 2-d Vaidya and Tolman-Bondi models. The outline of the proof is as follows. Consider the collapse of a classical non-self-similar spherical dust cloud and choose the initial conditions to be such that the collapse results in a naked singularity. We now construct a new initial distribution by replacing a spherical region by a self-similar distribution. The new distribution is hence a self-similar spherical region surrounded by part of the original distribution. The free parameter of the self-similar distribution is fixed by requiring the first and second fundamental forms to match at the boundary between the self-similar region and the original distribution. It is then shown that if the evolution of the original distribution results in a naked (covered) singularity, the evolution of the modified distribution also results in a naked (covered) singularity. We show that, in general, the density of the cloud will change discontinuously at the boundary, but this change will be finite, and not infinite. We next consider the quantum stress tensor for a massless scalar field on the classical background dust spacetime. As has been shown earlier, the stress tensor diverges on the Cauchy horizon for a self-similar model. Consider now the modified distribution (self-similar region surrounded by non-self-similar region) mentioned above. We show that the nature of the divergence in the self-similar region is such that it implies a divergence in the outer non-self-similar region as well. Then, by considering a family of initial distributions, the size of the self-similar region is shrunk to zero - for each distribution in the family there is a divergence on the Cauchy horizon. The limiting distribution, in which the self-similar region disappears entirely, is the original distribution, and this also has a divergence on the Cauchy horizon. The plan of the paper is as follows. In Section 2 we construct the modified distribution which includes a self-similar spherical region in the interior. In Section 3 we obtain the quantum stress tensor for a test scalar field on this modified distribution and prove that it diverges on the Cauchy horizon for a non-self-similar dust cloud. ## 2 The Modified Distribution In this Section, we show how the modified initial distribution is constructed, for the cases of marginally bound and non-marginally bound dust collapse, as well as for the Vaidya model. ### 2.1 Marginally Bound Dust Collapse The collapse of a spherical dust cloud is described by the Tolman-Bondi line-element, using comoving coordinates $`(t,r,\theta ,\varphi )`$, $$ds^2=dt^2+\frac{R^2}{1+f(r)}dr^2+R^2(t)d\mathrm{\Omega }^2,$$ (1) where $`R(t,r)`$ is the area radius at time $`t`$ of the shell labeled $`r`$, and $`f(r)`$ is a free function, satisfying $`f>1`$. The marginally bound solution is one for which $`f(r)=0`$. The only non-zero component of the energy-momentum tensor is the energy density $`\rho (t,r),`$ which satisfies the Einstein equation $$\rho =\frac{F^{}(r)}{R^2R^{}}$$ (2) where $`F(r)`$ is another free function, and has the interpretation of being the mass to the interior of the shell $`r`$. The only other Einstein equation is $$\dot{R}^2=\frac{F(r)}{R}+f(r).$$ (3) Let us consider the collapse of marginally bound dust cloud, starting at a time $`t_i`$ and having an initial density distribution $`\rho _0(r)`$, for $`rr_b`$, where $`r_b`$ is the boundary of the star. Integrating (3) gives the solution $$R^{3/2}(t,r)=\frac{3}{2}\sqrt{F(r)}\left(t_0(r)t\right)$$ (4) for the evolution of the area radius of the shell $`r`$. $`t_0(r)`$ is a function of integration, to be determined by choosing an initial scaling, $`R(t_i,r)`$, at the start of collapse. The area shrinks to zero at $`t=t_0(r)`$, resulting in the formation of a curvature singularity. It is the singularity at $`r=0`$, the central singularity, which is of interest to us, as this has been shown to be naked for some initial conditions. Specifically, it has been shown that if the initial density distribution $`\rho _0(R)`$ has a Taylor expansion $$\rho _0(R)=\rho _0+\rho _1R+\frac{1}{2}\rho _2R^2+\frac{1}{6}\rho _3R^3+\mathrm{}$$ (5) then the singularity is at least locally naked if one of the following conditions is satisfied: (i) $`\rho _1<0`$, or (ii) $`\rho _1=0,\rho _2<0`$, or (iii) $`\rho _1=\rho _2=0,\rho _3<0`$ and $`\xi =\sqrt{3}\rho _3/4\rho _0^{5/2}`$ is less than or equal to $`25.9904.`$ The singularity may or may not be globally naked. We are interested in showing that in either case the outgoing quantum flux diverges on the Cauchy horizon. The self-similar solution, i.e. one for which the spacetime of the collapsing cloud possesses a homothetic Killing vector field, is a special case of the marginally bound solution. If we choose the scaling in such a way that $`t_0(r)=r`$, then the mass function of the self-similar solution is of the form $`F_{ss}(r)=\lambda r`$, with $`\lambda `$ a non-negative constant. All dimensionless quantities are functions of $`t/r`$. The central singularity forms at $`t=0`$, and is known to be (globally) naked for $`\lambda \lambda _c=0.1809`$ . It can also be shown that the initial density distribution for a self-similar cloud is of the form $$\rho _0(R)=\rho _0+\rho _3R^3+\rho _6R^6+\rho _9R^9+\mathrm{}$$ (6) In order to construct the modified initial density distribution, we start with the original distribution $`\rho _0(r)`$ and replace a central region, up to some $`r=r_c`$, by the self-similar solution (with $`r_c<r_b`$). For $`r_c<r<r_b`$, the distribution continues to be the original distribution $`\rho _0(r)`$. There is only one free parameter in the self-similar solution, namely $`\lambda `$, and this is determined by requiring that the total mass in the self-similar region is equal to the total mass contained in the original distribution, up to $`r=r_c`$. That is, $`\lambda r_c=F(r_c)`$. We would now like to ensure that the determined value of $`\lambda `$ is such that in the limit $`r_c`$ going to zero, the modified distribution admits a naked singularity if and only if the original distribution $`\rho _0(r)`$ admits a naked singularity. This is essential because we are interested in examining properties of the Cauchy horizon in the original distribution. Hence it is natural to demand that the modified distribution possess a Cauchy horizon if and only if the original distribution does. The limiting value $`\lambda _0`$, of $`\lambda ,`$ is clearly $`dF(r)/dr\|_{r=0}`$, and should satisfy the condition $`\lambda \lambda _c`$ if and only if the original distribution $`\rho _0(r)`$ admits a naked central singularity. To check this, we go back to the solution (4) and assume, for simplicity, the scaling to be such that $`t_0(r)=r`$, so that the solution can be written as $$R^3=\frac{9}{4}F(r)\left(tr\right)^2.$$ (7) We substitute this in (2) and assuming the collapse to begin at $`t=t_{in}`$, find the initial density, $`\rho _0(r)`$, near the center, to be $$\rho _0(r)=\frac{4}{3t_{in}^2}\left[1+\frac{2F(r)}{F^{}(r)t_{in}}\right].$$ (8) We compare this with the form (5) for the initial density, after using (7) with $`t=t_{in}`$ in (5). This comparison allows us to deduce the form of $`F(r)`$ near $`r=0`$, from which the limiting value $`\lambda _0=dF(r)/dr\|_{r=0}`$ can be worked out. We find that for two of the naked cases, (i) $`\rho _1<0`$, and (ii) $`\rho _1=0,\rho _2<0`$, we get $`\lambda _0=0`$, which is a special case of the naked self-similar model. For the case (iii) $`\rho _1=\rho _2=0,\rho _3<0`$ we get $`\lambda _0^{3/2}=8\rho _0^{5/2}/\sqrt{3}\rho _3`$, which implies that the chosen self-similar distribution is naked if and only if the original distribution of type (iii) is naked. For the covered case, which is $`\rho _1=\rho _2=\rho _3=0`$, we get that $`\lambda _0`$ is infinite, which is a covered self-similar distribution. Hence it is shown that the modified distribution admits a naked singularity if and only if the original distribution does. Next, we discuss the question of the matching of the self-similar region and the non-self-similar region, at the boundary $`r_c`$. By comparing the metrics of the two spacetimes at this boundary we find that the area radii in the self-similar metric and in the non-self-similar one will be equal if the two mass functions are equal. Since the masses have been chosen to be equal, that ensures the matching of the first fundamental form (i.e. the line element on the boundary). The second fundamental form (i.e. the extrinsic curvature) is defined to be $$K_{\mu \nu }=\frac{1}{2}\left(\xi _{\alpha ;\beta }+\zeta _{\beta ;\alpha }\right)h_\mu ^\alpha h_\nu ^\beta $$ (9) where $`\xi _\alpha `$ is a unit normal to the boundary, and $`h_\beta ^\alpha =\delta _\beta ^\alpha `$ $`\xi ^\alpha \xi _\beta `$ is the projection tensor. The only non-zero component of the extrinsic curvature is $`K_\theta ^\theta =K_\varphi ^\varphi =1/R`$, which matches for the two metrics, since the mass functions have been chosen to be equal. Hence we are assured that the first and second fundamental forms match on the boundary. We note that the derivative $`F^{}(r)`$ will in general not match at the boundary, when calculated for the self-similar region, and for the non-self-similar region. As a result, the density function $`\rho (t,r)`$, given by (2), will in general be discontinuous at the boundary. However, it is important for our purposes to note that this discontinuity will be finite, since $`F^{}(r)`$ will be finite. ### 2.2 Non-marginally Bound Dust Collapse The metric function $`f(r)`$ which appears in (1) is now non-zero. Equation (3) can be solved exactly, for given $`F(r)`$ and $`f(r)`$. Whereas $`F(r)`$ is determined from the initial density distribution, $`f(r)`$ gets determined from the velocity distribution $`\dot{R}`$ at the onset of collapse. Given an initial distribution of density and velocity which is non-marginal, one cannot straightaway match it to a self-similar region at a boundary $`r_c`$, because for the former distribution we have $`f(r)0`$, and for the latter we have $`f(r)=0`$. Matching of the line-elements requires that both $`F(r)`$ and $`f(r)`$ match on the boundary between the two regions. Thus, given the original non-marginal distribution ($`\rho _0(r),f(r)`$) we construct the modified distribution as follows. Replace the original model by a self-similar one, as before, for $`rr_c`$. For some $`r_{}<r_b`$, introduce a non-marginal dust distribution $`(\rho _0(r),f_s(r)`$) in the region $`r_c<r<r_{}`$, which has the property that $`\rho _0(r)`$ (and hence $`F(r)`$) is the same as in the original distribution; $`f_s(r_c)=0`$ and $`f_s(r_{})=f(r_{})`$. As before, the self-similar model is chosen such that $`\lambda r_c=F(r_c)`$. The introduction of this sandwiched region ensures that the first and second fundamental forms are matched at the boundaries $`r_c`$ and $`r_{}`$. The limiting value of $`\lambda `$, as $`r_c`$ goes to zero, is again given by $`\lambda _0=dF(r)/dr\|_{r=0}`$, and is calculated by letting both $`r_c`$ and $`r_{}`$ go to zero, while always keeping $`r_{}>r_c`$. By carrying out an analysis similar to the marginal case, it can be shown that $`\lambda _0`$ is such that the introduced self-similar model is naked if and only if the original distribution is naked. ### 2.3 The Vaidya Model The collapse of a null dust cloud is described by the Vaidya metric $$ds^2=\left(1\frac{2m(v)}{R}\right)dv^2+2dvdR+r^2d\mathrm{\Omega }^2$$ (10) where the mass function $`m(v)`$ depends on the advanced time coordinate $`v`$. The mass function is zero for $`v<0`$, and constant for $`v>v_b`$. Thus the cloud is bounded in the region $`0<v<v_b`$, and its exterior is Schwarzschild spacetime. A curvature singularity forms when the inner boundary of the cloud hits $`R=0`$. This singularity is known to be naked for $`dm(v)/dv\|_{v=0}1/16`$ and covered for $`dm(v)/dv\|_{v=0}>1/16`$. The special case of a self-similar model is described by the linear mass function, $`m(v)=\mu v`$, $`0<v<v_b`$. Given a non-self-similar model $`m(v)`$, we construct the modified distribution by replacing the original model by a self-similar one in the region $`0<v<v_c`$, with $`v_c<v_b`$. The free parameter $`\mu `$ in the self-similar model is fixed by demanding $`\mu v_c=m(v_c).`$ The limiting value of $`\mu `$, as $`v_c`$ goes to zero, is $`dm(v)/dv\|_{v=0}`$, and it is apparent that the introduced self-similar distribution is naked if and only if the original distribution $`m(v)`$ is naked. Since the boundary $`v_c`$ is a null hypersurface, the matching of the spacetimes at the boundary is done by comparing, not the line elements, but the affine parameter for outgoing or ingoing null geodesics. We now show that the matching of the affine parameters on the boundary $`v_c`$ implies that the two mass functions should be equal. For this purpose, it is convenient to restrict to the 2-d line element obtained from (10) by suppressing the angular coordinates, and to write it in double null coordinates $`u,v`$, i.e. $$ds^2=C^2(u,v)dudv.$$ (11) The function $`C(u,v)`$ satisfies the differential equation $$\frac{C^2,v}{C^4}\left(1\frac{2m(v)}{R}\right)+\frac{2m(v)}{R^2C^2}+2\frac{C^2,v}{C^4}=0.$$ (12) By integrating the geodesic equation for the metric (11) it is shown that the affine parameter along ingoing and outgoing null geodesics is of the form $$p=aC^2du+b,q=cC^2dv+d.$$ (13) Matching of the affine parameter at the boundary $`v_c`$ hence requires that $`C_a^2du=C_b^2du`$, and the use of this equality in the differential equation (12) gives the result that the mass functions of the two regions (self-similar and non-self-similar) must match. Further, it may be shown, as in the dust case, that the extrinsic curvatures match at the boundary between the two regions. We have now completed the construction of the modified classical distribution, which will be used to prove the divergence of the outgoing quantum flux on the Cauchy horizon. ## 3 The Quantum Stress Tensor We restrict attention to the two dimensional spacetime (Tolman-Bondi or Vaidya) obtained by suppressing angular coordinates in the four-dimensional spherical spacetime. The expectation value $`<0_{in}\|T_{\mu \nu }\|0_{in}>`$ of the energy-momentum tensor of a quantized scalar field in the Minkowski vacuum $`\|0_{in}>`$ can be calculated from the trace anomaly, and Wald’s axioms. The trace anomaly is equal to $`/24\pi `$, where $``$ is the Ricci scalar for the background spacetime . The two dimensional spacetime can be expressed in terms of global null coordinates $`\widehat{u}`$ and $`\widehat{v}`$ as $$ds^2=C^2(\widehat{u},\widehat{v})d\widehat{u}d\widehat{v}.$$ (14) These coordinates are chosen such that the initial quantum state of the scalar field , which is the standard Minkowski vacuum $`\|0_{in}>`$ on $`^{}`$, is the vacuum with respect to the normal modes of the scalar wave equation in $`\widehat{u},\widehat{v}`$ coordinates. The components of $`<T_{\mu \nu }>`$ are given by $$<T_{\widehat{u}\widehat{u}}>=\frac{1}{12\pi }C\left(\frac{1}{C}\right)_{,\widehat{u},\widehat{u}},$$ (15) $$<T_{\widehat{v}\widehat{v}}>=\frac{1}{12\pi }C\left(\frac{1}{C}\right)_{,\widehat{v},\widehat{v}},$$ (16) $$<T_{\widehat{u}\widehat{v}}>=\frac{C^2}{96\pi }.$$ (17) Consider a situation where two solutions for the background metric are matched across a hypersurface, like a geodesic, for instance, which in fact will be the case for our models. Let $`C_1^2`$ and $`C_2^2`$ be the metrics in the two regions. In either of the regions where the solutions are given, the expressions (15-17) are analytic. Now consider the hypersurface (boundary) where the matching has taken place. Assuming the line element on the boundary and the second fundamental form of the boundary being calculated in both of the regions to be identical respectively, one obtains $`C_1=C_2=C`$ at the boundary. The difference in the quantum stress tensor components can be expressed at the boundary ( e.g. from equation 1). $$<T_{1\widehat{u}\widehat{u}}><T_{2\widehat{u}\widehat{u}}>=1/12\pi C\left(1/C_11/C_2\right)_{,\widehat{u},\widehat{u}}$$ (18) Since both the metrics are analytic in their respective regions (we only require their second order partial derivatives to be finite) and if one extends each one of them smoothly across the boundary, one finds that the expression above is certainly finite. So, the discontinuous change in $`<T_{\widehat{u}\widehat{u}}>`$ across the boundary will be finite. The same can be said of the rest of the components. We next introduce double null coordinates in the various regions of the modified distribution under consideration. Consider first the case of marginally bound dust. The various regions are the introduced self-similar region (henceforth labeled $`2`$) in the coordinate range $`0<r<r_c`$, the original distribution in the region (henceforth labeled $`1`$) $`r_c<r<r_b`$, and the Schwarzschild region (henceforth labeled $`0)`$ $`r>r_b`$. We write the line-elements in these regions as $$ds^2=A^2(u_2,v_2)du_2dv_2$$ (19) in region $`2`$, as $$ds^2=B^2(u_1,v_1)du_1dv_1$$ (20) in region $`1,`$ and finally, as $$ds^2=D^2(u,v)dudv$$ (21) in region $`0`$. The relationship amongst these coordinates can be given, following the procedure described in Birrel and Davies . Because of matching the first fundamental form at various boundaries, we have $$u_1=\alpha _1(u),v=\beta _1(v_1),$$ (22) and $$u_2=\alpha _2(u_1),v_1=\beta _2(v_2).$$ (23) The center of the cloud being given by both $$\widehat{u}=\widehat{v}$$ (24) and $$u_2=v_22R_0$$ (25) in a manner similar to Birrell and Davies, we obtain a relation between $`\widehat{u}`$ and $`u_1`$ $$\widehat{u}=\beta _1\left(\beta _2\left(\alpha _2\left(u_1\right)+2R_0\right)\right)$$ (26) as well as a relation between $`\widehat{u}`$ and $`u`$ $$\widehat{u}=\beta _1\left(\beta _2\left(\alpha _2\left(\alpha _1\left(u\right)\right)+2R_0\right)\right).$$ (27) Starting from the expressions (15-17) for the expectation value of the stress-tensor, and using the coordinate relationships given above, we obtain the following expressions for the $`T_{\mu \nu }`$ in various regions. In region 2, $$<T_{u_2u_2}>=F_{u_2}\left(A^2\right)+F_{u_2}\left(\frac{d\widehat{u}}{du_2}\right),$$ (28) $$<T_{v_2v_2}>=F_{v_2}\left(A^2\right)+F_{v_2}\left(\frac{d\widehat{v}}{dv_2}\right),$$ (29) $$<T_{u_2v_2}>=\frac{1}{6\pi A^2}\left(\frac{d\widehat{u}}{du_2}\frac{d\widehat{v}}{dv_2}\right)^2\left[\frac{A_{,u_2,v_2}^2}{A^2}\frac{A_{,u_2}^2A_{,v_2}^2}{A^4}\right].$$ (30) The function $`F_x(y)`$ is defined as $$F_x(y)=\frac{1}{12\pi }\sqrt{y}\left(\frac{1}{\sqrt{y}}\right)_{,x,x}$$ (31) In region 1, $$<T_{u_1u_1}>=F_{u_1}\left(B^2\right)+F_{u_1}\left(\frac{d\widehat{u}}{du_1}\right),$$ (32) $$<T_{v_1v_1}>=F_{v_1}\left(B^2\right)+F_{v_1}\left(\frac{d\widehat{v}}{dv_1}\right),$$ (33) $$<T_{u_1v_1}>=\frac{1}{6\pi B^2}\left(\frac{d\widehat{u}}{du_1}\frac{d\widehat{v}}{dv_1}\right)^2\left[\frac{B_{,u_1,v_1}^2}{B^2}\frac{B_{,u_1}^2B_{,v_1}^2}{B^4}\right].$$ (34) Similarly in region 0, $$<T_{uu}>=F_u\left(D^2\right)+\alpha ^{}F_{u_2}\left(\beta ^{}\right)+F_u\left(\alpha ^{}\right),$$ (35) $$<T_{vv}>=F_v\left(D^2\right),$$ (36) $$<T_{uv}>=1/24\pi \left(ln\left(D^2\right)\right)_{,u,v},$$ (37) where indicates first derivative with respect to the argument, and $$\alpha \left(\right)=\alpha _2\left(\alpha _1\left(\right)\right),\beta \left(\right)=\beta _1\left(\beta _2\left(\right)\right).$$ (38) Let us first consider region 2; we have the self-similar metric there according to the procedure adopted. Consider a parameter value $`\lambda `$ for which the collapse results in a naked central singularity. From Barve et al. we know that the component $`<T_{u_2u_2}>`$ diverges on the entire Cauchy horizon in the region (the other components remaining finite). It is obvious that $`<T_{\widehat{u}\widehat{u}}>`$ will also diverge there. As pointed out above, it is important now to note that the discontinuity in the quantum stress tensor, at the boundary $`r_c,`$ is finite at the boundary between regions 2 and 1. This is because the various expectation values are determined by the trace anomaly and derivatives (up to second derivative) of the metric. The metric derivatives are finite on the Cauchy horizon, for $`r>0`$. Hence the quantum stress tensor component $`<T_{u_1u_1}>`$ at the boundary, in the limit of approach from region 1, will be divergent. We now examine the expression for $`<T_{u_1u_1}>`$ , i.e. equation (32). The first term in this expression is finite, because we demand the metric component to be at least $`C^2`$. This term is finite not only at the event on the boundary but all over the null ray (Cauchy horizon) emanating from that event (in fact, all over the region 1). Now, the second statement above implies that the second term in equation (32) diverges at the intersection of the boundary with the null ray (Cauchy horizon). This term is a function of only the retarded null coordinate $`u_1`$. Since it diverges at one event (on the boundary), it diverges all along the outgoing null ray ($`u_1=`$ constant). The first term, as mentioned before, is finite there. Hence the tensor component $`<T_{u_1u_1}>`$ diverges all along the Cauchy horizon in region 1 as well. Finally, we consider a family of modified distributions, each with a successively smaller value of the boundary coordinate $`r_c`$, so that in the limiting case, $`r_c`$ tends to zero. For each family in the distribution, there is a divergence of the outgoing flux, in region 1. In the limit that $`r_c`$ tends to zero, we recover the original non-self-similar distribution $`\rho _0(r)`$ which admits a naked singularity, and by virtue of the construction given here, has a divergence of $`<T_{u_1u_1}>`$ on the Cauchy horizon. We can make a similar argument at the second boundary, between region 1 and the Schwarzschild region 0. Thus, the divergence occurs all over the Cauchy horizon, to whichever extent it exists. In particular, if we have a globally naked singularity, there is a divergence at the intersection of the Cauchy horizon with $`^+`$. Also, we note that this argument works for any number of regions with different metric solutions matched at the boundaries. This is important from the point of view of the extra shell we needed to introduce in the non-marginally bound Tolman Bondi case. The finiteness of the rest of the tensor components can be argued on similar lines. As regards the Vaidya metric, the entire argument is the same except for the fact that the boundaries between the regions are ingoing null geodesics. In fact, $`\beta ()`$ being the identity function , the calculation is simplified considerably. ## 4 Conclusion We have shown that the quantum stress tensor diverges on the Cauchy horizon, if it exists, in non-self-similar Tolman Bondi dust and Vaidya radiation collapse in two dimensions. There is no direct way of deducing this by analytical calculations of the expressions in the general case. However, we employ a limiting process of approaching the required spacetime metric via patching up tractable solutions. From this technique, it appears that the divergence technically results from the metric rendered non-invertible at the Cauchy horizon in the self-similar portion. This does not seem to be the ultimate reason for the divergence, for we see that the divergence persists even after the limit to the actual metric is taken. Needless to say, the divergence does not seem to be ultimately a result of the self-similar nature although that does help in making the divergence evident in the calculations.
warning/0001/astro-ph0001447.html	ar5iv	text	# Growth of a Vortex Mode during Gravitational Collapse Resulting in Type II Supernova ## 1 INTRODUCTION Supernova remnants are appreciably aspherical and globally asymmetric. The asymmetry of ejecta indicates that the supernova explosion is highly non-spherical and contains non-radial flow (see, e.g., the review by Goldreich, Lai & Sahrling 1997 and references therein). The non-radial flow in supernova explosion is suggested also from x-ray and $`\gamma `$-ray observations of SN1987A; one cannot explain early detection of x-rays and $`\gamma `$-rays from SN1987A without invoking large scale mixing (see, e.g., the review by Bethe 1990 and the references therein). The origin of high velocity pulsars may also be ascribed to asymmetry of supernova explosion (see, e.g., Burrows & Hayes 1996 and references therein). Asymmetry is amplified by the Rayleigh-Taylor instability in the early phase of supernova explosion (see, e.g., Falk & Arnett 1973). According to detailed numerical simulations, the growth of the Rayleigh-Taylor instability accounts for matter mixing inferred from observations of SN1987A if there exists an appropriate seed of the asymmetry (Arnett, Fryxell, & Müller 1989; Hachisu et al. 1990; Müller, Fryxell, & Arnett 1991; Fryxell, Arnett, & Müller 1991; Nagataki, Shimizu, & Kato 1998). Thus it is worth to consider the origin for the seed of asymmetry. Goldreich et al. (1997) discussed possible instabilities during the core collapse as a source of the seed. They suggested possibility that dynamically collapsing core might be unstable against non-radial perturbation and proposed to study the stability of the similarity solution of Yahil (1983). Applying the polytropic equation of state, $`P=K\rho ^\gamma `$, to pre-supernova core, he obtained a similarity solution describing collapse of a spherical iron core. In this paper we show that his similarity is indeed unstable against a vortex mode. The method of stability analysis is essentially the same as that of Hanawa & Matsumoto (2000) who investigated the bar mode instability during collapse prior to protostar formation. Velocity perturbation dominates over density perturbation in the vortex mode while both of them have similar amplitude in the bar mode. The growth rate of the vortex mode depends on the wavenumber, $`\mathrm{}`$, of the spherical harmonics, $`Y_{\mathrm{}}^m(\theta ,\phi )`$. The vortex mode grows in proportion to $`\|tt_0\|^\sigma `$, where $`t_0`$ and $`\sigma =\mathrm{\hspace{0.17em}1}/3+\mathrm{}(\gamma \mathrm{\hspace{0.17em}4}/3)`$ denote the epoch of protoneutron star and growth rate, respectively. In §2 we review the similarity solution of Yahil (1983) for our stability analysis given in §3. We discuss the mechanism of the vortex mode in §4 and implications to type II supernova in §5. We show the asymptotic behavior of the similarity solution and perturbation in the region very far from the center in Appendix. ## 2 SIMILARITY SOLUTION For simplicity we consider gas of which equation of state is expressed by polytrope, $$P=K\rho ^\gamma ,$$ (1) where $`P`$ and $`\rho `$ denote the pressure and density, respectively. The hydrodynamical equations are then expressed as $$\frac{\rho }{t}+\mathbf{}(\rho 𝒗)=\mathrm{\hspace{0.33em}0}$$ (2) and $$\frac{}{t}(\rho 𝒗)+\mathbf{}P+\mathbf{}(\rho 𝒗𝒗)+\rho \mathbf{}\mathrm{\Phi }=\mathrm{\hspace{0.33em}0},$$ (3) where $`𝒗`$ and $`\mathrm{\Phi }`$ denote the velocity and gravitational potential, respectively. The gravitational potential is related with the density distribution by the Poisson equation, $$\mathrm{\Delta }\mathrm{\Phi }=\mathrm{\hspace{0.33em}4}\pi G\rho ,$$ (4) where $`G`$ denotes the gravitational constant. For later convenience, we introduce the zooming coordinates of Bouquet et al. (1985) to solve equations (1) through (4). The zooming coordinates, $`(𝝃,\tau )`$, are related with the ordinary coordinates, $`(𝒓,t)`$, by $$\left(\begin{array}{c}𝝃\\ \tau \end{array}\right)=\left(\begin{array}{c}\frac{𝒓}{c_0\|tt_0\|}\\ \mathrm{ln}\|1t/t_0\|\end{array}\right),$$ (5) where $`c_0`$ denotes a standard sound speed and is a function of time $`t`$. The symbol, $`t_0`$, denotes an epoch at the instant of the protoneutron star formation. The density in the zooming coordinates, $`\varrho `$, is related with that in the ordinary coordinates, $`\rho `$, by $$\varrho (𝒙,\tau )=\mathrm{\hspace{0.33em}4}\pi G\rho (tt_0)^2.$$ (6) We define the standard sound speed, $`c_0`$, so that it denotes the sound speed at a given $`t`$ when $`\varrho =\mathrm{\hspace{0.33em}1}`$. Thus it is expressed as $$c_0=\sqrt{\gamma K}(4\pi G)^{(1\gamma )/\mathrm{\hspace{0.17em}2}}\|tt_0\|^{1\gamma }.$$ (7) The pressure in the zooming coordinates, $`p`$, is related with the that in the ordinary coordinates, $`P`$, by $$p=\frac{4\pi G}{c_0^2}P(tt_0)^2.$$ (8) Substituting equations (6) and (8) into equation (1), we obtain the polytrope relation in the zooming coordinates, $$p=\frac{\varrho ^\gamma }{\gamma }.$$ (9) The velocity in the zooming coordinates, $`𝒖`$, is defined as $$𝒖=\frac{𝒗}{c_0}+(2\gamma )\frac{𝒓}{c_0\|tt_0\|}.$$ (10) This velocity denotes that with respect to the zooming coordinates, and includes the apparent motion, the last term in equation (10). The gravitational potential in the zooming coordinates, $`\varphi `$, is related with that in the ordinary coordinates, $`\mathrm{\Phi }`$ by $$\varphi =\frac{\mathrm{\Phi }}{c_0^2}.$$ (11) In the zooming coordinates, the hydrodynamical equations are expressed as $$\frac{\varrho }{\tau }+\mathbf{}_\xi (\varrho 𝒖)=(4\mathrm{\hspace{0.17em}3}\gamma )\varrho ,$$ (12) $$\frac{}{\tau }(\varrho 𝒖)+\mathbf{}_\xi (\varrho 𝒖𝒖)+\mathbf{}_\xi p+\varrho \mathbf{}_\xi \varphi =(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\varrho 𝝃+(7\mathrm{\hspace{0.17em}5}\gamma )\varrho 𝒖,$$ (13) and $$\mathrm{\Delta }_\xi \varphi =\varrho $$ (14) for $`t<t_0`$. The symbols, $`\mathbf{}_\xi `$ and $`\mathrm{\Delta }_\xi `$, denote the gradient and Laplacian in the $`𝝃`$-space, respectively. Assuming stationarity in the zooming coordinates ($`/\tau =\mathrm{\hspace{0.33em}0}`$) and spherical symmetry ($`/\theta =/\phi =\mathrm{\hspace{0.33em}0}`$), we seek a similarity solution. Under these assumptions equations (12), (13), and (14) reduce to $$\frac{u_r}{\xi }+\frac{u_r}{\varrho }\frac{\varrho }{\xi }=(4\mathrm{\hspace{0.17em}3}\gamma )\frac{2u_r}{\xi },$$ (15) $$u_r\frac{u_r}{\xi }+\frac{1}{\varrho }\left(\frac{dp}{d\varrho }\right)\frac{\varrho }{\xi }+\frac{\varphi }{\xi }=(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\xi +(3\mathrm{\hspace{0.17em}2}\gamma )u_r,$$ (16) and $$\frac{\varphi }{\xi }=\frac{1}{\xi ^2}_0^\xi \varrho (\zeta )\zeta ^2𝑑\zeta =\frac{\varrho u_r}{4\mathrm{\hspace{0.17em}3}\gamma },$$ (17) where $`\xi =\|𝝃\|`$. After some algebra we can rewrite equations (15) and (16) into $$(\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}u_r{}_{}{}^{2})\left(\frac{d\varrho }{d\xi }\right)=\varrho [\frac{\varrho u_r}{4\mathrm{\hspace{0.17em}3}\gamma }+(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\xi +(\gamma \mathrm{\hspace{0.17em}1})u_r+\frac{2u_r^2}{\xi }],$$ (18) and $`(\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}u_r{}_{}{}^{2})\left({\displaystyle \frac{du_r}{d\xi }}\right)`$ $`=`$ $`{\displaystyle \frac{\varrho u_r^2}{4\mathrm{\hspace{0.17em}3}\gamma }}(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\xi u_r(3\mathrm{\hspace{0.17em}2}\gamma )u_r^2`$ (19) $`+(4\mathrm{\hspace{0.17em}3}\gamma )\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}{\displaystyle \frac{2u_r}{\xi }}\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}.`$ Equations (18) and (19) are singular at the sonic point, $`u_r{}_{}{}^{2}=\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}`$. We obtain the the similarity solution by integrating equations (18) and (19) with the Runge-Kutta method. In the numerical integration we used the auxiliary variable of Whitworth & Summers (1985), $`s`$, defined by $$\frac{d\xi }{ds}=\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}u_r{}_{}{}^{2}.$$ (20) Using equation (20), we rewrite equations (18) and (19) into $$\frac{d\varrho }{ds}=\varrho \left[\frac{\varrho u_r}{4\mathrm{\hspace{0.17em}3}\gamma }+(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\xi +(\gamma \mathrm{\hspace{0.17em}1})u_r+\frac{2u_r^2}{\xi }\right],$$ (21) and $`{\displaystyle \frac{du_r}{ds}}`$ $`=`$ $`{\displaystyle \frac{\varrho u_r^2}{4\mathrm{\hspace{0.17em}3}\gamma }}(2\gamma )(\gamma \mathrm{\hspace{0.17em}1})\xi u_r(3\mathrm{\hspace{0.17em}2}\gamma )u_r^2`$ (22) $`+(4\mathrm{\hspace{0.17em}3}\gamma )\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}{\displaystyle \frac{2u_r}{\xi }}\varrho ^{\gamma \mathrm{\hspace{0.17em}1}},`$ respectively. Similarity solutions exist for $`\gamma <\mathrm{\hspace{0.17em}4}/3`$. Figure 1 shows the similarity solution for $`\gamma `$ = 1.3. The solid curves denote $`\varrho `$ while the dashed curves denote the infall velocity, $`v_r=u_r+(2\gamma )\xi `$. These solutions are the same as those obtained by Yahil (1983) and Suto & Silk (1988). They have the asymptotic forms of $$\varrho _0=\varrho _\mathrm{c}\frac{\varrho _\mathrm{c}^{2\gamma }}{6}\left(\varrho _\mathrm{c}\frac{2}{3}\right)\xi ^2+𝒪(\xi ^4),$$ (23) and $$𝒖_0=\left[\left(\frac{4}{3}\gamma \right)\xi +\frac{\varrho _\mathrm{c}^{1\gamma }}{15}\left(\varrho _\mathrm{c}\frac{2}{3}\right)\left(\frac{4}{3}\gamma \right)\xi ^3+𝒪(\xi ^5)\right]𝒆_\xi .$$ (24) The value of $`\varrho _\mathrm{c}`$ is 22.04 for $`\gamma `$ = 1.3. ## 3 VORTEX MODE In this section we consider a non-spherical perturbation around the similarity solution. The density perturbation is assumed to be proportional to the spherical harmonics, $`Y_{\mathrm{}}^m(\theta ,\phi )`$. Then the density and velocity are expressed as $`\varrho `$ $`=`$ $`\varrho _0+\delta \varrho (\xi )e^{\sigma \tau }Y_{\mathrm{}}^m(\theta ,\phi ),`$ (25) $`u_r`$ $`=`$ $`u_{r0}+\delta u_r(\xi )e^{\sigma \tau }Y_{\mathrm{}}^m(\theta ,\phi ),`$ (26) $`u_\theta `$ $`=`$ $`\delta u_\theta (\xi ){\displaystyle \frac{e^{\sigma \tau }}{\mathrm{}+\mathrm{\hspace{0.17em}1}}}{\displaystyle \frac{}{\theta }}Y_{\mathrm{}}^m(\theta ,\phi ),`$ (27) $`u_\phi `$ $`=`$ $`\delta u_\theta (\xi ){\displaystyle \frac{e^{\sigma \tau }}{(\mathrm{}+\mathrm{\hspace{0.17em}1})\mathrm{sin}\theta }}{\displaystyle \frac{}{\phi }}Y_{\mathrm{}}^m(\theta ,\phi ),`$ (28) $`\varphi `$ $`=`$ $`\varphi _0+\delta \varphi (\xi )e^{\sigma \tau }Y_{\mathrm{}}^m(\theta ,\phi ),`$ (29) where the symbols with suffix, 0, denote the values in the similarity solution and the symbols with the symbol, $`\delta `$, denote the perturbations. Substituting equations (26) throughout (29) into equations (12), (13), and (14), we obtain the perturbation equations, $$(\sigma +\mathrm{\hspace{0.17em}3}\gamma \mathrm{\hspace{0.17em}4})\delta \varrho +\frac{1}{\xi ^2}\frac{}{\xi }[\xi ^2(\varrho _0\delta u_r+u_{r0}\delta \varrho )]\mathrm{}\frac{\varrho _0\delta u_\theta }{\xi }=\mathrm{\hspace{0.17em}0},$$ (30) $$(\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3})\delta u_r+\frac{}{\xi }(u_{r0}\delta u_r)+\frac{}{\xi }\left(\frac{\delta \varrho }{\rho _0^{2\gamma }}\right)+\delta \mathrm{\Gamma }=\mathrm{\hspace{0.17em}0},$$ (31) $$(\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3})\delta u_\theta +\frac{u_{r0}}{\xi }\frac{}{\xi }(\xi \delta u_\theta )+\frac{\mathrm{}+\mathrm{\hspace{0.17em}1}}{\xi }\left(\frac{\delta \varrho }{\varrho _0^{2\gamma }}+\delta \varphi \right)=\mathrm{\hspace{0.17em}0},$$ (32) $$\frac{}{\xi }\delta \varphi =\delta \mathrm{\Gamma },$$ (33) and $$\frac{}{\xi }\delta \mathrm{\Gamma }=\frac{2\delta \mathrm{\Gamma }}{\xi }+\frac{\mathrm{}(\mathrm{}+\mathrm{\hspace{0.17em}1})}{\xi ^2}\delta \varphi +\delta \varrho .$$ (34) These perturbation equations have singularities at the origin ($`\xi =\mathrm{\hspace{0.17em}0}`$), the sonic point $`[(u_{r0})^2\varrho ^{\gamma \mathrm{\hspace{0.17em}1}}]`$, and the infinity ($`\xi =+\mathrm{}`$). These perturbation equations are the same as those of Hanawa & Matsumoto (2000). To obtain the boundary condition at the origin we use the Taylor expansion of the perturbation. In the following we use the notation, $`{\displaystyle \frac{\delta \varrho }{\varrho _0^{2\gamma }}}`$ $`=`$ $`\epsilon _0\xi ^{\mathrm{}}+\epsilon _2\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}2}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}4}}),`$ (35) $`\delta u_r`$ $`=`$ $`\alpha _0\xi ^{\mathrm{}\mathrm{\hspace{0.17em}1}}+\alpha _2\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}1}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}3}}),`$ (36) $`\delta u_\theta `$ $`=`$ $`\beta _0\xi ^{\mathrm{}\mathrm{\hspace{0.17em}1}}+\beta _2\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}1}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}3}}),`$ (37) and $$\delta \varphi =\lambda _0\xi ^{\mathrm{}}+\lambda _2\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}2}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}4}}).$$ (38) Substituting equation (38) into equation (33) we obtain $$\delta \mathrm{\Gamma }=\mathrm{}\lambda _0\xi ^{\mathrm{}\mathrm{\hspace{0.17em}1}}+(\mathrm{}+\mathrm{\hspace{0.17em}2})\lambda _2\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}1}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}3}}).$$ (39) Note that not only the leading terms but the second lowest terms are taken into account in equations (35) through (39). Substituting equations (35) through (39) into equations (30) through (34) we derive conditions for $`\alpha _0`$, $`\alpha _2`$, $`\beta _0`$, $`\beta _2`$, $`\epsilon _0`$, $`\epsilon _2`$, $`\lambda _0`$, and $`\lambda _2`$. From equation (30) we obtain $$(\mathrm{}+\mathrm{\hspace{0.17em}1})\alpha _0\mathrm{}\beta _0=\mathrm{\hspace{0.33em}0}.$$ (40) Equation (40) ensures that the terms proportional to $`\xi ^{\mathrm{}\mathrm{\hspace{0.17em}2}}`$ vanish in equation (30). The terms proportional to $`\xi ^{\mathrm{}\mathrm{\hspace{0.17em}2}}`$ vanish in equation (34) at any condition. From equations (31) and (32) we obtain $$\left[\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3}+\mathrm{}\left(\frac{4}{3}\gamma \right)\right]\alpha _0+\mathrm{}(\epsilon _0+\lambda _0)=\mathrm{\hspace{0.33em}0},$$ (41) and $$\left[\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3}+\mathrm{}\left(\frac{4}{3}\gamma \right)\right]\beta _0+(\mathrm{}+\mathrm{\hspace{0.17em}1})(\epsilon _0+\lambda _0)=\mathrm{\hspace{0.33em}0},$$ (42) respectively. These equations ensure that the terms proportional to $`\xi ^{\mathrm{}\mathrm{\hspace{0.17em}1}}`$ vanish in equations (27) and (28). Similarly we obtain $`\varrho _\mathrm{c}^{2\gamma }\left[\sigma +\mathrm{}\left({\displaystyle \frac{4}{3}}\gamma \right)\right]\epsilon _0+\varrho _\mathrm{c}[(\mathrm{}+\mathrm{\hspace{0.17em}3})\alpha _2\mathrm{}\beta _2]`$ (43) $`{\displaystyle \frac{\varrho _\mathrm{c}^{2\gamma }}{6}}\left(\varrho _\mathrm{c}{\displaystyle \frac{2}{3}}\right)\left[(\mathrm{}+\mathrm{\hspace{0.17em}3})\alpha _0\mathrm{}\beta _0\right]=\mathrm{\hspace{0.33em}0},`$ and $$[(\mathrm{}+\mathrm{\hspace{0.17em}2})(\mathrm{}+\mathrm{\hspace{0.17em}3})\mathrm{}(\mathrm{}+\mathrm{\hspace{0.17em}1})]\lambda _2=\varrho _\mathrm{c}{}_{}{}^{2\gamma }\epsilon _{0}^{},$$ (44) from the condition that the terms proportional to $`\xi ^{\mathrm{}}`$ vanish and $`\left[\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3}+(\mathrm{}+\mathrm{\hspace{0.17em}2})\left({\displaystyle \frac{4}{3}}\gamma \right)\right]\alpha _2`$ $`+`$ $`(\mathrm{}+\mathrm{\hspace{0.17em}2}){\displaystyle \frac{\varrho _\mathrm{c}^{1\gamma }}{15}}\left(\varrho _\mathrm{c}{\displaystyle \frac{2}{3}}\right)\left({\displaystyle \frac{4}{3}}\gamma \right)\alpha _0`$ (45) $`+`$ $`(\mathrm{}+\mathrm{\hspace{0.17em}2})(\epsilon _2+\lambda _2)=\mathrm{\hspace{0.33em}0},`$ and $`\left[\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3}+(\mathrm{}+\mathrm{\hspace{0.17em}2})\left({\displaystyle \frac{4}{3}}\gamma \right)\right]\beta _2`$ $`+`$ $`\mathrm{}{\displaystyle \frac{\varrho _\mathrm{c}^{1\gamma }}{15}}\left(\varrho _\mathrm{c}{\displaystyle \frac{2}{3}}\right)\left({\displaystyle \frac{4}{3}}\gamma \right)\beta _0`$ (46) $`+`$ $`(\mathrm{}+\mathrm{\hspace{0.17em}1})(\epsilon _2+\lambda _2)=\mathrm{\hspace{0.33em}0}`$ from the condition that the terms proportional to $`\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}1}}`$ vanish. From equations (40), (45) and (46) we obtain $$\left[\sigma +\mathrm{\hspace{0.17em}2}\gamma \mathrm{\hspace{0.17em}3}+(\mathrm{}+\mathrm{\hspace{0.17em}2})\left(\frac{4}{3}\gamma \right)\right][(\mathrm{}+\mathrm{\hspace{0.17em}1})\alpha _2(\mathrm{}+\mathrm{\hspace{0.17em}2})\beta _2]=\mathrm{\hspace{0.33em}0}.$$ (47) This condition is equivalent to the condition that either of $$(\mathrm{}+\mathrm{\hspace{0.17em}1})\alpha _2(\mathrm{}+\mathrm{\hspace{0.17em}2})\beta _2=\mathrm{\hspace{0.33em}0}$$ (48) and $$\sigma =\frac{1}{3}+\mathrm{}\left(\gamma \frac{4}{3}\right)$$ (49) is fulfilled. The bar mode found by Hanawa & Matsumoto (2000) fulfills equation (48). We seek the other mode that fulfills equation (49). In the following we call the latter the vortex mode. Since the perturbation is linear, the solution can be arbitrarily scaled. To normalize the solution we take $`\alpha _0=\mathrm{\hspace{0.33em}1}`$ in this paper. Then we obtain $$\beta _0=\frac{\mathrm{}+\mathrm{\hspace{0.17em}1}}{\mathrm{}},$$ (50) $$\lambda _0=\epsilon _0+\frac{2}{\mathrm{}}\left(\frac{4}{3}\gamma \right),$$ (51) $$\epsilon _0=3\varrho _\mathrm{c}^{\gamma \mathrm{\hspace{0.17em}1}}[(\mathrm{}+\mathrm{\hspace{0.17em}3})\alpha _2\mathrm{}\beta _2]+\left(\varrho _\mathrm{c}\frac{2}{3}\right),$$ (52) $$\lambda _2=\frac{\varrho _\mathrm{c}^{2\gamma }}{2(2\mathrm{}+\mathrm{\hspace{0.17em}3})}\epsilon _0,$$ (53) and $$\epsilon _2=\frac{\varrho _\mathrm{c}^{1\gamma }}{15}\left(\varrho _\mathrm{c}\frac{2}{3}\right)\left(\frac{4}{3}\gamma \right)\lambda _2.$$ (54) We obtained an eigenfunction of this vortex mode numerically by the following procedures. First we integrated equations (21) and (22) to obtain the similarity solution for a given $`\gamma `$. Second we obtained three linearly independent solutions for the perturbation around the origin by using the Taylor series expansion, equations (35) through (39). Third we integrated the three linearly independent solutions from the origin toward the sonic point numerically with the Runge-Kutta method. Forth we obtained two linearly independent solutions satisfying the boundary conditions both at the origin and sonic point by taking linear combinations of the numerically integrated solutions. Finally we integrated the two linearly independent solutions from the sonic point toward the infinity and obtained an eigenfunction satisfying all the boundary conditions as a linear combination of them. The eigenfunction should have an infinitesimal small amplitude at the infinity as shown in Appendix. Figures 2, 3, and 4 denote the numerically obtained eigenfunctions of $`\mathrm{}=\mathrm{\hspace{0.17em}1}`$, 2, and 3, respectively. The polytropic index is set to be $`\gamma `$ = 1.3 in the figures. The eigenfunctions are normalized so that the radial velocity perturbation is $`\delta u_r=\xi ^{\mathrm{}\mathrm{\hspace{0.17em}1}}+𝒪(\xi ^{\mathrm{}+\mathrm{\hspace{0.17em}1}})`$ near the origin. The non-radial velocity perturbation, $`\delta u_\theta `$, changes its sign around $`\xi \mathrm{\hspace{0.17em}1}`$. The density perturbation is small. It should be proportional to $`(\gamma \mathrm{\hspace{0.17em}4}/3)`$ \[see eq. (51)\]. The vortex mode of $`\mathrm{}`$ = 1 is different from the ghost mode of $`\mathrm{}`$ = 1 (Hanawa & Matsumoto 1999, 2000). The vortex mode denotes circulation streaming back through the core surface while the ghost mode denotes misfit of the gravity center to the coordinate center (Hanawa & Matsumoto 1999). The ghost mode has no vortex ($`\mathbf{}_\xi \mathbf{\times }\delta 𝒖=\mathrm{\hspace{0.17em}0}`$). The vortex mode of $`\mathrm{}`$ = 1 has the growth rate of $`\sigma `$ = $`\gamma \mathrm{\hspace{0.17em}1}`$ while the ghost mode has that of $`\sigma `$ = $`2\gamma `$. Figure 5 shows the density and velocity perturbation in the cross section. The contours denote the iso-density curves of $`\varrho `$ = 10, 3, 1, 0.3, and 0.1 while the central density is $`\varrho _\mathrm{c}`$ = 22.04. The arrows denote the velocity vectors. We obtained the density and velocity by adding the eigenmode of $`(\mathrm{},m)`$ = (2, 0) on the similarity solution for $`\gamma `$ = 1.3. The infall is a little faster in the $`x`$-direction than in the $`z`$-direction. Figure 6 is the same as Figure 5 but only the velocity perturbation is shown by the arrows in Figure 6. It shows that this eigenmode is an vortex flow in the meridional plane. ## 4 GROWTH MECHANISM In this section we discuss the mechanism for the growth of the vortex mode. We consider the conservation of vorticity to elucidate the growth mechanism. Taking rotation of the equation of motion, we obtain, $$\frac{𝛀}{t}=\mathbf{}\mathbf{\times }(𝒗\mathbf{\times }𝛀),$$ (55) where $$𝛀=\mathbf{}\mathbf{\times }𝒗,$$ (56) since the rotation of the pressure force and that of gravity vanish. Similarly the conservation of the vorticity is expressed as $$\frac{𝝎}{\tau }=\mathbf{}_\xi \mathbf{\times }(𝒖\mathbf{\times }𝝎)+(3\mathrm{\hspace{0.17em}2}\gamma )𝝎,$$ (57) where $$𝝎=\mathbf{}_\xi \mathbf{\times }𝒖.$$ (58) Since $`\mathbf{}_\xi \mathbf{\times }𝒖_0=\mathrm{\hspace{0.33em}0}`$, we obtain $$\frac{}{\tau }\delta 𝝎=\mathbf{}_\xi \mathbf{\times }(𝒖_0\mathbf{\times }\delta 𝝎)+(3\mathrm{\hspace{0.17em}2}\gamma )\delta 𝝎,$$ (59) for the perturbation of the vortex, $`\delta 𝝎`$. Substituting the equation (24) into equation (59) we obtain $$\frac{}{\tau }\delta 𝝎=\left[\left(\gamma \frac{4}{3}\right)\frac{}{\mathrm{ln}\xi }+\frac{1}{3}\right]\delta 𝝎,$$ (60) near $`\xi =\mathrm{\hspace{0.17em}0}`$. We can derive equation (49) from equation (60) since $`\delta 𝝎\xi ^{\mathrm{}}`$ near $`\xi =\mathrm{\hspace{0.17em}0}`$ in the vortex mode. We can derive also the growth rate of the spin-mode, $`\sigma =\mathrm{\hspace{0.17em}1}/3`$, from equation (60) since $`\delta 𝝎=\xi ^0`$ near $`\xi =\mathrm{\hspace{0.17em}0}`$ in the spin-up mode. The growth of the vortex mode as well as that of the spin-up mode is subject to the conservation of the vorticity. ## 5 IMPLICATION TO TYPE II SUPERNOVA As shown in the previous sections the vortex mode grows in proportion to $`\|tt_0\|^\sigma `$. In other words it grows in proportion to $`\rho _\mathrm{c}^{\sigma /2}`$ since $`\rho _\mathrm{c}(tt_0)^2`$. This growth rate is for the growth of the relative amplitude, i.e., that for $`\delta u=\delta v/c_0`$. The growth of the anisotropic velocity is proportional to $$\delta vc_0\rho _\mathrm{c}^{\sigma /2}\rho _\mathrm{c}^\sigma ^{},$$ (61) where $$\sigma ^{}=\frac{1}{3}+\frac{\mathrm{}+\mathrm{\hspace{0.17em}1}}{2}\left(\gamma \frac{4}{3}\right).$$ (62) Suppose that an iron core during implosion can be well approximated by a polytrope of $`\gamma =\mathrm{\hspace{0.17em}1.3}`$. Then the velocity perturbation of $`\mathrm{}=\mathrm{\hspace{0.17em}1}`$ grows by a factor of 30 while the density increases from $`\rho _\mathrm{c}=\mathrm{\hspace{0.17em}10}^9`$ g cm<sup>-3</sup> to $`10^{14}`$ g cm<sup>-3</sup>. Similarly that of $`\mathrm{}=\mathrm{\hspace{0.17em}2}`$ grows by a factor of 25 during the same period. If the $`\mathrm{}=\mathrm{\hspace{0.17em}1}`$ mode is amplified, the central core, i.e., the protoneutron star has a bulk velocity relative to the envelope. This might explain a run-away pulsar from its natal nebula. If the $`\mathrm{}\mathrm{\hspace{0.17em}2}`$ mode is amplified, the anisotropic velocity will cause global mixing during the supernova explosion ($`t>t_0`$). This may explain heavy element exposure earlier than expected from a spherical symmetric model. It should be also noted that the vortex mode of $`(\mathrm{},m)`$ = $`(2,\mathrm{\hspace{0.17em}0})`$ has velocity field similar to that of the Eddington-Sweet meridional circulation. If a pre-supernova star rotates slowly, the meridional circulation can be a seed of the vortex mode amplified during the implosion phase. Convection during Si-burning may also be the seed for the vortex mode. We thank Shigehiro Nagataki, Katsuhiko Sato, and Shoichi Yamada for helpful discussion. This research is financially supported in part by the Grant-in-Aid for Scientific Research on Priority Areas of the Ministry of Education, Science, Sports and Culture of Japan (No. 10147105, 11134209). ## Appendix A Asymptotic Behavior around the Infinity In this appendix we derive asymptotic forms of perturbations around the similarity solution for a collapsing gas sphere. In the region of $`\xi \mathrm{\hspace{0.17em}1}`$ the similarity solution has the asymptotic form of $$\varrho \xi ^{\mathrm{\hspace{0.17em}2}/(2\gamma )},$$ (A1) and $$[u_r(2\gamma )\xi ]\xi ^{(1\gamma )/(2\gamma )}.$$ (A2) See Yahil (1983) and Suto & Silk (1988) for the derivation. As a boundary condition we assume that the relative density perturbation, $`\delta \varrho /\varrho _0`$, is vanishingly small at infinity, $`\xi =\mathrm{}`$. After some algebra we obtain the asymptotic relations, $$\frac{\delta \varrho }{\varrho _0}\xi ^{\sigma /(2\gamma )}$$ (A3) $$\delta u_r\xi ^{(\sigma +\gamma \mathrm{\hspace{0.17em}1})/(2\gamma )},$$ (A4) $$\delta u_\theta \xi ^{(\sigma +\gamma \mathrm{\hspace{0.17em}1})/(2\gamma )},$$ (A5) $$\varphi \xi ^{(\sigma \mathrm{\hspace{0.17em}2}\gamma +\mathrm{\hspace{0.17em}2})/(2\gamma )},$$ (A6) and $$\varphi =\left[\frac{(\sigma \mathrm{\hspace{0.17em}2}\gamma +\mathrm{\hspace{0.17em}2})(\sigma \mathrm{\hspace{0.17em}3}\gamma +\mathrm{\hspace{0.17em}4})}{(2\gamma )^2}\mathrm{}(\mathrm{}+\mathrm{\hspace{0.17em}1})\right]^1r^2\delta \varrho .$$ (A7) When we derive the above relations, we use equations (A1) and (A2). See also Hanawa & Matsumoto (2000) for the derivation.
warning/0001/cond-mat0001092.html	ar5iv	text	# Josephson Effect in Magnetic Superconductors with Spiral Magnetic Order ## Abstract It is shown that in magnetic superconductors with spiral magnetic order the Josephson current has an additional contribution which depends: (i) on the relative orientation (magnetic phase) $`\theta =\theta _L\theta _R`$ of magnetizations on the left ($`L`$) and right ($`R`$) banks of the contact, (ii) on the junction helicity $`\chi =\chi _L\chi _R`$, (with spiral helicity $`\chi _{L(R)}=\pm 1`$) , i.e. $`J=[J_cJ_\chi \mathrm{cos}\theta ]\mathrm{sin}\phi `$ with $`\phi =\phi _L\phi _R`$. The ratio $`R_\chi J_\chi /J_c`$ is calculated as a function of the superconducting order parameter $`\mathrm{\Delta }`$, the exchange field energy $`h`$ and the wave vector $`Q`$ of the spiral magnetic structure. The $`\pi `$-Josephson contact can be realized in such a system in some region of parameters. Some possible consequences of this new phase relation is also analyzed. Introduction \- The physics of magnetic superconductors (MSC) is interesting due to competition of magnetic order and singlet superconductivity (SC) in bulk materials. The problem of their coexistence was first studied theoretically by V. L. Ginzburg in 1956, while the experimental progress begun after the discovery of ternary rare earth (RE) compounds (RE)Rh<sub>4</sub>B<sub>4</sub> and (RE)Mo<sub>6</sub>X<sub>8</sub> (X=S,Se) with regular distribution of localized RE magnetic ions. It turned out that in many of these systems SC, with the critical temperature $`T_c`$, coexists rather easily with antiferromagnetic (AF) order, with the critical temperature $`T_{AF}`$, where usually one has $`T_{AF}<T_c`$. Due to their antagonistic characters singlet SC and ferromagnetic (FM) order can not coexist in bulk samples with realistic physical parameters, but under certain conditions the FM order, in the presence of SC, is transformed into a spiral or domain-like structure - depending on the anisotropy of the system , . These two orderings coexist in a limited temperature interval $`T_{c2}<T<T_m`$ (reentrant behavior in ErRh<sub>4</sub>B<sub>4</sub> and HoMo<sub>6</sub>S<sub>8</sub>) or even down to $`T=0`$ $`K`$ (in HoMo<sub>6</sub>Se<sub>8</sub>). Note, in ErRh<sub>4</sub>B<sub>4</sub> one has $`T_c=8.7`$ $`K`$, $`T_m0.8`$ $`K`$, $`T_{c2}0.7`$ $`K`$, while for HoMo<sub>6</sub>S<sub>8</sub> one has $`T_c=1.8`$ $`K`$, $`T_m0.74`$ $`K`$, $`T_{c2}0.7`$ $`K`$ \- see Refs., , . In most new quaternary compounds (RE)Ni<sub>2</sub>B<sub>2</sub>C the AF order and SC coexist , while in HoNi<sub>2</sub>B<sub>2</sub>C, an additional oscillatory magnetic order exists competing strongly with SC leading to reentrant behavior . Recently, the coexistence of SC and nuclear magnetic order was observed in AuIn<sub>2</sub> , where $`T_c=0,207`$ $`K`$ and $`T_m=35`$ $`\mu K`$, which was explained in terms of spiral or domain-like magnetic structure . There are evidences for the coexistence of the AF (or FM) order and SC ($`T_{AF}=137`$ $`K`$, $`T_c<45`$ $`K`$) in layered perovskite superconductor RuSr<sub>2</sub>GdCu<sub>2</sub>O<sub>8</sub> , where AF and SC orders are spatially separated in Ru-O and Cu-O planes, respectively. In all of the above MSC systems the exchange(EX) interaction between localized magnetic moments (LM’s) and SC is much larger (the EX model) than the electromagnetic (EM) one. The latter is due to the orbital effect of the magnetic induction $`𝐁4\pi 𝐌`$ on SC electrons. In the following we study the Josephson effect in MSC with spiral magnetic order in the framework of the EX model. It is shown below that the Josephson current depends additionally on the magnetic phase $`\theta =\theta _L\theta _R`$ of the magnetic order parameters, as well as on the spiral helicities $`\chi _{L(R)}=\pm 1`$ on the left and right surface. The microscopic theory of MSC takes into account the interaction between LM’s and conduction electrons which goes via: $`a)`$ the direct EX interaction and $`b)`$ the EM interaction where the dipolar magnetic field $`𝐁_m(𝐫)=4\pi 𝐌(𝐫)`$ created by LM’s acts on the orbital motion of electrons. The Hamiltonian of the system has the form $`\widehat{H}=\widehat{H}_0+\widehat{H}_{BCS}+{\displaystyle }d^3r\{\widehat{\psi }^{}(𝐫)\widehat{V}_{ex}(𝐫)\widehat{\psi }(𝐫)+`$ $$+\frac{[\mathrm{curl}𝐀(𝐫)]^2}{8\pi }\}+_i[𝐁(𝐫_i)g\mu _B\widehat{𝐉}_i].$$ (1) $`\widehat{H}_0\widehat{H}_0(\widehat{𝐩}\frac{e}{c}𝐀)`$ describes the motion of quasiparticles in the magnetic field $`𝐁(𝐫)=\mathrm{curl}𝐀(𝐫)`$, which is due to LM’s and screening superconducting current. $`\widehat{H}_{BCS}\widehat{H}_{BCS}(\mathrm{\Delta }(𝐫))`$ is the BCS pairing Hamiltonian with the SC order parameter $`\mathrm{\Delta }(𝐫)`$, $`\widehat{V}_{ex}(r)=\widehat{𝐡}(𝐫)\sigma `$ is the EX potential where $`\widehat{𝐡}(𝐫)=_iJ_{ex}(𝐫𝐫_i)(g1)\widehat{𝐉}_i`$. Here, $`J_{ex}(𝐫)`$ is the exchange integral between electronic spins $`\sigma `$ and LM’s and $`\widehat{𝐉}_i`$ is the total angular momentum operator of the LM at the $`i`$-th site and $`\sigma =(\sigma _1,\sigma _2,\sigma _3)`$ are Pauli spin matrices. In case of magnetic anisotropy the crystal-field term $`\widehat{H}_{CF}(\widehat{𝐉}_i)`$ should be added to $`\widehat{H}`$. In the following a clean $`swave`$ MSC is considered with spiral magnetic order with the wave vector $`𝐐`$ along the $`z`$-axis, $`𝐐=Q_z\widehat{𝐳}=\pm Q\widehat{𝐳}`$, and the spiral helicity $`\chi =Q_z/Q=\pm 1`$. The LM’s are assumed to lie in the $`xy`$-plane due to the easy-plane magnetic anisotropy and the mean-field EX potential $`\widehat{V}(𝐫)<\widehat{V}_{ex}(𝐫)>`$ reads $$\widehat{V}(𝐫)=\left(\begin{array}{cc}0& he^{i(\chi Qz+\theta )}\\ he^{i(\chi Qz+\theta )}& 0\end{array}\right).$$ (2) Here, $`h=n_m(g1)J_{ex}(0)<\widehat{𝐉}>`$ and $`J_{ex}(0)`$ is the $`q=0`$ Fourier component of $`J_{ex}(𝐫𝐫_i)`$, $`n_m`$ is the concentration of regularly distributed LM’s - see . For further purposes we define $`h_\theta =he^{i\theta }`$ where the magnetic phase $`\theta `$ characterizes the orientation of the EX field at the surface $`z=0`$. The Josephson current between two MSC, both with spiral magnetic order, depends on anomalous Green’s functions $`F_{\sigma _1\sigma _2}^{}(x_1,x_2)=<\widehat{T}\widehat{\psi }_{\sigma _1}^{}(x_1)\widehat{\psi }_{\sigma _2}(x_2)>`$ with $`x=(𝐫,\tau )`$ and $`\sigma =,`$, which are calculated in $$F_{}^{}(𝐤,𝐤^{};\omega _n)=\delta (𝐤𝐤^{})\mathrm{\Delta }\frac{\omega _n^2+\mathrm{\Delta }^2h^2+(\epsilon _𝐩+\rho _𝐤)^2}{[\omega _n^2+E_{1𝐤}^2][\omega _n^2+E_{2𝐤}^2]}.$$ (3) $$F_{}^{}(𝐤+𝐐,𝐤^{};\omega _n)=\delta (𝐤𝐤^{})2\mathrm{\Delta }h_\theta ^{}\frac{[i\omega _n\rho _𝐤]}{[\omega _n^2+E_{1𝐤}^2][\omega _n^2+E_{2𝐤}^2]}.$$ (4) The excitation spectrum $`E_{1,2𝐤}`$ is given by $`E_{1,2𝐤}^2=\epsilon _𝐤^2+\rho _𝐤^2+h^2+\mathrm{\Delta }^22\sqrt{\epsilon _𝐤^2(\rho _𝐤^2+h^2)+\mathrm{\Delta }^2h^2}`$, where $`\epsilon _𝐤=[\xi (𝐤+𝐐/2)+\xi (𝐤𝐐/2)]/2`$ and $`\rho _𝐤=[\xi (𝐤+𝐐/2)\xi (𝐤𝐐/2)]/2`$, i.e. $`\epsilon _𝐤=\xi (𝐤)`$ and $`\rho _𝐤=𝐯_F𝐐`$. The pair function $`F_{}^{}`$ is obtained from $`F_{}^{}`$ by replacing $`h_\theta ^{}h_\theta `$, i.e. $`\theta \theta `$ and $`𝐐𝐐`$ . In the following we assume that $`Qk_F`$. Note that in the MSC system with spiral magnetic order triplet pairs with amplitudes $`F_{}^{}`$ and $`F_{}^{}`$ (which depend on $`h_\theta `$) live short time inspite of the absence of triplet pairing. Below is demonstrated that the finite life-time (of the order $`\mathrm{}/\mathrm{\Delta }`$) of the triplet pairs leads to nontrivial effects in the Josephson current. The above theory , predicts that if the EX interaction dominates then SC modify the FM order into the spiral with the wave vector $`Q`$, $`\xi _0^1Qk_F`$, and with zero average EX field $`<𝐡>_{\xi _0}0`$ ($`\xi _0`$ is the coherence length). The two ordering coexist in a narrow temperature interval in ErRh<sub>4</sub>B<sub>4</sub>, HoMo<sub>6</sub>S<sub>8</sub>, or up to $`T=0`$ $`K`$ in HoMo<sub>6</sub>Se<sub>8</sub>. In AuIn<sub>2</sub> SC coexists with the nuclear (spiral) magnetic order up to $`T=0`$ $`K`$ , . Josephson current \- We consider tunneling contact (MSC-I-MSC) between two (left-$`L`$ and right-$`R`$) MSC both with spiral magnetic ordering with the wave vector $`𝐐_{L,R}`$, the SC order parameter $`\mathrm{\Delta }_{L,R}=\mathrm{\Delta }_{L,R}e^{i\phi _{L,R}}`$ and the EX field $`h_{\theta _{L(R)}}=h_{L(R)}e^{i\theta _{L(R})}`$, respectively - see $`Fig.1`$. For simplicity it is assumed that: (i) $`\mathrm{\Delta }_L=\mathrm{\Delta }_R=\mathrm{\Delta }`$, $`h_L=h_R=h`$ while $`\phi =\phi _L\phi _R0`$ and $`\theta =\theta _L\theta _R0`$; (ii) $`𝐐_L=𝐐_R=Q`$ where $`𝐐_{L,R}=\chi _{L,R}Q\widehat{𝐳}`$ are orthogonal to the tunneling barrier, where helicities of MSC are $`\chi _{L(R)}=\pm 1`$ for $`𝐐_{L,R}`$ along (+) or opposite(-) to the z-axis. In that case one has $`\rho _{𝐤,𝐋(𝐑)}=𝐯_F𝐐_{L(R)}=\chi _{L(R)}\rho =\chi _{L(R)}\rho _0\mathrm{cos}\beta `$, where $`\beta `$is the angle between $`𝐯_F`$ and $`z`$-axis. FIGURE 1. The Josephson contact $`I`$ between two magnetic superconductors $`S_L`$ and $`S_R`$ with spiral magnetic orders. The corresponding exchange fields $`h_{L,R}`$ at the surface make angles $`\theta _{L,R}`$ with the $`y`$-axis. The wave vectors $`_{L,R}`$ of the spirals are along the $`z`$-axis The tunneling of a left-side electron with momentum and spin ($`𝐤_L`$, $`\sigma `$) into a right-side one ($`𝐤_R`$, $`\sigma `$) is described by the standard tunneling Hamiltonian . For simplicity it is assumed, as usual, that the tunneling amplitude $`T_{𝐤_L,𝐤_R}`$ is weakly energy and momentum dependent, i.e. $`T_{𝐤_L,𝐤_R}T_0\mathrm{\Theta }(k_{L,z}k_{R,z})`$. The Heaviside function $`\mathrm{\Theta }`$ takes into account that before tunneling the left electron moves toward the barrier, while after it moves as the right electron away from the barrier, and vice versa. The assumed $`T_{𝐤_L,𝐤_R}`$ is more suitable for diffusive barrier (incoherent tunneling). The extension of the theory to the momentum dependence $`T_{𝐤_L,𝐤_R}`$ is straightforward. The standard theory of the Josephson effect applied to MSC systems gives the Josephson current $`J(\phi ,\theta )`$ and the energy of the junction $`E_J(\phi ,\theta )`$ $$J(\phi ,\theta )=[J_cJ_\chi \mathrm{cos}\theta ]\mathrm{sin}\phi ,$$ (5) $$E_J(\phi ,\theta )=\frac{\mathrm{\Phi }_0J_c}{2\pi c}[1R_\chi \mathrm{cos}\theta ]\mathrm{cos}\phi +const,$$ (6) where, $`\phi =\phi _L\phi _R`$, $`\theta =\theta _L\theta _R`$, $`\mathrm{\Phi }_0`$ is the flux quantum and $`R_\chi =J_c/J_\chi `$. The first term in the bracket ($`J_c`$) is the standard one due to the singlet pair tunneling $`_{𝐤_L,𝐤_R,\omega _n}T_{𝐤_L,𝐤_R}^2F_{,L}^{}(𝐤_L,\omega _n)F_{,R}(𝐤_R,\omega _n)`$. In the calculation the summation over $`𝐤`$ is replaced by the integration over $`\xi `$ and $`\rho (\rho _0\mathrm{cos}\beta =\rho _0y)`$, i.e. $$\underset{𝐤}{}(\mathrm{})=\frac{N(0)}{2\rho _0}^{\rho _0}𝑑\rho _{\mathrm{}}^{\mathrm{}}𝑑\xi (\mathrm{})$$ (7) $`N(0)`$ is the density of states on the Fermi level. After the integration over $`\xi `$ one obtains $`J_c`$ (in the following $`\mathrm{\Delta }\mathrm{\Delta }`$) $`J_c=4e\pi ^2N^2(0)T_0^2\mathrm{\Delta }^2T{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}[{\displaystyle _0^1}I(\omega _n,y)𝑑y]^2`$ $$I(\omega _n,y)=\frac{a_n+\sqrt{a_n^24\mathrm{\Delta }^2h^2}2h^2}{\sqrt{a_n^24\mathrm{\Delta }^2h^2}\sqrt{a_n2\rho _0^2y^22h^2+\sqrt{a_n^24\mathrm{\Delta }^2h^2}}}.$$ (8) $`a_n`$ $`=\omega _n^2+\rho _0^2y^2+h^2+\mathrm{\Delta }^2`$, $`\rho _0=Qv_F`$, $`v_F`$ is the Fermi velocity and $`T`$ is the temperature. The second term in $`Eq.(\text{5})`$ ($`J_\chi `$) depends on the relative magnetic phase $`\theta =\theta _L\theta _R`$ of the EX fields at the barrier surfaces, and on the Junction helicity $`\chi (\chi _L\chi _R)=\pm 1`$. Both are due to the tunneling of Cooper pairs being short time in the triplet state. $`J_\chi `$ is due to the term $`_{𝐤_L,𝐤_R,\omega _n}T_{𝐤_L,𝐤_R}^2[F_{,L}^{}(𝐤_L,\omega _n)[F_{,R}^{}(𝐤_R,\omega _n)]^{}+F_{,L}^{}(𝐤_L,\omega _n)[F_{,R}^{}(𝐤_R,\omega _n)]^{}]`$. After the $`\xi `$-integration $`J_\chi `$ reads $`J_\chi =16e\pi ^2N^2(0)t_0^2\mathrm{\Delta }^2h^2T{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\{[\omega _n{\displaystyle _0^1}K(\omega _n,y)dy]^2+`$ $`+\chi _L\chi _R[\rho _0{\displaystyle _0^1}yK(\omega _n,y)dy]^2\},`$ $$K(\omega _n,y)=\frac{I(\omega _n,y)}{a_n+\sqrt{a_n^24\mathrm{\Delta }^2h^2}2h^2}.$$ (9) From $`Eq.(\text{9})`$ follows that $`J_\chi =0`$ for $`h=0`$, while the standard Josephson current $`J_c`$ is finite at $`h=0`$ reaching its maximum. $`J_\chi >0`$ for the total Junction helicity $`\chi (\chi _L\chi _R)=1`$, while for $`\chi =1`$ it can be negative depending on $`\mathrm{\Delta },h,\rho _0`$ \- see discussion and Figs.2b, 3b below. In order to calculate $`J_c`$ and $`J_\chi `$ equilibrium values of $`\mathrm{\Delta }`$, $`h`$, $`Q`$, which minimize the free-energy $`F(\mathrm{\Delta },h,Q)`$, are needed. As it is shown in $`F(\mathrm{\Delta },h,Q)`$ (and $`\mathrm{\Delta }`$, $`h`$, $`Q`$) depends on microscopic parameters $`k_F,v_F,n_m,J_{ex},\mathrm{\Delta }_0`$, lattice structure, etc. what shall be not studied here. In the following the ratio $`R_\chi (m,p)=J_\chi /J_c`$ is calculated numerically as a function of $`m=\mathrm{\Delta }/h`$ and $`p=(\rho _0/h)(=Qv_F/h)`$ at the temperature $`T=0.1\mathrm{\Delta }`$. $`m`$ and $`p`$ are supposed to be equilibrium values. The results are shown in $`Fig.2`$ for $`p=const`$ FIGURE 2. The ratio $`R_\chi (m=const,p)=J_\chi /J_c`$ for various $`m=1;0.1;0.02`$. (a) $`\chi =+1`$; (b) $`\chi =1.`$ For $`R_\chi >1`$ the $`\pi `$ \- contact is realized. and in $`Fig.3`$ for $`m=const`$. FIGURE 3. The ratio $`R_\chi (m,p=const)=J_\chi /J_c`$ for various $`p=2;1;0.2`$. (a) $`\chi =+1`$; (b) $`\chi =1.`$ For $`R_\chi >1`$ the $`\pi `$ \- contact is realized. Discussion (i) $`\pi `$-junction: - The above theory predicts that, besides $`R_\chi <1`$, the case $`R_\chi >1`$ can be realized depending on $`m`$ and $`p`$ \- see $`Figs.(23)`$. From $`Eqs.(\text{5},\text{6})`$ comes out that for $`R_\chi >1`$ the $`\pi `$-junction is realized, i.e. $`\mathrm{min}E_J`$ is reached for $`\phi =\pi `$. $`Eq.(\text{5},\text{6})`$ imply also that for $`\chi =1`$ the case $`R_\chi <1`$ is realized in some region of $`m`$ and $`p`$ (see Figs.(2-3)) and the $`\pi `$-contact is realized for those $`\theta `$ with $`\mathrm{cos}\theta <1/R_\chi `$. For $`R_\chi >1`$ the $`\pi `$-contact is realized for $`\mathrm{cos}\theta >1/R_\chi `$. The favorable range of parameters $`m`$ and $`p`$ for the realization of $`\pi `$-junction are seen from $`Figs.(23)`$ and it lies in the region $`m<1`$, $`p<2`$. Note that $`m(\mathrm{\Delta }/h_{ex})`$ is a measure of the strength of the SC order parameter with respect to the magnetic order parameter (exchange energy), while $`p(Qv_F/h_{ex})=l_{ex}/L_{spiral}`$ measures the inverse of spiral period ($`L_{spiral}=2\pi /Q`$). This means that MSC systems with spiral magnetic order which are more ferromagnetic-like are favorable for the realization of the $`\pi `$-contact. On the other side the latter property is less favorable for the coexistence of SC and spiral magnetic order. In that respect it is worth of mentioning that in ferromagnetic SC ErRh<sub>4</sub>B<sub>4</sub>, HoMo<sub>6</sub>S<sub>8</sub>, HoMo<sub>6</sub>Se<sub>8</sub> and AuIn<sub>2</sub>, $`m`$ varies from $`m>1`$ to $`m1`$ by lowering $`T`$ from $`T_m`$, while $`p10`$ is realized thus making $`R_\chi `$ small in these systems . The proposed theory holds also for MSC with AF magnetic order (the limiting case of the spiral order) with an easy-plane magnetic anisotropy. For instance in some AF heavy-fermion superconductors, like URu<sub>2</sub>Si<sub>2</sub> with $`T_{AF}17`$ $`K`$ and $`T_c1.5`$ $`K`$, one has $`p12`$, $`m(0.010.03)`$, where small value of $`p`$ is due to the small Fermi velocity . If one assumes that in this system (anisotropic) s-wave SC is realized in absence of the AF order, then the latter changes SC in the way described above giving rise to short living triplet pairs, gapless superconductivity, power low behavior, etc. . Since in URu<sub>2</sub>Si<sub>2</sub> one has $`p12`$, $`m(0.010.03)`$ and $`R_\chi 1`$ this means that it is favorable for making $`\pi `$-junctions. In that respect other heavy fermions, like UPd<sub>2</sub>Al<sub>3</sub> ($`T_{AF}14`$ $`K`$, $`T_c2`$ $`K`$) and UNi<sub>2</sub>Al<sub>3</sub> ($`T_{AF}4.6`$ $`K`$, $`T_c1`$ $`K`$), might belong to the class described by the above theory . UPt<sub>3</sub> ($`T_{AF}5`$ $`K`$, $`T_c0.5`$ $`K`$) is also a candidate for such a $`\pi `$-junction, if it can be described by the above theory, because $`p12`$, $`m(0.010.03)`$ in it. However, various experiments in UPt<sub>3</sub> are well described by the unconventional superconductivity \- the type of order parameter is still under debate. (ii) magnetic phase $`\theta `$: In the case of an easy-plane (x-y plane) magnetic anisotropy the magnetic phase difference $`\theta (\theta _L\theta _R)`$ can be tuned in the range $`(\pi ,\pi )`$, for instance, by applying magnetic field on lateral surfaces of the left and right superconducting banks. So if the parameters ($`m,p`$) of the system allows that $`R_\chi >1`$ then by rotating the external magnetic field one can tune the Josephson junction from the $`0`$\- to $`\pi `$-junction. Note that contrary to the $`\pi `$-junction based on d-wave high-T<sub>c</sub>-superconductors junctions based on MSC system can be varied from $`0`$\- to $`\pi `$-junction by simple changing orientation of external magnetic field. Even in the case $`R_\chi <1`$, when only $`0`$-junction can be realized, by tuning $`\theta `$ one can make significant changes of the Josephson current. The proposed MSC-I-MSC junction opens new physical possibilities if spatial and time variations of $`\theta (x,y,t)`$ are realized. It is to expect that magnetic and electric fields, applied in the contact, will change both phases $`\theta (x,y,t)`$ and $`\phi (x,y,t)`$. The elaboration of these effects in a form of coupled equations for $`\phi (x,y,t)`$ (a modified Ferrell-Prange equation) and for $`\theta (x,y,t)`$ is the matter of future researches. In conclusion, we demonstrate that in magnetic superconductors with spiral magnetic order the Josephson current depends on new degrees of freedom: (1) the relative magnetic phase (orientation) $`\theta =\theta _L\theta _R`$ of the exchange fields (magnetizations) on the barrier, and (2) on the helicities of the left and right spiral, i.e. on $`\chi (=\chi _L\chi _R)=\pm 1`$. In some range of parameters $`\mathrm{\Delta }`$, $`h_{ex}`$ and $`Qv_F`$ the $`\pi `$-junction can be realized by tuning $`\theta `$ in external magnetic field. Even in the case of the $`0`$-junction the Josephson current can be varied significantly by tuning $`\theta `$ thus giving rise to interesting physics. Time and spatial changes of the magnetic phase $`\theta `$ and the Josephson phase $`\phi `$ can be of potential interest for small-scale applications, of course if the MSC-I-MSC junction is realizable. Acknowledgments \- M. L. K. acknowledges the support of the Deutsche Forschungsgemeinschaft through the Forschergruppe ”Transportphänomene in Supraleitern und Suprafluiden”.
warning/0001/cond-mat0001020.html	ar5iv	text	# Non-equilibrium growth in a restricted-curvature model ## Abstract The static and dynamic roughenings of a growing crystalline facet is studied where the growth mechanism is controlled by a restricted-curvature (RC) geometry. A continuum equation, in analogy with the Kardar-Parisi-Zhang (KPZ) equation is considered for the purpose. It is shown here that although the growth process begins with a RC geometry, a structural phase transition occurs from the restricted-curvature phase to the KPZ phase. An estimation of the corresponding critical temperature is given here. Calculations on the static phase transition give results along the same line as existing predictions, apart from minor numerical adjustments. PACS number(s): 05.40.+j, 68.35.Rh, 64.40.Ht Growth of interfaces in a strongly temperature controlled regime has been the subject of a considerable portion of recent technological developments . The interest in this field has mainly been generated by the microscopic roughness that originates as a result of competition among different effects, such as surface tension, thermal diffusion and different noise factors coming into play during the growth process. Even in equilibrium, a crystalline facet ”remains practically flat until a transition temperature is reached, at which the roughness of the surface increases very rapidly” . Numerous theoretical models, starting from Burton, etal have been proposed to account for a detailed analysis of the height fluctuations during the growth process on both sides of the roughening temperature $`T_R`$ \[3-5\]. They found a change in mobility from activated growth in the nucleated phase (characterized by low temperatures) to nonactivated growth at large temperatures. The pinning-depinning growth model of Chui and Weeks has later been numerically extended to a polynuclear growth model by Sarloos and Gilmer confirming a growth by island formation which is continuously destroyed by any small chemical potential favoring the growth. Theoretical forays in this front have continued with detailed predictions on the equilibrium roughening transition which have also found experimental justifications in . Starting from the early theoretical efforts to the present day developments , numerous discrete and continuum models have been proposed to study both equilibrium and nonequilibrium surface properties. However all these different models seem to fall within either of the KPZ or the Lai-Das Sarma universality class, barring a few exceptions . The atomistic growth process of the latter type deals with surfaces grown by molecular beam epitaxy (MBE) method, whose distinguishing feature is that growth occurs under surface diffusion conditions, with the deposited atoms relaxing to the nearby kinks. The essential idea employed was to modify the relaxation mechanism as a locally surface minimizing curvature, instead of surface area. To linear order, this mechanism was supposed to mimic the growth dynamics of crystalline surfaces . Alternative efforts in this front have mainly centered around the development of theoretical models whose dynamics can be mapped to either of these two main universality classes. A classic example is an equilibrium restricted- curvature (RC) model studied by Kim and Das Sarma . The corresponding growth rule describes a growth restricted on the local curvature, $`^2hN`$, and is obeyed at both the growing site and its nearest neighbors where $`N`$ is any fixed positive integer. We adopt the nonequilibrium class of growth proposed by Kim and Das Sarma as the starting point of our study of the dynamics of the nonequilibrium growth in a MBE process. Considering two dimensional growth pertaining to a lattice structure where $`h(\stackrel{}{r},t)`$ is the height of the interface at time $`t`$ at position $`\stackrel{}{r}`$, the equation goes like $`\eta {\displaystyle \frac{h}{t}}`$ $`=`$ $`\gamma ^4h(\stackrel{}{r},t)+{\displaystyle \frac{\lambda }{2}}^2h(\stackrel{}{r},t)^2`$ (2) $`{\displaystyle \frac{2\pi V}{a}}sin[{\displaystyle \frac{2\pi }{h}}(\stackrel{}{r},t)]+F+R(\stackrel{}{r},t)`$ where $`\eta `$ is the inverse mobility which fixes the time scale, $`\gamma `$ is the surface tension, $`a`$ is the lattice constant and $`V`$ is the strength of the pinning potential. $`F`$ is a steady driving force with $`R`$ the white noise defined as $$<R(\stackrel{}{r},t)R(\stackrel{}{r}^{},t^{})>=2D\delta ^2(\stackrel{}{r}\stackrel{}{r}^{})\delta (tt^{})$$ (3) The biharmonic term on the right side of the above equation gives the basic relaxation mechanism in operation. The second term is the most important term for the restricted-curvature (RC) dynamics and has been incorporated in analogy with the KPZ equation . Just as the lateral term $`\stackrel{}{}h^2`$ gives the nonlinearity in a KPZ growth, the curvature dependence in our model is proposed to produce a leading order nonlinearity of the form $`(^2h)^2`$. From phenomenological considerations, since the discretisation scheme prohibits a high curvature, the constant $`\lambda `$ is negative. The third term comes along due to the lattice structure preferring integral multiples of $`h`$, which means that $`h`$ is measured in units of $`a`$. $`F`$ is the steady driving force required to depin a pinned interface while all the microscopic fluctuations in the growth process are assimilated in the noise term $`R`$. It can be shown easily that the second and third terms are obtained from a variant of the sine-Gordon Hamiltonian $$E[h(\stackrel{}{r},t)]=d^2r[\frac{\gamma }{2}(^2h)^2Vcos(\frac{2\pi }{a}h)]$$ (4) We now start pursuing the most important goal regarding the dynamics of the growing interface - whether a non-equilibrium phase transition exists or not. In other words, whether we can specify a critical temperature $`T_R`$ below which the surface is flat and above which the surface starts showing a dynamic roughening. This obviously brings into question the interplay of strengths between the non-linear term $`(^2h)^2`$ and the sine- Gordon potential. Three limits of the above eqn.(1) are well known: (i) $`\lambda =V=F=0`$; characterizing a stationery interface . This sort of growth has found experimental justification in the works of Yang, etal and Jeffiies, etal . (ii) $`\lambda =F=0,V0`$; characterizing the growth dynamics of crystalline tensionless surfaces . This model in equilibrium depicts a roughening transition to the high temperature regime of the sine-Gordon model and is expected to modelise the vacuum vapor deposition dynamics by MBE growth . (iii) $`V=F=0,\lambda 0`$; a very special case of the numerical simulation predicting a ”local model” for dendritic growth with analytics failing to define a stable, non-trivial fixed point . This issue is still under much debate and really needs a deeper understanding to have any final say in the matter. However in both the first and second situations, detailed numerical analysis have predicted a transition from the conserved MBE growth to the Edwards- Wilkinson type phase characterized by the generation of a $`^2h`$ term . The generation of this so-called ”surface tension” term in the dynamics although surely being a fall-out of the renormalization of the sine-Gordon potential in the latter model, actually demands a greater attention. Combining this idea with the proposition put forward by Kim and Das Sarma , we therefore pose the most general situation concerning a surface growing under MBE and try to ascertain the associated roughening process throughout the whole temperature range, with the growth essentially occuring under a surface curvature constraint. In the following analysis, we employ standard dynamic renormalization techniques to probe the dynamics of our proposed Langevin equation (1) and later on follow the line of Chui and Weeks in taking account of the static renormalization of the model Hamiltonian shown in eqn.(3). As usual, we start by first integrating over the momentum shell $`\mathrm{\Lambda }(1dl)<\stackrel{}{k}<\mathrm{\Lambda }`$ perturbatively in $`\lambda `$ and $`V`$. Thereafter we rescale back the variables in the form $`\stackrel{}{k}\stackrel{}{k}^{}=(1+dl)\stackrel{}{k},hh^{}=h`$ and $`tt^{}=(14dl)t`$. The various coefficients follow the rescaling $`\eta \eta ^{}=\eta ,\gamma \gamma ^{}=\gamma ,\lambda \lambda ^{}=\lambda ,VV^{}=(1+4dl)V,FF^{}=(1+4dl)F`$. We set up the perturbative scheme to rewrite eqn.(2) in a comoving frame moving with velocity $`F/\eta `$ as $$\eta \frac{}{t}h=\gamma ^4h+\mathrm{\Phi }(h)+R$$ (5) where $`\mathrm{\Phi }(h)=\frac{2\pi V}{a}sin[\frac{2\pi }{a}(h+\frac{F}{\eta }t)]+\frac{\lambda }{2}(^2h)^2`$. Thereafter going exactly by the analysis of Nozieres and Gallet and Rost and Spohn and including the corrections in , we finally arrive at an expression for the renormalized mode coupling term, $`\mathrm{\Phi }^{SG}`$ $`=`$ $`{\displaystyle \frac{2\pi ^3V^2T}{\gamma ^2a^5}}dl{\displaystyle _{\mathrm{}}^t}{\displaystyle }d^2r^{}{\displaystyle \frac{1}{tt^{}}}J_0(\mathrm{\Lambda }(\stackrel{}{r}\stackrel{}{r}^{})`$ (10) $`G_0(\stackrel{}{r}\stackrel{}{r}^{},tt^{})\times e^{[\frac{\gamma }{\eta }\mathrm{\Lambda }^4(tt^{})+\frac{2\pi T}{a^2\gamma }\varphi (\stackrel{}{r}\stackrel{}{r}^{},tt^{})]}`$ $`\times [{\displaystyle \frac{2\pi }{a}}[{\displaystyle \frac{}{t}}\overline{h}(\stackrel{}{r},t)(tt^{}){\displaystyle \frac{1}{2}}_i_j\overline{h}(\stackrel{}{r},t)(r_ir_i^{})\times `$ $`(r_jr_j^{})]cos[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{F}{\eta }}(tt^{})]+[1{\displaystyle \frac{2\pi ^2}{a^2}}[_i\overline{h}(\stackrel{}{r},t)]^2`$ $`\times (r_ir_i^{})^2]sin[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{F}{\eta }}(tt^{})]`$ where $`\mathrm{\Lambda }1/a`$ is a suitably chosen upper cut-off with the Green’s function $`G(x,t)`$ given by $$G(x,t)=𝑑ke^{ikx\nu tk^4}$$ (11) and $$\varphi (\stackrel{~}{\rho },x)=_0^\mathrm{\Lambda }\frac{dk}{k}[1J_0(k\stackrel{~}{\rho })]e^{\frac{\gamma }{\eta }k^2(tt^{})}$$ (12) with $`\stackrel{~}{\rho }=\mathrm{\Lambda }\rho `$ and $`x=\frac{\gamma (tt^{})}{\eta \rho ^2}`$. Turning now to the above eqn.(5), we find that starting with a structurally non-linear term in the Langevin equation, the dynamic renormalization has initiated a mode coupling structure with quite a different composition. The absence of the nonlinear $`(^2h)^2`$ term in $`\mathrm{\Phi }^{SG}`$ implies that once starting with a restricted curvature model of growth, The lattice structure partakes a dynamics where in a finite time after the start, $`\lambda `$ is renormalized to zero and thereafter the KPZ type nonlinearity takes over. Thus a competition ensues between the alternate pinning and depinning forces offered by the $`(h)^2`$ and $`(^2h)^2`$ nonlinearities. Also the production of the surface tension term $`^2h`$ ensures a dynamic phase transition from the restricted-curvature regime to the KPZ regime. From an analysis of the following renormalization flows, we arrive at an expression for the temperature at which the transition occurs: $$\frac{dU}{dl}=(4n)U$$ (13) $$\frac{d\gamma ^{}}{dl}=\frac{2\pi ^4}{\gamma a^4}nA^{(\gamma ^{})}(n;\kappa )U^2$$ (14) $$\frac{d\gamma }{dl}=\frac{\pi ^4}{6\gamma a^4}nA^{(\gamma )}(n;\kappa )U^2$$ (15) $$\frac{d\eta }{dl}=\frac{8\pi ^4}{\gamma a^4}\frac{\eta }{\gamma }nA^{(\eta )}(n;\kappa )U^2$$ (16) $$\frac{d\lambda }{dl}=0$$ (17) $$\frac{d\lambda ^{}}{dl}=\frac{8\pi ^5}{\gamma a^5}nA^{(\lambda ^{})}(n;\kappa )U^2$$ (18) $$\frac{dK}{dl}=4K+\frac{D}{4\pi \eta \gamma }\lambda \frac{4\pi ^3}{\gamma a^3}nA^{(K)}(n;\kappa )U^2$$ (19) $$\frac{dD}{dl}=\frac{1}{8\pi }D\frac{\lambda ^2D}{\gamma ^3}+\frac{8\pi ^4}{\gamma a^4}\frac{D}{\gamma }nA^{(\eta )}(n;\kappa )U^2$$ (20) where $`U=\frac{V}{\mathrm{\Lambda }^2},K=\frac{F}{\mathrm{\Lambda }^2},\kappa =\frac{2\pi K}{a\gamma }`$ and $`n=\frac{\pi T}{\gamma a^2}`$, with $`\gamma ^{}`$ representing the coefficient of the renormalized surface term and $`\lambda ^{}`$ denoting the coefficient corresponding to the KPZ nonlinearity generated on account of renormalization. $`A^{(i)}(n;\kappa )`$ stand as shorthand representation for the integrals, where $`i=\eta ,\lambda ^{},\lambda ,\kappa `$, etc. and whose detailed functional forms are given below: $`A^{(\gamma ^{})}(n;\kappa )`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dx}{x}}{\displaystyle _0^{\mathrm{}}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }^3J_0(\stackrel{~}{\rho })\times cos[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{Kx\stackrel{~}{\rho }^2}{\gamma }}]`$ (22) $`\times {\displaystyle }dpe^{\frac{\stackrel{~}{\rho }}{\lambda }(ip\frac{\nu }{\mathrm{\Lambda }}\frac{\eta }{\gamma }\stackrel{~}{\rho }xp^4)}\times e^{[x\stackrel{~}{\rho }^2+2n\varphi (\stackrel{~}{\rho },x)]}`$ $`A^{(\eta )}(n;\kappa )`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑x{\displaystyle _0^{\mathrm{}}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }J_0(\stackrel{~}{\rho })\times cos[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{Kx\stackrel{~}{\rho }^2}{\gamma }}]`$ (24) $`\times {\displaystyle }dpe^{\frac{\stackrel{~}{\rho }}{\lambda }(ip\frac{\nu }{\mathrm{\Lambda }}\frac{\eta }{\gamma }\stackrel{~}{\rho }xp^4)}\times e^{[x\stackrel{~}{\rho }^2+2n\varphi (\stackrel{~}{\rho },x)]}`$ $`A^{(\lambda ^{})}(n;\kappa )`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dx}{x}}{\displaystyle _0^{\mathrm{}}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }^3J_0(\stackrel{~}{\rho })\times sin[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{Kx\stackrel{~}{\rho }^2}{\gamma }}]`$ (26) $`\times {\displaystyle }dpe^{\frac{\stackrel{~}{\rho }}{\lambda }(ip\frac{\nu }{\mathrm{\Lambda }}\frac{\eta }{\gamma }\stackrel{~}{\rho }xp^4)}\times e^{[x\stackrel{~}{\rho }^2+2n\varphi (\stackrel{~}{\rho },x)]}`$ $`A^{(K)}(n;\kappa )`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dx}{x}}{\displaystyle _0^{\mathrm{}}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }J_0(\stackrel{~}{\rho })\times sin[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{Kx\stackrel{~}{\rho }^2}{\gamma }}]`$ (28) $`\times {\displaystyle }dpe^{\frac{\stackrel{~}{\rho }}{\lambda }(ip\frac{\nu }{\mathrm{\Lambda }}\frac{\eta }{\gamma }\stackrel{~}{\rho }xp^4)}\times e^{[x\stackrel{~}{\rho }^2+2n\varphi (\stackrel{~}{\rho },x)]}`$ $`A^{(\gamma )}(n;\kappa )`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dx}{x}}{\displaystyle _0^{\mathrm{}}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }^5J_0(\stackrel{~}{\rho })\times cos[{\displaystyle \frac{2\pi }{a}}{\displaystyle \frac{Kx\stackrel{~}{\rho }^2}{\gamma }}]`$ (30) $`\times {\displaystyle }dpe^{\frac{\stackrel{~}{\rho }}{\lambda }(ip\frac{\nu }{\mathrm{\Lambda }}\frac{\eta }{\gamma }\stackrel{~}{\rho }xp^4)}\times e^{[x\stackrel{~}{\rho }^2+2n\varphi (\stackrel{~}{\rho },x)]}`$ As already argued, the eqn.(13) giving the flow for the renormalized KPZ coefficient generates the lattice potential of the driven interface after the structural phase transition has occured. At some temperature $`T_R=\frac{4\gamma a^2}{\pi }`$,in the units measured, corresponding to the transition point $`n=4`$, the roughness dynamics driven by the KPZ force takes over. From this point the whole dynamics follows in the line predicted by Nozieres and Gallet and Rost and Spohn , with the biharmonic and structural nonlinear terms muffled by the surface tension term and the KPZ nonlinearity respectively. This KPZ regime continues until the growing interface reaches the next crystalline facet whereon the RC dynamics again comes into play and the whole mechanism goes on repeating itself throughout the process of nonequilibrium growth. However in the static case, starting with the standard sine-Gordon Hamiltonian (eqn.(3)) and again taking clues from , we arrive at the following Kosterlitz-Thouless type second order equations in terms of the reduced variables $`y=\frac{4\pi U}{T}`$ and $`x=\frac{4\gamma a^2}{\pi T}`$, $$\frac{dx}{dl}=\frac{y^2}{x}B(4/x)$$ (31) $$\frac{dy}{dl}=4y(1\frac{1}{x})$$ (32) where $$B(n)=_0^{\mathrm{}}𝑑\stackrel{~}{\rho }\stackrel{~}{\rho }^3J_0(\stackrel{~}{\rho })e^{2nh(\stackrel{~}{\rho })}$$ (33) and $$h(\stackrel{~}{\rho })=_)^\mathrm{\Lambda }\frac{dk}{k^3}[1J_0(k\stackrel{~}{\rho }]$$ (34) with $`n=\frac{\pi T}{\gamma a^2}`$. The roughening transition occurs at the fixed point $`y=0,x=1`$ and we recover all the predictions of Nozieres, although with slightly different coefficients. The point to be noted is that although the transition temperature is twice here compared to that of the standard Kosterlitz-Thouless (KT) case, both the dynamic and static phase transitions occur at the same critical temperature $`T_R=\frac{4\gamma a^2}{\pi }`$, somewhat alike to the NG and KT models. In conclusion, we have studied interface growth models both in the equilibrium and nonequilibrium cases under a constraint of the growth occuring under a curvature restriction. The dynamic model gives a phase transition from the RC growth to the KPZ type at a temperature we have calculated to be $`\frac{4\gamma a^2}{\pi }`$. Experimental data on the roughening transition of solid $`{}_{}{}^{4}He`$ in contact with the superfluid $`{}_{}{}^{3}He`$ seems to show a crossover to the non-equilibrium regime in the superfluid phase. We suspect that in a scenario analogous to the MBE growth model proposed, the crossover situation is actually mimicked by the dynamic phase transition found in the model discussed and the larger value of the critical phase transition temperature reported here might just be the explanation for the weaker coupling observed around $`0.1{}_{}{}^{o}K`$ in $`{}_{}{}^{3}He`$. However, although the dynamic mechanism proposed here differs largely from the other existing models, thereby defining a new universality class, the behavior at equilibrium defined by the corresponding static model is actually a replica of the Kosterlitz-Thouless criticality, the only variation being in an augmented value of the transition temperature. The author acknowledges partial financial support from the Council of Scientific and Industrial Research, India during the whole tenure of this work. Also sincere gratitude goes to Prof. Jayanta K. Bhattacharjee for numerous illuminating discussions with him during the course of this work.
warning/0001/hep-th0001178.html	ar5iv	text	# 1 Introduction ## 1 Introduction Superconformal field theories in space-time dimensions $`d6`$ have received a lot of attention in recent time because of their connection to $`(d1)`$-branes and their near-horizon $`AdS_{d+1}`$ geometries . The most popular examples are IIB string theory $`D3`$-branes and M-theory five- and two-branes related to $`d=4,6`$ and $`3`$ dimensional superconformal field theories. A classification of a certain type of UIR’s (called highest-weight UIR’s) of their algebras has been made in the literature in a variety of ways, either by using the oscillator method - which is directly linked to the $`AdS`$ interpretation or by using superconformal fields defined on $`\stackrel{~}{M}_d=AdS_{d+1}`$, i.e. “Minkowski space” regarded as the boundary at infinity of anti-de Sitter space. The second approach has recently been employed for all four-dimensional superconformal algebras $`SU(2,2/N)`$ to construct “massless” and “short” representations. The latter are the generalization of the “chiral superfields” of $`N=1`$ supersymmetry . The generalization of “chirality” to $`N>1`$ theories, called “Grassmann analyticity” is made transparent by using superfields augmented with “harmonic variables” , i.e. coordinates of coset spaces obtained as quotients $`G/H`$ where $`G`$ is the R-symmetry group and $`H`$ is a maximal subgroup of $`G`$ (with rank $`G`$ = rank $`H`$). The most convenient choice is to take $`H`$ to be the maximal torus, i.e. the group related to the Cartan subalgebra $`[U(1)]^{\text{rank }G}`$ of $`G`$. Such cosets are called “flag manifolds” and an important property is that highest-weight UIR’s of $`G`$ defined on such manifolds correspond to “analytic functions” with some degree of homogeneity. For the algebras $`SU(2,2/N)`$ such manifolds are the cosets $`SU(N)/[U(1)]^{N1}`$. The superfield realization of representations of superconformal algebras has the important property that chiral or Grassmann analytic superfields form a ring under multiplication. This property allows one, for example, to obtain all short representations by straightforward multiplication of analytic superfields. In the present paper we extend the analysis to the $`N=(n,0)`$ ($`n=1,2`$) conformal supersymmetry in six dimensions, i.e. to the superalgebras $`OSp(8^{}/2n)`$. In this case the flag manifolds in question are $`USp(2n)/[U(1)]^n`$. Accordingly, superconformal fields will be defined on “harmonic superspaces” with space-time coordinates $`x^\mu `$ ($`\mu =0,1,\mathrm{},5`$), odd coordinates $`\theta _i^\alpha `$ (left-handed spinors of $`SU^{}(4)SO(5,1)`$ and spinors of $`USp(2n)`$) and coordinates $`u_i^I`$ on the flag manifold. <sup>1</sup><sup>1</sup>1A harmonic superspace of this type has been used in to describe the $`N=(2,0)`$ tensor multiplet. Our formulation of the same multiplet in Section 4 differs in the choice of the harmonic coset. A particular output of our investigation will be the superfields describing massless conformal fields (“supersingletons” in the $`AdS`$ language ) which satisfy Dirac-type equations $$^{\alpha \alpha _1}\omega _{(\alpha _1\alpha _2\mathrm{}\alpha _k)}=0$$ (1) (or $`\mathrm{}\omega =0`$ if $`k=0`$) with $`^{\alpha \beta }=_\mu (\gamma ^\mu )^{\alpha \beta }`$ and $`\omega `$ totally symmetric in their spinor indices, i.e. belonging to the $`(0,0,k)`$ representation of $`SU^{}(4)`$. We will show that supersingleton superfields are of two kinds: (i) those whose first component carries any spin label of the above type but is an $`USp(2n)`$ singlet; (ii) those which have an analytic structure in harmonic superspace and are “ultrashort”; their first component is a Lorentz scalar but carries $`USp(2n)`$ indices. By tensoring the second kind of superfields we are able to produce “short representations” which do not depend on one half or on one quarter of the odd variables. In the AdS bulk language , these states correspond to $`1/2`$ or $`1/4`$ BPS states, respectively. A particular example of such states are the so-called “massless bulk states” which correspond to tensoring two massless multiplets. Agreement is found for the classification of such states as compared to the “oscillator method” . Massive towers corresponding to $`1/2`$ BPS states are the K-K states coming from compactification of M theory on $`AdS_7\times S_4`$ -. The description of such K-K states in terms of the $`(2,0)`$ superconformal field theory was considered by several authors -. Extension of the analysis to $`(1,0)`$ theories was also investigated . The paper is organized as follows. In section 2 we list the six-dimensional notations and conventions. In section 3 we recall how massless conformal supermultiplets (supersingletons) are described by constrained superfields in ordinary superspace. In section 4 most of these multiplets are reformulated in harmonic superspace and it is shown that two of them are “ultrashort”. In section 5 the “short representations” of the $`N=(1,0)`$ and $`(2,0)`$ superalgebras are constructed by tensoring the basic multiplets. ## 2 Notations We use the six-dimensional notations of Ref. with some minor modifications. The six-dimensional superspace has coordinates $$x^{\alpha \beta }=x^{\beta \alpha }=x^\mu \gamma _\mu ^{\alpha \beta },\theta _i^\alpha .$$ (2) Here $`\alpha ,\beta `$ are right-handed<sup>2</sup><sup>2</sup>2Left-handed spinors are denoted, e.g., $`\psi _\alpha `$ which makes transparent the meaning of the contraction $`\theta ^\alpha \psi _\alpha `$. chiral spinor indices of $`SU^{}(4)SO(5,1)`$ and $`i`$ is a spinor index of $`USp(2n)SO(2n+1)`$ in the case of $`N=(n,0)`$ supersymmetry, $`n=1`$ or 2. The latter can be raised and lowered with the help of the $`USp(2n)`$ matrix: $$\lambda _i=\lambda ^j\mathrm{\Omega }_{ji},\lambda ^i=\mathrm{\Omega }^{ij}\lambda _j,\mathrm{\Omega }_{ij}\mathrm{\Omega }^{jk}=\delta _i^k.$$ (3) We choose $`\mathrm{\Omega }`$ in the following standard form: $$\left(\begin{array}{cc}\hfill 0& \hfill \\ \hfill & \hfill 0\end{array}\right)$$ (4) where $``$ is the $`n\times n`$ identity matrix. The odd coordinates satisfy a Majorana-Weyl pseudoreality condition: $$\overline{\theta }_\alpha ^i=\mathrm{\Omega }^{ij}\theta _j^\beta c_{\beta \alpha }$$ (5) where $`c`$ is a $`4\times 4`$ unitary “charge conjugation” matrix. The spinor covariant derivatives $$D_\alpha ^i=\frac{}{\theta _i^\alpha }\frac{i}{2}\theta ^{\beta i}_{\beta \alpha }$$ (6) satisfy the supersymmetry algebra $$\{D_\alpha ^i,D_\beta ^j\}=i\mathrm{\Omega }^{ij}\gamma _{\alpha \beta }^\mu _\mu .$$ (7) The generators of $`USp(2n)`$ $`L_{ij}=L_{ji}`$ form the algebra $$[L^{ij},L^{kl}]=\mathrm{\Omega }^{i(k}L^{l)j}+\mathrm{\Omega }^{j(k}L^{l)i}$$ (8) and commute with an $`USp(2n)`$ spinor as follows: $$[L^{ij},D_\alpha ^k]=\mathrm{\Omega }^{k(i}D_\alpha ^{j)}$$ (9) where the symmetrization has weight 1. ## 3 Massless supermultiplets (supersingletons) There exist several types of massless multiplets in six dimensions corresponding to UIR’s of $`OSp(8^{}/2n)`$, $`n=1,2`$. All of them can be described by constrained superfields following closely the four-dimensional case (see also the analysis of conformal weights for six-dimensional superfield constraints in Ref. ). (i) The first type only exists in the case $`N=(2,0)`$ since the corresponding superfield $`W^{\{ij\}}(x,\theta )`$ is antisymmetric and traceless in the external indices (5 of $`USp(4)`$). It satisfies the constraint $$D_\alpha ^{(k}W^{\{i)j\}}=0.$$ (10) One can also impose the reality condition $$\overline{W}_{\{ij\}}=\mathrm{\Omega }_{ik}\mathrm{\Omega }_{jl}W^{\{kl\}}.$$ (11) Using the spinor derivative algebra (7), it is not hard to show that this superfield has the following $`\theta `$ expansion: $$W^{\{ij\}}=\varphi ^{\{ij\}}+\theta ^{\alpha \{i}\psi _\alpha ^{j\}}+\theta ^{\alpha \{i}\theta ^{\beta j\}}F_{(\alpha \beta )}+\text{derivative terms }.$$ (12) Here one finds 5 scalars $`\varphi ^{\{ij\}}`$, 4 left-handed spinors $`\psi _\alpha ^i`$ and a 10 of $`SU^{}(4)`$ $`F_{(\alpha \beta )}=\gamma _{(\alpha \beta )}^{\mu \nu \lambda }F_{\mu \nu \lambda }`$ (a self-dual three-form), as well as a few more terms containing derivatives of the above fields. These fields satisfy massless equations: $$\mathrm{}\varphi ^{\{ij\}}=0,^{\alpha \beta }\psi _\beta ^i=0,^{\alpha \beta }F_{(\beta \gamma )}=0.$$ (13) The latter equation implies that the three-form $`F_{\mu \nu \lambda }`$ is the curl of a two-form, $$F_{\mu \nu \lambda }=_{[\mu }B_{\nu \lambda ]}.$$ (14) One recognizes the content of the on-shell tensor $`N=(2,0)`$ multiplet in six dimensions . It is instructive to give the on-shell counting of degrees of freedom in a six-dimensional massless multiplet. A massless field of non-vanishing spin $`\omega _{(\alpha _1\alpha _2\mathrm{}\alpha _n)}(x)`$ describes an irrep of $`SU^{}(4)`$ with Dynkin labels $`(0,0,n)`$. It is subject to the Dirac-type field equation $$^{\alpha \alpha _1}\omega _{(\alpha _1\alpha _2\mathrm{}\alpha _n)}=0$$ (15) which clearly implies $`\mathrm{}\omega _{(\alpha _1\alpha _2\mathrm{}\alpha _n)}=0`$, i.e. the field is indeed massless. Thus one can go to the Lorentz frame in which the momentum takes the form $`p^\mu =(p^0,0,0,0,0,p^0)`$. There the little group is $`SO(4)SU(2)\times SU(2)^{}`$ and an $`SU^{}(4)`$ spinor index is decomposed in a pair of $`SU(2)`$ indices, $`\alpha =(a,a^{})`$. Then, in the appropriate basis for the gamma matrices the operator $`p^{\alpha \alpha _1}=p^\mu \gamma _\mu ^{\alpha \alpha _1}`$ in eq. (15) becomes a projector onto, e.g., the indices $`a^{}`$. This means that the only $`SU(2)\times SU(2)^{}`$ irreducible part of the multispinor $`\omega _{(\alpha _1\alpha _2\mathrm{}\alpha _n)}`$ surviving in eq. (15) is $`\omega _{(a_1\mathrm{}a_n)}`$, i.e. an $`n+1`$-plet of the first $`SU(2)`$. The conclusion is that such a field describes $`n+1`$ massless degrees of freedom (in general complex, unless a reality condition can be imposed on the field). Applied to eqs. (13), this counting results in 8 bosons (5 from the scalars $`\varphi ^{\{ij\}}`$ and 3 from the tensor $`F_{(\alpha \beta )}`$) and 8 fermions (from the four spinors $`\psi _\alpha ^i`$). Note that these degrees of freedom are real if the reality condition (11) is imposed. Concluding the discussion of the tensor multiplet we note that the $`SU^{}(4)`$ and $`USp(4)`$ quantum numbers and the dimensions (relative to the first component) of the components found in the on-shell superfield expansion (12) exactly match those of the states of the “doubleton” supermultiplet listed in Table 1 of Ref. <sup>3</sup><sup>3</sup>3Note that, compared to Ref. , we use reversed Dynkin labels. All other types of massless multiplets exist in both cases $`N=(n,0)`$, $`n=1,2`$. (ii) The second type is described by a superfield $`W^i(x,\theta )`$ which is in the fundamental UIR of $`USp(2n)`$. The corresponding constraint is $$D_\alpha ^{(k}W^{i)}=0.$$ (16) In the case $`N=(1,0)`$ the superfield has a very short expansion $$N=(1,0):W^i=\varphi ^i+\theta ^{\alpha i}\psi _\alpha +\text{derivative terms }.$$ (17) The doublet of scalars $`\varphi ^i`$ and the spinor $`\psi _\alpha `$ satisfy the field equations $$\mathrm{}\varphi ^i=0,^{\alpha \beta }\psi _\beta =0.$$ (18) This is the $`N=(1,0)`$ hypermultiplet in six dimensions with $`2+2`$ complex on-shell degrees of freedom (note that one cannot impose a reality condition on the superfield $`W^i`$). In the case $`N=(2,0)`$ the expansion of $`W^i`$ becomes $`N=(2,0):W^i`$ $`=`$ $`\varphi ^i+\theta _j^\alpha \psi _\alpha ^{[ij]}+\theta _k^\alpha \theta _l^\beta ϵ^{klij}F_{(\alpha \beta )j}`$ (19) $`+\theta _j^\alpha \theta _k^\beta \theta _l^\gamma ϵ^{ijkl}\chi _{(\alpha \beta \gamma )}+\text{d. t.}`$ The components are scalars $`\varphi ^i`$ (4 of $`USp(4)`$), spinors $`\psi _\alpha ^{[ij]}`$ (5 \+ 1 of $`USp(4)`$), three-forms $`F_{(\alpha \beta )}^i`$ (4 of $`USp(4)`$) and a 20 of $`SU^{}(4)`$ $`\chi _{(\alpha \beta \gamma )}`$. These fields satisfy the massless equations $$\mathrm{}\varphi ^i=0,^{\alpha \beta }\psi _\beta ^{[ij]}=^{\alpha \beta }F_{(\beta \gamma )}^i=^{\alpha \beta }\chi _{(\beta \gamma \delta )}=0$$ (20) and thus describe 16 bosons (4 from $`\varphi ^i`$ and 12 from $`F_{(\alpha \beta )}^i`$) and 16 fermions (12 in $`\psi _\alpha ^{[ij]}`$ and 4 in $`\chi _{(\alpha \beta \gamma )}`$) (all complex). The fields in (19) match the states of the “doubleton” supermultiplet listed in Table 2 of Ref. . (iii) The next multiplet stands apart since it is the only one described by a superfield without external indices, $`W(x,\theta )`$ (it can be made real, $`\overline{W}=W`$). The corresponding constraint is second-order in the spinor derivatives: $$D_\alpha ^{(i}D_\beta ^{j)}W=0.$$ (21) In the case $`N=(1,0)`$ the superfield expansion is $$N=(1,0):W=\varphi +\theta _i^\alpha \psi _\alpha ^i+\theta ^{\alpha i}\theta _i^\beta F_{(\alpha \beta )}+\text{d. t. }$$ (22) where the fields satisfy the massless equations $$\mathrm{}\varphi =0,^{\alpha \beta }\psi _\beta ^i=^{\alpha \beta }F_{(\beta \gamma )}=0.$$ (23) This is the so-called “linear multiplet” of Ref. describing $`4+4`$ real (if $`W`$ is real) degrees of freedom. In the case $`N=(2,0)`$ the components of the superfield are $`N=(2,0):W`$ $`=`$ $`\varphi +\theta _i^\alpha \psi _\alpha ^i+\theta _i^\alpha \theta _j^\beta F_{(\alpha \beta )}^{[ij]}+\theta _i^\alpha \theta _i^\beta \theta _k^\gamma ϵ^{ijkl}\chi _{(\alpha \beta \gamma )l}`$ (24) $`+\theta _i^\alpha \theta _j^\beta \theta _k^\gamma \theta _l^\delta ϵ^{ijkl}\sigma _{(\alpha \beta \gamma \delta )}+\text{d. t.}`$ and they obey the massless field equations $$\mathrm{}\varphi =0,^{\alpha \beta }\psi _\beta ^i=^{\alpha \beta }F_{(\beta \gamma )}^{[ij]}=^{\alpha \beta }\chi _{(\beta \gamma \delta )}^i=^{\alpha \beta }\sigma _{(\beta \gamma \delta \epsilon )}=0.$$ (25) This amounts to $`24+24`$ real (if $`W`$ is real) degrees of freedom. The corresponding “doubleton” supermultiplet of Ref. is listed in Table 3 for $`j=1`$. (iv) Finally, there exists a series of multiplets described by superfields with external Lorentz indices, $`W_{(\alpha _1\mathrm{}\alpha _n)}(x,\theta )`$ in the $`SU^{}(4)`$ UIR with Dynkin labels $`(0,0,n)`$. These superfields can be made real in the case $`n=2k`$. Now the constraint takes the form $$D_{[\beta }^iW_{(\alpha _1]\mathrm{}\alpha _n)}=0.$$ (26) The resulting expansion is $$N=(1,0):W_{(\alpha _1\mathrm{}\alpha _n)}=\varphi _{(\alpha _1\mathrm{}\alpha _n)}+\theta _i^\beta \psi _{(\beta \alpha _1\mathrm{}\alpha _n)}^i+\theta ^{\beta i}\theta _i^\gamma F_{(\beta \gamma \alpha _1\mathrm{}\alpha _n)}+\text{d. t. }$$ (27) describing $`(2n+4)+(2n+4)`$ massless degrees of freedom or $`N=(2,0):`$ $`W_{(\alpha _1\mathrm{}\alpha _n)}=\varphi _{(\alpha _1\mathrm{}\alpha _n)}+\theta _i^\beta \psi _{(\beta \alpha _1\mathrm{}\alpha _n)}^i+\theta _i^\beta \theta _j^\gamma F_{(\beta \gamma \alpha _1\mathrm{}\alpha _n)}^{[ij]}`$ $`+\theta _i^\beta \theta _j^\gamma \theta _k^\delta ϵ^{ijkl}\chi _{l(\beta \gamma \delta \alpha _1\mathrm{}\alpha _n)}+\theta _i^\beta \theta _j^\gamma \theta _k^\delta \theta _l^\epsilon ϵ^{ijkl}\sigma _{(\beta \gamma \delta \epsilon \alpha _1\mathrm{}\alpha _n)}+\text{d. t.}`$ describing $`(8n+24)+(8n+24)`$ massless degrees of freedom. The corresponding “doubleton” supermultiplet of Ref. is listed in Table 3 for $`j>1`$. The highest-weight UIR’s of the $`OSp(8^{}/2n)`$ algebras will be denoted by $$𝒟(\mathrm{},J_1,J_2,J_3;a_1,\mathrm{},a_n)$$ where $`\mathrm{}`$ is the conformal dimension, $`J_1,J_2,J_3`$ are the $`SU^{}(4)`$ Dynkin labels and $`a_1,\mathrm{},a_n`$ are the $`USp(2n)`$ Dynkin labels of the first component. The analytic supersingletons for $`n=2`$ correspond to $`𝒟(2,0,0,0;1,0)`$ and $`𝒟(2,0,0,0;0,1)`$. The other supersingletons correspond to $`𝒟(2+k,0,0,k;0,0)`$ for $`k=0,1,2,\mathrm{}`$. In Section 5.2 we will show that the short representations corresponding to analytic superfields are given by $`𝒟(2p+4q,0,0,0;p,2q)`$ for $`p,q=0,1,2,\mathrm{}`$. ## 4 Harmonic superspace formulation The massless multiplets (i-iii) admit an alternative formulation in harmonic superspace . The advantage of this formulation is that the constraints (10), (16) become simply conditions for Grassmann analyticity (i.e., independence of the superfield of part of the odd coordinates) whereas the constraint (21) becomes a linearity condition. This new simple form of the constraints greatly simplifies the tensor multiplication of the multiplets. Harmonic superspace is obtained by augmenting ordinary superspace $`x^\mu ,\theta _i^\alpha `$ by an internal space (a coset of the automorphism group of the supersymmetry algebra). In our case the relevant cosets are $$N=(n,0):\frac{USp(2n)}{[U(1)]^n}.$$ (29) These cosets can be parametrized by harmonic variables forming a matrix of $`USp(2n)`$: $$uUSp(2n):u_i^Iu_J^i=\delta _J^I,u_i^I\mathrm{\Omega }^{ij}u_j^J=\mathrm{\Omega }^{IJ},u_i^I=(u_I^i)^{}.$$ (30) Here the indices $`i,j`$ belong to the fundamental representation of $`USp(2n)`$ and $`I,J`$ are two (four) labels corresponding to the $`U(1)`$ charge(s). The harmonic derivatives (the covariant derivatives on the coset (29)) are the operators $$D^{IJ}=\mathrm{\Omega }^{K(I}u_i^{J)}\frac{}{u_i^K}.$$ (31) They are clearly compatible with the defining conditions (30) and act on the harmonics as follows: $$D^{IJ}u_i^K=\mathrm{\Omega }^{K(I}u_i^{J)}.$$ (32) In fact, it is easy to see that these derivatives form the algebra of $`USp(2n)`$ (see (8)) realised on the indices $`I,J`$ of the harmonics. In particular, the operators $`H=2D^{12}`$ in the case $`USp(2)`$ and $`H^{}=2D^{14}`$, $`H^{\prime \prime }=2D^{23}`$ in the case $`USp(4)`$ correspond to the $`U(1)`$ charges: $`USp(2):`$ $`Hu_i^1=u_i^1,Hu_i^2=u_i^2;`$ (33) $`USp(4):`$ $`H^{}u_i^1=u_i^1,H^{}u_i^2=0,H^{}u_i^3=0,H^{}u_i^4=u_i^4,`$ (34) $`H^{\prime \prime }u_i^1=0,H^{\prime \prime }u_i^2=u_i^2,H^{\prime \prime }u_i^3=u_i^3,H^{\prime \prime }u_i^4=0.`$ A key ingredient of the harmonic superspace approach of Refs. is the coordinateless realization of cosets like (29) on harmonic functions homogeneous under the action of the charge operators. Such functions are defined by their $`USp(2n)`$ invariant “harmonic” expansions. For instance, in the case $`USp(2)`$ the function $`f^1(u)`$ carries charge $`+1`$ (like $`u_i^1`$, see (33)) and has the expansion $$f^1(u)f^{(+1)}(u)=f^iu_i^1+f^{(ijk)}u_i^1u_j^1u_k^2+f^{(ijklm)}u_i^1u_j^1u_k^1u_l^2u_m^2+\mathrm{}.$$ (35) In the case $`USp(4)`$ the same function $`f^1(u)`$ carries charges $`(+1,0)`$ (like $`u_i^1`$, see (34)) and has the expansion $$f^1(u)f^{(+1,0)}(u)=f^iu_i^1+g^{(ij)k}u_i^1u_j^1u_k^4+h^{ijk}u_1^1u_j^2u_k^3+\mathrm{}.$$ (36) In other words, the expansion is formed by the various products of harmonics carrying an overall index 1 (i.e., charge $`+1`$ in the case $`USp(2)`$ or $`(+1,0)`$ in the case $`USp(4)`$). The crucial point about this coordinateless parametrization of the coset is that the coefficients in the harmonic expansion are manifestly $`USp(2n)`$ covariant. Another example of a $`USp(4)`$ harmonic function is $$f^{12}(u)f^{(+1,+1)}(u)=f^{\{ij\}}u_i^1u_j^2+g^{(ij)}u_i^1u_j^2+\mathrm{}.$$ (37) Note the absence of a singlet part (trace) in the coefficient $`f^{\{ij\}}`$, since $`\mathrm{\Omega }^{ij}u_i^1u_j^2=0`$ (see (30), (4)). As one can see from the above examples, the harmonic functions are infinitely reducible under $`USp(2n)`$. An important point is that the “step-up” operators (the positive roots) of $`USp(2n)`$ can be used to impose irreducibility conditions on the harmonic functions. In the case $`USp(2)`$ this is the harmonic derivative $`D^{11}`$ and in the case $`USp(4)`$ these are the harmonic derivatives $`D^{11}`$, $`D^{12}`$, $`D^{13}`$, $`D^{22}`$. So, for example, $`USp(2):`$ $`D^{11}f^1(u)=0`$ (38) $`f^1(u)=f^iu_i^1;`$ $`USp(4):`$ $`D^{11}f^1(u)=D^{12}f^1(u)=D^{13}f^1(u)=D^{22}f^1(u)=0`$ $`f^1(u)=f^iu_i^1;`$ $`D^{11}f^{12}(u)=D^{12}f^{12}(u)=D^{13}f^{12}(u)=D^{22}f^{12}(u)=0`$ $`f^{12}(u)=f^{\{ij\}}u_i^1u_j^2.`$ (40) In fact, not all of the conditions (4), (40) are independent, since $`D^{11}=2[D^{12},D^{13}]`$ and $`D^{12}=[D^{22},D^{13}]`$ (see (8)). Let us now use the $`USp(4)`$ harmonics to project the defining constraint (10) of the $`N=(2,0)`$ tensor multiplet: $$D_\alpha ^{(k}W^{\{i)j\}}=0\times \{\begin{array}{ccc}u_k^1u_i^1u_j^2\hfill & \hfill & D_\alpha ^1W^{12}=0\hfill \\ u_k^2u_i^2u_j^1\hfill & \hfill & D_\alpha ^2W^{12}=0\hfill \end{array}.$$ (41) Here $`D_\alpha ^{1,2}=D_\alpha ^iu_i^{1,2}`$ and $`W^{12}=W^{\{ij\}}u_i^1u_j^2`$. In other words, the constraint (10) now takes the form of a Grassmann analyticity condition: $$D_\alpha ^1W^{12}=D_\alpha ^2W^{12}=0.$$ (42) In addition, the projected superfield $`W^{12}`$ clearly satisfies the $`USp(4)`$ irreducibility conditions (40). The equivalence between the two forms of the constraint follows from the obvious properties of the harmonic products $`u_{[k}^1u_{i]}^1=u_{[k}^2u_{i]}^2=0`$ and $`\mathrm{\Omega }^{ij}u_i^1u_j^2=0`$. Now it becomes clear that the constraints (42) can be solved in an appropriate basis in superspace: $$D_\alpha ^1W^{12}=D_\alpha ^2W^{12}=0W^{12}=W^{12}(x_A,\theta ^1,\theta ^2,u)$$ (43) where $$x_A^{\alpha \beta }=x^{\alpha \beta }i\theta ^{\alpha (i}\theta ^{\beta j)}(u_i^1u_j^4+u_i^2u_j^3),\theta ^{1\alpha }=\theta _4^\alpha =\theta _i^\alpha u_4^i,\theta ^{2\alpha }=\theta _3^\alpha =\theta _i^\alpha u_3^i.$$ (44) We see that the superfield $`W^{12}`$ is independent of half of the odd coordinates, $`\theta ^3=\theta _2`$ and $`\theta ^4=\theta _1`$ (hence the name “Grassmann analytic”). We call such superfields “short” (compared to a generic $`N=(2,0)`$ superfield). Having solved the constraints (42), we should not forget that the equivalence with the initial form (10) is only achieved if the superfield $`W^{12}`$ satisfies the $`USp(4)`$ irreducibility conditions (40). This is not so trivial now, since in the basis (44) the harmonic derivatives acquire space-time derivative terms: $`D^{11}`$ $`=`$ $`^{11}+{\displaystyle \frac{i}{4}}\theta ^{1\alpha }\theta ^{1\beta }_{\alpha \beta }`$ $`D^{12}`$ $`=`$ $`^{12}+{\displaystyle \frac{i}{4}}\theta ^{1\alpha }\theta ^{2\beta }_{\alpha \beta }`$ (45) $`D^{22}`$ $`=`$ $`^{22}+{\displaystyle \frac{i}{4}}\theta ^{2\alpha }\theta ^{2\beta }_{\alpha \beta }`$ $`D^{13}`$ $`=`$ $`^{13}`$ where $`^{IJ}`$ include the harmonic and $`\theta `$ partial derivatives. Thus, in this basis the $`USp(4)`$ irreducibility conditions (40), $$D^{11}W^{12}=D^{12}W^{12}=D^{13}W^{12}=D^{22}W^{12}=0$$ (46) not only eliminate the infinite towers of components in the harmonic expansion of $`W^{12}`$ but also yield the field equations on the remaining physical fields. As a result, the analytic superfield $`W^{12}`$ becomes “ultrashort” (i.e., shorter than a generic analytic superfield): $$W^{12}=\varphi ^{12}+\frac{1}{2}(\theta ^{1\alpha }\psi _\alpha ^2\theta ^{2\alpha }\psi _\alpha ^1)+\theta ^{1\alpha }\theta ^{2\beta }F_{(\alpha \beta )}+\text{d.t.}$$ (47) where $`\varphi ^{12}=\varphi ^{\{ij\}}(x)u_i^1u_j^2`$, $`\psi _\alpha ^{1,2}=\psi _\alpha ^i(x)u_i^{1,2}`$ and $`F_{(\alpha \beta )}=F_{(\alpha \beta )}(x)`$ are the massless fields. Thus we recover the component content of eq. (12). Here we should compare our formulation of the $`N=(2,0)`$ tensor multiplet to that of Ref. . The harmonic space used there is smaller than ours, $`USp(4)/U(1)\times SU(2)`$. One can easily understand why this is possible <sup>4</sup><sup>4</sup>4We thank P. Howe for this remark. by noticing that the superfield $`W^{12}`$ is annihilated not only by all the raising operators (46) of $`USp(4)`$, but also by the lowering operator $`D^{24}`$. Further, the operators $`D^{13}`$, $`D^{24}`$ and $`D^{14}D^{23}`$ form the algebra of $`SU(2)USp(4)`$. This effectively means replacing one of the factors $`U(1)`$ in the denominator of our harmonic coset $`USp(4)/U(1)\times U(1)`$ by $`SU(2)`$. The conclusion is that the supersingleton $`W^{12}`$ lives on a smaller coset. However, in Section 5.2 we are going to tensor different realizations of this multiplet, and this is only possible if we use the bigger coset $`USp(4)/U(1)\times U(1)`$. One can treat the case (ii) in the same way. Projecting the constraint (16) with $`u_k^1u_i^1`$ we obtain $$D_\alpha ^{(k}W^{i)}=0D_\alpha ^1W^1=0.$$ (48) This constraint of Grassmann analyticity is solved in the appropriate basis in $`N=(1,0)`$ or $`N=(2,0)`$ superspace and yields $$D_\alpha ^1W^1=0\{\begin{array}{cc}W^1=W^1(\theta ^1),\hfill & N=(1,0)\hfill \\ W^1=W^1(\theta ^1,\theta ^2,\theta ^3),\hfill & N=(2,0)\hfill \end{array}.$$ (49) In addition, one has to impose the conditions of $`USp(2n)`$ irreducibility (recall (38) and (4)) $`N=(1,0):`$ $`D^{11}W^1=0;`$ (50) $`N=(2,0):`$ $`D^{11}W^1=D^{12}W^1=D^{13}W^1=D^{22}W^1=0.`$ (51) The resulting superfield has the following “ultrashort” expansion: $$N=(1,0):W^1=\varphi ^1+\theta ^{1\alpha }\psi _\alpha +\text{d.t.}$$ (52) with $`\varphi ^1=\varphi ^i(x)u_i^1`$ and $`\psi _\alpha =\psi _\alpha (x)`$; $`N=(2,0):`$ $`W^1=\varphi ^1+\theta ^{1\alpha }\psi _\alpha (\theta ^{1\alpha }\psi _\alpha ^{23}+\text{cycle 123})`$ $`(\theta ^{1\alpha }\theta ^{2\beta }F_{(\alpha \beta )}^3+\text{cycle 123})+6\theta ^{1\alpha }\theta ^{2\beta }\theta ^{3\gamma }\chi _{(\alpha \beta \gamma )}+\text{d.t.}`$ with $`\psi _\alpha ^{23}=\psi _\alpha ^{\{ij\}}(x)u_i^2u_j^3`$, $`F_{(\alpha \beta )}^3=F_{(\alpha \beta )}^i(x)u_i^3`$, etc. Finally, we turn to the case (iii) which is different since the constraint (21) is second-order in the spinor derivatives. After projection with $`u_i^Iu_j^I`$ (no summation over $`I`$) it becomes $$D_\alpha ^ID_\beta ^IW=0$$ (54) where $`I=1,2`$ in the case $`N=(1,0)`$ and $`I=1,2,3,4`$ in the case $`N=(2,0)`$. This time we do not have Grassmann analyticity but just linearity in each of the $`\theta ^I`$. As usual, the superfield $`W`$ also satisfies the $`USp(2n)`$ irreducibility conditions. Here we only give the expansion of $`W`$ in the case $`N=(1,0)`$: $$N=(1,0):W=\varphi +\frac{1}{2}(\theta ^{1\alpha }\psi _\alpha ^2\theta ^{2\alpha }\psi _\alpha ^1)+\theta ^{1\alpha }\theta ^{2\beta }F_{(\alpha \beta )}+\text{d.t.}$$ (55) ## 5 Tensoring massless multiplets: products of superfields Usually tensoring UIR’s is a very non-trivial procedure. The problem is to decompose the reducible product into irreps. The interpretation of some of the massless six-dimensional multiplets as analytic ($`W^{12}`$ and $`W^1`$) or linear ($`W`$) superfields we gave above greatly facilitates this task. We are able to single out the principal irreducible part of the various tensor products by just imposing our usual harmonic conditions. The tensor product of massless fields corresponds to decomposing in irreducible parts the product of superfields with all of their descendants at the same point. Here we restrict ourselves to the rep of lowest dimension just corresponding to the product of superfields at the same point. We shall treat the cases $`N=(1,0)`$ and $`N=(2,0)`$ separately. ### 5.1 The case $`N=(1,0)`$ As we have shown in eq. (52), the superfield $`W^1`$ is ultra short in the sense that its expansion ends at the top “spin” (i.e., $`SU^{}(4)`$ irrep) $`(0,0,1)`$, as compared to the top spin $`(0,2,0)`$ of a generic $`N=(1,0)`$ “long” superfield. Its square $`(W^1)^2`$ still satisfies the same Grassmann and harmonic conditions, $$D_\alpha ^1(W^1)^2=D^{11}(W^1)^2=0,$$ (56) but the content is now different. It is not hard to derive from (56) that the superfield $`(W^1)^2`$ has the following expansion: $$(W^1)^2=\varphi ^{11}+\theta ^{1\alpha }\psi _\alpha ^1+\theta ^{1\alpha }\theta ^{1\beta }A_{[\alpha \beta ]}+\text{d.t.}$$ (57) Here we find a triplet of scalars $`\varphi ^{11}=\varphi ^{(ij)}(x)u_i^1u_j^1`$, a doublet of spinors $`\psi _\alpha ^1=\psi _\alpha ^i(x)u_i^1`$ and a vector (i.e., top “spin” $`(0,1,0)`$). All of these fields are off shell and the vector is conserved, $$^{\alpha \beta }A_{[\alpha \beta ]}=0.$$ (58) This amounts to $`8+8`$ off-shell degrees of freedom. Note that unlike $`W^1`$ itself, the composite superfield $`W^{11}=(W^1)^2`$ can be made real. In the $`AdS`$ interpretation this is the bulk multiplet of massless gauge fields. All higher powers of $`W^1`$, $`(W^1)^p`$, $`p3`$ are short superfields depending on half of the odd variables. Their first component is a scalar in the $`(p+1)`$-plet UIR of $`USp(2)`$ and the expansion reaches the same top spin $`(0,1,0)`$. This time, however, there are no space-time constraints on the components. In the bulk language these states are massive short vector multiplets. The short superfield $`W`$ (54) is linear in $`\theta ^{1,2}`$, therefore its expansion (55) terminates at the top spin $`(0,0,2)`$. The square of $`W`$, $`(W)^2`$ satisfies a weaker constraint: $$(D_\alpha ^I)^3(W)^2=0,I=1,2$$ (59) which implies that it is bilinear in each $`\theta ^I`$. Consequently, the top spin appears in the term $`\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\theta ^{2\delta }A_{[\alpha \beta ][\gamma \delta ]}`$, so it is $`(0,2,0)`$ (and a $`USp(2)`$ singlet). In fact, this is the maximal spin one can have in a generic $`N=(1,0)`$ “long” superfield, so in this sense $`(W)^2`$ is not “short”. Note, however, that the top spin in $`(W)^2`$ is conserved, $$^{\alpha \beta }A_{[\alpha \beta ][\gamma \delta ]}=0,$$ (60) whereas this is not the case for any higher power of $`W`$. The state in (60) is a massless bulk graviton while higher powers of $`W`$ correspond to the massive graviton recurrences. Finally, we have the possibility to tensor $`W`$ with $`W^1`$. Comparing eqs. (49) and (54), we see that the product $`W(W^1)^p`$ satisfies the linearity constraint $$D_\alpha ^1D_\beta ^1(W(W^1)^p)=0$$ (61) as well as the usual harmonic condition $$D^{11}(W(W^1)^p)=0.$$ (62) This means that it is linear in $`\theta ^2`$ but the dependence in $`\theta ^1`$ is not restricted. Consequently, the top spin appears in the term $`\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\psi _{[\alpha \beta ]\gamma }^{(p1)}`$, so it is $`(0,1,1)`$ (and it also is a $`p`$-plet of $`USp(2)`$). The case $`p=1`$ (i.e., the bilinear product $`WW^1`$) is again special, since the condition (62) implies that the top spin is conserved, $$^{\alpha \beta }\psi _{[\alpha \beta ]\gamma }=0.$$ (63) In the bulk language the above state corresponds to a massless “gravitino”. ### 5.2 The case $`N=(2,0)`$ In this case we shall restrict ourselves to the products of analytic superfields of the type $`W^{12}`$ and $`W^1`$. The superfield $`W^{12}`$ is ultrashort (recall (47)), its top spin being $`(0,0,2)`$. The square $`(W^{12})^2`$ still satisfies the analyticity constraints (43) (as well as the harmonic conditions (46)), so it only depends on $`\theta _\alpha ^{1,2}`$ and its expansion goes up to the top spin $`(0,2,0)`$ found in the term $$(W^{12})^2=\varphi ^{1122}+\mathrm{}+\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\theta ^{2\delta }A_{[\alpha \beta ][\gamma \delta ]}+\text{d.t.}$$ (64) This is the maximal spin in an analytic $`N=(2,0)`$ superfield depending on two $`\theta `$’s only. However, this top spin satisfies a conservation condition, as is always the case with bilinear (current-like) products. As to the higher powers $`(W^{12})^p`$, $`p3`$, the top spin there still is $`(0,2,0)`$ but it is unconstrained. To summarize, tensoring $`W^{12}`$’s we obtain the following series of UIR’s of $`OSp(8^{}/4)`$: $$(W^{12})^p=\varphi ^{\stackrel{\underset{}{\text{1…1}}}{p}\stackrel{\underset{}{\text{2…2}}}{p}}+\mathrm{}+\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\theta ^{2\delta }A_{[\alpha \beta ][\gamma \delta ]}^{\stackrel{\underset{}{\text{1…1}}}{p2}\stackrel{\underset{}{\text{2…2}}}{p2}}+\text{d.t.}$$ (65) having the first component in the $`(p,0)`$ and the top spin $`(0,2,0)`$ in the $`(p2,0)`$ UIR’s of $`USp(4)`$. <sup>5</sup><sup>5</sup>5In the harmonic formalism the representation of $`USp(4)`$ to which belongs each component is identified by just counting the 1’s (2’s) which gives the number of cells in the top (bottom) row of the corresponding Young tableau. These superfields do not depend on one half of the odd variables and thus correspond to $`1/2`$ BPS states in the $`AdS`$ language. Besides $`W^{12}`$, we have another analytic superfield $`W^1`$ which is “intermediate short” since it depends on $`\theta _\alpha ^{1,2,3}`$ (recall (49)) (or, to put it differently, it does not depend on $`1/4`$ of the odd variables). It is clear that by multiplying the “short” $`W^{12}`$’s by “intermediate short” $`W^1`$’s we obtain “intermediate short” composite objects. However, there exists an alternative way of constructing such objects . The choice of harmonic projections in eq. (41) is not unique. Exchanging, e.g., 2 with 3 we could obtain another analytic superfield $`W^{13}(\theta ^1,\theta ^3)`$ which provides an equivalent description of the on-shell tensor multiplet. Now, consider the product $`W^{12}(\theta ^1,\theta ^2)W^{13}(\theta ^1,\theta ^3)`$. It depends on $`\theta _\alpha ^{1,2,3}`$, just like $`W^1`$. In addition, we can impose on it the same harmonic conditions (46) as on $`W^{12}`$ alone. The result is an “intermediate short” superfield with top spin $`(0,3,0)`$: $$W^{12}W^{13}=\varphi ^{11}+\mathrm{}+\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\theta ^{2\delta }\theta ^{3\kappa }\theta ^{3\sigma }A_{[\alpha \beta ][\gamma \delta ][\kappa \sigma ]}+\text{d.t.}$$ (66) It should be noted that the composite object $`(W^1)^2`$ has exactly the same content. Indeed, it depends on the same $`\theta `$’s and has the same first component (a scalar in the $`(0,2)`$ of $`USp(4)`$), so $$W^{12}W^{13}(W^1)^2.$$ (67) Generalizing the above tensor product we can construct a two-parameter series: $$(W^{12})^{p+q}(W^{13})^q=\varphi ^{\stackrel{\underset{}{\text{1…1}}}{p+2q}\stackrel{\underset{}{\text{2…2}}}{p}}+\mathrm{}+\theta ^{1\alpha }\theta ^{1\beta }\theta ^{2\gamma }\theta ^{2\delta }\theta ^{3\kappa }\theta ^{3\sigma }A_{[\alpha \beta ][\gamma \delta ][\kappa \sigma ]}^{\stackrel{\underset{}{\text{1…1}}}{p+2q2}\stackrel{\underset{}{\text{2…2}}}{p}}+\text{d.t.}$$ (68) having the first component in the $`(p,2q)`$ and the top spin $`(0,3,0)`$ in the $`(p,2q2)`$ UIR’s of $`USp(4)`$. Note that, as usual, the top spin in the bilinear combinations $`W^{12}W^{13}`$ is conserved. These superfields do not depend on one quarter of the odd variables and thus correspond to $`1/4`$ BPS states in the $`AdS`$ language. We remark that the three bilinear cases $`(W^{12})^2`$, $`W^{12}W^1`$ and $`W^{12}W^{13}(W^1)^2`$ can be identified with the massless (in the $`AdS_7`$ sense) supermultiplets in Tables 4, 5 and 6, respectively from Ref. . In conclusion we can say that the analytic series $`(W^{12})^p`$ correspond to $`1/2`$ BPS states in the sense that they preserve $`1/2`$ of the original supersymmetry. These are the operators which classify the K-K states of M-theory on $`AdS_7\times S^4`$ . In superfield language these are the analytic superfields in harmonic superspace which do not depend on two of the four odd variables in $`N=(2,0)`$ superspace. The other short representations $`(W^{12})^{p+q}(W^{13})^q`$ with $`q>0`$ correspond to $`1/4`$ BPS states. The one with $`p=0`$, $`q=2`$ is contained in the two-graviton state. The above results should be relevant for the analysis of $`n`$-point functions in $`D=6`$ and the correspondence with $`n`$-graviton amplitudes in M-theory on $`AdS_7\times S^4`$ . ## Acknowledgements We would like to thank M. Günaydin and R. Stora for enlightening discussions and P. Howe for turning our attention to Ref. . E.S. is grateful to the TH Divison of CERN for its kind hospitality. The work of S.F. has been supported in part by the European Commission TMR programme ERBFMRX-CT96-0045 (Laboratori Nazionali di Frascati, INFN) and by DOE grant DE-FG03-91ER40662, Task C.
warning/0001/hep-ph0001099.html	ar5iv	text	# On determining CKM angles 𝛼 and 𝛽 ## 1 CKM angle $`\beta `$ The primary goal of the various $`B`$-factories is to test most incisively the standard CKM (Cabibbo-Kobayashi-Maskawa) description of CP violation. For that purpose, the CKM angle $`\beta `$ extraction via the “golden” $`B_dJ/\psi K_S`$ asymmetry can be contrasted to those via the $`B\varphi K_S,\eta ^{}K_S,D\overline{D},D_{CP}^0\rho ^0,\text{etc.}`$ asymmetries. Any significant discrepancy in the measured $`\beta `$ values indicates physics beyond the standard model . The CKM predictions can be tested more incisively by removing discrete CKM ambiguities. The CP-violating asymmetry of $`B_dJ/\psi K_S`$ allows the determination of $`\mathrm{sin}2\beta `$ . A discrete ambiguity in determining $`\beta [0,2\pi )`$ remains. Measuring $`\mathrm{cos}2\beta `$ removes the ambiguity partially and can be accomplished, either by correlating $`B_s(t)J/\psi \varphi \text{with}\text{}B_d(t)J/\psi (\pi ^0K_S)_K^{}[B_d(t)J/\psi \rho ^0]`$ decays . studying the decay-time $`(t_K)`$ of the produced neutral kaon in the process $$B_d(t)J/\psi \stackrel{()}{K^0}(t_K),\stackrel{()}{K^0}(t_K)\pi \mathrm{}\nu ,\pi \pi .$$ analyzing Dalitz plots of $$B_d(t)D\overline{D}K_S,D_{CP}^0\pi ^+\pi ^{},\mathrm{}$$ using the $`B_d\overline{B}_d`$ width difference<sup>1</sup><sup>1</sup>1 If a non-zero width difference $`(\mathrm{\Delta }\mathrm{\Gamma })_{B_d}`$ has been measured, then $`\mathrm{cos}2\beta `$ can be obtained from the time-dependence of the untagged $`J/\psi K_S`$ sample. $$(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_{B_d}<\mathrm{\hspace{0.33em}1}\%.\text{[9]}$$ Further methods to remove ambiguities can be found in Ref. . ### 1.1 Physics of Ambiguity Removal The underlying reason on how $`\mathrm{cos}2\beta `$ enters is in each case trivial. For instance, consider the above method $`(d)`$. The interference term $`\lambda `$ is defined by $$\lambda \frac{q}{p}\frac{<f\|\overline{B^0}>}{<f\|B^0>}=e^{i2\beta }\text{ for }f=J/\psi K_S.$$ (1) The coefficients $`q`$ and $`p`$ describe the mass-eigenstates in terms of $`B^0`$ and $`\overline{B^0}`$ states, respectively . Note that $`\lambda `$ is an observable, i.e., a rephase-invariant quantity . Thus, both $`Im\lambda `$ and $`Re\lambda `$ are measurable, in principle. The conventional CP-asymmetry measures $`Im\lambda `$, and is given by (ignoring $`\mathrm{\Delta }\mathrm{\Gamma }`$): $$\text{Asym}(B_d(t)J/\psi K_S)=Im\lambda \mathrm{sin}\mathrm{\Delta }mt.$$ (2) However, $`Re\lambda `$ enters in the untagged time-dependence ,<sup>2</sup><sup>2</sup>2 Eq. (1.3) is correct for $`\|q/p\|=1`$, which holds to an excellent approximation within the CKM model. However, when the statistics gets sufficiently large to detect effects due to a non-vanishing width difference, then also the effects due to $`\|q/p\|1`$ may have to be incorporated. Determining the sign of $`\mathrm{cos}2\beta `$ from Eq. (1.3) requires independent knowledge of whether $`\mathrm{\Delta }\mathrm{\Gamma }\mathrm{\Gamma }_H\mathrm{\Gamma }_L`$ is positive or negative. This independent knowledge may be very difficult to achieve. Thus, the argument can be reversed and Eq. (1.3) may be used to determine the observable sign($`\mathrm{\Delta }\mathrm{\Gamma }`$), because $`\text{sign}(\mathrm{cos}2\beta )`$ will be known by other means. $`\mathrm{\Gamma }[J/\psi K_S(t)]`$ $``$ $`\mathrm{\Gamma }(B_d(t)J/\psi K_S)+`$ (3) $`\mathrm{\Gamma }(\overline{B_d}(t)J/\psi K_S)`$ $``$ $`e^{\mathrm{\Gamma }_Lt}+e^{\mathrm{\Gamma }_Ht}+`$ $`Re\lambda (e^{\mathrm{\Gamma }_Lt}e^{\mathrm{\Gamma }_Ht}).`$ Because the expected $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ is tiny, an excess of $`10^5`$ untagged $`J/\psi K_S`$ events is required. Then studies of effects dependent on the $`B_d\overline{B_d}`$ width difference become feasible. While the above discussion may become relevant only in the far future of $`B_d`$ physics, it is of more immediate importance for $`B_s`$ physics. The $`B_s\overline{B_s}`$ width difference is predicted to be sizable (around 10%) , and once observed will permit the unambiguous extraction of CKM phases in $`B_s(t)f`$ processes. For example, a time dependent study of $`B_s(t)D_s^\pm K^{}`$ will determine the CKM angle $`\gamma `$ unambiguously. Experiments where $`B_s`$ mesons are copiously produced, may be able to make extensive use of this opportunity. ## 2 CKM angle $`\alpha `$ The CKM matrix can be completely specified by four independent quantities. The three angles of the CKM unitarity triangle satisfy $$\alpha =\pi \beta \gamma ,$$ and thus are not independent. Since we were asked to discuss the extraction of the angle $`\alpha `$, we should have reviewed the determination of the CKM angle $`\gamma `$. The angle $`\gamma `$ can be determined from a $`BK\pi `$ analysis , $`B_s(t)D_s^\pm K^{}`$ studies , a $`B^{}D^0K^{},\overline{D^0}K^{}`$ analysis , Dalitz plot analyses , $`B_d(t)\pi ^+\pi ^{}`$ and $`B_s(t)K^+K^{}`$ correlations , $`B_d(t)J/\psi K_S`$ and $`B_s(t)J/\psi K_S`$ correlations . However, Neubert addressed the extraction of the CKM angle $`\gamma `$ , and this note thus reviews the “traditional” CKM $`\alpha `$ determinations. The angle $`\alpha `$ can be determined from the $`B_d(t)\pi ^+\pi ^{}`$ asymmetry if penguin amplitudes were negligible, $`B_d(t)\rho \pi `$ Dalitz plot analyses , $`B_d(t)D^{()^\pm }\pi ^{}`$ studies . Penguin amplitudes in the $`B\pi ^+\pi ^{}`$ process are likely to be sizable, as can be inferred from the recent CLEO measurement $$\frac{B(BK\pi )}{B(B\pi \pi )}4,$$ and the naive approach (1) will probably not work. The CKM angle $`\alpha `$ can be extracted by selecting the “penguin-free” $`B(\pi \pi )_{I=2}`$ process .<sup>3</sup><sup>3</sup>3 Electro-weak penguin amplitudes may have to be accounted for also . The selection requires studies of $`B\pi ^0\pi ^0`$, which is not feasible with first generation $`B`$-factory experiments. However, recent theoretical advances indicate that it may be possible to determine the CKM angle $`\alpha `$ from the $`B_d(t)\pi ^+\pi ^{}`$ asymmetry alone . Approach (2) requires large statistics . But once obtained, the CKM angle $`\alpha `$ can be extracted even if penguins are present. Electro-weak penguin contributions may introduce sizable uncertainties, and must be studied further.<sup>4</sup><sup>4</sup>4 They were found to be small in particular models . The $`D^{()^\pm }\pi ^{}`$ processes permit the clean determination of $`\beta \alpha `$ or of $`2\beta +\gamma `$ because no penguins are involved . Since $`\beta `$ will be known $`\alpha `$ (or $`\gamma )`$ can thus be determined. ## 3 Near Future For the near future, experiments will not be sensitive to CP violationg effects with tiny branching ratios, because of limited integrated luminosity. One may still be able to study (semi-) inclusive CP asymmetries. For instance, mixing-induced CP violation can be searched for in double charm, single charm and charmless $`B^0`$ samples . Table I lists the required number of tagged $`B^0`$ and $`\overline{B^0}`$ mesons to observe $`3\sigma `$ effects . Such effects, once observed, can be related to CKM parameters . Other promising mixing-induced CP asymmetries are $`B^0(t)J/\psi X`$ versus $`\overline{B^0}(t)J/\psi X,`$ $`B^0(t)\text{(primary }K_S\text{)}X`$ versus $`\overline{B^0}(t)\text{(primary }K_S\text{)}X.`$ All the above effects in this Section require flavor-tagging, which is expensive. The flavor-tagging requirement reduces the statistical reach by an order of magnitude. Thus, direct CP violation should be searched for also. It requires neither flavor-tagging nor mixing nor time-dependences. \[At hadron colliders, the long b-lifetimes are a blessing and provide the primary distinction between b-hadrons and backgrounds. For hadron colliders, time-dependences are no hindrance.\] Browder et al. suggested to search for semi-inclusive CP asymmetries in $$BK^+X,K^{}X\text{versus}\overline{B}K^{}X,\overline{K^{}}X,$$ where the $`K^{()}`$ has a very high momentum. The $`BR10^4`$ and the CP asymmetries are expected to be $`<\mathrm{\hspace{0.33em}10}\%`$. Additional semi-inclusive CP-violating effects were discussed in Ref. . The semi-inclusive $`bJ/\psi +d`$ processes also may exhibit direct CP asymmetries at the $`<\text{few}\%`$ level . Their $`BR5\times 10^4`$ and the effect can be searched for in charged $`B^\pm `$ decays, $$N(J/\psi X_d^+)N(J/\psi X_d^{}).$$ ## 4 Conclusions The CKM quantity $`\mathrm{sin}2\beta `$ will soon be measured accurately from the $`BJ/\psi K_S`$ asymmetry. Measurements of the sign of $`\mathrm{cos}2\beta `$ will test the CKM model more incisively (see Section 1). Section 1 emphasizes that time-dependent studies of $`B_s`$ decays can determine CKM parameters without any discrete ambiguity! The relevant $`B_s`$ modes thus probe the CKM model in detail. Section 2 discusses several ways of determining the CKM angle $`\alpha `$. Because CP effects with tiny branching ratios are unreachable in the near future, Section 3 suggests several (semi-)inclusive CP asymmetries, some of which could even yield valuable CKM information. ###### Acknowledgments. I thank the organizers and their excellent staff for making the Heavy Flavours 8 conference at Southampton so successful and pleasant. I am grateful to G. Buchalla, R. Kutschke and U. Nierste for proofreading this manuscript.
warning/0001/hep-ex0001054.html	ar5iv	text	# 1 Introduction ## 1 Introduction By identifying the flavour of the quark from which a jet develops one can experimentally test both electroweak and QCD theories. The power of flavour tagging has been demonstrated in many studies of bottom and charm quark production. Tagging light quark jets is experimentally much more difficult as these jets are not as distinctive as bottom quark or charm quark jets. The main reason is that, unlike the heavy bottom and charm quarks, production of extra secondary up, down and strange quarks is abundant in jet development, making the identification of the hadron containing the primary quark ambiguous. Due to these difficulties, tagging of individual light quarks has been studied and used in only a few analyses, for example in . Whereas most of these analyses make assumptions about the details of hadronisation models, a method has been suggested in which reduces the reliance on these assumptions. This method has already been applied to determine the electroweak observables of individual light flavours by OPAL at the $`\mathrm{e}^+\mathrm{e}^{}`$ collider LEP. In the present analysis, high-energy $`\pi ^\pm `$, K<sup>±</sup>, $`\mathrm{K}_\mathrm{S}^0`$ mesons, protons and $`\mathrm{\Lambda }`$ baryons are identified in the large $`\mathrm{Z}^0`$ data sample and used as tagging particles. In addition, high-momentum $`\mathrm{e}^\pm `$, $`\mu ^\pm `$, $`\mathrm{D}^\pm `$ mesons and identified bottom events are used to provide information about the heavy flavour backgrounds in these samples. As suggested in and first confirmed by TASSO and more precisely studied in recent analyses, for example by SLD , these high-energy particles carry information about the original quark. In this paper we extend the method used in Reference to determine the probabilities $`\eta _q^i(x_p)`$ for a quark flavour $`q`$ to develop into a jet in which the particle with the largest scaled momentum $`x_p=2p_i`$/$`\sqrt{s}`$ is of type $`i`$. The large number of $`\mathrm{Z}^0`$ decays collected at LEP and their well-known properties give a unique opportunity for determining the probabilities $`\eta _q^i(x_p)`$. From these measurements, we infer for the first time the flavour dependent fragmentation functions of light quarks. This allows us to study the hadronisation mechanism at an unprecedented level of detail. From these studies we determine in a direct way the suppression of strange quarks in the QCD sea and obtain insight into baryon production. Apart from such hadronisation studies, the results may also be applied to different environments. After taking into account QCD scaling violations which can be rather precisely determined, the $`\eta _q^i(x_p)`$ from the $`\mathrm{Z}^0`$ allow one to calculate the $`\eta _q^i(x_p)`$ at other centre-of-mass energies. Possible applications include studies of light flavour production rates at other centre-of-mass energies and the decay properties of the W boson, top quark or, if discovered, the Higgs boson. Section 2 contains a summary of the method. Section 3 describes the relevant features of the OPAL detector. The event selection and the tagging particle identification are described in Section 4. The determination of the $`\eta _q^i(x_p)`$ is described in Section 5 and their systematic uncertainties in Section 6. The results are shown and used to determine some properties of hadronisation in Section 7. ## 2 Method As detailed in the $`\eta _q^i(x_p)`$ are determined by using tags in event hemispheres<sup>1</sup><sup>1</sup>1In this analysis, we denote hemispheres as representing quark jets, since we are interested in studying the evolution of primary quarks into different hadron types.. Each event is separated into two hemispheres using the plane perpendicular to the thrust axis containing the interaction point. Each hemisphere is searched for the highest momentum particle, labelled $`i`$, subject to a minimum $`x_p`$ requirement. If there are a number $`N_q`$ of hemispheres which originate from a quark of type $`q`$ and a number $`N_{qi}(x_p)`$ of tagging particles $`i`$ with a scaled momentum of at least $`x_px_{\mathrm{cut}}`$ in these hemispheres, then the probability to find a tagging particle $`i`$ with a scaled momentum of at least $`x_p`$ is: $$\eta _q^i(x_p)=\frac{N_{qi}(x_p)}{N_q}.$$ The determination of the true $`\eta _q^i(x_p)`$ at the “generator level”, i.e. corrected for detector efficiencies and misassignment of the several particle types, is the main experimental aim of this paper. The particles considered are those which have a high probability to tag light flavours: $`\pi ^\pm `$, K<sup>±</sup>, $`\mathrm{K}_\mathrm{S}^0`$ mesons, protons, and $`\mathrm{\Lambda }`$ baryons. Charge conjugation is implied throughout this paper. What can be measured at the “detector level”, i.e. before corrections for detector efficiencies etc., are the number of hemispheres tagged by a particle of type $`i`$, labelled $`N_i`$ and called “single-tagged hemispheres”, and the number of events containing a tagging particle in both hemispheres, labelled $`N_{ij}`$ and called “double-tagged events”, where $`i`$ and $`j`$ are the tagging particle types. These numbers are related to the probabilities: $`{\displaystyle \frac{N_i}{N_{\mathrm{had}}}}(x_p)`$ $`=`$ $`2{\displaystyle \underset{q=\mathrm{d},\mathrm{u},\mathrm{s},\mathrm{c},\mathrm{b}}{}}\eta _q^{i,\mathrm{exp}}(x_p)R_q`$ (1) $`\mathrm{and}{\displaystyle \frac{N_{ij}}{N_{\mathrm{had}}}}(x_p)`$ $`=`$ $`(2\delta _{ij}){\displaystyle \underset{q=\mathrm{d},\mathrm{u},\mathrm{s},\mathrm{c},\mathrm{b}}{}}\rho _{ij}(x_p)\eta _q^{i,\mathrm{exp}}(x_p)\eta _q^{j,\mathrm{exp}}(x_p)R_q,`$ (2) where $`\delta _{ij}=1`$ if $`i=j`$ and zero otherwise and $`N_{\mathrm{had}}`$ is the number of hadronic $`\mathrm{Z}^0`$ decays. The superscript ‘exp’ denotes that the $`\eta _q^i(x_p)`$ include possible distortions due to detector effects. The parameters $`\rho _{ij}(x_p)`$ take into account correlations between the tagging probabilities in opposite hemispheres, due to kinematic or geometrical effects, for example, and will not be equal to unity if such correlations exist. $`R_q`$ is the hadronic branching fraction of the $`\mathrm{Z}^0`$ to quarks $`q`$: $$R_q=\frac{\mathrm{\Gamma }_{\mathrm{Z}^0q\overline{q}}}{\mathrm{\Gamma }_{\mathrm{had}}}.$$ $`R_c`$ and $`R_b`$ are fixed to the LEP average measurements . Given the good agreement of the Standard Model with data , in particular the agreement of the measured $`R_q`$, we fix $`R_\mathrm{d}/R_{\mathrm{light}}`$, $`R_\mathrm{u}/R_{\mathrm{light}}`$ and $`R_\mathrm{s}/R_{\mathrm{light}}`$ to their predicted values , such that $`_qR_q=1`$, where $`R_{\mathrm{light}}=R_\mathrm{d}+R_\mathrm{u}+R_\mathrm{s}`$. The true $`\eta _q^i(x_p)`$ are found after correcting for detector efficiencies and misassignment of the tagged samples. The relationship between the true $`\eta _q^i(x_p)`$ and the observed $`\eta _q^{j,\mathrm{exp}}(x_p)`$ is parametrised by a flow matrix, $`_j^i`$, which is taken from the simulation: $`\eta _q^{j,\mathrm{exp}}(x_p)`$ $`=`$ $`{\displaystyle \underset{i}{}}_j^i\eta _q^i(x_p)`$ (3) $`_j^i`$ $`=`$ $`{\displaystyle \frac{N_{qij}(x_p)^{\mathrm{MC}}}{N_{qi}(x_p)^{\mathrm{MC}}}},`$ (4) where the sum over $`i`$ includes all tagging particle types at the generator level and $`N_{qij}(x_p)^{\mathrm{MC}}`$ is the number of $`q`$-flavour Monte Carlo hemispheres tagged by particle $`i`$ at the generator level but $`j`$ in the detector. $`_j^i`$ is found to vary slowly with $`x_p`$. In addition it is necessary to count events which are untagged at the generator level but still give rise to a tagging particle in the detector and will henceforth be denoted “other background”. For example, these events can be tagged by a particle which is not considered in this analysis, such as a stable hyperon (e.g. $`\mathrm{\Sigma }^{}`$, $`\mathrm{\Xi }^{}`$), or are tagged by a high-momentum particle which has a true momentum slightly below the minimum required $`x_p`$ due to the finite momentum resolution of the detector. The system of equations (1) and (2) has 20 equations (5 single and 15 double tags) with 25 unknown $`\eta _q^i(x_p)`$ for the five quark flavours produced in $`\mathrm{Z}^0`$ decays. We extend the system of equations in the following two ways: 1. In order to better measure the heavy flavour $`\eta _q^i(x_p)`$, we include charm and bottom tags by identifying $`\mathrm{D}^\pm `$ mesons, or a vertex displaced from the interaction point. These techniques have been used previously in OPAL papers and are briefly described in Section 4.4. Charged leptons $`\mathrm{e}^\pm `$ and $`\mu ^\pm `$, which mainly tag heavy flavours but are still a source of background in the light flavour charged hadron samples, are also identified and included in the equation system. Note that the vertex tag does not depend on $`x_p`$. 2. In order to reduce the number of unknown $`\eta _q^i(x_p)`$, we invoke hadronisation symmetries such as $`\eta _\mathrm{d}^{\pi ^\pm }=\eta _\mathrm{u}^{\pi ^\pm }`$, which are motivated by the flavour independence of QCD and SU(2) isospin symmetries. They have been extensively discussed in for $`x_p>0.5`$. At lower momenta the relations are potentially broken by isospin violating decays, for example $`\varphi (1020)`$ to charged and neutral kaons. Nevertheless, the relations $`\eta _\mathrm{d}^{\pi ^\pm }`$ $`=`$ $`\eta _\mathrm{u}^{\pi ^\pm },`$ $`\eta _\mathrm{s}^{\mathrm{K}^\pm }`$ $`=`$ $`\eta _\mathrm{s}^{\mathrm{K}^0}\mathrm{and}`$ $`\eta _\mathrm{d}^{\mathrm{e}^\pm }`$ $`=`$ $`\eta _\mathrm{u}^{\mathrm{e}^\pm }`$ are expected to be valid to high precision also after decays. This has been checked using the QCD model JETSET after adjusting the yield and energy dependence of prominent resonances to the measurements at LEP . We find the relations hold to within 2% above $`x_p=0.2`$, the range used in this analysis. Here $`\mathrm{K}^0`$ is made up of both $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{K}_\mathrm{L}^0`$, which are assumed to be equal. A relation that is used which is violated by up to 10% at low $`x_p0.2`$ due to decays is $$\eta _\mathrm{d}^{\mathrm{\Lambda }(\overline{\mathrm{\Lambda }})}=\eta _\mathrm{u}^{\mathrm{\Lambda }(\overline{\mathrm{\Lambda }})}.$$ When introducing these hadronisation symmetries into the equation system, we make whatever small corrections for isospin-violating decays are necessary according to the JETSET Monte Carlo. The HERWIG model is not used to check the hadronisation symmetries because it violates SU(2) isospin symmetry for technical reasons . These additions give a total of 54 equations with 41 unknown $`\eta _q^i(x_p)`$. The equations are solved requiring a minimum $`x_p>0.2`$, 0.3, 0.4, 0.5 and 0.6. In this paper, full results are presented for a minimum $`x_p>0.2`$ and summarised for the other cut values. ## 3 The OPAL Detector The OPAL detector is described in detail in . The relevant features for this analysis are summarised in this Section. OPAL uses a right-handed coordinate system, where the $`z`$-axis points along the electron beam, $`r`$ is the coordinate normal to this axis, and $`\theta `$ and $`\varphi `$ are the polar and azimuthal angles with respect to $`z`$. The central tracking system, inside a 0.435 T axial magnetic field, provides a charged track momentum resolution of $`\sigma _p/p=0.020.0015p_t`$, where $`p_t`$ is the momentum component perpendicular to the beam axis in GeV. A silicon microvertex detector , close to the interaction point, is surrounded by three drift chambers: a vertex detector, a large volume jet chamber which provides up to 159 space points per track, and $`z`$-chambers which give a precise measurement of the polar angle of charged tracks. The large number of samplings in the jet chamber also provides a determination of the specific ionisation energy loss, d$`E`$/d$`x`$, with a resolution of $`\sigma (\mathrm{d}E/\mathrm{d}x)/(\mathrm{d}E/\mathrm{d}x)0.032`$ in multihadronic events for tracks with $`\|\mathrm{cos}\theta \|<0.7`$ and the maximum number of samplings. At larger $`\|\mathrm{cos}\theta \|`$ the resolution is degraded because fewer measured points are available. The d$`E`$/d$`x`$ measurements have been calibrated using almost pure control samples of, for example, pions from $`\mathrm{K}_\mathrm{S}^0`$, $`\mu `$-pair events and photon conversions into electrons, such that the central values are known to $`0.10\sigma (\mathrm{d}E/\mathrm{d}x)`$ and the resolution to a precision of 10$`\%`$ . The electromagnetic calorimeter consists of 11704 lead glass blocks, each subtending a solid angle of $`40\times 40`$ mrad<sup>2</sup>. The muon chambers surround the calorimeter, behind approximately eight absorption lengths of material. Detector efficiencies and possible detector biases are studied with approximately six million simulated hadronic $`\mathrm{Z}^0`$ decays generated with the JETSET 7.4 model and passed through a detailed simulation of the OPAL detector . The fragmentation parameters have been tuned to describe event shapes and other distributions as described in . In addition, for fragmentation studies one million fully-simulated hadronic $`\mathrm{Z}^0`$ decays generated with the HERWIG 5.8 Monte Carlo generator are used. ## 4 Event Selection and Tagging Methods The analysis uses approximately 4.1 million multihadronic Z<sup>0</sup> decays collected between 1991 and 1995. The standard OPAL multihadronic selection is applied . To select events which are well contained in the detector, the polar angle of the thrust axis, $`\theta _\mathrm{T}`$, calculated using charged tracks and electromagnetic calorimeter clusters which have no associated track in the jet chamber is required to satisfy $`\|\mathrm{cos}\theta _\mathrm{T}\|<0.8`$. To assure good bottom quark tagging quality it was also required that the silicon microvertex detector be functioning well. In this analysis we select tagging particles with $`x_p>0.2`$. The selection of these highly energetic particles enhances the background fraction from $`\mathrm{Z}^0\tau ^+\tau ^{}`$ events, so we require in addition each event to have at least eight well-measured tracks . With these requirements, 2 820 220 events are retained. In this event sample the $`\tau `$ background is reduced to less than 0.03 %, as estimated using fully simulated events generated with the KORALZ Monte Carlo generator , and so can be neglected. Next a high-energy stable particle or a charm or bottom tag is required. The selection of particles was optimised for the highest accuracy of the desired $`\eta _q^i(x_p)`$, balancing the potential loss in separation power against efficiencies. As discussed in Section 2, we look for the particle ($`\pi ^\pm `$, $`\mathrm{K}^\pm `$, $`\mathrm{p}(\overline{\mathrm{p}})`$, $`\mathrm{K}_\mathrm{S}^0`$, $`\mathrm{\Lambda }(\overline{\mathrm{\Lambda }})`$, $`\mathrm{e}^\pm `$, $`\mu ^\pm `$ or $`\mathrm{D}^\pm `$, ) in each event hemisphere with the highest scaled momentum $`x_p`$. To ensure good charged pion, kaon and proton separation, and reliable $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{\Lambda }`$ reconstruction, we require that the tagging particles have polar angles $`\|\mathrm{cos}\theta \|<0.9`$. ### 4.1 Stable hadrons The d$`E`$/d$`x`$ measurement of good quality tracks is used to identify charged pions, charged kaons and protons. For each track the d$`E`$/d$`x`$ weight $`w_i`$ is used to separate the particle types. The weight is the $`\chi ^2`$ probability that the track is consistent with a hypothesised particle $`i`$. We require: * for pion candidates: $`w_{\pi ^\pm }>0.1`$ and $`w_{\mathrm{K}^\pm }<0.1`$; * for kaon candidates: $`w_{\mathrm{K}^\pm }>0.1`$ and $`w_{\pi ^\pm }<0.1`$; * for proton candidates: $`w_{\mathrm{p}(\overline{\mathrm{p}})}>0.1`$ and $`w_{\mathrm{K}^\pm }<0.1`$. These selection criteria give three disjoint samples. Averaged over all five quark flavours, $$𝒫_j^i(x_p)=\frac{\underset{q}{}_j^i\eta _q^i(x_p)}{_q\eta _q^{j,\mathrm{exp}}(x_p)}$$ express the probability that a particle identified as type $`j`$ stems from a true particle type $`i`$. The values are given in Table 1 for samples with $`x_p>0.2`$. The determination of the flow matrix $`_j^i`$, which is taken from simulation, was discussed in Section 2. As also discussed in Section 2, a few percent of the tagging particles have a true $`x_p`$ value below the cut imposed on the measured $`x_p`$ value but are tagged in the detector due to the finite momentum resolution. The Monte Carlo also predicts that there is a 1% contamination from charged hyperons, mostly $`\mathrm{\Sigma }^{}`$, in the proton sample. These sources of background are included in “other background” given in Table 1. The cuts, including the event and thrust axis cut, lead to the efficiencies shown in the bottom row of Table 1, which are defined as the number of hemispheres which are correctly tagged at the detector level divided by the number of hemispheres which are tagged at the generator level. ### 4.2 Electron and muon identification Electrons are identified using a number of discriminating variables, principally the d$`E`$/d$`x`$ and the energy loss in the electromagnetic calorimeter . Muons are selected by matching tracks in the central detector with hits in the muon chambers . As can be seen from Table 1, the efficiencies to correctly tag an electron or a muon are about 20% and 70% in this hadronic jet environment, respectively, with purities of around 60$`\%`$. ### 4.3 $`𝐊_𝐒^\mathrm{𝟎}`$ and $`𝚲`$ identification The procedures to identify the weakly decaying $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{\Lambda }`$ are described in and , respectively. The decays $`\mathrm{K}_\mathrm{S}^0\pi ^+\pi ^{}`$ and $`\mathrm{\Lambda }\mathrm{p}\pi ^{}`$ are reconstructed by combining two oppositely-charged tracks which have a crossing point in the plane orthogonal to the beam axis. If a secondary vertex is found, the invariant masses $`m_{\pi ^+\pi ^{}}`$ and $`m_{\mathrm{p}\pi ^{}}`$ of the $`\pi ^+\pi ^{}`$ and $`\mathrm{p}\pi ^{}`$ mass assignments are calculated. $`\mathrm{K}_\mathrm{S}^0`$ candidates are required to have invariant masses in the ranges 430 MeV $`<m_{\pi ^+\pi ^{}}<`$ 570 MeV and $`m_{\mathrm{p}\pi ^{}}>1.13`$ GeV, to reduce the contamination from $`\mathrm{\Lambda }\mathrm{p}\pi ^{}`$ decays. Similarly, all candidates which have 1.10 GeV $`<m_{\mathrm{p}\pi ^{}}<`$ 1.13 GeV are accepted as $`\mathrm{\Lambda }`$ candidates. The $`\mathrm{K}_\mathrm{S}^0`$ selection in is extended in the present analysis to $`\|\mathrm{cos}\theta \|<0.9`$ from $`0.7`$, resulting in a slightly worse overall mass resolution, but the acceptance is increased and is the same as the other particle tags used, thus reducing geometric hemisphere correlations. The combinatoric backgrounds are estimated from the Monte Carlo and cross-checked by determining the backgrounds from candidates with invariant masses in sidebands around the signal. ### 4.4 Charm quark and bottom quark tags The sample enriched in charm quark events is found by selecting hemispheres with a high-energy $`\mathrm{D}^\pm `$ . The decay modes and the cuts used on the $`x_p^\mathrm{D}^{}`$ values, which are calculated from the measured decay products of the $`\mathrm{D}^\pm `$ candidate, are \| $`\mathrm{D}^+\mathrm{D}^0\pi ^+`$ \| \| --- \| \| $`\text{ }\text{}\text{ }\mathrm{K}^{}\pi ^+`$ \| $`x_p^\mathrm{D}^{}>0.4`$ \| \| $`\text{ }\text{}\text{ }\mathrm{K}^{}\mathrm{e}^+\nu _\mathrm{e}`$ \| $`x_p^\mathrm{D}^{}>0.4`$ \| \| $`\text{ }\text{}\text{ }\mathrm{K}^{}\mu ^+\nu _\mu `$ \| $`x_p^\mathrm{D}^{}>0.4`$ \| \| $`\text{ }\text{}\text{ }\mathrm{K}^{}\pi ^+`$ \| $`x_p^\mathrm{D}^{}>0.4`$ \| \| $`\text{ }\text{}\text{ }\mathrm{K}^{}\pi ^+\pi ^{}\pi ^+`$ \| $`x_p^\mathrm{D}^{}>0.5`$ \| In the simulation the $`\mathrm{D}^\pm `$ tagging efficiency is about 1% for a charm quark purity of about 58%. The bottom quark tag uses a number of discriminating variables calculated from a reconstructed secondary vertex . From the number of double and single-tagged events the hemisphere tagging efficiency is found to be about 19% for a bottom jet purity of about 96%. These efficiencies and purities are used only for the cross-check outlined in Section 6.2. The hemispheres tagged as bottom are counted even if they are already present in the high $`x_p`$ tagged samples. ## 5 Determination of $`𝜼_𝒒^𝒊\mathbf{(}𝒙_𝒑\mathbf{)}`$ The numbers $`N_i`$ and $`N_{ij}`$ of measured single- and double-tagged events are given in Table 2 for $`x_p>0.2`$. They are used as input to the equation system which is solved for the $`\eta _q^i`$ by using a $`\chi ^2`$ fit. The $`\chi ^2`$ function is defined as: $`\chi ^2`$ $`=`$ $`{\displaystyle \underset{i}{}}\left[{\displaystyle \frac{\stackrel{~}{N}_i2N_{\mathrm{had}}\underset{q}{}R_q\stackrel{~}{\eta }_q^{i,\mathrm{exp}}(x_p)}{\sqrt{\stackrel{~}{N}_i}}}\right]^2`$ (5) $`+`$ $`{\displaystyle \underset{i,j}{}}\left[{\displaystyle \frac{N_{ij}(2\delta _{ij})N_{\mathrm{had}}\rho _{ij}(x_p)\underset{q}{}R_q\eta _q^{i,\mathrm{exp}}(x_p)\eta _q^{j,\mathrm{exp}}(x_p)}{\sqrt{N_{ij}}}}\right]^2`$ (6) where $`\stackrel{~}{N}_i`$ $`=`$ $`N_i{\displaystyle \underset{j}{}}(1+\delta _{ij})N_{ij}\mathrm{and}`$ $`\stackrel{~}{\eta }_q^{i,\mathrm{exp}}(x_p)`$ $`=`$ $`\eta _q^{i,\mathrm{exp}}(x_p){\displaystyle \underset{j}{}}\rho _{ij}(x_p)\eta _q^{i,\mathrm{exp}}(x_p)\eta _q^{j,\mathrm{exp}}(x_p)`$ are used to correct for double-counting of hemispheres in the single- and double-tagged samples. These two corrections are necessary to remove double-tagged events from the sample of single-tagged hemispheres. In addition, the hadronisation symmetries given in Section 2 are used after being corrected for detector effects and making small corrections for isospin-violating decays according to the JETSET Monte Carlo. Furthermore, certain very small, and therefore unmeasurable, $`\eta _q^i`$ are fixed to their JETSET values at the generator level, namely: $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mu ^\pm }`$, $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mathrm{D}^\pm }`$ and $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mathrm{b}\mathrm{vtx}}`$. The $`\rho _{ij}`$ parameters, parametrising possible kinematic and geometrical correlations, are taken from the simulation. Geometrical correlations lead in general to a positive correlation $`\rho _{ij}1`$. Motivated by simulation studies, the correlation is assumed to be the same for all tagging particle types except for the $`\mathrm{D}^\pm `$ and the bottom tag. Typical values are $`\rho _{ij}=1.020\pm 0.002`$ at $`x_p>0.2`$ and $`\rho _{ij}=1.13\pm 0.03`$ at $`x_p>0.5`$, where the errors are from Monte Carlo statistics, and $`i`$ and $`j`$ run over all tagging particle types except for $`\mathrm{D}^\pm `$ and the bottom vertex tag. For the $`\mathrm{D}^\pm `$ and bottom vertex tags, the correlations are determined individually for each measured double-tagged sample. For example, $`\rho _{\pi ^\pm \mathrm{D}^\pm }=1.048\pm 0.021`$ and $`\rho _{\pi ^\pm \mathrm{b}\mathrm{vtx}}=1.018\pm 0.006`$ for $`x_p^\pi >0.2`$, where the errors are again from Monte Carlo statistics. The extracted $`\eta _q^{i,\mathrm{exp}}(x_p)`$ are corrected for the detector effects using the flow matrix $`_j^i`$ in equation 3. The results after corrections for detector efficiency and particle misassignment are listed in Table 3 for $`x_p>0.2`$. The table also includes the statistical and systematic uncertainties and a comparison with the JETSET and HERWIG models. We give details of the results only for the tagging particle types which mainly tag light flavours, namely $`\pi ^\pm `$, $`\mathrm{K}^\pm `$, $`\mathrm{K}_\mathrm{S}^0`$, proton and $`\mathrm{\Lambda }`$. The statistical correlations between the parameters are given in Table 4. The corrected results also for $`x_p`$ cuts other than $`x_p>0.2`$ are summarised in Table 5 with statistical and systematic error combined. Some of the larger $`\eta _q^i(x_p)`$ are shown in Figures 14. Correlations between the $`\eta _q^i(x_p)`$ for different particle types and between the values obtained with different $`x_p`$ cuts are discussed in Section 7. The solutions were checked to be unique and that the error matrices were positive definite. The $`\chi ^2`$ per degree of freedom of the solutions are typically $`1.2`$, and are given in Table 5. ## 6 Systematic Uncertainties The validity of the method used in this paper is tested using approximately six million hadronic $`\mathrm{Z}^0`$ decays generated using the JETSET Monte Carlo and including a full simulation of the OPAL detector. The $`\eta _q^i(x_p)`$ obtained from solving the equation system agree with the Monte Carlo predictions. ### 6.1 Main uncertainties The main sources of systematic uncertainty are due to the limited knowledge of the efficiencies and purities of the particle identification. Others are due to the flavour composition of the $`\mathrm{D}^\pm `$ and bottom-tagged samples. The third class of uncertainties is related to opposite-hemisphere correlations in the double-tagged samples. Since these classes of errors are largely uncorrelated, we estimate their individual impact on the $`\eta _q^i(x_p)`$ and add them quadratically to obtain the overall systematic error. The errors are determined by changing in turn each input parameter according to the estimated individual range of uncertainty, repeating the analysis, and interpreting the shifts as the error contribution. A break down of the individual error contributions for the most important $`\eta _q^i(x_p)`$ is listed in Table 6 for $`x_p>0.2`$. Relative contributions to the systematic error at other minimum values of $`x_p`$ are similar. The following systematic uncertainties are considered: * Charged particle purity and efficiency: Systematic errors are applied to the charged pion, charged kaon, and proton yields. The uncertainties in these corrections are estimated by varying the widths and mean values of the ionisation energy loss in the simulation according to the uncertainties discussed in Section 3 . These errors are the dominant ones for all $`\eta _q^i(x_p)`$ of charged hadrons. The uncertainties in the electron and muon identification have been discussed in . The error of the electron identification efficiency is due primarily to uncertainties in modelling the d$`E`$/d$`x`$. The modelling of the muon efficiency has been checked using $`\mu `$-pair and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mu ^+\mu ^{}`$ events. The effects on the hadron $`\eta _q^i(x_p)`$ are small and are included in the error due to charged particle efficiency and purity. * Efficiencies of $`𝐊_𝐒^\mathrm{𝟎}`$ and $`𝚲`$: The uncertainties of the $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{\Lambda }`$ efficiencies as given for $`x_p>0.2`$ in Table 1, for example, are taken into account. Since the relative yields of $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{K}^\pm `$ are important for the separation of up and down quark jets, the uncertainty contributes significantly also to the $`\eta _q^{\mathrm{K}^\pm }`$, for example, to $`\eta _\mathrm{u}^{\mathrm{K}^\pm }`$ and $`\eta _\mathrm{s}^{\mathrm{K}^\pm }`$. The relevant sources of systematic error are described in and . For the $`\mathrm{K}_\mathrm{S}^0`$ the systematic errors for the region $`0.7<\|\mathrm{cos}\theta \|<0.9`$ were taken to be double those in the barrel region, motivated by the factor of two worse mass resolution in the endcap. * Charm tag efficiency: The relative uncertainty in the $`\mathrm{D}^\pm `$ reconstruction efficiency was conservatively estimated to be $`\pm 10\%`$. This source of error has a negligible effect on the results. * Hemisphere correlations: Correlations due to kinematic and geometrical effects are accounted for by the $`\rho _{ij}`$ parameters, which are taken from Monte Carlo simulation. The values of $`\rho _{ij}`$ are most sensitive to changes in the angular acceptance of the tagging particles and the thrust angle cut. Variations in maximum $`\|\mathrm{cos}\theta \|`$ of the tagging particles between $`0.7`$-$`0.9`$, and different cuts on the maximum $`\|\mathrm{cos}\theta _\mathrm{T}\|`$ between $`0.7`$-$`0.9`$ show that the changes of the $`\rho _{ij}`$ are well simulated. A $`\pm 0.01`$ absolute systematic error, representing the maximal disagreement between data and Monte Carlo, is assigned for the simulation of the $`\rho _{ij}`$ values. * Other background: Contributions to the detector level $`\eta _q^i`$ from events which are not tagged at the generator level are taken from the JETSET Monte Carlo events. Such events are mainly due to tags which have a true $`x_p`$ lower than the minimum $`x_p`$ cut used but are tagged due to the finite momentum resolution in the detector, spurious tracks, and combinatoric background in the case of the $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{\Lambda }`$ samples. Another source of other background (mainly in the proton sample) is due to stable charged hyperons, mostly $`\mathrm{\Sigma }^{}`$. These backgrounds represent either an absolute contribution to $`\eta _q^{i,\mathrm{exp}}(x_p)`$ or a constant background fraction which scales with the $`\eta _q^i(x_p)`$. The systematic errors on the estimations of these backgrounds are taken as the differences in the $`\eta _q^i(x_p)`$ if the analysis is repeated under the two assumptions, namely treating the other background events as a fraction of the detector level $`\eta _q^{i,\mathrm{exp}}(x_p)`$ or as an absolute contribution. This procedure takes into account uncertainties in the JETSET modelling of both the magnitude and the $`x_p`$ dependence of the background sources. * Charm tag background: The flavour composition of the $`\mathrm{D}^\pm `$ sample has been discussed in . The fraction of bottom quark jets in the $`\mathrm{D}^\pm `$ sample can be directly determined. The contribution from gluon splitting $`g\mathrm{c}\overline{\mathrm{c}}`$ is negligible. The flavour composition of the combinatorial background is taken from Monte Carlo. We varied the contributions individually by $`\pm 50\%`$. The corresponding uncertainties have been included in the systematic errors. * Fixed quantities: The quantities which were fixed in the fit, namely $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mu ^\pm }`$, $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mathrm{D}^\pm }`$, and $`\eta _{\mathrm{d},\mathrm{u},\mathrm{s}}^{\mathrm{b}\mathrm{vtx}}`$, are each in turn varied by $`\pm 100\%`$ and the corresponding shifts in the $`\eta _q^i`$ taken as systematic errors. * Hadronisation symmetries: As discussed in Section 2 the hadronisation symmetries used to solve the equation system may be broken by up to 2% at low $`x_p`$ and 10% for the relation between $`\eta _\mathrm{d}^\mathrm{\Lambda }(x_p)`$ and $`\eta _\mathrm{u}^\mathrm{\Lambda }(x_p)`$ . The relations are corrected for any breaking which is present in the JETSET Monte Carlo. Assuming a systematic error equal to the maximal allowed breaking, the $`\eta _q^i(x_p)`$ change only marginally. * $`𝐙^\mathrm{𝟎}`$ branching ratios: The uncertainties due to the $`\mathrm{Z}^0`$ branching ratios $`R_q`$ into quarks have been estimated by varying each fraction within certain limits. In the case of bottom and charm quarks these are given by the rather precise measurements at LEP . Branching fractions into the individual light quarks are less well determined. A direct measurement has only been performed in , which we do not consider because it used a variation of the method applied in this paper. However, there are constraints on the electroweak couplings of up and down quarks coming from lepton nucleon scattering and final-state photon radiation from quarks which agree with the Standard Model expectation. To take into account uncertainties in the light flavour $`R_q`$, we vary $`R_i/(R_\mathrm{d}+R_\mathrm{u}+R_\mathrm{s})`$ where $`i=\mathrm{d},\mathrm{u},\mathrm{s}`$ by $`\pm 10\%`$ from the Standard Model values taking into account their well measured sum $`1R_\mathrm{b}R_\mathrm{c}=0.606\pm 0.010`$ . The $`\eta _q^i(x_p)`$ values change by a maximum of 0.5%, and the $`\chi ^2`$ only marginally. Since we assume the Standard Model in this analysis, we do not include this small source of error in the overall systematic errors. ### 6.2 Cross-check on events with a heavy quark tag We followed the procedure detailed in in order to make a cross-check of the principal results. Compared to the light flavour tags based on high $`x_p`$ stable hadrons, the purity of heavy quark tags is much higher. The cross-check makes use of the charm and bottom tag efficiencies and purities from Monte Carlo, mentioned in Section 4.4. By counting the number of light flavour tags in event hemispheres opposite to a heavy flavour tag, one can determine the $`\eta _q^{i,\mathrm{exp}}(x_p)`$ directly without using a large system of equations. This method leads to results which are consistent with those from the main method used in this paper. The agreement between data and the JETSET model is found to be in general quite good. The biggest discrepancy between the data and the prediction of the JETSET model is for $`\eta _\mathrm{c}^\mathrm{\Lambda }(x_p)`$, which will be discussed in more detail in Section 7.1. ## 7 Results and Hadronisation Studies The $`\eta _q^i(x_p)`$ values with their statistical and systematic uncertainties are listed in Table 3 for $`x_p>0.2`$. The largest $`\eta _q^i`$ in light flavours for mesons are shown in Figures 1 and 2 as a function of the cut on $`x_p`$. In addition, for baryons, the $`\eta _\mathrm{u}^\mathrm{p}`$, $`\eta _\mathrm{d}^\mathrm{p}`$, $`\eta _\mathrm{s}^\mathrm{\Lambda }`$ and $`\eta _\mathrm{c}^\mathrm{\Lambda }`$ are shown in Figures 3 and 4. In most cases only weak correlations exist between the $`\eta _q^i`$ for different tagging particles $`i`$, though stronger correlations exist between different flavour $`\eta _q^i`$ with the same tagging hadron. The statistical correlation coefficients for the most important $`\eta _q^i`$ are given in Table 4 for $`x_p>0.2`$. These correlations are typical also for the other minimum values of $`x_p`$. In all cases the expected pattern of the leading particles holds: the up and down quarks fragment mostly into pions, whereas the strange quarks fragment mostly into $`\mathrm{K}^\pm `$ and $`\mathrm{K}_\mathrm{S}^0`$, although the fraction of $`\pi ^\pm `$ is sizable also for strange quarks, especially at low $`x_p`$. The heavy charm and bottom quarks produce mostly high-energy pions and kaons. ### 7.1 Comparison to JETSET and HERWIG We compare the dominant fragmentation functions for the different flavours to the expectations of the HERWIG and JETSET models. The results are shown in Figures 1 and 2 for mesons, and in Figures 3 and 4 for baryons. Note that the data points are shown for different minimum values of the $`x_p`$ and therefore are correlated. For $`x>`$ 0.2 the JETSET and HERWIG expectations for all determined fragmentation functions are listed together with the data in Table 3. Hadronisation is quite differently modelled in the two QCD generators. Whereas JETSET uses the Lund string model , HERWIG invokes principally the cluster decay mechanism . Both models, JETSET more than HERWIG, contain several parameters which cannot be derived from first principles. For this comparison we use the standard OPAL tuning which is optimised to describe the overall event properties and inclusive particle production. Our measurements of the flavour dependence of the fragmentation function allows us to test the correctness of the model at a new level of detail. Most of the tagging probabilities are well reproduced by both JETSET and HERWIG. Exceptions are the consistent underestimation in HERWIG of the meson production in bottom events. In addition HERWIG seems to underestimate $`\eta _\mathrm{s}^\pi `$ and both HERWIG and JETSET seem to underestimate $`\eta _\mathrm{u}^{\mathrm{K}^\pm }`$. The significance of these deviations is, however, only at the level of two standard deviations. The distributions for kaons have a similar shape for the various quark species. The distributions for pions are significantly steeper than those for kaons, which can at least partly be explained by the larger fraction of pions from resonance decays that will be found at lower $`x_p`$ values. Particularly $`\eta _\mathrm{s}^\pi `$, which can only be due to either decays or if both an up and a down quark are produced from the hadronisation sea, is steeper than $`\eta _\mathrm{s}^\mathrm{K}`$ and $`\eta _\mathrm{d}^\pi `$. Whereas proton production is reasonably described by JETSET, the HERWIG prediction deviates significantly from the data. The flavour integrated rate is overestimated at high $`x_p`$ in this model. As can be seen from Table 3, especially the fractions of protons in up and down quark events are higher. In fact the excess in the HERWIG prediction is almost exclusively due to these quarks, which are in HERWIG for $`x_p>0.2`$ about twice as high as in the data. The data also show that the yield of protons from up quarks is higher than that from down quarks. This will be discussed in more detail in Section 7.3. HERWIG also significantly overestimates $`\mathrm{\Lambda }`$ production for all light quark species, as can be seen in Figure 4. The overestimation for $`\eta _\mathrm{c}^\mathrm{\Lambda }(x>0.2)`$ is less pronounced; however, the shape of the fragmentation function is softer than in the data. In the case of $`\mathrm{\Lambda }`$ baryons in strange and charm events, the JETSET expectation differs from the data as seen in Figure 4. The $`\mathrm{s}\mathrm{\Lambda }`$ yield in the data is only about half of that expected although the shape is consistent. For $`\mathrm{c}\mathrm{\Lambda }`$ the yield is underestimated by a factor of 2$``$3 and the $`x`$-dependence tends to be steeper. To study whether the discrepancy in the rate may be due to the analysis procedure, we compare $`\mathrm{\Lambda }`$ production directly in data and in the JETSET simulation including detector effects. To enrich charm and strange events, respectively, we search for $`\mathrm{\Lambda }`$ in hemispheres opposite to a tagged $`\mathrm{D}^{}`$ or $`\mathrm{K}^+`$, and $`\overline{\mathrm{\Lambda }}`$ production in hemispheres opposite to a tagged $`\mathrm{D}^+`$ or $`\mathrm{K}^{}`$. The resulting $`\mathrm{p}\pi ^{}`$ mass spectra are shown in Figure 5. The underestimation of the $`\mathrm{\Lambda }`$ production in charm events in the simulation is clearly visible, as is the overestimation at high $`x_p`$ of $`\mathrm{\Lambda }`$ production in strange events. In addition to studying absolute rates of individual particle species for a specific flavour, as the next step we compare relative yields for the same flavour or the same particle type. These relations may reveal symmetries in the hadronisation mechanism. ### 7.2 Strange quark fraction in QCD vacuum In a next step we compare the yield of $`\mathrm{K}^\pm `$ in up and strange quark events and $`\mathrm{K}_\mathrm{S}^0`$ in down and strange events. Within JETSET the ratio of the production yields of the primary hadrons is a direct measure of $`\gamma _\mathrm{s}=𝒫(\mathrm{s})/𝒫(\mathrm{u},\mathrm{d})`$, i.e. the relative quark production probabilities in the hadronisation sea. We present the results in Figure 6 and Table 7. The full lines show the expected ratio in JETSET for a $`\gamma _s`$ value indicated by the dotted lines. The difference of up to 10% between the expected ratio and $`\gamma _\mathrm{s}`$ is due to decays, particularly of the $`L=1`$ meson supermultiplet. The comparisons show that $`\eta _\mathrm{u}^{\mathrm{K}^\pm }/\eta _\mathrm{s}^{\mathrm{K}^\pm }`$ (Figure 6a) and $`\eta _\mathrm{d}^{\mathrm{K}^0}/\eta _\mathrm{s}^{\mathrm{K}^0}`$ (Figure 6b) are good estimators of $`\gamma _\mathrm{s}`$. No significant dependence on $`x_p`$ is observed for either the $`\mathrm{K}^\pm `$ or $`\mathrm{K}_\mathrm{S}^0`$ measurements, which is consistent with expectations. A combined $`\mathrm{K}^\pm `$ and $`\mathrm{K}_\mathrm{S}^0`$ analysis is made by invoking SU(2) isospin symmetry which implies that $`\eta _\mathrm{u}^{\mathrm{K}^\pm }=\eta _\mathrm{d}^{\mathrm{K}^0}`$. After taking into account correlations and correcting for isospin-violating decays at $`x_p>0.2`$, we obtain $$\gamma _\mathrm{s}=0.422\pm 0.049(\mathrm{stat}.)\pm 0.059(\mathrm{syst}.)$$ The systematic uncertainty includes an error of 0.042 to take into account variations of the correction factors due to the uncertain amounts of resonance production, found by varying the contributions of the $`L=1`$ meson supermultiplet by $`\pm 50\%`$. This value of $`\gamma _\mathrm{s}`$ is consistent with, although somewhat larger than, previous measurements which are, however, in most cases rather indirect. Comparing the data in more detail with the JETSET prediction in Table 3, one observes that the $`\eta _\mathrm{s}^{\mathrm{K}^\pm }`$ and $`\eta _\mathrm{s}^{\mathrm{K}_\mathrm{S}^0}`$ are in good agreement. However, in the data more $`\mathrm{K}^\pm `$ are found in up quark events and more $`\mathrm{K}_\mathrm{S}^0`$ in down quark events than predicted by JETSET. In the case of HERWIG the ratios of the flavour dependent $`\mathrm{K}_\mathrm{S}^0`$ and $`\mathrm{K}^\pm `$ production have no simple interpretation in terms of a single parameter. The ratios are fairly similar to those of JETSET and thus agree with the data. ### 7.3 Baryon hadronisation The mechanism of how three quarks coalesce in the jet development to form a baryon is still a puzzle of hadronisation. Our measurement of the flavour dependence of the proton and $`\mathrm{\Lambda }`$ yields provides additional new input. The ratio $`\eta _\mathrm{d}^\mathrm{p}/\eta _\mathrm{u}^\mathrm{p}`$ is shown<sup>2</sup><sup>2</sup>2The results for $`x_p>0.30`$ are not very precise due to a lack of separation power between up and down quarks. in Figure 7a and listed in Table 8. Within the LUND string model ideally the ratio $`\eta _\mathrm{d}^\mathrm{p}/\eta _\mathrm{u}^\mathrm{p}`$ at high $`x_p`$ would be a direct measure of the size of the suppression of diquarks with spin 1 relative to spin 0, since Fermi statistics requires a (uu) diquark to have angular momentum $`L=1`$. However, decays from heavier baryons such as $`\mathrm{\Lambda }`$ or $`\mathrm{\Delta }`$ resonances tend to change the ratio. Although our result agrees with the production of diquarks as suggested in and already supported by studies of baryon number compensation in jets , the uncertainties are so large that the data are also consistent with models that form baryons from quarks that are statistically produced in rapidity. HERWIG, which incorporates a democratic production of diquarks, predicts the production of protons from u and d jets to be more equal than JETSET. The data tend to be smaller than the HERWIG expectation. We also observe the suppression of strangeness in baryon production by measuring the ratio of $`\mathrm{\Lambda }`$ baryon production in down and strange quark events. Note that in solving the equation system (6) we have assumed that $`\eta _\mathrm{d}^\mathrm{\Lambda }\eta _\mathrm{u}^\mathrm{\Lambda }`$. After the production of the primary down or strange quark, $`\mathrm{\Lambda }`$ baryons are formed by picking up a pair of (us) or (ud) quarks, respectively. Indeed fewer $`\mathrm{\Lambda }`$ baryons are found in down (and hence up) quark jets than in strange jets. The suppression agrees with the JETSET and HERWIG models. The results are shown in Figure 7b and listed in Table 8. Finally we compare the production of baryons and mesons in events of the same primary quark type. The ratio of proton to pion production in up quark events and the ratio of $`\mathrm{\Lambda }`$ to charged kaon production in strange events are given in Table 9 and shown in Figures 8a and 8b, respectively. The JETSET expectations fall above the measured data points. Although these measured ratios are poor estimators of the level of diquark suppression (indicated by the dotted line) within the JETSET model due to large contributions from decays, the suppression of baryons relative to mesons is clearly observed. For both ratios the HERWIG expectation is significantly above the measurement as already mentioned in Section 7.1. In addition one can form the double ratio, $`(\eta _\mathrm{s}^\mathrm{\Lambda }/\eta _\mathrm{s}^\mathrm{K})/(\eta _\mathrm{u}^\mathrm{p}/\eta _\mathrm{u}^\pi )`$ which within the JETSET model should measure the same quantity $`𝒫(\mathrm{ud})/𝒫(\mathrm{u})`$, modified only by decays, where $`𝒫(x)`$ indicates the probability to pick out either a quark or diquark $`x`$ from the QCD vacuum. The data yield for $`x_p>`$ 0.2 $$\frac{\eta _\mathrm{s}^\mathrm{\Lambda }/\eta _\mathrm{s}^\mathrm{K}}{\eta _\mathrm{u}^\mathrm{p}/\eta _\mathrm{u}^\pi }=1.23\pm 0.31,$$ consistent with the JETSET expectation of 1.55, but significantly lower than the HERWIG prediction of 2.24. This indicates that the inclusive baryon production is badly modelled and also the relations between different meson or baryon species are unsatisfactorily simulated in HERWIG. ## 8 Conclusions In this paper we have reported on a determination of the probabilities $`\eta _q^i(x_p)`$ of leading particles to originate from individual quark flavours in $`\mathrm{Z}^0`$ decays. We studied the production of leading $`\pi ^\pm `$, $`\mathrm{K}^\pm `$, $`\mathrm{K}_\mathrm{S}^0`$, proton, and $`\mathrm{\Lambda }`$ for $`x_p>0.2`$ up to 0.5. The measurement has only a minimal reliance on hadronisation models. In general we observe the expected behaviour that the flavour of the primary quark is reflected in the leading particle, i.e. up and down quarks lead mainly to highly energetic pions, while strange quarks lead mainly to kaons. These measurements allow several aspects of hadronisation to be studied rather directly, in contrast to many previous analyses which rely strongly on a model unfolding of different contributions. In particular we determine from the relative production of leading charged kaons in up and strange quark jets and leading $`\mathrm{K}_\mathrm{S}^0`$ in down and strange quark jets the suppression of strange quarks in the QCD vacuum: $$\gamma _\mathrm{s}=0.422\pm 0.049(\mathrm{stat}.)\pm 0.059(\mathrm{syst}.)$$ We also find that leading protons are more frequent in up than in down quark jets. We also observe the suppression of strange diquarks in $`(\mathrm{d},\mathrm{u})\mathrm{\Lambda }`$ events and baryons relative to mesons in events of the same quark flavour. For most quark flavours and particle types the JETSET model reproduces the measurements well. A possible exception is the production of $`\mathrm{\Lambda }`$ baryons in charm quark events which appears to have a higher yield and a harder fragmentation function than expected. HERWIG provides in general a good description of mesons in light quark events but has deficiencies in baryon production, in particular the relative yields of different baryon types and the ratios of baryons and mesons in the same flavour jet. In addition to these hadronisation studies, our measurements of the $`\eta _q^i(x_p)`$ may also be interesting for future experiments. In providing tagging probabilities for light flavours with hardly any reliance on hadronisation models, the $`\eta _q^i(x_p)`$ can be applied at other centre-of-mass energies or in the study of heavy particle decays. This allows a determination of the light flavour production yields and properties in a model-independent way also for environments other than the $`\mathrm{Z}^0`$. Acknowledgements: We particularly wish to thank the SL Division for the efficient operation of the LEP accelerator at all energies and for their continuing close cooperation with our experimental group. We thank our colleagues from CEA, DAPNIA/SPP, CE-Saclay for their efforts over the years on the time-of-flight and trigger systems which we continue to use. In addition to the support staff at our own institutions we are pleased to acknowledge the Department of Energy, USA, National Science Foundation, USA, Particle Physics and Astronomy Research Council, UK, Natural Sciences and Engineering Research Council, Canada, Israel Science Foundation, administered by the Israel Academy of Science and Humanities, Minerva Gesellschaft, Benoziyo Center for High Energy Physics, Japanese Ministry of Education, Science and Culture (the Monbusho) and a grant under the Monbusho International Science Research Program, Japanese Society for the Promotion of Science (JSPS), German Israeli Bi-national Science Foundation (GIF), Bundesministerium für Bildung, Wissenschaft, Forschung und Technologie, Germany, National Research Council of Canada, Research Corporation, USA, Hungarian Foundation for Scientific Research, OTKA T-029328, T023793 and OTKA F-023259.
warning/0001/astro-ph0001013.html	ar5iv	text	# Formation of Millisecond Pulsars with Heavy White Dwarf Companions. Extreme Mass Transfer on Sub-Thermal Timescales ## 1. Introduction Recently a large number of binary millisecond pulsars (BMSPs) with relatively heavy white dwarf (WD) companions have been reported. These pulsars form a distinct class of BMSPs (cf. Table 1) which are characterized by relatively slow spin periods ($`P_{\mathrm{spin}}10200`$ ms) and high period derivatives: $`10^{20}<\dot{P}_{\mathrm{spin}}<10^{18}`$. It has been suggested that such BMSPs evolved through a common envelope and spiral-in phase (e.g. van den Heuvel 1994). This gives a natural explanation for their close orbits and the presence of a relatively heavy CO/O-Ne-Mg WD, if the mass transfer was initiated while the donor star (the progenitor of the WD) ascended the AGB. However, it has been argued that a neutron star engulfed in a common envelope might experience hypercritical accretion and thereby collapse into a black hole (e.g. Chevalier 1993; Brown 1995). If this picture is correct then these BMSPs can not have formed in a common envelope and spiral-in phase. Here we investigate an alternative scenario for producing the mildly recycled BMSPs with He or CO WD in close orbits, in which a 2–6$`M_{}`$ donor star, with a non- (or partly) convective envelope, transfers mass on a sub-thermal timescale and yet in a dynamically stable mode. ## 2. Stability Criteria and Mode of Mass Transfer The stability and nature of the mass transfer is very important in binary stellar evolution. It depends on the response of the mass-losing donor star and of the Roche-lobe (e.g. Paczynski 1976; Soberman, Phinney & van den Heuvel 1997). The mass transfer is stable as long as the donor star’s Roche-lobe continues to enclose the star. Otherwise it is unstable and proceeds on the shortest unstable timescale. As long as the mass of the donor, $`M_2`$ is less than $`1.8M_{}`$ the mass transfer will be dynamically stable for all initial orbital periods (e.g. Tauris & Savonije 1999). These LMXBs are the progenitors of the BMSPs with a helium WD companion. The observational absence of X-ray binaries with Roche-lobe filling companions more massive than $`2M_{}`$ has been attributed to their inability to transfer mass in such a stable mode that the system becomes a persistent long-lived X-ray source (van den Heuvel 1975; Kalogera & Webbink 1996). Below we investigate for these systems how the stability of the RLO depends on the evolutionary status of the donor (and hence the orbital period) at the onset of mass transfer. ### 2.1. Numerical computations We have calculated the evolution of a large number of X-ray binaries with a donor star of mass $`2M_2/M_{}<6`$ and a $`1.3M_{}`$ accreting neutron star. Both the radius of the donor star as well as its Roche-lobe are functions of time and mass (as a consequence of nuclear burning, magnetic braking and other tidal spin-orbit couplings). We used an updated version of Eggleton’s numerical computer code (Pols et al. 1998) to keep track of the stellar evolution and included a number of binary interactions to carefully follow the details of the mass-transfer process. For all donor stars considered here we assumed a chemical composition of X=0.70 and Z=0.02, and a mixing-length parameter of $`\alpha =l/H_\mathrm{p}=2.0`$. We refer to Tauris & Savonije (1999) for a detailed description of our computer code. ### 2.2. Highly super-Eddington mass transfer The maximum accretion rate onto a neutron star is given approximately by the Eddington limit for spherical accretion of a hydrogen gas, $`\dot{M}_{\mathrm{Edd}}=1.5\times 10^8M_{}`$ yr<sup>-1</sup>. If the mass-transfer rate from the donor star, $`\dot{M}_2`$ is larger than this limit, radiation pressure from the accreted material will cause the infalling matter to be ejected from the system at a rate: $`\|\dot{M}\|=\|\dot{M}_2\|\dot{M}_{\mathrm{Edd}}\|\dot{M}_2\|\text{ if }\dot{M}_2\dot{M}_{\mathrm{Edd}}`$ In systems with very large mass-transfer rates, matter piles up around the neutron star and presumably forms a growing, bloated cloud engulfing a large fraction of the accretion disk. A system will only avoid a spiral-in if it manages to evaporate the bulk of the transferred matter via the liberated accretion energy. This would require the radius of the accretion cloud, $`r_{\mathrm{cl}}>R_{\mathrm{NS}}\|\dot{M}_2\|/\dot{M}_{\mathrm{Edd}}`$ in order for the liberated accretion energy to eject the transfered material ($`0.1\dot{M}_{\mathrm{Edd}}c^2\frac{1}{2}\dot{M}_2v_{\mathrm{esc}}^2`$, where $`v_{\mathrm{esc}}^2=2GM_{\mathrm{NS}}/r_{\mathrm{cl}}`$; $`R_{\mathrm{NS}}`$ is the radius of the neutron star). If the material which is to be ejected comes closer to the neutron star it will have too much negative binding energy in order for the liberated accretion energy to expel it. At the same time $`r_{\mathrm{cl}}`$ must be smaller than the Roche-lobe radius of the neutron star during the entire evolution, if formation of a common envelope (CE) is to be avoided<sup>1</sup><sup>1</sup>1 Note, that if no efficient cooling processes are present in the accretion disk then the incoming matter retains its net (positive) energy and is easily ejected in the form of a wind from the disk (Narayan & Yi 1995; Blandford & Begelman 1999). Even if the arriving gas is able to cool, interactions between the released radiation from this process and the infalling gas may also help to eject the matter. In both cases $`r_{\mathrm{cl}}`$ can be smaller than estimated above.. A simple isotropic re-emission model will approximately remain valid for our scenario. In this model it is assumed that matter flows over conservatively from the donor star to the vicinity of the neutron star before it is ejected with the specific orbital angular momentum of the neutron star. Assuming this to be the case we find that, even for extremely high mass-transfer rates ($`\|\dot{M}_2\|>10^4\dot{M}_{\mathrm{Edd}}`$), the system can avoid a CE and spiral-in evolution. ## 3. Results ### 3.1. A case study: $`M_2=4.0M_{}`$ and $`P_{\mathrm{orb}}=4.0`$ days In Fig. 1 we show the evolution of a binary initially consisting of a neutron star and a zero age main-sequence companion star with masses $`M_{\mathrm{NS}}=1.3M_{}`$ and $`M_2=4.0M_{}`$, respectively, and initial orbital period $`P_{\mathrm{orb}}=4.0`$ days. At the age of $`t=176.6`$ Myr the companion has evolved to fill its Roche-lobe ($`R_2=8.95R_{}`$; $`T_{\mathrm{eff}}=9550`$ K) and rapid mass transfer is initiated (A). The donor star has just evolved past the MS hook in the HR-diagram and is burning hydrogen in a shell around a $`0.56M_{}`$ helium core. Prior to the mass-transfer phase, a radiation-driven wind ($`\|\dot{M}_2\|4\times 10^{10}M_{}`$ yr<sup>-1</sup>) has caused the donor to decrease its mass slightly ($`M_2=3.99M_{}`$) and consequently resulted in a slight widening of the orbit ($`P_{\mathrm{orb}}=4.02`$ days). Once the donor fills its Roche-lobe it is seen to lose mass at a very high rate of $`\|\dot{M}_2\|4\times 10^5M_{}`$ yr$`{}_{}{}^{1}=2.7\times 10^3\dot{M}_{\mathrm{Edd}}`$. At this stage the donor has only developed a very thin convective envelope of size $`Z_{\mathrm{conv}}=0.015R_{}`$, so its envelope is still radiative and will therefore shrink in response to mass loss. At $`t=176.7`$ Myr its radius has decreased to a minimum value of $`3.38R_{}`$, but now $`Z_{\mathrm{conv}}=0.97R_{}`$. At this point (s) the donor has a mass of $`1.76M_{}`$, $`T_{\mathrm{eff}}=5640`$ K, and $`P_{\mathrm{orb}}=1.59`$ days. The donor expands again, but shortly thereafter, its rate of expansion slows down causing $`\|\dot{M}_2\|`$ to decrease to $`10\dot{M}_{\mathrm{Edd}}`$. The mass transfer ceases (B) when the donor has an age of 178.3 Myr. At this stage $`P_{\mathrm{orb}}=8.11`$ days, $`R=6.68R_{}`$, $`Z_{\mathrm{conv}}=0.07R_{}`$ and $`T_{\mathrm{eff}}=12700`$ K. The mass of the donor is $`0.618M_{}`$. It still has a $`0.56M_{}`$ helium core, but now only a $`0.06M_{}`$ envelope consisting of 16% H and 82% He. The mass-transfer phase (A–B) lasts relatively short: $`t_\mathrm{X}=1.7`$ Myr, and hence the neutron star will only accrete: $`\mathrm{\Delta }M_{\mathrm{NS}}=t_\mathrm{X}\dot{M}_{\mathrm{Edd}}=0.03M_{}`$. This leads to relative large values of $`P_{\mathrm{spin}}`$ and $`\dot{P}_{\mathrm{spin}}`$ for the (mildly) recycled pulsar. As the mass-transfer rate is always highly super-Eddington during the RLO, and the accreting neutron star will be enshrouded by a thick (bloated) disk, it is doubtful whether it will be observable as an X-ray binary during this phase – except very briefly just at the onset and near the end of the RLO. We followed the evolution of the donor star further on. The donor continues to burn hydrogen in its light envelope. At $`t=186.4`$ Myr (f) the helium burning is finally ignited ($`L_{\mathrm{He}}/L_\mathrm{H}>10`$) in the core which now has a mass of $`0.596M_{}`$. After 70 Myr ($`t=253.8`$ Myr since the ZAMS) the core-helium burning is exhausted (g). The $`0.602M_{}`$ core then has a chemical composition of 19% C, 79% O and 2% Ne. It is surrounded by a $`0.016M_{}`$ envelope (16% H, 82% He, 1% N<sub>14</sub>). The central density is $`\rho _\mathrm{c}=4.13\times 10^4`$ g cm<sup>-3</sup> and $`R_2=0.21R_{}`$. From here on the star contracts and settles as a hot CO white dwarf. We have now demonstrated a scenario for producing a BMSP with the same characteristics as those listed in Table 1. ### 3.2. The $`P_{\mathrm{orb}}`$$`M_{\mathrm{WD}}`$ diagram In Fig. 2 we have plotted the calculated final orbital periods as a function of the mass of the white dwarf companion (the remnant of the donor) for a given initial mass of the donor star. The values for the BMSPs which originated from a binary with a low-mass companion (the former LMXBs with $`M_21.8M_{}`$ located on the upper branch) are taken from Tauris & Savonije (1999). These white dwarfs are expected to be helium WD – unless the initial orbital period was very large ($`P_{\mathrm{orb}}>150`$ days) so a relatively heavy helium core developed prior to the RLO, in which case the helium core later ignited forming a CO WD. The final product of X-ray binaries with $`M_2>2M_{}`$ are seen to deviate significantly from the low-mass branch. The reason is the former systems had a large mass ratio, $`qM_2/M_{\mathrm{NS}}`$ which caused the binary separation to shrink initially upon mass transfer – cf. Fig. 1. Such systems only “survive” the mass-transfer phase if the envelope of the donor is radiative or slightly convective. This sets an upper limit on the initial orbital period for a given system. If the donor is in a wide binary it develops a deep convective envelope prior to filling its Roche-lobe and it will therefore expand rapidly in response to mass loss which, in combination with the orbital shrinking, will result in the formation of a CE and a (tidally unstable) spiral-in evolution. In Fig. 3 we show how the final orbital period and the mass of the WD depends on the initial orbital period for a binary with $`M_2=4.0M_{}`$. We notice that the question of initiating RLO before or after the termination of hydrogen core burning (case A or early case B, respectively) is important for these relations. For initial $`P_{\mathrm{orb}}<2.4`$ days (case A RLO), $`P_{\mathrm{orb}}^\mathrm{f}`$ decreases with increasing $`P_{\mathrm{orb}}`$. The reason is simply that in these systems the donor star is still on the the main-sequence and the mass of its helium core, at the onset of RLO, increases strongly with $`P_{\mathrm{orb}}`$ and therefore the amount of material to be transferred (the donor’s envelope) decreases with $`P_{\mathrm{orb}}`$. Since the orbit widens efficiently near the end of the mass transfer, when the mass ratio between donor and accretor has been inverted (cf. Fig. 1), $`P_{\mathrm{orb}}^\mathrm{f}`$ will also decrease as a function of initial $`P_{\mathrm{orb}}`$. However, for $`P_{\mathrm{orb}}>2.4`$ days (early case B RLO) the final orbital period increases with initial orbital period as expected – the core mass of the donor only increases slightly (due to hydrogen shell burning) as a function of initial $`P_{\mathrm{orb}}`$. ### 3.3. The initial ($`M_2,P_{\mathrm{orb}}`$) parameter space In Fig. 4 we outline the results of our work in a diagram showing the fate of a binary as a function of its initial $`P_{\mathrm{orb}}`$ and the value of $`M_2`$. We conclude that X-ray binaries with $`2M_2/M_{}<6`$ can avoid a spiral-in and CE evolution if $`P_{\mathrm{orb}}`$ is between 1–20 days, depending on $`M_2`$. If the initial $`P_{\mathrm{orb}}`$ is too short, the systems will obviously enter a CE phase, since these system always decrease their orbital separation when the mass transfer is initiated<sup>2</sup><sup>2</sup>2 In these narrow binaries the amount of available orbital energy (a possible energy source for providing the outward ejection of the envelope) is small and hence the neutron star is most likely to spiral in toward the (unevolved) core of the donor, forming a Thorne-Zẏkow-like object. In that case the neutron star will probably undergo hypercritical accretion and collapse into a black hole.. On the other hand, if the initial $`P_{\mathrm{orb}}`$ is too large the donor develops a deep convective envelope prior to RLO and a runaway mass-transfer event is unavoidable, also leading to a CE formation. For systems with $`M_21.8M_{}`$ and initial $`P_{\mathrm{orb}}<1`$ day the outcome is a BMSP with an ultra low-mass degenerate hydrogen star (e.g. PSR J2051–0827, cf. Ergma, Sarna & Antipova 1998). ## 4. Discussion We have now demonstrated how to form a BMSP with a relatively heavy (He or CO) WD companion without evolving through a CE phase. If a substantial fraction of BMSPs have evolved through a phase with super-Eddington mass transfer on a sub-thermal timescale (a few Myr), this will eliminate the need for a long X-ray phase. This would therefore help solving the birthrate problem between BMSPs and LMXBs (Kulkarni & Narayan 1988) for systems with $`P_{\mathrm{orb}}^\mathrm{f}<50`$ days. It has recently been suggested (Podsiadlowski & Rappaport 1999; King & Ritter 1999) that Cygnus X-2 descended from an intermediate-mass X-ray binary via a scenario which resembles the one described here. We confirm that Cygnus X-2 is a progenitor candidate for a BMSP with a heavy WD. It is seen from Fig. 2 that we can not reproduce the systems with very massive O-Ne-Mg WD or the short orbital periods ($`3`$ days) observed in some systems with a CO WD. We therefore conclude that these binaries most likely evolved through a CE phase where frictional torques were responsible for their present short $`P_{\mathrm{orb}}^\mathrm{f}`$ (cf. thin lines in Fig. 2 and gray area in Fig. 4). These systems therefore seem to originate from binaries which initially had a relatively large $`P_{\mathrm{orb}}`$ and case C RLO – otherwise if $`P_{\mathrm{orb}}`$ was small the stellar components would have coalesced either in the spiral-in process, or as a result of gravitational wave radiation shortly thereafter (typically within 1 Gyr for systems surviving case B RLO and spiral-in). We thank the Parkes Multibeam Survey team and the Swinburne Pulsar Group for releasing binary parameters prior to publication. We appreciate comments from Ene Ergma on the issue of forming BHWD systems. T.M.T. would like to thank Gerry Brown for discussions and hospitality at Stony Brook. T.M.T. acknowledges the receipt of a Marie Curie Research Grant from the European Commission.
warning/0001/astro-ph0001035.html	ar5iv	text	# O-bearing Molecules in Carbon-rich Proto-Planetary Objects1footnote 11footnote 1 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 participation of ISAS and NASA. ## 1 Introduction CRL 618 is one of the few clear examples of an AGB star in the transition phase to the Planetary Nebula stage. It has a compact HII region created by a hot central star (Westbrook 1976, Kwok & Feldman 1981). This object is observed as a bipolar nebula at optical, radio and infrared wavelengths (Carsenty & Solf 1982, Bujarrabal et al. 1988, and Hora et al. 1996). The expansion velocity of the envelope is around 20 km s<sup>-1</sup>, but CO observations show the presence of a high-velocity outflow with velocities up to 300 km s<sup>-1</sup>(Cernicharo et al. 1989). High-velocity emission in the H<sub>2</sub>$`v=10`$ S(1) line is also detected (Burton & Geballe 1986). The high velocity wind and the UV photons from the star perturb the circumstellar envelope (CSE) producing shocks and photodissociation regions (PDRs) which modify the physical and chemical conditions of the gas (Cernicharo et al. 1989, and Neri et al. 1992). We present in this Letter an ISO (Kessler et al. 1996) Long Wavelength Spectrometer (LWS, Clegg et al. 1996, Swinyard et al. 1996) spectrum between 43 and 197 $`\mu `$m. In addition to the high-J lines of CO, HCN and HNC, we have discovered, for the first time in a C-rich star, several lines of water vapor, OH and the fine structure lines of \[OI\]. We discuss the origin of these O-bearing species and we present a model that accounts for the observed emission. ## 2 Observations and Results The LWS data were taken on revolution 688. The data have been processed following pipeline number 7. We have used ISAP<sup>3</sup><sup>3</sup>3The ISO Spectral Analysis Package (ISAP) is a joint development by the LWS and SWS Instrument Teams and Data Centers. Contributing institutes are CESR, IAS, IPAC, MPE, RAL and SRON. to remove glitches and fringes. The rotational lines (see Fig. 1 and 2) of <sup>12</sup>CO (J=14-13 to J=41-40), of <sup>13</sup>CO (J=14-13 to J=19-18), HCN, HNC, \[OI\] (at 63.170 and 145.526 $`\mu `$m) and C<sup>+</sup> ($`{}_{}{}^{2}p_{3/2}^{}^2p_{1/2}`$ transition at 157.74 $`\mu `$m) are observed. Several lines of OH and H<sub>2</sub>O are also detected (see Fig. 1 and 2). The far-infrared spectrum is essentially dominated by the CO lines. All the other species have much lower intensities contrary to what is found in the AGB star IRC+10216 where the HCN lines (from the ground and vibrationally excited states) are as strong as CO. The main difference is due to the physical structure of the CSE of CRL 618 which has a central hole in molecular species filled by a bright HII region. The LWS data also show several weak lines that remain unidentified. We have searched for CH<sup>+</sup>, NH, CH, and other light species. But unlike the case of NGC7027 (Cernicharo et al. 1997) where the PDR has a large spatial size, the PDR of CRL 618 is still close to the central object and has a larger dilution in the LWS beam, which makes the fluxes of these expected species very weak. The full spectrum of CRL 618 between 2 and 200 $`\mu `$m has been discussed by Cernicharo et al. (1999a et 1999b). In these data, in addition to the species detected in this Letter, they have also reported the presence of several long polyacetylenic chains and the bending modes of HC<sub>3</sub>N and HC<sub>5</sub>N. However, in the LWS part of the spectrum no pure rotational lines of HC<sub>3</sub>N have been found. Nevertheless, the $`\nu _7`$ band of HC<sub>3</sub>N at 44 $`\mu `$m is observed and these data will be published elsewhere. All the observed absorption bands in the mid-infrared arise from gas at $``$ 250 K and densities larger than $`10^7`$ cm<sup>-3</sup> (Cernicharo et al. 1999b). ## 3 Discussion Previous works on CRL 618 underlined the presence of a central torus associated with a Photo-Dissociated Region, an extended AGB remnant envelope and high velocity wind regions (HVW) as bipolar lobes (Weintraub et al. 1998, Burton & Geballe 1986, Neri et al. 1992, Carsenty & Solf 1982), whose physical parameters, like the velocity of the gas or the angular size, were investigated (Martin-Pintado et al. 1995, Meixner et al. 1998, Hajian et al. 1996). In order to reproduce the emission, we have to introduce several spatial components, in terms of kinematics, temperature and density based on the knowledge we have of this object. In Fig. 3 we show the adopted geometry: (i) a central torus with the PDR; (ii) the extended AGB remnant envelope; (iii) the lobes (bipolar jets, HVW). We tried to reproduce the LWS observations by simulating a spectrum (<sup>12</sup>CO +<sup>13</sup>CO +HCN+H<sub>2</sub>O +OH+\[OI\]). We first tried to model the <sup>12</sup>CO intensities. Then we applied the same parameters to the other molecules allowing to vary only these column densities (see parameters in Table 1). We used a simple LVG-model and obtained satisfactory fits for several molecules (see Fig. 1). The torus is assumed to be composed of a large neutral shell of 1.1”-1.5” size, temperatures from 250 to 800 K, density of $`\mathrm{5\hspace{0.33em}10}^7`$ cm<sup>-3</sup>, and an expansion velocity of 20 km s<sup>-1</sup>. All the detected molecules are present in the 250 K area where most of the CO long wavelength emission comes from. In this region the <sup>12</sup>CO column density (N) is $`10^{19}`$ cm<sup>-2</sup> and the <sup>13</sup>CO , H<sub>2</sub>O , HCN, HNC and OH abundances relative to <sup>12</sup>CO are $`1/20`$, $`1/25`$, $`1/1000`$, $`1/1000`$ and $`1/1250`$ respectively. We adopt an ortho-to-para ratio for H<sub>2</sub>O around 3. A warmer region in the torus is needed to reproduce the <sup>12</sup>CO and <sup>13</sup>CO emissions at shorter wavelengths (size $`0.6^{\prime \prime },`$N$`=\mathrm{1\hspace{0.33em}10}^{19}`$ cm<sup>-2</sup>, T=1000 K) and the atomic oxygen emission. As we reach this inner edge of the PDR, only the atomic oxygen seems to be present, whereas all molecular species are photodissociated: $`N`$ (\[OI\])$`=`$4.5 $`10^{19}`$ cm<sup>-2</sup>, thus an abundance of 4.5 relative to CO. But this value must be considered as very approximate due to the uncertainties in the size of this region. For the inner radius of the torus, which should be in contact with the HII region, we calculate at a distance of $`0.3^{\prime \prime }`$ ($`10^{16}`$ cm) a UV flux of 20 000 G<sub>0</sub> (in units of the local IS radiation flux); this UV illumination is around 200 in the lobes (Latter et al.1992). The contribution from the bipolar lobes corresponds to the high velocity gas (200 km s<sup>-1</sup>, Cernicharo et al. 1989). Previous observations of CO line wings (Cernicharo et al. 1989) and H<sub>2</sub> lines (Herpin et al. in preparation) indicate high velocity and dense shock-heated molecular gas in CRL 618. The contribution of such a region of dense warm shocked gas could dominate the CO high rotational transitions (e.g., Hollenbach & McKee 1989). The high temperature component at high velocity is necessary to produce part of the emission at short wavelengths, since a high temperature component arising from the torus produces too weak intensities. We assume that the bipolar lobes in CO have a size between 1.5” and 1.7” with N ranging from $`\mathrm{2\hspace{0.33em}10}^{16}`$ to 5 $`10^{18}`$ cm<sup>-2</sup>, temperatures of 200 K and 1000 K, and density around $`10^7`$ cm<sup>-3</sup>. A contribution from this HVW region for H<sub>2</sub>O , OH and \[OI\] line emission is likely because the molecules in the AGB remnant must be dissociated in the shocks, and in the molecular recombination some O-bearing species could be found like in the inner part of the torus. However, due to the lack of velocity resolution, we can not discriminate both components. The contribution of the extended AGB remnant envelope is as a colder zone (100 K) for <sup>12</sup>CO and <sup>13</sup>CO . The density is around 5 $`10^5`$ cm<sup>-3</sup> and can be compared to what was found by Yamamura et al. (1994) with a mass loss rate of $`10^4`$ M$`{}_{\mathrm{}}{}^{}/`$yr for CRL 618, and Neri et al. (1992) ($`10^510^6`$ cm<sup>-3</sup> on the outer edge of the lobes). For the HVW region and the AGB remnant envelope, we adopt a temperature profile derived from the AGB phase case (Langer & Watson 1984, Herpin 1998), going from 1000 K on the origin of the conical structure (corresponding to the temperature at $`6\mathrm{7\hspace{0.33em}10}^{14}`$ cm for a Mira at 3000 K) to 100 K on the exterior, equal to the AGB temperature for dust in the outer part of the envelope (distance $`>10^{16}`$ cm) and equal to the value derived by Yamamura et al. (1994). The model fits well all the CO lines, with small discrepancies at short wavelengths mainly due to the presence of different molecular contributions, to a lower signal-to-noise ratio, and to the fact that some CO lines are mixed with H<sub>2</sub>O and OH lines. Nevertheless, all the observed line intensities from J=14-13 up to J=41-40 are reproduced. Our model also fits the observed emissions J=1-0, 2-1 (Cernicharo et al. 1989), 3-2 (Gammie et al. 1989) and 6-5 (unpublished data). A good fit is also obtained for the atomic oxygen lines at 63 $`\mu `$m and 145 $`\mu `$m. Although the <sup>13</sup>CO emission is weak, the full coverage of the LWS spectrum allows us to derive a \[<sup>12</sup>CO /<sup>13</sup>CO \] ratio of 20, lower than the common interstellar value of 40-45, but equal to the detected ratio (20) of Kahane et al. (1992) in this object. Emission from the HCN wings (Neri et al. 1992) is produced by the strong impact of a primary outflow on a few localized dense clumps in the inner envelope. According to these authors, 70% of the HCN line emission comes from a very compact, spherically symmetric region, and is mainly collisionally excited and strongly affected by self-absorption. They found for the flow (our HVW region) $`n(H_2)=\mathrm{few}\mathrm{\hspace{0.33em}10}^510^6`$cm<sup>-3</sup>, $`N`$(CO)$`=\mathrm{2\hspace{0.33em}10}^{18}`$ cm<sup>-2</sup> and $`N(HCN)=\mathrm{few}\mathrm{\hspace{0.33em}10}^{17}`$cm<sup>-2</sup>, which leads to \[HCN/CO\] around $`10^1`$. Our high-velocity HCN component (see Table 1) comes from the lobes (HVW) ($`N=\mathrm{2\hspace{0.33em}10}^{15}`$ cm<sup>-2</sup>, T$`=1000`$ K). We find here a ratio \[HCN/CO\] of $`10^1`$ equal to the ratio obtained by Neri et al. (1992). When one considers an abundance of CO of a few $`10^4`$, this leads to a HCN abundance of a few $`10^5`$ for our data ($`[`$HCN/HNC$`]`$ 10). This is the expected abundance ratio in a C-rich star in the AGB phase (Cernicharo et al. 1996), and proves that this HCN material has not been processed by the UV photons from the central hot star. Furthermore, Deguchi et al. (1986) found in the disk surrounding the source an abundance of HCN of order of 2 $`10^8`$ per H<sub>2</sub> molecule, much less than Neri’s value. For this region (see Table 1) we have found a ratio $`[`$HCN/CO$`]`$ of $`10^3`$ which leads to an abundance of a few $`10^7`$. We can conclude that in this region HCN molecules are already efficiently dissociated. The HCN and HNC abundances are similar, which implies a high degree of reprocessing of the molecular gas ($`\chi (\mathrm{HCN})>>\chi (\mathrm{HNC})`$ in standard C-rich AGB stars). Below 110 $`\mu `$m our models predict that the H<sub>2</sub>O and OH lines will be in emission. However, the data seem to indicate that some of these lines could be in absorption or are too weak. Taking into account the reduced sensitivity at these wavelengths and the complex structure of the region, a more detailed model including radiative transfer effects for H<sub>2</sub>O and OH, similar to those discussed by Gonzalez-Alfonso & Cernicharo (1999), will need a better knowledge of the physical and geometrical structure of the innermost region of the envelope. The detection of the fine structure lines of \[OI\] at 63 and 145 $`\mu `$m gives important insight into the chemical evolution of CRL 618. This indicates that the reservoir of CO molecules formed in the AGB phase of CRL 618 has started to be reprocessed through UV photons and shocks. In CRL 618 Cernicharo et al. (1989) also found H<sub>2</sub>CO and Bujarrabal et al. (1988) found HCO<sup>+</sup>. These molecules are not formed efficiently in the AGB phase of a C-rich star. How are they formed in CRL 618 ? As soon as some atomic oxygen is released into the gas phase from the photodissociation of CO, standard ion-neutral reactions can form quickly H<sub>3</sub>O<sup>+</sup> and HCO<sup>+</sup>. From the former, and through electronic recombination, H<sub>2</sub>O and OH are efficiently produced. We expect these molecules to arise from the innermost region of the envelope where the UV flux is largest. In our models, the column densities in that region are 10<sup>19</sup>, 5 10<sup>17</sup> and 8 10<sup>15</sup> cm<sup>-2</sup> for <sup>12</sup>CO , H<sub>2</sub>O and OH respectively. That means that the abundances of H<sub>2</sub>O and OH relative to CO are $`\mathrm{4\hspace{0.33em}10}^2`$ and $`\mathrm{8\hspace{0.33em}10}^4`$ respectively. These abundances are much lower that those found in the surrounding media of galactic HII regions (Cernicharo et al. 1999a) and suggest that only a small fraction of the UV photons from the central star are reaching the region where H<sub>2</sub>O and OH are formed. In fact, we could expect a dusty region in the torus around the central HII region that protects partially the molecules formed in the AGB phase. Obviously, in the PDR itself all molecules could be destroyed and most of the \[OI\] dominant coolant in high density PDRs emission is probably coming from that region. The model derived from the LWS spectra leads to two global regions of molecular emission. One in the torus with several molecular species (<sup>12</sup>CO , <sup>13</sup>CO , HCN, HNC, H<sub>2</sub>O and OH) at moderate temperature. Another in the lobes dominated by CO and HCN molecules. The detected atomic oxygen line is strong and comes from the innermost warm region, the inner edge of the PDR, what proves that CRL 618 is already quite well on its way to the PN stage and that these objects, even in the C-rich case, can produce efficiently O-bearing molecular species. Acknowledgements We thank spanish DGES and CICYT for funding support for this research under grants PB96-0883 and ESP98-1351E. Figure Captions
warning/0001/cond-mat0001261.html	ar5iv	text	# Higher Order Effects in the Dielectric Constant of Percolative Metal-Insulator Systems above the Critical Point ## Abstract The dielectric constant of a conductor–insulator mixture shows a pronounced maximum above the critical volume concentration. Further experimental evidence is presented as well as a theoretical consideration based on a phenomenological equation. Explicit expressions are given for the position of the maximum in terms of scaling parameters and the (complex) conductances of the conductor and insulator. In order to fit some of the data, a volume fraction dependent expression for the conductivity of the more highly conductive component is introduced. PACS: 64.60.Ak, 71.30.+h, 77.90.+k The ac and dc conductivities of resistor and resistor-capacitor (RC) networks and continuum conductor-insulator composites have been extensively studied for many years. In systems where there is a very sharp change (metal-insulator transition or MIT) in the dc conductivity at a critical volume fraction or percolation threshold denoted by $`\varphi _c`$, the most successful models, for both the dc and ac properties, have proved to be approaches using percolation theory. Early work concentrated on the dc properties, but since it was realized that the percolation threshold is a critical point, and that the percolation equations could be arrived at from a scaling relation, several papers ( and the references therein), reporting experimental results on the ac conductivity have appeared. Review articles, containing the theory and some experimental results, on the complex ac conductivity and other properties of binary metal-insulator systems include \- . In , and the following equation was introduced $$\frac{(1\varphi )(\sigma _I^{1/s}\sigma _M^{1/s})}{(\sigma _I^{1/s}+A\sigma _M^{1/s})}+\frac{\varphi (\sigma _C^{1/t}\sigma _M^{1/t})}{(\sigma _C^{1/t}+A\sigma _M^{1/t})}=0,$$ (1) which gives a phenomenological relationship between $`\sigma _C,\sigma _I,`$ and $`\sigma _M`$. They are, respectively, the conductivities of the conducting and insulating component and the mixture of the two components. Note that all three quantities $`\sigma _C,\sigma _I,`$ and $`\sigma _M`$ can be real or complex numbers in Eq.(1). The conducting volume fraction $`\varphi `$ ranges between 0 and 1 with $`\varphi =0`$ characterizing the pure insulator substance $`\left(\sigma _M\sigma _I\right)`$ and $`\varphi =1`$ the pure conductor substance $`\left(\sigma _M\sigma _C\right)`$. The critical volume fraction, or percolation threshold is denoted by $`\varphi _c`$, where a transition from an essentially insulating to an essentially conducting medium takes place, and $`A=\left(1\varphi _c\right)/\varphi _c`$. For $`s=t=1`$ the equation is equivalent to the Bruggeman symmetric media equation . Equation (1) yields the two limits $$\|\sigma _C\|\mathrm{}:\sigma _M=\sigma _I\frac{\varphi _c^s}{(\varphi _c\varphi )^s}\varphi <\varphi _c$$ (2) $$\|\sigma _I\|0:\sigma _M=\sigma _C\frac{(\varphi \varphi _c)^t}{(1\varphi _c)^t}\varphi >\varphi _c$$ (3) which characterize the exponents $`s`$ and $`t`$. Note that Eqs. (2) and (3) are the normalized percolation equations. At $`\varphi =\varphi _c`$, $$\sigma _{MC}=\sigma _C/A^{\left(st\right)/\left(s+t\right)}\left(\sigma _I/\sigma _C\right)^{t/\left(s+t\right)}$$ (4) up to higher order terms in $`\sigma _I/\sigma _C`$. Thus, in the crossover region where $`\varphi `$ lies between $`\varphi _c\left(\sigma _I/\sigma _C\right)^{1/\left(s+t\right)}`$ and $`\varphi _c+\left(\sigma _I/\sigma _C\right)^{1/(s+t)}`$ we have - $$\sigma _M\sigma _I^{t/\left(s+t\right)}\sigma _C^{s/\left(s+t\right)}.$$ (5) When using the above equation to analyze ac systems the complex conductivities $`(\sigma _x=\sigma _{xr}i\omega ϵ_oϵ_{rx}`$, where $`\omega `$ is the angular frequency, $`ϵ_o`$ the permittivity of free space and $`ϵ_{rx}`$ the real relative dielectric constant of the component) must be inserted in Eq.(1). Below $`\varphi _c`$ the leading term yields the imaginary conductivity or real dielectric constant, while the next order term gives the real conductivity. In turn, above $`\varphi _c`$ the real conductivity is the leading term and the real dielectric constant appears in the next order term, upon which the present paper focuses. In many instances the approximation $`\sigma _C=\sigma _{cr}`$ and $`\sigma _I=i\omega ϵ_oϵ_r`$ is made -. In this case, the crossover region ranges over $`\varphi `$ between $`\varphi _c\left(\omega ϵ_oϵ_r/\sigma _C\right)`$ and $`\varphi _c+\left(\omega ϵ_oϵ_r/\sigma _C\right)`$. This means that, as a function of frequency, a sample with $`\varphi `$ close to $`\varphi _c`$ will enter an experimentally observable crossover region for sufficiently large $`\omega `$ and eventually obey Eq. (5) with a frequency dependence of $`\omega ^{t/\left(s+t\right)}`$ for both the real and imaginary parts. In a series of papers reporting on the dc and ac conductivities of three Graphite-Boron Nitride system systems it was shown theoretically that 1. the scaling relations derived from the first order terms of Eq.(1), above and below $`\varphi _c`$, had the frequency dependencies required by the classical scaling ansatz - (dc scaling is dealt with in ); 2. the second order scaling relations, derived from Eq.(1), in the crossover region, had the frequency and $`\left(\varphi \varphi _c\right)`$ dependencies required by the classical scaling ansatz -; 3. the second order scaling relations, in the region where the first order terms obey Eqs.(2) and (3), were not in agreement with the classical scaling ansatz ; 4. the loss or conductivity term in the dielectric state had a frequency exponent of $`\left(1+t\right)/t`$ and not 2 as required by the classical ansatz -. Experimentally it was shown that 1. the first order experimental results for the G-BN systems could be scaled onto separate curves above and below $`\varphi _c`$ and that these scaled curves could be fitted by the scaling functions generated by Eq.(1), for all $`\varphi `$ and $`\omega `$ values . This was also found to be the case by Chiteme and McLachlan for ”cellular” percolation systems, some of the dc properties of which are given in ; 2. after taking the loss (conductivity) term of the dielectric component into account the exponent for the loss was much closer to $`(1+t)/t`$ than to 2 ; 3. the real dielectric constant, when plotted as a function of $`\varphi `$ for the fixed $`\omega `$, does not peak at $`\varphi _c`$ but continues to increase reaching a peak at a value of $`\varphi `$ greater than $`\varphi _c`$. The resultant curve has a hump like appearance and the position of the peak depends on $`\omega `$, $`ϵ_{ir}`$ and $`\sigma _C`$. It was then shown that this behavior could be qualitatively modeled by Eq.(1). In the present paper progress is reported on this last point. We begin with a further theoretical investigation of the behavior of the dielectric constant $`ϵ`$ just above $`\varphi _c`$. Since $`\sigma _M`$ is in general the result of finding numerically the root of a transcendental equation, this can only be achieved by expanding $`\sigma _M`$ around $`\varphi _c`$. With the ansatz $`\sigma _M(\varphi )^{1/t}=\sigma _{MC}^{1/t}+\delta `$ we obtain from Eq.(1) $$\delta =\frac{\sigma _{MC}^{1/t}\sigma _I^{1/s}(A1)+\mathrm{\Delta }\varphi \sigma _C^{1/t}\sigma _{MC}^{1/s}}{A(t/s+1)\sigma _{MC}^{1/s}t/s\mathrm{\Delta }\varphi \sigma _C^{1/t}\sigma _{MC}^{1/s1/t}(A1)\sigma _I^{1/s}}$$ (6) with $`\mathrm{\Delta }\varphi =(\varphi \varphi _c)/\varphi _c`$. Note that $`\delta `$ does not vanish when $`\mathrm{\Delta }\varphi =0`$ as we have to take into account additional terms of lower order which do not vanish for $`\varphi =\varphi _c`$. These terms are omitted in Eq.(4) but they are of the same order as terms linear in $`\varphi \varphi _c`$ and must be incorporated for reasons of consistency. Inserting the right hand side of Eq.(4) for $`\sigma _{MC}`$ it is now straightforward, albeit tedious, to obtain the position of the maximum of the imaginary part. The calculation yields for the maximum $`\varphi _{\mathrm{max}}`$ $`=`$ $`\varphi _c+{\displaystyle \frac{s+t}{2t}}{\displaystyle \frac{(1\varphi _c)(12\varphi _c)}{\varphi _c}}A^{\frac{2s}{s+t}}\left({\displaystyle \frac{\|\sigma _I\|}{\sigma _C}}\right)^{\frac{2}{s+t}}`$ (7) $`+`$ $`𝒪(\left({\displaystyle \frac{\sigma _I}{\sigma _C}}\right)^{\frac{3}{s+t}}).`$ (8) We emphasize that the deviation of $`\varphi _{\mathrm{max}}`$ from $`\varphi _c`$ is obtained only when the expansion in powers of $`(\sigma _I/\sigma _C)^{1/(s+t)}`$ is taken beyond the first power; in fact, the result given can be obtained only if the expressions are expanded up to the third power. We have checked the reliability of this analytic expression by comparing with numerical solutions over a wide range of frequencies and are satisfied with its performance (see Figs.1). The parameters chosen in the illustration adhere to the Niobium Carbide system which exhibits pronounced maxima beyond $`\varphi _c=0.065`$; they are $`t=5.46(4.71),s=0.75(0.40)`$, $`\sigma _C=1.0710^4(\mathrm{\Omega }m)^1`$ and $`\sigma _I=i\omega ϵ_0ϵ_r`$ with $`ϵ_r=5.4(6.7)`$ for the left (right) case. The difference between the two curves, even at $`\varphi =\varphi _c`$, reflects the error made by considering linear terms in $`\delta `$ only. Nevertheless, the analytic expression allows important conclusions to be drawn for the position of the maximum. Note that $`\varphi _{\mathrm{max}}`$ does not depend on individual values of $`\sigma _I`$ or $`\sigma _C`$, in other words the maximum position depends only on the ratio $`\sigma _I/\sigma _C`$ (or equivalently on $`\omega ϵ_0ϵ_r/\sigma _C`$). Note in particular that 1. the deviation of $`\varphi _{\mathrm{max}}`$ from $`\varphi _c`$ starts with the second order term in $`(\sigma _I/\sigma _C)^{1/(s+t)}`$; recall that this first order term determines the width of the cross over region -; 2. the larger the ratio $`\sigma _I/\sigma _C`$ the further is the maximum pushed away from the transition point $`\varphi _c`$. In turn, the position of the maximum tends towards $`\varphi _c`$ for $`\sigma _I/\sigma _C0`$ as it should; 3. for finite values of the ratio $`\sigma _I/\sigma _C`$ the distance $`\varphi _{\mathrm{max}}\varphi _c`$ increases the more rapidly the more pronounced the inequality $`s+t>2`$; 4. to lowest order, the frequency dependence of of the distance $`\varphi _{\mathrm{max}}\varphi _c`$ is given by $`\omega ^{\frac{2}{s+t}}`$. The derivative of $`\mathrm{}\sigma _M`$ at $`\varphi _c`$ is easier to obtain, but the result is slightly more involved. We here report the essential result $$\frac{\mathrm{d}\mathrm{}\sigma _M}{\mathrm{d}\varphi }\|_{\varphi _c}\mathrm{}\left[\left(\frac{\sigma _I^{\frac{t}{s}}}{\sigma _C^{\frac{s}{t}}}\right)^{\frac{1}{s+t}}\sigma _I^{\frac{1}{s}}\sigma _C^{\frac{1}{t}}\right].$$ We stress that the derivatives of $`\mathrm{}\sigma _M`$ and $`\mathrm{}\sigma _M`$ at $`\varphi _c`$ are always continuous and tend to zero for $`(\sigma _I/\sigma _C)0`$. As it has now been established and confirmed experimentally in the present paper and in , Eq.(1) gives rise to the hump in the dielectric constant just above $`\varphi _c`$. However, as can be seen in , Eq.(1), as it stands, only qualitatively models the experimental data. In order to better fit the dielectric data we propose an effective dependence of $`\sigma _C`$ on $`\varphi `$ that is based in spirit on a model due to Balberg for non–universal values of $`t`$. The model accounts for values of $`t`$ higher than those allowed by the Random Void (RV) and Inverse Random Void model (IRV) . In this model Balberg assumes that the resistance distribution function $`h(ϵ)`$, where $`ϵ`$ is the proximity parameter, has the form $`ϵ^w`$ as $`ϵ0`$ and does not tend towards a constant as in the RV and IRV models. Using the approach of and keeping the underlying node links and blobs model , Balberg derives an expression for a non-universal $`t`$ which is equal to the one obtained from the RV model when $`w=0`$ but can give a larger $`t`$ for $`w>0`$. For $`w>0`$ the model also shows that the average resistance in the network can diverge when $`\varphi \varphi _c`$. The increase in $`t`$ beyond its universal value $`t_{\mathrm{un}}`$ as found by Balberg can be lumped into $`t=t_{\mathrm{un}}+t_{\mathrm{nun}}+r`$ where $`r`$ is the extra contribution due to the characteristic resistance of the network diverging at $`\varphi \varphi _c`$. This increase in characteristic resistance is incorporated into Eq.(1) and hence also into Eqs.(2) and (3), by substituting $`\sigma _C`$ with $$\sigma _C^{\mathrm{eff}}=\sigma _{00}+\sigma _{c0}\left(\frac{\varphi \varphi _c}{1\varphi _c}\right)^r,\varphi >\varphi _c$$ (9) with $`r>0`$. The solution of Eq.(1) should yield a continuous $`\sigma _M`$ across $`\varphi _c`$, which means that the conductivity $`\sigma _C`$ should nowhere vanish. As a consequence, $`\sigma _C`$ must reach a non–zero value denoted by $`\sigma _{00}`$ at $`\varphi _c`$ which is expected to be considerably lower than $`\sigma _{c0}`$. To avoid too many parameters the simplest assumption was made for $`\varphi <\varphi _c`$, that is $`\sigma _C\sigma _{00}`$ This should be reasonably valid just below $`\varphi _c`$ where our interest is focussed. We stress that the effect of the modification by Eq.(9) is virtually indiscernible with regard to first order effects for the solution $`\sigma _M`$ of Eq.(1) or the corresponding percolation power laws (Eqs. (2) and (3)) in the region where the power laws are obeyed. Computer simulations show that using Eq.(9) or a constant $`\sigma _C`$ in Eq.(1) causes a difference in $`\sigma _M(\varphi \varphi _c)`$ ($`\varphi >\varphi _c`$) or $`ϵ_M(\varphi _c\varphi )`$ ($`\varphi _c>\varphi `$) which is too minute to be resolved from available experimental data. The same holds for dispersion plots against $`\omega `$ of $`\sigma _M`$ above $`\varphi _c`$ and $`ϵ_M`$ below $`\varphi _c`$ as given in . For this reason it has never been necessary previously to consider the modification given by Eq.(9). However, in our context the higher order effects are discernible in the dielectric constant just beyond $`\varphi _c`$ and can be fitted much more satisfactorily than in using Eqs.(1) and (9). In Fig.2 we display data and corresponding fits for conducting $`Fe_3O_4`$ grains in a wax coated talcum powder matrix . The fits are far superior than those presented in . We have chosen (somewhat arbitrarily) $`\sigma _{00}=\sigma _C/10`$ with the values $`\sigma _C=\sigma _{c0}=2.6310^1(\mathrm{\Omega }m)^1`$ obtained from extrapolating dc experimental results to $`\varphi =1`$, and $`\sigma _I=i\omega ϵ_0ϵ_r`$ where $`ϵ_r`$ is measured separately at each frequency. Good fits are obtained for $`(tr,r,s)=(4.7,0.5,0.97),(4.3,0.7,0.98),(4.4,0.6,1.0)`$ and (5.6,0.4,1.6) when moving from the top left to the bottom right display in Fig.2. The value $`\varphi _c=0.025`$, obtained from dc measurements, is used in Figs.2 and 3. Note that $`t=t_{\mathrm{un}}+t_{\mathrm{nun}}+r`$ is somewhat larger than the separately measured non-universal dc value of 4.2. Also note that in all cases it turned out that $`r<1`$. This implies a steep increase of $`\sigma _C^{\mathrm{eff}}`$ just above $`\varphi _c`$. The fits are not necessarily optimal as the multi-parameter landscape of the least square expression $`\|\sigma _M^{\mathrm{exp}}\sigma _M^{\mathrm{num}}\|^2`$ in the parameters $`t,s`$ and $`r`$ (for fixed $`\sigma _{00}`$) has many local minima. However, the quality of the fits at the different local minima does not vary greatly for acceptable fits. While this second order behavior of $`ϵ`$ is in principle a complicated function of the various parameters the position of the maximum at $`\varphi _{\mathrm{max}}`$ is essentially dependent only on the quotient $`\sigma _I/\sigma _C`$. This implies that a decrease of frequency (which is a decrease of $`\sigma _I`$) has an effect similar to a corresponding increase of $`\sigma _C`$, which can be obtained by an increase of temperature. This is convincingly demonstrated in Fig.3 where fits are obtained for the same system as in Fig.2 at different temperatures, i.e. at different values of $`\sigma _C`$ and $`ϵ_r`$. The experimental data and the theoretical curves show that an increase in $`\sigma _C`$ is equivalent to a decrease in $`\omega `$ (or $`\sigma _I`$). The experimental data appear somewhat erratic as they usually do for the low frequency chosen (1 Hz). The data in the first column of Fig.3 are slightly different from those in the first column of Fig.2 as the former are taken in a temperature controlled oven. Much better fits are obtained for higher frequencies as illustrated in the bottom row of Fig.3 (1 KHz) as the dielectric data are more reliable at higher frequencies. Similar to Fig.2, experimental values are used for $`ϵ_r(\omega ,T)`$ with $`\sigma _{c0}=\sigma _C=3.2210^1(\mathrm{\Omega }m)^1`$ at $`25^0C`$ and $`\sigma _{c0}=\sigma _C=1.42(\mathrm{\Omega }m)^1`$ at $`120^0C`$. The fits were obtained with the parameters $`(tr,r,s)=(4.65,0.5,1.0),(3.4,0.6,1.0),(4.4,0.6,1.0),(3.5,0.9,1.0)`$ again choosing the fixed value $`\sigma _{00}=\sigma _C/10`$. In continuum systems, all models for a non universal $`t`$ are based on the premise - that a distribution of conductances exists in the conducting component which has a power law singularity. In a system where no such singularity occurs it should be possible to fit the data using Eq.(1), with $`t`$ values closer to 2 and without the use of Eq.(8). A system par excellence which satisfies this requirement is a water-oil emulsion, using a surfactant to ensure uniform drop size. Data for such systems has been published in - and we present in Fig.4 data from Fig.1 of and from Fig.4 of , which have been fitted using Eq.(1) with the same value of $`\sigma _C`$ above and below $`\varphi _c`$. The values used, i.e. $`\sigma _C=1.9(1.5)(\mathrm{\Omega }m)^1,\sigma _I=i\mathrm{\hspace{0.17em}2}10^{11}\omega ,\varphi _c=0.2(0.06)`$ for the left (right) display and $`\nu =10^5`$Hz are based on the dielectric and conductivity curves given in the quoted papers. The fitting curves use $`s=1.15(1.35)`$ and $`t=1.85(2.1)`$. Note that the values of $`t`$ are close to the universal value. Although better fits should be obtained with a more precise knowledge of the system parameters, these results show that using Eq.(8) as input in Eq.(1) is necessary to fit the dielectric data only when abnormally high values of $`t`$ are observed in the dc data. Note that these data have been previously analyzed using Eq.(1) with a single exponent $`(s=t)`$ in . To summarize: the pronounced hump observed experimentally for the dielectric constant of percolative metal insulator systems just above the critical concentration can be modeled using the higher order terms of Eq.(1) near $`\varphi _c`$. In the cases where $`t`$ is well above the universal value Eq.(8) must be used to quantitatively model the dielectric data. Note also that all previous experiments on the dielectric constant ”below” $`\varphi _c`$, where $`\varphi _c`$ has not been independently measured by dc conductivity measurements, have probably incorrectly identified values of $`\varphi _c`$.
warning/0001/cond-mat0001363.html	ar5iv	text	# Frustration and sound attenuation in structural glasses \[ ## Abstract Three classes of harmonic disorder systems (Lennard-Jones like glasses, percolators above threshold, and spring disordered lattices) have been numerically investigated in order to clarify the effect of different types of disorder on the mechanism of high frequency sound attenuation. We introduce the concept of frustration in structural glasses as a measure of the internal stress, and find a strong correlation between the degree of frustration and the exponent $`\alpha `$ that characterizes the momentum dependence of the sound attenuation $`\mathrm{\Gamma }(Q)`$$``$$`Q^\alpha `$. In particular, $`\alpha `$ decreases from $``$$`d`$+1 in low-frustration systems (where $`d`$ is the spectral dimension), to $``$2 for high frustration systems like the realistic glasses examined. \] The nature of collective excitations in disordered solids has been one of the major problems of condensed matter physics during the last decades; the recent devolopment of a high-resolution inelastic X-ray scattering (IXS) facility made Brillouin-like experiments possible in the region of mesoscopic exchanged momenta $`Q`$=1$`÷`$10 nm<sup>-1</sup>, which led to the realization that propagating sound-like excitations exist in glasses up to the Terahertz frequency region. The quantity that characterizes the collective excitations, and which has been determined experimentally in many glasses and liquids , is the dynamic structure factor $`S(Q,\omega )`$. Although specific quantitative differences exist among systems, the following qualitative characteristics are common to all the investigated materials: i) there exist propagating acoustic-like excitations for $`Q`$ values up to $`Q_m`$, with $`Q_m/Q_o`$$``$0.1$`÷`$0.5 (where $`Q_o`$ is the position of the maximum in the static structure factor), which show up as more-or-less well defined Brillouin peaks at $`\mathrm{\Omega }(Q)`$ in $`S(Q,\omega )`$, the specific value of $`Q_m/Q_o`$ is correlated with the fragility of the glass; ii) the slope of the (almost) linear $`\mathrm{\Omega }(Q)`$ vs $`Q`$ dispersion relation in the $`Q`$$``$0 limit extrapolates to the macroscopic sound velocity; iii) the width of the Brillouin peaks, $`\mathrm{\Gamma }(Q)`$, follows a power law, $`\mathrm{\Gamma }(Q)`$=$`DQ^\alpha `$, with $`\alpha `$$``$2 whithin the statistical uncertainties; iv) the value of $`D`$ does not depend significantly on temperature, indicating that the broadening (i.e. the sound attenuation) in the high frequency region does not have a dynamic origin, but that it is due to disorder . These general features of $`S(Q,\omega )`$ have been confirmed by numerical calculations on simulated glasses , obtained within the framework of the mode coupling theory , and, more recently, ascribed to a relaxation process associated to the topological disorder . However, except for the simple 1-dimensional case , the widespread finding $`\mathrm{\Gamma }(Q)`$=$`DQ^2`$, has not yet been explained on a microscopic basis. To this end in this Letter we investigate, in the harmonic approximation, systems showing disorder of different characteristics, and the role played by the latter in determining the value of the exponent $`\alpha `$. The analyzed systems show either substitutional (bond percolators and spring disordered systems on a lattice) or topological disorder (model glasses obtained by molecular dynamics (MD) simulations). We also introduce the concept of ”frustration” both for structural glasses and, under approppriate conditions, for lattice-based systems; we give a measure of it, and find a correlation between the value of $`\alpha `$ and the degree of frustration. In particular, for all kinds of disorder we find that when frustration is absent $`\alpha `$$``$4, while increasing the frustration lowers the value of $`\alpha `$ towards and even below the value 2. Our samples fall into three major classes: bond percolators above threshold with identical springs connecting nearest-neighbor occupied sites, topologically ordered systems with spring disorder, and model glasses obtained by MD. The first two classes are based on a cubic lattice, while the third represents topological disorder. In the first class the disorder is due to the presence of unconnected or void sites of the lattice ; in the second class, recently studied by Schirmacher et al. , all the sites are occupied and nearest-neighbor atoms interact through springs whose elastic constants are randomly chosen from a gaussian distribution which may include or not a negative tail. In both classes the elasticity is scalar and each atom is allowed only one degree of freedom. The atoms of the topologically disordered class interact through variants of the 12-6 Lennard-Jones (LJ) pair potential $`V_{LJ}(r)`$=$`4ϵ[(\sigma /r)^{12}`$$``$$`(\sigma /r)^6]`$, i.e.: (a) standard LJ, $`V^{(a)}(r)`$=$`V_{LJ}(r)`$; (b) LJ with interaction cut at the inflection radius, $`r_o=(26/7)^{1/6}\sigma `$, $`V^{(b)}(r)`$=$`V_{LJ}(r)`$ for $`r`$$`<`$$`r_o`$ and $`V^{(b)}(r)`$=0 for $`r`$$`>`$$`r_o`$, so that practically only nearest neighbors interact; (c) LJ modified to always have a positive curvature, $`V^{(c)}(r)`$=$`V_{LJ}`$ for $`r`$$`<`$$`r_o`$ and $`V^{(c)}(r)`$=$`2V_{LJ}(r_o)`$-$`V_{LJ}(r)`$ for $`r`$$`>`$$`r_o`$; (d) LJ without the actractive part (soft sphere): $`V^{(d)}(r)`$=$`4ϵ(\sigma /r)^{12}`$; (e) binary LJ mixture of 80% atoms of type A, 20% of type B, having the same mass but different LJ potential parameters for AA, AB, BB interactions . The LJ-like glasses were obtained by a microconical simulation which is performed at high temperature and followed by a slow cooling down to a state close to the melting temperature $`T_m`$. From this state a fast quench to low temperaure ($`T/T_m`$$``$0.1) is performed. After a MD run at low $`T`$ (to ensure that the system is far from the crystalline state) the minimum (glassy) configuration ($`\{\overline{x}^o(i)\}_{i=1..N}`$) is reached by the steepest descent method. For each LJ-like potential, two sets of glasses were prepared: one had $`N`$=2000 atoms and its dynamical matrix was diagonalized, while the other, 10000 atoms, was used for the calculation of $`S(Q,\omega )`$ by the method of moments . The bond percolators had dimension $`80^3`$ and two bond concentrations, 0.45 and 0.65 respectively, the spring-disordered lattices had dimension $`80^3`$; for both $`S(Q,\omega )`$ was calculated by the method of moments. In the latter systems, the spring constants $`k`$ were extracted by a gaussian distribution with unitary mean and variance; the distribution was cut on the low-$`k`$ side at $`k_o`$=0.3, 0, -0.6, and -1. Runs on elongated systems (20$`\times `$20$`\times `$3000) were also performed, reproducing the results of the cubic samples in the common $`Q`$ region. In all cases, the width of the Brillouin peaks in $`S(Q,\omega )`$ was estimated both by a lorentzian fit and by evaluating the width of the spectrum at half height; even when -at high $`Q`$\- the $`S(Q,\omega )`$ does not resemble a lorentzian too closely, the two procedures gave results in excellent agreement. All the LJ-like systems have the characteristic that although the system is in a minimum of the total potential energy and is stable, all pairs of interacting atoms are not at equilibrium distance, which produces internal stress in the system . It is also possible that some of the particles are -at equilibrium- in a maximum of the potential energy; these situaions also contribute to the presence of stresses in the glass . Let $`V(i)`$ be the potential energy of the $`i`$-th particle at $`T`$=0, and let a single particle be displaced from its equilibrium position by an external agent; then all surrounding particles are no longer at equilibrium and, if the system can relax, they will move towards the new equilibrium position, where each particle in general has a different value of potential energy, $`V^{}(i)`$; this can be either smaller or larger than $`V(i)`$. We define as ”frustrated” those particles which have $`V^{}(i)`$$`<`$$`V(i)`$, i. e. those particles that, under a small external perturbation, can relax towards a more energetically comfortable situation. The ”external perturbation” can be a normal mode itself; under the effect of a single normal mode, all particles are displaced from their equilibrium positions along the direction indicated by the eigenvector and, therefore, they change their potential energy; as we will see, the change in potential energy can be negative. More precisely, when the $`p`$-th normal mode -with eigenfrequency $`\omega _p`$ and eigenvector $`\overline{e}_p(i)`$\- is switched on in the system, and therefore the particle positions become $`\overline{x}^o(i)+a\overline{e}_p(i)`$, the $`i`$-th particle changes its potential energy by $`_p(i)`$, which is easily written in terms of the system eigenvectors as: $$_p(i)=Ma^2/4\mathrm{\Sigma }_{\alpha \beta }\mathrm{\Sigma }_jD_{ij}^{\alpha \beta }\left(e_p(\alpha ,i)e_p(\beta ,j)\right)^2,$$ (1) where D is the dynamical matrix. Obviously $`_p(i)`$ depends trivially $`a`$on the amplitude of the normal mode, $`a`$, and on other system-dependent quantities like the particle mass, $`M`$, and the interaction strenght, represented by the largest eigenfrequency $`\omega _o`$. The relevant quantity is therefore obtained by defining the adimensional quantity $`\widehat{}_p(i)`$=$`_p(i)/Ma^2\omega _o^2`$. In the case of an ordered structure, the eigenvectors are plane waves and $`\widehat{}_p(i)`$ is independent on the particle $`i`$. In the disordered structure, on the contrary, for each mode there is a distribution of $`\widehat{}_p(i)`$. This distribution (an example is reported in the inset of Fig. 2 for a mode of full LJ with $`\omega /\omega _o=0.03`$), characterized by its mean value $`\mu _p`$ (=$`\omega ^2/2\omega _o^2`$) and variance $`\sigma _p^2`$, can be so broad that many atoms really decrease their energy under the action of a mode and, therefore, they are frustrated. To be quantitative, we can define the ”index of frustration”, $`F_p`$ as the standard deviation of the distribution of $`\widehat{}_p(i)`$. In order to characterize the disordered structure itself with its degree of frustration, we can use the low frequency limit of $`F_p`$; indeed a normal mode induces in the sample a stress that, by itself, produces an ”uncofortable” situation for the atoms. Only in the long wavelenght (low frequency) limit the stress induced by the normal modes becomes negligible and the frustration truly associated to the disordered structure shows up. The evaluate $`F_p`$ we need the normal modes, which means diagonalization of the dynamical matrix, and this puts an upper limit to the dimension of the investigated systems. On the other hand, $`S(Q,\omega )`$ is calculated by the method of moments , which allows larger samples to be treated. The normalized widths, $`\mathrm{\Gamma }(Q)`$$`/\omega _o`$, of the Brillouin peaks in $`S(Q,\omega )`$ of the LJ-like systems are reported in Fig. 1 as a function of $`Q/Q_o`$. Data from 2000- and 10000-atom systems are reported together in the figure, indicating that there are no noticeable size effects on $`\mathrm{\Gamma }(Q)`$. From Fig. 1 we note that: (i) in the low-$`Q`$ region the law $`\mathrm{\Gamma }(Q)`$$``$$`Q^\alpha `$ represents very well the data with $`\alpha `$ values as reported in the legend (see inset, where the different data are mutually shifted and the full lines represent the power laws); (ii) there is a progressive decrease of slope in passing from the modified LJ system ($`\alpha `$=3.5) to the soft potential ($`\alpha `$=1.5). The slopes seem to coalesce into two groups, for systems a,d, and e $`\alpha `$$``$2, while in the case of b and c, $`\alpha `$$`>`$3. We are now going to correlate this kind of behavior with the presence and the degree of frustration in the samples. The frustration index, $`F_p`$, of the five LJ-like samples is reported in Fig. 2 for some modes spanning the whole frequency spectrum as a function of the normalized mode frequency $`\omega _p`$/$`\omega _o`$. If we consider the variation of $`F_p`$, the systems can again be arranged into two goups: the nearest-neighbor (b) and the modified LJ (c) in the first group, the other three systems (a,d, and e) in the second one. The behavior of $`F_p`$ is qualitatively the same for all systems down to $`\omega _p/\omega _o`$$``$0.15 but below this value the two groups diverge: $`F_p`$ of systems of the first group, which show exponents $`\alpha `$$``$3, decreases steadily, while for the other three systems (which have $`\alpha `$$``$2) it tends towards a constant value, $`F_o`$, for $`\omega `$$``$0. The presence of such non vanishing low-frequency (and low-$`Q`$) frustration seems therefore to be strongly correlated to the mechanism that, in these systems, produces $`\alpha `$$``$2. The previous conjecture is supported by the results obtained on the lattice-based systems with elastic constant disorder. In this case, since the equilibrium positions of the atoms are fixed at the lattice sites and the springs are all at rest, the systems are intrinsically non-frustrated. There may exist frustration only if there are some negative elastic constants: the elastic disorder on its own does not produce internal stress and frustration. Therefore, in the Schirmacher-like spring disorder on a lattice, we would expect $`\alpha `$=4 if $`k_o`$$``$0, $`\alpha `$$`<`$4 for $`k_o`$$`<`$0, and $`\alpha `$ to decrease as $`k_o`$ is decreased to produce higher frustration index. This is precisely what is observed in Fig. 3 for the four studied cases $`k_o`$=0.3, 0, -0.6, -1. As mentioned, we did also evaluate $`\mathrm{\Gamma }(Q)`$ for elongated samples of size 20$`\times `$20$`\times `$3000 in order to reach smaller $`Q`$-values; in no case did we observe a crossover to a $`Q^4`$ dependence for $`k_o`$$`<`$0 , although it cannot be excluded that it might actually be observed on larger samples. It is worth noting that our numerical results are in quantitative agreement with a recent evaluation of $`\alpha `$ performed on similar spring-disordered lattices in Ref. , by using a perturbation expansion on the disorder degree, that gives $`\alpha `$=4 and $`\alpha `$$``$1 in the absence and in the presence of unstable modes, respectively. Further interesting indications come from the study of percolating networks above threshold. Here, like in the previous case with $`k_o`$$``$0, there is no frustration; moreover the elastic constants are all equal and disorder is produced only by the presence of unoccupied sites. The width $`\mathrm{\Gamma }(Q)`$$`/\omega _o`$ is reported as a function of $`Q/Q_o`$ in Fig. 4 for two different concentrations of bonds; we see that for both concentrations there are two well defined slopes, $`\alpha _1`$$``$4 and $`\alpha _2`$$``$2.3, separated by a crossover; the crossover value $`Q_c`$ becomes smaller at smaller concentration. This behavior is well understood by considering the fractal nature of percolators: for $`Q`$$`<`$$`Q_c`$ the vibrations experience an almost homogeneous system with spectral dimension $`d`$=3, while for $`Q`$$`>`$$`Q_c`$ the system is fractal and the dynamics is described by the spectral dimension $`d`$=4/3 . Thus the data of Fig. 4 indicate that in the whole $`Q`$ range $`\mathrm{\Gamma }(Q)`$$``$$`Q^{(d+1)}`$, where $`d`$ is the appropriate spectral dimension. This is exactly the same phenomenology observed for the elastic-constant disordered systems on lattice without frustration. Indeed, when $`k_o`$$``$0, in both 3 and 2 dimensions (the latter not reported here) we obtain $`\mathrm{\Gamma }(Q)`$$``$$`Q^{(d+1)}`$, irrespective of the specific value of $`k_o`$. In these systems, like in the percolators, increasing the disorder without introducing frustration does not change the value of $`\alpha `$, but merely shifts the $`\mathrm{\Gamma }(Q)`$ curve to higher values. On the other hand, the behavior of the highly frustrated LJ-like systems appears to be different because if we try to extract spectral dimensions from the exponents of Fig. 1 we obtain unexpectedly low values resting in the range $`d`$=0.6$`÷`$1. Such small values are difficult to reconcile with those extracted from the $`\omega `$-dependence of the density of states, $`\rho (\omega )`$$``$$`\omega ^{(d1)}`$ which, for the present binary mixture, full LJ and soft-sphere potential, yields $`d`$$``$2.4. Thus, all the previous results and discussion indicate that frustration may alter the $`Q`$-dependence of $`\mathrm{\Gamma }(Q)`$. For glasses, frustration means that, even if the system as a whole is in a minimum of the potential energy, single atoms may not be in an energetically comfortable situation, which implies that small rearrangements of the local structure (due for instance to a propagating density fluctuation) may induce rather large displacements of the atoms in question towards energetically more favourable configurations. We find a strong correlation between low $`\alpha `$-values and high frustration. This correlation suggests a possible microscopic explanation for the observed $`Q^2`$ beahvior of $`\mathrm{\Gamma }(Q)`$: in the presence of frustration, the propagation of density waves is accompanied by large and pseudo-random (i.e. not depending on the carrier sinusoidal displacement wave) displacements of the more frustrated atoms. This entails the presence, in the eigenvector, of large spatial Fourier components other than the one corresponding to the dominant $`Q`$, i.e. broadening. Such broadening is more important at low $`Q`$ because eigenvectors with low dominant-$`Q`$ are less broadened by the ”trivial” $`Q^4`$ effect found in non-frustrated systems. In conclusion, in this work we have studied the role of different kinds of disorder in determining the exponent $`\alpha `$, in order to get information on its microscopic origin. We have investigated the effects of positive vs. negative elastic constants and of substitutional vs. topological disorder. In this systematic study we have introduced a frustration index for the structural glasses under consideration. The results present in this work suggest that $`\mathrm{\Gamma }(Q)`$ behaves like $`Q^{(d+1)}`$ in non-frustrated disordered systems -like for example all the models on lattice without unstable modes- and that the exponent $`\alpha `$ decreases in the presence of appreciable frustration. Values $`\alpha `$$``$2 are recovered for the realistic LJ variants examined. Collaboration with R. Dell’Anna in the early stage of this work is gratefully acknowledged. This work was supported by INFM Iniziativa di Calcolo Parallelo, and by MURST Progetto di Ricerca di Interesse Nazionale.
warning/0001/astro-ph0001017.html	ar5iv	text	# H2 emission from CRL 618 ## 1 Introduction CRL 618 is one of the few clear examples of an AGB star in the transition phase to the Planetary Nebula stage: a Proto Planetary Nebula (PPN). It has a compact HII region created by a hot central C-rich star, and is observed as a bipolar nebula at optical, radio and infrared wavelengths. The expansion velocity of the envelope is around 20 km s<sup>-1</sup>, but CO observations show the presence of a high-velocity outflow with velocities up to 300 km s<sup>-1</sup>(Cernicharo et al.1989). High-velocity emission in H<sub>2</sub> is also detected (Burton & Geballe 1986). The high velocity wind and the UV photons from the star perturb the circumstellar envelope producing shocks and photodissociation regions (PDRs) which modify the physical and chemical conditions of the gas (Cernicharo et al.1989, and Neri et al.1992). Clumpiness within the visible lobes and low-velocity shocks being the remnant of the AGB circumstellar envelope are also proposed by Latter et al.(1992). H<sub>2</sub> excitation mechanisms can be investigated through our IR observations. We also propose to study the possible variations of the OTP ratio from the classical value of 3. More details are given in Herpin et al.(2000). ## 2 Observations Many H<sub>2</sub> lines were detected (see Fig. 1) with these ISO Short-Wavelength Spectrometer (SWS, de Grauuw et al.1996) observations: 0-0 S(J=0-15), 1-0 Q(J=1-7), 2-1 Q(J=1-7,9,10,13,14,15), 3-2 Q(J=1,3,4,5,7), 4-3 Q(J=2,3,4,7,9,10), and 1-0 O(J=2-7). The fluxes were obtained assuming the source punctual relative to the SWS beam. A SWS spectral resolution of $`\lambda /\mathrm{\Delta }\lambda =2000`$ was taken. ## 3 Data analysis ### 3.1 Location of the emission Because of the large number of data and thus the large energy covering, we based our global data analysis on the $`00`$ S transitions. Moreover, 0-0S(0) to 0-0S(6) emissions are not very sensitive to the extinction and thus are very reliable. A brief look on the plot of the column densities (derived from the line intensities) versus the energies of the upper levels for the uncorrected data (no absorption correction, and OTP ratio of 3 (Fig.2, left) shows first that an OTP ratio ($`\chi `$) of 3 seems inappropriate as the ortho observations are systematically underestimated. Moreover, correction of the entire set by the same value of the OTP ratio seems not possible. Thus we introduced different values for different parts of the plot, i.e., different energies, and thus probably different regions of excitation in the PPN environment: $`\chi =1.,1.76`$ and 1.87. But some discontinuities are still present. This is not an effect of variations in $`T_{ex}`$ because in this case slopes would vary. This can only be explained by different regions of emission, and consequently can be corrected by different absorptions. We thus applied 4 different corrections of the absorption: $`A=3.5,10,15`$ and 20 mag (Latter et al.1992, Thronson 1981). The result is given in the Fig. 2 (right captions). This study of the resolution of the observed lines (see Fig. 1) shows three different parts of emission. First of all, the $`00`$ S(0) to S(6) lines are totally resolved (with a SWS resolution of 200 km s<sup>-1</sup>). A broad line, thus resolved, means that the emission arises from a quite large velocity region, this velocity field being then sufficiently important to broaden the line. This suggests that this part of the H<sub>2</sub> emission may arise from the lobes, where the velocity is larger. An intermediate zone of excitation, between lobes and torus, appears for the $`00`$ S(7), S(8) and S(9) emissions, whose half power line widths are around 200 km s<sup>-1</sup>(third zone on the plot) on the limit of resolution. Finally, all the other lines have small widths (50-160 km s<sup>-1</sup>), and then probably arise from a low-velocity region, certainly the edge of the torus. A similar study is done for the emissions involving excited vibrational levels. The $`10`$ Q lines are unresolved. We think that these emissions stem from the same intermediate zone as are the $`00`$ S(7)-S(9) emissions. Moreover the “intermediate” slope derived from the column densities is another indication. The same conclusion applies for the $`10`$ O lines, even if their origin is not exactly the same; this emission is probably closer to the lobes, as the derived temperature (cf. Fig.2) is similar as what is found for the $`00`$ S emission in this area. All the lines involving vibrational levels with $`v2`$ are completely unresolved and thus arise from a region close to the torus. ### 3.2 Excitation mechanisms We attempted to fit the data with a very simple model based on a Boltzman distribution of the populations (cf. Fig. 2). For the $`00`$ S emissions, the fitted temperatures and column densities are in agreement with the hypothesis of low-energy emission from shocks in the lobes (low temperatures, and high column densities, corresponding to $`n(H_2)10^610^7`$ cm<sup>-3</sup>), and high-energy emissions coming from the torus with higher temperature and weaker density. For the transitions from excited vibrational levels, we admitted that 0-0 S(J), 1-0 Q(J+2) and O(J+4) emissions are produced in the same region, and have the same extinction and OTP ratio. The same argument was used for the other excited vibrational emissions. We obtained different fits with slow slopes (temperatures are larger) for different $`\mathrm{\Delta }v`$ emissions, which may suggest fluorescent emission. Concerning the $`10`$ emissions, we compared our intensities to theoretical results of Sternberg (1989) and Black (1987). Moreover the temperatures are moderate, as the rot-vibrational column densities. This suggests the thermal contribution in the excitation. A clumpy structure, or one which partly shields the emitting region from the stellar UV flux may explain a low level of fluorescent emission. In thermal sources these rotational and vibrational temperatures are similar, while fluorescent sources are characterized by a much higher vibrational temperature and a much lower rotational temperature (Tanaka et al.1989). That is why emissions 1-0 O and Q are probably more or less of thermal nature ($`T_{rot}20005000`$K and $`T_{vib}1000`$ K for $`v=1`$), but a component of fluorescent emission is probably also present. The situation seems more complicated for the other vibrational excited transitions. The only case in Sternberg (1989) and also in Black (1987) with all these emissions is the radiative fluorescent model. This strongly suggests that the emissions involving $`v2`$ levels are fluorescent. We resume on Fig.3 what we deduced about the excitation of the H<sub>2</sub> lines. ### 3.3 The OTP ratio We attempt to explain the low OTP ratio by different mechanisms. Shocks breaking molecules and photodissociation, ionization from the central star can produce H, H<sup>+</sup> and H<sub>3</sub><sup>+</sup>…who will react with H<sub>2</sub> and altere the OTP ratio. On the other hand, in a shocked region, the shock velocity may be important in the OTP conversion process. We think that there is in fact no OTP ratio gradient in our data, but large uncertainties, and consequently that the OTP ratio is around 1.76-1.87, the first value of 1 remaining without explanation. We thus think that the OTP ratio is fixed near the central star where low-velocity shocks occur and where atoms and ions can spoil this ratio. Part of this material is swept out into the lobes with this low OTP ratio. ## 4 Conclusion Shocks in the lobes produce the low-energy 0-0 S emission, while shocks and perhaps fluorescence induce emission in a transition area. The high-energy emission may be produced by fluorescence in the torus. A mix of fluorescence and collisions imay be on the origin of the 1-0 O and Q lines, while all the other emissions are dominated by fluorescence. Concerning the low OTP ratio, probably around 1.76-1.87, we think that it is fixed near the central star, the material being after swept out into the lobes, with a very non-classical value.
warning/0001/astro-ph0001393.html	ar5iv	text	# CROSS-CORRELATING THE SLOAN DIGITAL SKY SURVEY WITH THE MICROWAVE SKY ## 1 INTRODUCTION Microwave background observations and measurements of large scale structure are complementary. While the Sloan Digital Sky Survey (SDSS; Gunn (1995)) measures the distribution of galaxies in the nearby universe, NASA’s Microwave Anisotropy Probe (MAP; Bennett et al. (1997)) primarily probes the distribution of matter and radiation at z=1300. Since the nearby universe is thought to have the same statistical properties as the distant universe, we can gain insights into low-redshift physics as well as constrain cosmological parameters by cross-correlating the final conditions measured by SDSS with the initial conditions probed by MAP (Boughn, Crittenden, & Turok (1998); Eisenstein, Hu, & Tegmark (1998); Wang, Spergel, & Strauss (1999)). To maximize the signal-to-noise from the cross-correlation within the limitations on the CMB data set by the specifications of the MAP Project, a good tracer of the low-redshift density distribution must fulfill two criteria: 1. The tracer objects must be numerous enough that the Poisson error term in the cross-correlation is small. 2. The tracer must probe as large a volume of redshift-space as possible so that the cross-correlation signal is maximized. In practice, one finds that object types with high number densities (e.g. galaxies) tend to have redshift distributions that only probe a small part of the volume and object types that probe a larger fraction of the volume (e.g. quasars) are less numerous. Therefore it is necessary to strike a balance between these two criteria in order to optimize the signal-to-noise. In this paper, we investigate several classes of objects that will be available in the SDSS survey in order to find tracers that optimize the cross-correlation with the CMB. We find that SDSS quasars with magnitude $`i^{}<21`$ and galaxies with magnitude $`r^{}<21`$, which will have photometrically-determined redshifts, are good tracers. We then use the cross-correlation formalism to show that, 1. cross-correlating the SDSS galaxy sample with $`r^{}<21`$ in various redshift “slices” with maps of the Sunyaev-Zel’dovich effect from MAP gives good constraints on the pressure fluctuations in supercluster-scale gas, and 2. cross correlating the SDSS quasar sample with $`i^{}<21`$ with convergence maps from MAP gives strong constraints on the density parameter and the equation of state. The second-order effects that alter the microwave background and the low-redshift tracers used in the cross-correlation are introduced in § 2. In § 3 we outline the cross-correlation formalism, derive an optimal filter for maximizing the signal-to-noise from it and discuss briefly the computational issues involved in the cross-correlation. The results of the calculations are presented in § 4. We explore the possibility of constraining the equation of state with these methods in § 5. Finally, our conclusions are summarized in § 6. ## 2 THE LOW-REDSHIFT UNIVERSE AND THE MICROWAVE BACKGROUND There are three primary low redshift effects that alter the cosmic microwave background (CMB). ### 2.1 Sunyaev-Zel’dovich (SZ) Effect Hot gas in clusters and filaments produce new distortions in the microwave background. The SZ effect (Sunyaev & Zel’dovich 1972, (1980)) is the change in energy experienced by CMB photons when they scatter from the hot gas. It takes two forms. The dominant contribution is the thermal SZ effect, the gain in energy acquired from the thermal motion of the gas. The kinetic SZ effect arises from the Doppler shift due to the bulk motion of the gas. ### 2.2 Integrated Sachs-Wolfe (ISW) Effect In low-$`\mathrm{\Omega }_0`$ universes, the fact that potentials decay (in other words, matter fluctuations stop growing) at some epoch makes another contribution to the large-scale CMB anisotropy. In addition to the redshift experienced while climbing out of potential wells on the last scattering surface, photons experience a cumulative change in energy due to the decaying potentials as they travel to the observer. The blueshift of a photon falling into a decaying potential well is not entirely cancelled by the redshift as it climbs out. This leads to a net energy change, which accumulates along the photon path. This Integrated Sachs-Wolfe effect is distinct from the more commonly considered redshifting at the last scattering surface which has become known as the Sachs-Wolfe effect. Both effects are considered in the original paper by Sachs & Wolfe (1967). The ISW effect operates most strongly on scales where the change of potential is large over a wavelength. For $`\mathrm{\Lambda }`$CDM models, the effect is confined to the largest angular scales (Kofman & Starobinsky (1985)), i.e. $`\mathrm{}10`$’s. ### 2.3 Weak Lensing Light propagating through an inhomogeneous universe is distorted through lensing by foreground matter (Gunn (1967)). Dark matter distributed along the line of sight between the surface of last scattering and the present epoch deflects CMB photons and imprints a characteristic pattern onto the CMB anisotropies created by acoustic oscillations. On large and intermediate scales lensing smoothes the acoustic oscillations while on very small scales it creates additional power (Seljak (1996)). Zaldarriaga & Seljak (1999) have developed a useful formalism for computing the convergence of the microwave sky. The convergence is a quantity which induces random deflections in the direction of the CMB photons. It is the integrated mass density along the line of sight divided by the critical density. ### 2.4 Low-redshift Tracers The SDSS, which will cover about a quarter of the sky, will contain many classes of objects which trace large scale structure. These can be cross-correlated with microwave background maps produced by MAP. Some of these are: 1. Photometric-z galaxies ($`r^{}<21`$) 2. All galaxies ($`r^{}<23`$) 3. Spectrometric-z quasars ($`i^{}<19`$) 4. Photometric-z quasars ($`i^{}<21`$) 5. FIRST objects Here, the magnitude cuts are made in the SDSS $`r^{}`$ and $`i^{}`$ photometric bands. The first and fourth categories will have photometrically determined redshifts. The magnitude cuts for these categories reflect conservative estimates of the limiting magnitudes to which photo-z techniques can be applied (D. Eisenstein 2000, private communication, G. Richards 2000, private communication). Upper estimates for the expected errors in photometrically-determined redshifts for $`r^{}<21`$ galaxies are about 0.04-0.08. Typically, at present, photometric methods for quasars give 50% of redshifts correct to within $`\pm 0.1`$ and 70-75% correct to within $`\pm 0.2`$. This is fairly independent of magnitude down to $`i^{}=20`$. After that, photo-z cannot be done reliably on $`z<2.2`$ QSOs. However, for $`z>2.2`$ QSOs, the redshift errors should be comparable. These errors should improve in the near future as details of the photo-z techniques are refined. The second category contains galaxies brighter than the $`5\sigma `$ detection limit of the SDSS r’ filter. Since we will not have redshifts for all of these galaxies, the results of cross-correlating this sample with low redshift effects are of academic interest only. The third category contains quasars for which redshifts would be obtained by the SDSS spectroscopic survey. For the SDSS spectroscopic quasar sample, the redshift errors are negligible ($`<0.1\%`$). The last category contains objects from the FIRST survey (White et al. (1997)) which would be optically matched by the SDSS. Approximating the radial distribution function of the tracer sample by a $`\delta `$-function at the mean redshift of the sample changes cross-correlation results by 5-10%. We estimate the signal-to-noise to change by roughly the same factor due to photometric redshift errors. ## 3 CROSS-CORRELATION FORMALISM In this section we introduce the notation and develop the formalism for cross-correlating each of the tracer object types with the secondary CMB anisotropies described above. We begin with the comoving Friedman equation for a spatially flat universe with a cosmological constant $`\mathrm{\Lambda }`$: $`\left({\displaystyle \frac{a^{}}{a}}\right)^2`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3}}{\displaystyle \frac{a^2}{c^2}}\left[{\displaystyle \frac{\rho _0}{a^3}}+\rho _\mathrm{\Lambda }\right]`$ (1) $`=`$ $`{\displaystyle \frac{a^2H_0^2}{c^2}}\left[{\displaystyle \frac{\mathrm{\Omega }_0}{a^3}}+\left(1\mathrm{\Omega }_0\right)\right]`$ where $`a`$ is the dimensionless scale factor, prime denotes derivatives with respect to conformal time $`\tau `$, $`H_0`$ is the Hubble constant and $`G`$ is the gravitational constant. We take $`\mathrm{\Omega }_0+\mathrm{\Omega }_\mathrm{\Lambda }=1`$, where $`\mathrm{\Omega }_0=8\pi G\rho _0/(3H_0^2)`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=8\pi G\rho _\mathrm{\Lambda }/(3H_0^2)`$, where $`\rho _0`$ and $`\rho _\mathrm{\Lambda }`$ are the mean densities in dark matter and vacuum energy today, respectively. We normalize the scale factor so that $`a(\tau _0)=1`$, where $`\tau _0`$ is the present conformal time. The linear growth factor (Peacock 1999, p (468)) $$D\left(\tau \right)\frac{a^{}}{a^2}_0^a𝑑a\left(\frac{a}{a^{}}\right)^3$$ (2) is normalized so that $`D(\tau _0)=1`$. We now introduce the conformal lookback time $`\eta =(\tau _0\tau )`$, since it is more natural to frame the integrals that follow in terms $`\eta `$. We have used the conformal transformation $`d\tau =(c/a)dt`$, where $`t`$ is the standard time coordinate, with the result that the conformal lookback “time” represents the proper motion distance. The fluctuations in projected surface density of tracer objects $`i`$ in a redshift slice in direction $`\widehat{𝐧}`$ (Moessner, Jain, & Villumsen (1998)) are given by, $$\mathrm{\Sigma }_i(\widehat{𝐧})=_0^{\tau _0}𝑑\eta \left[b_i\delta (𝐱)W(\eta )+2(2.5s_i1)\kappa \right]$$ (3) In this expression, the first term in the integrand gives the fluctuations on the sky resulting from intrinsic clustering of the tracer objects. The second term gives the fluctuations arising due to magnification bias in the weak lensing limit, $`\kappa 1`$: lensing increases the area of a given patch on the sky, thus diluting the number density. On the other hand, tracer objects too faint to be included in a sample of a given limiting magnitude are brightened as a result of lensing and may therefore be included in the sample. The net magnification bias can lead to either enhancement or suppression of the observed number counts, depending on the slope of the number-magnitude relation. Here, we have assumed that the tracer density perturbations are biased linearly with respect to dark matter density perturbations, i.e. $`\delta _i(𝐱)=b_i\delta (𝐱)`$, where for simplicity, the bias factor $`b_i`$ is assumed constant and independent of scale and redshift. In reality, the bias parameter is likely to be time- and scale-dependent, and could be estimated for real galaxy/quasar samples using their power spectra and factored into the cross-correlation. W($`\eta `$) denotes the radial distribution of the tracer objects. $`s_i`$ is the logarithmic slope of the number counts of tracers $`N_0(m)`$ in a sample with limiting magnitude $`m`$, $$s_i=\frac{d\mathrm{log}N_0(m)}{dm}$$ (4) $`\kappa `$ is the convergence, a weighted projection of the density field along the line of sight: $$\kappa =\frac{3}{2}\mathrm{\Omega }_0\left(\frac{H_0}{c}\right)^2_0^{\tau _0}𝑑\eta \frac{g(\eta )}{a(\tau _0\eta )}\delta (𝐱)$$ (5) where the radial window over the dark matter fluctuations $`\delta `$ is $`g/a`$. In a flat $`\mathrm{\Omega }=1`$ universe, the radial weight function is given by, $$g(\eta )=\eta _\eta ^{\tau _0}𝑑\eta ^{}\frac{(\eta ^{}\eta )}{\eta ^{}}W(\eta ^{})$$ (6) where $`W(\eta ^{})`$ denotes the normalized radial distribution of the lensing objects, i.e. the probability of finding an object at a given distance. Expanding the comoving matter density fluctuations as, $`\delta (𝐱)`$ $`=`$ $`\delta (\widehat{𝐧}\eta )`$ (7) $`=`$ $`{\displaystyle \frac{d^3𝐤}{(2\pi )^{3/2}}D(\tau _0\eta )\delta (𝐤)e^{i𝐤\widehat{𝐧}\eta }}`$ Eq. 3 becomes $$\mathrm{\Sigma }_i(\widehat{𝐧})=_0^{\tau _0}𝑑\eta \left[b_iW(\eta )+3\mathrm{\Omega }_0\left(\frac{H_0}{c}\right)^2(2.5s_i1)\frac{g(\eta )}{a(\tau _0\eta )}\right]\frac{d^3𝐤}{(2\pi )^{3/2}}D(\tau _0\eta )\delta (𝐤)e^{i𝐤\widehat{𝐧}\eta }$$ (8) We will cross-correlate projected surface density fluctuations of the quasar and galaxy samples from the SDSS, described in § 2, with the CMB. In the case of the optically matched FIRST sample, we will cross-correlate instead the ellipticity $`ϵ=2(1\sigma _ϵ^2)\kappa `$ where the RMS ellipticity error is taken to be $`\sigma _ϵ=0.4`$ (Refregier et al. (1998)). The weak lensing shear $`\gamma _i`$ is related to the source-averaged ellipticity by $`ϵ_ig\gamma _i`$, where $`g=2(1\sigma _ϵ^2)`$ is the shear-ellipticity conversion factor, and $`\sigma _ϵ^2=ϵ_1^2=ϵ_2^2`$ is the variance of the intrinsic source ellipticities. Since we have $`\gamma _1=\kappa \mathrm{cos}\alpha `$ and $`\gamma _2=\kappa \mathrm{cos}\beta `$, $`\gamma ^2=\gamma _1^2+\gamma _2^2=\kappa ^2`$ and the above expression follows. Thus, $$ϵ(\widehat{𝐧})=1.68\times \frac{3}{2}\mathrm{\Omega }_0\left(\frac{H_0}{c}\right)^2_0^{\tau _0}𝑑\eta \frac{g(\eta )}{a(\tau _0\eta )}\frac{d^3𝐤}{(2\pi )^{3/2}}D(\tau _0\eta )\delta (𝐤)e^{i𝐤\widehat{𝐧}\eta }$$ (9) Now we perform the cross-correlation with the CMB maps for each of the three low-redshift effects described in § 2. ### 3.1 SZ Effect The thermal SZ effect (§ 2.1) in a given direction is computed as a line-integral. In the Rayleigh-Jeans portion of the spectrum (i.e. the long-wavelength limit) this is given by, $`\left[{\displaystyle \frac{\mathrm{\Delta }T}{T}}(\widehat{𝐦})\right]_{SZ}{\displaystyle \frac{2\sigma _Tk_Bb_{gas}}{m_ec^2}}{\displaystyle _0^{\tau _0}}𝑑\eta ^{}n_e(\eta ^{})T_e(\eta ^{})\delta (𝐱^{})`$ (10) $`=`$ $`{\displaystyle \frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}}{\displaystyle _0^{\tau _0}}𝑑\eta ^{}a(\tau _0\eta ^{})^\beta {\displaystyle \frac{d^3𝐤^{}}{(2\pi )^{3/2}}D(\tau _0\eta ^{})\delta (𝐤^{})e^{i𝐤^{}\widehat{𝐦}\eta ^{}}}`$ where $`n_e^0`$ and $`T_e^0`$ denote the electron number density and temperature at the present epoch, respectively, and $`\beta `$ is a parameter describing the redshift evolution of $`n_e`$ and $`T_e`$. For the calculations in this paper, we assume that $`\beta =0`$, i.e. that the pressure is independent of redshift. Note that $`a(\tau _0\eta ^{})=1/(1+z)`$. $`b_{gas}`$ is the bias factor of the gas relative to the dark matter density perturbations $`\delta (𝐱^{})`$. Again, we have assumed a linear bias model with a constant bias factor for simplicity. In order to produce a conservative estimate of signal-to-noise for the SZ correlation, we have used $`b_{gas}=4.0`$, which is somewhat lower than the average bias predicted by numerical simulations for the low-$`k`$ regime (Refregier et al. (1999)). $`n_e^0`$ is calculated assuming $`\mathrm{\Omega }_bh^2=0.015`$ where $`h`$ is the Hubble constant in units of 100 kms<sup>-1</sup> Mpc<sup>-1</sup>. $`T_e^0`$ is taken to be 0.5 keV. $`\sigma _T=6.65\times 10^{25}`$ cm<sup>2</sup> is the Thompson scattering cross-section, $`c`$ is the speed of light, and $`m_e`$ is the electron rest mass. Using Eqs. 8 and 10, the CMB-number count cross-correlation is, $`{\displaystyle \frac{\mathrm{\Delta }T}{T}}(\widehat{𝐦})\mathrm{\Sigma }_i(\widehat{𝐧})_{SZ}`$ $`=`$ $`{\displaystyle \frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}}{\displaystyle _0^{\tau _0}}𝑑\eta \left[b_iW(\eta )+3\mathrm{\Omega }_0\left({\displaystyle \frac{H_0}{c}}\right)^2(2.5s_i1){\displaystyle \frac{g(\eta )}{a(\tau _0\eta )}}\right]`$ (11) $`\times `$ $`D(\tau _0\eta ){\displaystyle _0^{\tau _0}}𝑑\eta ^{}{\displaystyle \frac{D(\tau _0\eta ^{})}{a(\tau _0\eta ^{})^\beta }}{\displaystyle \frac{dkk^2}{(2\pi )^3}P(k)𝑑\mathrm{\Omega }_ke^{i𝐤\widehat{𝐧}\eta }e^{i𝐤\widehat{𝐦}\eta ^{}}}`$ Here, we have used $$\delta (𝐤)\delta (𝐤^{})=\delta _{Dirac}(𝐤+𝐤^{})P(k)$$ (12) where $`P(k)`$ is the mass power spectrum. Expanding out the exponentials yields, $$𝑑\mathrm{\Omega }_ke^{i𝐤\widehat{𝐧}\eta }e^{i𝐤\widehat{𝐦}\eta ^{}}=4\pi \underset{\mathrm{}}{}(2\mathrm{}+1)j_{\mathrm{}}(k\eta )j_{\mathrm{}}(k\eta ^{})P_{\mathrm{}}(\widehat{𝐦}\widehat{𝐧})$$ (13) Thus, we have $$\frac{\mathrm{\Delta }T}{T}(\widehat{𝐦})\mathrm{\Sigma }_i(\widehat{𝐧})_{SZ}=\underset{\mathrm{}}{}\frac{(2\mathrm{}+1)}{4\pi }C_{\mathrm{}}^{\mathrm{\Sigma }_iSZ}P_{\mathrm{}}(\widehat{𝐦}\widehat{𝐧})$$ (14) where $$C_{\mathrm{}}^{\mathrm{\Sigma }_iSZ}=\frac{2}{\pi }\left(\frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}\right)k^2𝑑kP(k)w_{\mathrm{}}^{SZ}(k)w_{\mathrm{}}^{\mathrm{\Sigma }_i}(k)$$ (15) with $$w_{\mathrm{}}^{\mathrm{\Sigma }_i}(k)=_0^{\tau _0}𝑑\eta \left[b_iW(\eta )+3\mathrm{\Omega }_0\left(\frac{H_0}{c}\right)^2(2.5s_i1)\frac{g(\eta )}{a(\tau _0\eta )}\right]D(\tau _0\eta )j_{\mathrm{}}(k\eta )$$ (16) and $$w_{\mathrm{}}^{SZ}(k)=_0^{\tau _0}𝑑\eta ^{}\frac{D(\tau _0\eta ^{})}{a(\tau _0\eta ^{})^\beta }j_{\mathrm{}}(k\eta ^{})$$ (17) Note also that the number count autocorrelation is $$C_{\mathrm{}}^{\mathrm{\Sigma }_i\mathrm{\Sigma }_i}=\frac{2}{\pi }k^2𝑑kP(k)\left[w_{\mathrm{}}^{\mathrm{\Sigma }_i}(k)\right]^2$$ (18) The signal-to-noise per $`\mathrm{}`$-mode for a cross-correlation, assuming the correlation is weak, is $`(S/N)_{\mathrm{}}^2=ab^2/(a^2b^2)`$. Applying this formula to the SZ-number count cross-correlation yields, $$\left(\frac{S}{N}\right)_{SZ}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{(C_{\mathrm{}}^{\mathrm{\Sigma }_iSZ})^2}{(C_{\mathrm{}}^{\mathrm{\Sigma }_i\mathrm{\Sigma }_i}+C_{\mathrm{}}^{POISSON})(C_{\mathrm{}}^{TT}+C_{\mathrm{}}^{DET})}$$ (19) where $`C_{\mathrm{}}^{TT}`$ is the total CMB signal (which is dominated by contributions from the surface of last scatter), $`\mathrm{\Delta }\mathrm{\Omega }=\pi `$ is the SDSS sky coverage, and the shot noise contribution per mode is, $$C_{\mathrm{}}^{POISSON}=\frac{1}{N_i}$$ (20) where $`N_i`$ is the number of tracer objects $`i`$ per steradian (Peebles 1980, Eq. 46. (16)). The detector contribution per $`\mathrm{}`$-mode is, $$C_{\mathrm{}}^{DET}=n_0^2(w_{\mathrm{}}^{exp})^2$$ (21) where $`w_{\mathrm{}}^{exp}`$ is the experimental window function, and $`n_0`$ is a quantity denoting the noise level in $`\delta T/T`$ per pixel. We compute $`C_{\mathrm{}}^{DET}`$ by combining the 45, 60 and 90 GHz channels of the MAP experiment. Next, we develop an optimal filter function which maximizes the signal-to-noise of the cross-correlation. #### 3.1.1 Maximizing the signal We want to find the appropriate weight function, $`w_{\mathrm{}}(k,\eta )`$, that maximizes the signal from $`a_{lm}\stackrel{~}{a}_{lm}`$ where, $$a_{lm}=a_{lm}^{LS}+𝑑\eta ^{}k^2𝑑kA_{lm}(k)j_{\mathrm{}}(k\eta ^{})f(\eta ^{})$$ (22) with the first term in the sum being the contribution from the surface of last scatter, and $$\stackrel{~}{a}_{lm}=𝑑\eta k^2𝑑kA_{lm}(k)D(\tau _0\eta )w_{\mathrm{}}(k,\eta )j_{\mathrm{}}(k\eta )$$ (23) with $`A_{lm}(k)`$ as the spherical harmonic expansion of the comoving number density, $$n_i(x)=k^2𝑑kA_{lm}(k)D(\tau _0\eta )j_{\mathrm{}}(k\eta )Y_{lm}(\mathrm{\Omega })$$ (24) and $$f(\eta ^{})=\frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}\frac{D(\tau _0\eta ^{})}{a(\tau _0\eta ^{})^\beta }$$ (25) The noise term is $$[A_{lm}(k)D(\tau _0\eta )][A_{lm}^{}(k)D(\tau _0\eta ^{})]=b_i^2P(k)D(\tau _0\eta )D(\tau _0\eta ^{})+n_i^{1/2}(\eta )n_i^{1/2}(\eta ^{})$$ (26) where $`n_i(\eta )`$ depends on the galaxy selection function. In evaluating this function, space is considered split into a number of discrete time regions. We want to maximize $`\chi _{lm}^2`$ $`=`$ $`{\displaystyle \frac{a_{lm}\stackrel{~}{a}_{lm}^2}{a_{lm}^2\stackrel{~}{a}_{lm}^2}}`$ $`=`$ $`{\displaystyle \frac{\left[_𝐤k^2𝑑\eta 𝑑\eta ^{}w_{\mathrm{}}(k,\eta )j_{\mathrm{}}(k\eta )j_{\mathrm{}}(k\eta ^{})f(\eta ^{})b_i^2P(k)D(\eta )\right]^2}{a_{lm}^2_𝐤𝑑\eta 𝑑\eta ^{}w_{\mathrm{}}(k,\eta )w_{\mathrm{}}(k,\eta ^{})j_{\mathrm{}}(k\eta )j_{\mathrm{}}(k\eta ^{})[b_i^2P(k)D(\eta )D(\eta ^{})+n_i^{1/2}(\eta )n_i^{1/2}(\eta ^{})]}}`$ Differentiating $`\mathrm{ln}\chi _{lm}^2`$ with respect to $`w_{\mathrm{}}(k,\eta )`$ and setting to zero yields: $`{\displaystyle \frac{k^2D(\eta )j_{\mathrm{}}(k\eta )b_i^2P(k)𝑑\eta ^{}j_{\mathrm{}}(k\eta ^{})f(\eta ^{})}{_𝐤k^2𝑑\eta 𝑑\eta ^{}w_{\mathrm{}}(k,\eta )j_{\mathrm{}}(k\eta )j_{\mathrm{}}(k\eta ^{})f(\eta ^{})b_i^2P(k)D(\eta )}}`$ $`=`$ $`{\displaystyle \frac{k^2j_{\mathrm{}}(k\eta )[b_i^2P(k)D(\eta )𝑑\eta ^{}j_{\mathrm{}}(k\eta ^{})D(\eta ^{})w_{\mathrm{}}(k,\eta ^{})+n_i^1(\eta )𝑑\eta ^{}j_{\mathrm{}}(k\eta ^{})w_{\mathrm{}}(k,\eta ^{})]}{_𝐤𝑑\eta 𝑑\eta ^{}w_{\mathrm{}}(k,\eta )w_{\mathrm{}}(k,\eta ^{})j_{\mathrm{}}(k\eta )j_{\mathrm{}}(k\eta ^{})[b_i^2P(k)D(\eta )D(\eta ^{})+n_i^{1/2}(\eta )n_i^{1/2}(\eta ^{})]}}`$ If we ignore the slow variations in the counts and growth factors, then the solution to this equation is $$w_{\mathrm{}}(k,\eta ^{})=\frac{b_i^2P(k)f(\eta ^{})}{b_i^2P(k)D(\tau _0\eta ^{})+n_i^1(\eta ^{})/D(\tau _0\eta ^{})}$$ (29) This weighting is just the projected signal over the projected noise. By weighting the integrand of Eq. 15 with this optimal filter, one of the $`C_{\mathrm{}}^{\mathrm{\Sigma }_iSZ}`$ factors in the numerator of Eq. 19 cancels with the $`(C_{\mathrm{}}^{\mathrm{\Sigma }_i\mathrm{\Sigma }_i}+C_{\mathrm{}}^{POISSON})`$ factor in the denominator, and we are left with: $$\left(\frac{S}{N}\right)_{SZ}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{\left\|C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iSZ}\right\|}{C_{\mathrm{}}^{TT}+C_{\mathrm{}}^{DET}}.$$ (30) Prior to this point, the linear power spectrum $`P(k)`$ was used in order to make the derivations of the cross-correlation and the optimal filter clearer. However, in the actual calculations we will use the fully-evolved non-linear power spectrum. In the non-linear case, the growth factor $`D`$ gets absorbed into the power spectrum, which becomes a function of both wavenumber $`k`$ and scale factor $`a`$: $`P(k,a)`$. Let us define the quantity $$\mathrm{}(k,a)=\sqrt{P(k,a)}.$$ (31) Using this non-linear power spectrum, the quantities in Eq. 30 are given by, $$C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iSZ}=\frac{2}{\pi }\left(\frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}\right)^2k^2𝑑kw_{\mathrm{}}^{SZ}(k)w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iSZ}(k),$$ (32) with $$w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iSZ}(k)=_0^{\tau _0}𝑑\eta \frac{\mathrm{}(k,a)}{a(\tau _0\eta )^\beta }j_{\mathrm{}}(k\eta )\left[1\frac{1}{1+b_i^2P(k,a)n_i(\eta )}\right]$$ (33) and Eq. 17 becomes $$w_{\mathrm{}}^{SZ}(k)=_0^{\tau _0}𝑑\eta ^{}\frac{\mathrm{}(k,a^{})}{a(\tau _0\eta ^{})^\beta }j_{\mathrm{}}(k\eta ^{}).$$ (34) Note that in the case of the SZ-ellipticity correlation for the FIRST objects, the signal-to-noise is defined analogous to Eq. 19 with $$C_{\mathrm{}}^{ϵSZ}=\frac{2}{\pi }\left(\frac{2\sigma _Tk_Bn_e^0T_e^0b_{gas}}{m_ec^2}\right)k^2𝑑kw_{\mathrm{}}^{SZ}(k)w_{\mathrm{}}^ϵ(k)$$ (35) where $$w_{\mathrm{}}^ϵ(k)=_0^{\tau _0}𝑑\eta \left[1.68\times \frac{3}{2}\mathrm{\Omega }_0\left(\frac{H_0}{c}\right)^2\frac{g(\eta )}{a(\tau _0\eta )}\right]\mathrm{}(k,a)j_{\mathrm{}}(k\eta )$$ (36) Also, $$C_{\mathrm{}}^{ϵϵ}=\frac{2}{\pi }k^2𝑑k\left[w_{\mathrm{}}^ϵ(k)\right]^2$$ (37) and $$C_{\mathrm{}}^{POISSON}=\frac{\sigma _ϵ^2}{N_{\mathrm{𝐹𝐼𝑅𝑆𝑇}}}$$ (38) where $`\sigma _ϵ=0.4`$ as before, and $`N_{\mathrm{𝐹𝐼𝑅𝑆𝑇}}`$ is the number of FIRST objects per steradian. We estimate $``$10 FIRST sources per square degree will be optically matched with the SDSS. ### 3.2 ISW Effect The temperature fluctuations arising from the ISW effect can be expressed as, $$\left[\frac{\mathrm{\Delta }T}{T}\right]_{ISW}=\frac{2}{c^2}𝑑\eta \frac{\mathrm{\Phi }}{\eta }$$ (39) We can relate the gravitational potential $`\mathrm{\Phi }`$ to the comoving density field $`\delta `$: $$^2\mathrm{\Phi }(𝐱)=\frac{4\pi G\rho _0}{a}\delta (𝐱)$$ (40) where the Laplacian is evaluated in comoving coordinates. Expanding $`\delta (𝐱)`$ using Eq. 7, we obtain $$\mathrm{\Phi }=4\pi G\rho _0\frac{D(\tau _0\eta ^{})}{a(\tau _0\eta ^{})}\frac{d^3𝐤}{(2\pi )^{3/2}}\frac{\delta (𝐤)}{k^2}e^{i𝐤\widehat{𝐦}\eta ^{}}$$ (41) Combining Eqs. 39 and 41, the ISW term becomes $$\left[\frac{\mathrm{\Delta }T}{T}(\widehat{𝐦})\right]_{ISW}=\frac{3H_0^2\mathrm{\Omega }_0}{c^2}_0^{\tau _0}𝑑\eta ^{}\frac{}{\eta ^{}}\left[\frac{D(\tau _0\eta ^{})}{a(\tau _0\eta ^{})}\right]\frac{d^3𝐤}{(2\pi )^{3/2}}\frac{\delta (𝐤)}{k^2}e^{i𝐤\widehat{𝐦}\eta ^{}}$$ (42) where we have used $`8\pi G\rho _0=3H_0^2\mathrm{\Omega }_0`$. Following the same formalism as in § 3.1.1 to derive an optimal filter for the ISW-number-count cross-correlation, we obtain $$C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iISW}=\frac{2}{\pi }\left(\frac{3H_0^2\mathrm{\Omega }_0}{c^2}\right)^2\frac{dk}{k^2}w_{\mathrm{}}^{ISW}(k)w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iISW}(k)$$ (43) where $$w_{\mathrm{}}^{ISW}=_0^{\tau _0}𝑑\eta ^{}\frac{}{\eta ^{}}\left[\frac{\mathrm{}(k,a^{})}{a(\tau _0\eta ^{})}\right]j_{\mathrm{}}(k\eta ^{})$$ (44) and $$w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iISW}(k)=_0^{\tau _0}𝑑\eta \frac{}{\eta }\left[\frac{\mathrm{}(k,a)}{a(\tau _0\eta )}\right]j_{\mathrm{}}(k\eta )\left[1\frac{1}{1+b_i^2P(k,a)n_i(\eta )}\right]$$ (45) Hence, following the notation of Eq. 19, the signal-to-noise is: $$\left(\frac{S}{N}\right)_{ISW}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{\left\|C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_iISW}\right\|}{C_{\mathrm{}}^{TT}}$$ (46) We have neglected $`C_{\mathrm{}}^{DET}`$ in the denominator since the ISW effect is confined to low $`\mathrm{}`$ where MAP’s detector noise is very low. For FIRST objects, the signal-to-noise is $$\left(\frac{S}{N}\right)_{ISW}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{(C_{\mathrm{}}^{\mathrm{\Sigma }_iISW})^2}{C_{\mathrm{}}^{TT}(C_{\mathrm{}}^{ϵϵ}+C_{\mathrm{}}^{POISSON})}$$ (47) where $$C_{\mathrm{}}^{ϵISW}=\frac{2}{\pi }\left(\frac{3H_0^2\mathrm{\Omega }_0}{c^2}\right)𝑑kw_{\mathrm{}}^{ISW}(k)w_{\mathrm{}}^ϵ(k)$$ (48) and the other $`C_{\mathrm{}}`$ and $`w_{\mathrm{}}`$ terms are as defined previously in Eqs. 363738 and 44. ### 3.3 Weak Lensing We follow the methodology and notation of Zaldarriaga & Seljak (1999). Most tracers of the underlying density field will not be perfect since they correlate only partially with the convergence $`\kappa `$. Assuming we have a map $`Y`$ that correlates with $`\kappa `$ and has a cross-correlation $`C_{\mathrm{}}^{\kappa Y}`$, the cross-correlation between an $`\epsilon `$ map and the $`Y`$ map gives signal-to-noise $$\left(\frac{S}{N}\right)_{\mathrm{𝑙𝑒𝑛𝑠𝑖𝑛𝑔}}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{4W_{res}(\mathrm{})^2(C_{\mathrm{}}^{\kappa Y})^2}{(4W_{res}(\mathrm{})^2C_{\mathrm{}}^{\kappa \kappa }+N_{\mathrm{}}^{\epsilon \epsilon })(C_{\mathrm{}}^{YY}+C_{\mathrm{}}^{POISSON})}$$ (49) where $`\epsilon `$ is a spin-zero quantity charactering the CMB polarization field. In this expression, the window function describing the effect of finite angular resolution is, $$W_{res}(q)=\frac{_0^{2\pi }𝑑\theta _0^{\mathrm{}_{cut}}\mathrm{}𝑑\mathrm{}F(\mathrm{})F(\sqrt{\mathrm{}^2+q^2+2\mathrm{}q\mathrm{cos}\theta })\mathrm{}^2C_{\mathrm{}}^{TT}}{2\pi _0^{\mathrm{}_{cut}}\mathrm{}𝑑\mathrm{}F(\mathrm{})^2C_{\mathrm{}}^{TT}}$$ (50) where $`C_{\mathrm{}}^{TT}`$ is the CMB power spectrum, and $$F(\mathrm{})=\{\begin{array}{cc}1\hfill & \mathrm{}<\mathrm{}_{cut}\hfill \\ 0\hfill & \mathrm{}>\mathrm{}_{cut}\hfill \end{array}$$ For the MAP experiment, $`\mathrm{}_{cut}=600`$. Also, the large-scale amplitude of the noise spectrum is, $$N_{\mathrm{}}^{\epsilon \epsilon }=\frac{2\pi _0^{\mathrm{}_{cut}}\mathrm{}𝑑\mathrm{}\mathrm{}^4F(\mathrm{})^4(C_{\mathrm{}}^{TT}+C_{\mathrm{}}^{DET})}{(\mathrm{}𝑑\mathrm{}\mathrm{}^2F(\mathrm{})^2C_{\mathrm{}}^{TT})^2}$$ (51) The convergence autocorrelation is given by $$C_{\mathrm{}}^{\kappa \kappa }=\frac{2}{\pi }\left(\frac{3H_0^2\mathrm{\Omega }_0}{2c^2}\right)^2k^2𝑑k\left[w_{\mathrm{}}^\kappa (k)\right]^2$$ (52) where $$w_{\mathrm{}}^\kappa =_0^{\tau _0}𝑑\eta ^{}\frac{\mathrm{}(k,a^{})}{a(\tau _0\eta ^{})}g(\eta ^{})j_{\mathrm{}}(k\eta ^{})$$ (53) If the $`Y`$ map consists of ellipticities of FIRST objects, then $`C_{\mathrm{}}^{YY}=C_{\mathrm{}}^{ϵϵ}`$, and $`C_{\mathrm{}}^{\kappa Y}`$ becomes $$C_{\mathrm{}}^{\kappa ϵ}=\frac{2}{\pi }\left(\frac{3H_0^2\mathrm{\Omega }_0}{2c^2}\right)k^2𝑑kw_{\mathrm{}}^\kappa (k)w_{\mathrm{}}^ϵ(k)$$ (54) where $`w_{\mathrm{}}^ϵ`$ is from Eq. 36. If the $`Y`$ map consists of a number counts of tracer objects $`i`$, then we can use the optimal filter technique explained previously. Thus, the signal-to-noise becomes, $$\left(\frac{S}{N}\right)_{\mathrm{𝑙𝑒𝑛𝑠𝑖𝑛𝑔}}^2=\frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }\underset{\mathrm{}}{}(2\mathrm{}+1)\frac{4W_{res}(\mathrm{})^2\left\|C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_i\kappa }\right\|}{4W_{res}(\mathrm{})^2C_{\mathrm{}}^{\kappa \kappa }+N_{\mathrm{}}^{\epsilon \epsilon }}$$ (55) where $$C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_i\kappa }=\frac{2}{\pi }\left(\frac{3H_0^2\mathrm{\Omega }_0}{c^2}\right)^2k^2𝑑kw_{\mathrm{}}^\kappa (k)w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_i\kappa }(k)$$ (56) and $$w_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_i\kappa }=_0^{\tau _0}𝑑\eta ^{}\frac{\mathrm{}(k,a^{})}{a(\tau _0\eta ^{})}g(\eta ^{})j_{\mathrm{}}(k\eta ^{})\left[1\frac{1}{1+b_i^2P(k,a^{})n_i(\eta ^{})}\right]$$ (57) ### 3.4 Cross-correlation Computation In evaluating the above integrals, the non-linear power spectrum $`P(k,a)`$ was computed using the analytic approximation for a fully-evolved mass power spectrum for spatially flat cold dark matter cosmological models with quintessence given by Ma et al. (1999). The linear power spectrum used in this approximation was computed using CMBFAST (Seljak & Zaldarriaga (1996)), using adiabatic initial conditions and a scale-invariant primordial spectrum. Going to a non-linear power spectrum makes very little difference to the cross-correlations, since most power arises from the linear regime, $`k1`$ ($`h`$ Mpc<sup>-1</sup>), at which the non-linear contribution to the spectrum starts to dominate. To increase the speed of the numerical integrations, the $`k`$-integrals were done in logarithmic space and the spherical Bessel functions $`j_l(k\eta )`$ in the $`\eta `$-integrals were approximated by: $$j_{\mathrm{}}(k\eta )=\{\begin{array}{cc}j_{\mathrm{}}(k\eta ):\hfill & k\tau _0<\mathrm{}\hfill \\ \sqrt{\frac{\pi }{2\mathrm{}}}\delta (k\eta \mathrm{}):\hfill & k\tau _0>\mathrm{}\hfill \end{array}$$ (58) The optimal filter technique was applied to galaxies (both the photo-z and complete samples) and to quasars with photometric redshifts. The number density functions $`n_i(\eta )`$ used in the number count optimal filters were computed as follows: 1. The galaxy number density was calculated using the $`r`$-band Schecter-form luminosity function (LF) of galaxies in the Las Campanas Redshift Survey (LCRS) (Lin et al. (1996)). 2. For photometric ($`i^{}<21`$) quasars, the quasar luminosity function described in Fan (1999) was used. This LF is defined for $`h=0.5`$, where $`hH_0/100`$ km s<sup>-1</sup> Mpc<sup>-1</sup>. Dependence on $`h`$ was added to the LF using the fact that $`h^3\mathrm{\Phi }(M,z)`$ and $`M5\mathrm{log}h`$ are invariant under transformation of $`h`$. The LF was taken to be valid for absolute magnitudes $`30.0M5\mathrm{log}(h/0.5)23.0`$. Finally, this LF is defined in the B band. To convert apparent magnitudes in the SDSS $`i^{}`$ band to $`M_B`$, we have followed Schneider, Schmidt & Gunn (1991): $$M_B=i^{}5\mathrm{log}\left[\eta (1+z)\right]25.0+2.5\mathrm{log}(1+z)2.5\alpha \mathrm{log}\left[\frac{7628}{(1+z)4400}\right]+0.15$$ (59) Here, $`\eta (1+z)`$ is the luminosity distance (in Mpc); $`\alpha =0.5`$ is the power law index of the quasar spectrum; the $`i^{}`$ and $`B`$ bands have effective wavelengths of 7628 and 4400 Å respectively, and the offset between the $`B`$ and the $`AB`$ magnitude systems is 0.15 (Fukugita et al. (1996)). The comoving number density is given by, $$n(z)=(1+z)^3_{M_{min}(z)}^{M_{max}(z)}\mathrm{\Phi }(M,z)𝑑M$$ (60) where $`\mathrm{\Phi }(M,z)`$ is the LF. The cross-correlations of spectrometric quasars and FIRST objects were calculated using the non-filtered formalism (Eqs. 1947 and 49). The radial distribution $`W(\eta )`$ of spectrometric ($`i^{}<19`$) quasars was calculated using the redshifts of a set of quasars simulated in SDSS colors supplied by Donald Schneider. The radial distribution of FIRST objects was approximated by a Gaussian with mean $`z=1.2`$ and width $`\mathrm{\Delta }z=0.4`$. ## 4 CROSS-CORRELATION RESULTS Table 1 shows the estimated $`(S/N)^2`$ that would be obtained by cross-correlating MAP with the SDSS survey for a pair of models with constant $`\mathrm{\Omega }_0h^2`$. The SZ and weak lensing cross-correlations give interesting values of signal-to-noise and can be used in various ways, described below. ### 4.1 Tracing Gas Pressure Fluctuations While clusters produce the highest amplitude Sunyaev-Zeldovich fluctuations, large scale variations in density associated with the superclusters are likely the dominant source of large angle SZ fluctuations (Persi et al. (1995); Refregier et al. (1999)). We can use the SDSS photo-z galaxy sample ($`r^{}<21`$) to trace the large-scale structure out to $`z0.5`$. By measuring the cross-correlation between the MAP CMB measurements and the galaxies in each photo-z slice, we can measure the amplitude of the gas pressure/galaxy cross-correlation in each photo-z redshift bin. For the SZ cross-correlation, we have from Eq. 30 that $`(S/N)^2b_{gas}T_e^0`$. The gas is highly biased ($`b_{gas}4`$, Refregier et al. (1999)), and is at high temperature ($`T_e0.5`$ keV). Since the surface number density of the photo-z galaxies is very high, the Poisson noise in the cross-correlation is minimized. Furthermore, the SZ signal is weighted by the growth factor but not by the scale factor for $`\beta =0`$ (Eq. 33). Therefore most of the signal arises from low-redshift space where the galaxy density is highest. These factors contribute to a high signal-to-noise from this cross-correlation. Fig. 1 shows our predicted signal and error in our measurements of $`b_{gas}\overline{p}_{gas}`$, where $`b_{gas}`$ is the ratio of the pressure fluctuations to the density fluctuations and $`\overline{p}_{gas}`$ is the mean gas pressure. The points for $`b_{gas}\overline{p}`$ are simply $`1.936\times 10^{16}a^\beta `$ ergs cm<sup>-3</sup>, which is just a constant when $`\beta =0`$ as we have here. This calculation illustrates how well the deviations from the average pressure can be constrained. The error bars are calculated from the inverse of the SNR, which is obtained from Eq. 19, but with the tracer galaxies selected from a redshift ”slice”. This is done by multiplying the radial distribution function by a gaussian of the required slice width, centered on the average redshift of that slice. Since most of the power in the cross-correlation arises in the linear regime, the covariance between redshift bins should not have a significant effect. These observations will yield the thermal history of the universe and a detection of the “missing baryons” (Cen & Ostriker (1999), L. A. Phillips et al. 2000, in preparation). ### 4.2 Lensing and the CMB The weak-lensing signal is inherently small, so it is important to choose the low-z tracer carefully in order to maximize the SNR. Many different effects are important in determining how well a given class of low-z tracers will perform when cross-correlated with weak lensing of the CMB. Quasars are useful tracers of large scale density field. They are thought to be biased tracers of the underlying mass distribution. Since the quasar number counts are steep ($`d\mathrm{ln}N/dm1`$) for $`i^{}<19`$, gravitational lensing by the foreground matter should produce significant fluctuations in the observed quasar angular correlations. These two different effects (bias and steep number-count slope) are important on different angular scales. Quasars can also probe the density field out to high redshifts ($`z4`$), thus sampling a significant fraction of the volume of redshift space. However, their surface number density is low, so depending on the cut used to select the quasars, the Poisson error can be large. The surface number density of galaxies is very high, so the Poisson noise of the sample is small. However, the slope of the galaxy number counts is shallow ($`d\mathrm{ln}N/dm0.5`$ in $`r^{}`$ band) so the intrinsic fluctuation term of Eq. 3 dominates over the lensing term and the cross-correlation with weak lensing does not trace the foreground matter fluctuations very well. The galaxy sample only extends out to $`z0.5`$, and thus probes only a small fraction of the volume probed by quasars. We find that cross-correlation of weak lensing with $`i^{}<19`$ quasars in the SDSS survey is Poisson-noise-limited and does not provide very good signal-to-noise. The $`r^{}<21`$ galaxy sample performs better, but is hampered by the fact that it does not extend out to large redshifts. Filtering $`i^{}<21`$ photometric quasars, which have surface number density more than six times that of $`i^{}<19`$ quasars (Fan 1999), with the optimal filter developed in § 3.1.1 gives reasonably high SNR. We will discuss how to use this cross-correlation to constrain $`\mathrm{\Omega }_0`$ and the equation of state in § 5. ### 4.3 Cross-correlations with Poor SNR The ISW effect does not produce a good SNR, because it dominates at low $`\mathrm{}`$ where the matter power spectrum is falling and also because the SDSS redshift survey does not probe to sufficient depth. Optically matched FIRST objects in the SDSS survey are Poisson-noise limited and are found to be useless for the purpose of cross-correlating with the CMB. ## 5 EXPLORING THE EQUATION OF STATE The general equation of state of a density field $`\rho `$ is $$\rho =\rho _0a^{3(1+w)}$$ (61) where $`w`$ is the ratio of pressure to density. For example, $`w=0`$ for dark matter, $`w=+1/3`$ for radiation, and $`w=1`$ for $`\mathrm{\Lambda }`$. An alternative to the cosmological constant $`\mathrm{\Lambda }`$ as the missing energy in a flat universe with $`\mathrm{\Omega }_0<1`$ is given by quintessence $`Q`$ (Caldwell, Dave, & Steinhardt (1998)). It is a time-evolving, spatially inhomogeneous energy component with negative pressure and an equation of state $`w<0`$. It drives cosmological expansion at late times, influencing the growth of structure. On very large scales, the quintessence clusters gravitationally, thereby modifying the level of CMB temperature anisotropy relative to the matter power spectrum amplitude and also inducing a late-time ISW effect. On small length scales, fluctuations in $`Q`$ disperse relativistically and the $`Q`$-field behaves as a smooth component. Quintessence modifies the matter power spectrum, the time evolution of the scale factor $`a`$ and the linear growth factor $`D`$. In this section we investigate the possibility of detecting observational imprints of $`Q`$ by cross-correlating MAP and SDSS. Following the notation of § 3.3, the $`\chi ^2`$ for cross-correlating weakly-lensed $`i^{}<21`$ quasars with the CMB convergence is given by, $`\chi ^2(\mathrm{\Omega }_0,w,b_q)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }}{\displaystyle \underset{\mathrm{}}{}}(2\mathrm{}+1){\displaystyle \frac{\left[C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_q\kappa }(\mathrm{\Omega }_0,w,b_q)C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_q\kappa }(\mathrm{\Omega }_0^{},w^{},b_q^{})\right]^2}{\left(C_{\mathrm{}}^{\kappa \kappa }+N_{\mathrm{}}^{\epsilon \epsilon }/4W(\mathrm{})^2\right)C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_q\kappa }(\mathrm{\Omega }_0^{},w^{},b_q^{})}}`$ (62) $`+`$ $`{\displaystyle \frac{\mathrm{\Delta }\mathrm{\Omega }}{4\pi }}{\displaystyle \underset{\mathrm{}}{}}(2\mathrm{}+1){\displaystyle \frac{\left[C_{\mathrm{}}^{\mathrm{\Sigma }_q\mathrm{\Sigma }_q}(\mathrm{\Omega }_0,w,b_q)C_{\mathrm{}}^{\mathrm{\Sigma }_q\mathrm{\Sigma }_q}(\mathrm{\Omega }_0^{},w^{},b_q^{})\right]^2}{\left(C_{\mathrm{}}^{POISSON}\right)^2}}`$ We take the fiducial models $`C_{\mathrm{}}^{\stackrel{~}{\mathrm{\Sigma }}_q\kappa }(\mathrm{\Omega }_0^{},w^{},b_q^{})`$ and $`C_{\mathrm{}}^{\mathrm{\Sigma }_q\mathrm{\Sigma }_q}(\mathrm{\Omega }_0^{},w^{},b_q^{})`$ to have $`[\mathrm{\Omega }_0=0.35,h^2=0.7,w=1.0,b_q=3.0]`$. It is seen from Figure 2 that there is a degeneracy between the quasar bias $`b_q`$ and $`\mathrm{\Omega }_0`$. For each model, we minimize $`\chi ^2`$ with respect to $`b_q`$. Exploring the parameter space for a family of spatially flat models with constant $`\mathrm{\Omega }_0h^2`$ for weak lensing of $`i^{}<21`$ quasar number counts, we obtain the likelihood surface shown in Figure 3. Here, we have assumed that there are 60 $`i^{}<21`$ quasars/sq. deg., in accordance with Fan (1999). The labeled curves project to one-dimensional intervals containing $`68.3\%`$, $`90\%`$ and $`99\%`$ of normally-distributed data. At $`90\%`$ probability, we obtain the following bounds: $`0.30\mathrm{\Omega }_00.42`$ and $`1.0w0.77`$. ## 6 SUMMARY We apply a formalism for computing the cross-correlation between data-sets at high- and low-redshift to MAP data and various classes of tracer objects from the SDSS, for a range of spatially-flat low-$`\mathrm{\Omega }_0`$ models with a general equation of state. Three low-z effects that imprint secondary anisotropies on the CMB are considered: the thermal Sunyaev-Zel’dovich effect, the Integrated Sachs-Wolfe effect and weak lensing. Using photometric redshifts, one can select a tracer sample to match the redshift windows where a particular second-order CMB anisotropy is dominantly formed, using the optimal filtering technique detailed here. As a practical algorithm, one would derive the luminosity function of the tracer sample, and hence the comoving number density of that sample for a particular cosmology. Then one would guess a power spectrum and tracer bias, making use of the CMB and tracer power spectra; construct the optimal weighting for each 3-D Legendre mode as a function of redshift and multipole; and finally project to form a two-dimensional map which is then cross-correlated with the CMB. One then estimates the power spectrum and bias from this map, and repeats the procedure until the process converges to the real optimal filter. We find that these techniques would give good constraints on pressure fluctuations of supercluster-scale gas and provide constraints on $`\mathrm{\Omega }_0`$ and the equation of state $`w`$ in quintessence models. It is found that the photometric-z quasar and galaxy samples expected from the SDSS would perform well as low-z tracers. However, the complete SDSS survey would be required to generate sufficient signal-to-noise. We also find that the ISW effect does not provide enough signal-to-noise to make use of these methods. We are very grateful to Donald Schneider for providing the radial distribution of quasars with $`i^{}<19`$ from his SDSS simulation; Alexandre Refregier for useful discussions on the SZ effect, cross-correlating FIRST ellipticities, and the bias of the intracluster gas; Xiaohui Fan and Gordon Richards for information on the SDSS quasar sample; Michael Strauss, Daniel Eisenstein, Andrew Connolly and Rita Kim for information on the SDSS galaxy sample; and Mark Jackson for proofreading this manuscript. HP and DNS were partially supported by the MAP/MIDEX program and NASA NAG5-7154.
warning/0001/cond-mat0001026.html	ar5iv	text	# Persistence of Vibrational Modes in a Classical Two-Dimensional Electron Liquid ## Abstract Vibrational density of states of a classical two-dimensional electron system obtained with a molecular-dynamics simulation is shown to have a peak in both solid and liquid phases. From an exact diagonalisation of the dynamical matrix, the peak is identified to be vibrational modes having wavelengths of the order of the electron spacing, and the result is interpreted as persistent vibrational modes with short wavelengths in a liquid. It is an interesting question to ask to what extent vibrational modes remain well-defined in liquid states. A typical system that is known to have a solid-liquid transition is the classical two-dimensional electron system (2DES; electrons interacting with the Coulomb repulsion in a uniform neutralising positive background), which has attracted a great deal of experimental and theoretical interests, especially in the context of melting in two dimensions (see references cited in ). A classical 2DES can be realised on a liquid-helium surface , where electrons obey classical statistics since the Fermi energy is much smaller than the thermal energy. Both experimental and numerical studies, including a recent one , show that the solid-liquid transition occurs around the plasma parameter $$\mathrm{\Gamma }(e^2/4\pi ϵa)/k_BT130,$$ where $`a=(\pi n)^{1/2}`$ is the mean electron separation with $`n`$ being the density of electrons. Numerical simulations have been extensively done for the classical 2DES. In some of the early studies with the molecular-dynamics (MD) method, which allows one to calculate dynamical quantities as well as thermodynamic quantities, an oscillation is observed in the velocity autocorrelation function $`Z(t)_i𝐯_i(t)𝐯_i(0)/_i𝐯_i^2(0)`$, whose period is almost independent of temperature . That is, the oscillation in $`Z(t)`$ persists for large $`t`$ even in the liquid phase. These authors, however, do not give physical interpretations, and this has motivated us to look into the problem in more detail. We use the canonical MD method developed by Nosé and Hoover for 900 electrons to investigate dynamical properties of a classical 2DES, while the previous simulations were done for microcanonical ensembles for smaller systems. The aspect ratio of the unit cell is taken to be $`L_y/L_x=2/\sqrt{3}`$, which can accommodate a perfect triangular lattice with $`N=4M^2`$ ($`M`$: an integer) electrons. We impose periodic boundary conditions and use the Ewald sum to take care of the long-range nature of the Coulomb interaction. First, we present the velocity power spectrum (vibrational density of states) in figure 1, which corresponds to Fourier transform of the velocity autocorrelation (Wiener-Khinchin’s theorem). The result shows that the spectrum at zero frequency, which is proportional to the diffusion constant, is vanishingly small in the solid phase while finite in the liquid phase, in agreement with the conventional view that diffusion distinguishes solids from liquids. As the temperature increases (i.e., as $`\mathrm{\Gamma }`$ decreases), the low-frequency components grow in the liquid phase, indicating larger diffusion at higher temperatures. Remarkably, we find a peak around $`\omega 1.2\omega _0`$ that persists when $`\mathrm{\Gamma }`$ is decreased to the liquid regime. Here the frequency is normalised by $`\omega _0(e^2/\sqrt{3}ϵmd^3)^{1/2}`$, where $`d=(\sqrt{3}n/2)^{1/2}`$ is the triangular lattice constant. $`\omega _0`$ is defined in such a way that the longitudinal (plasma) mode has $`\omega (q)=\omega _0(qd)^{1/2}`$ in the long wavelength limit . For a typical electron density on a liquid-helium surface, $`n=10^{12}/\mathrm{m}^2`$, $`\omega _04\times 10^{10}\mathrm{Hz}`$. The peak corresponds to the temporal oscillation in the velocity autocorrelation first observed in . We have checked that the overall shape of the spectrum does not change significantly with the sample size. In order to identify the origin of the peak, we have exactly diagonalised the dynamical matrix for the finite-size triangular electron solid, from which we obtain eigenfrequencies and eigenmodes. We find that the vibrational density of states (figure 2) qualitatively reproduces the velocity power spectrum for the solid phase. Typical vibrational modes around the high-frequency peak turn out to be those which vibrate almost out of phase between nearest-neighbour particles with the wavelength $`d`$, as are typically depicted in figure 3. The fact that the peak persists in the liquid phase is considered to imply that the liquid has, despite the absence of the long-range order, well-defined local configurations that can sustain large wave-number vibrations in finite spatial and temporal domains. Our calculation is done for the long-ranged Coulomb potential. It would be interesting to compare the result with those for short-range potentials. We would like to thank Professor Tsuneyoshi Nakayama for valuable comments. One of us (SM) wishes to thank Dr Katsunori Tagami for discussions. The computations were mainly done with Fujitsu VPP500 at the Supercomputer Centre, Institute for Solid State Physics, University of Tokyo.
warning/0001/cond-mat0001399.html	ar5iv	text	# Anisotropic Fermi Surfaces and Kohn-Luttinger Superconductivity in Two Dimensions ## I Introduction Two-dimensional electron systems are the stage in which most relevant quantum phase transitions arise. The prototype of these phenomena is the Mott-Hubbard transition, which can only be understood in the context of a very strong correlation between the electrons. Many of the properties of the high-$`T_c`$ superconductors are also supposed to be the consequence of strong correlations in the two-dimensional layers. In both cases, these reflect themselves in the presence of very marked features in the single-particle dispersion relation. The case of the copper-oxide compounds has been actually studied with increasing accuracy from the experimental point of view, and the angle-resolved photoemission measurements have been able to characterize the drastic change that the dispersion relation suffers when the stechiometric material is increasingly doped. In the antiferromagnetic insulator regime, the characteristic peaks at $`(\pi /2,\pi /2)`$ and symmetry related points are a consequence of the doubling of the unit cell and the hybridization of modes by the wavevector $`(\pi ,\pi )`$. In the superconducting regime, the two-dimensional layers tend to develop very flat bands at the points $`(\pi ,0)`$ and $`(0,\pi )`$. It is not well-known the mechanism by which the electron system undergoes such an strong renormalization but, reversing the line of reasoning, one may ask to what extent the pronounced features of the Fermi surface are at the origin of the unconventional properties in the superconducting regime. More generally, there is a lack of some dynamical formulation predicting the evolution of the Fermi surface upon doping and, at this point, it is only possible to characterize the shapes that lead to the opening of a more stable phase (Mott insulator, superconductor). In general, phases different from the normal metallic state may arise from instabilities that have their origin in the peculiar geometry of the Fermi surface. Such instabilities may lead in some instances to antiferromagnetism, superconductivity, or the formation of a charge-density-wave structure. A well-known example is the case of a Fermi surface with the property of nesting, that is, with two portions that are mapped one into the other by some fixed momentum $`𝐐`$. The system shows then an enhanced response to a perturbation with such wavevector and, if the corresponding modulation is commensurate with the lattice, it may lead to antiferromagnetic order or to a charge-density-wave structure, depending on the character of the interaction. On the other hand, there are also instances in which the geometry of the Fermi surface may give rise to a superconducting instability, starting from a pure repulsive interaction. The basis of this mechanism was laid down by Kohn and Luttinger back in 1965. In the case of a 3D electron system with isotropic Fermi surface, there is an enhanced scattering at momentum transfer $`2k_F`$, which translates into a modulation of the effective interaction potential $`V(r)\mathrm{cos}(2k_Fr)/r^3`$. This oscillating behavior makes possible the existence of attractive channels, labelled by the angular momentum quantum number. The superconducting instability arises from the channel with the strongest attractive coupling. In two dimensions, however, it has been shown for the weakly non-ideal Fermi gas that the effective interaction vertex computed to second order in perturbation theory is independent of the momentum of particles at the Fermi surface. In this case one has to invoke higher-order effects in the scattering amplitude in order to find any attractive channel. Otherwise, superconductivity due to the Kohn-Luttinger mechanism also arises in 2D systems with a Fermi surface that deviates from perfect isotropy. It has been studied in the Hubbard model at very low fillings, for instance, with the result that the dominant instability may correspond to $`d_{xy}`$, $`d_{x^2y^2}`$ or $`p`$-wave symmetry, depending on the next-to-nearest neighbor hopping. In the present paper we review the possibility of Kohn-Luttinger superconductivity in the case of Fermi surfaces with a shape appropriate to the description of the two-dimensional hole-doped copper oxide layers. As we want to consider the regime around the optimum doping for superconductivity, this implies to deal with highly anisotropic Fermi surfaces. We recall that a most accurate description of the electronic interaction in the layers of the hole-doped cuprates is given by the Hubbard model with one-site repulsive interaction and significant next-to-nearest-neighbor hopping $`t^{}<0`$. The values that give the best fit to the Fermi lines determined by the photoemission experiments seem to be around $`0.3`$ times the $`t`$ hopping parameter. Typical energy contour lines for that value are shown in Fig. 1. There we can appreciate how the topology of the Fermi line changes upon doping after passing through the saddle points at $`(\pi ,0)`$ and $`(0,\pi )`$. Quite remarkably, for filling levels right below the Van Hove singularity the Fermi line develops inflection points, i.e. points at which the curvature changes sign. The presence of these points leads to a strong modulation of the effective interaction of particles at the Fermi line, as their scattering is enhanced at momentum transfer connecting every two opposite inflection points. This effect is reminiscent of what happens in the case of nesting of the Fermi surface, although in the present circumstance there are no finite portions of the Fermi line that are mapped by a given wavevector. As a consequence of that, there is not a marked tendency towards a magnetic instability, but the dominant instability corresponds to superconductivity by effect of the modulation along the Fermi line of the effective interaction between particles with opposite momentum. We will see that, in the mentioned cases of strong anisotropy of the Fermi line, there is a direct correspondence between its topology and the channel in which the dominant superconducting instability opens up. As we will be carrying out the discussion for the $`tt^{}`$ Hubbard model, the channels are characterized by the irreducible representations of the discrete symmetry group. We will show that, in the case in which the Fermi line has a set of evenly distributed inflection points, superconductivity due to the Kohn-Luttinger mechanism takes place in the extendend $`s`$ channel, with nodes at the inflection points. On the other hand, when the Fermi line is above the saddle-points, the superconducting instability most likely takes place in the $`d_{x^2y^2}`$ channel, with nodes at the points where the curvature reaches a minimum. Between these two instances, we find the situation in which the Fermi energy sits at the Van Hove singularity, what requires special care in order to deal with the divergences that appear in perturbation theory associated to the logarithmic density of states. In the context of highly anisotropic Fermi surfaces, the implementation of the Kohn-Luttinger mechanism was proposed within the investigation of the electron system near Van Hove singularities. Related analyses have been also undertaken by other authors. As we will see, such an electronic mechanism of superconductivity near a Van Hove singularity may be relevant to the physics of the high-$`T_c`$ cuprates. From the technical point of view, this is due to the fact that the modulation of the effective interaction vertex is driven then by a marginal operator, rather than by an irrelevant operator as it happens in general, so that in some region of the phase diagram critical temperatures may be reached as high as those found in the cuprates. We will adopt a renormalization group (RG) approach to the discussion of the subject. In recent years, RG methods have been applied to the description of interacting electron systems. They have given a precise characterization of Fermi liquid theory, as well as an efficient classification of its relevant perturbations. Among a reduced number of them, superconductivity appears as one of the possible instabilities. It only requires the presence of an attractive coupling in some channel, though small it may be in the bare theory. RG methods are also particularly well-suited to the discussion of highly anisotropic Fermi surfaces, since a change of the topology is accompanied by a change of the scaling dimension of the interaction vertex. This is the way in which the enhancement of scattering produced by some features, as for instance the inflection points, is understood in the RG framework. The RG approach is specially useful when dealing with unconventional mechanisms of superconductivity, as it may face the possibility that the normal state does not fall into the Fermi liquid description. Under this circumstance, it may not be justified to use a perturbative approach, or even to rely on certain sum of diagrams in perturbation theory, to study the superconducting instability. Yet in the RG approach the only basic assumption is that there is a well-defined scaling near the Fermi level, which allows to identify the scaling operators in the low-energy effective theory. Apart from addressing the question of superconductivity, the discussion can be devoted to establish when such scaling conveys to non-Fermi liquid behavior, spoiling the conventional picture that considers superconductivity as a low-energy instability of Fermi liquid theory. The paper is organized as follows. In the next section we briefly review the renormalization group approach to interacting electron systems. In section 3 we investigate under which conditions non-Fermi liquid behavior may arise by effect of the anisotropy of the Fermi surface. The analysis of the superconducting instabilities in the presence of inflection points in the Fermi line is carried out in section 4. The RG approach is adapted to the discussion of the 2D electron system near Van Hove singularities in section 5. Finally, our conclusions and outlook are drawn in section 6. ## II Renormalization Group Approach to Interacting Electrons The wilsonian RG approach, that has proven to be so useful in the study of classical statistical systems, has been recently implemented in the investigation of many-body systems with a Fermi surface. In this context, the basic idea of the method is closely related to the concept of effective field theory. One is interested in identifying the elementary fields and excitations at a very low energy scale about the Fermi level, that is, at a much smaller scale than the typical electron energies of the bare theory. The strategy to accomplish this task is to perform a progressive integration of high-energy modes living in two thin shells at distance $`\mathrm{\Lambda }`$ in energy below and above the Fermi surface. Sufficiently close to it, the fields of the effective theory have to scale appropriately under a reduction of the cutoff $`\mathrm{\Lambda }s\mathrm{\Lambda }`$. Then, one can make an inspection of all the possible terms built out of them contributing to the effective action of the theory, checking their behavior under the scale transformation $$g_i𝑑td^Dp𝒪_ig_is^{\alpha _i}𝑑td^Dp𝒪_i$$ (1) The terms in the effective action that scale with an exponent $`\alpha _i>0`$ are said to be irrelevant, as their effect becomes weaker and weaker close to the Fermi surface. On the other hand, if there appear some terms scaling with $`\alpha _i<0`$, this means that we have chosen a wrong starting point for the effective field theory, since there are couplings that are not stabilized already at the classical level. The interesting case corresponds to having all the exponents $`\alpha _i0`$ and, in particular, operators with $`\alpha _i=0`$ (so called marginal operators), as this is the situation where the RG approach can address the existence of a fixed-point of the scale transformations in the low-energy theory. The system of interacting electrons with a sphere-like Fermi surface provides a good example of how the above program is at work. We focus from now on in two spatial dimensions and write the action with the most general four-fermion interaction term $`S`$ $`=`$ $`{\displaystyle 𝑑td^2p\left(i\mathrm{\Psi }_\sigma ^+(𝐩)_t\mathrm{\Psi }_\sigma (𝐩)\left(\epsilon (𝐩)\epsilon _F\right)\mathrm{\Psi }_\sigma ^+(𝐩)\mathrm{\Psi }_\sigma (𝐩)\right)}`$ (3) $`+{\displaystyle 𝑑td^2p_1d^2p_2d^2p_3d^2p_4U(𝐩_1,𝐩_2,𝐩_3,𝐩_4)\mathrm{\Psi }_\sigma ^+(𝐩_1)\mathrm{\Psi }_\sigma ^{}^+(𝐩_2)\mathrm{\Psi }_\sigma ^{}(𝐩_4)\mathrm{\Psi }_\sigma (𝐩_3)\delta (𝐩_1+𝐩_2𝐩_3𝐩_4)}`$ We suppose that the integration of high-energy modes has already proceed to energies close to the Fermi level, so that $`\mathrm{\Psi }(𝐩)`$ stands here for some renormalized scaling fermion field. The important point to notice is that, at each point of the Fermi line, only the component of the momentum orthogonal to it scales with the energy cutoff. In fact, near the Fermi level we can decompose every momentum $`𝐩`$ into a vector $`𝐏`$ to the closest point in the Fermi line and the orthogonal component $`𝐩_{}`$, as shown in Fig. 2, $$𝐩=𝐏+𝐩_{}$$ (4) Upon the scale reduction of the energy cutoff, we have $`𝐩_{}s𝐩_{}`$. It becomes clear, for instance, that in the noninteracting theory the field $`\mathrm{\Psi }(𝐩)`$ has a well-defined scaling rule that makes the first term of (3) scale invariant. We can rewrite the free effective action in the form $$S_0𝑑t𝑑P𝑑p_{}\left(i\mathrm{\Psi }_\sigma ^+(𝐩)_t\mathrm{\Psi }_\sigma (𝐩)v_F(𝐏)p_{}\mathrm{\Psi }_\sigma ^+(𝐩)\mathrm{\Psi }_\sigma (𝐩)\right)$$ (5) Under a change of the cutoff $`\mathrm{\Lambda }s\mathrm{\Lambda }`$ and corresponding changes in the scaling variables $`ts^1t,p_{}sp_{}`$, the field has to transform according to $`\mathrm{\Psi }(𝐩)s^{1/2}\mathrm{\Psi }(𝐩)`$ in order to keep (5) marginal. A similar analysis applied to the interaction term of the effective action $`S_{int}`$ $``$ $`{\displaystyle 𝑑t𝑑P_1𝑑p_1𝑑P_2𝑑p_2𝑑P_3𝑑p_3𝑑P_4𝑑p_4}`$ (7) $`U(𝐩_1,𝐩_2,𝐩_3,𝐩_4)\mathrm{\Psi }_\sigma ^+(𝐩_1)\mathrm{\Psi }_\sigma ^{}^+(𝐩_2)\mathrm{\Psi }_\sigma ^{}(𝐩_4)\mathrm{\Psi }_\sigma (𝐩_3)\delta (𝐩_1+𝐩_2𝐩_3𝐩_4)`$ leads to the conclusion that, in general, it scales in the form $`S_{int}sS_{int}`$. We are assuming that, upon scaling, the orthogonal component of the momenta are irrelevant in the momentum-conservation delta function, compared to the large $`𝐏`$ components, so that $`\delta (𝐩_1+𝐩_2𝐩_3𝐩_4)\delta (𝐏_1+𝐏_2𝐏_3𝐏_4)`$. Thus the interaction turns out to be irrelevant for generic values of the momenta (assuming implicitly a smooth dependence on them of the potential $`U(𝐩_1,𝐩_2,𝐩_3,𝐩_4)`$). The important remark put forward in Refs. and is that there are special processes in which the kinematics forces a different scaling behavior through the constraint of momentum conservation. This is the case when the combination of the momenta at the Fermi surface identically vanishes, $`𝐏_1+𝐏_2𝐏_3𝐏_4=0`$. When this happens, the scaling of the orthogonal components of the momenta is transferred to the scaling of the delta function, and the four-fermion interaction term becomes marginal. This explains why in Fermi liquid theory there are only a few channels that are not irrelevant in the low-energy theory. Specifically, the above identity for the sum of the components at the Fermi surface is satisfied by i) $`𝐏_1=𝐏_2`$ and $`𝐏_3=𝐏_4`$, what characterizes the so called BCS channel, ii) $`𝐏_1=𝐏_3`$ and $`𝐏_2=𝐏_4`$, that leads to the forward scattering channel, and iii) $`𝐏_1=𝐏_4`$ and $`𝐏_2=𝐏_3`$, that differs from the previous one by the exchange of the outgoing particles. In this classification we have not taken into account the spin of the particles, but it is clear that, if in the third case the spin of $`𝐏_4`$ is different to that of $`𝐏_1`$, the scattering process is fully differenciated from that of forward scattering. In the case of a spin-dependent interaction, it makes sense to consider iii) as a different channel on its own, that we will call exchange scattering channel. The three different channels leading to marginal interactions are represented graphically in Fig. 3. We address now the behavior of the marginal interactions under quantum corrections by focusing again on a system with a Fermi line having the topology of the circle. This is actually the case best studied in the literature. We borrow the main conclusions from Refs. and , which state, to begin with, that the interaction in the forward scattering channel remains unrenormalized in the quantum theory. That is, the integration of the high-energy modes does not produce any dependence of such marginal interaction on the cutoff by effect of the loop corrections. This is the way in which the Landau theory of the Fermi liquid is recovered in the present context, with a finite correction of the bare parameters and a $`F`$ function that encodes all the information about the four-fermion interaction. On the other hand, the pairing interaction in the BCS channel gets dependence on the cutoff by integration of modes in the two thin slices at energies $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }`$. At the one-loop level, for instance, the particle-particle bubble is the diagram that contributes to the renormalization since, if one of the particles in the loop carries momentum $`𝐩`$ at the slice being integrated, the other has a momentum $`𝐩`$ that also belongs to the slice. In two dimensions, taking into account the dependence of the BCS coupling on the angles $`\theta `$ and $`\theta ^{}`$ of the respective incoming and outgoing pairs, the one-loop differential correction becomes $$V_{\mathrm{\Lambda }+d\mathrm{\Lambda }}(\theta ,\theta ^{})V_\mathrm{\Lambda }(\theta ,\theta ^{})+N(\epsilon _F)d\mathrm{\Lambda }d\theta ^{\prime \prime }V_\mathrm{\Lambda }(\theta ,\theta ^{\prime \prime })V_\mathrm{\Lambda }(\theta ^{\prime \prime },\theta ^{}),d\mathrm{\Lambda }<0$$ (8) where $`N(\epsilon _F)`$ is the density of states at the Fermi level. The one-loop flow equation $$\mathrm{\Lambda }\frac{V(\theta ,\theta ^{})}{\mathrm{\Lambda }}=N(\epsilon _F)𝑑\theta ^{\prime \prime }V(\theta ,\theta ^{\prime \prime })V(\theta ^{\prime \prime },\theta ^{})$$ (9) describes the approach to the Fermi line as $`\mathrm{\Lambda }0`$. Thus, in systems where the original bare interaction is repulsive the BCS channel has a general tendency to become suppressed at low energies. It is only when $`V`$ or any of its normal modes is negative that the renormalized coupling becomes increasingly attractive near the Fermi level. This is the way in which the superconducting instability arises in the RG framework. The main conclusion is that the system with uniform repulsive interaction and isotropic Fermi line provides a paradigm of the Landau theory of the Fermi liquid, since all the interactions turn out to be irrelevant but the $`F`$ interaction, that remains finite and non-zero close to the Fermi level. The above RG scheme gives also the clue of why the slight deviation from isotropy may trigger the onset of superconductivity. In general the analysis has to be carried over the couplings $`V_n`$ for the normal modes appropriate to the symmetry of the Fermi line. The flow equation may be decomposed then into $$\mathrm{\Lambda }\frac{V_n}{\mathrm{\Lambda }}=N(\epsilon _F)V_n^2$$ (10) and the flow of the couplings is given by $$V_n(\mathrm{\Lambda })=\frac{V_n(\mathrm{\Lambda }_0)}{1+N(\epsilon _F)V_n(\mathrm{\Lambda }_0)\mathrm{log}(\mathrm{\Lambda }_0/\mathrm{\Lambda })}$$ (11) If, at some intermediate scale $`\mathrm{\Lambda }_0`$, a coupling $`V_n(\mathrm{\Lambda }_0)`$ becomes negative, then a superconducting instability develops in the corresponding mode. The Kohn-Luttinger mechanism is based on the fact that this happens in practice, even for an isotropic Fermi surface in three dimensions, since the corrections to the bare $`V(\theta ,\theta ^{})`$ by particle-hole diagrams already introduce the degree of anisotropy needed to turn some of the $`V_n`$ negative. In two dimensions, the anisotropy of the Fermi line is also a necessary condition to produce an attractive interaction in some of the normal modes, as pointed out in Ref. , unless the particle-hole corrections to the bare $`V(\theta ,\theta ^{})`$ are carried out beyond second order in perturbation theory. Previous analyses of the Kohn-Luttinger mechanism have focused on small deviations from isotropy of the Fermi line. The relevance of the superconducting transition is related anyhow to the source of anisotropy that is producing the attractive coupling in the model. An attractive but very tiny $`V_n(\mathrm{\Lambda }_0)`$ may lead to superconductivity at a very small scale $`E\mathrm{\Lambda }_0\mathrm{exp}\{1/\left(N(\epsilon _F)V_n(\mathrm{\Lambda }_0)\right)\}`$. Our RG analysis makes clear that the anisotropy has an effect through corrections to the bare scattering $`V(\theta ,\theta ^{})`$ that are irrelevant as the cutoff $`\mathrm{\Lambda }0`$. We will see that they scale in general like $`\mathrm{\Lambda }^{1/2}`$, that is, with the same scaling law as for scattering with $`2k_F`$ momentum transfer in the isotropic Fermi line. On the other hand, we will be dealing with topological features of the Fermi line, i.e. inflection points, that enhance the attractive modes to scale like $`\mathrm{\Lambda }^{1/4}`$. Inflection points can be thought of as precursors of the development of the saddle points at the Fermi line, a situation in which the particle-hole corrections to scattering processes become marginal ($`\mathrm{\Lambda }^0`$ ). Consequently, in the context we are facing of a repulsive bare interaction, the superconducting instability is significantly strengthened near the Van Hove singularity, although then there is also competition with magnetic instabilities in the system. The RG analysis of the problem becomes quite delicate, moreover, as one has to derive a proper scaling in a model which has enhanced $`\mathrm{log}^2(\mathrm{\Lambda })`$ divergences in the BCS channel. The special topology of the Fermi line passing by the saddle points introduces significant changes in the analysis carried out for the Fermi liquid theory and it requires the specific treatment that we will discuss in Section 5. ## III Inflection points of the Fermi line As discussed in the preceding section, the scaling of the different couplings can be read off from the cutoff dependence of the particle-particle and particle-hole diagrams which modify them. When the cutoff is sufficiently close to the Fermi surface, these diagrams are reduced to convolutions of single particle propagators taken at the Fermi surface. The relevance or irrelavance of the couplings is determined by the density of states of electron hole pairs, or of two electron states. We can deduce the real part of a given diagram from its imaginary part by performing a Hilbert transform. The imaginary parts measure directly the density of excited states, and are usually easier to estimate. Let us now imagine that we can determine that, for a given susceptibility, $`\chi `$, the low energy behavior is $`\mathrm{Im}\chi (𝐪,\omega )\omega ^\alpha `$. Then, $`\mathrm{Re}\chi (𝐪,\omega )`$ includes a term with the same $`\omega `$ dependence if $`\alpha 0`$, and shows a logarithmic behavior if $`\alpha =0`$. This contribution will dominate the corrections to the couplings when it is present. The quantity $`\mathrm{Im}\chi (𝐪,\omega )`$ is a measure of the electron-hole or electron-electron excitations of total momentum $`𝐪`$ and energy $`\omega `$. The simplest way to estimate it is to measure the total number of excitations with momentum $`𝐪`$ and energy equal or less than $`\omega `$. By deriving the volume of phase space which fulfills these contraints with respect to $`\omega `$, one obtains $`\mathrm{Im}\chi (𝐪,\omega )`$. The leading diagram which has a non trivial low energy behavior is the electron electron propagator at zero momentum, the BCS channel, as discussed in the previous section. It is easy to show that $`\mathrm{Im}\chi _{BCS}(𝐪0,\omega )`$ constant as $`\omega 0`$. This diagram describes the main instability of Fermi liquids. In the following, we analyze the modifications that insertions of electron-hole propagators induce in this channel, following the ideas of Kohn and Luttinger. We first need to estimate the the energy dependence of the electron hole propagator $`\mathrm{Im}\chi (𝐪,\omega )`$. In one dimension, it is relatively straightforward to show that the imaginary part of the electron-hole susceptibility, $`\mathrm{Im}\chi (q,\omega )`$, is finite all the way to zero energy only when $`q=2k_F`$. The limit of $`\mathrm{Im}\chi (2k_F,\omega )`$ as $`\omega 0`$ goes as the single particle density of states at the Fermi level (a schematic view of the available density of states is shown in Fig. 4 ). From $`lim_{\omega 0}\mathrm{Im}\chi (2k_F,\omega )\mathrm{Im}G(\epsilon _F)`$, we deduce that $`lim_{\omega 0}\mathrm{Re}\chi (2k_F,\omega )\mathrm{Im}G(\epsilon _F)\mathrm{log}(\mathrm{\Lambda }/\omega )`$, where $`\mathrm{\Lambda }`$ is the cutoff of the theory. Outside $`q=2k_F`$ there are no gapless electron-hole excitations in one dimension. The log dependence in $`\mathrm{Re}\chi `$, when inserted in the appropiate diagrams, leads to the existence of marginal couplings, and to the non trivial phenomenology of Luttinger liquids. In higher dimensions, $`\mathrm{Im}\chi (𝐪,\omega )`$ remains finite at low energies when $`𝐪`$ connects two points at the Fermi surface. The density of electron-hole pairs at this wavevector depends on the curvature of the Fermi surface at these two points, and also on their relative orientation. In general, the two patches of the Fermi surface are not parallel. We can linearize the dispersion relation as $`\epsilon (𝐤_i+𝐤^{})=𝐯_F^i𝐤^{}`$, where $`𝐤_1=𝐤_0`$ and $`𝐤_2=𝐤_0+𝐪`$ denote two points at the Fermi surface. The constraints described earlier imply that: $`\omega \epsilon (𝐤_1+𝐤^{})\epsilon (𝐤_2+𝐤^{})`$, and, simultaneously, $`\epsilon (𝐤_1+𝐤^{})>0`$ and $`\epsilon (𝐤_2+𝐤^{})<0`$. These three conditions, if $`𝐯_F^1`$ and $`𝐯_F^2`$ are not parallel, define a triangle in $`𝐤^{}`$ space such that the basis and the height are proportional to $`\omega `$, as schematically shown in Fig. 5. Thus, $`\mathrm{Im}\chi (𝐪,\omega )\omega `$. This linear dependence on $`\omega `$ remains when the local density of electron-hole excitations is determined, by integrating over $`𝐪`$. This is the relevant quantity which determines the coupling of impurities to the electron liquid, and can lead to non trivial divergences in perturbation theory, as best shown in the Kondo model. The previous analysis does not hold when $`𝐪`$ connects two regions of the Brillouin Zone where the Fermi surface is parallel. The simplest case is also shown in Fig. 5. The linear expansion of the dispersion relation is not enough to estimate $`\mathrm{Im}\chi `$. Using a frame of reference such that one axis is perpendicular to the two Fermi surfaces, one can write: $`\epsilon (𝐤_1+𝐤^{})`$ $`=`$ $`v_F^1k_{}^{}+\alpha _1k_{}^2`$ (12) $`\epsilon (𝐤_2+𝐤^{})`$ $`=`$ $`v_F^2k_{}^{}+\alpha _2k_{}^2`$ (13) The boundaries in $`𝐤^{}`$ of the region where particle-hole excitations of energy less than $`\omega `$ are possible are given by $`k_{}^{}\omega /(v_F^1+v_F^2)`$ and $`k_{}^{}\sqrt{\omega /(\alpha _1+\alpha _2)}`$, giving a total area $`\omega ^{3/2}`$. Hence, $`\mathrm{Im}\chi (𝐪,\omega )\sqrt{\omega }`$. This analysis is restricted to two spatial dimensions. In higher dimensions, one has to take into account the additional $`D2`$ dimensions. Along each of them, the available area is limited to a vector in $`k`$ space which also scales as $`\sqrt{\omega }`$. Hence, the volume is $`\omega ^{(D+1)/2}`$, and $`\mathrm{Im}\chi (𝐪,\omega )\omega ^{(D1)/2}`$. There is a logarithmic divergence in $`\mathrm{Re}\chi `$ when $`D=1`$, which plays the role of the upper critical dimension. We now assume that the Fermi surface is sufficiently anisotropic, as shown in Fig. 6, so that there are inflections points at wavevectors $`\{𝐤_i\}`$. A momentum transfer equal to $`𝐪_i=2𝐤_i`$ connects the two inflection points at $`\pm 𝐤_i`$ which, in addition, define parallel patches of the Fermi surface. The expansion in Eq. (13) is not enough, as $`\alpha _1=\alpha _2=0`$. It must be replaced by: $`\epsilon (𝐤_1+𝐤^{})`$ $`=`$ $`v_Fk_{}^{}+\beta k_{}^3+\gamma k_{}^4`$ (14) $`\epsilon (𝐤_2+𝐤^{})`$ $`=`$ $`v_Fk_{}^{}\beta k_{}^3+\gamma k_{}^4`$ (15) where we are using the symmetry between the two points. The area with electron-hole pairs with energy equal or less than $`\omega `$ is now limited by $`k_{}^{}\omega /v_F`$ and $`k_{}^{}(\omega /\gamma )^{1/4}`$. Hence, $`\mathrm{Im}\chi (𝐪,\omega )\omega ^{1/4}`$. The previous argument can be extended to arbitrary dimensions. In general, an inflection point along one of the $`D1`$ transverse directions at the Fermi surface will not coincide with an inflection point along another direction. Thus, in the remaining $`D2`$ directions, the phase space is limited by quadratic terms, obtained from an expansion like that in Eq. (13). Hence, $`\mathrm{Im}\chi (𝐪,\omega )\omega ^{(D2)/2+1/4}`$. The dependence of $`\mathrm{Re}\chi `$ on the high energy cutoff of the theory becomes logarithmic when $`D=3/2`$ . In the RG language, the couplings at wavevector $`𝐪`$ are marginal, and require a non trivial renormalization, at this dimension. It is interesting to note that, for isotropic Fermi surfaces, the critical dimension is 1. ## IV Anisotropic Fermi lines and Kohn-Luttinger superconductivity In the previous Section we have seen that the strength of electron scattering bears a direct relation with the curvature at each point of the Fermi line. When this becomes highly anisotropic, the strong modulation in the angular dependence of the scattering between particles with momentum $`𝐩`$ and $`𝐩`$ may lead to a superconducting instability, as explained in Section 2. We will address here the effect of inflection points in the $`tt^{}`$ Hubbard model, that is the simplest model with this kind of features in the Fermi line, and we will determine the symmetry channels in which pairing can take place. The main issue is whether there exists any attractive coupling, at some intermediate energy scale $`\mathrm{\Lambda }_0`$, for some of the normal modes of the bare BCS vertex $`V(\mathrm{\Lambda }_0)`$. Here $`\mathrm{\Lambda }_0`$ is supposed to be a small fraction of the whole bandwidth, but not yet at the final stage of the renormalization process. We recall that $`V`$ depends on the angles $`\theta `$ and $`\theta ^{}`$ of the respective incoming and outgoing pairs of electrons, so that it may be decomposed into eigenfunctions with well-defined transformation properties under the action of the lattice symmetry group $`D_4`$. This has four one-dimensional representations, labelled respectively by $`A_1,A_2,B_1`$ and $`B_2`$, and a two-dimensional representation labelled by $`E`$. The complete sets of eigenfunctions for the respective irreducible representations are given by $`A_1`$ $`:`$ $`\left\{\mathrm{cos}(4n\theta ),n𝐍\right\}`$ (16) $`A_2`$ $`:`$ $`\left\{\mathrm{sin}(4n\theta ),n𝐍\right\}`$ (17) $`B_1`$ $`:`$ $`\left\{\mathrm{cos}\left((4n+2)\theta \right),n𝐍\right\}`$ (18) $`B_2`$ $`:`$ $`\left\{\mathrm{sin}\left((4n+2)\theta \right),n𝐍\right\}`$ (19) $`E`$ $`:`$ $`\left\{a\mathrm{sin}\left((2n+1)\theta \right)+b\mathrm{cos}\left((2n+1)\theta \right),n𝐍\right\}`$ (20) Thus, the BCS vertex may be expanded in the form $`V(\theta ,\theta ^{})`$ $`=`$ $`V_0+V_1\left(\mathrm{cos}(\theta )\mathrm{cos}(\theta ^{})+\mathrm{sin}(\theta )\mathrm{sin}(\theta ^{})\right)+V_2\mathrm{cos}(2\theta )\mathrm{cos}(2\theta ^{})+V_3\mathrm{sin}(2\theta )\mathrm{sin}(2\theta ^{})`$ (22) $`+V_4\left(\mathrm{cos}(3\theta )\mathrm{cos}(3\theta ^{})+\mathrm{sin}(3\theta )\mathrm{sin}(3\theta ^{})\right)+V_5\mathrm{cos}(4\theta )\mathrm{cos}(4\theta ^{})+V_6\mathrm{sin}(4\theta )\mathrm{sin}(4\theta ^{})+\mathrm{}`$ According to the discussion in Section 2, it suffices that any of the $`V_n`$ couplings becomes negative for a superconducting instability to take place in the process of renormalization, with the corresponding symmetry of the order parameter —$`s`$-wave in the case of $`A_1`$ and $`A_2`$, and $`d`$-wave in the case of the $`B_1`$ and $`B_2`$ representations. We know that all the interactions are irrelevant in Fermi liquid theory, except the marginal $`V`$, $`F`$ and $`E`$ interactions. Furthermore, a repulsive interaction in the $`V`$ channel flows to zero upon renormalization towards the Fermi level. The point is that, even starting with a bare repulsive interaction as in the $`tt^{}`$ Hubbard model, some of the irrelevant couplings may lead to attraction in the BCS channel well before arriving at the final stage of the renormalization process. Under these circumstances, one needs to make an inspection of the theory at the intermediate scale $`\mathrm{\Lambda }_0`$, in which the irrelevant interactions discussed in Section 2 have not become negligible yet. They may turn negative, in fact, some of the $`V_n`$ couplings. When this happens, by considering $`\mathrm{\Lambda }_0`$ as the starting point of the renormalization group flow one observes the appearance of a strong attraction that leads to superconductivity in the low-energy effective theory. Before switching on the quantum corrections, the marginal interaction $`V`$ equals the bare on-site repulsion $`U`$ of the $`tt^{}`$ Hubbard model. Given that the corrections we want to study at the intermediate scale $`\mathrm{\Lambda }_0`$ are given by irrelevant operators, we may estimate their effect in perturbation theory. At the one-loop order, the diagrams that contribute in general are those in Fig. 7. In the case of the local Hubbard interaction, we take the convention of writing it as mediated by a potential between currents of opposite spin. This makes clear that the first two diagrams in Fig. 7 cannot be drawn with the interaction at hand, since they require an interaction between currents with parallel spins. They are present in the case of more general short-range interactions, but they tend to cancel out when such range shrinks to zero. The contribution $`\mathrm{\Pi }(\theta ,\theta ^{})`$ of diagram $`(c)`$ has the overall effect of reinforcing the bare repulsion between the electrons. We recall that $`\theta `$ and $`\theta ^{}`$ label the angles between the incoming momentum $`𝐩`$ and the outgoing momentum $`𝐤`$, respectively, and the $`x`$ axis. When the two angles are the same, the momentum flowing in the interactions is large and connects opposite points at the Fermi line. We may borrow then the results of the previous Section to determine the scaling of the particle-hole contribution $`\mathrm{\Pi }(\theta ,\theta )`$ correcting $`V(\theta ,\theta )`$. The simplest case to discuss is that of a set of eight inflection points on the Fermi line evenly distributed in the angular variable $`\theta `$. Then the function $`\mathrm{\Pi }(\theta ,\theta )`$ must admit an approximate representation of the form $$\mathrm{\Pi }(\theta ,\theta )a+b\mathrm{sin}^2(4\theta )$$ (23) We know from the previous Section that the coefficients $`a`$ and $`b`$ have different order of magnitude, given their different dependence on the energy cutoff $`\mathrm{\Lambda }_0`$. At $`\theta =0`$, the scattering does not differ much from that of momentum transfer $`2k_F`$ on an isotropic Fermi line, so that $`aO(\mathrm{\Lambda }_0^{1/2}/\alpha ^{1/2})`$, with the notation of the previous Section. At $`\theta =\pi /8`$, the scattering is greatly enhanced since it takes place between particles sitting at opposite inflection points on the Fermi line, implying $`bO(\mathrm{\Lambda }_0^{1/4}/\gamma ^{1/4})`$. The approximate expression for the bare BCS vertex at the energy scale $`\mathrm{\Lambda }_0`$ $$U+\mathrm{\Pi }(\theta ,\theta )U+a+b\mathrm{sin}^2(4\theta )$$ (24) matches well the expansion (22) truncated to include up to the $`V_6`$ term. This allows to find the scaling of some combinations of the coefficients $`V_0+V_1+V_2+V_4+V_5U`$ $``$ $`O(\mathrm{\Lambda }_0^{1/2})`$ (25) $`V_3V_2`$ $``$ $`0`$ (26) $`V_6V_5`$ $``$ $`O(\mathrm{\Lambda }_0^{1/4})`$ (27) In order to close this system of equations we need an additional piece of information, that we get by estimating $`\mathrm{\Pi }(\theta ,\theta )`$. This object stands for the scattering with a momentum transfer connecting a point on the Fermi line and its symmetric with respect to the $`y`$ axis. Therefore, it has again the characteristic dependence $`O(\mathrm{\Lambda }_0^{1/2}/\alpha ^{1/2})`$ if $`\theta =0`$ or $`\pi `$ and it shows a crossover to a behavior $`O(\mathrm{\Lambda }_0)`$ for other values of $`\theta `$. We may approximate then $`\mathrm{\Pi }(\theta ,\theta )c+d\mathrm{cos}^2(\theta )`$, where $`cO(\mathrm{\Lambda }_0)`$ and $`dO(\mathrm{\Lambda }_0^{1/2})`$. Comparing with (22), this implies that $`V_0V_1V_3V_4V_6U`$ $``$ $`O(\mathrm{\Lambda }_0)`$ (28) $`2V_1`$ $``$ $`O(\mathrm{\Lambda }_0^{1/2})`$ (29) $`V_2+V_3`$ $``$ $`0`$ (30) $`V_4`$ $``$ $`0`$ (31) $`V_5+V_6`$ $``$ $`0`$ (32) Putting together (27) and (32), we obtain $`V_6V_5O(\mathrm{\Lambda }_0^{1/4})`$, $`V_0UO(\mathrm{\Lambda }_0^{1/4})`$ and $`V_1O(\mathrm{\Lambda }_0^{1/2})`$, the rest of the coefficients being higher-order powers of $`\mathrm{\Lambda }_0^{1/4}`$. Our analysis shows that there is a negative coupling at an intermediate energy scale $`\mathrm{\Lambda }_0`$ in the expansion in normal modes of the marginal interaction $`V(\theta ,\theta ^{})`$. The negative coupling $`V_5`$ sets actually the leading behavior of the coefficients $`V_n`$, for $`n0`$, as the energy cutoff is sent to the Fermi level. The approximations we have made of $`\mathrm{\Pi }(\theta ,\theta )`$ and $`\mathrm{\Pi }(\theta ,\theta )`$ by specific periodic functions do not have therefore major influence in the determination of the attractive channel, as long as the higher harmonics in the expression (22) can be considered subdominant with respect to the behavior of the couplings $`V_1`$, $`V_5`$ and $`V_6`$. We conclude that there must be a range of dopings, around the filling level where the inflection points are evenly distributed in the angular variable on the Fermi line, in which a superconducting instability opens up in the channel corresponding to the $`A_1`$ representation of the lattice symmetry group. This means that the order parameter of superconductivity has the so-called extended $`s`$-wave symmetry, with nodes at the inflection points of the Fermi line. This location of the nodes has to be shared to a certain degree of approximation by any Fermi line with a set of inflection points. The gap in the superconductor tends to close up at the points where the interaction gets more repulsive. In the model with local interaction, this happens at the points where there is more phase space for the scattering between the particles. The character of the bare interaction is crucial in this consideration, since it relies on the fact that the main effect of the anisotropy at the scale $`\mathrm{\Lambda }_0`$ comes through diagram $`(c)`$ in Fig. 7. This contribution goes in the opposite direction to screening the bare interaction. It becomes clear that, under a more general type of interaction, different possibilities for the opening of an attractive channel could arise, while the methods outlined in this Section should still be useful to study very anisotropic Fermi lines. In the context of the $`tt^{}`$ Hubbard model, the situation in which the Fermi line approaches the saddle points at $`(\pi ,0)`$ and $`(0,\pi )`$ has also great phenomenological interest. One possibility would be to address this problem by means of a sequence of different dopings and Fermi lines having the kind of inflection points we have just discussed. However, this would imply that, when approaching the saddle points, two inflection points would become quite close near $`(\pi ,0)`$ and $`(0,\pi )`$. It is clear that the kind of approximations we have made before should break down at a certain point in this limit, as the distribution of the strength of the scattering along the Fermi line becomes quite sharp. In the limit case where the Fermi level is at the Van Hove singularity, the distribution of the curvature of the Fermi line becomes actually singular at the saddle points. This suggests that a different method has to be deviced to deal with this special situation, on which we will elaborate in the following Section. Anyhow we still have the alternative of approaching the saddle points from above the Van Hove singularity, with the kind of round shaped Fermi lines shown in Fig. 1. As far as the curvature is distributed smoothly over the Fermi line, we can approximate again the BCS vertex by a certain number of harmonics, the rest of them being much more irrelevant as the cutoff is reduced. For the round Fermi lines depicted in Fig. 1 the bare vertex $`\mathrm{\Pi }(\theta ,\theta )`$ is $`O(\mathrm{\Lambda }_0^{1/2}/\alpha ^{1/2})`$, so that it is just modulated by the local curvature $`\alpha `$ of the Fermi line. It is a function with period equal to $`\pi /2`$, reaching maxima at the angles where the curvature has the minimum value. For convenience, we measure now angles with the origin at $`(\pi ,\pi )`$. We may take then $$\mathrm{\Pi }(\theta ,\theta )a+b\mathrm{sin}^2(2\theta )$$ (33) where $`abO(\mathrm{\Lambda }_0^{1/2})`$. Comparing with the expansion (22), we obtain the relations $`V_0+V_1+V_2U`$ $``$ $`O(\mathrm{\Lambda }_0^{1/2})`$ (34) $`V_3V_2`$ $``$ $`O(\mathrm{\Lambda }_0^{1/2})`$ (35) Using as before the estimate $`\mathrm{\Pi }(\theta ,\theta )c+d\mathrm{cos}^2(\theta )`$, with $`cO(\mathrm{\Lambda }_0)`$ and $`dO(\mathrm{\Lambda }_0^{1/2})`$, we have the additional constraints $`V_0V_1V_3U`$ $``$ $`O(\mathrm{\Lambda }_0)`$ (36) $`2V_1`$ $``$ $`O(\mathrm{\Lambda }_0^{1/2})`$ (37) $`V_2+V_3`$ $``$ $`0`$ (38) Taking into account (35) and (38), we conclude that $`V_3V_2O(\mathrm{\Lambda }_0^{1/2})`$ and $`V_1O(\mathrm{\Lambda }_0^{1/2})`$. In this case, we find that among the dominant contributions as $`\mathrm{\Lambda }_00`$ there is a negative coupling, $`V_2`$, that corresponds to an instability in the $`d_{x^2y^2}`$ symmetry channel. This result concerning the order parameter is in agreement with more detailed calculations for Fermi lines of similar shapes. Thus, although we are not able to deal yet with the particular instance in which the Fermi level sits at the Van Hove singularity, the above discussion makes plausible that a strong superconducting instability may develop with $`d_{x^2y^2}`$ order parameter at that special filling. The detailed study of the electron system at the Van Hove singularity shows that there is competition with magnetic instabilities, although for intermediate values of $`t^{}`$ the pairing condensate develops at a higher energy scale and superconductivity prevails. For the $`tt^{}`$ Hubbard model with $`t^{}<0`$, we are led to propose a phase diagram with a superconducting instability with $`d_{x^2y^2}`$ order parameter above the Van Hove filling, for intermediate values of $`t^{}`$ ( above $`0.3`$) . Below the Van Hove singularity we have found that there is a range of dopings where the superconducting instability has extended $`s`$-wave pairing symmetry, with nodes at the location of the inflection points. Our description of the anisotropic Fermi lines relies on the assumption that these do not change much upon lowering the cutoff $`\mathrm{\Lambda }_0`$. The RG approach provides a consistent picture if only the electrons near the Fermi line are affected by the interaction, that is, $`\mathrm{\Lambda }_0U\epsilon _F`$, where $`\epsilon _F`$ is the Fermi energy. Different superconducting instabilities are known to arise in very dilute systems, for instance, where this approximation is not valid. ## V Saddle points at the Fermi line In this section we analyze the instabilities of a two–dimensional electron system whose Fermi line passes through the saddle points $`(\pi ,0)=A`$ and $`(0,\pi )=B`$ shown in Fig. 1 . To extract the physics of the saddle point we will take as an example the Hubbard t–t’ model where perfect nesting is absent. We think that most of the features that we get are due to the presence of the saddle points in the Fermi line more than to the specific model. As mentioned in the previous section, this case can be seen as the limiting situation in which two inflection points merge into a saddle point; the technique developed previously can not be directly applied since the Fermi surface geometry becomes singular in this case. The presence of saddle points at the Fermi line has been related to the physics of the cuprates from the very beginning as a possible explanation for their high $`T_c`$ superconductivity . Its interest was reinforced by the photoemission experiments showing that the hole-doped materials tend to develop very flat bands near the Fermi level. The subject has evolved into the so–called Van Hove scenario that can be studied in the literature. In this section we will review the features of the model that can be extracted from a renormalization group point of view and derive its Kohn–Luttinger superconductivity following closely the scheme set in the previous sections. As described in section 2, the starting point of the RG study for fermion systems is the bare action despicted in (3): $`S`$ $`=`$ $`{\displaystyle 𝑑td^2p\left(i\mathrm{\Psi }_\sigma ^+(𝐩)_t\mathrm{\Psi }_\sigma (𝐩)\left(\epsilon (𝐩)\epsilon _F\right)\mathrm{\Psi }_\sigma ^+(𝐩)\mathrm{\Psi }_\sigma (𝐩)\right)}`$ (40) $`+{\displaystyle 𝑑td^2p_1d^2p_2d^2p_3d^2p_4U(𝐩_1,𝐩_2,𝐩_3,𝐩_4)\mathrm{\Psi }_\sigma ^+(𝐩_1)\mathrm{\Psi }_\sigma ^{}^+(𝐩_2)\mathrm{\Psi }_\sigma ^{}(𝐩_4)\mathrm{\Psi }_\sigma (𝐩_3)\delta (𝐩_1+𝐩_2𝐩_3𝐩_4)},`$ including the four fermion interaction term. Of the next two steps followed in section 2, which are the keypoints to obtain the Fermi liquid behavior, none can be implemented in our case. The first is associated to the isotropy of the Fermi line and consists in the kinematical decomposition of the momenta into parallel and orthogonal to the Fermi line at each point. It makes the scaling behavior of the meassure in the action effectively one-dimensional and is at the origin of the kinematical classification of the marginal channels. The second one is the Taylor expansion of the dispersion relation $`\epsilon (𝐩)`$ to the linear order what makes the momenta to have the same scaling behavior as the energy. In the present case the dispersion relation associated to the t–t’ Hubbard model $$\epsilon (𝐤)=2t[\mathrm{cos}(k_xa)+\mathrm{cos}(k_ya)]4t^{}\mathrm{cos}(k_xa)\mathrm{cos}(k_ya),$$ (41) can be expanded around each of the saddle points A, B of Fig. 1 as $$\epsilon _{A,B}(𝐤)(t2t^{})k_x^2a^2\pm (t\pm 2t^{})k_y^2a^2,$$ (42) where the momenta $`k_x,k_y`$ measure small deviations from $`A,B`$. The quadratic dependence of the dispersion relation on the momenta induces the scaling tranformation: $$\omega s\omega ,𝐤s^{1/2}𝐤.$$ Now it is easy to see that the same scaling law of the Fermi fields obtained in the Fermi liquid analysis: $`\mathrm{\Psi }(𝐩)s^{1/2}\mathrm{\Psi }(𝐩),`$ makes the free action marginal —since the scaling of the integration measure is the same—, and makes the four-fermion interaction to be marginal irrespective of the kinematics as now the delta function scales as the inverse of the momentum for a generic kinematics. Next, also in contradistinction with what happens in the marginal couplings of the Fermi liquid, the renormalization of the couplings in the Van Hove model is nontrivial due to the logarithmic divergence of the density of states dictated again by the dispersion relation. As described in section 3, the density of electron–hole pairs at a given momentum $`𝐪`$ depends on the curvature of the Fermi surface at the two points connected by $`𝐪`$. This situation is similar to the one-dimensional model where there are also logarithmic singularities in the particle–hole and particle-particle propagators. As we will now see, the similarity stops at the classification level. The one loop analysis shows that singular quantum corrections arise in the saddle point model only when the momentum transfer in the process is of the forward (F), exchange (E) or BCS (V) type. Moreover the different channels do not mix at this level making the study more similar to the Fermi liquid case. In order to make clear the former statement we start by performing the standard analysis of the Van Hove g–ology. Although inclusion of spin is not necessary for the description of the Kohn–Luttinger superconductivity, we shall take it into account to include magnetic instabilities. The complete classification of the marginal interactions including the two flavors A and B follows exactly the one that occurs in the g-ology of one–dimensional systems where the role of the two Fermi points is here played by the two singularities. In general there are four types of interactions that involve only low-energy modes. They are displayed in Fig. 8 where the interaction is represented by a wavy line to clarify the process it refers to. In the model that we are considering, with a constant interaction potential, the wavy lines should be shrunk to a point giving rise to couplings typical to the $`\mathrm{\Phi }^4`$ quantum field theory. The spin indices of the currents are opposite in all cases to stay as close as possible to the original Hubbard interaction. In this spirit, parallel couplings or spin–flip interactions shall not be allowed. All one loop corrections to a generic four fermion coupling are depicted in Fig. 9. There are four types of corrections in Fig. 9: direct (BCS) and exchange (EXCH) interactions (Fig. 9 (a), (b)), particle–hole interactions called RPA in Fig. 9 (c), and vertex corrections called VERT in Fig. 9 (d). Once the interactions are shrunk to a point, they turn into the diagrams depicted in Fig. 10 which are the ones to be computed in the one-loop calculation. We must keep in mind that, according to Fig. 9, the corrections induced by the BCS and RPA diagrams (Figs. 9 (a) and 9 (c)) have a minus sign relative to the others. All the one–loop diagrams can be parametrized in terms of the four polarizabilities involving particle–particle or particle–hole processes with the two lines corresponding to the same (zero momentum transfer) or to different flavors A, B (momentum transfer $`𝐐`$). These have been computed in , their cutoff–dependent part at energy $`\omega =0`$ is $`\chi _{\mathrm{ph}}(𝐪)`$ $``$ $`{\displaystyle \frac{c}{2\pi ^2t}}\mathrm{log}\|{\displaystyle \frac{\mathrm{\Lambda }}{\epsilon (𝐪)}}\|`$ (43) $`\chi _{\mathrm{ph}}(𝐐)`$ $``$ $`{\displaystyle \frac{c^{}}{2\pi ^2t}}\mathrm{log}\|{\displaystyle \frac{\mathrm{\Lambda }}{ta^2(𝐪𝐐)^2}}\|`$ (44) $`\chi _{\mathrm{pp}}(𝐪)`$ $``$ $`{\displaystyle \frac{c}{4\pi ^2t}}\mathrm{log}^2\|{\displaystyle \frac{\mathrm{\Lambda }}{\epsilon (𝐪)}}\|`$ (45) $`\chi _{\mathrm{pp}}(𝐐)`$ $``$ $`{\displaystyle \frac{1}{4\pi ^2t^{}}}\mathrm{arctan}(2ct^{}/t)\mathrm{log}\|{\displaystyle \frac{\mathrm{\Lambda }}{ta^2(𝐪𝐐)^2}}\|,`$ (46) where $$c1/\sqrt{14(t^{}/t)^2},c^{}\mathrm{log}\left[\left(1+\sqrt{14(t^{}/t)^2}\right)/(2t^{}/t)\right].$$ (47) Leaving aside for a moment the BCS graph, we see that all one–loop corrections are written in terms of the particle–hole polarizabilities (46) which diverge if the momentum transfer is zero or $`𝐐`$. That means that the RPA and VERT graphs will only provide corrections to a coupling if the kinematics of the vertex is such that $`p_1p_3,p_2p_4,`$ i.e. both are forward processes in the Fermi liquid language which will renormalize only the amplitudes having the specified kinematics. The EXCH graph of Fig. 9 will in turn be divergent only for the kinematics $`p_1p_4,p_2p_3,`$ i.e. it corresponds to an exchange process which renormalize exchange amplitudes. The analysis of the BCS channel is similar to the one done for the isotropic Fermi line. It is easy to see that particle–particle processes will provide a logarithmic renormalization only to those couplings whose kinematics is fixed to be of the BCS type. In the differential approach that we are using, this is best seen graphically as depicted in Fig. 11. Two energy integration slices contributing to the computation of the BCS graph are shown in Fig. 11. It is clearly seeen that, unless the total momentum of the incoming particles adds to zero, the area of the intercept of the two bands for which two high energy intermediate states contribute in the loop (which measures the cutoff dependence of the diagram) is of order $`(d\mathrm{\Lambda })^2`$. This is different from what happens in one dimension, where the BCS graph contributes to the renormalization of all quartic couplings. Moreover, forward or exchange processes do not contribute to the BCS flow. We are then faced to a very similar situation as in the Fermi liquid case. Instead of talking of renormalization of couplings, we must analyze the fate of each channel forward, exchange and BCS, independently as they will not get mixed at the one loop level. Let us first analyze the F channel. It is easy to see that at the one loop level and for the case that we have chosen to analyze of point like interactions between currents of opposite spins, this coupling does not flow since we can not draw the diagrams of the corresponding corrections without invoking parallel couplings in the case of the RPA diagrams or spin flip interactions in the VERT diagram of 9. In the more general case in which parallel couplings are included from the beginning, there is an exact cancelation between the two types of F couplings as can be seen from Fig. 9. For each diagram of RPA type that can be drawn there exists another of VERT type that cancels it. This cancellation that, to our knowledge, was first noticed in the original work of ref. will occur to all orders in perturbation theory if the given conditions hold. Any k-dependence of the interaction would destroy this symmetry. In particular the very process of renormalization necessarily induces that dependence. In the presence of parallel couplings, the two graphs (c) and (d) in Fig. 9 will renormalize differently giving rise to a flow for the F channel. We will not address this question here. A related problem is discussed in . The flow of the exchange channel must be examined by for each of the couplings of Fig. 8 that will from now on be denoted by $`E`$ meaning that the momenta of the external legs are fixed to the exchange kinematics. The RG equations are obtained by “opening up” the graph and inserting the polarizabilities in such a way that the resulting graph is of the type of Fig. 9 (b) and the vertices are made up of the tree–level interactions of Fig. 8. Let us first discuss the behavior of any coupling, say $`E_{\mathrm{inter}}`$. $`E_{\mathrm{inter}}`$ is renormalized by the diagrams shown in Fig. 12. Adding up the one–loop correction to the bare coupling we find the vertex function at this order $$\mathrm{\Gamma }_{\mathrm{inter}}(\omega )E_{\mathrm{inter}}+\frac{c^{}}{2\pi ^2t}(E_{\mathrm{inter}}^2+E_{\mathrm{umk}}^2)\mathrm{log}\left\|\frac{\mathrm{\Lambda }}{\omega }\right\|$$ (48) Following the usual RG procedure, we define the dressed coupling constant at this level in such a way that the vertex function be cutoff independent. Defining $`l=\mathrm{log}\mathrm{\Lambda }`$, we get the RG equation $$\frac{E_{\mathrm{inter}}(\mathrm{\Lambda })}{l}=\frac{c^{}}{2\pi ^2t}(E_{\mathrm{inter}}^2+E_{\mathrm{umk}}^2),$$ (49) were the polarizability involved is the interparticle polarizability and the sign of the beta function is negative as corresponds to the “antiscreening” diagram of Fig. 9 (b). The same equation (49) is obtained by integrating over a differential energy slice as we mentioned earlier. By this method we obtain the following set of coupled differential equations for the $`E`$ couplings: $`{\displaystyle \frac{E_{\mathrm{intra}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2t}}c\left(E_{\mathrm{intra}}^2+E_{\mathrm{back}}^2\right)`$ (50) $`{\displaystyle \frac{E_{\mathrm{back}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2t}}c\left(E_{\mathrm{intra}}E_{\mathrm{back}}\right)`$ (51) $`{\displaystyle \frac{E_{\mathrm{inter}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2t}}c^{}\left(E_{\mathrm{inter}}^2+E_{\mathrm{umk}}^2\right)`$ (52) $`{\displaystyle \frac{E_{\mathrm{umk}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2t}}c^{}\left(E_{\mathrm{inter}}E_{\mathrm{umk}}\right)`$ (53) where $`c,c^{}`$ are the prefactors of the polarizabilities at zero and $`𝐐`$ momentum transfer, respectively given in (47). Due to the relative plus sign of the corrections, all $`E`$ couplings will grow if repulsive giving rise to instabilities in the system that can be identified by means of the response functions. It is easy to see that the $`E`$ kinematics couples to the response functions corresponding to the order parameters $$\mathrm{\Delta }_{SDW}^x=\underset{k}{}b_{ks}^+\sigma _{st}^xa_{k+Q,t},$$ $$\mathrm{\Delta }_{FM}^x=\underset{k}{}a_{ks}^+\sigma _{st}^xa_{kt}.$$ The growth of these response functions drives the system to antiferromagnetic and ferromagnetic ground states respectively. The phase diagram can be seen in . Let us now see how the Kohn-Luttinger mechanism works in this case. As discussed in Section 2, superconducting instabilities will arise in the system by means of the BCS channel whenever a negative coupling develops. RG equations can be obtained for the BCS coupling by the same procedure followed with the $`E`$ couplings. We will denote the BCS couplings by $`V`$ implying the prescribed kinematics in the couplings of Fig. 8 and correct them at one loop by the BCS graphs in Fig. 9. As we are looking for pairing instabilities we will only consider in Fig. 9 (a) couplings with total momentum equals zero (not $`𝐐`$). This leaves us with $`V_{\mathrm{intra}}`$ and $`V_{umk}`$. Both involve the polarizability $`\chi _{pp}(0)`$ (46). We will take care of the $`\mathrm{log}^2`$ dependence of the particle–particle susceptibility by the method discussed in . It consists in noting that the $`\mathrm{log}^2`$ can be factorized as the usual RG log and another one which is due to the divergent density of states exactly at the Fermi line and will take a constant value when the renormalization of the chemical potential is taken into account. We will denote this constant value by $`K=\mathrm{log}(\mathrm{\Lambda }/\mu )`$. Proceeding as before, we get for the $`V`$ couplings the following set of equations: $`{\displaystyle \frac{V_{\mathrm{intra}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2t}}cK\left(V_{\mathrm{intra}}^2+V_{\mathrm{umk}}^2\right)`$ (54) $`{\displaystyle \frac{V_{\mathrm{umk}}}{l}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2t}}cK\left(V_{\mathrm{intra}}V_{\mathrm{umk}}\right)`$ (55) As there is no mixture of particle–hole channels, integrating this equation is equivalent to summing the ladder series. The flow of the couplings is shown in Fig. 13. It is clear that if all the couplings are set to a common value at the beginning, say the value $`U`$ of the original Hubbard model, then $`V_{\mathrm{intra}}=V_{\mathrm{umk}}`$ all along and they would flow to zero along the diagonal in Fig. 13. The Kohn–Luttinger mechanism will be at work if at some stage of the flow we get as initial condition $`V_{\mathrm{intra}}V_{\mathrm{umk}}<0`$. This difference can be caused by the finite corrections induced in the BCS vertices by the particle–hole diagrams in Fig. 9 at the early stage of the flow. As discussed in , that an operator is irrelevant means that it will flow to zero in the course of the renormalization, but it does not mean that it can be set to zero at the beginning without altering the physics. In this case, the BCS couplings $`V_{\mathrm{intra}}`$ and $`V_{\mathrm{umk}}`$ will get finite particle–hole corrections from the exchange diagram that make them differ at intermediate values of the cutoff providing the initial conditions necessary for Kohn-Luttinger superconductivity. From equations (53) of the exchange couplings it is clear that under the initial condition that all couplings are equal to $`U`$, $`E_{\mathrm{intra}}=E_{\mathrm{back}}`$ and $`E_{\mathrm{inter}}=E_{\mathrm{umk}}`$, all along the flow. As the corrections coming from the $`E`$ vertex have a positive sign, we see that in the region of parameter space where $`c<c^{}`$ in (47), we will soon get $`V_{\mathrm{intra}}<V_{\mathrm{umk}}`$ and then the RG flow of the BCS diagram will start with the initial condition necessary for d-wave superconductivity to set in. ## VI Conclusions In this paper we have analyzed the instabilities induced on a strongly correlated electron system in two dimensions by the anisotropies of its Fermi line. Although we have chosen to exemplify the features with a Hubbard $`tt^{}`$ model we believe that the study done is very general and will apply for other systems as well. Our main conclusion is that changes in the topology of the Fermi line of an electron system driven by doping, pressure or whatever means, give rise to instabilities of the system that will drive it away from Fermi liquid behavior. In the absence of nesting or other accidental symmetries, the instabilities will be predominantly superconducting. Although this idea is not new, as it goes back to the Kohn–Luttinger mechanism of the sixties, we have been able to see it at work in a microscopic model with different kinds of anisotropies. We have used a renormalization group approach which tracks the origin of the Kohn–Luttinger mechanism on the effect that some irrelevant operators have on marginal couplings. The scaling analysis allows us to predict, on very general grounds, a critical dimension of 3/2 for the onset of non–Fermi liquid behavior, a result that remains to be tested. Inflection points, a generic feature of some Fermi lines, give rise to a superconducting order parameter with extended $`s`$–wave symmetry with nodes located at the inflection points. The case of extreme anisotropy of the Fermi line having saddle points has been analyzed with the same technique, obtaining a very rich phase diagram for the $`tt^{}`$ Hubbard model with $`d_{x^2y^2}`$ superconductivity as the main instability in a certain range of parameters. The same symmetry of the order parameter is found for fillings above the saddle points, what suggests the possibility of a continuum transition in the overdoped regime of hole–doped cuprates. Despite the theoretical inspiration of this paper, the analysis performed contains some phenomenological predictions that can be tested experimentally in compounds which are well described by the $`tt^{}`$ Hubbard model. In particular, the closeness of a transition towards a $`d`$–wave and an extended $`s`$–wave superconductor implies that, in the absence of perfect tetragonal symmetry, a mixture of the two is likely. This possibility has been already discussed on phenomenological grounds. Different experiments, like photoemission or interlayer tunneling in BSCCO, can be interpreted in terms of the coexistence of different order parameters, or the existence of extended $`s`$–wave superconductivity. Note, finally, that a recent proposal for the Fermi surface of BSCCO, based on photoemission experiments, is close to the case with inflection points discussed here. Such a Fermi surface leads naturally to an extended $`s`$–wave order parameter in the superconducting phase. It would be interesting to see if this prediction is confirmed by experiments. Note added — After this review has been published, the role played by the renormalized forward scattering interactions near a Van Hove singularity has been clarified in Ref. . Furthermore, two detailed RG studies have appeared supporting the idea that $`d`$-wave superconductivity takes place in the $`tt^{}`$ repulsive Hubbard model near the Van Hove filling.
warning/0001/astro-ph0001535.html	ar5iv	text	# The Evolution of 4He and LiBeB ## 1. Introduction There is a relatively large set of data available on the big bang nucleosynthesis (BBN) element isotopes of <sup>4</sup>He and <sup>7</sup>Li at low metallicity. It is common, particularly in the case of <sup>4</sup>He, to perform a linear regression on the data with respect to some metallicity tracer such as O/H or Fe/H. The intercept of such a regression can be directly related to the primordial abundance of that isotope, and the slope of the regression offers important clues to the nature of its chemical evolution. While one can not necessarily justify a linear relation from first principles, generally due to the quality of the data at low metallicity, such an approximation is acceptable. In fact, using the currently available <sup>4</sup>He and <sup>7</sup>Li data<sup>1</sup><sup>1</sup>1Using, for example, the data of Izatov and Thuan (1998) on <sup>4</sup>He and Ryan, Norris, & Beers (1999) on <sup>7</sup>Li., it is easy to show that a linear regression is significantly better than a weighted mean, yet more complicated fits using additional parameters generally do not yield a statistically significant improvement in the fit. Our inferences of the primordial abundances and evolution of the light elements are clearly tied to the quality of the data and our understanding of the systematic uncertainties in the derived abundances. Evolution is one the effects which is responsible for systematic uncertainties. In the case of <sup>4</sup>He, the environment of the HII system is not pristine and includes non-primordial <sup>4</sup>He. In addition, the true elemental abundances of <sup>4</sup>He may be clouded due to effects such as underlying stellar absorption, collisional excitation, or flourecence. In the case of <sup>7</sup>Li, abundances are contaminated by the non-primordial contribution of <sup>7</sup>Li from galactic cosmic-ray nucleosynthesis (GCRN) and uncertainties concerning the degree of stellar depletion of <sup>7</sup>Li in pop II, halo stars. ## 2. <sup>4</sup>He The <sup>4</sup>He abundance has been determined from observations of HeII $``$ HeI recombination lines in a large sample of extragalactic HII regions (Pagel et al. 1992; Skillman & Kennicutt 1993; Skillman et al. 1994; Izotov, Thuan, & Lipovetsky 1994,1997; Izotov & Thuan 1998). Since <sup>4</sup>He is produced in stars along with heavier elements such as Oxygen, it is expected that the primordial abundance of <sup>4</sup>He can be determined from the intercept of the correlation between $`Y`$ and O/H, namely $`Y_p=Y(\mathrm{O}/\mathrm{H}0)`$. A detailed analysis of the combined data (Olive, Skillman, & Steigman 1997; Fields & Olive 1998) found an intercept corresponding to a primordial abundance $$Y_p=0.238\pm 0.002\pm 0.005$$ (1) The first uncertainty is purely statistical and the second uncertainty is an estimate of the systematic uncertainty in the primordial abundance determination. The helium abundance used in this analysis was determined using electron densities $`n`$ obtained from SII data. Izotov, Thuan, & Lipovetsky (1994,1997) and Izotov & Thuan (1998) proposed a method based on several He emission lines to “self-consistently” determine the electron density. This method yields a higher primordial value $$Y_p=0.244\pm 0.002\pm 0.005$$ (2) Our interpretation of the evolution of <sup>4</sup>He depends heavily on the slope of the <sup>4</sup>He abundance with respect to a tracer element such as O/H and/or N/H. While models of chemical evolution tend to give relatively low slopes ($`\mathrm{\Delta }Y/\mathrm{\Delta }(O/H)2060`$), the He data based on SII densities gives a much larger slope ($`\mathrm{\Delta }Y/\mathrm{\Delta }(O/H)110\pm 25`$), whereas the self-consistent method gives ($`\mathrm{\Delta }Y/\mathrm{\Delta }(O/H)47\pm 26`$). The model calculations (Fields & Olive 1998, and references therein) depend crucially on the assumed yields of N in the AGB phase and on assumptions concerning hot-bottom burning. Many of the models attempting to reproduce the higher He slopes also rely on significant amounts of outflow in these dwarf galaxies. As can be ascertained from the brief discussion above, the method of analysis has a huge impact on both the determination of the primordial <sup>4</sup>He abundance and the slope of the He vs O/H regression. Therefore, rather than discuss specific chemical evolution models in detail here, I will discuss some of the key sources of the uncertainties in the He abundance determinations and prospects for improvement. The He abundance is always quoted relative to H, e.g., He line strengthes are measured relative to $`H\beta `$. The H data must first be corrected for underlying absorption and reddening. Beginning with an observed line flux $`F(\lambda )`$, and an equivalent width $`W(\lambda )`$, we can parameterize the correction for underlying stellar absorption as $$X_A(\lambda )=F(\lambda )(\frac{W(\lambda )+a)}{W(\lambda )})$$ (3) The parameter $`a`$ is expected to be relatively insensitive to wavelength. A reddening correction is applied to determine the intrinsic line intensity $`I(\lambda )`$ relative to $`H\beta `$ $$X_R(\lambda )=\frac{I(\lambda )}{I(H\beta )}=\frac{X_A(\lambda )}{X_A(H\beta )}10^{f(\lambda )C(H\beta )}$$ (4) where $`f(\lambda )`$ represents an assumed universal reddening law and $`C(H\beta `$) is the correction factor to be determined. By comparing $`X_R(\lambda )`$ to theoretical values, $`X_T(\lambda )`$, we determine the parameters $`a`$ and $`C(H\beta )`$ self consistently (Olive & Skillman, 2000), and run a Monte Carlo over the input data to test the robustness of the solution and to determine the systematic uncertainty associated with these corrections. In Figure 1 (from Olive & Skillman 2000), I show the result of such a Monte-Carlo based on synthetic data with an assumed correction of 2 Å for underlying absorption and a value for $`C(H\beta )=0.1`$. The synthetic data were assumed to have an intrinsic 2% uncertainty. While the mean value of the Monte-Carlo results very accurately reproduces the input parameters, the spread in the values for $`a`$ and $`C(H\beta )`$ are generally a factor of 2 larger than one would have derived from the direct solution due to the covarience in $`a`$ and $`C(H\beta )`$. The uncertainties found for $`H\beta `$ must next be propagated into the analysis for <sup>4</sup>He, for which we follow an analogous procedure to that described above (Olive & Skillman 2000). We again start with a set of observed quantities: line intensities $`I(\lambda )`$ which include the reddening correction previously determined along with its associated uncertainty which includes the uncertainties in $`C(H\beta )`$; the equivalent width $`W(\lambda )`$; and temperature $`t`$. The Helium line intensities are scaled to $`H\beta `$ and the singly ionized helium abundance is given by $$y^+(\lambda )=\frac{I(\lambda )}{I(H\beta )}\frac{E(H\beta )}{E(\lambda )}(\frac{W(\lambda )+a^{}}{W(\lambda )})\frac{1}{(1+\gamma )}\frac{1}{f(\tau )}$$ (5) where $`E(\lambda )/E(H\beta )`$ is the theoretical emissivity scaled to $`H\beta `$. The expression (5) also contains a correction factor for underlying stellar absorption, parameterized now by $`a^{}`$, a density dependent collisional correction factor, $`(1+\gamma )^1`$, and a flourecence correction which depends on the optical depth $`\tau `$. Thus $`y^+`$ implicitly depends on 3 unknowns, the electron density, $`n`$, $`a^{}`$, and $`\tau `$. One can use 3-6 lines to determine the weighted average helium abundance, $`\overline{y}`$. From $`\overline{y}`$, we can calculate the $`\chi ^2`$ deviation from the average, and minimize $`\chi ^2`$, to determine $`n,a^{}`$, and $`\tau `$. Uncertainties in the output parameters are also determined. This procedure differs somewhat from that proposed by ITL, in that the $`\chi ^2`$ above is based on a straight weighted average, where as ITL minimize the difference of a ratio of He abundances (to one wavelength, say $`\lambda `$4471) to the theoretical ratio. When the reference line is particularly sensitive to a systematic effect such as underlying stellar absorption, this uncertainty propagates to all lines this way. In our case, the individual uncertainties in the line strengths are kept separate. Finally, as in the case for the hydrogen lines, we have performed a Monte-Carlo simulation of the data to test the robustness of the solution for $`n,a^{}`$, and $`\tau `$ (Olive & Skillman 2000). In Figure 2, I show the result of a single case based on the data of Izatov and Thuan (1998) for SBS1159+545. Here, the helium abundance and density solutions are displayed. The vertical and horizontal lines show the position of the IT solution. The circle shows the position of the our solution to the minimization, and the square shows the position of the mean of the Monte-Carlo distribution. The spread shown here is significantly greater than the uncertainty quoted by IT. ## 3. <sup>7</sup>Li The population II abundance of <sup>7</sup>Li has been determined by observations of over 100 hot, halo stars, and is found to have a very nearly uniform abundance (Spite & Spite 1982). For stars with a surface temperature $`T>5500`$ K and a metallicity less than about 1/20th solar, the abundances show little or no dispersion beyond that which is consistent with the errors of individual measurements. The Li data from Bonifacio & Molaro (1997) indicate a mean <sup>7</sup>Li abundance of $$\mathrm{Li}/\mathrm{H}=(1.6\pm 0.1)\times 10^{10}$$ (6) The small error is statistical and is due to the large number of stars in which <sup>7</sup>Li has been observed. There is, however, an important source of systematic error due to the possibility that Li has been depleted in these stars, though the lack of dispersion in the Li data limits the amount of depletion. In fact, as discussed by Sean Ryan (these proceedings, and Ryan, Norris, & Beers, 1999, hereafter RNB) a small observed slope in Li vs Fe and the tiny dispersion about that correlation indicates that depletion is negligible in these stars. Furthermore, the slope may indicate a lower abundance of Li than that in (6). For reference, the weighted mean of the <sup>7</sup>Li abundance in the RNB sample is \[Li\] = 2.12 (\[Li\] = $`\mathrm{log}`$ <sup>7</sup>Li/H + 12). It is common to test for the presence of a slope in the Li data by fitting a regression of the form \[Li\] = $`\alpha +\beta `$ \[Fe/H\]. The RNB data indicate a rather large slope, $`\beta =0.070.16`$ and hence a downward shift in the “primordial” lithium abundance $`\mathrm{\Delta }`$\[Li\] = $`0.200.09`$. Models of galactic evolution which predict a small slope for \[Li\] vs. \[Fe/H\], can produce a value for $`\beta `$ in the range 0.04 – 0.07 (Ryan et al. 2000). Of course, if we would like to extract the primordial <sup>7</sup>Li abundance, we must examine the linear (rather than log) regressions. For Li/H = $`a^{}+b^{}`$Fe/Fe, we find $`a^{}=11.2\times 10^{10}`$ and $`b^{}=40120\times 10^{10}`$. A similar result is found fitting Li vs O. Overall, when the regression based on the data and other systematic effects are taken into account a best value for Li/H was found to be (Ryan et al. 2000) $$\mathrm{Li}/\mathrm{H}=1.23\times 10^{10}$$ (7) with a plausible range between 0.9 – 1.9 $`\times 10^{10}`$. Figure 3 shows the different Li components for a model with (<sup>7</sup>Li/H)$`{}_{p}{}^{}=1.23\times 10^{10}`$. The linear slope produced by the model is $`b^{}=65\times 10^{10}`$, and is independent of the input primordial value (unlike the log slope given above). The model (discussed in detail in Fields & Olive, 1999a,b and Fields et al. 2000) includes in addition to primordial <sup>7</sup>Li, lithium produced in galactic cosmic ray nucleosynthesis, (primarily $`\alpha +\alpha `$ fusion) in addition to <sup>7</sup>Li produced by the $`\nu `$-process during type II supernovae. As one can see, these processes are not sufficient to reproduce the population I abundance of <sup>7</sup>Li, and additional production sources are needed (see e.g. Matteucchi, these proceedings). ## 4. Concordance Bearing in mind the degree of uncertainty in the derived primordial abundances, one can test the concordance of <sup>4</sup>He and <sup>7</sup>Li with the prediction of BBN. This is best summarized in a comparison of likelihood functions as a function of the one free parameter of BBN, namely the baryon-to-photon ratio $`\eta `$. By combining the theoretical predictions (and its uncertainties) with the observationally determined abundances discussed above, we can produce individual likelihood functions (Fields et al. 1996) which are shown in Figure 4. A range of primordial <sup>7</sup>Li values are chosen based on the analysis in Ryan et al. (2000). The double peaked nature of the <sup>7</sup>Li likelihood functions is due to the presence of a minimum in the predicted lithium abundance in the expected range for $`\eta `$. For a given observed value of <sup>7</sup>Li, there are two likely values of $`\eta `$. As the lithium abundance is lowered, one tends toward the minimum of the BBN prediction, and the two peaks merge. Also shown are both values of the primordial <sup>4</sup>He abundances discussed above. As one can see, at this level there is clearly concordance between <sup>4</sup>He, <sup>7</sup>Li and BBN. ## 5. LiBeB The production of <sup>7</sup>Li by galactic cosmic-ray nucleosynthesis shown in Figure 3, is accompanied by the production of the heavier intermediate elements Be and B (Reeves, Fowler, & Hoyle 1970; Meneguzzi, Audouze, & Reeves 1971). Standard GCRN is dominated by interactions originating from accelerated protons and $`\alpha `$’s on CNO in the ISM, and predicts that BeB should be “secondary” versus the spallation targets, giving $`\text{Be}\mathrm{O}^2`$ (Vangioni-Flam, Cassé, Audouze, & Oberto 1990). However, this simple model was challenged by the observations of BeB abundances in Pop II stars, and particularly the BeB trends versus metallicity. Measurements showed that both Be and B vary roughly linearly with Fe, a so-called “primary” scaling. If O and Fe are co-produced (i.e., if O/Fe is constant) then the data clearly contradicts the canonical theory, i.e. BeB production via standard GCR’s. These observations led to the creation of many new models of cosmic-ray nucleosynthesis (Cassé, M., Lehoucq, R., & Vangioni-Flam, E. 1995; Vangioni-Flam et al. 1996; Ramaty et al. 1997, 1999) which include a dominant primary component of BeB. Such models were discussed here by Cassé, Parizot and Ramaty. As was discussed here by Deliyannis and Israelian, there is growing evidence that the O/Fe ratio is not constant at low metallicity (Israelian, García-López, & Rebolo 1998; Boesgaard et al. 1999a), but rather increases towards low metallicity. This trend offers another solution to resolve discrepancy between the observed BeB abundances as a function of metallicity and the predicted secondary trend of GCR spallation (Fields & Olive 1998). As noted above, standard GCR nucleosynthesis predicts $`\text{Be}\mathrm{O}^2`$, while observations show $`\text{Be}\mathrm{Fe}`$, roughly; these two trends can be consistent if O/Fe is not constant in Pop II. A combination of standard GCR nucleosynthesis, and $`\nu `$-process production of <sup>11</sup>B is consistent with current data. The determination of abundances from raw stellar spectra requires stellar atmosphere models. The atmospheric models require key input parameters, notably the effective temperature $`T_{\mathrm{eff}}`$ and surface gravity $`g`$, and assumptions regarding the applicability of local thermodynamic equilibrium (LTE). Unfortunately, there is no standard set of stellar parameters for the halo stars of interest. In practice, different groups derive abundances via different procedures, which give similar results but retain systematic differences. The systematic differences in the data can in fact obscure the BeB-OFe trends one seeks. Thus, to derive meaningful BeB fits, one must systematically and consistently present abundances derived under the same assumptions and parameters for stellar atmospheres. It is not possible to overly stress the importance of reliable stellar data. The Balmer-line data appear to be self-consistent, and are probably the most reliable. However, because other scales such as those based on the IRFM are commonly used, I would like to point out that there are significant differences in the reported data. To illustrate the point consider for example the case of the star BD $`3^{}`$ 740. From Axer et al. (1994), whose data is based on the Balmer line method we find this star to have ($`T_{\mathrm{eff}},\mathrm{ln}g`$, \[Fe/H\]) = (6264, 3.72, -2.36). The beryllium and oxygen abundances for this star was reported by Boesgaard et al. (1999b) and (1999a). When adjusted for these stellar parameters, we find \[Be/H\] = -13.36, and \[O/H\] = -1.74. In contrast, the stellar parameters from Alonso et al. (1996a) based on the IRFM (IRFM1) are (6110,3.73,-2.01) with corresponding Be and O abundances of -13.44 and -2.05. Garcia-Lopez et al. 1998 use a calibrated IRFM (IRFM2) based on Alonso et al. (1996b) and take (6295,4.00, -3.00). For these choices, we have \[Be/H\] = -13.24 and \[O/H\] = -1.90. Notice the extremely large range in assumed metallicities and the difference in the two so-called IRFM temperatures. While this may not be a typical example of the difference in stellar parameters, it is differences such as this (and this star is not unique) that accounts for the difference in our results and the implications we must draw from them. Uncertainties in \[Fe/H\] in particular, make modeling extremely difficult. This is especially true of one attempts to model the correlations of BeBO with respect to Fe/H. Below, we will present results based for the available BeBOFe data based on three methods of analysis. We will refer to these as the Balmer line data and the IRFM1,2 data. Complete results of this analysis can be found in Fields et al. (2000). There are a total of 36 stars with low metallicity OH data. Of these, roughly 2/3 have available data using one of the systematic methods described (Balmer, IRFM1, IRFM2). In each case, one finds a significant slope for \[O/Fe\] vs \[Fe/H\] ranging from -0.32 to -0.51. Of key importance to the modeling of the BeB evolution is the determination of a primary or secondary source for the BeB isotopes. Primary vs secondary is typically ascertained by fitting the BeB data versus a tracer element. Historically, Fe/H was used even though the actual production of LiBeB is independent of \[Fe/H\]. This is justifiable so long as \[O/Fe\] is constant. As one can see in the tables below, the data seem to indicate that Be is mostly primary with respect to Fe, and secondary with respect to O/H. (IRFM2 should be considered suspect as the derived parameters were obtained outside the limits of validity of the calibration.) This is what one would expect if \[O/Fe\] is not constant as the OH data now indicate. B on the other hand shows primary evolution with respect to \[O/H\] and an even flatter evolution with respect to Fe/H. This too is expected if the $`\nu `$-process plays a significant role in the production of <sup>11</sup>B. The models for primary and secondary production of BeB are all physical. What is unclear however, is which is dominant over the history of the Galaxy and at what epoch. If both mechanisms are operative, it is reasonably certain that primary mechanisms should dominate in the early Galaxy and that secondary mechanisms should dominate later. The cross-over or break point can be determined from the data (in principle) by fitting to both linear and quadratic components, $$\frac{A}{\mathrm{H}}=\left(\frac{A}{\mathrm{H}}\right)_{}\left[\alpha _1\frac{\mathrm{O}/\mathrm{H}}{(\mathrm{O}/\mathrm{H})_{}}+\alpha _2\left(\frac{\mathrm{O}/\mathrm{H}}{(\mathrm{O}/\mathrm{H})_{}}\right)^2\right]$$ (8) for $`A\mathrm{BeB}`$. The resulting coefficients and break points for Be are found in Table 3. As one can see, for Balmer and IRFM1, the break point occurs at low \[O/H\], indicating that most of the evolution in the observed data has been secondary. To fully resolve this issue, a larger and systematic data set is required. Finally, in Figure 5 (from Fields et al. 2000), the evolution of BeB with respect to O/H is shown in a simple closed box model of chemical evolution. In addition to standard GCR nucleosynthesis, a primary component based on the superbubble accelerated particle spectrum of Bykov (1999) is included along with the neutrino-process for <sup>11</sup>B (Fields et al. 2000). The secondary GCR cosmic-ray flux is normalized by the solar abundance of Be and is consisitent with the present cosmic-ray flux scaled by the star formation rate. The break point (from Table 3) determined the relative scaling of the primary component to the secondary one, and the neutrino process is scaled to the solar <sup>11</sup>B/<sup>10</sup>B ratio. ### Acknowledgments. I would like to thank my collaborators T. Beers, M. Cassé, B. Fields, J. Norris, S. Ryan, E. Skillman, and E. Vangioni-Flam whose work has been summarized here. 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warning/0001/cond-mat0001271.html	ar5iv	text	# Fermi surface origin of the interrelation between magnetocrystalline anisotropy and compositional order in transition metal alloys ## I INTRODUCTION In recent years, there has been intensive theoretical as well as experimental research on the magnetocrystalline anisotropy of ferromagnetic materials containing transition metals, in particular, in the form of multilayers and thin films, because of the technological implications for high-density magneto-optical storage media. Areal densities of information storage systems are increasing continuously and are expected to reach 40 Gbits per square inch by the year 2004 which requires the grain size to be less than 10 nm. For such applications the films and multilayers need to exhibit a very strong perpendicular magnetic anisotropy (PMA) to avoid destabilization of the magnetization of recording bits by thermal fluctuations and demagnetizing fields. Whereas in ultrathin films and multilayers the PMA is due to surface and interface effects respectively, in thicker films of transition metal alloys it is the strong intrinsic bulk magnetocrystalline anisotropy which leads to PMA. Thick films of transition metal alloys are particularly interesting for magneto-optic recording because in addition to the required magneto-optic properties these are chemically stable and easy to manufacture. To design magnetic materials for future magneto-optic recording applications a detailed understanding of the mechanism of magnetocrystalline anisotropy is needed. A significant effort has been directed towards an understanding of the microscopic mechanism of magnetocrystalline anisotropy of these systems from a first-principles electronic structure point of view but since magnetocrystalline anisotropy arises from spin-orbit coupling, which is essentially a relativistic effect this means that a fully relativistic electronic structure framework is desirable. Several experimental observations indicate a correlation between the compositional order and the magnetocrystalline anisotropy of ferromagnetic alloys, both in the bulk as well as in films. Very recently, we developed a ‘first-principles’ theory of the interrelationship between the magnetocrystalline anisotropy and compositional order, both short- and long-ranged. In this theory the electronic structure is treated within the spin-polarized fully relativistic Korringa-Kohn-Rostoker coherent-potential approximation (SPR-KKR-CPA) and the compositional order is modeled using the framework of static concentration waves and is an extension of our earlier works on the magnetocrystalline anisotropy of disordered alloys. Within this scheme we showed for the first time that in fcc-Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy compositional order indeed has a profound influence on the magnetocrystalline anisotropy, especially in the way it breaks cubic symmetry. In this paper, we describe our scheme in some detail and provide an in-depth study of this effect in another CoPt alloy and demonstrate an electronic origin of the enhancement of the magnetocrystalline anisotropy energy (MAE). Also, it is known experimentally that, upon ordering, the equiatomic CoPt alloy undergoes a modest tetragonal lattice distortion ($`c/a`$ = 0.98) which can also enhance the MAE. We have calculated the MAE of disordered fcc-Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy for different $`c/a`$ ratios and find that a 2% tetragonalization would contribute only about 20% of the observed MAE. This is a clear indication that in CoPt system, the enhancement of MAE is primarily due to compositional order. This inference gets further credence from the fact that fcc-Co<sub>0.25</sub>Pt<sub>0.75</sub> alloy, which retains its cubic lattice structure upon ordering, also shows an enhancement of MAE when compositional order is introduced. We have studied the effects of compositional modulation on the MAE of fcc-Co<sub>c</sub>Pt<sub>1-c</sub> for $`c`$=0.25 and 0.5 alloys. Thick films of these alloys are potential magneto-optical recording materials because they exhibit large perpendicular anisotropy, large magneto-optic Kerr effect signals compared to the Co/Pt multilayers and the currently used TbFeCo films for a large range of wavelengths (400-820 nm), have suitable Curie temperatures ($``$700 K), high oxidation and corrosion resistance as well as being chemically stable and easy to manufacture. We investigate the observed ordered structures as well as some hitherto unfabricated structures of these alloys with same stoichiometry. This is pertinent now that it is possible to tailor compositionally modulated films to obtain better magneto-optic recording characteristics. We find that, compositional ordering enhances the size of MAE by some two orders of magnitude for all the compositions in addition to altering the magnetic easy axis in some cases. The easy axis in all the layered-ordered structures lies perpendicular to the layer-stacking. Of particular interest is the case of Co<sub>0.25</sub>Pt<sub>0.75</sub>. MAE for the perfect $`L1_2`$ ordered alloy is very small as in the homogeneously disordered alloy with the easy axis along the direction. However, breaking this symmetry by some kind of a directional chemical order and creating internal interfaces enhances the MAE by two orders of magnitude as well as making the easy axis perpendicular to the interfaces, in excellent agreement with the experimental observations. By analyzing the electronic structure of these alloys we find that the electrons near the Fermi surface, in particular, those electrons around the X-points in the Brillouin zone, are largely responsible for the enhancement of MAE by compositional ordering. Using the same theoretical framework, we have also studied the phenomenon of magnetic annealing in Ni<sub>0.75</sub>Fe<sub>0.25</sub> permalloy, which develops uniaxial magnetic anisotropy when annealed in a magnetic field. Because of its high permeability and low coercivity, the permalloy is a good soft magnet and can be used for low switching fields in sensors. Also, a large difference in the conductivity of majority and minority spins makes it a good candidate for spin-valves, spin transistors and magnetic tunnel junctions. On magnetic annealing, the permalloy develops directional chemical order which is responsible for the uniaxial anisotropy. In the previous work we showed for the first time from first-principles theoretical calculations that magnetic annealing can indeed produce directional chemical order. Here we isolate the electronic origin of the effect. The outline of the paper is as follows. In Sec. II, we present the formulation. In Sec. III we provide some numerical and technical details. Afterwards, we present our results in Sec. IV and in Sec. V we investigate the electronic origin of the MAE enhancement as well as of the magnetic annealing. Finally, in Sec. VI we draw some conclusions. ## II FORMULATION Our theory is based on the relativistic spin-polarized local density functional theory and its solution by the SPR-KKR-CPA method. A detailed description of the method for the homogeneously disordered ferromagnetic alloys is provided in Ref. , and will not be repeated. Here, we describe in detail our new framework to investigate the effects of compositional order, both short- and long-ranged, on the magnetocrystalline anisotropy (A summary of the approach has already been described in our recent letter Ref. ). In Sec. II A we give a brief outline of the theory of compositional order within the SPR-KKR-CPA formalism and in Sec. II B we describe the scheme for studying the effects of compositional order on the MAE together with the theory of magnetic annealing. Also, in this section we describe a scheme to investigate the electronic origin of the enhancement of MAE upon ordering. ### A Compositional order We consider a binary alloy $`A_cB_{1c}`$ where the atoms are arranged on a fairly regular array of lattice sites. At high temperatures the alloy is homogeneously disordered and each site is occupied by an $`A`$\- or $`B`$-type atom with probabilities $`c`$ and $`(1c)`$ respectively. Below some transition temperature, $`T_c`$, the system will either order or phase separate. A compositionally modulated alloy can be described by a set of site-occupation variables $`\{\xi _i\}`$, with $`\xi _i=1(0)`$ when the $`i`$-th site in the lattice is occupied by an $`A(B)`$-type atom. The thermodynamic average, $`\xi _i`$, of the site-occupation variable is the concentration $`c_i`$ of an $`A`$-type atom at that site. At high temperatures where the alloy is homogeneously disordered, $`c_i=c`$ for all sites. When inhomogeneity sets in below $`T_c`$, the temperature-dependent inhomogeneous concentration fluctuations $`\{\delta c_i\}=\{c_ic\}`$ can be written as a superposition of static concentration waves, i.e., $`c_i=c+{\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐪}{}}\left[c_𝐪e^{i𝐪𝐑_i}+c_𝐪^{}e^{i𝐪𝐑_i}\right],`$ where, $`c_𝐪`$ are the amplitudes of the concentration waves with wave-vectors q, and $`𝐑_i`$ are the lattice positions. Usually only a few concentration waves are needed to describe a particular ordered structure. For example, the CuAu-like $`L1_0`$ layered-ordered structure (Fig. 1) is set up by a single concentration wave with $`c_𝐪=\frac{1}{2}`$ and $`𝐪=(001)`$, the -layered CuPt-like $`L1_1`$ ordered structure is set up by a concentration wave with $`c_𝐪=\frac{1}{2}`$ and $`𝐪=(\frac{1}{2}\frac{1}{2}\frac{1}{2})`$, and the Cu<sub>3</sub>Au-like $`L1_2`$ ordered structure is set up by three concentration waves of identical amplitude $`c_𝐪=\frac{1}{4}`$ and wave-vectors $`𝐪_1=(100)`$, $`𝐪_2=(010)`$, and $`𝐪_3=(001)`$ (q is in units of $`\frac{2\pi }{a}`$, $`a`$ being the lattice parameter). The grand-potential for the interacting electrons in an inhomogeneous alloy with composition $`\{c_i\}`$ and magnetized along the direction e at a finite temperature $`T`$ is given by, $`\mathrm{\Omega }(\{c_i\};𝐞)=\nu Z`$ $``$ $`{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu )N(\{c_i\},\epsilon ;𝐞)`$ (1) $`+`$ $`\mathrm{\Omega }_{DC}(\{c_i\};𝐞),`$ (2) where, $`\nu `$ is the chemical potential, $`Z`$ is the total valence charge, $`f(\epsilon ,\nu )`$ is the Fermi factor, $`N(\{c_i\},\epsilon ;𝐞)`$ is the integrated electronic density of states, and $`\mathrm{\Omega }_{DC}(\{c_i\};𝐞)`$ is the ‘double-counting’ correction to the grand-potential. The derivatives of the grand potential with respect to the concentration variables give rise to a hierarchy of direct correlation functions. In particular, the second derivative evaluated at the equilibrium concentrations, $`S_{jk}^{(2)}(𝐞)={\displaystyle \frac{^2\mathrm{\Omega }(\{c_i\};𝐞)}{c_jc_k}}\|_{\{c_i=c\}},`$ is the Ornstein-Zernike direct correlation function for our lattice model (so called by the way of the close analogy with similar quantities defined for classical fluids ). These are related to the linear response functions, $`\alpha _{ij}(𝐞)`$, through $`\left[1+{\displaystyle \underset{k}{}}S_{ik}^{(2)}(𝐞)\alpha _{ki}(𝐞)\right]\alpha _{ij}(𝐞)`$ (4) $`=\beta c(1c)\left[\delta _{ij}+{\displaystyle \underset{k}{}}S_{ik}^{(2)}(𝐞)\alpha _{kj}(𝐞)\right],`$ where $`\beta =(k_BT)^1`$, $`k_B`$ being the Boltzmann constant. The linear response functions, $`\alpha _{ij}(𝐞)`$, describe the resulting concentration fluctuations, $`\{\delta c_i\}`$, which are produced when a small inhomogeneous set of external chemical potentials, $`\{\delta \nu _i\}`$, is applied at all sites. Via the fluctuation dissipation theorem these are proportional to atomic pair-correlation functions, i.e. $`\alpha _{ij}=\beta [\xi _i\xi _j\xi _i\xi _j`$\]). Upon taking the lattice Fourier transform of Eq. (4) we obtain a closed form of equations, $$\alpha (𝐪,T;𝐞)=\frac{\beta c(1c)}{1\beta c(1c)[S^{(2)}(𝐪;𝐞)\lambda _c]},$$ (5) where, the Onsager cavity correction $`\lambda _c`$ is given by, $`\lambda _c={\displaystyle \frac{1}{\beta c(1c)}}{\displaystyle \frac{1}{V_{BZ}}}{\displaystyle 𝑑𝐪^{}S^{(2)}(𝐪^{};𝐞)\alpha (𝐪^{},T;𝐞)}.`$ Here, $`\alpha (𝐪,T)`$, the lattice Fourier transform of $`\alpha _{ij}`$, are the Warren-Cowley atomic short-range order (ASRO) parameters in the disordered phase. The Onsager cavity correction in Eq. (5) ensures that the spectral weight over the Brillouin zone is conserved, so that, in other words, the diagonal part of the fluctuation dissipation theorem is honored, i.e. $`\alpha _{ii}=\beta c(1c)`$. The spinodal transition temperature $`T_c`$ below which the alloy orders into a structure characterized by the concentration wave-vector $`𝐪_{max}`$ is determined by $`S^{(2)}(𝐪_{max};𝐞)`$, where $`𝐪_{max}`$ is the value at which $`S^{(2)}(𝐪;𝐞)`$ is maximal. Neglecting the Onsager cavity correction, we can write, $`T_c={\displaystyle \frac{c(1c)S^{(2)}(𝐪_{max};𝐞)}{k_B}}.`$ For the purpose of this study, we need only to consider the effects of compositional fluctuations in which charge rearrangement effects are neglected. Within the SPR-KKR-CPA scheme, a formula for $`S_{jk}^{(2)}(𝐞)`$ is obtained by using Lloyd formula for the integrated density of states in Eq. (2), $`S_{jk}^{(2)}(𝐞)=`$ $``$ $`{\displaystyle \frac{Im}{\pi }}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}d\epsilon f(\epsilon ,\nu )Tr[\{X^A(𝐞)X^B(𝐞)\}{\displaystyle \frac{}{}}`$ (7) $`\times {\displaystyle \underset{mj}{}}{\displaystyle \frac{}{}}\tau ^{jm}(𝐞)\mathrm{\Lambda }^{mk}(𝐞)\tau ^{mj}(𝐞)],`$ where, $`X^{A(B)}(𝐞)=\left[\left\{t_{A(B)}^1(𝐞)t_c^1(𝐞)\right\}^1+\tau ^{00}(𝐞)\right]^1,`$ and $`\mathrm{\Lambda }^{jk}(𝐞)`$ $`=`$ $`\delta _{jk}\{X^A(𝐞)X^B(𝐞)\}`$ $``$ $`X^A(𝐞){\displaystyle \underset{mj}{}}\tau ^{jm}(𝐞)\mathrm{\Lambda }^{mk}(𝐞)\tau ^{mj}(𝐞)X^B(𝐞).`$ Here $`t_{A(B)}(𝐞)`$ and $`t_c(𝐞)`$ are the t-matrices for electronic scattering from sites occupied by $`A(B)`$ atoms and CPA effective potentials respectively, and $`\tau ^{mj}(𝐞)`$ are the path operator matrices for the CPA effective medium in real space obtained by a lattice Fourier transform of $`\tau (𝐤;𝐞)`$, where $`\tau (𝐤;𝐞)=\left[t_c^1(𝐞)g(𝐤)\right]^1,`$ $`g(𝐤)`$ being the KKR structure constants matrix. Now taking the lattice Fourier transform of Eq. (7), we get $`S^{(2)}(𝐪;𝐞)`$ $`=`$ $`{\displaystyle \frac{Im}{\pi }}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu )`$ (8) $`\times `$ $`{\displaystyle \underset{L_1L_2L_3L_4}{}}[\{X^A(𝐞)X^B(𝐞)\}_{L_1L_2}`$ (10) $`{\displaystyle \frac{}{}}\times I_{L_2L_3;L_4L_1}(𝐪;𝐞)\mathrm{\Lambda }_{L_3L_4}(𝐪;𝐞)],`$ where, $`\mathrm{\Lambda }_{L_1L_2}(𝐪;𝐞)`$ $`=`$ $`\left\{X^A(𝐞)X^B(𝐞)\right\}_{L_1L_2}`$ $`{\displaystyle \underset{L_3L_4L_5L_6}{}}[{\displaystyle \frac{}{}}X_{L_1L_5}^A(𝐞)I_{L_5L_3;L_4L_6}(𝐪;𝐞)`$ $`{\displaystyle \frac{}{}}\times X_{L_6L_2}^B(𝐞)\mathrm{\Lambda }_{L_3L_4}(𝐪;𝐞)],`$ and, $`I_{L_5L_3;L_4L_6}(𝐪;𝐞)`$ $`=`$ $`{\displaystyle \frac{1}{V_{BZ}}}{\displaystyle 𝑑𝐤\tau _{L_5L_3}(𝐤+𝐪;𝐞)\tau _{L_4L_6}(𝐤;𝐞)}`$ (12) $`\tau _{L_5L_3}^{00}(𝐞)\tau _{L_4L_6}^{00}(𝐞).`$ Experimentally, the instability of the disordered phase to ordering can be observed in diffuse electron, x-ray, or neutron scattering experiments. The experimentally measured intensities are proportional to the ASRO parameter. In previous works, the ASRO parameter $`\alpha (𝐪,T)`$ and ordering temperature $`T_c`$ have been calculated for many alloys, both non-magnetic and ferromagnetic, and were compared with diffuse x-ray and neutron scattering data. However, in those studies, relativistic effects were largely ignored. These studies have revealed that the electronic structure around the Fermi level is sometimes the driving force behind unusual compositional ordering in some alloys. Schematically, $`S^{(2)}(𝐪;𝐞)`$ can be written in terms of the convolution of Bloch spectral density functions $`A_B(𝐤,\epsilon ;𝐞)`$ as, $`S^{(2)}(𝐪;𝐞)`$ $``$ $`{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon {\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon ^{}{\displaystyle \frac{f(\epsilon ,\nu )f(\epsilon ^{},\nu )}{\epsilon \epsilon ^{}}}`$ (13) $`\times `$ $`{\displaystyle 𝑑𝐤A_B(𝐤+𝐪,\epsilon ;𝐞)A_B(𝐤,\epsilon ^{};𝐞)}.`$ (14) For perfectly ordered alloys, this reduces to a standard susceptibility form. In some cases the principal contribution to $`S^{(2)}(𝐪;𝐞)`$ comes from energies close to the Fermi level $`\nu `$. Thus $`S^{(2)}(𝐪;𝐞)`$ can be large around the Fermi energy in two ways. In the conventional Fermi surface ‘nesting’ mechanism overlap takes place over extended regions of the reciprocal space between almost parallel flat sheets of Fermi surface with spanning vector Q as in Cu<sub>0.75</sub>Pd<sub>0.25</sub>. The structures based on this mechanism will tend to be long period or incommensurate structures. Alternatively, a large $`S^{(2)}(𝐪;𝐞)`$ can result from a spanning vector connecting the van Hove singularities around high-symmetry points, as in Cu<sub>0.5</sub>Pt<sub>0.5</sub>. The structures based on this mechanism will tend to produce high symmetry structures with short periodicities since the spanning vector will be that which connects the high-symmetry points in the Brillouin zone. We find similar Fermi surface effects contribute to the enhancement of MAE by compositional order found in Co<sub>c</sub>Pt<sub>1-c</sub> alloys, and propose that the mechanism is widespread in other magnetic transition-metal alloys. ### B Magnetocrystalline Anisotropy The MAE of the inhomogeneous alloy can be characterized by the change in the electronic grand-potential arising from the change in the magnetization direction. Thus, $`K(\{c_i\})=\mathrm{\Omega }(\{c_i\};𝐞_1)\mathrm{\Omega }(\{c_i\};𝐞_2),`$ where, $`𝐞_1`$ and $`𝐞_2`$ are two magnetization directions. We assume that the double-counting correction $`\mathrm{\Omega }_{DC}(\{c_i\};𝐞)`$ is generally unaffected by the change in the magnetization direction, and therefore, only the first two terms of Eq. (2) contribute to the MAE, $`K(\{c_i\})`$ $`=`$ $`(\nu _1\nu _2)Z{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu _1)N(\{c_i\},\epsilon ;𝐞_1)`$ $`+`$ $`{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu _2)N(\{c_i\},\epsilon ;𝐞_2),`$ where $`\nu _1`$ and $`\nu _2`$ are the chemical potentials of the system when the magnetization is along $`𝐞_1`$ and $`𝐞_2`$ directions respectively. The change in the chemical potential originates from a redistribution of the occupied energy bands in the Brillouin zone in the event of a change of magnetization direction. A Taylor expansion of $`f(\epsilon ,\nu _2)`$ about $`\nu _1`$ and some algebra leads to, $`K(\{c_i\})`$ $`=`$ $`{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu _1)\left[N(\{c_i\},\epsilon ;𝐞_1)N(\{c_i\},\epsilon ;𝐞_2)\right]`$ $`+`$ $`O(\nu _1\nu _2)^2,`$ Note that the effect of the small change in the chemical potential on $`K(\{c_i\})`$ is of second order in $`(\nu _1\nu _2)`$, and can be shown to be very small compared to the first term. We now expand $`K(\{c_i\})`$ around $`K_{CPA}(c)`$, the MAE of the homogeneously disordered alloy $`A_cB_{1c}`$, $`K(\{c_i\})=K_{CPA}(c)+{\displaystyle \underset{j}{}}{\displaystyle \frac{K(\{c_i\})}{c_j}}\|_{\{c_i=c\}}\delta c_j`$ (16) $`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{j,k}{}}{\displaystyle \frac{^2K(\{c_i\})}{c_jc_k}}\|_{\{c_i=c\}}\delta c_j\delta c_k+O(\delta c)^3.`$ It is clear from Eq. (16) that we are considering only the effects of two-site correlations on the electronic grand-potential and MAE. However, in principle it is possible to include higher order correlations, but computationally it will be prohibitive. Within the SPR-KKR-CPA scheme, a formula for $`K_{CPA}(c)`$ is obtained by using the Lloyd formula for the integrated density of states, $`K_{CPA}(c)=`$ $``$ $`{\displaystyle \frac{Im}{\pi }}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}d\epsilon f(\epsilon ,\nu _1)[{\displaystyle \frac{1}{V_{BZ}}}{\displaystyle }d𝐤`$ (17) $`\times `$ $`\mathrm{ln}I+\left\{t_c^1(𝐞_2)t_c^1(𝐞_1)\right\}\tau (𝐤;𝐞_1)`$ (18) $`+`$ $`c\left({\displaystyle \frac{}{}}\mathrm{ln}D^A(𝐞_1)\mathrm{ln}D^A(𝐞_2)\right)`$ (19) $`+`$ $`(1c)({\displaystyle \frac{}{}}\mathrm{ln}D^B(𝐞_1)\mathrm{ln}D^B(𝐞_2))]`$ (20) $`+`$ $`𝒪(\nu _1\nu _2)^2,`$ (21) where $`D^{A(B)}(𝐞)=\left[I+\tau ^{00}(𝐞)\{t_{A(B)}^1(𝐞)t_c^1(𝐞)\}\right]^1.`$ Note that Eq. (21) is the finite temperature version of the expression of MAE of disordered alloys given in Ref. . Now, the variation of the MAE with respect to the change in the concentration variables is, $`{\displaystyle \frac{K(\{c_i\})}{c_j}}\|_{\{c_i=c\}}=`$ $``$ $`{\displaystyle \frac{Im}{\pi }}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu _1)`$ $`\times `$ $`[{\displaystyle \frac{}{}}\mathrm{ln}D^A(𝐞_1)\mathrm{ln}D^B(𝐞_1)`$ $`\mathrm{ln}D^A(𝐞_2)+\mathrm{ln}D^B(𝐞_2){\displaystyle \frac{}{}}],`$ which is independent of the site-index and so the second term in Eq. (16) vanishes if the number of $`A`$ and $`B`$ atoms in the alloy is to be conserved ( $`_j\delta c_j=0`$ ). Also, we have, $`{\displaystyle \frac{^2K(\{c_i\})}{c_jc_k}}\|_{\{c_i=c\}}=S_{jk}^{(2)}(𝐞_1)S_{jk}^{(2)}(𝐞_2),`$ where, $`S_{jk}^{(2)}(𝐞_{1(2)})`$ are the Ornstein-Zernike direct correlation functions when the magnetization is along $`𝐞_{1(2)}`$. Now taking the Fourier transform of Eq. (16), we get the MAE of the compositionally modulated alloy with wave-vector q, $$K(𝐪)=K_{CPA}(c)+\frac{1}{2}\|c_𝐪\|^2K^{(2)}(𝐪),$$ (22) where $$K^{(2)}(𝐪)=S^{(2)}(𝐪;𝐞_1)S^{(2)}(𝐪;𝐞_2).$$ (23) Eq. (22) thus shows a direct relationship between the type of compositional modulation and the MAE. Also, by calculating $`S^{(2)}(𝐪;𝐞)`$ for different q-vectors, while keeping the magnetic field and magnetization direction fixed, one can study the effect of an applied magnetic field on the compositional modulation of a solid solution, and thus can describe the phenomenon of magnetic annealing. In this case, the q-vector for which $`S^{(2)}(𝐪;𝐞)`$ is maximal will represent the compositional modulation induced in the alloy when it is annealed in the magnetic field. In our previous studies on disordered alloys we have found that the MAE originates from the change in the electronic structure around the Fermi energy caused by altering the magnetization direction. The changed electronic structure around the Fermi surface caused by the compositional order is thus the reason for the enhancement of MAE in the ordered phase. To understand this effect we undertake the following analysis. Using the same argument leading to Eq. (14) we arrive at, $`K^{(2)}(𝐪)`$ $``$ $`{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon {\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon ^{}{\displaystyle \frac{f(\epsilon ,\nu )f(\epsilon ^{},\nu )}{\epsilon \epsilon ^{}}}`$ $`\times `$ $`{\displaystyle }d𝐤[A_B(𝐤+𝐪,\epsilon ;𝐞_1)A_B(𝐤,\epsilon ^{};𝐞_1)`$ $`A_B(𝐤+𝐪,\epsilon ;𝐞_2)A_B(𝐤,\epsilon ^{};𝐞_2)]`$ which can be rewritten as, $`K^{(2)}(𝐪)`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon {\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon ^{}{\displaystyle \frac{f(\epsilon ,\nu )f(\epsilon ^{},\nu )}{\epsilon \epsilon ^{}}}`$ (24) $`\times `$ $`{\displaystyle }d𝐤[\mathrm{\Sigma }(𝐤+𝐪,\epsilon )\mathrm{\Delta }(𝐤,\epsilon ^{})`$ (26) $`+\mathrm{\Sigma }(𝐤,\epsilon ^{})\mathrm{\Delta }(𝐤+𝐪,\epsilon )]`$ where, $$\mathrm{\Sigma }(𝐤,\epsilon )=A_B(𝐤,\epsilon ;𝐞_1)+A_B(𝐤,\epsilon ;𝐞_2)$$ (27) and $$\mathrm{\Delta }(𝐤,\epsilon )=A_B(𝐤,\epsilon ;𝐞_1)A_B(𝐤,\epsilon ;𝐞_2).$$ (28) The principal contributions to $`K^{(2)}(𝐪)`$ will come from energies close to the Fermi energy $`\nu `$. Thus, $`K^{(2)}(𝐪)`$ will be large for q-vectors corresponding to the spanning vectors $`𝐪=𝐐`$ connecting the peaks in $`\mathrm{\Sigma }(𝐤,\epsilon )`$ and $`\mathrm{\Delta }(𝐤,\epsilon )`$ for $`\epsilon `$ close to the Fermi energy. Therefore, a close examination of $`\mathrm{\Sigma }(𝐤,\nu )`$ and $`\mathrm{\Delta }(𝐤,\nu )`$ will give an idea as to which composition modulations will produce a large MAE. ## III COMPUTATIONAL DETAILS In this section we discuss the technical details in the calculation of MAE of compositionally modulated alloys. In a homogeneously disordered alloy, the MAE is of the order of $`\mu `$eV and the MAE of the ordered systems can be as high as 0.5meV. But the MAE is still several orders of magnitude smaller than the band energies as well as the total energy. For this reason the calculation of MAE needs great care. In an earlier publication we presented a robust scheme to calculate the MAE, where we proposed that one should calculate the difference in the total energies for the two magnetization directions directly rather than subtracting the two total energies calculated separately. We included a detailed discussion on the computational and technical aspects of solving the SPR-KKR-CPA equations as well as the calculation of MAE of the disordered alloys and do not repeat that discussion here. Instead, we will focus only on the calculation of $`S^{(2)}(𝐪;𝐞)`$ and $`K^{(2)}(𝐪)`$. The integration over the energies involved in Eqs. (10) and (23) is carried out using a complex contour because in the complex plane, the integrand becomes a smooth function of both energy as well as k and consequently we need fewer energy points as well as fewer k-points to obtain an accurate integral. In our calculation, we have used a rectangular box contour as described in detail in Ref. . The most demanding part of the whole calculation is the evaluation of the convolution $`I(𝐪;𝐞)`$ given by Eq. (12). Owing to the form of the integrand the integration has to be done using the full Brillouin zone. We performed the Brillouin zone integration by using the adaptive grid method which has been found to be very efficient and accurate. In this method one can preset the level of accuracy of the integration by supplying a tolerance parameter $`ϵ`$. The number of k-points used in the integration thus depends directly on $`ϵ`$. In the present work, the integration in Eq. (12) is carried out with $`ϵ=10^6`$ which means that values of $`S^{(2)}(𝐪;𝐞)`$ which are of the order of 0.1 eV are accurate up to 0.1 $`\mu `$eV. To achieve such level of accuracy, we had to sample a large number of k-points in the Brillouin zone. Typically, in our calculations, we needed around 35,000 k-points in the full Brillouin zone for energies with an imaginary part of 0.5 Ry. When the energy was 0.0001 Ry above the real axis (and that is the closest point to the real axis, we need) we required as many as 3 million k-points in the full Brillouin zone for the same level of accuracy. Furthermore, we have calculated $`S^{(2)}(𝐪;𝐞_1)`$ and $`S^{(2)}(𝐪;𝐞_2)`$ simultaneously ensuring that they are calculated on the same grid of k-points, and thus cancelling out the systematic errors if there are any. Therefore, we claim that the values of $`K(𝐪)`$ are accurate to within 0.1 $`\mu `$eV. ## IV RESULTS AND DISCUSSION ### A Co<sub>c</sub>Pt<sub>1-c</sub> alloy We have studied Co<sub>c</sub>Pt<sub>1-c</sub> alloys for $`c`$=0.5 and 0.25. It is well known that disordered fcc-Co<sub>0.5</sub>Pt<sub>0.5</sub> undergoes a phase transformation into a CuAu-type $`L1_0`$ ordered tetragonal structure with a $`c/a`$ ratio of 0.98 below 1100 K, and Co<sub>0.25</sub>Pt<sub>0.75</sub> orders into a Cu<sub>3</sub>Au-type $`L1_2`$ cubic structure below 960 K. Thus, in case of the equiatomic composition, the tetragonalization of the lattice which also lowers the symmetry could also be responsible for MAE enhancement, whereas in Co<sub>0.25</sub>Pt<sub>0.75</sub> there is no such additional effect, because the lattice remains cubic even in the ordered phase. With this in mind we calculated the MAE of disordered volume-conserving face-centered-tetragonal Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy as a function of the $`c/a`$ ratio. The results are presented in Fig. 2. We point out that in these calculations we have used atomic-sphere approximation for the single-site potentials and that the potentials and the Fermi energy are those of the disordered fcc-Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy. To estimate the magnitude of the effect of tetragonalization we have ‘frozen’ these potentials as the $`c/a`$ ratio has been altered. We observe that the MAE is a monotonically decreasing function of the $`c/a`$ ratio, and that it is positive for $`c/a<1.0`$ and negative for $`c/a>1.0`$. This is consistent with the experimental observations that the magnetostriction constant, $`\lambda _{001}`$, is positive for the disordered Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy. Because, Freeman et al have shown that $`\lambda _{001}`$ is proportional to the rate of change of MAE with respect to the $`c/a`$ ratio, and that $`\lambda _{001}`$ has the opposite sign to that of the later (Note that, there is a sign difference in our definition of MAE and that of Freeman et al). Therefore, our results are in qualitative agreement with the experimental observations. The MAE at the experimental value of $`c/a`$ (0.98) is about 25 $`\mu eV`$ which is less than 20% of the experimentally observed MAE. Most importantly, the sign of MAE for this value of $`c/a`$ is positive which means that the magnetic easy axis is not along the direction ($`c`$-axis) in direct contradiction to the experimental observations. Consequently, we conclude that in the ordered alloys of Co and Pt lattice distortion is not the major factor in determining the MAE rather it is the compositional order which is primarily responsible for the large MAE. Now we present the effect of compositional order on the magnetocrystalline anisotropy. In our studies, we explore the observed equilibrium ordered structures as well as some hypothetical ordered structures of these alloys keeping the stoichiometry constant. The results are summarized in Tables I and II. First we discuss Co<sub>0.5</sub>Pt<sub>0.5</sub>. We note that, $`S^{(2)}(𝐪)`$ is maximum for the $`L1_0`$ structure, implying that the alloy would order into this structure at 1360 K as it is cooled from high temperature in good agreement with experiment (experimental value of the ordering temperature is 1100 K). From Table II we note that for $`𝐪=(001)`$ and $`𝐪=(100)`$ which correspond to CuAu-like $`L1_0`$ ordered structure, with Co and Pt layers stacked along the and directions respectively, the direction of spontaneous magnetization is along the and directions respectively in excellent agreement with experiment. Also, the MAE (58.6 $`\mu `$eV) is comparable to the experimental value ($`130\mu `$eV) as well as to the calculated value of the $`L1_0`$-ordered tetragonal CoPt alloy. In the CuPt-type $`L1_1`$ layered structure set up by $`𝐪=(\frac{1}{2}\frac{1}{2}\frac{1}{2})`$, the equilibrium direction of magnetization is along the direction of the crystal, i.e. again perpendicular to the layer-stacking. The structure set up by concentration waves with $`𝐪=(10\frac{1}{2})`$ and $`(01\frac{1}{2})`$ is also a -oriented layered structure, but the layers are not alternately pure Co and Pt planes, rather they are layers of CoPt in a particular order (Fig. 1). Even in this case, we note that the magnetization is perpendicular to the layered structure. Similarly, for $`𝐪=(\frac{1}{2}01)`$ and $`(\frac{1}{2}10)`$ where the planes are stacked along the direction the magnetization is also along the direction. In case of Co<sub>0.25</sub>Pt<sub>0.75</sub>, $`S^{(2)}(𝐪)`$ has a maxima for q=(100), (010), and (001) implying that a $`L1_2`$ ordered structure is favored with a transition temperature of 935 K in excellent agreement with the experimental value of 960 K (Ref. ). Note that, a combination of three wave-vectors $`𝐪_1=(100)`$, $`𝐪_2=(010)`$, and $`𝐪_3=(001)`$ generates the isotropic $`L1_2`$ ordering, while a single wave-vector, for example, $`𝐪_1=(001)`$ generates a layered structure with directional compositional ordering along the direction. This is a superstructure consisting of alternating monolayers of pure Pt and Co<sub>0.5</sub>Pt<sub>0.5</sub>, as depicted in Fig. 1. In this structure, therefore, there are no out-of-plane Co-Co bonds, only in-plane Co-Co bonds which can produce only in-plane Co-Co nearest neighbor pairs. We find that for this structure, the easy axis is along the direction, i.e. perpendicular to the layers, and the MAE is also quite large ($`84\mu `$eV). In a recent experiment, it was found that, the -textured thick films of Co<sub>0.25</sub>Pt<sub>0.75</sub> alloy deposited at 670 K do have this type of structure, i.e. there are stacks of Pt and Co<sub>0.5</sub>Pt<sub>0.5</sub> monolayers perpendicular to the direction, and these films exhibit PMA. It should be emphasized, however, for the perfect $`L1_2`$ structure, where all the three wave-vectors, namely, $`𝐪_1=(100)`$, $`𝐪_2=(010)`$, and $`𝐪_3=(001)`$ contribute, the easy axis is along the direction and the MAE is very small, comparable to that of the disordered alloy. Another -stacked layered structure is generated by $`𝐪=(\frac{1}{2}\frac{1}{2}\frac{1}{2})`$ in which there are alternating planes of pure Pt and Co<sub>0.5</sub>Pt<sub>0.5</sub>. In this case also the easy axis is perpendicular to the layer stacking (i.e. along ) and the MAE is 23.4 $`\mu `$eV. We are not aware of any experimental results on the bulk ordered Co<sub>0.25</sub>Pt<sub>0.75</sub> system. However, it is reported that -textured thick films grown around 690 K having anisotropic compositional order exhibit large uniaxial anisotropy whereas films deposited around 800 K with a $`L1_2`$-type isotropic chemical order exhibit no anisotropy. These observations are clearly in good agreement with our results. The above observations suggest that a large MAE and an easy axis perpendicular to the layer-stacking is a result of existence of in-plane Co-Co bonds and out-of-plane Co-Pt bonds. It has been observed experimentally that in these films there are indeed more Co-Co bonds in-plane and Co-Pt bonds out-of-plane which produce internal interfaces analogous to Co/Pt multilayers. Because of the out-of-plane orientation of Co-Pt pairs a hybridization between the Co atoms with large magnetic moment and Pt atoms with strong spin-orbit coupling induces anisotropies in the 3d and 5d orbital moments, the out-of-plane components of the orbital moments become larger than the in-plane components, as has been observed in the x-ray magnetic circular dichroism measurements in the CoPt<sub>3</sub> films. The induced anisotropy in the orbital moments directs the spin moment into a perpendicular alignment through spin-orbit coupling, thus overcoming the in-plane shape anisotropy due to the spin-spin dipole interaction. ### B Magnetic annealing of Ni<sub>0.75</sub>Fe<sub>0.25</sub> alloy When Ni<sub>0.75</sub>Fe<sub>0.25</sub> permalloy is annealed in a magnetic field, an uniaxial magnetic anisotropy is induced depending on the direction of the applied field with respect to the crystallographic axes. This phenomenon, known as magnetic annealing, is interpreted as the creation of directional chemical order in the material. A recent study based on magneto-optic Kerr effect measurements also reveals that magnetic annealing can induce uniaxial anisotropy. Previous studies based on non-relativistic electronic structure calculations and Monte Carlo simulations have shown that in this system compositional and magnetic ordering have a large influence on each other. However, to describe magnetic annealing a fully relativistic treatment is needed. We produce the first quantitative description of magnetic annealing from ab initio electronic structure calculations in Ni<sub>0.75</sub>Fe<sub>0.25</sub>. Our results are summarized in Table III. We calculate $`S^{(2)}(𝐪,𝐞)`$ for the permalloy in an applied magnetic field of strength 600 Oe (same as used in the experiment ) oriented along $`𝐞=`$ , , and directions of the crystal. We find that when the magnetic field is along (column 2) $`S^{(2)}(𝐪)`$ is maximum for q=(001) confirming that ordering is favored along the direction of applied field. In this case, the compositional structure is a layered structure along the direction comprising of alternate pure Ni layers and disordered Ni<sub>0.5</sub>Fe<sub>0.5</sub> layers. Noting that the measured intensity in a scattering experiment is proportional to the ASRO parameter $`\alpha (𝐪)`$, we present the ASRO parameters calculated at 722 K (1 K above the ordering temperature) for different q-vectors in Table IV. We note that when the applied magnetic field is along the direction, $`\alpha (𝐪)`$ for q=(001) is 40-50% larger than that at other q-vectors. Therefore, when the alloy is annealed in the magnetic field, the superlattice spot in the measured intensity at q=(001) will be 40-50% more intense than that at q=(100) at a temperature 1 K above the transition temperature. When the magnetic field is applied along the direction, a similar structure perpendicular to direction is favored. However, when the applied field is along direction (column 6) all the three orderings, namely, (100), (010), and (001) are favored equally. Thus, in this case, we will get a Cu<sub>3</sub>Au-type $`L1_2`$ ordering. The calculated transition temperature 721 K is in good agreement with the experimental value of 820 K. We have also calculated the MAE of Ni<sub>0.75</sub>Fe<sub>0.25</sub> permalloy for different ordered structures. We found that the MAE of the disordered phase is very small (less than $`0.1\mu `$eV) and in case of directional chemical ordering it is of the order of $`\mu `$eV, an increase by an order of magnitude. However, in case of perfect ordering, which is $`L1_2`$, the MAE becomes very small as in the disordered phase. This is consistent with experimental observations of Chikazumi and Ferguson. ## V ELECTRONIC ORIGIN OF MAGNETIC ANISOTROPY In elemental solids and the disordered alloys the MAE originates from a redistribution of electronic states around the Fermi level caused by the change in the magnetization direction. The electronic structure of the disordered phase around the Fermi level is also partly responsible for the tendency to compositional order in some alloys. The enhancement of MAE in the compositionally modulated alloys is also related to the electronic structure around the Fermi level in the disordered phase. Consequently, to understand the electronic origin of large MAE in the ordered phase, in the following we analyze the Bloch spectral function of the disordered Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy along the lines as depicted in Eq. (26). First we consider the ordering tendency. As presented in Table I, our calculation predicts $`L1_0`$-type order in Co<sub>0.5</sub>Pt<sub>0.5</sub> which is in excellent agreement with experiment. The quantity $`S^{(2)}(𝐪;𝐞)`$ given by Eq. (10) can be rewritten as, $`S^{(2)}(𝐪;𝐞)={\displaystyle \frac{Im}{\pi }}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\epsilon f(\epsilon ,\nu )F(𝐪,\epsilon ;𝐞)`$ where, $`F(𝐪,\epsilon ;𝐞)`$ $`=`$ $`{\displaystyle \underset{L_1L_2L_3L_4}{}}[\{X^A(𝐞)X^B(𝐞)\}_{L_1L_2}`$ (30) $`{\displaystyle \frac{}{}}\times I_{L_2L_3;L_4L_1}(𝐪;𝐞)\mathrm{\Lambda }_{L_3L_4}(𝐪;𝐞)].`$ $`S^{(2)}(𝐪)`$ is an integrated quantity and can also be written in terms of a sum over Matsubara frequencies, $`\omega _n=(2n+1)\pi k_BT`$, $`S^{(2)}(𝐪;𝐞)=2k_BT{\displaystyle \underset{n}{}}Re\left[F(𝐪,\nu +i\omega _n;𝐞)\right].`$ In Fig. 3 we show a plot of $`F(𝐪,\epsilon ;[001])`$ calculated for energies along the imaginary axis perpendicular to the Fermi level for q-vectors (000), (001), ($`\frac{1}{2}\frac{1}{2}\frac{1}{2}`$) and ($`10\frac{1}{2}`$). The area under these curves is indicative of the strength of $`S^{(2)}(𝐪;[001])`$ for these q-vectors and is obviously greatest for q=(100). In special cases the electronic structure near the Fermi surface can explain some unusual ordering tendencies. One famous example is a nesting of the Fermi surface which takes place over extended regions of the reciprocal space between almost parallel sheets of Fermi surfaces as in Cu<sub>0.75</sub>Pd<sub>0.25</sub> and gives rise to its incommensurate ordering tendency. However, presence of van Hove singularities can give rise to a somewhat different kind of mechanism of ordering in which the spanning vector couples only the regions around two high-symmetry points as in the case of CuPt. In Fig. 4 we show a density-plot of the Bloch spectral density function of the disordered Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy in the (001) plane ($`k_z=0`$). In this figure the $`\mathrm{\Gamma }`$-points are at the corners and the X-points are at the center of the edges. White areas indicate relatively larger density of states. The cross-section of the Fermi surface sheets are seen quite clearly. In this figure we do not observe any van Hove singularities at the symmetry points, the ordering tendency coming instead from states over a wide energy range. However, we do notice that, there are large densities of states around the X-points as well as around the (110) points. Now we discuss the enhancement of MAE. Again, the quantity $`K^{(2)}(𝐪)`$ given by Eq. (23) is an integrated quantity which can be written as a sum of contributions evaluated at the Matsubara frequencies, $$K^{(2)}(𝐪)=2k_BT\underset{n}{}Re\left[\mathrm{\Delta }F(𝐪,\nu +i\omega _n)\right]$$ (31) where $$\mathrm{\Delta }F(𝐪,\epsilon )=F(𝐪,\epsilon ;𝐞_1)F(𝐪,\epsilon ;𝐞_2).$$ (32) In Fig. 5 we show a plot of $`\mathrm{\Delta }F(𝐪,\epsilon )`$ with $`𝐞_1=[001]`$ and $`𝐞_2=[111]`$ calculated for energies along the imaginary axis perpendicular to the Fermi level for q-vectors (000), (001), ($`\frac{1}{2}\frac{1}{2}\frac{1}{2}`$) and ($`10\frac{1}{2}`$). The area under these curves is indicative of the magnitude of $`K^{(2)}(𝐪)`$ for these q-vectors. The striking feature is that the principal contributions are near the real axis indicating that the Fermi surface plays the dominant role in the enhancement of the MAE as well as the direction of easy magnetization. We propose that such Fermi surface contributions are widespread factors in the enhancement of MAE by compositional order in many magnetic alloys. The origin of the enhancement of MAE and the role of the Fermi surface can be easily understood by analyzing the sum and difference of Bloch spectral density functions for the two magnetization directions as outlined in Eq. (26). Obviously, we are looking for the spanning vector Q which connects the high density regions in $`\mathrm{\Sigma }(𝐪,\nu )`$, the sum of the Bloch spectral density functions for two magnetisation directions, and $`\mathrm{\Delta }(𝐪,\nu )`$, the difference of the Bloch spectral density functions for two magnetisation directions, as defined in Eqs. (27) and (28). In Fig. 6 we show a density-plot of $`\mathrm{\Sigma }(𝐪,\nu )`$ and $`\mathrm{\Delta }(𝐪,\nu )`$ of the disordered Co<sub>0.5</sub>Pt<sub>0.5</sub> alloy at the Fermi energy in the (010) plane ($`k_y=0`$). In this figure the $`\mathrm{\Gamma }`$-points are at the corners and the X-points are at the center of the edges. In the density-plot of $`\mathrm{\Sigma }(𝐪,\nu )`$ the white areas indicate relatively larger values and the most dark areas indicate zero values, whereas in the density-plot of $`\mathrm{\Delta }(𝐪,\nu )`$ the most white (most dark) areas indicate large positive (negative) values and the grey areas indicate intermediate values. As in case of the Bloch spectral density function, we do not observe large values at the symmetry points. The analysis is more complicated for other q-vectors but we can conclude that the enhancement of MAE for concentration wave-vectors near the Brillouin zone boundary is indeed due to large values of $`\mathrm{\Sigma }(𝐪,\nu )`$ and $`\mathrm{\Delta }(𝐪,\nu )`$ at the Brillouin zone boundary. Now we discuss the electronic origin of magnetic annealing effect in Ni<sub>0.75</sub>Fe<sub>0.25</sub> alloy. We note from Table III that the difference between $`S^{(2)}(𝐪;[001])`$ and $`S^{(2)}(𝐪;[100])`$ for different q-vectors is quite small, but as depicted in Table IV it is large enough to be observed by diffuse x-ray, electron and neutron scattering experiments. Because of the small difference in these quantities, in Fig. 7 we plot the real part of $`\mathrm{\Delta }F(𝐪,\epsilon )`$ which is related to the difference between $`S^{(2)}(𝐪;[001])`$ and $`S^{(2)}(𝐪;[100])`$ for q=(001) for energies along the imaginary axis perpendicular to the Fermi level (left-hand scale). We also plot $`F(𝐪,\epsilon ;[001]`$ which is related to $`S^{(2)}(𝐪;[001])`$ for q=(001) for the same energies (right-hand scale). We note that, these two quantities peak near the Fermi energy, i.e. when the imaginary part of the energy is very small. This is an indication that this process is also governed by the electrons near the Fermi surface. ## VI CONCLUSIONS We have presented the details of our ab initio theory of the connection of magnetocrystalline anisotropy of ferromagnetic alloys with the compositional order within the SPR-KKR-CPA scheme. This theory has been applied to fcc-Co<sub>c</sub>Pt<sub>1-c</sub> alloys. We found that when cooled from a high temperature, fcc-Co<sub>0.5</sub>Pt<sub>0.5</sub> tends to order into $`L1_0`$ layered-ordered structure around 1360 K and fcc-Co<sub>0.25</sub>Pt<sub>0.75</sub> tends to order into $`L1_2`$ structure around 935 K, in good agreement with experimental observations. Also, we found that in $`L1_0`$ ordered CoPt the spontaneous magnetization is along the direction which assumes the $`c`$-axis of the tetragonal structure, in excellent agreement with experiment. The magnitude of the MAE is also close to the experimental value. In some of the other hypothetical layered-ordered structures with same stoichiometry also the magnetic easy axis lies perpendicular to the layer stacking, with the -stacked CuPt-like $`L1_1`$ structure having the largest MAE. In the $`L1_2`$ ordered CoPt<sub>3</sub> the magnetic easy axis is along the direction which is the same as in its disordered counterpart. The MAE is also not very large. However, in case of directional ordering along either of the , or direction the easy axis is along the ordering with greatly enhanced MAE. Finally, by analyzing the electronic structure of the disordered alloy near the Fermi energy we have found that the Fermi surface plays the dominant role in the enhancement of MAE. Within the same theoretical framework we have also been able to explain the appearance of directional chemical order in Ni<sub>0.75</sub>Fe<sub>0.25</sub> when it is annealed in an applied magnetic field and linked that also to the alloy’s Fermi surface. As a last remark, we look forward to future work in which the effects of compositional structure are fully incorporated into micromagnetic modeling of transition metallic materials via ab initio electronic structure calculations. ## ACKNOWLEDGMENTS We thank B.L. Gyorffy for many helpful discussions and encouragement. This research is supported by the Engineering and Physical Sciences Research Council (UK), National Science Foundation (USA), and the Training and Mobility of Researchers Network on “Electronic structure calculation of materials properties and processes for industry and basic sciences”. We also thank the computing center CSAR at Manchester University as part of the calculations were performed on their Cray T3E machine.
warning/0001/hep-th0001010.html	ar5iv	text	# 1 Introduction. ## 1 Introduction. In Euclidean supersymmetric Yang-Mills field theories (SYM) , the choice between an instanton or anti-instanton background determines whether the chiral or anti-chiral fermions acquire zero mode solutions parametrized by Grassmann collective coordinates. In order that the action written in two-component formalism with Weyl spinors $`\lambda ^\alpha `$ and $`\overline{\lambda }_{\dot{\alpha }}`$ be hermitean, we need a reality condition on the fermions in Euclidean space; however, the latter is usually not specified. If we were to continue using the same action with spinors $`\lambda ^\alpha `$ and $`\overline{\lambda }_{\dot{\alpha }}`$ as in Minkowski space we run immediately into a problem: if $`\lambda _\alpha `$ contains fermionic zero modes in the presence of an anti-instanton, $`\overline{\lambda }_{\dot{\alpha }}`$ does not have any zero modes, and this cannot be reconciled with the Majorana condition $`\overline{\lambda }_{\dot{\alpha }}=\left(\lambda _\alpha \right)^{}`$. If one just would forget about this condition on the fermions, one would find a similar problem for the bosons at the level of field equations of motion. For example, in the $`𝒩=4`$ supersymmetric model , the six scalars $`\varphi ^{AB}`$ in the $`\mathrm{𝟔}`$ of $`SU(4)`$ are usually taken to satisfy the condition $$\left(\varphi ^{AB}\right)^{}\overline{\varphi }_{AB}=\frac{1}{2}ϵ_{ABCD}\varphi ^{CD},$$ (1) and their field equation in Minkowski space-time reads $$𝒟^2\varphi ^{AB}+\sqrt{2}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}+\frac{1}{\sqrt{2}}ϵ^{ABCD}\{\overline{\lambda }_C^{\dot{\alpha }},\overline{\lambda }_{\dot{\alpha },D}\}\frac{1}{2}[\overline{\varphi }_{CD},[\varphi ^{AB},\varphi ^{CD}]]=0.$$ (2) But if one were to use the same field equation in Euclidean space with an instanton solution (only changing $`\frac{d}{dt}`$ and $`A_0`$ into $`i\frac{d}{d\tau }`$ and $`iA_4`$, respectively) one would find that since only $`\lambda ^{\alpha ,A}`$ carries fermionic zero modes, the reality condition in (1) is violated. Some physicists are confident that, as far as explicit calculations are concerned, no problem arises if one views all fields as complex without reality conditions. (The action is holomorphic: it depends on fields, not their complex conjugates. For fermions an independent $`\overline{\psi }`$ or a dependent $`\overline{\psi }=(\psi )^{}`$ gives the same Grassmann integration .) Our resolution of this problem is consistent with both points of view: the action contains complex fields and is the same in Euclidean and Minkowski spaces, but consistent reality conditions for the fields exist in Euclidean space and are different from those in Minkowski space. These reality conditions involve both the space-time and internal $`R`$-symmetry groups. To derive the correct reality conditions on spinors and scalars such that the resulting action is hermitean, we use dimensional reduction on a torus with one time coordinate from the $`𝒩=1`$ SYM in $`(9,1)`$ or $`(5,1)`$ Minkowski space to $`(4,0)`$ Euclidean space with 16 and 8 supercharges, respectively . We shall see that in the reality condition of fermions the “space-time metric” $`\gamma ^4`$ is replaced by a metric $`\eta _{AB}`$ of the $`R`$-symmetry group. This metric appears since the compact $`R`$ symmetry group of the $`𝒩=4`$ Minkowski model becomes non-compact when the non-compact space-time group $`SO(3,1)`$ is converted to the compact Euclidean group $`SO(4)`$. We discuss in the following two sections both the $`𝒩=4`$ and the $`𝒩=2`$ model and will comment on the $`𝒩=1`$ model in the conclusion. ## 2 $`𝒩=4`$ Euclidean model. To construct the $`𝒩=4`$ supersymmetric YM model in Euclidean $`d=(4,0)`$ space, we start with the $`𝒩=1`$ SYM model in $`d=(9,1)`$ Minkowski space-time, and reduce it on a six-torus with one time and five space coordinates. In this way the Euclidean action and reality conditions on Euclidean fields are automatically produced and can be compared with their Minkowski counterparts by reducing the same $`𝒩=1`$ theory on a torus with six space coordinates. This reduction is expected to lead to an internal non-compact $`SO(5,1)`$ symmetry group in Euclidean space which is the Wick rotation of the $`SU(4)=SO(6)`$ $`R`$-symmetry group in $`d=(3,1)`$. The reality conditions on bosons and fermions will both use an internal metric for this non-compact internal symmetry group, and since for the instanton solution one uses the ’t Hooft symbols $`\eta _{\mu \nu }^a`$ (self-dual) and $`\overline{\eta }_{\mu \nu }^a`$ (anti-self-dual) it is natural to use them also for the internal metric. For spinors the internal metric follows by dimensional reduction from the properties of the Dirac matrices in $`10`$, $`6`$ and $`4`$ dimensions, hence we use $`\eta `$ and $`\overline{\eta }`$ symbols in the construction of Dirac matrices in $`6`$ dimensions. In $`4`$ dimensions we take the usual off-diagonal representation in terms of $`\sigma _\mu `$ and $`\overline{\sigma }_\mu `$, but note that all four $`\gamma _\mu `$ are hermitean and square to $`+1`$. One of the Dirac matrices in $`6`$ dimensions will be associated to the time coordinate and has square $`1`$; all other are again hermitean with square $`+1`$. We shall need properties of the charge conjugation matrices in $`d=(9,1)`$, $`d=(5,1)`$ and $`d=(4,0)`$. It has been shown by means of finite group theory that all these properties are representation independent. In particular, there are two charge conjugation matrices $`C^+`$ and $`C^{}`$ in even dimensions, satisfying $`C^\pm \mathrm{\Gamma }^\mu =\pm \left(\mathrm{\Gamma }^\mu \right)^TC^\pm `$, and $`C^+=C^{}\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is the product of all Dirac matrices normalized to $`(\mathrm{\Gamma })^2=+1`$. Then $`\mathrm{\Gamma }`$ is a hermitean matrix. These charge conjugation matrices do not depend on the signature of space-time and $`C^{}\mathrm{\Gamma }=\pm (\mathrm{\Gamma })^TC^{}`$ with $``$ sign in $`d=10,6`$ but with $`+`$ sign in $`d=4`$. In $`d=10`$ $`\left(C^\pm \right)^T=\pm C^\pm `$ while for $`d=6`$ $`\left(C^\pm \right)^T=C^\pm `$, finally for $`d=4`$ $`\left(C^\pm \right)^T=C^\pm `$. We start with the $`d=(9,1)`$ $`𝒩=1`$ Lagrangian $$_{10}=\frac{1}{g_{10}^2}\mathrm{tr}\left\{\frac{1}{2}F_{MN}F^{MN}+\overline{\mathrm{\Psi }}\mathrm{\Gamma }^M𝒟_M\mathrm{\Psi }\right\},$$ (3) where $`F_{MN}=_MA_N_NA_M+[A_M,A_N]`$ and $`\mathrm{\Psi }`$ is a Majorana-Weyl spinor $$\mathrm{\Gamma }^{11}\mathrm{\Psi }=\mathrm{\Psi },\mathrm{\Psi }^TC_{10}^{}=\mathrm{\Psi }^{}i\mathrm{\Gamma }^0\overline{\mathrm{\Psi }},$$ (4) where $`\mathrm{\Gamma }^{11}\mathrm{\Gamma }`$. Both $`A`$ and $`\mathrm{\Psi }`$ are Lie algebra valued, $`A=A^aT_a`$ and $`\mathrm{\Psi }=\mathrm{\Psi }^aT_a`$ with anti-hermitean $`SU(N)`$ generators $`T^a`$ normalized according to $`\mathrm{tr}T^aT^b=\frac{1}{2}\delta ^{ab}`$. The $`\mathrm{\Gamma }`$-matrices obey the Clifford algebra $`\{\mathrm{\Gamma }^M,\mathrm{\Gamma }^N\}=2\eta ^{MN}`$ with metric $`\eta ^{MN}=\mathrm{diag}(,+,\mathrm{},+)`$. The Lagrangian is a density under the following transformation rules $$\delta A_M=\overline{\zeta }\mathrm{\Gamma }_M\mathrm{\Psi },\delta \mathrm{\Psi }=\frac{1}{2}F_{MN}\mathrm{\Gamma }^{MN}\zeta ,$$ (5) with $`\mathrm{\Gamma }^{MN}=\frac{1}{2}[\mathrm{\Gamma }^M\mathrm{\Gamma }^N\mathrm{\Gamma }^M\mathrm{\Gamma }^N]`$ and $`\overline{\zeta }=\zeta ^TC_{10}^{}`$. (Of course, $`\zeta ^TC_{10}^{}=\zeta ^{}i\mathrm{\Gamma }^0`$.) To proceed with the dimensional reduction we choose a particular representation of the gamma matrices in $`d=(9,1)`$ , namely<sup>1</sup><sup>1</sup>1Use $`\eta _{AB}^a\eta _{BC}^b=\delta ^{ab}\delta _{AC}ϵ^{abc}\eta _{AC}^c`$. The same relation holds for $`\overline{\eta }_{AB}^a`$. Further, $`[\eta ^a,\overline{\eta }^b]=0`$., $$\mathrm{\Gamma }^M=\{\widehat{\gamma }^a\gamma ^5,\text{1}\text{l}_{[8\times 8]}\gamma ^\mu \},\mathrm{\Gamma }^0=\left(\begin{array}{cc}0& i\eta ^1\\ i\eta ^1& 0\end{array}\right)\gamma ^5,\mathrm{\Gamma }^{11}=\mathrm{\Gamma }^0\mathrm{}\mathrm{\Gamma }^9=\widehat{\gamma }^7\gamma ^5,$$ (6) where the $`8\times 8`$ Dirac matrices $`\widehat{\gamma }^a`$ and $`\widehat{\gamma }^7`$ of $`d=(5,1)`$ with $`a=1,\mathrm{},6`$ and the usual $`\gamma ^\mu `$ and $`\gamma ^5`$ of $`d=(4,0)`$ are given in the Table 1. The charge conjugation matrix $`C_{10}^{}`$ is given by $`C_6^{}C_4^{}`$. Upon compactification to Euclidean $`d=(4,0)`$ space the 10-dimensional Lorentz group $`SO(9,1)`$ reduces to $`SO(4)\times SO(5,1)`$ with compact space-time group $`SO(4)`$ and $`R`$-symmetry group $`SO(5,1)`$. In these conventions a $`32`$-component chiral Weyl spinor $`\mathrm{\Psi }`$ decomposes as follows into $`8`$ and $`4`$ component chiral-chiral and antichiral-antichiral spinors $$\mathrm{\Psi }=\left(\begin{array}{c}1\\ 0\end{array}\right)\left(\begin{array}{c}\lambda ^{\alpha ,A}\\ 0\end{array}\right)+\left(\begin{array}{c}0\\ 1\end{array}\right)\left(\begin{array}{c}0\\ \overline{\lambda }_{\alpha ^{},A}\end{array}\right),$$ (7) where $`\lambda ^{\alpha ,A}`$ ($`\alpha =1,2`$) transforms only under the first $`SU(2)`$ in $`SO(4)=SU(2)\times SU(2)`$, while $`\overline{\lambda }_{\alpha ^{},A}`$ changes only under the second $`SU(2)`$. Furthermore, $`\overline{\lambda }_{\alpha ^{},A}`$ transforms in the complex conjugate of the $`SO(5,1)`$ representation of $`\lambda ^{\alpha ,A}`$, namely, $`\left(\lambda ^{}\right)^{\alpha ,B}\eta _{BA}^1`$ transforms like $`\overline{\lambda }_{\alpha ,A}`$, and the two spinor representation of $`SO(5,1)`$ are pseudoreal, i.e. $`[\widehat{\gamma }^a,\widehat{\gamma }^b]_L^{}\eta ^1=\eta ^1[\widehat{\gamma }^a,\widehat{\gamma }^b]_R`$ where $`L`$ ($`R`$) denotes the upper (lower) $`4`$-component spinor. The Majorana condition (4) on $`\mathrm{\Psi }`$ leads in Euclidean space to reality conditions<sup>2</sup><sup>2</sup>2Unless specified otherwise, equations which involve hermitean or complex conjugation of fields will be understood as not Lie algebra valued, i.e. they hold for the components $`\lambda ^{a,\alpha ,A}`$, etc. on $`\lambda ^\alpha `$ which are independent of those on $`\overline{\lambda }_\alpha ^{}`$, namely, $$\left(\lambda ^{\alpha ,A}\right)^{}=\lambda ^{\beta ,B}ϵ_{\beta \alpha }\eta _{BA}^1,\left(\overline{\lambda }_{\alpha ^{},A}\right)^{}=\overline{\lambda }_{\beta ^{},B}ϵ^{\beta ^{}\alpha ^{}}\eta ^{1,BA}.$$ (8) These reality conditions are consistent and define a symplectic Majorana spinor in Euclidean space. The $`SU(2)\times SU(2)`$ covariance of (8) is obvious from the pseudoreality of the $`\mathrm{𝟐}`$ of $`SU(2)`$, but covariance under $`SO(5,1)`$ can also be checked (use $`[\eta ^a,\overline{\eta }^b]=0`$). Substituting these results, the action reduces to $`_E^{𝒩=4}`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\mathrm{tr}\{\frac{1}{2}F_{\mu \nu }F_{\mu \nu }2i\overline{\lambda }_A^\alpha ^{}\overline{\sigma }_{\mu ,\alpha ^{}\beta }𝒟_\mu \lambda ^{\beta ,A}+\frac{1}{2}\left(𝒟_\mu \overline{\varphi }_{AB}\right)\left(𝒟_\mu \varphi ^{AB}\right)`$ (9) $``$ $`\sqrt{2}\overline{\varphi }_{AB}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}\sqrt{2}\varphi ^{AB}\{\overline{\lambda }_A^\alpha ^{},\overline{\lambda }_{\alpha ^{},B}\}+\frac{1}{8}[\varphi ^{AB},\varphi ^{CD}][\overline{\varphi }_{AB},\overline{\varphi }_{CD}]\},`$ with $`\overline{\varphi }_{AB}\frac{1}{2}ϵ_{ABCD}\varphi ^{CD}`$. The anti-symmetric scalar $`\varphi ^{AB}`$ is defined by $`\frac{1}{\sqrt{2}}\mathrm{\Sigma }^{a,AB}A_a`$ where $`A_a`$ are the first six real components of the ten dimensional gauge field potential $`A_M`$. Since the first $`\mathrm{\Sigma }`$ matrix has an extra factor $`i`$ in order that $`\left(\mathrm{\Gamma }^0\right)^2=1`$, see (6), the reality condition on $`\varphi ^{AB}`$ involves $`\eta _{AB}^1`$ $$\left(\varphi ^{AB}\right)^{}=\eta _{AC}^1\varphi ^{CD}\eta _{DB}^1.$$ (10) The Euclidean action in (9) is hermitean under the reality conditions in (8) and (10). In fact, one obtains the same action for the Minkowski case by reducing on a torus with $`6`$ space coordinates, but then we find the reality conditions in (1) and the usual Majorana condition: $`\overline{\lambda }_{\dot{\alpha },A}=\left(\lambda _\alpha ^A\right)^{}`$. The action is invariant under the dimensionally reduced supersymmetry transformation rules<sup>3</sup><sup>3</sup>3In Euclidean space we use the notation $`\alpha ^{}`$ instead of Minkowskian $`\dot{\alpha }`$. Then $`\left(\delta \lambda ^{\alpha ,A}\right)^{}ϵ_{\dot{\alpha }\dot{\beta }}=\delta \overline{\lambda }_{\dot{\beta },A}`$, but there is no similar relation between $`\left(\delta \lambda ^{\alpha ,A}\right)^{}`$ and $`\delta \overline{\lambda }_{\alpha ^{},A}`$ in Euclidean space because $`SO(4)=SU(2)\times SU(2)`$ but $`SO(6)`$ is simple. $`\delta A_\mu `$ $`=`$ $`i\overline{\zeta }_A^\alpha ^{}\overline{\sigma }_{\mu ,\alpha ^{}\beta }\lambda ^{\beta ,A}+i\overline{\lambda }_{\beta ^{},A}\sigma _\mu ^{\alpha \beta ^{}}\zeta _\alpha ^A,`$ $`\delta \varphi ^{AB}`$ $`=`$ $`\sqrt{2}\left(\zeta ^{\alpha ,A}\lambda _\alpha ^B\zeta ^{\alpha ,B}\lambda _\alpha ^A+ϵ^{ABCD}\overline{\zeta }_C^\alpha ^{}\overline{\lambda }_{\alpha ^{},D}\right),`$ $`\delta \lambda ^{\alpha ,A}`$ $`=`$ $`\frac{1}{2}(\sigma ^{\mu \nu })_\beta ^\alpha F_{\mu \nu }\zeta ^{\beta ,A}i\sqrt{2}\overline{\zeta }_{\alpha ^{},B}\sigma _\mu ^{\alpha \alpha ^{}}𝒟_\mu \varphi ^{AB}+[\varphi ^{AB},\overline{\varphi }_{BC}]\zeta ^{\alpha ,C},`$ $`\delta \overline{\lambda }_{\alpha ^{},A}`$ $`=`$ $`\frac{1}{2}(\overline{\sigma }^{\mu \nu })_\alpha ^{}^\beta ^{}F_{\mu \nu }\overline{\zeta }_{\beta ^{},A}+i\sqrt{2}\zeta ^{\alpha ,B}\overline{\sigma }_{\mu ,\alpha ^{}\alpha }𝒟_\mu \overline{\varphi }_{AB}+[\overline{\varphi }_{AB},\varphi ^{BC}]\overline{\zeta }_{\alpha ^{},C},`$ (11) where $`\sigma _{\mu \nu }\frac{1}{2}[\sigma _\mu \overline{\sigma }_\nu \sigma _\nu \overline{\sigma }_\mu ]`$ is anti-self-dual, $`\frac{1}{2}ϵ_{\mu \nu \rho \sigma }\sigma _{\rho \sigma }=\sigma _{\mu \nu }`$, and $`\overline{\sigma }_{\mu \nu }\frac{1}{2}[\overline{\sigma }_\mu \sigma _\nu \overline{\sigma }_\nu \sigma _\mu ]`$ is self-dual, $`\frac{1}{2}ϵ_{\mu \nu \rho \sigma }\overline{\sigma }_{\rho \sigma }=\overline{\sigma }_{\mu \nu }`$, and $`\frac{1}{2}ϵ_{ABCD}\mathrm{\Sigma }^{a,CD}=\overline{\mathrm{\Sigma }}_{AB}^a`$. Also these rules are the same as in Minkowski case, but with modified reality conditions. One of the main motivations for studying Euclidean supersymmetric theories is that they allow one to compute non-perturbative instantons effects in correlation functions. In many correlators the one-loop perturbative corrections occur only as quantum determinants which are the products of the non-zero modes of the quantum fluctuations and cancel due to supersymmetry. In these cases the analysis can be limited to the study of zero modes. The Euclidean equations of motion $`𝒟_\nu F_{\nu \mu }i\{\overline{\lambda }_A^\alpha ^{}\overline{\sigma }_{\mu ,\alpha ^{}\beta },\lambda ^{\beta ,A}\}\frac{1}{2}[\overline{\varphi }_{AB},𝒟_\mu \varphi ^{AB}]=0,`$ $`𝒟^2\varphi ^{AB}+\sqrt{2}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}+\frac{1}{\sqrt{2}}ϵ^{ABCD}\{\overline{\lambda }_C^\alpha ^{},\overline{\lambda }_{\alpha ^{},D}\}\frac{1}{2}[\overline{\varphi }_{CD},[\varphi ^{AB},\varphi ^{CD}]]=0,`$ $`\overline{\sigma }_{\mu ,\alpha ^{}\beta }𝒟_\mu \lambda ^{\beta ,A}+i\sqrt{2}[\varphi ^{AB},\overline{\lambda }_{\alpha ^{},B}]=0,\sigma _{\mu ,\alpha \beta ^{}}𝒟_\mu \overline{\lambda }_A^\beta ^{}+i\sqrt{2}[\overline{\varphi }_{AB},\lambda _\alpha ^B]=0,`$ (12) are consistent with the reality conditions in Eqs. (8, 10). We can obtain a complete solution to the above equations by first solving exactly the simplified field equations $`𝒟_\nu F_{\nu \mu }=0`$, $`\overline{\sigma }_{\mu ,\alpha ^{}\beta }𝒟_\mu \lambda ^{\beta ,A}=0`$, $`\sigma _{\mu ,\alpha \beta ^{}}𝒟_\mu \overline{\lambda }_A^\beta ^{}=0`$. Choosing the anti-instanton configuration $$A_\mu ^{a,\overline{I}}(x;x_0,\rho )=2\frac{\rho ^2\eta _{\mu \nu }^a(xx_0)_\nu }{(xx_0)^2\left((xx_0)^2+\rho ^2\right)},$$ (13) there are only solutions for $`\lambda `$. From index theory it follows that there are $`4\times 2\times N`$ fermionic zero modes in the background of a $`k=1`$ anti-instanton. Namely, there are $`4\times 4`$ supersymmetric and superconformal zero modes $$\lambda ^{\alpha ,A}=\frac{1}{2}\left(\sigma ^{\mu \nu }\right)_\beta ^\alpha \left(\xi ^{\beta ,A}\overline{\eta }_\beta ^{}^A\sigma _\rho ^{\beta \beta ^{}}x^\rho \right)F_{\mu \nu }^{\overline{I}},$$ (14) with Grassmann collective coordinates (GCC) $`\xi `$ and $`\overline{\eta }`$ which to some extent are superpartners of center-of-mass coordinate $`x_0`$ and scale $`\rho `$ of the anti-instanton $`A_\mu ^{\overline{I}}(x;x_0,\rho )`$. The remaining $`4\times 2\times (N2)`$ zero modes are given by (setting $`x_0=0`$) $$\left(\lambda ^{\alpha ,A}\right)_u^v=\left[\frac{\rho ^2}{x^2(x^2+\rho ^2)^3}\right]^{1/2}\left(\mu _u^A(x^\alpha )^v+(x^\alpha )_u\overline{\mu }^{A,v}\right),$$ (15) where for fixed $`\alpha `$ and $`A`$, the $`N`$-component vectors $`\mu _u^A`$ and $`\left(x^\alpha \right)^v`$ are given by $$\mu _u^A=(\mu _1^A,\mathrm{},\mu _{N2}^A,0,0),(x^\alpha )^v=(0,\mathrm{},0,x^\mu \sigma _\mu ^{\alpha \beta ^{}})\text{with}N2+\beta ^{}=v.$$ (16) Further, $`\left(x^\alpha \right)_u=\left(x^\alpha \right)^vϵ_{vu}`$ and $`\overline{\mu }^{A,v}`$ possesses also $`N2`$ nonvanishing components. Our reality conditions for spinors in (8) imply then reality conditions for the Grassmann collective coordinates. Straightforward substitution yields the following results $$\left(\xi ^{A,\alpha }\right)^{}=\xi ^{\beta ,B}ϵ_{\beta \alpha }\eta _{BA}^1,\left(\overline{\eta }_\alpha ^{}^A\right)^{}=\overline{\eta }_\beta ^{}^Bϵ^{\beta ^{}\alpha ^{}}\eta _{BA}^1,\left(\mu _u^A\right)^{}=\overline{\mu }^{B,u}\eta _{BA}^1,\left(\overline{\mu }^{A,u}\right)^{}=\mu _u^B\eta _{BA}^1,$$ (17) where we have used the involution of Pauli matrices in Euclidean space $`\left(\sigma _\mu ^{\alpha \beta ^{}}\right)^{}=\sigma _{\alpha \beta ^{}}`$. One can now make an expansion of the field equations in the number of fermion fields and solve them order by order in the number of GCC. To second order in GCC one must solve $`𝒟^2\varphi ^{AB}+\sqrt{2}\{\lambda ^{\alpha ,A},\lambda _\alpha ^B\}=0`$ . Substitution of these solutions into the $`𝒩=4`$ action $`S=d^4x`$ (9) leads to an extra term, in addition to the standard one-anti-instanton action $`S^{\overline{I}}=\frac{8\pi ^2}{g^2}`$, which lifts all the fermionic zero modes except the $`\xi `$ and $`\overline{\eta }`$ $$\mathrm{\Delta }S=\frac{\pi ^2}{4g^2\rho ^2}ϵ_{ABCD}\left(\overline{\mu }^{u,A}\mu _u^B\right)\left(\overline{\mu }^{v,C}\mu _v^D\right).$$ (18) This term is hermitean w.r.t. the relations (17) since $`ϵ_{ABCD}\eta _{AA^{}}^1\eta _{BB^{}}^1\eta _{CC^{}}^1\eta _{DD^{}}^1=\left(\mathrm{det}\eta ^1\right)ϵ_{A^{}B^{}C^{}D^{}}`$ and $`\mathrm{det}\eta _{AB}^1=1`$. ## 3 $`𝒩=2`$ Euclidean model. Let us now address the $`𝒩=2`$ super-Yang-Mills Euclidean model deduced by dimensional reduction from the $`d=(5,1)`$ $`𝒩=1`$ theory. The Lagrangian reads $$_6=\frac{1}{g_6^2}\mathrm{tr}\left\{\frac{1}{2}F_{MN}F^{MN}+\overline{\mathrm{\Psi }}_i\mathrm{\Gamma }^M𝒟_M\mathrm{\Psi }^i\right\},$$ (19) with the symplectic Majorana-Weyl condition $$\mathrm{\Gamma }^7\mathrm{\Psi }^i=\mathrm{\Psi }^i,\mathrm{\Psi }^{i,T}C_6^{}ϵ_{ij}=\mathrm{\Psi }_{}^{j}{}_{}{}^{}i\mathrm{\Gamma }^0.$$ (20) The action is invariant under transformations $$\delta A_M=\overline{\zeta }_i\mathrm{\Gamma }_M\mathrm{\Psi }^i,\delta \mathrm{\Psi }^i=\frac{1}{2}F_{MN}\mathrm{\Gamma }^{MN}\zeta ^i,i=1,2,$$ (21) (use $`\overline{\mathrm{\Psi }}_i\mathrm{\Gamma }^M\zeta ^i=\overline{\zeta }_i\mathrm{\Gamma }^M\mathrm{\Psi }^i`$). We choose a different representation of the Dirac matrices as compared to the previous section, namely $$\mathrm{\Gamma }^M=\{\tau ^a\gamma ^5,\text{1}\text{l}_{[2\times 2]}\gamma ^\mu \},$$ (22) with $`\tau ^0=i\sigma ^2`$ and $`\tau ^1=\sigma ^1`$. Then the charge conjugation matrix is $`C_6^{}=\mathrm{\Gamma }^0\mathrm{\Gamma }^2\mathrm{\Gamma }^4=i\sigma ^2C_4^{}`$ and $`\mathrm{\Gamma }=\mathrm{\Gamma }^7=\mathrm{\Gamma }^5\mathrm{\Gamma }^4\mathrm{}\mathrm{\Gamma }^0=\sigma ^3\gamma ^5`$. From (19) the four-dimensional $`R`$-symmetry $`U(2)`$ is manifest: the fermion transforms as the $`(\mathrm{𝟒},\mathrm{𝟐})`$ of $`SO(5,1)\times SU(2)`$. The procedure of the reduction via the time direction is completely equivalent to the one discussed in the previous section with the decomposition of the $`d=(5,1)`$ Lorentz group into $`SO(5,1)SO(4)\times SO(1,1)`$. This gives $`_E^{𝒩=2}`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}\mathrm{tr}\{\frac{1}{2}F_{\mu \nu }F_{\mu \nu }2i\overline{\lambda }_i^\alpha ^{}\overline{\sigma }_{\mu ,\alpha ^{}\beta }𝒟_\mu \lambda ^{\beta ,i}+\left(𝒟_\mu S\right)^2\left(𝒟_\mu P\right)^2[P,S]^2`$ (23) $``$ $`(SP)\{\lambda ^{\alpha ,i},\lambda _{\alpha ,i}\}(S+P)\{\overline{\lambda }^{\alpha ^{},i},\overline{\lambda }_{\alpha ^{},i}\}\},`$ where $`PA^0`$ and $`SA^1`$. We use $`\lambda ^{\alpha ,i}ϵ_{ij}ϵ_{\alpha \beta }=\lambda _{\beta ,j}`$ and analogously for $`\overline{\lambda }_\alpha ^{}^i`$. As expected, the $`U(1)`$ of the $`U(2)`$ becomes non-compact in complete agreement with the results of : the automorphism of the supersymmetry algebra is $`SO(1,1)`$ so that Eq. (23) is invariant under scaling transformations $`(S+P)\varrho (S+P)`$, $`(SP)\varrho ^1(SP)`$, $`\lambda \varrho ^{1/2}\lambda `$ and $`\overline{\lambda }\varrho ^{1/2}\overline{\lambda }`$. The $`SU(2)`$ survives the reduction and remains compact. The $`𝒩=2`$ supersymmetry transformation is given by $`\delta A_\mu =i\overline{\zeta }_i^\alpha ^{}\overline{\sigma }_{\mu ,\alpha ^{}\beta }\lambda ^{\beta ,i}i\zeta _{\alpha ,i}\sigma _\mu ^{\alpha \beta ^{}}\overline{\lambda }_\beta ^{}^i,\delta S=\zeta _{\alpha ,i}\lambda ^{\alpha ,i}\overline{\zeta }_i^\alpha ^{}\overline{\lambda }_\alpha ^{}^i,\delta P=\zeta _{\alpha ,i}\lambda ^{\alpha ,i}+\overline{\zeta }_i^\alpha ^{}\overline{\lambda }_\alpha ^{}^i,`$ $`\delta \lambda ^{\alpha ,i}=\frac{1}{2}\left(\sigma _{\mu \nu }\right)_\beta ^\alpha F_{\mu \nu }\zeta ^{\beta ,i}i\overline{\zeta }_\alpha ^{}^i\sigma _\mu ^{\alpha \alpha ^{}}𝒟_\mu \left(S+P\right)[P,S]\zeta ^{\alpha ,i},`$ $`\delta \overline{\lambda }_\alpha ^{}^i=\frac{1}{2}\left(\overline{\sigma }_{\mu \nu }\right)_\alpha ^{}^\beta ^{}F_{\mu \nu }\overline{\zeta }_\beta ^{}^ii\zeta ^{\alpha ,i}\overline{\sigma }_{\mu ,\alpha ^{}\alpha }𝒟_\mu \left(SP\right)+[P,S]\overline{\zeta }_\alpha ^{}^i.`$ (24) The Lagrangian (23) is hermitean w.r.t. the reality conditions $$\left(\lambda ^{\alpha ,i}\right)^{}=i\lambda ^{\beta ,j}ϵ_{ji}ϵ_{\beta \alpha },\left(\overline{\lambda }_\alpha ^{}^i\right)^{}=i\overline{\lambda }_\beta ^{}^jϵ_{ji}ϵ^{\beta ^{}\alpha ^{}},$$ (25) stemming from the $`d=6`$ constraints (20). ## 4 Conclusions. The dimensional reduction of higher dimensional SYM theories via the time direction naturally leads to Euclidean $`𝒩>1`$ supersymmetric models with a hermitean action. The Lagrangians of the Euclidean models and the SUSY transformation rules written in covariant form w.r.t. the internal $`R`$ group do not change their form as compared to the Minkowskian ones, however, the compact internal $`R`$-symmetry group becomes non-compact in Euclidean space and the reality conditions on fields involve different metrics. For fermions we end up with symplectic Majorana conditions in $`(4,0)`$. When these results are translated to the reality conditions on the Grassmann collective coordinates we obtain a real effective action for the collective coordinates induced by instantons. We could have used other representation for the $`d=(9,1)`$ Dirac matrices, for example, $$\mathrm{\Gamma }^M=\{\widehat{\gamma }^a\text{1}\text{l}_{[4\times 4]},\widehat{\gamma }^7\gamma ^\mu \}.$$ (26) In this representation $`C_{10}^{}=C_6^{}C_4^+`$ but the reality conditions in (8) are unchanged because $`C_4^+=C_4^{}\gamma ^5`$ while $`\mathrm{\Gamma }^0`$ differs also by a factor $`\gamma ^5`$. Obviously, our modus operandi is not applicable to the $`𝒩=1`$ model. In Euclidean space due to absence of real Dirac matrices the generators of the supersymmetry are complex four-component spinors. Since the internal $`R`$-symmetry group is Abelian for simple supersymmetry we cannot impose the symplectic Majorana condition. In this situation one accepts the idea of complexification of all fields of the theory without a reality condition (and loose hermiticity of the action). If, however, one wants to preserve a real gauge field one is forced to enhance the $`𝒩=1`$ supersymmetry to the $`𝒩=2`$ SUSY .
warning/0001/quant-ph0001039.html	ar5iv	text	# Time dependence of evanescent quantum waves. ## I Introduction In order to summarize essential aspects of the time dependence of wave phenomena a number of characteristic velocities or times have been defined. The phase velocity, $`\omega /k`$, is the velocity of constant phase points in the stationary wave (assume $`k>0`$ for the time being) $$e^{ikxiwt}.$$ (1) The boundary conditions, the superposition principle and the dispersion relation $`w=w(k)`$ between the frequency $`\omega `$ and the wavenumber $`k`$ determine the time evolution of the waves in a given medium. When a group of waves is formed by superposition of stationary waves around a particular $`\omega `$, it propagates with the group velocity $`d\omega /dk`$. In dispersive media (where $`w`$ depends on $`k`$), the group velocity can be smaller (normal dispersion) or greater (anomalous dispersion) than the phase velocity. It was soon understood that these velocities could be both greater than $`c`$ for the propagation of light, and Sommerfeld and Brillouin , studying the fields that result from an input step function modulated signal in a single Lorentz resonance medium, introduced other useful velocities, such as the velocity of the very first wavefront (equal to $`c`$), or the signal velocity for the propagation of the main front of the wave. Both the very first front and the signal velocity describe thus the causal response of the system and are therefore of particular interest. The above description is however problematic for evanescent waves, characterized by imaginary wavenumbers instead of the real wavenumbers of propagating waves. Their time dependence has been investigated by theoretitians and experimentalists in recent years because of its peculiar behaviour. A striking phenomenon is that, when crossing an evanescent region, certain initial wave features (such as the peak of the incident amplitude) appear at the far side at anomalously large speeds, but clearly comparison of peaks of transmitted and incident wave packets does not describe a causual process. Many publications and a recent workshop have been devoted to discuss the implications . The role played by the imaginary part of the group velocity $`dw/dk`$ and the possible definition of a signal velocity in the evanescent case have been much discussed but not yet completely clarified. Assume that a source is placed at $`x=0`$ and emits with frequency $`\omega _0`$ from $`t=0`$ on. If $`\omega _0`$ is above the cutoff frequency of the medium (the one that makes $`k=0`$) a somewhat distorted but recognizable front propagates with the velocity corresponding to $`\omega _0`$. Within the framework of the Schrödinger equation, and using a set of dimensionless quantities where the cutoff frequency is 1 (see the subsection below), the dispersion relation takes the form $$\omega =1+k^2,$$ (2) and the signal propagation velocity for the main front is equal to the group velocity, $`v_p=(d\omega /dk)_{\omega _0}=2(\omega _01)^{1/2}`$. In other words, at some distance $`x`$ form the source, the amplitude behaves, in first approximation, as $$\psi (x,t)e^{i\omega _0t}e^{+ik_0x}\mathrm{\Theta }(txv_p)$$ (3) where $`k_0=(\omega _01)^{1/2}`$ is the wavenumber related to $`\omega _0`$ by the dispersion relation, and $`\mathrm{\Theta }`$ is the Heaviside (step) function. In the evanescent case, $`\omega _0<1`$, a preliminary analysis by Stevens , following the contour deformation techniques used by Brillouin and Sommerfeld suggested that a main front, moving now with velocity $`v_m=2(1\omega _0)^{1/2}=\mathrm{Im}(d\omega /dk)_{\omega _0}`$, and attenuated exponentially by $`\mathrm{exp}(\kappa _0x)`$ (where $`\kappa _0=(1\omega _0)^{1/2}`$), could be also identified, $$\psi (x,t)e^{i\omega _0t}e^{\kappa _0x}\mathrm{\Theta }(txv_m).$$ (4) The result seemed to be supported by a different approximate analysis of Moretti based on the exact solution , and by the fact that the time of arrival of the evanescent front, $`\tau =x/v_m`$, had been found independently by Büttiker and Landauer as a characteristic traversal time for tunnelling using rather different criteria (semiclassical arguments, the rotation of the electron spin in a weak magnetic field, and the transition from adiabatic to sudden regimes in an oscillating potential barrier). In the treatment of Stevens, as well as in the original work by Sommerfeld and Brillouin, the contour for the integral defining the field evolution was deformed along the steepest descent path from the saddle point; and the main front (4) was associated with a residue due to the crossing of a pole at $`i\kappa _0`$ by the steepest descent path. But later, more accurate studies of the punctual source problem or other boundary conditions showed that the contribution from the saddle point (due to to frequency components above or at the frequency cutoff created by the sharp onset of the source emission), and possibly from other critical points (e.g. resonance poles when a square barrier is located in front of the source ) were generally dominant at $`\tau `$, so that no sign of the $`\omega _0`$front (4) can in fact be seen in the total wave density at that time . Similarly, corrections to the original work by Sommerfeld and Brillouin have been also worked out for electromagnetic pulse propagation . In spite of these clarifying works, several important aspects have remained obscure or not investigated, such as the actual time scale for the attainment of the stationary regime, the characterization of the transients, and the role (if any) played by $`\tau `$ in the time dependence of the quantum wave. Recently, one of the authors in collaboration with H. Thomas , reconsidered the problem of Sommerfeld and Brillouin, and provided a detailed discussion of the forerunners and the signal sent out by a source which has a sharp onset in time. These authors also pointed out that the forerunner, generated by switching on the source, is associated with a time-dependent wide band spectrum whereas the signal, the $`\omega _0`$front, carries the oscillation frequency of the source into the evanescent medium. The signal is called a ”monochromatic front”. In contrast to previous work, which tried to find a front simply by analyzing the amplitude of the waves, these authors emphasized the frequency content of the forerunner and the signal. In the evanescent case, the amplitude of the monochromatic front is exponentially small compared to the forerunner, and in agreement with the works mentioned above, it cannot be detected using a simple criterion based on the magnitude of the wave. Two approaches were proposed to enhance the monochromatic fronts compared to the forerunners. First, the dominance of the forerunners might arise due to the fact that high frequencies are transmitted in the propagating energy range. This can be avoided if the source is frequency limited such that all frequencies of the source are within the evanescent case. (Technically this means that a frequency window is chosen to avoid the effect of the saddle point contribution.) A second option is not to limit the source but to frequency limit the detection. We can chose a detector that is tuned to the frequency of the source and that responds when the monochromatic front arrives. The aim of this work is to characterize the time dependence of Schrödinger evanescent waves generated by a point source. We identify several wave features, in particular the arrival of the first main peak and the transition from a forerunner dominated behavior to an asymptotic behavior dominated by the monochromatic front. We also investigate in some detail the proposals made in Ref. to enhance the monochromatic front and consider both frequency limited sources and a frequency-time analysis of the wave at a fixed position. This leads to the investigation of the spectrogram of the wave generated by the source. For a source with a sharp onset, we find that the traversal time $`\tau `$ plays a basic and unexpected role in the transient regime. For strongly attenuating conditions (in the WKB-limit) the traversal time governs the appearance of the first main peak of the forerunner. In contrast, the transition from the forerunner to an asymptotic regime which is dominated by the monochromatic signal of the source is given by an exponentially long time. If the source is frequency band limited such that it switches on gradually but still fast compared to the traversal time, the situation remains much the same as for the sharp source, except that now the transition fom the transient regime to the stationary regime occurs much faster, but still on an exponentially long time-scale. The situation changes if we permit the source to be switched on on a time scale comparable to or larger than the traversal time for tunneling. Clearly, in this case a precise definition of the traversal time is not possible. But for such a source the transtion from the transient regime to the asymptotic regime is now determined by the traversal time. Much the same picture emerges if we limit instead of the source the detector. As long as the frequency window of the detector is made sharp enough to determine the traversal time with accuracy, the detector response is dominated by the uppermost frequencies. In contrast if the frequency window of the detector is made so narrow that the possible uncertainty in the determination of the traversal time is of the order of the traversal time itself, the detector sees a crossover from the transient regime to the monochromatic asymtotic regime at a time determined by the traversal time. Possibly, the fact that we can not determine the traversal time with an accuracy better than the traversal time itself tells us something fundamental about the tunneling time problem and is not a property of the two particular methods investigated here. ### A Dimensionless quantities and notation The (dimensional) time dependent Schrödinger equation for a particle of mass $`m`$ moving in a constant potential $`V(X)=V`$ is given by $$i\mathrm{}\frac{\mathrm{\Psi }}{T}=\frac{\mathrm{}^2}{2m}\frac{^2\mathrm{\Psi }}{X^2}+V\mathrm{\Psi }$$ (5) The number of variables and parameters may be reduced by introducing dimensionless quantities for position, time and wave amplitude, $`x`$ $`=`$ $`{\displaystyle \frac{X(2mV)^{1/2}}{\mathrm{}}}`$ (6) $`t`$ $`=`$ $`{\displaystyle \frac{TV}{\mathrm{}}}`$ (7) $`\psi (x,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^{1/2}}{(2mV)^{1/4}}}\mathrm{\Psi }(X,T).`$ (8) This allows to write the corresponding dimensionless Schrödinger equation, $$i\frac{\psi }{t}=\frac{^2\psi }{x^2}+\psi .$$ (9) Other useful dimensionless variables related to the dimensional energy $`E`$ (or frequency $`W=E/\mathrm{}`$), and wavenumber, $`K=[2m(WV/\mathrm{})/\mathrm{}]^{1/2}`$, are respectively $`\omega `$ $`=`$ $`E/V`$ (10) $`k`$ $`=`$ $`(\omega 1)^{1/2}={\displaystyle \frac{K\mathrm{}}{(2mV)^{1/2}}}.`$ (11) The reader may check that the dimensional dispersion relation $$W=\frac{V}{\mathrm{}}+\frac{K^2\mathrm{}}{2m}$$ (12) takes for dimensionless quantities the simple form given in (2). ## II Source with a sharp onset (Infinite frequency band) In this section we shall investigate the time dependent wave function corresponding to the “boundary condition” $$\psi (x=0,t)=e^{i\omega _0t}\mathrm{\Theta }(t),$$ (13) which may also be given by the corresponding Fourier transform $$\widehat{\psi }(x=0,\omega )=\frac{1}{(2\pi )^{1/2}}\frac{i}{\omega \omega _0+i0}.$$ (14) The superposition $$\psi (x,t)=\frac{i}{2\pi }_{\mathrm{}}^{\mathrm{}}𝑑\omega \frac{e^{ikxi\omega t}}{\omega \omega _0+i0}$$ (15) satisfies the Schrödinger equation as well as the boundary condition (13). Along the integration path, $`k`$ is positive for $`\omega >0`$, and purely imaginary (with positive imaginary part) for $`\omega <0`$. This corresponds to outgoing waves from the source. In Ref. the integration was carried out in the complex frequency plane since this permitted a close comparison between the calculation for the Schrödinger equation and for relativistic field equations. If only the Schrödinger equation is of interest the complex $`k`$-plane is most advantageous. In fact this permits to express the integral in terms of known functions. In the complex $`k`$-plane we have, $`\psi (x,t)`$ $`=`$ $`{\displaystyle \frac{1}{2i\pi }}{\displaystyle _{\mathrm{\Gamma }_+}}𝑑k\mathrm{\hspace{0.17em}2}k{\displaystyle \frac{e^{ikxi(k^2+1)t}}{k^2+\kappa _0^2}}`$ (16) $`=`$ $`{\displaystyle \frac{e^{it}}{2\pi i}}{\displaystyle _{\mathrm{\Gamma }_+}}𝑑k\left[{\displaystyle \frac{1}{k+i\kappa _0}}+{\displaystyle \frac{1}{ki\kappa _0}}\right]e^{ikxik^2t},`$ (17) where the contour $`\mathrm{\Gamma }_+`$ goes from $`\mathrm{}`$ to $`\mathrm{}`$ passing above the pole at $`i\kappa _0`$. The two terms in (17) lead to integrals with the form discussed in the Appendix A. The contour can be deformed along the steepest descent path from the saddle at $`k_s=x/2t`$, the straight line $$k_I=k_R+x/2t,$$ (18) ($`k_R`$ and $`k_I`$ are the real and imaginary parts of $`k`$.) plus a small circle around the pole at $`i\kappa _0`$ after it has been crossed by the steepest descent path, for fixed $`x`$, at the critical time $$\tau =\frac{x}{2\kappa _0}.$$ (19) This procedure allows to recognize two $`w`$-functions (see the Appendixes A and B), one for each integral, $$\psi (x,t)=\frac{1}{2}e^{it+ik_s^2t}\left[w(u_0^{})+w(u_0^{\prime \prime })\right].$$ (20) Here, $`u_0^{}`$ $`=`$ $`{\displaystyle \frac{1+i}{2^{1/2}}}t^{1/2}\kappa _0\left(i{\displaystyle \frac{\tau }{t}}\right)`$ (21) $`u_0^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{1+i}{2^{1/2}}}t^{1/2}\kappa _0\left(i{\displaystyle \frac{\tau }{t}}\right).`$ (22) It is clear from the exact result (20,21), that $`\tau `$ is an important parameter that appears naturally in the $`w`$-function arguments, and determines with $`\kappa _0`$ the global properties of the solution. Its detailed role will be discussed in the following sections. Eq. (20) is in agreement with a previous expression by Moretti, derived using different contour deformations and notation. Our analysis of this exact result will be however quite different and more detailed. ### A Approximations Often an exact expression is not very informative by itself, and the approximations make its essential content manifest in certain limits. The simplest approximation for $`\psi (x,t)`$ for times before $`\tau `$ is to retain the dominant contribution of the saddle \[by putting $`k=k_s`$ in the denominators of (17) and integrating along the steepest descent path\]. It is useful to write this in different ways, $`\psi _s(x,t)`$ $`=`$ $`{\displaystyle \frac{e^{it+ik_s^2t}}{2i\pi ^{1/2}}}\left({\displaystyle \frac{1}{u_0^{}}}+{\displaystyle \frac{1}{u_0^{\prime \prime }}}\right)={\displaystyle \frac{e^{it+ik_s^2t}\tau (2t/\pi )^{1/2}}{(i1)\kappa _0(\tau ^2+t^2)}}`$ (23) $`=`$ $`{\displaystyle \frac{i}{2\pi }}\sqrt{{\displaystyle \frac{4\pi i}{\mathrm{\Omega }_st}}}{\displaystyle \frac{\mathrm{\Omega }_s}{\mathrm{\Omega }_s\mathrm{\Omega }_0}}e^{i(1\mathrm{\Omega }_s)t},`$ (24) where $$\mathrm{\Omega }_sk_s^2=\frac{x^2}{4t^2},\mathrm{\Omega }_0=\kappa _0^2$$ (25) (These are particular values of the frequency variable $`\mathrm{\Omega }=w1`$, defined with respect to the frequency level of the potential.) The average local instantaneous frequency for this saddle contribution is equal to the frequency of the saddle point, $$\omega _s1+\mathrm{\Omega }_s.$$ (26) (Note the different sign of $`\mathrm{\Omega }_s`$ in the exponent of Eq. (24). $`\mathrm{\Omega }_s`$ depends on $`t^2`$ and a time derivative has to be taken to obtain (26), see .) After the crossing of the pole $`i\kappa _0`$ by the steepest descent path at $`t=\tau `$ the residue $$\psi _0(x,t)=e^{i\omega _0t}e^{\kappa _0x}\mathrm{\Theta }(t\tau ).$$ (27) has to be added to (24), $$\psi (x,t)\psi _s(x,t)+\psi _0(x,t).$$ (28) The solution given by Eq. (27) describes a monochromatic front which carries the signal into the evanescent medium. The conditions of validity of this approximation can be determined by examining the asymptotic series of the $`w(z)`$ functions in (20) for large $`\|z\|`$, see the Appendix B. In fact (28) is obtained from the dominant terms of these expansions. The modulus of the two $`w`$function arguments in (21) is given by $$M(t)\|u_0^{}\|=\|u_0^{\prime \prime }\|=\frac{\kappa _0}{t^{1/2}}(t^2+\tau ^2)^{1/2}.$$ (29) This quantity may be large in different circumstances. It goes to $`\mathrm{}`$ when $`\kappa _0`$, $`t`$, or $`x`$ go to $`\mathrm{}`$, and also when $`t0`$. $`M(t)`$ is minimum at the crossing time $`t=\tau `$, where it takes the value $`M(\tau )=(x\kappa _0)^{1/2}`$. For $`x\kappa <1`$ the pole lies within the range of the saddle Gaussian and cannot be treated separately. Assumming that $`M`$ is large the phase of $`z`$ determines the appropriate asymptotic expression of $`w(z)`$. For $`Im(z)>0`$, $`w(z)i/(\pi ^{1/2}z)`$, whereas for $`Im(z)<0`$, $`w(z)i/(\pi ^{1/2}z)+e^{z^2}`$, see (B5) and (B6). $`\mathrm{arg}(u_0^{})`$ goes from $`\pi /4`$ to $`3\pi /4`$ when $`t`$ goes from $`t=0`$ to $`\mathrm{}`$, and $`\mathrm{arg}(u_0^{\prime \prime })`$ goes from $`\pi /4`$, at $`t=0`$, clockwise to $`\pi /4`$ when $`t\mathrm{}`$, and crosses the real axis at $`t=\tau `$. Thus the application of the previous asymptotic formulae lead exactly to Eq. (28). As discussed in the Appendix B one should not be mislead by the seeming front in (28). It is possible to obtain a smooth approximate expression around $`t=\tau `$ by adding a correction to $`\psi _s`$ that takes into account the region near the pole . This corrected expression however is asymptotically equivalent to (28) because at $`\tau `$, and within the conditions that make the saddle approximation valid, the contribution of the pole is negligible. To see this more precisely let us examine the ratio between the modulus of the two contributions, $$R(t)\frac{\|\psi _0\|}{\|\psi _s\|}=\frac{2\pi ^{1/2}}{x}e^{\kappa _0x}t^{3/2}(x^2/4t^2+\kappa _0^2).$$ (30) Its value at $`\tau `$ is an exponentially small quantity, $$R(\tau )=e^{\kappa _0x}(2\pi \kappa _0x)^{1/2}.$$ (31) Note also that $`R`$ has a minimum at $`\tau /3^{1/2}<\tau `$ and tends to $`\mathrm{}`$ as $`t\mathrm{}`$. As a function of $`x`$, the minimum of $`R`$ decreases up to $`x\kappa _0=1/2`$, and then grows again monotonously. In summary, for the source with a sharp onset described here, the monochromatic front is not visible when the approximation (28) remains valid around $`t=\tau `$. However two very important observable features of the wave can be extracted easily from (28). The first one is the arrival of the transient front, characterized by its maximum density at $`t_f\tau /3^{1/2}`$. It is important to emphasize that this time is of the order of $`\tau `$, but the wave front that arrives does not oscillate with the pole frequency $`\omega _0`$, but with the saddle point frequency $`\omega _s`$. Figure 1 shows this transient front for three positions. In this and similar figures the densities are exponentially amplified by $`e^{2\kappa _0x}`$ to make possible the comparison among different values of $`x`$ with the same scale. Thus, all amplified densities $`A\|\psi \|^2e^{2\kappa _0x}`$ tend to one in the asymptotic large $`t`$ regime, and the corresponding logarithm to zero. Also shown is the approximation due to $`\psi _s`$, althout it is only distinguishable from the exact result for $`x=7`$. Note that the amplified density $`\|\psi _s\|^2e^{2\kappa _0x}`$ is simply $`R^1`$. In Figure 2 the instantaneous average frequency $`\overline{w}`$ is represented for the smallest $`x`$ value of Figure 1, $`x=7`$. At small $`t`$ and around the transient front, $`\overline{w}=\overline{}\omega _s`$. The second observable feature that we can extract from (28) is the time scale for the attainment of the stationary regime, or equivalently, the duration $`t_{tr}`$ of the transient regime dominated by the saddle before the pole dominates. $`t_{tr}`$ can be identified formally as the time where the saddle and pole contributions are equal, $`R=1`$. Because of (31) we shall assume $`\tau <<t_{tr}`$ to obtain the explicit result $$t_{tr}\left(\frac{xe^{\kappa _0x}}{2\kappa _0^2\pi ^{1/2}}\right)^{2/3}.$$ (32) Using $`\kappa _0x>>1`$, the velocity for the motion of the the space “point” where the transition from transient to stationary behaviour (or from saddle to pole) takes place is given by $$v_{tr}\frac{3}{2\kappa _0t}.$$ (33) Contrary to the motion of the front maximum, this point does not move with constant velocity. The transition may be observed in various ways. In Fig. 1 the logarithms of the exact densities and of their components are represented. The crossing point where $`R=1`$ may be observed for $`x=7`$ in the change of behaviour of the total wave density. The oscillation around $`t_{tr}`$ is due to the interference between $`\psi _0`$ and $`\psi _s`$, and has the characteristic period $`T_02\pi /\|\mathrm{\Omega }_0\|`$. In Figure 2 the crossover between the regime dominated by the saddle frequency and the one dominated by $`\omega _0`$ is also easily noticeable. Finally, when $`x\kappa _0`$ is small ($`\stackrel{<}{}1`$), the saddle approximation describes correctly the very short time initial growth, but fails around $`\tau `$ because the pole is within the width of the Gaussian centered at the saddle point. The pole cancels part of the Gaussian contribution so that the bump predicted by $`\psi _s`$ at $`\tau /3^{1/2}`$ is not seen in this regime. Fig. 3 shows the time dependence of the density for two small values of $`x`$. $`\tau `$ does not correspond to any sharply defined feature, but provides here a valid rough estimate of the attainment of the stationary regime. ## III Frequency-band limited source H. Thomas and one of the authors suggested recently to avoid the dominace of the saddle point solution over the monochromatic front by limiting the frequency band of the source. Specifically, it was proposed to cut-off the $`\omega `$-amplitude (14), $$\widehat{\psi }(w,x=0)=\frac{1}{(2\pi )^{1/2}}\frac{i}{\omega \omega _0+i0}\left[\mathrm{\Theta }(\omega (\omega _0\mathrm{\Delta }\omega ))\mathrm{\Theta }(\omega (\omega \mathrm{\Delta }\omega ))\right].$$ (34) This implies that the emission of the source is not sharply defined as in (14), see the Appendix C. Instead, $$\psi (x=0,t)=e^{i\omega _0t}\left[\mathrm{\Theta }(t)\frac{1}{\pi }\mathrm{Im}E_1(i\mathrm{\Delta }\omega t)\right],$$ (35) where $`E_1`$ is the exponential integral defined in (C4). The frequency band width $`\mathrm{\Delta }\omega `$ may be chosen so that the onset of the source is fast with respect to $`\tau `$ and that all the frequencies in the source are in the evanescent region , $$\frac{2\pi }{\tau }\mathrm{\Delta }\omega \|\mathrm{\Omega }_0\|.$$ (36) Later we will see that in fact it is necessairy to give up the condition that the source switches on fast compared to the traversal time. Now “negative times” are also required to describe the signal growth. For an arbitrary $`x`$, $$\psi (x,t)=\frac{i}{2\pi }_{\omega _0\mathrm{\Delta }\omega }^{\omega _0+\mathrm{\Delta }\omega }𝑑\omega \frac{e^{i(\omega tkx)}}{\omega \omega _0+i0}.$$ (37) In this case the integration technique used in the previous section does not provide an analytical solution. We shall manipulate the integral to facilitate the exact numerical evaluation and the discussion of approximations. Using $`\mathrm{\Omega }=\omega 1`$, Eq.(37) becomes $$\psi (x,t)=\frac{ie^{it}}{2\pi }_{\mathrm{\Omega }_0\mathrm{\Delta }\omega }^{\mathrm{\Omega }_0+\mathrm{\Delta }\omega }𝑑\mathrm{\Omega }\frac{e^{i(\mathrm{\Omega }tkx)}}{\mathrm{\Omega }\mathrm{\Omega }_0+i0}.$$ (38) The integrand of Eq. (38) has a saddle point at $`\mathrm{\Omega }_s=(x/2t)^2`$. But since $`\mathrm{\Omega }_0`$ is now negative, a frequency interval chosen according to Eq. (36), now excludes this saddle. It is convenient to introduce the variable $`y=\mathrm{\Omega }/\mathrm{\Omega }_s`$ so that the valley-hill structure of the exponent remains constant, $$\psi (x,t)=\frac{ie^{it}}{2\pi }_y_{}^{y_+}𝑑y\frac{e^{i\lambda \mathrm{sign}(t)(2y^{1/2}y)}}{yy_0+i0}.$$ (39) Here, $$y_0=\mathrm{\Omega }_0/\mathrm{\Omega }_s,y_\pm =y_0\pm \mathrm{\Delta }\omega /\mathrm{\Omega }_s,\lambda =\|\mathrm{\Omega }_st\|.$$ (40) In order to perform contour deformations in the complex $`y`$ plane it is also necessary to specify that the branch cut for $`y^{1/2}`$ is set along the positive real axis, and that the saddle is at $`y=1`$ for $`t>0`$ (just above the cut) but at $`y=e^{2i\pi }`$ for $`t<0`$ (just below). The steepest descent and ascent paths from it are given, in the first Rieman sheet of $`y`$, by the sections of the parabolas $`y_I`$ $`=`$ $`\mathrm{sign}(t){\displaystyle \frac{1}{2}}(1y_R)^2(\mathrm{descent})`$ (41) $`y_I`$ $`=`$ $`\mathrm{sign}(t){\displaystyle \frac{1}{2}}(1y_R)^2(\mathrm{ascent})`$ (42) starting from the saddle point. Irrespective of the sign of $`t`$ the original contour in (39) is entirely within one of the valleys of the saddle, so that there is no need to take this critical point into account in the contour deformation. The most efficient contour deformation consists on following the steepest descent path from the lower integration extreme $`y_{}`$ downwards to infinity and coming up to the upper integration extreme $`y_+`$ following its steepest descent path. If $`t>0`$ this contour encloses the pole at $`\omega _0`$ and the corresponding residue has to be included. The extreme points become the critical points of the integral, apart from the pole at $`\omega _0`$ when $`t>0`$, $$\psi (x,t)=D_{}D_++\psi _0^{},$$ (43) where $`D_\pm `$ (generically $`D_z`$) are the integrals from $`y_\pm `$ to $`\mathrm{}`$ along the corresponding steepest descent paths, $`SDP(z)`$, $$D_z=\frac{ie^{it}}{2\pi }_{SDP(z)}𝑑y\frac{e^{i\lambda \mathrm{sign}(t)(2y^{1/2}y)}}{yy_0},$$ (44) and $$\psi _0^{}(x,t)=e^{i\omega _0t}e^{\kappa _0x}\mathrm{\Theta }(t).$$ (45) Unlike (27) the residue is now present at all positive times. Using the generic notation $`z=y_\pm `$ for any of the two extreme points the steepest descent paths from them and their slopes are given by $`y_I`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{sign}(t)[y_R^44y_R^3(1+z)+2y_R^2z(4+3z)4z^2y_R(1+z)+z^4]^{1/2}`$ (46) $`{\displaystyle \frac{y_I}{y_R}}`$ $`=`$ $`{\displaystyle \frac{y_R^33y_R^2(1+z)+y_Rz(4+3z)z^2(1+z)}{2y_I}}`$ (47) $`{\displaystyle \frac{y_I}{y_R}}\|_z`$ $`=`$ $`\mathrm{sign}(t)(z)^{1/2}.`$ (48) In the numerical evaluations the value of $`y`$ along the path may be obtained by solving for each step $$dy=dy_I(dy_R/dy_I+i),$$ (49) with the initial condition $`y=z`$. ### A Approximations The leading term in $`\lambda ^1`$ of (44) is obtained by integrating from $`z`$ along the ray with the direction of the steepest descent path at $`z`$ and taking all functions in the integrand, except the exponential, out of the integral, with their values at $`z`$ , $$D_zD_z^0\frac{i}{2\pi \lambda (zy_0)\|z^{1/2}1\|}e^{it\omega _z\kappa _zx}e^{i\theta _z},$$ (50) where $`\omega _z=\omega _\pm =\omega _0\pm \mathrm{\Delta }\omega `$, $`\kappa _z=\kappa _\pm =(1\omega _\pm )^{1/2}`$, and $`\theta _z`$ is the angle of the steepest descent path at $`z`$, $$\theta _z=\pi +\mathrm{arctan}[\mathrm{sign}(t)(z)^{1/2}]$$ (51) (the branch of the $`\mathrm{arctan}`$ function between $`\pi /2`$ and $`\pi /2`$ is taken). The modulus of these contributions is given by $$\|D_\pm \|=\frac{e^{x\kappa _\pm }}{2\pi \mathrm{\Delta }\omega (t^2+t_\pm ^2)^{1/2}},$$ (52) where $$t_\pm =\frac{x}{2\kappa _\pm }$$ (53) are the critical times when the steepest descent path from the saddle crosses the extreme points of integration $`y_\pm `$. Regarding the possibility of making the monochromatic front visible, the frequency band limited source elliminates the saddle dominated transient effects, but they are substituted by transients associated with a new critical point: the upper extreme of integration. The actual time for transition to the stationary regime is still larger than $`\tau `$ under semiclassical conditions, but much smaller than for the sharp onset case. A difference with the infinite frequency band case is that the maximum of $`\|D_\pm \|`$ is at $`t=0`$. This is quite remarkable. A particular feature of the wave, its maximum, appears instantly with zero delay at arbitrarily large distances. One should keep in mind though that the build up of the initial signal has required previously an infinite time, from $`t=\mathrm{}`$ to $`t=0`$. The transient regime previous to the dominance of the pole must be also different from the infinite band case since now there is no saddle point contribution. The transient is here dominated by the integral $`D_+`$ because of the exponential dependencies and by the frequency of the upper integration limit $`y_+`$. An analysis similar to the one performed in the infinite frequency band case can be now performed. Let us compare the contributions from the pole and $`D_+`$ by dividing their moduli, $$R^{}=\frac{\|\psi _0^{}\|}{\|D_+\|}=e^{(\kappa _0+\kappa _+)x}[2\pi \mathrm{\Delta }\omega (t^2+t_+^2)^{1/2}].$$ (54) From the condition $`R^{}=1`$ we obtain the new critical time $$t_{tr}^{}=\left(\frac{e^{2x(\kappa _0\kappa _+)}}{4\pi ^2\mathrm{\Delta }\omega ^2}t_+^2\right)^{1/2}\frac{e^{x(\kappa _0\kappa _+)}}{2\pi \mathrm{\Delta }\omega },$$ (55) and the critical velocity $$v_{tr}^{}\frac{1}{t(\kappa _0\kappa _+)}.$$ (56) They have to be compared with the corresponding quantities for the sharp onset case, (32) and (33) respectively. The critical time for the transition depends exponentially on $`x`$ in both cases, but it arrives exponentially earlier for the frequency band limited case. In Figure 4 the logarithm of the amplified density and of the approximation provided by $`\|D_+^0\|^2`$ is represented for two values of $`x`$. For $`x=50`$ the transition time $`t_{tr}`$ is relatively small and can be seen in the time interval shown (The oscillation period of the interferences around $`t_{tr}`$ is now $`2\pi /\mathrm{\Delta }\omega `$). For $`x=135`$, $`t_{tr}`$ is much larger and cannot be seen in the scale chosen; note the well defined peak at $`t=0`$. The slight disagreement between the exact result and the approximation provided by $`D_+^0`$ is because, for very small times, the slope of the steepest descent path from $`y_+`$ is very small and the path passes close to the pole. The pole perturbs the integral in this manner for times such that $`\lambda ^1<\mathrm{\Delta }\omega /\mathrm{\Omega }_s`$, i.e., $`t<2\pi /\mathrm{\Delta }\omega `$. From Eq. (54) we see that the dominance of the monochromatic front at $`\tau `$ and fixed $`x`$ requires that the magnitude of $`(\kappa _0+\kappa _+)x1`$ or smaller. This can be achieved in two ways: (a) We can consider a frequency $`\omega _0`$, and a frequency interval such that $`\kappa _0`$ and $`\kappa _+`$ become small. This means that both $`1\omega _0`$ and $`\mathrm{\Delta }\omega `$ should be close to zero, but to avoid propagating waves $`\mathrm{\Delta }\omega <(1\omega _0)`$; (b) Alternatively, we can allow $`\omega _0`$ to take any other value below 1, but making the the frequency interval $`\mathrm{\Delta }\omega `$ small. In both cases a small frequency window is needed and we can expand with respect to $`\mathrm{\Delta }\omega `$ so that $`(\kappa _0+\kappa _+)x=\mathrm{\Delta }\omega \tau `$. Thus we see that the attempt to measure the traversal time accurately has to be abandoned. The lower limit of Eq. (36) is now violated. Figure 5 shows an example where the first inequality in (36) is not obeyed. The traversal time (rather than $`t_{tr}`$, which in this case is an imaginary number) now marks the transition to the asymptotic region even though the build up time is so large that the arrival of the monochromatic front cannot be defined with a precission better than $`\tau `$ itself. In this respect, Figure 6 is very illustrative. It shows how the transition of the average frequency characterizing the transient to the frequency of the monochromatic solution occurs around the traversal time $`\tau `$, but the time interval required for the transition is clearly larger than $`\tau `$. ## IV Time-frequency analysis of the wave function Instead of limiting the source in frequency we can limit the detection of the field to a range of frequencies of interest . The wave amplitude at fixed position becomes a function of time, $`\psi (t)`$, that can be Fourier analyzed to provide its frequency representation, $`\widehat{\psi }(\omega )`$. However, neither of the corresponding densities, $`\|\psi (t)\|^2`$ or $`\|\widehat{\psi }(\omega )\|^2`$, tells when a particular frequency arrives or decays, nor what is the relative importance, at a given time, of different frequency components. This type of information is provided by joint time-frequency representations . There are many possible ways to carry out a time-frequency analysis. A simple one, and surely the most common, is the “spectrogram” based on the short time Fourier transform (stFt). We are interested in the Fourier spectrum that would be measured at the observation point $`x`$ if the wave is observed during a time interval of duration $`T`$. If a precise determinantion of the traversal time is attempted, the extend of the time interval $`T`$ is chosen to be short compared to the traversal time $`\tau `$. On the other hand, if $`T`$ is too short then the frequency resolution will be poor. A compromise to obtain a good resolution in time and frequency is for $`T`$ to be bound above and below , $$\frac{2\kappa _0}{x}=\frac{1}{\tau }\frac{1}{T}\frac{\|\mathrm{\Omega }_0\|}{2\pi }=\frac{\kappa _0^2}{2\pi }.$$ (57) This is equivalently expressed in terms of inequalities for time scales $$\tau >>T>>T_0,$$ (58) where $`T_02\pi /\|\mathrm{\Omega }_0\|`$ is the oscillation period corresponding to the frequency $`\|\mathrm{\Omega }_0\|`$. Combining the inequalities one finds $`\kappa _0x>>1`$, namely when these conditions are satisfied the saddle contribution to the wave function will be a very good approximation to the total wave up to an “exponentially long” time $`t_{tr}>>\tau `$ (see section 2). The short time Fourier transform (stFt) of the field $`\psi (x,t)`$ is given by $$F(\omega ;x,t)=\frac{1}{(2\pi )^{1/2}}_{tT/2}^{t+T/2}𝑑t^{}\mathrm{exp}(i\omega t^{})\psi (x,t^{}).$$ (59) Note that the short time Fourier spectrum depends, in addition to the frequency, parametrically on the observation point $`x`$ and the time $`t`$. Consider now first the contribution of the monochromatic front to the stFt. We denote this stFt by $`F_p(\omega ;x,t)`$. For $`t<\tau T/2`$ we have $`F_p(\omega ;x,t)=0`$. For $`t>\tau +T/2`$ we find $$F_p(\omega ;x,t)=\frac{2}{(2\pi )^{1/2}}e^{\kappa _0x}e^{i(\omega \omega _0)t}\frac{\mathrm{sin}[(\omega \omega _0)T/2]}{(\omega \omega _0)}.$$ (60) This amplitude peaks at the frequency of the source $`\omega _0`$ and, for $`t>\tau +T/2`$, it is time-independent at this frequency. Away from this frequency the stFt of the monochromatic wave decays algebraically and oscillates sinusoidally. In the time interval $`\tau T/2<t<\tau +T/2`$ the stFt tracks the arrival of the monochromatic front, $$F_p(\omega ;x,t)=\frac{ie^{\kappa _0x}}{(2\pi )^{1/2}}\frac{1e^{i(t+T/2)(\omega \omega _0)}}{\omega \omega _0}.$$ (61) Consider next the saddle point contribution. Its frequency in a short time interval is determined by the expansion of $`\mathrm{\Omega }_s(t^{})t^{}`$ away from $`t`$. This expansion gives $`\mathrm{\Omega }_s(t^{})t^{}=2\mathrm{\Omega }_s(t)t\mathrm{\Omega }_s(t)t^{}+O((t^{}t)^2).`$ Taking into account that the prefactors are slowly varying over the time interval of interest here (this is assured by the first inequality in (57)), we obtain, $$F_s(\omega ;x,t)=\frac{i}{\pi }\sqrt{\frac{2i}{\mathrm{\Omega }_st}}\frac{\mathrm{\Omega }_s}{\mathrm{\Omega }_s\mathrm{\Omega }_0}e^{i(\mathrm{\Omega }_s1+\omega )t}\frac{\mathrm{sin}[(\mathrm{\Omega }_s+1\omega )T/2]}{(\mathrm{\Omega }_s+1\omega )}.$$ (62) The stFt of the saddle point solution peaks at the frequency $`\omega _s\mathrm{\Omega }_s+1`$. This frequency is very large at short times (“kinetic regime”), where $`\omega _s\mathrm{\Omega }_s=x^2/(4t^2)`$ is dominated by frequencies above the potential. At long times (“potential regime”) $`\omega _s`$ tends to the potential frequency $`1`$. The transition time between these two regimes of different $`\omega _s`$ behaviour may be estimated, by solving $`\mathrm{\Omega }_s(t)=1`$, as $`t=x/2`$ (it can be larger or smaller than $`\tau `$.) We see that the two Fourier transforms peak at well separated frequencies. Still the stFt of the pole has an exponentially small amplitude compared to that of the forerunner. Therefore, it is possible that the stFt of the saddle is still large at the frequency $`\omega _0`$ where the stFt of the monochromatic front peaks. Thus we have to investigate the stFt of the saddle at the frequency $`\omega _0`$. From Eq. (62) we obtain, $$F_s(\omega _0;x,t)=\frac{i}{\pi }\sqrt{\frac{2i}{\mathrm{\Omega }_st}}\frac{\mathrm{\Omega }_s}{\mathrm{\Omega }_s\mathrm{\Omega }_0}e^{i(\mathrm{\Omega }_s+\mathrm{\Omega }_0)t}\frac{\mathrm{sin}[(\mathrm{\Omega }_s\mathrm{\Omega }_0)T/2]}{(\mathrm{\Omega }_s\mathrm{\Omega }_0)}.$$ (63) At a time $`t=\tau `$ the amplitude of the saddle is still of order $`1`$. Thus even at the peak frequency of the front its contribution to the spectrum is of order $`1`$ and much larger than the exponentially small peak of the monochromatic front. Let us now investigate the properties of the transient in the frequency-time domain, and determine the role played by $`\tau `$, in particular at the frequency of the signal $`\omega _0`$. The spectrogram is defined as the square modulus of the stFt, $`S(t,\omega ;x)=N\|F(\omega ;x,t)\|^2`$, where $`N`$ is a normalization constant. (The notation of the argument of $`S`$ is appropriate for a time-frequency analysis at fixed $`x`$.) For “normalizable” cases $`N`$ is chosen so that $`𝑑t𝑑\omega S=1`$. In our case, this is not possible because the asymptotic stationary regime does not decay, but $`S`$ provides anyway information on the relative importance of two time-frequency points, so $`N`$ is chosen to be some convenient value, $`N=\pi ^2/2`$. For analyzing the transient we may neglect the monochromatic front and concentrate on the saddle point term. The spectrogram of the saddle point solution is denoted by $`S_s(t,\omega ;x)`$ and is given by $$S_s(t,\omega ;x)=\alpha (t)\frac{\mathrm{sin}^2[(\mathrm{\Omega }_s+1\omega )T/2]}{(\mathrm{\Omega }_s+1\omega )^2}$$ (64) with an amplitude $$\alpha (t)=\frac{1}{t}\frac{\mathrm{\Omega }_s}{(\mathrm{\Omega }_s\mathrm{\Omega }_0)^2}.$$ (65) Note that $`\alpha (t)`$ is also proportional to the absolute square of the saddle point solution $`\|\psi _s(x,t)\|^2=(4/\pi )\alpha (t)`$. The amplitude $`\alpha `$ has a maximum as a function of time at the transient front peak, $`t_f=3^{1/2}\tau `$, that moves with a speed $$v_f=\sqrt{3}v_m.$$ (66) Thus $`v_f`$ determines both the speed of the peak value of the saddle point solution $`\|\psi _s(x,t)\|^2`$ and the speed of the absolute maximum of the spectrogram. The peak value of the spectrogram for a given time is at the frequency $`\omega _s=\mathrm{\Omega }_s+1`$, see an example in Figure 7. Consider next the spectrogram at the frequency of the source, $`\omega =\omega _0`$. For fixed $`x`$ it is bounded by the envelop function $$\beta (t)=\frac{\mathrm{\Omega }_s}{t(\mathrm{\Omega }_s\mathrm{\Omega }_0)^4}$$ (67) and has local maxima close to the times at which the $`\mathrm{sin}`$ function is $`\pm 1`$. $`\beta (t)`$ grows as $`t^5`$ for short times and decays as $`t^3`$ for large times. Its maximum arrives, for fixed $`x`$, at $`\sqrt{5/3}\tau `$. Equivalently, this maximum moves with a speed $$v_{env}=\sqrt{3/5}v_m.$$ (68) This reveals that, in $`S(t,\omega _0;x)`$, $`\tau `$ is not the time where the stationary regime begins (it is necessary to wait an exponentially long time to attain that regime), but the basic time scale for the arrival of the main part of the transient. The detailed oscillatory pattern of this main part will depend on the value of $`T/T_0`$, see the Figures 8 and 9. For $`\omega =\omega _0`$ the $`\mathrm{sin}`$ function vanishes at times $$t_n=\frac{\tau }{(nT_0/T1)}$$ (69) (In the $`\omega t`$ plane the spectrogram has a maximum which follows the line $`\omega =\mathrm{\Omega }_s+1`$ and vanishes along the lines $`\omega =\mathrm{\Omega }_s+1+2\pi n/T`$. In between these zero-lines the spectrogram exhibits local maxima.) The $`n`$ for the closest zero to $`\tau `$ is $`n2T/T_0`$ whereas the largest $`t_n`$ (associated with the minimum $`n`$ so that (69) has real solution) corresponds to $`nT/T_0`$. Hence there are approximately $`T/T_0`$ zeros between $`\tau `$ and the last oscillation. For $`T/T_0<1`$ there is a single major bump close to $`\tau `$, and for $`T/T_0>>1`$ there are many local maxima that “sample” the form of the envelop function (67). ### A Other time-frequency distributions The time-frequency characterization of the wave function at fixed position depends on the quasi-distribution chosen. There is nothing wrong with this non-uniqueness as long as the quasi-distribution chosen is specified. In choosing the distribution one may consider several factors. Ideally the distribution should be easy to calculate, and should not be too noisy (e.g. with wild oscillations). It may also occur that one of the distributions is naturally adapted to the way the detection experiment is performed. Let us first discuss a different type of spectrogram. The roles of time and frequency can be inverted so that instead of limiting the Fourier transform of $`\psi (t)`$ with a “square window” $$h(t)=\mathrm{\Theta }(tT/2)\mathrm{\Theta }(tT/2),$$ (70) a “short frequency Fourier transform” (sfFt) may be similarly defined for $`\widehat{\psi }(\omega )`$ by limiting the frequency integral with a window, $$g(w)=\mathrm{\Theta }(\omega \mathrm{\Delta }\omega )\mathrm{\Theta }(w\mathrm{\Delta }\omega ).$$ (71) The corresponding spectrogram, $`S^{}`$, is obtained as the square modulus of the sfFt. The two spectrograms, $`S`$ and $`S^{}`$, are however not equal because the window functions $`h`$ and $`g`$ are not Fourier transforms of each other. In particular, note that the spectrogram $`S^{}`$ may be equivalently obtained from a short frequency Fourier transform analysis for an initially sharp onset signal, or as the density that results from a source with a smooth onset (The density of $`\psi (x,t)`$ in Eq. (37) is proportional, up to a trivial normalization constant, to $`S^{}(t,\omega _0;x)`$.) As a consequence, $`S^{}(t,\omega _0)`$ peaks at $`t=0`$ after an infinite time growth whereas $`S(t,\omega _0)`$ is strictly zero at $`t<T/2`$ and its main transient part peaks around $`\tau `$. The qualitative behaviour is different because of the different window functions, even though the inequalities used here or in section III, Eqs. (57) and (36), are in fact identical if one identifies $`T=2\pi /\mathrm{\Delta }\omega `$. (Compare Figure 8 and the upper curve of Figure 4 where the values of $`\tau `$, $`T`$ and $`T_0`$ are equal.) These inequalities imply in both cases that the pole contribution can be entirely neglected at or around $`\tau `$, and that it will only be of importance at a a time that depends exponentially on $`\kappa _0x`$. We have also considered the time-frequency Wigner function. This representation separates much more clearly the saddle and pole contributions (it also associates to the later an initial time $`t=0`$ rather than $`t=\tau `$), but presents the inconvenience of a very rapidly oscillating pattern and strong interference terms. ## V Summary and discussion The time dependence of evanescent Schrödinger waves created by a point source has been investigated, combining analytical or numerical exact results and approximate expressions. The background of the former allow to test and contrast the validity of the simplified description of the later. We have also performed a time-frequency analysis of the transients which preceed the stationary regime by means of spectrograms. An important aspect of the work is the elucidation of the role played by the different parameters, in particular by the “traversal” time $`\tau `$. It is a basic parameter that determines the global shape of the wave but at this time, in semiclassical conditions $`\kappa _0x>1`$, the monochromatic front (with the main frequency of the source) is not observed in the total wave because of the dominance of the saddle point contribution. However, for the source with a sharp onset we have identified a transient front whose maximum peak arises at a time $`\tau /3^{1/2}`$. The dominant frequency of this front does not correspond to the main frequency of the source, $`\omega _0`$, but to the mean saddle point frequency (above or at the cutoff frequency). The time $`t_{tr}>\tau `$ that determines the duration of the transient, or the passage to the asymptotic regime, has also been identified. Frequency band limited sources accelerate the crossover to the stationary regime but there is still a transient dominated by the upper frequency contained in the band. The spectrogram $`S(t,\omega ;x)`$ has been also investigated to show the variation with time of the frequency components. In this representation the main contribution at the frequency $`\omega _0`$ arrives at $`x`$ around the traversal time $`\tau `$. This main contribution is a transient due to the saddle point. At an exponentially long time the pole term will eventually take over and remain as the dominant contribution in the stationary regime. In fact it is possible to see the mochromatic wave front arriving around the traversal time $`\tau `$, but only when the semiclassical conditions are abandoned, and with an accuracy which is never better than the traversal time itself. This occurs if the point source starts the emission abruptly, but also when it is switched on gradually (limiting the frequency band), or for a limited frequency band detector, whose response is modelled here with a spectrogram. The coincidence of all these cases strongly suggests that the limitation of the accuracy to measure $`\tau `$ is in fact a general property. ## ACKNOWLEDGMENTS We are indebted to Harry Thomas who through discussions during the work of Ref. has also strongly influenced the direction of this work. J. G. M. was supported by MEC (PB97-1492), and in Geneva, where most of this work was carried out, by the Swiss National Science Foundation. M.B. is supported by the Swiss National Science Foundation. ## A Integrals In this appendix we shall solve the integrals of the form $$=_{\mathrm{\Gamma }_+}𝑑k\frac{e^{i(ak^2+kb)}}{kk_0}a>0,$$ (A1) where $`\mathrm{\Gamma }_+`$ goes from $`\mathrm{}`$ to $`\mathrm{}`$ passing above the pole at $`k=k_0`$. The saddle point of the exponent is at $`k=b/2a`$ and the steepest descent path is the straight line $`k_I=(k_R+b/2a)`$. The original contour is at the border between hill and valley and can be deformed into this path, taking into account the residue of the pole when $`\mathrm{Im}(k_0)<[\mathrm{Re}(k_0)+b/2a]`$. By completing the square and introducing the new variable $$u=u(k)=\frac{1+i}{2^{1/2}}a^{1/2}(k+b/2a),$$ (A2) the integral takes the form $$=e^{i\frac{b^2}{4a}}\left\{_{\mathrm{}}^{\mathrm{}}\frac{e^{u^2}}{uu_0}𝑑u2i\pi e^{u_0^2}\mathrm{\Theta }[\mathrm{Im}(\mathrm{u}_0)]\right\}$$ (A3) where $`u_0=u(k=k_0)`$. Note that the $`u`$variable has its origin at the saddle point and its real axis corresponds to the steepest descent line. Using (B2) and (B3) it can be finally written as $$=i\pi e^{i\frac{b^2}{4a}}w(u_0).$$ (A4) ## B Properties of $`w(z)`$ The $`w`$function is an entire function defined in terms of the complementary error function as $$w(z)=e^{z^2}\mathrm{erfc}(iz).$$ (B1) $`w(z)`$ is frequently recognized by its integral expression $$w(z)=\frac{1}{i\pi }_\mathrm{\Gamma }_{}\frac{e^{u^2}}{uz}𝑑u$$ (B2) where $`\mathrm{\Gamma }_{}`$ goes from $`\mathrm{}`$ to $`\mathrm{}`$ passing below the pole at $`z`$. For $`\mathrm{Im}z>0`$ this corresponds to an integral along the real axis. For $`\mathrm{Im}z<0`$ the contribution of the residue has to be added, and for $`\mathrm{Im}z=0`$ the integral becomes the principal part contribution along the real axis plus half the residue. From (B2) two important properties are deduced, $`w(z)`$ $`=`$ $`2e^{z^2}w(z)`$ (B3) and $`w(z^{})`$ $`=`$ $`[w(z)]^{}.`$ (B4) To obtain an asymptotic series as $`z\mathrm{}`$ for $`\mathrm{Im}z>0`$ one may expand $`(uz)^1`$ around the origin (the radius of convergence is the distance from the origin to the pole, $`\|z\|`$) and integrate term by term. This provides $$w(z)\frac{i}{\sqrt{\pi }z}\left[1+\underset{m=1}{\overset{\mathrm{}}{}}\frac{13\mathrm{}(2m1)}{\left(2z^2\right)^m}\right]\mathrm{Im}z>0$$ (B5) which is a uniform expansion in the sector $`\mathrm{Im}z>0`$. For the sector $`\mathrm{Im}z<0`$ (B3) gives $$w(z)\frac{i}{\sqrt{\pi }z}\left[1+\underset{m=1}{\overset{\mathrm{}}{}}\frac{13\mathrm{}(2m1)}{\left(2z^2\right)^m}\right]+2e^{z^2},\mathrm{Im}z<0.$$ (B6) If $`z`$ is in one of the bisectors then $`z^2`$ is purely imaginary and the exponential becomes dominant. But right at the crossing of the real axis, $`\mathrm{Im}z=0`$, the exponential term is of order $`o(z^n)`$, (all $`n`$), so that (B5) and (B6) are asymptotically equivalent as $`\|z\|\mathrm{}`$. One may insist however in removing the discontinuity of the series expansion (as a function of $`z`$) around the real axis. This can be done by adding a correction to the saddle contribution that takes into account the region close to the pole in the line integral, see also the discussion in Ref. . Note that in (B5) only the region around the origin contributes. Consider now also the region around the pole, $$_{z_R\mathrm{\Delta }}^{z_R+\mathrm{\Delta }}\frac{e^{u^2}}{uz}𝑑ue^{z^2}_{z_R\mathrm{\Delta }}^{z_R+\mathrm{\Delta }}\frac{du}{uz}=e^{z^2}\mathrm{ln}\left(\frac{z_R+\mathrm{\Delta }z}{z_R\mathrm{\Delta }z}\right).$$ (B7) For large $`\|z\|`$ and in the proximity of the real axis this may be approximated by $`e^{z^2}i\pi \mathrm{sign}(z)`$ which exactly cancels the discontinuity between (B5) and (B6). ## C Time dependence of frequency band limited source The time dependence of the frequency band limited amplitude at $`x=0`$ is obtained from (34) by Fourier transform $$\psi (x=0,t)=\frac{1}{2\pi }_{\omega _0\mathrm{\Delta }\omega }^{\omega _0+\mathrm{\Delta }\omega }𝑑\omega \frac{ie^{i\omega t}}{\omega \omega _0+i0}=\frac{1}{2}e^{i\omega _0t}+\frac{1}{2\pi }𝒫_{\omega _0\mathrm{\Delta }\omega }^{\omega _0+\mathrm{\Delta }\omega }\frac{ie^{i\omega t}}{\omega \omega _0}.$$ (C1) Using the frequency $`\omega ^{}=(\omega \omega _0)t`$, $$𝒫_{\omega _0\mathrm{\Delta }\omega }^{\omega _0+\mathrm{\Delta }\omega }𝑑\omega \frac{e^{i\omega t}}{\omega \omega _0}=e^{i\omega _0t}𝒫_{t\mathrm{\Delta }\omega }^{t\mathrm{\Delta }\omega }𝑑\omega ^{}\frac{e^{i\omega ^{}}}{\omega ^{}},$$ (C2) and the principal part integral can be expressed by contour deformation in terms of combinations of exponential integrals , $$𝒫_b^a𝑑Y\frac{e^{iY}}{Y}=E_1(ib)E_1(ia)i\pi ,a,b>0,$$ (C3) where $$E_1(z)=_z^{\mathrm{}}𝑑Y\frac{e^Y}{Y},\|\mathrm{arg}z\|<\pi $$ (C4) (the contour does not cross the negative real axis). Finally, using (C3), (C1) can be written, for all $`t`$, $$\psi (x=0,t)=e^{i\omega _0t}\left\{\mathrm{\Theta }(t)\frac{1}{\pi }\mathrm{Im}[E_1(i\mathrm{\Delta }\omega t)]\right\}.$$ (C5) ## D Relativistic case Defining the dimensionless parameter $`c`$ by combining the dimensional velocity of light $`C`$, the mass and the potential constant, as $$c=C(2m/V)^{1/2},$$ (D1) the dispersion relation for a Klein-Gordon wave equation takes the form $$\mathrm{\Omega }^2=(\omega 1)^2=(c^2/2)^2+c^2k^2.$$ (D2) For evanescent conditions $`k`$ is purely imaginary, $`k=i\kappa `$. In particular for $`\omega =\omega _0`$, or $`(\mathrm{\Omega }=\mathrm{\Omega }_0)`$, $`\kappa _0`$ cannot take arbitrarily large values, $`0<\kappa _0<c/2`$, contrast this with the non-relativistic case where there is no upper limit. For a source with a sharp onset the wave function is $$\psi (x,t)=\frac{i}{2\pi }e^{it}_{\mathrm{}}^{\mathrm{}}\frac{1}{\mathrm{\Omega }\mathrm{\Omega }_0+i0}e^{i(\mathrm{\Omega }tkx)}𝑑\mathrm{\Omega },$$ (D3) which is zero for $`t<x/c`$. There are now two saddle points at $`\pm \mathrm{\Omega }_s`$ $`=`$ $`\pm {\displaystyle \frac{c^2t}{2\theta }}`$ (D4) $`\theta `$ $``$ $`(t^2x^2/c^2)^{1/2}`$ (D5) and two branch cuts. The integration contour may be deformed along the two steepest descent paths. The pole is crossed at $$\tau =\frac{x}{2\kappa _0}.$$ (D6) Note the lower bound $`x/c<\tau `$ when $`\mathrm{\Omega }0`$ (or $`\kappa _0c/2`$). Consequently the traversal time is strictly limited by the velocity of light . We shall only discuss the contribution from the saddle at $`+\mathrm{\Omega }_s`$ corresponding to the excitation of particles , $$\psi _s^+(x,t)=\frac{ix}{c^2t}\left(\frac{i}{\pi \theta }\right)^{1/2}\frac{\mathrm{\Omega }_s}{\mathrm{\Omega }_s+\mathrm{\Omega }_0}e^{i[t+\frac{c}{2}(c^2t^2x^2)^{1/2}]}\mathrm{\Theta }(ctx).$$ (D7) Linearizing the square root of the exponent to evaluate the short time Fourier transform of the saddle wave function (D7), one obtains $$S_s(t,\omega ;x)=\frac{2x^2}{\pi ^2Tc^4t^2\theta }\frac{\mathrm{\Omega }_s^2}{(\mathrm{\Omega }_s+\mathrm{\Omega }_0)^2}\frac{\mathrm{sin}^2[(\mathrm{\Omega }\mathrm{\Omega }_0)T/2]}{(\mathrm{\Omega }\mathrm{\Omega }_s)^2}(t>T/2+x/c).$$ (D8) In this case the maximum of the envelop as a function of $`t`$ is given by $$t_{en}=\frac{\tau }{3^{1/2}}\left[1+3\left(\frac{\mathrm{\Omega }_0^2}{c^2/2}\right)^2\right]^{1/2}.$$ (D9) Because of the dispersion relation $`\mathrm{\Omega }_0c^2/2`$ in the evanescent case, it follows that $`t_{en}`$ is bounded by $`\tau /3^{1/2}`$ and $`(4/3^{1/2})\tau `$. Figure Captions 1. Decimal logarithm of the amplified density, $`A=\|\psi (x,t)\|^2\mathrm{exp}(2\kappa _0x)`$, versus time for a signal emitted by a source located at $`x=0`$ with frequency $`\omega _0=0.5`$, and observed at $`x=7,14,21`$ (solid, dotted, and dotted-dashed lines). Noticeable for $`x=7`$ is the contribution of the saddle point solution $`\psi _s`$ (dashed line) in comparison with the exact solution $`\psi `$. At $`x=14,21`$ the exact wave function $`\psi `$ and the saddle point solution $`\psi _s`$ are indistinguishable on the scale of the figure. 2. Evolution of the average instantaneous frequency $`\overline{\omega }`$, saddle point frequency $`\omega _s`$, and signal frequency $`\omega _0`$ versus time (solid, dashed and dotted lines) for $`x=7`$ and $`\omega _0=0.5`$. The circle marks the time $`t_{tr}`$ at which the pole contribution and saddle point contribution are equal in magnitude. 3. Decimal logarithm of the amplified density, $`A=\|\psi (x,t)\|^2\mathrm{exp}(2\kappa _0x)`$, versus time for $`x=0.05`$ and $`x=0.45`$ (solid and dashed thick lines respectively). The approximations provided by the saddle point solution $`\psi _s`$ are also shown (solid and dashed thin lines). $`\omega _0=0.5`$. The empty and filled squares mark the values of the traversal time $`\tau `$ for $`x=0.05`$ and $`x=0.45`$ respectively. 4. Decimal logarithm of the amplified density, $`A=\|\psi (x,t)\|^2\mathrm{exp}(2\kappa _0x)`$, for the frequency band limited source and of the approximate solution $`\|D_+^0\|^2`$ versus time (solid and dashed lines respectively), for $`x=50`$ (lower set), and $`x=135`$ (upper set). $`\omega _0=0.5`$, $`\mathrm{\Delta }\omega =0.12`$. 5. Decimal logarithm of the amplified density, $`A=\|\psi (x,t)\|^2\mathrm{exp}(2\kappa _0x)`$, of the approximations $`\|D_+\|^2`$ and $`\|D_+^0\|^2`$ versus time (solid, dashed and dotted lines respectively), for $`x=13.5`$. The square marks the value of $`\tau `$. $`\omega _0=0.5`$, $`\mathrm{\Delta }\omega =0.12`$ 6. Frequency evolution $`\overline{\omega }`$, $`\omega _s`$, and $`\omega _0`$ versus time (solid, dashed and dotted lines) of the frequency band limited source for $`x=13.5`$, $`\omega _0=0.5`$, and $`\mathrm{\Delta }\omega =0.12`$ 7. Contour map of the spectrogram for $`\omega _0=0.5`$, $`T=52.36`$, $`x=135`$. Notice the transition from the kinetic to the potential regime and the side wings around the main peak. 8. Spectrogram $`S(t,\omega =0,5)`$ for $`\omega _0=0.5`$, $`T=52.36`$, $`x=135`$. The square marks the value of $`\tau =95.4`$. (This is the period that corresponds to $`\mathrm{\Delta }\omega =0.12`$ in Figure D) $`T_0=12.57`$. 9. Spectrogram $`S(t,\omega =0,5)`$ for $`\omega _0=0.5`$, $`T=12.57`$, $`x=135`$. The square marks the value of $`\tau =95.4`$. $`T_0=12.57`$.
warning/0001/gr-qc0001019.html	ar5iv	text	# Acknowledgments ## Acknowledgments We have benefited from discussions with Carlos Nuñez, Per Kraus, Yogi Srivastava, and John Swain. This work was partially supported by CONICET.
warning/0001/hep-th0001088.html	ar5iv	text	# Mesoscopic Fluctuations in Stochastic Spacetime ## 1 Introduction ### 1.1 Metric fluctuations in semiclassical gravity Since Einstein-Hilbert action is insensitive to fluctuations near the Planck scale, we expect large fluctuations in this regime to occur which may require the reconsideration of the concept of microstructure of spacetime itself. The concept of metric fluctuations thus introduced originally by Wheeler have been studied and modified in various different contexts. Spacetime foams or other string theory motivated microstructure of spacetime can be treated as possible stochastic sources . Since those fluctuations become dominant only near the Planck scale and cannot be directly observable, it is important to identify their possible influence on the matter fields propagating in such a background with the energy much lower than the Planck value which is possibly detectable by high energy astrophysical observation. Since quantum gravity is still an unsolved problem, in the conventional semiclassical gravity, a spacetime is left unquantized . The recent study in semiclassical gravity, however, reveals many pathological features in this approach. One of the most serious problems is the violation of positive energy theorem due to large quantum fluctuations which leads to the violation of causality by allowing the creation of traversable wormholes . It is also noticed that the positivity can be recovered by imposing the additional smearing in the case of Minkowski spacetime . This smearing, originated in the microscopic quantum fluctuations, may also cure other problems such as initial or blackhole singularity problems. Other studies also suggest that the small stochastic fluctuations of spacetime metric lying on the deterministic background spactime are not only the useful phenomenological modification of semiclassical Einstein equation but also the inevitable consequence of the more fundamental processes or of the backreaction induced by matter fluctuations . In an astrophysical context, squeezed states, evolved from primordial gravitational waves by parametric amplification during the cosmological expansion , are considered to be one of the origins of the stochastic gravitational waves believed to exist in the present universe. Whether or not the trace of such primodial fluctuations as the quatum noise lies within the detectable range of the Laser Interferometric Gravitational Wave Observatory detector (LIGO) is the curious question under debate . ### 1.2 Semiclassical gravity and mesoscopic physics Semiclassical gravity, though far different in energy scale, shares many common features with mesoscopic physics . The quantum transport properties of metallic systems are known to be divided into several different regimes depending on the qualitatively different contribution of scatterers. For the length scale less than the mean free path $`l_M`$, the wave propagates ballistically similar to the free coherent wave; for the length scale larger than the coherence length $`L_{coh}`$, the scale at which the mutual coherence of waves is lost due to inelastic scattering, the classical Boltzmann transport theory is valid. In the mesoscopic scale $`l_M<L<L_{coh}`$, multiple scattering has to be taken into account and the coherence between different paths becomes important. The effect of the environment has to be taken into account and the dissipation and decoherence due to inelastic scattering play an important role. Furthermore, in the mesoscopic regime close to $`L_{coh}`$, the quantum-classical correspondence of the propagating wave becomes relevant; in the same regime close to $`l_M`$, possible influence of the microscopic constituent of a medium will manifest itself on the transport properties of the wave. Owing to the recent progress in nanoscale technology , many phenomena in this regime are amenable to experiments. In light of this analogy, various effects associated with the electromagnetic wave propagation in the Friedmann-Robertson-Walker universe and the Schwarzschild spacetime with metric stochasticity were studied in based on the formal equivalence of the Maxwell’s equations in a stochastic spacetime with those in random media. Localization of photon and anomalous particle creation can occur in such stochastic spacetimes. In this paper, we show that the scalar and spinor fields propagating in a stochastic Minkowski spacetime can be considered as the electrons propagating in a disordered potential. The randomness couples to the frequency of the wave additively for the conformal metric fluctuations. Thus the effect of the stochasticity resembles that of a random potential. We use the closed time path formalism that allows us to study equilibrium and nonequilibrium quantum field theory in the unified framework . The closed time path partition function is defined for the stochastic quantum system from which we obtain the effective interaction between fundamental fields in the form of a four point vertex after averaging over stochasticity. Diagonalization of the matrix Green function is employed. This is an essential step to make use of the nonlinear sigma model developed for the disordered transport problem . We use the Hubbard-Storatonovich transformation and write the collective excitations in terms of auxiliary fields. The conductance and its fluctuations are expressed by these auxiliary fields. The paper is organized as follows: In Sec. 2, we start from showing that the effects of conformal metric fluctuations on scalar and Dirac fields can be simply represented by the effects of a fluctuating mass. In Sec. 3, we develop the nonlinear sigma model to express higher order fluctuations of fundamental fields in terms of the correlation function of collective fields. The conductance associated with propagation of particles in such a spacetime can be defined analogous to the one in electric circuits by the Kubo formula as the correlation function of currents. Similar to the mesoscopic quantum transport problem, we show that the conductance fluctuations are universal, independent of the size of the stochastic region and the amount of stochasticity initially assumed. The amplitude of the conductance fluctuations is constant upto the leading order in the weak disorder expansion. In Sec. 4, the summary of results is given followed by brief discussions. ## 2 Wave Propagation in Stochastic Spacetimes ### 2.1 Scalar and Dirac fields in stochastic spacetimes The Lagrangian density for the complex free scalar field in curved spacetime has the form $`_𝒮=\sqrt{g}[g_{\mu \nu }^\mu \varphi ^{}^\nu \varphi (m_S^2+\xi R)\varphi ^2],`$ (1) where $`\xi `$ is a dimensionless nonminimal coupling parameter. $`\xi =1/6`$ is called conformal coupling and $`\xi =0`$ is minimal coupling. In the presence of a slight amount of inhomogeneity in a flat spacetime background characterized by $`g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu }`$, the Lagrangian given above can be split into the flat space term and the perturbation term as $`_S=_{S0}+_{SI}`$: $`_{S0}=\eta ^{\mu \nu }_\mu \varphi ^{}_\nu \varphi m_S^2\varphi ^2`$ (2) and $`_{SI}=T_S^{\mu \nu }h_{\mu \nu }`$, where $`T_S^{\mu \nu }`$ is the stress-energy tensor. In a conformal coupling case ($`\xi =1/6`$), the action Eq. (1) is conformally invariant except for the mass term. Thus, a conformal type of metric fluctuations can be attributed to the effect of a fluctuating mass. Accordingly if we write the stress-energy tensor in the following form $`T_S^{\mu \nu }`$ $`=`$ $`^\mu \varphi ^{}^\nu \varphi {\displaystyle \frac{1}{2}}\eta ^{\mu \nu }[\eta ^{\lambda \rho }_\lambda \varphi ^{}_\rho \varphi +m_S^2\varphi ^2]2\xi [^\mu \varphi ^{}^\nu \varphi \eta ^{\mu \nu }\eta ^{\lambda \rho }_\lambda \varphi ^{}_\rho \varphi `$ (3) $`+`$ $`\varphi ^{}^\mu ^\nu \varphi {\displaystyle \frac{1}{4}}\eta ^{\mu \nu }\varphi ^{}\mathrm{}\varphi {\displaystyle \frac{3}{4}}\eta ^{\mu \nu }m_S^2\varphi ^2]`$ for an isotropic and conformal type of stochasticity $`g_{\mu \nu }=\eta _{\mu \nu }e^{v(x)}\eta _{\mu \nu }+\eta _{\mu \nu }v(x)`$, where $`v(x)`$ is a stochastic field, the interaction term can be simply written as $`_{SI}=m_S^2v(x)\varphi ^2(x).`$ (4) In this case the total Hamiltonian is given by $`H`$ $`=`$ $`{\displaystyle d^3x[\pi ^2+(\varphi )^2+m_S^2\varphi ^2+m_S^2v(x)\varphi ^2]},`$ (5) or in a momentum representation, $`H`$ $`=`$ $`{\displaystyle \underset{p}{}}[\varphi (p)(p^2+m_S^2)\varphi (p)+m_S^2{\displaystyle \underset{q}{}}v(q)\varphi (p)\varphi (p+q)].`$ (6) Furthermore, if we restrict our case to elastic scattering, we have $`H`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{p}}{}}[\varphi (\stackrel{}{p})(\stackrel{}{p}^2+m_S^2\omega ^2)\varphi (\stackrel{}{p})+m_S^2{\displaystyle \underset{\stackrel{}{q}}{}}v(\stackrel{}{q})\varphi (\stackrel{}{p})\varphi (\stackrel{}{p}+\stackrel{}{q})],`$ (7) where $`\omega p^0`$. This has the form equivalent to electron propagation in a disordered potential. The equation of motion in this model will be $`^2\varphi +(\omega ^2m_S^2)\varphi +v_S(x)\varphi =0,`$ (8) where $`v_S(x)m_S^2v(x)`$. Comparing Eq. (8) with the equation of motion for the electromagnetic wave $`^2\varphi +\omega ^2\varphi \omega ^2v_S(x)\varphi =0,`$ (9) we see that the randomness couples additively to the frequency in the scalar wave, whereas it couples multiplicatively in the electromagnetic wave. Since the electromagnetic wave obeys Maxwell’s equations which are conformally-invariant, the equation of motion is rather similar to that of wave propagation in random media. While for the scalar wave subjected to conformal metric fluctuations, the equation of motion has the form of massive particles in a random potential. We expect that the property of fields under the influence of more general types of metric fluctuations will possess both aspects. The difference of the form between Eq. (8) and Eq. (9) leads to the different density of states and transport properties. We also point out that although the restriction of the metric fluctuations to the conformal type simplifies the arguments significantly, many arguments in the rest of the paper is applicable to the more general class of fluctuations. The Lagrangian density for the Dirac field in curved spacetime has the form $`_D=b\left[{\displaystyle \frac{i}{2}}\overline{\psi }\overline{)}\psi m_D\overline{\psi }\psi \right],`$ (10) where $`\overline{)}\gamma _a^a`$, $`\gamma ^ab_\mu ^a\gamma ^\mu `$, and $`b=detb_a^\mu `$ for vierbein fields $`b_a^\mu `$. The Lagrangian given above splits into the flat space contribution and the perturbation term as $`=_{D0}+_{DI}`$ similar to the scalar field case: $`_{D0}={\displaystyle \frac{i}{2}}\overline{\psi }\overline{)}\psi m_D\overline{\psi }\psi `$ (11) and $`_{DI}=T_D^{\mu \nu }h_{\mu \nu }`$, where $`T_D^{\mu \nu }`$ is the stress energy tensor that can be written as $`T_D^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left[\overline{\psi }\gamma ^\mu ^\nu \psi ^\nu \overline{\psi }\gamma ^\mu \psi \right].`$ (12) For a massless Dirac field, the action Eq. (10) is conformally invariant. Thus, a conformal type of metric fluctuations can also be considered as the effect of fluctuating mass as in the scalar field. For an isotropic, conformal type of stochasticity $`v(x)`$ defined above, the interaction term can be manifestly given as $`_{DI}={\displaystyle \frac{i}{2}}v(x)\overline{\psi }(x)\overline{)}\psi (x)=m_Dv(x)\overline{\psi }(x)\psi (x),`$ (13) where we used the equation of motion to obtain the second expression. The equation of motion in this model will be $`\left(i\overline{)}m_Dv_D(x)\right)\psi (x)=0,`$ (14) where $`v_D(x)m_Dv(x)`$. The corresponding equations for Green functions are $`(\mathrm{}+m_S^2+v_S(x))G(x,x^{})=\delta ^4(xx^{})\text{ for a scalar field},`$ (15) $`\left(i\overline{)}m_Dv_D(x)\right)S(x,x^{})=\delta ^4(xx^{})\text{ for a Dirac field}.`$ (16) We expect that the autocorrelation functions of the stochastic fields have the following forms: $`\mathrm{\Delta }_S(xy)`$ $`=`$ $`v_S(x)v_S(y)=u_S_L(\|\stackrel{}{x}\stackrel{}{x^{}}\|/L)_T(\|tt^{}\|/T),`$ $`\mathrm{\Delta }_D(xy)`$ $`=`$ $`v_D(x)v_D(y)=u_D_L(\|\stackrel{}{x}\stackrel{}{x^{}}\|/L)_T(\|tt^{}\|/T),`$ (17) where $`_L`$ and $`_T`$ are rapidly decaying functions and $`L`$ and $`T`$ are characteristic correlation ranges of the stochastic field in space and time, respectively. $`L`$ and $`T`$ can be regarded as minimum length and time appeared as a result of coarse graining of microscopic dynamics characterizing the finite resolution of spacetime. The functions $`_L`$ and $`_T`$ are normalized such that $`_Ld^3x=_T𝑑t=1`$. For a possible choice of the form of fluctuations, $`v(x)v(y)={\displaystyle \frac{l_{pl}^\alpha }{\|\stackrel{}{x}\stackrel{}{x^{}}\|^\alpha }}e^{\|\stackrel{}{x}\stackrel{}{x^{}}\|/l_{pl}}`$ (18) for a constant $`\alpha `$, where $`L=l_{pl}=1.6\times 10^{33}`$ cm is the Planck length, we have $`u_S=4\pi m_S^4l_{pl}^3,`$ (19) independent of $`\alpha `$. The disorder-averaged retarded (advanced) Green function $`G_{R(A)}(p,p^{})=G_{R(A)}(p)`$ can be written in the form $`G_{R(A)}(p)={\displaystyle \frac{1}{p^2m_R^2i\text{ sign}(p_0)\mathrm{\Sigma }_I(p)}},`$ (20) where $`m_R`$ is a renormalized mass and $`\mathrm{\Sigma }_I(p)`$ is an imaginary part of the self energy. The upper (lower) sign corresponds to the retarded (advanced) Green function. For the stochastic field that obeys Eq. (18), $`v(x)`$ can be approximated as a white noise potential if $`\|\stackrel{}{p}\|<<M_{pl}`$, where $`M_{pl}=10^{19}`$ GeV is a Planck mass. Consequently, the self energy $`\mathrm{\Sigma }_I(p)`$ is independent of the momentum and depends only on the frequency in such a limit. That is, the low energy elastic scattering is insensitive to the length scale that characterizes the fine structure of the medium. In this limit, the effect of the medium is to renormalize the frequency of the wave propagating through it. The real part of the self energy can be absorbed in the frequency term in this limit and will not be considered in this paper. Such a medium is called the effective medium. Under this condition, the mean free path of this system is given by $`l_M=4\pi /u_S`$ in the Born approximation. Combining with Eq. (19), we obtain $`l_M=m_S^4l_{pl}^3`$. For a mass $`m_S`$ much smaller than the Planck mass ( $`m_S<<M_{pl}`$), this naive calculation illustrates that the mean free path is much larger than the Planck length ($`l_M>>l_{pl}`$). Similar results hold for the spinor field as well. The coherence length $`L_{coh}`$, on the other hand, is determined by many factors including the other possible interactions, the time dependence in the randomness, and external fields and will not be specified here. ## 3 Mesoscopic Effects in Stochastic Minkowski Spacetime In this section, we consider quantization of the noninteracting scalar field that obeys the stochastic equation of motion discussed in the last section. The parallel argument for the Dirac field is given in Appendix A. The stochastic action for the scalar field has the form $`S_{v_S}[\varphi ,\varphi ^{}]={\displaystyle d^4x\left[^\mu \varphi ^{}_\mu \varphi m_S^2\varphi ^2v_S\varphi ^2\right]}.`$ (21) This action is invariant under the global $`U(1)`$ gauge transformation $`\varphi (x)`$ $``$ $`e^{i\theta }\varphi (x),`$ $`\varphi ^{}(x)`$ $``$ $`\varphi ^{}(x)e^{i\theta }.`$ (22) The corresponding Noether current is $`J_\mu (x)=i\varphi ^{}_\mu \varphi i_\mu \varphi ^{}\varphi .`$ (23) ### 3.1 Closed time path formalism for the stochastic system The quantization of the stochastic system described in Eq. (9) can be treated in the closed time path formalism. Here we assume that the whole system consists of a complex scalar quantum field $`\varphi `$ and a classical stochastic field $`v_S`$. Then the density matrix for the whole system is given by $`\rho _S[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},v_S,t]=\varphi _1,\varphi _1^{},v_S\|\widehat{\rho _S}(t)\|\varphi _2,\varphi _2^{},v_S,`$ (24) where $`\|\varphi ,\varphi ^{},v_S`$ is an eigenstate of the field operator $`\widehat{\varphi }`$ for a particular realization of $`v_S`$ such that $`\widehat{\varphi }(x)\|\varphi ,\varphi ^{},v_S`$ $`=`$ $`\varphi (x)\|\varphi ,\varphi ^{},v_S.`$ (25) To obtain the reduced density matrix $`\rho _S[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},t]`$ for the system, we average over $`v_S`$ as $`\rho _S[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},t]=\rho _S[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},v_S,t]_v.`$ (26) The closed time path partition function for this system is given by $`Z[J,J^{},v_S]`$ $`=`$ $`{\displaystyle 𝑑\varphi _f𝑑\varphi _f^{}0_{}\|\stackrel{~}{T}\mathrm{exp}\left[iJ_2\widehat{\varphi }\right]\|\varphi _f,\varphi _f^{},v_S}`$ (27) $`\times `$ $`\varphi _f,\varphi _f^{},v_S\|T\mathrm{exp}\left[iJ_1\widehat{\varphi }\right]\|0_{}`$ $`=`$ $`{\displaystyle 𝑑\varphi _f𝑑\varphi _f^{}D\varphi _1D\varphi _1^{}D\varphi _2D\varphi _2^{}\mathrm{exp}\left[i(S[\varphi _1,\varphi _1^{}]S[\varphi _2,\varphi _2^{}]+J_1\varphi _1J_2\varphi _2)\right]}`$ $`\times \mathrm{exp}\left[i(S_I[\varphi _1,\varphi _1^{},v_S]S_I[\varphi _2,\varphi _2^{},v_S])\right]`$ for $`\widehat{\rho _S}(t_i)=\|0_{}0_{}\|`$ and $`S_I[\varphi ,\varphi ^{},v_S]d^4xv_S\varphi ^2`$, $`J\varphi d^4x\left[J^{}(x)\varphi (x)+\varphi ^{}(x)J(x)\right]`$ and $`\stackrel{~}{T}`$ denotes an anti-time-ordered product. The path integral above is defined along the two paths, one forward in time and the other backward in time (Figure 1). For an arbitrary initial state given by $`\rho _S[\varphi _{1i},\varphi _{1i}^{},\varphi _{2i},\varphi _{2i}^{}]`$, the partition function takes the form $`Z[J,J^{},v_S]`$ $`=`$ $`{\displaystyle 𝑑\varphi _f𝑑\varphi _f^{}D\varphi _1D\varphi _1^{}D\varphi _2D\varphi _2^{}\mathrm{exp}\left[i(S[\varphi _1,\varphi _1^{}]S[\varphi _2,\varphi _2^{}]+J_1\varphi _1J_2\varphi _2)\right]}`$ (28) $`\times `$ $`\rho _S[\varphi _{1i},\varphi _{1i}^{},\varphi _{2i},\varphi _{2i}^{}]F[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},v_S],`$ where $`F[\varphi _1,\varphi _1^{},\varphi _2,\varphi _2^{},v_S]=\mathrm{exp}\left[i(S_I[\varphi _1,\varphi _1^{},v_S]S_I[\varphi _2,\varphi _2^{},v_S])\right]`$ (29) is a stochastic influence functional. In the absence of the stochastic field, $`Z[J,J^{}]`$ $`=`$ $`{\displaystyle 𝑑\varphi _f𝑑\varphi _f^{}D\varphi _1D\varphi _1^{}D\varphi _2D\varphi _2^{}\mathrm{exp}\left[i(S[\varphi _1,\varphi _1^{}]S[\varphi _2,\varphi _2^{}]+J_1\varphi _1J_2\varphi _2)\right]}`$ (30) $`\times `$ $`\rho _S[\varphi _{1i},\varphi _{1i}^{},\varphi _{2i},\varphi _{2i}^{}]=\mathrm{exp}\left[iJ^{}GJ\right],`$ where now the Green function $`G`$ acquired the $`2\times 2`$ matrix structure as $`G=\left(\begin{array}{cc}G_{11}& G_{12}\\ G_{21}& G_{22}\end{array}\right)`$ (33) and $`J^{}=(J_1^{},J_2^{})`$. For an initial thermally equilibrium state with the temperature $`T=1/\beta `$, each component of the matrix Green function in the momentum representation is given by $`G_{11}(p)`$ $`=`$ $`G_{22}^{}(p)=\theta (p_0)G_F(p)+\theta (p_0)G_F^{}(p)2\pi i\text{sign}(p_0)n_B(p)\delta (p^2m_S^2),`$ $`G_{12}(p)`$ $`=`$ $`2\pi i\text{sign}(p_0)n_B(p)\delta (p^2m_S^2),`$ $`G_{21}(p)`$ $`=`$ $`2\pi i\text{sign}(p_0)e^{\beta (p_0\mu )}n_B(p)\delta (p^2m_S^2),`$ (34) where $`G_F(p)=(p^2m_S^2+iϵ)^1`$ is the vacuum Feynman propagator, $`n_B(p)(e^{\beta (p_0\mu )}1)^1`$ is the Bose distribution function, and $`\mu `$ is the chemical potential. $`G`$ can be diagonalized by multiplying matrices $`u_B`$ from each side as $`G=u_BG_du_B^1\eta `$, where $`G_d=\left(\begin{array}{cc}G_R& 0\\ 0& G_A\end{array}\right),`$ (37) where $`G_R`$ and $`G_A`$ are retarded and advanced Green functions, respectively. Here $`u_B(p)`$ is the thermal Bogoliubov matrix and $`\eta `$ is the $`2\times 2`$ Lorentz matrix which have the following forms, $`u_B(p)=\sqrt{n_B(p)}e^{\beta (p_0\mu )/2}\left(\begin{array}{cc}1& e^{\beta (p_0\mu )}\\ 1& 1\end{array}\right)\text{and}\eta =\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).`$ (42) Defining the thermal doublet $`\varphi =(\varphi _1,\varphi _2)`$ and its conjugate $`\overline{\varphi }(\varphi _1^{},\varphi _2^{})\eta `$, we can write $`\varphi ^{}G^1\varphi `$ $`=`$ $`\varphi ^{}\eta u_BG_d^1u_B^1\varphi `$ (43) $`=`$ $`\overline{\varphi }u_BG_d^1u_B^1\varphi .`$ By redefining the field variables by global Bogoliubov transformations $`u_B^1\varphi \varphi `$ and $`\overline{\varphi }u_B\overline{\varphi }`$, one can write the partition function in Eq. (30) as $`Z[J,\overline{J}]`$ $`=`$ $`{\displaystyle D\overline{\varphi }D\varphi \mathrm{exp}\left[iS_0[\varphi ,\overline{\varphi }]+i\overline{J}\varphi +i\overline{\varphi }J\right]\rho _S[\varphi _i,\overline{\varphi _i}]},`$ where $`S_0[\varphi ,\overline{\varphi }]`$ $`=`$ $`\overline{\varphi }G_d^1\varphi `$ (45) $`=`$ $`{\displaystyle d^3x𝑑\omega \left[\overline{\varphi }(x,\omega )\left(\omega ^2+\stackrel{}{}^2m_S^2+iϵ(\omega )\eta \right)\varphi (x,\omega )\right]}.`$ Here $`ϵ(\omega )ϵ\times \text{sign}(\omega )`$ for some infinitesimal constant $`ϵ`$. When the stochastic field $`v_S`$ has no time dependence as in Eq. (7), the close time path action is given by $`S_{v_S}[\varphi ,\overline{\varphi }]`$ $`=`$ $`{\displaystyle d^3x𝑑\omega \left[\overline{\varphi }(\stackrel{}{x},\omega )\left(\omega ^2+\stackrel{}{}^2m_S^2v_S(\stackrel{}{x})+iϵ(\omega )\eta \right)\varphi (\stackrel{}{x},\omega )\right]}.`$ Next we express the Green function and the partition function for the scalar field in terms of the nonlinear sigma model. After averaging out the partition function in Eq. (28) without the source term with respect to the stochastic potential $`v_S`$ which obeys the following Gaussian probability distribution $`P[v_S]=𝒩\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle d^4xd^4yv_S(x)\mathrm{\Delta }_S^1(xy)v_S(y)}\right]`$ (46) with the normalization constant $`𝒩`$, we obtain the reduced action $`Z=Z[v_S]_{v_S}`$ $`=`$ $`{\displaystyle Dv_SP[v_S]D\overline{\varphi }D\varphi \mathrm{exp}\left[iS_{v_S}[\overline{\varphi },\varphi ]\right]}`$ (47) $`=`$ $`{\displaystyle D\overline{\varphi }D\varphi \mathrm{exp}\left[iS_0[\overline{\varphi },\varphi ]+iS_I[\overline{\varphi },\varphi ]\right]},`$ where $`S_I[\overline{\varphi },\varphi ]`$ $`=`$ $`{\displaystyle \frac{i}{2}}{\displaystyle d^4xd^4y\overline{\varphi }(x)\varphi (x)\mathrm{\Delta }_S(xy)\overline{\varphi }(y)\varphi (y)}.`$ (48) Note that for a local correlation $`\mathrm{\Delta }_S(xy)\delta ^4(xy)`$, we obtain the effective $`\varphi ^4`$ theory similar to the one obtained from spacetime foam . Now we extract the slow modes by the Hubbard-Stratonovich transformation. Introducing the auxiliary bilocal matrix field $`\sigma (x,y)`$ as $`e^{iS_I[\overline{\varphi },\varphi ]}`$ $`=`$ (49) $`{\displaystyle D\sigma }`$ $`\mathrm{exp}`$ $`[{\displaystyle \frac{1}{2}}{\displaystyle d^4xd^4y\text{Tr}[\sigma (x,y)\mathrm{\Delta }_S^1(xy)\sigma (y,x)]}]\mathrm{exp}\left[iS_{HS}[\sigma ,\overline{\varphi },\varphi ]\right],`$ where $`S_{HS}[\sigma ,\overline{\varphi },\varphi ]={\displaystyle d^4xd^4y\overline{\varphi }(x)\sigma (x,y)\varphi (y)}`$ (50) and the trace is taken over thermal indices. The partition function can be written as $`Z={\displaystyle D\sigma D\overline{\varphi }D\varphi \mathrm{exp}\left[\frac{1}{2}\text{Tr}[\sigma \mathrm{\Delta }_S^1\sigma ]\right]\mathrm{exp}\left[iS_0[\overline{\varphi },\varphi ]+iS_{HS}[\sigma ,\overline{\varphi },\varphi ]\right]},`$ (51) where $`\sigma `$ is Hermitian by construction, i.e. $`\sigma ^{}(xy)=\sigma (yx)`$. In energy representation, Eq. (42) becomes $`S_{HS}[\sigma ,\overline{\varphi },\varphi ]={\displaystyle d^3xd^3x^{}\frac{d\omega }{2\pi }\frac{d\omega ^{}}{2\pi }\overline{\varphi }(\stackrel{}{x},\omega )\sigma _{\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\varphi (\stackrel{}{x^{}},\omega ^{})}`$ (52) and $`S_0[\overline{\varphi },\varphi ]+S_{HS}[\sigma ,\overline{\varphi },\varphi ]`$ $`=`$ (53) $`{\displaystyle }d^3xd^3x^{}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \frac{d\omega ^{}}{2\pi }}\overline{\varphi }(\stackrel{}{x},\omega )[(\omega ^2`$ $`+`$ $`\stackrel{}{}^2m_S^2+iϵ(\omega )\eta )\delta (\stackrel{}{x}\stackrel{}{x^{}})\delta (\omega \omega ^{})\sigma _{\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})]\varphi (\stackrel{}{x^{}},\omega ^{}).`$ After integrating out $`\overline{\varphi }`$ and $`\varphi `$, we obtain $`Z`$ $`=`$ $`{\displaystyle D\sigma \mathrm{exp}\left[\frac{1}{2}\text{Tr}[\sigma \mathrm{\Delta }_S^1\sigma ]\right]}`$ (54) $`\times `$ $`\mathrm{exp}`$ $`\left[{\displaystyle d^3xd^3x^{}\frac{d\omega }{2\pi }\frac{d\omega ^{}}{2\pi }\text{Tr}\mathrm{log}\left[\left(\omega ^2+\stackrel{}{}^2m_S^2+iϵ(\omega )\eta \right)\delta (\stackrel{}{x}\stackrel{}{x^{}})\delta (\omega \omega ^{})\sigma _{\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\right]}\right].`$ The nonlinear sigma model is commonly used in many different areas in physics to study collective excitations and the dynamical symmetry breaking property of the system. Nevertheless it has not been studied previously in the closed time path method in detail. When applied to the disordered systems, it is required that all the fermion loop diagrams will cancell in order to include the effects of elastic scattering due to impurity which carries no energy. Such techniques as replica formalism or supersymmetric extension are commonly used for this purpose. A general class of real time path ordered methods is also known to have such a property owing to the energy integral. The closed time path formalism employed here has the advantage compared to other methods in that it is naturally extensible to the nonequilibrium setting. The trace part in Eq. (54) can be expanded in terms of the $`\sigma `$ field as Tr $`\mathrm{log}`$ $`\{\left(\omega ^2+\stackrel{}{}^2m_S^2+iϵ(\omega )\eta \right)\delta (\omega \omega ^{})\delta (\stackrel{}{x}\stackrel{}{x^{}})\sigma _{\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\}`$ (55) $`=`$ $`\text{Tr}\mathrm{log}\left[G^1\sigma \right]`$ $`=`$ $`\text{Tr}\mathrm{log}\left[G^1\right]+{\displaystyle \underset{n=1}{}}{\displaystyle \frac{(1)^n}{n}}\text{Tr}\left[G\sigma \right]^n,`$ where $`G(x,x^{})(\mathrm{}+m_S^2)^1`$ is the free boson propagator. Now we assume that the spatial correlation of disorder decays sufficiently fast so that the $`\sigma `$ field can be treated as a local field variable in space. This implies that the stochastic potential $`v_S`$ has the time-independent form $`P[v_S]=𝒩\mathrm{exp}\left[{\displaystyle \frac{1}{2u_S}}{\displaystyle d^3xv_S^2(\stackrel{}{x})}\right].`$ (56) In this case the partition function is reduced to $`Z`$ $`=`$ $`{\displaystyle D\sigma \mathrm{exp}\left[\frac{1}{2u_S}d^3x\text{Tr}\sigma ^2(\stackrel{}{x})\right]}`$ $`\times `$ $`\mathrm{exp}\left[{\displaystyle d^3x\frac{d\omega }{2\pi }\frac{d\omega ^{}}{2\pi }\text{Tr}\mathrm{log}\{\left(\omega ^2+\stackrel{}{}^2m_S^2+iϵ(\omega )\eta \right)\delta (\omega \omega ^{})\sigma _{\omega \omega ^{}}(\stackrel{}{x})\}}\right].`$ The equation of motion obtained from Eq. (3.1) corresponds to the one obtained from the coherent potential approximation: $`\sigma _{\omega \omega ^{}}(\stackrel{}{P})={\displaystyle \frac{u_S}{\omega ^2\stackrel{}{P}^2m_S^2+iϵ(\omega )\eta \sigma _{\omega \omega ^{}}(\stackrel{}{P})}}.`$ (58) The real part of the $`\sigma `$ field gives the mass and frequency renormalization and will not be considered hereafter. The imaginary part of the $`\sigma `$ field $`\sigma _I(\omega )`$ gives the scattering rate. Writing the homogeneous solution of Eq. (58) as $`\sigma _{\omega \omega ^{}}(\stackrel{}{P})=i\sigma _I(\omega )\text{sign}(\omega )\delta (\stackrel{}{P})\delta (\omega \omega ^{})`$, one obtains the relation $`\sigma _I(\omega )={\displaystyle \frac{u_S\pi N(\omega )}{2\|\omega \|}},`$ (59) where $`N(\omega )`$ is the density of states of the scalar field. The quadratic term in Eq. (55) can be written as $`{\displaystyle \frac{1}{2}}{\displaystyle d^3x_1d^3y_1d^3x_2d^3y_2\frac{d\omega }{2\pi }\frac{d\omega ^{}}{2\pi }\text{Tr}\left[G^{aa}(\stackrel{}{x}_1,\stackrel{}{y}_1,\omega )\sigma _{\omega \omega ^{}}^{ab}(\stackrel{}{y_1},\stackrel{}{x_2})G^{bb}(\stackrel{}{x}_2,\stackrel{}{y}_2,\omega ^{})\sigma _{\omega ^{}\omega }^{ba}(\stackrel{}{y_2},\stackrel{}{x_1})\right]}.`$ (60) In the momentum representation, the above expression becomes $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{d^4k}{(2\pi )^4}\text{Tr}\left[G^{bb}(k+\frac{P}{2})\sigma _k^{ba}(P)G^{aa}(k\frac{P}{2})\sigma _k^{ab}(P)\right]}.`$ (61) The Fourier component of the $`\sigma `$ field is defined as $`\sigma (x,y)={\displaystyle \frac{d^4P}{(2\pi )^4}\frac{d^4k}{(2\pi )^4}\sigma _k(P)e^{ikr}e^{iPX}},`$ (62) where $`rxy`$ and $`X(x+y)/2`$. Thus we obtain the kinetic term of the $`\sigma `$ field in Eq. (54) $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{d^4k}{(2\pi )^4}\text{Tr}\{\sigma _k^{ba}(P)\left[\frac{1}{u_S}G^{aa}(k\frac{P}{2})G^{bb}(k+\frac{P}{2})\right]\sigma _k^{ab}(P)\}}.`$ (63) If the spatial dependence in the $`\sigma `$ field is local, the $`\sigma `$ field is independent of the momentum $`\stackrel{}{k}`$, i.e. $`\sigma _k(P)=\sigma _{k_0}(P)`$ and we can integrate out $`\stackrel{}{k}`$ and obtain $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{dk_0}{2\pi }\text{Tr}\{\sigma _{k_0}^{ba}(P)\left[\frac{1}{u_S}_\stackrel{}{k}G^{aa}(k\frac{P}{2})G^{bb}(k+\frac{P}{2})\right]\sigma _{k_0}^{ab}(P)\}}.`$ (64) By expanding inside the bracket in Eq. (64) with respect to $`P_0`$ and $`\stackrel{}{P}`$, one can show that, in the limit $`\sigma _I(k_0)>>k_0P_0`$, the off diagonal term of the free propagator of the $`\sigma `$ field in the thermal indices gives the massless excitation which has the form of the diffusion propagator $`\sigma _{k_0}^{ab}(P)\sigma _{k_0}^{ba}(P)={\displaystyle \frac{2\sigma _I^2(k_0)}{\pi N(k_0)}}{\displaystyle \frac{1}{D(k_0)\stackrel{}{P}^2iP_0\eta ^{aa}}},`$ (65) where $`D(k_0)`$ is the diffusion constant. Diagramatically this form is obtained by including all the ladder diagrams in the particle-hole propagator. The diffusion constant is related to the dc conductivity $`C_0`$ through the Einstein relation: $`C_0=N(k_0)D(k_0)`$. The diagonal term in Eq. (64) gives the massive excitation that can be integrated out. However, it does not contribute directly to the infrared divergence responsible for the universal behaviour of the conductance fluctuations and will not be considered in this work. In this $`U(2)`$ nonlinear sigma model, the matrix field $`\sigma `$ takes its value in the coset space $`U(2)/U(1)\times U(1)`$. After making a transformation $`\sigma V^1\sigma V`$ with $`V=\theta (\omega )1+\theta (\omega )\sigma _2`$, where matrices $`1`$ and $`\sigma _2`$ act on the thermal indices, the saddle point solution changes its form as $`\text{sign}(\omega )\eta \eta `$. In this representation, the field $`\sigma `$ around the saddle point can be parametrized as $`\sigma `$ $`=`$ $`\left(\begin{array}{cc}\sqrt{1qq^{}}& q\\ q^{}& \sqrt{1q^{}q}\end{array}\right)`$ (68) $`=`$ $`\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)+\left(\begin{array}{cc}0& q\\ q^{}& 0\end{array}\right){\displaystyle \frac{1}{2}}\left(\begin{array}{cc}qq^{}& 0\\ 0& q^{}q\end{array}\right)\mathrm{}.`$ (75) The matrix fields $`q=q_{\omega \omega ^{}}`$ and $`q^{}=q_{\omega ^{}\omega }^{}`$ carry two frequency indices. Inserting this expression in Eq. (64), we obtain the form of the free propagator of $`q`$ field as $`q_{k_0}(P)q_{k_0}^{}(P)`$ $`=`$ $`{\displaystyle \frac{2}{\pi N(k_0)}}{\displaystyle \frac{1}{D(k_0)\stackrel{}{P}^2iP_0}}.`$ $`\sigma _I(\omega )`$ in the numerator was absorbed in the redefinition of $`q`$. Thus the partition function for the linear part of the sigma model with respect to $`q`$ field is $`Z={\displaystyle Dq^{}Dq\mathrm{exp}\{\pi \frac{d^4P}{(2\pi )^4}\frac{dk_0}{2\pi }N(k_0)q_{k_0}^{}(P)\left[D(k_0)\stackrel{}{P}^2iP_0\right]q_{k_0}(P)\}}.`$ (77) Higher order vertex terms will follow corresponding to the expansion in Eq. (68). The fields $`q`$ and $`q^{}`$ are free from the constraint and take all possible values. Time dependence in the stochasticity can be ascribed to the intrinsic property of the effective medium and be treated as the frequency dependent random potential. The modification associated with this change can be absorbed in the diffusion constant as the term proportional to $`v_S/\omega `$. If this correction is too large, a different approach is required. The usual prescription to account for the effect of inelastic scattering is to include inelastic scattering rate $`\mathrm{\Delta }`$ in the denominator of the diffusion propagator so that we replace $`D(k_0)\stackrel{}{P}^2iP_0`$ in Eq. (77) simply by $`D(k_0)\stackrel{}{P}^2iP_0+\mathrm{\Delta }`$. $`\mathrm{\Delta }`$ will set the time scale beyond which the phase memory of a scattered wave is lost and the transport behavior becomes classical. ### 3.2 Mesoscopic fluctuations of scalar fields The conductivity associated with the Noether current in the presence of the external field with a frequency $`\kappa `$ can be written by the current-current correlation function by the Kubo formula as $$C_\kappa (\stackrel{}{x},\stackrel{}{y})\frac{\pi }{\kappa }_{\mathrm{}}^{\mathrm{}}𝑑\omega \mathrm{\Omega }_\kappa (\omega )\underset{mn}{}j_{mn}(\stackrel{}{x})j_{nm}(\stackrel{}{y})\delta (\omega +\kappa \omega _n)\delta (\omega \omega _m),$$ (78) where $`j_{mn}i\varphi _m^{}\stackrel{}{}\varphi _n`$ is the Noether current expressed by two energy eigenstates and $`\mathrm{\Omega }_\kappa (\omega )`$ is a smearing function that depends on the characteristics of the system and the environment. Near equilibrium, it can be written as $`\mathrm{\Omega }_\kappa (\omega )=\rho _S[\omega ]\rho _S[\omega +\kappa ]`$, where $`\rho _S[\omega ]`$ is the initial density matrix. If the metric fluctuations are independent of temperature as we assume, the effect of temperature on the conductivity only arises from this term. Here we assume that $`\mathrm{\Omega }_\kappa (\omega )`$ is normalized such that $`𝑑\omega \mathrm{\Omega }_\kappa (\omega )=\kappa `$. In Figure 2, the conductance is represented by the Feynman diagram. In the leading order weak disorder expansion, averaging over disorder is taken into account by including all the ladder diagrams. The conductivity can be written in the more familiar form in terms of Green functions as $`C_\kappa (\stackrel{}{x},\stackrel{}{y})`$ $``$ (79) $`{\displaystyle \frac{1}{4\pi \kappa }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega `$ $`\mathrm{\Omega }_\kappa (\omega )[G_R(\stackrel{}{x},\stackrel{}{y},\omega )G_A(\stackrel{}{x},\stackrel{}{y},\omega )]\underset{x}{\overset{}{}}\underset{y}{\overset{}{}}[G_R(\stackrel{}{y},\stackrel{}{x},\omega +\kappa )G_A(\stackrel{}{y},\stackrel{}{x},\omega +\kappa )].`$ With the expression of Green functions in terms of thermal fields, $`G_R(x,y)`$ $``$ $`i\theta (x_0y_0)[\widehat{\varphi }(x),\widehat{\varphi }^{}(y)]=i\varphi _1(x)\varphi _1^{}(y),`$ $`G_A(x,y)`$ $``$ $`i\theta (y_0x_0)[\widehat{\varphi }(x),\widehat{\varphi }^{}(y)]=i\varphi _2(x)\varphi _2^{}(y),`$ (80) we write Eq. (79) as $`C_\kappa (\stackrel{}{x},\stackrel{}{y})`$ $``$ $`{\displaystyle \frac{1}{4\pi \kappa }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega `$ $`\mathrm{\Omega }_\kappa (\omega ){\displaystyle \underset{abcd}{}}\varphi ^a(\stackrel{}{x},\omega )\underset{x}{\overset{}{}}\varphi ^b(\stackrel{}{x},\omega +\kappa )\varphi ^c(\stackrel{}{y},\omega +\kappa )\underset{y}{\overset{}{}}\varphi ^d(\stackrel{}{y},\omega ).`$ (81) Note that even though the thermal indices in the sum run over all possible values, only pairwise equal terms contribute to the conductivity. This expression can be obtained directly from the partition function in terms of the functional derivative by introducing the external source term $`\stackrel{}{A}^\kappa `$ in the form $$S[A,\overline{\varphi },\varphi ]=id^3x\frac{d\omega }{2\pi }\frac{d\omega ^{}}{2\pi }\overline{\varphi }(\stackrel{}{x},\omega )\stackrel{}{A}_\omega ^\kappa (\stackrel{}{x})\stackrel{}{}\delta _\kappa \varphi (\stackrel{}{x},\omega ^{}),$$ (82) with $`\delta _\kappa \delta (\omega ^{}\omega +\kappa )\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right).`$ (85) The matrix in $`\delta _\kappa `$ acts on the thermal indices. Note that $`\delta _\kappa `$ is nilpotent, i.e. $`\delta _\kappa ^2=0`$. The nonlocal conductivity is given by $$C_\kappa (\stackrel{}{x},\stackrel{}{y})=\frac{\pi }{\kappa V}\frac{\delta ^2W[A]}{\delta \stackrel{}{A}^\kappa (\stackrel{}{x})\delta \stackrel{}{A}^\kappa (\stackrel{}{y})},$$ (86) where $`V`$ is the spatial volume of the system and the integral over energy indices are understood. In the presence of the source term, the partition function for the matrix field $`\sigma `$ in Eq. (54) becomes $`Z[A]`$ $`=`$ $`e^{iW[A]}={\displaystyle }D\sigma \mathrm{exp}[{\displaystyle \frac{1}{2}}{\displaystyle }\text{Tr}\left[\sigma \mathrm{\Delta }_S^1\sigma \right]]\mathrm{exp}[{\displaystyle }d^3xd^3x^{}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \frac{d\omega ^{}}{2\pi }}`$ Tr $`\mathrm{log}\{[(\omega ^2+\stackrel{}{}^2m_S^2+iϵ(\omega )\eta )\delta (\omega \omega ^{})+i\stackrel{}{A}_\omega ^\kappa \stackrel{}{}\delta _\kappa ]\delta (\stackrel{}{x}\stackrel{}{x^{}})\sigma _{\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\}].`$ Making use of the gauge symmetry in Eq. (3.2), for a constant vector field $`\stackrel{}{A}^\kappa `$, the source term in above can be generated by the following gauge transformation $`\varphi (\stackrel{}{x})`$ $``$ $`e^{i\stackrel{}{x}\stackrel{}{A}^\kappa \delta _\kappa }\varphi (\stackrel{}{x}),`$ $`\overline{\varphi }(\stackrel{}{x})`$ $``$ $`\overline{\varphi }(\stackrel{}{x})e^{i\stackrel{}{x}\stackrel{}{A}^\kappa \delta _\kappa }.`$ (88) Correspondingly, the Green function $`G(\stackrel{}{x},\stackrel{}{y},\omega )`$ and the $`\sigma `$ field transform as $`G(\stackrel{}{x},\stackrel{}{y})U^1(\stackrel{}{x})G(\stackrel{}{x},\stackrel{}{y})U(\stackrel{}{y})`$ (89) and $`\sigma (\stackrel{}{x},\stackrel{}{y})U^1(\stackrel{}{x})\sigma (\stackrel{}{x},\stackrel{}{y})U(\stackrel{}{y}),`$ (90) where $`U(\stackrel{}{x})e^{i\stackrel{}{x}\stackrel{}{A}^\kappa \delta _\kappa }`$. This gauge symmetry will induce the gauge coupling in the effective Lagrangian through the covariant derivative $`\stackrel{}{}\stackrel{}{}+i\stackrel{}{A}^\kappa \delta _\kappa `$: Tr $`\left(\stackrel{}{}\sigma \stackrel{}{}\sigma \right)`$ (91) $`=`$ $`\text{Tr}\left(\stackrel{}{}\sigma \stackrel{}{}\sigma \right)+2i\text{Tr}\left(\stackrel{}{A}^\kappa \delta _\kappa \sigma \stackrel{}{}\sigma \right)\text{Tr}\left(\stackrel{}{A}^{\kappa _1}\delta _{\kappa _1}\sigma \stackrel{}{A}^{\kappa _2}\delta _{\kappa _2}\sigma \right).`$ Now we obtain the expression of the conductivity in terms of the $`\sigma `$ field: $`C_\kappa `$ $`=`$ $`{\displaystyle \frac{\pi }{\kappa V}}{\displaystyle \frac{\delta ^2W[A]}{\delta \stackrel{}{A}^\kappa \delta \stackrel{}{A}^\kappa }}`$ $`=`$ $`{\displaystyle \frac{\pi }{\kappa V}}\left[{\displaystyle d^3x_1\text{Tr}\left[\delta _\kappa \sigma (x_1)\delta _\kappa \sigma (x_1)\right]}{\displaystyle d^3x_1d^3x_2\text{Tr}\left[\delta _\kappa \sigma (x_1)\stackrel{}{}\sigma (x_1)\right]\text{Tr}\left[\delta _\kappa \sigma (x_2)\stackrel{}{}\sigma (x_2)\right]}\right]`$ and its fluctuation: $`C_{\kappa _1\kappa _2}^2`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{V^2\kappa _1\kappa _2}}{\displaystyle \frac{\delta ^4W[A]}{\delta \stackrel{}{A}^{\kappa _1}\delta \stackrel{}{A}^{\kappa _1}\delta \stackrel{}{A}^{\kappa _2}\delta \stackrel{}{A}^{\kappa _2}}}`$ (93) $`=`$ $`{\displaystyle \frac{1}{V}}\left[C^{(1)}C^{(2)}+C^{(3)}\right],`$ where $`C^{(1)}`$ $`=`$ $`{\displaystyle \frac{2\pi ^2}{\kappa _1\kappa _2V}}{\displaystyle d^3x_1d^3x_2\text{Tr}\left[\delta _{\kappa _1}\sigma (\stackrel{}{x}_1)\delta _{\kappa _1}\sigma (\stackrel{}{x}_1)\right]\text{Tr}\left[\delta _{\kappa _2}\sigma (\stackrel{}{x}_2)\delta _{\kappa _2}\sigma (\stackrel{}{x}_2)\right]},`$ $`C^{(2)}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2}{\kappa _1\kappa _2V}}{\displaystyle d^3x_1d^3x_2d^3x_3\text{Tr}\left[\delta _{\kappa _1}\sigma (\stackrel{}{x}_1)\stackrel{}{}\sigma (\stackrel{}{x}_1)\right]\text{Tr}\left[\delta _{\kappa _1}\sigma (\stackrel{}{x}_2)\stackrel{}{}\sigma (\stackrel{}{x}_2)\right]\text{Tr}\left[\delta _{\kappa _2}\sigma (\stackrel{}{x}_3)\delta _{\kappa _2}\sigma (\stackrel{}{x}_3)\right]},`$ and $`C^{(3)}`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{\kappa _1\kappa _2V}}{\displaystyle d^3x_1d^3x_2d^3x_3d^3x_4}`$ $``$ Tr $`\left[\delta _{\kappa _1}\sigma (\stackrel{}{x}_1)\stackrel{}{}\sigma (\stackrel{}{x}_1)\right]\text{Tr}\left[\delta _{\kappa _1}\sigma (\stackrel{}{x}_2)\stackrel{}{}\sigma (\stackrel{}{x}_2)\right]\text{Tr}\left[\delta _{\kappa _2}\sigma (\stackrel{}{x}_3)\stackrel{}{}\sigma (\stackrel{}{x}_3)\right]\text{Tr}\left[\delta _{\kappa _2}\sigma (\stackrel{}{x}_4)\stackrel{}{}\sigma (\stackrel{}{x}_4)\right].`$ Here we further included the energy indices in the definition of the trace as $`\text{Tr}\left(𝒪\right)\pi 𝑑k_0/(2\pi )^2N(k_0)D(k_0)𝑑P_0_a𝒪^{aa}(k_0,P_0)`$. We are interested in the dc conductivity evaluated in the limit $`\kappa _1`$,$`\kappa _20`$. Note that $`\mathrm{\Omega }_\kappa (\omega )`$ is generally a peak function which describes a wave packet peaked around the specific mode $`\omega =\omega _0`$. Furthermore, if we assume for simplicity that it is given by the step function: $`\mathrm{\Omega }_\kappa (\omega )=1`$ (for $`\omega _0<\omega <\omega _0+\kappa `$) and 0 (otherwise), then taking the dc limit $`\kappa 0`$ extracts the particular mode $`\omega _0`$. The effect of finite temperature $`T`$ can be viewed as an additional smearing due to the width of $`\mathrm{\Omega }_\kappa (\omega )`$. From Appendix B, in the dc limit, the formula above gives the simple result $`C_0^2`$ $`=`$ $`\underset{\kappa _1,\kappa _20}{lim}C_{\kappa _1\kappa _2}^2={\displaystyle \frac{c}{VM_{IR}}},`$ (94) where $`c=7.295\mathrm{}`$ is a constant and $`M_{IR}`$ is the infrared cutoff of the momentum integral. In Figure 3, the corresponding Feynman diagrams for the conductance fluctuations are given. Other diagrams that contain crossed diagrams contribute as higher order terms in the weak disorder expansion. Here we assume that the region with the fluctuating metric is restricted in the finite cube with the edge length $`L`$ and that the rest of the spacetime is flat. This enables us to handle the problem as a scattering process. Taking $`L`$ as the parameter that lies in the mesoscopic scale, the analogy with the electric circuit becomes elucidated. If we use the relation $`C_0=gL^{2d}`$ for the conductivity in $`d`$ dimension for the dimensionless conductance $`g`$, we obtain the conductance fluctuations in terms of the conductivity fluctuations as $`g^2=C^2L^{2d4}`$. Then from Eq. (94), in three dimension, using $`M_{IR}\pi /L`$ and we obtain $`g^22.322\mathrm{}.`$ (95) This value is universal in the sense that it is independent of the amount of stochasticity initially assumed and the size of the stochastic region . The conductance is also directly related to the transmission matrix. Indeed one can show that the conductance measures the intensity of wave transmission and the fluctuations of conductance correspond to the fluctuations of wave intensity. ## 4 Discussion In this paper, we showed the analogy between the field propagation in Minkowski spacetime with a small stochasticity in the metric and the wave in disordered systems. While the electromagnetic field propagation in a stochastic spacetime is similar to that in a random media, the scalar and spinor field propagation was shown to be similar to the electron in a disordered potential. Both cases can be treated similarly, however, the following difference should be noted. In the former, the field remains massless and the randomness affects the refraction property of light differently depending on the frequency of the wave. In particular, low energy scattering is suppressed; In the latter, a random mass causes scattering with any energy. Mesoscopic fluctuations associated with wave propagation were characterized by the nonlinear sigma model in the closed time path method. We introduced the collective fields by the Hubbard-Storatonovich transformation and integrated out the fundamental field variables and obtain the nonlinear sigma model written in terms of the collective fields only. The conductivity and its fluctuations were expressed by these fields. For the time independent or slowly dependent stochasticity, the fluctuations of the dc conductivity were shown to be universal and of order unity. The origin of this universality is traced back to the infrared divergence due to the Nambu-Goldstone boson which appears as a result of symmetry breaking. Although the induced effects on the propagation of waves in the presence of metric fluctuations are themselves of theoretical and observational importance as long as the backreaction of the matter fluctuations is small, a self-consistent treatment is necessary for Planck scale processes. This line of consideration is important particularly of the metric fluctuations produced in the cosmological processes. Relativistic quantum field theoretic calculation of the transport coefficients has been developed during the past decade . The electrical conductivity in the early universe controlls the generation of primordial magnetic field which is believed to be the origin of the strong magnetic fields presently observed in spiral galaxies . The method developed in Sec. 3 also gives the field theoretic basis for the study of, for example, mesoscopic fluctuations due to random magnetic fields. The coarse graining of microscopic degree of freedom necessarily induces the nonlocal correlation in the stochastic fields. Moreover, unitarity in the whole system guarantees the relation between the dissipation kernel and the noise kernel in the form of the fluctuation-dissipation theorem upon coarse graining. In the present work, the nonlocal, noncommutative origin of the stochastic fields and the effect of dissipation are ignored and only the classical aspects are considered. Possible manifestation of the quantum nature of underlying microscopic gravitational dynamics in the mesoscopic effects remains to be clarified . Fluctuating metric is also relevant to infer possible decoherence effects in the quantum interference of propagating particles . The closed time path method gives a suitable framework to discuss such effects. Our results of conductance fluctuations assume that the time scale of metric fluctuations is relatively long. In such a case, the time scale of fluctuations appears in the coherence time scale to restrict the validity of the arguments and diagrammatic calculations based on the coherence between different modes beyond this time scale. This prescription is quite successful in explaining many mesoscopic experimental results such as electron scattering in a helium gas. Thus, the heavy defects randomly created in the phase transition in early universe can be the origin of such fluctuations of the metric. Since, we have not specified the origin of stochasticity in the metric in this work, explicit derivation of such stochasticity from the fundamental model of gravity is desired. Spacetime uncertainty proposed in the context of string theory may have similar effects as discussed in this work on low energy physics. Branes or other solitonic objects that appear in string theory acquire heavy mass in the weak string coupling limit and become another possible source of stochasticity. Along with the possible decoherence associated with fluctuating metric, mesoscopic effects treated here may have an observable consequence on future experiments . These microscopic origins of metric fluctuations are intrinsically beyond the validity of semiclassical gravity. Therefore the metric fluctuations introduced as the modification of semiclassical Einstein equation in this paper possibly capture the essential effects of near Planck scale physics on the sub-Planckian scale physics effectively while the self-consistency based only on the conventional semiclassical Einstein equation may not have a predictive power on such a phenomenon. Clarifying the difference between these approaches needs more careful study. Effects of metric fluctuations in cosmological and black hole spacetimes are considered by many authors, for example, in . To identify how the mesoscopic effects discussed in this paper manifest themselves in such curved spacetimes is of particular interest. These directions are currently in progress. Acknowledgement The author thanks Prof. B. L. Hu for various discussions which motivated the present work, Prof. V. Frolov for useful comments, and Prof. D. Page for explaining his relevant work on the spacetime foam. ## Appendix A Mesoscopic fluctuations of Dirac fields In this appendix we consider the quantization of the Dirac field which obeys the equation of motion in Eq. (14). The action for this system has the following form, $`S_{v_D}[\psi ,\overline{\psi }]={\displaystyle d^4x\overline{\psi }(x)\left(i\overline{)}m_Dv_D(x)\right)\psi (x)}.`$ (A1) This action is invariant under the global $`U(1)`$ gauge transformation $`\psi (x)`$ $``$ $`e^{i\eta }\psi (x),`$ $`\overline{\psi }(x)`$ $``$ $`\overline{\psi }(x)e^{i\eta },`$ (A2) and the corresponding Noether current is $`J_\mu (x)=i\overline{\psi }\gamma _\mu \psi .`$ (A3) In the absence of the stochastic field, the closed time path partition function has the form corresponding to Eq. (30) $`Z[J,J^{}]`$ $`=`$ $`{\displaystyle 𝑑\psi _f𝑑\overline{\psi _f}D\psi _1D\overline{\psi _1}D\psi _2D\overline{\psi _2}\mathrm{exp}\left[i(S[\psi _1,\overline{\psi _1}]S[\psi _2,\overline{\psi _2}]+J_1\psi _1J_2\psi _2)\right]}`$ (A4) $`\times `$ $`\rho _D[\psi _{1i},\overline{\psi _{1i}},\psi _{2i},\overline{\psi _{2i}}]=\mathrm{exp}\left[iJ^{}SJ\right],`$ where $`J\psi d^4x\left[J^{}(x)\psi (x)+\psi ^{}(x)J(x)\right]`$. The matrix Green function $`S`$ has the form $`S=\left(\begin{array}{cc}S_{11}& S_{12}\\ S_{21}& S_{22}\end{array}\right),`$ (A7) whose components are $`S_{11}(p)`$ $`=`$ $`S_{22}^{}(p)`$ $`=`$ $`\theta (p_0)S_F(p)+\theta (p_0)S_F^{}(p)2\pi i\text{sign}(p_0)n_F(p)\delta (p^2m_D^2),`$ $`S_{12}(p)`$ $`=`$ $`2\pi i\text{sign}(p_0)n_F(p)(\overline{)}p+m_D)\delta (p^2m_D^2),`$ $`S_{21}(p)`$ $`=`$ $`2\pi i\text{sign}(p_0)e^{\beta (p_0\mu )}n_F(p)(\overline{)}p+m_D)\delta (p^2m_D^2),`$ (A8) where $`S_F(p)=(\overline{)}pm_D+iϵ)^1`$ is the fermion vacuum Feynman propagator, $`n_F(p)(e^{\beta (p_0\mu )}+1)^1`$ is the Fermi distribution function, and $`J^{}=(J_1^{},J_2^{})`$. $`S`$ can be diagonalized by multiplying matrices $`u_F`$ from both sides as $`S=u_FS_du_F^1\eta `$, with $`S_d=\left(\begin{array}{cc}S_R& 0\\ 0& S_A\end{array}\right),`$ (A11) where $`S_R`$ and $`S_A`$ are retarded and advanced Dirac propagators. Here $`u_F(p)`$ is the thermal Bogoliubov matrix which has the following form $`u_F(p)=\sqrt{n_F(p)}e^{\beta (p_0\mu )/2}\left(\begin{array}{cc}1& e^{\beta (p_0\mu )}\\ 1& 1\end{array}\right).`$ (A14) Using the above property, one can write $`\psi ^{}S^1\psi `$ $`=`$ $`\psi ^{}\eta u_FS_d^1u_F^1\psi `$ (A15) $`=`$ $`\overline{\psi }u_FS_d^1u_F^1\psi ,`$ where $`\psi =(\psi _1,\psi _2)`$ is the thermal fermion doublet and we define its conjugate $`\overline{\psi }(\psi _1^{},\psi _2^{})\eta `$. By changing the field variables by global Bogoliubov transformations $`u_F^1\psi \psi `$ and $`\overline{\psi }u_F\overline{\psi }`$, one can write the partition function in Eq. (A4) without the source term as $`Z`$ $`=`$ $`{\displaystyle 𝑑\psi _f𝑑\overline{\psi _f}D\psi D\overline{\psi }\mathrm{exp}\left[iS_0[\psi ,\overline{\psi }]\right]\rho _D[\psi ,\overline{\psi }]},`$ (A16) where $`S_0[\psi ,\overline{\psi }]`$ $`=`$ $`\overline{\psi }S_d^1\psi `$ (A17) $`=`$ $`{\displaystyle d^3x\frac{d\omega }{2\pi }\left[\overline{\psi }(x,\omega )\left(\omega \gamma ^0i\stackrel{}{}\stackrel{}{\gamma }m_D+iϵ\eta \gamma _0\right)\psi (x,\omega )\right]}.`$ In the presence of the random variable $`v_D`$ which is assumed to obey the probability distribution given in Eq. (38), we average the partition function over $`v_D`$ and obtain the reduced action $`Z[v_D]`$ $`=`$ $`{\displaystyle Dv_DP[v_D]D\overline{\psi }D\psi \mathrm{exp}\left[iS_{v_D}[\psi ,\overline{\psi }]\right]}`$ (A18) $`=`$ $`{\displaystyle D\overline{\psi }D\psi \mathrm{exp}\left[iS_0[\psi ,\overline{\psi }]+iS_I[\psi ,\overline{\psi }]\right]},`$ where $`S_I[\psi ,\overline{\psi }]`$ $`=`$ $`{\displaystyle \frac{i}{2}}{\displaystyle d^4xd^4y\overline{\psi }(x)\psi (x)\mathrm{\Delta }_D(xy)\overline{\psi }(y)\psi (y)}.`$ (A19) By introducing the auxiliary bilocal matrix field $`\sigma _D(x,y)`$ as $`e^{iS_I[\psi ,\overline{\psi }]}`$ $`=`$ (A20) $`{\displaystyle D\sigma _D}`$ $`\mathrm{exp}`$ $`[{\displaystyle \frac{1}{2}}{\displaystyle d^4xd^4y\text{Tr}[\sigma _D(x,y)\mathrm{\Delta }_D^1(xy)\sigma _D(y,x)]}]\mathrm{exp}\left[iS_{HS}[\sigma _D,\psi ,\overline{\psi }]\right],`$ where $`S_{HS}[\sigma _D,\psi ,\overline{\psi }]={\displaystyle d^4xd^4y\overline{\psi }(x)\sigma _D(x,y)\psi (y)},`$ (A21) the partition function can be written as $`Z={\displaystyle D\sigma _DD\overline{\psi }D\psi \mathrm{exp}\left[\frac{1}{2}\text{Tr}[\sigma _D\mathrm{\Delta }_D^1\sigma _D]\right]\mathrm{exp}\left[iS_0[\psi ,\overline{\psi }]+iS_{HS}[\sigma _D,\psi ,\overline{\psi }]\right]}.`$ (A22) In energy representation, Eqs. (A21) and (A22) have the form $`S_{HS}[\sigma _D,\psi ,\overline{\psi }]={\displaystyle d^3xd^3x^{}\frac{d\omega }{2\pi }\frac{d\omega }{2\pi }^{}\overline{\psi }(\stackrel{}{x},\omega )\sigma _{D\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\psi (\stackrel{}{x^{}},\omega ^{})}`$ (A23) and $`S_0[\psi ,\overline{\psi }]+S_{HS}[\sigma _D,\psi ,\overline{\psi }]`$ $`=`$ (A24) $`{\displaystyle }d^3xd^3x^{}{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \frac{d\omega }{2\pi }}^{}\overline{\psi }(\stackrel{}{x},\omega )[(\omega \gamma ^0`$ $``$ $`i\stackrel{}{}\stackrel{}{\gamma }m_D+iϵ\eta \gamma _0)\delta (\stackrel{}{x}\stackrel{}{x^{}})\delta (\omega \omega ^{})\sigma _{D\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})]\psi (\stackrel{}{x^{}},\omega ^{}).`$ After integrating out $`\overline{\psi }`$ and $`\psi `$, we obtain $`Z`$ $`=`$ $`{\displaystyle D\sigma _D\mathrm{exp}\left[\frac{1}{2}\text{Tr}[\sigma _D\mathrm{\Delta }_D^1\sigma _D]\right]}`$ (A25) $`\times `$ $`\mathrm{exp}`$ $`\left[{\displaystyle d^3xd^3x^{}\frac{d\omega }{2\pi }\frac{d\omega }{2\pi }^{}\text{Tr}\mathrm{log}\left[\left(\omega \gamma ^0i\stackrel{}{}\stackrel{}{\gamma }m_D+iϵ\eta \gamma _0\right)\delta (\stackrel{}{x}\stackrel{}{x^{}})\delta (\omega \omega ^{})\sigma _{D\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{x^{}})\right]}\right]`$ and, for the time independent stochastic field as in Eq. (56), $`Z`$ $`=`$ $`{\displaystyle D\sigma _D\mathrm{exp}\left[\frac{1}{2u_D}d^3x\text{Tr}\sigma _D^2(x)\right]}`$ $`\times `$ $`\mathrm{exp}\left[{\displaystyle d^3x\text{Tr}\mathrm{log}\{\left(\omega \gamma ^0i\stackrel{}{}\stackrel{}{\gamma }m_D+iϵ\eta \gamma _0\right)\delta (\omega \omega ^{})\sigma _{D\omega \omega ^{}}(x)\}}\right].`$ The equation of motion can be obtained from Eq. (A) by functional derivative with respect to $`\sigma _D`$. Following the steps from Eq. (60) to Eq. (63), the kinetic term in the $`\sigma _D`$ field in Eq. (A25) can be given similarly to Eq. (63) which enables us to constuct the effective field theory in terms of the collective field. By the Kubo formula the conductivity can be written in terms of the Green functions as in Eq. (79) $`C_\kappa (\stackrel{}{x},\stackrel{}{y})`$ $``$ (A27) $`{\displaystyle \frac{1}{4\pi \kappa }}{\displaystyle _0^{\mathrm{}}}𝑑\omega \mathrm{\Omega }_\kappa (\omega )`$ Tr $`\{\left[S_R(\stackrel{}{x},\stackrel{}{y},\omega )S_A(\stackrel{}{x},\stackrel{}{y},\omega )\right]\stackrel{}{\gamma }\left[S_R(\stackrel{}{y},\stackrel{}{x},\omega +\kappa )S_A(\stackrel{}{y},\stackrel{}{x},\omega +\kappa )\right]\stackrel{}{\gamma }\}.`$ We obtain $`C_\kappa (\stackrel{}{x},\stackrel{}{y})`$ $``$ $`{\displaystyle \frac{1}{4\pi \kappa }}{\displaystyle _0^{\mathrm{}}}𝑑\omega \mathrm{\Omega }_\kappa (\omega )`$ $`{\displaystyle \underset{abcd}{}}\psi ^a(\stackrel{}{x},\omega )\stackrel{}{\gamma }\psi ^b(\stackrel{}{x},\omega +\kappa )\psi ^c(\stackrel{}{y},\omega +\kappa )\stackrel{}{\gamma }\psi ^d(\stackrel{}{y},\omega ).`$ (A28) This expression can be also obtained directly from the partition function by functional derivative after introducing the source term in the form $$id^3x\frac{d\omega }{2\pi }\frac{d\omega }{2\pi }^{}\overline{\psi }(\stackrel{}{x},\omega )\stackrel{}{A}^\kappa \stackrel{}{\gamma }\delta _\kappa \psi (\stackrel{}{x},\omega ^{}),$$ (A29) where $`\stackrel{}{A}^\kappa `$ is the external source field and $`\delta _\kappa `$ was defined in Eq. (85). Then the conductivity is given similarly by Eq. (86). The gauge transformation $`\psi (\stackrel{}{x})`$ $``$ $`e^{i\stackrel{}{x}\stackrel{}{A}^\kappa \delta _\kappa }\psi (\stackrel{}{x}),`$ $`\overline{\psi }(\stackrel{}{x})`$ $``$ $`\overline{\psi }(\stackrel{}{x})e^{i\stackrel{}{x}\stackrel{}{A}^\kappa \delta _\kappa },`$ (A30) as we saw in Eq. (88), generates the gauge coupling in the effective theory represented by $`Z`$ $`=`$ $`{\displaystyle }D\sigma _D\mathrm{exp}[{\displaystyle \frac{1}{2}}{\displaystyle }\text{Tr}[\sigma _D\mathrm{\Delta }^1\sigma _D]]\mathrm{exp}[{\displaystyle }d^3xd^3y{\displaystyle \frac{d\omega }{2\pi }}{\displaystyle \frac{d\omega }{2\pi }}^{}`$ (A31) Tr $`\mathrm{log}`$ $`\{[(\omega \gamma ^0i\stackrel{}{}\stackrel{}{\gamma }m_D+iϵ\eta \gamma _0)\delta (\omega \omega ^{})+i\stackrel{}{A}^\kappa \stackrel{}{\gamma }\delta _\kappa ]\delta (\stackrel{}{x}\stackrel{}{y})\sigma _{D\omega \omega ^{}}(\stackrel{}{x},\stackrel{}{y})\}].`$ This allows us to write the mesoscopic fluctuations in terms of $`\sigma _D`$ fields. We can discuss universal fluctuations parallel to the scalar fields in this formalism. For an initially thermal equilibrium state, $`\mathrm{\Omega }_\kappa (\omega )=\rho _D[\omega ]\rho _D[\omega +\kappa ]`$, where $`\rho _D[\omega ]=n_F(\omega )`$ is the Fermi distribution, the dc limit $`\kappa 0`$ extracts the Fermi energy $`\omega _F`$ that reminds us of the electron transport problem. ## Appendix B Conductance fluctuations $`C^{(1)}`$ $`=`$ $`{\displaystyle \frac{2\pi ^4}{\kappa _1\kappa _2}}{\displaystyle \frac{1}{(2\pi )^5}}{\displaystyle 𝑑\omega 𝑑\omega ^{}\mathrm{\Omega }_\kappa (\omega \kappa )\mathrm{\Omega }_\kappa (\omega ^{})N^2(k_0)D^2(k_0)d^3P}`$ $`[`$ $`q_{\omega \kappa _1\omega ^{}}(\stackrel{}{P})q_{\omega ^{}\omega \kappa _1}^{}(\stackrel{}{P})+h.c.\left]\right[q_{\omega ^{}+\kappa _2\omega }(\stackrel{}{P})q_{\omega \omega ^{}+\kappa _2}^{}(\stackrel{}{P})+h.c.].`$ For $`\kappa _1\kappa _20`$, $`C^{(1)}`$ $``$ $`{\displaystyle \frac{2^5}{(2\pi )^2}}{\displaystyle _{M_{IR}}^{\mathrm{}}}{\displaystyle \frac{dp}{p^2}}={\displaystyle \frac{8}{\pi ^2M_{IR}}}.`$ (B33) $`C^{(2)}`$ $`=`$ $`{\displaystyle \frac{4\pi ^5}{\kappa _1\kappa _2}}{\displaystyle \frac{1}{(2\pi )^5}}{\displaystyle 𝑑\omega 𝑑\omega ^{}\mathrm{\Omega }_\kappa (\omega \kappa )\mathrm{\Omega }_\kappa (\omega ^{})N^3(k_0)D^3(k_0)d^3P\stackrel{}{P}^2}`$ $`[`$ $`q_{\omega \kappa _1\omega ^{}}(\stackrel{}{P})q_{\omega ^{}\omega \kappa _1}^{}(\stackrel{}{P})q_{\omega ^{}+\kappa _2\omega }(\stackrel{}{P})q_{\omega \omega ^{}+\kappa _2}^{}(\stackrel{}{P})q_{\omega \kappa _2\omega ^{}+\kappa _1}(\stackrel{}{P})q_{\omega ^{}+\kappa _1\omega \kappa _2}^{}(\stackrel{}{P})`$ $`+`$ $`h.c.].`$ For $`\kappa _1\kappa _20`$, $`C^{(2)}`$ $``$ $`{\displaystyle \frac{2^7}{(2\pi )^2}}{\displaystyle _{M_{IR}}^{\mathrm{}}}{\displaystyle \frac{dp}{p^2}}={\displaystyle \frac{32}{\pi ^2M_{IR}}}.`$ (B35) $`C^{(3)}`$ $`=`$ $`{\displaystyle \frac{\pi ^6}{\kappa _1\kappa _2}}{\displaystyle \frac{1}{(2\pi )^5}}{\displaystyle 𝑑\omega 𝑑\omega ^{}\mathrm{\Omega }_\kappa (\omega \kappa )\mathrm{\Omega }_\kappa (\omega ^{})N^4(k_0)D^4(k_0)d^3P\stackrel{}{P}^4}`$ $`[`$ $`q_{\omega \kappa _1\omega ^{}}(\stackrel{}{P})q_{\omega ^{}\omega \kappa _1}^{}(\stackrel{}{P})q_{\omega ^{}+\kappa _1\omega }(\stackrel{}{P})q_{\omega \omega ^{}+\kappa _1}^{}(\stackrel{}{P})q_{\omega ^{}\omega }(\stackrel{}{P})q_{\omega \omega ^{}}^{}(\stackrel{}{P})`$ $`\times `$ $`q_{\omega \kappa _1\omega ^{}+\kappa _2}(\stackrel{}{P})q_{\omega ^{}+\kappa _2\omega \kappa _1}^{}(\stackrel{}{P})+h.c.]+\text{three other terms}.`$ For $`\kappa _1\kappa _20`$, $`C^{(3)}`$ $``$ $`{\displaystyle \frac{2^5\times 9}{(2\pi )^2}}{\displaystyle _{M_{IR}}^{\mathrm{}}}{\displaystyle \frac{dp}{p^2}}={\displaystyle \frac{72}{\pi ^2M_{IR}}}.`$ (B37)
warning/0001/hep-ph0001124.html	ar5iv	text	# 1 Introduction ## 1 Introduction The results of the SuperKamiokande collaboration (SK) on the atmospheric neutrino deficit can be explained in terms of neutrino oscillations . It is natural to analyse the data in the context of the most general mixing pattern of three neutrinos, since that is their known number. Three generations are necessary if oscillations are to explain the atmospheric and solar anomalies: a scheme with only two neutrinos cannot account for both effects. Let $`\overline{U}`$, with $`(\nu _e,\nu _\mu ,\nu _\tau )^T=\overline{U}(\nu _1,\nu _2,\nu _3)^T`$, be the Cabibbo-Kobayashi-Maskawa (CKM) matrix in its most conventional parametrization, reviewed by the Particle Data Group : $$\overline{U}\overline{U}_{23}\overline{U}_{13}\overline{U}_{12}\left(\begin{array}{ccc}1& 0& 0\\ 0& \overline{c}_{23}& \overline{s}_{23}\\ 0& \overline{s}_{23}& \overline{c}_{23}\end{array}\right)\left(\begin{array}{ccc}\overline{c}_{13}& 0& \overline{s}_{13}e^{i\delta }\\ 0& 1& 0\\ \overline{s}_{13}e^{i\delta }& 0& \overline{c}_{13}\end{array}\right)\left(\begin{array}{ccc}\overline{c}_{12}& \overline{s}_{12}& 0\\ \overline{s}_{12}& \overline{c}_{12}& 0\\ 0& 0& 1\end{array}\right)$$ (1) with $`\overline{s}_{12}\mathrm{sin}\overline{\theta }_{12}`$, and similarly for the other sines and cosines. Several groups have performed analyses of atmospheric and solar data in terms of three-neutrino mixing , as described by Eq. (1), or including sterile neutrinos . It is common to these studies to restrict to a “minimal scheme”, in which the mass square difference relevant to atmospheric oscillations dominates over the one relevant to solar neutrinos: $`\mathrm{\Delta }\overline{m}_{23}^2\mathrm{\Delta }\overline{m}_{12}^2`$. In this scenario, the number of parameters describing oscillations at terrestrial distances is reduced to three: $`\overline{s}_{13}`$, $`\overline{s}_{23}`$ and $`\mathrm{\Delta }\overline{m}_{23}^2`$, while those most relevant to solar neutrinos are: $`\overline{s}_{12}`$, $`\overline{s}_{13}`$ and $`\mathrm{\Delta }\overline{m}_{12}^2`$. The best fit of the atmospheric data is: $`\mathrm{\Delta }\overline{m}_{23}^22.8\times 10^3\mathrm{eV}^2,\mathrm{sin}^2(2\overline{\theta }_{23})1,\overline{s}_{13}^22\times 10^2.`$ (2) The angle $`\overline{\theta }_{23}\pi /4`$ is close to maximal, to explain the dearth of muons in SK. The situation for solar neutrino oscillations is less definite . The combined solar experiments allow for three different regions of parameter space. The solar deficit can be interpreted either as MSW (matter enhanced) oscillations with an angle $`\overline{\theta }_{12}`$ that can be large or small, or as nearly-maximal vacuum oscillations, $`\overline{\theta }_{12}\pi /4`$. The corresponding mass differences –$`\mathrm{\Delta }\overline{m}_{12}^2=10^6`$ to $`10^4`$ eV<sup>2</sup>, or some $`10^{10}`$ eV<sup>2</sup>– are significantly below the range deduced from atmospheric observations, giving support to the minimal scheme. If $`\mathrm{\Delta }\overline{m}_{12}^2O(10^3)`$ eV<sup>2</sup>, it can have non-negligible effects on atmospheric data that have been recently studied . As is well-known, the field of neutrino oscillations is permeated by a tally of implausible facts and coincidences. Oscillations over a distance $`L`$ occur if $`\mathrm{\Delta }m^2L/E_\nu 1`$. In the various data samples used by the SK collaboration, the average neutrino energies are roughly 1, 10 and 100 GeV, so that for the value of $`\mathrm{\Delta }m_{23}^2`$ in Eq. (2), the “right” distances to measure an effect are 280, 2800 and 28000 km: the size of our planet and the energies in the cosmic ray spectrum have been chosen snugly. Something entirely similar can be said about the low-mass or “just-so” solution to the solar neutrino problem. Moreover, the solar and atmospheric neutrino “anomalies” could have been observed only if the effects are large. This requires surprisingly large mixing angles, except for the “small-angle” MSW solution to the solar neutrino problem, for which the ambient matter elegantly enhances the effect of a small vacuum mixing. Considerable theoretical effort has been invested in arguing that large neutrino mixings are natural, as small quark mixings are believed to be. A final peculiarity of the observed atmospheric neutrino oscillations involves the matter contribution to the effective squared mass of electron neutrinos: $$A2\sqrt{2}G_FE_\nu n_e,$$ (3) where $`n_e`$ is the electron number density in the Earth. For a typical average terrestrial density of 5 g/cm<sup>3</sup> and $`E_\nu =10`$ GeV, $`A3.7\times 10^3`$ eV<sup>2</sup>, again in the ballpark of Eq. (2). This last coincidence suggests the existence of a “small-angle solution” to the atmospheric neutrino problem. In the “small-angle” scheme we study, the large observed $`\nu _\mu `$ disappearance is generated in the following way. Let $`\nu _2`$ and $`\nu _3`$ be almost degenerate, and heavier than $`\nu _1`$. When neutrinos traverse the Earth, the degeneracy is lifted by matter effects, enhancing $`\nu _\mu `$$`\nu _\tau `$ oscillations. The consequent transitions are maximal if the electron neutrino has comparable vacuum admixtures of the degenerate mass eigenstates, $`\overline{U}(e2)\overline{U}(e3)`$, even if these quantities are not large. We find that an explanation of the atmospheric neutrino anomaly not involving nearly-maximal neutrino mixing indeed exists, but is disfavoured by the complementary information from reactor neutrinos. For the current experimental situation, large neutrino mixing angles seem to be unavoidable. The titles of the chapters and appendices specify the structure of this paper. ## 2 Apparent large mixings induced by matter effects ### 2.1 From small to large angles In a three-family scenario, let one neutrino mass eigenstate be much lighter than the other nearly-degenerate two. Their squared mass matrix can be written as: $$M_K^{vac}\mathrm{Diag}[\mu _1^2;m^2+\mu _2^2;m^2+\mu _3^2],$$ (4) where $`K`$ stands for the “kinetic” eigenbasis (as opposed to the flavour basis), $`vac`$ is for vacuum, and $`\mu _i^2m^2`$. The degree of degeneracy assumed for the two heavier neutrinos embodies three conditions: their mass difference $`\mathrm{\Delta }m_{23}^2\mu _3^2\mu _2^2`$ is much smaller than their common mass scale $`m^2`$; it is also small enough not to induce observable oscillations over terrestrial distances ($`\mathrm{\Delta }m_{23}^2L/E_\nu 1`$ for the relevant energies and lengths of travel); and it is smaller than the effective mass excess induced on electron neutrinos by matter effects, $`\mathrm{\Delta }m_{23}^2A`$, with $`A`$ as in Eq. (3). De facto, these conditions simply amount to $`\mathrm{\Delta }m_{23}^210^4\mathrm{eV}^2`$. In practice we can set $`\mu _i^2=0`$ in the analysis of oscillations over terrestrial baselines. For the mass pattern of Eq. (4), one of the three neutrino mixing angles and the CP-violating phase of the CKM matrix $`U`$ are unobservable. This is readily checked. Parametrize the CKM matrix in the unconventional order $`UU_{12}U_{13}U_{23}`$, as follows: $$UU_{12}U_{13}U_{23}\left(\begin{array}{ccc}c_{12}& s_{12}& 0\\ s_{12}& c_{12}& 0\\ 0& 0& 1\end{array}\right)\left(\begin{array}{ccc}c_{13}& 0& s_{13}\\ 0& 1& 0\\ s_{13}& 0& c_{13}\end{array}\right)\left(\begin{array}{ccc}1& 0& 0\\ 0& c_{23}& s_{23}e^{i\delta }\\ 0& s_{23}e^{i\delta }& c_{23}\end{array}\right)$$ (5) with $`s_{12}=\mathrm{sin}(\theta _{12})`$, etc. The vacuum mass matrix in flavour space $`M_F^{vac}UM_K^{vac}U^{}`$ does not depend on $`s_{23}`$, or on $`\delta `$. The mixing matrix is effectively reduced to $`UU_{12}U_{13}`$. In the approximation we are discussing, $`m^2`$ is the only relevant mass-scale difference and the vacuum transition probabilities between different neutrino flavours are: $`P(\nu _e\nu _\mu )`$ $`=`$ $`4s_{12}^2c_{12}^2c_{13}^4\mathrm{sin}^2\left({\displaystyle \frac{m^2L}{4E_\nu }}\right)`$ (6) $`P(\nu _e\nu _\tau )`$ $`=`$ $`4s_{13}^2c_{13}^2c_{12}^2\mathrm{sin}^2\left({\displaystyle \frac{m^2L}{4E_\nu }}\right)`$ (7) $`P(\nu _\mu \nu _\tau )`$ $`=`$ $`4s_{13}^2c_{13}^2s_{12}^2\mathrm{sin}^2\left({\displaystyle \frac{m^2L}{4E_\nu }}\right).`$ (8) The probabilities $`P(\nu _e\nu _\mu )`$ and $`P(\nu _e\nu _\tau )`$ are quadratically suppressed for small $`s_{12}`$ and $`s_{13}`$, while $`P(\nu _\mu \nu _\tau )`$ is quartically suppressed. The situation in matter, however, is drastically different. It is convenient to work in the “kinetic” basis wherein $`M_K^{vac}`$ is diagonal. The effect of matter is fully encrypted in a modification of the squared mass matrix: $$M_K^{mat}M_K^{vac}+U^{}\left(\begin{array}{ccc}A+B& 0& 0\\ 0& B& 0\\ 0& 0& B\end{array}\right)U,$$ (9) where, as is well known, $`B`$ arises from flavour-universal forward-scattering neutral current interactions while $`A`$, given by Eq. (3), arises from the charged-current contribution specific to $`\overline{\nu }_ee`$ and $`\nu _ee`$ scattering. To illustrate how matter effects lift the vacuum degeneracy between two mass eigenstates, we diagonalize $`M_K^{mat}`$ to first order in $`A/m^2`$, temporarily assumed to be small (the exact formulae, used in the numerical results, are presented in Appendix A). To order zero in this expansion there are two equal eigenvalues, so that we must follow the usual rules of degenerate perturbation theory. Write $`M_K^{mat}=M^{[0]}+M^{[1]}`$ with: $`M^{[0]}`$ $`=`$ $`\left(\begin{array}{ccc}0& 0& 0\\ 0& m^2+As_{12}^2& Ac_{12}s_{12}s_{13}\\ 0& Ac_{12}s_{12}s_{13}& m^2+Ac_{12}^2s_{13}^2\end{array}\right)`$ $`M^{[1]}`$ $`=`$ $`\left(\begin{array}{ccc}Ac_{12}^2c_{13}^2& Ac_{12}c_{13}s_{12}& Ac_{13}c_{12}^2s_{13}\\ Ac_{12}c_{13}s_{12}& 0& 0\\ Ac_{13}c_{12}^2s_{13}& 0& 0\end{array}\right)`$ (10) where we have subtracted the common entry $`B`$, which plays no role in neutrino mixing. We must diagonalize $`M^{[0]}`$ exactly to lift the degeneracy in $`M^{vac}`$, then the second term can be consistently treated in perturbation theory. To order $`A/m^2`$, the flavour and kinetic mass matrices, $`M_F^{mat}`$ and $`M_K^{mat}`$, are: $`M_F^{mat}`$ $`=`$ $`U_{12}U_{13}U_{mat}M_K^{mat}U_{mat}^{}U_{13}^{}U_{12}^{};`$ (11) $`M_K^{mat}`$ $`=`$ $`\mathrm{Diag}[Ac_{12}^2c_{13}^2;m^2;m^2+A(s_{12}^2+c_{12}^2s_{13}^2)]`$ (12) where $$U_{mat}\left(\begin{array}{ccc}1& 0& 0\\ 0& c_{23}^{mat}& s_{23}^{mat}\\ 0& s_{23}^{mat}& c_{23}^{mat}\end{array}\right),$$ (13) and the sine of the mixing angle in matter is: $$s_{23}^{mat}=s_{12}/\sqrt{s_{12}^2+c_{12}^2s_{13}^2}.$$ (14) There are two important points to notice. First, instead of one mass difference as in vacuum, we have two: $`\mathrm{\Delta }m_{12}^2`$ $``$ $`m^2`$ $`\mathrm{\Delta }m_{23}^2`$ $`=`$ $`A(s_{12}^2+c_{12}^2s_{13}^2),`$ (15) one of $`O(m^2)`$, the other of $`O(A)`$, the matter-induced mass. Secondly, the matrix $`U_{mat}`$ plays the same role as the mixing matrix $`U_{23}`$ in the generic mixing scenario of three neutrinos. The effect of matter is simply to split the degenerate eigenvalues and induce the effective angle $`s_{23}^{mat}`$ of Eq. (14). The crucial point is that this angle can be large even if $`s_{12}`$ and $`s_{13}`$ are small. To this order in $`A/m^2`$, the condition for maximal mixing is $`s_{13}=s_{12}/c_{12}`$; in a parametrization-independent language, this is equivalent to the requirement that the mixing between the second and third eigenstates with the electron flavour state be the same: $`U(e2)=U(e3)`$. ### 2.2 Oscillation probabilities For the Earth’s electron density appearing in $`A`$, Eq. (3), it is a good approximation to consider a piecewise-constant density profile: a negligible density for neutrinos traversing the atmosphere, $`\rho _m=5\mathrm{g}/\mathrm{cm}^3`$ for the mantle, and $`\rho _c=11\mathrm{g}/\mathrm{cm}^3`$ for a core of 3500 km radius. The matter-induced squared “mass” can then be expressed as $`A=2\sqrt{2}G_FE_\nu n_e(c_\nu )`$, where the electron density is averaged over the neutrino trajectory, and $`c_\nu `$ is the cosine of its zenith angle. The oscillation probabilities depend on the two mass differences of Eq. (15) and have the same form as the CP-conserving part of the general three-flavour vacuum-transition probabilities: $$P_{\nu _\alpha \nu _\beta }(E_\nu ,c_\nu )=\mathrm{\hspace{0.17em}4}\underset{k>j}{}\mathrm{Re}[W_{\alpha \beta }^{jk}]\mathrm{sin}^2\left(\frac{\mathrm{\Delta }m_{jk}^2L(c_\nu )}{4E_\nu }\right),$$ (16) with $`W_{\alpha \beta }^{jk}[U_{\alpha j}U_{\beta j}^{}U_{\alpha k}^{}U_{\beta k}]`$, and $`UU_{12}U_{13}U_{mat}`$. The distance $`L(c_\nu )`$ is: $$L(c_\nu )=R_{}(\sqrt{(1+l/R_{})^2s_\nu ^2}c_\nu ),$$ (17) where $`R_{}`$ is the radius of the Earth and $`l15`$ km is the typical height at which primary cosmic rays interact in the atmosphere. Consider the $`\nu _\mu \nu _\tau `$ entry of Eqs. (16): $$P_{\nu _\mu \nu _\tau }(E_\nu ,c_\nu )=\mathrm{sin}^2(2\theta _{23}^{mat})\mathrm{sin}^2\left(\frac{\mathrm{\Delta }m_{23}^2L(c_\nu )}{4E_\nu }\right)+O(s_{12}^2,s_{13}^2).$$ (18) Even if $`s_{12}`$ and $`s_{13}`$ are small, $`P_{\nu _\mu \nu _\tau }`$ can be maximal, since $`\theta _{23}^{mat}\pi /4`$ for $`s_{12}s_{13}`$. In the limit $`s_{12},s_{13}0`$, $`\mathrm{\Delta }m_{23}^20`$ and the oscillation probability vanishes: there cannot be oscillations if all CKM angles are zero. Large $`\nu _\mu \nu _\tau `$ oscillations take place for $`s_{12},s_{13}`$ small, but bounded from below by the condition $`\mathrm{\Delta }m_{23}^2R_{}/E_\nu O(1)`$. For this parameter range one should still check the size of $`\nu _e\nu _\mu ,\nu _\tau `$ transitions, which are not observed. This turns out not to be a problem for the atmospheric anomaly, because the $`\nu _\mu /\nu _e`$ flux ratio is close to 2, and in the region of maximal mixing and small vacuum angles $`P(\nu _e\nu _\mu )P(\nu _e\nu _\tau )`$. Consequently, the number of disappearing $`\nu _e`$ can be compensated by the number of $`\nu _\mu `$s that oscillate into $`\nu _e`$. But a large $`\nu _e`$ disappearance probability can lead to a violation of the stringent bounds imposed by the Chooz experiment . We shall see that Chooz, but not SK, disfavours our small angle scenario. ### 2.3 Relation to the conventional scenario The degenerate-neutrino scenario involves only one vacuum mass difference in the description of terrestrial experiments. This is also the case in the scenarios considered in most previous analyses of atmospheric data, even with three families , but with a single dominant mass difference. As it turns out, the degenerate scenario is exactly equivalent to the conventional one of with $`\overline{\mathrm{\Delta }}m_{23}^2=m^2`$ (in vacuum oscillations the sign of this difference would be unobservable). To see this equivalence explicitly, it suffices to consider their vacuum CKM matrix, which is written in the customary order $`\overline{U}\overline{U}_{23}(\overline{s}_{23})\overline{U}_{13}(\overline{s}_{13})`$, and to obtain from it the matrix of Eq. (5) via the substitutions: $`\overline{s}_{23}^2`$ $`=`$ $`{\displaystyle \frac{s_{12}^2c_{13}^2}{s_{12}^2+s_{13}^2c_{12}^2}},`$ (19) $`\overline{s}_{13}^2`$ $`=`$ $`c_{12}^2c_{13}^2.`$ (21) Note that small mixing angles in the degenerate parametrization may correspond to large mixings in the conventional one. In particular, a region of arbitrarily small mixing angles $`s_{12}^2,s_{13}^2`$ of our mass-degenerate scenario is mapped to a domain around the values $`\overline{s}_{23}^21/2`$ and $`\overline{s}_{13}^21`$ of the conventional parametrization. The most “natural” parametrizations are the ones in which the rotation matrices $`U_{ij}`$ act on the mass eigenstates in order of decreasing degeneracy. The conventional parametrization, used in the Particle Data Book , is natural for the quark sector with its hierarchical mass splitting, but not necessarily for the lepton sector. The parametrization we use, Eq. (5), is natural for the partially-degenerate mass pattern that we are considering . As we saw in the previous subsection, the presence of degenerate eigenstates in vacuum can lead to large transition probabilities in matter. The enhacement of transition probabilities in matter in the context of three-family mixing with two degenerate neutrinos has been discussed before in and, in the context of the three-maximal mixing model, in . The parametrization we use here clarifies the origin and generality of the effect. ## 3 Zenith angle and energy distribution of the SK events The data of the SK collaboration, as well as their Monte Carlo expectations for the case in which there are no neutrino oscillations, are binned in the azimuthal angle of the observed electrons and muons, and in their energy (in the case of muons the level of containment within the detector also distinguishes different data samples). To reproduce these results one must convolute neutrino fluxes and survival probabilities with charged-current differential cross sections and implement various efficiencies and cuts. This being an elaborate procedure, in Appendix D we check our results by reproducing the no-oscillation Monte Carlo results of SK, as well as the neutrino “parent energy” spectrum: the azimuthally averaged neutrino flux weighted with the integrated neutrino cross section and with the efficiencies of the various data samples. In the rest of this section we review how the data are binned, we specify our procedure, and we analyze the fits to the conventional oscillation scenario, as well as to our mass-degenerate alternative. ### 3.1 The data samples The SK collaboration chooses to bin the observed charged-lepton energies in a few samples. The electron candidates are subdivided into sub-GeV (sgev) and multi-GeV (mgev). The muon candidates are distinguished as sgev and mgev, partially and fully contained (PC, FC), and through-going (thru). To set apart these categories, we introduce selection functions $`\mathrm{Th}_{s,l}(E_l,c_l)`$, with $`s=`$ sgev, mgev and $`l=e,\mu `$, that depend on the energy, $`E_l`$, and on the cosine, $`c_l`$, of the azimuthal angle of the outgoing lepton ($`c_l=1`$ is vertically down-going). In computing the number of events, these selection functions will weight the product of neutrino flux and cross-section. For the sgev events, $`\mathrm{Th}_{\mathrm{sgev},l}(E_l)\mathrm{\Theta }[E_{\mathrm{th},l}E_l]\mathrm{\Theta }[E_lE_{\mathrm{min},\mathrm{l}}],`$ (22) with $`E_{\mathrm{th},e(\mu )}=1.33(1.4)`$ GeV, $`E_{\mathrm{min},e(\mu )}=100(200)`$ MeV for $`e`$($`\mu `$) respectively. For the mgev electron events, $`\mathrm{Th}_{\mathrm{mgev},e}(E_l)\mathrm{\Theta }[E_lE_{\mathrm{th},e}]`$. For the mgev muons, we must distinguish between partially and fully contained events: $`\mathrm{Th}_{\mathrm{mgev}\mathrm{PC},\mu }(E_\mu ,c_\mu )\mathrm{\Theta }[E_\mu E_{\mathrm{th},\mu }]\mathrm{PC}(E_\mu ,c_\mu ),`$ $`\mathrm{Th}_{\mathrm{mgev}\mathrm{FC},\mu }(E_\mu ,c_\mu )\mathrm{\Theta }[E_\mu E_{\mathrm{th},\mu }]\mathrm{FC}(E_\mu ,c_\mu ),`$ (23) where the functions $`\mathrm{FC}(E_\mu ,c_\mu )`$, $`\mathrm{PC}(E_\mu ,c_\mu )`$ measure the fraction of the total fiducial volume in which a neutrino interaction could produce a $`\mu `$ with energy $`E_\mu `$ and zenith direction $`c_\mu `$ that either stops before exiting the detector (FC) or escapes (PC). We have explicitly constructed $`\mathrm{FC}(E_\mu ,c_\mu )`$ and $`\mathrm{PC}(E_\mu ,c_\mu )`$ using the shape and size of the detector and the $`\mu `$ range in water, $`R_w(E_\mu )`$, as a function of energy, and describe this in Appendix C. We have also devised a through-going muon selection function $`\mathrm{Th}_{\mathrm{thru},\mu }(E_\mu ,c_\mu )`$. The effective target mass of the rock surrounding SK depends on energy via the muon range in water and in rock, $`R_r(E_\mu )`$. The observed muon energy is required to be greater than $`E_{\mathrm{min}}^{}=1.6`$ GeV, implying that its trajectory must be longer than 7 m. The function $`\mathrm{Th}_{\mathrm{thru},\mu }`$ must account for the detector’s effective area for such tracks, $`\mathrm{A}(E_\mu ,c_\mu )`$, which depends, via the muon range, on the muon energy as it enters the detector, and on its zenith angle. Furthermore, the selection function for through-going muons must take into account that their flux, as given by SK, is defined as the number of events divided by the effective area for a muon of energy $`E_{min}^{}`$ . All in all: $$\mathrm{Th}_{\mathrm{thru},\mu }(E_\mu ,c_\mu )[R_r(E_\mu )R_r(E_{min}^{})]\frac{\mathrm{A}(E_\mu ,c_\mu )}{\mathrm{A}(E_{min}^{},c_\mu )}.$$ (24) This effective area is given in Appendix C. ### 3.2 Number of events Let $`d\mathrm{\Phi }_\nu (E_\nu ,c_\nu )/dE_\nu dc_\nu `$ and $`d\overline{\mathrm{\Phi }}_\nu (E_\nu ,c_\nu )/dE_\nu dc_\nu `$ be the atmospheric neutrino fluxes of $`\nu =\nu _e,\nu _\mu `$ and their antiparticles, with $`E_\nu `$ the neutrino energy and $`c_\nu `$ its zenith angle (we use the Bartol code of atmospheric neutrino fluxes at the Kamiokande site). Let $`d\sigma (E_\nu ,E_l,c_\beta )/dE_ldc_\beta `$ and $`d\overline{\sigma }(E_\nu ,E_l,c_\beta )/dE_ldc_\beta `$ be the neutrino and antineutrino charged-current cross sections, which depend on $`E_\nu `$, on the outgoing lepton energy $`E_l`$, and on the cosine of the scattering angle between the two particles, $`c_\beta `$. In Appendix B, we discuss in detail the cross sections used in our analysis. The zenith angle of the outgoing lepton $`c_l`$, which is the measured quantity, is a function of $`c_\nu `$, $`c_\beta `$, and of the azimuthal angle, $`\varphi `$, of the outcoming lepton in the target rest frame. Let $`N_{s,l}^0(c),N_{s,l}^{\mathrm{osc}}(c)`$ be the expected number of charged-current events in the sample $`s`$ ($`s=`$ sgev, mgev-pc, mgev-fc, thru) for $`l=e,\mu `$ and in the bin in zenith cosine with central value $`c`$, for the no-oscillation (0) and oscillation (osc) hypotheses. For the sgev and mgev samples, the theoretical prediction is given by: $`N_{s,l}^{\mathrm{osc}}(c)=K_{s,l}{\displaystyle 𝑑E_\nu 𝑑c_\nu 𝑑E_l𝑑c_\beta 𝑑\varphi \mathrm{Th}_\mathrm{s}(E_l,c_l)(\mathrm{\Theta }[c_lc+\delta ]\mathrm{\Theta }[c_lc\delta ])}`$ $`{\displaystyle \underset{\nu ^{}=\nu _e,\nu _\mu }{}}\left[\sigma (E_\nu ,E_l,c_\beta ){\displaystyle \frac{d\mathrm{\Phi }_\nu ^{}}{dE_\nu dc_\nu }}P_{\nu ^{}\nu }(E_\nu ,c_\nu )+\overline{\sigma }(E_\nu ,E_l,c_\beta ){\displaystyle \frac{d\overline{\mathrm{\Phi }}_\nu ^{}}{dE_\nu dc_\nu }}\overline{P}_{\nu ^{}\nu }(E_\nu ,c_\nu )\right]`$ (25) for the oscillation hypothesis, with $`P_{\nu ^{}\nu }(E_\nu ,c_\nu )`$ and $`\overline{P}_{\nu ^{}\nu }(E_\nu ,c_\nu )`$ the oscillation probabilities from flavour $`\nu ^{}`$ to flavour $`\nu `$ for neutrinos and antineutrinos respectively. To obtain $`N^0`$, take $`P_{\nu ^{}\nu }=\overline{P}_{\nu ^{}\nu }=\delta _{\nu ^{}\nu }`$. The $`\mathrm{\Theta }`$ functions in Eq. (25) express the constraint that $`c_l`$ be in the bin with central value $`c`$ and width $`2\delta =0.4`$, the binning used in SK for the sgev and mgev samples. Finally, $`K_{s,l}`$ are normalization constants, which ensure that the total number of events in each sample is the same as in the SK Monte Carlo data for the non-oscillation hypothesis. By choosing these factors by hand, we skirt the question of efficiencies for electron or muon detection and for single- or multiple-ring events: all we need to assume is that they are roughly constant within a given data sample, which we believe to be the case. We neglect the cross-talk between different samples. For the flux of through-going muons, we have: $`\mathrm{\Phi }_{\mathrm{thru}}^{\mathrm{osc}}(c)=K_{\mathrm{thru}}{\displaystyle 𝑑\varphi 𝑑c_\beta 𝑑E_\mu 𝑑c_\nu 𝑑E_\nu \mathrm{Th}_{\mathrm{thru},\mu }(E_\mu ,c_\mu )(\mathrm{\Theta }[c_\mu c+\delta ]\mathrm{\Theta }[c_\mu c\delta ])}`$ $`{\displaystyle \underset{\nu ^{}=\nu _e,\nu _\mu }{}}\left[\sigma (E_\nu ,E_\mu ,c_\beta ){\displaystyle \frac{d\mathrm{\Phi }_\nu ^{}}{dE_\nu dc_\nu }}P_{\nu ^{}\nu _\mu }(E_\nu ,c_\nu )+\overline{\sigma }(E_\nu ,E_\mu ,c_\beta ){\displaystyle \frac{d\overline{\mathrm{\Phi }}_\nu ^{}}{dE_\nu dc_\nu }}\overline{P}_{\nu ^{}\nu _\mu }(E_\nu ,c_\nu )\right]`$ (26) for the case with oscillations. The width of the zenith angle bins in this sample is $`2\delta =0.1`$. ### 3.3 Results of the analysis of the SK data We have performed a $`\chi ^2`$ analysis of the oscillation hypothesis in our mass-degenerate scenario, for both signs of $`m^2`$, using the full 52 kiloton-year data sample gathered by the Super-Kamiokande collaboration in 848 days of exposure . The case of negative $`m^2`$ is exactly equivalent to the conventional scenario considered in , as shown in Section 2. The measured quantities are the 30 zenith angle bins measured by SK in the five types of data samples. The choice of an error correlation matrix is non-trivial, as there are large theoretical uncertainties in the input neutrino flux, which induce large correlations between the errors in the different measured quantities. We have constructed the error correlation matrix in the same way as the authors of , to whom we refer for details. To gauge the incidence of these “systematic” errors on the results, we have also performed the analysis with only statistical uncertainties. In Fig. 1 we show, in the plane $`s_{12}`$$`s_{13}`$ and for several positive values of $`m^2`$, the contour lines delimiting the allowed regions at 68.5 and 99% confidence. In Fig. 2 the same information is displayed for negative $`m^2`$. The region of maximal mixing in the conventional parametrization corresponds to values $`s_{12}1`$ and $`s_{13}1/\sqrt{2}`$ of our parametrization. This region is favoured for the smaller allowed values of $`m^2`$: the top two rows of Fig. 1. At the larger values of $`m^2`$, however, the contours extend largely to a region with significantly smaller vacuum angles, the oscillation probabilities being enhanced by matter effects. We draw for comparison the line corresponding to maximal mixing in the perturbative approximation of Eq. (14), valid for the larger $`m^2`$ values. The allowed regions at small angles are close to this line, as expected. At values of $`m^2`$ smaller than those shown in the figure, the allowed regions shrink around the conventional maximal-mixing solution. The minimum $`\chi ^2`$ is obtained for $`\|m^2\|3.5\times 10^3`$ eV<sup>2</sup>, independently of whether the errors are taken to be purely statistical, or estimates of flux uncertainties are also included. This result is in good agreement with that found by the SK collaboration in a two-family mixing context. We do not find such an agreement on the optimized mixing angles. The best-fit angles in our parametrization are $`s_{12}^20.42(0.45)`$ and $`s_{13}^20.31(0.33)`$ for positive (negative) $`m^2`$, which in the conventional parametrization correspond to $`\overline{s}_{23}^2=0.48(0.48)`$ and $`\overline{s}_{13}^2=0.4(0.37)`$, not so far from the so-called tri-maximal mixing model ($`s_{12}^2=1/2,s_{13}^2=1/3`$) . The Chooz data, however, disfavour these relatively large-$`m^2`$ and small-angle solutions. ## 4 Chooz Constraints The reactor experiment Chooz provides tight upper limits on the $`\overline{\nu }_e`$ disappearance probability in a domain with $`\mathrm{\Delta }m^210^3\mathrm{eV}^2`$ . This entails very strong strictures on $`P_{\overline{\nu }_e\overline{\nu }_\mu }`$ and $`P_{\overline{\nu }_e\overline{\nu }_\tau }`$ at atmospheric distances. We have constrained our analysis of atmospheric data to comply with the Chooz results on the ratio $`R`$ of observed $`e^+`$ events to the number expected in the absence of oscillations: $`R={\displaystyle \frac{𝑑E_\nu \mathrm{\Phi }(E_\nu )\sigma (E_\nu )P_{\overline{\nu }_e\overline{\nu }_e}(E_\nu )}{𝑑E_\nu \mathrm{\Phi }(E_\nu )\sigma (E_\nu )}},`$ (27) where $`\mathrm{\Phi }(E_\nu )`$ is the spectrum of neutrinos, obtained by combining, in the appropriate proportions , the decay spectra of the different isotopes in the Chooz reactors . In writing Eq. (27) we have approximated the efficiency as a constant, for lack of better information. The cross section, $`\sigma (E_\nu )`$, including the threshold effects, has been obtained from . For the transition probabilities we can use Eq. (8), since matter effects are completely negligible. The results of this combined SK–Chooz analysis are shown in Fig. 3 for positive $`m^2`$. The results for negative $`m^2`$ shown in Fig. 4 are very similar. Clearly the Chooz data favour the conventional maximal-mixing solution as the only acceptable one. In Fig. 5, we show the minimum $`\chi ^2`$ as a function of mass, for positive $`m^2`$. On the left we include theoretical flux errors as in , while on the right only statistical uncertainties are taken into account. Reassuringly, the theoretical errors have a small incidence on the results. In Fig. 6, we show the results for negative $`m^2`$. For both signs of the mass difference, the minimum of the $`\chi ^2`$ occurs at $`\|m^2\|=2`$$`2.5\times 10^3`$ eV<sup>2</sup>, which is slightly smaller than the value obtained in the combined analysis of ($`\|m^2\|2.8\times 10^3`$ eV<sup>2</sup>). Concerning the mixing amplitudes, we find as the best fit for the important angle $`\overline{\theta }_{13}`$ –in the conventional parametrization– at $`\overline{\theta }_{13}=6^\mathrm{o}`$, to be compared to $`8^\mathrm{o}`$ found in . However, the $`\chi ^2`$ curve is flat enough for $`\overline{\theta }_{13}=0`$ to be perfectly compatible with the data. In Figs. 7 and 8 we show the impressive agreement between the SK zenith angle distributions and our best-fit oscillation hypothesis, obtained including the Chooz constraint. Incidentally, for the trimaximal mixing model we get $`\chi ^2=42(44)`$ (for 30 degrees of freedom: 31 data minus one free parameter $`m^2`$) for positive (negative) $`m^2`$ at $`\|m^2\|=10^3`$ eV<sup>2</sup>, a mass value for which the Chooz constraint is inoperative. The $`\chi ^2`$ rises rapidly for larger $`\|m^2\|`$. The probability that this model is correct is below $`10\%`$. ## 5 Conclusions The neutrino squared mass difference used to explain the atmospheric neutrino anomaly in terms of oscillations is of the same order of magnitude as that induced by Earth matter effects, for a typical atmospheric neutrino energy. Triggered by this coincidence, we set out to study –in a scheme with three neutrinos and in minute detail– whether or not the large depletion of muon neutrinos observed by SK could be due, not to ab initio large mixing angles, but to matter-enhanced smaller-angle mixings. Our suspicion turned out to be correct: the SK data can be very satisfactorily explained with mixing angles that are far from maximal. But the constraints from Chooz on the survival of electron antineutrinos disfavour our non-maximal solution. The conclusion that vacuum $`\nu _\mu \nu _\tau `$ neutrino transition probabilities are nearly maximal may be surprising, but it is here to stay. Acknowledgements We have had useful conversations with A. Donini, J. Ellis, F. Feruglio, G.L. Fogli, J. Gómez-Cadenas, M.C. Gonzalez-García, Y. Hayato, E. Lisi, M. Lusignoli, S. Rigolin and O. Yasuda. We are indebted to the Bartol and Honda groups for providing us with their atmospheric neutrino fluxes. We warmly thank K. Scholberg for many illuminating discussions on the SK data and its interpretation. After the completion of this work, E. Lisi kindly pointed out to us the references , where matter effects in three–family mixing were previously discussed, and O. Peres kindly pointed out a missprint in eq. (8). The work of M.B.G. was also partially supported by CICYT project AEN/97/1678. Appendix A: Oscillation parameters The exact diagonalization of the mixing matrix in Eq. (9) results in the effective eigen-mass differences: $`\mathrm{\Delta }m_{12}^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(m^2A+\sqrt{(m^2+A)^24Am^2c_{13}^2c_{12}^2}\right),`$ $`\mathrm{\Delta }m_{23}^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(m^2+A+\sqrt{(m^2+A)^24Am^2c_{13}^2c_{12}^2}\right),`$ (28) and in a mixing matrix: $`U_{mat}=\left(\begin{array}{ccc}(c_{12}c_{13}a_+)/b_+& 0& (c_{12}c_{13}a_{})/b_{}\\ s_{12}/b_+& s_{13}c_{12}/\sqrt{s_{12}^2+s_{13}^2c_{12}^2}& s_{12}/b_{}\\ s_{13}c_{12}/b_+& s_{12}/\sqrt{s_{12}^2+s_{13}^2c_{12}^2}& s_{13}c_{12}/b_{}\end{array}\right),`$ (29) where $`a_\pm `$ $``$ $`\left(A+m^2\pm \sqrt{(m^2+A)^24Am^2c_{13}^2c_{12}^2}\right)/(2Ac_{12}c_{13}),`$ $`b_\pm `$ $``$ $`\sqrt{1+a_\pm ^22a_\pm c_{13}c_{12}}.`$ (30) Appendix B: Neutrino cross sections The proper treatment of neutrino cross sections in water and rock, at energies ranging from 100 MeV to hundreds of GeV, is an arduous art. We do not attempt an elegant and complete analysis. Instead, we use a treatment that –notwithsanding its oversimplifications– is capable of reproducing to an adequate level the observed total cross sections and scattering angle distributions, which are the ingredients needed for the data analysis. We simplify the neutrino cross sections in water by considering only oxygen as a target, an isoscalar nucleus for which we ignore shadowing, but not Fermi-motion effects, which we treat as in . We also neglect the muon mass. As the SK experimenters do, we build a cross section out of three dominant contributions: quasi-elastic ($`\nu _l𝒩l𝒩^{}`$), resonant one-pion production, and “deep” inelastic. In so doing we ignore the small contribution of the “diffractive” domain of relatively high energy, low $`Q^2`$. For the quasi-elastic cross section we use the standard expression reviewed in , with $`M_A=1.0`$ GeV for the mass describing the axial form factor. For one-pion production we use Eq. (22) of for the excitation of the $`N^{}(1236)`$ resonance of spin and isospin 3/2. We assume that these contributions saturate the cross section for an invariant mass of the final hadrons $`W1.4`$ GeV. Above that value we use a deep-inelastic cross section with an exact Callan-Treiman constraint $`F_2=2xF_1`$. For the structure functions $`F_2`$ and $`F_3`$ we use the compilation of . As an excuse to extend this deep inelastic cross section to values of $`Q^2`$ as low as 0.4 GeV<sup>2</sup>, we use $`\xi `$-scaling. This is known to deal correctly with the higher-twist target-mass corrections and to interpolate the resonant contributions in the sense of local duality . Alas, the structure functions are not extracted from the data using $`\xi `$-scaling. But the authors of have shown that, at least in the case of electroproduction, a blind a posteriori use of $`\xi `$-scaling improves the fit to the lower $`Q^2`$ data (their prescription consists in using the Bjorken-scaling cross-section expressions and the structure functions extracted at higher $`Q^2`$, with the simple and not fully consistent a posteriori substitution $`x\xi `$ in the argument of the structure functions). In Fig. 9, we plot $`\sigma _{_{\mathrm{TOT}}}(E_\nu )`$ as a function of $`E_\nu `$ for neutrinos and antineutrinos. The curves are a bit below the available data at low energies, no doubt reflecting the absence of a calculated diffractive contribution. The SK collaborators, as well as many other authors, extend the structure functions down to $`Q^2=0`$, thereby obtaining a slightly better “fit” to the $`\sigma _{_{\mathrm{TOT}}}`$ data. Rather than indulging in this inconsistent use of the deep inelastic structure functions, we have checked that our results on neutrino-mixing parameters are insensitive to this kind of variations of the input. An important quantity in the zenith angle analysis is the average scattering angle between the lepton and the parent neutrino. In Fig. 10, we show the average angle for quasi-elastic events as a function of the lepton energy. This curve is in perfect agreement with that obtained by the SK collaboration . Appendix C: Geometrical acceptances The SuperKamiokande detector is a cylinder of height $`H=36.2`$ m and radius $`R=16.9`$ m, of fiducial volume $`V=\pi (R2\mathrm{m})(H4\mathrm{m})`$. Let a point within the detector be labelled by $`y`$, the height from the bottom plane; $`z`$, the distance from the axis; and $`x`$, a third cartesian coordinate. Let $`d(x,y,z)`$ be the minimum distance from a point in the detector to its wall, let $`s_\mu ,c_\mu ,t_\mu `$ be the sine, cosine and tangent of the muon’s azimuthal angle and let $`E_{min}=0.7`$ GeV be the energy of a muon giving a 2.6 m track in water. We find: $`\mathrm{FC}(E_\mu ,c_\mu )={\displaystyle \frac{2}{V}}{\displaystyle _0^R}𝑑z{\displaystyle _0^{2\sqrt{R^2z^2}}}𝑑x{\displaystyle _0^H}𝑑y\mathrm{\Theta }[d(x,y,z)2\mathrm{m}]`$ (31) $`\{\mathrm{\Theta }[2\sqrt{R^2z^2}xy\|t_\mu \|]\mathrm{\Theta }[yR_w(E_\mu )\|c_\mu \|]`$ (32) $`+\mathrm{\Theta }[2\sqrt{R^2z^2}xR_w(E_\mu )\|s_\mu \|]\mathrm{\Theta }[y\|t_\mu \|+x2\sqrt{R^2z^2}\|]\}`$ (33) $`\mathrm{PC}(E_\mu ,c_\mu )={\displaystyle \frac{2}{V}}\mathrm{\Theta }[R_w(E_\mu )R_w(E_{min})]{\displaystyle _0^R}𝑑z{\displaystyle _0^{2\sqrt{R^2z^2}}}𝑑x{\displaystyle _0^H}𝑑y`$ (34) $`\mathrm{\Theta }[d(x,y,z)2\mathrm{m}]\{\mathrm{\Theta }[2\sqrt{R^2z^2}xy\|t_\mu \|]\mathrm{\Theta }[R_w(E_\mu )\|c_\mu \|y]`$ (35) $`+\mathrm{\Theta }[R_w(E_\mu )\|s_\mu \|2\sqrt{R^2z^2}+x]\mathrm{\Theta }[y\|t_\mu \|+x2\sqrt{R^2z^2}\|]\}`$ (36) where the range of muons in water that we use, $`R_w(E_\mu )`$, can be obtained from the expressions in . A muon produced with energy $`E_\mu `$, after travelling a distance $`l`$ in rock material, has an energy $`E_\mu ^{}=R_r^1[R_r(E_\mu )l]`$; its remaining range in water is $`l_w(E_\mu ,l)=R_w(E_\mu ^{})`$. The effective area for through-going muons of Eq. (24) is then given by $`\mathrm{A}(E_\mu ,c_\mu )={\displaystyle \frac{2}{R_r(E_\mu )R_r(E_{min}^{})}}{\displaystyle _0^{R_r(E_\mu )R_r(E_{min}^{})}}𝑑l{\displaystyle _0^R}𝑑z`$ (37) $`\{\|s_\mu \|{\displaystyle _0^H}dy\mathrm{\Theta }[l_w(E_\mu ,l)\mathrm{Min}({\displaystyle \frac{2\sqrt{R^2z^2}}{\|s_\mu \|}},{\displaystyle \frac{[Hy]}{\|c_\mu \|}})]`$ (38) $`\mathrm{\Theta }\left[\mathrm{Min}({\displaystyle \frac{2\sqrt{R^2z^2}}{\|s_\mu \|}},{\displaystyle \frac{[Hy]}{\|c_\mu \|}})7\mathrm{m}\right]`$ (39) $`+\|c_\mu \|{\displaystyle _0^{2\sqrt{R^2z^2}}}𝑑x\mathrm{\Theta }\left[l_w(E_\mu ,l)\mathrm{Min}({\displaystyle \frac{2\sqrt{R^2z^2}x}{\|s_\mu \|}},{\displaystyle \frac{H}{\|c_\mu \|}})\right]`$ (40) $`\mathrm{\Theta }[\mathrm{Min}({\displaystyle \frac{2\sqrt{R^2z^2}x}{\|s_\mu \|}},{\displaystyle \frac{H}{\|c_\mu \|}})7\mathrm{m}]\},`$ (41) where for the range of muons in rock $`R_r(E_\mu )`$, we have used the results in . All of the above expressions can be integrated explicitly, but the analytical results are not brief, or useful. Appendix D: Comparison with the SK Monte Carlo We have not included in this analysis any non-geometrical detection efficiencies, as discussed in Section 3. We have normalized the number of events in each data sample to the corresponding number in the SK Monte Carlo for the non-oscillation hypothesis. This is tantamount to the use of an efficiency function which is not a function of energy within each sample. A non-trivial check that this is indeed a sensible approximation is to compare the parent neutrino energy distributions in the different data samples with those worked out by the SK team. These distributions are defined as the azimuthally averaged neutrino flux weighted with the integrated neutrino cross section and with the selection function for the various sgev and mgev data samples: $`P_{s,l}(E_\nu ){\displaystyle 𝑑c_\nu 𝑑E_l𝑑c_\beta 𝑑\varphi \mathrm{Th}_{\mathrm{s},\mathrm{l}}(E_l,c_l)\left[\sigma (E_\nu ,E_l,c_\beta )\frac{d\mathrm{\Phi }_\nu }{dE_\nu dc_\nu }+\overline{\sigma }(E_\nu ,E_l,c_\beta )\frac{d\overline{\mathrm{\Phi }}_\nu }{dE_\nu dc_\nu }\right]}.`$ All of the symbols in this expression have already been defined. Our results, shown in Figs. 11 and 12, are in good agreement with those obtained by SK . In Figs. 13 and 14 we compare the zenith angle dependence obtained in our calculation for the non-oscillation hypothesis with the predictions of the SK Monte Carlo . The agreement is again rather good.
warning/0001/hep-ph0001272.html	ar5iv	text	# Quark distribution functions in the chiral quark-soliton model: cancellation of quantum anomalies ## 1 Introduction Recently a rather successful program of computing the quark distribution functions in the framework of the effective quark-soliton model was developed . The quark soliton model includes the chiral pion field $`U=e^{i\pi ^a\tau ^a/F_\pi }`$ and the quark field $`\psi `$ whose interaction is described by the Lagrangian $$L=\overline{\psi }(i\gamma ^\mu _\mu MU^{\gamma _5})\psi .$$ (1) In the mean field approximation (justified in the limit of the large number of quark colors $`N_c`$ ) the nucleon arises as a soliton of the chiral field $`U`$ $$U(x)=\mathrm{exp}[i(n^a\tau ^a)P(r)],n^a=\frac{x^a}{r},r=\|x\|.$$ (2) This effective theory allows a quantum field-theoretical approach to the calculation of the quark and antiquark distributions in the nucleon. In contrast to naive quark composite models and to the bag model here we have a consistent approach reproducing the main features of the QCD parton model like positivity of the quark and antiquark distributions, various sum rules etc. In terms of the quark degrees of freedom this picture of the nucleon corresponds to occupying with $`N_c=3`$ quarks the negative continuum levels as well as the valence level of the one-particle Dirac Hamiltonian $`H`$ $$H=i\gamma ^0\gamma ^k_k+M\gamma ^0U^{\gamma _5},$$ (3) in the background soliton field $`U`$. For the pion field (2) one can find the spectrum of the Hamiltonian (3) $$H\|n=E_n\|n.$$ (4) Various nucleon observables can be naturally represented as sums over eigenstates $`\|n`$ of the Dirac Hamiltonian $`H`$. For example, the nucleon mass $`M_N`$ is given by the sum over all occupied states or alternatively by the minus sum over all non-occupied states $$M_N=\underset{n,occ}{}E_n=\underset{n,nonocc}{}E_n.$$ (5) In this expression the subtraction of similar sums is implied where the eigenstates $`\|n`$ and the eigenvalues $`E_n`$ are replaced by those of the free Hamiltonian, $$H_0\|n^{(0)}=E_n^{(0)}\|n^{(0)},H_0=i\gamma ^0\gamma ^k_k+M\gamma ^0.$$ (6) The physical reason for the existence of the two equivalent expressions in (5) is that the polarized Dirac sea picture can be formulated either in terms of quark or in terms of antiquark states (occupied antiquark states correspond to non-occupied quark states). Formally the equivalence of two representations (5) for $`M_N`$ follows from the identity $$\underset{n,occ}{}E_n+\underset{n,nonocc}{}E_n=\underset{n}{}E_n=TrH=0.$$ (7) At the last step we took into account that the trace of $`H`$ over the spin indices vanishes. Strictly speaking, this naive argument is not safe since the sums (5) over the occupied and non-occupied states are ultraviolet divergent and must be regularized. In principle, the ultraviolet regularization could lead to an anomalous difference between the summation over occupied and non-occupied states but in the case of the nucleon mass (5) one can check that in the regularizations like Pauli-Villars or proper-time ones the anomaly is absent. E.g. the proper-time regularized version of (7) with the ultraviolet cutoff $`\mathrm{\Lambda }`$ is $$\underset{\mathrm{\Lambda }\mathrm{}}{lim}\underset{n}{}E_n\mathrm{exp}\left[E_n^2/\mathrm{\Lambda }^2\right]=0.$$ (8) We can reformulate this verbally as the “absence of the anomaly” in the nucleon mass $`M_N`$ (in the proper time regularization). The usage of the word “anomaly” is invoked by the similarity with the axial anomaly which can be interpreted as nonvanishing trace of $`\gamma _5`$ in e.g. the proper-time regularization. The main object of interest in this paper is the study of the quark distribution functions. In the mean field approach (justified in the large $`N_c`$ limit) the quark distributions can be represented as single or double sums over occupied or non-occupied one-particle eigenstates (4) of the Dirac Hamiltonian (3). We shall see that for the same parton distribution one can write two naively equivalent representations but whether this equivalence persists or not when one takes into account the ultraviolet regularization is a rather subtle question and the situation is different for different distributions. Moreover, even in the limit of the large cutoff, the cancellation of this anomalous difference between the naively equivalent representations is sensitive to the regularization used. Let us start from the unpolarized isosinglet quark distribution $`u(x)+d(x)`$ which is given by the following expressions () in the leading order of the $`1/N_c`$ expansion $$u(x)+d(x)=N_c\underset{n,occ}{}\frac{d^3p}{(2\pi )^3}\delta \left(\frac{p^3+E_n}{M_N}x\right)n\|𝐩(1+\gamma ^0\gamma ^3)𝐩\|n$$ $$=N_c\underset{n,nonocc}{}\frac{d^3p}{(2\pi )^3}\delta \left(\frac{p^3+E_n}{M_N}x\right)n\|𝐩(1+\gamma ^0\gamma ^3)𝐩\|n.$$ (9) Also here the subtraction of similar sums with the eigenstates and eingenvalues of the Hamiltonian (3) replaced by those of the free Hamiltonian (6) is implied. The result (9) has a transparent physical meaning of the probability to find a quark with momentum fraction $`x`$ in the nucleon in the infinite momentum frame. In ref. it was shown that in the Pauli-Villars regularization the sums over occupied and non-occupied states in (9) really give the same result. We stress that the fact of the equivalence of the two representations for parton distributions is crucial for the positivity of unpolarized distributions and for the validity of various sum rules inherited by the model from QCD . Therefore the check of this equivalence is an essential part of the calculation of parton distributions in the chiral soliton model. Now let us turn to the polarized quark distributions. In the leading order of the $`1/N_c`$ expansion only the isovector polarized distribution survives $$\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)=\frac{1}{3}N_c\underset{n,occ}{}\frac{d^3p}{(2\pi )^3}\delta \left(\frac{p^3+E_n}{M_N}x\right)$$ $$\times n\|𝐩(1+\gamma ^0\gamma ^3)\tau ^3\gamma ^5𝐩\|n.$$ (10) Compared to the expression (9) for $`u(x)+d(x)`$ here we have an extra factor $`\tau ^3\gamma ^5`$ which reflects the fact that now we deal with the isovector polarized distribution. The factor of $`1/3`$ comes from a careful treatment of the rotation of the soliton . One can ask whether the summation over the occupied quark states in (10) can be replaced by the summation over non-occupied states $$\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)=\frac{1}{3}N_c\underset{n,nonocc}{}\frac{d^3p}{(2\pi )^3}\delta \left(\frac{p^3+E_n}{M_N}x\right)$$ $$\times n\|𝐩(1+\gamma ^0\gamma ^3)\tau ^3\gamma ^5𝐩\|n.$$ (11) In this paper we shall show that in the case of the Pauli-Villars regularization (the sum over states $`n`$ in (10) is logarithmically divergent) the two representations (10) and (11) are really equivalent. We stress that the equivalence of the summation over the occupied and non-occupied states is very sensitive to the choice of the regularization. For example, if instead of the Pauli–Villars regularization we simply cut the summation over quark states in (10) including only states with $`\|E_n\|<\omega _0`$ then a nonzero difference between the two representations (10) and (11) will remain even in the limit of the infinite cutoff $`\omega _0\mathrm{}`$. The mechanism how this anomalous difference appears is similar in many respects to the famous axial anomaly. In particular, such similarity manifests itself in the fact that the anomalous difference between the two representations (10) and (11) can be computed analytically in the limit $`\omega _0\mathrm{}`$. The calculation of the anomalous difference is presented in this paper. Although the regularization including only states with $`\|E_n\|<\omega _0`$ is not acceptable as a physical one and the Pauli–Villars regularization is more preferable in this respect, we want to emphasize that in the practical calculations based on the numerical diagonalization of the Dirac operator in the background soliton field, the $`\|E_n\|<\omega _0`$ regularization appears naturally. Indeed, in the numerical calculation one can work only with a finite amount of quark states so that one actually uses both Pauli-Villars subtraction (with the regulator mass $`M_{PV}`$) and the $`\|E_n\|<\omega _0`$ regularization. The pure Pauli-Villars subtraction is simulated by working with $`\omega _0M_{PV}`$. The numerical calculation is rather involved and the analytical result for the anomaly in the $`\|E_n\|<\omega _0`$ regularization is very helpful for the control of numerics even if the anomaly cancels after the Pauli-Villars subtraction. Now let us turn to the polarized isoscalar quark distribution $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ which gets the first nonzero contribution only in the subleading order of the $`1/N_c`$ expansion $$\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)=\frac{N_cM_N}{2I}\underset{m,all}{}\underset{n,occ}{}\frac{1}{E_nE_m}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n$$ $$+\frac{N_c}{4I}\frac{}{x}\underset{n,occ}{}n\|(1+\gamma ^0\gamma ^3)\tau ^3\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (12) Here $`P^3`$ is the quark momentum projection on the third axis $$P^3=i\frac{}{x^3},$$ (13) and $`I`$ is the moment of inertia of the soliton . Another representation for $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ can be written in terms of the summation over non-occupied states $`n`$ $$\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)=\frac{N_cM_N}{2I}\underset{m,all}{}\underset{n,nonocc}{}\frac{1}{E_nE_m}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n$$ $$\frac{N_c}{4I}\frac{}{x}\underset{n,nonocc}{}n\|(1+\gamma ^0\gamma ^3)\tau ^3\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (14) The numerical calculation of $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ with the Pauli–Villars subtraction was presented in paper . Unfortunately there the question about the equivalence of the two representation (12) and (14) was not investigated properly. Also the Pauli-Villars subtraction was used in paper without proper justification. In this paper we show that if one cuts the sum over occupied (non-occupied) states $`n`$ allowing only $`\|E_n\|<\omega _0`$ in the eqs. (12), (14) then in the infinite cutoff limit $`\omega _0\mathrm{}`$ 1) both representations (12) and (14) have a finite limit (i.e. $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ has no ultraviolet divergences), 2) the two representations (12), (14) give the same result. Comparing the last terms in the rhs of representations (12) and (14) for $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ with expressions (10) and (11) for $`\mathrm{\Delta }u\mathrm{\Delta }d`$ we see that the total expression for $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ contains a contribution proportional to $`\frac{}{x}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]`$. Therefore we start our analysis by investigating the anomaly of $`\mathrm{\Delta }u\mathrm{\Delta }d`$ which we do in section 2. In section 3 we show by explicit calculation that for the quark distribution $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ there is no anomalous difference between the summations over occupied and non-occupied states. In section 4 we discuss the numerical results and compare them the GRSV parametrization of experimental data. ## 2 Anomaly of $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$ As it was explained in the introduction one of our aims is to investigate whether the two representations (10) and (11) for the polarized isovector quark distribution $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$ are equivalent. The answer to this question is sensitive to the ultraviolet regularization. Let us start from the regularization that allows only the quark states $`n`$ with $`\|E_n\|<\omega _0`$. In this regularization eq. (10) can be rewritten as follows. $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}$$ $$=\frac{1}{3}N_cM_N\underset{\omega _0}{\overset{E_{lev}+0}{}}𝑑\omega \mathrm{Tr}\left[\delta (H\omega )\delta (\omega +P^3xM_N)\tau ^3(1+\gamma ^0\gamma ^3)\gamma _5\right].$$ (15) Here $`H`$ is the Dirac Hamiltonian (3) and $`P^3`$ is momentum operator (13). Similarly, representation (11) becomes $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}$$ $$=\frac{1}{3}N_cM_N\underset{E_{lev}+0}{\overset{\omega _0}{}}𝑑\omega \mathrm{Tr}\left[\delta (H\omega )\delta (\omega +P^3xM_N)\tau ^3(1+\gamma ^0\gamma ^3)\gamma _5\right].$$ (16) The main results of this section can be formulated as follows 1) Both $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}`$ and $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$ are logarithmically divergent in the limit of large cutoff $`\omega _0\mathrm{}`$ $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}=\frac{N_cM_NM^2}{12\pi ^2}\mathrm{ln}\frac{\omega _0}{M}$$ $$\times \frac{d^3k}{(2\pi )^3}\mathrm{Sp}_{fl}\left[(\stackrel{~}{U}[𝐤])^+\tau ^3\stackrel{~}{U}(𝐤)\right]\theta (k^3\|x\|M_N)+\mathrm{}.$$ (17) 2) In the difference $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$ the ultraviolet divergences cancel and the $`\omega _0\mathrm{}`$ limit of this difference reduces to the following finite expression $$\underset{\omega _0\mathrm{}}{lim}\left\{\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}\right\}$$ $$=\frac{1}{12\pi ^2}N_cM_NM^2\frac{d^3k}{(2\pi )^3}\mathrm{log}\frac{\|xM_N+k^3\|}{\|xM_N\|}\mathrm{Sp}_{fl}\left[\tau ^3(\stackrel{~}{U}[𝐤])^+\stackrel{~}{U}(𝐤)\right].$$ (18) where $`\stackrel{~}{U}(𝐤)`$ is the Fourier transform of the chiral mean field $`U(𝐫)`$ entering the Dirac Hamiltonian (3) $$\stackrel{~}{U}(𝐤)=d^3𝐫e^{i(\mathrm{𝐤𝐫})}\left[U(𝐫)1\right].$$ (19) Note that $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}`$ and $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$ separately are given by complicated functional traces (15) and (16) which can be computed only numerically. The fact that the anomalous difference between the representations in terms of the occupied and non-occupied states reduces to a simple momentum integral (18) is highly nontrivial and is similar to the well known fact that the famous axial anomaly gets its contribution only from the simplest diagram. The fact that the divergence (17) is proportional to $`M^2`$ means that this divergence can be removed by the Pauli–Villars subtraction so that the following combinations are finite $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{PV}$$ $$=\underset{\omega _0\mathrm{}}{lim}\left\{\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0,M}\frac{M^2}{M_{PV}^2}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0,M_{PV}}\right\}$$ (20) $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{PV}$$ $$=\underset{\omega _0\mathrm{}}{lim}\left\{\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0,M}\frac{M^2}{M_{PV}^2}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0,M_{PV}}\right\}.$$ (21) Next since the anomaly (18) is proportional to $`M^2`$ we see that in the Pauli-Villars regularization the summation over occupied and non-occupied states gives the same results: $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{PV}=\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{PV}.$$ (22) Now let us turn to the derivation of the result (18) for the anomalous difference between the summation over occupied and non-occupied states. Subtracting (16) from (15) we obtain $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}$$ $$=\frac{1}{3}N_cM_N\underset{\omega _0}{\overset{\omega _0}{}}𝑑\omega \mathrm{Tr}\left[\delta (H\omega )\delta (\omega +P^3xM_N)\tau ^3(1+\gamma ^0\gamma ^3)\gamma _5\right].$$ (23) We use the following representation for the operator delta function $`\delta (H\omega )`$ $$\delta (H\omega )=\frac{\mathrm{sign}\omega }{2\pi i}\left[\frac{1}{H^2\omega ^2i0}\frac{1}{H^2\omega ^2+i0}\right](H+\omega ).$$ (24) The squared Dirac Hamiltonian (3) is $$H^2=^2+M^2+iM(\gamma ^k_kU^{\gamma _5}).$$ (25) Now (23) takes the form $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}=\frac{2}{3}N_cM_N\mathrm{Im}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{sign}\omega $$ $$\times \mathrm{Tr}\{\frac{1}{^2+M^2\omega ^2i0+iM(\gamma ^k_kU^{\gamma _5})}(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})$$ $$\times \delta (\omega +P^3xM_N)\tau ^3(1+\gamma ^0\gamma ^3)\gamma _5\}.$$ (26) Next we expand the “propagator” in the rhs in powers of $`iM(\gamma ^k_kU^{\gamma _5})`$ $$\frac{1}{^2+M^2\omega ^2i0+iM(\gamma ^k_kU^{\gamma _5})}=\frac{1}{^2+M^2\omega ^2i0}$$ $$\frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^k_kU^{\gamma _5})\frac{1}{^2+M^2\omega ^2i0}+\mathrm{}.$$ (27) The first nonvanishing contribution to (26) comes from the term linear in $`iM(\gamma ^k_kU^{\gamma _5})`$ $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}=\frac{2}{3}N_cM_N\mathrm{Im}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }$$ $$\times \mathrm{Tr}\{\frac{1}{^2+M^2\omega ^2i0}[iM(_kU^{\gamma _5})]\frac{1}{^2+M^2\omega ^2i0}$$ $$\times (\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})(1+\gamma ^0\gamma ^3)\gamma _5\gamma ^k\delta (\omega +P^3xM_N)\tau ^3\}.$$ (28) Computing the trace over the spin indices and turning to the momentum representation according to (19) we arrive at $$\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}$$ $$=\frac{8}{3}N_cM_NM^2\mathrm{Im}\frac{d^3k}{(2\pi )^3}k^3\mathrm{Sp}_{fl}\left\{(\stackrel{~}{U}[𝐤])^+\stackrel{~}{U}(𝐤)\tau ^3\right\}$$ $$\times \underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\frac{d^3p}{(2\pi )^3}\frac{\mathrm{sign}\omega }{\|𝐤+𝐩\|^2+M^2\omega ^2i0}\frac{\delta (\omega +p^3xM_N)}{\|𝐩\|^2+M^2\omega ^2i0}.$$ (29) The calculation of the integral over $`\omega `$ and $`𝐩`$ is straightforward and in the limit $`\omega _0\mathrm{}`$ one arrives at final result (18). Note that the limit $`\omega _0\mathrm{}`$ should be taken after computing the $`\omega `$ and $`𝐩`$ integrals. Otherwise if one first computes integrals $`\omega `$ and $`p^3`$ at fixed $`p^{}`$ and with $`\omega _0=\mathrm{}`$ then one gets zero $$\underset{\mathrm{}}{\overset{\mathrm{}}{}}\frac{d\omega }{2\pi }\underset{\mathrm{}}{\overset{\mathrm{}}{}}\frac{dp^3}{2\pi }\frac{\mathrm{sign}\omega }{\|𝐤+𝐩\|^2+M^2\omega ^2i0}\frac{\delta (\omega +p^3xM_N)}{\|𝐩\|^2+M^2\omega ^2i0}=0.$$ (30) Actually after integrations over $`\omega `$ (in the interval $`\omega _0<\omega <\omega _0`$) and $`p^3`$ the integration over $`\|𝐩^{}\|`$ is restricted at large $`\omega _0`$ to the interval $$2\omega _0\mathrm{min}[\|xM_N\|,\|xM_N+k^3\|]<\|𝐩^{}\|^2<2\omega _0\mathrm{max}[\|xM_N\|,\|xM_N+k^3\|].$$ (31) In the limit of large cutoff $`\omega _0\mathrm{}`$ this interval of $`𝐩^{}`$ is shifted to infinity which explains why the nonzero result (18) is compatible with the vanishing integral (30). A similar phenomenon occurs with the $`𝐩^{}`$ integration region in the contributions coming from the higher terms of the expansion (27). However, since the integrands of these higher order terms decay faster at large $`\|𝐩^{}\|`$ these higher order terms give vanishing contribution to the anomalous difference (18) in the limit of the large cutoff $`\omega _0\mathrm{}`$. Restricting the integration over $`\omega `$ in eq. (26) to the interval $`\omega _0<\omega <0`$ or to $`0<\omega <\omega _0`$ we can investigate separate distribution functions $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}`$ or $`\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$. In this case one gets nonzero contributions from all terms of the infinite series (27). However, it is not difficult to check that only the first nonvanishing term of this expansion is logarithmically divergent in the limit of large cutoff $`\omega _0\mathrm{}`$ and this logarithmic divergence is given by (17). This logarithmic divergence is proportional to $`M^2`$ and therefore in our previous calculation of $`\mathrm{\Delta }u\mathrm{\Delta }d`$ we could regularize it by the Pauli-Villars subtraction. Moreover, since the anomaly (18) is also proportional to $`M^2`$ it is cancelled by the same Pauli-Villars subtraction . ## 3 Cancellation of the anomaly of $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ Now we turn to the investigation of $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$. The $`\omega _0`$ cutoff version of (12) is $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}=\frac{N_cM_N}{2I}\underset{m}{}\underset{\omega _0<E_nE_{lev}}{}\frac{1}{E_nE_m}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n$$ $$+\frac{N_c}{4I}\frac{}{x}\underset{\omega _0<E_nE_{lev}}{}n\|(1+\gamma ^0\gamma ^3)\tau ^3\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (32) Although we use notations corresponding to the discrete spectrum actually most of the spectrum is continuous. The singularities corresponding appearing to $`E_m=E_n`$ are assumed to be regularized according to the principal value prescription. Making use of (15) we find $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}=\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\frac{3}{4IM_N}\frac{}{x}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0},$$ (33) where $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}=\frac{N_cM_N}{2I}\underset{m}{}\underset{\omega _0<E_nE_{lev}}{}\frac{1}{E_nE_m}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (34) Similarly (14) leads to $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}=\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$\frac{3}{4IM_N}\frac{}{x}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0},$$ (35) where $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}=\frac{N_cM_N}{2I}\underset{m}{}\underset{E_{lev}<E_n<\omega _0}{}\frac{1}{E_nE_m}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (36) We see that $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}$$ $$=\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$\frac{3}{4IM_N}\frac{}{x}\left\{\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}\right\}.$$ (37) Here $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$=\frac{N_cM_N}{2I}\underset{m}{}\underset{\omega _0<E_n<\omega _0}{}\left(\frac{1}{E_nE_m}\right)_{PV}$$ $$\times n\|\tau ^3\|mm\|(1+\gamma ^0\gamma ^3)\gamma ^5\delta (E_n+P^3xM_N)\|n.$$ (38) We remind that here the principal value prescription for $`(E_nE_m)^1`$ is implied. This can be rewritten in the form $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}=\frac{M_NN_c}{4I}\underset{\omega _0}{\overset{\omega _0}{}}𝑑\omega $$ $$\times \mathrm{Sp}\{[\left(\frac{1}{H\omega }\right)_{P.V.}\tau ^3\delta (H\omega )+\delta (H\omega )\tau ^3\left(\frac{1}{H\omega }\right)_{P.V.}]$$ $$\times \delta (\omega +P^3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\}=\frac{iM_NN_c}{4I}_{\omega _0}^{\omega _0}\frac{d\omega }{2\pi }$$ $$\times \mathrm{Sp}\left\{\left[\frac{1}{H\omega +i0}\tau ^3\frac{1}{H\omega +i0}\right]\delta (\omega +P^3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\right\}$$ $$+\frac{iM_NN_c}{4I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }$$ $$\times \mathrm{Sp}\left\{\left[\frac{1}{H\omega i0}\tau ^3\frac{1}{H\omega i0}\right]\delta (\omega +P^3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\right\}.$$ (39) Hence $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$=\mathrm{Im}\frac{M_NN_c}{2I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{Sp}\{\frac{1}{H^2\omega ^2i0\mathrm{s}\mathrm{i}\mathrm{g}\mathrm{n}\omega }(H+\omega )\tau ^3(H+\omega )$$ $$\times \frac{1}{H^2\omega ^2i0\mathrm{s}\mathrm{i}\mathrm{g}\mathrm{n}\omega }\delta (\omega +P^3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\}$$ $$=\mathrm{Im}\frac{M_NN_c}{2I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{sign}\omega \mathrm{Sp}\{\frac{1}{H^2\omega ^2i0}(H+\omega )\tau ^3(H+\omega )$$ $$\times \frac{1}{H^2\omega ^2i0}\delta (\omega +P^3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\}$$ $$=\mathrm{Im}\frac{M_NN_c}{2I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{sign}\omega \mathrm{Sp}\{\frac{1}{^2+M^2\omega ^2i0+iM(\gamma ^k_kU^{\gamma _5})}$$ $$\times (\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})$$ $$\times \frac{1}{^2+M^2\omega ^2i0+iM(\gamma ^k_kU^{\gamma _5})}\delta (\omega i_3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\}.$$ (40) The rest of the calculation is similar to how we worked with expression (26) for the anomaly of $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$. Nonzero contributions to the anomaly come from the expansion of the propagators up to terms linear and quadratic in $`iM(\gamma ^k_kU^{\gamma _5})`$: $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$=A_1(x)+A_2(x).$$ (41) Here $`A_1(x)`$ corresponds to terms linear in $`iM(\gamma ^k_kU^{\gamma _5})`$ $$A_1(x)=\mathrm{Im}\frac{M_NN_c}{2I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{sign}\omega \mathrm{Sp}\{[iM(\gamma ^l_lU^{\gamma _5})\frac{1}{^2+M^2\omega ^2i0}$$ $$\times (\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})$$ $$+(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})$$ $$\times \frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^l_lU^{\gamma _5})]$$ $$\times \left[\frac{1}{^2+M^2\omega ^2i0}\right]^2\delta (\omega i_3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\},$$ (42) and $`A_2`$ is quadratic in $`iM(\gamma ^k_kU^{\gamma _5})`$ $$A_2(x)=\mathrm{Im}\frac{M_NN_c}{2I}\underset{\omega _0}{\overset{\omega _0}{}}\frac{d\omega }{2\pi }\mathrm{sign}\omega \mathrm{Tr}\{\frac{1}{^2+M^2\omega ^2i0}$$ $$[iM(\gamma ^m_mU^{\gamma _5})\frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^n_nU^{\gamma _5})\frac{1}{^2+M^2\omega ^2i0}$$ $$\times (\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^l_l+\gamma ^0MU^{\gamma _5})$$ $$+iM(\gamma ^m_mU^{\gamma _5})\frac{1}{^2+M^2\omega ^2i0}$$ $$\times (\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^l_l+\gamma ^0MU^{\gamma _5})$$ $$\times \frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^n_nU^{\gamma _5})$$ $$+(\omega i\gamma ^0\gamma ^k_k+\gamma ^0MU^{\gamma _5})\tau ^3(\omega i\gamma ^0\gamma ^l_l+\gamma ^0MU^{\gamma _5})$$ $$\times \frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^m_mU^{\gamma _5})$$ $$\times \frac{1}{^2+M^2\omega ^2i0}iM(\gamma ^n_nU^{\gamma _5})]$$ $$\times \frac{1}{^2+M^2\omega ^2i0}\delta (\omega i_3xM_N)(1+\gamma ^0\gamma ^3)\gamma ^5\}.$$ (43) A straightforward calculation leads to the following results for $`A_1(x)`$ and $`A_2(x)`$ $$A_1(x)=\frac{M^2M_NN_c}{8\pi ^2I}\frac{d^3k}{(2\pi )^3}\frac{1}{k^3}\mathrm{ln}\left\|1+\frac{k^3}{xM_N}\right\|\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}$$ (44) $$A_2(x)=\frac{M_NN_cM^2}{8\pi ^2I}\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left\|\frac{k^3+xM_N}{xM_N}\right\|$$ $$\times \left(\frac{1}{k^3}+\frac{1}{2}\frac{}{k^3}\right)\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}.$$ (45) Now we insert these results into (41) $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$=\frac{M_NN_cM^2}{16\pi ^2I}\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left\|\frac{k^3+xM_N}{xM_N}\right\|\frac{}{k^3}\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}.$$ (46) Note that shifting the integration variable $$k^3k^3xM_N,$$ (47) we obtain $$\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left\|\frac{k^3+xM_N}{xM_N}\right\|\frac{}{k^3}\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}$$ $$=\frac{1}{M_N}\frac{}{x}\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left\|k^3+xM_N\right\|\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}.$$ (48) Therefore $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{(1)\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{(1)\omega _0}$$ $$=\frac{N_cM^2}{16\pi ^2I}\frac{}{x}\frac{d^3k}{(2\pi )^3}\mathrm{ln}\left\|\frac{k^3+xM_N}{xM_N}\right\|\mathrm{Sp}\left\{\tau ^3\left[\stackrel{~}{U}(𝐤)\right]^+\stackrel{~}{U}(𝐤)\right\}.$$ (49) Inserting this result and (18) into (37) we observe a complete cancellation: $$\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}=0$$ (50) Thus the isoscalar polarized quark distribution $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ is nonanomalous. Using similar methods one can check that function $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ is free of ultraviolet divergences: although the two separate terms in the rhs of (33) are UV divergent the total sum is finite. ## 4 Numerical results The numerical results for the isovector polarized distribution function $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$ are given in . For the computation of $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ (12), (14) we use the numerical methods which were developed in and later extended in for the computation of the isovector unpolarized distribution. The eigenvectors and eigenvalues of the Dirac Hamiltonian (3) are determined by diagonalizing in the free Hamiltonian basis (6). This basis is made discrete by placing the soliton in a three-dimensional spherical box of finite radius $`D`$ and imposing the Kahana-Ripka boundary conditions . Both $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$ and $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ were computed using the standard value of the constituent quark mass $`M=350`$ MeV as derived from the instanton vacuum . In our calculation we use the self-consistent solitonic profile $`P(r)`$ (see e.g. ref. ). However, performing the numerical calculations in the finite spherical box one should be careful about the large distance effects. To be safe, we artificially exponentially suppress the pion tail of the soliton profile at large distances so that the field vanishes outside the box (a similar problem in the calculation of $`g_A`$ was studied in ). In Fig. 1 we compare our numerical results for the anomaly of $`\mathrm{\Delta }u(x)\mathrm{\Delta }d(x)`$ with the analytical result (18). We observe a rather good agreement. Fig. 2 shows the numerical results for the Dirac sea contribution to $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ based on the two representations (occupied and non-occupied). We see a reasonable agreement between the two results which confirms the absence of the anomaly in $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$. Some difference between the two curves at negative $`x`$ is finite-box artefact. Increasing the size of the box one can see that this difference tends to disappear. In Fig. 3 we compare the result of the calculation of $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$, $`\mathrm{\Delta }\overline{u}(x)+\mathrm{\Delta }\overline{d}(x)`$ with the GRSV-LO parametrization at the low scale of the model $`\mu =600\mathrm{MeV}`$. We see that the quark distribution $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ is in a reasonable agreement with the GRSV parametrization whereas the antiquark distribution $`\mathrm{\Delta }\overline{u}(x)+\mathrm{\Delta }\overline{d}(x)`$ obtained in the model is considerably smaller than that of the GRSV parametrization. Note that the polarized antiquark distributions are not directly accessible in inclusive hard reactions. Due to the lack of data the GRSV parametrizations therefore are based on certain assumptions, e.g. in the GRSV analysis it was assumed that $`\mathrm{\Delta }\overline{u}(x)=\mathrm{\Delta }\overline{d}(x)`$. In contrast to this the QCD large $`N_c`$ counting and the quark soliton model predict a large flavour asymmetry $`\mathrm{\Delta }\overline{u}(x)>\mathrm{\Delta }\overline{d}(x)`$ in the light polarized sea. Some physical applications of this have been studied in refs. . Fig. 4 shows our predictions for the polarized antiquark distributions $`\mathrm{\Delta }\overline{u}(x)`$ and $`\mathrm{\Delta }\overline{d}(x)`$ separately at the scale $`\mu =600\mathrm{MeV}`$. Since the quark distribution $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ is finite, no ultraviolet regularization is needed for this quantity. There is even an argument against regularizing $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ coming from the fact that the first moment of this distribution is related to the imaginary part of the quark determinant in the background soliton field which has to be left nonregularized if one wants to keep baryon number conserved – this is an analog of the nonrenormalizability of the Wess-Zumino term in pure chiral models. Several comments should be made about the calculations of $`\mathrm{\Delta }u+\mathrm{\Delta }d`$ within the same model by Wakamatsu et al. who published three different versions of the calculation in papers . In paper one of the terms was overlooked. This mistake was corrected by the authors of . The revised version of calculation of Wakamatsu et al. was published in . In this paper the question about the anomalous difference $`\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$ was investigated only numerically but the accuracy of the calculation did not allow the authors to draw any conclusions concerning whether this difference vanishes or not. Actually the numerical accuracy of the agreement between the two representations which we observe in our calculation (see Fig. 2), and which is necessary for a proper evaluation of the parton distributions, is of two orders magnitude better than the same difference presented in . The practical solution accepted in was to use $`\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{occ}^{\omega _0}`$ for $`x>0`$ and $`\left[\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)\right]_{nonocc}^{\omega _0}`$ for $`x<0`$ (i.e. for the antiquark distribution). As it was explained above, $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ should not be regularized contrary to what the authors of do. The polarized structure functions were also estimated in the work in the Nambu–Jona-Lasinio model within the valence approximation. In ref. it was shown that the valence approximation leads to a number of inconsistencies: antiquark distributions are negative, sum rules are violated, etc. Our work has been performed within the quark-soliton model with two quark flavors. In the case of the model in the flavor $`SU(3)`$ the same quantity should be interpreted as $`\mathrm{\Delta }u+\mathrm{\Delta }d+\mathrm{\Delta }s`$. The first moment of the $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ gives the singlet axial charge. Our result of $`g_A^{(0)}=_1^1𝑑x(\mathrm{\Delta }u+\mathrm{\Delta }d)(x)=0.35`$ agrees with the calculation performed in other works . Note that in the calculation of this charge no ultraviolet regularization was used. ## 5 Conclusions We have proved that the representation of singlet polarized (anti)quark distributions in the chiral quark-soliton model as a sum over quark orbitals is ultraviolet finite and free of quantum anomalies. This is a serious check of the consistency of the quark-soliton model. In fact, the cancellation of quantum anomalies in the model is related to the fact that certain basic properties of QCD as a local quantum field theory are realized in the model. The equivalence of the summation over occupied and non-occupied states is directly connected to anticommutativity of fermion fields at space-like intervals. Actually this locality property has direct relation to the positivity of quark and antiquark densities in the quark soliton model . Another consequence of the cancellation of anomalies is that the model results for the parton distributions are compatible with the charge conjugation invariance: the quark distributions in nucleon coincides with the antiquark distributions in the antinucleon. From the practical point of view the results presented in this paper allow us to conclude that for the calculation of the singlet polarized quark and antiquark distributions no Pauli-Villars subtraction is needed. Additionally the numerical check of the cancellation of the anomalies is a powerful tool to control the accuracy of the numerics. We have computed the singlet polarized quark and antiquark distributions which arise in the subleading order of $`1/N_c`$ expansion. We found the quark distribution $`\mathrm{\Delta }u(x)+\mathrm{\Delta }d(x)`$ to be in a reasonable agreement with GRSV parametrization of parton distributions at low normalization point. A remarkable prediction of our model is that the polarized distributions of $`u`$ and $`d`$ antiquarks are essentially different, see Fig.4. Usually, in parametrizations of polarized parton distributions, it was assumed that $`\mathrm{\Delta }\overline{u}(x)=\mathrm{\Delta }\overline{d}(x)`$, which is not confirmed by our model calculations (see Fig. 4). It would be extremely interesting to include into the fits of the data the flavour decomposition pattern for polarized antiquarks obtained in our model calculations. Future experiments at HERA and RHIC investigating Drell-Yan lepton pair production in polarized nucleon-nucleon collisions will clarify the situation. For a discussion see . Let us note that in the singlet polarized channel under the evolution the quark distributions mix with polarized gluon distribution. Analysis of ref. in the framework of the instanton model of the QCD vacuum shows that the gluon distribution is parametrically smaller (suppressed by $`M^2/M_{PV}^2`$) than quark and antiquark distributions. In order to obtain a non-zero result one has to go beyond the zero-mode approximation of ref. and/or consider contributions of many instantons. Both ways would lead to extra powers of the packing fraction of instantons. This means that gluons at low normalization point inside the nucleons appear only at the level of $`M^2/M_{PV}^2`$. Acknowledgments We are grateful to N.-Y. Lee, V.Yu. Petrov, T. Watabe and C. Weiss for numerous interesting discussions. One of the authors (P.V.P.) is grateful to the Institute for Theoretical Physics II of the Ruhr University Bochum for warm hospitality. P.V.P. and M.V.P. have been partially supported by RFBR grant 96-15-96764. D.U. acknowledges the financial support from PRAXIS XXI/BD/9300/96 and from PRAXIS PCEX/C/FIS/6/96. The work has partialy been supported by DFG and BMFB.
warning/0001/quant-ph0001015.html	ar5iv	text	# 1 INTRODUCTION ## 1 INTRODUCTION Previous paper proposed a basic theory on physical reality, named as Structure behind Mechanics (SbM).<sup>1</sup><sup>1</sup>1Consult the letter on the overview of the present theory. It supposed that a field or a particle $`X`$ on the four-dimensional spacetime has its internal-time $`\stackrel{~}{o}_{𝒫(t)}(X)`$ relative to a domain $`𝒫(t)`$ of the four-dimensional spacetime, whose boundary and interior represent the present and the past at ordinary time $`t𝐑`$, respectively. The classical action $`S_{𝒫(t)}(X)`$ realizes internal-time $`\stackrel{~}{o}_{𝒫(t)}(X)`$ in the following relation: $$\stackrel{~}{o}_{𝒫(t)}(X)=e^{iS_{𝒫(t)}(X)}.$$ (1) It further considered that object $`X`$ also has the external-time $`\stackrel{~}{o}_{𝒫(t)}^{}(X)`$ relative to $`𝒫(t)`$ which is the internal-time of all the rest but $`X`$ in the universe. Object $`X`$ gains the actual existence on $`𝒫(t)`$ if and only if the internal-time coincides with the external-time: $$\stackrel{~}{o}_{𝒫(t)}(X)=\stackrel{~}{o}_{𝒫(t)}^{}(X).$$ (2) This condition discretizes or quantizes the ordinary time passing from the past to the future, and realizes the mathematical representation of Whitehead’s philosophy. It also shows that object $`X`$ has its actual reality only when it is related with or exposed to the rest of the world. The both sides of relation (2) further obey the variational principle as $$\delta \stackrel{~}{o}_{𝒫(t)}(X)=0,\delta \stackrel{~}{o}_{𝒫(t)}^{}(X)=0.$$ (3) These equations produce the equations of motion in the deduced mechanics. SbM provided a foundation for quantum mechanics and classical mechanics, named as protomechanics , originated by the past work . The sapce $`M`$ of all the objects over present hypersurface $`𝒫(t)`$ had an mapping $`o_t:TMS^1`$ for the position $`(x_t,\dot{x}_t)TM`$ in the cotangent space $`TM`$ corresponding to an object $`X\stackrel{~}{M}`$: $$o_t(x_t,\dot{x}_t)=\stackrel{~}{o}_{𝒫(t)}\left(X\right).$$ (4) For the velocity field $`v_tX(M)`$ such that $`v_t\left(x_t\right)=\frac{dx_t}{dt}`$, we will introduce a section $`\eta _t\mathrm{\Gamma }\left[E(M)\right]`$ and call it synchronicity over $`M`$: $$\eta _t(x)=o_t(x,v_t(x));$$ (5) thereby, synchronicity $`\eta _t`$ has an information-theoretical sense, as defined for the collective set of the objects $`X`$ that have different initial conditions from one another. On the other hand, the emergence-frequency $`f_t\left(\eta _t\right)`$ represent the frequency that object $`X`$ satisfies condition (2) on $`M`$, and the true probability measure $`\nu _t`$ on $`TM`$ representing the ignorance of the initial position, defined the emergence-measure $`\mu _t\left(\eta _t\right)`$ as follows: $$d\mu _t\left(\eta _t\right)(x)=d\nu _t(x,v_t(x))f_t\left(\eta _t\right)(x).$$ (6) The induced Hamiltonian $`H_t^{T^{}M}`$ on $`T^{}M`$, further, redefines the velocity field $`v_t`$ and the Lagrangian $`L_t^{TM}`$ as follows: $`v_t(x)`$ $`=`$ $`{\displaystyle \frac{H_t^{T^{}M}}{p}}(x,p\left(\eta _t\right)(x))`$ (7) $`L_t^{TM}(x,v(x))`$ $`=`$ $`v(x)p\left(\eta _t\right)(x)H_t^{T^{}M}(x,p\left(\eta _t\right)(x)),`$ (8) where mapping $`p`$ satisfies the modified Einstein-de Broglie relation: $$p\left(\eta _t\right)=i\overline{h}\eta _t^1d\eta _t.$$ (9) The equation of motion is the set of the following equations: $`\left({\displaystyle \frac{}{t}}+_{v_t}\right)\eta _t(x)`$ $`=`$ $`i\overline{h}^1L_t^{TM}(x,v_t(x))\eta _t(x),`$ (10) $`\left({\displaystyle \frac{}{t}}+_{v_t}\right)d\mu _t\left(\eta _t\right)`$ $`=`$ $`0.`$ (11) Protomechanics had the statistical description on an ensemble of all the synchronicities $`\eta _t^\tau `$ for the labeling-time $`\tau `$ defined in the previous paper such that $`\eta _\tau ^\tau =\eta `$. The next section will be devoted to the review of such statistical description for protomechanics. Sections 3 and 4 will explain how protomechanics deduces classical mechanics and quantum mechanics, respectively. They will consider the space of the synchronicities such that $$\mathrm{\Gamma }_k^A=\left\{\eta \right\|\underset{U}{sup}p_j\left(\eta \right)(x)=\mathrm{}^Ak_j𝐑\}$$ (12) which requires $`A=0`$ and $`A=1`$ for classical case and quantum case, respectively. Both cases will consider a Lagrange foliation $`\overline{p}`$ in $`TM`$ such that it has a synchronicity $`\overline{\eta }[k]\mathrm{\Gamma }_k^A`$ $$\overline{p}[k]=p\left(\overline{\eta }[k]\right),$$ (13) and will separate every synchronicity $`\eta [k]\mathrm{\Gamma }_k^A`$ into two parts: $$\eta [k]=\overline{\eta }[k]\xi .$$ (14) where $`\xi \mathrm{\Gamma }_0^A`$. Finally, these sections will compress all the infinite information of back ground $`\xi `$ to produce classical mechanics and quantum mechanics. Section 3 will additionally discuss a consequent interpretation for the half-spin of a particle; a brief statement of the conclusion will immediately follow. Let me summarize the construction of the present paper in the following diagram. In this paper, $`c`$ and $`h`$ denote the speed of light and Planck’s constant, respectively. I will use Einstein’s rule in the tensor calculus for Roman indices’ $`i,j,k𝐍^N`$ and Greek indices’ $`\nu ,\mu 𝐍^N`$, and not for Greek indices’ $`\alpha ,\beta ,\gamma 𝐍^N`$, and I further denote the trace (or supertrace) operation of a quantum observable $`\widehat{F}`$ as $`\widehat{F}`$ that is only one difference from the ordinary notations in quantum mechanics, where $`i=\sqrt{1}`$. ## 2 Review on Protomechanics Let us review the protomechanics in the statistical way for the ensemble of all the synchronicities on $`M`$, and construct the dynamical description for the collective motion of the sections of $`E(M)`$. Such statistical description realizes the description within a long-time interval through the introduced relabeling process so as to change the labeling time, that is the time for the initial condition before analytical problems occur. In addition, it clarifies the relationship between classical mechanics and quantum mechanics under the assumption that the present theory safely induces them, and that will be proved in the following sections.<sup>2</sup><sup>2</sup>2 In another way, consult quant-ph/9906130. For mathematical simplicity, the discussion below suppose that $`M`$ is a $`N`$dimensional manifold for a finite natural number $`N𝐍`$. The derivative operator $`D=\mathrm{}dx^j_j:T_0^m(M)T_0^{m+1}(M)`$ ($`m𝐍`$) for the space $`T_0^n(M)`$ of all the $`(0,n)`$-tensors on $`M`$ can be described as $$D^np(x)=\mathrm{}^n\left(\underset{k=1}{\overset{n}{}}_{j_k}p_j(x)\right)dx^j\left(_{k=1}^ndx^{j_k}\right).$$ (15) By utilizing this derivative operator $`D`$, the following norm for every $`p\mathrm{\Lambda }^1(M)`$ endows space $`\mathrm{\Lambda }^1(M)`$ with a norm topology: $$p=\underset{M}{sup}\underset{\kappa 𝐙_0}{}\left\|D^\kappa p(x)\right\|_x,$$ (16) where $`\|\|_x`$ is a norm of covectors at $`xM`$. In terms of this norm topology, we can consider the space $`C^{\mathrm{}}(\mathrm{\Lambda }^1\left(M\right),C^{\mathrm{}}(M))`$ of all the $`C^{\mathrm{}}`$-differentiable mapping from $`\mathrm{\Lambda }^1\left(M\right)`$ to $`C^{\mathrm{}}(M)=C^{\mathrm{}}(M,𝐑)`$ and the subspaces of the space $`C(\mathrm{\Gamma }[E(M)])`$ such that $$C\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)=\{p^{}F:\mathrm{\Gamma }\left[E(M)\right]C^{\mathrm{}}(M)\|FC^{\mathrm{}}(\mathrm{\Lambda }^1(M),C^{\mathrm{}}(M))\}.$$ (17) Classical mechanics requires the local dependence on the momentum for functionals, while quantum mechanics needs the wider class of functions that depends on their derivatives. The space of the classical functionals and that of the quantum functionals are defined as $`C_{cl}\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)`$ $`=`$ $`\left\{p^{}FC\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)\right\|p^{}F\left(\eta \right)(x)=𝐅(x,p(\eta )(x))\}`$ (18) $`C_q\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)`$ $`=`$ $`\{p^{}FC\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)\|`$ (19) $`p^{}F\left(\eta \right)(x)=𝐅(x,p(\eta )(x),\mathrm{},D^np(\eta )(x),\mathrm{})\},`$ (20) and related with each other as $$C_{cl}\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)C_q\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right)C\left(\mathrm{\Gamma }\left[E\left(M\right)\right]\right).$$ (21) In other words, the classical-limit indicates the limit of $`\mathrm{}0`$ with fixing $`\|p(\eta )(x)\|`$ finite at every $`xM`$, or what the characteristic length $`[x]`$ and momentum $`[p]`$ such that $`x/[x]1`$ and $`p/[p]1`$ satisfies $$[p]^{n1}D^np(\eta )(x)1.$$ (22) On the other hand, the emergence-measure $`\mu (\eta )`$ has the Radon measure $`\stackrel{~}{\mu }(\eta )`$ for section $`\eta \mathrm{\Gamma }[E(M)]`$ such that $$\stackrel{~}{\mu }(\eta )\left(p^{}F\left(\eta \right)\right)=_M𝑑\mu (\eta )(x)p^{}F\left(\eta \right)(x).$$ (23) Let us assume set $`\mathrm{\Gamma }\left(E(M)\right)`$ is a measure space having the probability measure $``$ such that $$\left(\mathrm{\Gamma }\left(E(M)\right)\right)=1.$$ (24) For a subset $`C_n\left(\mathrm{\Gamma }\left(E(M)\right)\right)C\left(\mathrm{\Gamma }\left(E(M)\right)\right)`$, an element $`\overline{\mu }C_n\left(\mathrm{\Gamma }\left(E(M)\right)\right)^{}`$ is a linear functional $`\overline{\mu }:C_n\left(\mathrm{\Gamma }\left[E(M)\right]\right)𝐑`$ such that $`\overline{\mu }\left(p^{}F\right)`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑(\eta )\stackrel{~}{\mu }(\eta )\left(p^{}F\left(\eta \right)\right)`$ (25) $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑(\eta ){\displaystyle _M}𝑑v(x)\rho \left(\eta \right)(x)F\left(p(\eta )\right)(x),`$ (26) where $`d\mu (\eta )=dv\rho \left(\eta \right)`$. Let us call mapping $`\rho :\mathrm{\Gamma }[E(M)]C^{\mathrm{}}(M)`$ as the emergence-density. The dual spaces make an decreasing series of subsets: $$C_{cl}\left(\mathrm{\Gamma }\left(E(M)\right)\right)^{}C_q\left(\mathrm{\Gamma }\left(E(M)\right)\right)^{}C\left(\mathrm{\Gamma }\left(E(M)\right)\right)^{}.$$ (27) Let us summarize how the relation between quantum mechanics and classical mechanics in the following diagram. To investigate the time-development of the statistical state discussed so far, we will introduce the related group. The group $`𝒟(M)`$ of all the $`C^{\mathrm{}}`$-diffeomorphisms of $`M`$ and the abelian group $`C^{\mathrm{}}\left(M\right)`$ of all the $`C^{\mathrm{}}`$-functions on $`M`$ construct the semidirect product $`S(M)=𝒟(M)\times _{semi.}C^{\mathrm{}}(M)`$ of $`𝒟(M)`$ with $`C^{\mathrm{}}(M)`$, and define the multiplication $``$ between $`\mathrm{\Phi }_1=(\phi _1,s_1)`$ and $`\mathrm{\Phi }_2=(\phi _2,s_2)S(M)`$ as $$\mathrm{\Phi }_1\mathrm{\Phi }_2=(\phi _1\phi _2,(\phi _2^{}s_1)s_2),$$ (28) for the pullback $`\phi ^{}`$ by $`\phi 𝒟(M)`$. The Lie algebra $`s(M)`$ of $`S(M)`$ has the Lie bracket such that, for $`V_1=(v_1,U_1)`$ and $`V_2=(v_2,U_2)s(M)`$, $$[V_1,V_2]=([v_1,v_2],v_1U_2v_2U_1+[U_1,U_2]);$$ (29) and its dual space $`s(M)^{}`$ is defined by natural pairing $`,`$. Lie group $`S(M)`$ now acts on every $`C^{\mathrm{}}`$ section of $`E(M)`$ (consult APPENDIX). We shall further introduce the group $`Q(M)=Map(\mathrm{\Gamma }\left[E(M)\right],S(M))`$ of all the mapping from $`\mathrm{\Gamma }\left[E(M)\right]`$ into $`S(M)`$, that has the Lie algebra $`q(M)=Map(\mathrm{\Gamma }\left[E(M)\right],s(M))`$ and its dual space $`q(M)^{}=Map(\mathrm{\Gamma }\left[E(M)\right],s(M)^{})`$. Let us consider the time-development of the section $`\eta _t^\tau (\eta )\mathrm{\Gamma }[E(M)]`$ such that the labeling time $`\tau `$ satisfies $`\eta _\tau ^\tau (\eta )=\eta `$. It has the momentum $`p_t^\tau (\eta )=i\overline{h}\eta _t^\tau (\eta )^1d\eta _t^\tau (\eta )`$ and the emergence-measure $`\mu _t^\tau (\eta )`$ such that $$d\left(\eta \right)\stackrel{~}{\mu }_t^\tau \left(\eta \right)=d\left(\eta _t^\tau (\eta )\right)\stackrel{~}{\mu }_t\left(\eta _t^\tau (\eta )\right):$$ (30) $`\overline{\mu }_t\left(p^{}F_t\right)`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑(\eta )\stackrel{~}{\mu }_t(\eta )\left(p^{}F_t(\eta )\right)`$ (31) $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑\left(\eta \right)\stackrel{~}{\mu }_t^\tau \left(\eta \right)\left(p^{}F\left(\eta _t^\tau (\eta )\right)\right)`$ (32) $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑\left(\eta \right){\displaystyle _M}𝑑v(x)\rho _t^\tau (\eta )(x)F_t\left(p_t^\tau (\eta )\right)(x).`$ (33) The introduced labeling time $`\tau `$ can always be chosen such that $`\eta _t^\tau (\eta )`$ does not have any singularity within a short time for every $`\eta \mathrm{\Gamma }\left[E(M)\right]`$. The emergence-momentum $`𝒥_t^\tau q\left(M\right)^{}`$ such that $`𝒥_t^\tau (\eta )`$ $`=`$ $`d\left(\eta _t^\tau (\eta )\right)(\stackrel{~}{\mu }_t\left(\eta _t^\tau (\eta )\right)p_t^\tau (\eta ),\stackrel{~}{\mu }_t\left(\eta _t^\tau (\eta )\right))`$ (34) $`=`$ $`d(\eta )(\stackrel{~}{\mu }_t^\tau \left(\eta \right)p_t^\tau (\eta ),\stackrel{~}{\mu }_t^\tau \left(\eta \right))`$ (35) satisfies the following relation for the functional $`_t:q\left(M\right)^{}𝐑`$: $$_t\left(𝒥_t^\tau \right)=\overline{\mu }_t\left(p^{}F_t\right),$$ (36) whose value is independent of labeling time $`\tau `$. The operator $`\widehat{F}_t^\tau =\frac{_t}{𝒥}\left(𝒥_t^\tau \right)`$ is defined as $$\frac{d}{dϵ}\|_{ϵ=0}_t\left(𝒥_t^\tau +ϵ𝒦\right)=𝒦,\widehat{F}_t^\tau ,$$ (37) i.e., $$\widehat{F}_t^\tau =(𝒟_{\rho _t^\tau (\eta )}F_t\left(p_t^\tau (\eta )\right),p_t^\tau (\eta )𝒟_{\rho _t^\tau (\eta )}F_t\left(p_t^\tau (\eta )\right)+F_t\left(p_t^\tau (\eta )\right)),$$ (38) where the derivative $`𝒟_\rho F\left(p\right)`$ can be introduced as follows excepting the point where the distribution $`\rho `$ becomes zero: $$𝒟_\rho F\left(p\right)(x)=\underset{(n_1,\mathrm{},n_N)𝐍^N}{}\frac{1}{\rho (x)}\left\{\underset{i}{\overset{N}{}}\left(_i\right)^{n_i}\left(\rho (x)p(x)\frac{F}{\left\{\left(_i^N_i^{n_i}\right)p_j\right\}}\right)\right\}_j.$$ (39) Thus, the following null-lagrangian relation can be obtained: $$_t\left(𝒥_t^\tau \right)=𝒥_t^\tau ,\widehat{F}_t^\tau ,$$ (40) while the normalization condition has the following expression: $$\left(𝒥_t^\tau \right)=1for\left(𝒥_t^\tau \right)=_{\mathrm{\Gamma }\left[E(M)\right]}𝑑(\eta )\mu _t(\eta )(M).$$ (41) For Hamiltonian operator $`\widehat{H}_t^\tau =\frac{_t}{𝒥}\left(𝒥_t^\tau \right)q\left(M\right)`$ corresponding to Hamiltonian $`p^{}H_t\left(\eta \right)(x)=H_t^{T^{}M}(x,p\left(\eta \right))`$, equations (10) of motion becomes Lie-Poisson equation $$\frac{𝒥_t^\tau }{t}=ad_{\widehat{H}_t^\tau }^{}𝒥_t^\tau ,$$ (42) which can be expressed as $$\frac{}{t}\rho _t^\tau (\eta )(x)=^1_j\left(\frac{H_t^{T^{}M}}{p_j}(x,p_t^\tau \left(\eta \right)(x))\rho _t^\tau (\eta )(x)\right),$$ (43) $`{\displaystyle \frac{}{t}}\left(\rho _t^\tau (\eta )(x)p_{tk}^\tau (\eta )(x)\right)`$ $`=`$ $`^1_j\left({\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,p_t^\tau \left(\eta \right)(x))\rho _t^\tau (\eta )(x)p_{tk}^\tau (\eta )(x)\right)`$ (45) $`\rho _t^\tau (\eta )(x)p_{tj}^\tau (\eta )(x)_k{\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,p_t^\tau \left(\eta \right)(x))`$ $`+\rho _t^\tau (\eta )(x)_k(p_t^\tau (\eta )(x){\displaystyle \frac{H_t^{T^{}M}}{p}}(x,p_t^\tau \left(\eta \right)(x))`$ $`H_t^{T^{}M}(x,p_t^\tau (\eta )(x))).`$ Equation (42) will prove in the following sections to include the Schrödinger equation in canonical quantum mechanics and the classical Liouville equations in classical mechanics. For $`𝒰_t^\tau Q\left(M\right)`$ such that $`\frac{𝒰_t^\tau }{t}\left(𝒰_t^\tau \right)^1=\widehat{H}_t^\tau (\eta )q(M)`$, let us introduce the following operators: $`\stackrel{~}{H}_t^\tau (\eta )=Ad_{𝒰_t^\tau }^1\widehat{H}_t^\tau (\eta )\left(=\widehat{H}_t^\tau (\eta )\right),and\stackrel{~}{F}_t^\tau (\eta )=Ad_{𝒰_t^\tau }^1\widehat{F}_t^\tau (\eta ).`$ (46) Lie-Poisson equation (42) is equivalent to the following equation: $$\frac{}{t}\stackrel{~}{F}_t^\tau =[\stackrel{~}{H}_t^\tau ,\stackrel{~}{F}_t^\tau ]+\stackrel{~}{\left(\frac{F_t^\tau }{t}\right)}.$$ (47) The general theory for Lie-Poisson systems certificates that, if a group action of Lie group $`Q(M)`$ keeps the Hamiltonian $`_t:q(M)^{}𝐑`$ invariant, there exists an invariant charge functional $`Q:\mathrm{\Gamma }\left[E(M)\right]C(M)`$ and the induced function $`𝒬:q(M)^{}𝐑`$ such that $$[\widehat{H}_t^\tau ,\widehat{Q}^\tau ]=0.$$ (48) ## 3 DEDUCTION OF CLASSICAL MECHANICS In classical Hamiltonian mechanics, the state of a particle on manifold $`M`$ can be represented as a position in the cotangent bundle $`T^{}M`$. In this section, we will reproduce the classical equation of motion from the general theory presented in the previous section. Let us here concentrate ourselves on the case where $`M`$ is $`N`$-dimensional manifold for simplicity, though the discussion below would still be valid if substituting an appropriate Hilbert space when $`M`$ is infinite-dimensional ILH-manifold. ### 3.1 Description of Statistical State Now, we must be concentrated on the case where the physical functional $`FC^{\mathrm{}}(\mathrm{\Lambda }^1(M),C^{\mathrm{}}(M))`$ does not depend on the derivatives of the $`C^{\mathrm{}}`$ 1-form $`p\left(\eta \right)\mathrm{\Lambda }^1(M)`$ induced from $`\eta \mathrm{\Gamma }\left[E(M)\right]`$, then it has the following expression: $$p^{}F\left(\eta \right)(x)=F^{T^{}M}(x,p\left(\eta \right)(x)).$$ (49) Let us choose a coordinate system $`(U_\alpha ,𝐱_\alpha )_{\alpha \mathrm{\Lambda }_M}`$ for a covering $`\left\{U_\alpha \right\}_{\alpha \mathrm{\Lambda }_M}`$ over $`M`$, i.e., $`M=_{\alpha \mathrm{\Lambda }_M}U_\alpha `$. Let us further choose a reference set $`UU_\alpha `$ such that $`v(U)0`$ and consider the set $`\mathrm{\Gamma }_{Uk}\left[E(M)\right]`$ of the $`C^{\mathrm{}}`$ sections of $`E(M)`$ having corresponding momentum $`p\left(\eta \right)`$ the supremum of whose every component $`p_j\left(\eta \right)`$ in $`U`$ becomes the value $`k_j`$ for $`k=(k_1,\mathrm{},k_N)𝐑^N`$:<sup>3</sup><sup>3</sup>3 To substitute $`\mathrm{\Gamma }_{Uk}\left[E(M)\right]=\left\{\eta \mathrm{\Gamma }\left[E(M)\right]\right\|_U𝑑v(x)p_j\left(\eta \right)(x)=k_jv\left(U\right)\}`$ for definition (50) also induces the similar discussion below, while there exist a variety of the classification methods that produce the same result. $$\mathrm{\Gamma }_{Uk}\left[E(M)\right]=\left\{\eta \mathrm{\Gamma }\left[E(M)\right]\right\|\underset{U}{sup}p_j\left(\eta \right)(x)=k_j\}.$$ (50) Thus, every section $`\eta \mathrm{\Gamma }\left[E(M)\right]`$ has some $`k𝐑^N`$ such that $`\eta =\eta [k]\mathrm{\Gamma }_{Uk}\left[E(M)\right]`$. Notice that $`\mathrm{\Gamma }_{Uk}\left[E(M)\right]`$ can be identified with $`\mathrm{\Gamma }_{U^{}k}\left[E(M)\right]`$ for every two reference sets $`U`$ and $`U^{}M`$, since there exists a diffeomorphism $`\phi `$ satisfying $`\phi \left(U\right)=U^{}`$; thereby, we will simply denote $`\mathrm{\Gamma }_{Uk}\left[E(M)\right]`$ as $`\mathrm{\Gamma }_k\left[E(M)\right]`$. On the other hand, let us consider the space $`L\left(T^{}M\right)`$ of all the Lagrange foliations, i.e., every element $`\overline{p}L\left(T^{}M\right)`$ is a mapping $`\overline{p}:𝐑^N\mathrm{\Lambda }^1(M)`$ such that each $`qT^{}M`$ has a unique $`k𝐑^N`$ as $$q=\overline{p}[k]\left(\pi (q)\right).$$ (51) For every $`\overline{p}=p\overline{\eta }L\left(T^{}M\right)`$ such that $`\overline{\eta }[k]\mathrm{\Gamma }_k\left[E(M)\right]`$, it is possible to separate an element $`\eta [k]\mathrm{\Gamma }_k\left[E(M)\right]`$ for a $`\xi \mathrm{\Gamma }_0\left[E(M)\right]`$ as $$\eta [k]=\overline{\eta }[k]\xi ,$$ (52) or to separate momentum $`p\left(\eta [k]\right)`$ as $$p\left(\eta [k]\right)=\overline{p}[k]+p\left(\xi \right);$$ (53) thereby, we can express the emergence-density $`\rho :\mathrm{\Gamma }[E(M)]C^{\mathrm{}}\left(M\right)`$ in the following form for the function $`\varrho \left(\xi \right)C^{\mathrm{}}(T^{}M,𝐑)`$ on $`T^{}M`$: $$\rho \left(\eta [k]\right)(x)=\varrho \left(\xi \right)(x,p\left(\eta [k]\right)(x)).$$ (54) We call the set $`B\left[E(M)\right]=\mathrm{\Gamma }_0\left[E(M)\right]`$ the back ground of $`L\left(T^{}M\right)`$. For the Jacobian-determinant $`\sigma [k]=det\left(\frac{\overline{p}_{ti}^\tau [k]}{k_j}\right)`$, we will define the measure $`𝒩`$ on $`B\left[E(M)\right]`$ for the $`\sigma `$-algebra induced from that of $`\mathrm{\Gamma }\left[E(M)\right]`$: $$d\left(\eta [k]\right)dv(x)=d^Nkd𝒩\left(\xi \right)dv(x)\sigma [k](x).$$ (55) For separation (53), the Radon measure $`\stackrel{~}{\mu }(\eta )`$ induces the measure $`\omega ^N`$ on $`T^{}M`$ in the following lemma such that $`\omega ^N=\varphi _{U_\alpha }d^Nxd^Nk`$ for $`d^Nx=dx^1\mathrm{}dx^N`$ and $`d^Nk=dk^1\mathrm{}dk^N`$. ###### Lemma 1 The following relation holds: $$\overline{\mu }\left(p^{}F\right)=_{T^{}M}\omega ^N(q)\rho ^{T^{}M}\left(q\right)F^{T^{}M}\left(q\right),$$ (56) where $$\rho ^{T^{}M}\left(q\right)=_{B\left[E(M)\right]}𝑑𝒩\left(\xi \right)\varrho \left(\xi \right)\left(q\right).$$ (57) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ The direct calculation based on separation (53) shows $`\overline{\mu }\left(p^{}F\right)`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑\left(\eta \right)\stackrel{~}{\mu }\left(\eta \right)\left(p^{}F\left(\eta \right)\right)`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑\left(\eta [k]\right){\displaystyle _M}𝑑v(x)\varrho \left(\xi \right)(x,p\left(\eta [k]\right)(x))F^{T^{}M}(x,p\left(\eta [k]\right)(x))`$ $`=`$ $`{\displaystyle _{𝐑^N}}d^Nk{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _M}𝑑v(x)\sigma [k](x)`$ $`\times \varrho \left(\xi \right)(x,p\left(\eta [k]\right)(x))F^{T^{}M}(x,p\left(\eta [k]\right)(x))`$ $`=`$ $`{\displaystyle _{𝐑^N}}d^Nk{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _M}𝑑v(x)\sigma [k](x)`$ $`\times \varrho \left(\xi \right)(x,\overline{p}[k](x)+p\left(\xi \right)(x))F^{T^{}M}(x,\overline{p}[k](x)+p\left(\xi \right)(x))`$ $`=`$ $`{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle \underset{\alpha \mathrm{\Lambda }_M}{}}{\displaystyle _{\varphi _{U_\alpha }\left(A_\alpha \right)}}d^Nkd^Nx\varphi _{U_\alpha }^{}\varrho \left(\xi \right)(x,k)\varphi _{U_\alpha }^{}F^{T^{}M}(x,k)`$ $`=`$ $`{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _{T^{}M}}\omega ^N(q)\varrho \left(\xi \right)\left(q\right)F^{T^{}M}\left(q\right),`$ (59) where $`T^{}M=_{\alpha \mathrm{\Lambda }_M}A_\alpha `$ is the disjoint union of $`A_\alpha \left(𝒪_{T^{}M}\right)`$ such that (1) $`\pi \left(A_\alpha \right)U_\alpha `$ and that (2) $`A_\alpha A_\beta =\mathrm{}`$ for $`\alpha \beta \mathrm{\Lambda }_M`$ (consult APPENDIX). If defining the probability function $`\rho ^{T^{}M}:T^{}M𝐑`$ such that $$\rho ^{T^{}M}\left(q\right)=_{B\left[E(M)\right]}𝑑𝒩\left(\xi \right)\varrho \left(\xi \right)\left(q\right),$$ (60) we can obtain this lemma. ### 3.2 Description of Time-Development Let us consider the time-development of the functional $`\overline{\mu }_t:C^1(\mathrm{\Gamma }\left(M\right),C\left(M\right))𝐑`$ for $`p_t^\tau \left(\eta [k]\right)=\overline{p}_t^\tau [k]+p\left(\xi \right)`$. For the Jacobian-determinant $`\sigma _t^\tau [k]=det\left(\frac{\overline{p}_{ti}^\tau [k]}{k_j}\right)`$, the following relation holds: $`\overline{\mu }_t\left(p^{}F_t\right)`$ $`=`$ $`{\displaystyle _{T^{}M}}\omega ^N(q)\rho _t^{T^{}M}\left(q\right)F^{T^{}M}\left(q\right)`$ (61) $`=`$ $`{\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}𝑑v(x)\overline{\rho }_t^\tau [k](x)F^{T^{}M}(x,\overline{p}_t^\tau [k](x)),`$ (62) where $$\overline{\rho }_t^\tau [k](x)=\sigma _t^\tau [k](x)\rho ^{T^{}M}(x,\overline{p}_t^\tau [k](x)).$$ (63) The Jacobian-determinant $`\sigma _t^\tau [k]`$ satisfies the following relation: $$\frac{d\left(\eta _t^\tau (\eta )\right)}{d(\eta )}=\frac{\sigma _t^\tau [k]}{\sigma [k]}.$$ (64) Thus, we can define the reduced emergence-momentum $`\overline{𝒥}_t\overline{q}\left(M\right)^{}=q\left(M\right)^{}/B\left[E(M)\right]`$ as follows: $$\overline{𝒥}_t\left(\overline{\eta }[k]\right)=(d^Nkdv\overline{\rho }_t^\tau [k]\overline{p}_t^\tau [k],d^Nkdv\overline{\rho }_t^\tau [k]);$$ (65) and we can define the functional $`\overline{}_tC^{\mathrm{}}(\overline{q}\left(M\right)^{},𝐑)`$ as $`\overline{}_t\left(\overline{𝒥}_t\right)`$ $`=`$ $`\overline{\mu }_t\left(p^{}F_t\right)`$ (66) $`=`$ $`{\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}𝑑v(x)\overline{\rho }_t^\tau [k](x)F_t^{T^{}M}(x,\overline{p}_t^\tau [k](x)),`$ (67) which is independent of labeling time $`\tau `$. Then, the operator $`\widehat{F}_t^{cl}=\frac{\overline{}_t}{\overline{𝒥}}\left(\overline{𝒥}_t\right)`$ satisfies $$\widehat{F}_t^{cl}=(\frac{F_t^{T^{}M}}{p}(x,\overline{p}_t^\tau [k](x)),L^{F_t^{T^{}M}}(x,\frac{F_t^{T^{}M}}{p}(x,\overline{p}_t^\tau [k](x)))),$$ (68) where $$L^{F_t^{T^{}M}}(x,\frac{F_t^{T^{}M}}{p}(x,p))=p\frac{F_t^{T^{}M}}{p}(x,p)F_t^{T^{}M}(x,p)$$ (69) is the Lagrangian if function $`F_t`$ is Hamiltonian $`H_t`$. Thus, the following null-lagrangian relation can be obtained:<sup>4</sup><sup>4</sup>4 The Lagrangian corresponding to this Lie-Poisson system is $`\overline{𝒥}_t,\widehat{H}_t^{cl}_t\left(\overline{𝒥}_t\right)`$, while the usual Lagrangian is $`L^{H_t^{T^{}M}}`$. $$\overline{}_t\left(\overline{𝒥}_t\right)=\overline{𝒥}_t,\widehat{F}_t^{cl}.$$ (70) Besides, the normalization condition becomes $$\overline{}\left(\overline{𝒥}_t\right)=1for\overline{}\left(\overline{𝒥}_t\right)=_{𝐑^N}d^Nk_M𝑑v(x)\overline{\rho }_t^\tau [k](x).$$ (71) ###### Theorem 1 For Hamiltonian operator $`\widehat{H}_t=\frac{_t}{\overline{𝒥}}\left(\overline{𝒥}_t\right)\overline{q}\left(M\right)`$, the equation of motion becomes Lie-Poisson equation: $$\frac{\overline{𝒥}_t}{t}=ad_{\widehat{H}_t^{cl}}^{}\overline{𝒥}_t,$$ (72) that is calculated as follows: $$\frac{}{t}\overline{\rho }_t^\tau [k](x)=^1_j\left(\frac{H_t^{T^{}M}}{p_j}(x,\overline{p}_t^\tau [k](x))\overline{\rho }_t^\tau [k](x)\right),$$ (73) $`{\displaystyle \frac{}{t}}\left(\overline{\rho }_t^\tau [k](x)\overline{p}_{tk}^\tau [k](x)\right)`$ $`=`$ $`^1_j\left({\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\overline{\rho }_t^\tau [k](x)\overline{p}_{tk}^\tau [k](x)\right)`$ (74) $`\overline{\rho }_t^\tau [k](x)\overline{p}_{tj}^\tau [k](x)_k\left({\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\right)`$ $`+\overline{\rho }_t^\tau [k](x)_kL^{H_t^{T^{}M}}(x,\overline{p}_t^\tau [k](x)).`$ $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ The above equation can be obtained from the integration of general equations (LABEL:density's-q) and (LABEL:current's-q) on the space $`\mathrm{\Gamma }_{U0}`$; thereby, it proves the reduced equation from original Lie-Poisson equation (42). As a most important result, the following theorem shows that Lie-Poisson equation (72), or the set of equations (73) and (74), actually represents the classical Liouville equation. ###### Theorem 2 Lie-Poisson equation (72) is equivalent to the classical Liouville equation for the probability density function (PDF) $`\rho _t^{T^{}M}C^{\mathrm{}}(T^{}M,𝐑)`$ of a particle on cotangent space $`T^{}M`$: $$\frac{}{t}\rho _t^{T^{}M}=\{\rho _t^{T^{}M},H^{T^{}M}\},$$ (75) where the Poisson bracket $`\{,\}`$ is defined for every $`A`$, $`BC^{\mathrm{}}(M)`$ as $$\{A,B\}=\frac{A}{p_j}\frac{B}{x^j}\frac{B}{p_j}\frac{A}{x^j}.$$ (76) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ Classical equation (75) is equivalent to the canonical equations of motion through the local expression such that $`\varphi _{U_\alpha }\left(q_t\right)=(x_t,p_t)`$ for the bundle mapping $`\varphi _{U_\alpha }:\pi ^1(U_\alpha )U_\alpha \times 𝐑^N`$: $$\frac{dp_{jt}}{dt}=\frac{H^{T^{}M}}{x^j}(x_t,p_t)\frac{dx_t^j}{dt}=\frac{H^{T^{}M}}{p_j}(x_t,p_t).$$ (77) If $`q_t=(x_t,\overline{p}_t^\tau [k](x_t))`$ satisfies canonical equations of motion (77), the above equation of motion induces $$\frac{\overline{p}_{tk}^\tau }{t}[k](x)=\frac{H^{T^{}M}}{x^k}(x,\overline{p}_t^\tau [k](x))\frac{H^{T^{}M}}{p_j}(x,\overline{p}_t^\tau [k](x))_j\overline{p}_{tk}^\tau [k](x),$$ (78) then relation (63) satisfies the following equation: $`{\displaystyle \frac{}{t}}\overline{\rho }_t^\tau [k](x)`$ $`=`$ $`^1_j\left(\sigma _t^\tau [k](x){\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\right)\rho _t^{T^{}M}(x,\overline{p}_t^\tau [k](x))`$ (79) $`+^1\sigma _t^\tau [k](x){\displaystyle \frac{\rho _t^{T^{}M}}{t}}(x,\overline{p}_t^\tau [k](x))`$ $`^1\sigma _t^\tau [k](x){\displaystyle \frac{H^{T^{}M}}{x^j}}(x,\overline{p}_t^\tau [k](x)){\displaystyle \frac{\rho _t^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))`$ $`^1\sigma _t^\tau [k](x){\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))`$ $`\times _j\overline{p}_{tk}[k](x){\displaystyle \frac{\rho _t^{T^{}M}}{p_k}}(x,\overline{p}_t^\tau [k](x))`$ $`=`$ $`^1_j\left({\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\rho _t^\tau [k](x)\right).`$ Equations (78) and (79) lead to the following equation: $`{\displaystyle \frac{}{t}}\{\overline{\rho }_t^\tau [k](x)\overline{p}_{tk}^\tau [k](x)\}`$ $`=`$ $`\overline{p}_{tk}[k](x)^1_j\left({\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\overline{\rho }_t^\tau [k](x)\right)`$ (80) $`\overline{\rho }_t^\tau [k](x){\displaystyle \frac{H^{T^{}M}}{x^k}}(x,\overline{p}_t^\tau [k](x))`$ $`\overline{\rho }_t^\tau [k](x){\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))_j\overline{p}_{tk}^\tau [k](x)`$ $`=`$ $`^1_j\left({\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\overline{\rho }_t^\tau [k](x)\overline{p}_{tk}^\tau [k](x)\right)`$ $`\overline{\rho }_t^\tau [k](x)\{\overline{p}_{tj}^\tau [k](x)_k\left({\displaystyle \frac{H^{T^{}M}}{p_j}}(x,\overline{p}_t^\tau [k](x))\right)`$ $`+_kL^H(x,\overline{p}_t^\tau [k](x))\}.`$ Equations (79) and (80) are equivalent to equations (73) and (74); thereby, canonical equation (75) is equivalent to Lie-Poisson equation (72). The above discussion has a special example of the following Hamiltonian: $$H_t^{T^{}M}(x,p)=g^{ij}(x)\left(p_i+A_i\right)\left(p_j+A_j\right)+U(x),$$ (81) where corresponding Hamiltonian operator $`\widehat{H}_t`$ is calculated as $$\widehat{H}_t[k]=(g^{ji}\left(\overline{p}_{ti}[k]+A_i\right)_j,g^{ji}\overline{p}_{tj}[k]\overline{p}_{ti}[k]+g^{ji}A_jA_i+U);$$ (82) thereby, equation (72) is described for special Hamiltonian (81) as $`{\displaystyle \frac{}{t}}\left(\overline{\rho }_t^\tau [k](x)\overline{p}_{tj}^\tau [k](x)\right)`$ $`=`$ $`^1_i\left\{g^{ik}(x)\left(\overline{p}_{tk}^\tau [k](x)+A_k(x)\right)\overline{\rho }_t^\tau [k](x)\overline{p}_{tj}^\tau [k](x)\right\}`$ (83) $`\overline{\rho }_t^\tau [k](x)\left(_jg^{ik}(x)\right)\overline{p}_{ti}^\tau [k](x)\overline{p}_{tk}^\tau [k](x)`$ $`\left(_jg^{ik}(x)A_k(x)\right)\overline{\rho }_t^\tau [k](x)\overline{p}_{ti}^\tau [k](x)`$ $`\overline{\rho }_t^\tau [k](x)_j\left\{U(x)+g^{ik}(x)A_i(x)A_k(x)\right\},`$ $$\frac{}{t}\overline{\rho }_t^\tau [k](x)=^1_i\left\{g^{ik}(x)\left(\overline{p}_{tk}[k](x)+A_k(x)\right)\overline{\rho }_t^\tau [k](x)\right\}.$$ (84) For $`\overline{𝒰}_t\overline{Q}\left(M\right)`$ such that $`\frac{\overline{𝒰}_t}{t}\overline{𝒰}_t^1=\widehat{H}_t^{cl}\overline{q}\left(M\right)`$, let us introduce operators $`\stackrel{~}{H}_t^{cl}=`$ $`Ad_{\overline{𝒰}_t}^1\widehat{H}_t^{cl},`$ (85) $`\stackrel{~}{F}_t^{cl}=`$ $`Ad_{\overline{𝒰}_t}^1\widehat{F}_t^{cl},`$ (86) which induces the following equation equivalent to equation (72): $$\frac{}{t}\stackrel{~}{F}_t^{cl}=[\stackrel{~}{H}_t^{cl},\stackrel{~}{F}_t^{cl}]+\stackrel{~}{\left(\frac{F_t}{t}\right)}^{cl}.$$ (87) This expression of the equations of motion coincides with the following Poisson equation because of Theorem 2: $$\frac{d}{dt}F_t^{T^{}M}=\{H_t^{T^{}M},F_t^{T^{}M}\}+\frac{F_t^{T^{}M}}{t}.$$ (88) As discussed in Section 3, if a group action of Lie group $`Q(M)`$ keeps the Hamiltonian $`\overline{}_t:\overline{q}(M)^{}𝐑`$ invariant, there exists an invariant charge function $`Q^{T^{}M}C^{\mathrm{}}(T^{}M)`$ and the induced function $`\overline{𝒬}:\overline{q}(M)^{}𝐑`$ such that $$[\widehat{H}_t^{cl},\widehat{Q}^{cl}]=0,$$ (89) where $`\widehat{Q}^{cl}`$ is expressed as $$\widehat{Q}^{cl}=(\frac{Q^{T^{}M}}{p}(x,\overline{p}_t^\tau [k](x)),p(\eta )\frac{Q^{T^{}M}}{p}(x,\overline{p}_t^\tau [k](x))+Q^{T^{}M}(x,\overline{p}_t^\tau [k](x))).$$ (90) Relation (89) is equivalent to the following convolution relation: $$\{H_t^{T^{}M},Q^{T^{}M}\}=0.$$ (91) In the argument so far on the dynamical construction of classical mechanics, the introduced infinite-dimensional freedom of the background $`B\left[E(M)\right]`$ seems to be redundant, while they appear as a natural consequence of the general theory on protomechanics discussed in the previous section. In fact, it is really true that one can directly induce classical mechanics as the dynamics of the Lagrange foliations of $`T^{}M`$ in $`L\left(T^{}M\right)`$. In the next section, however, it is observed that we will encounter difficulties without those freedom if moving onto the dynamical construction of quantum mechanics. ## 4 DEDUCTION OF QUANTUM MECHANICS In canonical quantum mechanics, the state of a particle on manifold $`M`$ can be represented as a position in the Hilbert space $`(M)`$ of all the $`L_2`$-functions over $`M`$. In this section, we will reproduce the quantum equation of motion from the general theory presented in Section 4. Let us here concentrate ourselves on the case where $`M`$ is $`N`$-dimensional manifold for simplicity, though the discussion below is still valid if substituting an appropriate Hilbert space when $`M`$ is infinite-dimensional ILH-manifold. ### 4.1 Description of Statistical-State Now, we must be concentrated on the case where the physical functional $`FC^{\mathrm{}}(\mathrm{\Lambda }^1(M),C^{\mathrm{}}(M))`$ depends on the derivatives of the 1-form $`p\left(\eta \right)\mathrm{\Lambda }^1(M)`$ induced from $`\eta \mathrm{\Gamma }\left[E(M)\right]`$, then it has the following expression: $$p^{}F\left(\eta \right)(x)=F^Q(x,p\left(\eta \right)(x),Dp\left(\eta \right)(x),\mathrm{},D^np\left(\eta \right)(x),\mathrm{}).$$ (92) Let us assume that $`M`$ has a finite covering $`M=_{\alpha \mathrm{\Lambda }_M}U_\alpha `$ for the mathematical simplicity such that $`\mathrm{\Lambda }_M=\{1,2,\mathrm{},\mathrm{\Lambda }\}`$ for some $`\mathrm{\Lambda }𝐑`$, and choose a coordinate system $`(U_\alpha ,𝐱_\alpha )_{\alpha \mathrm{\Lambda }_M}`$. Let us further choose a reference set $`UU_\alpha `$ such that $`v(U)0`$ and consider the set $`\mathrm{\Gamma }_{Uk}^{\mathrm{}}\left[E(M)\right]`$ of the $`C^{\mathrm{}}`$ sections of $`E(M)`$ for $`k=(k_1,\mathrm{},k_N)𝐑^N`$ such that<sup>5</sup><sup>5</sup>5 As in classical mechanics, to substitute $`\mathrm{\Gamma }_{Uk}^{\mathrm{}}\left[E(M)\right]=\left\{\eta \mathrm{\Gamma }\left[E(M)\right]\right\|_U𝑑v(x)p_j\left(x\right)=\mathrm{}k_jv\left(U\right)\}`$ for definition (93) also induces the similar discussion below, while there exist a variety of the classification methods that produce the same result. $$\mathrm{\Gamma }_{Uk}^{\mathrm{}}\left[E(M)\right]=\left\{\eta \mathrm{\Gamma }\left[E(M)\right]\right\|\underset{U}{sup}p_j\left(\eta \right)(x)=\mathrm{}k_j\}.$$ (93) As in classical mechanics, we will simply denote $`\mathrm{\Gamma }_{Uk}^{\mathrm{}}\left[E(M)\right]`$ as $`\mathrm{\Gamma }_k^{\mathrm{}}\left[E(M)\right]`$, since $`\mathrm{\Gamma }_{Uk}^{\mathrm{}}\left[E(M)\right]`$ can be identified with $`\mathrm{\Gamma }_{U^{}k}^{\mathrm{}}\left[E(M)\right]`$ for every two reference sets $`U`$ and $`U^{}M`$. For every $`\overline{p}=p\overline{\eta }L\left(T^{}M\right)`$ such that $`\overline{\eta }[k]\mathrm{\Gamma }_k^{\mathrm{}}\left[E(M)\right]`$, it is further possible to separate an element $`\eta [k]\mathrm{\Gamma }_k^{\mathrm{}}\left[E(M)\right]`$ for a $`\xi \mathrm{\Gamma }_0^{\mathrm{}}\left[E(M)\right]`$ as $$\eta [k]=\overline{\eta }[k]\xi ,$$ (94) or to separate momentum $`p\left(\eta [k]\right)`$ as $$p\left(\eta [k]\right)=\overline{p}[k]+p\left(\xi \right).$$ (95) The emergence density $`\rho \left(\eta [k]\right)`$ can have the same expression as the classical one (54) for the function $`\varrho \left(\xi \right)C^{\mathrm{}}(T^{}M,𝐑)`$ on $`T^{}M`$ since $`C_q\left(\mathrm{\Gamma }\right)^{}C_{cl}\left(\mathrm{\Gamma }\right)^{}`$: $$\rho \left(\eta [k]\right)(x)=\varrho \left(\xi \right)(x,p\left(\eta [k]\right)(x)),$$ (96) which has only the restricted values if compared with the classical emergence density; it sometimes causes the discrete spectra of the wave-function in canonical quantum mechanics. We call the set $`B^{\mathrm{}}\left[E(M)\right]=\mathrm{\Gamma }_0^{\mathrm{}}\left[E(M)\right]`$ as the back ground of $`L\left(T^{}M\right)`$ for quantum mechanics. For the measure $`𝒩`$ on $`B^{\mathrm{}}\left[E(M)\right]`$ for the $`\sigma `$-algebra induced from that of $`\mathrm{\Gamma }\left[E(M)\right]`$: $$d\left(\eta [k]\right)dv(x)=d^Nkd𝒩\left(\xi \right)dv(x)\sigma [k](x).$$ (97) Let us next consider the disjoint union $`M=_{\alpha \mathrm{\Lambda }_M}A_\alpha `$ for $`A_\alpha \left(𝒪_{E(M)}\right)`$ such that (1) $`\pi \left(A_\alpha \right)U_\alpha `$ and that (2) $`A_\alpha A_\beta =\mathrm{}`$ for $`\alpha \beta \mathrm{\Lambda }_M`$ (consult APPENDIX). Thus, every section $`\eta \mathrm{\Gamma }\left[E(M)\right]`$ has some $`k𝐑^N`$ such that $`\eta =\eta [k]\mathrm{\Gamma }_k^{\mathrm{}}\left[E(M)\right]`$; and, it will be separated into the product of a $`\xi B^{\mathrm{}}\left[E(M)\right]`$ and the fixed $`\overline{\eta }[k]=e^{2i\{k_jx^j+\zeta \}}\mathrm{\Gamma }_k\left[E(M)\right]`$ that induces one of the Lagrange foliation $`\overline{p}=p\overline{\eta }L\left(T^{}M\right)`$: $`\eta \left[k\right]`$ $`=`$ $`{\displaystyle \underset{\alpha A_\alpha }{}}\chi _{A_\alpha }e^{2i\{k_jx^j+\zeta \}}\xi `$ (98) $`=`$ $`{\displaystyle \underset{\alpha A_\alpha }{}}\left(e^{2i\{k_jx^j+\zeta \}}\xi \right)^{\chi _{A_\alpha }},`$ (99) where the test function $`\chi _{A_\alpha }:M𝐑`$ satisfies $$\chi _{A_\alpha }(x)=\{\begin{array}{c}1\\ 0\end{array}\begin{array}{c}atxA_\alpha \\ atxA_\alpha \end{array}$$ (100) and has the projection property $`\chi _{A_\alpha }^2=\chi _{A_\alpha }`$. If defining the window mapping $`\chi _{A_\alpha }^{}:C^{\mathrm{}}(M)L^1\left(𝐑^N\right)`$ for any $`fC^{\mathrm{}}(M)`$ such that $$\chi _{A_\alpha }^{}f\left(𝐱\right)=\{\begin{array}{c}\phi _\alpha ^{}f\left(𝐱\right)\\ 0\end{array}\begin{array}{c}at𝐱\phi _\alpha \left(A_\alpha \right)\\ at𝐱\phi _\alpha \left(A_\alpha \right)\end{array},$$ (101) we can locally transform the function $`\rho [k]\left(\xi \right)=\sigma [k]\rho \left(\eta \left[k\right]\right)`$ into Fourier coefficients as follows: $$\chi _{A_\alpha }^{}\rho [k]\left(\xi \right)\left(𝐱\right)=_{𝐑^N}d^Nk^{}\stackrel{~}{\varrho }_\alpha \left(\xi \right)(\frac{2k+k^{}}{2},\frac{2kk^{}}{2})e^{ik^{}𝐱^j},$$ (102) where introduced function $`\stackrel{~}{\varrho }_\alpha `$ should satisfies $$\stackrel{~}{\varrho }_\alpha \left(\xi \right)(k,k^{})^{}=\stackrel{~}{\varrho }_\alpha \left(\xi \right)(k^{},k),$$ (103) for the value $`\rho [k]\left(\xi \right)(x)`$ is real at every $`xM`$; thereby, the collective expression gives $`\rho \left[k\right]\left(\xi \right)`$ $`=`$ $`{\displaystyle \underset{\alpha A_\alpha }{}}\chi _{A_\alpha }{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\varrho }_\alpha \left(\xi \right)({\displaystyle \frac{2k+k^{}}{2}},{\displaystyle \frac{2kk^{}}{2}})e^{ik^{}x^j}`$ (104) $`=`$ $`{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\varrho }\left(\xi \right)({\displaystyle \frac{2k+k^{}}{2}},{\displaystyle \frac{2kk^{}}{2}})\eta \left[k{\displaystyle \frac{k^{}}{2}}\right]^{\frac{1}{2}}\eta \left[k+{\displaystyle \frac{k^{}}{2}}\right]^{\frac{1}{2}},`$ (105) where $$\stackrel{~}{\varrho }\left(\xi \right)(\frac{2k+k^{}}{2},\frac{2kk^{}}{2})=\underset{\alpha A_\alpha }{}\left(\stackrel{~}{\varrho }_\alpha \left(\xi \right)(\frac{2k+k^{}}{2},\frac{2kk^{}}{2})\right)^{\chi _{A_\alpha }}.$$ (106) Let us introduce the ketvector $`\|k`$ and bravector $`k\|`$ such that $$\|k=\underset{\alpha \mathrm{\Lambda }_M}{}\|k,\alpha ,k\|=\underset{\alpha \mathrm{\Lambda }_M}{}k,\alpha \|,$$ (107) where the local vectors $`\|k,\alpha `$ and $`k,\alpha \|`$ satisfy $$x\|k,\alpha =e^{2i\{k_jx^j+\zeta \}\chi _{A_\alpha }}^{\frac{1}{2}},k,\alpha \|x=e^{2i\{k_jx^j+\zeta \}\chi _{A_\alpha }}^{\frac{1}{2}}.$$ (108) We can define the Hilbert space $`\left(M\right)`$ of all the vectors that can be expressed as a linear combination of vectors $`\{\|k\}_{k𝐑}`$. Now, let us construct the density matrix in the following definition. ###### Definition 1 The density matrix $`\widehat{\rho }`$ is an operator such that $`\widehat{\rho }`$ $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nn{\displaystyle _{𝐑^N}}d^Nn^{}\stackrel{~}{\varrho }(\xi )(n,n^{})\xi ^{\frac{1}{2}}\|nn^{}\|\xi ^{\frac{1}{2}}`$ (109) $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nk\widehat{\rho }[k]\left(\xi \right),`$ (110) where $$\widehat{\rho }\left[k\right]\left(\xi \right)=_{𝐑^N}d^Nk^{}\stackrel{~}{\varrho }(\xi )(k+\frac{k^{}}{2},k\frac{k^{}}{2})\xi ^{\frac{1}{2}}\|k+\frac{k^{}}{2}k\frac{k^{}}{2}\|\xi ^{\frac{1}{2}}.$$ (111) Let $`𝒪\left(M\right)`$ be the set of all the hermite operators acting on Hilbert space $`\left(M\right)`$, which has the bracket $`:𝒪\left(M\right)𝐑`$ for every hermite operator $`\widehat{𝐅}`$ such that $$\widehat{𝐅}=_{𝐑^N}d^Nk_M𝑑v(x)x\left\|\widehat{𝐅}\right\|x.$$ (112) Set $`𝒪\left(M\right)`$ becomes the algebra with the product, scalar product and addition; thereby, we can consider the commutation and the anticommutaion between operators $`\widehat{𝐀}`$, $`\widehat{𝐁}𝒪\left(M\right)`$: $$[\widehat{𝐀},\widehat{𝐁}]_\pm =\widehat{𝐀}\widehat{𝐁}\pm \widehat{𝐁}\widehat{𝐀}.$$ (113) Consider the momentum operator $`\widehat{𝐩}`$ that satisfies the following relation for any $`\|\psi \left(M\right)`$: $$x\left\|\widehat{𝐩}\right\|\psi =iDx\|\psi ,$$ (114) where $`D=\mathrm{}dx^j_j`$ is the derivative operator (15). Further, the function operator $`\widehat{𝐟}`$ induced from the function $`fC^{\mathrm{}}(M)`$ is an operator that satisfies the following relation for any $`\|\psi \left(M\right)`$: $$x\left\|\widehat{𝐟}\right\|\psi =f(x)x\|\psi .$$ (115) The following commutation relation holds: $$[\widehat{𝐩}_j,\widehat{𝐟}]_{}=\frac{\mathrm{}}{i}\widehat{_j𝐟}.$$ (116) Those operators $`\widehat{𝐟}`$ and $`\widehat{𝐩}`$ induces a variety of operators in the form of their polynomials. ###### Definition 2 The hermite operator $`\widehat{𝐅}`$ is called an observable, if it can be represented as the polynomial of the momentum operators $`\widehat{p}`$ weighted with function operators $`\widehat{𝐟}_n^j`$ independent of $`k`$ such that $$\widehat{𝐅}=\underset{n=0}{\overset{\mathrm{}}{}}[\widehat{𝐟}_n^j,\widehat{𝐩}_j^n]_+.$$ (117) The following lemma shows that every observable has its own physical functional. ###### Lemma 2 Every observable $`\widehat{𝐅}`$ has a corresponding functional $`F:\mathrm{\Gamma }[E]C^{\mathrm{}}(M)`$: $$\overline{\mu }\left(p^{}F\right)=\widehat{\rho }\widehat{𝐅}.$$ (118) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ There are corresponding functionals $`g_{nl}^j:\mathrm{\Lambda }^1(M)C(M)`$ ($`l\{1,2,\mathrm{},n\}`$) such that $`\widehat{\rho }[\widehat{𝐟}_n^j,\widehat{𝐩}_j^n]_+`$ $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nn{\displaystyle _{𝐑^N}}d^Nn^{}\stackrel{~}{\varrho }(\xi )(n,n^{})n^{}\left\|\xi ^{\frac{1}{2}}[\widehat{𝐟}_n^j,\widehat{𝐩}_j^n]_+\xi ^{\frac{1}{2}}\right\|n`$ (119) $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _{𝐑^N}}d^Nk^{}`$ $`\times {\displaystyle \underset{\alpha \mathrm{\Lambda }_M}{}}{\displaystyle _{U_\alpha }}d^Nx\stackrel{~}{\varrho }(\xi )(k{\displaystyle \frac{k^{}}{2}},k+{\displaystyle \frac{k^{}}{2}})e^{ik_j^{}x^j}\left\{{\displaystyle \underset{l=0}{\overset{n}{}}}g_{nl}^j\left(p\left(\eta [k]\right)\right)(x)k_j^l\right\}`$ $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _{𝐑^N}}d^Nk^{}`$ $`\times {\displaystyle \underset{\alpha \mathrm{\Lambda }_M}{}}{\displaystyle _{U_\alpha }}d^Nx\stackrel{~}{\varrho }(\xi )(k{\displaystyle \frac{k^{}}{2}},k+{\displaystyle \frac{k^{}}{2}})e^{ik_j^{}x^j}\left\{{\displaystyle \underset{l=0}{\overset{n}{}}}(\mathrm{}{\displaystyle \frac{}{x^j}})^lg_{nl}^j\left(p\left(\eta [k]\right)\right)(x)\right\}`$ $`=`$ $`{\displaystyle _{B^{\mathrm{}}\left[E(M)\right]}}𝑑𝒩(\xi ){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}𝑑v(x)\rho \left(\eta [k]\right)(x)p^{}F_j^n\left(\eta [k]\right)(x)`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑(\eta ){\displaystyle _M}𝑑v(x)\rho (\eta )(x)p^{}F_j^n(\eta )(x)`$ $`=`$ $`\overline{\mu }\left(p^{}F_j^n\right).`$ where $$p^{}F_j^n\left(\eta [k]\right)(x)=\underset{l=0}{\overset{n}{}}\left\{\left(\mathrm{}\frac{}{x^j}\right)^lg_{nl}^j\left(p\left(\eta [k]\right)\right)(x)\right\}.$$ (120) ### 4.2 Description of Time-Development Now, we can describe a $`\eta _t^\tau \left(\eta [k]\right)\mathrm{\Gamma }_{Uk}\left[E(M)\right]`$ as $`\eta _t^\tau \left(\eta [k]\right)`$ $`=`$ $`{\displaystyle \underset{\alpha A_\alpha }{}}\chi _{A_\alpha }e^{2i\{k_{\alpha j}x^j+\zeta _t^\tau [k]\}}\xi `$ (121) $`=`$ $`{\displaystyle \underset{\alpha A_\alpha }{}}\left(e^{2i\{k_{\alpha j}x^j+\zeta _t^\tau [k]\}}\xi \right)^{\chi _{A_\alpha }},`$ (122) where the function $`\zeta _t^\tau [k]C^{\mathrm{}}\left(M\right)`$ labeled by labeling time $`\tau t𝐑`$ satisfies $$\zeta _\tau ^\tau [k]=\zeta :independentofk;$$ (123) thereby, the momentum $`p_t^\tau \left(\eta [k]\right)=\overline{p}_t^\tau [k]+p\left(\xi \right)\mathrm{\Lambda }^1(M)`$ for $`\overline{p}_t^\tau =p_t^\tau \overline{\eta }L\left(T^{}M\right)`$ satisfies the Einstein-de Broglie relation:<sup>6</sup><sup>6</sup>6 Relation (124) is the most crucial improvement from the corresponding relation in previous letter . $$\overline{p}_t^\tau [k]=i\frac{\mathrm{}}{2}\overline{\eta }_t^\tau [k]^1d\overline{\eta }_t^\tau [k].$$ (124) The density operator $`\widehat{\rho }_t^\tau [k]\left(\xi \right)`$ is introduced as $$\widehat{\rho }_t^\tau [k]\left(\xi \right)=_{𝐑^N}d^Nk^{}\stackrel{~}{\varrho }_t^\tau (\xi )(k+\frac{k^{}}{2},k\frac{k^{}}{2})\xi ^{\frac{1}{2}}\|k+\frac{k^{}}{2}k\frac{k^{}}{2}\|\xi ^{\frac{1}{2}},$$ (125) which satisfies the following lemma. ###### Lemma 3 $$\widehat{\rho }_t=_{\mathrm{\Gamma }_U}𝑑𝒩(\xi )_{𝐑^N}d^NkU_t^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)U_t^\tau [k]^1,$$ (126) where $$U_t^\tau \left[k\right]=e^{i\{\zeta _t^\tau \left[k\right]\zeta \}}.$$ (127) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ The direct calculation shows for the observable $`\widehat{𝐅}_t`$ corresponding to every functional $`F`$ $`\widehat{\rho }_t\widehat{𝐅}_t`$ $`=`$ $`\overline{\mu }_t\left(p^{}F_t\right)`$ (128) $`=`$ $`{\displaystyle _{\mathrm{\Gamma }\left[E(M)\right]}}𝑑(\eta ){\displaystyle _M}𝑑v\rho _t^\tau \left(\eta \right)(x)p^{}F_t\left(\eta _t^\tau \left(\eta \right)\right)`$ $`=`$ $`{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}𝑑v(x)\rho _t^\tau [k]\left(\xi \right)(x)p^{}F\left(\eta _t^\tau [k]\right)(x)`$ $`=`$ $`{\displaystyle _{B\left[E(M)\right]}}d𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}dv(x)\rho _t^\tau [k]\left(\xi \right)(x)p^{}F(\eta [k]e^{i\{\zeta _t^\tau \left[k\right]\zeta \}}.)(x)`$ $`=`$ $`{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}𝑑v(x)x\left\|{\displaystyle \frac{1}{2}}[U_t^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)U_t^\tau [k]^1,\widehat{𝐅}_t]_+\right\|x`$ $`=`$ $`\left\{{\displaystyle _{B\left[E(M)\right]}}𝑑𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^NkU_t^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)U_t^\tau [k]^1\right\}\widehat{𝐅}_t.`$ Relation (126) represents relation (30): $$\stackrel{~}{\mu }_t(\eta )=\frac{d(\eta )}{d\left(\eta _t^{\tau 1}(\eta )\right)}\stackrel{~}{\mu }_t^\tau \left(\eta _t^{\tau 1}\left(\eta \right)\right).$$ (129) Emergence-momentum $`𝒥_t^\tau =𝒥\left(\eta _t^\tau \right)q(M)^{}`$ has the following expression: $`𝒥_t^\tau `$ $`=`$ $`d^Nkd𝒩\left(\xi \right)dv(\rho _t^\tau [k]\left(\xi \right)p_t^\tau \left(\eta [k]\right),\rho _t^\tau [k]\left(\xi \right))`$ (130) $`=`$ $`d𝒩\left(\xi \right)d^Nkdv({\displaystyle \frac{1}{2}}x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐩}_t^\tau [k]]_+\right\|x,x\left\|\widehat{\rho }_t^\tau [k]\left(\xi \right)\right\|x),`$ (131) where the momentum operator $`\widehat{𝐩}_t^\tau [k]`$ satisfies $$\widehat{𝐩}_t^\tau [k]=U_t^\tau [k]^1\widehat{𝐩}U_t^\tau [k].$$ (132) The following calculus of the fourier basis for $`2k_j=n_j+m_j`$ justifies expression (131): $`e^{i\{n_j𝐱^j+\zeta _t^\tau [k]\}}de^{+i\{m_j𝐱^j+\zeta _t^\tau [k]\}}e^{+i\{m_j𝐱^j+\zeta _t^\tau [k]\}}de^{i\{n_j𝐱^j+\zeta _t^\tau [k]\}}=`$ $`e^{i\{n_j𝐱^j+\zeta _t^\tau [k]\}}d\left\{e^{+i\{(m_j+n_j)𝐱^j+2\zeta _t^\tau [k]\}}e^{i\{n_j𝐱^j+\zeta _t^\tau [k]\}}\right\}e^{+i\{m_j𝐱^j+\zeta _t^\tau [k]\}}de^{i\{n_j𝐱^j+\zeta _t^\tau [k]\}}=`$ $`e^{i(n_jm_j)𝐱^j}e^{i\{(n_j+m_j)𝐱^j+2\zeta _t^\tau [k]\}}de^{+i\{(n_j+m_j)𝐱^j+2\zeta _t^\tau [k]\}}.`$ (133) For Hamiltonian operator $`\widehat{H}_t^\tau =\frac{_t}{\overline{𝒥}}\left(\overline{𝒥}_t^\tau \right)q\left(M\right)`$, the equation of motion is the Lie-Poisson equation $$\frac{𝒥_t^\tau }{t}=ad_{\widehat{H}_t}^{}𝒥_t^\tau ,$$ (134) that is calculated as follows: $$\frac{}{t}\rho _t^\tau [k]\left(\xi \right)(x)=^1_j\left(\frac{H_t^{T^{}M}}{p_j}(x,p_t^\tau \left(\eta [k]\right)(x))\rho _t^\tau [k]\left(\xi \right)(x)\right),$$ (135) $`{\displaystyle \frac{}{t}}\left(\rho _t^\tau [k]\left(\xi \right)(x)p_{tk}^\tau \left(\eta [k]\right)(x)\right)`$ $`=`$ $`^1_j\left({\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,p_t^\tau \left(\eta [k]\right)(x))\rho _t^\tau [k]\left(\xi \right)(x)p_{tk}^\tau \left(\eta [k]\right)(x)\right)`$ (136) $`\rho _t^\tau [k]\left(\xi \right)(x)p_{tj}^\tau \left(\eta [k]\right)(x)_k\left({\displaystyle \frac{H_t^{T^{}M}}{p_j}}(x,p_t^\tau \left(\eta [k]\right)(x))\right)`$ $`+\rho _t^\tau [k]\left(\xi \right)(x)_kL^{H_t^{T^{}M}}(x,p_t^\tau \left(\eta [k]\right)(x)).`$ Notice that the above expression is still valid even if Hamiltonian $`H_t^{T^{}M}`$ has the ambiguity of the operator ordering such as that for the Einstein gravity. To elucidate the relationship between the present theory and canonical quantum mechanics, we will concentrate on the case of the canonical Hamiltonian having the following form: $$H_t^{T^{}M}(x,p)=\frac{1}{2}h^{ij}\left(p_i+A_{ti}\right)\left(p_j+A_{tj}\right)+U_t(x),$$ (137) where $`dh^{ij}=0`$. Notice that almost all the canonical quantum theory including the standard model of the quantum field theory, that have empirically been well-established, really belong to this class of Hamiltonian systems. For Hamiltonian (137), we will define the Hamiltonian operator $`\widehat{𝐇}_t`$ as $$\widehat{𝐇}_t=\frac{1}{2}\left(\widehat{p}_i+A_{ti}\right)h^{ij}\left(\widehat{p}_j+A_{tj}\right)+U_t,$$ (138) or $`x\|\widehat{𝐇}_t\|\psi =_tx\|\psi `$ where $$_t=\frac{1}{2}\left(i\mathrm{}_i+A_{ti}(x)\right)h^{ij}\left(i\mathrm{}_j+A_{tj}(x)\right)+U_t(x).$$ (139) ###### Lemma 4 Lie-Poisson equation (134) for Hamiltonian (137) induces the following equation: $`i\mathrm{}{\displaystyle \frac{}{t}}x\left\|\widehat{\rho }_t^\tau [k]\left(\xi \right)\right\|x`$ $`=`$ $`x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{}\right\|x`$ (140) $`i\mathrm{}{\displaystyle \frac{}{t}}x\left\|{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐩}_t^\tau [k]]_+\right\|x`$ $`=`$ $`x\left\|[{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{},\widehat{𝐩}_t^\tau [k]]_+\right\|x.`$ (141) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ If we define the operators: $`\widehat{𝐇}_{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}h^{ij}\widehat{𝐩}_{ti}^\tau [k]\widehat{𝐩}_{tj}^\tau [k]/i\mathrm{}`$ (142) $`\widehat{𝐇}_{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{\widehat{𝐀}_ih^{ij}\widehat{𝐩}_{tj}^\tau [k]+\widehat{𝐩}_{ti}^\tau [k]h^{ij}\widehat{𝐀}_j\}/i\mathrm{}`$ (143) $`\widehat{𝐇}_{(2)}`$ $`=`$ $`\left(\widehat{U}+{\displaystyle \frac{1}{2}}h^{ij}\widehat{𝐀}_i\widehat{𝐀}_j\right)/i\mathrm{},`$ (144) then Hamiltonian operator $`\widehat{𝐇}_t`$ can be represented as $`\widehat{𝐇}_t/i\mathrm{}`$ $`=`$ $`\widehat{𝐇}_{(0)}+\widehat{𝐇}_{(1)}+\widehat{𝐇}_{(2)}.`$ (145) Thus, for density operator $`\widehat{\rho }_t^\tau [k]\left(\xi \right)`$ defined as equation (125), $$\frac{1}{2i\mathrm{}}x\left\|[[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{},\widehat{𝐩}_t^\tau [k]]_+\right\|x=term_{(1)}\left(\widehat{𝐇}_{(0)}\right)+term_{(1)}\left(\widehat{𝐇}_{(1)}\right)+term_{(1)}\left(\widehat{𝐇}_{(2)}\right),$$ (146) where $`term_{(1)}\left(\widehat{𝐇}_{(0)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{2i\mathrm{}}}x\left\|[{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(0)}]_{},\widehat{𝐩}_t^\tau [k]]_+\right\|x`$ $`term_{(1)}\left(\widehat{𝐇}_{(1)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{2i\mathrm{}}}x\left\|[{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(1)}]_{},\widehat{𝐩}_t^\tau [k]]_+\right\|x`$ $`term_{(1)}\left(\widehat{𝐇}_{(2)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{2i\mathrm{}}}x\left\|[{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(2)}]_{},\widehat{𝐩}_t^\tau [k]]_+\right\|x.`$ First term results $`term_{(1)}\left(\widehat{𝐇}_{(0)}\right)`$ $`=`$ $`_j\left\{h^{ij}p_{ti}\left(\eta [k]\right)\rho _t^\tau [k]\left(\xi \right)p_{tk}\left(\eta [k]\right)\right\}dx^k`$ (147) from the following computations: $`x\left\|\widehat{𝐩}_{tk}^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)\widehat{𝐇}_{(0)}\right\|x`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\rho }_t^\tau \left(\xi \right)(k+{\displaystyle \frac{k^{}}{2}},k{\displaystyle \frac{k^{}}{2}})e^{ik^{}x}\{`$ (150) $`\left(p_{tk}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}\left(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`+i\mathrm{}(p_{tk}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_k^{}}{2}})h^{ij}_j(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}})\};`$ $`x\left\|\widehat{𝐇}_{(0)}\widehat{\rho }_t^\tau [k]\left(\xi \right)\widehat{𝐩}_{tk}^\tau [k]\right\|x`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\rho }_t^\tau \left(\xi \right)(k+{\displaystyle \frac{k^{}}{2}},k{\displaystyle \frac{k^{}}{2}})e^{ik^{}x}\{`$ (153) $`\left(p_{tk}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}\left(p_{ti}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`i\mathrm{}(p_{tk}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_k^{}}{2}})h^{ij}_j(p_{ti}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_i^{}}{2}})\};`$ $`x\left\|\widehat{\rho }_t^\tau [k]\left(\xi \right)\widehat{𝐇}_{(0)}\widehat{𝐩}_{tk}^\tau [k]\right\|x`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\rho }_t^\tau \left(\xi \right)(k+{\displaystyle \frac{k^{}}{2}},k{\displaystyle \frac{k^{}}{2}})e^{ik^{}x}\{`$ (158) $`\left(p_{tk}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}\left(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`+i\mathrm{}\left(p_{tk}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}_i\left(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`\mathrm{}^2h^{ij}_k_i\left(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`+i\mathrm{}h^{ij}_k\left\{(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}})(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}})\right\}\};`$ $`x\left\|\widehat{𝐩}_{tk}^\tau [k]\widehat{𝐇}_{(0)}\widehat{\rho }_t^\tau [k]\left(\xi \right)\right\|x`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\rho }_t^\tau \left(\xi \right)(k+{\displaystyle \frac{k^{}}{2}},k{\displaystyle \frac{k^{}}{2}})e^{ik^{}x}\{`$ (163) $`+\left(p_{tk}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}\left(p_{ti}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`i\mathrm{}\left(p_{tk}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_k^{}}{2}}\right)h^{ij}_i\left(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`\mathrm{}^2h^{ij}_k_i\left(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`i\mathrm{}h^{ij}_k\left\{(p_{ti}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_i^{}}{2}})(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}})\right\}\}.`$ Further, $`term_{(1)}\left(\widehat{𝐇}_{(1)}\right)`$ $`=`$ $`\{_i\left(h^{ij}A_j\rho _t^\tau [k]\left(\xi \right)p_{tk}\left(\eta [k]\right)\right)`$ (164) $`+\rho _t^\tau [k]\left(\xi \right)\left(_kh^{ij}A_j\right)p_{ti}\left(\eta [k]\right)\}dx^k;`$ $`term_{(1)}\left(\widehat{𝐇}_{(2)}\right)`$ $`=`$ $`\rho _t^\tau [k]\left(\xi \right)_k\left(U+{\displaystyle \frac{1}{2}}h^{ij}A_iA_j\right)dx^k.`$ (165) Thus, second equation (141) in this lemma becomes $`{\displaystyle \frac{}{t}}\left\{\rho _t^\tau [k]\left(\xi \right)p_{tk}\left(\eta [k]\right)\right\}`$ $`=`$ $`_j\left\{h^{ij}\left(p_{ti}\left(\eta [k]\right)+A_j\right)\rho _t^\tau [k]\left(\xi \right)p_{tk}\left(\eta [k]\right)\right\}`$ (168) $`+\rho _t^\tau [k]\left(\xi \right)p_{tj}\left(\eta [k]\right)\left(_kh^{ij}A_i\right)`$ $`\rho _t^\tau [k]\left(\xi \right)_k\left(U+{\displaystyle \frac{1}{2}}h^{ij}A_iA_j\right),`$ which is equivalent to equation (136) for Hamiltonian (137). On the other hand, $$\frac{1}{i\mathrm{}}x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{}\right\|x=term_{(2)}\left(\widehat{𝐇}_{(0)}\right)+term_{(2)}\left(\widehat{𝐇}_{(1)}\right)+term_{(2)}\left(\widehat{𝐇}_{(2)}\right),$$ (169) where $`term_{(2)}\left(\widehat{𝐇}_{(0)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(0)}]_{}\right\|x`$ $`term_{(2)}\left(\widehat{𝐇}_{(1)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(1)}]_{}\right\|x`$ $`term_{(2)}\left(\widehat{𝐇}_{(2)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_{(2)}]_{}\right\|x.`$ Each term can be calculated as follows: $`term_{(2)}\left(\widehat{𝐇}_{(0)}\right)`$ $`=`$ $`{\displaystyle \frac{1}{2i\mathrm{}}}{\displaystyle _{𝐑^N}}d^Nk^{}\stackrel{~}{\rho }_t^\tau \left(\xi \right)(k+{\displaystyle \frac{k^{}}{2}},k{\displaystyle \frac{k^{}}{2}})e^{ik^{}x}\{`$ (174) $`h^{ij}\left(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`+i\mathrm{}h^{ij}_j\left(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)`$ $`h^{ij}\left(p_{ti}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_i^{}}{2}}\right)\left(p_{tj}\left(\eta [k]\right)+\mathrm{}{\displaystyle \frac{k_j^{}}{2}}\right)`$ $`i\mathrm{}h^{ij}_j(p_{ti}\left(\eta [k]\right)\mathrm{}{\displaystyle \frac{k_i^{}}{2}})\}`$ $`=`$ $`_j\left(\rho _t^\tau [k]\left(\xi \right)h^{ij}p_{ti}\left(\eta [k]\right)\right)`$ (175) $`term_{(2)}\left(\widehat{𝐇}_{(1)}\right)`$ $`=`$ $`_ih^{ij}\left(A_j\rho _t^\tau [k]\left(\xi \right)\right);`$ $`term_{(2)}\left(\widehat{𝐇}_{(2)}\right)`$ $`=`$ $`0.`$ (176) Thus, first equation (141) in this lemma becomes $$\frac{}{t}\rho _t^\tau [k]\left(\xi \right)=_j\left\{h^{ij}\left(p_{ti}\left(\eta [k]\right)+A_j\right)\rho _t^\tau [k]\left(\xi \right)\right\},$$ (177) which is equivalent to equation (135) for Hamiltonian (137). Therefore, Lie-Poisson equation (134) proved to be equivalent to the equation set (140) and (141) in this lemma. The above lemma leads us to one of the main theorem in the present paper, declaring that Lie-Poisson equation (134) for Hamiltonian (137) is equivalent to the quantum Liouville equation. ###### Theorem 3 Lie-Poisson equation (134) for Hamiltonian (137) is equivalent to the following quantum Liouville equation: $`{\displaystyle \frac{}{t}}\widehat{\rho }_t=[\widehat{\rho }_t,\widehat{𝐇}]_{}/(i\mathrm{}).`$ (178) $`\mathrm{𝑃𝑟𝑜𝑜𝑓}.`$ The following computation proves this theorem based on the previous lemma: $`{\displaystyle \frac{}{t}}\widehat{\rho }_t\widehat{𝐅}_t`$ $`=`$ $`{\displaystyle \frac{}{t}}\widehat{\rho }_t^\tau \widehat{𝐅}_t`$ (179) $`=`$ $`{\displaystyle _{\mathrm{\Gamma }_U}}d𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}dv(x)\times `$ $`\{x\left\|\widehat{𝐅}_t^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)\widehat{𝐇}_t^\tau [k]\right\|xx\left\|\widehat{𝐇}_t^\tau [k]\widehat{\rho }_t^\tau [k]\left(\xi \right)\widehat{𝐅}_t^\tau [k]\right\|x`$ $`+x\|\widehat{\rho }_t^\tau [k]\left(\xi \right)\|x{\displaystyle \frac{p_t^\tau [k](x)}{t}}𝒟F_t\left(\eta _t^\tau [k]\right)(x)`$ $`+x\left\|\widehat{\rho }_t^\tau [k]\right\|xp^{}{\displaystyle \frac{F_t}{t}}\left(\eta _t^\tau [k]\right)(x)\}`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }_U}}d𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}dv(x)\times `$ $`\{x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{}\right\|xp^{}F_t\left(\eta _t^\tau [k]\right)(x)`$ $`+\left({\displaystyle \frac{}{t}}x\left\|{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐩}_t^\tau [k]]_+\right\|x\right)𝒟F_t\left(\eta _t^\tau [k]\right)(x)`$ $`x\left\|{\displaystyle \frac{\widehat{\rho }_t^\tau [k]\left(\xi \right)}{t}}\right\|xp_t^\tau [k](x)𝒟F_t\left(\eta _t^\tau [k]\right)(x)`$ $`+x\left\|\widehat{\rho }_t^\tau [k]\right\|xp^{}{\displaystyle \frac{F_t}{t}}\left(\eta _t^\tau [k]\right)(x)\}`$ $`=`$ $`{\displaystyle _{\mathrm{\Gamma }_U}}d𝒩\left(\xi \right){\displaystyle _{𝐑^N}}d^Nk{\displaystyle _M}dv(x)\times `$ $`\{x\left\|[{\displaystyle \frac{1}{2}}[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐩}_t^\tau [k]]_+,\widehat{𝐇}_t^\tau [k]]_{}\right\|x𝒟F_t\left(\eta _t^\tau [k]\right)(x)`$ $`x\left\|[\widehat{\rho }_t^\tau [k]\left(\xi \right),\widehat{𝐇}_t^\tau [k]]_{}\right\|x\left\{p^{}F_t\left(\eta _t^\tau [k]\right)(x)p_t^\tau [k](x)𝒟F_t\left(\eta _t^\tau [k]\right)(x)\right\}`$ $`+x\left\|\widehat{\rho }_t^\tau [k]\right\|xp^{}{\displaystyle \frac{F_t}{t}}\left(\eta _t^\tau [k]\right)(x)\}`$ $`=`$ $`ad_{\widehat{H}_t^\tau }^{}𝒥_t^\tau ,\widehat{F}_t^\tau +𝒥_t,{\displaystyle \frac{\widehat{F}_t}{t}}.`$ Now, the density matrix $`\widehat{\rho }_t`$ becomes the summation of the pure sates $`\|\psi _t^{(l;\pm )}\psi _t^{(l;\pm )}\|`$ for the set $`\left\{\|\psi _t^{(l;\pm )}\right\}_{l𝐑^N}`$ of the orthonormal wave vectors such that $`\psi _t^{(l^{};s^{})}\|\psi _t^{(l;s)}=\delta (l^{}l)\delta _{s,s^{}}`$: $$\widehat{\rho }_t=_\mathrm{\Lambda }𝑑P_+(l)\|\psi _t^{(l;+)}\psi _t^{(l;+)}\left\|_\mathrm{\Lambda }𝑑P_{}(l)\right\|\psi _t^{(l;)}\psi _t^{(l;)}\|,$$ (180) where $`P_\pm `$ is a corresponding probability measure on the space $`\mathrm{\Lambda }`$ of a spectrum and the employed integral is the Stieltjes integral . If the system is open and has the continuous spectrum, then it admits $`\mathrm{\Lambda }`$ be the continuous superselection rules (CSRs). The induced wave function has the following expression for a $`L^2`$-function $`\psi _t^{(l;\pm )}=x\|\psi _t^{(l;)}L^2(M)`$: $$\chi _\alpha ^{}\psi _t^{(l;\pm )}(x)=_{𝐑^N}d^Nk\stackrel{~}{\psi }_{\alpha t}^{(l;\pm )}(k)e^{i\{k_j𝐱^j+\zeta _t(x)\}}.$$ (181) The existence of the probability measure $`P_{}`$ would be corresponding to the existence of the antiparticle for the elementary quantum mechanics. For example, the motion of the particle on a N-dimensional rectangle box $`[0,\pi ]^N`$ needs the following boundary condition on the verge of the box: > if $`x_j=0`$ or $`\pi `$ for some $`j\{1,\mathrm{},N\}`$, then $`x\left\|\widehat{\rho }_t\right\|x=0`$, Density matrix $`\widehat{\rho }_t`$ is the summation of integer-labeled pure states: $$\widehat{\rho }_t=\underset{(n,n^{})𝐙^{2N}}{}\stackrel{~}{\rho }_t^t(n^{},n)\|n;tn^{};t\|.$$ (182) Let us now concentrate on the case where $`\widehat{\rho }_t`$ is a pure state in the following form: $$\widehat{\rho }_t=\|\psi _t\psi _t\|;$$ (183) there exists a wave function $`\psi _tL^2(M)`$ $$\psi _t(x)=_{𝐑^N}d^Nk\stackrel{~}{\psi }_t(k)e^{i\{k_j𝐱^j+\zeta _t(x)\}},$$ (184) where $$\stackrel{~}{\rho }_t^t(k,k^{})=\stackrel{~}{\psi }_t(k)^{}\stackrel{~}{\psi }_t(k^{}).$$ (185) Theorem 3 introduces the Schrödinger equation as the following collorary. ###### Collorary 1 Lie-Poisson equation (134) for Hamiltonian (137) becomes the following Schrödinger equation: $$i\mathrm{}_t\psi _t=\psi _t,$$ (186) where $$=\frac{1}{2m}^1\left(i\mathrm{}_i+A_{ti}(x)\right)g^{ij}(x)\sqrt{\left(i\mathrm{}_j+A_{tj}(x)\right)}+U_t(x).$$ (187) Therefore, the presented theory induces not only canonical, nonrelativistic quantum mechanics but also the canonical, relativistic or nonrelativistic quantum field theory if proliferated for the grassmanian field variables. In addition, Section 7 will discuss how the present theory also justifies the regularization procedure in the appropriate renormalization. On the other hand, if introducing the unitary transformation $`\widehat{U}_t=e^{it\widehat{𝐇}_t}`$, Theorem 3 obtains the Heisenberg equation for Heisenberg’s representations $`\stackrel{~}{𝐇}_t=\widehat{U}_t\widehat{𝐇}_t\widehat{U}_t^1`$ and $`\stackrel{~}{𝐅}_t=\widehat{U}_t\widehat{𝐅}_t\widehat{U}_t^1`$: $`{\displaystyle \frac{}{t}}\stackrel{~}{𝐅}_t=[\stackrel{~}{𝐇}_t,\stackrel{~}{𝐅}_t]_{}/(i\mathrm{})+\stackrel{~}{\left({\displaystyle \frac{𝐅_t}{t}}\right)},`$ (188) since $`\widehat{\rho }_t=\widehat{U}_t^1\widehat{\rho }_0\widehat{U}_t`$. As discussed in Section 3, if a group action of Lie group $`Q(M)`$ keeps the Hamiltonian $`_t:q(M)^{}𝐑`$ invariant, there exists an invariant charge functional $`Q:\mathrm{\Gamma }\left[E(M)\right]C(M)`$ and the induced function $`𝒬:q(M)^{}𝐑`$ such that $$[\widehat{H}_t,\widehat{Q}]=0,$$ (189) where $`\widehat{Q}`$ is expressed as $$\widehat{Q}=(𝒟_{\rho (\eta )}Q\left(p(\eta )\right),p(\eta )𝒟_{\rho (\eta )}Q\left(p(\eta )\right)+Q\left(p(\eta )\right)).$$ (190) Suppose that functional $`p^{}Q:\mathrm{\Gamma }\left[E(M)\right]C(M)`$ has the canonical form such that $$Q^{T^{}M}(x,p)=A^{ij}p_ip_j+B(x)_ip_j+C(x),$$ (191) then the corresponding generator is equivalent to the observable: $$\widehat{𝐐}=A^{ij}\widehat{𝐩}_i\widehat{𝐩}_j+\widehat{𝐁}_i\widehat{𝐩}_j+\widehat{𝐩}_j\widehat{𝐁}_i+\widehat{𝐂}.$$ (192) In this case, relation (189) has the canonical expression: $$[\widehat{𝐇}_t,\widehat{𝐐}]=0.$$ (193) Those operators can have the eigen values at the same time. As shown so far, protomechanics successfully deduced quantum mechanics for the canonical Hamiltonians that have no problem in the operator ordering, and proves still valid for the noncanonical Hamiltonian that have the ambiguity of the operator ordering in the ordinary quantum mechanics. In the latter case, the infinitesimal generator $`\widehat{𝐅}_t^{tr}`$ corresponding to $`\widehat{F}q(M)`$ is not always equal to observable $`\widehat{𝐅}_t`$: $$\widehat{𝐅}_t\widehat{𝐅}_t^{tr}.$$ (194) If one tries to quantize the Einstein gravity, he or she can proliferate the present theory in a direct way by utilizing Lie-Poisson equation (134). But, some calculation method should be developed for this purpose elsewhere. ### 4.3 Interpretation of Spin It has been known that a half-spin in quantum mechanics does have a classical analogy as a rigid rotor in classical mechanics .<sup>7</sup><sup>7</sup>7 The ignorance on this fact may have prevented quantum mechanics from the realistic interpretation in general. Such a model represents the motion of a particle on the three-dimensional orthogonal group $`SO(3)`$. A spinor is corresponding to an element of the Lie-algebra $`so(3)`$ of $`SO(3)`$, which is equivalent to a right-(or left-)invariant vector field over $`SO(3)`$. This section reviews such an interpretation of a spin in terms of the Euler angles or the coordinates over a three-dimensional special orthogonal group $`SO(3)`$; and thus, it proves that the present theory is applicable for the description of a half-spin, too. Now, let us consider the particle motion in a three-dimensional Euclidean space $`𝐑^3`$ with the polar coordinates $`𝐱=(r,\theta ,\varphi )[0,+\mathrm{})\times [0,2\pi )\times (0,\pi )`$. Lie group $`SO(3)`$ acts on $`𝒥_t=(\rho _t^\tau p_t^\tau ,\rho _t^\tau )`$ by the coadjoint action, where an infinitesimal generator $`M=M^j\widehat{L}_jso(3)q\left(M\right)`$ ($`M_j𝐑`$, $`j\{1,2,3\}`$) has an corresponding operator $`\widehat{𝐌}=M^j\widehat{𝐋}_jsu(2,𝐂)`$ that satisfies $$ad_{\widehat{M}}^{}𝒥_t,\widehat{F}=i\mathrm{}^1[\widehat{\rho }_t,\widehat{𝐌}]_{}\widehat{𝐅}.$$ (195) Infinitesimal generator $`\widehat{L}_j`$ has the following expression: $`\widehat{L}_1`$ $`=`$ $`sin\varphi {\displaystyle \frac{}{\theta }}\mathrm{cot}\theta \mathrm{cos}\varphi {\displaystyle \frac{}{\varphi }},`$ (196) $`\widehat{L}_2`$ $`=`$ $`\mathrm{cos}\varphi {\displaystyle \frac{}{\theta }}\mathrm{cot}\theta \mathrm{sin}\varphi {\displaystyle \frac{}{\varphi }},`$ (197) $`\widehat{L}_3`$ $`=`$ $`{\displaystyle \frac{}{\varphi }};`$ (198) It has an corresponding operator $`\widehat{𝐌}=M^j\widehat{𝐋}_jsu(2,𝐂)`$ acting on the Hilbert space $`(S^2)`$ of all the single- or double-valued $`L_2`$ functions over $`S^2`$: $`\theta ,\varphi \left\|\widehat{𝐋}_j\right\|\psi ={\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_j\theta ,\varphi \|\psi ,`$ (199) where $`\|\psi (S^2)`$. Notice that these operators are hermite or self-conjugate, $`\widehat{𝐋}_j^{}=\widehat{𝐋}_j`$, and induces the angular momentum or the integer spin of the particle: $`\|\psi _t`$ $`=`$ $`{\displaystyle \underset{m=l}{\overset{l}{}}}c_m^l(t)\|l,m`$ (201) $`for\theta ,\varphi \|l;m=Y_l^m(\theta ,\varphi ),`$ where $$\widehat{𝐋}\widehat{𝐋}\|l,m=\mathrm{}^2l(l+1)\|l;m,\widehat{𝐋}_3\|l,m=\mathrm{}m\|l;m.$$ (202) If the Hamiltonian for the motion in the three-dimensional Euclid space has the following form in a central field of force, it is invariant under the rotation about z-axis: $$H(x,p)=p^2+x\left(p\times B\right)+U(r),$$ (203) where $`r=\sqrt{x^2+y^2+z^2}0`$. Since this Hamiltonian has the canonical form, the corresponding infinitesimal generator is equivalent to the following quantum observable : $$\widehat{𝐇}=\widehat{𝐏_𝐫}^2+\frac{\widehat{𝐋}\widehat{𝐋}}{r^2}+\frac{1}{2}\left\{\widehat{𝐋}B+B\widehat{𝐋}\right\}+U(r),$$ (204) where $$\theta ,\varphi ,r\left\|\widehat{𝐏_𝐫}\right\|\psi =\frac{\mathrm{}}{ir}\frac{}{r}r\theta ,\varphi ,r\|\psi .$$ (205) To realize the representation for a half-spin, let us consider the Hilbert spaces $`(SO(3))`$ of all the single- or double-valued $`L_2`$ functions over $`S^2`$ which can be reduced to $`(S^2)`$. On the classical level, an infinitesimal generator $`N=N^jS_j`$ of $`SO(3)`$ is equivalent to a left-(or right-)invariant vector field: $`\widehat{S}_1`$ $`=`$ $`\widehat{L}_1+{\displaystyle \frac{\mathrm{}}{i}}{\displaystyle \frac{\mathrm{cos}\varphi }{\mathrm{sin}\theta }}{\displaystyle \frac{}{\chi }},`$ (206) $`\widehat{S}_2`$ $`=`$ $`\widehat{L}_2+{\displaystyle \frac{\mathrm{}}{i}}{\displaystyle \frac{\mathrm{sin}\varphi }{\mathrm{sin}\theta }}{\displaystyle \frac{}{\chi }},`$ (207) $`\widehat{S}_3`$ $`=`$ $`\widehat{L}_3.`$ (208) Notice that infinitesimal generator $`N=N^jS_j`$ is also an element of the semidirect product $`SO(3)\times C^{\mathrm{}}(M)`$ of $`SO(3)`$ with the space $`C^{\mathrm{}}(S^2)`$ of all the $`C^{\mathrm{}}`$ functions over $`S^2`$ excepting poles $`\theta =0,\pi `$. The corresponding operators $`𝐒_j`$ in quantum mechanics to generators $`S_j`$ become $`\theta ,\varphi ,\chi \left\|\widehat{𝐒}_1\right\|\psi `$ $`=`$ $`\left\{{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_1+{\displaystyle \frac{\mathrm{}}{i}}{\displaystyle \frac{\mathrm{cos}\varphi }{\mathrm{sin}\theta }}{\displaystyle \frac{}{\chi }}\right\}\theta ,\varphi ,\chi \|\psi ,`$ (209) $`\theta ,\varphi ,\chi \left\|\widehat{𝐒}_2\right\|\psi `$ $`=`$ $`\left\{{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_2+{\displaystyle \frac{\mathrm{}}{i}}{\displaystyle \frac{\mathrm{sin}\varphi }{\mathrm{sin}\theta }}{\displaystyle \frac{}{\chi }}\right\}\theta ,\varphi ,\chi \|\psi ,`$ (210) $`\theta ,\varphi ,\chi \left\|\widehat{𝐒}_3\right\|\psi `$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_3\theta ,\varphi ,\chi \|\psi .`$ (211) which has the following reduced expression: $`\theta ,\varphi \left\|\widehat{𝐒}_1\right\|\psi `$ $`=`$ $`\left\{{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_1+{\displaystyle \frac{\mathrm{}}{2}}{\displaystyle \frac{\mathrm{cos}\varphi }{\mathrm{sin}\theta }}\right\}\theta ,\varphi \|\psi ,`$ (212) $`\theta ,\varphi \left\|\widehat{𝐒}_2\right\|\psi `$ $`=`$ $`\left\{{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_2+{\displaystyle \frac{\mathrm{}}{2}}{\displaystyle \frac{\mathrm{sin}\varphi }{\mathrm{sin}\theta }}\right\}\theta ,\varphi \|\psi ,`$ (213) $`\theta ,\varphi \left\|\widehat{𝐒}_3\right\|\psi `$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{i}}\widehat{L}_3\theta ,\varphi \|\psi .`$ (214) These operators induce the half-spin: $$\|\psi _t=c_+(t)\|++c_{}(t)\|,$$ (215) where the eigen states have the following expression: $$\theta ,\varphi ,\chi \|+=\frac{1}{\sqrt{2\pi }}e^{\frac{i}{2}(\varphi +\chi )}\mathrm{cos}\frac{\theta }{2},\theta ,\varphi ,\chi \|=\frac{1}{\sqrt{2\pi }}e^{\frac{i}{2}(\varphi \chi )}\mathrm{sin}\frac{\theta }{2}.$$ (216) whose reduced version is $$\theta ,\varphi \|+=\frac{1}{\sqrt{2\pi }}e^{is}e^{i\frac{\varphi }{2}}\mathrm{cos}\frac{\theta }{2},\theta ,\varphi \|=\frac{1}{\sqrt{2\pi }}e^{is}e^{i\frac{\varphi }{2}}\mathrm{sin}\frac{\theta }{2}.$$ (217) They satisfy $$\widehat{𝐒}\widehat{𝐒}\|\pm =\frac{3}{4}\mathrm{}^2\|\pm ,\widehat{𝐒}_3\|\pm =\pm \frac{\mathrm{}}{2}\|\pm .$$ (218) In addition, we can introduce the increasing operator and the decreasing one $`\widehat{𝐒}_\pm =\widehat{𝐒}_1\pm i\widehat{𝐒}_2`$: $$\theta ,\varphi ,\chi \left\|\widehat{𝐒}_\pm \right\|\psi =\mathrm{}e^{\pm i\varphi }\left\{\pm \frac{}{\theta }+icot\theta \frac{}{\varphi }\frac{i}{sin\theta }\frac{}{\chi }\right\}\theta ,\varphi ,\chi \|\psi ,$$ (219) which proves the following relations: $$\widehat{𝐒}_\pm \|=\|\pm ,\widehat{𝐒}_\pm \|\pm =0.$$ (220) As in the usual expression originated by Pauli, if ketvectors $`\|\pm `$ are denoted as $$\|+=\left(\begin{array}{c}1\\ 0\end{array}\right),\|=(\begin{array}{c}0\\ 1\end{array}),$$ (221) then, $`\widehat{𝐒}_j=\frac{\mathrm{}}{2}\sigma _j`$ for the Pauli matrices: $$\sigma _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _2=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)and\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right);$$ (222) $$\sigma _+=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)and\sigma _{}=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right).$$ (223) A general state of the half-integer spin of a particle has the following expression: $$\|\psi _t=\underset{m=l1}{\overset{l}{}}c_m^{l+1/2}(t)\|l+1/2,m+1/2,$$ (224) where, for the normalization constant $`N_{l+1/2}^{m+1/2}`$, $`\theta ,\varphi \|l+1/2;m+1/2`$ $`=`$ $`N_{l+1/2}^{m+1/2}\sqrt{{\displaystyle \frac{l+m+1}{2l+1}}}e^{is}e^{i\frac{\varphi }{2}}\mathrm{cos}{\displaystyle \frac{\theta }{2}}Y_l^m(\theta ,\varphi )`$ (225) $`+N_{l+1/2}^{m+1/2}\sqrt{{\displaystyle \frac{lm}{2l+1}}}e^{is}e^{i\frac{\varphi }{2}}\mathrm{sin}{\displaystyle \frac{\theta }{2}}Y_l^{m+1}(\theta ,\varphi );`$ (226) and the eigen states satisfy $`\widehat{𝐒}\widehat{𝐒}\|l+1/2,m+1/2`$ $`=`$ $`\mathrm{}^2(l+1/2)(l+3/2)\|l+1/2;m+1/2,`$ (227) $`\widehat{𝐒}_3\|l+1/2,m+1/2`$ $`=`$ $`\mathrm{}(m+1/2)\|l+1/2;m+1/2.`$ (228) Let us assume the classical motion of a rigid rotor has the following Hamiltonian: $$H=I^1SS+SB.$$ (229) To elucidate that Hamiltonian (231) has no trouble in the operator-ordering problem, we can introduce $$H=I^1r^2(p^2+C^2p^2)+x\left\{p\times Cp^{}\right\}+x\left\{p\times (BCp^{})\right\},$$ (230) where the induced motion preserve the following initial conditions: $$xp=0andp^{}=\frac{\mathrm{}}{2}.$$ (231) For Hamiltonian (231), the infinitesimal generator of motion is equivalent to the following observable: $$\widehat{𝐇}=I^1\widehat{𝐒}\widehat{𝐒}+\frac{1}{2}\left\{\widehat{𝐒}B+B\widehat{𝐒}\right\},$$ (232) where $$C=\frac{\mathrm{}}{2}(\frac{x}{2\left(x^2+y^2\right)},\frac{y}{2\left(x^2+y^2\right)},0)+x\times s.$$ (233) Now, we can investigate the internal structure of such a half-integer spin particle, an quark or lepton as an electron or a constituted particle as a nucleus, which would have the following spin for the internal three-dimensional Euclid space: $$S(x,p)=x\times \left(p+s\right)+\frac{\mathrm{}}{2}(\frac{x}{2\left(x^2+y^2\right)},\frac{y}{2\left(x^2+y^2\right)},0).$$ (234) Such an interpretation of half-integer spin allows us to describe the Dirac equation as the equation of the motion for the following Hamiltonian: $$H(x,p,\alpha ,\beta )=\alpha _1\beta \left(p\frac{e}{c}A\right)+mc^2\alpha _3eA_0,$$ (235) where $`\alpha `$ and $`\beta `$ are the internal spins expressed as relation (234). Since the obtained Hamiltonian is also canonical as discussed in the previous subsection, it has the following infinitesimal generator: $$\widehat{𝐇}=\left(\widehat{\gamma }_j\left(\widehat{𝐩}^j\frac{e}{c}A\right)+mc^2\right)\widehat{\gamma }_0eA_0,$$ (236) where $`\widehat{\gamma }`$ is the Dirac matrices. In the same way, the internal freedom like the isospins of a particle can be expressed as the invariance of motion, if its Lie group is a subset of the infinite-dimensional semidirect-product group $`S(M)`$. More detailed consideration on the relativistic quantum mechanics will be held elsewhere. ## 5 CONCLUSION The present paper proved that SbM and then protomechanics deduces both classical mechanics and quantum mechanics in its natural consequence, and supported the rigid-body interpretation of a half-integer spin. The next paper will discuss the intimate relationships between the present theory and the other quantization methods known in twentieth century; and it will reveal that the new interpretation of the measurement process is compatible with reality and causality. ## APPENDIX: INTEGRATION ON MANIFOLD Let us here determine the properties of the manifold $`M`$ that is the three-dimensional physical space for the particle motion in classical or quantum mechanics, or the space of graded field variables for the field motion in classical or the quantum field theory. Let $`(M,𝒪_M)`$ be a Hausdorff space for the family $`𝒪_M`$ of its open subsets, and also a N-dimensional oriented $`C^{\mathrm{}}`$ manifold that is modeled by the N-dimensional Euclid space $`𝐑^N`$ and thus it has an atlas $`(U_\alpha ,\phi _\alpha )_{\alpha \mathrm{\Lambda }_M}`$ (the set of a local chart of $`M`$) for some countable set $`\mathrm{\Lambda }_M`$ such that 1. $`M=_{\alpha \mathrm{\Lambda }_M}U_\alpha `$, 2. $`\phi _\alpha :U_\alpha V_\alpha `$ is a $`C^{\mathrm{}}`$ diffeomorphism for some $`V_\alpha 𝐑^N`$ and 3. if $`U_\alpha U_\beta \mathrm{}`$, then $`g_{\alpha \beta }^\phi =\phi _\beta \phi _\alpha ^1:V_\alpha V_\beta V_\alpha V_\beta `$ is a $`C^{\mathrm{}}`$ diffeomorphism. The above definition would be extended to include that of the infinite-dimensional manifolds called ILH-manifolds. A ILH-manifold that is modeled by the infinite-dimensional Hilbert space having an inverse-limit topology instead of $`𝐑^N`$ . We will, however, concentrate ourselves on the finite-dimensional cases for simplicity. Let us further assume that $`M`$ has no boundary $`M=\mathrm{}`$ for the smoothness of the $`C^{\mathrm{}}`$ diffeomorphism group $`D(M)`$ over $`M`$, i.e., in order to consider the mechanics on a manifold $`N`$ that has the boundary $`N\mathrm{}`$, we shall substitute the doubling of $`N`$ for $`M`$: $`M=NNN`$. Now, manifold $`M`$ is the topological measure space $`M=(M,\left(𝒪_M\right),\mathrm{𝑣𝑜𝑙})`$ that has the volume measure $`\mathrm{𝑣𝑜𝑙}`$ for the topological $`\sigma `$-algebra $`\left(𝒪_M\right)`$. For the Riemannian manifold $`M`$, the (psudo-)Riemannian structure induces the volume measure $`\mathrm{𝑣𝑜𝑙}`$. Second, we assume that the particle moves on manifold $`M`$ and has its internal freedom represented by a oriented manifold $`F=(F,𝒪_F)`$, where $`𝒪_F`$ is the family of open subsets of $`F`$. Let $`F=(F,\left(𝒪_F\right),m_F)`$ be the topological measure space with the invariant measure $`m_F`$ under the group transformation $`G_F`$: $`\stackrel{~}{g}_{}m_F=m_F`$ for $`\stackrel{~}{g}G_F`$ where $`\stackrel{~}{g}_{}m_F\left(\stackrel{~}{g}(A)\right)=m_F(A)`$ for $`A\left(𝒪_F\right)`$. In this case, the state of the particle can be represented as a position on the locally trivial, oriented fiber bundle $`E=(E,M,F,\pi )`$ with fiber $`F`$ over $`M`$ with a canonical projection $`\pi :EM`$, i.e., for every $`xM`$, there is an open neighborhood $`U(x)`$ and a $`C^{\mathrm{}}`$ diffeomorphism $`\varphi _U:\pi ^1\left(U(x)\right)U(x)\times F`$ such that $`\pi =\pi _U\varphi _U`$ for $`\pi _U:U(x)\times FU(x):(x,s)x`$. Let $`G_F`$ be the structure group of fiber bundle $`E`$: the mapping $`\stackrel{~}{g}_{\alpha \beta }=\varphi _{U_\alpha }\varphi _{U_\beta }^1:U_\alpha U_\beta \times FU_\alpha U_\beta \times F`$ satisfies $`\stackrel{~}{g}_{\alpha \beta }(x,s)G_F`$ for $`(x,s)U_\alpha U_\beta \times F`$ and the cocycle condition: $$\stackrel{~}{g}_{\alpha \beta }(x,s)\stackrel{~}{g}_{\beta \gamma }(x,s)=\stackrel{~}{g}_{\alpha \gamma }(x,s)for(x,s)U_\alpha U_\beta U_\gamma \times F,$$ (A1) where $`\alpha ,\beta ,\gamma \mathrm{\Lambda }_M`$; and condition (A1) includes the following relations: $$\stackrel{~}{g}_{\alpha \alpha }(x,s)=id.forxU_\alpha ,and\stackrel{~}{g}_{\alpha \beta }(x,s)=\stackrel{~}{g}_{\beta \alpha }(x,s)^1for(x,s)U_\alpha U_\beta \times F.$$ (A2) Thus, $`(E,𝒪_E)`$ is the Hausdorff space for the family $`𝒪_E`$ of the open subsets of $`E`$ such that $`\stackrel{~}{U}𝒪_E`$ satisfies $`\varphi _{U_\alpha }\left(\stackrel{~}{U}\right)=U_\alpha \times U_\alpha ^{}`$ for some $`U_\alpha `$ ($`\alpha \mathrm{\Lambda }_M`$) and $`U_\alpha ^{}𝒪_F`$. Now, $`(E,\left(𝒪_E\right),m_E)`$ becomes the topological measure space with the measure $`m_E`$ induced by the measures $`\mathrm{𝑣𝑜𝑙}`$ and $`m_F`$ as follows. For $`A\left(𝒪_E\right)`$, there exists the following disjoint union corresponding to the covering $`M=_{\alpha \mathrm{\Lambda }_M}U_\alpha `$ such that 1. $`A=_{\alpha \mathrm{\Lambda }_M}A_\alpha `$ where $`\pi \left(A_\alpha \right)U_\alpha `$, and 2. $`A_\alpha A_\beta =\mathrm{}`$ for $`\alpha \beta `$. Thus, the measure $`m_E`$ can be defined as $$m_E(A)=\underset{\alpha \mathrm{\Lambda }_M}{}\left(\mathrm{𝑣𝑜𝑙}m_F\right)\varphi _{U_\alpha }(A_\alpha ).$$ (A3) Notice that the above definition of $`m_E`$ is independent of the choice of $`\left\{A_\alpha \right\}_{\alpha \mathrm{\Lambda }_M}`$ such that $`A=_{\alpha \mathrm{\Lambda }_M}A_\alpha `$ is a disjoint union since $`m_F`$ is the invariant measure on $`F`$ for the group transformation of $`G_F`$. Let us introduce the space $`\left(E\right)`$ of all the possible probability Radon measures for the particle positions on $`E`$ defined as follows: 1. every $`\nu \left(E\right)`$ is the linear mapping $`\nu :C^{\mathrm{}}(E)𝐌𝐑`$ such that $`\nu (F)<+\mathrm{}`$ for $`FC^{\mathrm{}}(E)`$, and 2. for every $`\nu \left(E\right)`$, there exists a $`\sigma `$-additive positive measure $`P`$ such that $$\nu (F)=_E𝑑P(y)\left(F(y)\right)$$ (A4) and that $`P(M)=1`$, i.e., $`\nu \left(1\right)=1`$. For every $`\nu \left(E\right)`$, the probability density function (PDF) $`\rho L^1(E,(𝒪_E))`$ is the positive-definite, and satisfies $`\nu \left(F\right)`$ $`=`$ $`{\displaystyle _{E=_{\alpha \mathrm{\Lambda }_M}A_\alpha }}𝑑m_E(y)\rho (y)\left(F(y)\right)`$ (A5) $`=`$ $`{\displaystyle \underset{\alpha \mathrm{\Lambda }_M}{}}{\displaystyle _{\varphi _{U_\alpha }(A_\alpha )}}𝑑\mathrm{𝑣𝑜𝑙}(x)𝑑m_F(\vartheta )\rho \varphi _{U_\alpha }^1(x,\vartheta )\left(F\varphi _{U_\alpha }^1(x,\vartheta )\right),`$ (A6) where $`dP=dm_E\rho `$.
warning/0001/nlin0001041.html	ar5iv	text	# Quantum Graphs: A model for Quantum Chaos ## 1 Introduction Quantum graphs have recently attracted a lot of interest . A review paper containing a list of references to previous work can be found in . The attention is due to the fact that quantum graphs can be viewed as typical and simple examples for the large class of systems in which classically chaotic dynamics implies universal spectral correlations in the semiclassical limit . Up to now we have only a very limited understanding of the reasons for this universality. In a semiclassical approach to this problem the main stumbling block is the intricate interference between the contributions of (exponentially many) periodic orbits . Using quantum graphs as model systems it is possible to pinpoint and isolate this central problem. In graphs, an exact trace formula exists which is based on the periodic orbits of a mixing classical dynamical system . Moreover the orbits can be specified by a finite symbolic code with Markovian grammar. Based on these simplifications it is possible to rewrite the spectral form factor or other two-point correlation functions in terms of a combinatorial problem . This combinatorial problem has been solved with promising results for selected graphs: It was shown that the form factor, ensemble averaged over graphs with a single non-trivial vertex and two attached bonds (2-Hydra) coincides exactly with the random-matrix result for the $`2\times 2`$ CUE . In the short-time expansion of the form factor for $`N`$-Hydra graphs (i. e. one central node with $`N`$ bonds attached) was computed in the limit $`N\mathrm{}`$, and in a periodic-orbit sum was used to prove Anderson localization in an infinite chain graph with randomized bond lengths. In the form factor of binary graphs was shown to approach the random-matrix prediction when the number of vertices increases. In the present paper we develop a general method to implement the combinatorial sum on a computer. Our results are always compared with direct numerical simulations. Most of the studies on quantum graphs presented up to now were done with a fixed set of vertex boundary conditions at the vertices. In this case, one of the main premises to find spectra following the random-matrix predictions is that all bond lengths of the graph are rationally independent. In contrast, we will consider here also statistical properties of graph spectra averaged over the set of boundary conditions. We show that in this case the form factor is in agreement with the random-matrix theory (RMT) predictions even when all bond lengths are degenerate. Moreover, we show that one can express the form factor averaged over the vertex-scattering matrices as a combinatorial sum over families of orbits. This sum has the same structure as obtained in by performing a spectral average. This paper is structured in the following way. In the following Section 2, the main definitions and properties of quantum graphs are given. We concentrate on the unitary bond-scattering matrix $`S_B`$ which can be interpreted as a quantum evolution operator on the graph. Section 3 deals with the corresponding classical dynamical system. In Section 4, the statistical properties of the eigenphase spectrum of the bond-scattering matrix $`S_B`$ are analyzed and related to the periodic orbits of the classical dynamics. Finally, our conclusions are summarized in Section 5. ## 2 Quantum Graphs: Basic Facts We start with a presentation and discussion of the Schrödinger operator for graphs. Graphs consist of $`V`$ vertices connected by $`B`$ bonds. The valency $`v_i`$ of a vertex $`i`$ is the number of bonds meeting at that vertex. The graph is called $`v`$-regular if all the vertices have the same valency $`v`$. When the vertices $`i`$ and $`j`$ are connected, we denote the connecting bond by $`b=(i,j)`$. The same bond can also be referred to as $`\stackrel{}{b}(Min(i,j),Max(i,j))`$ or $`\stackrel{}{b}(Max(i,j),Min(i,j))`$ whenever we need to assign a direction to the bond. A bond with coinciding endpoints is called a loop. Finally, a graph is called bipartite if the vertices can be divided into two disjoint groups such that any vertices belonging to the same group are not connected. Associated to every graph is its connectivity (adjacency) matrix $`C_{i,j}`$. It is a square matrix of size $`V`$ whose matrix elements $`C_{i,j}`$ are given in the following way $$C_{i,j}=C_{j,i}=\left\{\begin{array}{c}1\text{ if }i,j\text{ are connected}\hfill \\ 0\text{ otherwise}\hfill \end{array}\right\}.$$ For graphs without loops the diagonal elements of $`C`$ are zero. The connectivity matrix of connected graphs cannot be written as a block diagonal matrix. The valency of a vertex is given in terms of the connectivity matrix, by $`v_i=_{j=1}^VC_{i,j}`$ and the total number of undirected bonds is $`B=\frac{1}{2}_{i,j=1}^VC_{i,j}`$. For the quantum description we assign to each bond $`b=(i,j)`$ a coordinate $`x_{i,j}`$ which indicates the position along the bond. $`x_{i,j}`$ takes the value $`0`$ at the vertex $`i`$ and the value $`L_{i,j}L_{j,i}`$ at the vertex $`j`$ while $`x_{j,i}`$ is zero at $`j`$ and $`L_{i,j}`$ at $`i`$. We have thus defined the length matrix $`L_{i,j}`$ with matrix elements different from zero, whenever $`C_{i,j}0`$ and $`L_{i,j}=L_{j,i}`$ for $`b=1,\mathrm{},B`$. The wave function $`\mathrm{\Psi }`$ contains $`B`$ components $`\mathrm{\Psi }_{b_1}(x_{b_1}),\mathrm{\Psi }_{b_2}(x_{b_2}),\mathrm{},\mathrm{\Psi }_{b_B}(x_{b_B})`$ where the set $`\{b_i\}_{i=1}^B`$ consists of $`B`$ different undirected bonds. The Schrödinger operator (with $`\mathrm{}=2m=1`$) is defined on a graph in the following way: On each bond $`b`$, the component $`\mathrm{\Psi }_b`$ of the total wave function $`\mathrm{\Psi }`$ is a solution of the one-dimensional equation $$\left(\mathrm{i}\frac{\mathrm{d}}{\mathrm{d}x}A_b\right)^2\mathrm{\Psi }_b(x)=k^2\mathrm{\Psi }_b(x).$$ (1) We included a “magnetic vector potential” $`A_b`$ (with $`\mathrm{}e(A_b)0`$ and $`A_\stackrel{}{b}=A__\stackrel{}{b}`$) which breaks the time reversal symmetry. In most applications we shall assume that all the $`A_b`$’s are equal and the bond index will be dropped. On each of the bonds, the general solution of (1) is a superposition of two counter propagating waves $$\mathrm{\Psi }_{b=(i,j)}=a_{i,j}\mathrm{e}^{\mathrm{i}(k+A_{i,j})x_{i,j}}+a_{j,i}\mathrm{e}^{\mathrm{i}(k+A_{j,i})x_{j,i}}$$ (2) The coefficients $`a_{i,j}`$ form a vector $`𝐚(a_{\stackrel{}{b}_1}`$, $`\mathrm{}`$, $`a_{\stackrel{}{b}_B},`$ $`a_{_{\underset{1}{\overset{}{b}}}},\mathrm{},a_{_{\underset{B}{\overset{}{b}}}})^T`$ of complex numbers which uniquely determines an element in a $`2B`$dimensional Hilbert space. This space corresponds to ”free wave” solutions since we did not yet impose any conditions which the solutions of (1) have to satisfy at the vertices. The most general boundary conditions at the vertices are given in terms of unitary $`v_j\times v_j`$ vertex-scattering matrices $`\sigma _{l,m}^{(j)}(k)`$, where $`l`$ and $`m`$ go over all the vertices which are connected to $`j`$. At each vertex $`j`$, incoming and outgoing components of the wave function are related by $$a_{j,l}=\underset{m=1}{\overset{v_j}{}}\sigma _{l,m}^{(j)}(k)e^{\mathrm{i}kL_{jm}}a_{m,j},$$ (3) which implies current conservation. The particular form $$\sigma _{l,m}^{(j)}=\frac{2}{v_j}\delta _{l,m}$$ (4) for the vertex-scattering matrices was shown in to be compatible with continuity of the wave function and current conservation at the vertices. (4) is referred to as Neumann boundary conditions. Stationary states of the graph satisfy (3) at each vertex. These conditions can be combined into $$𝐚=S_B(k)𝐚,$$ (5) such that the secular equation determining the eigenenergies and the corresponding eigenfunctions of the graph is of the form $$det\left[IS_B(k,A)\right]=0.$$ (6) Here, the unitary bond-scattering matrix $$S_B(k,A)=D(k;A)T$$ (7) acting in the $`2B`$-dimensional space of directed bonds has been introduced. The matrices $`D`$ and $`T`$ are given by $`D_{ij,i^{}j^{}}(k,A)`$ $`=`$ $`\delta _{i,i^{}}\delta _{j,j^{}}\mathrm{e}^{\mathrm{i}kL_{ij}+\mathrm{i}A_{i,j}L_{ij}};`$ (8) $`T_{ji,nm}`$ $`=`$ $`\delta _{n,i}C_{j,i}C_{i,m}\sigma _{j,m}^{(i)}.`$ $`T`$ contains the topology of the graph and is equivalent to the complete set of vertex-scattering matrices, while $`D`$ contains the metric information about the bonds. It is instructive to interpret the action of $`S_B`$ on an arbitrary graph state $`\mathrm{\Psi }`$ as its time evolution over an interval corresponding to the mean bond length of the graph such that $$𝐚(n)=S_B^n𝐚(0),n=0,1,2,\mathrm{}.$$ (9) Clearly the solutions of (5) are stationary with respect to this time evolution. $`n`$ in (9) represents a discrete (topological) time counting the collisions of the particle with vertices of the graph. ## 3 Periodic orbits and classical dynamics on graphs In this section we discuss the classical dynamics corresponding to the quantum evolution (9) implied by $`S_B`$. To introduce this dynamics we employ a Liouvillian approach, where a classical evolution operator assigns transition probabilities in a phase space of $`2B`$ directed bonds . If $`\rho _b(t)`$ denotes the probability to occupy the (directed) bond $`b`$ at the (discrete) topological time $`t`$, we can write down a Markovian Master equation of the form $$\rho _b(t+1)=\underset{b^{}}{}U_{b,b^{}}\rho _b^{}(t).$$ (10) The classical (Frobenius-Perron) evolution operator $`U`$ has matrix elements $$U_{ij,nm}=\delta _{j,n}P_{im}^{(j)}$$ (11) with $`P_{jiij^{}}^{(i)}`$ denoting the transition probability between the directed bonds $`b=(j,i)`$ and $`b^{}=(i,j^{})`$. To make the connection with the quantum description, we adopt the quantum transition probabilities, expressed as the absolute squares of matrix elements of $`S_B`$ $$P_{jj^{}}^{(i)}=\left\|\sigma _{j,j^{}}^{(i)}(k)\right\|^2.$$ (12) Note that $`P_{jj^{}}^{(i)}`$ and $`U`$ do not involve any metric information on the graph. In general, they may depend on the wave number $`k`$. The unitarity of the bond-scattering matrix $`S_B`$ guarantees $`_{b=1}^{2B}U_{b,b^{}}=1`$ and $`0U_{b,b^{}}1`$, so that the total probability that the particle is on any bond remains conserved during the evolution. The spectrum of $`U`$ is restricted to the interior of the unit circle and $`\nu _1=1`$ is always an eigenvalue with the corresponding eigenvector $`\|1=\frac{1}{2B}(1,1,\mathrm{},1)^T`$. In most cases, the eigenvalue $`1`$ is the only eigenvalue on the unit circle. Then, the evolution is ergodic since any initial density will evolve to the eigenvector $`\|1`$ which corresponds to a uniform distribution (equilibrium). The rate at which equilibrium is approached is determined by the gap to the next largest eigenvalue. If this gap exists, the dynamics is also mixing. Graphs are one dimensional and the motion on the bonds is simple and stable. Ergodic (mixing) dynamics is generated because at each vertex a (Markovian) choice of one out of $`v`$ directions is made. Thus, chaos on graphs originates from the multiple connectivity of the (otherwise linear) system . Despite the probabilistic nature of the classical dynamics, the concept of a classical orbit can be introduced. A classical orbit on a graph is an itinerary of successively connected directed bonds $`(i_1,i_2),(i_2,i_3),\mathrm{}`$. An orbit is periodic with period $`n`$ if for all $`k`$, $`(i_{n+k},i_{n+k+1})=(i_k,i_{k+1})`$. For graphs without loops or multiple bonds, the sequence of vertices $`i_1,i_2,\mathrm{}`$ with $`i_m[1,V]`$ and $`C_{i_m,i_{m+1}}=1`$ for all $`m`$ represents a unique code for the orbit. This is a finite coding which is governed by a Markovian grammar provided by the connectivity matrix. In this sense, the symbolic dynamics on the graph is Bernoulli. This analogy is strengthened by further evidence: The number of $`n`$PO’s on the graph is $`\frac{1}{n}\mathrm{tr}C^n`$, where $`C`$ is the connectivity matrix. Since its largest eigenvalue $`\mathrm{\Gamma }_c`$ is bounded between the minimum and the maximum valency i.e. $`\mathrm{min}v_i\mathrm{\Gamma }_c\mathrm{max}v_i`$, periodic orbits proliferate exponentially with topological entropy $`\mathrm{log}\mathrm{\Gamma }_c`$. ## 4 The spectral statistics of $`S_B`$ We consider the matrix $`S_B(k,A)`$ defined in (7), (8). The spectrum consist of $`2B`$ points $`e^{\mathrm{i}\theta _l(k)}`$ confined to the unit circle (eigenphases). Unitary matrices of this type are frequently studied since they are the quantum analogues of classical, area preserving maps. Their spectral fluctuations depend on the nature of the underlying classical dynamics . The quantum analogues of classically integrable maps display Poissonian statistics while in the opposite case of classically chaotic maps, the eigenphase statistics conform with the results of RMT for Dyson’s circular ensembles. To describe the spectral fluctuations of $`S_B`$ we consider the form factor $$K(n/2B)=\frac{1}{2B}\|\mathrm{tr}S_B^n\|^2(n>0).$$ (13) The average $`\mathrm{}`$ will be specified below. RMT predicts that $`K(n,2B)`$ depends on the scaled time $`\tau =\frac{n}{2B}`$ only , and explicit expressions for the orthogonal and the unitary circular ensembles are known . Using (7), (8) we expand the matrix products in $`\mathrm{tr}S_B^n`$ and obtain a sum of the form $$\mathrm{tr}S_B^n(k)=\underset{p𝒫_n}{}𝒜_p\mathrm{e}^{\mathrm{i}(kL_p+Al_p)}.$$ (14) In this sum $`p`$ runs over all closed trajectories on the graph which are compatible with the connectivity matrix and which have the topological length $`n`$, i. e. they visit exactly $`n`$ vertices. For graphs, the concepts of closed trajectories and periodic orbits coincide, hence (14) can also be interpreted as a periodic-orbit sum. From (14) it is clear that $`K(n/2B)=0`$ as long as $`n`$ is smaller than the period of the shortest periodic orbit. The phase associated with an orbit is determined by its total (metric) length $`L_p=_{bp}L_b`$ and by the “magnetic flux” through the orbit. The latter is given in terms of its total directed length $`l_p`$ if we assume for simplicity that the magnitude of the magnetic vector potential is constant $`\|A_b\|A`$. The complex amplitude of the contribution from a periodic orbit by the product of all the elements of vertex-scattering matrices encountered $$𝒜_p=\underset{j=1}{\overset{n_p}{}}\sigma _{i_{j1},i_{j+1}}^{(i_j)}\underset{[r,s,t]}{}\left(\sigma _{r,t}^{(s)}\right)^{n_p(r,s,t)},$$ (15) i. e. for fixed boundary conditions at the vertices it is completely specified by the frequencies $`n_p(r,s,t)`$ of all transitions $`(r,s)(s,t)`$ . Inserting (14) into the definition of the form factor we obtain a double sum over periodic orbits $`K(n/2B)={\displaystyle \frac{1}{2B}}{\displaystyle \underset{p,p^{}𝒫_n}{}}𝒜_p𝒜_p^{}\times `$ $`\mathrm{exp}\{\mathrm{i}k(L_pL_p^{})+\mathrm{i}A(l_pl_p)\}.`$ (16) This will be our starting point for the combinatorial approach presented in the following subsection. ### 4.1 Energy Average In previous work the average in (4) was always taken with respect to the wave number $`k`$ and, if present, also over the magnetic vector potential $`A`$. Within the present subsection we will stick to this procedure. Provided that the bond lengths of the graph are rationally independent and that a sufficiently large interval is used for averaging, only terms with $`L_p=L_p^{}`$ and $`l_p=l_p^{}`$ survive. A completely equivalent result can be obtained by regarding the bond lengths $`L_b`$ of the graph as random numbers and performing an ensemble average over them. Note that $`L_p=L_p^{}`$ does not necessarily imply $`p=p^{}`$ or that $`p,p^{}`$ are related by some symmetry because there exist families $``$ of distinct but isometric orbits which can be used to write the result of (4) in the form $$K(n/2B)=\underset{_n}{}\left\|\underset{p}{}𝒜_p\right\|^2.$$ (17) The outer sum is over the set $`_n`$ of families, while the inner one is a coherent sum over the orbits belonging to a given family (= metric length). (17) is exact, and it represents a combinatorial problem since it does not depend anymore on metric information about the graph (the bond lengths). Let us illustrate the application of (17) in the following simple system: We consider a Hydra graph with four arms and impose Neumann boundary conditions at the central node such that forward and backward scattering amplitudes are given according to (4) by $`\sigma _f=1/2`$ and $`\sigma _b=1/2`$. For the moment we require that there are two pairs of identical bond lengths $`L_A,L_B`$ (see Fig. 1). Since Hydra is a bipartite graph, an orbit can return only after an even number of vertex-scattering events (note that the dead ends of the arms are considered as vertices). It is then convenient to replace the scattering matrix in (13) by $`S_B^2`$. As one can see from (14), that the form factor obtained in this way is equivalent to the one obtained from a graph which is formed by two loops of lengths $`2L_A`$ and $`2L_B`$ connected by a single vertex (inset of Fig. 1). Consider now the periodic orbits contributing to $`K(n/2B)`$. The length of such an orbit is given by $`L=n_AL_A+n_BL_B`$ where $`n_A`$, $`n_B`$ denotes the number of traversals of A and B loop, respectively, and $`n=n_A+n_B`$. If $`L_A,L_B`$ are rationally independent, a family of isometric orbits in (17) contains all orbits sharing $`n_A`$, $`n_B`$. These orbits differ, however, in their symbolic code by the order of A’s and B’s and by the orientation in which the loops are traversed. This is reflected in the amplitudes $`𝒜_p`$ of the orbits: If two consecutive loops AA have different orientation, the amplitude $`𝒜_p`$ contains a factor $`\sigma _b`$, while the same orientation results in $`\sigma _f`$. Different loops following each other (AB or BA) always result in a factor $`\sigma _f`$. Suppose now there is an orbit which contains in its code a sequence of the form $`\mathrm{}`$AB<sub>1</sub>B<sub>2</sub>B$`{}_{s}{}^{}\mathrm{}A\mathrm{}`$. Then there will be another orbit $`\mathrm{}`$AB<sub>1</sub>B’<sub>2</sub>B’$`{}_{s}{}^{}\mathrm{}A\mathrm{}`$ which differs from the first one by an inversion of the orientation (denoted by the prime) of all but the first loop B. It is easy to see that the corresponding amplitudes cancel. This results in a tremendous simplification of the problem: It suffices in (17) to keep track of all trajectories for which the cancellation does not apply. These are of the form A<sup>n</sup>, B<sup>n</sup>, (AB)<sup>n/2</sup> or (BA)<sup>n/2</sup>, the latter two existing for even $`n`$ only. Each orbit A<sup>n</sup> contributes the amplitude $`1/2^n`$ irrespective of the orientations of the $`n`$ loops. On the other hand there are $`2^n`$ possibilities to prescribe these orientations and hence the total contribution from each of the families A<sup>n</sup> and B<sup>n</sup> is 1. There are also $`2^n`$ trajectories of the form (AB)<sup>n/2</sup> and (BA)<sup>n/2</sup>, respectively, each with amplitude $`1/2^n`$. However these orbits belong to the same family $`n_A=n_B=n/2`$, and their amplitudes must be added coherently in (17). This results in the total contribution 4 from this family. After adding the contributions from the three different families and normalizing with $`2B=4`$ we are left with $$K(n/2B)=\{\begin{array}{cc}1/2\hfill & n=1,3,\mathrm{}\hfill \\ 3/2\hfill & n=2,4,\mathrm{}\hfill \end{array},$$ (18) which is shown in Fig. 1 with a solid line. Neglecting the point $`n=0`$, the form factor simply oscillates around the value 1—even within the Heisenberg time $`\tau =n/2B=1`$. This is reminiscent of the behavior of a Poissonian spectrum. The reason for this lack of correlations is that there exist regular sequences of eigenstates which are completely confined to one of the two loops or one pair of degenerate bonds, respectively. These states disappear when all arms of the Hydra are incommensurate, and the corresponding form factor (dashed line in Fig. 1) clearly reflects this change in the properties of the spectrum. The arguments which led to (18) are deceivingly simple. In general, the combinatorial problem (17) is very hard and cannot be solved in closed form. Even for the 4-Hydra with incommensurate bond lengths this seems to be the case. Nevertheless exact result for finite $`n`$ as those shown in Fig. 1 with a dashed line can always be obtained from (17) using a computer algebra system such as Maple . This will be shown in the following. To prescribe topology and boundary conditions, one should provide the time evolution operator $`S_B`$ according to (7) but with the phases $`\mathrm{e}^{\mathrm{i}kL_{i,j}}`$ left as unspecified variables. For example, the operator $`S_B`$ for the graph discussed above has the form $$\left[\begin{array}{cccc}1/2\varphi _A& 1/2\varphi _A& 1/2\varphi _B& 1/2\varphi _B\\ \multicolumn{4}{c}{}\\ 1/2\varphi _A& 1/2\varphi _A& 1/2\varphi _B& 1/2\varphi _B\\ \multicolumn{4}{c}{}\\ 1/2\varphi _A& 1/2\varphi _A& 1/2\varphi _B& 1/2\varphi _B\\ \multicolumn{4}{c}{}\\ 1/2\varphi _A& 1/2\varphi _A& 1/2\varphi _B& 1/2\varphi _B\end{array}\right],$$ where $`\varphi _{A/B}=\mathrm{e}^{\mathrm{i2}kL_{A/B}}`$. In the general case there will be as many phases $`\varphi _i`$ as there are incommensurate lengths in the graph. The quantity $`\mathrm{tr}S_B^n`$ can now be represented as a multivariate polynomial of degree $`n`$ in the variables $`\varphi _i`$, i. e. $$\mathrm{tr}S_B^n=\underset{𝒫_n}{}c_𝒫\varphi _1^{p_1}\varphi _2^{p_2}\mathrm{},$$ (19) where $`𝒫_n`$ runs over all partitions of $`n`$ into non-negative integers $`n=p_1+p_2+\mathrm{}`$. The form factor is then simply given as $$K(n/2B)=\underset{𝒫_n}{}\|c_𝒫\|^2.$$ (20) The task of finding the coefficients $`c_𝒫`$ can be expressed in Maple with standard functions, such that after the initialization of $`S_B`$ the following four simple lines represent a completely general algorithm for the exact computation of the form factor of an arbitrary graph: ``` sn:=evalm(S^n); tn:=expand(trace(sn)): c:=[coeffs(tn)]; K:=sum(c[p]^2,p=1..nops(c)); ``` In practice, however, the computation is restricted to the first few $`n`$ since the numerical effort grows exponentially fast. In Fig. 2 we compare the results of (20) with direct numerical averages for regular (fully connected) graphs with $`V=4`$ and $`V=5`$ vertices with and without magnetic field breaking the time-reversal symmetry. The results agree indeed to a high precision. Although this could be regarded merely as an additional confirmation of the numerical procedures used in , we see the main merit of (20) in being a very useful tool for trying to find the solution of (17) in closed form. ### 4.2 Ensemble Average over the Boundary Conditions at Vertices In the present section we generate an ensemble of graphs by randomizing the vertex-scattering matrices $`\sigma ^{(i)}`$. The length matrix $`L`$ which contains the lengths of the bonds and the connectivity matrix (topology of the graph) are kept constant. Moreover all the bond lengths are equal $`L_b=1`$. We computed the form factor for fully connected graphs. Our results for values of $`V=10,15,20`$ are presented in Fig. 3. The RMT two-point form factor is also displayed in Fig. 3 for comparison. The results show quite a good agreement with the predictions of RMT for the circular ensembles. Moreover, one can see that as the number of vertices $`V`$ increases, the agreement with RMT becomes progressively better. The deviations from the smooth curves are not statistical, and cannot be ironed out by further averaging. Rather, they are due to the fact that the graph is a dynamical system which cannot be described by RMT in all detail. In the remainder of this subsection, we would like to point out the possibility for turning (4) into a combinatorial problem using the ensemble-average over $`\sigma ^{(i)}`$. We assume that $`\sigma ^{(i)}`$ $`i=1,\mathrm{}V`$ are independent random matrices chosen from the CUE. In this case, the averaging in (4) factorizes with respect to the vertices and we find $`𝒜_p𝒜_p^{}`$ $`=`$ $`{\displaystyle \underset{s}{}}{\displaystyle \underset{[r,t]}{}}\left(\sigma _{r,t}^{(s)}\right)^{n_p(r,s,t)}\times `$ (21) $`\left(\sigma _{r,t}^{(s)}\right)^{n_p^{}(r,s,t)}`$ Averages over the CUE of this type have been computed in the literature, see e. g. . The result is of the form $`U_{a_1,b_1}\mathrm{}U_{a_n,b_n}\times U_{a_1,b_1}\mathrm{}U_{\alpha _n,\beta _n}_{CUE}=`$ $`{\displaystyle \underset{P,P^{}}{}}C_{P^1P^{}}{\displaystyle \underset{j=1}{\overset{n}{}}}\delta _{a_j,\alpha _{P(j)}}\delta _{b_j,\beta _{P^{}(j)}},`$ (22) where $`P,P^{}`$ run over the permutations of $`1,\mathrm{},n`$ and $`C_{P^1P^{}}`$ are some constants which can be obtained from a recursion relation. Applied to (21) this implies, that the contribution from a pair of orbits $`p,p^{}`$ vanishes unless for all $`s,t`$ $`_rn_p(r,s,t)=_rn_p^{}(r,s,t)`$ $`_rn_p(r,s,t)=_rn_p^{}(r,s,t)`$, i. e. unless the frequencies of traversals of any directed bond $`st`$ coincide for $`p`$ and $`p^{}`$. For the case of a graph with time-reversal symmetry, i. e. when the vertex-scattering matrices are taken at random from the COE, a similar result ensures that only those pairs of orbits survive the averaging in (21) which agree in the traversals of all undirected bonds. This means that the family structure underlying the set of periodic orbits is exactly the same as in the case of a graph with incommensurate bond lengths but fixed boundary conditions: The families are formed by those orbits which differ only in the time order of the traversed bonds. Substituting this result into (4) we see that all oscillating phases containing metric information on the graph drop independent of the precise values of the bond lengths and we are indeed left with a combinatorial problem. ## 5 Conclusions In this paper we have tried to contribute to the understanding of the statistical properties of the unitary quantum time evolution operator derived from quantum graphs. This problem is relevant since it is a paradigm for the as yet unanswered question precisely under which conditions the quantum analogues of classically chaotic systems are universal and follow the random-matrix predictions. Fully connected quantum graphs show this universality when the number of bonds becomes large. In extension to previous work we have demonstrated this result in the case where an ensemble of graphs is introduced by randomizing the boundary conditions at the vertices. The corresponding ensemble average can replace the previously considered spectral average, and the RMT results are in this case approached even when all the bond lengths are incommensurate. We have the hope that this kind of ensemble average might provide an easier access to an analytical treatment of the spectral properties of graphs. One possible approach of this goal is the use of combinatorial methods to perform the periodic-orbit sums related to spectral two-point correlations. ## Acknowledgements We would like to express our gratitude to Prof. Uzy Smilansky to whom we owe our interest in the subject and who contributed a great deal to most results discussed in this paper.
warning/0001/cond-mat0001013.html	ar5iv	text	# Spin-1/2 transverse 𝑋⁢𝑋 chain with a correlated disorder: dynamics of the transverse correlations ## Abstract We examine numerically the dynamics of $`zz`$ correlations in the spin-$`\frac{1}{2}`$ isotropic $`XY`$ chain with random intersite coupling and on–site transverse field that depends linearly on the neighbouring couplings (correlated off–diagonal and diagonal disorder). We discuss the changes in the frequency profiles of $`zz`$ dynamic structure factor caused by disorder. PACS numbers: 75.10.-b Keywords: Spin-$`\frac{1}{2}`$ $`XY`$ chain; Correlated disorder; Dynamic structure factor Postal address: Dr. Taras Krokhmalskii (corresponding author) Institute for Condensed Matter Physics 1 Svientsitskii St., L’viv–11, 290011, Ukraine Tel: (0322) 76 09 08 Fax: (0322) 76 19 78 E-mail: krokhm@icmp.lviv.ua Recently the properties of the spin-$`\frac{1}{2}`$ transverse $`XX`$ chain with correlated disorder have been discussed in some detail . Such a model consists of $`N\mathrm{}`$ spins $`\frac{1}{2}`$ on a circle governed by the Hamiltonian $`H={\displaystyle \underset{n=1}{\overset{N}{}}}\mathrm{\Omega }_ns_n^z+{\displaystyle \underset{n=1}{\overset{N}{}}}J_n\left(s_n^xs_{n+1}^x+s_n^ys_{n+1}^y\right).`$ (1) It is assumed that the intersite couplings $`J_n`$ are independent random variables each with the probability distribution $`p(J_n)`$ and the on–site transverse field $`\mathrm{\Omega }_n`$ is determined by the surrounding couplings $`J_{n1}`$ and $`J_n`$ according to the formula $`\mathrm{\Omega }_n=\overline{\mathrm{\Omega }}+{\displaystyle \frac{a}{2}}\left(J_{n1}+J_n2\overline{J}\right)`$ (2) where $`\overline{\mathrm{\Omega }}`$ and $`\overline{J}`$ are the mean values of $`\mathrm{\Omega }_n`$ and $`J_n`$, respectively, and $`a`$ is a real parameter. The models with correlated disorder should arise while describing materials with topological disorder. Although there are a few examples of real materials which are reasonably well described by the one–dimensional spin-$`\frac{1}{2}`$ isotropic $`XY`$ model (see, for example, ) the introduced model (1), (2) to our best knowledge was not related to any particularly compound. However, it is still of much use for understanding the generic effects of disorder since in the case of the Lorentzian probability distribution $`p(J_n)`$ and $`\|a\|1`$ it is possible to find explicitly the exact expression for the random–averaged density of states $`\overline{\rho (E)}`$ ($`\overline{(\mathrm{})}\mathrm{}_{\mathrm{}}^{\mathrm{}}𝑑J_np(J_n)\mathrm{}(\mathrm{})`$) and thus to examine rigorously the thermodynamic properties of a magnetic model with randomness . The obtained up till now exact analytical results pertain only to thermodynamics. In the present paper we study the effects of correlated disorder on the dynamics of spin correlations examining for this purpose the $`zz`$ dynamic structure factor $`\overline{S_{zz}(\kappa ,\omega )}={\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t\text{e}^{ϵ\|t\|}\text{e}^{i\omega t}{\displaystyle \underset{n=1}{\overset{N}{}}}\text{e}^{i\kappa n}\left[\overline{s_j^z(t)s_{j+n}^z}\overline{s_j^zs_{j+n}^z}\right],ϵ+0.`$ (3) The evaluation of the $`zz`$ time–dependent spin correlation functions $`\overline{s_j^z(t)s_{j+n}^z}`$ cannot be performed analytically but it can be done numerically (see also ). In what follows we consider the rectangle (but not Lorentzian) probability distribution $`p(J_n)={\displaystyle \frac{1}{2\mathrm{\Delta }}}\mathrm{\Theta }(J_n\overline{J}+\mathrm{\Delta })\left[1\mathrm{\Theta }(J_n\overline{J}\mathrm{\Delta })\right],`$ (4) where $`\mathrm{\Delta }`$ controls the strength of disorder. From (2), (4) one can find the probability distribution for the random variable $`\mathrm{\Omega }_n`$ $`p(\mathrm{\Omega }_n)={\displaystyle \frac{1}{\|a\|\mathrm{\Delta }}}\left(1{\displaystyle \frac{1}{\|a\|\mathrm{\Delta }}}\|\mathrm{\Omega }_n\overline{\mathrm{\Omega }}\|\right)`$ $`\times \mathrm{\Theta }(\mathrm{\Omega }_n\overline{\mathrm{\Omega }}+\|a\|\mathrm{\Delta })\left[1\mathrm{\Theta }(\mathrm{\Omega }_n\overline{\mathrm{\Omega }}\|a\|\mathrm{\Delta })\right].`$ (5) To reveal the effects of correlated disorder besides the model defined by (1), (4), (2) we consider the case of non–correlated disorder for model (1) assuming that $`J_n`$ and $`\mathrm{\Omega }_n`$ are independent random variables with probability distributions (4) and (Spin-$`\frac{\mathit{1}}{\mathit{2}}`$ transverse $`XX`$ chain with a correlated disorder: dynamics of the transverse correlations), respectively. In our computations we considered chains of $`N=400`$ spins with $`\overline{J}=1`$, $`\overline{\mathrm{\Omega }}=0.5`$ at low temperature $`\beta =1000`$. We took $`\mathrm{\Delta }=0.5`$ for correlated disorder with $`a=\pm 1.01`$ and for non–correlated disorder and performed the random averaging of the $`zz`$ dynamic correlation functions over $`3000`$ random realizations. We put in (3) $`j=150`$ and computed correlation functions with $`n`$ up to $`100`$ for the times up to $`15,\mathrm{},160`$ (depending on the value of $`\kappa `$). We adopted $`ϵ=0.001`$. To prove that our results for the taken values of parameters already pertain to thermodynamic systems we performed many additional calculations similar to that described in . The main results of our study are shown in Fig. 1 where we displayed the frequency dependence of $`\overline{S_{zz}(\kappa ,\omega )}`$ at $`\kappa =\frac{\pi }{4},\frac{\pi }{2},\frac{3\pi }{4}`$ for different types of disorder. Let us turn to a discussion of the obtained results. Dynamics of the transverse correlations in the non–random case is well known . In the Jordan–Wigner picture the zero–temperature $`zz`$ dynamic properties of the spin-$`\frac{1}{2}`$ transverse $`XX`$ chain are conditioned by exciting of two fermions with energies $`\mathrm{\Lambda }_\kappa ^{}=\mathrm{\Omega }+J\mathrm{cos}\kappa ^{}<0`$ and $`\mathrm{\Lambda }_{\kappa ^{\prime \prime }}=\mathrm{\Omega }+J\mathrm{cos}\kappa ^{\prime \prime }>0`$, for which $`\omega =\mathrm{\Lambda }_\kappa ^{}+\mathrm{\Lambda }_{\kappa ^{\prime \prime }}`$ and $`\kappa ^{\prime \prime }=\kappa ^{}\kappa `$. Consider, for example, $`S_{zz}(\frac{\pi }{4},\omega )`$ (dashed curve in Fig. 1a). Evidently, $`\frac{\pi }{3}<\kappa ^{}<\frac{\pi }{12}`$, $`\mathrm{\Lambda }_\kappa ^{}+\mathrm{\Lambda }_{\kappa ^{}\frac{\pi }{4}}=2\mathrm{sin}\frac{\pi }{8}\mathrm{sin}\left(\kappa ^{}\frac{\pi }{8}\right)`$ and hence the lower frequency at which $`S_{zz}(\frac{\pi }{4},\omega )`$ appears is equal to $`0.466`$ (two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{12}}0.466`$ and $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$, respectively), the upper frequency after which $`S_{zz}(\frac{\pi }{4},\omega )`$ disappears is equal to $`0.759`$ (two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$ and $`\mathrm{\Lambda }_{\frac{7\pi }{12}}0.759`$, respectively). We may relate the changes in the transverse dynamic structure factor due to randomness to the changes in the random–averaged density of states for different types of disorder (Fig. 2). Indeed, the pair of fermions determining the lower frequency roughly speaking does exist for $`a=1.01`$ and does not exist for $`a=1.01`$ and for non–correlated disorder, whereas the density of states for the energies corresponding to the pair of fermions determining the upper frequency is diminished equally because of disorder in all three cases. Consider further $`S_{zz}(\frac{\pi }{2},\omega )`$. Repeating the above arguments one concludes that two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{6}}0.366`$ and $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$ determine the lower frequency $`0.366`$, starting from the frequency $`1.366`$ two pairs of fermions contribute to the transverse dynamic properties (e.g., at that frequency one finds two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{6}}0.366`$ and $`\mathrm{\Lambda }_{\frac{2\pi }{3}}=1`$ and another pair of fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$ and $`\mathrm{\Lambda }_{\frac{5\pi }{6}}1.366`$), and two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{4}}0.207`$ and $`\mathrm{\Lambda }_{\frac{3\pi }{4}}1.207`$ determine the upper frequency $`1.414`$. Analysing $`\overline{\rho (E)}`$ in Fig. 2 one observes, for example, that $`\overline{\rho (E)}`$ at the energies related to the lower frequency is almost not diminished for the correlated disorder with $`a=1.01`$, whereas $`\overline{\rho (E)}`$ is diminished essentially for $`a=1.01`$ and non–correlated disorder. This is in agreement with the changes in $`\overline{S_{zz}(\frac{\pi }{2},\omega )}`$ seen in Fig. 1b. Consider finally $`S_{zz}(\frac{3\pi }{4},\omega )`$. Similarly to the previous cases one finds that the lower frequency $`0.241`$ is conditioned by two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$ and $`\mathrm{\Lambda }_{\frac{5\pi }{12}}0.241`$, starting from the frequency $`1.466`$ $`S_{zz}(\frac{3\pi }{4},\omega )`$ is determined by two pairs of fermions (e.g., at that frequency one finds two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{12}}0.466`$ and $`\mathrm{\Lambda }_{\frac{2\pi }{3}}=1`$ and another pair of fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{3}}=0`$ and $`\mathrm{\Lambda }_{\frac{13\pi }{12}}1.466`$), and the upper frequency $`1.848`$ is conditioned by two fermions with the energies $`\mathrm{\Lambda }_{\frac{\pi }{8}}0.424`$ and $`\mathrm{\Lambda }_{\frac{7\pi }{8}}1.424`$. From Fig. 2 one notes that in the case of lower frequency the disorder decreases $`\overline{\rho (E)}`$ at the corresponding energies for non–correlated disorder and the correlated one with $`a=1.01`$ stronger than for the correlated disorder with $`a=1.01`$, whereas in the case of the upper frequency $`\overline{\rho (E)}`$ at the corresponding energies is diminished more for non–correlated disorder than for correlated disorder that is consistent with frequency profiles seen in Fig. 1c. To summarize, we examined the low–temperature dynamics of the transverse spin correlations in the spin-$`\frac{1}{2}`$ transverse $`XX`$ chain with correlated disorder computing the transverse dynamic structure factor $`\overline{S_{zz}(\kappa ,\omega )}`$. We found that within certain frequency regions the introducing of disorder may yield almost no changes in the value of $`\overline{S_{zz}(\kappa ,\omega )}`$ (e.g., $`\overline{S_{zz}(\frac{\pi }{4},\omega )}`$ at $`\omega 0.5`$ for $`a=1.01`$ or $`\overline{S_{zz}(\frac{\pi }{2},\omega )}`$ at $`\omega 1`$ for non–correlated disorder). We observed that the changes in $`\overline{S_{zz}(\kappa ,\omega )}`$ caused by disorder may be explained by the changes in the random–averaged density of states. Evidently, because of the Jordan–Wigner mapping the obtained results may be useful for understanding the conductivity in a chain of tight–binding fermions with random correlated hopping and on–site energy. The authors are grateful to Prof. M. Shovgenyuk for providing a possibility to perform numerical calculations. They are indebted to the organizers of the International Conference LOCALIZATION 1999 (Hamburg, 1999) for the financial support for attending the conference.
warning/0001/nucl-th0001050.html	ar5iv	text	# Microscopic theories of neutrino-¹²𝐶 reactions ## I Introduction For many years, weak processes in nuclei such as beta decay and muon capture have been studied on the one hand to deepen our knowledge of the weak interaction in nuclei and on the other hand to yield information on nuclear structure. Both aspects are important when one considers other weak processes in nuclei, namely reactions induced by scattered neutrinos. A description of the latter processes is not only important in our attempts to better understand the nature of such reactions but also it has significant practical importance in current experimental studies of neutrinos. In fact, nuclei are often used as neutrino detectors so that the knowledge of reactions induced by neutrinos on nuclei becomes a crucial step for the interpretation of experiments on neutrinos, such as the ones aiming to go beyond the Standard Model looking for neutrino oscillations and masses or those measuring solar neutrinos to test the Standard Solar Model. A clear example is given by the recent experiments performed both by the LSND and the KARMEN collaborations, looking for $`\nu _\mu \nu _e`$ , $`\overline{\nu }_\mu \overline{\nu }_e`$ or $`\nu _\mu \nu _x`$ oscillations with neutrinos produced by accelerators. The detectors used in these measurements are mainly composed of protons and $`{}_{}{}^{12}C`$. Reactions of neutrinos on this nucleus are used to check neutrino fluxes and efficiencies . In the $`\nu _e\nu _x`$ disappearance experiment of Ref. with $`\nu _e`$ coming from the Decay-At-Rest (DAR) of $`\mu ^+`$, the charged-current (CC) reaction $`\nu _e+^{12}Ce^{}+^{12}N_{g.s.}`$ is used to detect neutrinos. In Ref. the $`\nu _\mu \nu _e`$ appearance experiment with $`\nu _\mu `$ coming from the Decay-In-Flight (DIF) of $`\pi ^+`$, $`{}_{}{}^{12}C`$ is used to detect neutrinos via the CC reaction $`\nu _e+^{12}Ce^{}+^{12}N`$. In both cases, the extracted oscillation probabilities rely directly on the knowledge of the cross section for these reactions. The exclusive cross section for $`\nu _e+^{12}Ce^{}+^{12}N_{g.s.}`$ (where $`{}_{}{}^{12}N`$ is left in the ground state) has been measured by different collaborations and its value can be obtained in a model independent way by using form factors deduced from the measurements of related weak processes such as beta decay and muon capture as it is done in the Elementary Particle Theory (EPT) . Concerning the inclusive cross section for $`\nu _e+^{12}Ce^{}+^{12}N`$ (where $`{}_{}{}^{12}N`$ is left either in the ground state or in an excited state), because of the universality of the weak interaction we expect this reaction to be described by the same effective hamiltonian as the reaction $`\nu _\mu +^{12}C\mu ^{}+^{12}N`$ with $`\nu _\mu `$ coming from the DIF of $`\pi ^+`$. A problem concerning this reaction has emerged which has been extensively investigated recently, namely the theoretical cross section overestimates the experimental value by about $`50\%`$ within charge-exchange RPA or by about $`3040\%`$ in . An attempt has also been made within an extension of the EPT , but it is based on several assumptions which have not been tested yet . In a recent shell model calculation the value of the cross section is reduced in apparent agreement with the experimental value. The reaction cross section with neutrinos coming from the DIF of $`\pi ^+`$ has been measured only by the LSND collaboration up to now . Because the same detector used for these measurements has been used to measure the neutrino oscillations, it is important to know what we can say about these reaction cross section from the theoretical point of view, keeping in mind that every nuclear structure model necessarily contains approximations. The weak interaction in nuclei being well known, an accurate prediction of these cross sections is a challenging problem from the nuclear structure point of view. In fact, these observables rely on transition densities which can be obtained only in calculations which take into account the different aspects of the structure of the nuclei involved in these reactions. First, it is known for a very long time that $`{}_{}{}^{12}C`$ is not a true closed sub-shell nucleus or, in other words, that the ground state wave function can be only described by an intermediate coupling scheme and contains configuration mixing, including deformed components. Second, if on one hand in the DAR experiments the neutrinos have impinging energies of the order of several tens of $`MeV`$, in the DIF experiment the energy goes up to around $`300MeV`$. As a consequence, the DAR reaction cross section is dominated by the Gamow-Teller (GT) transition to the ground state of $`{}_{}{}^{12}N`$ for which information on the transition probabilities can be obtained from other related weak processes like $`{}_{}{}^{12}N(\beta ^+)^{12}C`$, $`{}_{}{}^{12}B(\beta ^{})^{12}C`$ and $`{}_{}{}^{12}C(\mu ^{})^{12}B`$. On the contrary, in the DIF reaction the energy and momentum transferred to the nucleus is quite large so that $`{}_{}{}^{12}N`$ can be left in an excited state of several tens of MeV, that is, in and above the giant resonance region. If the transition to $`{}_{}{}^{12}N_{gs}^{}`$ represents 2/3 of the total reaction cross section in the DAR case, the cross section given by transitions to the excited states is 200 times larger than the transition to the $`{}_{}{}^{12}N_{gs}^{}`$, if the neutrinos come from the DIF of pions. This means that to have an accurate prediction for these cross sections we need nuclear structure models which are not only capable of taking into account configuration mixing in the ground state wave function of $`{}_{}{}^{12}C`$ but also of describing high-lying states in $`{}_{}{}^{12}N`$. This is a quite difficult task within the present nuclear structure models. The microscopic theoretical approaches used so far are either the charge-exchange Random-Phase-Approximation (we will call it from now on simply RPA) or the shell model . The former includes only partially configuration mixing in the ground state while it can easily include high-lying one particle-one hole (1p-1h) configurations. On the other hand the shell model can give a good description of the ground state wave function whereas the prediction of high-lying states requires a large model-space which may be very difficult to treat numerically. In this paper we try to improve the existing calculations within the two microscopic approaches just mentioned. First, we use a charge-exchange RPA approach applied to quasi-particles (we will call it from now on simply QRPA), in order to improve the poor description of the ground state of $`{}_{}{}^{12}C`$ within RPA. The configuration mixing is introduced by including “ad hoc” pairing correlations in this nucleus. This is done to see if the configuration mixing that is missing in the RPA ground state wave function can be at the origin of the discrepancy between the measured reaction cross section and the theoretical predictions as it was first suggested in . It was shown in that the inclusion of fractional occupancies within the RPA approach reduces the exclusive cross section from a factor 3-4 to $`50\%`$ discrepancy. In Ref. an RPA calculation with partial occupancies was performed and it led to similar results for the exclusive cross section while the inclusive cross section was shown to decrease by a few percent. However, the authors of did not show the results of a full QRPA calculation as we do here. Next, we perform shell model calculations within a large model space. Our space is larger than that actually used in where the results in the same space we use are obtained by extrapolation only. We will compare our results to the experimental findings and to the other microscopic theoretical predictions . We will conclude by summarizing the present status of the problem. In section II we briefly review the general theory describing neutrino scattering on nuclei, muon capture and beta decay. In section III we present the essential features of the microscopic models used in our calculations, i.e. the QRPA and the shell model. In section IV results from the above mentioned weak processes are presented focusing in particular on the cross sections for the reactions $`\nu _l+^{12}Cl+^{12}N`$ ($`l=e,\mu `$), both inclusive and exclusive, with $`\nu _e`$ coming from DAR of $`\mu ^+`$ and with $`\nu _\mu `$ coming from the DIF of $`\pi ^+`$. Conclusions are drawn in section V. ## II General Theory The theoretical framework to study nuclear responses to weak probes is discussed extensively in the literature. A detailed description can be found in . Here we will just present the main ingredients of the calculation necessary for the discussion. The general expression for the cross section of the reaction $`\nu _l+^{12}Cl+^{12}N`$ ($`l=e,\mu `$) is $$\sigma =(2\pi )^4\underset{f}{}d^3p_l\delta (E_l+E_fE_\nu E_i)\|l(p_l);f\|H_{\mathrm{𝑒𝑓𝑓}}\|\nu _l(p_\nu );i\|^2,$$ (1) where $`E_f`$ ($`E_i`$) is the energy of the final (initial) nuclear state, $`E_\nu `$ ($`p_\nu `$) is the incident neutrino energy (momentum) and $`E_l`$ ($`p_l`$) is the outgoing lepton energy (momentum). The effective single-particle hamiltonian $`H_{\mathrm{𝑒𝑓𝑓}}`$ is derived by carrying out the Foldy-Wouthuysen (FW) transformation and retaining terms up to $`O((\|𝐪\|/M)^3`$) (M is the nucleon mass and $`𝐪`$ is the momentum transfer), since the momentum transfer involved in nuclear scattering of neutrinos produced by accelerators can be large. The expression for $`H_{\mathrm{𝑒𝑓𝑓}}`$ can be found in . If the nuclear recoil effects are ignored, we have $$\sigma =\frac{G^2}{2\pi }cos^2\theta _C\underset{f}{}p_lE_l_1^1d(cos\theta )M_\beta ,$$ (2) where $`Gcos\theta _C`$ is the weak coupling constant, $`\theta `$ is the angle between the directions of the incident neutrino and the outgoing lepton and $`M_\beta `$ is given by $$M_\beta M_F\|f\|\stackrel{~}{1}\|i\|^2+M_{G0}\frac{1}{3}\|f\|\stackrel{~}{\sigma }\|i\|^2+M_{G2}\mathrm{\Lambda }$$ (3) where the squared nuclear matrix elements are $$\|f\|\stackrel{~}{1}\|i\|^2=\frac{4\pi }{(2J_i+1)}\underset{l}{}\|J_f\underset{k}{}t_+(k)j_l(\mathrm{𝑞𝑟}_k)Y_l(\widehat{𝐫}_k)J_i\|^2,$$ (4) $$\|f\|\stackrel{~}{\sigma }\|i\|^2=\frac{4\pi }{(2J_i+1)}\underset{l,K}{}\|J_f\underset{k}{}t_+(k)j_l(\mathrm{𝑞𝑟}_k)[Y_l(\widehat{𝐫}_k)\times \sigma ]^{(K)}J_i\|^2,$$ (5) $`\mathrm{\Lambda }`$ $``$ $`({\displaystyle \frac{5}{6}})^{\frac{1}{2}}{\displaystyle \underset{l,l^{},K}{}}(1)^{l/2l^{}/2+K}\sqrt{2l+1}\sqrt{2l^{}+1}\left({\displaystyle \genfrac{}{}{0pt}{}{ll^{}\mathrm{\hspace{0.17em}2}}{\mathrm{0\hspace{0.17em}0\hspace{0.17em}0}}}\right)\left\{{\displaystyle \genfrac{}{}{0pt}{}{\mathrm{1\hspace{0.17em}1\hspace{0.17em}2}}{l^{}lK}}\right\}{\displaystyle \frac{4\pi }{(2J_i+1)}}`$ (6) $`\times `$ $`J_f{\displaystyle \underset{k}{}}t_+(k)j_l(\mathrm{𝑞𝑟}_k)[Y_l(\widehat{𝐫}_k)\times \sigma ]^{(K)}J_i`$ (7) $`\times `$ $`J_f{\displaystyle \underset{k^{}}{}}t_+(k^{})j_l^{}(\mathrm{𝑞𝑟}_k^{})[Y_l^{}(\widehat{𝐫}_k^{})\times \sigma ]^{(K)}J_i^{}.`$ (8) where $`k`$ labels the space and spin-isospin coordinates of the $`k`$-th nucleon, $`l,l^{}`$ are the orbital angular momenta and $`K`$ is the total angular momentum of the transition operators. The coefficients $`M_F,M_{G0}`$ and $`M_{G2}`$ appearing in (3) depend on the momentum transferred to the nucleus ($`q=(𝐪,iq_0)=p_lp_\nu `$) and the standard nucleon form factors $`f_V(q^\mathit{2}),f_A(q^\mathit{2}),f_W(q^\mathit{2}),f_P(q^\mathit{2})`$. Second-class current form factors are ignored. A correction to (2) must be introduced to account for the distortion of the outgoing lepton wave function due to the Coulomb field of the daughter nucleus. For reactions on $`{}_{}{}^{12}C`$ with neutrinos from the DAR of $`\mu ^+`$, the quantity $`p_lR_A`$ ($`R_A`$ is the radius of the nucleus) is of the order of 0.5. In this case, the cross section (2) may be multiplied by the Fermi function $`F(Z_f,E_l)`$ , where $`Z_f`$ is the charge of the daughter nucleus and $`E_l`$ the energy of the charged lepton. When the neutrinos come from the DIF of $`\pi ^+`$, the outgoing muons have $`p_lR_A>0.5`$. With relativistic leptons, the effect due to the Coulomb field may be included by using the “Effective Momentum Approximation” (EMA) . In this approximation the lepton energy and momentum are modified by a constant electrostatic potential within the nucleus, i.e. $`E_{l,eff}=E_lV(0)`$ and $`p_{l,eff}=(E_{l,eff}^2m^2)^{1/2}`$ with $`V(0)=3Z_f\alpha /2R`$. The cross section (2) has then to be multiplied by a factor $`p_{l,eff}E_{l,eff}/(p_lE_l)`$. To obtain the flux-averaged cross sections $`\sigma _f`$ that can be compared with the experimental data, the energy dependent cross section (2) has to be folded with the normalized neutrino flux $`\stackrel{~}{f}(E_\nu )`$ (depending on the neutrino source used) $$\sigma _f=𝑑E_\nu \sigma (E_\nu )\stackrel{~}{f}(E_\nu ),$$ (9) where $$\stackrel{~}{f}(E_\nu )=\frac{f(E_\nu )}{_{E_0}^{\mathrm{}}𝑑E_\nu ^{^{}}f(E_\nu ^{^{}})},$$ (10) $`f(E_\nu )`$ being the initial flux and $`E_0`$ the threshold energy. Closely related to this neutrino capture reaction is the capture of a negative muon bound in an atomic orbit, $`\mu ^{}+(A,Z)(A,Z1)^{}+\nu _\mu `$. In the 1S-capture the inclusive rate $`\mathrm{\Lambda }_c`$ is given by $$\mathrm{\Lambda }_c=\frac{m_\mu ^2}{2\pi }\|\varphi _{1S}\|^2[G_V^2M_V^2+G_A^2M_A^2+(G_P^22G_PG_A)M_P^2].$$ (11) if we neglect the recoil term which represents a correction of a few percent . The function $`\varphi _{1S}`$ is the muon 1S-bound state wave function evaluated at the origin, i.e., $`\|\varphi _{1S}\|^2=R(Z\alpha m^{})^3/\pi `$, $`R`$ being a reduction factor accounting for the finite size of the nuclear charge distribution ($`R=0.86`$ for $`{}_{}{}^{12}C`$) and $`m^{}`$ the muon reduced mass. The constants $`G_V,G_A,G_P`$ are the “effective coupling constants” which depend only slightly on the neutrino momentum $`p_\nu `$. This can be simply obtained from the energy and momentum conservation, $`p_\nu =m^{}(m_nm_p)\|E_\mu ^B\|E_{fi}`$, where $`m_n,m_p`$ are the neutron and proton masses, $`\|E_\mu ^B\|`$ is the binding energy of the muon in the $`1S`$ orbit and $`E_{fi}`$ is the nuclear excitation energy measured with respect to the parent nucleus ground state. The capture rate can be factorized as in (11) if we neglect the dependence of the coupling constants on $`p_\nu `$. The square of the vector, axial-vector and pseudoscalar matrix elements are $$M_V^2=4\pi \underset{l}{}(2l+1)\underset{f}{}(\frac{p_\nu }{m_\mu })^2\|J_f\|\underset{k}{}t_+(k)j_l(p_\nu r_k)Y_{\mathit{l0}}(\widehat{𝐫}_k)\|J_i\|^2,$$ (12) $$M_A^2=4\pi \underset{l,K}{}(2K+1)\underset{f}{}(\frac{p_\nu }{m_\mu })^2\|J_f\|\underset{k}{}t_+(k)j_l(p_\nu r_k)[Y_l(\widehat{𝐫}_k)\times \sigma ]^{\mathit{K0}}\|J_i\|^2,$$ (13) $$M_P^2=4\pi \underset{l,l^{},K}{}(2K+1)\underset{f}{}(\frac{p_\nu }{m_\mu })^\mathit{2}\|J_f\|\underset{k}{}t_+(k)\theta _P(K)\|J_i\|^2,$$ (14) where $$\theta _P(K)=\left\{\sqrt{\frac{K}{(2K+1)}}j_l(p_\nu r_k)[Y_l(\widehat{𝐫}_k)\times \sigma ]^{K0}+\sqrt{\frac{(K+1)}{(2K+1)}}2j_l^{}(p_\nu r_k)[Y_l^{}(\widehat{𝐫}_k)\times \sigma ]^{K0}\right\}.$$ (15) with $`l=K1`$ and $`l^{}=K+1`$. The $`\beta `$-decay corresponds to the limit of zero momentum transfer of the transition probabilities in (3), that is $$M_\beta ^0f_V^2(0)\|f\|1\|i\|^2+f_A^2(0)\frac{1}{3}\|f\|\sigma \|i\|^2$$ (16) where $$\|f\|1\|i\|^2=\frac{1}{2J_i+1}\|J_f\underset{k}{}t_+(k)J_i\|^2$$ (17) $$\|f\|\sigma \|i\|^2=\frac{1}{2J_i+1}\|J_f\underset{k}{}t_+(k)\sigma (k)J_i\|$$ (18) and the transition operators are of the usual Fermi or Gamow-Teller type. The ft value is given by $$\mathrm{𝑓𝑡}=\frac{2\pi ^3ln2}{(G^2cos^2\theta _Cm_e^5)}\frac{1}{M_\beta ^0}.$$ (19) The neutrino reaction cross section (2), the muon capture rate (11) and the ft value for the beta decay (16) depend on the wavefunctions of the initial and final nuclear states involved in these processes. The microscopic models used in this work to evaluate these wavefunctions and the corresponding transition probabilities are described in the next section. ## III Microscopic models ### A RPA and QRPA Transition matrix elements of the type entering in eqs. (3,11,16) can be calculated within the framework of RPA or QRPA. In the present work, the starting point is a Hartree-Fock (HF) calculation of the ground-state of <sup>12</sup>C, performed in coordinate space by using the Skyrme-type effective interactions SIII and SGII . The SGII force was built with the purpose of obtaining a proper description of spin-isospin nuclear properties. The HF solution determines the mean-field and single-particle (s.p.) occupied levels of <sup>12</sup>C which has a closed-subshell structure in this description. The unoccupied levels of <sup>12</sup>C are obtained by diagonalizing the HF mean-field using a harmonic oscillator basis. Therefore, the continuum part of the s.p. spectrum is discretized and discrete particle-hole (ph) configurations coupled to $`J^\pi `$ are used as a basis in order to cast the RPA equations in the matrix form. The details of this procedure can be found in . This RPA calculation is self-consistent since the residual interaction among ph states is derived from the same Skyrme force used to produce the mean field. To go beyond the closed-subshell approximation for the <sup>12</sup>C ground state, pairing correlations are taken into account in the HF+BCS approximation. Constant pairing gaps $`\mathrm{\Delta }_p`$ and $`\mathrm{\Delta }_n`$ for protons and neutrons are introduced and are set at 4.5 MeV. A large pairing gap is unrealistic for states far from the Fermi surface, and an energy cut-off is required, such that the states above this cut-off have $`\mathrm{\Delta }`$ = 0. The cut-off is set at the $`2s_{1/2}`$ state. On top of the HF+BCS calculation, the QRPA matrix equations can be written with a procedure which parallels what was described above, with the two-quasiparticle (2qp) configurations replacing the ph ones. We do not present here the details of the QRPA formalism, which is found in the literature (see, e.g., Ref. ). We simply note that the particle-particle matrix elements are here renormalized by means of a parameter $`g_{\mathrm{pp}}`$ that has been chosen to be smaller than 1 (typically 0.7) to avoid the well-known ground-state instabilities. For the multipolarities studied, it is found that the space used for the RPA (QRPA) calculations satisfies well (up to a few percent) the energy-weighted sum rule (EWSR) associated with the operators of the type $$\underset{k}{}t_+(k)r_k^lY_l(\widehat{𝐫}_k),\underset{k}{}t_+(k)r_k^l[Y_l(\widehat{𝐫}_k)\times \sigma ]^{(J)}$$ (20) which are the small-$`q`$ limit of those defined in the preceding section. For each multipolarity, every eigenstate of the RPA or QRPA equations is characterized by its $`X^f`$ and $`Y^f`$ amplitudes and the transition matrix element for a generic operator $`\widehat{O}(k)`$ is written as $$J_f\|\underset{k}{}\widehat{O}(k)\|J_i=\underset{\alpha ,\beta }{}\alpha \|\underset{k}{}\widehat{O}(k)\|\beta (X_{\alpha \beta }^fu_\alpha v_\beta +Y_{\alpha \beta }^fv_\alpha u_\beta ),$$ (21) where $`\alpha `$ and $`\beta `$ label a given ph or 2qp states, $`u`$ and $`v`$ are the BCS occupation amplitudes (which reduce to 1 and 0 in the HF-RPA case) and $`\alpha \|_k\widehat{O}(k)\|\beta `$ are single-particle matrix elements. With $`\mathrm{\Delta }=4.5MeV`$, the occupation probabilities for the $`1p_{3/2}`$ and $`1p_{1/2}`$ states are $`v_{p_{3/2}}^2=0.84`$ and $`v_{p_{1/2}}^2=0.19`$ respectively. The latter one is smaller than the one used in . ### B Shell Model We also evaluate transition matrix elements for neutrino and muon capture reactions using a large shell model space. It is desirable to use extended spaces as much as possible in order to treat both inclusive and exclusive reactions. Here, we take the 0s-0p-1s0d-1p0f shell model space and include configurations up to $`3\mathrm{}\omega `$ excitations for negative parity states and up to 2$`\mathrm{}\omega `$ excitations for positive parity states. No <sup>4</sup>He core is assumed in the present calculations. The configurations taken for positive parity states in A=12 nuclei are $`(0s)^4(0p)^8`$ $`+`$ $`(0s)^4(0p)^6(1s0d)^2+(0s)^4(0p)^7(1p0f)^1`$ (22) $`+`$ $`(0s)^3(0p)^8(1s0d)^1+(0s)^2(0p)^{10}`$ (23) and those for negative parity states are $`(0s)^4(0p)^7(1s0d)^1`$ $`+`$ $`(0s)^3(0p)^9+(0s)^4(0p)^6(1s0d)^1(1p0f)^1`$ (24) $`+`$ $`(0s)^4(0p)^5(1s0d)^3+(0s)^3(0p)^8(1p0f)^1`$ (25) $`+`$ $`(0s)^3(0p)^7(1s0d)^2+(0s)^2(0p)^9(1s0d)^1`$ (26) In the shell model calculations of ref. of the present problem, computations were carried out with configurations up to 1$`\mathrm{}\omega `$ excitation for negative parity states and up to 2$`\mathrm{}\omega `$ excitation for positive parity states. The spurious center-of-mass states are eliminated here by using the method of Lawson. The spurious states are pushed up to higher energies with the addition of a fictitious term in the hamiltonian which acts only on the center-of-mass excitations. The number of spurious states removed is $`10004000`$ for each negative parity multipole ($`0^{}`$, …, $`4^{}`$) and $`100400`$ for each positive parity multipole ($`0^+`$, …, $`6^+`$). The number of states (without the spurious center-of-mass components) amounts to $`280010600`$ for the negative parity multipoles and $`2501500`$ for the positive parity multipoles. The number of states is very large for the negative parity multipoles compared to the work in ref., in which the number was $`50150`$ and included up to 1$`\mathrm{}\omega `$ excitation only. We adopt here the effective interaction of Warburton and Brown for use in the present 0s-0p-1s0d-1p0f model space, and we use the set WB10, which is based on the WBT interaction. This interaction was obtained by fitting binding energies and energy levels, including cross-shell data. The interaction describes well the low excitation energy spectra for A= 10-22 nuclei. It has also been used to investigate Gamow-Teller $`\beta `$ decay rates for A $``$18 nuclei. In the shell model, the reduced matrix elements of transition operators are expressed as linear combinations of the reduced matrix elements of single-particle states with coefficients given by one-body density matrix elements $$J_fT_f\widehat{O}^{\lambda t}J_iT_i=\underset{j_ij_f}{}C_{j_ij_f}^{\lambda t}j_f\widehat{O}^{\lambda t}j_i.$$ (27) The form factors in (3) have to be corrected for the center-of-mass motion. This is done by multiplying the matrix elements by the Tassie-Barker function, $`exp(b^2q^2/2A)`$, with $`b`$ being the oscillator length parameter . ## IV Discussion of the results ### A Theory versus experiment Using the above formalism we calculate results for the flux-averaged cross sections for neutrinos coming from the DIF of $`\pi ^+`$, $`(\nu _\mu ,\mu ^{})DIF`$, and for neutrinos coming from the DAR of $`\mu ^+`$, $`(\nu _e,e^{})DAR`$. The flux-averaged cross sections are obtained by taking neutrino fluxes from . As far as RPA and QRPA are concerned, we discuss in the following results obtained by using the force SIII. We have checked that the interaction SGII gives very similar results. Let us first discuss our results for the inclusive cross sections (table I). In the Shell Model (SM) case, cross sections obtained both in the 0s-0p-1s0d ((0+1+2)$`\mathrm{}\omega `$) model space and in the 0s-0p-1s0d-1p0f ((0+1+2+3)$`\mathrm{}\omega `$) model space are shown. Results in the smaller space are only given for comparison with . Two different types of radial wavefunctions have been used, the Harmonic Oscillator with $`b=1.64fm`$ (HO wf) and Hartree-Fock wavefunctions (HF wf). HO wavefunctions are used even though their radial behaviour is known not to give good results of $`{}_{}{}^{12}C(p,n)`$ reactions cross sections. The reason for using them is twofold : i) the spurious center-of-mass motion is exactly substracted only in this case; ii) they are employed in order to show the sensitivity of the calculated cross sections to the choice of the radial wavefunctions. Cross sections can be indeed quite sensitive to the radial wavefunctions since going from HO to HF wavefunctions in the $`(\nu _\mu ,\mu ^{})DIF`$ case produces changes of about $`30\%`$, whereas in the $`(\nu _e,e^{})DAR`$ case we have variations of a few percent only (see table I). For comparison we also show the results of ref. obtained by extrapolation in the 0s-0p-1s0d-1p0f space with Woods-Saxon wave functions. The results obtained within the Skyrme RPA and QRPA are larger than in SM. The QRPA values are sligthly larger than the RPA ones for the inclusive cross section. This is due to the fact that in QRPA the particle-particle residual interaction (on the average attractive) competes with the (on the average repulsive) particle-hole residual interaction. As a consequence, the QRPA strength distribution is slightly shifted towards lower energies. This fact produces a few percent increase of the flux-averaged cross sections due to the dependence of the differential cross sections (2) on the energy and momentum of the outgoing lepton and also due to the flux averaging (9,10). In ref., on the contrary the introduction of fractional occupancies shifts the strength distribution to higher energies and this gives a few percent decrease of the flux averaged cross section with respect to their RPA results. From table I, we see that the $`(\nu _\mu ,\mu ^{})DIF`$ cross sections are compatible with those of ref., but there is a ratio of about a factor 3 for the $`(\nu _e,e^{})DAR`$ case. Most of the disagreement is due to the bad description of the ground state to ground state transition (its contribution represents 2/3 of the total cross section), some of it arises because of the ground state energy of $`{}_{}{}^{12}N`$ which is not close to the experimental value. In the single particle energies were fitted to the experimental values whereas our single particle energies are kept as they come out from our Skyrme HF or HF-BCS calculation. The single particle energies are particularly important to get the energy of the $`{}_{}{}^{12}N`$ ground state with respect to $`{}_{}{}^{12}C`$ ground state close to its experimental value of $`17.338MeV`$. In fact, within RPA this transition corresponds to the $`1p_{3/2}1p_{1/2}`$ transition, and with the Skyrme forces employed in this work the energy of this transition is $`13.4MeV`$. In table II, we see the importance of including configuration mixing as well as of having the energy of this transition close to its experimental value. This can also be seen from table III, where we give the inclusive $`(\nu _e,e^{})DAR`$ cross sections calculated without the contribution of the ground state to ground state transition. In this case, our RPA cross section is very close to the experimental value as found in . We discuss now the theoretical predictions versus the experimental findings. For the $`(\nu _\mu ,\mu ^{})DIF`$ case, we see from table I that our results within SM (with HF wf) are close to the experimental value when the error bars are taken into account, sligthly overestimating it. The WS results in agree even better. On the other hand, the RPA, the QRPA and Continuum RPA (CRPA) with fractional occupancies overestimate the experimental value by about $`50\%`$. Concerning the $`(\nu _e,e^{})DAR`$ cross sections, we see that the SM results (0s-0p-1s0d-1p0f with HF wf) are compatible with the experimental values when error bars are taken into account, as those of ref.. Again the CRPA results of ref. overestimate the experimental values by about $`30\%`$ (while our RPA predictions are far off for the reasons explained above). Let us discuss the exclusive cross sections together with various related processes like $`\beta `$ decay and muon capture. First, we can see from table II that our shell model results nicely agree with the experimental values for both the DIF and the DAR cases. The calculated values are not very sensitive to the choice of the radial wave functions and confirm those calculated in . Our RPA prediction for the $`(\nu _\mu ,\mu ^{})DIF`$ is about a factor 3 larger than the experimental value as found also in , whereas the introduction of fractional occupancies brings the RPA predictions close to the experimental value . As far as the QRPA is concerned, the value obtained is slightly lower than in RPA, but within QRPA there are difficulties in choosing the ground state of $`{}_{}{}^{12}N`$ because the lowest state is not the most collective one. Therefore all the results concerning the exclusive transition have been obtained by summing the strength of the energy levels within the first $`3MeV`$ above the lowest state and attributing it to a single state at an average energy which is not much different from the RPA one. Our RPA $`(\nu _e,e^{})DAR`$ exclusive cross section results are a factor 4-5 larger than the experimental values as found in . A related process is the $`{}_{}{}^{12}N^{12}C`$ $`\beta ^+`$ decay. In this case the transition operator does not have a radial dependence. From table IV, we see that the SM ft value is in reasonable agreement with the experimental one whereas RPA gives values four times smaller as it is well known . The ft value for the $`\beta ^{}`$ decay from $`{}_{}{}^{12}B`$ to $`{}_{}{}^{12}C`$ is not given, but similar arguments hold since $`{}_{}{}^{12}B`$ and $`{}_{}{}^{12}N`$ are mirror nuclei. Finally, let us look at the exclusive muon capture rates (table V). The SM results are very close to the experimental value in agreement with what was found in while as in RPA overestimates it by about a factor 4. The nice agreement between experiment and theory obtained within SM (at variance with standard RPA) shows clearly that the inclusion of configuration mixing is necessary for a good description of the mentioned processes. We now turn to the discussion of the inclusive $`(\nu _e,e^{})DAR`$ cross section without the contribution of the ground state to ground state transition (see table III). There are two main differences with the results in : i) our $`(\nu _e,e^{})DAR`$ cross sections are not very sensitive to the choice of the wavefunctions; ii) the calculated value is twice the one obtained in . In order to understand point i), we show the strength distribution obtained for the multipolarity $`J^\pi =1^+`$, calculated either with HO or HF wavefunctions, with $`q=0.2fm^1`$ in (5) as a “typical” value of the momentum transferred in the $`(\nu _e,e^{})DAR`$ reaction (fig.1) and $`q=1.0fm^1`$ as a “typical” value for the $`(\nu _\mu ,\mu ^{})DIF`$ case (fig.2). We see that the strength distributions obtained for $`q=0.2fm^1`$ are the same for the two s.p. wavefunctions, while for $`q=1.0fm^1`$ there are significant differences. This explains the sensitivity to the choice of the wavefunctions of the results of table I and III. Concerning point ii), from (2) we see that the differential cross sections scale as the square of the lepton energy in the case of electrons (because of its negligeable mass). As a consequence, small shifts in the strength distributions can have large effects on the cross sections as we have already seen in table II. Because neutrino-nucleus reactions with electronic neutrinos are so sensitive to the details of the strength distribution, they could eventually be used as a probe of nuclear structure. Inclusive muon capture rates, calculated according to (11)-(14) are given in table VI. The SM results in the large space and with HF wavefunctions are about $`20\%`$ lower than in and $`10\%`$ lower than the experimental values. Concerning the results obtained within RPA, the disagreement between calculations (present results and ref.) and the experimental value is again due to the bad description of the ground states, as it can be seen from table V. The contributions of the most important multipolarities with $`J6`$ included in the inclusive $`(\nu _\mu ,\mu ^{})DIF`$ and $`(\nu _e,e^{})DAR`$ cross sections are shown in tables VII and VIII respectively. We see that the contributions in RPA and QRPA are essentially the same, showing that the configuration mixing induced by the pairing correlations is not affecting very much the inclusive cross sections. In table VII the results of the SM calculations again depend significantly on the choice of the s.p. wavefunctions. Significant differences are also evident going from RPA to SM (HF wavefunctions), for example for the $`1^+,1^{},2^+`$ and $`3^{}`$. On the contrary, the contributions of the different multipolarities to the $`(\nu _e,e^{})DAR`$ cross sections are almost equal in the three approaches, except for the remarkable difference associated with the $`1^+`$ states (and in particular with the ground state to ground state contribution). In view of future experiments using $`{}_{}{}^{12}C`$ as detector for neutrinos, with impinging neutrino fluxes different from the ones used up to now, in figs.3 and 4 we give the differential cross sections obtained both in RPA and in SM for the reactions $`{}_{}{}^{12}C(\nu _e,e^{})^{12}N`$ and $`{}_{}{}^{12}C(\nu _\mu ,\mu ^{})^{12}N`$ as a function of neutrino energies up to $`300MeV`$. A question arises concerning the reason for the difference between the RPA and SM results for the inclusive cross section in the $`(\nu _\mu ,\mu ^{})DIF`$ case (tables I,VII), the value of which has important implications on the recent measurements of neutrino oscillations. The two approaches have two major differences : i) the type of correlations included; ii) the model space used. Concerning point i), we have already seen in the previous section that correlations are actually responsible for the quenching in the $`1^+`$ (ground state to ground state) contribution (table VII) which is taken into account more correctly in the SM. Due to the tensor interaction the effects of quenching and fragmentation of the strength are also important for the spin-dipole mode, especially for the $`1^{}`$ component (see the discussion in ref.). The difference of cross sections between SM and RPA in the case of the $`0^{}`$ and $`2^{}`$ is rather small, while it is about $`0.5\times 10^{40}cm^2`$ for the $`1^{}`$. The difference in the type of the correlations included explains half of the discrepancy between the SM and RPA results. Concerning ii), one important constraint on nuclear models is due to sum rules . The existence of sum rules imposes constraints on the model spaces to be used in a given approach because one should ensure that the model space used is large enough to satisfy the corresponding sum rule for a given operator. This has not been considered in previous studies and can explain some of the difference between the RPA and SM cross sections. In the next subsection we discuss the role of sum rules. ### B Sum rules The processes studied involve operators of two kinds, either of Fermi type (4) or of Gamow-Teller type (5). In the low-$`q`$ limit these operators become the standard multipole operators (20). As an example we have calculated sum rules for the non spin-flip states $`J^\pi =1^{}`$ and $`J^\pi =2^+`$ both in RPA and in SM. We have found that if for the $`1^{}`$ states, the corresponding sum rule is satisfied in the two approaches, the sum rule for the $`2^+`$ states is satisfied in the RPA whereas $`20\%`$ is missing in SM when the largest space (0s-0p-1s0d-1p0f) is used. Figure 5 shows a comparison between the RPA and SM strength distributions obtained for the $`2^+`$ states with the Fermi type operator, $`\widehat{O}=_kr_k^2Y_2(r_k)t_+(k)`$. We can see that in the SM calculation some strength is missing at about $`4060MeV`$ because of the truncation of the space. This missing strength at high energy gives a significant contribution to the flux averaged $`(\nu _\mu ,\mu ^{})DIF`$ cross section. In order to show this we have performed an RPA calculation of this cross section in the same space as used in the SM calculations (0s-0p-1s0d-1p0f). The results obtained in RPA, RPA in the restricted ($`3\mathrm{}\omega `$) model space and SM are shown in table IX. We see that for the $`1^{}`$ states, for which the basis is large enough for the sum rule to be satisfied, the corresponding cross sections are practically the same in the three cases. On the contrary, the $`2^+`$ contributions to the total cross section look quite different, showing a reduction of about $`10\%`$ going from RPA to RPA in the restricted space and to almost $`30\%`$ in the SM. This reduction is due to the missing strength as illustrated in figure 5 and is accompanied by sum rules that are not exhausted. Finally, from table IX we also see that restricting the RPA space brings the total flux averaged cross section very close to the SM one. This important result seems to indicate strongly that getting theoretical predictions in the shell-model framework which come close to the experimental values in the inclusive $`(\nu _\mu ,\mu ^{})DIF`$ can be an artifact because the model spaces used for the calculations are not large enough to satisfy sum rules. When a more extended space is used, it is quite possible that the shell model cross section will increase approaching the RPA value and exceeding the experimental LSND result. However, we should also note that the increase of cross sections with increasing configuration space is not the same for SM and RPA. The rate of increase of cross sections is smaller for the SM case. This can be already seen from the difference of the rate of increase when going from $`1\mathrm{}\omega `$ to $`3\mathrm{}\omega `$ spaces when we compare our SM results with ref.. The rate of increase is $`14\%`$ in our case while it is $`19\%`$ in ref., where the cross section for $`3\mathrm{}\omega `$ space was obtained from an extrapolation based on an RPA-like model. ### C The problem of quenching of spin strength Finally, we would like to discuss more the problem of quenching of spin strength in nuclei. It is known for sometime that there is not enough strength in the main GT peak. Two explanations on the origin of this quenching have been suggested : i) the missing strength is shifted to very high energy due to the coupling of the nucleon internal structure to the Delta resonance; ii) there is a shift of the strength to energies up to about, or more than $`50MeV`$ due to the coupling to multi-particle multi-hole configurations. The quenching and fragmentation of the spin strength due to these effects would lead to quenching of the cross sections of the GT mode and probably for the spin-dipole modes as well. We have made a test calculation in which we have introduced an effective axial vector coupling constant, $`g_A^{eff}`$. Considering high energies of neutrinos in the DIF experiments most of the missing strength due to the above multiparticle effects is picked up and also some portion of the strength due to the coupling to the Delta-Resonance effect is recovered . Therefore the $`g_A^{eff}`$ one should use here should be closer to $`g_A`$ as compared to the value found for the main GT peak ($`g_A^{eff}=0.8g_A`$). In table X, we show all the results concerning the different processes using a quenching factor. For the sake of demonstration we use $`g_A^{eff}=0.9g_A`$. Using this value, the ft value is increased as expected by $`20\%`$ and the exclusive and inclusive muon capture is reduced by about $`1520\%`$. Concerning the exclusive cross sections are reduced by about $`15\%`$ and become smaller than the observed ones, whereas the inclusive ones are reduced by about $`1015\%`$ and get closer to the experimental values. The exclusive neutrino cross sections we have seen are very sensitive to the calculated wavefunctions and therefore cannot be a good test of the quenching factor. The inclusive cross sections are less sensitive to nuclear structure and they seem to favor some reduction in $`g_A`$. There are many uncertainties in these arguments. We do not yet know for sure what is the mechanism of quenching of $`g_A`$ (although the experiment in suggests that the main role is played by the coupling with many particle-many hole states) and whether the same quenching factor should be applied to all multipolarities. It is quite conceivable that future studies of the neutrino-nucleus interaction will actually help to clarify this point about quenching. ## V Conclusions Microscopic approaches, namely charge-exhange RPA, charge-exhange QRPA and Shell Model, are used to evaluate $`{}_{}{}^{12}C(\nu _e,e^{})^{12}N`$ and $`{}_{}{}^{12}C(\nu _\mu ,\mu ^{})^{12}N`$ cross sections both for $`\nu _e`$ coming from the decay-at-rest of $`\mu ^+`$ and for $`\nu _\mu `$ coming from the decay-in-flight of $`\pi ^+`$. Accurate knowledge of these cross sections is important for the interpretation of recent measurements of neutrino oscillations performed both by LSND and KARMEN collaborations and also for future experiments. The results show that the calculated exclusive cross sections, where $`{}_{}{}^{12}N`$ is left in the ground state, are in good agreement with the measured values when large-scale shell model calculations are performed. In fact, in this framework it is easy to include properly the configuration mixing present in the ground state of $`{}_{}{}^{12}C`$ and therefore to have a good description of the ground state wavefunctions. Concerning the inclusive $`{}_{}{}^{12}C(\nu _\mu ,\mu ^{})^{12}N`$ cross sections with $`\nu _\mu `$ from DIF of $`\pi ^+`$, in which $`{}_{}{}^{12}N`$ is left either in the ground state or in an excited state, we get in the shell model $`15.2\times 10^{40}cm^2`$ (when Hartree-Fock wavefunctions are used), about $`20\%`$ larger than the experimental value, which is $`12.4\pm 0.3\pm 1.8\times 10^{40}cm^2`$. The calculated cross section in charge-exchange RPA is $`50\%`$ larger than this value, namely $`19.2\times 10^{40}cm^2`$. The most important difference between the SM and RPA is the quenching in the $`1^+`$ due to the different correlations included in the two approaches. This explains half of the difference between the two results. The evaluation of sum rules for natural parity states has also shown that the basis used in the shell model calculations is not large enough to exhaust these sum rules whereas in the case of the RPA the sum rules are satisfied. This fact suggests that the reduced cross section obtained in the shell model framework is partially due to the use of a basis which is not large enough. Enlarging the model space would then add some strength at high energy and therefore increase the inclusive cross sections. From these arguments, we conclude that in both microscopic approaches the theoretical prediction is $`2030\%`$ larger than the measured value. But even if we could hope to extend further the shell model calculation and increase the basis, the calculated value will keep having $`1020\%`$ uncertainty due to a certain degree of arbitrariness in the choice of the wavefunctions for the unbound states and also of the interactions. It would be interesting to extend the shell model calculations to larger configuration space in spite of the uncertainties above, to have more information on the correlations in spin-dipole modes and clarify the convergence of the cross sections as the space is extended. Concerning the inclusive $`{}_{}{}^{12}C(\nu _e,e^{})^{12}N`$ cross section we get $`16.4\times 10^{42}cm^2`$ which agrees within the experimental error bars with the measured value. The $`ft`$ value for the beta decay from $`{}_{}{}^{12}N`$ to $`{}_{}{}^{12}C`$, exclusive and inclusive muon capture rates $`{}_{}{}^{12}B(\mu ^{},\nu _\mu )^{12}C`$ are also evaluated and are in quite good agreement with the measured values. This work was supported by the US-Israel Binational Science Foundation. The shell model calculation was done by using the TKYNT at Department of Physics, University of Tokyo.
warning/0001/astro-ph0001031.html	ar5iv	text	# Multiple Outflows in AFGL 2688 ## 1. Introduction The physical mechanisms which govern the evolution of proto-planetary nebulae (PPNe) are poorly documented because relatively few objects are known to be in this rapid transition between the AGB and planetary nebula phase (Kwok 1993). The role played by high-velocity winds which interact with the slowly expanding AGB envelope has been recognized as essential in the shaping of the planetary nebulae. However, the details of the interaction and the precise evolution from the symmetric AGB envelope to the asymmetries which characterize planetary nebulae are not well understood. AFGL 2688 (the ‘Egg nebula’) is one of the prime examples of a PPN which has evolved from the AGB phase about a hundred years ago (Jura & Kroto 1990). The nearly circular slowly expanding AGB envelope (with a diameter of about $`20^{\prime \prime }`$) is shocked by a warm, optically thin, fast wind (e.g., Young et al. 1992). Studies at high spatial resolution (e.g., Bieging & Nguyen-Quang-Rieu 1996) have shown that the bulk of the molecular gas is concentrated in the central 4<sup>′′</sup> (or $`6\times 10^{16}`$ cm for an adopted distance of 1 kpc), coincident with the dark lane seen in optical images, with weaker extensions along the north-south axis. Observations at near-infrared wavelengths have revealed that high-velocity H<sub>2</sub> gas is present both in the north-south and east-west direction suggesting a quadrupolar outflow (e.g., Cox et al. 1997). This paper presents high angular resolution observations ($`1.^{\prime \prime }07\times 0.^{\prime \prime }85`$) made in the CO J=2–1 line using the IRAM interferometer which provide a detailed picture of the morphology and the kinematics of the gas recently ejected by the central star in AFGL 2688. ## 2. Multiple Molecular Outflows The results of the observations are summarized in Fig. 1. In the velocity integrated CO map, the distribution of the CO emission consists of a central core $`4^{\prime \prime }`$ in diameter, with extensions in both the north-south and east-west directions. At negative (approaching) velocities, the CO is detected in the northern and eastern extensions of the nebula. Along the north extension, velocities increase away from the centre; the tip of the eastern arm is seen over a range of velocities from $`60`$ to $`72`$ km s<sup>-1</sup>; and the highest velocity gas is found near the centre of the nebula up to $`80`$ km s<sup>-1</sup>. At positive (receding) velocities, the CO gas is extended to the south and west, with a similar velocity structure to the blue-shifted gas, reversed about the systemic velocity. The channel maps provide definite evidence of two distinct high-velocity outflow directions in AFGL 2688, one along a north-south axis at a P.A. of $`17^{}`$, and the other in a roughly orthogonal direction east-west. Detailed examination of the CO data reveals that the two main outflows are resolved into a series of more collimated, bipolar outflows which are symmetric in direction and velocity about the center (Cox et al. 1999) and which are identified in Fig. 1: four collimated outflows in the east-west direction, and three in the north-south direction. It is striking that, for most of these outflows, the tips correspond precisely with the H<sub>2</sub> peaks seen in the HST image (Fig. 1). The only exceptions are in the central regions and to the west side of the equatorial plane, where the high-velocity red-shifted CO gas (located behind the dense central gas) has no clear H<sub>2</sub> counterpart in the HST image, most likely as a result of extinction in the near-infrared. Along all the outflow axes (A to G), the CO velocity increases with distance from the centre. This implies that the observed CO gas is entrained by high-velocity jets which could be atomic or ionized. The velocity of the CO gas in the outflows is also higher by a factor of $``$2.5 than the velocity of the H<sub>2</sub> which is close to the expansion velocity of the AGB envelope (Kastner et al. 1999). The high-velocity jets entrain the CO gas and shock the molecular hydrogen of the AGB envelope. Assuming the model-dependent value of $`i16^{}`$ for the inclination of the north-south axis to the plane of the sky with the northern lobe towards the observer (Yusef-Zadeh et al. 1984), the deprojected flow velocity of F1 (at $`6^{\prime \prime }`$ from the centre) is $`22`$ km s<sup>-1</sup>, corresponding to a kinematic age of $`1200`$ years. In comparison, the projected velocities of the jets D and E are $`30`$ km s<sup>-1</sup>, implying ages of $``$250 and 125 years, if the same inclination is assumed. Finally, we note that the position of the central exciting star of AFGL 2688 recently derived from polarisation measurements (J. Kastner, private communication) lies within the positional errors at the intersection of the outflows. Figure 1. The Plateau de Bure interferometer data compared to the H<sub>2</sub> 1–0 S(1) line emission and nearby 2.15 $`\mu `$m continuum from Sahai et al. (1998), in background. Upper right : velocity integrated CO(2–1) with beam size shown in white; upper left: outflow axes; lower panels: blue-shifted ($`80`$ to $`60\mathrm{kms}^1`$) and red-shifted CO ($`22`$ to $`2\mathrm{kms}^1`$). ## 3. The Core Region In addition to the collimated outflows, the Plateau de Bure observations reveal in the central $`2^{\prime \prime }`$ a shell-like structure expanding with a velocity of $`10`$ km s<sup>-1</sup>(Cox et al. 1999). This CO structure is not aligned with any of the outflow axes and lies at a P.A. of $`54^{}`$, which is comparable to that of the 1.3 mm dust continuum emission. The size of this structure ($`1^{\prime \prime }`$ or $`1.5\times 10^{16}\mathrm{cm}`$) implies that it was ejected $``$500 years ago and that it could trace the last episode of mass-loss on the AGB; the expansion velocity of this structure is much slower than that of the envelope ($`20`$ km s<sup>-1</sup>\- see, e.g., Young et al. 1992). Neither the distribution of the dense gas at the center nor its kinematics indicate the presence of an equatorial disk in AFGL 2688. The present data thus do not support the interpretation of a rotating equatorial disk to explain the east-west kinematics in AFGL 2688 (cf. Bieging & Nguyen-Quang-Rieu 1996, Kastner et al. 1999). Instead, the CO kinematics reveal the presence of a central expanding shell-like structure (not seen in H<sub>2</sub>) and high-velocity gas with a morphology similar to the shocked H<sub>2</sub> gas tracing multiple, collimated outflows. ## 4. Origin and Effects of the Outflows The observations discussed here reveal the detailed structure and kinematics of the molecular outflows in AFGL 2688. A series of young (a few 100 years), high velocity, collimated jets originate from the central star, and are directed along the north-south optical axis and in the east-west direction. The detailed correlation of the CO outflows with H<sub>2</sub> emission seen in AFGL 2688 provides direct evidence for their interaction with the nearly spherical envelope ejected on the AGB. The presence of multiple, collimated outflows in two, roughly orthogonal directions cannot be explained by the standard two-winds model (e.g., Balick 1987). Proto-planetary nebulae with morphologies similar to AFGL 2688 have recently been found (e.g., Kwok et al. 1998) and multipolar jets appear to be a common phenomenon in young planetary nebulae (Forveille et al. 1998, Sahai & Trauger 1998). Whatever detailed processes are involved, the high-velocity winds must be intimately linked to the abrupt transition in the evolution of the star after the AGB phase. One important consequence of the jets is their shaping effect on the molecular envelope ejected on the AGB. They generate complex point symmetries in the envelope which later emerge in the ionized gas during the PN phase. ## References Balick B. 1987, AJ 94, 671 Bieging J.H., Nguyen-Quang-Rieu 1996, AJ 112, 706 Cox P., Maillard J.-P., Huggins P.J. et al. 1997, AA 321, 907 Cox P., et al. 1999, AA (submitted) Forveille T., Huggins P.J., Bachiller R., Cox P. 1998 ApJ 495, L111 Jura M., Kroto H. 1990 ApJ 351, 222 Kastner J.H., Henn L.A., Weintraub D.A., Gatley I. 1999, in AGB Stars, IAU Symp. 191, T. Le Bertre, A. Lebre, C. Waelkens (eds), ASP conf. series, p. 431 Kwok S. 1993, ARAA 31, 63 Kwok S., Su Y.L.S., Hrivnak B.J. 1998, ApJ 501, L117 Sahai R., Hines, D.C., Kastner, J.H. et al. 1998, ApJ 492, L163 Sahai R., Trauger, J.T. 1998, AJ 116, 1357 Young K., Serabyn G., Phillips T.G., Knapp G.R., Güsten R., Schultz A. 1992, ApJ 385, 265 Yusef-Zadeh F., Morris M., White R.L. 1984, ApJ 278, 186
warning/0001/hep-lat0001012.html	ar5iv	text	# 1 Abstract ## 1 Abstract We analyse $``$ within the hamiltonian formalism with staggered fermions $``$ the patterns of chiral symmetry breaking for the strongly coupled Schwinger and $`U(𝒩_c)`$-color ‘t Hooft models with one and two flavor of fermions. Using the correspondence between these strongly coupled gauge models and antiferromagnetic spin chains, we provide a rather intuitive picture of their ground states, elucidate their patterns of chiral symmetry breaking, and compute the pertinent chiral condensates. Our analysis evidences an intriguing relationship between the values of the lattice chiral condensates of the ‘t Hooft and Schwinger models with one flavor of fermions. ## 2 Introduction <sup>1</sup><sup>1</sup>footnotetext: Contribution to the proceedings of the workshop “Lattice fermions and the structure of the vacuum”, 5-9 October 1999, Dubna, Russia. Confinement and chiral symmetry breaking go hand in hand as strong coupling phenomena in a gauge theory; while confinement is an observed property of the strong interactions and it is an unproven, but widely believed feature of most non-Abelian gauge theories in four and lower space-time dimensions, chiral symmetry is only an approximate symmetry of particle physics since the up and down quarks are light but not massless. The strong coupling limit of lattice gauge theories, even if far from the scaling regime, is useful to study interesting properties of a gauge model. In this limit, the gauge theory exhibits confinement and dynamical chiral symmetry breaking: Wilson fermions explicitly break chiral symmetry while for staggered fermions, even if the continuous chiral symmetry is broken explicitly, a discrete axial symmetry survives the lattice regularization and it is realized on the lattice theory as a translation by one site. There is an interesting issue arising in the lattice regularization of gauge theories, which is how the lattice theory produces the effects of the axial anomaly. Usually, on the lattice axial anomalies are either cancelled by fermion doubling or else the lattice regularization breaks the axial symmetry explicitly. Lattice gauge theories in $`1+1`$ dimensions, in the Hamiltonian formalism with staggered fermions, represent the unique example where neither of this occurs. For lattice models in higher space-time dimensions or for a full lattice definition of non-anomalous chiral gauge theories one should resort to the more powerful overlap construction of lattice fermions, which preserve global chiral symmetries on the lattice in theories such as $`QCD`$ . For the $`(1+1)`$-dimensional lattice theories the effects of the anomaly are not canceled by doubling since the continuum limit of a $`(1+1)`$-dimensional staggered fermion produces exactly one Dirac fermion; moreover, even if the continuum axial symmetry is explicitly broken by staggered fermions, a discrete axial symmetry survives on the lattice. It corresponds to the continuum transformation $$\psi (x)\gamma ^5\psi (x),\overline{\psi }(x)\overline{\psi }(x)\gamma ^5$$ (1) with $`\gamma ^5=\sigma ^1`$; it is realized on the lattice as a translation by one site. Since the mass operator $`\overline{\psi }\psi `$ is odd under Eq.(1), if this symmetry is unbroken then $`\overline{\psi }\psi =0`$. This happens for both the ‘t Hooft and Schwinger models with two flavors of fermions . For the one-flavor models the discrete axial symmetry should be broken since the one-flavor continuum Schwinger model has a non-zero chiral condensate given by $$\overline{\psi }(x)\psi (x)=\frac{e^\gamma }{2\pi }\frac{e_c}{\sqrt{\pi }},$$ (2) with $`\gamma =0.577\mathrm{}`$ the Euler constant and the one-flavor ‘t Hooft model exhibits a non-zero chiral condensate given by $$\overline{\psi }\psi =𝒩_c(\frac{g_c^2𝒩_c}{12\pi })^{\frac{1}{2}}.$$ (3) In the following we shall discuss the pattern of chiral symmetry breaking and review the lattice computation of the pertinent chiral condensates for the Schwinger and ‘t Hooft models with one and two flavors of fermions . Staggered fermions are a useful tool to investigate $`1+1`$ dimensional lattice gauge theories also because $``$ in the strong coupling limit $``$ they provide an explicit correspondence between the gauge theory and a pertinent spin system . The mapping is useful since it provides not only an intuitive picture of the ground state of the gauge model but also the mass spectrum and the lattice chiral condensate of the gauge model in terms of spin correlators of the corresponding spin models . The relevant differences between the one- and multi-flavor gauge models may be intuitively represented in terms of this correspondence: the two-flavor Schwinger and ‘t Hooft models correspond to the physically relevant $`SU(2)`$ quantum Heisenberg antiferromagnets , while the one-flavor models correspond to the Ising antiferromagnets. The ground states of these spin models are very different: while the Ising antiferromagnet exhibits spontaneous breaking of the discrete axial symmetry, this does not happen for the quantum $`SU(2)`$ Heisenberg antiferromagnet. The order parameters signaling chiral symmetry breaking are either an isoscalar chiral condensate, $`\chi _{isos.}=\overline{\psi }\psi `$, or an isovector chiral condensate $`\chi _{isov.}=\overline{\psi }\sigma ^a\psi `$: they can be non-vanishing only for the one-flavor models. For the two-flavor models the only relic of chiral symmetry breaking is the non-vanishing of $`\overline{\psi ^2}_L\overline{\psi ^1}_L\psi _R^1\psi _R^2`$. ## 3 One-flavor Schwinger and ‘t Hooft model chiral condensates In this section we briefly review the lattice strong coupling computation of the chiral condensates for the one-flavor Schwinger and ‘t Hooft model . For both models the strong coupling Hamiltonian may be presented as $`H=H_0+ϵH_h`$, where $`H_0=_x(E_x)^2`$ is the unperturbed hamiltonian and $`H_h=i(RL)`$ is the hopping Hamiltonian, with $`R=_x\psi _{ax+1}^{}U_{ab}(x)\psi _{bx}`$ the right hopping operator ($`L=R^{}`$). $`U_{ab}(x)`$ is a matrix defined on the link $`[x,x+1]`$ in the non-Abelian model or a phase in the Abelian model and $`ϵ=t/g^2a^2`$ is the strong coupling expansion parameter, with $`g`$ the coupling constant and $`a`$ the lattice spacing. In the strong coupling limit one has to find states which are annihilated by the generator of gauge transformations and at the same time are eigenstates of the unperturbed Hamiltonian $`H_0`$. $`H_0`$ exhibits two degenerate ground states, $`\|g.s._1`$ characterized by a charge distribution on each even site of one ($`𝒩_c`$) particle(s) in the Abelian(non-Abelian) model, and $`\|g.s._2`$ characterized by the same charge distribution on each odd site. Each of these ground states spontaneously breaks the discrete axial symmetry (1), since by translating by one lattice spacing one ground state one gets to the other one. The thermodynamic limit is taken so that these two states are not mixed to any finite order of perturbation theory . Consequently, one should carry out non-degenerate perturbation theory only around one ground state which we shall denote by $`\|g.s.`$: one has spontaneous breaking of the discrete axial symmetry. At the second order in the strong coupling expansion both models are effectively described by the antiferromagnetic Ising model, whose ground state is the classical Néel configuration $`\|g.s.`$ . We shall now show that the effects of the dynamical symmetry breaking, due to the anomaly in the continuum models, is reproduced on the lattice through the breaking of the discrete axial symmetry. For this purpose one should verify that the chiral condensate is non-vanishing. In the staggered fermion formalism, the lattice chiral condensate may be obtained by computing the v.e.v. of the mass operator $`M=1/Na_{x=1}^N_{a=1}^{𝒩_c}(1)^x\psi _{ax}^{}\psi _{ax}`$ on the perturbed states $`\|p_{g.s.}`$ generated by applying $`H_h`$ to $`\|g.s.`$. To the second order in $`ϵ`$, $`\|p_{g.s.}`$ is given by $$\|p_{g.s.}=\|g.s.+ϵ\|p_{g.s.}^{(1)}+ϵ^2\|p_{g.s.}^{(2)},$$ (4) with $`\|p_{g.s.}^{(1)}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Pi }_{g.s.}}{E_{g.s.}^{(0)}H_0}}H_h\|g.s.,`$ (5) $`\|p_{g.s.}^{(2)}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Pi }_{g.s.}}{E_{g.s.}^{(0)}H_0}}H_h{\displaystyle \frac{\mathrm{\Pi }_{g.s.}}{E_{g.s.}^{(0)}H_0}}H_h\|g.s.,`$ (6) and $`E_{g.s.}^{(0)}`$ is the $`\|g.s.`$ eigenvalue of $`H_0`$. $`\mathrm{\Pi }_{g.s.}`$ is a projector orthogonal to $`\|g.s.`$. To the fourth order in $`ϵ`$, the lattice chiral condensate is then given by $`\chi _L`$ $`=`$ $`{\displaystyle \frac{p_{g.s.}\|M\|p_{g.s.}}{p_{g.s.}\|p_{g.s.}}}`$ (7) $`=`$ $`{\displaystyle \frac{g.s.\|M\|g.s.+ϵ^2p_{g.s.}^{(1)}\|M\|p_{g.s.}^{(1)}+ϵ^4p_{g.s.}^{(2)}\|M\|p_{g.s.}^{(2)}}{g.s.\|g.s.+ϵ^2p_{g.s.}^{(1)}\|p_{g.s.}^{(1)}+ϵ^4p_{g.s.}^{(2)}\|p_{g.s.}^{(2)}}}.`$ By direct computation in the Schwinger model one gets $$\chi _L^{Schwinger}=\frac{1}{a}(\frac{1}{2}8ϵ^2+96ϵ^4).$$ (8) In the ‘t Hooft model one finds a nonvanishing chiral condensate for any finite $`𝒩_c`$ , in agreement with the results of Ref. , and in the limit $`𝒩_c\mathrm{}`$ one gets $$\chi _L^{\mathrm{`}tHooft}=\frac{1}{a}𝒩_c(\frac{1}{2}8ϵ^2+32ϵ^4).$$ (9) The results given in Eqs.(8,9) well agree with the continuum answers . We observe that the lattice computation of the chiral condensate shows that, up to order $`ϵ^2`$, the chiral condensate given in Eq.(9) is just $`𝒩_c`$ times the chiral condensate given in Eq.(8) for the one-flavor Schwinger model. Taking into account the contributions up to the fourth order in $`ϵ`$ one has $$\chi _L^{\mathrm{`}tHooft}=𝒩_c(\chi _L^{Schwinger}+\frac{1}{a}64ϵ^4).$$ (10) The difference is due to terms such as $`g.s.\|_{x=1}^NR_xR_xL_xL_x\|g.s.`$, which are non vanishing only in the non-Abelian model, since in the Abelian model the sites of $`\|g.s.`$ are either empty or occupied by just one particle: $`\|g.s.`$ is annihilated when more than one hopping operator acts on the same site. The lattice computation, which brought us to Eq.(10), shows that the chiral condensate of the ‘t Hooft model factorizes to all orders in the product of $`𝒩_c`$ and one term whose numerical value is dominated by the contribution of the chiral condensate of the one-flavor Schwinger model; as seen from Eq.(10) the leading correction to the Abelian chiral condensate is of order $`O(ϵ^4)`$. ¿From Eq.(10) one may be lead to conjecture that the chiral condensate of the non-Abelian model is determined mainly by the $`U(1)`$ Abelian subgroup of $`U(𝒩_c)`$; the non-Abelian group contributing a factor proportional to $`𝒩_c`$. ## 4 Chiral symmetry breaking in the two-flavor Schwinger and ‘t Hooft models The two-flavor Schwinger and ‘t Hooft models are effectively described $``$ at the second order in the strong coupling expansion $``$ by a quantum antiferromagnetic Heisenberg chain of spin-$`1/2`$ and spin-$`𝒩_c/2`$, respectively . The vacuum of the gauge models, $`\|g.s.`$, becomes the ground state of the spin models in the infinite coupling limit; with periodic boundary conditions this state is translationally invariant and, consequently, the discrete lattice chiral symmetry is not broken when there are two flavors of fermions. The translational invariance of $`\|g.s.`$ implies that both $`\chi _{isos.}`$ and $`\chi _{isov.}`$ are zero to all the orders in the strong coupling expansion. If one introduces the translation operator $`\widehat{T}=e^{i\widehat{p}a}`$ and takes into account that $`\widehat{T}M\widehat{T}^1`$ $`=`$ $`M,`$ (11) $`\widehat{T}\mathrm{\Sigma }\widehat{T}^1`$ $`=`$ $`\mathrm{\Sigma },`$ (12) $`\widehat{T}H_h\widehat{T}^1`$ $`=`$ $`H_h,`$ (13) $`\widehat{T}\|g.s.>`$ $`=`$ $`\pm \|g.s.>`$ (14) with $$M=(1/2Na)\underset{a=1}{\overset{𝒩_c}{}}\underset{\alpha =1}{\overset{2}{}}\underset{x=1}{\overset{N}{}}(1)^x\psi _{ax}^\alpha \psi _{ax}^\alpha $$ (15) and $$\stackrel{}{\mathrm{\Sigma }}=(1/2Na)\underset{x=1}{\overset{N}{}}(1)^x\psi _{a,x}^{}\stackrel{}{\sigma }_{ab}\psi _{b,x},$$ (16) one gets that $`\chi _{isos.}=\chi _{isos.}`$ and $`\chi _{isov.}=\chi _{isov.}`$ to all the orders in the strong coupling expansion. In the continuum these order parameters are naturally zero since they would signal the breaking not only of the $`U_A(1)`$ symmetry of the action but also of the internal flavor symmetry $`SU_L(2)SU_R(2)`$, which is protected by Coleman’s theorem . The nonvanishing v.e.v. signaling the breaking of only the $`U_A(1)`$ chiral symmetry is $`F=\overline{\psi ^2}_L\overline{\psi ^1}_L\psi _R^1\psi _R^2`$. On the lattice, $`F`$ is written as $$F=\frac{1}{16a^2N}\underset{x=1}{\overset{N}{}}\left\{(n_x^1n_{x+1}^1)(n_x^2n_{x+1}^2)+(L_x^1R_x^1)(L_x^2R_x^2)\right\}.$$ (17) In Eq.(17) $`n_x^\alpha =_{a=1}^{𝒩_c}\psi _{ax}^\alpha \psi _{ax}^\alpha `$ are the occupation numbers at site $`x`$. The strong coupling expansion, up to the second order in $`ϵ`$, yields $$F=\frac{p_{g.s.}\|F\|p_{g.s.}}{p_{g.s.}\|p_{g.s.}}=\frac{g.s.\|F\|g.s.+ϵ^2p_{g.s.}^{(1)}\|F\|p_{g.s.}^{(1)}}{g.s.\|g.s.+ϵ^2p_{g.s.}^{(1)}\|p_{g.s.}^{(1)}}.$$ (18) For both the two-flavor Schwinger and ‘t Hooft models, it is possible to explicitly compute $`F`$ in terms of spin correlators of the antiferromagnetic spin-$`1/2`$ and spin-$`𝒩_c/2`$ models, respectively. For the Abelian model the wave function are normalized as $`<g.s.\|g.s.>`$ $`=`$ $`1`$ (19) $`<p_{g.s.}^1\|p_{g.s.}^1>`$ $`=`$ $`4<g.s.\|H_J\|g.s.>,`$ (20) and taking into account that $`<g.s.\|F\|g.s.>`$ $`=`$ $`{\displaystyle \frac{1}{8a^2N}}<g.s.\|H_J\|g.s.>`$ (21) $`<p_{g.s.}^1\|F\|p_{g.s.}^1>`$ $`=`$ $`{\displaystyle \frac{1}{4a^2N}}(2<g.s.\|(H_J)^2\|g.s.>{\displaystyle \frac{5}{3}}<g.s.\|H_J\|g.s.>`$ (22) $`+`$ $`{\displaystyle \frac{5}{12}}N{\displaystyle \frac{2}{3}}{\displaystyle \underset{x=1}{\overset{N}{}}}<g.s.\|\stackrel{}{S}_x\stackrel{}{S}_{x+2}{\displaystyle \frac{1}{4}}\|g.s.>),`$ from Eqs.(18), using the known correlation functions of the Heisenberg model to numerically evaluate the v.e.v.’s given in Eqs.(20,21,22), one gets $$<F>=\frac{1}{a^2}(0.08660.4043ϵ^2).$$ (23) In the non-Abelian model the wave functions are normalized as $`g.s.\|g.s.`$ $`=`$ $`1,`$ (24) $`p_{g.s.}^{(1)}\|p_{g.s.}^{(1)}`$ $`=`$ $`{\displaystyle \frac{16}{𝒩_c}}g.s.\|H_J\|g.s.,`$ (25) and the equations corresponding to Eqs.(21,22) are now given by $`g.s.\|F\|g.s.`$ $`=`$ $`{\displaystyle \frac{1}{16a^2N}}({\displaystyle \frac{2}{3}}g.s.\|H_J\|g.s.{\displaystyle \frac{𝒩_c^2}{3}}N),`$ (26) $`p_{g.s.}^{(1)}\|F\|p_{g.s.}^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{16a^2N}}[{\displaystyle \frac{32}{3𝒩_c}}g.s.\|H_J^2\|g.s.+{\displaystyle \frac{16}{3}}(𝒩_cN1)g.s.\|H_J\|g.s.`$ (27) $`+8𝒩_c^2N+{\displaystyle \frac{16}{3}}g.s.\|{\displaystyle \underset{x=1}{\overset{N}{}}}(\stackrel{}{S}_x\stackrel{}{S}_{x+2}{\displaystyle \frac{𝒩_c^2}{4}})\|g.s.`$ $`+{\displaystyle \frac{64}{3𝒩_c^2}}{\displaystyle \underset{x=1}{\overset{N}{}}}g.s.\|(\stackrel{}{S}_x\stackrel{}{S}_{x+1})^2\|g.s.].`$ Since for spins higher than $`1/2`$, no analytical result concerning correlation functions is known, one has to evaluate Eqs.(25,26,27) in the large spin limit $`S\mathrm{}`$, which $``$ since $`S=𝒩_c/2`$ $``$ corresponds to the planar limit $`𝒩_c\mathrm{}`$ of the gauge theory . ¿From Eq.(18) one then gets $$F=\frac{𝒩_c^2}{a^2}\left(0.0420.750ϵ^2\right).$$ (28) The nonvanishing v.e.v. determined by Eq.(28) is the lattice relic of the $`U_A(1)`$ anomaly in the continuum theory. As evidenced in Refs. the operator $`F`$ describes, on the lattice, an umklapp process. ## 5 Concluding remarks We reviewed the analysis of the chiral symmetry breaking patterns in strongly coupled $`1+1`$ dimensional gauge theories such as the Schwinger and ‘t Hooft models on the lattice ; since the “doubling” of fermion species is completely removed by staggered fermions in $`1+1`$ dimensions one expects that the lattice regularization faithfully reproduces in these cases the results of the continuum theory. Using the correspondence between the strongly coupled lattice Schwinger and ‘t Hooft models with antiferromagnetic spin chains derived in Refs. , one has that, while the one-flavor models are effectively described by antiferromagnetic Ising chains, the two-flavor models are effectively described by antiferromagnetic Heisenberg chains. This correspondence is useful in providing not only a rather intuitive picture of the ground state of a gauge model $``$ and thus of the patterns of chiral symmetry breaking on the lattice$``$ but also $``$ as evidenced in Section 4 $``$ an expression for the chiral condensates in terms of spin correlators of the pertinent Heisenberg chain. It would be interesting to exhibit the mapping of gauge theories onto antiferromagnetic Heisenberg models also in the context of the “overlap” fermions . This correspondence is known to exist in all the previously known approaches to lattice fermion, as evidenced in Ref. using the SLAC derivative, in Ref. in the context of Wilson fermions and in Refs. using staggered fermions. Moreover, an intriguing question to answer is if the mapping of gauge theories onto quantum antiferromagnets survives also in the weak coupling limit. An interesting proposal in this direction has been made recently by Weinstein in Ref. , where, using the Contractor Renormalization Group method, he established the equivalence of various Hamiltonian free fermion theories with a class of generalized frustrated antiferromagnets. Acknoledgments. We thank the organizers for the invitation to this workshop and for the stimulating and plesant atmosphere they helped to create. This research has been financed by grants from I.N.F.N. and M.U.R.S.T. . Through the years we greatly benefited from the many discussions with G. W. Semenoff.
warning/0001/nucl-th0001038.html	ar5iv	text	# Chirality of nuclear rotation ## Abstract It is shown that the rotating mean field of triaxial nuclei can break the chiral symmetry. Two nearly degenerate $`\mathrm{\Delta }I=1`$ rotational bands originate from the left-handed and right-handed solution. PACS Numbers: 21.10.-k, 23.20.Lv, 25.70.Gh, 27.60+j Chirality appears in molecules composed of more than four different atoms and is typical for the biomolecules. In chemistry it is of static nature because it characterizes the geometrical arrangement of the atoms. Particle physics is the other field where chirality is encountered. Here it has a dynamical character, since it distinguishes between the parallel and antiparallel orientation of the spin with respect to the momentum of massless fermions. Meng and Frauendorf recently pointed out that the rotation of triaxial nuclei may attain a chiral character. The lower panel of fig. 1 illustrates this new possibility. We denote the three principal axes (PA) of triaxial density distribution by l, i, and s, which stand for long, intermediate and short, respectively. The angular momentum vector $`\stackrel{}{J}`$ introduces chirality by selecting one of the octants. In four of the octants the axes l, i, and s form a left-handed and in the other four a right-handed system. This gives rise to two degenerate rotational bands because all octants are energetically equivalent. Hence the chirality of nuclear rotation results from a combination of dynamics (the angular momentum) and geometry (the triaxial shape). Our symmetry argument is based on the presumption that the axis of uniform rotation needs not to agree with one of the PA of the density distribution. This does not hold for a rigid triaxial body, like a molecule for example, which can uniformly rotate only about the l- and s-axes. However, already Rieman pointed out that a liquid may uniformly rotate about an axis tilted with respect to the PA, if there is an intrinsic vortical motion. In the case of the nucleus the quantization of the angular momentum of the nucleons at the Fermi surface generates the vorticity which enables rotation about a tilted axis. The semiclassical mean field description of tilted nuclear rotation was developed in . In the following we shall refer to it as the Tilted Axis Cranking (TAC) approach . Fig. 1 illustrates the different symmetries if the mean field is assumed to be reflection symmetric. In the upper panel the axis of rotation (which is chosen to be z) coincides with one of the PA, i. e. the finite rotation $`_z(\pi )=1`$. This symmetry implies the signature quantum number $`\alpha `$, which restricts the total angular momentum to the values $`I=\alpha +2n`$, with $`n`$ integer ($`\mathrm{\Delta }I=2`$ band) . In the middle panel the rotational axis lies in one of the planes spanned by two PA (planar tilt). Since then $`_z(\pi )1`$, there is no longer a restriction of the values $`I`$ can take. The band is a sequence of states the $`I`$ of which differ by 1 ($`\mathrm{\Delta }I=1`$ band). There is a second symmetry in the upper two panels: The rotation $`_y(\pi )`$ transforms the density into an identical position but changes the sign of the angular momentum vector $`\stackrel{}{J}`$. Since the latter is odd under the time reversal operation $`𝒯`$, the combination $`𝒯_y(\pi )=1`$. In the lower panel the axis of rotation is out of the three planes spanned by the PA. The operation $`𝒯_y(\pi )1`$. It changes the chirality of the axes l, i and s with respect to the axis of rotation $`\stackrel{}{J}`$. Since the left- and the right-handed solutions have a the same energy, they give rise to two degenerate $`\mathrm{\Delta }I=1`$ bands. They are the even ($`\|+`$) and odd ($`\|`$) linear combinations of the two chiralites, which restore the spontaneously broken $`𝒯_y(\pi )`$ symmetry. Ref. studied a proton particle and a neutron hole coupled to a triaxial rotor with maximal asymmetry ($`\gamma =30^o`$) and the irrotational flow relation $`𝒥_l=𝒥_s<𝒥_i`$ between the moments of inertia. The solutions of this model case describe the dynamics of the orientation of $`\stackrel{}{J}`$. It was found that at the beginning of the bands the angular momentum originates from the particle and the hole, whose individual angular momenta are aligned with the s- and l-axes. These orientations correspond to a maximal overlap of the particle and hole densities with the triaxial potential. A $`\mathrm{\Delta }I=1`$ band is generated by adding the rotor momentum $`\stackrel{}{R}`$ in the s-l plane (planar tilt). There is a second $`\mathrm{\Delta }I=1`$ band representing a vibration of $`\stackrel{}{J}`$ out of the s-l plane. Higher in the band, $`\stackrel{}{R}`$ reorients towards the i-axis, which has the maximal moment of inertia. The left- and the right-handed positions of $`\stackrel{}{J}`$ separate. Since they couple only by some tunneling, the two bands come very close together in energy. The model study assumed: i) a triaxial shape with $`\gamma 30^o`$, ii) a combination of excited high-j protons and high-j neutron holes and iii) $`𝒥_l=𝒥_s<𝒥_i`$. In order to decide if i)-iii) are simultaneously realized in actual nuclei we developed a 3D cranking code, which permits a microscopic study. In essence, it is the mean field approximation to the two body Routhian $`H^{}=t+v_{12}\omega \widehat{J}_z`$, where any orientation of the deformed average potential $`V_{def}`$ is permitted (cf. ). Only reflection symmetry is demanded. In the actual calculation the standard shell correction approximation is used (cf. ). The quasi particle Routhian $`h^{}=h_{sph}+V_{def}(\epsilon ,\gamma )\mathrm{\Delta }\left(P+P^+\right)\lambda N`$ (1) $`\omega \left(\widehat{J}_1\mathrm{sin}\vartheta \mathrm{sin}\phi +\widehat{J}_2\mathrm{sin}\vartheta \mathrm{cos}\phi +\widehat{J}_3\mathrm{cos}\vartheta \right)`$ (2) is diagonalized. The monopole pair field $`\mathrm{\Delta }\left(P+P^+\right)`$ and the term $`\lambda N`$, which controls the particle number $`N`$, are understood as sums of the neutron and proton parts. This yields quasi-particle energies and states, from which the the quasi particle configuration $`\|\omega ,\epsilon ,\gamma ,\vartheta ,\phi >`$ is constructed. The spherical Woods-Saxon energies are used for $`h_{sph}`$ and the Nilsson model for $`V_{def}(\epsilon ,\gamma )`$. In a separate paper we demonstrate that this hybrid approximates well the deformed Woods Saxon potential, which provides a good description of the rotational spectra of the region around mass $`A=135`$. The total Routhian is calculated by means of the shell correction method, $`E^{}(\omega ,\epsilon ,\gamma ,\vartheta ,\phi )=<\omega ,\epsilon ,\gamma ,\vartheta ,\phi \|h^{}\|\omega ,\epsilon ,\gamma ,\vartheta >`$ (3) $`<\omega =0,\epsilon ,\gamma \|h^{}\|\omega =0,\epsilon ,\gamma >`$ (4) $`+E_{LD}(\epsilon ,\gamma )E_{smooth}(\epsilon ,\gamma ),`$ (5) where $`E_{smooth}`$ and $`E_{LD}`$ are, respectively, the Strutinsky averaged and liquid drop energies at $`\omega =0`$. The method is described for example in . The deformation parameters $`\epsilon `$ and $`\gamma `$ and the tilt angles $`\vartheta `$ and $`\phi `$ are found for a given frequency $`\omega `$ and fixed configuration by minimizing the total Routhian $`E^{}`$. The value of $`\mathrm{\Delta }`$ is kept fixed at 80% of the experimental odd-even mass difference for the nucleus of interest. The values of $`\lambda _p`$ and and $`\lambda _n`$ are adjusted to have the correct values of $`<Z>`$ and $`<N>`$ for $`\omega =0`$ and kept fixed for $`\omega >0`$. The electro-magnetic transition matrix elements for the left- and right-handed solutions are obtained by means of the straightforward generalization of the semiclassical expressions given in . If tunneling is negligible there are no matrixelements between the two TAC states $`\|\omega >`$ and $`𝒯_y(\pi )\|\omega >`$, because the electro-magnetic field cannot provide the amount of angular momentum which is necessary to reorient the long vector $`\stackrel{}{J}`$. Then the probabilities for the transitions $`++`$ and $``$ are given by the mean value and the ones for $`+`$ and $`+`$ by half the difference of the transition matrix elements of the left- and the right-handed solutions. We assume zero tunneling. We investigated the quasi particle configuration $`[\pi h_{11/2},\nu h_{11/2}]`$ in $`{}_{}{}^{134}{}_{59}{}^{}`$Pr<sub>75</sub>, which was suggested as a candidate for chiral rotation . The microscopic calculations, presented in figs. 2 \- 4 as well as in the table, confirm the mechanism for the chirality as described in the model study : \- The shape is triaxially deformed with $`\gamma `$ close to $`30^o`$ (cf. Fig. 2). The deformation remains nearly the same within the frequency range $`0.3MeV\omega 0.5`$ $`MeV`$ studied. -The $`h_{11/2}`$ quasi proton has particle character and tends to align with the s-axis. The $`h_{11/2}`$ quasi neutron has hole character and prefers the l-axis. -The moment of inertia $`𝒥_i`$ is the largest. Accordingly, the orientation of $`\stackrel{}{J}`$ ( position of the minimum in the $`\vartheta \phi `$ plane) moves from the s-l plane ($`\vartheta =60^o,\phi =0^o`$) towards the i-axis ($`\vartheta =90^o,\phi =90^o`$). Fig. 3 shows the energy in $`\vartheta \phi `$ plane at $`\omega =0.35MeV`$ when the orientation is furthest out in the chiral sector. The minimum is soft in $`\phi `$ direction. The TAC mean field approach treats the orientation of the rotational axis in a static way. One can only give a simple interpretation of the two distinct cases of well conserved $`𝒯_y(\pi )`$-symmetry (two separated $`\mathrm{\Delta }I=1`$ bands) and strongly broken $`𝒯_y(\pi )`$-symmetry (two degenerate $`\mathrm{\Delta }I=1`$ bands). For $`\omega <0.3MeV`$, $`\phi =0`$, i. e. the rotational axis lies in the s-l plane. For $`\omega =0.3MeV`$, the barrier at $`\phi =0`$ is only a few $`keV`$. Accordingly, two separate $`\mathrm{\Delta }I=1`$ bands are expected, which correspond to the first two vibrational states of the angular momentum vector $`\stackrel{}{J}`$. For $`\omega =0.3250.375MeV`$, the rotation is chiral and the two bands come close. Strong degeneracy is not expected, because the barrier at $`\phi =0`$ is only $`60keV`$. For larger $`\omega `$, the minimum moves slowly towards the i-axis ($`\vartheta =90^o,\phi =90^o`$). Fig. 4 shows the experimental energies of two lowest $`\mathrm{\Delta }I=1`$ bands of positive parity, which were suggested to form a chiral pair . Their relative position correlates with the calculation: At $`I=10`$, there is a substantial splitting between them, which becomes very small around $`I=15`$, and remains small for higher $`I`$. For given $`\omega `$, band 1 has about two units of angular momentum more than band 2 (cf. fig. 6b in ). The difference indicates substantial tunneling, which is expected because the calculated energy barrier between the two solutions is less than 100 $`keV`$ in $`\phi `$ direction and the depth of the energy minimum with respect to the triaxiality parameter $`\gamma `$ is only 180 $`keV`$. The situation is similar to the weak breaking of the reflection symmetry in the light actinide nuclei (see ). There, the barrier between the two reflection symmetric solutions is calculated to be few 100 $`keV`$. The two bands of opposite parity, which should be degenerate for strongly broken reflection symmetry, come fairly close in energy. But usually there is a difference between the angular momenta at given frequency which is of the order of 1 - 2 units in most of the observed frequency range (1.3 for <sup>226</sup>Th). Since the TAC mean field calculations do not include tunneling they must be compared with the averages over the two chiral sister-bands. The table demonstrates that the calculated curve $`J(\omega )`$ reproduces quite well the average $`\overline{J}(\omega )`$ of the two experimental curves. Around $`J=14`$, the calculated ratio of $`B(M1)/B(E2)3(\mu _N)^2/(eb)^2]`$ for intraband transitions is consistent with the mean of the experimental values of $`5\pm 3(\mu _N)^2/(eb)^2]`$ . The experimental branching ratios $`B(M1,I_2I_11)/B(M1,I_2I_21)=0.1,0.1,0.8,0.5`$ for $`I=13,14,14,16`$ correlate with the calculated increase of the interband M1 transition probability when $`\phi `$ becomes large. The experimental ratios for lower $`I`$ cannot be compared with the TAC calculations because the underlying assumption of no tunneling between the left- and right-handed solutions does not hold for small $`\phi `$. The data does not permit us checking the characteristic small ratios $`B(E2,I_2I_12)/B(E2,I_2I_22)`$. In the calculation, the one quasi neutron configuration \[$`h_{11/2}`$\] is crossed by the three quasi neutron configuration \[$`h_{11/2}^3`$\] near $`\omega =0.4MeV`$. We ignore this crossing (”BC-crossing” in the common letter convention ), showing the results for the \[$`h_{11/2}`$\] configuration. The reason is that in experiment the crossing is observed at the higher frequency of $`\omega =0.5MeV`$ . This kind of delay appears systematically in configurations with protons and neutrons in the same j-shell and is not accounted for by the Cranking model (see and the literature cited therein). As a second example for chirality, we found the configuration $`[\pi i_{13/2},\nu i_{13/2}]`$ in $`{}_{77}{}^{}{}_{}{}^{188}`$Ir<sub>111</sub> (cf. table). The equilibrium shape is $`\epsilon =0.21`$ and $`\gamma =40^o`$. Like for <sup>134</sup>Pr we encountered the BC-crossing, which leads to the planar solution at $`\omega =0.3MeV`$. The existence of a chiral solution based on the excited configuration \[$`\nu i_{13/2}`$\], analogous to the one based on \[$`\nu h_{11/2}`$\] in <sup>134</sup>Pr, is likely but we did not calculate it. Ref. found a chiral angular momentum geometry for the configuration $`[\pi g_{9/2},\nu g_{9/2}]`$ in $`{}_{39}{}^{}{}_{}{}^{84}`$Y<sub>45</sub> assuming a triaxial shape with $`\gamma =30^o`$. We calculated for this configuration an axial equilibrium shape with $`\epsilon =0.19,\gamma =60^o`$ and $`\vartheta =90^o`$. This result is consistent with the observation of an even-$`I`$ yrast band (case of good $`_z(\pi )`$-symmetry, upper panel of fig. 1). In conclusion: We demonstrated the existence of self-consistent rotating mean field solutions with chiral character for <sup>134</sup>Pr and <sup>188</sup>Ir. The left- and right-handed solutions give rise to two near degenerate $`\mathrm{\Delta }I=1`$ bands of the same parity with supressed electric quadrupole transitions between them. A pair of bands with the expected properties is observed in <sup>134</sup>Pr. The calculated small energy gain due to breaking of the chiral symmetry is in in accordance with the experiment, which points to substantial tunneling beween the two solutions of opposite chirality. This work was supported by the DOE grant DE-FG02-95ER40934.
warning/0001/astro-ph0001413.html	ar5iv	text	# Microjansky radio sources in DC0107-46 (Abell 2877) ## 1 Introduction While “classical” radio galaxies powered by an active galactic nucleus (AGN) dominate 1.4 GHz source counts above $``$1 mJy, deeper radio surveys reveal a “new” population of radio galaxies at sub-millijansky levels. Spectroscopy and multicolour photometry (Windhorst et al., 1985; Thuan & Condon, 1987; Benn et al., 1993; Windhorst et al., 1994; Hammer et al., 1995; Georgakakis et al., 1999) show that the faint radio population comprises an increasing proportion of star forming galaxies and a decreasing proportion of AGN-powered galaxies. The evolutionary status of the star-forming galaxies, and the role of interactions and mergers in the population are only partially understood. This paper presents one of the first studies of the sub-mJy population in an Abell cluster (see also Moffet & Birkinshaw, 1989). Radio surveys of clusters of galaxies typically detect only a few sources that are true cluster members. For example, Robertson & Roach (1990) found that the detection rate of bright radio sources (S$`{}_{408\mathrm{MHz}}{}^{}>700`$ mJy) in Abell clusters is about 5% when corrected for chance coincidences. Any such detections are intrinsically luminous, AGN-powered radio galaxies. At fainter flux density limits, (S$`{}_{1.4\mathrm{GHz}}{}^{}>10`$ mJy), Ledlow & Owen (1995) detected at least one radio source in just under 40% of a distance-limited cluster sample ($`z0.09`$), with a mean number of 1.4 radio sources per cluster. Similar studies have been reported by Stocke et al. (1999) and Zhao et al. (1989). The sources detected in these deep surveys are again almost all AGN-powered, with radio luminosities greater than $`10^{23}`$ W Hz<sup>-1</sup>. Late-type galaxies in clusters are sometimes detected (e.g., Andersen & Owen, 1995), but less frequently due to their low radio luminosity and low space density. The importance of excising cluster radio source contributions in measurements of the Sunyaev-Zeldovich effect has prompted a few deep surveys of selected clusters (e.g., Moffet & Birkinshaw, 1989; Herbig et al., 1995; Myers et al., 1997). However, these studies have not intended to explore the astrophysical properties of the detected sources, and have not done so. This paper discusses the cluster radio sources found in a deep 1.4 GHz survey (the Phoenix Deep Survey, PDS) which covers part of DC0107$``$46 (Abell 2877, see Dressler 1980b and Abell et al. 1989; Appendix A summarises the main properties of this cluster). The survey region was chosen to avoid if possible sources brighter then $`S_{5\mathrm{GHz}}30`$ mJy, and it contains none of the apparently bright, intrinsically luminous, AGN-powered sources described above. We show, however, that the sub-mJy radio source population in the cluster is dominated by low-power (L$`{}_{1.4}{}^{}<10^{22}`$ W Hz<sup>-1</sup>) sources which are still generally powered by AGNs. We adopt $`H_0=75`$kms<sup>-1</sup>Mpc<sup>-1</sup> and $`q_0=0.5`$ in the following analysis and discussion. ## 2 Observations The Phoenix Deep Survey (PDS, Hopkins et al., 1999, and references therein) covers a high-latitude region of low optical obscuration and devoid of bright radio sources. Australia Telescope Compact Array (ATCA) observations of the PDS field at 1.4 GHz reach a $`5\sigma `$ limiting flux density of $`300\mu `$Jy over a two degree diameter field, and encompass a $`50\mathrm{}`$ diameter field having a $`5\sigma `$ level ranging from $`100\mu `$Jy at the perimeter to $`50\mu `$Jy at its most sensitive (Hopkins et al., 1999, 1998). A radio source list has been compiled using the sfind package of Miriad. Optical observations of the PDS field have been undertaken using the Anglo-Australian Telescope (AAT). CCD imaging includes R-band photometry for almost the complete field and V-band for slightly more than half (Georgakakis et al., 1999). Optical catalogues constructed from the CCD images using focas (Jarvis & Tyson 1981; see Georgakakis et al. 1999 for details of the catalogue construction) are complete to $`R22.5`$. Optical identifications of the radio sources have been attempted by cross-matching the radio and optical catalogues. Approximately 50% of the radio sources have candidate optical identifications. Optical spectra of over 200 of the optical candidates have been taken using the 2 degree field facility (2dF) of the AAT. These have been analysed to yield redshifts and, in many cases, spectroscopic classifications of the host galaxy (Georgakakis et al., 1999). The 2 degree PDS field overlaps part of A2877. While almost all of the PDS galaxies lie beyond the cluster, the overlap nevertheless provides an opportunity to explore the sub-mJy population in the cluster itself. This exploration is assisted by a study of galaxy cluster dynamics by Malumuth et al. (1992) reporting redshifts for 125 galaxies which were candidates for membership of A2877. Of these 125 objects, spectroscopy by Malumuth et al. (1992) showed that 2 are foreground galaxies and a further 34 have radial velocities outside the $`3\sigma `$ clipped sample or lying in a sheet behind the cluster. This leaves 89 spectroscopically confirmed cluster galaxies. Radio counterparts of these A2877 members have been sought by cross-matching the optical sources of Malumuth et al. (1992) with the PDS radio catalogue. The region of the PDS overlaps about 75% of A2877 and contains 70 of the 89 cluster galaxies within the radio survey area. Of these 70 galaxies, 15 (21%) are detected at 1.4 GHz. There are 6 other radio detections identified with galaxies excluded from the cluster by Malumuth et al. (1992): 2 from the background sheet (velocities between 9000 and 10000 kms<sup>-1</sup>) and 4 at higher redshifts ($`z=0.058,0.076,0.089,0.133`$). The 1.4 GHz flux density for the radio-detected cluster galaxies ranges from 0.1 mJy to 14 mJy. The cD galaxy is the fifth brightest source at 1.6 mJy. Of the 15 PDS/A2877 sources, 14 have 2dF spectra. Table 1 presents radio flux densities, optical magnitudes, and morphologies for the 15 radio-detected galaxies. The redshifts and luminosities are also shown, and H$`\alpha `$ luminosities are given for the galaxies with H$`\alpha `$ emission. ## 3 Results Figure 1 shows radio contours overlayed on the AAT CCD images for the 15 radio-detected cluster galaxies. These images were produced using the kview application from the Karma software suite (Gooch, 1995). Figure 2 shows spectra of the 8 radio-detected cluster galaxies with emission features. It is important to note that the projected area of the 2dF fibres is approximately 1 kpc at the distance of A2877, so that these spectra are from the nuclear regions only. The $`6^{\prime \prime }`$ beam of the ATCA 1.4 GHz observations corresponds approximately to 3 kpc at the cluster distance. Notes on individual cluster objects: PDF J010837.1$``$454819: The radio emission in this S0 galaxy is extended. The spectrum shows H$`\alpha `$, \[Nii\]($`\lambda 658`$ nm) and \[Sii\]($`\lambda \lambda 672,673`$ nm) emission, but no H$`\beta `$, \[Oiii\]($`\lambda 501`$ nm) or \[Oi\]($`\lambda 630`$ nm). The \[Nii\]/H$`\alpha `$ and \[Sii\]/H$`\alpha `$ equivalent width (EW) ratios are 0.5 and 0.4, respectively. In spectral diagnostic diagrams, (e.g., Veilleux & Osterbrock, 1987), such ratios place the galaxy on the locus separating star forming galaxies from Seyfert 2s and LINERs. Both AGN and star formation processes may be present. PDF J010904.5$``$454624: Also catalogued as ESO 243$``$ G 045, this galaxy has an E/S0 morphology and unresolved radio emission centred on the optical nucleus. The spectrum shows no emission and has absorption lines characteristic of an evolved stellar population. The radio emission is likely to be due solely to an AGN. PDF J010937.8$``$455350: The radio contours in this S0 galaxy are displaced from the optical nucleus, perhaps indicating a radio lobe. No emission lines are seen in this galaxy’s spectrum, consistent with the radio source being excited by an AGN. PDF J010946.5$``$454657: This galaxy has an S0 morphology, with radio contours centred on the optical nucleus. The spectrum shows emission lines which unambiguously identify it as a Seyfert 2 or LINER in spectral diagnostic diagrams. The absence of strong \[Oi\] emission and the presence of strong \[Oiii\] emission suggest a Seyfert 2 interpretation (Heckman, 1980). The galaxy was also detected by Caldwell & Rose (1997) with an emission-line spectrum (their Figure 10a, spectrum 43b). PDF J010947.9$``$455125: This S0 galaxy has radio contours centred on the optical nucleus. The spectrum shows H$`\alpha `$, \[Nii\] and \[Sii\] emission, while H$`\beta `$ is present in absorption, and no \[Oiii\] is detected. The \[Nii\]/H$`\alpha `$ and \[Sii\]/H$`\alpha `$ EW ratios of 0.6 and 0.3, respectively, give conflicting suggestions as to the nature of the activity. The relative strength of the \[Nii\]/H$`\alpha `$ emission is suggestive of a Seyfert 2 nucleus, but \[Sii\] and \[Oiii\] are rather weak. Both AGN and star-formation processes may be present. The presence of H$`\beta `$ in absorption suggests that this is a post-starburst galaxy, possibly with a current AGN (e.g., Smail et al., 1999). PDF J010955.5$``$455552: This is IC 1633, the cluster cD galaxy. The radio contours are centred on the optical nucleus. An extension to the north-east is possible evidence of a radio lobe. The spectrum shows no emission features, and has absorption lines characteristic of an evolved stellar population. PDF J011018.0$``$455556: This S0 galaxy has extended radio contours centred on the optical nucleus. The outer parts of the optical object have discernible structure, perhaps due to dust. A nearby, brighter radio source is associated with a faint ($`R>22.5`$) optical object. This is most likely a background source, but could possibly be a dwarf companion showing interaction-induced star formation. The spectrum shows no identifiable emission features, and evolved stellar population absorption features are clearly detected. PDF J011019.4$``$455113: This S0 galaxy is the strongest radio source in the sample. The radio contours are displaced significantly from the optical nucleus. No spectrum is available. The radio source could be (1) a coincidentally located background source; (2) nuclear emission displaced due to astrometric errors; (3) strong, localised disk star formation; (4) a radio lobe; or (5) a radio supernova associated with the galaxy. Case (1) is unlikely, as there is only a 0.2% chance of an accidental coincidence between optical and radio sources of this magnitude. The close agreement between the positions of the weak radio source to the southwest and its faint optical counterpart argue against a large astrometric error. The radio emission is of a luminosity about an order of magnitude greater than that due to the extreme Type II radio supernova RSN 1986J (Weiler et al., 1990; Smith et al., 1998). Hence, if a supernova origin for the radio emission is correct, it is unlikely to be due to a single object. Perhaps several radio supernovae are present in a localised burst of star formation. While planned optical spectroscopy will detect any star formation activity, a single displaced radio lobe remains another possible interpretation. PDF J011027.6$``$460428: Also catalogued as ESO 243$``$ G 049, this S0 galaxy has radio contours centred on the optical nucleus. The spectrum shows evolved stellar population absorption features. An AGN origin for the radio emission is likely. PDF J011029.4$``$461027: Dressler’s classification is Sb(p). This face-on flocculent spiral shows knots of optical emission towards the nucleus. The radio contours are extended but centred on the optical nucleus. The spectrum has emission lines which indicate the galaxy has strong Hii regions. The IRAS 60$`\mu `$ flux density is 0.455 Jy, giving $`S_{60\mu }/S_{1.4\mathrm{GHz}}=96.0`$, consistent with the well-established radio/FIR correlation for spiral galaxies. Star formation is the likely cause of the radio emission in this galaxy. The calibration of radio luminosity to SFR given in Cram et al. (1998) implies this galaxy has SFR$`{}_{1.4}{}^{}=1.3M_{}`$yr<sup>-1</sup>. This is significantly higher than the SFR derived from the H$`\alpha `$ luminosity, (again using the relations given by Cram et al. 1998), SFR$`{}_{H\alpha }{}^{}=0.08M_{}`$yr<sup>-1</sup>. PDF J011047.2$``$454701: This S0 galaxy has six apparent dwarf companions in the optical image. The radio contours are displaced from the optical nucleus, and two apparent companions show radio emission. The spectrum shows an evolved stellar population and no hint of emission. This suggests that the offset radio source could be the radio lobe of an AGN. This group of radio and optical sources is quite unusual and invites further study. PDF J011055.8$``$453920: This galaxy is present but unclassified in Dressler’s catalogue. The optical isophotes hint at a three-armed spiral or the presence of a second nucleus. The radio contours, centred on the peak of the optical emission, show a slight extension in the direction of the optical asymmetry. The spectrum shows emission features which clearly define the galaxy as an Hii-region type in spectral diagnostic diagrams. The radio emission is probably due to star formation. If so, this is the only galaxy in the cluster whose unusual optical morphology gives possible evidence of merger-induced star formation. The implied SFRs from 1.4 GHz and H$`\alpha `$ luminosities are 0.08 and $`0.28M_{}`$yr<sup>-1</sup> respectively. Note that the H$`\alpha `$ luminosity in this case has been derived from the equivalent width of the emission line. PDF J011119.1$``$455554: This galaxy is ESO 243$``$ G 051. Dressler’s classification is Sb. The radio contours are centred close to the optical nucleus and show extension tracing the optical emission. The spectrum shows absorption features with weak H$`\alpha `$ and \[Nii\] emission, with \[Nii\] stronger and indicative of an AGN. However, the 60$`\mu `$ flux density is 0.598 Jy, giving $`S_{60\mu }/S_{1.4\mathrm{GHz}}=90.0`$, consistent with the well-established radio/FIR correlation for star-forming galaxies. Both AGN and star-formation processes may be present. The radio and H$`\alpha `$ luminosities can be used in this case to provide an upper limit to the SFR, giving SFR$`{}_{1.4}{}^{}<3.5M_{}`$yr<sup>-1</sup> and SFR$`{}_{H\alpha }{}^{}<0.009M_{}`$yr<sup>-1</sup>. Again, the SFR from H$`\alpha `$ is much lower than the radio estimate. PDF J011153.5$``$455847: This galaxy has early-type optical morphology. The radio source is displaced from the optical nucleus. The spectrum shows emission features and the galaxy’s location in spectral diagnostic diagrams is ambiguous. The radio emission may be coming from both star formation and nuclear activity. The large nearby edge-on spiral galaxy is unrelated, being at a redshift of 0.089, but there is a faint apparent optical companion lying close to the direction of displacement of the radio emission. PDF J011219.3$``$455322: Catalogued as ESO 244$``$ G 001, this galaxy has an Scd morphology, and shows knotty or dusty features. The radio emission is asymmetric with respect to the optical nucleus, and extended southward where no optical emission is present. The apparent optical companions show no radio emission, and a low-level radio companion is also present with no optical counterpart. The spectrum shows emission features, and has an ambiguous classification between diagnostic diagrams. This galaxy may be hosting both star formation and AGN activity. The implied upper limits to the SFRs derived from radio and H$`\alpha `$ luminosities are 0.3 and $`0.06M_{}`$yr<sup>-1</sup> respectively, again with SFR much lower than SFR<sub>1.4</sub>. ## 4 Discussion Of the 70 spectroscopically confirmed members of A2877 overlapping the PDS, $`64`$% have early-type (E/S0) morphology. This is consistent with the 63% quoted by Caldwell & Rose (1997), who give the proportions for the total of both Dressler clusters DC0107$``$46 and DC0103$``$47. Of the 15 galaxies with radio detections, 3 have Sb or Scd morphology. A fourth, unclassified galaxy is likely to be a spiral or peculiar spiral. The remainder are S0 galaxies apart from the cD, one E/S0 and one unclassified but early-type galaxy. There is no obvious tendency for radio detections to favour a particular Hubble type in this cluster. Our survey is unusually deep for a radio survey of an Abell cluster, and it detects a relatively large fraction ($`20`$ %) of the optical cluster members. However, our results are consistent with the known properties of early-type galaxies in the field. Sadler et al. (1989) studied 5 GHz emission from nearby optically selected early type (E/S0) galaxies. They found that 20–30% of their sample (with optical luminosities similar to those probed here) show radio emission with luminosities similar to those of the sources in the present sample. Sadler et al. (1989) (hereafter SJK) find that the probability distribution of radio luminosity is roughly uniform across the range of luminosities found in our study ($`S_{1.4}10^{20}`$$`10^{22}`$ W Hz<sup>-1</sup>), with some tendency for a smaller fraction at higher luminosities. This is also consistent with our study, as is demonstrated in Figure 3 comparing the fractional bivariate luminosity function (FBLF) of SJK with that of the present sample. The FBLF estimates the distribution of radio luminosities ($`L_{1.4}`$) for galaxies in a given optical magnitude ($`M_B`$) range. The construction of the FBLF for the cluster sample used 31 cluster galaxies which fall in the luminosity ranges of Figure 3 (with radio detections or upper limits from the PDS and $`B_J`$ magnitudes from the COSMOS database, Drinkwater et al. 1995; Yentis et al. 1992). To improve the statistics of this calculation, the galaxies with 1.4 GHz upper limits were distributed uniformly throughout the bins they could possibly occupy, rather than using a more sophisticated maximum-likelihood method (e.g., Avni et al., 1980). This simple approach still gives consistent results, however, with the the method described by Avni et al. (1980), where there are sufficient cluster detections for its use. There is good agreement between the samples in the two brighter magnitude bins where the range of radio luminosities overlaps, and the apparent excess for the cluster sample in the fainter bin is still consistent with the data of SJK. Although no morphological distinction was made when compiling the cluster sample for this analysis, differences resulting from the inclusion of late-type cluster galaxies are small given that the cluster is dominated by early-type galaxies. Within the statistical uncertainty of our small sample, our cluster results are consistent with the results of SJK. The different distribution of Hubble-type between cluster and field environments has long been known (e.g., Dressler, 1980a) and this does influence the statistics of our cluster sample compared with the field. According to Condon (1989), for example, the space density of star-forming field galaxies with $`L_{1.4}10^{20}`$$`10^{21}`$ W Hz<sup>-1</sup> is at least an order of magnitude larger than that of early-type (AGN) galaxies. However, the galaxy population in A2877, like other nearby clusters, is dominated by early types. The absence of a statistically significant difference between our cluster sample and the SJK early-type galaxy sample suggests that at least in A2877 the power of the radio sources are not influenced by the cluster. The few late-type galaxies positively classified in A2877 and detected in the radio appear to have properties (such as FIR emission) analogous to comparable field galaxies. For these objects it has been possible to estimate star formation rates from the 1.4 GHz and H$`\alpha `$ luminosities. The estimates of H$`\alpha `$ luminosity derived from EW measurements predict SFRs higher than the radio, and those from flux calibrated spectra systematically lower. This may be the result of two effects. First, the EW measurements yield an H$`\alpha `$ luminosity based on the R-band luminosity for the whole galaxy, which may well overestimate the true value in low SFR galaxies (c.f. Cram et al., 1998, their Figure 1). Second, the flux calibrated spectra are sampling only a small portion of these galaxies, and not necessarily the region containing current star formation. The presence of any extinction would serve to lower these luminosities even further. Hence it is unsurprising that the SFRs implied from these luminosities are significantly lower than that deduced from the radio (and the FIR). These results are not inconsistent with the large scatter revealed by Cram et al. (1998), although the systematic underestimates are uncharacteristic of the trend they observe at low star formation rates. ## 5 Conclusion We have detected 1.4 GHz emission from 15 galaxies confirmed as members of the cluster A2877. For 2 of these, the radio emission is likely to be due to star formation processes, with star formation rates of 1.3 and $`0.08M_{}`$yr<sup>-1</sup>. One source (PDF J010946.5$``$454657) is probably a Seyfert 2, and in a further 5 galaxies both AGN and star formation processes may be contributing to the detected radio emission. Of the remaining 7 galaxies, 6 show only absorption features in their spectra, typical of evolved stellar populations, and one has no spectrum available. Our deep survey has allowed us to probe radio luminosities at the distance of the cluster to the same depth as that reached by Sadler et al. (1989) in the field, albeit with far fewer numbers in our sample. The fraction and luminosity distribution of radio sources in the early-type galaxies in A2877 is indistinguishable from the properties of field galaxies of the same type. We do, however, find two examples in which the presence of companions might play a role in the radio emission. Whether this is a special characteristic of the cluster environment, however, we cannot say. None of the radio-detected galaxies in the cluster show evidence for strong morphological distortion. Interactions between galaxies and detectable dwarf companions do not appear to be necessary to excite radio emission, although in specific cases such interactions may still occur, with PDF J011047.2$``$454701 being one potential example. This research has made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, California Institute of Technology, under contract with the National Aeronautics and Space Administration. The Digitized Sky Survey was produced at the Space Telescope Science Institute under US Government grant NAG W-2166. AMH and LEC acknowledge financial support from the Australian Research Council and the Science Foundation for Physics within the University of Sydney. JMA gratefully acknowledges support in the form of a scholarship from Fundação para a Ciência e a Tecnologia through Programa Praxis XXI. The Australia Telescope is funded by the Commonwealth of Australia for operation as a National Facility managed by CSIRO. ## Appendix A Abell 2877 Abell 2877 was catalogued by Dressler (1980b) as DC0107$``$46. It is the richer half of a pair of clusters, DC0107$``$46 and DC0103$``$47 (see also Caldwell & Rose, 1997). Other names for the cluster include AM 0107-461, SCL 018 NED05, APM 010740.1-461028 (Dalton et al., 1994), and EXSS 0107.6-4610. A2877 is Abell-type R (regular). It has a prominent central cD galaxy and thus is Bautz-Morgan type I (Bautz & Morgan, 1970). The cluster lies at a redshift of $`z=0.0241`$ (distance class 2), and is “poor”, having a richness class R=0 (Abell et al., 1989). A2877 shows evidence of substructure (Malumuth et al., 1992; Girardi et al., 1997), as do about a third of galaxy clusters (Girardi et al., 1997). The cluster is an X-ray source with a temperature of $`T_X3.5`$keV (David et al., 1993); it shows no evidence for a cooling flow (e.g., White et al., 1997). Girardi et al. (1998) estimate a virial radius of $`R_{\mathrm{vir}}1.8h^1`$Mpc, a velocity dispersion of $`\sigma 900`$kms<sup>-1</sup>, and a corrected virial mass of $`M_{\mathrm{CV}}5\times 10^{14}h^1M_{}`$.
warning/0001/hep-lat0001028.html	ar5iv	text	# Towards a Many-Body Treatment of Hamiltonian Lattice 𝑆⁢𝑈⁢(𝑁) Gauge Theory ## 1 Introduction Strongly interacting gauge-field theories, where perturbation theory is of no help, have been a long-standing problem. The theory of strong interactions, quantum-chromodynamics (QCD), is probably the most well-known theory of this type. This paper is concerned with one approach to such problems, the Hamiltonian description of the lattice version of gauge-field theory (LGFT). For most investigations in this area this is not the method of choice; the majority of calculations on such theories are done within the Lagrangian formalism. The main reason for this is the fact that, at least in principle, the Lagrangian method is elegant and simple. It is based on a path-integral approach to the imaginary-time propagation. Much work has been done to improve the accuracy of the Monte Carlo method used in the numerical implementation of the Lagrangian approach, further increasing the viability of the method. Thus, anyone wishing to pursue a different path needs first to build a strong case for the merits of their approach. For the form of the Hamiltonian approach we shall consider in this paper we see four important advantages: 1. The Lagrangian approach, being based on an imaginary time evolution, does not allow easy access to the vacuum wave functional. By contrast, in the Hamiltonian approach such a wave functional is at the core of the calculation, and we cannot avoid to calculate it. Once the vacuum wave functional is known, most properties of theories such as QCD, like confinement and chiral symmetry breaking, should follow automatically. 2. Time-dependent phenomena can only be discussed in a real time (Hamiltonian) setting. 3. The physical interpretation of the variables is more transparent. For example, electric and magnetic operators have their classical meaning. 4. The Hamiltonian approach can studied not only with numerical, but also with analytical techniques, so we can study low-lying excitations with a harmonic approximation and we can disentangle the dependence of observables on the parameters in the approximation. These advantages are accompanied by important disadvantages. Due to the fact that the Hamiltonian requires a quantisation plane to be defined, we lose the manifest Lorentz symmetry, that arises so naturally in the Lagrangian approach. In the full solution to the Hamiltonian problem this should be recovered, but approximations can introduce spuriosities. Furthermore we have to fix the gauge, and the degrees of freedom in the Hamiltonian formulation of the theory will then naturally depend on the choice of gauge. The issue of gauge fixing is a rather non-trivial exercise, as we shall see in this paper. We shall first, in Sec. 2, give a short introduction to our version of lattice gauge theory. In Sec. 3 we then discuss how we can use the idea of a maximal tree to define a fully gauge-fixed Hamiltonian, which is derived in an explicit form. In Sec. 4 we discuss those constraints relating the trace of powers of $`SU(N)`$ matrices, and we define a symbolic method to construct eigenvalues of the electric energy operator, which should be useful in any approach to Hamiltonian LGFT. We then study the one plaquette problem in Sec. 5, first in its generality, showing how we can derive a simple $`N`$-fermion problem equivalent to the $`SU(N)`$ one-plaquette problem. We discuss both the weak-coupling (harmonic) and the large-$`N`$ limits. Explicit results for the one plaquette spectra as function of the coupling constant are shown for $`U(1)`$, and $`SU(N)`$ LGFT’s, with $`2N5`$. Finally we discuss the results and future directions in Sec. 7. ## 2 Hamiltonian lattice gauge theory The degrees of freedom in a gauge theory, such as electromagnetism, can be divided into two sets. The first set consists of the charges and currents in the system together with the associated static electric and magnetic fields. The second set contains the electromagnetic waves. However, since a charge in a moving frame is a current, relativistic coordinate transformations mix electric and magnetic variables. Moreover, since the velocity of electromagnetic waves is constant, the two polarisation directions, perpendicular to the propagation direction, also undergo complicated transformations under a change of frame. Therefore a relativistically invariant formulation of electromagnetism is very useful. As is well known, the Lagrangian of electromagnetism, without static sources, $$=\frac{1}{2}\underset{i=1}{\overset{3}{}}(E_i^2B_i^2),$$ (1) can be formulated in terms of a covariant four-vector potential $`A_\mu `$ as $$=\frac{1}{4}(_\mu A_\nu _\mu A_\nu )^2,$$ (2) where $`B_i=ϵ_{ijk}_jA_k`$ and $`E_i=_iA_0_0A_i`$. We use a notation in which roman indices $`i,j,k,\mathrm{}`$ run over the spatial, while greek indices $`\mu ,\nu ,\mathrm{}`$ run over the values $`0,1,2,\mathrm{},D`$, where $`D`$ is the number of space dimensions and the temporal axis has index 0. The introduction of the vector potential, or gauge field, serves a number of purposes. Firstly, since the gauge field transforms as a vector, the Lagrangian is now manifestly relativistically invariant. Secondly, it is formulated in terms of canonical variables $`A_\mu `$ and $`_0A_\mu `$ which should make quantisation more straightforward; and thirdly, the two constraints for the electric and the magnetic fields, the source-free Maxwell equations $`_iB_i=0`$ and $`_0B_i=ϵ_{ijk}_jE_k`$, are automatically satisfied. The price we pay for this is the appearance of superfluous degrees of freedom, the gauge, and an entanglement of the sources giving rise to these variables. The original Abelian gauge theory of electromagnetism was extended by Yang and Mills using gauge fields of more complicated structure, including internal degrees of freedom. This generates self-interactions since the gauge fields do not commute, but are chosen to obey the commutation relations of a specific Lie algebra. We shall concentrate on a gauge-field Lagrangian where the field $`𝑨_\mu `$ is an element of the Lie algebra $`su(N)`$, $$=\frac{1}{2g^2}\mathrm{Tr}[𝑭_{\mu \nu }𝑭^{\mu \nu }].$$ (3) Here the field tensor is the skew-Hermitian matrix $`𝑭_{\mu \nu }_\mu 𝑨_\nu _\nu 𝑨_\mu i[𝑨_\mu ,𝑨_\nu ]`$, and the field variable $`𝑨_\mu `$ is an element of the algebra, conveniently parametrised as $$𝑨_\mu g\frac{1}{2}\lambda ^aA_\mu ^a.$$ (4) The $`\lambda ^a`$ are the $`N^21`$ generators of the Lie algebra, satisfying the commutation relations $$[\lambda ^a,\lambda ^b]=2if^{abc}\lambda ^c.$$ (5) The index $`a`$ thus runs from $`1`$ to $`N^21`$. The $`\lambda ^a`$ can be represented by traceless $`N\times N`$ matrices, normalised such that their squares have trace 2, as can be seen from the anticommutation relations $$\{\lambda ^a,\lambda ^b\}=2d^{abc}\lambda ^c+\frac{4}{N}\delta _{ab}I.$$ (6) In Eq. (4) we have absorbed the coupling constant $`g`$ in the field $`𝑨_\mu `$, so that we can interpret the fields geometrically, since the field tensor is now the curvature that follows from the covariant derivative $$𝒅_\mu _\mu i[𝑨_\mu ,],$$ (7) i.e., $$[𝒅_\mu ,𝒅_\nu ]=[𝑭_{\mu \nu },].$$ (8) As we are interested in the Hamiltonian, we perform the standard equal-time quantisation and reformulate the Lagrangian in generalised electric and magnetic fields. This is strictly speaking a 3-dimensional result, since this interpretation requires the use of three-dimensional algebra. We shall nonetheless use the result below for other dimensions as well. We find $$=\frac{1}{g^2}\mathrm{Tr}\left[\underset{k=1}{\overset{D}{}}(𝑬_k^2𝑩_k^2)\right],$$ (9) where $`𝑩_i=\frac{1}{2}ϵ_{ijk}𝑭_{jk}`$ and $`𝑬_i=𝑭_{i0}`$. Since we wish to impose the temporal gauge $`𝑨_0=0`$, we separate the Hamiltonian in two parts, thereby isolating the $`𝑨_0`$ dependent part: $$=\frac{1}{g^2}\mathrm{Tr}\left[\underset{k=1}{\overset{D}{}}(𝑬_k^2𝑩_k^2)\right]_{𝑨_0=0}+\frac{1}{g^2}\mathrm{Tr}[𝑨_0𝓖+𝑨_0𝓧(𝑨_0)],$$ (10) where we added a total divergence. The function $`𝓧`$ is second order in $`𝑨_0`$ and does not contribute to the equations of motion, or the constraint equations in the temporal gauge ($`𝑨_0=0`$) discussed below. Since the time-derivative of $`𝑨_0`$ does not occur in the Lagrangian, the (Lagrangian) extremal action variational principle leads to an equation of motion for $`𝑨_0`$ that is a time-independent algebraic equation, which shows that the $`𝑨_0`$ takes on a time-independent constant value. This set of equations (one for each colour index) are the non-Abelian analogue of the Gauss’ law constraint, which in the absence of colour charges take the simple form $$𝒢^a(𝐱)=0,$$ (11) where $$𝒢^a(𝐱)=\underset{i=1}{\overset{D}{}}[_iE_i^a(𝐱)+gf^{abc}A_i^b(𝐱)E_i^c(𝐱)]=\underset{i=1}{\overset{D}{}}𝒅_iE_i^a.$$ (12) The components of the fields can be obtained via the relation $$A_\mu ^a=\frac{1}{g}\mathrm{Tr}[𝑨_\mu \lambda ^a],E_\mu ^a=\frac{1}{g}\mathrm{Tr}[𝑬_\mu \lambda ^a].$$ (13) The constraints obey the same commutation relations as the generators of the gauge group. Thus Gauss’ law cannot be implemented as a strict operator condition as it leads to contradictions, since the non-commuting constraints cannot all be diagonalised simultaneously. However, within the physical (in this case colourless) subspace defined by $$𝒢^a(𝐱)\|\mathrm{Phys}=0,$$ (14) no such problem arises, since the eigenvalue of the commutators is also $`0`$. The space of states consists of wave functionals, which are functionals taking values on the $`SU(N)`$ group manifold. We find $`N^21`$ functional conditions on each wave functional, consisting of functions on the group manifold at each space point. As is well known, quantisation of problems involving redundant degrees of freedom (i.e., where some of the equations of motion are constraints) is quite involved. The two main techniques used are Dirac and BRS quantisation, and they require a large amount of additional analysis. For more details one can consult the seminal work by Dirac , as well as Refs. . If we are able to work within the physical subspace only, one can ignore these formal problems and define the quantisation of the canonical momenta $`\mathrm{\Pi }_i^a=_0A_a^i`$ by $$\mathrm{\Pi }_i^a(𝐱)=\widehat{E}_i^a=i\frac{\delta }{\delta A_i^a(𝐱)},$$ (15) which involves a functional derivative with respect to the field variables. Since $`A_0^a`$ is not dynamical, we cannot associate a canonical momentum with it. We therefore use the temporal gauge, $`A_0^a=0`$, which leaves us with residual gauge freedom $`\mathit{\varphi }(𝐱)`$ independent of the time coordinate, i.e., under the transformation $`{}_{}{}^{\mathit{\varphi }}𝑨_{\mu }^{}(𝐱)`$ $`=`$ $`\mathit{\varphi }(𝐱)𝑨_\mu (𝐱)\mathit{\varphi }^1(𝐱)+i[_\mu \mathit{\varphi }(𝐱)]\mathit{\varphi }^1(𝐱),`$ (16) $`{}_{}{}^{\mathit{\varphi }}𝑭_{\mu \nu }^{}(𝐱)`$ $`=`$ $`\mathit{\varphi }(𝐱)𝑭_{\mu \nu }(𝐱)\mathit{\varphi }^1(𝐱),`$ (17) where $`\mathit{\varphi }SU(N)`$, the Lagrangian is invariant. ### 2.1 Discretisation Field theories suffer from singularities, both in the infrared and ultraviolet limits. In many interesting cases, such as QCD , these are renormalisable. Rather than dealing directly with the continuum, we shall regularise the problem by introducing a simple hypercubic lattice in the $`D`$-dimensional space, with lattice spacing $`a`$. Since we are pursuing a Hamiltonian approach, time will remain continuous. In this paper we shall concentrate on pure gauge theory, without explicit charges (i.e., quarks). In this case the systems is described by a set of gauge fields $`A_i^a`$ at each point of the $`D`$-dimensional lattice. It looks like these could in principle carry $`D(N^21)`$ degrees of freedom, as the group $`SU(N)`$ has $`N^21`$ generators $`\lambda ^a`$. However, even after restricting the gauge fields by imposing the temporal gauge $`𝑨_0=0`$, the Lagrangian is still invariant under a limited set of gauge transformations that do not violate the temporal constraint. Thus the apparent number of degrees of freedom is still larger than that required to specify the dynamics uniquely. These superfluous degrees of freedom arise since we have not fully exploited the Gauss’ law constraints. In order to analyse this problem fully we first investigate the structure of the Hamiltonian on the lattice. The gauge fields $$𝑨_i=g\frac{1}{2}\underset{a=1}{\overset{N^21}{}}\lambda ^aA_i^a,$$ (18) are Hermitian, since $`\lambda ^a`$ is Hermitian. In the Schrödinger (wave function) representation the effect of these fields can be incorporated as a non-Abelian change of phase of the wave function between different points, a simple generalisation of the Aharonov-Bohm effect in QED. This geometric interpretation can be represented by a group element, a unitary transformation summing all the small phase changes along the path connecting the two points, $$U(𝐱_1,𝐱_2)P\mathrm{exp}\left\{i_{𝐱_1}^{𝐱_2}𝑨_\mu (𝐱)𝑑x^\mu \right\},$$ (19) where we have introduced a path-ordered product, denoted by $`P`$, since the quantities $`𝑨_\mu (𝐱)`$ for different values of $`𝐱`$ are non-commuting matrices. In practice we will only use this unitary transformation (which for obvious reasons is also called a parallel transporter) on a link between two nearest-neighbour lattice points $`𝐢`$ and $`𝐣`$ where $`𝐚_\mu =𝐱_𝐢𝐱_𝐣`$ is a primitive lattice vector in the direction $`\mu `$ (we shall use the bracket notation $``$ to denote nearest-neighbour pairs) $`U_{\mathrm{𝐢𝐣}}`$ $`=`$ $`P\mathrm{exp}\left\{i{\displaystyle _{𝐱_𝐢}^{𝐱_𝐣}}𝑨_\mu (𝐱)𝑑x^\mu \right\}\mathrm{exp}\left\{ia_\mu \overline{𝑨}_\mu (𝐱_{\mathrm{𝐢𝐣}})\right\},`$ (20) $`U_{\mathrm{𝐣𝐢}}`$ $`=`$ $`\mathrm{exp}\left\{ia_\mu \overline{𝑨}_\mu (𝐱_{\mathrm{𝐢𝐣}})\right\}=U_{\mathrm{𝐢𝐣}}^{}.`$ (21) In Eq. (20) we have defined $`\overline{𝑨}_\mu `$ at the midpoints of the link, $$𝐱_{\mathrm{𝐢𝐣}}=\frac{1}{2}(𝐱_𝐢+𝐱_𝐣).$$ (22) Since $`𝑨_\mu `$ is an element of the $`su(N)`$ Lie algebra, $`U`$ is a $`SU(N)`$ matrix, and satisfies $`U^1=U^{}`$ and $`detU=1`$. The quantity $`\overline{𝑨}_\mu (𝐱_{\mathrm{𝐢𝐣}})`$ is a geometrical average of $`𝑨_\mu `$ along the link $`\mathrm{𝐢𝐣}`$ in direction $`\mu `$. Since all future discussions will only concern this averaged field, we suppress the bar from here onwards. The four links around a primitive square (usually called plaquette) on the lattice will give, when we take the trace, the simplest gauge-invariant quantity on the lattice, and for that reason is often used in lattice problems. As an example we take a plaquette in the $`xy`$ plane, $`(0,0)(a_x,0)(a_x,a_y)(0,a_y)(0,0)`$, see Fig. 1. This leads to (the notation $`𝐚_i`$ is used as a shorthand for $`a_i`$ times a unit vector in the direction $`i`$) $`U_{\mathrm{}}`$ $`=`$ $`e^{ia_x𝑨_x(𝐚_x/2)}e^{ia_y𝑨_y(𝐚_x+𝐚_y/2)}e^{ia_x𝑨_x(𝐚_y+𝐚_x/2)}e^{ia_y𝑨_y(𝐚_y/2)}`$ (23) $`=`$ $`\mathrm{exp}\{ia_xa_y(\mathrm{\Delta }_y𝑨_x(𝐦)\mathrm{\Delta }_x𝑨_y(𝐦)[𝑨_x(𝐦),𝑨_y(𝐦)])+𝒪(a^3\},`$ where $`𝐦=(𝐚_x+𝐚_y)/2`$ is the centre of the plaquette, and we have assumed that both $`a_x`$ and $`a_y`$ are of order $`a`$. We have used the Campbell-Baker-Hausdorff formula to combine the exponentials, $$\mathrm{exp}(A)\mathrm{exp}(B)=\mathrm{exp}\left\{A+B+\frac{1}{2}[A,B]+\frac{1}{12}[A,[A,B]]+\frac{1}{12}[[A,B],B]+\mathrm{}\right\}.$$ (24) The operator $`\mathrm{\Delta }_i`$ is the lattice derivative, defined as $$\mathrm{\Delta }_i𝑨_j(𝐦)=\frac{𝑨_j(𝐦+𝐚_i/2)𝑨_j(𝐦𝐚_i/2)}{a_i}.$$ (25) Eventually we find, using $`a_x=a_y=a`$, $$U=e^{a^2i𝑭_{xy}+𝒪(a^3)}.$$ (26) We would like to associate the trace of $`U`$ with a lattice version of the QCD Lagrangian. The requirement is that in the $`a0`$ limit the Lagrangian becomes the continuum one. Thus we must analyze the expansion of the trace. If we expand $`U_{\mathrm{}}`$ in a Taylor series in $`a`$, we find that the $`a^2`$ and $`a^3`$ terms are traceless, and so are all the terms of the order $`a^4`$ except for the term $`i(𝑭_{xy})^2`$. Thus it seems natural to define $`\mathrm{Tr}U_{\mathrm{}}`$ as the lattice potential. Unfortunately, this is a complex quantity, and we need to combine it with its complex conjugate to get a real result, $$\frac{1}{2a^4g^2}\mathrm{Tr}[𝑭_{xy}𝑭_{xy}]=\frac{1}{2a^4g^2}\mathrm{Tr}[2U_{\mathrm{}}U_{\mathrm{}}^1]+𝒪(a).$$ (27) Clearly this approaches the continuum result as $`a0`$. This is the one-plaquette contribution to the magnetic part of the Wilson action . In a Hamiltonian formalism we need to construct canonical momenta. The natural choice is the differential realisation of the generators at each lattice point (i.e., the generalised angular momentum operators for the group $`SU(N)`$). These act naturally on the original lattice variables $`𝑨_\mu (𝐱_𝐢)`$, but as stated above we really would like to formulate the problem in terms of link variables $`U_{\mathrm{𝐢𝐣}}`$. Using the definition of $`U_{\mathrm{𝐢𝐣}}`$ as a path-ordered product, Eq. (19), we find that the action of the momenta, conventionally called electric fields $`E`$, is given by $`E_\mu ^a(𝐱_𝐢)U_{\mathrm{𝐢𝐣}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\lambda ^aU_{\mathrm{𝐢𝐣}},`$ $`E_\mu ^a(𝐱_𝐢)U_{\mathrm{𝐣𝐢}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}U_{\mathrm{𝐣𝐢}}\lambda ^a,`$ (28) where $`𝐣=𝐢+𝐞_\mu `$, so $`\mu `$ must point along the link $`\mathrm{𝐢𝐣}`$ in the positive direction. The second relation follows from the Hermitian conjugation. This can also be written as a differential operator acting on the link-averaged gauge fields $`A_\mu ^a(𝐱_{\mathrm{𝐢𝐣}})`$, $$E_\mu ^a(x_𝐢)=\frac{i}{a_\mu }\frac{\delta }{\delta A_\mu ^a(𝐱_{\mathrm{𝐢𝐣}})}\delta _{𝐱_𝐣𝐱_𝐢,𝐚_\mu }.$$ (29) We shall also use the notation $`E_{\mathrm{𝐢𝐣}}^a`$ for this same operator. Ignoring problems with overcompleteness, we can derive the Kogut-Susskind Hamiltonian, $`H_{\mathrm{KS}}`$ $`=`$ $`{\displaystyle \frac{g_t^2}{2a^{D2}}}\left({\displaystyle \underset{𝐢,\mu }{\overset{Dn^D}{}}}{\displaystyle \underset{a=1}{\overset{N^21}{}}}E_\mu ^a(𝐱_𝐢)E_\mu ^a(𝐱_𝐢)+{\displaystyle \frac{1}{g_t^3g_sa^{62D}}}{\displaystyle \underset{\mathrm{𝐢𝐣}}{\overset{\frac{1}{2}D(D1)n^D}{}}}\mathrm{Tr}[2U(𝐦_{𝐢,k,l})U^1(𝐦_{𝐢,k,l})]\right)`$ (30) $`=`$ $`{\displaystyle \frac{g_t^2}{2a^{D2}}}\left(H_E+{\displaystyle \frac{1}{g_t^3g_sa^{62D}}}H_M\right),`$ where $`n`$ is the length of the lattice, and $`D`$ is the number of space dimensions. The quantity $`U(𝐦_{𝐢,k,l})`$ is the Wilson plaquette around the face centre $`𝐦_𝐢`$ in the directions $`k`$ and $`l`$, $$U(𝐦_{𝐢,k,l})=U_{𝐢,(𝐢+𝐚_k)}U_{(𝐢+𝐚_k),(𝐢+𝐚_k+𝐚_l)}U_{(𝐢+𝐚_k+𝐚_l),(𝐢+𝐚_l)}U_{(𝐢+𝐚_l),𝐢},$$ (31) where $`𝐦_𝐢=𝐱_𝐢+\frac{1}{2}(𝐚_k+𝐚_l)`$. We have written down the slightly more general form of Hamiltonian obtained when we realise that the coupling constants $`g_t`$ and $`g_s`$ for the spatial and time components of $`𝑨`$ can be different, since the Hamiltonian breaks manifest Lorentz invariance. In principle one has to solve a renormalisation problem to find the physical couplings that correspond to these bare ones, a problem that we shall not address in this paper. ### 2.2 Gauss’ law The constraints, Eqs. (11,12), can also be interpreted as arising from the invariance of the gauge-fixed Lagrangian under residual gauge transformations $`\mathit{\varphi }`$. Unfortunately, the result (12) is only correct for continuum theories, since it involves the field $`𝑨_\mu `$ rather than its lattice analogue $`U`$. The derivation of Gauss’ law constraints on the lattice is discussed in Ref. . The approach is based on the fact that a wave functional, which dependens on the overcomplete set of link variables, $$\mathrm{\Psi }(\{U\}),$$ (32) Should be invariant under a gauge transformation on a single lattice site, $`U_{𝐢,𝐢+e_\mu }`$ $``$ $`e^{i\mathit{\varphi }_𝐢}U_{𝐢,𝐢+e_\mu }e^{i\mathit{\varphi }_{𝐢+e_\mu }^{}}`$ (33) $`U_{𝐢e_\mu ,𝐢}`$ $``$ $`e^{i\mathit{\varphi }_{𝐢e_\mu }}U_{𝐢e_\mu ,𝐢}e^{i\mathit{\varphi }_𝐢^{}}.`$ (34) The invariance can be written in terms of generators as $$\mathrm{exp}\left[i\varphi ^a\underset{\mu }{\overset{D}{}}(E_{i,\mu }^aE_{i,\mu }^{(L)})\right]\mathrm{\Psi }(\{U\})=0,$$ (35) where $`E^{(L)a}`$ are the left-handed generator for $`SU(N)`$, $$E_{𝐢,\mu }^{(L)a}U_{𝐢e_\mu ,𝐢}=U_{𝐢e_\mu ,𝐢}\left(\frac{1}{2}\lambda ^a\right),$$ (36) which give rise to the right-multiplication in Eq. (34). From the infinitesimal from of Eq. (35 we find the lattice form of the Gauss’ law, $$\underset{\mu }{\overset{D}{}}(E_{i,\mu }^aE_{i,\mu }^{(L)})\mathrm{\Psi }(\{U\})=0.$$ (37) It is easy to show that $`E_{𝐢,\mu }^{(L)a}`$ $`=`$ $`D_{ab}(U_{𝐢e_\mu ,𝐢})E_{𝐢,\mu }^a,`$ (38) $`D_{ab}(U)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}\left[U\lambda ^aU^{}\lambda ^b\right],`$ (39) $`[E_{𝐢,\mu }^{(L)a},E_{𝐢,\mu }^{(L)b}]`$ $`=`$ $`2if^{abc}E_{𝐢,\mu }^{(L)c}.`$ (40) We thus find the lattice version of the Gauss’ law generators $$G_{𝐢,\mu }^a=(E_{𝐢,\mu }^aD_{ab}(U_{𝐢e_\mu ,𝐢})E_{𝐢e_\mu ,\mu }^a).)$$ (41) In the limit that the lattice spacing vanishes this simplifies to the original Gauss’ law generator, Eq. (12). From Eq. (41) we see that we can define a covariant lattice derivative, which takes the matrix form $$𝑫_{𝐢,𝐣,\mu }=\delta _{𝐢+e_\mu ,𝐣}D_{ab}(U_{𝐢e_\mu ,𝐢})\delta _{𝐢e_\mu ,𝐣}.$$ (42) This construction of the Gauss’ law makes it clear why it is so attractive to work with functions of traces of the product of $`U`$ along closed loops (Wilson loops), since those varaibles are automatically gauge invariant. Thus the number of constraints equals the number of group generators times the number of sites, and the number of degrees of freedom equals the number of generators times the number of links. The number of unconstrained degrees of freedom is clearly the latter number minus the former. As shown in Table 1, for one and two space dimensions, in the limit of infinite extent, this is exactly the number of plaquettes times the number of gauge degrees of freedom. This is not true in higher dimensions, and we shall have to do some more work to get around this problem. Another interpretation of this procedure is that Gauss’ law fixes the longitudinal electric field. This field is a direct consequence of the charge density distribution in the system. Since we will work in the colourless sector, the longitudinal field is zero, in agreement with our results above. ## 3 Explicit Hamiltonian The link variables are a sufficient set of variables, and, when combined in closed contours, they are gauge invariant. This means that projections on the colour-neutral sector by integration over the gauge group, as seen in many Lagrangian lattice gauge approaches to the problem, have no effect. The price we have paid for the Hamiltonian approach is the breaking of explicit Lorentz invariance, and the problem of determining the physical subspace. It is also easy to see that the collection of all possible contour variables form an overcomplete set. It can be shown explicitly that there are relations between different combinations of contours, and also between contours winding a different number of times around the same path. For a systematic Hamiltonian approach, we want to define an exactly complete (i.e., neither overcomplete nor incomplete) set of variables, and we must know the effect of the electric and magnetic operators upon these variables. Part of the overcompleteness is due to the fact that we still have residual gauge degrees of freedom. Therefore we shall fix of all attempt to fix the gauge fully. Some natural choices, such as Coulomb and maximal Abelian gauges , are not suited to a Hamiltonian approach. The Coulomb gauge is highly non-local, which makes localised approximation hard to construct, and the maximal-Abelian gauge requires a diagonalisation procedure for each value of the field, not an attractive procedure in an operatorial approach. The Coulomb gauge was applied in the Hamiltonian framework by Christ and Lee , but that approach has not shed any light on the properties of QCD. Inspired by initial work of Müller and Rühl , and Bronzan , we shall use a maximal-tree gauge where we gauge-fix a maximal number of links, which leaves a complete set of variables in the Hamiltonian. We combine these link variables to form closed contours, which is useful in the absence of colour charges. This is still not enough, since another form of overcompleteness creeps in related to the number of degrees of freedom in traces of $`SU(N)`$ matrices. In the next section, Sec. 4, we investigate the question of what conditions exist among different trace variables. ### 3.1 Conditions on variables As in electromagnetism the magnetic field should be divergenceless. This is a direct consequence of the skew-symmetry of the field tensor, $$\underset{i}{\overset{D}{}}𝑫_i(𝐦)𝑩_i(𝐦)=0,$$ (43) which follows from the Jacobi identity concerning the vanishing of the sum over all cyclic permutations of the double commutator $`_{\mathrm{cyclic}}[𝑫_i,[𝑫_j,𝑫_k]]=0`$. Therefore the magnetic flux through a closed surface should be zero. Since we have contours and more than one component of the magnetic field in non-Abelian $`SU(N)`$ gauge theory, similar relations can be derived for arbitrary contours $`\alpha `$. In order to combine the magnetic flux through a set of contours we define $`W_\alpha ^0`$ $``$ $`\mathrm{Tr}[U_\alpha ],`$ (44) $`W_\alpha ^a`$ $``$ $`\mathrm{Tr}[\lambda ^aU_\alpha ].`$ (45) The set $`\{W_\alpha ^0,W_\alpha ^a\}`$ which uniquely determines $`U_\alpha `$, as can be seen from the decomposition $`U_\alpha =x^01+x^a\lambda ^a`$. From commuting the matrices in a trace of arbitrary length we can derive relations between contours and their decomposition in smaller contours. For example for $`SU(2)`$ where $`W_\alpha ^0`$ is real, and $`W_\alpha ^a`$ is purely imaginary we find $$\mathrm{Tr}[U_\alpha U_\beta ]+\mathrm{Tr}[U_\alpha U_\beta ^1]=\mathrm{Tr}[U_\alpha ]\mathrm{Tr}[U_\beta ].$$ (46) For a general $`SU(N)`$ we find for the trace of three matrices that $`\mathrm{Tr}[U_\alpha U_\beta U_\gamma ]\mathrm{Tr}[U_\alpha U_\gamma U_\beta ]`$ $`=`$ $`{\displaystyle \frac{i}{2}}{\displaystyle \underset{a,b,c}{}}f^{abc}W_\alpha ^aW_\beta ^bW_\gamma ^c,`$ (47) $`\mathrm{Tr}[U_\alpha U_\beta U_\gamma ]+\mathrm{Tr}[U_\alpha U_\gamma U_\beta ]`$ $`=`$ $`2{\displaystyle \frac{13N}{N^2}}\mathrm{Tr}[U_\alpha ]\mathrm{Tr}[U_\beta ]\mathrm{Tr}[U_\gamma ]`$ (48) $`+{\displaystyle \frac{1}{N}}\left(\mathrm{Tr}[U_\alpha ]\mathrm{Tr}[U_\beta U_\gamma ]+\mathrm{Tr}[U_\beta ]\mathrm{Tr}[U_\alpha U_\gamma ]+\mathrm{Tr}[U_\gamma ]\mathrm{Tr}[U_\alpha U_\beta ]\right)`$ $`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{a,b,c}{}}d^{abc}W_\alpha ^aW_\beta ^bW_\gamma ^c.`$ For the case of $`SU(2)`$ and $`SO(3)`$ these equations simplify, since in that case $`d^{abc}=0`$ and $`f^{abc}=ϵ^{abc}`$. These relations define a set of constraints, usually called “Mandelstam constraints” . Not only do relations exists among contours, but also for paths winding around the same contour more often than $`N1`$ times. These trace along such a contour can be re-expressed in terms of the first $`N1`$ trace variables, $$\mathrm{Tr}[U^n];n=1,2,\mathrm{},N1.$$ (49) So we find $$\mathrm{Tr}[U^p]=\underset{\xi }{}c_\xi \mathrm{Tr}[U]^{\xi _1}\mathrm{Tr}[U^2]^{\xi _2}\mathrm{}\mathrm{Tr}[U^{N1}]^{\xi _{N1}},$$ (50) where $`_{j=1}^{N1}j\xi _jp`$. Generally we do not need to know these relations for all values of $`p`$. If we determine the eigenstates of the electric operator the necessary relations follow. We will derive the values for $`c_\xi `$ for some useful cases in Appendix A. For $`SU(2)`$, which has only one independent trace variable $`\mathrm{Tr}[U]`$, the relations are, as can be derived from the representation, $`\mathrm{Tr}[U^1]`$ $`=`$ $`2\mathrm{cos}\varphi =\mathrm{Tr}[U],`$ (51) $`\mathrm{Tr}[U^n]`$ $`=`$ $`2\mathrm{cos}n\varphi =2{\displaystyle \underset{i=0}{\overset{\left[\frac{n}{2}\right]}{}}}\left(\begin{array}{c}n\\ 2i\end{array}\right)\left({\displaystyle \frac{\mathrm{Tr}[U]}{2}}\right)^{n2i}\left(1{\displaystyle \frac{\mathrm{Tr}[U]^2}{4}}\right)^i,`$ (52) and the lowest-order relations for $`SU(3)`$ are $`\mathrm{Tr}[U^1]`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}[U]^2{\displaystyle \frac{1}{2}}\mathrm{Tr}[U^2],`$ (53) $`\mathrm{Tr}[U^3]`$ $`=`$ $`3+{\displaystyle \frac{3}{2}}\mathrm{Tr}[U^2]\mathrm{Tr}[U]{\displaystyle \frac{1}{2}}\mathrm{Tr}[U]^3.`$ (54) ### 3.2 The gauge-fixed Hamiltonian From the counting of degrees of freedom in Table 1 we know that the set of all link variables must in general be overcomplete. Since the link variables are still one of the most attractive sets to use, we choose to fix the gauge as much as possible, based on some ideas developed by Müller and Rühl , and Bronzan and collaborators . The approach is based on fixing the gauge along the links of a maximal tree, a collection of links on the lattice which connect any two lattice sites by one and only path. $$\{U_{\mathrm{𝐢𝐣}}\}\{V_{\mathrm{𝐧𝐥}},W_{\mathrm{𝐤𝐦}}\|W\mathrm{tree},V\mathrm{tree}\}.$$ (55) These $`W`$ variables can serve as our “longitudinal electric fields”, and are determined by the gauge fixing. The links not on the tree form the base for the “magnetic variables”. However, as they stand, these variables are not invariant under local gauge transformations, which means that the wavefunction cannot depend directly on these variables, because that would contradict gauge invariance. Hence we combine them with a path over the maximal tree from and to the origin, $$X_{\mathrm{𝐢𝐣}}=W_{0,𝐢}V_{\mathrm{𝐢𝐣}}W_{0,𝐣}^1,$$ (56) see Fig. 3. In order to have a unique way of defining the links on the maximal tree, we have oriented the links on the maximal tree such that they point along the direction away from the origin, which is why an inverse appears on the far right in Eq. (56), since $`W_{0𝐢}`$ is defined as the product along the maximal tree, $$W_{0𝐢}=\underset{k=0}{\overset{\gamma (𝐢)1}{}}W_{𝐣_k𝐣_{k+1}},$$ (57) where $`\gamma (𝐢)`$ is the number of links on the maximal tree between the origin and site $`𝐢`$. Note that there is no trace in Eq. (56), and thus all the variables $`X_{\mathrm{𝐢𝐣}}`$ transform in the same way under local gauge transformations with the gauge transformation at the origin, and are invariant under all other local gauge changes. We know that when we fix the gauge we cannot fix a global gauge transformation, and we are thus led to identify this with the one at the origin. We can both use $`X_{\mathrm{𝐢𝐣}}`$ and $`X_{\mathrm{𝐣𝐢}}`$ as variables, but since these are clearly related by an inversion, we shall just use one of them. In the sum over links in the electric operator we shall also just use one order, which we choose again to be such that the link point along a branch of the maximal tree away from the origin for tree links, and such that the first non-zero component of the direction of the link is positive for the remaining ones. The electric operators $`E_{𝐢^{}𝐣^{}}^a`$ defined on every link naturally fall into two classes: those acting on the maximal tree variables $`W`$ and those acting on the variables $`V`$. Let us first look at those acting on a tree variable, and evaluate the action on a variable $`X_{𝐢,𝐣}`$. Again we distinguish two cases, since the link can be contained in either (actually even in both!) the path from $`0`$ to $`𝐢`$, or in the path from $`𝐣`$ to $`0`$. If the electric operator acts in the first part we find $`E_{𝐢^{}𝐣^{}}^aX_{𝐢,𝐣}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{\gamma (𝐢^{})1}{}}}W_{𝐣_k,𝐣_{k+1}}\left(E_{𝐢^{}𝐣^{}}^aW_{𝐢^{}𝐣^{}}\right){\displaystyle \underset{\gamma (𝐣^{})}{\overset{\gamma (𝐢)1}{}}}W_{𝐣_k,𝐣_{k+1}}V_{𝐢,𝐣}W_{0,𝐣}^1`$ (58) $`=`$ $`W_{0𝐢^{}}\left({\displaystyle \frac{1}{2}}\lambda ^aW_{𝐢^{}𝐣^{}}\right)W_{𝐣^{}𝐢}V_{𝐢,𝐣}W_{0,𝐣}^1`$ $`=`$ $`W_{0𝐢^{}}\left({\displaystyle \frac{1}{2}}\lambda ^aW_{𝐢^{}𝐣^{}}\right)W_{0𝐣^{}}^1X_{𝐢,𝐣}`$ $`=`$ $`{\displaystyle \frac{1}{2}}W_{0𝐢^{}}\lambda ^aW_{0𝐢^{}}^1X_{𝐢,𝐣}.`$ Similarly, being much less explicit, when acting on the last part of $`X`$ we have $`E_{𝐢^{}𝐣^{}}^aX_{𝐢,𝐣}`$ $`=`$ $`{\displaystyle \frac{1}{2}}X_{𝐢,𝐣}W_{0𝐢^{}}^1\lambda ^aW_{0𝐢^{}}.`$ (59) Finally the action on the non-tree variable will also lead to left-multiplication by $`\lambda ^a`$, due to our choice of ordering, and we have $`E_{\mathrm{𝐢𝐣}}^aX_{𝐢,𝐣}`$ $`=`$ $`{\displaystyle \frac{1}{2}}W_{0𝐢}\lambda ^aW_{0𝐢}^1X_{𝐢,𝐣}.`$ (60) These expressions are clearly highly suggestive of defining a new operator that leads to left or right multiplication by $`\frac{1}{2}W_{0𝐢}\lambda ^aW_{0𝐢}^1`$. Using some simple elements of representation theory, we actually know that $$W^1\lambda ^aW=\underset{b}{}D^{ab}(W)\lambda ^b,$$ (61) with $$D^{ab}(W)=\frac{1}{2}\mathrm{Tr}[W^1\lambda ^aW\lambda ^b].$$ (62) If we define a set of “intrinsic” electric operators by $$_{\mathrm{𝐢𝐣}}^aD^{ab}(W_{0𝐢})E_{\mathrm{𝐢𝐣}}^b,$$ (63) it is a matter of straightforward algebra to show that these new operators act much more simply on $`X`$, leading to a left multiplication by $`\frac{1}{2}\lambda ^a`$ if the labels on the link referred to by the electric operator occur in the same order in the product, and a right multiplication by $`\frac{1}{2}\lambda ^a`$ if it appears in inverse order. Now we make use of the unitarity of the representation functions, $$\underset{a=1}{\overset{N^21}{}}D_{ab}^{}D_{ac}=\delta _{bc},$$ (64) to show that the square of the electric operator, which is the expression that occurs in the Hamiltonian, is invariant under the transformation, $$\underset{a}{}\left(E_{\mathrm{𝐢𝐣}}^a\right)^2=\underset{a}{}\left(_{\mathrm{𝐢𝐣}}^a\right)^2.$$ (65) If we assume that the wave function can be expressed in terms of the variables $`X_{\mathrm{𝐢𝐣}}`$, we need to find the action of the sum over the whole lattice of the electric energy, proportional to the square of the electric field, on this function. Since there are two electric operators in the square, they can either both act on the same variable, or on different variables. In the first case we find contributions where $`X_{\mathrm{𝐢𝐣}}`$ is multiplied from the left with $`\frac{1}{2}\lambda ^a`$, for all electric operators along the path leading up to the site $`𝐢`$, as well as the link $`\mathrm{𝐢𝐣}`$ itself, and multiplied from the right with $`\frac{1}{2}\lambda ^a`$ back from the site $`𝐣`$ to the origin, $$\underset{𝐢^{}𝐣^{}}{}\left(_{𝐢^{}𝐣^{}}^a\right)^2X_{\mathrm{𝐢𝐣}}=\frac{1}{2}(\gamma (𝐢)+1)\lambda ^aX_{\mathrm{𝐢𝐣}}+\frac{1}{2}\gamma (𝐣)X_{\mathrm{𝐢𝐣}}\lambda ^a.$$ (66) In the second case each electric operator acts on a different variable $`X`$, $`{\displaystyle \underset{𝐢^{}𝐣^{}}{}}\left[_{𝐢^{}𝐣^{}}^aX_{\mathrm{𝐢𝐣}}\right]\left[_{𝐢^{}𝐣^{}}^aX_{\mathrm{𝐤𝐥}}\right]`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\gamma (𝐢𝐥)+\delta _{\mathrm{𝐢𝐣},\mathrm{𝐤𝐥}}\right)\lambda ^aX_{\mathrm{𝐢𝐣}}\lambda ^aX_{\mathrm{𝐥𝐦}}`$ (67) $`{\displaystyle \frac{1}{4}}\gamma (𝐢𝐦)\lambda ^aX_{\mathrm{𝐢𝐣}}X_{\mathrm{𝐥𝐦}}\lambda ^a`$ $`{\displaystyle \frac{1}{4}}\gamma (𝐣𝐥)X_{\mathrm{𝐢𝐣}}\lambda ^a\lambda ^aX_{\mathrm{𝐥𝐦}}`$ $`+{\displaystyle \frac{1}{4}}\gamma (𝐣𝐦)X_{\mathrm{𝐢𝐣}}\lambda ^aX_{\mathrm{𝐥𝐦}}\lambda ^a,`$ where the notation $`\gamma (𝐢𝐣)`$ denotes the number of links common between the maximal-tree paths from 0 to $`𝐢`$ and from 0 to $`𝐣`$. We now wish to show in what sense the variables $`X`$ are sufficient. Given a general wave function in terms of both the $`X`$ and the $`W`$ variables we investigate when this wave function lies in the colour-neutral sector. Then it has to satisfy Gauss’ law, $$𝒢^a(𝐢)\|\psi =0;𝐢0,$$ (68) which can be reformulated as a local gauge transformation generated by Gauss’ law, $$e^{i\lambda ^a𝒢^a(𝐢)}\|\psi =\|^{\lambda ^a𝒢^a}\psi =\|\psi .$$ (69) In a $`\{X,W\}`$ representation the wave function changes to $$\{X_{\mathrm{𝐤𝐣}},W_{\mathrm{𝐥𝐦}}\}\|^\mathit{\varphi }\psi =\{\mathit{\varphi }^1(0)X_{\mathrm{𝐤𝐣}}\mathit{\varphi }(0),\mathit{\varphi }^1(𝐥)W_{\mathrm{𝐥𝐦}}\mathit{\varphi }(𝐦)\}\|\psi .$$ (70) We have already identified the transformation $`\mathit{\varphi }(0)`$ as the global gauge transformation, and we are not concerned about non-invariance under these transformations. The $`W`$ variables are clearly not invariant under local gauge transformations, and a function in the physical subspace is thus seen to be a function of the $`X`$ variables only. This approach can also be identified with a gauge fixing where we set the matrices on the maximal tree links to unity, $$\{V_{\mathrm{𝐢𝐣}},W_{\mathrm{𝐤𝐥}}\}\{X_{\mathrm{𝐢𝐣}},1\},$$ (71) but we keep track of the fact that the electric fields on the gauge-fixed links still act non-trivially on the physical variables. Let us now study the effect of the global gauge transformation $`\mathit{\varphi }(0)`$, $$\|^{\mathit{\varphi }(0)}\psi =U(\mathit{\varphi })\|\psi .$$ (72) We know that a colourless wave function transforms as a singlet under global gauge transformations (i.e., it is invariant under $`\mathit{\varphi }`$). One way to make sure that the wave function satisfies this condition is to combine the $`X`$ variables in the wave function in traces, each of which transforms as a colour singlet, $$\mathrm{Tr}[X_\alpha ^p],\mathrm{Tr}[X_\alpha ^pX_\beta ^q],\mathrm{Tr}[X_\alpha ^pX_\beta ^qX_\gamma ^r],\mathrm{}.$$ (73) However, as we have seen before, this set is overcomplete; there are constraints among the different trace variables. In another approach to this problem we can relate the variables to group elements in colour space, and in the colourless sector the wave function can depend on all scalars that can be defined with these group elements. If we use the Mandelstam variables $$W_\alpha =\mathrm{Tr}[X_\alpha ];W_\alpha ^a=\mathrm{Tr}[\lambda ^aX_\alpha ],$$ (74) we find that there must be a constraint among them, as there are only $`N^21`$ independent degrees of freedom. Any unitary matrix $`V=(𝐯_1,𝐯_2,\mathrm{},𝐯_N)SU(N)`$ has $`2N^2`$ degrees of freedom satisfying $`N^2+1`$ constraints ($`detV=1`$, $`\overline{𝐯}_i𝐯_j=\delta _{ij}`$). Although the number of degrees of freedom equals the number $`W_\alpha ^a`$’s, the constraint do not fully fix the additional degree of freedom $`(W_\alpha )`$, which can take on several discrete values, corresponding to discrete gauge transformations. For example, $`SU(2)`$ can be represented by a unit vector on the four-dimensional sphere. In this case the discrete gauge transformation is the sign of $`W_\alpha ^0`$, which determines whether the vector is on the positive or the negative hemisphere. We shall study an approach to these problems in the next section. We shall close this section by making a particular choice of maximal tree, and defining the Hamiltonian within the physical subspace explicitly, in a recursive way. First of all (for $`D=3`$) we choose all links on the $`x`$-axis for $`y=z=0`$, all the links in the $`y`$-direction for $`z=0`$, and all links in the $`z`$ direction, as in Fig. 2. In a more mathematical notation the maximal tree can be defined as the union $$\{[(i_x,0,0)(i_x+1,0,0)];[(i_x,i_y,0)(i_x,i_y+1,0)];[(i_x,i_y,i_z)(i_x,i_y,i_z+1)]\}.$$ (75) The overlap of two paths is given by $$\gamma (𝐢𝐣)=\mathrm{min}(i_x,j_x)+\delta _{i_xj_x}\mathrm{min}(i_y,j_y)+\delta _{i_xj_x}\delta _{i_yj_y}\mathrm{min}(i_z,j_z).$$ (76) We start from the ($`D=3`$) Kogut-Susskind Hamiltonian, Eq. (30), and let it act on a function of the $`X`$ variables. For the electric part we have $`H_E`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{𝐤𝐥},\mathrm{𝐢𝐣}\text{tree}}{}}{\displaystyle \underset{a}{}}\{\gamma (𝐤𝐢)\left[\lambda ^aX_{\mathrm{𝐤𝐥}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐤𝐥}}}}\right]\left[\lambda ^aX_{\mathrm{𝐢𝐣}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right]`$ (77) $`\gamma (𝐥𝐢)\left[X_{\mathrm{𝐤𝐥}}\lambda ^a{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐤𝐥}}}}\right]\left[\lambda ^aX_{\mathrm{𝐢𝐣}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right]`$ $`\gamma (𝐤𝐣)\left[\lambda ^aX_{\mathrm{𝐤𝐥}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐤𝐥}}}}\right]\left[X_{\mathrm{𝐢𝐣}}\lambda ^a{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right]`$ $`+\gamma (𝐥𝐣)\left[X_{\mathrm{𝐤𝐥}}\lambda ^a{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐤𝐥}}}}\right]\left[X_{\mathrm{𝐢𝐣}}\lambda ^a{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right]\}`$ $`+{\displaystyle \frac{1}{4}}{\displaystyle \underset{\mathrm{𝐢𝐣},a}{}}\left[\lambda ^aX_{\mathrm{𝐢𝐣}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right]\left[\lambda ^aX_{\mathrm{𝐢𝐣}}{\displaystyle \frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}}\right],`$ where the functional derivative combined with the matrix $`\lambda ^a`$ is meant to denote the insertion of $`\lambda ^a`$ at a position where the variable occurs, e.g., $$\left[\lambda ^aX_{\mathrm{𝐢𝐣}}\frac{\delta }{\delta X_{\mathrm{𝐢𝐣}}}\right]f(X_{𝐢^{}𝐣^{}}^p)=\delta _{\mathrm{𝐢𝐢}^{}}\delta _{\mathrm{𝐣𝐣}^{}}\left(f^{}(\lambda ^aX_{\mathrm{𝐢𝐣}}^p)+f^{}(X_{\mathrm{𝐢𝐣}}\lambda ^aX_{\mathrm{𝐢𝐣}}^{p1})+\mathrm{}+f^{}(X_{\mathrm{𝐢𝐣}}^{p1}\lambda ^aX_{\mathrm{𝐢𝐣}})\right).$$ (78) In the magnetic part we can set all of the links on the maximal tree to unity, $`H_M`$ $`=`$ $`{\displaystyle \underset{\text{plaquette}}{}}\mathrm{Tr}[2U_{\mathrm{plaquette}}U_{\mathrm{plaquette}}^1]_{U_{\mathrm{tree}}1}`$ (79) $`=`$ $`{\displaystyle \underset{i}{}}\mathrm{Tr}\left[2X_{(i,1,0)(i+1,1,0)}X_{(i,1,0)(i+1,1,0)}^1\right]`$ $`+{\displaystyle \underset{i,j1}{}}\mathrm{Tr}\left[2X_{(i,j,0)(i+1,j,0)}X_{(i,j+1,0)(i+1,j+1,0)}^1X_{(i,j+1,0)(i+1,j+1,0)}X_{(i,j,0)(i+1,j,0)}^1\right]`$ $`+{\displaystyle \underset{i,j,k}{}}\mathrm{Tr}\left[2X_{(i,j,k)(i+1,j,k)}X_{(i,j,k+1)(i+1,j,k+1)}^1X_{(i,j,k+1)(i+1,j,k+1)}X_{(i,j,k)(i+1,j,k)}^1\right]`$ $`+{\displaystyle \underset{i}{}}\mathrm{Tr}\left[2X_{(i,0,1)(i+1,0,1)}X_{(i,0,1)(i+1,0,1)}^1\right]`$ $`+{\displaystyle \underset{\begin{array}{c}i,j,k\\ (j,k)(0,1)\end{array}}{}}\mathrm{Tr}\left[2X_{(i,j,k)(i,j+1,k)}X_{(i,j,k+1)(i,j+1,k+1)}^1X_{(i,j,k+1)(i,j+1,k+1)}X_{(i,j,k)(i,j+1,k)}^1\right]`$ $`+{\displaystyle \underset{i,j}{}}\mathrm{Tr}\left[2X_{(i,j,1)(i,j+1,1)}X_{(i,j,1)(i+1,j+1,1)}^1\right]`$ $`+{\displaystyle \underset{i,j,k}{}}\mathrm{Tr}[2X_{(i,j,k)(i+1,j,k)}X_{(i+1,j,k)(i+1,j+1,k)}X_{(i,j+1,k)(i+1,j+1,k)}^1X_{(i,j,k)(i,j+1,k)}^1`$ $`X_{(i,j,k)(i,j+1,k)}X_{(i,j+1,k)(i+1,j+1,k)}X_{(i+1,j,k)(i+1,j+1,k)}^1X_{(i,j,k)(i+1,j,k)}^1].`$ The first sum corresponds to plaquettes is the $`xy`$-plane, touching the $`x`$-axis, which contain only one link not on the maximal tree. The second sum contain all the other links in the $`xy`$-plane. The third and fourth sum contain plaquettes in constant-$`y`$ planes, and the fifth and sixth in the constant-$`x`$ planes, respectively. The last sum contains the plaquettes in the $`z`$-planes for $`z0`$. ### 3.3 Boundaries Let us spend a little time counting degrees of freedom, to see how close we are to the expected number. On a finite lattice of length $`n`$ in $`D`$ dimensions there are $`(n+1)^D`$ lattice points, and $`D(n+1)^{D1}n`$ links. The maximal tree contains $`n+n(n+1)+n(n+1)^2+\mathrm{}+n(n+1)^{D1}n=(n+1)^D1`$ links, as can easily be seen from (the $`D`$-dimensional generalisation of) our explicit choice of maximal tree. Therefore there are $`(D1)N^DN^{D1}\mathrm{}N`$ remaining links, and a similar number of variables $`X`$. Each of these variables has $`N^21`$ degrees of freedom. The corresponding total number of freedom is thus just $`N^21`$ bigger than the number of unconstrained degrees of freedom discussed in Sec. 2.2. The additional degrees of freedom are associated with the global gauge degree of freedom, represented by the gauge freedom at the origin. Our method shows some similarity to attempts to quantise QCD on a torus . On a torus we have to impose periodic boundary conditions, where identify the $`n+1`$-st point on the lattice with the first point. The same maximal tree applies, however, we cannot fix the fields on the links from the $`n`$th point to the $`n+1`$st point, since in that case we would have a closed path, and would violate the uniqueness of paths on the maximal tree. Thus we have an additional $`D(n+1)^{D1}`$ free links connecting the boundaries of the lattice. Therefore there are $`D(n+1)^{D1}`$ extra independent variables $`X`$. $`D`$ of these new degrees of freedom are Polyakov loops, which wind around the lattice . One of the goals of our work is to apply many-body methods to the Hamiltonian, in all likelihood eventually we will apply the coupled cluster method, which expresses the wave function in terms of correlations between different variables. For an efficient implementation, we assume translational invariance, which restricts the number of independent coefficients in the wave functional considerably. Correlations on a periodic lattice are truly translationally invariant. However, on a finite lattice, if we take the lattice size to infinity the system should have a inner region where translational invariance is observed. In practice we assume an infinite lattice. ## 4 Further constraints Even though we have drastically reduced the number of degrees of freedom, additional complications arise when we impose colour neutrality on the wave function. Here, the natural choice is to work with traces of products of the variables $`X`$, as discussed above. A suitable approach would be to construct a basis of eigenstates of the electric part of the Hamiltonian and calculate matrix elements of the magnetic energy between these states. Such an approach is a quite natural calculational scheme for the Hamiltonian approach. One can also use the method inherent in the Lagrangian calculations, based on invariant integration over the full group , using Monte Carlo integration. However, for a proper Hamiltonian approach this discards many of the advantages of the method. To find eigenstates of the electric operator, one can resort to three general approaches. Firstly, group theory gives us, in principle, a way to construct general eigenstates, the group characters. However, for a large basis, and $`N>2`$, this is hopelessly involved , unless it can be automated, and we see no easy way to do this. A second approach is based on integrating configurations, and constructing orthogonal combinations from them. In this case one must start off with much larger overcomplete sets of configurations and at increasing orders the integration, generally based on Creutz’s integration method , tends to be more and more involved . The third approach is based on the action of the electric operator itself, which leads to a block-diagonal matrix which has to be diagonalised to recover the eigenstates. In combination with a symbolic method, this seems to be the most powerful approach, which allows one to tackle any arbitrary $`SU(N)`$ group. We shall develop this method here. The method also applies to schemes other than the maximal tree method, and we shall therefore discuss it in a slightly more general framework (see also Refs. ). We shall look at states in the colourless sector, where all variables can be formulated in terms of traces. Clearly only (products of) traces defined over the same set of links can mix under the action of the electric operator (since states with differing links are trivially orthogonal). Within such a choice the full set of eigenstates separates into families which are characterised by the number of lines along each link. In the case of a single plaquette we have the collections: $`\{1\}`$, $`\{\mathrm{Tr}[U]\}`$, $`\{\mathrm{Tr}[U]^2,\mathrm{Tr}[U^2]\}`$, $`\{\mathrm{Tr}[U^3],\mathrm{Tr}[U^2]\mathrm{Tr}[U],\mathrm{Tr}[U]^3\},\mathrm{}`$. Within each collection, we can form linear combinations of the elements that are eigenstates of the electric operator. However, since for $`SU(N)`$ the contour $`\mathrm{Tr}[U^p]`$ with the winding number $`pN`$ can be expressed in terms of contours with lower winding numbers, one finds, as one re-expresses these contours with higher winding numbers, that some eigenstates do not contain leading order terms, but reduce to states of other, lower-order, collections. The symbolic approach starts by writing explicit indices on all the traces, labelling the column indices $`i_1,\mathrm{},i_n`$. Since every member function has no free indices, the set of row indices must be equal to the set of column indices, but the order in which they appear can clearly be different. Actually, all the other members in the collection correspond to a distinct permutation, but not every permutation generates a new member of the collection. For example a segment with three lines has six permutations: $$(123),(213),(132),(321),(231),(312),$$ (80) where, in the case of a single loop, when one end of the segment is contracted with the other, the first element corresponds to $`\mathrm{Tr}[U]^3`$, the next three elements to $`\mathrm{Tr}[U^2]\mathrm{Tr}[U]`$, and the last two elements to $`\mathrm{Tr}[U^3]`$. This follows easily if one considers the general form: $$(P_1,P_2,P_3)=\underset{i_1,i_2,i_3}{}U_{i_1i_{P_1}}U_{i_2i_{P_2}}U_{i_3i_{P_3}},$$ (81) where $`P=(P_1,P_2,P_3)`$ is a permutation of $`(i_1,i_2,i_3)`$. However, in the case that two lines are connected in one loop $`W`$ and the last line is connected to a separate single-line loop $`V`$, i.e. $`(WU)(WU)(VU)`$, all the permutations are distinct. If we wish to evaluate the action of the electric part of the Hamiltonian on such a segment $`(i,j,k)`$, we first need to understand what happens if we look at a case where each electric operator acts on a different matrix $`U`$, $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{a}{}}(\lambda ^aU)_{i_1,i_{P_1}}(\lambda ^aU)_{i_2,i_{P_2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}U_{i_2,i_{P_1}}U_{i_1,i_{P_2}}{\displaystyle \frac{1}{2N}}U_{i_1,i_{P_1}}U_{i_2,i_{P_2}}`$ (82) $`=`$ $`{\displaystyle \frac{1}{2}}U_{i_1,i_{P_2}}U_{i_2,i_{P_1}}{\displaystyle \frac{1}{2N}}U_{i_1,i_{P_1}}U_{i_2,i_{P_2}}.`$ In the last step we have just changed the order in which we write the $`U`$ matrix elements, suggesting that we can interpret this part of the action of the electric fields as the interchange of $`P_1`$ and $`P_2`$. The result Eq. (82) is based on a standard relation for the $`SU(N)`$ generators $`\lambda ^a`$, $$\underset{a=1}{\overset{N^21}{}}\lambda _{ij}^a\lambda _{kl}^a=2\delta _{il}\delta _{jk}\frac{2}{N}\delta _{ij}\delta _{kl}.$$ (83) Using the relation (82) we find that the only non-trivial effect of the electric part of the Hamiltonian is an exchange of pairs, $$\underset{\text{links}}{}E^2(i,j,k)=\frac{L}{2}[(j,i,k)+(i,k,j)+(k,j,i)]\frac{L}{2N}\left(\left(\begin{array}{c}n\\ 2\end{array}\right)+n(N^21)\right)(i,j,k),$$ (84) where $`L`$ is the length of the segment (i.e., the number of electric operators acting on it) and $`n=3`$ is the number of lines. Note that the electric operator for the different $`SU(N)`$ groups is identical up to a multiple of the identity operator, so it will lead to the same diagrams for the eigenstates. Differences follow from the fact that the point where states with higher winding numbers are no longer independent depends on $`N`$. Considering again the example discussed above of a three-line one-loop diagram for $`SU(2)`$ we find the states, by diagonalising the electric operator, $`\varphi _1`$ $`=`$ $`(123)+(213)+(132)+(321)+(231)+(312),`$ $`\varphi _2`$ $`=`$ $`(123)(213)(132)(321)+(231)+(312),`$ $`\varphi _3`$ $`=`$ $`(123)(312),`$ $`\varphi _4`$ $`=`$ $`(123)(231),`$ $`\varphi _5`$ $`=`$ $`(213)(321),`$ $`\varphi _6`$ $`=`$ $`(213)(132).`$ (85) In the one-loop case $`\varphi _5`$ and $`\varphi _6`$ vanish, and $`\varphi _3`$ and $`\varphi _4`$ are identical. Explicitly, we find $`\varphi _1`$ $`=`$ $`6C_3^1\left({\displaystyle \frac{1}{2}}\mathrm{Tr}U\right),`$ (86) $`\varphi _2`$ $`=`$ $`0,`$ (87) $`\varphi _3`$ $`=`$ $`\varphi _4=3C_1^1\left({\displaystyle \frac{1}{2}}\mathrm{Tr}U\right),`$ (88) $`\varphi _5`$ $`=`$ $`\varphi _6=0.`$ (89) Here $`C_j^i`$ are Gegenbauer polynomials . The state labelled $`\varphi _1`$ is actually the third eigenstate of the Casimir operator of $`SU(2)`$. In general the $`n`$th eigenstate for $`SU(2)`$ follows from the symmetric combination of the permutations of $`n`$ elements, as other combinations, which contain traces of higher powers of $`U`$, collapse to lower eigenvalue states. In the example above $`\varphi _3`$ reproduces the first eigenstate. In this way we can find eigenstates for fully linked traces (i.e., where the paths have a link in common); we can obviously use these results to get eigenstates for unlinked traces by multiplying eigenstates of the separate segments. The eigenvalue corresponding to such eigenstates is the sum of the eigenvalues of each segment times their length. We also have not yet considered expressions containing both the matrices $`U`$ and $`U^{}`$. In that case the collection also contains elements where the indices of $`U`$’s and $`U^{}`$’s are contracted with each other, which leads to a cancellation. However, this should be a straightforward extension. ## 5 The one-plaquette problem The above approach is designed for application with a many-body method such as the coupled-cluster method . Before doing so we wish to consider the simplest limit, where all plaquettes occur independently . Whether these plaquettes contain one, two, or four $`X`$ variables, Eq. (79), the plaquette variable is the only relevant combination. Other variables are trivially integrated over, which in principle requires knowledge of the group-invariant Haar measure. For the purposes of the present paper knowing the existence of such a measure is sufficient, and all but one of the $`X`$ variables around the plaquette are integrated over. This last remaining matrix we call $`U`$. The wave function depends on the trace of powers of the plaquette variable only, which can be re-expressed in terms of class label, a generalisation of the group characters $`\chi (U)`$. It is slightly simpler to investigate the $`U(N)`$ problem first; the $`SU(N)`$ case can be simply embedded by imposing the constraint $`det(U)=1`$. We wish to analyse the Hamiltonian in various ways, both in terms of the trace variables $$\xi _p=\frac{1}{p}\mathrm{Tr}(U^p),$$ (we divide by $`p`$ for future convenience) and in term of the eigenvalues of the matrix $`U`$, which are $`N`$ unimodular numbers of the form $`e^{i\psi _i}`$. The latter parameters are often used in a group-theoretical context, see in particular Weyl’s seminal work . The most complicated part of the problem arises in the evaluation of the action of the electric operators, or, in group theoretical terms, the quadratic Casimir operator, on a function of either the $`\xi `$’s or $`\psi `$’s. The potential is rather trivial being the sum of traces of $`U`$ and $`U^{}`$. If we start with a function $`F`$ of the $`\xi `$’s, we find that the action of the electric part of the Hamiltonian can be expressed in terms of these trace variables as $`E_l^2F\left(\{\xi \}\right)`$ $`=`$ $`{\displaystyle \underset{p,q}{}}\left({\displaystyle \frac{1}{2}}\mathrm{Tr}[U^{p+q}]\right)F_{,pq}`$ (90) $`+{\displaystyle \underset{p}{}}\left({\displaystyle \frac{N^2}{2N}}\mathrm{Tr}[U^p]+{\displaystyle \frac{1}{2}}{\displaystyle \underset{q=1}{\overset{p1}{}}}\mathrm{Tr}[U^{pq}]\mathrm{Tr}[U^q]\right)F_{,p},`$ which can also be generalised to multi-plaquette problems. (Here the notation $`F_{,p}`$ denotes the derivative with respect to $`\xi _p`$, and multiple indices denote multiple derivates.) This relation follows from an identity for the generators of $`U(N)`$, $$\underset{a=1}{\overset{N^2}{}}\lambda _{ij}^a\lambda _{kl}^a=2\delta _{il}\delta _{jk}.$$ (91) The first part of the right-hand side of the expression (90) is in principle a complicated function of the $`\xi `$’s if $`p+q>N`$, and we see that the action of the Hamiltonian will be highly non-trivial in these variables. The same holds for the trace of the inverse of $`U`$ contained in the potential. Thus solving the one-plaquette problem in this way is difficult, since it involves re-expressing $`\mathrm{Tr}[U^p]`$ where $`p<0`$ or $`p>N`$ in the original trace variables. We shall show that it is easier to use the eigenvalue variables, and to perform at the same time a simple transformation which maps a problem which is symmetric under the interchange of the eigenvalues (i.e., a bosonic problem) onto a fermionic problem, as discussed in the next section. This is similar to, albeit slightly more complicated than, what happens for Yang-Mills theories on a circle . ### 5.1 Angular representation The trace of a matrix is invariant under unitary transformations, $`\mathrm{Tr}[U^n]=\mathrm{Tr}[(VUV^1)^n]`$. Therefore we can diagonalise the unitary matrix $`U`$ in the one-plaquette problem. From the $`N^2`$ degrees of freedom for $`U(N)`$ only $`N`$ are relevant to us, $$U=\mathrm{diag}(e^{i\psi _1},e^{i\psi _2},\mathrm{},e^{i\psi _{N1}},e^{i\psi _N}),$$ (92) where for $`SU(N)`$, $`\psi _i=0`$, since $`detU=1`$. The eigenvalues $`\mathrm{exp}\{i\psi _i\}`$ of the unitary matrix $`U`$ lie on the complex unit circle, as easily follows from the properties of Hermitian matrices by the Cayley transformation. We use Eq. (90), and expand the trace variables in terms of eigenvalues, $$\xi _p=\frac{1}{p}\underset{i=1}{\overset{N}{}}e^{ip\psi _i},$$ (93) and assume $`f(\{\xi \})=g(\{\psi \})`$. It now becomes clear why we have absorbed the factor $`1/p`$ in the definition of the trace variables, the Jacobian matrix is of the Vandermonde form $$\frac{\xi _p}{\psi _i}J_{pi}=ie^{ip\psi _i}.$$ (94) This allows us to re-express the action of the electric energy on a general function $`g(\{\psi \})`$, $$E^2g=\left((J^1)_{ip}g_{,i}\right)_{,j}(J^1)_{jp}$$ (95) After some formal manipulations involving Vandermonde matrices, which are discussed in the appendix, we find the simple result $$E^aE^ag(\{\psi \})=\frac{1}{2}\underset{i}{}\frac{1}{\mathrm{\Xi }^2}\frac{}{\psi _i}\left(\mathrm{\Xi }^2\frac{}{\psi _i}g(\{\psi \})\right),$$ (96) a Laplace-Beltrami operator in a curvilinear coordinate system. The quantity $`\mathrm{\Xi }`$ is proportional to a slightly generalised Vandermonde determinant, $`\mathrm{\Xi }`$ $``$ $`(i)^{N(N1)/2}\left\|\begin{array}{ccccc}e^{i(N1)\psi _1/2}& e^{i(N3)\psi _1/2}& \mathrm{}& e^{i(N3)\psi _1/2}& e^{i(N1)\psi _1/2}\\ e^{i(N1)\psi _2/2}& e^{i(N3)\psi _2/2}& \mathrm{}& e^{i(N3)\psi _2/2}& e^{i(N1)\psi _2/2}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ e^{i(N1)\psi _N/2}& e^{i(N3)\psi _N/2}& \mathrm{}& e^{i(N3)\psi _N/2}& e^{i(N1)\psi _N/2}\end{array}\right\|`$ $`=`$ $`(i)^{N(N1)/2}{\displaystyle \underset{i}{}}e^{i(N1)\psi _i/2}{\displaystyle \underset{i<j}{}}\left(e^{i\psi _i}e^{i\psi _j}\right)`$ $`=`$ $`2^{\frac{N(N1)}{2}}{\displaystyle \underset{i<j}{}}\mathrm{sin}\left((\psi _i\psi _j)/2\right).`$ (102) The intermediate expression masks the fact that $`\mathrm{\Xi }`$ is a real quantity, which is more obvious from the first and last expressions. In related group-theoretical literature, especially those following Weyl’s original analysis one often meets the quantity $$\mathrm{\Delta }=\left\|\begin{array}{ccccc}e^{i(N1)\psi _1}& e^{i(N2)\psi _1}& e^{i(N3)\psi _1}& \mathrm{}& 1\\ e^{i(N1)\psi _2}& e^{i(N2)\psi _2}& e^{i(N3)\psi _2}& \mathrm{}& 1\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ e^{i(N1)\psi _N}& e^{i(N2)\psi _N}& e^{i(N3)\psi _N}& \mathrm{}& 1\end{array}\right\|=\underset{i<j}{}(e^{i\psi _i}e^{i\psi _j}),$$ (103) rather than $`\mathrm{\Xi }`$. These are simply related by $$\mathrm{\Xi }=(i)^{N(N1)/2}\mathrm{exp}\left(i(N1)/2\underset{i}{}\psi _i\right)\mathrm{\Delta }.$$ (104) The Jacobian $`J=\mathrm{\Xi }^2`$ vanishes if two eigenvalues $`x_i=\mathrm{exp}i\psi _i`$ are identical. The Jacobian is antisymmetric under the permutation of eigenvalues, which corresponds to the reflection symmetry on the manifold. For $`U(2)`$ we can analyse these properties in full. A unitary matrix $`UU(2)`$ can be represented as $`U=e^{i\mathrm{\Psi }}(n^0+i𝐧\sigma )`$, with $`(n_0,𝐧)`$ real and $`n_0^2+𝐧^2=1`$. The real phase $`\mathrm{\Psi }`$ is arbitrary, but is given explicitly as $`\mathrm{\Psi }=i\mathrm{ln}[\mathrm{det}U]/N`$. A simple diagonalisation shows that this has the two eigenvalues $`x_\pm =e^{i\mathrm{\Psi }}(n^0\pm i\|𝐧\|)`$, which are identical for points on both poles, $`n=(\pm 1,0,0,0)`$. At these points $`\mathrm{Tr}[U]`$ and $`\mathrm{Tr}[U^2]`$ are invariant under first-order changes in the eigenvalues. This would correspond to adding a small $`\delta 𝐧`$ part to $`𝐧`$, but the change in $`n_0`$ is second order in this variable, and the imaginary parts cancel to first order. Thus near the poles one of the two coordinates is superfluous. This becomes even clearer once we realise that the trace variables are equivalent to the parametrisation through the use of diagonal matrices, with the two parameters $`n^0=(e^{i\psi _1}+e^{i\psi _2})/2=e^{i\mathrm{\Psi }}\mathrm{cos}(\psi _1\psi _2)/2`$ and $`n^3=i(e^{i\psi _1}e^{i\psi _2})/2=e^{i\mathrm{\Psi }}\mathrm{sin}(\psi _1\psi _2)/2`$. Clearly all points with $`\psi _1`$ equal to $`\psi _2`$ correspond to identical eigenvalues, and for those points one coordinate is superfluous. That the behaviour is like that of polar coordinates in three dimensions is not obvious from this discussion, and can only be found in an explicit calculation. We have not yet discussed the integration measure, but it can be shown (see Ref. and the discussion in Appendix A) that it takes the form we would expect from the kinetic energy operator, $$\mathrm{\Psi }_1\|\mathrm{\Psi }_2=\frac{1}{(2\pi )^N}_V\mathrm{\Psi }_1(\{\psi \})^{}\mathrm{\Psi }_2(\{\psi \})\mathrm{\Xi }^2\underset{i}{}d\psi _i.$$ (105) Here we have not ordered the eigenvalues of $`U`$ in any way. Since an interchange of the eigenvalues corresponds to the same class of matrices, the wave function must be invariant under this interchange. Actually, it must be symmetric, and the wave function is that of a system of $`N`$ bosons on a torus. However, the complications of norm and kinetic energy suggest that it would be beneficial to make the change of functions $$\mathrm{\Phi }(\{\psi \})\mathrm{\Xi }\mathrm{\Psi }(\{\psi \}),$$ (106) to eliminate the first derivatives from the kinetic energy, and the integration weight from the norm. As usual this leads to interesting boundary conditions on the function, since they must vanish where $`\mathrm{\Xi }`$ vanishes, and since $`\mathrm{\Xi }`$ vanishes linearly and is antisymmetric under interchange of any pair of $`\psi `$’s, the wave function $`\mathrm{\Phi }`$ is antisymmetric in the same way. This transformation thus turns the bosonic problem with a complicated integration measure into a simpler fermionic problem, $`{\displaystyle \underset{a=1}{\overset{N^21}{}}}E^aE^a`$ $``$ $`\mathrm{\Xi }\left({\displaystyle \underset{a=1}{\overset{N^21}{}}}E^aE^a\right){\displaystyle \frac{1}{\mathrm{\Xi }}}=D_N{\displaystyle \frac{N(N^21)}{24}},`$ $`D_N`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}{\displaystyle \frac{^2}{\psi _i^2}}.`$ (107) Even though it would appear to be quite complicated to determine the eigenfunctions of the quadratic Casimir operator (i.e., the square of $`E^a`$), we show in Appendix A that we can label each eigenfunction with a partition $`[f][f_1,\mathrm{},f_N]`$ $$\mathrm{\Phi }_{[f_1,\mathrm{},f_N]}=\left\|\begin{array}{cccc}e^{i(f_1+(N1)/2)\psi _1}& e^{i(f_2+(N3)/2)\psi _1}& \mathrm{}& e^{i(f_N(N1)/2)\psi _1}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ e^{i(f_1+(N1)/2)\psi _N}& e^{i(f_2+(N3)/2)\psi _N}& \mathrm{}& e^{i(f_N(N1)/2)\psi _N}\end{array}\right\|,$$ (108) where $`[f_1,\mathrm{},f_N]`$ is the standard $`U(N)`$ representation labelled by a Young tableau, satisfying $`f_if_{i+1}`$. Note that we do not require that all $`f`$’s are positive or zero. More details on the representation of the symmetric wave function as a one-dimensional fermion problem can be found in Appendix A, where we prove that all excitations $`\mathrm{\Phi }_{[f]}`$ can be represented in terms of trace variables. Even though this is all quite elegant, we are really only interested in $`SU(N)`$, rather than $`U(N)`$. Fortunately it is very simple to show that $$\mathrm{\Phi }_{[f]}=e^{i_jf_j\mathrm{\Psi }}\mathrm{\Phi }_{[f]}(\{\psi _i\mathrm{\Psi }\}),$$ (109) where $$\mathrm{\Psi }=\frac{1}{N}\underset{j}{}\psi _j$$ (110) is the coordinate describing the phase of the determinant of $`U`$. If we interpret $`\mathrm{\Psi }`$ as a centre-of-mass coordinate, this shows that the eigenfunctions of the kinetic energy (electric energy) separate into a trivial centre-of-mass part, and a part that does not depend on this coordinate at all, since it only depends on the distance between the centre of mass and the individual particles. This can also be written, as we have shown explicitly in the case of $`\mathrm{\Xi }`$, in terms of the relative angles $`(\psi _i\psi _j)`$. This is clearly a simple consequence of the separability of the kinetic energy in centre-of-mass and relative coordinates. The only well-known problem arising from this separability is that not all functions $`\mathrm{\Phi }_{[f]}`$ give rise to different functions of the relative coordinates. Thus the solutions $`\mathrm{\Phi }_{[f]}`$ where $`[f]`$ is a partition of length $`N1`$ form a complete set of polynomial solutions, as a partition of length $`N`$ can be mapped onto partition of shorter length since $`detU=1`$, as we can see from the relation, $$\mathrm{\Phi }_{[f_1+n,\mathrm{}f_N+n]}=e^{inN\mathrm{\Psi }}\mathrm{\Phi }_{[f_1,\mathrm{},f_N]},$$ (111) in which $`n`$. This knowledge is useful when constructing the full spectrum and all the eigenvalues of the electric part of the Hamiltonian, $$\left(D_N\frac{N(N^21)}{24}\right)\mathrm{\Phi }_{[f]}=E_{[f]}^0\mathrm{\Phi }_{[f]},$$ (112) where the eigenvalues $`E_{[f]}^0`$ follow from Eq. (107), $`E_{[f]}^0`$ $`=`$ $`{\displaystyle \frac{N(N^21)}{24}}+{\displaystyle \underset{k=1}{\overset{N1}{}}}{\displaystyle \frac{(f_k+(N2k+1)/2)^2}{2}}+{\displaystyle \frac{1}{8}}(N1)^2{\displaystyle \frac{1}{2N}}\left({\displaystyle \underset{k=1}{\overset{N1}{}}}f_k\right)^2`$ (113) $`=`$ $`{\displaystyle \frac{N1}{2N}}{\displaystyle \underset{i=1}{\overset{N1}{}}}f_k^2+{\displaystyle \frac{1}{2}}{\displaystyle \underset{k=1}{\overset{N1}{}}}(N2k+1)f_k{\displaystyle \frac{1}{N}}{\displaystyle \underset{k<l}{}}f_kf_l.`$ Even though one can gain considerable insight from this separation, we shall generally prefer to work with systems described in terms of the “single-particle” coordinates $`\psi _i`$, rather than the centre-of-mass and relative coordinates, since it is very complicated to deal with anti-symmetry in these latter coordinates. This is well known in the translationally-invariant treatment of the finite many-body problem, as can be found in standard nuclear physics text books (see, e.g., Ref. ). As seen above there are no problems when dealing with the electric energy. It is very naturally expressed in terms of the momentum operators $`p_i=\frac{}{\psi _i}`$ as $`H_E=\frac{1}{2}_ip_i^2`$. The picture changes once we look at the magnetic term in the Hamiltonian which is easily expressed in terms of the eigenvalues of $`U`$, the variables conjugate to $`p_i`$, as $`H_M`$ $`=`$ $`2N\mathrm{Tr}[U]\mathrm{Tr}[U^1]`$ (114) $`=`$ $`2{\displaystyle \underset{i=1}{\overset{N}{}}}(1\mathrm{cos}\psi _i).`$ There seems to be no easy way to separate this part of the Hamiltonian in terms of a relative and centre-of-mass part, and further investigation shows that the commutator of $`P_ip_i`$, the centre-of-mass momentum, with the magnetic term is equally non-trivial, $$[P,\underset{i}{}\mathrm{cos}\psi _i]=i\underset{i}{}\mathrm{sin}\psi _i,$$ (115) and thus the potential energy term also breaks translational invariance. The Hamiltonian does not commute with the constraint $`P=0`$, which we need to impose on the $`SU(N)`$ problem, since $`\mathrm{\Psi }`$ is an unphysical variable. If we deal with this through the standard technology of Dirac quantisation , where we first classically replace the Poisson bracket by the Dirac bracket $$\{A,B\}_{\mathrm{DB}}=\{A,B\}\{A,P\}\{\mathrm{\Psi },B\}+\{A,\mathrm{\Psi }\}\{P,B\},$$ (116) defined so that the Dirac brackets of the constraints $`\mathrm{\Psi }=0`$ and $`P=0`$ with the Hamiltonian are zero, and then quantise the theory by replacing the Dirac bracket by a commutator, we find the relations (we use a tilde to denote the variables obeying the Dirac bracket) $`[\stackrel{~}{p}_i,\stackrel{~}{p}_j]`$ $`=`$ $`0,`$ $`[\stackrel{~}{\psi }_i,\stackrel{~}{\psi }_j]`$ $`=`$ $`0,`$ $`[\stackrel{~}{p}_i,\stackrel{~}{\psi }_j]`$ $`=`$ $`i(\delta _{ij}{\displaystyle \frac{1}{N}}).`$ (117) These relations can be satisfied by ordinary commutators if we relate the $`SU(N)`$ variables $`\stackrel{~}{\psi }`$ to the $`\psi `$ variables for $`U(N)`$ by $`\stackrel{~}{\psi }=\psi \mathrm{\Psi }`$, equating $`\stackrel{~}{p}_i`$ to $`p_i`$. In that case the realisation of the Hamiltonian $$H=2p_i^2+2\lambda \underset{i}{}[1\mathrm{cos}(\psi _i\mathrm{\Psi })],$$ (118) is explicitly translationally invariant, and we can separate all the eigenstates into a $`U(1)`$ part and an $`SU(N)`$ part. An additional factor 4 in the kinetic energy arise from the four separate links around a plaquette. The Hamiltonian is scaled with $`g^2a^1`$, such that it maps on an $`N`$-body problem with unit masses and we introduce the coupling constant $`\lambda =g^4`$, for $`D=3`$. ### 5.2 $`\mathrm{Tr}[U]`$ as a raising operator We can of course work directly in terms of the angular variables as discussed above. For some cases it is actually useful to consider $`\mathrm{Tr}[U]`$ and its complex conjugate as raising and lowering operators, which act in a simple way on the Young tableau labelling the symmetry of the wave function, $`\mathrm{Tr}[U]\mathrm{\Phi }_{[f]}`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{N1}{}}}\mathrm{\Phi }_{[f_1,\mathrm{},f_i+1,\mathrm{},f_{N1},f_N]},`$ $`\mathrm{Tr}[U^1]\mathrm{\Phi }_{[f]}`$ $`=`$ $`{\displaystyle \underset{i=0}{\overset{N1}{}}}\mathrm{\Phi }_{[f_1,\mathrm{},f_i1,\mathrm{},f_{N1},f_N]},`$ (119) where $`f_N=0`$ can be imposed, as discussed above. If at any stage in the calculation we end up with $`f_N0`$, we can use Eq. (111) to make it zero. In summary, we need to use the three conditions $`(f_1,f_2,\mathrm{},f_{N1},1)`$ $`=`$ $`(f_1+1,f_2+1,\mathrm{},f_{N1}+1,0),`$ $`(n+f_1,n+f_2,\mathrm{},n+f_{N1},n)`$ $`=`$ $`(f_1,f_2,\mathrm{},f_{N1},0),`$ $`(f_1,f_2,\mathrm{},f_i,\mathrm{},f_i,\mathrm{},f_{N1})`$ $`=`$ $`0.`$ (120) Even though this interpretation of the traces is quite appealing, it is not totally straightforward to use, since there is no cyclic vector; when acting on the state labelled by $$[f]=[0^{N1}],$$ (121) both terms lead to non-vanishing results. This is intimately related to the existence of both covariant and contravariant representations of $`SU(N)`$ occurring at the same kinetic energy, which are mixed by the magnetic terms. An example is shown in Fig. 4. ### 5.3 The harmonic approximation In the weak-coupling limit we can make the harmonic approximation, where we approximate the magnetic potential by its quadratic expansion, and we can ignore the periodicity of the $`\psi `$ variables since they oscillate near their equilibrium values. The resulting potential, $`V(\{\psi \})`$ $`=`$ $`\lambda {\displaystyle \underset{i=1}{\overset{N}{}}}(\psi _i\mathrm{\Psi })^2`$ (122) $`=`$ $`\lambda \left({\displaystyle \underset{i=1}{\overset{N}{}}}\psi ^2N\mathrm{\Psi }^2\right),`$ is modified by confining the centre-of-mass in the harmonic oscillator (HO) potential $`V(\mathrm{\Psi })=\frac{\lambda }{2}N\mathrm{\Psi }^2`$. We have reconstructed here the well-known separability of the many-body harmonic oscillator Hamiltonian into a centre-of-mass (CM) and relative part, where the CM part is in a harmonic oscillator state with frequency $`N`$ times larger (since the mass for the CM mode is also $`N`$ times the single-particle mass) than the single particle one (and see, e.g., Ref. ). Amongst the spectrum of the $`N`$-fermion HO problem we have states with the CM in the $`m=0,1,2,\mathrm{}`$ states, and we thus reproduce each relative state with all of the CM states. If we can determine all those states with the CM in its ground state, we immediately know the degeneracy of the $`SU(N)`$ spectrum. So we need to identify those states from amongst the degenerate multiplet with energy $`(n+N/2)\mathrm{}\omega `$. Let $`\nu _n`$ be the degeneracy of this ($`n`$-th excited) energy level, which is given by the number of distinct partitions of $`n`$ into $`N`$ positive numbers: $$\nu _n^{U(N)}=P_N(n)=\underset{\lambda _1>\lambda _2>\mathrm{}>\lambda _N0;{\scriptscriptstyle \lambda _i}=n}{}1.$$ (123) We use the fact that harmonic oscillator wave functions are exponentials times a polynomial. Clearly the centre-of-mass polynomial can only arise from a linear combination of the polynomial parts of the various degenerate wave functions. For a CM ground state this polynomial part is a constant, and thus lies in the null space of the centre-of-mass momentum operator $$P=\underset{i=1}{\overset{N}{}}i\frac{}{\psi _i}.$$ (124) This operator maps the $`n`$-th degree polynomials onto the $`(n1)`$-th degree polynomials. The dimension of the null space is the difference between the dimensions of the domain and range of the operator $`P`$. Therefore the degeneracy of the $`n`$-th relative motion, i.e., $`SU(N)`$, eigenstate is given by $$\nu _n^{SU(N)}=P_N(n)P_N(n1).$$ (125) For $`N=2`$ $$P_2(n)=\left[\frac{n+1}{2}\right],$$ (126) where $`[]`$ denotes the integer part of a number, and thus $`\nu _n=\delta _{n,\text{odd}}`$, which corresponds to a set of non-degenerate, odd wave functions for $`SU(2)`$. For $`SU(3)`$, $`SU(4)`$, and $`SU(5)`$ we find the degeneracies (the first state always occurs at $`i=N(N1)/2`$, since all lower energy functions are not antisymmetric), $`\{P_3(i)\}_{i=3}^{\mathrm{}}`$ $`=`$ $`\{1,1,2,3,4,5,7,8,10,12,14,\mathrm{}\},`$ $`\{\nu _i^{SU(3)}\}_{i=3}^{\mathrm{}}`$ $`=`$ $`\{1,0,1,1,1,1,2,1,2,2,2,\mathrm{}\},`$ $`\{P_4(i)\}_{i=6}^{\mathrm{}}`$ $`=`$ $`\{1,1,2,3,5,6,9,11,15,18,\mathrm{}\},`$ $`\{\nu _i^{SU(4)}\}_{i=6}^{\mathrm{}}`$ $`=`$ $`\{1,0,1,1,2,1,3,2,4,3\mathrm{}\},`$ $`\{P_5(i)\}_{i=10}^{\mathrm{}}`$ $`=`$ $`\{1,1,2,3,5,7,10,13,18,23,30,\mathrm{}\},`$ $`\{\nu _i^{SU(5)}\}_{i=10}^{\mathrm{}}`$ $`=`$ $`\{1,0,1,1,2,2,3,3,5,5,7,\mathrm{}\}.`$ (127) Notice the absence of the first excited state; $`\nu _{N(N1)/2+1}^{SU(N)}=0`$, since the only state at that position is a centre-of-mass excitation built on the ground state. Note that our result differs from the result in Ref. , where the fact that only even functions in the radial coordinate are allowed was ignored. The $`SU(3)`$ spectrum is $$\frac{2a}{g^2}E_x2\sqrt{2}\frac{1}{g^2}(3k+2n),$$ (128) for $`n=0,1,2,3,\mathrm{}`$ and $`k=1,2,3,\mathrm{}`$. ### 5.4 Large-$`N`$ limit The large-$`N`$ limit of QCD is one of the intriguing open problems in the theory, and one might wonder whether our result can shed some light on the much less taxing problem of the large-$`N`$ limit of the one-plaquette problem. In that case we have to study the Hamiltonian $$H=2\underset{i}{}p_i^2+2\lambda \underset{i=1}{\overset{N}{}}(1\mathrm{cos}(\psi _i\mathrm{\Psi })).$$ (129) The leading term is simply obtained from the Hartree-Fock approximation, with Hartree Hamiltonian $$=2p^2+2\lambda (1\mathrm{cos}\psi ),$$ (130) and we can (if we wish) evaluate the Hartree-Fock energy for this state using the solutions of the Mathieu equation. The boundary conditions are strict periodicity, since the all the circles parametrised by $`\psi _i`$ are connected, and end up at the same physical point. Such results are well-known from many-body theory . In principle the next order in $`1/N`$ would follow from an RPA calculation. However, there are some problems. The interaction is explicitly $`N`$-dependent, since $`\mathrm{\Psi }`$ depends on $`N`$, and the residual interaction is rather cumbersome to deal with. ### 5.5 Explicit solutions Let us now investigate the spectra of a few of the relevant gauge theories. The method we use to solve the problem is to work in a basis of eigenstates of the electric Hamiltonian, and evaluate the action of $`\mathrm{Tr}U`$ and $`\mathrm{Tr}U^{}`$ on these states. As can be seen from the example for $`SU(3)`$ shown in Fig. 5, there are several different coupling mechanisms. Nonetheless, this method is straightforward to implement, and leads to fully converged results up to large values of the effective coupling constant $`1/g^4`$. #### 5.5.1 The $`U(1)`$ one-plaquette problem First we look at $`U(1)`$. This is something of a special case, as it does not fit into our general $`SU(N)`$ framework. However, the relation is straightforward. With the parametrisation $`U=e^{i\varphi }`$, the electric operator is $`i/\varphi `$. If we use the maximal tree formulation, we find that the action of the electric energy gets weighted by a factor of four, essentially one for each side of the plaquette. The magnetic part is $`[2\mathrm{exp}(i\varphi )\mathrm{exp}(i\varphi )]=2(1\mathrm{cos}\varphi )`$, and hence the Schrödinger equation becomes $$\frac{g^2}{2a}\left[4\frac{d^2}{d\varphi ^2}+\frac{2}{g^4}(1\mathrm{cos}\varphi )\right]\mathrm{\Psi }=E\mathrm{\Psi }.$$ (131) Upon substitution of $`2z=\varphi `$, $`\alpha =2(Ea1)/g^2`$, $`q=2/g^2`$, we find the Mathieu equation, $$\frac{d^2y(z)}{dz^2}+(\alpha 2q\mathrm{cos}2z)y(z)=0.$$ (132) However, we still need to analyse the boundary conditions on $`\mathrm{\Psi }`$. It is well known from Floquet theory that solutions of a differential equation with periodic coefficients are quasi-periodic, $$\mathrm{\Psi }_\nu =e^{i\pi \nu }\mathrm{\Psi },$$ (133) where $`\mathrm{\Psi }(\varphi )=\mathrm{\Psi }(\varphi +\pi )`$, and $`\nu `$ is a, in principle complex, exponent. The only normalisable solutions are those with a real exponent, and those are found bracketed between the (periodic) $`\mathrm{ce}_r(z,q)`$ and the $`\mathrm{se}_{r+1}(z,q)`$ solutions , as in Fig. 6. These results are analogous to the band structure in metals, due to the periodic potential in which the electrons move. We define a scaled energy $`\epsilon `$ as $$E=\frac{g^2}{2a}\epsilon +\frac{N}{g^2a},$$ (134) which we use for representing the numerical results. For the period states we can attack the problem numerically by expanding the Hamiltonian in terms of the eigenstates, $`\mathrm{exp}(in\varphi )`$, of the electric operator, $`H_{\mathrm{ce}}`$ $`=`$ $`{\displaystyle \underset{n=0}{}}\|n\left(4{\displaystyle \frac{n^2g^2}{2a}}+{\displaystyle \frac{1}{g^2a}}\right)n\|{\displaystyle \frac{1}{2g^2a}}\{\|nn+1\|+\|n+1(1+\delta _{0n})n\|\}`$ (135) $`H_{\mathrm{se}}`$ $`=`$ $`{\displaystyle \underset{n=1}{}}\|n\left(4{\displaystyle \frac{n^2g^2}{2a}}+{\displaystyle \frac{1}{g^2a}}\right)n\|{\displaystyle \frac{1}{2g^2a}}\left\{\|nn+1\|+\|n+1n\|\right\}`$ (136) where the sum starts at zero for $`\mathrm{ce}_{2r}`$ solutions and at one for $`\mathrm{se}_{2r}`$ solutions. This matrix equation serves as a relatively efficient way of determining the characteristic values $`a`$ and $`b`$ of the Mathieu equation, via straightforward numerical methods. #### 5.5.2 The $`SU(2)`$ one-plaquette problem The $`SU(2)`$ matrices have two complex conjugate eigenvalues, and can be parametrised as $`\mathrm{Tr}(U)=2\mathrm{cos}\varphi `$, where $`\varphi =(\psi _1\psi _2)`$, and see Eq. (92). If we absorb the factor $`\mathrm{\Xi }`$ from Eq. (102) into the wave function ($`\mathrm{\Xi }=2\mathrm{sin}(\varphi /2)`$), $$\mathrm{\Phi }=\mathrm{\Xi }\mathrm{\Psi }$$ (137) The Schrödinger equation, which takes the form $$\frac{g^2}{2a}\left[4\frac{^2}{\varphi ^2}1+\frac{4}{g^4}(1\mathrm{cos}(\varphi /2))\right]\mathrm{\Phi }=E\mathrm{\Phi },$$ (138) is again the Mathieu equation. In this case the interpretation is different, even though we still have $`2z=\varphi `$, but $`\varphi `$ plays a different role. As a function of the periodic quantity $`\mathrm{Tr}U`$, $`\mathrm{\Phi }`$ must be strictly periodic. Due to the anti-symmetry induced by the Pauli principle, the only non-singular wave functions $`\mathrm{\Psi }`$ are the odd Mathieu functions $`\mathrm{se}_1(z,q),\mathrm{se}_2(z,q),\mathrm{}`$, for which $`\alpha =b_r(q)`$, where the index is allowed to take odd values, since the $`2\pi `$ periodicity on $`[\pi ,\pi ]`$ is guaranteed by the solutions being odd. For $`q=0`$ the solutions reduce to $`\mathrm{\Phi }_n=\mathrm{sin}\frac{n+1}{2}\varphi `$, and since $`\mathrm{\Xi }\mathrm{sin}\frac{1}{2}\varphi `$, $`\mathrm{\Psi }(\pi )=\mathrm{\Psi }(\pi )`$. The solutions are shown in Fig. 7. In terms of the eigenstates $`\|n`$ of the electric operator the Hamiltonian reads $$H=\underset{n=0}{}\|n\left(\frac{n(n+2)g^2}{2a}+\frac{2}{g^2a}\right)n\|\frac{1}{g^2a}\{\|nn+1\|+\|n+1n\|\}.$$ (139) We see that the differences between the $`U(1)`$ case and the $`SU(2)`$ case lie in the diagonal part of the Hamiltonian, respectively $`n^2`$ and $`(n+1)^21`$, which result from the electric operator. #### 5.5.3 $`SU(3)`$ one-plaquette problem The $`SU(3)`$ one-plaquette problem has two independent angular degrees of freedom. From the $`U(3)`$ parametrisation we see that these can be chosen as $`\varphi _1=\frac{1}{3}(2\psi _1\psi _2\psi _3)`$, $`\varphi _2=\frac{1}{3}(\psi _1+2\psi _2\psi _3)`$. The remaining combination, $`\frac{1}{3}(\psi _1\psi _2+2\psi _3)=(\varphi _1+\varphi _2)`$, is linearly dependent. The Hamiltonian in these angular coordinates becomes, using Eqs. (107) and (114), $$\frac{g^2}{2a}\left[\frac{4}{3}\left\{\frac{^2}{\varphi _1^2}\frac{^2}{\varphi _2^2}+\frac{^2}{\varphi _1\varphi _2}3\right\}+\frac{1}{g^4}(3\mathrm{cos}\varphi _1\mathrm{cos}\varphi _2\mathrm{cos}(\varphi _1+\varphi _2))\right]\mathrm{\Phi }=E\mathrm{\Phi },$$ (140) where the boundary conditions are determined from the anti-symmetry of $`\mathrm{\Psi }`$. The wave function vanishes if two eigenvalues of the matrix $`U`$ coincide, $`\varphi _1\varphi _2(\varphi _1+\varphi _2)\varphi _1`$. All variables are defined modulo $`2\pi `$, as they correspond to identical eigenvalues. We can restrict ourselves to the domain $`\varphi _1\varphi _2\varphi _1`$ , $`\varphi _1\varphi _2`$, and $`\varphi _22\pi \varphi _1\varphi _2`$. However, many other choices of boundary conditions are possible, which follow from either permuting the variables, or translating the domain by $`2\pi `$. The $`\varphi _1\varphi _2`$ plane is divided into copies of the fundamental domain by the lines $`\varphi _1\varphi _2=n_1\pi `$, $`\varphi _1+\frac{1}{2}\varphi _2=n_2\pi `$, and $`\frac{1}{2}\varphi _1+\varphi _2=n_3\pi `$, where $`n_i\mathrm{},2,1,0,1,2,\mathrm{}`$, as shown in Fig. 8. The potential can be simplified to $$1+\mathrm{cos}\varphi _1+\mathrm{cos}\varphi _2+\mathrm{cos}(\varphi _1+\varphi _2)=4\mathrm{cos}\frac{\varphi _1}{2}\mathrm{cos}\frac{\varphi _2}{2}\mathrm{cos}\frac{\varphi _1+\varphi _2}{2}.$$ (141) The explicit angular Schrödinger equation is useful for the harmonic approximation in the weak-coupling limit, however, for the strong-coupling limit and the intermediate region in coupling constants, the Hamiltonian in terms of the electric-operator eigenstates $`\|f_1,f_2`$ is more useful $`H`$ $`=`$ $`{\displaystyle \underset{0f_2f_1}{}}\|f_1,f_2\left({\displaystyle \frac{4(f_1^2+f_2^2+3f_1f_1f_2)g^2}{6a}}+{\displaystyle \frac{3}{g^2a}}\right)f_1,f_2\|`$ (142) $`{\displaystyle \frac{1}{2g^2a}}\{\|f_1,f_2f_1,f_2+1\|+\|f_1,f_2f_1+1,f_2\|`$ $`+\|f_1+1,f_2f_1,f_2\|+\|f_1,f_2+1f_1,f_2\|`$ $`+\|f_1,f_2f_1+1,f_2+1\|+\|f_1+1,f_2+1f_1,f_2\|\},`$ where all the states $`\|f_1,f_2`$ where the condition $`0f_2f_1`$ does not hold, are identical to zero. This problem does not seem to have a closed-form analytical solution, and we have to resort to numerical methods to obtain the spectrum for arbitrary values of the coupling constant $`g`$, as in Fig. 9. #### 5.5.4 Higher orders We conclude this section by showing results for the gauge groups $`SU(4)`$ (Fig. 10) and $`SU(5)`$ (Fig. 11). The most interesting aspect of these results is the presence of (what appear to be) real level crossings, which could be a reflection of some hidden symmetry in the problem. It was verified that the distance at these crossings was equal to zero within the numerical accuracy. The region of the coupling constant shown in Figs. 611 is insufficient to see convergence to the harmonic approximation (127). We have checked numerically, for $`g^450`$, that these results are correct. ## 6 Wave functionals The results for the one-plaquette problem have more consequences for variational wave functionals than one might suspect. If the trace of the one-plaquette matrix is used, the wave functional is a function of the group characters only. The wave functional, which is the sum of of one-plaquette functions, $$\{\psi _{\alpha i}\}\|\mathrm{\Sigma }=\underset{\mathrm{plaquettes}\alpha }{}F\left(\{\psi _{\alpha i}\}_{i=1}^{N1}\right),$$ (143) naturally leads to the sum of one-plaquette problems, leading to the energies which are the sum one-plaquette energies. However, the product wave functional $$\{\psi _{\alpha i}\}\|\mathrm{\Pi }=\underset{\mathrm{plaquettes}\alpha }{}F\left(\{\psi _{\alpha i}\}_{i=1}^{N1}\right),$$ (144) also leads to the same result. Note that the exponentiated potential, $`\mathrm{exp}\{\kappa H_M\}`$, where $`\kappa `$ is a parameter to be determined by a variational calculation, as a simple ansatz for the correlated wave functional is a particular choice in this class of wave functionals. The absence of correlations between nearest-neighbour plaquettes, generally present, follows from the symmetry in the angular variables, $$\mathrm{\Psi }_\lambda (\mathrm{}\psi _i\mathrm{}\psi _j\mathrm{})=\mathrm{\Psi }_\lambda (\mathrm{}\psi _j\mathrm{}\psi _i\mathrm{}),$$ (145) where $$F(\psi _1\mathrm{}\psi _N)=\underset{\lambda }{}c_\lambda \mathrm{\Psi }_\lambda (\psi _1\mathrm{}\psi _N).$$ (146) Therefore the product term from the electric operator vanishes, $`D_N\mathrm{\Psi }_\lambda ^{}(\psi _{\alpha 1}\mathrm{}\psi _{\alpha N})\mathrm{\Psi }_\lambda ^{}^{}(\psi _{\beta 1}\mathrm{}\psi _{\beta N})`$ $`=`$ $`\mathrm{\Psi }_\lambda ^{}^{}(\psi _{\beta 1}\mathrm{}\psi _{\beta N})D_N\mathrm{\Psi }_\lambda ^{}(\psi _{\alpha 1}\mathrm{}\psi _{\alpha N})`$ (147) $`+`$ $`\mathrm{\Psi }_\lambda ^{}(\psi _{\alpha 1}\mathrm{}\psi _{\alpha N})D_N\mathrm{\Psi }_\lambda ^{}^{}(\psi _{\beta 1}\mathrm{}\psi _{\beta N}),`$ where $`\alpha `$ and $`\beta `$ are plaquettes containing the link $`l`$, and $`\mathrm{\Psi }_\lambda ^{}=J\mathrm{\Psi }_\lambda `$. The differential operator $`D_N`$ contains both sets of angular operators $`_{\psi _i}=_{\psi _{\alpha i}}+_{\psi _{\beta i}}`$. Therefore the Hamiltonian, acting on the product wave functional $`\|\mathrm{\Pi }`$ also reduces to the sum of one-plaquette Hamiltonians. ## 7 Conclusions With the understanding of both a gauge fixed Hamiltonian, and the one-plaquette problem we would now like to use this in a method designed to determine the ground-state wave function and excitations from the Hamiltonian. Since there are, in principle, an infinite number of degrees of freedom, some approximation is required. However, we want to do this in a systematic manner, where we can improve the order of approximation as required. The coupled cluster method (CCM) , a many-body technique, is suitable for such calculations. It has previously been applied lattice field theories, , and in various guises to gauge theory , although in a different context. It has also been applied to various spin-lattice problems in magnetism . Central to the CCM is the parametrisation of the ket-state wave function as an exponential of excitation operators $$\|\mathrm{\Psi }=e^S\|\mathrm{\Phi }.$$ (148) The bra-state contains the inverse exponential such that the Hamiltonian functional only contains linked terms of the excitation operators, due to the implicit similarity transform $`e^SHe^S`$. The projection on the model state $`\|\mathrm{\Phi }`$ is due to the annihilation operators $`\stackrel{~}{S}`$, $`\mathrm{\Psi }\|`$ $`=`$ $`\mathrm{\Phi }\|(1+\stackrel{~}{S})e^S,`$ $`\mathrm{\Psi }\|`$ $`=`$ $`\mathrm{\Phi }\|e^{\stackrel{~}{S}}e^S,`$ (149) where the first form is used in the normal coupled cluster method (NCCM), and the second form in the extended coupled cluster method (ECCM). The normal coupled cluster method does not reproduce the correct scaling limit when the excitation operators are obtained from the strong-coupling expansion. However, this and the extreme difficulty of implementing the ECCM are related to the functional implementation of the CCM, where an operator is simply chosen to be the multiplication of the wave function with a function. We will only consider the operatorial CCM, where the creation operators excite from the model state to any arbitrary state, and do not act between different excited states on overlapping lattice-site configurations $$S=\underset{I}{}c_I\|I\mathrm{\Phi }\|.$$ (150) This allows us to implement the ECCM, which is better at describing a system at large global changes away from the model state $`\mathrm{\Phi }`$. The central question is the form of the states $`\|I`$ in which to expand the Hilbert space. This is the question discussed in the first part of this paper. For the colourless sector we have to use closed contours, which are traces over products of $`X`$ variables, since only these variables are invariant under gauge transformations generated by Gauss’ law. The traces over $`X`$ variables are automatically closed contours as each contour associated with an $`X`$ variable starts and ends at the origin. Our Hamiltonian is different from the naive Kogut-Susskind Hamiltonian used in Refs. , and this should have an important effect on the results we hope to obtain in our future work. The price we have to pay is that our Hamiltonian has a preferred direction, and we have lost explicit translational invariance. It is probably worthwhile to investigate different, more symmetrical, choices of the maximal tree. It would seem that the current choice should be very good to consider the interaction between fixed sources, which clearly break translational symmetry, but it is less obviously optimal for a study of the vacuum. ## Acknowledgements This work was supported by a research grant (GR/L22331) from the Engineering and Physical Sciences Research Council (EPSRC) of Great Britain. We thank Prof. Michael Thies for a useful discussion of the fermionic treatment of the one-plaquette problem. ## Appendix A One-dimensional many-fermion systems and their representations As the $`SU(N)`$ one-plaquette problem can be mapped onto a one-dimensional $`(N1)`$-fermion problem, we analyse the fermion problem in some depth to determine the spectrum and the action of a potential in coordinate representation. Usually fermion problems are dealt with in operator form, here we use the knowledge of (anti)symmetric functions to formulate the problem. An $`n`$-fermion wave function is in terms of single-particle orbitals $`\varphi _i(x)`$ given by the fully anti-symmetrised Slater determinant $$x_1,\mathrm{},x_N\|\mathrm{\Psi }=\left\|\begin{array}{ccccc}\varphi _1(x_1)& \varphi _2(x_1)& \varphi _3(x_1)& \mathrm{}& \varphi _n(x_1)\\ \varphi _1(x_2)& \varphi _2(x_2)& \varphi _3(x_2)& \mathrm{}& \varphi _n(x_2)\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \varphi _1(x_n)& \varphi _2(x_n)& \varphi _3(x_n)& \mathrm{}& \varphi _n(x_n)\end{array}\right\|.$$ (151) If $`\varphi _m(x)w(x)P_m(x)`$ are chosen to be the lowest set of single-particle orbitals, in which $`w`$ is the weight function, which is the square root of the integration measure, and $`P_m`$ is the $`m`$-th orthogonal polynomial given that weight, then the wave function $`\mathrm{\Psi }`$ is the ground state wave function $`\mathrm{\Phi }_0`$. Only the linearly independent parts of each column in the Slater determinant contribute, and these are just the highest powers in each polynomial $`P_m(x)x^m`$. Therefore the ground-state Slater determinant reduces to the Vandermonde determinant $$x\|\mathrm{\Phi }_0=\frac{1}{\sqrt{n!}}\underset{i=1}{\overset{n}{}}w(x_i)\underset{k<l}{\overset{n}{}}(x_kx_l).$$ (152) As examples we deal with the infinite square well $`[\pi /2,\pi /2]`$ and the harmonic oscillator. The one-particle wave functions are given, respectively, by $`\{\varphi \}_{\mathrm{s}.\mathrm{w}.}`$ $`=`$ $`{\displaystyle \frac{2}{\sqrt{\pi }}}\mathrm{sin}2nx;{\displaystyle \frac{2}{\sqrt{\pi }}}\mathrm{cos}(2n+1)x,`$ (153) $`\{\varphi \}_{\mathrm{h}.\mathrm{o}.}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2^nn!\sqrt{\pi }}}}\mathrm{e}^{x^2/2}H_n(x).`$ (154) The sines and cosines can be re-expressed as polynomials in $`\mathrm{sin}x`$ with the weight $`\mathrm{cos}x`$. The infinite domain of the harmonic oscillator is of no consequence as the weight damps the wave function at large distances. The non-interacting $`n`$-fermion ground state consists of fermions in the lowest $`n`$ levels. We find $`x\|\mathrm{\Phi }_0_{\mathrm{s}.\mathrm{w}.}`$ $`=`$ $`\left({\displaystyle \frac{2}{\pi }}\right)^{n/2}{\displaystyle \frac{2^{[n/2]}[n/2]!}{\sqrt{n!}}}{\displaystyle \underset{i=1}{\overset{n}{}}}\mathrm{cos}x_i{\displaystyle \underset{k<l}{\overset{n}{}}}(\mathrm{sin}x_k\mathrm{sin}x_l),`$ (155) $`x\|\mathrm{\Phi }_0_{\mathrm{h}.\mathrm{o}.}`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^{n/4}}}\left({\displaystyle \underset{j=1}{\overset{n1}{}}}\sqrt{2^jj!}\right)^1{\displaystyle \frac{1}{\sqrt{n!}}}{\displaystyle \underset{i=1}{\overset{n}{}}}\mathrm{e}^{x_i^2/2}{\displaystyle \underset{k<l}{}}2(x_kx_l),`$ (156) where the normalisation of the square-well wave function follows from De Moivre’s formula, and the normalisation of the harmonic oscillator wave function is a direct consequence of the normalisation of the Hermite polynomials $`H_n`$. We now consider an arbitrary excited state $`\mathrm{\Phi }_\lambda `$. Since the anti-symmetry is present by the ground-state wave function, the wave function of an excited state can be factorised as a symmetric function of all the variables times the ground-state wave function. For any finite basis, this symmetric function must be a symmetric polynomial $$x\|\mathrm{\Phi }_\lambda =S_\lambda (x)x\|\mathrm{\Phi }_0.$$ (157) Now the possible excitations follow from the theory of symmetric polynomials, and can be labelled as a distinct partition $`\lambda =(\lambda _1,\lambda _2\mathrm{},\lambda _n)`$, where $`\lambda _i`$ is the label of an occupied level, in ascending order. The symmetric polynomials are usually labelled independently of the degree of filling $`n`$ by the non-distinct partition $`f=\lambda \delta `$ where $`\delta =(n,n1,\mathrm{},2,1)`$ such that $`f_if_j`$ for $`i>j`$. The non-distinct partition $`f`$ yields the excitation with respect to the Fermi level (see Fig. 12). Generally, the symmetric functions $`S_\lambda `$ are not of a definite degree and they have a normalisation that depends on $`n`$. So $`\lambda `$ refers to the leading order polynomial $`S_\lambda =cs_\lambda +\mathrm{}`$. These polynomials $`s_\lambda `$ are the Schur functions , $`s_1`$ $`=`$ $`{\displaystyle \underset{i}{}}x_i,`$ $`s_2`$ $`=`$ $`{\displaystyle \underset{i}{}}x_i^2+{\displaystyle \underset{i<j}{}}x_ix_j,`$ $`s_{1,1}`$ $`=`$ $`{\displaystyle \underset{i<j}{}}x_ix_j`$ $`s_3`$ $`=`$ $`{\displaystyle \underset{i}{}}x_i^3+{\displaystyle \underset{i<j}{}}(x_i^2x_j+x_j^2x_i)+{\displaystyle \underset{i<j<k}{}}x_ix_jx_k,`$ $`s_{2,1}`$ $`=`$ $`{\displaystyle \underset{i<j}{}}(x_i^2x_j+x_j^2x_i)+2{\displaystyle \underset{i<j<k}{}}x_ix_jx_k,`$ $`s_{1,1,1}`$ $`=`$ $`{\displaystyle \underset{i<j<k}{}}x_ix_jx_k.`$ (158) For $`SU(N)`$ one-plaquette problem the excited states are symmetric polynomials in the eigenvalues of the matrix $`USU(N)`$. These polynomials are the Schur functions, $`S_\lambda =s_\lambda `$, and, as the eigenvalues lie on the complex unit circle, the symmetric polynomials are properly normalised. The eigenvalues of the electric operator follow directly from the definition. The two remaining problems are the action of the magnetic term on these states and how, and if, to express the symmetric polynomials, in the eigenvalues, again in terms of trace variables. For this purpose we introduce three representations: the Schur functions $`s`$, the monomial symmetric functions $`m`$, and the so-called trace functions $`t`$, $`s_\lambda `$ $`=`$ $`{\displaystyle \frac{detx_j^{i1+\lambda _{Ni+1}}}{detx_j^{i1}}},`$ $`m_\lambda `$ $`=`$ $`{\displaystyle \underset{\mathrm{Perm}(i_j)}{}}x_{i_1}^{\lambda _1}x_{i_2}^{\lambda _2}\mathrm{}x_{i_r}^{\lambda _r},`$ $`t_\alpha `$ $`=`$ $`{\displaystyle \underset{k}{}}\left({\displaystyle \underset{j}{}}x_j^k\right)^{\alpha _k}.`$ (159) The numbers $`\lambda `$ denote a partition, and the $`\alpha `$ label can be related to a partition by $$\lambda =(n^{\alpha _n}(n1)^{\alpha _{n1}}\mathrm{}2^{\alpha _2}1^{\alpha _1}).$$ (160) For instance, $`\alpha =(1020\mathrm{}0)`$ corresponds to $`\lambda =(331)`$. From the relations between the different representations one can show that every excited state can be expressed as a product over traces. An excited state $`s_\lambda `$ of the $`SU(N)`$ one-plaquette problem is a partition of length less than $`N`$. If we use a lexicographical ordering $``$ , it means that $`S_\lambda `$ contains only monomials $`m_\kappa `$ where $`\kappa \lambda `$. It is easy to see that a trace function $`t_\nu `$ only contains monomials $`m_\kappa `$ where $`\kappa \nu `$. Therefore, an excited state $`\mathrm{\Psi }_\lambda `$ from Eq. (90), can be expressed in terms of the $`N1`$ independent trace variables, where $$t_{\alpha _1\alpha _2\mathrm{}\alpha _{N1}}=\mathrm{Tr}[U]^{\alpha _1}\mathrm{Tr}[U^2]^{\alpha _2}\mathrm{}\mathrm{Tr}[U^{N1}]^{\alpha _{N1}}.$$ (161) We can thus express the anti-symmetric wave functions in terms of the symmetric trace variables. One can easily construct the transition, or Kostka, tables for transformations between $`s`$ and $`m`$, as well as $`t`$ and $`m`$. Even though it is relatively straightforward to use trace variables for $`SU(2)`$, it turns out to be rather involved to extend these relations to higher-dimensional gauge theories. For example, with the relations above we can determine the integration measure for trace variables. For $`SU(2)`$ we require the relations up to the partitions of 4, while for $`SU(3)`$ we require similar relations for the partitions of 6, $`SU(2):\mathrm{\Xi }^2`$ $`=`$ $`1t_1^2,`$ (162) $`SU(3):\mathrm{\Xi }^2`$ $`=`$ $`275t_1^3+9t_1t_2{\displaystyle \frac{1}{2}}t_2^3+{\displaystyle \frac{5}{4}}t_1^2t_2^2t_1^4t_2+{\displaystyle \frac{1}{4}}t_1^6`$ (163) $`=`$ $`2718t_1t_1+4(t_1^3+t_1^3)t_1^2t_1^2.`$ (164) where $`t_p=\mathrm{Tr}[U^p]`$. However, the use for this relation for $`SU(3)`$ is restricted as the two complex trace variables $`t_1`$ and $`t_2`$ have complicated relations, and are restricted to a non-trivial domain of the complex space $`\text{C}^2`$. Note that there are only two independent angular variables for $`SU(3)`$, which makes the angular variables much more useful than the trace variables. The Haar measure $`\mu (U)`$ reduces to the measure of the trace variables if the integrand depends only on the trace variables, $$𝑑\mu (U)F(\{t_\lambda \})=\mathrm{\Xi }𝑑t_1\mathrm{}𝑑t_{N1}F(\{t_\lambda \})=\mathrm{\Xi }^2𝑑\varphi _1\mathrm{}𝑑\varphi _{N1}F(\{t_\lambda (\{\varphi _i\})\}),$$ (165) where $`\mathrm{\Xi }`$ is a non-polynomial function of the trace variables $`t_i`$. ### A.1 The magnetic term The magnetic terms in coordinate representation are just the multiplication of the state with $`s_1`$ and $`s_{11\mathrm{}1}`$, where $`11\mathrm{}1`$ is $`1^{N1}`$. We can apply the Littlewood-Richardson rule for the general multiplication of two Schur functions, $$s_\lambda s_\kappa =\underset{\mu }{}c_{\lambda \kappa }^\mu s_\mu .$$ (166) However, since $`s_1`$ and $`s_{11\mathrm{}1}`$ are relatively simple we can derive multiplication rules from first principles, taking into account that the partitions cannot be longer than $`N1`$. As symmetric polynomials we find ($`x_j=\mathrm{exp}\{i\psi _j\}`$), $`\mathrm{Tr}[U]`$ $`=`$ $`x_1+x_2+x_3+\mathrm{}+x_N,`$ (167) $`\mathrm{Tr}[U^1]`$ $`=`$ $`x_1x_2\mathrm{}x_{N1}+\mathrm{}+x_1x_3\mathrm{}x_N+x_2x_3\mathrm{}x_N,`$ (168) where we use that $`x_1x_2\mathrm{}x_N=1`$. In terms of the partition $`\lambda `$ of $`s_\lambda `$, multiplying with $`\mathrm{Tr}[U]`$ means adding one to each in turn $`\lambda _i\lambda _i+1`$, cancelling all the partitions for which $`\lambda _i>\lambda _j`$ for $`j<i`$, due to the intrinsic anti-symmetry. Multiplying with $`\mathrm{Tr}[U^1]`$ corresponds to $`\lambda _i\lambda _i1`$, with the same cancellations. This relation can be generalised to the multiplication by $`\mathrm{Tr}[U^p]`$ for any power $`p`$. This reduces to adding $`p`$ to each of the elements $`\lambda _i`$ in the partition $`\lambda `$. The partitions should be ordered $`\lambda _1>\lambda _2>\mathrm{}>\lambda _{N1}>0`$, and the non-distinct partitions dropped. ## Appendix B Equivalent forms of the electric energy In this section we prove that the electric operator in angular coordinates $`\{\psi _i\}`$, $$D_N^s=\frac{1}{2}\underset{i=1}{\overset{N}{}}\frac{^2}{\psi _i^2}+\frac{1}{2}\left(\frac{1}{\sqrt{N}}\underset{i=1}{\overset{N}{}}\frac{}{\psi _i}\right)^2,$$ (169) the $`SU(N)`$ equivalent of Eq. (107), Can be realised in the trace representation $`\{\mathrm{Tr}[U^p]\}`$ by the $`SU(N)`$ version of the electric operator in Eq. (90). We start of by the relation between a function $`F`$ of the trace variables and one of the angular variables, $$F(\mathrm{Tr}[U],\frac{1}{2}\mathrm{Tr}[U^2],\mathrm{},\frac{1}{N1}\mathrm{Tr}[U^{N1}])=F(\underset{i=1}{\overset{N}{}}e^{i\psi _i},\frac{1}{2}\underset{i=1}{\overset{N}{}}e^{i2\psi _i},\mathrm{},\frac{1}{N1}\underset{i=1}{\overset{N}{}}e^{i(N1)\psi _i}).$$ (170) In order to prove the fundamental relation, we need to know the derivatives of the Vandermonde determinant with respect to the angular variables $$\mathrm{\Delta }_j=\frac{1}{\mathrm{\Delta }}\frac{}{\psi _j}\mathrm{\Delta }=\underset{kj}{\overset{N}{}}\frac{ie^{i\psi _j}}{e^{\psi _j}e^{\psi _k}}.$$ (171) Writing out the terms in Eq. (107) we generate several terms, $$\frac{1}{\mathrm{\Delta }}D_N^s\mathrm{\Delta }F=\overline{)\frac{1}{\mathrm{\Delta }}[D_N^s\mathrm{\Delta }]F}_I+\overline{)D_N^sF}_{II}\overline{)\underset{i=1}{\overset{N}{}}\mathrm{\Delta }_i_iF}_{III}+\overline{)\frac{1}{N}\left(\underset{i=1}{\overset{N}{}}\mathrm{\Delta }_i\right)\left(\underset{i=1}{\overset{N}{}}_iF\right)}_{IV},$$ (172) where $`_i=\frac{}{\psi _i}`$. Some tedious, but straightforward, calculations lead to $`\mathrm{I}`$ $`=`$ $`{\displaystyle \frac{N(N^21)}{24}}F,`$ (173) $`\mathrm{II}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \underset{p,q=1}{\overset{N1}{}}}\mathrm{Tr}[U^{p+q}]F_{,pq}+{\displaystyle \underset{p=1}{\overset{N1}{}}}p\mathrm{Tr}[U^p]F_{,p}\right)`$ (174) $``$ $`{\displaystyle \frac{1}{2N}}\left({\displaystyle \underset{p,q=1}{\overset{N1}{}}}\mathrm{Tr}[U^p]\mathrm{Tr}[U^q]F_{,pq}+{\displaystyle \underset{p=1}{\overset{N1}{}}}p\mathrm{Tr}[U^p]F_{,p}\right),`$ (175) $`\mathrm{III}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{p=1}{\overset{N1}{}}}\left({\displaystyle \underset{q=1}{\overset{p1}{}}}{\displaystyle \frac{1}{2}}\mathrm{Tr}[U^{pq}]\mathrm{Tr}[U^q]+\left(N{\displaystyle \frac{1}{2}}{\displaystyle \frac{p}{2}}\right)\mathrm{Tr}[U^p]\right)F_{,p},`$ (176) $`\mathrm{IV}`$ $`=`$ $`{\displaystyle \frac{N1}{2}}{\displaystyle \underset{p=1}{\overset{N1}{}}}\mathrm{Tr}[U^p]F_{,p},`$ (177) which, when substituted back in the original equation, yields the $`SU(N)`$ version of Eq. (90): $`E_l^2F\left(\left\{{\displaystyle \frac{1}{p}}\mathrm{Tr}[U^p]\right\}_p\right)`$ $`=`$ $`{\displaystyle \underset{p,q}{}}\left({\displaystyle \frac{1}{2}}\mathrm{Tr}[U^pU^q]{\displaystyle \frac{1}{2N}}\mathrm{Tr}[U^p]\mathrm{Tr}[U^q]\right)F_{,pq}`$ (178) $`+`$ $`{\displaystyle \underset{p}{}}\left({\displaystyle \frac{N^2p}{2N}}\mathrm{Tr}[U^p]+{\displaystyle \frac{1}{2}}{\displaystyle \underset{q=1}{\overset{p1}{}}}\mathrm{Tr}[U^{pq}]\mathrm{Tr}[U^q]\right)F_{,p}.`$ (179) This finishes the proof.
warning/0001/hep-th0001019.html	ar5iv	text	# Casimir energy of a dilute dielectric ball with uniform velocity of light at finite temperature. ## 1 Introduction Calculations of the Casimir energy for spherically symmetric boundary conditions have been the issue of numerous papers, since the first calculation by Boyer (see also ). Although a general theory describing the fluctuations of the electromagnetic field at finite temperature has been present for a long time , the extension of the results for the dielectric ball from zero temperature to finite temperatures received less attention. The case of a conducting spherical boundary (at zero and finite temperature) was studied by Balian and Duplantier , and will serve here to verify the validity of the results we obtain. Brevik and Clausen , used the Debye asymptotic expansion to calculate the Casimir force on the dilute dielectric ball, assuming uniform velocity of light inside and outside the ball (including, however, frequency dependence of the permeability and permittivity), to leading order in the so–called dilute approximation (the nature of this approximation is explained following Eq.(16)). It turns out that the usual Debye approximation is most useful for zero temperature calculations, but involves complications at finite temperatures. For example, it was shown that use of these asymptotics may lead to problematic results, such as that the Casimir energy of a dielectric ball is independent of temperature. In this Letter we calculate the thermodynamic features of the Casimir effect for the dilute dielectric ball at finite temperature (to leading order in the dilute approximation). We obtain explicit simple expressions for the Casimir energy, free energy and for the Casimir force at arbitrary temperature. In particular, we find that (within the approximation made) the Casimir force is repulsive for any radius at any temperature (see Eq.(43)). At high temperature its leading behavior is proportional to $`\frac{T}{16a^3\pi }`$, where $`a`$ is the radius of the ball. Higher order corrections to the dilute approximation decay like powers of $`\frac{1}{T}`$, and consequently the leading behavior $`\frac{T}{16a^3\pi }`$ gives the Casimir force quite accurately at high temperature (see section 5). The starting point of the present calculation is an explicit expression for the Casimir energy density (to leading order in the dilute approximation). This expression was derived in using simple properties of the Green’s function of the Helmholtz equation. The Casimir energy at finite temperature, $`E_C(T)`$, is then obtained by summing that explicit expression for the energy over the Matsubara frequencies. Then, using the usual thermodynamic relation between the Casimir free energy $`F_C(T)`$ and the Casimir energy $`E_C(T)`$, we obtain an explicit expression for $`F_C(T)`$ valid for all temperatures. We verify that $`E_C(T)`$ and $`F_C(T)`$ coincide at $`T=0`$, as they should (and the Casimir entropy vanishes at $`T=0`$). Furthermore, at high temperatures, $`F_C(T)`$ tends to a term which is proportional to $`T\mathrm{log}(aT)`$ (where $`a`$ is the radius of the ball). This behavior is consistent with the results of and is also consistent with the recent general discussion of the high–temperature classical limit in . ## 2 Mode summation at finite temperatures - general considerations The eigenfrequencies of the electromagnetic field, subjected to some boundary conditions, are solutions of a set of characteristic equations $$\mathrm{\Delta }_𝐜^k(\omega )=0k=1,2,3\mathrm{}$$ (1) labeled by an index $`k`$. (The eigenfrequency spectrum is the union of solutions to all the equations in (1).) The set of parameters $`𝐜`$ describes the constraints, such as the radius of the sphere or the distance between the conducting plates. The functions $`\mathrm{\Delta }_𝐜^k(\omega )`$ are usually expressions involving solutions of the scalar Helmholtz equation subjected to appropriate boundary conditions. In the following we consider the case of spherical symmetry, where the functions $`\mathrm{\Delta }_𝐜^k(\omega )`$ involve combinations of Bessel functions (see Eq. (13-16) in sec. 3). Let us first consider the system in its ground state at zero temperature. The zero temperature Casimir energy is of course the difference between the formally divergent sum over all allowed modes of the constrained system and the divergent sum over the modes of the free electromagnetic field, $$E_C=\underset{n}{}\frac{\omega _n(𝐜)}{2}\underset{n}{}\frac{\omega _n^{\mathrm{𝑓𝑟𝑒𝑒}}}{2}.$$ (2) This expression is still divergent and needs regularization. Thus, we introduce a UV–frequency cut-off $`\omega _N`$ and define $$E_C(\omega _N)=\underset{\omega _n\omega _N}{}\frac{\omega _n(𝐜)}{2}\underset{\omega _n\omega _N}{}\frac{\omega _n^{\mathrm{𝑓𝑟𝑒𝑒}}}{2}.$$ (3) When the boundaries are pushed to infinity, the system ceases to be constrained and becomes free. This is described by letting the parameters c in (3) tend to an appropriate value, say, infinity. It is convenient to represent the sum in the last expression as a contour integral $$E_C(\omega _N)=\underset{k}{}_{\mathrm{\Gamma }_N}\frac{z}{2}F_k(z;𝕔)𝑑z$$ (4) where $`\mathrm{\Gamma }_N`$ is shown on Fig.1, and $$F_k(z;𝕔)=\underset{𝕔^{}\mathrm{𝑓𝑟𝑒𝑒}}{lim}\frac{1}{2\pi i}\frac{d}{dz}(\mathrm{log}\mathrm{\Delta }_𝕔^k(z)\mathrm{log}\mathrm{\Delta }_𝕔^{}^k(z)),$$ (5) is the (regulated) resolvent corresponding to index $`k`$ in (1), and “$`\mathrm{𝑓𝑟𝑒𝑒}`$” denotes the set of parameters describing the limiting case where the boundaries are taken to infinity. In the case of spherical geometry this is achieved by taking the radius to infinity. The Casimir energy is then defined as $$E_C=\underset{\omega _N\mathrm{}}{lim}E_C(\omega _N).$$ (6) To carry over these considerations to finite temperature, we recall that the average energy per mode of the electromagnetic field is $`\frac{\omega }{2}\mathrm{coth}(\beta \omega /2)`$ and that the free energy per mode is $`\frac{1}{\beta }\mathrm{log}(2\mathrm{sinh}(\beta \omega /2))`$, where $`\beta =\frac{1}{k_BT}`$. Thus, $$E_C(T;\omega _N)=\underset{k}{}_{\mathrm{\Gamma }_N}\frac{z}{2}\mathrm{coth}(\frac{\beta z}{2})F_k(z;𝕔)𝑑z,$$ (7) is the (cut off) Casimir energy at temperature $`T`$, and $$F_C(T;\omega _N)=\underset{k}{}_{\mathrm{\Gamma }_N}\frac{1}{\beta }\mathrm{log}(2\mathrm{sinh}(\beta z/2))F_k(z;𝕔)𝑑z,$$ (8) is the (cut off) Casimir free energy at temperature $`T`$. Upon rotating the integration contour in (7) to wrap around the imaginary axis, the Casimir energy can be expressed as a sum over Matsubara modes, namely $$E_C=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\underset{k}{}\left(\frac{z}{2}F_k(z;𝕔)\right)\|_{z=\frac{2\pi in}{\beta }}.$$ (9) This concludes our general considerations. ## 3 Casimir energy In this section we study the temperature dependence of the Casimir energy of a dielectric ball, having permittivity and permeability $`ϵ,\mu `$ which is embedded in a medium with permittivity and permeability $`ϵ^{},\mu ^{}`$. A further simplifying assumption which we make throughout this Letter, is that the velocity of light be continuous across the boundary, namely $$ϵ\mu =ϵ^{}\mu ^{}.$$ (10) This condition is often desirable as it causes the frequency equations to simplify and some divergences to cancel out (see and references therein). It turns out that in this case the energy depends on the dielectric data only through the parameter $`\xi ^2`$ defined by $$\xi ^2=\left(\frac{\epsilon _1\epsilon _2}{\epsilon _1+\epsilon _2}\right)^2$$ (11) which is symmetric under $`\epsilon _1\epsilon _2`$. Thus, the Casimir energy is invariant under interchanging the inner and outer media. It has been shown that under the condition (10), and after rotating the integration contour in (4) to the imaginary axis, that the difference in zero point energy of two balls of radii $`a`$ and $`b`$ may be written as $$E_C(a)E_C(b)=\underset{l=1}{\overset{\mathrm{}}{}}(l+\frac{1}{2})_{\mathrm{}}^{\mathrm{}}𝑑\omega \omega F_l(\omega ;a,b),$$ (12) where the resolvent (5) is $$F_l(\omega ;a,b)=\frac{1}{2\pi }\frac{d}{d\omega }(\mathrm{log}[1\xi ^2\lambda _l^2(a\|\omega \|)]\mathrm{log}[1\xi ^2\lambda _l^2(b\|\omega \|)]).$$ (13) Here $$\lambda _l(a\|\omega \|)=(s_le_l(a\|\omega \|))^{},$$ (14) where $`s_l,e_l`$ are the modified Bessel functions ($`\nu =l+\frac{1}{2}`$) $$s_l(x)=ixj_l(ix)=\sqrt{\frac{\pi x}{2}}e^{\frac{i\pi \nu }{2}}J_\nu (ix)$$ (15) $$e_l(x)=ixh_l^{(1)}(ix)=i\sqrt{\frac{\pi x}{2}}e^{\frac{i\pi \nu }{2}}H_\nu ^1(ix)$$ (16) The case of $`\xi `$ finite but small corresponds to the inner ball being nearly identical in its properties to the surrounding medium. This is referred to in the literature as the limit of dilute media. In this limit we can expand (13) in powers of $`\xi ^2`$. This expansion is further justified by the fact that on the imaginary $`\omega `$ axis $`\lambda _l^2`$ is small, thus the expansion can be pushed to $`\xi ^21`$ (for $`\xi ^2=1`$, of course, one of the media has infinite conductivity and is thus a perfect conductor). In this Letter we will content ourselves with the leading term in this expansion. Thus, to order $`\xi ^2`$ we have from (13) $$F_l(\omega ;a,b)=\frac{\xi ^2}{2\pi }\frac{d}{d\omega }(\lambda _l^2(a\|\omega \|)\lambda _l^2(b\|\omega \|)),$$ (17) In one of us was able to carry the sum over $`l`$ in (12) to first order in $`\xi ^2`$ in closed form, without using Debye approximations, as is usually done in the literature. The result was $$\xi ^2\underset{l=1}{\overset{\mathrm{}}{}}(l+\frac{1}{2})x\frac{d}{dx}\lambda _l^2(x)=\frac{\xi ^2}{2}(\frac{1}{2}+\frac{1}{2}e^{4x}(1+2x)^2).$$ (18) Thus, the relative resolvent, to order $`\xi ^2`$, is $$F^{(2)}(z;a,b)=\frac{\xi ^2}{4\pi z}\left[e^{4a\|z\|}(1+4a\|z\|+4a^2\|z\|^2)e^{4b\|z\|}(1+4b\|z\|+4b^2\|z\|^2)\right]$$ (19) (here $`z`$ is a pure imaginary frequency.) Using this simple explicit expression, we can calculate the energy in the dilute limit at an arbitrary temperature. In order to calculate the zero point energy with respect to the vacuum we take the limit $`b\mathrm{}`$ at the outset. Note that the $`x`$ independent term in (18) cancels between the two terms in the difference (19), resulting in an expression which decays exponentially when $`\|z\|\mathrm{}`$. Thus, no further regularization will be needed when we integrate over $`\omega `$. Using (9) and (19), the Casimir energy at temperature $`T`$ is $`E_C(a,T)={\displaystyle \frac{\xi ^2T}{4}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}e^{8aT\pi \|n\|}(1+8aT\pi \|n\|+16a^2T^2\pi ^2n^2)=`$ (20) $`{\displaystyle \frac{\xi ^2T}{4}}\left(1T{\displaystyle \frac{}{T}}+{\displaystyle \frac{T^2}{4}}{\displaystyle \frac{^2}{T^2}}\right){\displaystyle \frac{2}{e^{8a\pi T}1}}+{\displaystyle \frac{\xi ^2T}{4}},`$ yielding $`E_C(a,T)={\displaystyle \frac{T\xi ^2}{4}}+{\displaystyle \frac{T\xi ^2}{2\left(e^{8a\pi T}1\right)}}+{\displaystyle \frac{4a\pi T^2\xi ^2e^{8a\pi T}}{\left(e^{8a\pi T}1\right)^2}}+`$ (21) $`{\displaystyle \frac{8a^2\pi ^2T^3\xi ^2e^{8a\pi T}\left(1+e^{8a\pi T}\right)}{\left(e^{8a\pi T}1\right)^3}}`$ This result is exact (to order $`\xi ^2`$) for all temperatures. It is immediate to check that as $`T`$ goes to zero we retain the correct zero temperature result $$E_C(a,0)=\frac{5\xi ^2}{32a\pi }.$$ (22) Note that at high temperatures, $`T>>\frac{1}{8\pi a}`$, we have $$E_C(a,T)=\frac{T\xi ^2}{4}+𝒪(e^{8a\pi T}),$$ (23) which is consistent with Eq.(8.39) in for the free energy, to leading order. Namely, the Casimir energy at high temperatures is independent of the radius of the ball. That $`E_C(T,a)`$ becomes independent of the radius at high temperature is expected on general grounds (see for a detailed discussion): At high enough temperatures we expect classical equipartition to hold. Since there is obviously a one to one correspondence between the states of the system with radius $`a`$ and the states of any other system with a different radius $`b`$, the difference between the zero point energies of these two systems must vanish at high temperatures. Indeed, for the case studied here, the difference (to order $`\xi ^2`$) vanishes exponentially fast with temperature. ## 4 Free energy and force Having calculated the energy we may now use the expression (21) to infer the Casimir free energy of the system. From the general relation $$E=\frac{Tr(He^{\beta H})}{Tr(e^{\beta H})}=\frac{}{\beta }(\mathrm{log}Z)=\frac{}{\beta }(\beta F),$$ (24) we have $`F=\frac{1}{\beta }E(\beta )𝑑\beta +\frac{C}{\beta }`$ (where $`C`$ is an integration constant to be determined), or, equivalently, $$F=T\frac{E(T)}{T^2}𝑑T+CT.$$ (25) To evaluate the Casimir free enrgy at low temperatures we first expand $`E_C(T)`$ around $`T=0`$ $$E_C(a,T)=\frac{5\xi ^2}{32a\pi }+\frac{8a^3\pi ^3\xi ^2T^4}{45}+\frac{512a^5\pi ^5\xi ^2T^6}{945}+𝒪(T^7)$$ (26) (Note that the first temperature dependent contribution to the energy is of order $`T^4`$.) Thus, from (25), the Casimir free energy is $$F_C(a,T)=CT+\frac{5\xi ^2}{32a\pi }\frac{8a^3\pi ^3T^4\xi ^2}{135}\frac{512a^5\pi ^5T^6\xi ^2}{4725}+𝒪(T^7).$$ To fix the constant $`C`$, we use the third law of thermodynamics, namely, that the Casimir entropy $$S_C(a,T)=\frac{E_C(a,T)F_C(a,T)}{T}$$ (27) vanishes at $`T=0`$. It is straightforward to check that this implies $`C=0`$. Therefore, at low temperatures, the Casimir free energy is: $$F_C(a,T)=\frac{5\xi ^2}{32a\pi }\frac{8a^3\pi ^3T^4\xi ^2}{135}\frac{512a^5\pi ^5T^6\xi ^2}{4725}+O(T^7).$$ (28) This result coincides with the two scattering approximation for the conducting sphere (up to multiplication by $`\xi ^2`$). To proceed beyond low temperatures we rewrite (25) as $$F=T_0^T\frac{E(t)E(0)}{t^2}𝑑t+E(0)$$ (29) One can easily check, using the power series (26), that the integral on the right side converges, and that indeed $`F`$ satisfies the condition (24). To show that there is no additional term of the form $`CT`$ in (29), we note that this expression can also be verified for any particular mode $`\omega `$ of the electromagnetic field. Writing, $$T\mathrm{log}(2\mathrm{sinh}\frac{\omega }{2T})=T_0^T\frac{\frac{\omega }{2}\mathrm{coth}\frac{\omega }{2t}\frac{\omega }{2}}{t^2}𝑑t+\frac{\omega }{2},$$ (30) and then summing over the modes gives precisely (29). In order to evaluate (29) it is convenient to split $`E_C`$ into $$E_C(a,T)=E_{C1}(T)+E_{C2}(T)$$ (31) where $$E_{C1}(T)=\frac{4a\pi T^2\xi ^2e^{8a\pi T}}{\left(e^{8a\pi T}1\right)^2}+\frac{8a^2\pi ^2T^3\xi ^2e^{8a\pi T}\left(1+e^{8a\pi T}\right)}{\left(e^{8a\pi T}1\right)^3}$$ (32) and $$E_{C2}(T)=\frac{T\xi ^2}{4}+\frac{T\xi ^2}{2\left(e^{8a\pi T}1\right)}$$ (33) and then split the integral in (29) accordingly. The contribution associated with $`E_{C1}`$ can be integrated in a straightforward manner, whereas the contribution from $`E_{C2}`$ requires more careful treatment. Thus, $$F_C=T_0^T(E_{C1}(t)E_{C1}(0))\frac{dt}{t^2}T_0^T(E_{C2}(t)E_{C2}(0))\frac{dt}{t^2}+\frac{5\xi ^2}{32a\pi }$$ (34) The term associated with $`E_{C1}`$ is now straightforwardly integrated to yield $$F_1(T)=\xi ^2\left[\frac{3}{32a\pi }+\frac{5T}{16}+\frac{a\pi T^2}{\left(e^{8a\pi T}1\right)^2}+\frac{\left(5T+8a\pi T^2\right)}{8\left(e^{8a\pi T}1\right)}\right].$$ (35) We are now left with the second term, which can be written as $$F_2(T)=T_0^T(E_{C2}(t)\frac{3\xi ^2}{32a\pi })\frac{dt}{t^2}=\frac{T\xi ^2}{2}_0^{8a\pi T}\left(\frac{1}{2}\frac{1}{t}+\frac{1}{e^t1}\right)\frac{dt}{t}$$ (36) The last integral is, of course, well defined at $`T=0`$, but diverges logarithmically as $`T\mathrm{}`$. To simplify this expression we observe that $$_0^{\mathrm{}}\left(\frac{1}{2}\frac{1}{t}+\frac{1}{e^t1}\right)\frac{e^{zt}}{t}𝑑t=\mathrm{log}\mathrm{\Gamma }(z)z\mathrm{log}z+z+\frac{1}{2}\mathrm{log}z\frac{1}{2}\mathrm{log}2\pi $$ (37) (eq. 8.341.1 in ), where $`z>0`$ can be thought of as a UV–regulator, which is set to zero in the end (it is understood that $`8a\pi Tz<<1`$ throughout the calculations.). Thus, writing $`{\displaystyle _0^{8a\pi T}}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{1}{e^t1}}\right){\displaystyle \frac{1}{t}}𝑑t=`$ (38) $`\underset{z0}{lim}{\displaystyle _0^{8a\pi T}}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{1}{e^t1}}\right){\displaystyle \frac{e^{zt}}{t}}𝑑t`$ and using the expansions $$\mathrm{log}\mathrm{\Gamma }(z)=\mathrm{log}z\gamma z+𝒪(z^2)$$ (39) (6.1.33 in , $`\gamma =0.577\mathrm{}`$ is Euler’s constant) and $$_{8a\pi T}^{\mathrm{}}\frac{e^{zt}}{t}𝑑t=\gamma \mathrm{log}(8a\pi Tz)+𝒪(8a\pi Tz),$$ (40) (eq. 8.214.1 in ), we find after taking the limit $`z0^+`$, that $`{\displaystyle _0^{8a\pi T}}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{1}{e^t1}}\right){\displaystyle \frac{1}{t}}𝑑t=`$ (41) $`{\displaystyle \frac{1}{2}}\mathrm{log}(4aT)+{\displaystyle \frac{\gamma }{2}}+{\displaystyle \frac{1}{8a\pi T}}{\displaystyle _{8a\pi T}^{\mathrm{}}}{\displaystyle \frac{1}{(e^t1)t}}𝑑t,`$ in which the last integral is well defined for all $`T`$. Combining this result with (35), we obtain from (34) the following expression for the Casimir free energy at arbitrary temperature: $`F_C(a,T)={\displaystyle \frac{T\xi ^2}{4}}\left[\mathrm{log}(aT)+\mathrm{log}4+\gamma {\displaystyle \frac{5}{4}}\right]+`$ (42) $`{\displaystyle \frac{T\xi ^2}{2}}{\displaystyle _{8a\pi T}^{\mathrm{}}}{\displaystyle \frac{dt}{(e^t1)t}}+{\displaystyle \frac{a\pi T^2\xi ^2}{\left(e^{8a\pi T}1\right)^2}}+{\displaystyle \frac{\left(5T\xi ^2+8a\pi T^2\xi ^2\right)}{8\left(e^{8a\pi T}1\right)}}`$ Note that $`\mathrm{log}4+\gamma \frac{5}{4}=0.714`$, and thus, the linear and $`T\mathrm{log}(aT)`$ terms in (42) agree with the two-scattering approximation (when $`\xi =1`$). All other terms in (42) decay exponentially as $`T\mathrm{}`$ and not as powers as is seen in eq. 8.39 . This is due to the fact that the density of states in the $`\xi ^2`$ approximation decays exponentially with frequency and not as $`1/\omega ^2`$, which was the basis of the high temperature approximation used in (see eq. (6.12) therein) . This suggests that at sufficiently high temperatures, we will have to include higher order corrections in $`\xi ^2`$ to see the power law decay. However, as we shall see in the next section, there are no further corrections to the $`T`$ and $`T\mathrm{log}(aT)`$ terms which depend on the radius $`a`$. Thus, the $`\xi ^2`$ approximation gives a reliable estimate of the Casimir force at high temperatures. Another interesting feature of the last expression is that $`F_C(T)<0`$ for $`a`$ large, while $`F_C(T)>0`$ for small values of $`a`$. Thus, for any temperature $`T`$ there is an intermediate radius $`b(T)`$ such that $`F_C=0`$ for this radius (it follows that the free energy may be also viewed as relative to the energy of the ball with this zero-energy radius.) From (42) we calculate the Casimir force to order $`\xi ^2`$ $`_C(a,T)={\displaystyle \frac{1}{4\pi a^2}}{\displaystyle \frac{}{a}}F_C(a,T)=`$ (43) $`{\displaystyle \frac{T\xi ^2}{16a^3\pi }}+{\displaystyle \frac{T\xi ^2}{8a^3\pi (e^{8a\pi T}1)}}+{\displaystyle \frac{T^2\xi ^2e^{8a\pi T}}{a^2(e^{8a\pi T}1)^2}}+{\displaystyle \frac{2\pi T^3\xi ^2(e^{8a\pi T}+1)e^{8a\pi T}}{a(e^{8a\pi T}1)^3}}.`$ We see that the force (43) is positive for all values of $`a`$ and $`T`$. Moreover it behaves as $`\frac{T\xi ^2}{16a^3\pi }`$ at high temperatures. Another quantity of interest, which is the Casimir entropy (27), behaves as $`\frac{\xi ^2}{4}(1.714+\mathrm{log}(aT))`$ at high temperatures. ## 5 Relation to direct mode summation In this section we use a different approach based on evaluating (8) directly. This analysis was carried out for high and low temperatures in the case of the conducting sphere by Balian and Duplantier . To make our discussion well defined we consider the difference in free energy between two balls of radii $`a`$ and $`b`$. From (8) we deduce that the relative Casimir free energy is $$F_C(a)F_C(b)=\underset{l=1}{\overset{\mathrm{}}{}}(l+\frac{1}{2})\frac{i}{\beta }_{\mathrm{}}^{\mathrm{}}F_l(\omega ;a,b)\mathrm{log}(2i\mathrm{sin}(\frac{\beta \omega }{2}))𝑑\omega .$$ (44) It is convenient to decompose the logarithm as $`\mathrm{log}\left(2i\mathrm{sin}({\displaystyle \frac{\beta \omega }{2}})\right)=`$ (45) $`\mathrm{log}\left(2\left\|\mathrm{sin}({\displaystyle \frac{\beta \omega }{2}})\right\|\right)+i\pi {\displaystyle \underset{n=0}{\overset{{}_{}{}^{}\mathrm{}}{}}}\theta \left(\omega {\displaystyle \frac{2\pi n}{\beta }}\right)i\pi {\displaystyle \underset{n=0}{\overset{{}_{}{}^{}\mathrm{}}{}}}\theta \left(\omega {\displaystyle \frac{2\pi n}{\beta }}\right)`$ (where, as usual, $`_{n=0}^{{}_{}{}^{}\mathrm{}}`$ means that the $`n=0`$ term is counted with half-weight). Note that $`F_l(\omega ;a,b)`$ is an odd function of frequencies. Thus, discarding the even part of (45), we are left with $`F_C(a)F_C(b)={\displaystyle \frac{2\pi }{\beta }}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(l+{\displaystyle \frac{1}{2}}){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle _{\frac{2\pi n}{\beta }}^{\mathrm{}}}F_l(\omega ;a,b)𝑑\omega +`$ (46) $`{\displaystyle \frac{\pi }{\beta }}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(l+{\displaystyle \frac{1}{2}}){\displaystyle _0^{\mathrm{}}}F_l(\omega ;a,b)𝑑\omega .`$ The first term on the right side is a decaying function of temperature (it decays as $`\frac{1}{T}`$). The linear and logarithmic contributions in $`T`$ come only from the second term. We now expand (46) in powers of $`\xi ^2`$, and work to leading order in $`\xi ^2`$. Substituting $`F^{(2)}(\omega ;a,b)`$ from (19) into (46), we can show that the leading term in (46) is consistent with the expression (42) we obtained in the previous section. (In the following we integrate without using the $`b`$ dependent terms, wherever they are not necessary for convergence.) We start with the easily integrable expressions: $`{\displaystyle \frac{\xi ^2}{2\beta }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle _{\frac{2n\pi }{\beta }}^{\mathrm{}}}(4ae^{4a\omega }+4a^2\omega e^{4a\omega })𝑑\omega ={\displaystyle \frac{\xi ^2}{2\beta }}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{e^{\frac{8an\pi }{\beta }}(8an\pi +5\beta )}{4\beta }}`$ (47) $`={\displaystyle \frac{\xi ^2}{8}}{\displaystyle \frac{8a\pi e^{\frac{8a\pi }{\beta }}+5\beta (e^{\frac{8a\pi }{\beta }}1)}{\beta ^2(1+e^{\frac{8a\pi }{\beta }})^2}}`$ Note that we summed starting with $`n=1`$, since the $`n=0`$ term is independent of the radius and thus cancels out (when taking the difference). The less trivial terms can be calculated as follows $`{\displaystyle \frac{\xi ^2}{2\beta }}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle {}_{}{}^{}_{\frac{2n\pi }{\beta }}^{\mathrm{}}}{\displaystyle \frac{1}{\omega }}\left(e^{4a\omega }e^{4b\omega }\right)𝑑\omega `$ (48) $`={\displaystyle \frac{\xi ^2}{2\beta }}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle {}_{}{}^{}_{\frac{2n\pi }{\beta }}^{\mathrm{}}}{\displaystyle _a^b}4e^{4u\omega }𝑑u𝑑\omega ={\displaystyle \frac{\xi ^2}{2\beta }}{\displaystyle _a^b}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{}_{}{}^{}{\displaystyle \frac{1}{u}}e^{\frac{8un\pi }{\beta }}du=`$ $`{\displaystyle \frac{\xi ^2}{2\beta }}\left({\displaystyle \frac{1}{2}}\mathrm{log}({\displaystyle \frac{a}{b}})+{\displaystyle _{\frac{8a\pi }{\beta }}^{\mathrm{}}}{\displaystyle \frac{1}{u(1+e^u)}}𝑑u{\displaystyle _{\frac{8b\pi }{\beta }}^{\mathrm{}}}{\displaystyle \frac{1}{u(1+e^u)}}𝑑u\right).`$ Thus the difference between the free energy of two balls is: $$F_C(a,T)F_C(b,T)=\frac{T\xi ^2}{2}\left[\frac{1}{2}\mathrm{log}(\frac{a}{b})+M(8\pi aT)M(8\pi bT)\right]$$ (49) where $$M(x)=\frac{xe^x+5(1+e^x)}{4\left(1+e^x\right)^2}+_x^{\mathrm{}}\frac{1}{u(1+e^u)}𝑑u$$ (50) Clearly (49) and (42) are consistent. Finally, we make the important observation that terms of order $`\xi ^4`$ and higher in the expansion of (46) do not contribute to $`F_C(a,T)`$ terms that are proportional to $`T`$ or $`T\mathrm{log}(aT)`$ with coefficients that depend on $`a`$. To see this, note from (13) and from (46) that contribution to terms proportional to $`T`$ or $`T\mathrm{log}(aT)`$ will come from expression such as $`{\displaystyle \frac{\pi }{\beta }}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(l+{\displaystyle \frac{1}{2}}){\displaystyle _0^{\mathrm{}}}F_l^{(2m)}(\omega ;a,b)𝑑\omega =`$ (51) $`{\displaystyle \frac{\pi }{\beta }}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}(l+{\displaystyle \frac{1}{2}}){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\xi ^{2m}}{2\pi m}}{\displaystyle \frac{d}{d\omega }}(\lambda _l^{2m}(a\|\omega \|)\lambda _l^{2m}(b\|\omega \|))`$ (The other terms, namely, terms coming from the first sum in (46), obviously decay as powers in $`\frac{1}{T}`$.) For any $`m>1`$ each term in the last sum can be integrated to yield: $$\underset{\omega 0^+}{lim}\frac{\pi }{\beta }\underset{l=1}{\overset{\mathrm{}}{}}(l+\frac{1}{2})\frac{\xi ^{2m}}{2\pi m}(\lambda _l^{2m}(a\omega )\lambda _l^{2m}(b\omega ))=0$$ (52) since for all $`m>1`$ this sum is convergent at $`\omega =0`$ (note that $`\lambda _l(0)=\frac{1}{2l+1}`$). Thus, the $`T`$ and $`T\mathrm{log}(aT)`$ terms which depend on $`a`$ in the exact $`F_C(a,T)`$ are accurately accounted for by the order $`\xi ^2`$ expression (42). Consequently, (43) gives the Casimir force quite accurately at high $`T`$, up to corrections in $`\frac{1}{T}`$. ## 6 Conclusions The temperature dependence of the Casimir energy, free energy and force were studied in the dilute dielectric ball approximation. We showed that the free energy, and thus the force, can be obtained from the Casimir energy, which is an easier quantity to calculate. This was done for an arbitrary temperature, and agrees with the two-scattering results for a conducting shell obtained in for the high and low temperature limits. We confirmed that in the high temperature limit the free energy behaves as $`T\mathrm{log}(aT)`$, while the Casimir energy is linear in $`T`$. However this linear term is independent of geometry, and thus, the energy difference between two balls of different radii decays exponentially. This is expected from the equipartition property of classical statistical mechanics - at high temperatures the average energy per mode, $`k_BT`$, is independent of the frequency, and since there is a one to one correspondence between the eigenmodes of two spheres of different radii, the difference in the energy should vanish in the high temperature limit. The calculations were based on the method developed in . This method have since been used in other related problems at zero temperature in . We expect that these cases now too admit an exact treatment, along similar lines as presented here. ## Acknowledgments I. K. and M. R. thank I. Brevik for getting them interested in this problem. M. R. also thanks I. Brevik for his kind hospitality at Trondheim during summer 1998. I. K. wishes to thank A. Elgart for discussions. This work was supported by the Technion-Haifa University Joint Research Fund. The work of A. M. and M. R. was supported in part by the Technion VPR Fund, and by the Fund for Promotion of Research at the Technion. J. F.’s research was supported in part by the Israeli Science Foundation grant number 307/98(090-903).
warning/0001/hep-lat0001020.html	ar5iv	text	# Adjoint “quarks” on coarse anisotropic lattices: Implications for string breaking in full QCD ## I Introduction and Motivation Simulations of lattice QCD are increasingly dedicated to the goal of including the effects of sea quarks on many observables. One of the most distinctive signatures of sea quarks should be the elimination of the confining potential between widely separated valence quarks. Quenched simulations have demonstrated that color-electric field lines connecting a static quark and antiquark are squeezed into a narrow tube or “string” . In full QCD however the flux-tube should be unstable against fission at large separations $`R`$, where sea quarks should materialize from the vacuum and bind to the heavy quarks to form a pair of color-neutral bound states. It is perhaps surprising that some controversy persists in the literature as to whether “string breaking” has actually been observed in lattice simulations, and what techniques are required in order to convincingly demonstrate this phenomenon. This is despite extensive large scale simulations in unquenched QCD by several collaborations . This problem has come under renewed attack in the last few years with several new viewpoints emerging as to the underlying cause of the difficulty in observing string breaking, and suggestions as to the optimal approach for resolving this problem . These ideas have stimulated new work on string breaking in simulations of full QCD , and on a number of models that may shed light on string breaking . One suggestion to arise in the literature is that the Wilson loop operator, which has typically been used to study the static potential between heavy quarks, has a very small overlap with the true ground state of the system at large $`R`$, and hence is not suited to studies of string breaking . This has led to the consideration of other operators to study string breaking between static quarks, especially operators that explicitly generate light valence quarks at the positions of the heavy quarks . We note that another distinguishing feature of the operators proposed in Refs. is that they generate correlation functions which receive disconnected contributions, where a pair of heavy-light bound states propagate independently of one another. Another point of view was raised by one of us in Ref. , where it was suggested that string breaking can indeed be seen using Wilson loops, but that it is essential to propagate the trial states over Euclidean times $`T`$ of about 1 fm, the characteristic scale associated with hadronic binding. In contrast, typical studies of the static potential in unquenched QCD have been done on lattices with relatively “fine” spacings, limiting the propagation times to well under 1 fm, due to the high computational overhead. The use of coarse lattices enables much more efficient simulations of the static potential at the large scales relevant to string breaking. This was demonstrated in Ref. where an improved action was used to observe string breaking on coarse lattices, using Wilson loops in unquenched QCD in three dimensions, at dramatically reduced computational cost. In this paper we consider a number of the issues raised in the recent literature on string breaking, by doing simulations of quenched lattice QCD with valence “quarks” in the adjoint representation of the color group. There is a long history of lattice simulations of QCD with adjoint matter fields, which exhibits much of the physics of confinement of real QCD, and which also has a connection to supersymmetric physics . In particular an analogue of string breaking should occur in this model. For instance, the confining flux-tube between a pair of heavy adjoint quarks should be unstable against fission at large $`R`$, where gluons can materialize from the sea to bind to the heavy quarks, forming a pair of color-neutral bound states dubbed “gluelumps” . Hence the potential $`V_{\mathrm{adj}}(R)`$ between a pair of static adjoint quarks in quenched QCD should approach a constant at large $`R`$ $$V_{\mathrm{adj}}(R\mathrm{})=2M_{Qg},$$ (1) where $`M_{Qg}`$ is the energy of the lightest gluelump. Once again, despite much effort , string breaking using Wilson loops has not been seen in this model. However it has been suggested very recently that string breaking for adjoint quarks can be seen using correlators that explicitly generate valence gluons . Here we undertake a detailed study of four dimensional SU(2) gauge theory with static adjoint quarks (this work was reported in unpublished form in Ref. ). We use a tadpole-improved gluon action to do simulations on lattices with coarse spatial spacings $`a_s`$. We use highly anisotropic lattices, with fine “temporal” spacings $`a_t`$, in order to make a careful study of the time-dependent effective potentials. One lattice used here has $`a_s=0.36`$ fm and $`a_t=0.10`$ fm, which provides an increase in computational efficiency of some two orders of magnitude compared to simulations of adjoint quarks that were done in Ref. using an unimproved action on lattices with spacings of about 0.1 fm. The lattice spacings are first determined from the potentials for quarks in the fundamental representation. We then study the Wilson loop in the adjoint representation, and the masses of magnetic and electric gluelumps, which set the energy scale for string breaking according to Eq. (1). We consider correlators of gauge-fixed static quark propagators, without the string of spatial links that is found in the Wilson loop; this is similar to correlators proposed in Refs. as alternatives to the Wilson loop for observing string breaking. We also consider correlation functions for a pair of gluelumps, corresponding to states that explicitly contain valence gluons. We find that adjoint quark string breaking is extremely difficult to observe using Wilson loops, because of a very strong suppression of the signal, due to approximate Casimir scaling of the static potential. Despite the considerable computational advantage provided by using coarse lattices, we are limited to propagation times well below 1 fm. It is clear from our results that plateaus in the effective mass plots cannot be established at such short times. However it is also clear than a progressive “flattening” of the adjoint potential occurs as the propagation time is increased. By contrast saturation is readily observed in the effective potential naively constructed from the gluelump-pair correlator. Similar results for some of the observables studied here were recently obtained on “fine” lattices using unimproved actions . The adjoint quark results in Refs. were interpreted as providing support for the picture that Wilson loops are not suitable for studies of string breaking, while suggesting that string breaking can readily be observed using operators that explicitly generate states containing light valence particles . However we suggest instead that one must be more careful in defining the goal of “observing string breaking” in Euclidean time correlation functions. In particular we note that operators which explicitly generate light valence quarks, such as proposed in Refs. , will automatically exhibit potentials that saturate, even in quenched QCD (here considering the theory with fundamental representation quarks). This is especially clear when the correlator has disconnected contributions. This can also be seen from results presented in Ref. , where correlation functions of exactly this form were studied in quenched QCD with fundamental representation quarks. If one goal of string breaking studies is to observe a distinctive feature of the effects of sea quarks, then clearly one must use an observable that distinguishes between the quenched and unquenched theories. We further argue that using an operator such as the Wilson loop (which might be thought of as creating “initial” states containing only heavy valence quarks) is well motivated by making an analogy with the process of hadronization, which is the physical process that is most often alluded to in the context of “string breaking.” In hadronization the initial state consists of just two valence quarks at small separations, which then separate in real time, leading to the creation of light valence quarks at separations around 1–2 fm. The small overlap of the Wilson loop with the broken string state at much larger separations may be an irreducible feature of using Euclidean time correlators to mimic hadronization; a nonlocal state of two widely separated heavy quarks connected by a string is bound to have a small overlap with the state consisting of two widely separated heavy-light mesons. On the other hand, we find that the overlap of the Wilson loop with the broken string state is appreciable in a range of separations around the point at which string breaking actually occurs. Simulations of Wilson loops at very large separations, where the overlap becomes very small, are not relevant to hadronization, since in this physical process the original quarks never get to such points with the string intact. If one considers the static potential for quark separations around 1–2 fm, which are physically motivated by the analogy with hadronization, then “string breaking” does indeed appear to be accessible in full QCD using Wilson loops. The important observation here is that propagation times of about 1 fm must be attained in order to resolve the broken string state . This can be more readily achieved by using improved actions to do simulations on coarse lattices; we estimate that an increase in computational efficiency of some two orders of magnitude over most recent studies in full QCD can reasonably be achieved. This viewpoint is also supported by the results presented here, given the behavior of the time dependent effective masses, even though actual string breaking in adjoint Wilson loops is not resolved. In this connection, we draw attention below to the somewhat surprising fact that string breaking in quenched QCD with adjoint quarks actually has a much higher computational burden than in unquenched QCD with real quarks. In our estimation all of the evidence supports the view that string breaking is accessible in large scale simulations of the Wilson loop in full QCD. The rest of this paper is organized as follows. In Sect. II we present the details of the improved gluon action, and the construction of the various correlation functions to be studied. The results of the simulations are presented in Sect. III, where each correlator is considered in turn. Finally, we present some further discussion and conclusions in Sect. IV. ## II Action and Observables The tadpole-improved SU(2) action on anisotropic lattices used here was previously studied in Ref. , following earlier work in SU(3) color $`𝒮`$ $`=`$ $`\beta {\displaystyle \underset{x,s>s^{}}{}}\xi _0\left\{{\displaystyle \frac{5}{3}}{\displaystyle \frac{P_{ss^{}}}{u_s^4}}{\displaystyle \frac{1}{12}}{\displaystyle \frac{R_{ss^{}}}{u_s^6}}{\displaystyle \frac{1}{12}}{\displaystyle \frac{R_{s^{}s}}{u_s^6}}\right\}`$ (3) $`\beta {\displaystyle \underset{x,s}{}}{\displaystyle \frac{1}{\xi _0}}\left\{{\displaystyle \frac{4}{3}}{\displaystyle \frac{P_{st}}{u_s^2u_t^2}}{\displaystyle \frac{1}{12}}{\displaystyle \frac{R_{st}}{u_s^4u_t^2}}\right\},`$ where $`P_{\mu \nu }`$ is one half the trace of the $`1\times 1`$ Wilson loop in the $`\mu \times \nu `$ plane, $`R_{\mu \nu }`$ is one half the trace of the $`2\times 1`$ rectangle in the $`\mu \times \nu `$ plane, and where $`\xi _0`$ is the bare lattice anisotropy, $$\xi _0=\left(\frac{a_t}{a_s}\right)_{\mathrm{bare}}.$$ (4) This action has rectangles $`R_{ss^{}}`$ and $`R_{st}`$ that extend at most one lattice spacing in the time direction. This has the advantage of eliminating a negative residue high energy pole in the gluon propagator that would be present if $`R_{ts}`$ rectangles were included. “Diagonal” correlation functions computed from this action thus decrease monotonically with time, which is very important for our purposes. The leading discretization errors in this action are thus of $`O(a_t^2)`$ and $`O(\alpha _sa_s^2)`$. On an anisotropic lattice one has two mean fields $`u_t`$ and $`u_s`$. Here we define the mean fields using the measured values of the average plaquettes. Since the lattice spacings $`a_t`$ in our simulations are small, we adopt the following prescription for the mean fields $$u_t1,u_s=P_{ss^{}}^{1/4}.$$ (5) Observables in various representations of the gauge group can be easily computed from the measured values of the fundamental representation link variables using relations amongst the group characters. The Wilson loop $`W_j`$ in the $`j`$-th representation is defined by $$W_j\frac{1}{2j+1}\text{Tr}\left\{\underset{lL}{}𝒟_j[U_l]\right\},$$ (6) where $`𝒟_j[U_l]`$ is the $`j`$-representation of the link $`U_l`$, and $`L`$ denotes the path of links in the Wilson loop. In the case of the adjoint Wilson loop of interest here, we have $$W_1(T,R)=\frac{1}{3}\left(4\|W_{1/2}(T,R)\|^21\right),$$ (7) as can also be seen by using an explicit form for the adjoint representation matrices $$𝒟_1^{ab}[U]=\frac{1}{2}\text{Tr}(\sigma ^aU\sigma ^bU^{}),$$ (8) and making use of the identity $`\sigma _{ij}^a\sigma _{kl}^a=2(\delta _{il}\delta _{jk}\frac{1}{2}\delta _{ij}\delta _{kl})`$. To enhance the signal-to-noise we make an analytical integration on time-like links $$d[U_l]𝒟_j[U_l]e^{\beta S}=\frac{I_{2j+1}(\beta k_l)}{I_1(\beta k_l)}𝒟_j[V_l]d[U_l]e^{\beta S}$$ (9) where $`k_lV_l`$ denotes the sum of the $`1\times 1`$ staples and $`2\times 1`$ rectangles connected to the time-like link $`U_l`$ \[det$`(V_l)1`$\]. This variance reduction was applied to time-like links for the Wilson loops and gluelump correlators. Equation (9) assumes that a given link appears linearly in the observable, hence we can only apply it to Wilson loops with $`R>2`$, because of the rectangles $`R_{st}`$ that appear in the improved action. An iterative fuzzing procedure was used to increase the overlap of the Wilson loop and gluelump operators with the lowest-lying states. Fuzzy link variables $`U_i^{(n)}(x)`$ at the $`n`$th step of the iteration were obtained from a linear combination of the link and surrounding staples from the previous step $$U_i^{(n)}(x)=U_i^{(n1)}(x)+ϵ\underset{j\pm i}{}U_j^{(n1)}(x)U_i^{(n1)}(x+\widehat{ȷ})U_j{}_{}{}^{(n1)}{}_{}{}^{}(x+\widehat{ı}),$$ (10) where $`i`$ and $`j`$ are purely spatial indices, and where the links were normalized to $`U^{}U=I`$ after each iteration. Operators were constructed by using the fuzzy spatial link variables in place of the original links. Typically the number of iterations $`n`$ and the parameter $`ϵ`$ were chosen around $`(n,ϵ)=(10,0.04)`$ for Wilson loops and $`(n,ϵ)=(4,0.1)`$ for gluelumps. The gauge-invariant propagator $`G(T)`$ of a gluelump can be constructed by coupling a static quark propagator $`Q_T`$ (product of temporal links) of time-extent $`T`$ to spatial plaquettes $`U_0`$ and $`U_T`$ located at the temporal ends of the line $$G(T)=\text{Tr}\left(U_0\sigma ^b\right)𝒟_1^{ab}\left[Q_T\right]\text{Tr}\left(U_T^{}\sigma ^b\right).$$ (11) Both magnetic and electric gluelump propagators were analyzed, by choosing appropriate linear combinations of spatial plaquettes at the ends of the static propagator . For the magnetic gluelump a sum of four plaquettes in a particular spatial plane is used, the sum being invariant under lattice rotations about an axis perpendicular the plane. For the electric gluelump a sum of eight plaquettes lying in two planes is used, the sum being invariant under rotations about an axis that lies in both planes. $`G(T)`$ can be expressed in terms of fundamental representation link variables using Eq. (8) $$G(T)=2\text{Tr}\left(U_0Q_TU_T^{}Q_T^{}\right)\text{Tr}\left(U_0\right)\text{Tr}\left(U_T\right).$$ (12) We also study the correlation between two gluelump propagators, measuring the expectation value of the operator $$G_{GG}(T,R)G^{}(T;R)G(T;0),$$ (13) where static quark propagators $`Q_{T;0}`$ and $`Q_{T;R}`$ of time-extent $`T`$, and separated by a spatial distance $`R`$, are used in $`G(T;0)`$ and $`G(T;R)`$, respectively. We also compute the off-diagonal entries in the gluelump pair-Wilson loop mixing matrix, given by the expectation value of the operators $$G_{GW}(T,R)\text{Tr}\left(U_{0;0}\sigma ^a\right)𝒟_1^{ab}\left[Q_{T;0}\mathrm{\Gamma }_{T;R}Q_{T;R}^{}\right]\text{Tr}\left(U_{0;R}\sigma ^b\right),$$ (14) and $$G_{WG}(T,R)\text{Tr}\left(U_{T;R}\sigma ^b\right)𝒟_1^{ab}\left[Q_{T;R}^{}\mathrm{\Gamma }_{0;R}^{}Q_{T;0}\right]\text{Tr}\left(U_{T;0}\sigma ^b\right).$$ (15) $`\mathrm{\Gamma }_{0;R}`$ and $`\mathrm{\Gamma }_{T;R}`$ are products of (fuzzy) links connecting the spatial sites of the heavy quarks at times zero and $`T`$ respectively. The plaquettes $`U_{0;0}`$ and $`U_{0;R}`$ in the case of $`G_{GW}`$ for example are connected to the ends of the static propagators at time zero. Finally, as an alternative to the Wilson loop, we compute correlators of gauge-fixed static quark propagators separated by a distance $`R`$, given by expectation values of the operator $$G_{\mathrm{Poly}}(T,R)=\text{Tr}\left(𝒟_1[Q_{T;0}]\right)\text{Tr}\left(𝒟_1[Q_{T;R}]\right).$$ (16) This operator is similar to the Wilson loop in that it has only heavy quark propagators. It has been suggested that this type of operator may have a larger overlap with the broken string state, since it does not have an explicit string of spatial links connecting the heavy quarks, unlike the Wilson loop. We measured $`G_{\mathrm{Poly}}`$ in lattice Coulomb gauge, where $`_{i=1}^3[U_i(x)U_i(x\widehat{ı})]=0`$, which we implemented using an iterative steepest ascent algorithm with fast Fourier acceleration . ## III Results ### A Lattice parameters and fundamental representation potentials Four lattices were studied in order to check the physical results for dependence on lattice spacing and input anisotropy. The four sets of simulation parameters are listed in Table I. Roughly 40,000 measurements were made for the observables on all lattices, skipping 10 configurations between measurements (which results in very small autocorrelation times). We note that lattices with coarse spatial spacings $`a_s`$ were deliberately chosen, in an effort to probe the potentials at the longest physical quark separations possible, for the least computational cost. Lattice spacings around 0.4 fm have been studied by a number of authors (see e.g. Refs. ). Using the lattice with $`a_s=0.36`$ fm here provides an increase in computational efficiency of some two orders of magnitude compared to the simulations of adjoint quarks done on lattices with “fine” spacings in Ref. . Still coarser spacings were also considered here and, although one would not necessarily advocate the use of such lattices for precision calculations, it is worthwhile to employ them in an effort to glean some information about string breaking, where much remains to be understood. We first present results for the fundamental representation Wilson loop, which are used to measure the renormalized lattice anisotropy $`\xi _{\mathrm{ren}}`$ and to set the lattice spacing $`a_s`$. These results demonstrate fairly good scaling and rotational symmetry restoration, as well as fairly small renormalizations of the input anisotropy, thanks to the tadpole improvement of the action. The renormalized anisotropy is determined by comparing the static potential $`a_tV_{xt}`$, computed in units of $`a_t`$ from Wilson loops $`W_{xt}`$ where the time axis is taken in the direction of small lattice spacings, with the potential $`a_sV_{xy}`$ computed from Wilson loops $`W_{xy}`$ with both axes taken in the direction of large lattice spacings . The anisotropy is determined after an unphysical constant is removed from the potentials, by subtraction of the simulation results at two different radii $$\xi _{\mathrm{ren}}=\frac{a_tV_{xt}(R_2)a_tV_{xt}(R_1)}{a_sV_{xy}(R_2)a_sV_{xy}(R_1)}.$$ (17) The anisotropies determined with $`R_1=\sqrt{2}a_s`$ and $`R_2=2a_s`$ are shown in Table I; results obtained with $`R_1=a_s`$ are in excellent agreement with these estimates. The renormalization of the anisotropy is fairly small in all cases, especially as compared to the very large renormalizations for unimproved actions on lattices with comparable spacings . The spatial lattice spacing is then determined by fitting the fundamental representation potential to the form $$V_{\mathrm{fit}}(R)=\sigma R\frac{b}{R}+c,$$ (18) taking the physical value of the string tension to be $`\sqrt{\sigma }=0.44`$ GeV. The potentials were measured at on-axis separations, as well as at off-axis separations $`R/a_s=\sqrt{2}`$, $`\sqrt{3}`$, $`\sqrt{5}`$, $`\sqrt{8}`$, $`\sqrt{13}`$, $`\sqrt{18}`$, and $`\sqrt{20}`$. Symmetric combinations of the shortest spatial paths connecting two lattice points were used in the nonplanar Wilson loop calculations. Results for the lattice with $`a_s=0.49`$ fm are given in Fig. 1, which shows fairly good rotational symmetry restoration, thanks to tadpole improvement. A quantitative measure of the symmetry breaking is obtained by comparing the simulation results for the potential with the interpolation to the on-axis data $$\mathrm{\Delta }V(R)\frac{V_{\mathrm{sim}}(R)V_{\mathrm{fit}}(R)}{\sigma R}.$$ (19) Results for $`\mathrm{\Delta }V`$ at $`R=\sqrt{3}a_s`$ for the four lattices are shown in Table I. Unimproved actions exhibit much larger rotational symmetry breaking effects on such coarse lattices . Representative plots of the time-dependent effective potential $$V(T,R)=\mathrm{ln}\left(\frac{W(T,R)}{W(T1,R)}\right)$$ (20) are shown in Fig. 2. A reliable determination of the ground state potential in the fundamental representation can be made, with excellent plateaus in the effective mass plots, going out to propagation times near 1 fm, even at separations as large as 2.5 fm. The potentials from all four lattices are plotted together in physical units in Fig. 3. A Coulomb term is visible in this data, with fits to the on-axis data yielding coefficients $`b`$ around 0.1 . Although the fundamental potentials on these coarse lattices are dominated by the confinement term, the results give some indication of fairly good scaling behavior. ### B Magnetic and electric gluelumps The effective mass plots for single electric and magnetic gluelumps exhibit good plateaus, as shown in Fig. 4. The electric gluelump is known to have the larger mass . The gluelump energy $`M_{Qg}`$ is not physical as it must be additively renormalized due to the self energy of the heavy quark. However this renormalization should cancel in the difference between the electric and magnetic gluelump energies. A direct comparison of $`2M_{Qg}`$ with the static potential for a pair of adjoint quarks is also meaningful since the two quantities have equal self energies. Our results for the gluelump splittings on the four lattices are: $$M_{\mathrm{elec}}M_{\mathrm{mag}}=\{\begin{array}{cc}\hfill 166\pm 11\text{ MeV,}& a_s=0.36\text{ fm,}\\ \hfill 139\pm 15\text{ MeV,}& a_s=0.49\text{ fm,}\\ \hfill 93\pm 16\text{ MeV,}& a_s=0.61\text{ fm,}\\ \hfill 72\pm 18\text{ MeV,}& a_s=0.69\text{ fm,}\end{array}$$ (21) and are plotted versus lattice spacing in Fig. 5. For the sake of illustration, a fit assuming $`O(a^2)`$ scaling violations yields a continuum estimate of $$M_{\mathrm{elec}}M_{\mathrm{mag}}=(204\pm 16)\mathrm{MeV},\chi ^2/\mathrm{dof}=0.29,$$ (22) while a fit assuming $`O(a)`$ scaling violations yields $$M_{\mathrm{elec}}M_{\mathrm{mag}}=(273\pm 29)\mathrm{MeV},\chi ^2/\mathrm{dof}=0.50.$$ (23) These results are consistent with an estimate of the gluelump splitting in SU(2) color by Jorysz and Michael , who found $`M_{\mathrm{elec}}M_{\mathrm{mag}}=203\pm 76`$ MeV, using a single lattice with a spacing of about 0.16 fm. ### C Adjoint representation Wilson loops The determination of the ground state potential in the adjoint representation is much more difficult than in the fundamental case, due at least in part to a much larger overall energy scale in the adjoint channel. Effective mass plots for the adjoint potential on two lattices are shown in Figs. 6 and 7. Notice that the temporal spacing is smaller in Fig. 7, allowing one to more clearly see that plateaus in the effective masses at large separations have not been reached. The trend in the effective mass plots at large $`R`$ is not inconsistent with the suggestion that string breaking occurs at propagation times of about 1 fm. A typical procedure followed in the literature on string breaking is to estimate the ground state potential $`V(R)`$ as equal to the effective potential $`V(T,R)`$ at a small value of $`T`$, especially at large $`R`$, given the poor signal-to-noise in this region. The effect of choosing different fixed values of $`T`$ for the determination of the potential can be seen by plotting $`V(T,R)`$ versus $`R`$, for several choices of $`T`$. We show our data in this way for one lattice in Fig. 8. There is a clear trend for the “potential” to flatten as $`T`$ is increased, and this trend continues until the signal at large $`R`$ is lost in the noise. The limitation to such small propagation times $`T0.4`$ fm at large separations introduces a significant systematic error in assessing whether the potential saturates. It is also useful to compare the fundamental potential with the adjoint one. In Fig. 9 we plot the two potentials in physical units from all four lattices, where we rescale the adjoint potential by $`3/8`$, the ratio of SU(2) Casimirs for the two representations. There is good evidence for screening of the adjoint potential, compared to simple models of Casimir scaling , but again the extent of the screening (or possible saturation) cannot be reliably determined, due to the limitation to short propagation times. ### D Gauge-fixed quark-antiquark correlator The correlation function between a pair of static adjoint quark propagators (cf. Eq. (16)) was calculated in Coulomb gauge, in order to study a state without an explicit string of links connecting the heavy quarks. Similar correlators were suggested for observing string breaking in Refs. . Results for the effective potential defined from $`G_{\mathrm{Poly}}(T,R)`$ are shown for one lattice in Fig. 10. The results obtained from this correlator agree well with the Wilson loop estimate of the potential, obtained at similar propagation times, giving neither a better nor a worse indication of string breaking. ### E Gluelump-gluelump correlators Representative effective mass plots for the magnetic gluelump-gluelump correlator (cf. Eq. (13)) for one lattice are shown in Fig. 11. At smaller separations the signal is clear but contains large excited state contributions; at larger separations the signal degrades, but the data at small $`T`$ show more of a plateau. The resulting potentials from two lattices are compared in physical units in Fig. 12. We also used a standard variational method to estimate the state of lowest energy in the $`2\times 2`$ basis of states composed of a pair of heavy adjoint quarks connected to each other by a string of links (adjoint Wilson loop $`W_{\mathrm{adj}}`$), and a pair of gluelumps. Consider the corresponding $`2\times 2`$ correlation matrix $`C_{ij}`$ (cf. Eqs. (13)–(15)) $$C_{ij}(T,R)=\left(\begin{array}{cc}W_{\mathrm{adj}}(T,R)& G_{GW}(T,R)\\ G_{WG}(T,R)& G_{GG}(T,R)\end{array}\right).$$ (24) Representing the two basis states by $`\|\varphi _i(R)`$, the correlation matrix $`C_{ij}(T,R)`$ is written as a transfer matrix $$C_{ij}(T,R)=\varphi _i(R)\|e^{HT}\|\varphi _j(R).$$ (25) We first find a linear combination $`\|\mathrm{\Phi }(R)`$ of basis states $$\|\mathrm{\Phi }(R)=\underset{i}{}a_i(R)\|\varphi _i(R)$$ (26) which maximizes $$\lambda (T^{},R)=\frac{\mathrm{\Phi }(R)\|e^{HT^{}}\|\mathrm{\Phi }(R)}{\mathrm{\Phi }(R)\|\mathrm{\Phi }(R)}.$$ (27) This requires the solution of the eigenvalue problem $$C_{ij}(T^{},R)a_j(R)\lambda (T^{},R)C_{ij}(0,R)a_j(R)=0.$$ (28) We choose to optimize the variational state by solving Eq. (28) at a small time $`T^{}`$, otherwise numerical instabilities may arise due to large statistical errors in $`C_{ij}(T^{},R)`$, especially at large $`R`$. We then evolve the correlation function Eq. (27) for the variational state to a larger time $`T`$, in order to filter out our final estimate of the ground state energy $`\lambda (T,R)=e^{E_0(R)T}`$. The overlaps $`c_i^2(R)=\varphi _i(R)\|𝒪(R)^2/\varphi _i(R)\|\varphi _i(R)`$ of the basis states $`\|\varphi _i(R)`$ on the ground state $`\|𝒪(R)`$ can be estimated according to $$c_i^2(R)=\frac{C_{ii}(T,R)}{\lambda (T,R)C_{ii}(0,R)},$$ (29) at sufficiently large $`T`$ (Eq. (29) at finite $`T`$ provides an upper bound on the overlaps). The results of this diagonalization procedure are as might be expected. Figure 13 shows the estimate of the ground state potential in physical units from two lattices. The estimated overlaps of the Wilson loop and gluelump-pair states with the variational estimate of the ground state are shown in Fig. 14. There is a rapid cross-over in the ground state as determined in this basis, from the Wilson loop at smaller $`R`$ to the gluelump-pair state at larger $`R`$. The rapid cross-over suggests that the gluelump-pair state becomes dominated by disconnected contributions when the energies of the states near $`2M_{Qg}`$. ## IV Summary and Further Discussion In this paper we made a through analysis of adjoint quark physics in the context of string breaking. Three trial states were investigated as candidates for observing string breaking: the adjoint Wilson loop, a pair of gluelump propagators, and a pair of gauge-fixed static quark propagators. The fundamental representation potentials were used to measure the lattice parameters, and electric and magnetic gluelump masses were calculated in order to set the energy scale for string breaking. A number of techniques were used to maximize the efficiency of the calculations, including fuzzing, variance reduction, and fast Fourier accelerated gauge fixing. Particularly important was the use of coarse, highly anisotropic lattices from tadpole-improved actions. The lattice with $`a_s=0.36`$ fm and $`a_t=0.10`$ fm for example gives an improvement in computational efficiency of some two orders of magnitude compared to simulations of adjoint quarks done in Ref. on lattices with spacings of about 0.1 fm. Large lattice anisotropies provided more data points for analysis of the Euclidean time evolution of correlation functions. This proved to be especially important in analyzing adjoint Wilson loops for even moderate physical values of $`R`$, due to the rapid decay of the signal. Diagonalization in a two state basis, corresponding to adjoint Wilson loops and the gluelump-pair operators, reveals a static potential which saturates at $`2M_{Qg}`$ near $`1.5`$ fm. Similar string breaking distances have been suggested for full QCD , and have been observed in other theories, including three-dimensional QCD with dynamical fermions . At small quark separations the potential rises linearly, with a slope of about $`\frac{8}{3}`$ of the fundamental potential, consistent with Casimir scaling. Saturation in the potential obtained from the diagonalization occurs over a very small range of separations $`R`$. These results are in qualitative agreement with recent calculations done on fine lattices using unimproved actions . In addition, results obtained here using correlations between gauge-fixed static quark propagators agree well with the Wilson loop estimate of the potential, giving neither a better nor a worse indication of string breaking. As discussed in Sect. I these results, taken at face value, might be interpreted as evidence that Wilson loops are not suitable for studies of string breaking, and that string breaking can be readily observed using operators that explicitly contain fields for the light particles. However we raised several cautionary observations about this viewpoint. In particular, we pointed out in Sect. I that operators which explicitly generate a pair of light valence particles automatically exhibit potentials that saturate. In the case of QCD with fundamental representation quarks, this means that operators of this type would demonstrate “string breaking” even in the quenched theory. This is particularly clear when the correlation function receives disconnected contributions. In the case of the gluelump-pair correlator (cf. Eq. (13)), we have $$0\|G^{}(T;R)G(T;0)\|0=0\|G(T;0)\|0^2+\mathrm{},$$ (30) where $`\|0`$ is the vacuum state, and where the ellipsis denotes the contributions of non-vacuum insertions between the two operators in the correlator. Hence one is guaranteed to find an effective mass of $`2M_{Qg}`$ at modest $`R`$ using this correlation function. This also helps to explain the rapid cross-over that is observed in variational calculations using Wilson loops and such states , when the energies of the states approach the broken string energy. Exactly the same behavior must occur if operators that explicitly generate light valence quarks are used in simulations of QCD with fundamental representation quarks. This can also be seen from some recent work using such operators in quenched QCD . Thus operators of the type that have recently been proposed in Refs. for observing string breaking will yield qualitatively the same behavior in both quenched and unquenched QCD. This raises the important question of exactly how one defines the goal of “observing string breaking.” Perhaps one can advocate two points of view. From one point of view, one would say that correlation functions give spectral information only: the ground state energy versus quark separation. In this view such information is useful, for example, in characterizing the effects of quenching on meson-meson interaction energies , but not in relation to processes such as hadronization, which can only occur in the presence of dynamical fermions. Then one might say that the difficulty in seeing “string breaking” with the Wilson loop at very large separations indicates nothing more than that this operator has a poor overlap with the ground state in this regime. If spectral information is all that one is interested in, then one might not be too concerned that a particular operator shows qualitatively similar behaviour in the quenched and unquenched theories. A second point of view, which we raised in Sect. I, is that one can use certain correlation functions to make an analogy with hadronization. One might argue that this may be done by considering operators that do not generate light valence particles in the trial state. In particular, the operator should exhibit “string breaking” only in unquenched QCD (here considering the theory with fundamental representation quarks). The Wilson loop is such an operator, while operators which explicitly generate light valence particles are not. Moreover, if a goal of string breaking studies is to observe a distinctive feature of the effects of sea quarks, then one should only consider observables that distinguish between the quenched and unquenched theories. In a sense the first point of view discussed above is concerned with “static” spectral information, that is qualitatively similar in the quenched and unquenched theories, while the second point of view makes contact with a “dynamical” process that is unique to the unquenched theory. In making contact with hadronization one is interested in using the Wilson loop to measure the potential for separations $`R`$ not much larger than the distance at which the string breaks, $`R1.5`$ fm, since in the actual physical process the original quarks never get to larger separations with the string intact. In this region the overlap of the Wilson loop with the ground state appears to be appreciable, judging from Fig. 14, and from results presented in Ref. . However one must still push the calculation to propagation times of about 1 fm, in order to properly resolve the broken string. This is where the difficulty actually lies in observing string breaking using Wilson loops. To date most simulations of full QCD have been done on lattices with relatively fine spacings, making it computationally very challenging to reach the length scales $`R1.5`$ fm and propagation times $`T1`$ fm relevant to string breaking. The use of coarse lattices with improved actions allows a much more efficient probe of this regime, as was recently demonstrated by one of us in Ref. , where this approach was used to resolve string breaking with Wilson loops in unquenched QCD in three dimensions. An increase in computational efficiency of some two orders of magnitude is possible using lattices with spacings between 0.3 fm and 0.4 fm, compared to most simulations that have been done so far in unquenched QCD. Some work in this direction has recently been reported in Ref. . Unfortunately calculations of the adjoint Wilson loop in this string breaking regime did not prove to be feasible in this paper, with propagation times limited to well below 1 fm, even with coarse lattices. On the other hand it is clear that adjoint Wilson loops exhibit a potential that progressively “flattens” at longer propagation times. Moreover, the trend in the effective mass plots from the adjoint Wilson loop at large $`R`$ is not inconsistent with the suggestion that string breaking would be observed at propagation times of about 1 fm. In this context it is interesting to estimate the size of the adjoint Wilson loop signal relative to the fundamental one, and to compare the computational cost of these simulations to those of unquenched QCD. If we assume roughly Casimir scaling of the potential just below the string breaking distance, then the ratio $`W_{\mathrm{adj}}/W_{\mathrm{fund}}`$ of the adjoint to the fundamental Wilson loops in SU(3) color goes like $$W_{\mathrm{adj}}/W_{\mathrm{fund}}\mathrm{exp}\left[(\frac{9}{4}1)\sigma RT\right]10^4,$$ (31) using $`\sqrt{\sigma }=0.44`$ GeV for the fundamental representation string tension, and $`R1.5`$ fm and $`T1`$ fm for the scales relevant to string breaking (the ratio is yet smaller, by an order of magnitude, in SU(2) color). This is to be compared with the roughly two orders of magnitude increase in the cost of simulating dynamical quarks compared to quenched simulations. (Note that the gluelump-gluelump correlator does not show a comparable suppression of the signal, which is entirely a consequence of not removing the disconnected contributions from the correlator). Hence, while the adjoint representation is interesting as a probe of confinement and supersymmetric physics, it is not a cost effective means of mimicking hadronization in full QCD. On the other hand the results presented here do lend support to the general picture that Wilson loops should in fact exhibit “string breaking,” as an analogy to hadronization. Moreover string breaking should be accessible in real QCD with the computational power currently available in large scale simulation environments, especially if coarse lattices with improved actions are used. ###### Acknowledgements. We thank E. Eichten, B. Jennings, J. Juge, G. Moore and R. Woloshyn for fruitful conversations. This work was supported in part by the Natural Sciences and Engineering Research Council of Canada.
warning/0001/cond-mat0001377.html	ar5iv	text	# On the importance of grain boundaries in 𝐻⁢𝑇_𝑐 films: simulation results ## 1 Introduction One of the limiting factors found in the race to get large scale applications from $`HT_c`$ superconductors is their granular character which constitutes a severe handicap to obtain large values of critical current densities. From today’s variety of $`HT_c`$ superconducting materials, bismuth tapes seem to be the best solution when we are looking for good mechanical properties and low cost performance figures (see for example and ). However, the highest values of critical current densities are obtained in $`YBaCuO`$ thin films, so this material cannot be discarded as a possibility for current carrying applications . It is generally observed that these thin films grow through a nucleation process resulting in “islands” or “columnar grains” . The existence and nature of weak links between these columnar grains have been the subject of debate for years since they are strongly dependent on the deposition technique, the substrate, and deposition parameters. However, there is a general agreement that in thin films, contrary to what happens in ceramic superconductors, transport properties are dominated by pinning mechanisms instead of Josephson effects. In spite of this general belief, a great fraction of the published data in the field shows the presence of low and large angle boundaries between grains in $`HT_c`$ films, (particularly polycrystalline), and at the same time, careful studies of Chaudhary et al and Gross demonstrated that high angle grain boundaries drastically reduce the critical current of the junctions. To clarify the role of those boundaries, and of the pinning centers on the resulting critical current density, we developed a simple model for the transport properties of thin film superconductors. ## 2 The Model The critical current density within each superconducting grain is assumed to change with the field following a Kim-like model as: $$J_{ci}\frac{1}{1+H/H_o}$$ (1) where the subscript $`ci`$ stands for the different directions of the current ($`x,y,z`$), $`H`$ is the magnetic field applied to the sample, and $`H_o`$ is a parameter to be determined experimentally. This equation can be writen in the following more convenient form for computational purposes: $$J_{ci}\frac{1}{1+\beta p}$$ (2) where $`p`$ represents a normalized magnetic field, and $`\beta `$ is a parameter which depends on the relation between the field orientation and the sample axis. Following figure 1, the values of $`\beta `$ considered were: if $`\stackrel{}{H}//\stackrel{}{c}`$, $`\beta =1`$ for $`J_{cx}`$ and $`J_{cz}`$ and $`\beta =0`$ for $`J_{cy}`$; if $`\stackrel{}{H}\stackrel{}{c}`$ ($`\stackrel{}{H}`$ along $`\stackrel{}{x}`$), $`\beta =0.1`$ for $`J_{cz}`$, $`\beta =1.0`$ for $`J_{cy}`$ and $`\beta =0`$ for $`J_{cx}`$. To choose these values, we assumed that the intragranular current was depressed only by magnetic fields perpendicular to the current flow, and that the intrinsic pinning (i.e. that acting on the vortices lying parallel to the $`ab`$ planes when forced to move perpendicular to them) was an order of magnitude stronger than other sources of pinning . Up to this point, the model describes the field dependance of the critical current density in an homogeneous medium (i.e., not weak links between grains). However, if between the grains of the thin film high angle tilt boundaries exist, the problem becomes more complicated. In fact, if between two grains a high angle tilt boundary exists, the intergranular critical current density follows the well-known Fraunhoffer patern for a short Josephson junction : $$A\frac{\mathrm{sin}(\pi \frac{\mathrm{\Phi }}{\mathrm{\Phi }_o})}{\pi \frac{\mathrm{\Phi }}{\mathrm{\Phi }_o}}$$ (3) where the prefactor $`A`$ depends on the angle boundary, $`\mathrm{\Phi }`$ is the magnetic flux at the junction, and $`\mathrm{\Phi }_o`$ is the flux quantum. Now, we can rewrite (3) as a function of $`p=H/H_o`$, and, after a straightforward algebra, it is transformed in: $$A\frac{\mathrm{sin}(\alpha p)}{\alpha p}$$ (4) where $`\alpha =\pi \frac{d\lambda H_o}{\mathrm{\Phi }_o}`$ for $`\stackrel{}{H}//\stackrel{}{c}`$ and $`\alpha =\pi \frac{L\lambda H_o}{\mathrm{\Phi }_o}`$ for $`\stackrel{}{H}\stackrel{}{c}`$, ($`d`$ and $`L`$ are represented in figure 1). A granular thin film can not be modeled as a pure ceramic superconductor since, having just a small fraction of high angle tilt boundaries, we can find paths of high critical current densities were its dependence with the applied field is determined by the equation (2). So, to model the system we proposed a tridimensional array of grains, a fraction $`q`$ of them was strongly coupled (which means with misorientation angle smaller than $`7^o`$ occur between grains ) , while a fraction $`(1q)`$ is coupled through weak links produced by high angles between grains. For the strongly coupled grains the critical current density was detertermined by means of (2), while for the weakly coupled grains equation (4) was used. The calculation of the critical current density of the system was based on the Minimum Cut Algorithm already used to solved similar problems . This algorithm allows the calculation of the maximum flow in a random system. It is basically composed by two operations. A first one to determine the paths on the system where the current can flow, and a second one to augment the flow (of current) at the bonds (our links between grains). Once it is impossible to find a new path or to augment the flow through the already found paths, we say we obtained the maximum current (critical current) of the system. We choose for our simulations $`\alpha =20`$ for $`\stackrel{}{H}//\stackrel{}{c}`$ which corresponds to $`L=600nm`$ and $`\lambda =30nm`$, and $`\alpha =400`$ for $`\stackrel{}{H}\stackrel{}{c}`$ corresponding to $`d=200nm`$ and $`\lambda =200nm`$ as typically reported for $`YBaCuO`$ films (see figure1) . Kim’s characteristic field $`H_o=1T`$ was assumed. The possibility of modeling granularity in such anisotropic fashion (but only in the light of a simple parallel ensemble of Josephson junctions) has been suggested earlier by Altshuler et al . We used systems of dimensions $`16\times 16\times 16`$ (which mimics a $`10\times 10\mu m^2`$ bridge performed on a thin film with average grain diameter of $`600nm`$) and averaged over 10 different configurations to improved the statistics. The parameter $`p`$ was always varied between 0 and 3. One more remark about the different configurations used is needed. If the applied field points parallel to the $`\stackrel{}{c}`$ direction, junctions perpendicular to the $`ab`$ plane (shaded in figure 1) are affected by equation (4), while, if it is applied parallel to the $`ab`$ plane, junctions lying in that plane are not affected. ## 3 Results To approach real values of $`YBaCuO`$ films we extracted $`A`$ and $`q`$ from the combination of two experimental results: the statistics of boundaries angles in a $`YBaCuO`$ films reported by , and the angle dependence of the critical current density measured by Ivanov et al on $`YBaCuO`$ bycristals. Figure 2 shows the simulated field dependence of the critical current density corresponding to films with different microstructures. The upper curve represents the critical current versus field dependence of a system without weak-links, while the lower contains a $`50\%`$ of high angle boundaries. $`80\%`$ and $`20\%`$ of these boundaries reduce the critical current by approximate factors of 2 and 100 respectively, corresponding to misorientation angles of $`8^o`$ and $`20^o`$ . As observed in figure 2 the introduction of weak-links provokes a reduction of the zero field critical current density by a factor $`0.67`$. It also induces a steeper $`J_c(p)`$ characteristic in the “low field” region, and several maxima which suggests a superposition of Josephson patterns, as observed in $`YBaCuO`$ polycrystals with a small number of grains . To model a better sample, we calculated $`J_c`$ for a system without boundaries reducing the critical current by a factor 100. The results are shown in figure 3, were the critical current density as a function of $`p`$ is plotted for a set of systems with $`q`$ ranging from $`0.50`$ to $`1.0`$. Even in this case the critical current density depends on the number of weak-links. However, interestingly enough, the suppression of the “worst” boundaries doesn’t improve significantly the critical current density at zero field. This suggests that the number of weak-links is more important than their “weakness” regarding the absolute values of the critical current. To further explore this idea in figure 4, we compared the critical current dependencies with the applied field of samples with different kinds of weak-links and $`q=0.5`$. The upper curve represents angles in the range $`7^o10^o`$ , i.e. reducing $`J_c`$ by a factor of 2, while the remaining curves represent angles of $`12^o,15^o,25^o`$ and $`40^o`$ which roughly reduce the critical current by 4, 10, 100 and 10000 respectively . The figure shows again similar $`J_c`$ vs $`p`$ dependencies for high values of the angles. For high fields all the curves behave in the same manner, indicating that, in this regime, the number of weak links is more important than their quality. However, for zero field, different values of critical current densities are obtained depending on the misorientation angle between grains. Figure 5 shows this dependence, demonstrating that angles greater than $`25^o`$, do not considerably change the critical current densities values, while a strong improvement in $`J_c`$ can be obtained by diminishing the angle below $`25^o`$, which is qualitatively coherent with the data of Wu et al . Figure 6 shows the field dependence of the critical current density for the $`\stackrel{}{H}\stackrel{}{c}`$ configuration. When compared with the figure 3, the effect of an anisotropic set of parameters is revealed in a less strong field dependence of $`J_c`$. However, the depression in the zero field critical current density is roughly similar to the $`\stackrel{}{H}//\stackrel{}{c}`$ configuration. Here the weak-linked component also introduces a steep $`J_c(p)`$ characteristics in the “low field” region, while Josephson assembly-like maxima are observed as $`q`$ decreased. ## 4 Conclusions From these results we conclude that the presence of high angle boundaries reduces the critical current density of superconducting thin films and provokes a transition form pinning-mediated to Fraunhoffer-like patterns in its magnetic field dependencies. Our results also suggest that the amplitude of the misorientation angles between grains does not change the values of critical current density for high values of the applied field, while for low applied field, differences appear only for small angle values. ## Acknowledgments We like to thank, O. Díaz, D. Bueno and H. Herrmann for collaboration during the initial stage of the computer work. We are also indebted to S. García for the computer facilities provided and to O. Arés and C. Hart for useful comments and the revision of the manuscript. The paper was also largely beneffited from the comments of the referee. This work was also partially supported by the University of Havana “Alma Mater” Program, 1999. ## Figure Captions Figure 1 Diagram of the system used in our simulations Figure 2 $`J_c`$ vs $`p`$ dependences for $`\stackrel{}{H}//\stackrel{}{c}`$. Upper curve: q=1, Bottom curve: q=0.5. Two qualities of high misorientation angles, $`A=0.5`$ and $`A=0.001`$ Figure 3 $`J_c`$ vs $`p`$ dependences for $`\stackrel{}{H}//\stackrel{}{c}`$. From top to bottom: $`q=1,0.8,0.7`$ and $`0.5`$. One quality of high misorientation angles, $`A=0.5`$ Figure 4 $`J_c`$ vs $`p`$ dependences, $`\stackrel{}{H}//\stackrel{}{c}`$, $`q=0.5`$. From top to bottom: $`A=0.5,0.25,0.1,0.01`$ and $`0.0001`$ correspondig to misorientation angles of $`7^o<\theta <10^o`$, $`15^o,25^o`$ and $`40^o`$. Figure 5 $`J_c`$ dependence with the approximate misorientation angle, $`q=0.5`$ Figure 6 $`J_c`$ vs $`p`$ dependences, $`\stackrel{}{H}\stackrel{}{c}`$. ¿From top to bottom $`q=1,0.8,0.7`$ and $`0.5`$
warning/0001/cond-mat0001416.html	ar5iv	text	# Integer-spin Heisenberg Chains in a Staggered Magnetic Field. A Nonlinear 𝜎-Model Approach. \[ ## Abstract We present here a nonlinear sigma-model (NL$`\sigma `$M) study of a spin-1 antiferromagnetic Heisenberg chain in an external commensurate staggered magnetic field. We find, already at the mean-field level, excellent agreement with recent and very accurate Density Matrix Renormalization Group (DMRG) studies, and that up to the highest values of the field for which a comparison is possible, for the staggered magnetization and the transverse spin gap. Qualitative but not quantitative agreement is found between the NL$`\sigma `$M predictions for the longitudinal spin gap and the DMRG results. The origin of the discrepancies is traced and discussed. Our results allow for extensions to higher-spin chains that have not yet been studied numerically, and the predictions for a spin-2 chain are presented and discussed. Comparison is also made with previous theoretical approaches that led instead to predictions in disagreement with the DMRG results. \] One and quasi-one-dimensional magnets (spin chains and ladders) have become the object of intense analytical, numerical and experimental studies since Haldane put forward his by now famous “conjecture” according to which half-odd-integer spin chains should be critical with algebraically decaying correlations, while integer-spin chains should be gapped with a disordered ground state . Haldane’s conjecture has received strong experimental support from neutron scattering experiments on quasi-one-dimensional spin-1 materials such as NENP and Y<sub>2</sub>BaNiO<sub>5</sub> . It is by now well established that pure one-dimensional Haldane systems (i.e. integer-spin chains) have a disordered ground state with a gap to a degenerate triplet (for spin-1 systems) of magnon excitations. There is also general consensus on the value of: $`\mathrm{\Delta }_0=0.41048(2)J`$ (with $`J`$ the exchange constant) for the gap in spin-1 chains, that has been obtained by both Density Matrix Renormalization Group (DMRG) and finite-size exact diagonalization methods. The effects on Haldane systems of external magnetic fields have also been the object of intense studies, again both experimental, numerical and analytical. A uniform field induces a Zeeman splitting of the degenerate magnon triplet, with the Haldane (gapped) phase remaining stable, with zero magnetization, up to a lower critical field $`H_{c_1}=\mathrm{\Delta }_0`$, when one of the magnon branches becomes degenerate with the ground state and a Bose condensation of magnons takes place . At higher fields the system enters into a gapless phase and magnetizes, with the magnetization reaching saturation at an upper critical field $`H_{c_2}=4SJ`$. In view of the underlying, short-range antiferromagnetic (AFM) ordering that is present in the Haldane phase, the study of the effects of a staggered magnetic field appears to be even more interesting. Of course static, staggered fields cannot be manufactured from the outside. However, recently a class of quasi-one-dimensional compounds has been investigated that can be described as spin-1 chains acted upon by an effective internal staggered field. Such materials have Y<sub>2</sub>BaNiO<sub>5</sub> as the reference compound and have the general formula R<sub>2</sub>BaNiO<sub>5</sub> where R ($``$ Y) is one of the magnetic rare-earth ions. The reference compound is found to be highly one-dimensional, hence a good realization of a Haldane-gap system (remember that the Ni<sup>2+</sup> ions have spin $`S=1`$) . The magnetic R<sup>3+</sup> ions are positioned between neighboring Ni chains and weakly coupled with them. Moreover, they order antiferromagnetically below a certain Néel temperatute $`T_N`$ (typically: 16 K$`T_N80`$ K ). This has the effect of imposing an effective staggered (and commensurate) field on the Ni chains. The intensity of the field can be indirectly controlled by varying the temperature below $`T_N`$. The staggered field lifts partially the degeneracy of the magnon triplet, leading to different spin gaps in the longitudinal (i.e. parallel to the field) and transverse channels. Neutron scattering experiments on samples of Nd<sub>2</sub>BaNiO<sub>5</sub> and Pr<sub>2</sub>BaNiO<sub>5</sub> show an increase of the Haldane gap as a function of the staggered field. Experimental results have also been obtained for the staggered magnetization . Recently, an extensive DMRG study of an $`S=1`$ Heisenberg chain in a commensurate staggered field has appeared . The authors in Ref. have obtained accurate results for the staggered magnetization curve, the longitudinal and transverse gaps and the static correlation functions (both longitudinal and transverse). They found however a strong disagreement in the high-field regime between their results and previous theoretical approaches whose starting point was a mapping of the chain onto a nonlinear sigma-model, and this has led them to openly question the entire validity of the NL$`\sigma `$M approach, at least in the high-field regime. This strong criticism has partly motivated our study of the same model as in Ref. . We will actually show that an accurate treatment of the NL$`\sigma `$M does indeed lead to an excellent agreement between the analytical and the DMRG results both for the magnetization and the transverse gap for all values of the staggered field. Some discrepancies are instead present for the longitudinal gap between our results and the data of Ref. , but our identification of the latter relies on an approximation that, as we shall argue in the concluding part of this Letter, may be questionable in the presence of an external (staggered) field. After presenting the derivation of our results, we will also discuss what are the reasons for the disagreement between previous theoretical approaches and the DMRG results. We start from the following Hamiltonian for a Heisenberg chain coupled to a staggered magnetic field: $$H=\underset{i=1}{\overset{N}{}}\left[J𝐒_i𝐒_{i+1}+𝐇_s(1)^i𝐒_i\right]$$ (1) where $`𝐒_i^2=S(S+1)`$ (we set $`\mathrm{}=1`$ from now on), the staggered magnetic field $`𝐇_s`$ includes Bohr magneton and gyromagnetic factor, and $`J>0`$ is the exchange constant. In this Letter we will consider the case of $`\mathrm{i}\mathrm{n}\mathrm{t}\mathrm{e}\mathrm{g}\mathrm{e}\mathrm{r}`$ spin $`S`$. Under this assumption, the Haldane mapping of the Heisenberg chain onto a (1+1) nonlinear $`\sigma `$-model can be readily obtained. The topological term is absent since the spin $`S`$ is integer, while the staggered magnetic field couples linearly to the NL$`\sigma `$M field $`𝐧`$. The euclidean NL$`\sigma `$M Lagrangian is thus given by: $$_E=\frac{1}{2g}\left[\frac{1}{c}\left(\frac{𝐧}{\tau }\right)^2+c\left(\frac{𝐧}{x}\right)^22gS𝐧𝐇_s\right],$$ (2) where the NL$`\sigma `$M field $`𝐧`$ is a three-component unit vector pointing in the direction of the local staggered magnetization. The bare coupling constant $`g`$ and spin-wave velocity $`c`$ are related to the parameters of the Heisenberg Hamiltonian by $`g=2/S`$ and $`c=2JSa`$, with $`a`$ the lattice spacing. The constraint $`𝐧^2=1`$ can be taken into account in the path-integral expression for the partition function by writing $`𝒵=\left[𝒟𝐧\right]\left[\frac{𝒟\lambda }{2\pi }\right]e^{S_E}`$, where $`S_E=_0^L𝑑x_0^\beta 𝑑\tau (x,\tau )`$ ($`L=Na`$ being the total length of the chain) and $$(x,\tau )=_E(x,\tau )i\lambda (x,\tau )[𝐧(x,\tau )^21].$$ (3) The functional integration over the field $`\lambda (x,\tau )`$ implements the constraint $`𝐧^2=1`$. The euclidean action $`S_E`$ is quadratic in the field $`𝐧`$ which can be integrated out exactly. To this end, we introduce the notation $`𝐱=(x,\tau )`$ and write $`S_E`$ $`=`$ $`{\displaystyle 𝑑𝐱𝑑𝐱^{}K(𝐱,𝐱^{})𝐧(𝐱)𝐧(𝐱^{})}`$ (4) $``$ $`S𝐇_s{\displaystyle 𝑑𝐱𝐧(𝐱)}+i{\displaystyle 𝑑𝐱\lambda (𝐱)},`$ (5) where the kernel $`K`$ is given by: $$K(𝐱,𝐱^{})=\frac{1}{2gc}[c^2_x^2+_\tau ^2+2igc\lambda (𝐱)]\delta (𝐱𝐱^{}).$$ (6) The square in equation (5) can be completed by performing the linear shift $`𝐧(𝐱)𝐧^{}(𝐱)=𝐧(𝐱)\overline{𝐧}(𝐱)`$, where $$\overline{𝐧}(𝐱)=\frac{S}{2}𝐇_s𝑑𝐱^{}K^1(𝐱,𝐱^{}),$$ (7) and $`K^1`$ is the inverse of the kernel (6). After the integration over the shifted field we obtain the effective action for the field $`\lambda `$ $`S(\lambda )`$ $`=`$ $`{\displaystyle \frac{3}{2}}\mathrm{Tr}\mathrm{ln}K+i{\displaystyle 𝑑𝐱\lambda (𝐱)}`$ (8) $``$ $`{\displaystyle \frac{1}{4}}S^2𝐇_s^2{\displaystyle 𝑑𝐱𝑑𝐱^{}K^1(𝐱,𝐱^{})}`$ (9) The partition function is now given by $`𝒵=[\frac{𝒟\lambda }{2\pi }]e^{S(\lambda )}`$ and can be calculated by a saddle-point approximation for the integral over $`\lambda `$. We look for a static and constant saddle-point solution: the kernel $`K`$ depends in this case only on the relative coordinates $`K(𝐱,𝐱^{})=K(𝐱𝐱^{})`$. The equation $`\frac{S}{\lambda }=0`$ reads then: $$\frac{3}{2}K^1(𝐱=0)=1\frac{S^2𝐇_s^2}{4}\left[𝑑𝐱K^1(𝐱)\right]^2.$$ (10) It is convenient to work now in Fourier space, which is defined according to $$\stackrel{~}{𝐧}(q,n)=_0^L𝑑x_0^\beta 𝑑\tau e^{i(qx\mathrm{\Omega }_n\tau )}𝐧(x,\tau )$$ (11) (the frequencies $`\mathrm{\Omega }_n=2\pi n/\beta `$ are Matsubara Bose frequencies), and similarly for the field $`\lambda `$ and kernel $`K`$. The saddle-point equation becomes: $`{\displaystyle \frac{3}{2(\beta L)}}{\displaystyle \underset{q,n}{}}\stackrel{~}{K}^1(q,n)`$ $`=`$ $`1{\displaystyle \frac{S^2𝐇_s^2}{4}}\left[\stackrel{~}{K}^1(q=0,n=0)\right]^2`$ (12) $`\stackrel{~}{K}^1(q,n)`$ $`=`$ $`{\displaystyle \frac{2gc}{\mathrm{\Omega }_n^2+c^2q^2i\lambda 2gc}}.`$ (13) We now make the assumption $`i\lambda 2gc=c^2/\xi ^2`$, with $`\xi ^2`$ real and positive. Under this assumption, that will be consistently verified shortly below, the sum over frequencies in Eq. (12) can be performed by standard techniques. By taking the thermodynamic and zero-temperature limit ($`L,\beta \mathrm{}`$) we finally obtain the following equation for $`\xi `$: $$\frac{3g}{2\pi }\mathrm{ln}\left[\mathrm{\Lambda }\xi +\sqrt{1+(\mathrm{\Lambda }\xi )^2}\right]=1\frac{S^2g^2𝐇_s^2}{c^2}\xi ^4,$$ (14) where we have introduced the ultraviolet cutoff $`\mathrm{\Lambda }`$ to regularize the momentum integration. The staggered magnetization (in units of $`S`$) will be determined instead by the equation for the linear shift, which now reads $$𝐦_s=\overline{𝐧}=\frac{S𝐇_s}{2}\stackrel{~}{K}^1(q=0,n=0)=\frac{gS\xi ^2}{c}𝐇_s.$$ (15) In order to get rid of the ultraviolet cutoff $`\mathrm{\Lambda }`$ we observe that from Eq. (13) it follows that, when $`𝐇_s=0`$, the Green functions for the field $`𝐧`$ are given by $`G_{\alpha ,\beta }(q,n)`$ $`=`$ $`\stackrel{~}{n}_\alpha (q,n)\stackrel{~}{n}_\beta (q,n)=\delta _{\alpha ,\beta }{\displaystyle \frac{1}{2}}\stackrel{~}{K}^1(q,n)`$ (16) $`=`$ $`\delta _{\alpha ,\beta }{\displaystyle \frac{gc}{\mathrm{\Omega }_n^2+c^2q^2+c^2/\xi ^2}},`$ (17) with $`\xi =\mathrm{sinh}(2\pi /3g)/\mathrm{\Lambda }`$, as obtained from Eq. (14) for $`𝐇_s=0`$. From the structure of the Green functions (17) it follows that the excitations are gapped, with the value $$\mathrm{\Delta }_0=\mathrm{\Delta }(𝐇_s=0)=\frac{\mathrm{\Lambda }c}{\mathrm{sinh}(2\pi /3g)}$$ (18) for the zero-field Haldane gap $`\mathrm{\Delta }_0`$. The Haldane gap is the only free parameter in our theory, that we will assume from previous numerical estimates . In this way we fix the cutoff. Eqs. (14) and (15) (with the addition of Eq. (18)) provide our staggered-magnetization curve. Eq. (14) can be solved analytically for large or small values $`𝐇_s`$, while in general it has to be solved numerically (albeit with no effort). For small $`𝐇_s`$ we obtain $$𝐦_s=\frac{gSc}{\mathrm{\Delta }_0^2}𝐇_s\left(1\frac{4\pi /3}{\mathrm{tanh}(2\pi /3g)}\frac{c^2gS^2}{\mathrm{\Delta }^4}H_s^2+\mathrm{O}(H_s^4)\right).$$ (19) The zero-field staggered susceptibility is then given by $$\chi _s(0)=\frac{dm_s}{dH_s}\|_{H_s=0}=\frac{gSc}{\mathrm{\Delta }_0^2}=\frac{4JS}{\mathrm{\Delta }_0^2}$$ (20) For $`S=1`$, by taking $`\mathrm{\Delta }_0=0.41048J`$ from Ref., we obtain $`\chi _s(0)=23.74/J`$ which agrees fairly well with Monte-Carlo result $`\chi _s(0)=21(1)/J`$ and DMRG calculation $`\chi _s(0)=18.5/J`$ . For $`S=2`$, we take $`\mathrm{\Delta }_0=0.0876J`$ from Ref. and get $`\chi _s(0)=1043/J`$, which should be checked by new numerical investigations. For large $`𝐇_s`$ the staggered magnetization is instead given by $$m_s=1\frac{A}{\sqrt{H_s}}+\frac{1}{2}\frac{A^2}{H_s}+\mathrm{O}(A^3/H_s^{3/2})$$ (21) where $`A=\mathrm{\Delta }_0\frac{3}{4\pi }\frac{\mathrm{sinh}(\pi S/3)}{S(JS)^{1/2}}`$. It is obvious from Eq. (21) that the magnetization saturates to its maximum value of $`m_s=1`$ only asymptotically for $`H_s\mathrm{}`$. This is consistent with the fact that it is only in that asymptotic limit that a fully polarized Néel state becomes an exact eigenstate of the original Heisenberg Hamiltonian (1), as well as with the fact that our mean-field approach keeps track of the NL$`\sigma `$M constraint, albeit only on the average. In Figure 1 we compare, for $`S=1`$, our staggered-magnetization curve with DMRG data and with the NL$`\sigma `$M treatment of Ref. . The magnetization curve was obtained by solving numerically Eq. (14) (with $`\mathrm{\Lambda }`$ given by Eq. (18)) and by inserting the resulting $`\xi `$ into Eq. (15). As already anticipated, the agreement with the DMRG data is excellent over the whole range of fields. We have also solved Eq. (14) for $`S=2`$, by fixing again $`\mathrm{\Lambda }`$ via Eq. (18) with the value, specific to $`S=2`$, $`\mathrm{\Delta }_0=0.0876J`$. At present, the staggered-magnetization curve for $`S=2`$ has not yet been obtained by numerical methods. Given the excellent agreement between our curve and numerical data for $`S=1`$, we expect that our magnetization curve (shown in Figure 2) will agree with future numerical investigations also in the case $`S=2`$. Indeed, on general grounds, Haldane’s mapping is expected to work even better when the value of the spin $`S`$ is increased. Note that the magnetization increases faster with $`H_s`$ (or, equivalently, the staggered susceptibility becomes larger) when the spin $`S`$ is increased. This is consistent with the fact that, when $`S\mathrm{}`$, the system approaches the classical one, which is critical at $`T=0`$ and $`H_s=0`$. Note also that the value of the zero-field Haldane gap roughly sets the scale of the staggered-magnetization curve. Introducing an external space and time-dependent source field $`𝐉=𝐉(𝐱)`$ and promoting the partition function $`𝒵`$ to a generating functional $`𝒵[𝐉]`$ obtained by replacing in the original path-integral the Euclidean Lagrangian of Eq. (2) with: $$[𝐉]=\frac{1}{2g}\left[\frac{1}{c}\left(\frac{𝐧}{\tau }\right)^2+c\left(\frac{𝐧}{x}\right)^2\right]𝐧(𝐱)𝐉(𝐱),$$ (22) the connected Green functions for the staggered field $`𝐧`$: $$G_c^{\alpha ,\beta }(𝐱,𝐱^{})=\mathrm{T}_\tau [n^\alpha (𝐱)n^\beta (𝐱^{})]n^\alpha (𝐱)n^\beta (𝐱^{})$$ (23) can be obtained by double functional differentiation with respect to the source field as: $$G_c^{\alpha ,\beta }(𝐱,𝐱^{})=\frac{\delta ^2\mathrm{ln}𝒵[𝐉]}{\delta 𝐉^\alpha (𝐱)\delta 𝐉^\beta (𝐱^{})}\|_{𝐉=S𝐇_s}.$$ (24) The saddle-point analysis can be performed in this case as well. The saddle-point equation reads now: $`{\displaystyle \frac{3}{2}}K^1(𝐱,𝐱)`$ $`=`$ $`1{\displaystyle \frac{1}{4}}{\displaystyle 𝑑𝐲𝑑𝐲^{}K^1(𝐲,𝐱)K^1(𝐱,𝐲^{})}`$ (25) $`\times `$ $`𝐉(𝐲)𝐉(𝐲^{}).`$ (26) This equation will yield in general a space and time-dependent saddle point $`\lambda _{sp}=\lambda _{sp}(𝐱)`$, which will reduce however to a constant for $`𝐉=const.=S𝐇_s`$ when, as it can be checked easily, Eq. (26) reproduces our previous Eq. (10). What matters here is the fact that the saddle point will depend quadratically on the source field. From this it follows that the transverse Green functions $`G_{xx}(𝐱,𝐱^{})=G_{yy}(𝐱,𝐱^{})`$ do not get any additional contribution from the dependence of $`\lambda _{\mathrm{sp}}`$ on $`𝐉`$ (we assume here $`𝐇_s=\widehat{z}H_s`$) and can be calculated by taking $`𝐉=S𝐇_s`$ from the beginning. The transverse Green functions are thus still given by the same expression valid for $`H_s=0`$, Eq. (17) where now $`\xi `$ depends on $`𝐇_s`$ via Eq. (14). The transverse gap will be accordingly $`\mathrm{\Delta }_{}(𝐇_s)=\frac{c}{\xi (𝐇_s)}`$, and in Figure 3 we compared the transverse gap as calculated by this relation with the one obtained by DMRG data. The agreement is again excellent. In the parallel channel, on the other hand, the dependence of $`\lambda _{\mathrm{sp}}`$ on $`𝐉`$ yields additional contributions to the Green functions, which do not allow us to calculate the longitudinal Green functions explicitly. To obtain an estimate for the longitudinal gap we resorted to the so called “single-mode approximation”, that is we assumed the gap and susceptibilities to be connected by the same law both in the transverse and parallel channel. It can be readily shown that for an isotropic system, for which the magnetization is directed along the external field, $`\chi _{}=\frac{m_s^x}{H_s^x}=m_s/H_s`$, while $`\chi _{}=\frac{m_s^z}{H_s^z}=\frac{dm_s}{dH_s}`$. From Eq. (15) we thus find $`\chi _{}=Sg\xi ^2/c=Sgc/(\mathrm{\Delta }_{})^2`$. If we assume the same relation to hold also in the parallel channel, $`\mathrm{\Delta }_{}`$ can be calculated as a derived quantity from the magnetization curve by using $`\mathrm{\Delta }_{}=(Sgc/\chi _{})^{1/2}`$. Our data for $`\mathrm{\Delta }_{}`$ are also shown in Figure 3. The agreement with the DMRG data is definitely worse in this case, and this may attributed to a shortcoming of the single-mode approximation in the longitudinal channel. The complete structure of the Green functions along the lines outlined above in Eqs. (22) and (24) is being presently undertaken, and more extended and complete results will be published elsewhere . In conclusion, we come to a brief comparison between our approach and that of Refs. and . What the two approaches have in common is the starting point, namely the mapping of the original problem onto a NL$`\sigma `$M, slightly modified by the external staggered field. In the abovemntioned references, however, the authors resolved to relaxing the NL$`\sigma `$M constraint by replacing it with a polynomial self-interaction of the $`𝐧`$-field, keeping terms in the expansion of the interaction up to eight order. This leads to a (generalized) Ginzburg-Landau-type theory with up to six free parameters which the authors took from previous numerical and Renormalization-Group studies. Their results for the staggered magnetization saturate at a finite value of the staggered field (see Figure 1), which indicates that softening the NL$`\sigma `$M constraint is inappropriate at high fields. Also, their results for the gaps deviate badly from the DMRG results. All this has been evidenced in Ref. and justifies the negative comments of the authors in that reference, that however should be addressed more to the additional approximations adopted in Refs. and than to the NL$`\sigma `$M approach itself. ###### Acknowledgements. The authors are grateful to Prof.Yu Lu and Dr.Jizhong Lou for letting them have access to the files of their DMRG data.
warning/0001/cond-mat0001329.html	ar5iv	text	# Shot noise of Coulomb drag current ## I Introduction The purpose of the present paper is to study the shot noise of the Coulomb drag current in the course of ballistic (collisionless) electron transport in a quantum nanowire due to a ballistic driving current in an adjacent nanowire. The possibility of the Coulomb drag effect in the ballistic regime has been demonstrated by Gurevich, Pevzner and Fenton for an Ohmic regime and by Gurevich and Muradov for a non-Ohmic one and has been experimentally observed by Debray et al. . If two wires, 1 and 2, are close and are parallel, the drag force due to the ballistic current in wire 2 acts as a sort of permanent acceleration on the electrons of wire 1 via the Coulomb interaction. As a result, there appears a current noise in wire 1 which depends on the voltage $`V`$ across wire 2. Such a voltage-dependent noise can be looked upon as a sort of shot noise. It is a theory of this noise that we will consider in the present paper. Let the two wires be much shorter than the electron mean free path (typically a few $`\mu `$m). Such nanoscale systems are characterized by low electron densities, which may be varied by means of the gate voltage. As in Ref. , we assume the wires to be of different widths though having the same lengths $`L`$. Like in Refs. we consider the interaction processes when electrons in nanowires 1 and 2 after scattering remain within the initial subbands having the dispersion laws $$\epsilon _{np}^{(1)}=\epsilon _n^{(1)}(0)+p^2/2m,\epsilon _{n^{}p}^{(2)}=\epsilon _n^{}^{(2)}(0)+p^2/2m,$$ (1) where $`p`$ is the $`x`$-component of the electron quasimomentum, the $`x`$ axis is parallel to the wires while $`n`$ and $`n^{}`$ are the subbands’ numbers. The Boltzmann equation for fluctuations of the distribution function describing electrons of wire 1 is $$\left(\frac{}{t}+v\frac{}{x}\right)\delta F_{np}^{(1)}=J_p\delta F_{np}^{(1)}+y_{np}^{(1)},$$ (2) where $`\delta F^{(1)}`$ are the fluctuations of the electron distribution function in wire 1, and $`y_{np}^{(1)}`$ is the Langevin random force originating in the interwire electron-electron scattering. It is only such a scattering that we will take into account in this otherwise ballistic system. As in Refs. , we will solve Eq. (2) by iterations. The collision term $`J_p`$ has the following form $`J_p`$ $`\mathrm{\Psi }_{np}`$ (3) $`=`$ $`\mathrm{\Psi }_{np}{\displaystyle \underset{n^{}p^{}q}{}}W_{1pn,2p^{}n^{}}^{1p+qn,2p^{}qn^{}}\left[F_{n^{}p^{}}^{(2)}\left(1F_{np+q}^{(1)}\right)\left(1F_{n^{}p^{}q}^{(2)}\right)+\left(1F_{n^{}p^{}}^{(2)}\right)F_{np+q}^{(1)}F_{n^{}p^{}q}^{(2)}\right]`$ (4) $``$ $`{\displaystyle \underset{n^{}p^{}q}{}}\mathrm{\Psi }_{np+q}W_{1pn,2p^{}n^{}}^{1p+qn,2p^{}qn^{}}\left[F_{n^{}p^{}q}^{(2)}\left(1F_{np}^{(1)}\right)\left(1F_{n^{}p^{}}^{(2)}\right)+\left(1F_{n^{}p^{}q}^{(2)}\right)F_{np}^{(1)}F_{n^{}p^{}}^{(2)}\right].`$ (5) Here and henceforth it is implied that summation over $`p`$ or $`p^{}`$ includes also the spin summation. Applying the method of iterations we insert into the right-hand side of Eq. (2) $`\delta F_{np}^{(1)}`$ in the zeroth approximation given by the second and the third terms on the right-hand side of Eq. (12) — see below. We do not take into account $`\delta F_{np}^{(2)}`$ as in this approximation the functions $`\delta F_{np}^{(1)}`$ and $`\delta F_{np}^{(2)}`$ are uncorrelated being emitted by different reservoirs. The correlation function of the Langevin forces can be obtained using the procedure described in $`y_{np}^{(1)}(𝐫)y_{np^{}}^{(1)}(𝐫^{})_\omega =\delta _{\mathrm{𝐫𝐫}^{}}{\displaystyle \underset{n^{}p_1q}{}}\left(\delta _{pp^{}}\delta _{q,p^{}p}\right)W_{1pn,2p_1n^{}}^{1p+qn,2p_1qn^{}}`$ (6) $`\times \left[F_{np}^{(1)}F_{n^{}p_1}^{(2)}\left(1F_{np+q}^{(1)}\right)\left(1F_{n^{}p_1q}^{(2)}\right)+F_{np+q}^{(1)}F_{n^{}p_1q}^{(2)}\left(1F_{np}^{(1)}\right)\left(1F_{n^{}p_1}^{(2)}\right)\right].`$ (7) Here the first term on the right-hand side, including $`\delta _{pp^{}}`$, is a sum of the ‘in’ and ‘out’ terms in the Boltzmann equation for the state $`np`$, whereas the other term is the sum of collision probabilities where one of the initial states is $`np`$ and one of the final states is $`np^{}`$ et vice versa. The correlation function, as well as the scattering integral, satisfy the following relations representing the particle number conservation $$\underset{np}{}y_{np}^{(1)}(𝐫)y_{np^{}}^{(1)}(𝐫^{})_\omega =\underset{np^{}}{}y_{np}^{(1)}(𝐫)y_{np^{}}^{(1)}(𝐫^{})_\omega =0,\underset{p}{}J_p\mathrm{\Psi }_{np}=0.$$ (8) The solution of Eq.(2) can be written using the Green function satisfying the equation $$\left(\frac{}{t}+v\frac{}{x}\right)G(xt\|x^{}t^{})=\delta (xx^{})\delta (tt^{}).$$ (9) We have $$G(xt\|x^{}t^{})=\frac{1}{\|v\|}\delta \left(tt^{}\frac{xx^{}}{v}\right)\theta \left(\frac{xx^{}}{v}\right),$$ (10) where $`v=p/m`$ is the $`x`$-component of the electron velocity, so that $`\delta F_{np}(x,t)={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑t^{}𝑑x^{}G(xt\|x^{}t^{})\left\{J_p\delta F_{np}+y_{np}(x^{},t^{})\right\}`$ (11) $`+\|v\|{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑t^{}G\left(xt\|{\displaystyle \frac{L}{2}},t^{}\right)\delta F_{np}({\displaystyle \frac{L}{2}},t^{})+\|v\|{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑t^{}G\left(xt\|{\displaystyle \frac{L}{2}},t^{}\right)\delta F_{np}({\displaystyle \frac{L}{2}},t^{}).`$ (12) For the current fluctuations we get $$\delta I(x,t)=\frac{e}{L}\underset{np}{}v\delta F_{np}(x,t)$$ (13) The collision integral takes into account only the interwire electron-electron scattering. Using the particle number conserving property (8) we write $`\delta I(x,t)`$ $`=`$ $`{\displaystyle \frac{e}{L}}{\displaystyle \underset{np>0}{}}{\displaystyle _{L/2}^{L/2}}𝑑x^{}\left\{J_p\delta F_{np}(x^{},t{\displaystyle \frac{xx^{}}{v}})+y_{np}(x^{},t{\displaystyle \frac{xx^{}}{v}})\right\}`$ (14) $`+`$ $`{\displaystyle \frac{e}{L}}{\displaystyle \underset{np>0}{}}v\delta F_{np}({\displaystyle \frac{L}{2}},t{\displaystyle \frac{x+L/2}{v}})+{\displaystyle \frac{e}{L}}{\displaystyle \underset{np<0}{}}v\delta F_{np}({\displaystyle \frac{L}{2}},t{\displaystyle \frac{xL/2}{v}}).`$ (15) Here the first term on the right-hand side describes the noise induced by the collisions of the electrons in wire 1 with the electrons in wire 2 while the rest two terms describe the contributions of fluctuations of distributions for the electrons entering wire 1 from the left and the right boundaries. Accordingly, the noise power consists of the Nyquist noise and the nonequilibrium noise due to collisions with the nonequilibrium electrons in wire 2. Using the identity $`\delta F_{np}(x,t)\delta F_{np^{}}(x^{},t^{})=L\delta _{pp^{}}F_{np}\left(1F_{np}\right)\delta \left[xx^{}v_p(tt^{})\right]`$ (16) we have for the total power of the low frequency noise $`P_{\mathrm{tot}}=P_\mathrm{N}+P`$ where the power of the equilibrium Nyquist noise is $$P_\mathrm{N}=\frac{e^2}{\pi \mathrm{}}\underset{n}{}_0^{\mathrm{}}𝑑pv\{f_L(\epsilon _{np}\mu )[1f_L(\epsilon _{np}\mu )]+f_R(\epsilon _{np}\mu )[1f_R(\epsilon _{np}\mu )]\},$$ or $$P_\mathrm{N}=4GT,G=e^2/\pi \mathrm{}N.$$ (17) Here $`N`$ is the number of open channels in wire 2. We will write throughout the paper $`T`$ instead of $`k_\mathrm{B}T`$ where $`T`$ is the temperature. The noise power due to the drag is $$P=P_S+P_L+P_R,$$ (18) where $$P_S=2e^2\underset{n,p>0,p^{}>0}{}<y_{np}y_{np^{}}>_\omega $$ (19) describes fluctuations induced by the sources in the wire, $$P_L=4e^2\underset{n,p^{}>0}{}\underset{p>0}{}F_{np}^{(1)}\left(1F_{np}^{(1)}\right)J_p^{}\delta _{pp^{}}$$ (20) describes the scattering of fluctuations entering the wire from the left reservoir, and $$P_R=4e^2\underset{n,p^{}>0}{}\underset{p<0}{}F_{np}^{(1)}\left(1F_{np}^{(1)}\right)J_p^{}\delta _{pp^{}}$$ (21) describes the scattering of fluctuations entering the wire from the right reservoir. The scattering probability is $$W_{1pn,2p^{}n^{}}^{1p+qn,2p^{}qn^{}}=\frac{2\pi }{\mathrm{}}\left\|V_{1pn,2p^{}n^{}}^{1p+qn,2p^{}qn^{}}\right\|^2\delta (\epsilon _{np}^{(1)}+\epsilon _{n^{}p^{}}^{(2)}\epsilon _{np+q}^{(1)}\epsilon _{n^{}p^{}q}^{(2)}).$$ (22) It can be transformed with the help of relations (see Ref. ) $$\delta (\epsilon _{np}^{(1)}+\epsilon _{n^{}p^{}}^{(2)}\epsilon _{np+q}^{(1)}\epsilon _{n^{}p^{}q}^{(2)})=\frac{m}{\|pp^{}\|}\delta (q+pp^{})$$ (23) and $$\left\|npq,n^{}p\|V\|np,n^{}pq\right\|^2=\left(\frac{2e^2}{\kappa L}\right)^2g_{nn^{}}(q)$$ (24) where $$g_{nn^{}}(q)=\left(𝑑𝐫_{}𝑑𝐫_{}^{}\|\varphi _n(𝐫_{})\|^2K_0\left(\|q\|\mathrm{}^1\|𝐫_{}𝐫_{}^{}\|\right)\|\varphi _n^{}(𝐫_{}^{})\|^2\right)^2,$$ (25) $`\varphi _n(𝐫_{})`$ being the functions of transverse quantization. We assume, in the spirit of the Landauer-Büttiker-Imry approach, wire 1 to be connected to reservoirs which we call ‘left’ $`(l)`$ and ‘right’ $`(r)`$, each of these being in independent equilibrium described by the shifted chemical potentials $`\mu ^{(l)}=\mu \mathrm{\Delta }\mu /2`$ and $`\mu ^{(r)}=\mu +\mathrm{\Delta }\mu /2`$. Here $`\mu `$ is the average chemical potential while $`\mathrm{\Delta }\mu /e=V`$ is the voltage across wire 2 (we will assume that $`eV>0`$) and $`e<0`$ is the electron charge. Therefore, the electrons entering the wire from the ‘left’ (‘right’) and having quasimomenta $`p^{}>0`$ \[$`p^{}<0`$\] are described by $`F_{n^{}p^{}}^{(2)}=f(\epsilon _{n^{}p^{}}^{(2)}\mu ^{(l)})`$ $`\left[F_{n^{}p^{}}^{(2)}=f(\epsilon _{n^{}p^{}}^{(2)}\mu ^{(r)})\right]`$ respectively. For the noise power $`P_S`$ we get $$P_S=2e^2m\frac{2\pi }{\mathrm{}}\left(\frac{L}{2\pi \mathrm{}}\right)\left(\frac{2e^2}{\kappa L}\right)^2\left(\frac{2L}{2\pi \mathrm{}}\right)^2\underset{nn^{}}{}_0^{\mathrm{}}𝑑p_0^{\mathrm{}}𝑑p^{}\frac{g_{nn^{}}(p+p^{})}{p+p^{}}𝒮$$ (26) where $`𝒮`$ $`=`$ $`f(\epsilon _{np^{}}\mu )\left[1f\left(\epsilon _{n^{}p^{}}\mu {\displaystyle \frac{eV}{2}}\right)\right]`$ (27) $`\times `$ $`f\left(\epsilon _{n^{}p}\mu +{\displaystyle \frac{eV}{2}}\right)[1f(\epsilon _{np}\mu )]\left(1+\mathrm{exp}{\displaystyle \frac{eV}{T}}\right)`$ (28) One can take out of the integral all of the slowly varying functions. Exploiting the relation $$_{\mathrm{}}^+\mathrm{}𝑑x\frac{\mathrm{exp}(x+2a)}{\left[1+\mathrm{exp}(x+2a)\right]\left[1+\mathrm{exp}(x+2b)\right]}=(ab)\frac{\mathrm{exp}\left(ab\right)}{\mathrm{sinh}(ab)}$$ (29) one gets $`P_S=2eJ\mathrm{coth}\left({\displaystyle \frac{eV}{2T}}\right).`$ (30) The drag current $`J`$ is according to Ref. $$J=\frac{1}{2}J_0\mathrm{sinh}x^{(0)}\frac{x_{nn^{}}^{()}}{\mathrm{sinh}x_{nn^{}}^{()}}\frac{x_{nn^{}}^{(+)}}{\mathrm{sinh}x_{nn^{}}^{(+)}}.$$ (31) Here we have introduced notation $`x^{(0)}=eV/2T`$, $`x_{nn^{}}^{(\pm )}=eV/4T\pm \epsilon _{nn^{}}/2T`$, $$J_0=\frac{8e^5m^3LT^2}{\kappa ^2\pi ^2\mathrm{}^4}\frac{g_{nn^{}}(2p_n)}{p_n^3}$$ (32) (where $`\kappa `$ is the dielectric susceptibility) and $$\epsilon _{nn^{}}=\epsilon _n^{(1)}(0)\epsilon _n^{}^{(2)}(0),mv_n=p_n=\sqrt{2m[\mu \epsilon _n^{(1)}(0)]}.$$ (33) According to Refs. , the current $`J`$ as a function of the gate voltage comprises a system of spikes; the position of each spike is determined by a coincidence of a pair of levels of transverse quantization, $`\epsilon _n(0)`$ and $`\epsilon _n^{}(0)`$ in both wires. Using the explicit form of the scattering operator Eq.(3) one can show that the noise power $`P_R`$ can be expressed through $`P_L`$ simply by the replacement $`eVeV`$. Indeed, taking into consideration that summation in (20) is performed over the positive quasimomenta $`p>0`$ and using the expression for the scattering probability (22), (23) we get $`{\displaystyle \underset{p^{}>0}{}}J_p^{}\delta _{pp^{}}=\left({\displaystyle \frac{2e^2}{\kappa L}}\right)^2m{\displaystyle \frac{L}{2\pi \mathrm{}}}{\displaystyle \underset{n^{},p^{}<0}{}}{\displaystyle \frac{g_{nn^{}}(p^{}p)}{\|pp^{}\|}},`$ (34) $$=\left[F_{n^{}p^{}}^{(2)}\left(1F_{np^{}}^{(1)}\right)\left(1F_{n^{}p}^{(2)}\right)+\left(1F_{n^{}p^{}}^{(2)}\right)F_{np^{}}^{(1)}F_{n^{}p}^{(2)}\right]$$ (35) in the expression for $`P_L`$ while in the expression for $`P_R`$ (taking into account that there the sum is over the negative $`p`$) we have $`{\displaystyle \underset{p^{}>0}{}}J_p^{}\delta _{pp^{}}=\left({\displaystyle \frac{2e^2}{\kappa L}}\right)^2m{\displaystyle \frac{L}{2\pi \mathrm{}}}{\displaystyle \underset{n^{},p^{}>0}{}}{\displaystyle \frac{g_{nn^{}}(p^{}p)}{\|pp^{}\|}}`$ (36) Now replacing $`F_{sk}^{(2)}`$ by $`f(\epsilon _{sk}\mu +eV/2)`$ and $`f(\epsilon _{sk}\mu eV/2)`$ for $`p>0`$ and $`p<0`$ respectively, for the $`P_L`$ we have $$P_L=4e^2m\frac{2\pi }{\mathrm{}}\left(\frac{L}{2\pi \mathrm{}}\right)\left(\frac{2e^2}{\kappa L}\right)^2\left(\frac{2L}{2\pi \mathrm{}}\right)^2\underset{nn^{}}{}_0^{\mathrm{}}𝑑p_0^{\mathrm{}}𝑑p^{}\frac{g_{nn^{}}(p+p^{})}{p+p^{}}$$ (37) where $``$ $`=`$ $`f\left(\epsilon _{np}\mu \right)\left[1f\left(\epsilon _{np}\mu \right)\right]`$ (38) $`\times `$ $`\{f(\epsilon _{n^{}p}\mu +{\displaystyle \frac{eV}{2}})f(\epsilon _{np^{}}\mu )[1f(\epsilon _{n^{}p^{}}\mu {\displaystyle \frac{eV}{2}})]`$ (39) $`+`$ $`f(\epsilon _{n^{}p^{}}\mu {\displaystyle \frac{eV}{2}})[1f(\epsilon _{np^{}}\mu )][1f(\epsilon _{n^{}p}\mu +{\displaystyle \frac{eV}{2}})]\}`$ (40) Finally we get $$P_L=2eJ\left[\frac{1}{x_{nn^{}}^{()}}\frac{1}{\mathrm{sinh}x^{(0)}}\frac{\mathrm{sinh}x_{nn^{}}^{(+)}}{\mathrm{sinh}x_{nn^{}}^{()}}\right]$$ (41) The sum of $`P_L`$ and $`P_R`$ is $$P_L+P_R=2eJ\left\{\frac{1}{\mathrm{sinh}x^{(0)}}\left[\frac{\mathrm{sinh}x_{nn^{}}^{(+)}}{\mathrm{sinh}x_{nn^{}}^{()}}+\frac{\mathrm{sinh}x_{nn^{}}^{()}}{\mathrm{sinh}x_{nn^{}}^{(+)}}\right]\frac{x^{(0)}}{x_{nn^{}}^{()}x_{nn^{}}^{(+)}}\right\}$$ (42) where $`J`$ is given by Eq. (31). For $`eVT`$ one gets for the variation of the total noise power in wire 1 due to the presence of wire 2 $$P=P_S+P_L+P_R=eJ_0\left[\frac{\epsilon _{nn^{}}}{2T}\right]^2\left[\mathrm{sinh}\left(\frac{\epsilon _{nn^{}}}{2T}\right)\right]^2.$$ (43) One can verify that this result is consistent with the fluctuation-dissipation theorem. Indeed, the linear response to the voltage $`V^{(1)}`$ across wire 1 in this case can be written as $$J=\left(GG_{\mathrm{tr}}\right)V^{(1)}.$$ (44) Here, according to Eq.(31), we have introduced the transconductance $`G_{tr}`$ $$G_{\mathrm{tr}}=\frac{e}{4T}J_0\left[\frac{\epsilon _{nn^{}}}{2T}\right]^2\left[\mathrm{sinh}\left(\frac{\epsilon _{nn^{}}}{2T}\right)\right]^2.$$ (45) We assume that $`J`$, $`V^{(1)}`$ (and, of course, $`G_{\mathrm{tr}}`$) are positive quantities; then the fluctuation-dissipation theorem states that the additional equilibrium contribution to the noise due to the wire 2 is $$P=4G_{\mathrm{tr}}T,$$ (46) which coincides with Eq. (43). Let us consider in detail the opposite case $`eVT`$. In this case one gets a nonvanishing result for Eq.(31) only if $`\|\epsilon _{nn}\|<eV/2`$ and one obtains the Poisson limit for the noise power $$P=2eJ,$$ (47) where the drag current is given by $$J=\left[\left(\frac{eV}{2}\right)^2\left(\epsilon _{nn^{}}\right)^2\right],=\frac{2e^5m^3L}{\kappa ^2\pi ^2\mathrm{}^4}\frac{g_{nn^{}}(2p_n)}{p_n^3}.$$ (48) The situation is illustrated in Figure 1, where we plot the noise power versus applied driving voltage for various values of the difference of transverse energy levels $`\epsilon _{nn^{}}`$. For the small values of $`eV/T`$ we have an additional contribution to the thermal (equilibrium) noise due to wire 2 described by Eq. (43), while for the large values of $`eV/T`$ the contribution to the (now nonequilibrium) noise in the drag wire is described by a quadratic dependence of Eq.(48). To clear the situation further we plot the dependence of the noise power on the difference of transverse energy levels $`\epsilon _{nn^{}}`$ in Figure 2. In summary, we have developed a theory of a shot noise in a quantum wire excited by a non-Ohmic current in a nearby parallel nanowire. A ballistic transport in both nanowires is assumed. The shot noise power $`P`$ as a function of the gate voltage comprises a system of spikes; the position of each spike is determined by a coincidence of a pair of levels of transverse quantization, $`\epsilon _n^{(1)}(0)`$ and $`\epsilon _n^{}^{(2)}(0)`$ in both wires. For $`eVT`$, $`P`$ is a quadratic function of the driving voltage $`V`$. The effect may play an important role in the investigation of the interwire Coulomb scattering as well as 1D band structure of the wires. The authors are grateful to P. Debray for sending them a preprint of paper prior to publication. The authors are pleased to acknowledge the support for this work by the Russian National Fund of Fundamental Research (Grant \# 97-02-18286-a). FIGURE CAPTIONS 1. Fig. 1. Noise power $`P`$ in wire 1 as a function of the voltage $`V`$ applied across wire 2 for $`\epsilon _{nn^{}}/T=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$. As $`\epsilon _{nn^{}}/T`$ goes up the curves are shifted to the right in the upper part of the figure. 2. Fig. 2. Noise power $`P`$ as a function of $`\epsilon _{nn^{}}/T`$ for $`eV/T=0,\mathrm{\hspace{0.17em}3},\mathrm{\hspace{0.17em}6},\mathrm{\hspace{0.17em}9},\mathrm{\hspace{0.17em}12}`$. The values of the functions for $`\epsilon _{nn^{}}=0`$ go up as $`eV/T`$ goes up.
warning/0001/hep-ph0001079.html	ar5iv	text	# Are Kaluza-Klein modes enhanced by parametric resonance? ## I Introduction Recently, much interest has been focused on higher-dimensional theories. The original idea goes back to Kaluza and Klein, who considered that the unification of the interactions in Nature may be realized in the gravitational theory in five dimensions. At present, there are many higher dimensional theories which are the generalizations of the Kaluza-Klein theory, for example, $`D=10`$ superstring theory, and $`D=11`$ M-theory. Very recently, the universe of brane models has received much attention as a solution to the hierarchy problem between the weak and Planck scale. In order to hide extra dimensions, we generally assume that they are within a very small compact internal space. Since the typical scale of the internal space is the Planck length $`l_{\mathrm{pl}}10^{33}`$cm, which is much smaller than the size of the external space, we can reduce higher-dimensional theories to the familiar four-dimensional gravitational theories. There are various ways for Kaluza-Klein reductions to four dimensions. As was pointed out in Ref. , it is possible to judge whether such reductions are appropriate from a cosmological point of view. For example, in the model where the geometry is described by a direct product of the four-dimensional Minkowski spacetime $`M^4`$ and 1-sphere $`S^1`$ considered by Kolb and Slansky, particles of Kaluza-Klein (KK) modes which are so called pyrgon are produced. Since the energy density of this massive particle decreases as $`\rho _{KK}a^3`$, this density will dominate over the energy density of the universe in the radiation dominant era if pyrgons are overproduced in the early stage of the universe and do not decay by entropy productions. Mukohyama extended this model, and considered the compactifications both by a $`d`$-dimensional sphere $`S^d`$ with $`d=D4`$ and by a direct product $`S^{d_1}\times S^{d_2}`$ with $`d_1+d_2=D4`$. In these classes of models, since the reduced effective potential in the four-dimensional theory lacks a global minimum, we need to introduce the Casimir effect as a one-loop quantum correction to give a stable ground state. Then a scalar field $`\sigma `$ which corresponds to the scale of the compactification oscillates around the minimum of its potential, and is finally trapped at the ground state $`\sigma =0`$. Since KK modes acquire masses which are expressed by the oscillating $`\sigma `$ field, we can expect the amplification of KK modes by parametric resonance. This picture is similar to the scenario of preheating after inflation where scalar fields coupled to an inflaton field are resonantly enhanced in the oscillating stage of inflaton. In the case of a chaotic inflation model with a quadratic potential, particles are most efficiently produced in the broad resonance regimes where the amplitude of inflaton $`\varphi `$ is initially large and the coupling between $`\varphi `$ and a coupled scalar field $`\chi `$ is strong. Since the expansion of the universe gradually reduces the amplitude of inflaton, this makes the $`\chi `$ field jump over many instability and stability bands. The $`\chi `$ field can grow quasiexponentially, overcoming the diluting effect by the cosmic expansion. Finally the field reaches so called narrow resonance regimes, after which particle creation terminates. In the case that the $`\chi `$ field is initially located in narrow resonance regimes, it is known that particle creation is inefficient because the field soon deviates from instability bands by the cosmic expansion. As for the excitation of KK modes in the models of compactifications by $`S^d`$ and $`S^{d_1}\times S^{d_2}`$, since the $`\sigma `$ field behaves as a massive scalar field around the minimum of its potential, we can apply analytic approaches based on the Mathieu equation which have been much investigated in the context of preheating at the linear stage of the system. However, since the investigation in Ref. about the enhancement of KK modes is limited in narrow resonance regimes in which parametric resonance is weak, we will extend this work in the more general range of parameters. It is of interest whether catastrophic particle production will occur or not in the case where the value of $`\sigma `$ is initially large and the quantum number of the angular momentum $`l`$ of KK modes is not small. If KK modes are strongly enhanced by parametric resonance, this would result in some important cosmological implications. They will become good candidates for dark matter in the case that these excited particles are suitably diluted by entropy productions. This paper is organized as follows. In the next section, we perform compactifications by a $`d`$-dimensional sphere $`S^d`$ and by a direct product $`S^{d_1}\times S^{d_2}`$. The Casimir energy is introduced to stabilize the scale of the internal space. In Sec. III, we study the background evolution of the scale factor and the $`\sigma `$ field, and examine the structure of resonance for KK modes. We will investigate whether the enhancement of KK modes efficiently occurs or not both by analytic approaches and numerical integrations. We present our conclusion and discussion in the final section. ## II The model We consider a model in $`D=d+4`$ dimensions with a cosmological constant $`\overline{\mathrm{\Lambda }}`$ and a single scalar field $`\overline{\varphi }`$, $`S={\displaystyle d^Dx\sqrt{\overline{g}}\left[\frac{1}{2\overline{\kappa }^2}\overline{R}2\overline{\mathrm{\Lambda }}\frac{1}{2}\overline{g}^{MN}_M\overline{\varphi }_N\overline{\varphi }\right]},`$ (1) where $`\overline{g}_{MN}`$ and $`\overline{\kappa }^2/8\pi \overline{G}`$ are the $`D`$-dimensional metric and gravitational constant, respectively. $`\overline{R}`$ is a scalar curvature with respect to $`\overline{g}_{MN}`$. The third term of the action $`(\text{1})`$ denotes a Klein-Gordon action in $`D`$ dimensions. We first compactify extra dimensions to a $`d`$-dimensional sphere $`S^d`$. Then the metric $`\overline{g}_{MN}`$ can be expressed as $`ds_D^2=\overline{g}_{MN}dx^Mdx^N=\widehat{g}_{\mu \nu }dx^\mu dx^\nu +b^2ds_d^2,`$ (2) where $`\widehat{g}_{\mu \nu }`$ is a four-dimensional metric, $`b`$ is a scale of the $`d`$-dimensional sphere whose present value is $`b_0`$, and $`ds_d^2`$ is a line element of the $`d`$-unit sphere. We expand the scalar field $`\overline{\varphi }`$ on the sphere as $`\overline{\varphi }=b_0^{d/2}{\displaystyle \underset{l,m}{}}\varphi _{lm}Y_{lm}^{(d)},`$ (3) where $`Y_{lm}^{(d)}`$ is the spherical harmonics on the $`d`$-sphere with positive integer $`l`$ and a set of $`d1`$ numbers $`m`$. Then we obtain the reduced action in four dimensions, $`S={\displaystyle }d^4x\sqrt{\widehat{g}}\left({\displaystyle \frac{b}{b_0}}\right)^d[{\displaystyle \frac{1}{2\kappa ^2}}\{\widehat{R}`$ $`+`$ $`d(d1){\displaystyle \frac{_\mu b_\nu b}{b^2}}\widehat{g}^{\mu \nu }+{\displaystyle \frac{d(d1)}{b^2}}\}2V_d^0\overline{\mathrm{\Lambda }}`$ (4) $``$ $`{\displaystyle \underset{l,m}{}}\{{\displaystyle \frac{1}{2}}\widehat{g}^{\mu \nu }_\mu \varphi _{lm}_\nu \varphi _{lm}+{\displaystyle \frac{l(l+d1)}{2b^2}}\varphi _{lm}^2\}],`$ (5) where $`\kappa ^2/8\pi =\overline{\kappa }^2/(8\pi V_d^0)`$ is Newton’s gravitational constant with $`V_d^0`$ the present volume of the internal space. $`\widehat{R}`$ is a scalar curvature related with $`\widehat{g}_{\mu \nu }`$. Since this does not take the ordinary form of the Einstein-Hilbert action because of a time dependent factor $`(b/b_0)^d`$, we perform a conformal transformation as follows $`\widehat{g}_{\mu \nu }=\mathrm{exp}\left(d{\displaystyle \frac{\sigma }{\sigma _0}}\right)g_{\mu \nu },`$ (6) where $`\sigma `$ is the so-called dilaton field which is defined by $`\sigma `$ $`=`$ $`\sigma _0\mathrm{ln}\left({\displaystyle \frac{b}{b_0}}\right),`$ (7) $`\sigma _0`$ $`=`$ $`\left[{\displaystyle \frac{d(d+2)}{2\kappa ^2}}\right]^{1/2}.`$ (8) Then the four-dimensional action in the Einstein frame can be described as $`S={\displaystyle d^4x\sqrt{g}\left[\frac{1}{2\kappa ^2}R\frac{1}{2}g^{\mu \nu }_\mu \sigma _\nu \sigma U_1(\sigma )\frac{1}{2}\underset{l,m}{}(g^{\mu \nu }_\mu \varphi _{lm}_\nu \varphi _{lm}+M_l^2(\sigma )\varphi _{lm}^2)\right]},`$ (9) where $`R`$ is a scalar curvature with respect to $`g_{\mu \nu }`$. $`U_1(\sigma )`$ is a potential of the $`\sigma `$ field which we will give a specific form below, and the mass $`M_l(\sigma )`$ of the $`\varphi _{lm}`$ field is expressed as $`M_l^2(\sigma )={\displaystyle \frac{l(l+d1)}{b_0^2}}e^{(d+2)\sigma /\sigma _0}.`$ (10) As was mentioned in Ref. , the potential $`U_1(\sigma )`$ does not have a local minimum if we do not introduce the Casimir effect as a one-loop quantum correction. Taking into account this effect, $`U_1(\sigma )`$ can be written in the form $`U_1(\sigma )=\alpha \left[{\displaystyle \frac{2}{d+2}}e^{2(d+2)\sigma /\sigma _0}+e^{d\sigma /\sigma _0}{\displaystyle \frac{d+4}{d+2}}e^{(d+2)\sigma /\sigma _0}\right],`$ (11) with $`\alpha ={\displaystyle \frac{(d1)\sigma _0^2}{(d+4)b_0^2}}.`$ (12) The first, second, and third terms in $`(\text{11})`$ appear due to the Casimir energy, the cosmological constant, and the curvature of the internal space, respectively. The potential $`U_1(\sigma )`$ acquires a local minimum at $`\sigma =0`$ for the case of $`d2`$ because of the presence of the first term in $`(\text{11})`$. We depict $`U_1(\sigma )`$ in Fig. 1 for the case of $`d=2`$. It has a local maximum at $`\sigma _{}(>0)`$, which depends on the extra dimension $`d`$. $`\sigma _{}/\sigma _0`$ decreases with the increase of $`d`$. For example, $`\sigma _{}/\sigma _0=0.50`$ for $`d=2`$, and $`\sigma _{}/\sigma _0=0.22`$ for $`d=6`$. Since $`\sigma _0`$ becomes larger with the increase of $`d`$ \[See Eq. $`(\text{8})`$\], $`\sigma _{}`$ itself does not necessarily decrease with the increase of $`d`$. For example, $`\sigma _{}=0.20m_{\mathrm{pl}}`$ for $`d=2`$, and $`\sigma _{}=0.21m_{\mathrm{pl}}`$ for $`d=6`$. In order to result in the final state $`\sigma =0`$ which corresponds to the present value $`b=b_0`$, initial values of $`\sigma `$ are required to be $`0<\sigma _i<\sigma _{}`$ (we assume $`\sigma _i>0`$), where the subscript $`i`$ denotes the initial value. Then $`\sigma `$ evolves toward the minimum of its potential, and begins to oscillate around $`\sigma =0`$. In this oscillating stage, we are concerned with whether KK modes are effectively enhanced or not by parametric resonance. In the case that the compactification is done on a direct product $`S^{d_1}\times S^{d_2}`$ of the $`d_1`$-dimensional sphere $`S^{d_1}`$ and $`d_2`$-dimensional sphere $`S^{d_2}`$ with $`d_1+d_2=D4`$, the final four-dimensional action and the potential $`U_1(\sigma )`$ take different forms from the $`S^d`$ case. The procedure is the same as in the $`S^d`$ case. First, we consider the $`D`$-dimensional metric $`ds_D^2=\overline{g}_{MN}dx^Mdx^N=\widehat{g}_{\mu \nu }dx^\mu dx^\nu +b_1^2ds_{d_1}^2+b_2^2ds_{d_2}^2,`$ (13) where $`b_1`$ and $`b_2`$ are scales of the sphere $`S^{d_1}`$ and $`S^{d_2}`$, $`ds_{d_1}^2`$ and $`ds_{d_2}^2`$ are line elements of the $`d_1`$-unit sphere and $`d_2`$-unit sphere, respectively. Expanding the $`\overline{\varphi }`$ field in the $`D`$-dimensional action $`(\text{1})`$ as $`\overline{\varphi }=b_{10}^{d_1/2}b_{20}^{d_2/2}{\displaystyle \underset{l_1,l_2,m_1,m_2}{}}\varphi _{l_1l_2m_1m_2}Y_{l_1m_1}^{(d_1)}Y_{l_2m_2}^{(d_2)},`$ (14) where $`b_{10}`$ and $`b_{20}`$ are present values of $`b_1`$ and $`b_2`$, $`Y_{l_1m_1}^{(d_1)}`$ and $`Y_{l_2m_2}^{(d_2)}`$ are the spherical harmonics on the $`d_1`$-sphere and $`d_2`$-sphere, respectively, we obtain the four-dimensional action similar to the action (2.4) in the $`S^d`$ case (see Ref. for details). Next, we perform a conformal transformation $`\widehat{g}_{\mu \nu }=\mathrm{exp}\left[\left({\displaystyle \frac{d_1\sigma _1}{\sigma _{10}}}+{\displaystyle \frac{d_2\sigma _2}{\sigma _{20}}}\right)\right]g_{\mu \nu },`$ (15) where $`\sigma _i(i=1,2)`$ and $`\sigma _{i0}`$ are defined by $`\sigma _i`$ $`=`$ $`\sigma _{i0}\mathrm{ln}\left({\displaystyle \frac{b_i}{b_{i0}}}\right),`$ (16) $`\sigma _{i0}`$ $`=`$ $`\left[{\displaystyle \frac{d_i(d_i+2)}{2\kappa ^2}}\right]^{1/2}.`$ (17) Taking into account the Casimir effect as in the $`S^d`$ case and imposing the condition $`{\displaystyle \frac{\sigma _1}{\sigma _{10}}}={\displaystyle \frac{\sigma _2}{\sigma _{20}}}{\displaystyle \frac{\sigma }{\sigma _0}},`$ (18) with $`\sigma _0=\sqrt{{\displaystyle \frac{(d_1+d_2)(d_1+d_2+2)}{2\kappa ^2}}},`$ (19) the final expression of the four-dimensional action yields $`S={\displaystyle d^4x}`$ $`\sqrt{g}`$ $`[{\displaystyle \frac{1}{2\kappa ^2}}R{\displaystyle \frac{1}{2}}g^{\mu \nu }_\mu \sigma _\nu \sigma U_1(\sigma )`$ (20) $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{l_1,l_2,m_1,m_2}{}}(g^{\mu \nu }_\mu \varphi _{l_1l_2m_1m_2}_\nu \varphi _{l_1l_2m_1m_2}+M_{l_1l_2}^2(\sigma )\varphi _{l_1l_2m_1m_2}^2)],`$ (21) where the potential of the $`\sigma `$ field is $`U_1(\sigma )=\alpha \left[{\displaystyle \frac{2}{d_1+d_2+2}}e^{2(d_1+d_2+2)\sigma /\sigma _0}+e^{(d_1+d_2)\sigma /\sigma _0}{\displaystyle \frac{d_1+d_2+4}{d_1+d_2+2}}e^{(d_1+d_2+2)\sigma /\sigma _0}\right],`$ (22) with $`\alpha ={\displaystyle \frac{d_1+d_2+2}{2(d_1+d_2+4)\kappa ^2}}\left[{\displaystyle \frac{d_1(d_11)}{b_{10}^2}}+{\displaystyle \frac{d_2(d_21)}{b_{20}^2}}\right].`$ (23) The mass of $`M_{l_1l_2}(\sigma )`$ of the $`\varphi _{l_1l_2m_1m_2}`$ field is given by $`M_{l_1l_2}^2(\sigma )=\left[{\displaystyle \frac{l_1(l_1+d_11)}{b_{10}^2}}+{\displaystyle \frac{l_2(l_2+d_21)}{b_{20}^2}}\right]e^{(d_1+d_2+2)\sigma /\sigma _0}.`$ (24) The terms in the square bracket of Eq. $`(\text{22})`$ correspond to changing $`d`$ in that of Eq. $`(\text{11})`$ to $`d_1+d_2`$. Hence the shape of the potential $`U_1(\sigma )`$ in the $`S^{d_1}\times S^{d_2}`$ case is the same as in the $`S^d`$ case. $`U_1(\sigma )`$ has a local minimum at $`\sigma =0`$ when either of $`d_1`$ and $`d_2`$ is greater than 1. In the next section, the dynamics of $`\sigma `$ and $`\varphi _{lm}`$ fields are studied in two classes of models of $`(\text{9})`$ and $`(\text{21})`$. ## III The dynamics of the system In this section, we investigate the excitation of KK modes due to the oscillating scalar field $`\sigma `$ by parametric resonance. We assume that the four-dimensional spacetime and the $`\sigma `$ field are spatially homogeneous, and adopt the flat Friedmann-Robertson-Walker metric as the background spacetime $`ds_4^2=g_{\mu \nu }dx^\mu dx^\nu =dt^2+a^2(t)d𝐱^\mathrm{𝟐},`$ (25) where $`t`$ is the cosmic time and $`a(t)`$ is the scale factor. The background equations for $`a`$ and $`\sigma `$ can be expressed by the action $`(\text{9})`$ or $`(\text{21})`$ as $`\left({\displaystyle \frac{\dot{a}}{a}}\right)^2={\displaystyle \frac{\kappa ^2}{3}}\left[{\displaystyle \frac{1}{2}}\dot{\sigma }^2+U_1(\sigma )\right],`$ (26) $`\ddot{\sigma }+3{\displaystyle \frac{\dot{a}}{a}}\dot{\sigma }+U_1^{}(\sigma )=0,`$ (27) where we have neglected the contributions from KK modes. However, in the case that KK modes are enhanced significantly, this affects the evolution of background equations. We briefly comment on this back reaction issue at the end of this section. As we have already mentioned, the initial value of $`\sigma `$ is required to be smaller than $`\sigma _{}`$ in order not to lead to an expansion of the internal space. Let us consider the case where $`\sigma `$ is initially located close to $`\sigma _{}`$ with $`\sigma _i<\sigma _{}`$. In this case, defining a dimensionless parameter $`ϵ=\{\begin{array}{cc}(d+2)\frac{\sigma }{\sigma _0}\hfill & \text{(}S^d\text{ case),}\hfill \\ (d_1+d_2+2)\frac{\sigma }{\sigma _0}\hfill & \text{(}S^{d1}\times S^{d2}\text{ case),}\hfill \end{array}`$ (28) it usually exceeds of the order of unity at the beginning with $`d2`$ or $`d_1+d_22`$. For example, in the $`S^d`$ case, $`ϵ(t_i)=2.0`$ when $`d=2`$, and $`ϵ(t_i)=1.8`$ when $`d=6`$. This is the situation which was not considered in Ref. . After a short stage of rolling down, the $`\sigma `$ field begins to oscillate around the minimum of its potential at $`\sigma =0`$. After that, the $`\sigma `$ field behaves as a massive scalar field whose mass is given by $`m_\sigma \sqrt{U_1^{\prime \prime }(0)}=\{\begin{array}{cc}\frac{\sqrt{2(d1)}}{b_0}\hfill & \text{(}S^d\text{ case),}\hfill \\ \sqrt{\frac{2}{d_1+d_2}\left[\frac{d_1(d_11)}{b_{10}^2}+\frac{d_2(d_21)}{b_{20}^2}\right]}\hfill & \text{(}S^{d1}\times S^{d2}\text{ case).}\hfill \end{array}`$ (29) The evolution of this field is the same as a massive inflaton field $`\varphi `$ with a chaotic potential $`V(\varphi )=m_\varphi ^2\varphi ^2/2`$ in the reheating phase. Making use of the time-averaged relation $`{\displaystyle \frac{1}{2}}\dot{\sigma }^2=U_1(\sigma ),`$ (30) we easily find from Eqs. $`(\text{26})`$ and $`(\text{27})`$ that the evolution of $`a`$ and $`\sigma `$ can be approximately written as $`a=\left({\displaystyle \frac{t}{t_{\mathrm{co}}}}\right)^{2/3},`$ (31) $`\sigma (t)/\sigma _0=\stackrel{~}{\sigma }(t)\mathrm{cos}m_\sigma t,`$ (32) where $`t_{\mathrm{co}}`$ denotes the time when the coherent oscillation of $`\sigma `$ starts, and $`\stackrel{~}{\sigma }(t)`$ is the dimensionless amplitude of the $`\sigma `$ field which decreases as $`\stackrel{~}{\sigma }(t)1/t`$ by the cosmic expansion. Eq. $`(\text{31})`$ shows that the universe evolves as matter dominant when the $`\sigma `$ field oscillates coherently. Hence the energy density of $`\sigma `$ decreases as $`\rho _\sigma 1/t^3`$. Let us study the excitation of KK modes during the oscillating stage of the $`\sigma `$ field. For each compactification of the $`S^d`$ and $`S^{d_1}\times S^{d_2}`$ cases, we expand $`\varphi _{lm}`$ ($`S^d`$ case) and $`\varphi _{l_1l_2m_1m_2}`$ ($`S^{d_1}\times S^{d_2}`$ case) fields by the Fourier component as $`\varphi _{lm}={\displaystyle \frac{1}{(2\pi )^{3/2}}}{\displaystyle \left(a_k\varphi _{lm}^𝐤(t)e^{i𝐤𝐱}+a_k^{}\varphi _{lm}^𝐤(t)e^{i𝐤𝐱}\right)d^3𝐤},`$ (33) $`\varphi _{l_1l_2m_1m_2}={\displaystyle \frac{1}{(2\pi )^{3/2}}}{\displaystyle \left(a_k\varphi _{l_1l_2m_1m_2}^𝐤(t)e^{i𝐤𝐱}+a_k^{}\varphi _{l_1l_2m_1m_2}^𝐤(t)e^{i𝐤𝐱}\right)d^3𝐤},`$ (34) where $`a_k`$ and $`a_k^{}`$ are the annihilation and creation operators, respectively. Then we find that the temporary parts $`\varphi _{lm}^𝐤(t)`$ and $`\varphi _{l_1l_2m_1m_2}^𝐤(t)`$ obey the following equations of motion: $`\ddot{\varphi }_{lm}^𝐤+3{\displaystyle \frac{\dot{a}}{a}}\dot{\varphi }_{lm}^𝐤+\left[{\displaystyle \frac{k^2}{a^2}}+{\displaystyle \frac{l(l+d1)}{b_0^2}}e^{(d+2)\sigma /\sigma _0}\right]\varphi _{lm}^𝐤=0(S^d\mathrm{case}),`$ (35) $`\ddot{\varphi }_{l_1l_2m_1m_2}^𝐤+3{\displaystyle \frac{\dot{a}}{a}}\dot{\varphi }_{l_1l_2m_1m_2}^𝐤+`$ (36) $`\left[{\displaystyle \frac{k^2}{a^2}}+\left\{{\displaystyle \frac{l_1(l_1+d_11)}{b_{10}^2}}+{\displaystyle \frac{l_2(l_2+d_21)}{b_{20}^2}}\right\}e^{(d_1+d_2+2)\sigma /\sigma _0}\right]\varphi _{l_1l_2m_1m_2}^𝐤=0(S^{d_1}\times S^{d_2}\mathrm{case}).`$ (37) (38) Hereafter, we express both fields $`\varphi _{lm}^𝐤`$ and $`\varphi _{l_1l_2m_1m_2}^𝐤`$ as $`\varphi _k`$ except the case that distinctions of both fields are required. Defining a new scalar field $`\phi _k=a^{3/2}\varphi _k`$, Eqs. $`(\text{35})`$ and (3.12) are written as $`\ddot{\phi }_k+\omega _k^2\phi _k=0,`$ (39) where for the $`S^d`$ case, $`\omega _k^2{\displaystyle \frac{k^2}{a^2}}+{\displaystyle \frac{l(l+d1)}{b_0^2}}e^{(d+2)\sigma /\sigma _0}{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{2\ddot{a}}{a}}+{\displaystyle \frac{\dot{a}^2}{a^2}}\right),`$ (40) and for the $`S^{d_1}\times S^{d_2}`$ case, $`\omega _k^2{\displaystyle \frac{k^2}{a^2}}+\left\{{\displaystyle \frac{l_1(l_1+d_11)}{b_{10}^2}}+{\displaystyle \frac{l_2(l_2+d_21)}{b_{20}^2}}\right\}e^{(d_1+d_2+2)\sigma /\sigma _0}{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{2\ddot{a}}{a}}+{\displaystyle \frac{\dot{a}^2}{a^2}}\right).`$ (41) As for the initial conditions of the $`\phi _k`$ field, we choose the state that corresponds to the conformal vacuum as $`\phi _k(t_i)={\displaystyle \frac{1}{\sqrt{2\omega _k(t_i)}}},\dot{\phi }_k(t_i)=i\omega _k(t_i)\phi _k(t_i).`$ (42) The second terms in Eqs. $`(\text{40})`$ and $`(\text{41})`$ are resonance terms which would lead to the amplification of KK modes. When $`ϵ`$ defined by Eq. (3.4) is greater than of the order of unity, resonance terms are suppressed and do not play relevant roles for the enhancement of the $`\phi _k`$ field. However, $`ϵ`$ decreases under unity and $`\sigma `$ begins to oscillate coherently, we can expect the parametric resonance phenomenon. In this case, Eq. $`(\text{39})`$ is reduced to the Mathieu equation, $`{\displaystyle \frac{d^2}{dz^2}}\phi _k+\left(A_k2q\mathrm{cos}2z\right)\phi _k=0,`$ (43) where for the $`S^d`$ case, $`A_k={\displaystyle \frac{2l(l+d1)}{d1}}+4{\displaystyle \frac{(k/m_\sigma )^2}{a^2}},`$ (44) $`q={\displaystyle \frac{l(l+d1)}{d1}}(d+2)\stackrel{~}{\sigma }(t),`$ (45) and for the $`S^{d_1}\times S^{d_2}`$ case, $`A_k={\displaystyle \frac{2(d_1+d_2)\{l_1(l_1+d_11)+l_2(l_2+d_21)(b_{10}/b_{20})^2\}}{d_1(d_11)+d_2(d_21)(b_{10}/b_{20})^2}}+4{\displaystyle \frac{(k/m_\sigma )^2}{a^2}},`$ (46) $`q={\displaystyle \frac{(d_1+d_2)\{l_1(l_1+d_11)+l_2(l_2+d_21)(b_{10}/b_{20})^2\}}{d_1(d_11)+d_2(d_21)(b_{10}/b_{20})^2}}(d_1+d_2+2)\stackrel{~}{\sigma }(t).`$ (47) $`z`$ is defined as $`z=mt`$. We have neglected the contribution of the third term in Eq. $`(\text{40})`$ and $`(\text{41})`$ since this term is not important in the oscillating stage of the $`\sigma `$ field. We can analyze the excitation of KK modes by making use of the stability and instability chart of the Mathieu equation. Parametric resonance occurs when KK modes stay in the instability regions sketched in Fig. 2. These regions are typically described by narrow resonance regimes of $`q\stackrel{<}{}1`$ and broad resonance regimes of $`q1`$. As is found in Fig. 2, the instability bands are broader for larger values of $`q`$ as long as $`A_k`$ is not so large. Generally, particle creation in narrow resonance regimes is not so efficient as in the case of broad resonance regimes. Since the past work about the excitation of KK modes is limited in narrow resonance regimes $`q\stackrel{<}{}1`$, we extend this work in the more general case with $`q1`$. However, note that the results obtained in the context of preheating with a quadratic potential are not directly applied to the present case, because the relation of $`A_k`$ and $`q`$ is different. First, let us first examine the $`S^d`$ case. As is found in Eq. $`(\text{44})`$, $`A_k`$ approaches the constant value $`B{\displaystyle \frac{2l(l+d1)}{(d1)}},`$ (48) with the passage of time for fixed values of $`d`$ and $`l`$. Since $`B`$ is greater than unity for the positive integer $`d`$ and $`l`$ with $`d2`$, parametric resonance does not occur in the first resonance band around $`A_k=1`$ as was pointed out in Ref. . For example, when $`d=2`$ and $`l=1`$, $`B=4`$. The initial value of $`q`$ ($`=q_{\mathrm{co}}`$) at which the analysis based on the Mathieu equation becomes valid depends on the value of $`\sigma `$ when the $`\sigma `$ field begins to oscillate coherently. Numerical calculations show that this corresponds to $`ϵ(t_{\mathrm{co}})0.4`$, after which the evolution of the $`\sigma `$ field can be described as Eq. $`(\text{32})`$. This means that the $`(d+2)\stackrel{~}{\sigma }(t)`$ term in Eq. $`(\text{45})`$ and the $`(d_1+d_2+2)\stackrel{~}{\sigma }(t)`$ term in Eq. $`(\text{47})`$ are restricted to be smaller than unity. In order to realize the situation $`q1`$, we need to choose larger values of $`l`$, or $`l_1`$ and $`l_2`$. Let us investigate two cases of $`q_{\mathrm{co}}\stackrel{<}{}1`$ and $`q_{\mathrm{co}}1`$. First, we consider the case of $`q_{\mathrm{co}}\stackrel{<}{}1`$ with the extra dimension $`d=2`$. When $`l=1`$, since $`A_k=4+4(k/m_\sigma a)^2`$ and $`q_{\mathrm{co}}=8\stackrel{~}{\sigma }(t_{\mathrm{co}})0.8`$ by Eqs. $`(\text{44})`$ and $`(\text{45})`$, the $`\phi _k`$ field is initially located in the second instability band around $`A_k=4`$ for low momentum modes. However, the value of $`q`$ becomes smaller with the decrease of the amplitude $`\stackrel{~}{\sigma }(t)`$ as $`\stackrel{~}{\sigma }(t)1/t`$ by the cosmic expansion. In Fig. 3, we depict the evolution of the $`\sigma `$ field in this case. We choose $`\sigma (t_i)/\sigma _0=0.4`$ as the initial value of the $`\sigma `$ field. After the first stage of rolling down, $`\sigma `$ begins to oscillate with the initial amplitude $`\stackrel{~}{\sigma }(t_{\mathrm{co}})0.1`$. The coherent oscillation starts by the same amplitude as long as the initial value of $`\sigma `$ is located in the region of $`0.1\stackrel{<}{}\sigma (t_i)/\sigma _0\stackrel{<}{}\sigma _{}/\sigma _00.5`$. After several oscillations, the amplitude drops down $`\stackrel{~}{\sigma }(t)\stackrel{<}{}0.02`$, which corresponds to $`q\stackrel{<}{}0.1`$. Although the $`\phi _k`$ field stays in the instability band since $`A_k`$ approaches $`A_k4`$, the growth rate $`\mu _k`$ of the $`\phi _k`$ field becomes smaller with the decrease of $`q`$. In the $`j`$-th resonance band with $`A_k=j^2`$, $`q2j^{3/2}`$, and $`j2`$, $`\mu _k`$ is expressed as $`\mu _k={\displaystyle \frac{\mathrm{sin}2\delta }{2j[2^{j1}(j1)]^2}}q^j,`$ (49) where $`\delta `$ changes in the interval $`[0,\pi /2]`$. In the second instability band with $`qq_{\mathrm{co}}0.8`$, $`\mu _kq^2`$. The growth rate $`\mu _k`$ is initially of the order 0.01, and after that $`\mu _k`$ rapidly decreases. The growth rate of KK modes $`\varphi _k=a^{3/2}\phi _k`$ is approximately expressed as $`{\displaystyle \frac{d\varphi _k}{dz}}a^{3/2}\left(\mu _k{\displaystyle \frac{3}{2}}{\displaystyle \frac{H}{m}}\right)\phi _k,`$ (50) where we have used the relation $`\phi _ke^{\mu _kz}`$. Since the Hubble expansion rate at $`t=t_{\mathrm{co}}`$ is $`H/m0.28`$, which exceeds the growth rate of $`\phi _k`$, $`\varphi _k`$ decreases at the beginning. Moreover, since $`\mu _k`$ and $`H`$ decrease as $`\mu _kq^21/t^2`$ and $`H1/t`$, the increase of $`\varphi _k`$ can not be expected in the second instability band of the narrow resonance regime $`q\stackrel{<}{}1`$. We have numerically confirmed that $`\varphi _k`$ does not increase in the case of $`d=2`$ and $`l=1`$ (see Fig. 4). If there is a set of $`d`$ and $`l`$ which satisfies $`B=j^2`$ with positive integer $`j3`$, the narrow instability bands exist around the regions of $`A_k=j^2`$. However, parametric resonance is much more inefficient than in the second resonance case, since the growth rate $`\mu _k`$ decreases with the increase of $`j`$ for $`q\stackrel{<}{}1`$ as is found by Eq. $`(\text{49})`$. Even if $`d`$ and $`l`$ are changed, the first resonance does not occur because $`B`$ defined in Eq. $`(\text{48})`$ is always greater than unity. In the narrow resonance of $`q\stackrel{<}{}1`$ with the $`S^d`$ compactification, we can conclude that KK modes are not enhanced sufficiently in any values of the extra dimension $`d`$ and the positive integer $`l`$. Consider the case of $`q1`$ with the $`S^d`$ compactification. As we have already mentioned, larger values of $`l`$ are required to lead to the condition $`q1`$. In order to judge whether parametric resonance is efficient or not, we should know the relation between $`A_k`$ and $`q`$. In the $`S^d`$ case, we obtain the following relation from Eqs. $`(\text{44})`$ and $`(\text{45})`$, $`A_k={\displaystyle \frac{2}{(d+2)\stackrel{~}{\sigma }(t)}}q+4{\displaystyle \frac{(k/m_\sigma )^2}{a^2}}.`$ (51) The efficiency of resonance strongly depends on the value of $`(d+2)\stackrel{~}{\sigma }(t)`$ in Eq. $`(\text{51})`$. We have numerically confirmed that this value is approximately $`(d+2)\stackrel{~}{\sigma }(t_{\mathrm{co}})0.4`$ when the $`\sigma `$ field begins to oscillate coherently for any values of $`d`$. This corresponds the relation of $`A_k5q_{\mathrm{co}}+4(k/m_\sigma a)^2`$ at the beginning of the oscillating stage. Although there are many instability bands in the regions of $`q1`$ which are generally called broad resonance bands, these bands become rare in the regions of $`A_k\stackrel{>}{}5q`$ (see Fig. 2). Moreover, the tangent of the line $`A_k=2q/\{(d+2)\stackrel{~}{\sigma }(t)\}`$ gets larger with the passage of time because of the decrease of the amplitude $`\stackrel{~}{\sigma }(t)`$ as $`\stackrel{~}{\sigma }(t)1/t`$, which means that parametric resonance becomes inefficient. Even in the case that the $`\phi _k`$ field is initially in an instability band, the expansion of the universe makes the field deviate from the instability band. In the model of a massive inflaton with a coupled scalar field $`\chi `$ in preheating after inflation, the $`\chi `$ field moves on the path of $`A_k=2q+k^2/(m_\varphi ^2a^2)`$ with the decrease of $`q`$ as $`q1/t^2`$. In this case, there are many instability bands as well as stability bands in the regions of $`A_k2q`$, the $`\chi `$ field stochastically increases when passing through instability bands. Since the tangent of the $`A_k`$-$`q`$ path does not change, $`\chi `$ particles can be efficiently produced overcoming the diluting effect by the cosmic expansion. In the present model, the excitation of KK modes is very weak because the regions of $`A_k2q/\{(d+2)\stackrel{~}{\sigma }(t)\}`$ are mostly occupied by stability bands. Although the $`\phi _k`$ field passes through instability bands, these are very few in the regions of $`A_k2q/\{(d+2)\stackrel{~}{\sigma }(t)\}`$, and parametric resonance is not efficient. Even the low momentum modes close to the line $`A_k=2q/\{(d+2)\stackrel{~}{\sigma }(t)\}`$ are not enhanced sufficiently. As time passes, both $`A_k`$ and $`q`$ decrease by the cosmic expansion, and finally approaches $`A_k=B=2l(l+d1)/(d1)`$ and $`q=0`$. In Fig. 5, we show the evolution of the KK mode $`\varphi _k`$ with $`d=2`$, $`l=100`$, and $`k=0`$. In this case, $`q_{\mathrm{co}}8000`$. We find that the KK mode does not grow as in the case of $`q\stackrel{<}{}1`$. Namely, the growth rate $`\mu _k`$ of the $`\phi _k`$ field does not surpass the Hubble expansion rate even in the case of $`q1`$. As we have already mentioned, the initial relation of $`A_k`$ and $`q`$ hardly depends on the values of $`\sigma (t_{\mathrm{co}})`$ and $`d`$, which means that parametric resonance is also inefficient even if we choose larger values of $`\sigma (t_i)`$ and $`d`$. Next, let us consider the compactification by $`S^{d_1}\times S^{d_2}`$. In this case, since the value $`B{\displaystyle \frac{2(d_1+d_2)\{l_1(l_1+d_11)+l_2(l_2+d_21)(b_{10}/b_{20})^2\}}{d_1(d_11)+d_2(d_21)(b_{10}/b_{20})^2}}`$ (52) is greater than unity for positive integers $`l_1,l_2`$ and $`d_1,d_2`$ with $`d_1d_2`$ and $`d_1+d_2=D4`$, the first resonance does not occur as in the case of $`S^d`$. When $`B`$ is written by a positive integer $`j(2)`$ as $`B=j^2`$ and the value of $`q_{\mathrm{co}}`$ is smaller than unity, the $`\phi _k`$ field is located in an instability band at the initial stage. However, since $`q`$ decreases as $`q1/t`$ by the cosmic expansion and the growth rate of KK modes is very small for $`j2`$, the excitation of KK modes is inefficient in narrow resonance regimes $`q\stackrel{<}{}1`$. In the case of $`q1`$, since the relation of $`A_k`$ and $`q`$ is written by Eqs. $`(\text{46})`$ and $`(\text{47})`$ as $`A_k={\displaystyle \frac{2}{(d_1+d_2+2)\stackrel{~}{\sigma }(t)}}q+4{\displaystyle \frac{(k/m_\sigma )^2}{a^2}},`$ (53) the discussions in the $`S^d`$ case can be applied by changing $`d_1+d_2`$ to $`d`$. We have numerically confirmed that the $`\sigma `$ field begins to oscillate coherently at $`(d_1+d_2+2)\stackrel{~}{\sigma }(t_{\mathrm{co}})0.4`$ for any values of $`\stackrel{~}{\sigma }(t_i)`$, and $`d_1`$, $`d_2`$. Moreover, since $`\stackrel{~}{\sigma }(t)`$ decreases as $`\stackrel{~}{\sigma }(t)1/t`$, parametric resonance is also ineffective as in the $`S^d`$ case. We conclude that catastrophic particle creation does not occur in two classes of models by $`S^d`$ and $`S^{d_1}\times S^{d_2}`$ compactifications in any values of parameters. As a result, the back reaction effect by KK modes is not important in these models. ## IV Concluding remarks and discussions In this paper, we have studied the excitement of Kaluza-Klein (KK) modes in a higher $`D`$-dimensional generalized Kaluza-Klein theory. We have considered two classes of models where the extra dimensions are compactified on the sphere $`S^d`$ with $`d=D4`$ and the direct product $`S^{d_1}\times S^{d_2}`$ with $`d_1+d_2=D4`$. Such compactifications give rise to a term which originates from the curvature of the internal space in the potential $`U_1(\sigma )`$ of a dilaton field $`\sigma `$. Since this potential does not have a local minimum to stabilize the scale of the internal space, we introduce the Casimir effect due to a one-loop quantum correction. Then the $`\sigma `$ field oscillates as a massive scalar field around the local minimum at $`\sigma =0`$, which corresponds to the present value of the scale of compactifications. Since the KK field acquires a mass which can be expressed by the $`\sigma `$ field by compactifications on $`S^d`$ and $`S^{d_1}\times S^{d_2}`$, we can expect that KK modes will be enhanced by parametric resonance. The past work on this issue is restricted in the case of narrow resonance regimes where the resonance parameter $`q`$ is smaller than unity. However, in the similar situation of preheating after inflation with a quadratic potential, it is well known that resonance with $`q1`$ is much more efficient than in the case of $`q\stackrel{<}{}1`$. Hence we extend past work on the excitation of KK modes to the case of $`q1`$ by making use of the stability and instability chart of the Mathieu equation. In the case of $`q\stackrel{<}{}1`$, the first resonance does not occur for both compactifications by $`S^d`$ and $`S^{d_1}\times S^{d_2}`$. Although there are some situations where the KK field is located in the second, third, $`\mathrm{}`$ instability bands at the beginning of the coherent oscillation of the $`\sigma `$ field, parametric resonance soon becomes ineffective with the decrease of $`q`$ due to the expansion of the universe. In this case, since the creation rate of KK modes can not surpass the Hubble expansion rate, the enhancement of KK modes is inefficient. Even in the case of $`q1`$, we have found that the growth of KK modes does not take place both by analytic approaches and numerical integrations. The $`\sigma `$ field begins to oscillate coherently when the amplitude of the $`\sigma `$ field drops down to $`ϵ0.4`$, where $`ϵ`$ is defined by $`(\text{28})`$. Since the relation of resonance parameters $`A_k`$ and $`q`$ are expressed as $`A_k=2q/\{(d+2)\stackrel{~}{\sigma }(t)\}+4(k/m_\sigma a)^2`$ for the $`S^d`$ case, and $`A_k=2q/\{(d_1+d_2+2)\stackrel{~}{\sigma }(t)\}+4(k/m_\sigma a)^2`$ for the $`S^{d_1}\times S^{d_2}`$ case, the KK field exists in the region of $`A_k\stackrel{>}{}5q`$ where instability bands are few at the beginning. The amplitude of $`\sigma `$ decreases with the passage of time, and the KK field evolves in the regions where instability bands are further few. As a result, KK modes are not relevantly enhanced even for the case of $`q1`$. We have numerically confirmed this fact, and found that the excitation of KK modes is inefficient in any parameters in two classes of models of compactifications. Since we find that KK modes are not overproduced by parametric resonance by compactifications of $`S^d`$ and $`S^{d_1}\times S^{d_2}`$, this kind of compactification may not be ruled out from a cosmological point of view, because the energy density of KK modes will not overclose the universe in the radiation dominant era. However, at the stage of preheating after inflation, scalar fields coupled to an inflaton field can be strongly enhanced by parametric resonance. If the KK field is coupled to inflaton, the enhancement of KK modes would also occur in the preheating stage. Recently, Mazumdar and Mendes considered the excitement of the dilaton field $`\sigma `$ as well as the Brans-Dicke field during the preheating phase in generalized Einstein theories. Since they compactified the extra dimensions on torus which does not have the curvature of the internal space, the potential of dilaton $`U_1(\sigma )`$ does not appear in their model. Taking into account the growth of metric perturbations during preheating, it was found that the dilaton field $`\sigma `$ can be effectively enhanced even when dilaton does not couple to inflaton. Although they did not consider the enhancement of KK modes, there will be a possibility that KK modes are strongly enhanced in the preheating phase even in the case where the KK field does not directly couple to inflaton by the growth of metric perturbations. In this model, back reaction effects would play an important role for the termination of resonance. Although it is technically difficult to deal with back reaction issues including second order metric perturbations in a consistent way, it is of interest how KK modes are enhanced in the preheating phase. These issues are under consideration. ## ACKOWLEDGEMENTS The author would like to thank Kei-ichi Maeda, Takashi Torii, Kunihito Uzawa, and Hiroki Yajima for useful discussions. This work was supported partially by a Grant-in-Aid for Scientific Research Fund of the Ministry of Education, Science and Culture (No. 09410217), and by the Waseda University Grant for Special Research Projects. Recently, Uzawa, Morisawa, and Mukohyama considered the excitement of Kaluza Klein modes including metric perturbations in the narrow resonance case, and found that quanta of these modes are not enhanced sufficiently. This result is consistent with our results obtained in this paper. Figure Captions FIG. 1: The potential $`U_1(\sigma )`$ which is obtained by introducing the Casimir effect in the $`S^d`$ compactification with $`d=2`$. The potential has a minimum at $`\sigma =0`$ and a local maximum at $`\sigma _{}/\sigma _0=0.50`$. If we choose larger values of $`d`$, $`\sigma _{}/\sigma _0`$ becomes smaller. The shape of this potential in the case of the $`S^{d_1}\times S^{d_2}`$ compactification is the same as in the case of the $`S^d`$ compactification. FIG. 2: The schematic diagram of the Mathieu chart. The lined regions denote the instability bands. There exists narrow instability bands around $`A_k=j^2`$ and $`q<1`$ with positive integer $`j`$. Although there are many instability bands in the regions of $`q1`$, they are few for $`A_k5q`$. FIG. 3: The evolution of $`\sigma `$ as a function of $`t`$ in the case of the $`S^d`$ compactification with $`d=2`$, $`l=1`$ and $`k=0`$. We choose the initial value of $`\sigma `$ as $`\sigma /\sigma _0=0.4`$. After the first stage of rolling down, the $`\sigma `$ field begins to oscillate coherently as Eq. (3.8). The dimensionless amplitude $`\stackrel{~}{\sigma }(t)`$ in Eq. (3.8) decreases as $`\stackrel{~}{\sigma }(t)1/t`$ with the initial value of $`\stackrel{~}{\sigma }(t_{\mathrm{co}})0.1`$. FIG. 4: The evolution of the real part of the Kaluza-Klein mode $`\varphi _k`$ as a function of $`t`$ in the case of the $`S^d`$ compactification with $`d=2`$, $`l=1`$, and $`k=0`$. Although the $`\varphi _k`$ field is initially in the second instability band with $`q\stackrel{<}{}1`$, the expansion of the universe makes parametric resonance ineffective. As a result, the growth of $`\varphi _k`$ can not be expected. FIG. 5: The evolution of the real part of the Kaluza-Klein mode $`\varphi _k`$ as a function of $`t`$ in the case of the $`S^d`$ compactification with $`d=2`$, $`l=100`$, and $`k=0`$. Although the initial value of $`q`$ is large as $`q1`$, the $`\varphi _k`$ field moves in the regions of $`A_k2q/\{(d+2)\stackrel{~}{\sigma }(t)\}`$ where instability bands are few. Hence parametric resonance is inefficient.
warning/0001/hep-th0001052.html	ar5iv	text	# References On the Schrödinger Equation for the Minisuperspace Models V.I. Tkach<sup></sup><sup></sup>*E-mail: vladimir@ifug1.ugto.mx Instituto de Física, Universidad de Guanajuato, Apartado Postal E-143, C.P. 37150, León, Gto. México A. PashnevE-mail: pashnev@thsun1.jinr.ru and J.J. RosalesE-mail: rosales@thsun1.jinr.ru JINR-Bogoliubov Laboratory of Theoretical Physics, 141980 Dubna, Moscow Region, Russia ## Abstract We obtain a time-dependent Schrödinger equation for the Friedmann - Robertson - Walker (FRW) model interacting with a homogeneous scalar matter field. We show that for this purpose it is necesary to include an additional action invariant under the reparametrization of time. The last one does not change the equations of motion of the system, but changes only the constraint which at the quantum level becomes time-dependent Schrödinger equation. The same procedure is applied to the supersymmetric case and the supersymmetric quantum constraints are obtained, one of them is a square root of the Schrödinger operator. One of the most important questions in quantum cosmology is that of identifying a suitable time parameter and a time-dependent Wheeler-DeWitt equation . The main peculiarity of the gravity theory is the presence of non-physical variables (gauge variables) and constraints . They arise due to the general coordinate invariance of the theory. The conventional Wheeler-DeWitt formulation gives a time independent quantum theory . The canonical quantization of the minisuperspace approximation has been used to find results in the hope, that they would illustrate the behaviour of general relativity . In the minisuperspace models there is a residual invariance under reparametrization of time (world-line symmetry). Due to this fact the equation that governs the quantum behaviour of these models is the Schrödinger equation for states with zero energy. On the other hand, supersymmetry transformations are more fundamental than time translations (reparametrization of time) in the sense, that these ones may be generated by anticommutators of the supersymmetry generators. The recent introduction of supersymmetric minisuperspace models has led to the square root equations for states with zero energy . The structure of the world-line supersymmetry or the world-line supersymmetry transformations has led to the zero Hamiltonian phenomena . Investigations of the time evolution problem for such quantum systems have been carried in two directions: the cosmological models of gravity have been quantized by reducing the phase space degrees of freedom and with the help of the WKB approach . In this work we obtain a time-dependent Schrödinger equation for the homogeneous cosmological models. In our approach this equation arises due to an additional action invariant under reparametrization. The last one does not change the equations of motion, but the constraint which becomes time-dependent Schrödinger equation. In the case of the supersymmetric minisuperspace model we obtain the supersymmetric constraints, one of them is a square root of time-dependent Schrödinger equation. We begin by considering an homogeneous and isotropic metric defined by $$ds^2=N^2(t)dt^2+R^2(t)d\mathrm{\Omega }_3^2,$$ (1) where the only dynamical degree of freedom is the scale factor $`R(t)`$. The lapse function $`N(t)`$, being a pure gauge variable, is not dynamical. The quantity $`d\mathrm{\Omega }_3^2`$ is the standard line element on the unit three-sphere. We shall set $`c=\mathrm{}=1`$. The pure gravitational action corresponding to the metric (1) is $$S_g=\frac{6}{\kappa ^2}\left(\frac{R\dot{R}^2}{2N}+\frac{1}{2}kNR\right)𝑑t,$$ (2) where $`k=1,0,1`$ corresponds to a closed, flat or open space. $`\kappa ^2=8\pi G_N`$, where $`G_N`$ is the Newton’s constant of gravity, and the overdot denotes differentiation with respect to $`t`$. The action (2) preserves the invariance under the time reparametrization $$t^{}t+a(t),$$ (3) if the transformations of $`N(t)`$ and $`R(t)`$ are $$\delta R=a\dot{R}\delta N=\dot{a}N+a\dot{N}$$ (4) that is, $`R(t)`$ transforms as a scalar and $`N(t)`$ as a one-dimensional vector, and its dimensionality is the inverse of $`a(t)`$. So, we consider the interacting action for the homogeneous real scalar matter field $`\varphi (t)`$ and the scale factor $`R(t)`$. This action has the form $$S_m=\left(\frac{R^3\dot{\varphi }^2}{2N}NR^3V(\varphi )\right)𝑑t.$$ (5) This action remains invariant under the local transformation (3), if in addition to the transformation law for $`R(t)`$ and $`N(t)`$ in (4), the field $`\varphi (t)`$ transforms as a scalar; $`\delta \varphi =a\dot{\varphi }`$. Thus, our system is described by the full action $$S=S_g+S_m=\left(\frac{3R\dot{R}^2}{\kappa ^2N}+\frac{R^3\dot{\varphi }^2}{2N}+\frac{3kNR}{\kappa ^2}NR^3V(\varphi )\right)𝑑t.$$ (6) Now, we shall consider the Hamiltonian analysis of this action. The canonical momenta for the variables $`R`$ and $`\varphi `$ are given, respectively, by $$P_R=\frac{L}{\dot{R}}=\frac{6R\dot{R}}{\kappa ^2N},P_\varphi =\frac{R^3\dot{\varphi }}{N}.$$ (7) Their canonical Poisson brackets are defined as $$\{R,P_R\}=1,\{\varphi ,P_\varphi \}=1.$$ (8) The canonical momentum for the variable $`N(t)`$ is $$P_N\frac{L}{\dot{N}}=0,$$ (9) this equation merely constrains the variable $`N(t)`$ (primary constraint). The canonical Hamiltonian can be calculated in the usual way, it has the form $`H_c=NH_0`$, then the total Hamiltonian is $$H_T=NH_0+u_NP_N,$$ (10) where $`u_N`$ is the Lagrange multiplier associated to the constraint $`P_N=0`$ in (9), and $`H_0`$ is the Hamiltonian written as $$H_0=\left(\frac{\kappa ^2P_R^2}{12R}+\frac{\pi _\varphi ^2}{2R^3}\frac{3kR}{\kappa ^2}+R^3V(\varphi )\right).$$ (11) The time evolution of any dynamical variables is generated by (10). For the compatibility of the constraint the Eq. (9) and the dynamics generated by the total Hamiltonian of Eq. (10), the following equation must hold $$H_0=0,$$ (12) which constrains the dynamics of our system. So, we proceed to the quantum mechanics from the above classical system. We introduce the wave function of the Universe $`\psi `$. The constraint equation (12) must be imposed on the states $$H_0\psi =0.$$ (13) This constraint nullifies all the dynamical evolution generated by the total Hamiltonian (10). A commutator of any operator and the total Hamiltonian becomes zero, if it is evaluated for the above constrained states. The disappearence of time seems disappointing, however, it is a proper consequence of the invariance of general coordinate transformation in general relativity. The equation (9) merely says, that the wave function $`\psi `$ does not depend on the lapse function $`N(t)`$. Therefore, we expect that the equation in (13) may contain any information of dynamics. In quantum cosmology the constraint (13) is well-known as the Wheeler-DeWitt equation (time-independent Schrödinger equation). In order to get a time-dependent Schrödinger equation we shall regard the following invariant action $$S_r=\frac{1}{\kappa ^3}R^3P_T\left(\frac{dT(t)}{dt}+N(t)\right)𝑑t,$$ (14) where $`(T,P_T)`$ is a pair of dynamical variables, $`P_T`$ is the momentum conjugate to $`T`$. This action is invariant under reparametrization (3), if $`P_T`$ and $`T`$ transform as $$\delta P_T=a\dot{P}_T\delta T=a\dot{T},$$ (15) and $`N,R`$ as in (4). So, adding the action (14) to the action (6) we have the total invariant action $`\stackrel{~}{S}=S_g+S_m+S_r`$. In the first order form we get $$\stackrel{~}{S}=\left\{\dot{R}P_R+\dot{\varphi }P_\varphi NH_0+\frac{R^3P_T}{\kappa ^3}\left(\frac{dT(t)}{dt}N(t)\right)\right\}𝑑t.$$ (16) We shall proceed with the canonical quantization of the action (16). We define the canonical momenta $`\pi _T`$ and $`\pi _{P_T}`$ corresponding to the variables $`T`$ and $`P_T`$, respectively. We get $$\pi _T\frac{\stackrel{~}{L}}{\dot{T}}=\frac{R^3}{\kappa ^3}P_T,\pi _{P_T}\frac{\stackrel{~}{L}}{\dot{P}_T}=0,$$ (17) leading to the constraints $$\mathrm{\Pi }_1\pi _T\frac{R^3}{\kappa ^3}P_T=0,\mathrm{\Pi }_2\pi _{P_T}=0.$$ (18) So, we define the matrix $`C_{AB}`$, $`(A,B=1,2)`$ as a Poisson brackets between the constraints $`C_{AB}=\{\mathrm{\Pi }_A,\mathrm{\Pi }_B\}`$. Then, we have the following non-zero matrix elements $$\{\mathrm{\Pi }_1,\mathrm{\Pi }_2\}=\frac{R^3}{\kappa ^3},$$ (19) with their inverse matrix elements $`(C^1)^{1,2}=\frac{\kappa ^3}{R^3}`$. The Dirac’s brackets $`\{,\}^{}`$ are defined by $$\{f,g\}^{}=\{f,g\}\{f,\mathrm{\Pi }_A\}C^{AB}\{\mathrm{\Pi }_B,g\}.$$ (20) The result of this procedure leads to the non-zero Dirac’s bracket relation $$\{T,P_T\}^{}=\frac{\kappa ^3}{R^3}.$$ (21) Then, the canonical Hamiltonian is $$\stackrel{~}{H}_c=N\left(\frac{R^3}{\kappa ^3}P_T+H_0\right),$$ (22) where the Hamiltonian constraint corresponding to the action (16) is $$\stackrel{~}{H}=\frac{R^3}{\kappa ^3}P_T+H_0.$$ (23) At the quantum level the Dirac’s brackets become commutators $$[T,P_T]=i\{T,P_T\}^{}=i\frac{\kappa ^3}{R^3}.$$ (24) So, taking the momentum $`P_T`$ corresponding to $`T`$ as $$P_T=i\frac{\kappa ^3}{R^3}\frac{}{T},$$ (25) the quantum constraint (23) becomes quantum equation on the wave function $`\psi `$ $$i\frac{}{T}\psi (T,R,\varphi )=H(i\frac{}{R},i\frac{}{\varphi },R,\varphi )\psi .$$ (26) Explicitly, we have $$i\frac{\psi }{T}=\left[\frac{\kappa ^2}{12}\frac{1}{R^2}\frac{}{R}\left(R\frac{}{R}\right)\frac{3kR}{\kappa ^2}\frac{1}{2R^3}\frac{^2}{\varphi ^2}+R^3V(\varphi )\right]\psi .$$ (27) This equation is the time-dependent Schrödinger equation for minisuperspace. Equations of motion are obtained by demanding that the action $`\stackrel{~}{S}=S_g+S_m+S_r`$ is extremal, $`i.e.`$ the functional derivatives of $`\stackrel{~}{S}`$ must be zero $$\frac{\delta \stackrel{~}{S}}{\delta R}=\frac{\delta S_g}{\delta R}+\frac{\delta S_m}{\delta R}+\frac{\delta S_r}{\delta R}=0.$$ (28) As a consequence of the equation of motion $$\frac{\delta \stackrel{~}{S}}{\delta P_T}=\frac{\delta S_r}{\delta P_T}=\frac{R^3}{\kappa ^3}(\dot{T}N)=0,$$ (29) the last term in (28), $`\frac{3R^2}{\kappa ^3}P_T(\dot{T}N)`$ dissapears and, in fact, inclusion in $`S`$ of an additional invariant action $`S_r`$ does not change the equations of motion axcept the equation $`\frac{\delta \stackrel{~}{S}}{\delta N}=0`$, which is the constraint (23). In the case of the Arnowit-Deser-Misner (ADM) formalism the additional term (14) can be written in the following invariant form $`S_{(d=4)}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^3}}{\displaystyle \sqrt{g}P_T(n^\mu _\mu T+1)d^4x}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^3}}{\displaystyle Nh^{1/2}P_T\left(\frac{_0T}{N}\frac{N^i_iT}{N}+1\right)𝑑td^3x}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^3}}{\displaystyle h^{1/2}P_T(_0TN^i_iT+N)𝑑td^3x}.`$ According to the ADM prescription of classical general relativity, one considers a slicing of the space-time by a family of space-like hypersurfaces labeled by a parameter $`t`$. This parameter can be thought of as a time coordinate, so that each slice is identified by the relation $`t=const`$. The remaining three spatial coordinates, $`x^i`$, determine a coordinatization of each slice. The space-time metric $`g_{\mu \nu }`$ is decomposed into shift $`N^i`$, lapse $`N`$ functions and the three-metric of the slice $`h_{ij}`$. In the action (S0.Ex2), $`h=deth_{ij}`$, $`\sqrt{g}=N\sqrt{h}`$ and $`n^\mu `$ $`(n^\mu n_\mu =1)`$ is the unit normal vector to hypersurface $`t=const`$ with components $`n_\mu =(N,0,0,0)`$ and $`n^\mu =(\frac{1}{N},\frac{N^i}{N})`$. In the case of the homogeneous metric (1) the shift vector is $`N^i=0`$ and $`h^{1/2}=R^3`$. So, if we consider the four-dimensional gravity interacting with a scalar matter field and the invariant additional term (S0.Ex2), then after applying the (ADM) $`(3+1)`$ formalism for the FRW model we get $`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa ^2}}{\displaystyle \sqrt{g}Rd^4x}{\displaystyle \sqrt{g}\left[\frac{(_\mu \varphi )^2}{2}+V(\varphi )\right]d^4x}`$ $``$ $`{\displaystyle \frac{1}{\kappa ^3}}{\displaystyle }\sqrt{g}P_T(n^\mu _\mu T1)d^4x={\displaystyle }[({\displaystyle \frac{3R\dot{R}^2}{2N\kappa ^2}}+{\displaystyle \frac{3}{\kappa ^2}}kNR)+`$ $`+`$ $`{\displaystyle \frac{R^3\dot{\varphi }^2}{2N}}NR^3V(\varphi ))]dt+{\displaystyle \frac{1}{\kappa ^3}}{\displaystyle }P_TR^3({\displaystyle \frac{dT(t)}{dt}}N(t))dt.`$ In particular, choosing the gauge $`N=1`$, then $`T=t`$ and we obtain the so-called cosmic time, on the other hand, if we take $`N=\frac{R}{\kappa }`$ we get the conformal time gauge. In order to obtain a superfield formulation of the action (6) the transformation of the time reparametrization (3) must be extended to the $`n=2`$ local conformal time supersymmetry (LCTS) $`(t,\eta ,\overline{\eta })`$ . These (LCTS) transformations can be written as $`\delta t`$ $`=`$ $`IL(t,\theta ,\overline{\theta })+{\displaystyle \frac{1}{2}}\overline{\theta }D_{\overline{\theta }}IL(t,\theta ,\overline{\theta }){\displaystyle \frac{1}{2}}\theta D_\theta IL(t,\theta ,\overline{\theta }),`$ $`\delta \theta `$ $`=`$ $`{\displaystyle \frac{i}{2}}D_{\overline{\theta }}IL(t,\theta ,\overline{\theta }),\delta \overline{\theta }={\displaystyle \frac{i}{2}}D_\theta IL(t,\theta ,\overline{\theta }),`$ (32) with the superfunction $`IL(t,\theta ,\overline{\theta })`$ defined by $$IL(t,\theta ,\overline{\theta })=a(t)+i\theta \overline{\beta }^{}(t)+i\overline{\theta }\beta ^{}(t)+b(t)\theta \overline{\theta },$$ (33) where $`D_\theta =\frac{}{\theta }+i\overline{\theta }\frac{}{t}`$ and $`D_{\overline{\theta }}=\frac{}{\overline{\theta }}i\theta \frac{}{t}`$ are the supercovariant derivatives of the $`n=2`$ supersymmetry, $`a(t)`$ is a local time reparametrization parameter, $`\beta ^{}(t)=N^{1/2}\beta `$ is the Grassmann complex parameter of the local conformal $`n=2`$ supersymmetry transformations and $`b(t)`$ is the parameter of the local $`U(1)`$ rotations on the Grassmann coordinates $`\theta `$ $`(\overline{\theta }=\theta ^{})`$. Then, the superfield generalization of the action (6), which is invariant under the $`n=2`$ (LCTS) transformations (32) has the form $`S_{(n=2)}`$ $`=`$ $`S_g+S_m={\displaystyle \left(\frac{3}{\kappa ^2}IN^1IRD_{\overline{\theta }}IRD_\theta IR+\frac{3\sqrt{k}}{\kappa ^2}IR^2\right)𝑑\theta 𝑑\overline{\theta }𝑑t}`$ $`+`$ $`{\displaystyle \left(\frac{1}{2}IN^1IR^3D_{\overline{\theta }}𝚽D_\theta 𝚽2IR^3g(𝚽)\right)𝑑\theta 𝑑\overline{\theta }𝑑t},`$ where $`g(\mathrm{\Phi })`$ is the superpotential. The most general supersymmetric interaction for the set of complex homogeneous scalar fields with the scale factor was considered in . For the one-dimensional gravity superfield $`IN(t,\theta ,\overline{\theta })`$ we have the following series expansion $$IN(t,\theta ,\overline{\theta })=N(t)+i\theta \overline{\psi }^{}(t)+i\overline{\theta }\psi ^{}(t)+V^{}(t)\theta \overline{\theta },$$ (35) where $`N(t)`$ is the lapse function, $`\psi ^{}(t)=N^{1/2}(t)\psi (t)`$ and $`V^{}(t)=N(t)V(t)+\overline{\psi }(t)\psi (t)`$. The components $`N,\psi ,\overline{\psi }`$ and $`V`$ in (35) are gauge fields of the one-dimensional $`n=2`$ supergravity. The superfield (35) transforms as the one-dimensional vector under the (LCTS) transformations (32), $$\delta IN=(ILIN)^.+\frac{i}{2}D_{\overline{\theta }}ILD_\theta IN+\frac{i}{2}D_\theta ILD_{\overline{\theta }}IN.$$ (36) The series expansion for the superfield $`IR(t,\theta ,\overline{\theta })`$ has a similar form $$IR(t,\theta ,\overline{\theta })=R(t)+i\theta \overline{\lambda }^{}(t)+i\overline{\theta }\lambda ^{}(t)+B^{}(t)\theta \overline{\theta },$$ (37) where $`R(t)`$ is the scale factor of the FRW Universe, $`\lambda ^{}=\kappa N^{1/2}\lambda `$ and $`B^{}(t)=\kappa N(t)B(t)+\frac{\kappa }{2}(\overline{\psi }(t)\lambda (t)\psi (t)\overline{\lambda }(t))`$. For the real scalar matter superfield $`𝚽(t,\theta ,\overline{\theta })`$ we have $$𝚽(t,\theta ,\overline{\theta })=\varphi (t)+i\theta \overline{\chi }^{}(t)+i\overline{\theta }\chi ^{}(t)+F^{}(t)\theta \overline{\theta },$$ (38) where $`\chi ^{}(t)=N^{1/2}(t)\chi (t)`$ and $`F^{}(t)=N(t)F(t)+\frac{1}{2}(\overline{\psi }(t)\overline{\chi }(t)\psi (t)\chi (t))`$. The components $`B(t)`$ and $`F(t)`$ in the superfields $`IR`$ and $`𝚽`$ are auxiliary fields. The superfields (37) and (38) transform as scalars under the (LCTS) transformations (32). Performing the integration over $`\theta ,\overline{\theta }`$ in (S0.Ex6) and eliminating the auxiliary fields $`B`$ and $`F`$ by means of their equations of motion, the action (S0.Ex6) takes its component form. The first-class constraints may be obtained from the component form of the action (S0.Ex6) varying it with respect to $`N(t),\psi (t),\overline{\psi }(t)`$ and $`V(t)`$, respectively. Then, we obtain the following first-class constraints $`H_0=0`$, $`S=0`$, $`\overline{S}=0`$ and $`F=0`$, where $`H_0`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{12}}{\displaystyle \frac{\pi _R^2}{R}}{\displaystyle \frac{3kR}{\kappa ^2}}{\displaystyle \frac{\sqrt{k}}{3R}}\overline{\lambda }\lambda +{\displaystyle \frac{\pi _\varphi ^2}{2R^3}}{\displaystyle \frac{i\kappa }{2R^3}}\pi _\varphi (\overline{\lambda }\chi +\lambda \overline{\chi }){\displaystyle \frac{\kappa ^2}{4R^3}}\overline{\lambda }\lambda \overline{\chi }\chi `$ (39) $`+`$ $`{\displaystyle \frac{3\sqrt{k}}{2R}}\overline{\chi }\chi +\kappa ^2g(\varphi )\overline{\lambda }\lambda +6\sqrt{k}g(\varphi )R^2+2\left({\displaystyle \frac{g}{\varphi }}\right)^2R^33\kappa ^2g^2(\varphi )R^3`$ $`+`$ $`{\displaystyle \frac{3}{2}}\kappa ^2g(\varphi )\overline{\chi }\chi +2{\displaystyle \frac{^2g}{\varphi ^2}}\overline{\chi }\chi +\kappa {\displaystyle \frac{g}{\varphi }}(\overline{\lambda }\chi \lambda \overline{\chi }),`$ $`S`$ $`=`$ $`\left({\displaystyle \frac{i\kappa }{3}}R^{1/2}\pi _R{\displaystyle \frac{2\sqrt{k}}{\kappa }}R^{1/2}+2\kappa g(\varphi )R^{3/2}+{\displaystyle \frac{\kappa }{4}}R^{3/2}\overline{\chi }\chi \right)\lambda `$ (40) $`+`$ $`\left(iR^{3/2}\pi _\varphi +2R^{3/2}{\displaystyle \frac{g}{\varphi }}\right)\chi ,`$ $`\overline{S}`$ $`=`$ $`S^{},`$ and $$F=\frac{2}{3}\overline{\lambda }\lambda +\overline{\chi }\chi ,$$ (41) The canonical Hamiltonian is the sum of all the constraints $$H_{c(n=2)}=NH_0+\frac{1}{2}\overline{\psi }S\frac{1}{2}\psi \overline{S}+\frac{1}{2}VF.$$ (42) In terms of Dirac’s brackets for the canonical variables $`R,\pi _R,\varphi ,\pi _\varphi ,\lambda ,\overline{\lambda },\chi `$ and $`\overline{\chi }`$ the quantities $`H_0,S,\overline{S}`$ and $`F`$ form the closed super-algebra of conserving charges $`\{S,\overline{S}\}^{}`$ $`=`$ $`2iH_0,\{H_0,S\}^{}=\{H_0,\overline{S}\}^{}=0`$ (43) $`\{F,S\}^{}`$ $`=`$ $`iS,\{F,\overline{S}\}^{}=i\overline{S}.`$ So, any physically allowed states must obey the following quantum constraints $`H_0\psi `$ $`=`$ $`0,S\psi =0,\overline{S}\psi =0,F\psi =0,`$ (44) when we change the classical variables by their corresponding operators. The first equation in (44) is the Wheeler-DeWitt equation for the minisuperspace model. Therefore, we have the time-independent Schrödinger equation, this fact is due to the invariance of the action (S0.Ex6) under reparametrization symmetry, this problem is well-known as the “problem of time” in the minisuperspace models and general relativity theory. Due to the super-algebra (43) the second and the thirth equations in (44) reflect the fact, that there is a “square root” of the Hamiltonian $`H_0`$ with zero energy states. The constraints Hamiltonian $`H_0`$, supercharges $`S,\overline{S}`$ and the fermion number operator $`F`$ follow from the invariance of the action (S0.Ex6) under the $`n=2`$ (LCTS) transformations (32). In order to have a time-dependent Schrödinger equation for the supersymmetric minisuperspace models with the action (S0.Ex6) we consider a generalization of the reparametrization invariant action $`S_r`$ (14). In the case of $`n=2`$ (LCTS) it has the superfield form $`S_{r(n=2)}`$ $`=`$ $`{\displaystyle \left[IP\frac{i}{2}IN^1\left(D_{\overline{\theta }}𝐓D_\theta IPD_{\overline{\theta }}IPD_\theta 𝐓\right)\right]𝑑\theta 𝑑\overline{\theta }𝑑t}.`$ (45) Note, that the $`BerE_B^A`$, as well as the superjacobian of $`n=2`$ (LCTS) transformations, is equal to one and is omitted in the actions (S0.Ex6,45). The action (45) is determined in terms of the new superfields $`𝐓`$ and $`IP`$. The series expansion for $`𝐓`$ has the form $$𝐓(t,\theta ,\overline{\theta })=T(t)+\theta \eta ^{}(t)\overline{\theta }\overline{\eta }^{}(t)+m^{}(t)\theta \overline{\theta },$$ (46) where $`\eta ^{}(t)=N^{1/2}(t)\eta (t)`$ and $`m^{}(t)=N(t)m(t)+\frac{i}{2}(\overline{\psi }(t)\overline{\eta }(t)+\psi (t)\eta (t))`$. The superfield $`𝐓`$ is determined by the odd complex time variables $`\eta (t)`$ and $`\overline{\eta }(t)`$, which are the superpartners of the time $`T(t)`$ and one auxiliary parameter $`m(t)`$. The transformation rule for the superfield $`𝐓(t,\theta ,\overline{\theta })`$ under the $`n=2`$ (LCTS) transformations (32) is $$\delta 𝐓=IL\dot{𝐓}+\frac{i}{2}D_{\overline{\theta }}ILD_\theta 𝐓+\frac{i}{2}D_\theta ILD_{\overline{\theta }}𝐓.$$ (47) The superfield $`IP(t,\theta ,\overline{\theta })`$ has the form $$IP(t,\theta ,\overline{\theta })=\rho (t)+i\theta P_{\overline{\eta }}^{}(t)+i\overline{\theta }P_\eta ^{}(t)+P_T^{}(t)\theta \overline{\theta },$$ (48) where $`P_\eta ^{}(t)=N^{1/2}P_\eta `$ and $`P_T^{}(t)=NP_T+\frac{1}{2}(\overline{\psi }P_\eta \psi P_{\overline{\eta }})`$, $`P_\eta `$ and $`P_{\overline{\eta }}`$ are the odd complex momenta, $`i.e.`$ the superpartners of the momentum $`P_T`$. The superfield $`IP(t,\theta ,\overline{\theta })`$ transforms as $$\delta IP(t,\theta ,\overline{\theta })=IL\dot{IP}+\frac{i}{2}D_{\overline{\theta }}ILD_\theta IP+\frac{i}{2}D_\theta ILD_{\overline{\theta }}IP.$$ (49) The action (45) is invariant under the $`n=2`$ (LCTS) transformations (32). Performing the integration over $`\theta `$ and $`\overline{\theta }`$ in (45) and making the redefinitions $`P_T\frac{R^3}{\kappa ^3}P_T`$, $`P_\eta \frac{R^3}{\kappa ^3}P_\eta `$ and $`P_{\overline{\eta }}\frac{R^3}{\kappa ^3}P_{\overline{\eta }}`$ we obtain its component form $`S_{r(n=2)}`$ $`=`$ $`{\displaystyle }\{{\displaystyle \frac{R^3}{\kappa ^3}}(P_T(N\dot{T})+i\dot{\eta }P_\eta +i\dot{\overline{\eta }}P_{\overline{\eta }}+{\displaystyle \frac{\overline{\psi }}{2}}(P_\eta \overline{\eta }P_T)`$ $``$ $`{\displaystyle \frac{\psi }{2}}(P_{\overline{\eta }}\eta P_T)+{\displaystyle \frac{V}{2}}(\eta P_\eta \overline{\eta }P_{\overline{\eta }}))+m\dot{\rho }{\displaystyle \frac{iR^3}{2\kappa ^3}}m\psi P_{\overline{\eta }}{\displaystyle \frac{iR^3}{2\kappa ^3}}m\overline{\psi }P_\eta \}dt.`$ We can see from (S0.Ex12) that the momenta $`P_\eta `$, $`P_{\overline{\eta }}`$ and $`P_T`$ in the superfield (48) are related with the components of the superfield (35), which enter in the action (S0.Ex6), unlike those momenta, the component $`\rho `$ of the superfield (48) is not related with any components in (35). Therefore, the variables $`\rho `$ and $`m`$ can be eliminated from the action (S0.Ex12) by means of their equations of motion, then the component action has the final form $`S_{r(n=2)}`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{R^3}{\kappa ^3}}\{P_T(N\dot{T})+i\dot{\eta }P_\eta +i\dot{\overline{\eta }}P_{\overline{\eta }}+{\displaystyle \frac{\overline{\psi }}{2}}(P_\eta \overline{\eta }P_T)`$ (51) $``$ $`{\displaystyle \frac{\psi }{2}}(P_{\overline{\eta }}\eta P_T)+{\displaystyle \frac{V}{2}}(\eta P_\eta \overline{\eta }P_{\overline{\eta }})\}dt.`$ In addition to the canonical momenta $`\pi _T`$ and $`\pi _{P_T}`$ for the two even constraints (17), the action (51) has the additional momenta $`𝒫_\eta `$ and $`𝒫_{P_\eta }`$ conjugate to $`\eta `$ and $`P_\eta `$, respectively, $`𝒫_\eta `$ $`=`$ $`{\displaystyle \frac{L_{r(n=2)}}{\dot{\eta }}}=i{\displaystyle \frac{R^3}{\kappa ^3}}P_\eta ,𝒫_{P_\eta }={\displaystyle \frac{L_{r(n=2)}}{\dot{P}_\eta }}=0.`$ (52) With respect to the canonical odd Poisson brackets we have $$\{\eta ,𝒫_\eta \}=1,\{P_\eta ,𝒫_{P_\eta }\}=1.$$ (53) They form two primary constraints of second-class $$\mathrm{\Pi }_3(\eta )𝒫_\eta +i\frac{R^3}{\kappa ^3}P_\eta =0,\mathrm{\Pi }_4(P_\eta )𝒫_{P_\eta }=0.$$ (54) The only non-vanishing Poisson bracket between these constraints is $$\{\mathrm{\Pi }_3,\mathrm{\Pi }_4\}=i\frac{R^3}{\kappa ^3}.$$ (55) The momenta $`𝒫_{\overline{\eta }}`$ and $`𝒫_{P_{\overline{\eta }}}`$ conjugate to $`\overline{\eta }`$ and $`P_{\overline{\eta }}`$ respectively, also give two primary constraints of second-class $$\mathrm{\Pi }_5(\overline{\eta })𝒫_{\overline{\eta }}+i\frac{R^3}{\kappa ^3}P_{\overline{\eta }}=0,\mathrm{\Pi }_6(P_{\overline{\eta }})=𝒫_{P_{\overline{\eta }}}=0,$$ (56) with non-vanishing Poisson bracket $$\{\mathrm{\Pi }_5,\mathrm{\Pi }_6\}=i\frac{R^3}{\kappa ^3}.$$ (57) The constraints (54) and (56) for the Grassmann dynamical variables can be eliminated by Dirac’s procedure. Defining the matrix constraint $`C_{ik}(i,k=\eta ,P_\eta ,\overline{\eta },P_{\overline{\eta }})`$ as the odd Poisson bracket we have the following non-zero matrix elements $`C_{\eta P_\eta }`$ $`=`$ $`C_{P_\eta \eta }=\{\mathrm{\Pi }_3,\mathrm{\Pi }_4\}=i{\displaystyle \frac{R^3}{\kappa ^3}},`$ $`C_{\overline{\eta }P_{\overline{\eta }}}`$ $`=`$ $`C_{P_{\overline{\eta }\overline{\eta }}}=\{\mathrm{\Pi }_5,\mathrm{\Pi }_6\}=i{\displaystyle \frac{R^3}{\kappa ^3}},`$ (58) with their inverse matrices $`(C^1)^{\eta P_\eta }=i\frac{\kappa ^3}{R^3}`$ and $`(C^1)^{\overline{\eta }P_\eta }=i\frac{\kappa ^3}{R^3}`$. The result of this procedure is the elimination of the momenta conjugate to the Grassmann variables, leaving us with the following non-zero Dirac’s bracket relations $$\{\eta ,P_\eta \}^{}=i\frac{\kappa ^3}{R^3},\{\overline{\eta },P_{\overline{\eta }}\}^{}=i\frac{\kappa ^3}{R^3}.$$ (59) So, if we take the additional term (45), then the full action is $$\stackrel{~}{S}_{(n=2)}=S_{(n=2)}+S_{r(n=2)}.$$ (60) The canonical Hamiltonian for the action (60) will have the following form $`\stackrel{~}{H}_{c(n=2)}`$ $`=`$ $`N\left({\displaystyle \frac{R^3}{\kappa ^3}}P_T+H_0\right)+{\displaystyle \frac{\overline{\psi }}{2}}\left({\displaystyle \frac{R^3}{\kappa ^3}}S_\eta +S\right)`$ (61) $``$ $`{\displaystyle \frac{\psi }{2}}\left({\displaystyle \frac{R^3}{\kappa ^3}}S_{\overline{\eta }}+\overline{S}\right)+{\displaystyle \frac{V}{2}}\left({\displaystyle \frac{R^3}{\kappa ^3}}F_\eta +F\right),`$ where $`S_\eta =(P_\eta \overline{\eta }P_T)`$, $`S_{\overline{\eta }}=(P_{\overline{\eta }}+\eta P_T)`$, $`F_\eta =(\eta P_\eta \overline{\eta }P_{\overline{\eta }})`$, and $`H_0,S,\overline{S}`$ and $`F`$ are defined in (39,40,41). In the component form of the action (60) there are no kinetic terms for $`N,\psi ,\overline{\psi }`$ and $`V`$. This fact is reflected in the primary constraints $`P_N=0`$, $`P_\psi =0`$, $`P_{\overline{\psi }}=0`$ and $`P_V=0`$, where $`P_N,P_\psi ,P_{\overline{\psi }}`$ and $`P_V`$ are the canonical momenta conjugate to $`N,\psi ,\overline{\psi }`$ and $`V`$, respectively. Then, the total Hamiltonian may be written as $$\stackrel{~}{H}=\stackrel{~}{H}_{c(n=2)}+u_NP_N+u_\psi P_\psi +u_{\overline{\psi }}P_{\overline{\psi }}+u_VP_V.$$ (62) Due to the conditions $`\dot{P}_N=\dot{P}_\psi =\dot{P}_{\overline{\psi }}=\dot{P}_V=0`$ we now have the first-class constraints $`\stackrel{~}{H}`$ $`=`$ $`{\displaystyle \frac{R^3}{\kappa ^3}}P_T+H_0=0,={\displaystyle \frac{R^3}{\kappa ^3}}F_\eta +F=0,`$ $`Q_\eta `$ $`=`$ $`{\displaystyle \frac{R^3}{\kappa ^3}}S_\eta +S=0,Q_{\overline{\eta }}={\displaystyle \frac{R^3}{\kappa ^3}}S_{\overline{\eta }}+\overline{S}=0.`$ (63) They form a closed super-algebra with respect to the Dirac’s brackets $`\{Q_\eta ,Q_{\overline{\eta }}\}^{}`$ $`=`$ $`2i\stackrel{~}{H},\{\stackrel{~}{H},Q_\eta \}^{}=\{\stackrel{~}{H},Q_{\overline{\eta }}\}^{}=0`$ $`\{,Q_\eta \}^{}`$ $`=`$ $`iQ_\eta ,\{,Q_{\overline{\eta }}\}^{}=iQ_{\overline{\eta }}.`$ (64) After quantization Dirac’s brackets must be replaced by anticommutators $$\{\eta ,P_\eta \}=i\{\eta ,P_\eta \}^{}=\frac{\kappa ^3}{R^3},\{\overline{\eta },P_{\overline{\eta }}\}=i\{\overline{\eta },P_{\overline{\eta }}\}^{}=\frac{\kappa ^3}{R^3},$$ (65) with the operator representation $`P_\eta `$ $`=`$ $`{\displaystyle \frac{\kappa ^3}{R^3}}{\displaystyle \frac{}{\eta }},P_{\overline{\eta }}={\displaystyle \frac{\kappa ^3}{R^3}}{\displaystyle \frac{}{\overline{\eta }}}.`$ (66) To obtain the quantum expression for $`H_0,S,\overline{S},F`$ we must solve the operator ordering ambiguity. Such ambiguities always take place when the operator expression contains the product of non-commuting operators $`\lambda `$ and $`\overline{\lambda }`$, $`\chi `$ and $`\overline{\chi }`$, $`R`$ and $`\pi _R=i\frac{}{R}`$, $`\varphi `$ and $`\pi _\varphi =i\frac{}{\varphi }`$. Such procedure leads in our case to the following expressions for the generators on the quantum level $`\stackrel{~}{H}`$ $`=`$ $`i{\displaystyle \frac{}{T}}+H_0(R,\pi _R,\varphi ,\pi _\varphi ,\lambda ,\overline{\lambda },\chi \overline{\chi }),`$ $`Q_\eta `$ $`=`$ $`\left({\displaystyle \frac{}{\eta }}i\overline{\eta }{\displaystyle \frac{}{T}}\right)+S(R,\pi _R,\varphi ,\pi _\varphi ,\lambda ,\chi ),`$ (67) $`Q_{\overline{\eta }}`$ $`=`$ $`\left({\displaystyle \frac{}{\overline{\eta }}}+i\eta {\displaystyle \frac{}{T}}\right)+\overline{S}(R,\pi _R,\varphi ,\pi _\varphi ,\overline{\lambda },\overline{\chi }),`$ $``$ $`=`$ $`\left(\eta {\displaystyle \frac{}{\eta }}\overline{\eta }{\displaystyle \frac{}{\overline{\eta }}}\right)+F(\lambda ,\overline{\lambda },\chi ,\overline{\chi }),`$ where $`S_\eta =\frac{}{\eta }i\overline{\eta }\frac{}{T}`$ and $`S_{\overline{\eta }}=\frac{}{\overline{\eta }}+i\eta \frac{}{T}`$ are the generators of the supertranslation, $`P_T=i\frac{}{T}`$ is the ordinary time translation on the superspace with coordinates $`(t,\eta ,\overline{\eta })`$ $$\{S_\eta ,S_{\overline{\eta }}\}=2i\frac{}{T},$$ (68) and $`F_\eta =\eta \frac{}{\eta }\overline{\eta }\frac{}{\overline{\eta }}`$ is the $`U(1)`$ generator of the rotation on the complex Grassmann coordinate $`\eta (\overline{\eta }=\eta ^{})`$. The algebra of the quantum generators of the conserving charges $`H_0,S,\overline{S},F`$ is a closed super-algebra $`\{S,\overline{S}\}`$ $`=`$ $`2H_0,[S,H_0]=[\overline{S},H_0]=[F,H_0]=0,`$ $`S^2=\overline{S}^2`$ $`=`$ $`0,[F,S]=S,[F,\overline{S}]=\overline{S}.`$ (69) We can see from Eqs. (64) and (67) that the operators $`\stackrel{~}{H},Q_\eta ,Q_{\overline{\eta }}`$ and $``$ obey the same super-algebra (69) $`\{Q_\eta ,Q_{\overline{\eta }}\}`$ $`=`$ $`2\stackrel{~}{H},[Q_\eta ,\stackrel{~}{H}]=[Q_{\overline{\eta }},\stackrel{~}{H}]=[,\stackrel{~}{H}]=0`$ $`Q_\eta ^2`$ $`=`$ $`Q_{\overline{\eta }}^2=0,[,Q_\eta ]=Q_\eta ,[,Q_{\overline{\eta }}]=Q_{\overline{\eta }}.`$ (70) In the quantum theory the first-class constraints (67) become conditions on the wave function $`\mathrm{\Psi }`$, which has the superfield form $`\mathrm{\Psi }(T,\eta ,\overline{\eta },R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })`$ $`=`$ $`\psi (T,R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })`$ (71) $`+`$ $`i\eta \xi (T,R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })+i\overline{\eta }\zeta (T,R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })`$ $`+`$ $`\sigma (T,R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })\eta \overline{\eta }.`$ So, we have the supersymmetric quantum constraints $$\stackrel{~}{H}\mathrm{\Psi }=0,Q_\eta \mathrm{\Psi }=0,Q_{\overline{\eta }}\mathrm{\Psi }=0,\mathrm{\Psi }=0.$$ (72) As a consequence of the algebra (70) the constraints $$Q_\eta \mathrm{\Psi }=0,Q_{\overline{\eta }}\mathrm{\Psi }=0,$$ (73) lead to the equation $$\{Q_\eta ,Q_{\overline{\eta }}\}\mathrm{\Psi }=2\stackrel{~}{H}\mathrm{\Psi }=0,$$ (74) which is a time-dependent Schrödinger equation for the minisuperspace model. The condition (74) leads to the following form for the wave function (71) $$\psi _{}=\psi \eta (S\psi )\overline{\eta }(\overline{S}\psi )+\frac{1}{2}(\overline{S}SS\overline{S})\psi \eta \overline{\eta },$$ (75) then $`Q_\eta \psi _{}`$ has the following form $`Q_\eta \psi _{}`$ $`=`$ $`\overline{\eta }\left(i{\displaystyle \frac{d\psi }{dT}}+{\displaystyle \frac{1}{2}}\{S,\overline{S}\}\psi \right)+`$ (76) $`+`$ $`\eta \overline{\eta }S\left(i{\displaystyle \frac{d\psi }{dT}}+{\displaystyle \frac{1}{2}}\{S,\overline{S}\}\psi \right)=0,`$ this is the standard Schrödinger equation and due to the relation $`H_0=\frac{1}{2}\{S,\overline{S}\}`$ it may be written as $$i\frac{\psi }{T}=H_0\psi ,$$ (77) where the wave function is $`\psi (T,R,\varphi ,\lambda ,\overline{\lambda },\chi ,\overline{\chi })`$. If we put in the Schrödinger equation (77) the condition of a stationary state given by $`\frac{\psi }{T}=0`$, we will have that $`H_0\psi =0`$ and due to the algebra (69) we obtain $`S\psi =\overline{S}\psi =0`$ and the wave function $`\psi _{}`$ becomes $`\psi `$. The next step is to consider the additional term (S0.Ex2) in the general relativity theory and its consequences in the canonical formalism. Acknowledgments. We are grateful to E. Ivanov, S. Krivonos, J.L. Lucio, I. Lyanzuridi, L. Marsheva, O. Obregón, M.P. Ryan, J. Socorro and M. Tsulaia for their interest in the work and useful comments. This research was supported in part by CONACyT under the grant 28454E. Work of A.P. was supported in part by INTAS grant 96-0538 and by the Russian Foundation of Basic Research, grants 99-02-18417 and 99-02-04022(DFG). One of us J.J.R. would like to thank CONACyT for support under Estancias Posdoctorales en el Extranjero.
warning/0001/quant-ph0001035.html	ar5iv	text	# Bound entanglement and continuous variables ## Abstract We introduce the definition of generic bound entanglement for the case of continuous variables. We provide some examples of bound entangled states for that case, and discuss their physical sense in the context of quantum optics. We rise the question of whether the entanglement of these states is generic. As a byproduct we obtain a new many parameter family of bound entangled states with positive partial transpose. We also point out that the “entanglement witnesses” and positive maps revealing the corresponding bound entanglement can be easily constructed. Entanglement is a fascinating property of quantum states evoking fundamental , as well as practical questions. In the context of information theory, it has been proven to be useful in quantum cryptography , quantum dense coding , quantum teleportation and quantum computation. In order to make entanglement useful despite of the noise coming from interactions with environment, the idea of noisy entanglement distillation has been introduced The distillation problem, i.e. the question which states are distillable, has a simple solution for low dimensional quantum systems: two spin-$`\frac{1}{2}`$ particles, or spin-1 plus spin-$`\frac{1}{2}`$ systems . In those cases any noisy entanglement can be distilled to maximally entangled form: For larger spins the existence bound entanglement (BE) i. e. entanglement which is not distillable has been demonstrated . BE represents the result of nontrivial irreversible process in which entanglement is confined to the physical system. It was shown that there is connection of BE with other very interesting quantum phenomena, called nonlocality without entanglement (see for discussion). It is not trivial to provide examples of states which are BE. It has been shown that any state which is entangled and at the same time satisfies positive partial transpose (PPT) condition is bound entangled. The existence of PPT entangled states was discussed in and the first explicit examples were provided in . The first systematic procedure of constructing such states, employing unextendible product basis (UPB) was provided in Refs. . In the mathematical literature the first examples of matrices which can be treated as prototypes of PPT entangled states were provided by Choi . Here, we shall use the generalised structure of the Choi matrices to provide the first examples of PPT entangled states for continuous variables. Let us recall that the PPT separability condition , applied to a density matrix $`\varrho `$ requires that the partial transposed matrix $`\varrho ^{T_B}`$ is still a legitimate state. The matrix $`\varrho ^{T_B}`$ associated with an arbitrary product orthonormal $`\|i,j`$ basis is defined as: $$\varrho _{m\mu ,n\nu }^{T_B}m,\mu \|\varrho ^{T_B}\|n,\nu =\varrho _{m\nu ,n\mu },$$ (1) and the Peres criterion requires that $`\varrho ^{T_B}0`$ for separable $`\varrho `$. This statement is valid also for the cases when the state is defined on infinite dimensional Hilbert space. Although the existence of BE states for finite dimensions has been proved, it has not been known so far whether nontrivial examples of BE states exist in the infinite dimensional case. In fact, main investigations of entanglement in the continuous variables area were performed for pure states resulting in nonlocality effects , new versions of teleportation , quantum computation , quantum error correction and quantum dense coding . For mixed states, however, the PPT condition for continuous variables has been, so far, analysed only in situations, in which it is necessary and sufficient for separability. In particular, it has been shown this is the case for Gaussian states . In this paper we discuss bound entanglement for continuous variables. We define the requirement any generic bound entangled state must satisfy in that case. We provide the first examples of nontrivial PPT entangled states, ergo BE states for continuous variables. We rise the question how generic they are, and discuss also the problem of physical realization of such states. Of course, one can simply construct a trivial example. Consider, say $`33`$ BE state $`\sigma `$, and the infinitely dimensional Hilbert space $``$. Let us define infinitely many “copies” of $`\sigma `$ labelled by $`\sigma _n`$, each of which has the matrix elements of the original $`\sigma `$, but in basis $`S_n=\{\|i,j\}_{i,j=3n}^{3n+3}`$. Let $`\{p_i\}_{i=1}^{\mathrm{}}`$ be a infinite sequence of nonzero probabilities, $`_{i=1}^{\mathrm{}}p_i=1`$. Then the following state $$\stackrel{~}{\sigma }=\underset{n=1}{\overset{\mathrm{}}{}}p_n\sigma _n,$$ (2) is bound entangled, but it has a trivial form from the continuous variables point of view. Actually, it can be reproduced with arbitrary accuracy performing local transformations on states which are of the $`33`$ type. Moreover, they can be produced in a reversible way. This follows from the fact that the states $`\sigma _n`$ and $`\sigma _n^{}`$ are locally orthogonal . That means that Alice and Bob can distinguish them using local quantum actions and classical communication (LQCC) only. This can be done in a reversible way as both persons can forget the results of measurements. In effect, there is no entanglement between states belonging to sets of Alice vectors $`\|i_{i,j=3n}^{3n+3}`$ and Bob ones $`\|i_{i,j=3n^{}}^{3n^{}+3}`$ for $`nn^{}`$. Thus, in the case of the states (2) we deal effectively with $`33`$ type entanglement only. What does that mean from the formal, and more rigorous point of view? One should ask first what does that mean that a state represents a generic $`NN`$ type entanglement. The answer to this question can be obtained immediately using the recently introduced definition of Schmidt rank for mixed states. Let us recall the definition: Definition.- Bipartite density matrix $`\varrho `$ has Schmidt rank $`K`$ iff (i) for any decomposition of $`\rho `$, $`\{p_i0,\|\psi _i\}`$ with $`\rho =_ip_i\|\psi _i\psi _i\|`$ at least one of vectors $`\|\psi _i`$ has Schmidt rank $`K`$, and (ii) there exists a decomposition of $`\varrho `$ with all vectors $`\{\|\psi _i\}`$ of Schmidt rank at most $`K`$. Thus it is natural from the physical point of view to say that the state represents generic rank $`K`$ entanglement iff it has Schmidt rank $`K`$. We introduce therefore: Definition.- A state $`\varrho `$ represents generic continuous variables or infinite Schmidt rank entanglement iff it is the limit of states $`\varrho _n`$ of Schmidt rank $`K_n`$, with $`lim_nK_n=\mathrm{}`$. In the following we shall focus on the question of existence of generic continuous variables entanglement, which would be at the same time bound entanglement, i.e. entanglement which cannot be distilled. We will construct PPT states for continuous variables and argue that they represent generic infinite Schmidt rank entanglement. For this aim consider first the state $$\|\mathrm{\Psi }=\underset{n=1}{\overset{\mathrm{}}{}}a_n\|n,n,\mathrm{\Psi }^2=\underset{n=1}{\overset{\mathrm{}}{}}\|a_n\|^2=q<\mathrm{},$$ (3) and the family of states $$\|\mathrm{\Psi }_{mn}=c_ma_n\|n,m+(c_m)^1a_m\|m,n,$$ (4) for $`n<m`$ with (in general) complex $`a_n`$ and $`c_n`$ such that $`0<\|c_{n+1}\|<\|c_n\|<1.`$ Let us assume that the sum $`_{n=1}^{\mathrm{}}_{m>n}^{\mathrm{}}\mathrm{\Psi }_{mn}^2`$ is finite. This can be achieved for example by setting $`a_n=a^n`$, $`c_n=c^n`$ for some $`0<a<c<1`$. The sum becomes then a double geometric series and is given by $`a^4c^4(1c^2)^1(1a^2c^2)^1+a^6(c^2a^2)^1(c^2a^4)^1.`$ Under the above assumptions the matrix $$\varrho =\frac{1}{A}(\|\mathrm{\Psi }\mathrm{\Psi }\|+\underset{n=1}{\overset{\mathrm{}}{}}\underset{m>n}{\overset{\mathrm{}}{}}\|\mathrm{\Psi }_{mn}\mathrm{\Psi }_{mn}\|),$$ (5) with the normalising factor $$A\mathrm{\Psi }^2+\underset{n=1}{\overset{\mathrm{}}{}}\underset{m>n}{\overset{\mathrm{}}{}}\mathrm{\Psi }_{mn}^2,$$ represents a legitimate quantum state in the space $`l^2(𝒞)l^2(𝒞)`$, where $`l^2(𝒞)`$ is the space of all complex sequences $`\{z_n\}`$, $`_{n=1}^{\mathrm{}}\|z_n\|^2<\mathrm{}`$. It can be seen by inspection that the above state satisfies $`\varrho =\varrho ^{T_B}`$, and thus has the PPT property. In fact we have chosen $`\|\mathrm{\Psi }_{mn}`$ in Eq. (4) to ensure this property. It follows immediately that pure state entanglement cannot be distilled from (5). For this aim simple arguments from the Ref. can be recalled, and applied to the separable superoperators in infinitely dimensional space. Subsequently we shall show that the above states are entangled, and, thus being the PPT states represent bound entanglement. To this aim we shall prove that the state (5) has the following property: Property.- Any local measurement of state $`\varrho `$ $$\varrho \varrho ^{}=\frac{PQ\varrho PQ}{Tr(PQ\varrho PQ)}$$ (6) by means of $`P`$, $`Q`$ projecting onto the space $`\mathrm{span}\{\|n_1,\mathrm{},\|n_K\}`$ on Alice and Bob’s sides respectively results in $`KK`$ bound entangled state $`\varrho ^{}`$. From the above property it follows immediately that $`\varrho `$ is a bound entangled state. Proof.- Let us first prove that for any $`K`$ the state $`\varrho ^{}`$ is a $`KK`$ BE state. To this aim we observe that after local filter operation corresponding to the operator $`V=\mathrm{diag}[a_{n_1}^1,\mathrm{},a_{n_K}^1]`$ on the Alice side, and a suitable unitary transformation $`U_1U_2`$ (that transforms $`\|n_m\|m`$ on both Alice and Bob’s sides), the state becomes proportional to the particularly simple matrix: $$\mathrm{\Sigma }\|\mathrm{\Phi }\mathrm{\Phi }\|+\underset{n=1}{\overset{K}{}}\underset{m>n}{\overset{K}{}}\|\mathrm{\Phi }_{mn}\mathrm{\Phi }_{mn}\|,$$ (7) with $`\|\mathrm{\Phi }=_{n=1}^K\|n,n`$, and $`\|\mathrm{\Phi }_{mn}=\alpha _m\|n,m+\alpha _{m}^{}{}_{}{}^{1}\|m,n`$. In the following, we shall use the general definition of $`\varrho ^{}`$ as well, but after the above defined local action the state $`\mathrm{\Sigma }`$ is proportional to the matrix with parameters $`\alpha _m=c_{n_m}`$. It means in particular that $`0<\alpha _{i+1}<\alpha _i<1`$. We shall prove that $`\mathrm{\Sigma }`$ does not have any product vector in its range, ergo that, if normalised, $`\mathrm{\Sigma }`$ is an entangled state. That will mean, however, also that the state $`\varrho ^{}`$ is bound entangled, since the local filtering and the local unitary operations are reversible with nonzero probability. Suppose, that there was a nonzero product state $`\|\psi ,\varphi `$ in the range of the matrix (7). Since the range of $`\mathrm{\Sigma }`$ is spanned by its eigenvectors, there would exist some $`g`$, $`g_{ij}`$, $`i=1,\mathrm{},K,j>i`$ such that: $$g\|\mathrm{\Phi }+\underset{i=1}{\overset{K}{}}\underset{j>i}{\overset{K}{}}g_{ij}\|\mathrm{\Phi }_{ij}=\|\psi ,\varphi .$$ (8) Suppose first that we would have $`g0`$ in (8). Then, we could set $`g=1`$, and the following constraints would immediately follow from (8): $`\psi =[x_1,\mathrm{},x_K],`$ (9) $`\varphi =[(x_1)^1,\mathrm{},(x_K)^1]`$ (10) for some numbers $`\{x_i\}`$ which are all nonzero. Substituting (10) into (8) leads to the equations: $`g_{ij}\alpha _j={\displaystyle \frac{x_i}{x_j}},`$ (11) $`g_{ij}(\alpha _j)^1=\left({\displaystyle \frac{x_i}{x_j}}\right)^1,`$ (12) $`\mathrm{for}i=1,\mathrm{},K,j>i.`$ (13) Since numbers $`\{x_i\}`$ are nonzero, the coefficients $`\{g_{ij}\}`$ have to be nonzero too. Thus we have $`\alpha _j^2=(\frac{x_i}{x_j})^2`$ for every $`i=1,\mathrm{},K1,j>i`$. We can, however, put $`x_1=1`$, and then we get that all $`x_i^2`$’s are equal, and that $$\alpha _j^2=1,\text{for}j=2,\mathrm{},K1.$$ (14) This is in contradiction with the condition $`0<\alpha _{i+1}<\alpha _i<1`$ fulfilled by $`\mathrm{\Sigma }`$. Consider now the case when $`g=0`$ holds in equation (8). That would mean, keeping the same notation for $`\psi `$, i.e. $`\|\psi =[x_1,\mathrm{},x_K]`$ that we could have $`\|\varphi =[y_1,\mathrm{},y_K]`$ with $`y_i0`$ iff $`x_i=0`$. But, if we examine the equation (8) under those conditions we get immediately that all $`g_{ij}`$ parameters must vanish, so that the whole LHS of the equation becomes then equal to zero. It means that there is no product vector in the range of the matrix $`\mathrm{\Sigma }`$. Following previous discussion it is not difficult to see that the same holds for states $`\varrho ^{}`$, which are thus (by virtue of the range criterion of Ref. ) entangled. Collecting all the above observations, we see that the Property of the original matrix $`\varrho `$ holds. $`\mathrm{}`$ Unfortunately, it is not easy to see that $`\varrho ^{}`$ ($`\varrho `$) represents the generic rank $`K`$ ($`\mathrm{}`$) entanglement. In fact $`\varrho ^{}`$ contains in the mixture the pure state of Schmidt rank $`K`$ which cannot be distinguished from the rest of the mixture in a reversible manner, since its reduced density matrix has full rank $`K`$. Certainly, $`\varrho `$ does not consist of locally orthogonal representation of finite Schmidt rank entanglement. This can bee easily seen from the fact that local orthogonality is a stronger property than orthogonality in case of pure states vectors. Had $`\varrho `$ been a locally orthogonal mixture of finite Schmidt rank state, the eigenvectors of $`\varrho `$ would have been locally orthogonal, and of finite Schmidt rank, which is obviously not true, since one of the eigenvectors of $`\varrho `$ is of infinite Schmidt rank. Nevertheless, we have not been able to show, so far, that the Schmidt rank of the proposed states is infinite. It is, however, quite likely that either these states, or some modification of them posses that property. Finite dimensional bound entangled states .- It is remarkable that as a byproduct we have obtained here a new family of $`KK`$ bound entangled states for an arbitrary $`K`$. These are the states $`\sigma =\frac{\mathrm{\Sigma }}{Tr(\mathrm{\Sigma })}`$, with $`\mathrm{\Sigma }`$ violating one (or more) of the $`K1`$ conditions (14). In this notation we recall the Choi matrix as a special case of $`\mathrm{\Sigma }`$ with $`K=3`$, and all $`\alpha `$’s equal to 2 (see ). The corresponding “entanglement witnesses” and positive maps .- It should be pointed out that any BE state from the last paragraph (i. e. $`\frac{\mathrm{\Sigma }}{Tr\mathrm{\Sigma }}`$ violating condition (14)) has no product vector in its range. Thus the projector $`P`$ onto its range has no product vector in its range as well. This is the same as in the projector orthogonal to UPB set of vectors , and thus mutatis mutandis the approach from the paper can be immediately applied to reproduce both entanglement witnesses, as well as the corresponding positive maps. Possibility of physical realization.- Let us now discuss a possibility of physical realization of the states of the type of $`\varrho `$, as states of two photon modes of electromagnetic field of equal or similar frequency, and orthogonal polarisations. Let us set $`a_n=e^{\beta n}`$, $`c_n=e^{\gamma n}`$, $`\gamma <\beta `$, and let us denote the corresponding photon creation and annihilation operators of the two modes considered as $`A^{}`$, $`A`$, $`B^{}`$, $`B`$, respectively. The state $`\varrho `$ can be represented as a mixture $$\varrho \|\mathrm{\Psi }\mathrm{\Psi }\|+\underset{k=1}{\overset{\mathrm{}}{}}\varrho _k,$$ (15) where $$\varrho _k=V\delta (B^{}BA^{}Ak)V^{},$$ (16) where $`V=e^{\beta A^{}A\gamma B^{}B}+Ue^{(\beta \gamma )B^{}B}`$, $`U`$ is the unitary operator that transforms $`A`$ photons into $`B`$ photons, while the operator function $`\delta (.)`$ is the operator valued Kronecker delta, $`\delta (x)=0`$, except for $`x=0`$, when $`\delta (x)=1`$. We propose the following prescription in order to generate the states corresponding to the subsequent terms in the mixture (15): i) The state $`\|\mathrm{\Psi }\mathrm{exp}(\gamma B^{}A)\|0,0`$ can be created as a two mode squeezed state, for instance in the process of degenerate parametric amplification . In fact, such states have been used for teleportation with continuous variables . ii) Each of the terms $`\rho _k`$ can be obtained by applying the positive operator valued measurement to the states $`\delta _k=\delta (B^{}BA^{}Ak)`$, that transforms (with some probability) $$\delta (B^{}BA^{}Ak)V\delta (B^{}BA^{}Ak)V^{}.$$ iii) The operator $`V`$ can be realized by using an ancilla (say a two level atom medium) with levels $`\|0`$ and $`\|1`$ that undergoes losses (via spontaneous emission, or ionization) proportional to $`\beta A^{}A\gamma B^{}B`$ for the level $`\|0`$ and $`(\beta \gamma )B^{}B`$ for $`\|1`$, and dispersive dynamics governed by the Hamiltonian $`h\|00\|+(A^{}B+B^{}A)\|11\|`$. One should first prepare the ancilla in the state $`(\|0+\|1`$, wait appropriate time so that the dispersive dynamics will realize the controlled $`U`$ operation, $`\|00\|+U\|11\|`$, and project the system then onto the initial ancilla state. iv) The main problem consist thus in generating the states $`\delta _k`$, $$\underset{n}{}\underset{k=1}{\overset{\mathrm{}}{}}\|n,n+kn,n+k\|.$$ These states cannot be normalised, but we can always regularize them by including part of the thermal noise operators into their definition. In order to realize the states $`\delta _k`$, we propose to use a $`K`$ level ancilla ($`K`$-level atom) constituting a Kerr medium with the states $`\|i`$, $`i=1,\mathrm{},K`$. The Hamiltonian should now be $`\stackrel{~}{h}=_i\mathrm{\Delta }_i(A^{}A,B^{}B)\|ii\|`$, where the intensity dependent energy shift of the $`i`$-th level is $`\mathrm{\Delta }_i(A^{}A,B^{}B)=x_i(A^{}AB^{}B+k)`$. Kerr effect should be here of the opposite sign for the two modes in question, but of the same magnitude. The last term in $`\mathrm{\Delta }_i`$ represents normal linear phase shift. v) The idea is then to prepare the $`K`$-level ancilla in a more or less equal weight superposition of the states $`\|i`$, evolve then the system according to the dynamics governed by $`\stackrel{~}{h}`$, and project at the end on the initial state of the ancilla. Note that in such case, the action of such ”phase shifter” on the state $`\|n,m`$ will be $$\|n,m\underset{i}{}e^{ix_i(nm+k)}\|n,m,$$ (17) which, if $`K`$ is sufficiently large and $`x_i`$ cover a broad variety of phases, provides a finite bandwidth approximation of the Kronecker delta. Summarising, we have presented the first nontrivial example of bound entangled states for continuous variables. We have presented strong evidence that these state represent generic bound state entanglement of infinite rank. PH acknowledges support from Deutscher Akademischer Austauschdienst and partial support from Polish Committee for Scientific Research, grant No. 2 PO3B 103 16. This work has been also supported by the DFG (SFB 407, Schwerpunkt ”Quanteninformationsverarbeitung”), and European Union IST Programme EQUIP.
warning/0001/cond-mat0001017.html	ar5iv	text	# Signature of Dynamical Localization in the Lifetime Distribution of Wave-Chaotic Dielectric Resonators ## Abstract We consider the effect of dynamical localization on the lifetimes of the resonances in open wave-chaotic dielectric cavities. We show that dynamical localization leads to a log-normal distribution of the resonance lifetimes which scales with the localization length in excellent agreement with the results of numerical calculations for open rough microcavities. The study of lifetime distributions of finite quantum systems weakly coupled to a continuum is a subject of active experimental and theoretical investigation. The nature of the spectrum of resonances depends strongly on the nature of the states of the finite system “in isolation”. For example if those states are ergodically extended and structureless over the system then the resonances will show the behavior expected from random matrix theory, the famous Porter-Thomas distribution in the case of a single channel . A close relative of this resonance distribution has been measured in quantum dots in the Coulomb blockade regime . More recently it has been pointed out that optical cavities with partially or fully chaotic ray dynamics would have interesting resonance properties and efforts have been made to characterize their distribution in various limits. In a geometry which is approximately translationally invariant in one direction the wave equation becomes a scalar equation with a close formal analogy to the Schrödinger equation and the physics of the resonance spectrum becomes essentially the same for the optical and quantum systems. We will henceforth consider cylindrical dielectric resonators which are translationally invariant along their axis, but can be deformed in their cross-section. The analogue of the classical limit of the Schrödinger equation is the limit of ray optics when the wavelength of the electromagnetic field is much shorter than the typical radius of the cavity $`\lambda R_0`$. We will regularly use the term ”quantum” to describe properties of the wave solutions which differ from the behavior of rays in the same geometry. The motion of a light ray within the cavity is identical to that of a point mass in a classical billiard and the resulting bound states are the analogue of the eigenstates of ”quantum billiards” . However, unless the index of refraction, $`n`$, is taken infinite, none of these states are truly bound, there always being some non-zero probability of escape from the cavity. Moreover in the case of a simple dielectric cavity the escape probability is strongly dependent on the angle of incidence of the ray. In particular, rays bouncing at the cavity’s boundary with an angle of incidence $`\chi `$ smaller than the critical angle, $`\chi _c=\mathrm{sin}^1(1/n)`$ (angles of incidence are defined from the normal to the boundary), are transmitted by refraction with high probability, while those with $`\chi >\chi _c`$ are trapped by total internal reflection, and can only escape with low probability by tunneling (evanescent leakage). Semiclassically the (dimensionless) angular momentum of the ray in a circular cavity is $`m=nkR_0\mathrm{sin}\chi `$, where $`k=2\pi /\lambda `$ is the wavevector (in vacuum) and $`R_0`$ is the radius of the cavity. Hence a ray with angular momentum $`m>kR_0`$ will be strongly trapped whereas one with $`m<kR_0`$ will rapidly escape. Correspondingly, resonant states with mean values $`m>kR_0`$ will have long lifetimes, whereas those with mean values less than $`kR_0`$ will have short lifetimes, i.e. there is a threshold value $`m_c=kR_0`$ for strong escape in angular momentum space. In an undeformed (circular) cavity $`m`$ is an integral of motion and there are many exponentially long-lived “whispering gallery” resonances with $`m>kR_0`$. For a generically deformed cavity angular momentum is not conserved, nor is there any other second constant of motion beyond the energy . Hence the angular momentum can fluctuate. The scale of those fluctuations depends on the existence of KAM tori in phase space which limit the diffusion in angle of incidence. Beyond some critical value of the deformation these barriers are destroyed and classical rays with initial angular momenta $`m`$ much larger than $`m_c`$ can now diffuse to arbitrarily low angular momentum and escape by refraction. As a result, even for $`kR_01`$ the lifetime of rays starting with $`m>m_c`$ is not exponentially long; the corresponding level width $`\mathrm{\Gamma }_m`$ can be estimated from the distance to the critical value in angular momentum space: $`\mathrm{\Gamma }_m=D/(mm_c)^2`$. (Here $`D`$ is the effective diffusion coefficient in phase space, which in principle can depend on $`m`$.) One might then guess that a cavity with such chaotic ray dynamics will no longer support any high-Q resonances. However this is not necessarily the case, due to the phenomenon of ”dynamical localization” . It is now well-known that just as a random system exhibits exponential localization in real-space due to Anderson localization, the same kind of destructive interference can occur in a chaotic dynamical system, and suppress diffusion in the relevant phase space . The condition for the onset of dynamical localization is that the diffusion time across the system be longer than the Heisenberg time defined by the inverse level spacing of the cavity: $`t_H\mathrm{}\mathrm{\Delta }^1`$. For longer times than $`t_H`$ a wavepacket starts to “resolve” the discreteness of the spectrum and the spreading in angular momentum is suppressed. Based on an analogy with the kicked rotator , the localization length $`\xi `$ is determined by the classical diffusion rate $`D`$, $`\xi D`$. Consider a state centered around an angular momentum $`m_0`$ such that $`m_0m_c\xi `$. In this case wavepackets can escape before their diffusion ceases and the classical picture is adequate. Two different statistical behaviors are possible in this regime. If the escape is determined by slow diffusion to a boundary where escape can occur the survival probability has been studied recently by several authors and they find characteristic power-law distributions. Here the diffusion constant satisfies $`LDL^2`$, and it takes many collisions to cross the available phase space (for the optical cavities the role of the system size $`L`$ is played by $`2nkR_0`$, the number of angular momentum states available). When the diffusion constant is larger, $`DL^2`$, the motion is ballistic in the sense that the phase space is crossed in a few collisions; this situation leads to the Porter-Thomas distribution of resonance widths and the related distributions mentioned above . However when dynamical localization dominates then the lifetime of a localized state centered around angular momentum $`m_0`$ such that $`m_0m_c\xi `$ becomes exponentially longer than the corresponding classical diffusion time to the classical emission threshold. Thus one has the possibility of high-Q resonances of completely non-classical, pseudo-random character, something not considered in the optics literature to our knowledge (except in a very recent experiment in the microwave regime ). It therefore becomes of interest to understand the statistical distribution of resonance lifetimes in such a situation. In the localized regime $`\xi /L1`$, the angular momentum components of wavefunctions decay exponentially away from their centers and one naturally expects exponentially long average lifetimes for states centered far above the classical emission threshold $`m_0m_c>\xi `$. Recently Nöckel and Stone compared the exact lifetimes of resonances of quadrupole-deformed microcavities with the mean classical diffusion time and found the lifetimes to be significantly longer in certain cases; they conjectured that these discrepancies arose from incipient dynamical localization. Indeed, dynamical localization has been shown to occur in certain closed cavities and a very recent experimental paper confirmed this phenomenon in microwave cavities of similar shape to those studied below . However no detailed study has been made of the statistical and scaling properties of the lifetime in this regime. These are the main topics of the current work. Below we will show that this localized regime is characterized by a very broad (log-normal) lifetime distribution with scaling properties directly related to the system’s localization length $`\xi `$. First, to illustrate the effect of dynamical localization on the physical properties of the modes in the open cavity, we show in Fig.1 the real-space structure of two modes of a deformed cylindrical microcavity defined according to the model described immediately below. The two modes correspond to exactly the same shape of the cavity, corresponding to fully ergodic classical ray dynamics, have the same average angular momentum $`m^2^{1/2}0.5nkR_0`$, but differ in their wavevector and as a consequence (see below) differ in their localization lengths. As a result one resonance is in the quantum diffusive regime and the other in the localized regime. The qualitative difference is immediately apparent; the diffusive mode emits much more strongly and has a more dense spatial structure due to the large angular momentum spread in the state. The localized mode on the other hand emits weakly and appears to have a caustic similar to a regular whispering gallery mode, but a closer look at its spatial structure shows the pattern of nodes has an irregular character entirely different from the usual whispering gallery modes of circular resonators as can be seen on Fig. 2. We now define the model corresponding to Figure 1 and 2. We consider an optically inactive, cylindrical microcavity with an index of refraction $`n>1`$. The cross-section perpendicular to the cylinder’s axis is given by a circle perturbed by $`M`$ harmonics of random amplitude $`1/la_{\mathrm{}}1/l`$, $`R(\varphi )=R_0[1+_{\mathrm{}=2}^Ma_{\mathrm{}}\mathrm{cos}(\mathrm{}\varphi )]`$. The average roughness of the surface is defined as $`\overline{\kappa }=\sqrt{<\kappa ^2(\varphi )>_\varphi },\kappa (\varphi )=(dR/d\varphi )/R_0`$. This model was introduced by Frahm and Shepelyansky with the condition of perfectly reflecting walls, and they referred to it as the rough billiard to contrast with the smoother quadrupolar deformations considered by Nöckel and Stone . However the spatial wavelength of the roughness is still assumed to be large compared to the wavelength of the resonance. The advantage of a rough boundary is that the transition to classical chaos is achieved with much smaller amplitude of deformation making it easier to explore the parameter regime of fully chaotic classical motion and dynamically localized ”quantum” behavior. As we shall see below, the open rough billiard has scaling and statistical properties essentially identical to a quasi-one-dimensional disordered system, whereas the quadrupole billiard does not. For the rough billiard the classical dynamics can be well approximated by a discrete map for which Chirikov’s overlap criterion gives an estimate of the critical roughness $`\overline{\kappa }_c`$ above which the classical dynamics becomes fully chaotic as $`\overline{\kappa }_cM^{5/2}`$. The two deformation parameters $`M`$ and $`\overline{\kappa }`$ allow to reach a classically fully ergodic regime characterized by a diffusion constant (averaged over angular momentum) $`D=\frac{4}{3}(\overline{\kappa }nkR_0)^2`$ for $`\overline{\kappa }\overline{\kappa }_c`$ and quantum mechanically, one gets a localization length $`\xi D`$ so that the dynamically localized regime is determined by $`\overline{\kappa }^2nkR_01`$ . Keeping parameters of the cavity fixed and varying $`kR_0`$ one is able to access states with greatly different localization lengths. We restrict ourselves to the simplest case of TM-polarized electric field $`E(𝐫)`$ parallel to the cylinder axis for which both the field and its derivative are continuous at the cavity’s boundary. This restriction is primarily for convenience, the TE modes obey a slightly different scalar equation which can be treated in a similar manner. It should be mentioned however that semiconductor quantum cascade micro-cylinder lasers studied in emit solely in the TM mode due to a selection rule. Maxwell’s equation reduce then to a single scalar wave equation, $`c^2_t^2E(𝐫,t)=n^2(𝐫,\varphi )_𝐫^2E(𝐫,t)`$, where the refraction index satisfies $`n(𝐫)=n`$ inside the cavity, and $`n(𝐫)=1`$ outside. We use the approach in which the resonances widths in wavevector are given by the imaginary part of the wavevector of the quasibound states defined by the following matching conditions. First we expand the electric field in the angular momentum basis ($`r\left\|𝐫\right\|`$) $$E(𝐫,t)=e^{ickt}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}i^mA_m\left(kr\right)e^{im\varphi },$$ (1) where $`A_m`$ $`=`$ $`\{\begin{array}{cc}\alpha _mH_m^+\left(nkr\right)+\beta _mH_m^{}\left(nkr\right)\hfill & \mathrm{if}rR(\varphi ),\hfill \\ \gamma _mH_m^+\left(kr\right)\hfill & \mathrm{otherwise}.\hfill \end{array}`$ (4) This expansion corresponds to the so-called Siegert boundary conditions in which the states have only an outgoing component at infinity ($`H_m^\pm (x)`$ are Hankel functions of first and second type, respectively). Such boundary conditions cannot be satisfied for real $`k`$ and are only satisfied for discrete complex $`k`$. It can be shown that the imaginary part of the $`k`$ values which satisfy Eq. (2) are the poles of the true unitary (on-shell) S-matrix of the scattering problem. From the expansion coefficients in Eq. (4) we define vectors $`\stackrel{}{\alpha }`$, $`\stackrel{}{\beta }`$ and $`\stackrel{}{\gamma }`$. The fields inside and outside the cavity are related by the continuity of the field and its derivative on the boundary and (after integration around the boundary) one of these equations can be used to eliminate $`\stackrel{}{\gamma }`$ leaving a linear relation between $`\stackrel{}{\alpha }`$ and $`\stackrel{}{\beta }`$. The matrix expressing this relation we call $`\stackrel{~}{𝒮}`$. Moreover the regularity of the field at the origin $`r=0`$ implies $`\stackrel{}{\alpha }=\stackrel{}{\beta }`$, thus a secular equation for the resonant values of $`k`$ is obtained of the form: $$\stackrel{~}{𝒮}\stackrel{}{\alpha }=\stackrel{}{\alpha }.$$ (5) We use the notation $`\stackrel{~}{𝒮}`$-matrix because in the case of a closed billiard the matrix so-defined is actually the unitary S-matrix of the scattering problem of a wave incident outside the impenetrable billiard . In our case the matrix so-defined is non-unitary for any $`n<\mathrm{}`$ and for real $`k`$, the eigenvalues of $`\stackrel{~}{𝒮}`$ have the form $`\lambda _r=\mathrm{exp}(i(\phi _r+i\delta _r))`$, where both $`\phi _r`$ and $`\delta _r>0`$ are real functions of momentum $`k`$. The subscript $`r`$ numbers states in a deformed cavity where angular momentum is not conserved. Exact quantization of the cavity - solving Eq. (5) exactly - implies $`\lambda _r=1`$ so that the exact implementation of this procedure requires finding a complex $`k=qi\gamma `$ such that $`\phi _r(qi\gamma )=\delta _r(qi\gamma )=0`$. The corresponding inverse lifetime $`\mathrm{\Gamma }_r`$ is then given by $`c`$ times $`\gamma `$ via the dispersion relation, $`\mathrm{\Gamma }_r=c\gamma `$. However approximate lifetimes can be found by a much more efficient procedure which is extremely helpful if one wishes to study full distributions as we do here. First, it is straightforward to show that when $`\gamma `$ is small, simply finding the complex eigenphases $`\lambda _r=\mathrm{exp}(i(\phi _r+i\delta _r))`$ for real $`k`$ determines the imaginary part of $`k`$ on resonance by the relation: $`\gamma =\delta /\phi ^{}`$ where $`\phi ^{}`$ is the derivative of the real part of the phase with respect to momentum for real $`k`$. Moreover, since this derivative can be shown to be slowly-varying on the scale of the level spacing $`\mathrm{\Delta }k`$, it is not necessary even to quantize the real part of the phase (i.e. to find the real $`k`$ which makes $`\phi (k)=2\pi \times \mathrm{integer}`$). The function $`\phi ^{}`$ can be easily calculated for the circular cylinder and this relation and the assumption of slow variation of the derivative can be confirmed explicitly (for the case where $`\gamma `$ is small). Therefore we can generate large lifetime ensembles simply by diagonalizing the matrix $`\stackrel{~}{𝒮}`$ for real $`k`$ and extracting the imaginary phase $`\delta `$, by which means we generate $`2nkR_0`$ inverse lifetimes per diagonalization. This procedure is motivated by the work of Doron and Frischat who noted that the statistical properties of closed billiards changed little away from the exact quantization condition (in their case it was the distribution of splittings of semiclassically degenerate states) . The linear relation between $`\delta _r`$ and $`\gamma _r`$ has been independently proposed earlier by Hackenbroich and demonstrated for the case of the circle. To best relate the localization properties of the eigenstates, which apply to a closed cavity, to the distribution of lifetimes in an open cavity, we employ a perturbative formalism which was recently developed specifically to treat open optical resonators (it is similar in spirit to well-known quantum perturbative scattering approaches such as R-matrix theory in the single-level approximation). According to that theory narrow resonance widths $`\mathrm{\Gamma }\mathrm{\Delta }`$ ($`\mathrm{\Delta }`$ is the resonance spacing) can be computed from the expectation value of an antihermitian operator $`V`$ taken over eigenstates $`\|\alpha ^{(0)}`$ of the matrix $``$, which describes some effective “closed cavity” $`\mathrm{\Gamma }`$ $`=`$ $`b_0\alpha ^{(0)}\left\|V\right\|\alpha ^{(0)}=b_0{\displaystyle \underset{m,m^{}}{}}\alpha _m^{(0)}V_{mm^{}}\alpha _m^{}^{(0)}`$ (6) Explicitely, $$=(J^{}J^{})(1/n)(J^{}H_{}^{+}{}_{}{}^{})\left(H^{}H^+\right)^1\left(H^{}J\right),$$ (7) $`V`$ is the antihermitian part of $``$, and the matrix elements $`(\overline{Z}Z)`$ are defined as $`\left(\overline{Z}Z\right)_\mathrm{}m={\displaystyle \frac{i^m\mathrm{}}{2\pi }}{\displaystyle 𝑑\varphi \overline{Z}_{\mathrm{}}\left(k\right)Z_m\left(k\right)e^{i\left(m\mathrm{}\right)\varphi }},`$ (8) $`Z_m(k)`$ and $`\overline{Z}_m(k)`$ stand for either $`H_m^\pm \left(kR\left(\varphi \right)\right)`$, the Bessel function $`J_m\left(nkR\left(\varphi \right)\right)`$, or their derivative. The coefficient $`b_0`$ in (6) depends only on the hermitian part $`_0`$ of $``$, i.e. it is determined by the properties of the “closed system”, $`b_0^1=\alpha ^{(0)}\left\|_0/k\right\|\alpha ^{(0)}_m\alpha _m^{(0)}(J^{}J^{\prime \prime })_{mm^{}}\alpha _m^{}^{(0)}`$, and can be regarded as a normalization factor. An eigenstate, localized at angular momentum $`m_0m_ckR_0`$, will have exponentially small width $`\mathrm{\Gamma }`$. Therefore, for such a resonance in the semiclassical limit $`\mathrm{\Gamma }\mathrm{\Delta }`$, and Eq. (6) is appropriate. More details on this formalism can be found in . For an exponentially localized state one generally has $`\left\|\alpha _m\right\|\mathrm{exp}\left({\displaystyle \frac{\left\|mm_0\right\|}{2\xi }}\right)`$ (9) We consider the regime of large localization length $`\xi \overline{\kappa }^2k^2R_0^21`$. Since the rough billiard is classically chaotic, the phases of the coefficients $`\alpha _m`$ change rapidly with the angular momentum, and it is natural to assume that its correlation function satisfies $`\alpha _{\mathrm{}+m}^{}\alpha _{\mathrm{}}_{\mathrm{}}=\delta _{m,0}\left\|\alpha _{\mathrm{}}\right\|^2_{\mathrm{}}`$ (10) where the average is performed over an angular momentum interval $`l[m_0\delta \mathrm{}/2,m_0+\delta \mathrm{}/2]`$ such that $`1\delta \mathrm{}<\xi `$. This behavior is illustrated in the inset to Fig. 3 for one typical set of cavity parameters, corroborating the validity of the assumption (10). As follows from Eq. (8) and the definition of $`V`$, the matrix elements $`V_{mm^{}}`$ in angular momentum representation vary on a scale of $`\delta m\overline{\kappa }kR_01`$, and therefore we can replace the product $`\alpha _m^{}\alpha _m^{}`$ in Eq. (6) by its average value $`\alpha _m^{}\alpha _m^{}`$ over the interval $`\left\|mm^{}\right\|\overline{\kappa }kR_0`$. Together with (10) this leads to the diagonal approximation $`\alpha _0\left\|V\right\|\alpha _0{\displaystyle \underset{\|m\|=kR_0}{\overset{nkR_0}{}}}\left\|\alpha _m\right\|^2V_{mm}`$ (11) The matrix element $$V_{mm}=\frac{1}{2n}[(J^{}H_{}^{+}{}_{}{}^{})_m\mathrm{}(H^{}H^+)_{\mathrm{}\mathrm{}^{}}^1(H^{}J)_\mathrm{}^{}mc.c.]$$ (12) includes both the refractive (classical) escape from the resonator (for $`\|\mathrm{}\|,\|\mathrm{}^{}\|<m_c=kR_0`$) and the “tunneling escape ”(corresponding to evanescent leakage , for $`\|\mathrm{}\|,\|\mathrm{}^{}\|>m_c`$). To evaluate the sum over angular momenta we use the stationary phase-based technique, developed in in the context of the calculation of level splittings in rough billiard. The “classical”refraction contribution is found to be $$\mathrm{\Gamma }_{m_0>m_c}^{\text{class}}\frac{k^2R_0}{n\xi }\mathrm{exp}\left(\frac{m_0kR_0}{\xi }\right).$$ (13) This result shows that an exponentially-long lifetime can be due to the exponentially-small wavefunction component leaking outside the classically totally-internally-reflected region. To see if this process controls the lifetime we need to compare this result with the direct “tunneling escape”contribution to the lifetime. The latter process involves angular momenta only above emission threshold $`m_c`$. For an estimate, it is then sufficient to evaluate the linewidth of the state above $`m_c`$ in the circular cavity, which can be thought of as a state with zero localization length. We find that the tunneling contribution is also exponentially small ($`n1`$), $`\mathrm{\Gamma }_{m_0>m_c}^{\text{tunn}}=`$ $`(1/n)\mathrm{Im}\left[H_{m_01}^+(kR_0)/H_{m_0}^+(kR_0)\right]`$ (14) $``$ $`\mathrm{exp}(2\sqrt{m_0^2m_c^2}+2m_0\mathrm{ln}(m_c)`$ (16) $`2m_0\mathrm{ln}(m_0+\sqrt{m_0^2m_c^2})).`$ Competition between the classical escape \[Eq.(13)\] and the tunneling \[Eq.(16)\] is strongest for $`(m_0m_c)/m_c1`$, i.e. when the width of the tunneling barrier is smallest. Comparing the two contributions in this region we find that $`\mathrm{\Gamma }^{\text{class}}\mathrm{\Gamma }^{\text{tunn}}`$ for $`\xi \sqrt{kR_0}`$, and $`\mathrm{\Gamma }^{\text{tunn}}\mathrm{\Gamma }^{\text{class}}`$ in the opposite limit. Restriction on the range of $`\xi `$ weakens as one moves to higher angular momentum, and for $`(m_0m_c)/m_c1`$ the classical escape mechanism always dominates over the tunneling one. The tunneling escape therefore is relevant only for very small deformations $`\kappa \left(kR_0\right)^{3/4}`$, which produce short localization length. Thus, lifetime of the states with very short (essentially zero) localization length is determined by the tunneling escape, whereas that of the more extended states with $`\xi 1`$ by the classical emission from their exponentially weak tails at $`m_c=kR_0`$. Having established a relation between the lifetime and the localization length of a corresponding closed cavity, the distribution of lifetimes then follows from the distribution of localization lengths. In one-dimensional and quasi-one-dimensional disordered systems it is now well-established that the distribution of the inverse localization length is typically normally distributed around an average $`1/\xi _0`$ . Moreover Frahm and Shepelyansky have explicitly shown that the problem of the rough billiard maps onto a variant of the kicked rotor problem and hence to an ensemble of band random matrices , which also describe quasi-1d disordered systems. Here the angular momentum index plays the role of the site coordinates in the disordered systems, with an ideal lead (the continuum) accessible at $`m_c=kR_0`$. Collisions with the rough boundary correspond to random hopping between sites, which are at most $`\overline{\kappa }nkR_0`$ lattice spacings apart . Once the critical angular momentum, corresponding to the classical emission border $`m_c`$, is reached, the wavepacket escapes the system and never returns. Hence we may assume that the inverse localization length in our problem has an approximately normal distribution around its mean (our ensemble here is of boundary realizations) $`P(\xi )\mathrm{exp}[{\displaystyle \frac{(1/\xi 1/\xi _0)^2}{2\sigma ^2}}],`$ (17) Therefore, as follows from (13) and (17), the resonance lifetime is distributed log-normally, $$P(t)d(\mathrm{ln}(t))\mathrm{exp}[\frac{\mathrm{ln}^2(t/t_0)}{2\sigma ^2(m_0kR_0)^2}]d(\mathrm{ln}(t))$$ (18) where $$\mathrm{ln}(t_0)=(m_0kR_0)/\xi _0$$ (19) and the derivation is done in a leading logarithm approximation, so that the pre-exponential factor in (13) is neglected. This result is then very natural: the distribution of lifetimes in open dynamically-localized cavities is log-normal for the resonances localized far from the classical emission threshold $`m_0kR_0`$. This is entirely analogous to the conductance distribution of localized chains, which will be log-normal for a fixed distance from the ends (see for log-normal distribution of delay times/resonance widths). We note that the relationship between dynamical localization and Anderson localization was first placed on firm footing in a seminal paper by Fishman, Grempel and Prange . Equation (18) essentially relies on the two assumptions: first , Eq. (10) that the phase of the wavefunction components are randomly distributed with no long-range correlations and second, that the eigenstates are exponentially localized with a normal distribution of localization lengths. We now test the validity of these two assumptions for our rough microcavities. The validity of Eq. (10) is confirmed by the sharp drop of the correlation function $`\alpha _{\mathrm{}+m}^{}\alpha _{\mathrm{}}_{\mathrm{}}/\left\|\alpha _{\mathrm{}}\right\|^2_{\mathrm{}}`$ for $`m>0`$ which is clearly seen from the numerical results presented in the inset to Fig. 3. The localization properties are investigated by computing the distribution of the Inverse Participation Ratio (IPR) defined as $`\rho =_m\|\alpha _m\|^4/_m\|\alpha _m\|^2`$. The IPR measures the inverse number of effective eigenstates components and thus allows to distinguish between localized and delocalized states. Generally, in the localized phase $`\rho `$ is independent of the system size since at most $`\xi L`$ sites contribute to the sum and $`\rho \xi ^1`$. In the other limit of ergodic states, all sites contribute equally and $`\rho L^1`$ in this case. Between these two limits, a variety of behaviors may occur depending on the inner structure of the eigenstates. In Fig. 3 we show IPR distributions for three different parameters sets corresponding to the same average localization length $`\xi (\overline{\kappa }nkR_0)^29`$. The three distributions are indeed stable under parameter variations keeping $`\xi `$ constant and this shows that not only the average IPR/localization length , but also the full IPR distribution obeys a one-parameter scaling with $`\overline{\kappa }nkR`$. The situations is very similar to the one studied in Ref. for BRM with a band width $`1b\sqrt{2\xi }`$ for which the IPR distribution was analytically computed. Similar deviations from as seen on Fig. 3 are also present for BRM with not too large band widths, so that these numerical results confirm the universality of the dynamically localized regime, quite analogous to quasi-one-dimensional disordered systems. We also illustrate this exponential localization by showing one typical state in the inset to Fig. 4. Having tested the validity of the main assumptions on which (18) relies, we present in Fig. 4 distribution of lifetimes for the classically-chaotic, dynamically localized regime of the open rough microcavity. The distributions shown correspond to resonances centered in intervals of width $`\delta m/(nkR_0)=0.1`$ around angular momenta $`m_0/(nkR_0)=0.5`$, 0.6, 0.7 and 0.8, well above the classical threshold $`m_c/(nkR_0)0.29`$. Clearly, the distributions are log-normal and their widths increase as one moves away from the classical emission border $`m_c=kR_0`$. Furthermore, the agreement with Eq. (18) is quantitatively confirmed by a direct fit of the broadest of these distributions (see dashed line on Fig.4). We expect by analogy to the scaling theory of localization that the logarithmic average of the lifetime will exhibit a universal scaling behavior. This expectation is confirmed by the data shown in Fig. 5 where we present numerical results for the scaling obeyed by $`\mathrm{ln}t_0`$. Log-averaged lifetimes for different parameter sets have been computed for at least 2000 lifetimes in narrow energy windows $`\delta m/(nkR_0)=0.2`$ around given angular momentum $`m_0>m_c`$ for different values of indices of refraction $`1.5n4`$, wavelengths $`75nkR_0180`$ and roughnesses $`\overline{\kappa }`$. All presented results are in the localized regimes $`\xi <m_0m_c`$ and the corresponding curves have been put on top of each other by a one-parameter scaling. Fig. 5 demonstrates the validity of the linear relation (19) as is indicated by the straight line. The exact parameter dependence of the scaling can be deduced from the analogy to the scaling theory of localization. In this case the Thouless conductance $`g=\mathrm{\Gamma }/\mathrm{\Delta }ϵ`$ is the scaling quantity (or its logarithm in the localized regime); here $`\mathrm{\Gamma }`$ is the resonance width, and $`\mathrm{\Delta }ϵ`$ is the mean level spacing. In our case $`\mathrm{\Gamma }=c\gamma `$ (where $`\gamma `$ is the width in momentum space), but $`\mathrm{\Delta }ϵ`$ differs from the corresponding Schrödinger equation, due to the different dispersion relation for the wave equation. Taking this into account one finds that the analogue of the dimensionless conductance is $`gn^2kc\gamma R_0^2`$. and it is the logarithm of this dimensionless quantity which we plot against $`(m_0kR)/\xi ^{}`$. Fig. 5 allows to identify the scaling parameter $`\xi ^{}`$ with the localization length up to a free parameter. That this scaling holds for the rough cavity demonstrates that localization length is independent on the angular momentum as is expected for an homogeneously diffusive system. The situation is fundamentally different for a quadrupolar cavity ($`M=2`$) as can be seen on Fig.5 (see black diamonds). Obviously one scaling parameter is not sufficient to bring the corresponding curve on top of the other ones satisfying (19). This indicates an angular momentum dependent diffusion constant which directly follows from the effective local map derived for this particular case . Furthermore, in the regime corresponding to the presented data for the quadrupolar deformation, small invariant torii and islands of stability still survive, resulting in strongly localized wavefunctions with short localization length determined essentially by the size of remaining classical structures. Because of this, and unlike the situation in the rough cavity, lifetime of such states is determined by the tunneling escape (see discussion after Eq.(16)). Therefore a clean demonstration of exponential dynamical localization is difficult in the quadrupolar billiard. Further confirmation that the extracted scaling parameter is indeed related to the system’s localization properties is given in the inset to Fig. 5 where $`\xi ^{}`$ is plotted against the diffusion constant $`D=(\overline{\kappa }nkR_0)^2`$ as derived from the effective rough map . This inset gives an unambiguous confirmation of the above derived relation between localization length and log-averaged lifetime. Note that $`\xi ^{}`$ has a linear dependence on the diffusion constant $`D`$ even at small $`D`$ where the relation $`\xi D`$ does not hold. For large $`D`$ however, the relation $`\xi ^{}\xi `$ holds. To summarize, we have presented the first study of the lifetime distributions of a quantum-chaotic open system in the dynamically localized regime. This study was greatly expedited by the linear relation between the complex phases of the eigenvalues of the nonunitary scattering matrix away from exact quantization and the imaginary part of the corresponding exactly quantized complex wavevector, which has allowed us to generate sufficiently large lifetime statistics to demonstrate the log-normal form of their distribution. The lifetime distribution has been derived analytically assuming a normal distribution of inverse localization lengths and phase randomness of the wavefunctions, using a recently developed semiclassical method, the usefulness of which is thus further demonstrated , and confirmed numerically. The log-normal distribution is a hallmark of localized disordered systems and hence our results deepen the analogy between dynamical and Anderson localization and point out an optical observable which can in principle be measured to demonstrate this distribution. The possibility of high-Q resonances in deformed rough cavities (which are nonetheless smooth on the scale of the wavelength) should be of interest in optical studies of scattering from small particles, however their random nature seem to make such resonances unsuitable for applications. We have benefitted from interesting discussions with F. Borgonovi, C. Texier and Y. Fyodorov and would like to thank G. Maspero for sending us his thesis and A. D. Mirlin for communicating us several interesting references. We acknowledge the support of the Swiss NSF and the NSF grant No. PHY9612200.
warning/0001/quant-ph0001109.html	ar5iv	text	# Covariance Systems on the Projective Line. ## 1 Introduction. In the classical textbooks of quantum mechanics, the observables are described by self-adjoint operators or by the corresponding spectral measures. Several authors remarked that some measuring instruments define observables which require a more refined mathematical description in terms of positive-operator-valued measures (POVMs) . If $`\widehat{}`$ is the the topological space of the possible results of the measurement, for every Borel subset $`I\widehat{}`$ one gives a positive operator $`\tau (I)`$ and one assumes that all these operators form a normalized countably additive POVM on the space $`\widehat{}`$. If the normalized vector $`\psi `$ belonging to the Hilbert space $``$ represents a physical state, $`(\psi ,\tau (I)\psi )`$ is the probability that the result of the measurement belongs to $`I`$. If the theory has a symmetry group $`𝒢`$ acting on the Hilbert space $``$ by means of its unitary representation $`gU(g)`$ and on the space $`\widehat{}`$ by means of its (not necessarily linear) representation $`g\mathrm{\Lambda }(g)`$, it is natural to impose the covariance condition $$U(g)\tau (I)U(g)^{}=\tau (\mathrm{\Lambda }(g)I).$$ (1) In this case the POVM $`\tau `$ and the unitary representation $`U`$ form a covariance system. In many physical situations the covariance property permits the explicit construction of relevant classes of POVMs. In the recent years, these ideas have been applied to deal with many problems which could not be treated by means of the usual formalism. For instance, the time observable, which cannot be described by a self-adjoint operator has been treated in a completely satisfactory way in terms of a POVM defined on the time axis and covariant with respect to the time-translation group. In a similar way one can treat the four space-time coordinates of an event in terms of a POVM defined on the Minkowski space-time covariant with respect to the Poincaré group . It has been shown that the form of the operators describing the coordinates of an event can be determined in a natural way in a theory symmetric with respect to the conformal group, as the theory which describes non-interacting photons. Since these operators cannot be self-adjoint , it seems useful to reformulate the problem in terms of a POVM on the compactified Minkowski space-time, covariant with respect to the conformal group. This problem is treated in a forthcoming article , but it involves rather complicated calculations which obscure the physical and mathematical arguments. For this reason, in the present article we study a much simpler problem in which the group $`𝒢=SU(2,2)`$ (a four-fold covering of the conformal group) is replaced by $`𝒢=SU(1,1)`$ and the compactified Minkowski space-time $`\widehat{}`$ is replaced by the compactified time axis (indicated by the same symbol). Practically all the relevant features of the original problem appear in a simplified form in this model. The group $`SU(1,1)`$ is composed of all the $`2\times 2`$ complex matrices $`g`$ with the properties $$g^+\beta g=\beta ,detg=1.$$ (2) In the standard definition of $`SU(1,1)`$ one puts $$\beta =\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),$$ (3) but for our purposes it is more convenient to perform a change of basis and to adopt the definition $$\beta =\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).$$ (4) Then the condition $`detg=1`$ is equivalent to the condition $$g^T\beta g=\beta $$ (5) and, comparing with eq. (2), we see that $`g`$ must be real. In conclusion, our group $`𝒢`$, isomorphic to $`SU(1,1)`$, is just $`SL(2,R)`$, which coincides with the symplectic group $`Sp(2,R)`$. It is also isomorpic to a double covering of the proper orthochronous three-dimensional Lorentz group $`SO^{}(1,2)`$. We put $$g=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right),adbc=1,$$ (6) where $`a,b,c,d`$ are real numbers. If $`d0`$, we can always consider the decomposition $$g=\left(\begin{array}{cc}1& t\\ 0& 1\end{array}\right)\left(\begin{array}{cc}d^1& 0\\ 0& d\end{array}\right)\left(\begin{array}{cc}1& 0\\ v& 1\end{array}\right),$$ (7) where $$t=\frac{b}{d},v=\frac{c}{d}.$$ (8) We consider the subgroup $`𝒮SL(2,R)`$ containing all the real matrices of the form $$s=\left(\begin{array}{cc}d^1& 0\\ 0& d\end{array}\right)\left(\begin{array}{cc}1& 0\\ u& 1\end{array}\right),d0,$$ (9) and the homogeneous space $`\widehat{}=SL(2,R)/𝒮`$. We indicate by $`\widehat{}`$ the space of the cosets composed of matrices with $`d0`$. From the decomposition (7) we see that these cosets contain representative elements of the form $$\left(\begin{array}{cc}1& t\\ 0& 1\end{array}\right)$$ (10) and we can identify $``$ with the real time axis. All the matrices with $`d=0`$ form a single coset, interpreted as the point at infinity of the real projective line $`\widehat{}`$. In order to see how $`SL(2,R)`$ operates on $`\widehat{}`$, we write $$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{cc}1& t\\ 0& 1\end{array}\right)=\left(\begin{array}{cc}1& t^{}\\ 0& 1\end{array}\right)s,s𝒮,$$ (11) where $$t^{}=\mathrm{\Lambda }(g)t=\frac{at+b}{ct+d}.$$ (12) This equation can be extended in a natural way to the case in which $`t`$ or $`t^{}`$ are infinite and it describes the projective transformations of $`\widehat{}`$. We see that the first two matrices in the right hand side of eq. (7) represent, respectively, time translations and time dilatations. Given a covariant POVM on the time axis, one can define a time operator by means of the formula $$T=_\widehat{}t𝑑\tau .$$ (13) A covariance property of the kind $$U^{}(g)TU(G)=\mathrm{\Lambda }(g)T$$ (14) follows from the covariance property (1) of the POVM $`\tau `$ only if $`\mathrm{\Lambda }(g)`$ is linear, namely if $`g`$ belongs to the affine subgroup of $`𝒢`$, generated by the time translations and the time dilatations. A possible operator which has these properties is given by $$T=E^{1/2}DE^{1/2},$$ (15) where $`E`$ is the energy operator and $`D`$ is the generator of the time dilatations defined in Section 3. This formula is similar to the one suggested in refs. for the operators which describe the space-time coordinates. One may ask under which conditions eqs. (13) and (15) define the same operator. The identity $`SL(2,R)=Sp(2,R)`$ suggests a physical interpretation in terms of linear canonical transformations of a free particle in one dimension. We consider first the classical (non-quantum) case, we assume that the mass is $`m=1`$ and we indicate by $`q(t)`$ and $`p(t)`$ the canonical variables. The time-of-arrival $`t`$ at which the particle reaches the origin $`q=0`$ is given by $$t=\frac{q(0)}{p(0)}.$$ (16) An element $`gSp(2,R)`$ defines the canonical transformation $$q^{}=aqbp,p^{}=cq+dp.$$ (17) and we see immediately that the time-of-arrival transforms according to eq. (12). In the corresponding quantum system, one can define a (Hermitian, but not self-adjoint) time-of-arrival operator by writing, in the Heisenberg picture, $$T=\frac{1}{2}\left(QP^1+P^1Q\right).$$ (18) where $`P`$ and $`Q`$ are the operators corresponding to the canonical variables $`p`$ and $`q`$. A complete treatment can be found, for instance, in refs. , where a wide bibliography can be found. As we have seen above, instead of the operator $`T`$ one can introduce a POVM $`\tau `$ on the time axis covariant with respect to the time translation group. It may be interesting to try to impose the covariance with respect to the larger group $`Sp(2,R)`$ of the linear canonical transformations. In this case, the unitary representation $`U`$ is called the metaplectic representation and it is double-valued . In other words, $`U`$ is an unitary representation of the metaplectic group $`Mp(2)`$, which is a double covering of $`Sp(2,R)`$. In order to construct a covariance system, it is convenient to introduce an auxiliary imprimitivity system . In Section 2 we classify the relevant imprimitivity systems and the corresponding unitary representations, which, according to Mackey’s imprimitivity theorem, can be described as induced representations. In Section 3 we consider the Lie algebra of $`𝒢`$, we interpret one of the generators as the energy and we require that it is a positive operator. Then we recall the classification of the positive-energy representations of $`SL(2,R)`$ . In Section 4 we find the positive-energy representations contained in the induced representations found in Section 2. In Section 5 we use the results of the preceding Sections to find the most general covariance system. In particular, we show that the problem is soluble for every choice of the positive-energy representation $`U`$. In Section 6 we rederive some of the results of Section 4 by means of a general theorem which generalizes the Frobenius reciprocity theorem. This powerful method is useful in the treatment of more difficult problems , when the direct method used in Section 4 becomes too complicated. In Section 7 we introduce the generalizations necessary to treat the case in which $`U`$ is a ray representation of $`𝒢`$, namely a unitary representation of its universal covering $`\stackrel{~}{𝒢}`$. Then we treat the model introduced above, described by the metaplectic representation, and we find that a covariant POVM exists only for states with negative parity. ## 2 Imprimitivity systems. An imprimitivity system is a covariance system in which the POVM is a spectral, namely a normalized projection-valued, measure. We use the notations introduced in the preceding Section and we consider the spectral measure $`IE(I)`$ on the space $`\widehat{}`$ and a unitary representation $`gV(g)`$ of the group $`𝒢`$ in the Hilbert space $`^{}`$. If $$V(g)E(I)V(g)^{}=E(\mathrm{\Lambda }(g)I),$$ (19) we have an imprimitivity system. If $`A:^{}`$ is an intertwining operator between the representations $`U`$ and $`V`$, namely if $$AU(g)=V(g)A,$$ (20) one can easily see that $$I\tau (I)=A^+E(I)A$$ (21) is a POVM which, together with the representation $`U`$, forms a covariance system, which is normalized if $`A^+A=1`$, namely if $`A`$ is isometric. It has been shown that all the covariance systems can be obtained in this way with a suitable choice of the imprimitivity system and of the intertwining operator. Then, in order to find the required covariance systems, the first step is the construction of all the imprimitivity systems based on the group $`𝒢`$ and the homogeneous space $`\widehat{}`$. This can be obtained by means of Mackey’s imprimitivity theorem , which gives a representation of the space $`^{}`$ by means of square integrable vector-valued functions $`\varphi (t)`$ defined on $`\widehat{}`$, on which $`V`$ acts as an induced representation. The Lebesgue measure $`dt`$ on $``$ defines a measure on $`\widehat{}`$ which is quasi-invariant under the action of $`𝒢`$ (the point at infinity has a vanishing measure). Then we can put $$\varphi ^2=_\widehat{}\varphi (t)^2𝑑t.$$ (22) The projection operators $`E(I)`$ are given by $$[E(I)\varphi ](t)=f_I(t)\varphi (t),$$ (23) where $`f_I(t)`$ is the characteristic function of the set $`I`$. From the physical point of view, the probability that the observable described by $`\tau `$, when measured on the state described by the normalized vector $`\psi `$, gives a result contained in the set $`I`$ is given by $$(\psi ,\tau (I)\psi )=(A\psi ,E(I)A\psi )=_I\rho (t)𝑑t,$$ (24) where the probability density $`\rho (t)`$ is given by $$\rho (t)=\varphi (t)^2,\varphi =A\psi .$$ (25) In order to define the induced representation $`V`$, we have to choose a point of $`\widehat{}`$, for instance $`t_0=0`$, and to consider the corresponding stabilizer subgroup defined by $`\mathrm{\Lambda }(g)t_0=t_0`$, which, in the case we are considering, is just the subgroup $`𝒮`$ introduced in the preceding Section. For each point $`t\widehat{}`$, we choose an element $`g_t𝒢`$ with the property $`\mathrm{\Lambda }(g_t)t_0=t`$. For instance, if $`t`$ is finite, we can choose $$g_t=\left(\begin{array}{cc}1& t\\ 0& 1\end{array}\right).$$ (26) Then, the induced representation $`V`$ of $`𝒢`$, which depends on the unitary representation $`S`$ of $`𝒮`$, is given by $$[V(g)\varphi ](t)=\left\|\frac{dt^{}}{dt}\right\|^{1/2}S(g_t^1gg_t^{})\varphi (t^{}),$$ (27) where $$t^{}=\mathrm{\Lambda }(g^1)t=\frac{dtb}{act},\frac{dt^{}}{dt}=(act)^2.$$ (28) The function $`\varphi `$ takes its values in the Hilbert space of the representation $`S`$. For the elements of $`𝒮`$ we use the notation $$s=(u,d)=\left(\begin{array}{cc}1& 0\\ u& 1\end{array}\right)\left(\begin{array}{cc}d^1& 0\\ 0& d\end{array}\right)=\left(\begin{array}{cc}d^1& 0\\ 0& d\end{array}\right)\left(\begin{array}{cc}1& 0\\ ud^2& 1\end{array}\right).$$ (29) Since we have $$g_t^1gg_t^{}=(c(act)^1,(act)^1),$$ (30) eq. (27) can be written more explicitly in the form $$[V(g)\varphi ](t)=\|act\|^1S(c(act)^1,(act)^1)\varphi (t^{}).$$ (31) We remark that $`𝒮`$ is the product of the subgroup $`𝒮_0`$ which contains the elements with $`d>0`$ and $`𝒵`$ which contains the two elements $`g=\pm 1`$ (multiples of the identity matrix). One can easily see that $`𝒮_0`$ is connected and simply connected and that $`𝒵`$ is the center of $`𝒢`$. The irreducible unitary representations (IURs) of $`𝒮`$ can be written in the form $$S(u,d)=S_0(u,\|d\|)d^{2\nu }\|d\|^{2\nu },\nu =0,1/2,$$ (32) where $`S_0`$ is an IUR of $`𝒮_0`$. We also see that $$(u,d)(u^{},d^{})=(u+d^2u^{},dd^{}),$$ (33) namely $`𝒮_0`$ is a semi-direct product isomorphic to the one-dimensional affine group. In order to find its irreducible unitary representations, we use the classical procedure used by Wigner in his treatment of the IURs of the Poincaré group . The representation $`S_0`$ operates on a space of square integrable functions $`\eta (\kappa )`$ defined on an orbit of the of the “momentum space” and the “translation” subgroup acts in the following way: $$[S_0(u,1)\eta ](\kappa )=\mathrm{exp}(iu\kappa )\eta (\kappa ).$$ (34) The action of the “homogeneous” subgroup, composed of the elements of the form $`(0,d)`$, on the “momentum” space is $`\kappa d^2\kappa `$. The “momentum space” (a real line) is decomposed into three orbits: $$O_0=\{0\},O_+=\{\kappa >0\},O_{}=\{\kappa <0\}.$$ (35) The IURs corresponding to the orbit $`O_0`$ do not depend on the variable $`u`$, are one-dimensional and have the form $$S_0^\gamma (u,\|d\|)=\|d\|^{i\gamma },\mathrm{}<\gamma <+\mathrm{}.$$ (36) In the other two cases, in each orbit $`O_\sigma `$ with $`\sigma =\pm 1`$, we choose a representative element $`\kappa =\sigma `$. In both cases the stability subgroup contains only the unit element and the corrresponding IURs of $`𝒮_0`$ have the form $$[S_0^\sigma (u,\|d\|)\chi ](\kappa )=\mathrm{exp}(iu\sigma \kappa )\|d\|\chi (d^2\kappa ),$$ (37) where for $`\sigma =1`$ we have changed the sign of $`\kappa `$ in such a way that we always have $`\kappa >0`$. The norm is given by $$\chi ^2=_0^{\mathrm{}}\|\chi (\kappa )\|^2𝑑\kappa .$$ (38) In conclusion, from eq. (31) we have two classes of induced representations of $`𝒢`$. The representations of first class, induced by the representations $$S^{\nu \gamma }(u,d)=S_0^\gamma (u,\|d\|)d^{2\nu }\|d\|^{2\nu },$$ (39) can be written in the form $$[V^{\nu \gamma }(g)\varphi ](t)=(act)^{2\nu }\|act\|^{i\gamma +2\nu 1}\varphi (t^{}),$$ (40) $$\varphi ^2=_{\mathrm{}}^+\mathrm{}\|\varphi (t)\|^2𝑑t.$$ (41) The representations of the second class are induced by the representations $$S^{\nu \sigma }(u,d)=S_0^\sigma (u,\|d\|)d^{2\nu }\|d\|^{2\nu },$$ (42) and are described by $$[V^{\nu \sigma }(g)\varphi ](\kappa ,t)=$$ $$=\mathrm{exp}(i\sigma c(act)^1\kappa )(act)^{2\nu }\|act\|^{2\nu 2}\varphi (\kappa (act)^2,t^{}),$$ (43) $$\varphi ^2=_{\mathrm{}}^+\mathrm{}𝑑t_0^+\mathrm{}\|\varphi (\kappa ,t)\|^2𝑑\kappa .$$ (44) ## 3 Representations of the Lie algebra $`sl(2,R)`$. The Lie algebra $`=sl(2,R)`$ of $`SL(2,R)`$ is composed of the real $`2\times 2`$ matrices $`h`$ with the property $$\mathrm{Tr}h=0.$$ (45) We introduce a basis composed of the elements $$e=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right),d=\frac{1}{2}\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),c=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right),$$ (46) which represent, respectively, infinitesimal time translations, infinitesimal time dilatations and a third kind of infinitesimal projective transformations. We indicate by $`iE`$, $`iD`$ and $`iC`$ the corresponding generators of a given unitary representation. They satisfy the commutation relations $$[E,C]=2iD,[D,E]=iE,[D,C]=iC.$$ (47) If the unitary representation $`U`$ operates on physical states, the energy operator $`E`$ must be positive. We also assume that the trivial representation of $`𝒢`$, which has a vanishing energy, is not contained in $`U`$; in fact, an invariant state cannot correspond to a normalizable probability distribution. We indicate by $`_+`$ the smallest closed convex cone in $``$ invariant with respect to the adjoint representation which contains the element $`e`$. One can easily see that all the elements of this cone are represented by positive operators. From the relation $$\mathrm{exp}\left(\frac{\pi }{2}(e+c)\right)e\mathrm{exp}\left(\frac{\pi }{2}(e+c)\right)=c,$$ (48) we see that $`c`$ and $`e+c`$ belong to $`_+`$. It follows that the operator $$K=\frac{1}{2}(E+C)$$ (49) must be positive. From eqs. (31) and (32), we obtain $$\mathrm{exp}(2i\pi K)=V(\mathrm{exp}(\pi (e+c)))=V(1)=(1)^{2\nu },$$ (50) and we see that $`K\nu `$ must have integral eigenvalues. If we put $$A_\pm =\frac{EC}{2}\pm iD,$$ (51) we find $$[K,A_\pm ]=\pm A_\pm $$ (52) and we see that the operators $`A_\pm `$ play the role of rising and lowering operators. It follows that, for a given positive-energy IUR, the eigenvalues of $`K`$ are $`k,k+1,k+2,\mathrm{}`$. A complete treatment of the IURs of $`SL(2,R)`$ is given in refs. , where it is shown that the positive-energy representations (together with the negative-energy ones) form the discrete series and are labelled by the index $`k=1/2,1,3/2,\mathrm{}`$. We indicate them by $`D^k(g)`$. The IURs of the universal covering of $`SL(2,R)`$ are treated in ref. . The positive-energy IURs of the metaplectic group are labelled by the index $`k=1/4,1/2,3/4,1,\mathrm{}`$. We see that the equivalence classes of positive-energy IURs of $`SL(2,R)`$ or of its double covering $`Mp(2)`$ form a countable set. It follows that the representation $`U`$ that acts on the “physical” states is a direct sum of IURs and the more subtle concept of direct integral is not needed for its treatment. In the space of the positive-energy IUR $`D^k`$ we can introduce a “canonical” basis $`Z_m^k\}`$ with the properties $$KZ_m^k=mZ_m^k,m=k,k+1,\mathrm{},$$ (53) $$A_\pm Z_m^k=(m(m\pm 1)k(k1))^{1/2}Z_{m\pm 1}^k,$$ (54) and, in particular, we can characterize the vector $`Z_k^k`$ by means of the conditions $$A_{}Z_k^k=0,KZ_k^k=kZ_k^k.$$ (55) In the canonical basis the representation operators $`D^k`$ are described by the matrices $$D_{mm^{}}^k(g)=(Z_m^k,D^kZ_m^{}^k).$$ (56) ## 4 The positive-energy subrepresentations. In order to treat the intertwining operator $`A`$, we have to find which IURs $`D^k`$ are contained in the representations (40) and (43). We have already shown that $`k\nu `$ must be integral. A direct approach to this problem is to find in the representation space a vector $`Z_k^k`$ which satisfies the conditions (55). We recall that the generators of the infinitesimal transformations are defined on an invariant dense linear subspace $`𝒟^{}`$. If we consider first a representation of the kind (40) we obtain for the generators of the infinitesimal transformations $$E=i\frac{d}{dt},$$ (57) $$D=\frac{i+\gamma }{2}it\frac{d}{dt},$$ (58) $$C=(i+\gamma )t+it^2\frac{d}{dt},$$ (59) $$K=\frac{i+\gamma }{2}t+\frac{i}{2}(1+t^2)\frac{d}{dt},$$ (60) $$A_\pm =\frac{i+\gamma }{2}(t\pm i)\frac{i}{2}(t\pm i)^2\frac{d}{dt}.$$ (61) From the conditions (55) we obtain by means of simple calculations $$\varphi (t)=\alpha (ti)^{i\gamma 1},k=\frac{1i\gamma }{2}.$$ (62) Since $`k\nu `$ must be integral, we have to put $`\gamma =0`$ and $`\nu =1/2`$. In conclusion, we have shown that the representation $`V^{\nu \gamma }`$ contains a positive-energy subrepresentation only if $`\gamma =0`$ and $`\nu =1/2`$ and this subrepresentation is $`D^{1/2}`$. The canonical basis for this representation can be obtained starting from eq. (62), which in the interesting case, after normalization, takes the form $$Z_{1/2}^{1/2}(t)=\pi ^{1/2}(1+it)^1.$$ (63) By successive applications of the raising operator $`A_+`$ we obtain $$Z_m^{1/2}(t)=\pi ^{1/2}(1it)^{m1/2}(1+it)^{m1/2}.$$ (64) Then we consider a representation of the kind (43). The generators of the infinitesimal transformations are given by $$E=i\frac{}{t},$$ (65) $$D=ii\kappa \frac{}{\kappa }it\frac{}{t},$$ (66) $$C=\sigma \kappa +2it+2it\kappa \frac{}{\kappa }+it^2\frac{}{t},$$ (67) $$K=\frac{1}{2}\sigma \kappa +it+it\kappa \frac{}{\kappa }+\frac{i}{2}(1+t^2)\frac{}{t},$$ (68) $$A_\pm =\frac{1}{2}\sigma \kappa i(t\pm i)\left(1+\kappa \frac{}{\kappa }\right)\frac{i}{2}(t\pm i)^2\frac{}{t}.$$ (69) The conditions (55) have the solution $$\varphi (\kappa ,t)=\alpha (1+it)^{2k}\kappa ^{k1}\mathrm{exp}\left(\frac{\sigma \kappa }{1+it}\right).$$ (70) We see that this function can be square integrable only if $`\sigma =1`$ and $`k>1/2`$. In conclusion, we have shown that the representation $`V^{\nu \sigma }`$ contains positive-energy subrepresentations only if $`\sigma =1`$ and the maximal positive-energy subrepresentation is $`D^1D^2\mathrm{}`$ if $`\nu =0`$ and $`D^{3/2}D^{5/2}\mathrm{}`$ if $`\nu =1/2`$. The first function $`Z_k^k`$ of the canonical basis for the representation $`D^k`$ can be obtained by normalizing eq. (70). The other functions are given by successive applications of the raising operator $`A_+`$. In this way we obtain $$Z_m^k(\kappa ,t)=\left(\frac{2(2k1)(mk)!}{\pi (m+k1)!}\right)^{1/2}$$ $$\left(\frac{1it}{1+it}\right)^m\frac{1}{1+t^2}x^{k1}L_{mk}^{(2k1)}(x)\mathrm{exp}\left(\frac{\kappa }{1+it}\right),$$ (71) where $$x=\frac{2\kappa }{1+t^2}=2\mathrm{𝐑𝐞}\left(\frac{\kappa }{1+it}\right).$$ (72) We have used the following properties of the Laguerre polynomials $$L_0^{(\alpha )}(x)=1,(n+1)L_{n+1}^{(\alpha )}(x)=x\frac{d}{dx}L_n^{(\alpha )}(x)+(n+1+\alpha x)L_n^{(\alpha )}(x).$$ (73) ## 5 The covariance systems. As we have already observed, the unitary representation $`U`$ can be decomposed into the direct sum of IURs of the kind $`D^k`$. If in every invariant subspace we introduce a canonical basis, we can describe the state vector $`\psi `$ by means of the coefficients $`\psi _{\alpha km}`$ and the representation $`U`$ takes the form $$[U(g)\psi ]_{\alpha km}=\underset{m^{}}{}D_{mm^{}}^k(g)\psi _{\alpha km^{}}.$$ (74) The intertwining operator $`A`$ transforms the vector $`\psi `$ into a positive-energy vector $`A\psi ^{}`$. The representation $`V`$ acting on $`^{}`$ can be decomposed into the direct sum of representation of the kind $`V^{\nu \gamma }`$ or $`V^{\nu \sigma }`$, which contain positive-energy subrepresentations of the kind $`D^k`$. If we introduce in the corresponding invariant subspaces the canonical bases introduced in Section 4, we can write $$A\psi =\underset{\beta km}{}\varphi _{\beta km}Z_{\beta m}^k,$$ (75) where the index $`\beta `$ labels the subspaces in which equivalent representations $`V^{\nu \gamma }`$ or $`V^{\nu \sigma }`$ operate. It follows from the Schur lemma that the matrix that represents the intertwining operator $`A`$ is diagonal in the indices $`k,m`$ and does not depend on the value of $`m`$, namely we have $$\varphi _{\beta km}=\underset{\alpha }{}A_{\beta \alpha }^k\psi _{\alpha km},$$ (76) $$A\psi =\underset{\alpha \beta km}{}A_{\beta \alpha }^k\psi _{\alpha km}Z_{\beta m}^k.$$ (77) Since $`A`$ is isometric, we have $$\underset{\beta }{}\overline{A_{\beta \alpha }^k}A_{\beta \alpha ^{}}^k=\delta _{\alpha \alpha ^{}}.$$ (78) The probability density (25) is given by $$\rho (t)=\underset{\alpha }{}\|\underset{m}{}\psi _{\alpha ,1/2,m}Z_m^{1/2}(t)\|^2+$$ $$+\underset{\nu =0,1/2}{}\underset{\beta }{}\|\underset{k=\nu +1}{\overset{\mathrm{}}{}}\underset{\alpha m}{}A_{\beta \alpha }^k\psi _{\alpha km}Z_m^k(\kappa ,t)\|^2𝑑\kappa .$$ (79) Note that there is no interference between terms with integral and half-odd values of $`k`$ and between terms with $`k=1/2`$ and other values of $`k`$. The integration over the variable $`\kappa `$ can be performed, since we have $$_0^{\mathrm{}}Z_m^k(\kappa ,t)\overline{Z_m^{}^k^{}(\kappa ,t)}𝑑\kappa =\pi ^1\left(\frac{1it}{1+it}\right)^{mm^{}}\frac{1}{1+t^2}C_{mm^{}}^{kk^{}}.$$ (80) The coefficients $`C_{mm^{}}^{kk^{}}`$ are given by an integral containing the product of two Laguerre polynomials, which can be expressed in terms of a generalized hypergeometric series : $$C_{mm^{}}^{kk^{}}=\left(\frac{(2k1)(2k^{}1)(m+k1)!}{(mk)!(m^{}k^{})!(m^{}+k^{}1)!}\right)^{1/2}(k^{}k+1)_{m^{}k^{}}\frac{(k+k^{}2)!}{(2k1)!}$$ $${}_{3}{}^{}F_{2}^{}(km,k+k^{}1,kk^{};2k,km^{};1).$$ (81) For some values of the parameters the generalized hypergeometric series can be summed and we obtain $$C_{mm}^{kk^{}}=\delta _{kk^{}},$$ (82) which ensures the orthogonality of the functions $`Z_m^k`$, and $$C_{mm^{}}^{kk}=C_{m^{}m}^{kk}=\left(\frac{(m+k1)!(m^{}k)!}{(mk)!(m^{}+k1)!}\right)^{1/2},m^{}m.$$ (83) When the representation $`U`$ is irreducible, namely $`U=D^k`$, the matrices $`A_{\beta \alpha }^k`$ disappear and we obtain the simple formula $$\rho (t)=\pi ^1\frac{1}{1+t^2}\underset{mm^{}}{}\left(\frac{1it}{1+it}\right)^{mm^{}}C_{mm^{}}^{kk}\psi _{km}\overline{\psi _{km^{}}}.$$ (84) This formula is valid also for $`k=1/2`$, when we have $`C_{mm^{}}^{1/2,1/2}=1`$. ## 6 Use of the Frobenius reciprocity theorem. The results of Section 4 can be interpreted and partially rederived by means of a generalization due to Mackey of the Frobenius reciprocity theorem. We recall that a unitary representation is called square integrable if its matrix elements are square integrable functions on the group. The square integrable IURs are contained as subrepresentations in the regular representation and they have a non-vanishing Plancherel measure. For our purposes, it is sufficient to use the following consequence of the Mackey reciprocity theorem. We assume that all the groups considered are locally compact and separable. Theorem: Let $`D`$ be a square integrable IUR of $`𝒢`$ and $`S`$ an IUR of the closed subgroup $`𝒮𝒢`$. We indicate by $`\mathrm{ind}S`$ the representation of $`𝒢`$ induced by $`S`$ and by $`D\|_𝒮`$ restriction of $`D`$ to $`𝒮`$. We assume that $`\mathrm{ind}S`$ contains $`D`$ as a subrepresentation with multiplicity $`n`$ (possibly zero or infinity) and that $`D\|_𝒮`$ contains $`S`$ as a subrepresentation with multiplicity $`n^{}`$ (possibly zero or infinity). Then, if $`D`$ is square integrable and $`n^{}>0`$, we have $`n=n^{}`$ and $`S`$ is square integrable. Symmetrically, if $`S`$ is square integrable and $`n>0`$, we have $`n^{}=n`$ and $`D`$ is square integrable. It is well-known that the IURs $`D^k`$ are square-integrable for $`k>1/2`$, but not for $`k=1/2`$. With the notation introduced in Section 2 we have $$\mathrm{ind}S^{\nu \gamma }=V^{\nu \gamma },\mathrm{ind}S^{\nu \sigma }=V^{\nu \sigma }$$ (85) and it is easy to show that the IURs $`S^{\nu \sigma }`$ are square integrable, while the IURs $`S^{\nu \gamma }`$ have not this property. We also need to consider the restriction $`D^k\|_𝒮`$. In ref. the representations $`D^k`$ are defined in a space of functions of the complex variable $`z`$ analytic in the lower half plane by means of the formula $$[D^k(g)\eta ](z)=(bz+d)^{2k2}\eta \left(\frac{az+c}{bz+d}\right),$$ (86) with a suitable definition of the norm. Its restriction to $`𝒮`$, with the notation of eq. (29) is given by $$[D^k(u,d)\eta ](z)=d^{2k2}\eta (d^2(z+u)).$$ (87) We introduce the new function $$\chi (\kappa )=\kappa ^{k1/2}_{\mathrm{}}^{\mathrm{}}\mathrm{exp}(ikz)\eta (z)𝑑z.$$ (88) Since $`\eta `$ is analytic in the lower half plane (and has a suitable behaviour at infinity), this integral vanishes for $`\kappa <0`$. The transformation property takes the form $$[D^k(u,d)\chi ](\kappa )=d^{2k}\|d\|^{12k}\mathrm{exp}(i\kappa u)\chi (d^2\kappa ).$$ (89) A comparison with eqs. (32) and (37) shows that $$D^k\|_𝒮=S^{\nu ,1},$$ (90) where $`k\nu `$ is integral. We deduce, in agreement with the results of Section 4, that $`V^{\nu ,1}`$ contains no representation of the kind $`D^k`$, while $`V^{\nu ,1}`$ contains with multiplicity one just the representations $`D^k`$ with $`k>1/2`$ and $`k\nu `$ integral. No result concerning the representations $`V^{\nu \gamma }`$ can be obtained in this way. ## 7 The free particle model and projective representations. In order to treat the model suggested in the Introduction, based on a free particle in one dimension, we note that the generators of the metaplectic representation are given by $$E=\frac{1}{2}P^2,C=\frac{1}{2}Q^2,D=\frac{1}{4}(QP+PQ),K=\frac{1}{4}(P^2+Q^2).$$ (91) These fomulas substituted into eq. (15) give eq. (18). The operator $`K`$ is half the hamiltonian of an armonic oscillator with $`\omega =m=\mathrm{}=1`$ and its eigenvalues are $`1/4,3/4,5/4,\mathrm{}`$. It follows that the metaplectic representation is reducible and is given by $`D^{1/4}D^{3/4}`$. Since this is a projective representation of $`𝒢=SL(2,R)`$ and a representation of its two-fold covering $`Mp(2)`$ or, more in general, of its universal covering $`\stackrel{~}{𝒢}`$, we have to adapt the methods introduced in the preceding Sections. We indicate by $`\stackrel{~}{𝒮}`$ the inverse image of $`𝒮`$ under the covering mapping $`\stackrel{~}{𝒢}𝒢`$ and we see that $`\widehat{}=\stackrel{~}{𝒢}/\stackrel{~}{𝒮}`$. The connected component of the identity $`\stackrel{~}{𝒮}_0`$ is isomorphic to $`𝒮_0`$, which is simply connected; we identify these two groups and we indicate their elements with the symbol $`(u,d)`$ ($`d>0`$) defined by eq. (29). It follows that $`\stackrel{~}{𝒮}`$ is the product of $`\stackrel{~}{𝒮}_0`$ and the center $`\stackrel{~}{𝒵}`$ of $`\stackrel{~}{𝒢}`$, which is composed of the elements of the form $`z_n=\mathrm{exp}(\pi n(e+c))`$, where $`n`$ is an integer and $`\mathrm{exp}`$ is the exponential mapping of $`\stackrel{~}{𝒢}`$ (which is not a group of matrices). The IURs of $`\stackrel{~}{𝒮}`$ have the form $$S((u,d)z_n)=S_0(u,d)\mathrm{exp}(2i\pi n\nu ),0\nu <1.$$ (92) and, as in Section 2, we define the corresponding induced representations $`V^{\nu ,\gamma }`$ and $`V^{\nu ,\sigma }`$ by means of eq. (27). It follows that $$\mathrm{exp}(2i\pi nK)=V(z_n)=\mathrm{exp}(2i\pi n\nu )$$ (93) and we find also in this general case that $`K\nu `$ has integral eigenvalues. The generators of the infinitesimal transformations are represented by the same differential operators found in Section 4, though they are defined in different linear subspaces $`𝒟`$. From the conditions (55) we obtain again the solutions (62) and (70). The first is acceptable only if $`\gamma =0`$ and $`\nu =1/2`$ and the second is square integrable only if $`\sigma =1`$ and $`k>1/2`$. It follows that $`V^{\nu ,1}`$ contains the positive-energy IURs $`D^k`$ with $`k=\nu ,\nu +1,\mathrm{}`$ if $`1/2<\nu <1`$ and $`k=\nu +1,\nu +2,\mathrm{}`$ if $`0\nu 1/2`$. We see that $`D^{3/4}`$ is contained in $`V^{1,3/4}`$, but $`D^{1/4}`$ is not contained in any of the induced representations. It follows that a normalized POVM can be found only for free particle states which belong to the space of the representation $`D^{3/4}`$, which is spanned by the odd eigenstates of the harmonic oscillator hamiltonian $`K`$. In other words, we have to require that the wave function $`\psi (q)`$ of the particle has odd parity and therefore it vanishes for $`q=0`$. A possible physical interpretation is to assume that there is an infinite potential barrier at $`q=0`$ and $`t`$ is the time at which the particle is reflected by the barrier. We introduce in $``$ a canonical basis composed of eigenfunctions of the operator $`K`$ and we indicate by $`\psi _m`$ (m = 3/4, 7/4,…) the coefficients of the corresponding expansion of $`\psi `$. By reasoning as in Section 5 we obtain eq. (84) with $`k=3/4`$ and the covariant POVM is uniquely determined. The wave function of the particle is given by $$\psi (q)=\pi ^{1/4}\mathrm{exp}\left(\frac{q^2}{2}\right)\underset{m}{}\psi _m(2^nn!)^{1/2}H_n(q),$$ $$n=2m1/2=1,3,\mathrm{}.$$ (94) If we require only the covariance with respect to the time translations, the POVM is not unique any more. In refs. a very natural choice of the POVM has been suggested, which, for wave functions with a given parity, leads to the following probability density: $$\rho (t)=\pi ^1\left\|_0^{\mathrm{}}\mathrm{exp}\left(\frac{i}{2}tp^2\right)\stackrel{~}{\psi }(p)p^{1/2}𝑑p\right\|^2.$$ (95) If only the amplitude with $`m=k=3/4`$ is present, we obtain $$\rho (t)=\left(\frac{2}{\pi }\right)^{3/2}\left(\mathrm{\Gamma }\left(\frac{5}{4}\right)\right)^2\left(\frac{1}{1+t^2}\right)^{5/4},$$ (96) while eq. (84) gives $$\rho (t)=\pi ^1\frac{1}{1+t^2}.$$ (97) We see that the POVM described by eq. (95) does not coincide with the one defined by eq. (95) and therefore it cannot be covariant with respect to the linear canonical transformations.
warning/0001/astro-ph0001025.html	ar5iv	text	# Resonant capture, counter-rotating disks, and polar rings ## 1 Introduction This paper is motivated by the remarkable discovery \[Rubin, Graham & Kenney 1992\] that the otherwise normal E7/S0 galaxy NGC 4550 contains two stellar disks rotating in opposite directions. The two disks are similar in total luminosity and scale length and approximately coplanar \[Rix et al. 1992\]; one is accompanied by an extended gas disk. A second case of a counter-rotating disk is the Sab galaxy NGC 7217, in which 20-30% of the disk stars are on retrograde orbits, independent of radius \[Merrifield & Kuijken 1994\]. Counter-rotating disks are rare: Kuijken, Fisher & Merrifield (1996) examined 28 S0 galaxies and found no counter-rotating components containing more than $`5\%`$ of the total disk light. In contrast, roughly 20% of the gas disks in S0 galaxies counter-rotate \[Bertola, Buson & Zeilinger 1992\]; however, these gas disks are generally much smaller than the accompanying stellar disks, so even if they form stars (as in NGC 3593, Bertola et al. 1996) they are unlikely to produce two stellar disks of similar size as in NGC 4550 or NGC 7217. Several formation mechanisms for counter-rotating disks have been discussed. (i) A merger could add material on retrograde orbits to a pre-existing stellar disk, but mergers are likely to overheat the original disk even in favourable cases where the merging galaxy is gas-rich or its orbit lies in the original disk plane \[Thakar & Ryden 1998\]. (ii) Hierarchical models of galaxy formation predict that the mean angular momentum of infalling gas varies substantially during the lifetime of a galaxy, so that early infall could produce a gas disk that later forms stars, while late infall subsequently brings in retrograde gas that forms stars in turn. This proposal does not explain why the scale lengths of counter-rotating disks are similar \[Thakar & Ryden 1998\], or why NGC 4550 satisfies the normal Tully-Fisher relation \[Rix et al. 1992\]. (iii) Evans & Collett (1994) point out that box orbits in a triaxial potential can evolve into loop orbits if the potential slowly becomes more axisymmetric (an effect expected from late infall; Dubinski 1994). After this process stars will occupy both direct and retrograde loops—in precisely equal numbers if the triaxial potential is non-rotating—thereby naturally creating counter-rotating disks<sup>1</sup><sup>1</sup>1The dynamical stability of counter-rotating disks is discussed by Sellwood & Merritt (1994).. Polar-ring galaxies are early-type (usually S0) galaxies containing an outer ring of gas, dust and stars on orbits that are approximately circular and nearly perpendicular to the symmetry plane of the galaxy. At least 0.5% of S0 galaxies have polar rings, although this is probably an underestimate because of orientation-dependent selection effects \[Whitmore et al. 1990\]. The catalog by Whitmore et al. lists only six kinematically confirmed polar-ring galaxies but many more candidates without kinematic data. Like counter-rotating disks, polar rings are usually assumed to form from the merger of a companion galaxy or late gas infall (e.g. Katz & Rix 1992, Bekki 1998); if the gravitational potential of the primary galaxy is triaxial then there is a range of initial conditions from which dissipative material will settle into a polar orbit perpendicular to the long axis \[Steiman-Cameron & Durisen 1984, Thomas, Vine & Pearce 1994\]. In this paper we describe a novel way to form counter-rotating disks and/or polar rings. The inclinations of disk-star orbits can be excited by resonant coupling to a triaxial halo potential. The location of the relevant resonances is determined by the vertical and azimuthal frequencies, $`\mathrm{\Omega }_2`$ and $`\mathrm{\Omega }_3`$ (see §2), and the pattern speed of the halo, $`\mathrm{\Omega }_p`$. In particular, Binney (1978, 1981) has stressed the importance of the resonance at $$\mathrm{\Omega }_3\mathrm{\Omega }_2=\mathrm{\Omega }_p,$$ (1) which we call the Binney resonance. The Binney resonance occurs when the pattern speed matches the rate of precession of the angular momentum vector or node, $`\dot{\omega }=\mathrm{\Omega }_3\mathrm{\Omega }_2`$. For low-inclination orbits in oblate potentials, $`\mathrm{\Omega }_2>\mathrm{\Omega }_3`$, so the Binney resonance occurs for retrograde pattern speed. We suppose that the disk is embedded in a triaxial halo that initially rotates with a retrograde pattern speed $`\mathrm{\Omega }_{pi}<0`$. The pattern speed is expected to change slowly as the halo acquires dark matter by infall; we assume that the pattern speed increases, reaching a final value $`\mathrm{\Omega }_{pf}0`$. If $`\mathrm{\Omega }_p`$ changes sufficiently slowly, stars with small initial inclinations $`i_0`$ are trapped in the Binney resonance as $`\mathrm{\Omega }_p`$ sweeps past $`\mathrm{\Omega }_3\mathrm{\Omega }_2`$. As $`\mathrm{\Omega }_p`$ increases further, the orbits of the trapped stars are levitated \[Sridhar & Touma 1996\] to higher inclination while remaining nearly circular, becoming polar orbits as $`\mathrm{\Omega }_p`$ crosses zero. Thus if $`\|\mathrm{\Omega }_p\|`$ gradually decays to zero, an outer polar ring is formed from disk stars with $`\mathrm{\Omega }_2\mathrm{\Omega }_3<\|\mathrm{\Omega }_{pi}\|`$. If $`\mathrm{\Omega }_p`$ crosses zero to positive values, the trapped stars evolve onto retrograde orbits, until they are eventually released from the Binney resonance when $`\mathrm{\Omega }_p`$ sweeps through $`\mathrm{\Omega }_2+\mathrm{\Omega }_3>0`$. The inclinations after release are near $`\pi i_0`$, so the flipped stars form a counter-rotating disk with the same thickness as the initial disk. A close cousin of this process was already discussed by Heisler, Merritt & Schwarzschild (1982; see also van Albada, Kotanyi & Schwarzschild 1982). They recognized that a sequence of “anomalous” inclined orbits bifurcated from the closed short-axis loop orbits at the Binney resonance in a rotating triaxial potential, and speculated that gas might evolve onto the anomalous orbits as a result of dissipation. However, they focused on a sequence of orbits of decreasing energy at fixed pattern speed, which terminates in a short-axis orbit that cannot be occupied by collisional material. In contrast, we examine the behavior of dissipationless material in a system with time-varying pattern speed. Our mechanism is also related to the levitation process discussed by Sridhar & Touma (1996), who focus on a different resonance as a means of forming a thick disk. In §2 we describe the classification of resonances in nearly axisymmetric potentials and justify our focus on the Binney resonance. In §3 we investigate capture and release of stars at the Binney resonance using a simplified dynamical model. §4 describes the results of numerical integrations, and §5 contains a discussion. ## 2 Resonance classification To determine the most promising sites for resonant capture, we first consider integrable motion in an axisymmetric potential. We define action-angle variables $`(𝐈,𝐰)`$, such that $`H_0=H_0(𝐈)`$ is the axisymmetric Hamiltonian and the trajectory of a particle is given by $$𝐈=\text{const},𝐰=\text{const}+𝛀t,$$ (2) where $$𝛀(𝐈)=\frac{H_0}{𝐈}.$$ (3) The actions in a spherical potential can be chosen as follows: $`I_1`$ is the radial action, which is zero for circular orbits; $`I_2`$ is the vertical or latitudinal action, which is zero for prograde equatorial orbits and in general is equal to $`JJ_z`$, where $`J`$ is the total angular momentum and $`J_z`$ its $`z`$-component; $`I_3`$ is the azimuthal action, which is equal to $`J_z`$. Note that $`I_10`$, $`I_20`$, $`I_3\frac{1}{2}I_2`$. The geometrical interpretation of these actions remains similar for integrable axisymmetric Hamiltonians \[de Zeeuw 1985\]; in particular, $`I_3`$ is still equal to $`J_z`$, prograde equatorial orbits still have $`I_2=0`$, and the analogs of circular orbits ($`I_1=0`$) are shell orbits, which occupy a two-dimensional axisymmetric surface of zero thickness. Now we add a weak, non-axisymmetric perturbing potential of the form $$U_1(𝐫,t)=A(r,\theta )\mathrm{cos}\{m[\varphi \varphi _p(t)]\},$$ (4) where $`m0`$ is a positive integer and $`\dot{\varphi }_p\mathrm{\Omega }_p`$ is the pattern speed. In action-angle variables this potential can be written as (e.g. Tremaine & Weinberg 1984) $$U_1(𝐈,𝐰,t)=\underset{𝐤}{}A_𝐤(𝐈)\mathrm{cos}[𝐤𝐰m\varphi _p(t)]$$ (5) where $`𝐤`$ is an integer triple, with $`k_3=m`$. Terms in the perturbing potential (5) with $`k_3=0`$ conserve the azimuthal action $`I_3=J_z`$; terms with $`k_1=0`$ conserve the radial action $`I_1`$; and terms with $`k_2=0`$ conserve the vertical action $`I_2=JJ_z`$. When $`I_1=0`$ the radial angle $`w_1`$ is undefined, so $`A_𝐤(I_1=0)`$ must vanish for $`k_10`$; more generally $`A_𝐤I_1^{\|k_1\|/2}`$ as $`I_10`$. Similarly $`A_𝐤I_2^{\|k_2\|/2}`$ as $`I_20`$ (in celestial mechanics these constraints are called the d’Alembert characteristic). We shall assume that the perturbing potential is symmetric around the equatorial plane, which requires that $`A_𝐤=0`$ unless $`k_2`$ is even. We are interested in the resonant excitation of inclination in low-inclination, near-circular disk orbits. Resonance occurs when the rate of change of the resonant angle $`𝐤𝐰m\varphi _p(t)`$ is zero, yielding the resonance condition $$𝐤𝛀=m\mathrm{\Omega }_p.$$ (6) Since $`A_𝐤0`$ as $`I_10`$ when $`k_10`$, the strongest inclination excitation for near-circular orbits comes from terms with $`k_1=0`$. We shall also focus on terms with $`k_3=m=2`$, since barlike and triaxial perturbations are the strongest non-axisymmetric features in galaxies. Since $`A_𝐤I_2^{\|k_2\|/2}`$, near-equatorial orbits are most strongly affected by terms with $`k_2=0,\pm 2`$ (recall that $`k_2`$ must be even); however, resonances with $`k_2=0`$ cannot excite inclination (for these resonances $`w_2`$ is ignorable, so the vertical action $`I_2`$ is conserved), so we restrict our attention to $`k_2=\pm 2`$. For the triples $`𝐤=(0,\pm 2,2)`$ the resonance condition (6) is $$\pm \mathrm{\Omega }_2+\mathrm{\Omega }_3=\mathrm{\Omega }_p.$$ (7) In potentials that are not highly flattened, the vertical and azimuthal frequencies are similar, $`\mathrm{\Omega }_2\mathrm{\Omega }_3`$. If the pattern speed is slow, $`\|\mathrm{\Omega }_p\|<\mathrm{\Omega }_{2,3}`$ (as would be expected for the perturbation from a triaxial halo) resonance is therefore more likely to occur for $`k_2=2`$ than for $`k_2=2`$. Thus we are led naturally to the Binney resonance $`𝐤=(0,2,2)`$ (eq. 1). At the Binney resonance $`I_1`$ is adiabatically invariant because the perturbations with $`k_10`$ are rapidly varying. Moreover $`w_2`$ and $`w_3`$ appear in the potential only in the combination $`2(w_3w_2)`$, so $`I_2+I_3`$ is conserved. In nearly spherical potentials $`I_2+I_3J`$, so the total angular momentum is approximately conserved. In other words the resonance affects only the inclination of the orbit, and not its total angular momentum or eccentricity. In effect, the evolution of a circular orbit near the Binney resonance is that of a rigid spinning hoop with the same radius and angular momentum, an analogy that we shall pursue in the next section. ## 3 A simplified model for resonance capture We consider motion in a rotating, triaxial potential of the form $$U(𝐫,t)=\mathrm{\Phi }\left(\stackrel{~}{x}^2+\frac{\stackrel{~}{y}^2}{p^2}+\frac{z^2}{q^2}\right);$$ (8) here the rotating coordinates $`(\stackrel{~}{x},\stackrel{~}{y})`$ are related to the inertial coordinates $`(x,y)`$ by $$x+iy=(\stackrel{~}{x}+i\stackrel{~}{y})\mathrm{exp}(i\varphi _p),\frac{d\varphi _p}{dt}=\mathrm{\Omega }_p(t),$$ (9) where $`\mathrm{\Omega }_p`$ is the pattern speed. We assume that the $`x`$-axis is the long axis, so $`0<p,q1`$, and that the symmetry plane of the disk is the $`x`$-$`y`$ plane. Since loop orbits around the intermediate axis are unstable, the $`z`$-axis must be the short axis, so $`q<p`$. Thus $$0<q<p1.$$ (10) We assume that the axis ratios are not too far from unity—typically we choose $`q=0.8`$, $`p=0.9`$—so we can expand the potential as $$U(𝐫,t)=\mathrm{\Phi }(r^2)+\frac{V^2}{2r^2}\left[(p^21)\stackrel{~}{y}^2+(q^21)z^2\right];$$ (11) here we have replaced $`d\mathrm{\Phi }/dr^2`$ by $`\frac{1}{2}V^2/r^2`$ where $`V(r)`$ is the circular speed at radius $`r`$. For simplicity we assume that the time variation of the pattern speed is given by $$\mathrm{\Omega }_p(t)=\dot{\mathrm{\Omega }}_pt,$$ (12) where $`\dot{\mathrm{\Omega }}_p`$ is a constant. Since we are interested in nearly circular orbits, we replace the particle by a circular hoop of radius $`r`$; the angular momentum of the hoop is a constant $`J`$ and its orientation is specified by the canonical momentum-coordinate pair $`(J_z,\omega )`$, where $`J_z=J\mathrm{cos}i`$ is the $`z`$-component of the angular momentum, $`i`$ is the inclination, and $`\omega `$ is the longitude of the ascending node. The Hamiltonian of the hoop is $`H(J_z,\omega ,t)=U(𝐫,t)`$, where $``$ denotes an average over the hoop. Neglecting unimportant constants we have $`H(J_z,\omega ,t)`$ $`=`$ $`{\displaystyle \frac{V^2}{4}}\left\{(p^21)[\mathrm{sin}^2(\omega \varphi _p)+\mathrm{cos}^2i\mathrm{cos}^2(\omega \varphi _p)]+(q^21)\mathrm{sin}^2i\right\}`$ (13) $`=`$ $`{\displaystyle \frac{V^2}{8}}\left[(2q^2p^21){\displaystyle \frac{J_z^2}{J^2}}+(p^21)\left(1{\displaystyle \frac{J_z^2}{J^2}}\right)\mathrm{cos}2(\omega \varphi _p)\right].`$ Throughout this analysis we can consider $`V`$ to be constant, since the radius of the hoop is fixed. We now convert to new canonical variables $`(W,w)=(J_z/J,\omega \varphi _p)`$ and a dimensionless time $`s=t/(J\beta )`$, where $`\beta `$ is a constant to be chosen below. Using equation (12) for the time-dependence of the pattern speed, the new Hamiltonian is found to be $`H(W,w,s)`$ $`=`$ $`{\displaystyle \frac{\beta V^2}{8}}(2q^2p^21)W^2`$ (14) $`{\displaystyle \frac{\beta V^2}{8}}(p^21)(1W^2)\mathrm{cos}2w(\beta ^2J^2\dot{\mathrm{\Omega }}_p)Ws.`$ We choose the timescale parameter $`\beta `$ so that the coefficient of $`W^2`$ is $`\frac{1}{2}`$; thus $$H(W,w,s)=\frac{1}{2}W^2\alpha (1W^2)\mathrm{cos}2w\gamma Ws,$$ (15) where $`\alpha `$ $`=`$ $`{\displaystyle \frac{p^21}{2(2q^2p^21)}},`$ $`\beta `$ $`=`$ $`{\displaystyle \frac{4}{V^2(2q^2p^21)}},`$ $`\gamma `$ $`=`$ $`{\displaystyle \frac{16r^2\dot{\mathrm{\Omega }}_p}{V^2(2q^2p^21)^2}};`$ (16) here we have replaced $`J`$ by $`rV`$, its value when $`p`$ and $`q`$ are near unity. The constraints (10) imply that $$0<\alpha <\frac{1}{2},\beta >0,$$ (17) and $`\text{sgn}(\gamma )=\text{sgn}(\dot{\mathrm{\Omega }}_p)`$; for the axis ratios $`q=0.8`$, $`p=0.9`$, we have $`\alpha =0.1317`$. The Hamiltonian (15) depends on two parameters: $`\alpha `$, which determines the strength of the non-axisymmetric potential, and $`\gamma `$, which determines the speed of the resonance passage. In the limit where the potential is nearly spherical, $`1p,1q=\text{O}(ϵ)1`$, we have $`\alpha =\text{O}(1)`$, $`\beta =\text{O}(ϵ^1)`$, $`\gamma =\text{O}(\dot{\mathrm{\Omega }}_pϵ^2)`$. The phase space is a sphere of unit radius with a simple physical interpretation: the angular-momentum vector J has azimuth $`w+\varphi _p\frac{1}{2}\pi `$ and colatitude $`i=\mathrm{cos}^1W`$. We are interested in the case where the pattern speed changes slowly, $`\|\dot{\mathrm{\Omega }}_p\|ϵ^2`$ or $`\|\gamma \|1`$. In this case, over short times the trajectory closely follows a level curve of the Hamiltonian for fixed $`s`$, $`H(W,w,s)=h(s)`$ (the “guiding trajectory”). The nature of the guiding trajectories depends on the topology of the level surfaces of $`H`$. In describing this topology we restrict ourselves to $`0<\alpha <\frac{1}{2}`$, as required by equation (17); we may then distinguish the following stages (Figure 1): $`\gamma s<2\alpha 1`$: There are stable equilibrium points at $`W=1`$ (north pole) and $`W=1`$ (south pole); the angle $`w`$ circulates for all orbits. $`2\alpha 1<\gamma s<2\alpha 1`$: There is a stable equilibrium point at the south pole, and an unstable equilibrium or saddle point at the north pole. There are also stable equilibria at $`w=\pm \frac{1}{2}\pi `$, $`W=\gamma s/(1+2\alpha )`$. The separatrix orbit passing through the north pole has energy $`h_{\mathrm{sep}}=\frac{1}{2}\gamma s`$, and divides circulating orbits with $`h<h_{\mathrm{sep}}`$ from librating orbits with $`h>h_{\mathrm{sep}}`$. $`2\alpha 1<\gamma s<2\alpha +1`$: There are stable equilibrium points at both poles, as well as stable equilibria at $`w=\pm \frac{1}{2}\pi `$, $`W=\gamma s/(1+2\alpha )`$. In addition there are unstable equilibria at $`w=\{0,\pi \}`$, $`W=\gamma s/(12\alpha )`$. The separatrix orbit passing through the unstable equilibria has energy $`h_{\mathrm{sep}}=\frac{1}{2}(\gamma s)^2/(12\alpha )\alpha `$, and divides circulating orbits with $`h<h_{\mathrm{sep}}`$ from librating orbits with $`h>h_{\mathrm{sep}}`$. $`2\alpha +1<\gamma s<2\alpha +1`$: This is identical to stage (b) after the transformation $`\gamma s\gamma s`$, $`WW`$. There are stable and unstable equilibria at the north and south poles respectively, and stable equilibria at $`w=\pm \frac{1}{2}\pi `$, $`W=\gamma s/(1+2\alpha )`$. $`2\alpha +1<\gamma s`$: This is identical to stage (a) after the transformation $`\gamma s\gamma s`$, $`WW`$: there are stable equilibria at $`W=\pm 1`$ and $`w`$ circulates for all orbits. Adiabatic invariance ensures that over long times the guiding trajectory evolves so as to preserve the action, which is $`(2\pi )^1`$ times the area on the phase-space sphere enclosed by the guiding trajectory (e.g Peale 1976, Henrard 1982, Borderies & Goldreich 1984, Engels & Henrard 1994). Let us follow the evolution of the orbit for the case $`\gamma >0`$, corresponding to a pattern speed that is initially negative (retrograde) but increasing. At large negative time, $`\gamma s1`$, the Hamiltonian (15) is dominated by the term $`\gamma Ws`$ and the guiding trajectory is $`W=W_0=`$constant, where $`W_0=\mathrm{cos}i_0`$ and $`i_0`$ is the initial inclination. The initial action is $`(2\pi )^1`$ times the area of the north polar cap on the phase-space sphere that is enclosed by the initial trajectory, and is equal to $`1W_0`$. As the time $`s`$ increases, the topology of the Hamiltonian eventually changes from stage (a) to stage (b). In the initial phases of stage (b), the guiding trajectory continues to circulate, despite the growing libration zones defined by the separatrix orbit through the north pole. Eventually the area occupied by the libration zones grows to $`2\pi (1W_0)`$, so the action can no longer be conserved if the orbit continues to circulate. At this point the guiding trajectory crosses the separatrix and is captured into one of the two libration zones. The area occupied by the libration zones in stage (b) can be evaluated analytically, $$A(\gamma s)=\frac{4\gamma s}{(14\alpha ^2)^{1/2}}\mathrm{cos}^1\frac{1+\gamma s4\alpha ^2}{2\alpha \gamma s}+4\mathrm{cos}^1\frac{1\gamma s}{2\alpha },2\alpha 1\gamma s2\alpha 1.$$ (18) As the time $`s`$ increases, $`A(\gamma s)`$ increases from zero at the onset of stage (b) to $`A_{\mathrm{max}}`$ at the onset of stage (c), where $$A_{\mathrm{max}}=A(2\alpha 1)=4\pi \left[1\left(\frac{12\alpha }{1+2\alpha }\right)^{1/2}\right].$$ (19) Capture into libration occurs when $`A=2\pi (1W_0)`$ and is certain if $`A_{\mathrm{max}}>2\pi (1W_0)`$; in other words capture is certain if $$\mathrm{cos}i_0>2\left(\frac{12\alpha }{1+2\alpha }\right)^{1/2}1.$$ (20) For our nominal value $`\alpha =0.1317`$, capture is certain if the initial inclination $`i_0<58.2^{}`$. For larger inclinations, capture is probabilistic because the guiding trajectory crosses the separatrix orbit during stage (c), where transition to either libration or circulation can occur. In this case the capture probability can be computed using methods described by Henrard (1982). The captured orbits remain librating through stage (c) and in the initial phases of stage (d). Eventually they re-cross the separatrix into circulation; by symmetry their final inclination is just $`i_f=\pi i_0`$. In other words, a disk of stars in direct rotation is flipped into a disk with the same radial profile and thickness but in retrograde rotation. This mechanism operates if (i) The initial pattern speed $`\mathrm{\Omega }_{pi}`$ corresponds to stage (a) and the final pattern speed $`\mathrm{\Omega }_{pf}`$ to stage (e); this requires $$\mathrm{\Omega }_{pi}<\frac{V}{2r}(q^21),\mathrm{\Omega }_{pf}>\frac{V}{2r}(q^21).$$ (21) This condition can be restated in terms of $`\dot{\omega }=\mathrm{\Omega }_3\mathrm{\Omega }_2`$, the nodal precession rate for low-inclination orbits, as $`\mathrm{\Omega }_{pi}<\dot{\omega }`$, $`\mathrm{\Omega }_{pf}>\dot{\omega }`$. (ii) The pattern speed changes slowly enough that the action is adiabatically invariant except near the separatrix. (iii) The initial inclination of the disk stars is sufficiently small (eq. 20). Another interesting outcome occurs if the pattern speed is initially retrograde and slowly decays to zero. In this case the stars will be trapped in polar orbits (stage (c) with $`s=0`$); the trapping process populates the two separatrices equally, so the resulting polar ring will itself form a counter-rotating disk, perpendicular to the long axis of the triaxial potential. ## 4 Numerical results We have followed the evolution of test-particle orbits in a rotating triaxial potential of the form $$U(𝐫,t)=\frac{1}{2}V^2\mathrm{log}\left(\stackrel{~}{x}^2+\frac{\stackrel{~}{y}^2}{p^2}+\frac{z^2}{q^2}\right),$$ (22) where $`V`$ is a constant and $`\stackrel{~}{x}`$ and $`\stackrel{~}{y}`$ are defined by equation (9). We take axis ratios $`q=0.8`$, $`p=0.9`$ and set $`V=1`$. The particle is initially on a circular orbit with radius $`r=1`$. The pattern speed is assumed to vary as $$\mathrm{\Omega }_p(t)=\mathrm{\Omega }_{pi}+(\mathrm{\Omega }_{pi}\mathrm{\Omega }_{pf})\left(e^{t/\tau }1\right),$$ (23) and the orbits are followed from $`t=0`$ to $`t=4\tau `$. With these parameters the star can undergo resonant capture and release if (eq. 21) $$\mathrm{\Omega }_{pi}<0.281,\mathrm{\Omega }_{pf}>0.281.$$ (24) To illustrate resonant capture and release in the adiabatic limit, we have numerically integrated the orbits of $`200`$ test particles with random orbital phases and nodes, varying the pattern speed according to the parameters $`\mathrm{\Omega }_{pi}=0.4`$, $`\mathrm{\Omega }_{pf}=+0.4`$, $`\tau =5000`$. The results are shown in Figure 2: stars with initial inclination $`i_050^{}`$ are flipped to inclination $`180^{}i_0`$, while for $`i_050`$$`60^{}`$ the final inclination exhibits a wide spread. These results are consistent with the conclusion from §3 that resonant capture was certain for these parameters if $`i_0<58.2^{}`$. Figure 3 shows that the fractional changes in total angular momentum and energy of the flipped particles are $`0.1`$, confirming that capture in the Binney resonance changes only the inclination of the particle orbits, not their size or shape. To investigate the validity of the adiabatic approximation, we have integrated 200 test particles with $`\tau `$ varying from 100 to 2000, and initial inclinations distributed as $`n(i_0)di_0i_0di_0\mathrm{exp}(\frac{1}{2}i_0^2/\sigma ^2)`$, with $`\sigma =5^{}`$. The distribution of final inclinations shown in Figure 4 shows that most stars are captured when $`\tau 300`$; in physical units this corresponds to $`\tau 7.5\mathrm{Gyr}(r/5\mathrm{kpc})(200\mathrm{km}\mathrm{s}^1/V)`$. We have also investigated the case where the pattern speed is initially retrograde and slowly decays to zero. Figure 5 shows the distribution of final inclinations as a function of the timescale $`\tau `$, for $`\mathrm{\Omega }_{pi}=0.4`$, $`\mathrm{\Omega }_{pf}=0`$. The initial inclination range was $`i_0=0`$$`10^{}`$. For $`\tau 100`$ most of the particles are trapped in orbits with inclination near $`90^{}`$, thus forming a polar ring. The angular-momentum vectors are aligned with the long axis of the potential, with equal numbers of stars having $`J_x>0`$ and $`J_x<0`$. Thus the polar ring is itself a counter-rotating disk. Finally, we have examined whether resonance capture can occur in disk galaxies, by integrating test-particle orbits in a non-axisymmetric Miyamoto-Nagai potential $$\mathrm{\Phi }(R,z)=\frac{GM}{\left(\stackrel{~}{x}^2+\stackrel{~}{y}^2/p^2+(a+(b^2+z^2)^{1/2})^2\right)^{1/2}},$$ (25) where $`\stackrel{~}{x}`$ and $`\stackrel{~}{y}`$ are defined in equation (9) and $`a=0.5`$, $`b=0.1`$. The particles are initially in circular orbits of unit radius, and the pattern speed varies according to (23) with $`\mathrm{\Omega }_{pi}=2`$, $`\mathrm{\Omega }_{pf}=2`$. We find that for initial inclination $`i_06^{}`$, most particles are captured and flipped into retrograde orbits with inclination $`180^{}i_0`$. The maximum inclination of the flipped orbits depends on the parameter $`b`$, which controls the thickness of the disk mass distribution; for $`b=0.2`$ most particles are flipped if $`i_015`$$`20^{}`$. ## 5 Discussion In rotating triaxial potentials with time-varying pattern speed, stars on short-axis loop orbits can be captured at the Binney resonance, where the pattern speed matches the precession rate $`\dot{\omega }`$ of the angular momentum vector. As the pattern speed continues to change, captured stars will be carried to high inclinations without large changes in energy or total angular momentum. Binney’s (1981) original discussion focused on the linear response of stars close to the resonance when the pattern speed was fixed. In contrast, by exploiting the theory of slow (adiabatic) resonant capture \[Peale 1976, Henrard 1982, Borderies & Goldreich 1984, Engels & Henrard 1994\], we can follow the nonlinear orbital evolution so long as the variation in pattern speed is slow enough. It is striking that slow resonant capture and subsequent inclination growth is certain for stars with inclination $`i0`$, no matter how weak the triaxial potential may be, even though $`i=0`$ is a formal solution of the equations of motion for the model Hamiltonian (13) for all time. The resolution of this apparent paradox is that (i) a Mathieu-type linear inclination instability is always present when the star is sufficiently close to resonance (Binney 1981); (ii) as the strength of the non-axisymmetry approaches zero, the drift rate of the pattern speed must also approach zero in order that the adiabatic approximation is valid. If the final pattern speed of the triaxial potential is near zero, stars captured into the Binney resonance will form a polar ring of long-axis loop orbits. This model explains naturally why polar rings do not extend to the center of the galaxy: only stars whose initial precession rate $`\|\dot{\omega }\|`$ is less than the initial pattern speed $`\|\mathrm{\Omega }_{pi}\|`$ can be captured. The stellar component of polar rings formed by this mechanism should exhibit two equal, counter-rotating star stream, a testable prediction. If the final pattern speed is positive and larger than the precession rate of the angular momentum vector, $`\mathrm{\Omega }_{pf}>\|\dot{\omega }\|`$, stars captured into the resonance with initial inclination $`i_0`$ will be flipped onto retrograde orbits and then released with final inclination $`\pi i_0`$. In disk potentials only the low-inclination fraction of the disk orbits are captured and flipped (Fig. 6), so both the direct and retrograde disk can be composed of pre-existing stars. For mildly triaxial potentials, capture is certain for orbits with small or moderate inclinations; in this case we must rely on subsequent star formation to re-form the parent disk. This model explains naturally why the two components of the counter-rotating disks in NGC 4550 and NGC 7217 have similar scale lengths. It does not explain why the two components in NGC 4550 have similar luminosity but then the two components in NGC 7217 do not, and in any case there are strong selection effects that favor the discovery of counter-rotating disks with similar luminosity. A concern with this model is whether the required timescale for variation of the pattern speed is unrealistically slow. The time unit in our simulations is $`2.4\times 10^7\mathrm{yr}(r/5\mathrm{kpc})(200\mathrm{km}\mathrm{s}^1/V)`$, so timescales $`\tau 400`$ may exceed $`10^{10}\mathrm{yr}`$, the natural timescale for variations in halo pattern speed. This should be compared with $`\tau 300`$ required to flip orbits in the triaxial potential (Fig. 4) and $`\tau 1000`$ to flip orbits in the Miyamoto-Nagai disk (Fig. 6). On the other hand we have used over-simplified model potentials and have not explored parameter space systematically. Another issue is whether gravitational noise due to molecular clouds or spiral arms degrades the effectiveness of resonant capture, although this is not a problem for the majority of polar rings that are found in S0 galaxies. An unresolved question is whether significant quantities of gas can be captured into the Binney resonance. The orbits of particles in the two libration zones around $`w=\pm \frac{1}{2}\pi `$ intersect, so gas clouds in the two zones will collide at high speed, leading to rapid energy dissipation. There are thus two possibilities: either no gas is captured, or all of the gas is captured into one of the libration zones, leaving the other vacant. Numerical simulations are the best way to determine which of these two outcomes is more realistic<sup>2</sup><sup>2</sup>2Numerical simulations of polar rings \[Habe & Ikeuchi 1985, Varnas 1990, Quinn 1991, Katz & Rix 1992, Christodoulou et al. 1992, Bekki 1998\] show that gas rings on the long-axis loop orbits in triaxial potentials can be stable in the presence of dissipation, even though the libration zone surrounds a local maximum of the averaged Hamiltonian (13).. This research was supported in part by NSF Grant AST-9900316 and NASA Grant NAG5-7066.
warning/0001/hep-th0001022.html	ar5iv	text	# 1 Introduction ## 1 Introduction It has been shown , , that in some models solutions can be obtained by considering the first order differential equations, which are called Bogomol’nyi equations, instead of more complicated Euler-Lagrange equations. The traditional method of obtaining such equations is based on rewriting an expression for the energy of a field configuration, in such a way, that there is a lower bound on it, which has topological nature. Field configurations which saturate this bound satisfy Euler-Lagrange equations as well as Bogomol’nyi equations. Another way to obtain such equations has also been pointed out , . This method is connected with a N=2 supersymmetric extension of an investigated model, and Bogomol’nyi equations arise naturally during detailed analysis of the algebra of supercharges. It has been shown that in this case the energy of field configuration is bounded below by the central charge of the supersymmetric algebra. This method is more powerful than the previous one. As a result of this approach, we know that a Bogomol’nyi bound on the energy is valid not only classically, but also quantum mechanically. Another interesting fact, indicated by this method, is that topologically non-trival field configurations of a N=1 supersymmetric theory must satisfy the Bogomol’nyi bound. This statement is based on the existence of the N=2 supersymmetric extension of theory, which is a N=1 supersymmetric and possesses a topologically conserved current . This method has been successfully applied to many models. As an example let us consider the Abelian Higgs model, which was studied in . This model possesses vortex solution which has a topological charge (quantized magnetic flux). It was shown that the central charge of the N=2 version of this model is in fact its topological charge. Furthermore, the special relation between coupling constants in this model, which is indispensable for the existence of Bogomol’nyi equations, appear as the necessary condition for the existence of its N=2 supersymmetric extension. There have been considerable interest in Chern-Simons systems . These systems typically possess topological charge, therefore they are good candidates for investigations by the supersymmetric method. The Chern-Simons model without the Maxwell term but with a special sixth-order Higgs potential has been studied in this way . It was found that requirement of existence of the N=2 SUSY version of this model leads to the special form of the previously mentioned potential. When we want to consider a more general case, we add the Maxwell term to the action. It was shown that when we do so we must also add the kinetic term of a neutral scalar field to the action and considerably change the potential. This model, in fact, contains two previously mentioned models. The first one is obtained by putting coupling constant, which stays next to the Chern-Simons term, equal to zero. The second one is obtained by making suitable limit of coupling constants . Our aim is to study the Maxwell Chern-Simons model by using the supersymmetric method, and find its Bogomol’nyi equations. It’s worth to notice that also the Maxwell Chern-Simons theory with an additional magnetic moment interaction was studied , . In the first paper Bogomol’nyi equations were found by means of the supersymmetric method. Nevertheless, the results from this paper cannot be compared with ours. In the second one the N=2 supersymetric extension was found via a dimensional reduction. This method is significantly different from the one used in our paper, and it is instructive to compare these two approaches. The plan of this paper is as follows: we start our considerations from the Abelian Higgs model with the Chern-Simons term. Then we construct the N=1 supersymmetric version of this model. After that we indicate the difficulties connected with construction of the N=2 supersymmetric action, and we show how they can be understood and avoided. This leads to the correct form of the Maxwell Chern-Simons action. Next we find the Noether current, and construct appropriate real spinorial supercharges. Finally, we show how Bogomol’nyi equations arise from their algebra and explicitly find these equations . ## 2 Conventions Our conventions are as follows. We use a metric with the signature $`(+,,)`$, the covariant derivative is defined as: $`D_\mu =_\mu ieA_\mu `$. We take Dirac matrices $`(\gamma ^\mu )_\alpha ^\beta `$ to be $`\gamma ^0=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),\gamma ^1=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),\gamma ^2=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right).`$ (7) They obey the following equation $`\gamma ^\mu \gamma ^\nu =g^{\mu \nu }+iϵ^{\mu \nu \lambda }\gamma _\lambda .`$ (8) Superspace conventions are the same as those in , and are briefly listed below for the reader’s convenience. Spinor indices are lowered and raised by the second-rank antisymmetric symbol $`C_{\alpha \beta }`$ in the following way: $`\psi ^\alpha =C^{\alpha \beta }\psi _\beta ,\psi _\alpha =\psi ^\beta C_{\beta \alpha }`$; $`C_{\alpha \beta }`$ has the form: $`(C_{\alpha \beta })=(C_{\beta \alpha })=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)=(C^{\alpha \beta }).`$ (11) A scalar superfield $`\mathrm{\Phi }=(\varphi ,\psi ,F)`$ is defined as $`\mathrm{\Phi }(x^\mu ,\theta ^\alpha )=\varphi (x)+\theta ^\alpha \psi _\alpha (x)\theta ^2F(x),`$ (12) where $`\theta ^\alpha `$ is a real spinor, $`\theta ^2=\frac{1}{2}\theta ^\alpha \theta _\alpha `$, and $`\alpha =0,1`$. A vector superfield $`V^\alpha =(A_\mu ,\rho ^\alpha )`$ in the Wess-Zumino gauge reads $`V^\alpha (x^\mu ,\theta ^\alpha )=i\theta ^\beta (\gamma ^\nu )_\beta ^\alpha A_\nu (x)\theta ^22\rho ^\alpha (x).`$ (13) The supercovariant derivative is $`D_\alpha =\frac{}{\theta ^\alpha }+i\theta ^\beta (\gamma ^\mu )_{\alpha \beta }_\mu `$, and the gauge covariant supercovariant derivative is $`_\alpha =D_\alpha ieV_\alpha `$. ## 3 The model It was shown that there are Bogomol’nyi equations in the model defined by the action $`𝒮`$ $`=`$ $`{\displaystyle }d^3x[{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }+\kappa \epsilon ^{\mu \nu \sigma }_\mu A_\nu A_\sigma +{\displaystyle \frac{1}{2}}(D_\mu \varphi )^{}(D^\mu \varphi )`$ (14) $`+{\displaystyle \frac{1}{2}}_\mu N^\mu N{\displaystyle \frac{e^2}{2}}N^2\|\varphi \|^2{\displaystyle \frac{e^2}{8}}({\displaystyle \frac{4N\kappa }{e}}+\|\varphi \|^2\varphi _0^2)^2],`$ where $`\varphi `$ is a complex scalar field, $`N`$ is a neutral real scalar field and $`A_\mu `$ is a gauge field. We want to stress the fact that there are no Bogomol’nyi equations in the Abelian Higgs model, which was studied in , with the Chern-Simons term. The action of this model can be written as $`𝒮^{}`$ $`=`$ $`{\displaystyle d^3x\left[\frac{1}{4}F^{\mu \nu }F_{\mu \nu }+\kappa \epsilon ^{\mu \nu \sigma }_\mu A_\nu A_\sigma +\frac{1}{2}(D_\mu \varphi )^{}(D^\mu \varphi )\lambda (\|\varphi \|^2\varphi _0^2)^2\right]}.`$ (15) Our aim is to show, using supersymmetric formalism, that in order to obtain such equations we have to modify the action (15) to the form of the action (14). Consequently, we start our calculations from the action (15) and we are looking for its supersymmetric version. ## 4 N=1 and N=2 extensions To obtain Bogomol’nyi equations we must find a N=2 supersymmetric extension of our model. The connection between Bogomol’nyi equations and the supersymmetric form of the investigated model was explained . We will discuss it in the next section. In this section we start our considerations from a N=1 supersymmetric extension of (15). We construct the appropriate action from the complex scalar superfield $`\mathrm{\Phi }=(\varphi ,\psi ,F)`$, the real scalar superfield $`\mathrm{\Omega }=(N,\chi ,D)`$, and the vector superfield $`V^\alpha =(A_\mu ,\rho ^\alpha )`$. The N=1 version of (15) reads $`𝒮_{N=1}^{}`$ $`=`$ $`{\displaystyle }d^3xd^2\theta [{\displaystyle \frac{1}{4}}(^\alpha \mathrm{\Phi })^{}(_\alpha \mathrm{\Phi }){\displaystyle \frac{1}{4}}(D^\alpha \mathrm{\Omega })^{}(D_\alpha \mathrm{\Omega }){\displaystyle \frac{\kappa }{4}}V^\alpha D_\beta D_\alpha V^\beta `$ (16) $`+{\displaystyle \frac{1}{16}}(D_\beta D^\alpha V^\beta )(D_\gamma D_\alpha V^\gamma )+(2\lambda )^{\frac{1}{2}}\varphi _0^2\mathrm{\Omega }(2\lambda )^{\frac{1}{2}}\mathrm{\Phi }^{}\mathrm{\Phi }\mathrm{\Omega }].`$ In terms of the components of the superfields it takes the form $`𝒮_{N=1}^{}`$ $`=`$ $`{\displaystyle }d^3x[{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }+\kappa \epsilon ^{\mu \nu \sigma }_\mu A_\nu A_\sigma +{\displaystyle \frac{1}{2}}(D_\mu \varphi )^{}(D^\mu \varphi )+{\displaystyle \frac{1}{2}}_\mu N^\mu N`$ (17) $`\lambda (\|\varphi \|^2\varphi _0^2)^24\lambda N^2\|\varphi \|^2+{\displaystyle \frac{i}{2}}\overline{\psi }/D\psi +{\displaystyle \frac{i}{2}}\overline{\rho }/\rho +{\displaystyle \frac{i}{2}}\overline{\chi }/\chi `$ $`(2\lambda )^{\frac{1}{2}}\overline{\psi }\psi N+{\displaystyle \frac{ie}{2}}(\overline{\psi }\rho \varphi \overline{\rho }\psi \varphi ^{})(2\lambda )^{\frac{1}{2}}(\overline{\chi }\psi \varphi ^{}+\overline{\psi }\chi \varphi )+\kappa \overline{\rho }\rho ].`$ The non-propagating fields F and D were eliminated by means of their Euler-Lagrange equations of motion. The action $`𝒮_{N=1}^{}`$ is invariant under the following N=1 transformations $`\delta \psi _\alpha =2(2\lambda )^{\frac{1}{2}}N\varphi \eta _\alpha +i\eta ^\beta (\gamma ^\mu )_{\alpha \beta }D_\mu \varphi ,\delta \varphi =\overline{\eta }\psi ,`$ $`\delta \chi _\alpha =2(2\lambda )^{\frac{1}{2}}(\|\varphi \|^2\varphi _0^2)\eta _\alpha +i\eta ^\beta (\gamma ^\mu )_{\alpha \beta }_\mu N,\delta N={\displaystyle \frac{1}{2}}(\overline{\eta }\chi +\overline{\chi }\eta ),`$ $`\delta \rho ^\alpha ={\displaystyle \frac{i}{2}}\epsilon ^{\mu \nu \lambda }F_{\mu \nu }(\gamma _\lambda )^{\alpha \beta }\eta _\beta ,\delta A^\mu ={\displaystyle \frac{i}{2}}(\overline{\eta }\gamma ^\mu \rho \overline{\rho }\gamma ^\mu \eta ),`$ (18) where $`\eta ^\alpha `$ is a real infinitesimal spinor. Evidently, when we put all fermion fields, as well as the field N, equal to zero, the action (17) will have the same form as the action (15). Therefore, the action (16) is in fact the N=1 extension of (15). To find the N=2 extension of (17) we require its invariance under transformations (4) with an infinitesimal complex spinor $`\xi ^\alpha `$ instead of the real $`\eta ^\alpha `$. At this point, it is useful to change notation. We introduce, following , the spinor field $`\mathrm{\Sigma }`$ $`\mathrm{\Sigma }=\chi i\rho .`$ (19) The invariance under the N=2 transformations can be achived by rewritting the action (17) in the terms of $`\mathrm{\Sigma }`$, $`\psi `$, $`\varphi `$, N, $`A_\mu `$, and demanding its invariance under transformations $`\mathrm{\Sigma }e^{i\beta }\mathrm{\Sigma },\psi e^{i\beta }\psi ,`$ (20) where $`\beta `$ is defined as follows: $`\xi ^\alpha =e^{i\beta }\eta ^\alpha `$. Obviously, this requirement is equivalent to the previous one. To apply this method we rearranged the action (17) to the form $`𝒮_{N=1}^{}`$ $`=`$ $`{\displaystyle }d^3x[{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }+\kappa \epsilon ^{\mu \nu \sigma }_\mu A_\nu A_\sigma +{\displaystyle \frac{1}{2}}(D_\mu \varphi )^{}(D^\mu \varphi )`$ (21) $`+{\displaystyle \frac{1}{2}}_\mu N^\mu N\lambda (\|\varphi \|^2\varphi _0^2)^24\lambda N^2\|\varphi \|^2+{\displaystyle \frac{i}{2}}\overline{\psi }/D\psi `$ $`+{\displaystyle \frac{i}{2}}\overline{\mathrm{\Sigma }}/\mathrm{\Sigma }(2\lambda )^{\frac{1}{2}}\overline{\psi }\psi N\left({\displaystyle \frac{e}{4}}+{\displaystyle \frac{(2\lambda )^{\frac{1}{2}}}{2}}\right)(\overline{\psi }\mathrm{\Sigma }\varphi +\overline{\mathrm{\Sigma }}\psi \varphi ^{})`$ $`+({\displaystyle \frac{e}{4}}{\displaystyle \frac{(2\lambda )^{\frac{1}{2}}}{2}})(\overline{\psi }\overline{\mathrm{\Sigma }}\varphi +\mathrm{\Sigma }\psi \varphi ^{})+{\displaystyle \frac{\kappa }{2}}\overline{\mathrm{\Sigma }}\mathrm{\Sigma }+{\displaystyle \frac{\kappa }{4}}(\overline{\mathrm{\Sigma }}\overline{\mathrm{\Sigma }}\mathrm{\Sigma }\mathrm{\Sigma })].`$ As a consequence of the term $`\frac{\kappa }{4}(\overline{\mathrm{\Sigma }}\overline{\mathrm{\Sigma }}\mathrm{\Sigma }\mathrm{\Sigma })`$, this action is not invariant under transformations (20) even if we assume that $`\lambda ={\displaystyle \frac{e^2}{8}}.`$ (22) This relation is exactly the same as that in . To obtain the N=2 SUSY version of (15), we add to the action (16) the following term $`{\displaystyle d^3xd^2\theta \kappa \mathrm{\Omega }\mathrm{\Omega }}={\displaystyle d^3x[2\kappa ND+\kappa \chi \chi ]}={\displaystyle d^3x[2\kappa ND+\frac{\kappa }{2}\overline{\mathrm{\Sigma }}\mathrm{\Sigma }\frac{\kappa }{4}(\overline{\mathrm{\Sigma }}\overline{\mathrm{\Sigma }}\mathrm{\Sigma }\mathrm{\Sigma })]}.`$ (23) One sees that the term (23) cancel the last term of (21), but it contains a field D. As a result, this addition leads to the modification of the Higgs term in the action. The action, constructed as a sum of (16) and (23), is invariant under the N=2 supersymmetric transformations if we impose condition (22) on $`\lambda `$ and $`e`$, and can be written as $`𝒮_{N=2}`$ $`=`$ $`{\displaystyle }d^3x[{\displaystyle \frac{1}{4}}F^{\mu \nu }F_{\mu \nu }+\kappa \epsilon ^{\mu \nu \sigma }_\mu A_\nu A_\sigma +{\displaystyle \frac{1}{2}}(D_\mu \varphi )^{}(D^\mu \varphi )`$ (24) $`+{\displaystyle \frac{1}{2}}_\mu N^\mu N{\displaystyle \frac{e^2}{2}}N^2\|\varphi \|^2{\displaystyle \frac{e^2}{8}}\left({\displaystyle \frac{4N\kappa }{e}}+\|\varphi \|^2\varphi _0^2\right)^2`$ $`+{\displaystyle \frac{i}{2}}\overline{\psi }/D\psi {\displaystyle \frac{e}{2}}\overline{\psi }\psi N+\kappa \overline{\mathrm{\Sigma }}\mathrm{\Sigma }+{\displaystyle \frac{i}{2}}\overline{\mathrm{\Sigma }}/\mathrm{\Sigma }{\displaystyle \frac{e}{2}}(\overline{\psi }\mathrm{\Sigma }\varphi +\overline{\mathrm{\Sigma }}\psi \varphi ^{})].`$ The N=2 supersymmetric transformations read $`\delta \psi _\alpha =eN\varphi \xi _\alpha +i\xi ^\beta (\gamma ^\mu )_{\alpha \beta }D_\mu \varphi ,\delta \varphi =\overline{\xi }\psi ,\delta A^\mu ={\displaystyle \frac{1}{2}}(\overline{\xi }\gamma ^\mu \mathrm{\Sigma }+\xi \gamma ^\mu \overline{\mathrm{\Sigma }}),`$ $`\delta \mathrm{\Sigma }_\alpha =(2N\kappa {\displaystyle \frac{e}{2}}(\|\varphi \|^2\varphi _0^2))\xi _\alpha +({\displaystyle \frac{1}{2}}\epsilon ^{\mu \nu \lambda }F_{\mu \nu }(\gamma _\lambda )_\alpha ^\beta i(\gamma ^\mu )_\alpha ^\beta _\mu N)\xi _\beta ,`$ $`\delta N={\displaystyle \frac{1}{2}}(\overline{\xi }\mathrm{\Sigma }+\overline{\mathrm{\Sigma }}\xi ).`$ (25) Now, if we put all fermion fields equal to zero, we can see that the requirement that the action (16) must be invariant under the N=2 the transformations leads to the action that is the supersymmetric extension of the initial one (14). ## 5 Bogomol’nyi equations Following Hlousek and Spector we concisely explain how Bogomol’nyi equations arise from the algebra of supersymmetric charges. Due to the Haag-$`Ł`$opusza$`\stackrel{`}{n}`$ski-Sohnius theorem , there are two real spinorial supercharges $`q_\alpha ^L`$, where $`L=0,1`$ is an internal index, in our N=2 supersymmetric theory. These supercharges are obtained from the Noether conserved current. They obey the algebra $`\{q_\alpha ^L,q_\beta ^M\}=2\delta ^{LM}(\gamma ^\mu )_{\alpha \beta }P_\mu +TC^{LM}C_{\alpha \beta },`$ (26) where if we denote energy-momentum tensor by $`T_{\mu \nu }`$, we have $`P_\mu =d^2xT_{0\mu }`$. $`T`$ is the central charge. The Noether current $`(J^\mu )^\alpha `$ was found by considering variation of the action (24) under transformations (4) with space-time dependent spinorial parameter $`\xi ^\alpha `$ $`\delta 𝒮_{N=2}={\displaystyle }d^3x[(J^\mu )^\alpha _\mu \xi _\alpha +h.c.].`$ (27) In the present case we have $`(J^\mu )^\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\overline{\mathrm{\Sigma }}^\beta (\gamma _\nu )_\beta ^\alpha F^{\mu \nu }+{\displaystyle \frac{i}{2}}\epsilon ^{\mu \nu \lambda }\overline{\mathrm{\Sigma }}^\beta (\gamma _\lambda )_\beta ^\alpha _\nu N+{\displaystyle \frac{i}{4}}\epsilon ^{\mu \nu \rho }F_{\nu \rho }\overline{\mathrm{\Sigma }}^\alpha `$ (28) $`+i\kappa \overline{\mathrm{\Sigma }}^\beta (\gamma ^\mu )_\beta ^\alpha N+{\displaystyle \frac{1}{2}}D^\mu \varphi \overline{\psi }^\alpha +{\displaystyle \frac{1}{2}}^\mu N\overline{\mathrm{\Sigma }}^\alpha {\displaystyle \frac{ie}{2}}\overline{\psi }^\beta (\gamma ^\mu )_\beta ^\alpha \varphi N`$ $`{\displaystyle \frac{ie}{4}}\overline{\mathrm{\Sigma }}^\beta (\gamma ^\mu )_\beta ^\alpha (\|\varphi \|^2\varphi _0^2)+{\displaystyle \frac{i}{2}}\epsilon ^{\mu \nu \lambda }\overline{\psi }^\beta (\gamma _\lambda )_\beta ^\alpha D_\nu \varphi ,`$ and $`_\mu (J^\mu )^\alpha =0`$. The supercharges are defined by the relations $`q_\alpha ^1={\displaystyle }d^2x[(J^0)_\alpha +h.c.],q_\alpha ^2=i{\displaystyle }d^2x[(J^0)_\alpha h.c.].`$ (29) In order to check the relation (26), we must impose canonical (anti)commutation relations on our fields. If we simplify calculations by putting all fermion fields zero after computing the anticommutator (26), we only need the following canonical anticommutation relation for the field $`\mathrm{\Sigma }`$ $`\{\mathrm{\Sigma }^\beta (\stackrel{}{x}),{\displaystyle \frac{i}{2}}(\gamma ^0)_\alpha ^\sigma \overline{\mathrm{\Sigma }}_\sigma (\stackrel{}{y})\}=i\delta ^2(\stackrel{}{x}\stackrel{}{y})\delta _\alpha ^\beta ,`$ (30) and the same relation for the field $`\psi `$. We don’t use a special symbol for operators. It should be noticed that the relation (30) is valid when $`\mathrm{\Sigma }`$ is an operator, so this equation must be understood as the operator equation. If not stated otherwise, the expressions below are the operator equations, except the case when they contain the expectation value, which is denoted by $``$. After lenghty but straightforward calculations, one obtains $`P_0`$ $`=`$ $`{\displaystyle }d^2x[{\displaystyle \frac{1}{4}}(F_{ij})^2+{\displaystyle \frac{1}{2}}(F_{i0})^2+{\displaystyle \frac{1}{2}}\|D_0\varphi \|^2+{\displaystyle \frac{1}{2}}\|D_i\varphi \|^2+{\displaystyle \frac{1}{2}}(_0N)^2+{\displaystyle \frac{1}{2}}(_iN)^2`$ (31) $`+{\displaystyle \frac{e^2}{2}}\|\varphi \|^2N^2+{\displaystyle \frac{e^2}{8}}({\displaystyle \frac{4N\kappa }{e}}+\|\varphi \|^2\varphi _0^2)^2],`$ $`P_i={\displaystyle d^2x\left[F_0^kF_{ik}+_0N_iN+\frac{1}{2}D_0\varphi (D_i\varphi )^{}+\frac{1}{2}(D_0\varphi )^{}D_i\varphi \right]},`$ (32) $`T={\displaystyle d^2x\epsilon ^{ij}_j(e\varphi _0^2A_ii\varphi ^{}D_i\varphi )}=e\varphi _0^2\mathrm{\Phi },`$ (33) where indices $`i,j,k=1,2`$. $`\mathrm{\Phi }=d^2xF_{12}`$, the magnetic flux, is the topological charge of the Maxwell Chern-Simons theory . What’s more, since the central charge $`T`$ is a scalar, expression (33) contains classical fields. To attain the exact form of the central charge $`T`$ Euler-Lagrange equations of motion for the field N have been used. We have also assumed that $`D_i\varphi `$ tends to zero at infinity. Now, we are ready to find Bogomol’nyi equations. Let us introduce $`Q_1`$ and $`Q_2`$ by $`Q_1={\displaystyle \frac{1}{2}}(q_1^1+iq_1^2),Q_2={\displaystyle \frac{1}{2}}(q_2^2iq_2^1).`$ (34) Hence $`\{Q_1\pm Q_2,Q_1^{}\pm Q_2^{}\}=2\left(P_0\pm {\displaystyle \frac{T}{2}}\right),`$ (35) where a unit operator next to $`T`$ is not written; the lower (upper) sign corresponds to a positive (negative) value of $`T`$. Taking the expectation value of (35), one can conclude that there is a Bogomol’nyi bound $`P_0{\displaystyle \frac{\|T\|}{2}}.`$ (36) Moreover, this bound is saturated when $`(Q_1\pm Q_2)\|B=0.`$ (37) Using the relations (28), (29), (34), (37), one finds $`F_{i0}_iN=0,`$ $`F_{12}2(\kappa N{\displaystyle \frac{e}{4}}(\|\varphi \|^2\varphi _0^2))=0,`$ $`(D_1\pm iD_2)\varphi =0,`$ $`D_0\varphi \pm ie\varphi N=0,`$ $`_0N=0,`$ (38) where $`\varphi ,N,A_\mu `$ are classical fields. These equations are precisely the Bogomol’nyi equations that we were looking for. They are of course the same as those in . We want to emphasize that during these calculations we didn’t choose any particular gauge choice for the field $`A_\mu `$, and we didn’t assume that our fields are time-independent, as it was done in . To summarize, the supersymmetric method of finding Bogomol’nyi equations next time turned out to be a useful tool. We saw that a special form of the potential term and an absolute necessity of the additional real neutral scalar field, in considered model, is an artifact of the existence of its N=2 supersymmetric extension. We also checked that the topological charge of the considered model is in fact the central charge of its supersymetric extension. I would like to thank Leszek Hadasz for helpful discussions and reading the manuscript.
warning/0001/hep-th0001163.html	ar5iv	text	# 1 Introduction ## 1 Introduction In this letter, we shall generalise some recent results on fully three-dimensional solutions of an Abelian Chern–Simons and Fermion system in the presence of a fixed background magnetic field. These solutions are related to Hopf maps and are, therefore, labelled by the Hopf index. Hopf maps are just maps $`S^3S^2`$. These maps fall into different homotopy classes that are labelled by the integers (the Hopf index, see below for details). Field theories where static solutions with nontrivial Hopf index (Hopf solitons) occur have already received considerable interest recently (see e.g., ). Chern–Simons theories have been widely studied ever since their introduction . Specifically, when an Abelian Chern–Simons term in three dimensions is coupled to matter, the magnetic field is forced to be proportional to the electric current due to the equations of motion . Further, in these models there exist soliton-like, static (i.e., two-dimensional) solutions that are related to some topological invariants (e.g., maps $`S^2S^2`$) . Usually, these solitons behave like vortices, and, because of their topological nature, they exhibit magnetic flux quantization. Therefore these solutions are physically relevant in situations where the phenomenon of magnetic flux quantization occurs and where matter is confined to a plane, the most prominent example being the quantum Hall effect . At this point the question arises whether there exist fully three-dimensional solutions for such Chern–Simons & matter systems, and whether these solutions may be characterized by some topological invariants, as well. In a recent paper we have demonstrated that, if the presence of a fixed, prescribed background magnetic field is assumed, then there indeed exist solutions to the Chern–Simons & Fermion system defined below. These solutions are related to the specific Hopf maps $$S^3\stackrel{\chi }{}S^2\stackrel{R_n}{}S^2$$ (1) where $`\chi `$ is the standard Hopf map with Hopf index 1 and $$R_n:zz^n,z𝐂,n𝐙$$ (2) is a special class of rational maps $`𝐂𝐂`$ that express maps $`S^2S^2`$ in stereographic coordinates (see below for details). The Hopf maps (1) have Hopf index $`N=n^2`$, and $`n`$ is the winding number of the corresponding map $`S^2S^2`$, (2). In this letter we shall show that the special class (2) of rational maps in (1) may actually be generalised to arbitrary rational maps $`R(z)`$. These general rational maps will emerge as solutions of the Liouville equation on the target $`S^2`$ in (1) that the Hopf instantons will be proven to obey. The paper is organised as follows. In Section 2 we briefly review some features of maps $`S^2S^2`$ and of Hopf maps $`S^3S^2`$. In Section 3, we define our Chern–Simons and Fermion system. We show that its solutions in the presence of a fixed prescribed background magnetic field are solutions to the Liouville equation in target space. Consequently, these solutions are given by general rational maps in target space. We discuss our results in the final section. ## 2 Maps $`S^2S^2`$ and Hopf maps $`S^3S^2`$ Maps $`S^2S^2`$ are characterised by their 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 $$R:zR(z)=\frac{P(z)}{Q(z)}$$ (3) 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, $$w=\mathrm{deg}(R)=\mathrm{max}(p,q)$$ (4) 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), $$\mathrm{\Omega }=\frac{2}{i}\frac{d\overline{z}dz}{(1+z\overline{z})^2},\mathrm{\Omega }=4\pi .$$ (5) The pullback is ( means derivative w.r.t. the argument) $$R^{}\mathrm{\Omega }=\frac{2}{i}\frac{\|R^{}(z)\|^2}{(1+R\overline{R})^2}d\overline{z}dz=:\frac{2}{i}\rho _R(z,\overline{z})d\overline{z}dz$$ (6) and obeys $$R^{}\mathrm{\Omega }=4\pi w$$ (7) where $`w`$ is again the winding number (4). For later convenience we want to point out that the function $`\rho _R(z,\overline{z})`$ defined in (6) obeys the Liouville equation for all rational maps $`R(z)`$ (in fact for all holomorphic functions $`f(z)`$; however, we will be forced to restrict to rational maps later on by regularity requirements), $$_z_{\overline{z}}\mathrm{ln}\rho _R(z,\overline{z})=2\rho _R(z,\overline{z})$$ (8) where $$_z_{\overline{z}}=\frac{1}{4}(_x^2+_y^2)=\frac{1}{4}\mathrm{\Delta }$$ (9) ($`\mathrm{\Delta }`$ is the two-dimensional Laplacian) and we expressed $`z`$ by its real and imaginary part, $$z=x+iy,_z=\frac{1}{2}(_xi_y).$$ (10) If we separate the function $`\rho _z(z,\overline{z})=(1+z\overline{z})^2`$ that corresponds to the identity map $`zz`$ from $`\rho _R(z,\overline{z})`$, $$\rho _R=:\rho _z\stackrel{~}{\rho }_R$$ (11) then $`\stackrel{~}{\rho }_R`$ obeys the equation $$_z_{\overline{z}}\mathrm{ln}\stackrel{~}{\rho }_R=2\frac{\stackrel{~}{\rho }_R1}{(1+z\overline{z})^2}$$ (12) which we shall need later on. Hopf maps are maps $`S^3S^2`$. They 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 $`\stackrel{}{B}`$ (the Hopf curvature) is related to the Hopf map $`\chi `$ via $$\stackrel{}{B}=\frac{2}{i}\frac{(\stackrel{}{}\overline{\chi })\times (\stackrel{}{}\chi )}{(1+\overline{\chi }\chi )^2}=4\frac{S(\stackrel{}{}S)\times \stackrel{}{}\sigma }{(1+S^2)^2}$$ (13) where $`\chi =Se^{i\sigma }`$ is expressed in terms of its modulus $`S`$ and phase $`\sigma `$ at the r.h.s. of (13). Mathematically, the curvature $`F=\frac{1}{2}F_{ij}dx_idx_j`$, $`F_{ij}=ϵ_{ijk}B_k`$, is the pullback under the Hopf map, $`F=\chi ^{}\mathrm{\Omega }`$, of the standard area two-form $`\mathrm{\Omega }`$ , (5), on the target $`S^2`$. Geometrically, $`\stackrel{}{B}`$ 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 $`\stackrel{}{B}`$ via $$N=\frac{1}{16\pi ^2}d^3x\stackrel{}{A}\stackrel{}{B}$$ (14) where $`\stackrel{}{B}=\stackrel{}{}\times \stackrel{}{A}`$. The simplest (standard) Hopf map $`\chi `$ with Hopf index $`N=1`$ is $$\chi =\frac{2(x_1+ix_2)}{2x_3i(1r^2)}$$ (15) with modulus and phase $$S^2=\frac{4(r^2x_3^2)}{4x_3^2+(1r^2)^2},\sigma =\mathrm{atan}\frac{x_2}{x_1}+\mathrm{atan}\frac{1r^2}{2x_3}$$ (16) (a Hopf map has to be single valued, but may well be singular, as $`\chi =\mathrm{}`$ is just the south pole of the target $`S^2`$). This $`\chi `$, (15), leads to the Hopf curvature $$\stackrel{}{B}=\frac{16}{(1+r^2)^2}\stackrel{}{N}$$ (17) and we have introduced the unit vector $$\stackrel{}{N}=\frac{1}{1+r^2}\left(\begin{array}{c}2x_1x_32x_2\\ 2x_2x_3+2x_1\\ 1x_1^2x_2^2+x_3^2\end{array}\right)$$ (18) ($`\stackrel{}{N}^2=1`$) for later convenience. ## 3 Construction of the Hopf instantons We start with the action ($`i,j,k=1\mathrm{}3`$) $$S=d^3x\left(\mathrm{\Psi }^{}(i_j\overline{A}_j)\sigma _j\mathrm{\Psi }+\frac{1}{2}\stackrel{}{A}\stackrel{}{B}\right)$$ (19) where $`\mathrm{\Psi }`$ is a two-component spinor (Fermion), $`\sigma _j`$ are the Pauli matrices and $`\stackrel{}{A}`$ is an Abelian gauge potential. Further, $$S_{\mathrm{CS}}=\frac{1}{2}d^3x\stackrel{}{A}\stackrel{}{B}=\frac{1}{4}d^3xϵ_{ijk}A_iF_{jk}$$ (20) is the Chern–Simons (CS) action, where the Chern–Simons coupling constant is chosen equal to one; and $$\overline{A}_i=A_i+A_i^\mathrm{B}$$ (21) where the background gauge field $`A_i^\mathrm{B}`$ and its magnetic field $`B_i^\mathrm{B}=ϵ_{ijk}_jA_k^\mathrm{B}`$ are $$\stackrel{}{A}^\mathrm{B}=\frac{1}{1+r^2}\stackrel{}{N},\stackrel{}{B}^\mathrm{B}=\frac{4}{(1+r^2)^2}\stackrel{}{N}$$ (22) and the unit vector $`\stackrel{}{N}`$ is given in (18). Observe that the (fixed, non-dynamical) background field is coupled to the Fermion, but it is absent in the CS term. The equations of motion resulting from the action (19) are $$(i_j\overline{A}_j)\sigma _j\mathrm{\Psi }=0,$$ (23) (the Dirac equation) and $$\stackrel{}{\mathrm{\Sigma }}:=\mathrm{\Psi }^{}\stackrel{}{\sigma }\mathrm{\Psi }=\stackrel{}{B}.$$ (24) Observe that for any pair $`(\mathrm{\Psi },\overline{A}_j)`$ that solves the Dirac equation (23) the spin density $`\stackrel{}{\mathrm{\Sigma }}`$ related to $`\mathrm{\Psi }`$ has to obey $$\stackrel{}{}\stackrel{}{\mathrm{\Sigma }}=0,$$ (25) therefore, equations (23) and (24) are consistent. The simplest solution to this system is (see ) $$\mathrm{\Psi }=\frac{4}{(1+r^2)^{\frac{3}{2}}}(\mathrm{𝟏}+i\stackrel{}{x}\stackrel{}{\sigma })\left(\begin{array}{c}1\\ 0\end{array}\right)$$ (26) $$\stackrel{}{A}=\frac{4}{1+r^2}\stackrel{}{N}$$ (27) $$\stackrel{}{\mathrm{\Sigma }}=\stackrel{}{B}=\frac{16}{(1+r^2)^2}\stackrel{}{N}$$ (28) ($`\stackrel{}{N}`$ is given in (18)). Here the dynamical gauge field is proportional to the background field, therefore one could find a solution without background field by choosing either a different normalization of the fermion (26) or by choosing a Chern–Simons coupling constant in (20), (24) different from 1. However, this will not be true for the solutions below, for which the background field (22) is crucial. Further, the magnetic field (and spin density) of this simplest solution, (28), is precisely equal to the Hopf curvature (17) of the simplest standard Hopf map, (15). Here the question arises whether there are more solutions to (23), (24) that are characterised by Hopf maps, and we already know from that this is indeed the case. Here we shall generalise these results, therefore we should provide some more Hopf maps that will give rise to more solutions to (23), (24). We will produce these Hopf maps by composing the standard Hopf map with some maps $`S^2S^2`$, i.e., $$\chi _R:S^3\stackrel{\chi ^{(1)}}{}S^2\stackrel{R}{}S^2$$ (29) where $`R(z)`$ is a general rational map (3). Such Hopf maps have Hopf index $`N=w^2`$, where $`w`$ is the winding number (i.e., the degree (4) of the rational map). Next we need some facts about the Dirac equation (23). Suppose a spinor $`\mathrm{\Psi }`$ is given that solves (23) for some $`\overline{A}_i`$, then this gauge field $`\overline{A}_i`$ may actually be expressed in terms of the zero mode $`\mathrm{\Psi }`$ as $$\overline{A}_i=\frac{1}{\|\stackrel{}{\mathrm{\Sigma }}\|}(\frac{1}{2}ϵ_{ijk}_j\mathrm{\Sigma }_k+\mathrm{Im}\mathrm{\Psi }^{}_i\mathrm{\Psi })$$ $$=\frac{1}{2}ϵ_{ijk}(_j\mathrm{ln}\|\stackrel{}{\mathrm{\Sigma }}\|)𝒩_k+\frac{1}{2}ϵ_{ijk}_j𝒩_k+\mathrm{Im}\widehat{\mathrm{\Psi }}^{}_i\widehat{\mathrm{\Psi }}$$ (30) where we have expressed $`\overline{A}_i`$ in terms of the general unit vector and unit spinor $$\stackrel{}{𝒩}=\frac{\stackrel{}{\mathrm{\Sigma }}}{\|\stackrel{}{\mathrm{\Sigma }}\|},\widehat{\mathrm{\Psi }}=\frac{\mathrm{\Psi }}{\|\mathrm{\Psi }^{}\mathrm{\Psi }\|^{1/2}}.$$ (31) Now we are able to construct the solutions to (23), (24) as follows. We define the spinor $$\mathrm{\Psi }^{(M)}=e^{i\mathrm{\Lambda }}e^{M/2}\mathrm{\Psi }$$ (32) where $`\mathrm{\Psi }`$ at the r.h.s. of (32) is just the zero mode of the simplest solution, (26). Further, $`M`$ is a real function of the simplest standard Hopf map $`\chi `$, (15), and its complex conjugate $`\overline{\chi }`$. $`\mathrm{\Lambda }`$ is a pure gauge factor that has to be chosen accordingly (see below). For the corresponding spin density $`\mathrm{\Sigma }^{(M)}`$ it still holds that $$\mathrm{\Sigma }_{i,i}^{(M)}=e^M((M_{,\chi }\chi _{,i}+M_{,\overline{\chi }}\overline{\chi }_{,i})\mathrm{\Sigma }_{,i}+\mathrm{\Sigma }_{i,i})=0$$ (33) where $`\mathrm{\Sigma }_i`$ is the spin density (and magnetic field) in (28), or equivalently the Hopf curvature (17) of the standard Hopf map (15). Therefore, $`\mathrm{\Psi }^{(M)}`$ is still a zero mode. The corresponding gauge field $`\overline{A}_i^{(M)}`$ that solves the Dirac equation together with $`\mathrm{\Psi }^{(M)}`$ may be computed with the help of (30) to be $$\overline{A}_i^{(M)}=\overline{A}_i+\frac{1}{2}ϵ_{ijk}(_jM)N_k+\mathrm{\Lambda }_{,i}$$ (34) where $`\overline{A}_i`$ is the gauge field (27) of the simplest solution plus the background gauge field (22), and $`\stackrel{}{N}`$ is the specific unit vector (18). The corresponding magnetic field $`\overline{B}_i^{(M)}=ϵ_{ijk}_j\overline{A}_k^{(M)}`$ is $$\overline{B}_l^{(M)}=\overline{B}_l+\frac{1}{2}[M_{,\chi }(\chi _{,lk}N_k+\chi _{,l}N_{k,k}\chi _{,kk}N_l\chi _{,k}N_{l,k})+$$ $$M_{,\overline{\chi }}(\overline{\chi }_{,lk}N_k+\overline{\chi }_{,l}N_{k,k}\overline{\chi }_{,kk}N_l\overline{\chi }_{,k}N_{l,k})$$ $$(M_{,\chi \chi }\chi _{,k}\chi _{,k}+M_{,\overline{\chi }\overline{\chi }}\overline{\chi }_{,k}\overline{\chi }_{,k}+2M_{,\chi \overline{\chi }}\chi _{,k}\overline{\chi }_{,k})N_l]$$ (35) where $`\overline{B}_l`$ is the magnetic field (28) plus the background magnetic field (22). After some tedious algebra we find that only the coefficient of $`M_{,\chi \overline{\chi }}`$ is nonzero, i.e., $$\chi _{,lk}N_k+\chi _{,l}N_{k,k}\chi _{,kk}N_l\chi _{,k}N_{l,k}=0$$ (36) $$\chi _{,k}\chi _{,k}=0$$ (37) $$\chi _{,k}\overline{\chi }_{,k}=8\frac{(1+\chi \overline{\chi })^2}{(1+r^2)^2}$$ (38) and, therefore $$\overline{B}_l^{(M)}=\overline{B}_l8\frac{(1+\chi \overline{\chi })^2}{(1+r^2)^2}M_{,\chi \overline{\chi }}N_l.$$ (39) Now we should insert this into the Chern–Simons equation (24) after subtracting the background magnetic field (22), $$B_l^{(M)}=\overline{B}_l^{(M)}B_l^\mathrm{B}=\mathrm{\Sigma }_l^{(M)}.$$ (40) We arrive at $$\frac{16}{(1+r^2)^2}N_l\frac{8(1+\chi \overline{\chi })^2}{(1+r^2)^2}M_{,\chi \overline{\chi }}N_l=\frac{16e^M}{(1+r^2)^2}N_l$$ (41) or $$M_{,\chi \overline{\chi }}=2\frac{e^M1}{(1+\chi \overline{\chi })^2}$$ (42) which is just version (12) of the Liouville equation (for $`\stackrel{~}{\rho }=(1+z\overline{z})^2\rho `$). However, equation (42) holds in target space (i.e., for “coordinates” $`\chi ,\overline{\chi }`$). Solutions to (42) are therefore $$M=\mathrm{ln}\left((1+\chi \overline{\chi })^2\frac{\|R^{}(\chi )\|^2}{(1+R(\chi )\overline{R}(\chi ))^2}\right)$$ (43) for arbitrary rational functions $`R(\chi )`$. Here we still have to explain why the restriction to rational maps $`R(\chi )`$ is necessary, because in principle any holomorphic function $`f(\chi )`$ in (43) solves eq. (42). This question is related to the pure gauge factor $`\mathrm{\Lambda }`$ in (32) and (34), which we have not yet determined, because it did not show up in eq. (42), which is gauge invariant. The point is that the gauge field $`\overline{A}_l^{(M)}`$, as defined in (34), is singular at the zeros of $`\mathrm{exp}(M(\chi ,\overline{\chi }))`$. In other words, $`\overline{A}_l^{(M)}`$ is singular along closed curves that are pre-images $`\chi (\stackrel{}{x})=z_i`$ of the zeros of $`\mathrm{exp}(M)`$. The $`M`$-dependent part of $`\overline{A}_l^{(M)}`$ in (34) may be rewritten as $$\frac{1}{2}ϵ_{ljk}M_{,j}N_k=\frac{i}{2}(M_{,\chi }\chi _{,l}M_{,\overline{\chi }}\overline{\chi }_{,l})$$ (44) as may be checked easily. Now assume that $`M`$ is given by (43) for some $`R(\chi )=P(\chi )/Q(\chi )`$, then the zeros of $`\mathrm{exp}(M)`$ are the zeros of $$\|R^{}(\chi )\|^2=\|PQ^{}P^{}Q\|^2$$ (45) and, generically, there are $`p+q1`$ zeros (if we assume $`p>q`$, which we may, see below, then there are precisely $`p+q1`$ zeros). Each individual zero in (45) looks like (with possible multiplicity $`n`$) $$((\chi z_i)(\overline{\chi }\overline{z}_i))^n=:\zeta ^n\overline{\zeta }^n$$ (46) which implies for the above expression (44) $$\frac{i}{2}(M_{,\chi }\chi _{,l}M_{,\overline{\chi }}\overline{\chi }_{,l})\frac{in}{2}\frac{\overline{\zeta }\chi _{,l}\zeta \overline{\chi }_{,l}}{\zeta \overline{\zeta }}+\mathrm{}$$ (47) where the remainder is regular at $`\zeta =0`$. The above singularity may be compensated by the pure gauge factor $$\mathrm{\Lambda }=n\mathrm{atan}\frac{i(\zeta \overline{\zeta })}{\zeta +\overline{\zeta }}.$$ (48) Indeed ($`\zeta _{,l}\chi _{,l}`$), $$\mathrm{\Lambda }_{,l}=\frac{in}{2}\frac{\overline{\zeta }\zeta _{,l}\zeta \overline{\zeta }_{,l}}{\zeta \overline{\zeta }}$$ (49) precisely cancels the singular term (47). The spinor in (32) is multiplied by the gauge factor $`\mathrm{exp}(i\mathrm{\Lambda })`$. This factor is single-valued only if the order $`n`$ of the zero of $`PQ^{}P^{}Q`$ is integer, because $`\mathrm{\Lambda }`$ in (48) is a multiply-valued function. This implies that both $`P`$ and $`Q`$ are polynomials and, therefore, restricts all zeros and poles of $`R(z)`$ to integer orders. If we demand, in addition, that the Hopf index (and, consequently, the Chern–Simons action) is finite, then $`R(z)`$ is restricted to the rational maps, as stated above. In fact, this is not yet the whole story about singularities in $`\overline{A}_l^{(M)}`$. The point is that the expression $$\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}$$ (50) is singular in the limit $`\chi \mathrm{}`$ as well, as may be checked easily. Further, the derivatives of the gauge factors, (48), for all the zeros of (45) produce this expression (50) for $`\chi \mathrm{}`$, because $`lim_\chi \mathrm{}\zeta =\chi `$. As there are $`p+q1`$ zeros (including multiplicities), the sum of all $`\mathrm{\Lambda }_{,l}`$ in (49) behaves in the limit $`\chi \mathrm{}`$ as $$\underset{\chi \mathrm{}}{lim}\underset{\mathrm{zeros},\mathrm{poles}}{}\mathrm{\Lambda }_{,l}=(p+q1)\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}.$$ (51) In addition, eq. (44) produces a term that behaves in the limit $`\|\chi \|\mathrm{}`$ as $$(pq1)\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}$$ (52) as may be checked easily. Therefore, alltogether we have to compensate (in the limit $`\|\chi \|\mathrm{}`$) $$2(p1)\frac{i}{2}\frac{\overline{\chi }\chi _{,l}\chi \overline{\chi }_{,l}}{\chi \overline{\chi }}$$ (53) by an additional gauge transformation, without introducing further singularities at $`\chi =0`$. Fortunately this is possible for the following reason. If we were to compensate (53) by the full gauge function $$\mathrm{\Lambda }=2(p1)\mathrm{atan}\frac{i(\chi \overline{\chi })}{\chi +\overline{\chi }}=2(p1)\sigma $$ (54) (where $`\sigma `$ is the phase of $`\chi `$ given in (16)), this would introduce a singularity at $`\chi =0`$. However, $`\sigma `$ is the sum of two terms $`\sigma =\sigma ^{(1)}+\sigma ^{(2)}`$, $$\sigma ^{(1)}=\mathrm{atan}\frac{x_2}{x_1},\sigma ^{(2)}=\mathrm{atan}\frac{1r^2}{2x_3}$$ (55) 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 (53) at $`\|\chi \|=\mathrm{}`$ without introducing further singularities by performing an additional gauge transformation using only $`\sigma ^{(2)}`$, $$\mathrm{\Lambda }=2(p1)\sigma ^{(2)}.$$ (56) ## 4 Summary We have shown that, in the presence of the fixed prescribed background magnetic field (22), there is an infinite number of fully three-dimensional solutions to the system of equations (23) and (24). These solutions are given by the set of Hopf maps (29), where the standard Hopf map (15) is followed by an arbitrary rational map (3); i.e., these solutions are Hopf instantons. Before closing, we want to briefly discuss some aspects of our solutions. Firstly, one might ask whether the background gauge field (22) (and the corresponding magnetic field), which is crucial for our solutions to exist, admits some further interpretation. Indeed, as was already explained in , this background field may either be related to spin 1/2 solutions of the Dirac equation (23), or it may be interpreted as a spin connection term in the Dirac operator on a conformally flat three-manifold with torsion, rather than as a background gauge field. For details we refer to . Secondly, we want to mention that it is possible to count the number of solutions (43) for a given Hopf index $`N=w^2`$. As a solution is characterised by a rational map (3), which is the ratio of two polynomials, the complex coefficients $`P_i`$ and $`Q_i`$ of the two polynomials $`P(z)=P_iz^i`$ and $`Q(z)=Q_iz^i`$ parametrise these solutions. However, not each distinct rational map $`R(z)`$ leads to a different solution $`M`$, (43). In fact, $`M`$ is invariant under the $`SU(2)`$ transformation $$R(z)\frac{aR(z)+b}{\overline{b}R(z)+\overline{a}},\|a\|^2+\|b\|^2=1,a,b𝐂.$$ (57) Geometrically, this transformation corresponds to an $`SO(3)`$ rotation of the target $`S^2`$. Therefore, we should parametrise independent solutions $`M`$ by the set of punctured rational maps that leave one point invariant. If we choose the invariant point to be the south pole, i.e., $`R(z=\mathrm{})=\mathrm{}`$, then this implies for the degrees $`p`$ and $`q`$ of the polynomials $`P`$ and $`Q`$ and for the Hopf index $`N`$ $$N=p^2>q^2.$$ (58) With this restriction, a general rational map $`R(z)`$ with fixed $`p`$ has $`4p`$ real parameters, therefore we find a solution space of dimension $`4p`$ for Hopf index $`N=p^2`$ for our class of solutions (43). It should be mentioned at this point that this classification of the space of solutions is completely analogous to the case of the self-dual Jackiw–Pi model. In this model a non-relativistic scalar field is included in an Abelian Chern–Simons theory, and two-dimensional solitonic solutions are found to exist . These soliton solutions obey the Liouville equation (8), however, in coordinate space rather than in target space. They are classified in a way that is completely analogous to our discussion above , with the magnetic flux as the topological quantity (where the magnetic flux is equal to $`4\pi `$ times the degree $`p`$ of the rational map). In fact, there is another relation to the self-dual Jackiw–Pi model. When our equations of motion (23) and (24) are dimensionally reduced by assuming independence of $`x_3`$ and by setting $`A_30`$, then the resulting equations of motion are precisely the equations of motion of the self-dual Jackiw–Pi model that we just described. These matters will be discussed in more detail elsewhere. Finally we want to point out that our findings in no way imply that we have already exhausted the space of solutions. All our solutions are based on the simplest Hopf map $`\chi `$, (15), where the pre-image of a point $`\chi =\mathrm{const}`$ is the simplest possible knot (the unknot). It is perfectly possible that by starting from more complicated Hopf maps, e.g., with more complicated knots as pre-images, one may find more solutions. This question is subject to further investigation. ## 5 Acknowledgments The authors thank M. Fry for helpful discussions. In addition, CA thanks R. Jackiw for useful conversations, and especially for pointing out the relation to the Jackiw–Pi model. 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/cond-mat0001033.html	ar5iv	text	# Superconducting gap anisotropy within the framework of a simple exchange model for layered cuprates. The theory of HTSC ## I Introduction The discovery of high-$`T_c`$ superconductivity has brought significant interest into this field and triggered many intense investigations during the last decade. In the centre of them is the question about the determination of the basic parameter characterizing this phenomena – the superconducting order parameter. Recent experiments on angle-resolved photoemission spectroscopy (ARPES) gave fast increase of the quantitative results for the Fermi surface and for the type of the angular dependence of the order parameter as well. As a result of these studies, for YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> and Bi<sub>2</sub>Ca<sub>2</sub>SrCu<sub>2</sub>O<sub>8</sub> symmetry of the type $`\mathrm{cos}p_x\mathrm{cos}p_y`$ is often assumed. This assumption has been independently confirmed by the experiments on Josephson junctions for YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> . On the other hand, deviation from the simple $`d`$-case was observed in the experiments with strongly irradiated samples . As suggested by Abrikosov and Pokrovsky and Pokrovsky that could be realized by the reduction of the $`d`$-channel and domination of the $`s`$-part of the electron-electron interaction. The $`\mathrm{Nd}_{2x}\mathrm{Ce}_x\mathrm{CuO}_{4\delta }`$, for example, has similar symmetry of the superconducting gap. The purpose of this paper is to derive analytical expression for the interaction involved in the standard equation for the superconducting gap by successive BCS treatment of the double-electron exchange between the nearest neighbours (NN) and the next nearest neighbours (NNN) in the CuO<sub>2</sub> plane. The matrix elements of the interaction, being a sum of $`s`$\- and $`d`$-symmetry terms, and the limit cases leading to simple $`s`$\- or $`d`$-type gap are discussed as well. The eigenfunctions and eigenvalues for the conduction band found by solving of Schrödinger equation are used to obtain the momentum representation of the superexchange interaction. The successive BCS scheme applied to the latter leads to equation for the BCS gap. The interpretation of the exact result in the limit cases of strong hole and electron doping is discussed in Sec. V. In conclusion the fitting of our results to the recent experimental data is considered. ## II Model Following the ideas of quantum chemistry we shall use a tight-binding (TB) method to obtain the electronic band structure of layered cuprates. To this purpose we consider the atomic orbitals related to the Cu$`4s,`$ Cu$`3d_{x^2y^2},`$ O$`2p_\sigma `$ states. Denoting with $`𝐑_x,`$ $`𝐑_y,`$ $`𝐑_{\mathrm{Cu}}`$ the positions of O$`_x,`$ O$`_y,`$ and Cu atoms in the CuO<sub>2</sub> plane, with $`a_0`$ the in-plane lattice constant and n – the unit cell index, the wave function within the adopted here liner combination of atomic orbitals (LCAO) approximation reads as $`\psi _{_{\mathrm{LCAO}}}(𝐫)`$ $`=`$ $`{\displaystyle \underset{𝐧,\alpha }{}}X_{𝐧,\alpha }\psi _{_{\mathrm{O2}p_x}}(𝐫𝐧a_0𝐑_x)+Y_{𝐧,\alpha }\psi _{_{\mathrm{O2}p_y}}(𝐫𝐧a_0𝐑_y)`$ (1) $`+S_{𝐧,\alpha }\psi _{_{\mathrm{Cu4}s}}(𝐫𝐧a_0𝐑_{\mathrm{Cu}})+D_{𝐧,\alpha }\psi _{_{\mathrm{Cu3}d_{x^2y^2}}}(𝐫𝐧a_0𝐑_{\mathrm{Cu}}),`$ (2) where the coefficients $`X_{𝐧,\alpha },`$ $`Y_{𝐧,\alpha },`$ $`S_{𝐧,\alpha },`$ and $`D_{𝐧,\alpha }`$ are the amplitudes for the n-th unit cell. The building of TB Hamiltonian in the terms of second quantization is reduced to replacing these amplitudes by creation and annihilation operators satisfying the anticommutation relations of the type $`\{X_𝐧,X_𝐦^{}\}=\delta _{𝐧,𝐦},`$ $`\{Y_𝐧,S_𝐦^{}\}=0.`$ Further introduce the notations $`I_s`$ for the amplitude of the transition between the Cu$`4s`$ and O$`2p_\sigma `$ and $`I_d`$ – between Cu$`3d`$ and O$`2p_\sigma `$ orbitals. The Hamiltonian giving the band structure of CuO<sub>2</sub> plane, which incorporates the oxygen-oxygen hopping amplitude $`t,`$ has the form $`H`$ $`=`$ $`{\displaystyle \underset{𝐧}{}}\{X_𝐧^{}[t(Y_𝐧Y_{x+1,y}Y_{x,y1}+Y_{x+1,y1})I_s(S_𝐧+S_{x+1,y})`$ (8) $`I_d(D_𝐧+D_{x+1,y})+\epsilon _{2p_x}X_𝐧]`$ $`+Y_𝐧^{}[t(X_𝐧X_{x1,y}X_{x,y+1}+X_{x1,y+1})I_s(S_𝐧+S_{x,y+1})`$ $`I_d(D_𝐧D_{x+1,y})+\epsilon _{2p_y}Y_𝐧]`$ $`+S_𝐧^{}[I_s\left(X_𝐧+X_{x1,y}Y_𝐧+Y_{x,y1}\right)+\epsilon _{4s}S_𝐧]`$ $`+D_𝐧^{}[I_d(X_𝐧+X_{x1,y}+Y_𝐧Y_{x,y1})+\epsilon _{3d}D_𝐧]\},`$ where the single-site energies of O$`2p_x,`$ O$`2p_y,`$ Cu$`4s`$ and Cu$`3d_{x^2y^2}`$ orbitals are denoted by $`\epsilon _{2p_x},`$ $`\epsilon _{2p_y},`$ $`\epsilon _{4s}`$ and $`\epsilon _{3d}`$ respectively; the energy is measured from the oxygen $`2p`$ level, i.e. it is assumed $`\epsilon _{2p_x}=\epsilon _{2p_y}=\epsilon _{2p}=0.`$ Hence, the energies of the copper orbitals are $`ϵ_s=\epsilon _{4s}\epsilon _{2p}`$ and $`ϵ_d=\epsilon _{3d}\epsilon _{2p}.`$ Now using the Bloch waves $$\begin{array}{cc}X_{𝐧,\alpha }=\frac{1}{\sqrt{N}}\underset{p}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}\left(\mathrm{ie}^{\mathrm{i}p_x/2}\right)X_{p,\alpha },\hfill & X_{𝐧,\alpha }^{}=\frac{1}{\sqrt{N}}\underset{p^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}\left(\mathrm{ie}^{\mathrm{i}p_x^{}/2}\right)X_{p^{},\alpha }^{},\hfill \\ & \\ Y_{𝐧,\alpha }=\frac{1}{\sqrt{N}}\underset{p}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}\left(\mathrm{ie}^{\mathrm{i}p_y/2}\right)Y_{p,\alpha },\hfill & Y_{𝐧,\alpha }^{}=\frac{1}{\sqrt{N}}\underset{p^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}\left(\mathrm{ie}^{\mathrm{i}p_y^{}/2}\right)Y_{p^{},\alpha }^{},\hfill \\ & \\ S_{𝐧,\alpha }=\frac{1}{\sqrt{N}}\underset{p}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}S_{p,\alpha },\hfill & S_{𝐧,\alpha }^{}=\frac{1}{\sqrt{N}}\underset{p^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}S_{p^{},\alpha }^{},\hfill \\ & \\ D_{𝐧,\alpha }=\frac{1}{\sqrt{N}}\underset{p}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}D_{p,\alpha },\hfill & D_{𝐧,\alpha }^{}=\frac{1}{\sqrt{N}}\underset{p^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}D_{p^{},\alpha }^{},\hfill \end{array}$$ (9) where p is dimensionless momentum $`(p_x,p_y)(0,2\pi )`$ and taking into account the relation $`\frac{1}{N}_𝐧\mathrm{e}^{\mathrm{i}(𝐩𝐩^{})𝐧}=\delta _{𝐩^{},𝐩}`$ the Hamiltonian, Eq. (8), is reduced to the form $$\widehat{H}_{\mathrm{TB}}=\underset{𝐩,\alpha }{}\widehat{\psi }_{p,\alpha }^{}H_p\widehat{\psi }_{p,\alpha },$$ where $$\psi _{p,\alpha }\left[\begin{array}{c}X_{p,\alpha }\\ Y_{p,\alpha }\\ S_{p,\alpha }\\ D_{p,\alpha }\end{array}\right],H_p=\left(\begin{array}{cccc}0\hfill & ts__Xs__Y& I_ss__X& \hfill I_ds__X\\ ts__Ys__X\hfill & 0& I_ss__Y& \hfill I_ds__Y\\ I_ss__X\hfill & I_ss__Y& ϵ_s& \hfill 0\\ I_ds__X\hfill & I_ds__Y& 0& \hfill ϵ_d\end{array}\right)$$ (10) The notations used here are after Andersen et al. : $`s__X=2\mathrm{sin}(p_x/2),`$ $`s__Y=2\mathrm{sin}(p_y/2),`$ $`s=(s__X^2+s__Y^2)^{\frac{1}{2}},`$ $`x(1\mathrm{cos}p_x)/2`$ and $`y(1\mathrm{cos}p_y)/2.`$ To find the energy spectrum of the TB Hamiltonian one can employ the method described in Ref. . Its essence comprises in extracting an effective oxygen part of the TB Hamiltonian by eliminating the metallic amplitudes (a procedure also known as Loewdin perturbation technique). In our case these are $`\stackrel{~}{S}_p`$ and $`\stackrel{~}{D}_p`$ which read as $$\stackrel{~}{S}_p=\frac{I_s}{ϵ_s\epsilon }(s__X\stackrel{~}{X}_p+s__Y\stackrel{~}{Y}_p),\stackrel{~}{D}_p=\frac{I_d}{ϵ_d\epsilon }(s__X\stackrel{~}{X}_ps__Y\stackrel{~}{Y}_p).$$ (11) Hence we obtain $`2\times 2`$ matrix problem. The effective oxygen $`2\times 2`$ Hamiltonian takes the form $$H_{\mathrm{eff}}^{(\mathrm{O}\mathrm{O})}=H_0+V_t,$$ $$H_0=B_{\mathrm{eff}}\left(\begin{array}{cc}s__Xs__X& s__Xs__Y\\ s__Ys__X& s__Ys__Y\end{array}\right),V_t=t_{\mathrm{eff}}\left(\begin{array}{cc}0\hfill & \hfill s__Xs__Y\\ s__Ys__X\hfill & \hfill 0\end{array}\right),$$ (12) where $`B_{\mathrm{eff}}=I_s^2/(ϵ_s\epsilon )+I_d^2/(ϵ_d\epsilon )`$ and $`t_{\mathrm{eff}}=t2I_d^2/(ϵ_d\epsilon ).`$ To solve the eigenvalue problem for $`H_{\mathrm{eff}}^{(\mathrm{O}\mathrm{O})}`$ we assume that $`t_{\mathrm{eff}}B_{\mathrm{eff}}`$ and will use perturbation theory with respect to the small parameter $`\tau =t_{\mathrm{eff}}/B_{\mathrm{eff}}.`$ In zeroth order approximation we have $$\begin{array}{cc}\epsilon _\mathrm{c}^{(0)}=0,\hfill & \|c^{(0)}=\frac{1}{s}\left(\begin{array}{c}s__Y\\ s__X\end{array}\right),\hfill \\ & \\ \epsilon _\mathrm{b}^{(0)}=B_{\mathrm{eff}},\hfill & \|b^{(0)}=\frac{1}{s}\left(\begin{array}{c}s__Y\\ s__X\end{array}\right).\hfill \end{array}$$ (13) For our purposes we will consider the first order correction with respect to $`\|c`$ and $`\epsilon _\mathrm{c}`$ They are given by (see for example Ref. ) $`\|c^{(1)}`$ $`=`$ $`{\displaystyle \frac{b^{(0)}\|V_t\|c^{(0)}\|b^{(0)}}{\epsilon _\mathrm{c}^{(0)}\epsilon _\mathrm{b}^{(0)}}},`$ (14) $`\epsilon _\mathrm{c}^{(1)}(𝐩)`$ $`=`$ $`c^{(0)}\|V_t\|c^{(0)}=2t_{\mathrm{eff}}{\displaystyle \frac{s__X^2s__Y^2}{s__X^2+s__Y^2}}.`$ (15) One can readily obtain the required matrix element by using Eqs. (12) and (13) $$b^{(0)}\|V_t\|c^{(0)}=t_{\mathrm{eff}}\frac{s__Xs__Y\left(s__X^2s__Y^2\right)}{s__X^2+s__Y^2}.$$ Therefore, according Eq. (14), the first correction to the $`\|c`$ vector takes the form $$\|c^{(1)}=\frac{\tau }{s^3}s__Xs__Y\left(s__X^2s__Y^2\right)\left(\begin{array}{c}s__X\\ s__Y\end{array}\right).$$ Now substituting Eq. (11), for the conduction band in $`(\tau 1)`$-approximation we finally get $$\|c\frac{1}{s}\left(\begin{array}{c}s__Y+\frac{\tau }{s^2}s__X^2s__Y(s__X^2s__Y^2)\\ \\ s__X+\frac{\tau }{s^2}s__Xs__Y^2(s__X^2s__Y^2)\\ \\ \frac{2I_s\tau }{ϵ_s\epsilon }s__Xs__Y(s__X^2s__Y^2)\\ \\ \frac{I_d}{ϵ_d\epsilon }2s__Xs__Y\left[1\frac{\tau (s__X^2s__Y^2)}{2s^2}\right]\end{array}\right),$$ (16) $$\epsilon _\mathrm{c}(𝐩)=4t_{\mathrm{eff}}\frac{1}{\frac{1}{2x}+\frac{1}{2y}}.$$ (17) The last two expressions are used to derive in the next section the four-fermion term which describes the interaction between electrons leading to attraction. ## III THE HEITLER-LONDON INTERACTION In order to describe the effective interaction between electrons we shall start here from two-electron exchange Hamiltonian. The underlying idea of a double electron exchange has been considered, for example, in Refs. and the original Heitler-London’s considerations in the theory of H<sub>2</sub> molecule consist in involving a double electron exchange amplitude that takes into account the correlated hopping between neighbouring atoms . In the case of CuO<sub>2</sub> plane the transitions between Cu$`4s,`$ Cu$`3d_{x^2y^2}`$ and O$`2p_\sigma `$ must be taken into account. The $`2p_\sigma 4s`$ transition amplitude is denoted by $`J_{sp}`$ in the following, and $`J_{dp}`$ stands for the $`2p_\sigma 3d`$ hopping, respectively. In order to complete the investigation, started in Refs. , here we will not take into account the O-O hopping amplitude. Consequently, the four fermion interaction reads as $`H_{\mathrm{HL}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐧,\alpha ,\beta }{}}`$ $`\{J_{sp}`$ $`[X_{𝐧,\beta }^{}S_{𝐧,\alpha }^{}X_{𝐧,\alpha }S_{𝐧,\beta }+Y_{𝐧,\beta }^{}S_{𝐧,\alpha }^{}Y_{𝐧,\alpha }S_{𝐧,\beta }`$ (19) $`+X_{𝐧,\beta }^{}S_{x+1,y,\alpha }^{}X_{𝐧,\alpha }S_{x+1,y,\beta }+Y_{𝐧,\beta }^{}S_{x,y+1,\alpha }^{}Y_{𝐧,\alpha }S_{x,y+1,\beta }]`$ $`+`$ $`J_{dp}`$ $`[X_{𝐧,\beta }^{}D_{𝐧,\alpha }^{}X_{𝐧,\alpha }D_{𝐧,\beta }+Y_{𝐧,\beta }^{}D_{𝐧,\alpha }^{}Y_{𝐧,\alpha }D_{𝐧,\beta }`$ (21) $`+X_{𝐧,\beta }^{}D_{x+1,y,\alpha }^{}X_{𝐧,\alpha }D_{x+1,y,\beta }+Y_{𝐧,\beta }^{}D_{x,y+1,\alpha }^{}Y_{𝐧,\alpha }D_{x,y+1,\beta }]\},`$ Each term could be compared to the corresponding one for H<sub>2</sub> molecule in Ref. , $`H_{\mathrm{HL}}_{\alpha ,\beta }Ja_\alpha ^{}b_\beta ^{}a_\beta b_\alpha .`$ The direct substitution of the transformations below in the interaction Hamiltonian $$\begin{array}{cc}X_{𝐧,\alpha }=\frac{1}{\sqrt{2N}}\underset{𝐩}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}\left(\mathrm{ie}^{\mathrm{i}p_x/2}\right)\left(\frac{s__Y}{s}\right)c_{p,\alpha },\hfill & X_{𝐧,\beta }^{}=\frac{1}{\sqrt{2N}}\underset{𝐩^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}\left(\mathrm{ie}^{\mathrm{i}p_x^{}/2}\right)\left(\frac{s__Y}{s}\right)c_{p^{},\beta }^{},\hfill \\ & \\ Y_{𝐧,\alpha }=\frac{1}{\sqrt{2N}}\underset{𝐩}{}\mathrm{e}^{\mathrm{i}𝐩𝐧}\left(\mathrm{ie}^{\mathrm{i}p_y/2}\right)\left(\frac{s__X}{s}\right)c_{p,\alpha },\hfill & Y_{𝐧,\beta }^{}=\frac{1}{\sqrt{2N}}\underset{𝐩^{}}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}\left(\mathrm{ie}^{\mathrm{i}p_y^{}/2}\right)\left(\frac{s__X}{s}\right)c_{p^{},\beta }^{},\hfill \\ & \\ S_{𝐧,\beta }=\frac{1}{\sqrt{2N}}\underset{𝐪}{}\frac{2I_s\tau }{ϵ_s}\mathrm{e}^{\mathrm{i}𝐪𝐧}\frac{s__Xs__Y(s__X^2s__Y^2)}{s}c_{q,\beta },\hfill & S_{𝐧,\alpha }^{}=\frac{1}{\sqrt{2N}}\underset{𝐪^{}}{}\frac{2I_s\tau }{ϵ_s}\mathrm{e}^{\mathrm{i}𝐪^{}𝐧}\frac{s__Xs__Y(s__X^2s__Y^2)}{s}c_{q^{},\alpha }^{},\hfill \end{array}$$ (22) $`D_{𝐧,\beta }`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2N}}}{\displaystyle \underset{𝐪}{}}{\displaystyle \frac{I_d}{ϵ_d\epsilon }}\mathrm{e}^{\mathrm{i}𝐪𝐧}2s__Xs__Y[1{\displaystyle \frac{\tau (s__X^2s__Y^2)}{2s^2}}]c_{q,\beta },`$ (23) $`D_{𝐧,\alpha }^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2N}}}{\displaystyle \underset{𝐪^{}}{}}{\displaystyle \frac{I_d}{ϵ_d\epsilon }}\mathrm{e}^{\mathrm{i}𝐪^{}𝐧}2s__Xs__Y[1{\displaystyle \frac{\tau (s__X^2s__Y^2)}{2s^2}}]c_{q^{},\alpha }^{},`$ (24) leads to the momentum representation of the interaction. Here we shall suppose $`\epsilon ϵ_d,`$ and therefore $`\stackrel{~}{ϵ}_d=ϵ_d\epsilon ϵ_d.`$ During the calculations we have used the equality $$\frac{1}{N}\underset{𝐧}{}\mathrm{e}^{\mathrm{i}𝐩^{}𝐧}\mathrm{e}^{\mathrm{i}𝐪^{}𝐧}\mathrm{e}^{\mathrm{i}𝐩𝐧}\mathrm{e}^{\mathrm{i}𝐪𝐧}=\delta _{𝐩^{}+𝐪^{},𝐩+𝐪},$$ and thus we have a sum over four momenta which satisfies the quasimomentum conservation law. In the case of space homogeneous order parameter and currentless equilibrium state we must take into account only the terms with zero momentum $`𝐩+𝐪=𝐩^{}+𝐪^{}=0,`$ or $`𝐪=𝐩,𝐪^{}=𝐩^{},`$ and this leads to simplification of the result for $`H_{\mathrm{int}}`$ $$H_{\mathrm{int}}=\frac{1}{2N}\underset{𝐩,𝐩^{},\alpha ,\beta }{}V(𝐩,𝐩^{})c_{p^{},\beta }^{}c_{p^{},\alpha }^{}c_{p,\alpha }c_{p,\beta },$$ (25) where $`V(𝐩^{},𝐩)`$ $`=`$ $`\{J_{sp}\left[\left({\displaystyle \frac{I_s}{ϵ_s}}\right)^2\tau ^2\sigma (𝐩^{})\sigma (𝐩)\right]`$ (26) $`+`$ $`J_{dp}\left[\left({\displaystyle \frac{I_d}{ϵ_d}}\right)^2{\displaystyle \frac{1}{s(𝐩^{})}}(2\tau \sigma ^2(𝐩^{})){\displaystyle \frac{1}{s(𝐩)}}(2\tau \sigma ^2(𝐩))\right]\}`$ (27) $`\times `$ $`{\displaystyle \frac{s__X^2(𝐩^{})s__Y^2(𝐩^{})}{s(𝐩^{})}}{\displaystyle \frac{s__X^2(𝐩)s__Y^2(𝐩)}{s(𝐩)}}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cot}(p_x^{}/2)\mathrm{cot}(p_x/2)+{\displaystyle \frac{1}{2}}\mathrm{cot}(p_y^{}/2)\mathrm{cot}(p_y/2)\right).`$ (28) and $$\sigma (𝐩)=\frac{s__X^2s__Y^2}{s}(𝐩).$$ We consider the case where the influence of the odd in $`p_x`$ and $`p_y`$ terms is negligible. This, for example, holds for the conventional superconductors, described by the BCS theory and could take place in the layered cuprates as shown by the experiments on Bi<sub>2</sub>SrCa<sub>2</sub>Cu<sub>2</sub>O<sub>8</sub> . In the next section we consider the possibilities provided by the reduced kernel $`V_{\mathrm{HL}}(𝐩^{},𝐩)`$ $`=`$ $`\{J_{sp}\left({\displaystyle \frac{I_s}{ϵ_s}}\right)^2\tau ^2\sigma (𝐩^{})\sigma (𝐩)`$ (29) $`+`$ $`J_{dp}\left[\left({\displaystyle \frac{I_d}{ϵ_d}}\right)^2{\displaystyle \frac{1}{s(𝐩^{})}}(2\tau \sigma ^2(𝐩^{})){\displaystyle \frac{1}{s(𝐩)}}(2\tau \sigma ^2(𝐩))\right]\}`$ (30) $`\times `$ $`{\displaystyle \frac{s__X^2(𝐩^{})s__Y^2(𝐩^{})}{s(𝐩^{})}}{\displaystyle \frac{s__X^2(𝐩)s__Y^2(𝐩)}{s(𝐩)}}.`$ (31) ## IV THE BCS SCHEME Consider now $`V_{\mathrm{HL}}(𝐩^{},𝐩)`$ involved in the self-consistent BSC calculation of the superconducting gap. Following the method described in this fundamental work and notations from Ref. we obtain the following expression for the order parameter $$\mathrm{\Delta }(𝐩^{})=\frac{1}{2N}\underset{𝐩}{}V(𝐩^{},𝐩)\frac{\mathrm{tanh}\left(\frac{E(𝐩)}{2T}\right)}{E(𝐩)}\mathrm{\Delta }(𝐩),E(𝐩)=\sqrt{\mathrm{\Delta }^2(𝐩)+\eta ^2(𝐩)},$$ (32) where $`\eta (𝐩)=𝐩^2/2m\mu ,`$ with $`\mu `$ being the chemical potential of the electrons. The renormalization procedure tells us that the summation in Eq. (32) is only over a narrow energy interval along the Fermi surface contour (FS $``$), i.e. $`E_\mathrm{F}\mathrm{}\omega __D\epsilon (𝐩)E_\mathrm{F}+\mathrm{}\omega __D,`$ where the cut-off parameter of the sum $`\mathrm{}\omega __D`$ is found to be $`\mathrm{}\omega __DE_\mathrm{F}/2.`$ For more details about the calculations see for example Ref. , where the influence of the impurities on the order parameter symmetry is studied as well. In the case of layered cuprates the equation for the constant energy contours (CEC) is given by $`\epsilon _\mathrm{c}(𝐩)=E_\mathrm{F},`$ where $`\epsilon _\mathrm{c}(𝐩)`$ is given by Eq. (17). The result for $`V_{\mathrm{HL}}`$ can be further simplified if we introduce the dimensionless Fermi energy measured in units of the conduction band width $`w`$ $$\epsilon _\mathrm{w}\frac{\epsilon _\mathrm{c}(𝐩)}{w}=\frac{1}{\frac{1}{2x}+\frac{1}{2y}}=\frac{1}{2}\frac{s__X^2s__Y^2}{s__X^2+s__Y^2}=\mathrm{const},$$ (33) where $`w=4t_{\mathrm{eff}}`$ is the bandwidth. Thus we get $`V_{\mathrm{HL}}(𝐩^{},𝐩)`$ $`=`$ $`16\epsilon _\mathrm{w}^2\{J_{sp}\left({\displaystyle \frac{I_s}{ϵ_s}}\right)^2\tau ^2(s__X^2(𝐩^{})s__Y^2(𝐩^{}))(s__X^2(𝐩)s__Y^2(𝐩))`$ (34) $`+`$ $`J_{dp}\left[\left({\displaystyle \frac{I_d}{ϵ_d}}\right)^2{\displaystyle \frac{1}{s(𝐩^{})}}(2\tau \sigma ^2(𝐩^{})){\displaystyle \frac{1}{s(𝐩)}}(2\tau \sigma ^2(𝐩))\right]\}.`$ (35) ## V DISCUSSION To gain further knowledge on the gap symmetry it is straightforward to examine Eq. (32) for particular choices of the interaction parameters entering Eq. (34) for which certain plausible limit cases occur. Thus, for instance, if the $`3d`$ amplitudes dominate the transitions between the Cu and O orbitals as considered in Ref. , one would have $`J_{sp}J_{dp}`$ and therefore $`V_{\mathrm{HL}}(𝐩^{},𝐩)`$ $`=`$ $`16\epsilon _\mathrm{w}^2J_{dp}\left[\left({\displaystyle \frac{I_d}{ϵ_d}}\right)^2{\displaystyle \frac{1}{s(𝐩^{})}}\left(2\tau \sigma ^2(𝐩^{})\right){\displaystyle \frac{1}{s(𝐩)}}\left(2\tau \sigma ^2(𝐩)\right)\right]`$ (36) $`=`$ $`16\epsilon _\mathrm{w}^2J_{dp}\left({\displaystyle \frac{I_d}{ϵ_d}}\right)^2\chi _s(𝐩^{})\chi _s(𝐩),`$ (37) where $$\chi _s(𝐩)=\frac{1}{s(𝐩)}\left(2\tau \frac{\left(s__X^2(𝐩)s__Y^2(𝐩)\right)^2}{s__X^2(𝐩)+s__Y^2(𝐩)}\right).$$ Thus we have a separable Hamiltonian of the interaction leading to an implicit analytical solution for the gap $$\mathrm{\Delta }(𝐩)=\frac{1}{2N}\underset{𝐩^{}}{}(16J_{dp}\epsilon _\mathrm{w}^2)\left(\frac{I_d}{ϵ_d}\right)^2\chi _s(𝐩)\chi _s(𝐩^{})\frac{\mathrm{tanh}\left(\frac{E(𝐩^{})}{2T}\right)}{E(𝐩^{})}\mathrm{\Delta }(𝐩^{}).$$ (38) After separating the angular dependence in $`\chi _s(𝐩)`$ and introducing the so called order parameter $`\mathrm{\Xi }_s(T)`$ at finite temperature $`T,`$ we have $$\begin{array}{c}\mathrm{\Delta }(𝐩)=\chi _s(𝐩)\mathrm{\Xi }_s(T),\hfill \\ \frac{1}{2N}16J_{dp}\epsilon _\mathrm{w}^2(\frac{I_d}{ϵ_d})^2\underset{𝐩^{}}{}\chi _s^2(𝐩^{})\frac{\mathrm{tanh}\left(\frac{E(𝐩^{})}{2T}\right)}{E(𝐩^{})}=1,\hfill \end{array}$$ (39) where, in compliance with Eq. (32) $$E(𝐩)=\sqrt{\chi _s^2(𝐩)\mathrm{\Xi }_s^2(T)+\eta ^2(𝐩)}.$$ This expression has the standard BCS form for a scalar type gap . In this case, $`J_{sp}J_{dp},`$ we have the angular dependence $$\mathrm{\Delta }(𝐩)\chi _s(𝐩)>0,$$ and therefore, as we use $`\tau 1`$, it exhibits $`s`$-type symmetry, $`\mathrm{\Delta }\text{const}.`$ Such a possibility exists in strongly irradiated samples (see also Refs. and references therein) or $`\mathrm{Nd}_{2x}\mathrm{Ce}_x\mathrm{CuO}_{4\delta }.`$ Consider now the opposite case $`J_{dp}J_{sp}.`$ In the separable kernel obtained $$V_{\mathrm{HL}}16\epsilon _\mathrm{w}^2J_{sp}\left(\frac{I_s}{ϵ_s}\right)^2\tau ^2\chi _d(𝐩^{})\chi _d(𝐩),$$ (40) the $`\chi _d(𝐩)`$ function has the form $$\chi _d(𝐩)=s__X^2(𝐩)s__Y^2(𝐩)=2\left(\mathrm{cos}p_x\mathrm{cos}p_y\right),$$ which yields the so called $`d`$-type gap anisotropy. Now the gap equations Eqs. (32), (38) and (39) take the form $$\begin{array}{c}\mathrm{\Delta }(𝐩)=\chi _d(𝐩)\mathrm{\Xi }_d(T)\mathrm{cos}(p_x)\mathrm{cos}(p_y),\hfill \\ \\ \frac{1}{2N}16J_{sp}\epsilon _\mathrm{w}^2\left(\frac{I_s}{ϵ_s}\right)^2\tau ^2\underset{𝐩^{}}{}\chi _d^2(𝐩^{})\frac{\mathrm{tanh}\left(E(𝐩^{})/2T\right)}{E(𝐩^{})}=1,\hfill \\ \\ E(𝐩)=\sqrt{\chi _d^2(𝐩)\mathrm{\Xi }_d^2(T)+\eta ^2(𝐩)}.\hfill \end{array}$$ (41) Here the angular dependence is carried by the fragment $`s__X^2s__Y^2;`$ the nodes of the gap are now situated at the points $`p_x=\pm \pi \pm p_y,p_x=\pm p_y,`$ i.e. along the diagonals of the rounded FS square $`\epsilon _\mathrm{w}=\epsilon _\mathrm{c}(𝐩)/w=\text{const},`$ in case of $`\epsilon _\mathrm{w}0.38`$ as it is for the hole doped YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> and Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O$`_8.`$ Such a location of the nodes of $`\mathrm{\Delta }(𝐩)`$ is in accordance with that reported in Ref. where at last the methodologically important pair of parameters $`(u,v)`$ of the theory have been measured by ARPES. To bridge the current discussion and the experiment we employ Eq. (41) to fit the recent experimental data by Ding et al. and the result is shown in Fig. 1. Since $`\mathrm{\Delta }(𝐩)`$ lives only on the FS contour a simultaneous fit to both the gap and FS can be achieved by simply projecting the gap curve onto the $`(p_x,p_y)`$ plane. As clearly seen in Fig. 1, the adopted here simple TB self-consistent model remarkably reproduces the experimentally observed $`\mathrm{\Delta }(𝐩)`$ anisotropy in Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O$`_8.`$ ## VI CONCLUSIONS In the preceding sections we have given an account of a model in which different cases of superconducting gap symmetry occur upon ’passing’ various sets of parameters as an ’input’. Having obtained the underlying microscopic mechanism of high-$`T_c`$ superconductivity we hope that subsequent investigations on different materials will finally determine the parameters entering the interaction Hamiltonian so that its structure be enough to explain the experimentally observed different types of superconductivity. Let us note that now in a decade of investigations it is not yet firmly recognized whether it is a standard BCS scheme or some kind of exotic interaction that gives rise to high-$`T_c`$ superconductivity. In conclusion we stress that within the framework of the suggested model not only the results that give $`s`$-type symmetry is easily interpreted, but also the recent experiments on the Josephson $`\pi `$-shift in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> and the ARPES study of Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> and YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> . This model makes use of ideas having their origin in the quantum chemistry, quantum field theory and gives, by itself, a successive microscopic derivation of the interaction Hamiltonian $`H_{\mathrm{int}}`$ of the BCS theory. Moreover the interpolation formulae used to fit the experimental data for the Fermi contour and the angular dependence of the order parameter, for instance, are obtained as a simple result within the framework of the traditional band picture and the BCS scheme. We consider that it is most unlikely the same analytic interpolation formulae to be successively derived by an alternative theoretical model, i.e. model using only college trigonometry and exhibiting textbook-like behaviour. In this sense the theory of superconductivity repeats the development of quantum electrodynamics from half century ago and we could see the victory of traditionalism in the decadent theoretical physics at the end of the 20-th century. ###### Acknowledgements. This work was partially supported by the Bulgarian National Scientific Fund under Contract No. Phys. 627/1996. The authors are much indebted to Prof. I. Z. Kostadinov for allowing them unrestricted access to the computing facilities of the Center for Space Research and Technologies, where the essential part of this work was accomplished, and for the stimulating discussions as well.
warning/0001/hep-ph0001251.html	ar5iv	text	# QUARK-ANTIQUARK PAIRING INDUCED BY INSTANTONS IN QCD ## 1 INTRODUCTION. The superconducting pairing of quarks due to the gluon exchange in QCD with the formation of the diquark condensate was proposed by Barrois<sup></sup> and Frautschi<sup></sup> since more than two decades and then studied by Bailin and Love<sup></sup>, Donoglue and Sateesh<sup></sup>, Iwasaki and Iwado<sup></sup>. Recently in a series papers by Alford, Rajagopal and Wilczek<sup></sup>, Schäfer and Wilczek<sup></sup>, Rapp, Schäfer, Shuryak and Velkovsky<sup></sup>, Evans, Hsu and Schwetz<sup></sup>, Hieu and Tuong<sup></sup>, Son<sup></sup>, and others there arose a new interest to the existence of the diquark Bose condensate in the QCD dense matter - the color superconductivity. The connection between the color superconductivity and the chiral phase transition in QCD was studied by Berges and Rajagopal<sup></sup>, Harada and Shibata<sup></sup>. There exists also the spontaneous parity violation, as it was shown by Pisarski and Rischke<sup></sup>. The present work is devoted to the study of the quark-antiquark pairing due to some direct four-fermion coupling in the framework of the functional integral approach<sup></sup>. For the systems of quarks and antiquarks with $`N_c`$ colors and $`N_f=2`$ flavors this direct four-fermion coupling might be induced by the instantons<sup></sup>. We derive the general integral equations for the order parameters of the Bose condensate of the quark-antiquark pairs in the interacting systems with any direct four-fermion coupling. By establishing the existence of the order parameters with definite symmetry properties in the system with $`N_c`$ colors and two flavors we come to the conclusions on the dynamical spontaneous breaking of the corresponding symmetries. ## 2 BOSONIC COMPOSITE FIELD. Denote $`\psi _A\left(x\right)`$ the quark field, where $`A=\left(\alpha ai\right)`$ is the set consisting of the Dirac spinor index $`\alpha =1,2,3,4`$ and the color and flavor indices $`a=1,2,\mathrm{}N_c`$ and $`i=1,2,\mathrm{}N_f`$. The internal symmetry groups are assumed to be $`SU\left(N_c\right)_c`$ and $`SU\left(N_f\right)_f`$. We work in the imaginary time formalism and denote $`x=(\tau ,𝐱)`$ a vector in the Euclidean four-dimensional space. The partition function of the system of free quarks and antiquarks at the temperature $`T`$ can be expressed in the form of the functional integral $$Z_0=\left[D\psi \right]\left[D\overline{\psi }\right]\mathrm{exp}\left\{𝑑x\overline{\psi }^A\left(x\right)D_A^B\psi _B\left(x\right)\right\}$$ (1) with the brief notations $`{\displaystyle 𝑑x}`$ $`=`$ $`{\displaystyle _0^\beta }𝑑\tau {\displaystyle 𝑑𝐱},\beta ={\displaystyle \frac{1}{kT}},`$ $`D_A^B`$ $`=`$ $`\left[\gamma _4\left({\displaystyle \frac{}{\tau }}\mu \right)+\gamma +M\right]_A^B,`$ (2) where $`k`$is the Boltzmann constant, $`\mu `$ is the chemical potential and $`M`$ is the bare quark mass. We write the interaction Lagrangian of the four-fermion coupling in the most general form $$L_{int}=\frac{1}{2}\overline{\psi }^A\left(x\right)\psi _B\left(x\right)U_{AC}^{BD}\overline{\psi }^C\left(x\right)\psi _D\left(x\right).$$ (3) The partition function of the interacting system equals $`Z`$ $`=`$ $`{\displaystyle \left[D\psi \right]\left[D\overline{\psi }\right]\mathrm{exp}\left\{𝑑x\overline{\psi }^A\left(x\right)D_A^B\psi _B\left(x\right)\right\}}`$ (4) $`\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}{\displaystyle 𝑑x\overline{\psi }^A\left(x\right)\psi _B\left(x\right)U_{AC}^{BD}\overline{\psi }^C\left(x\right)\psi _D\left(x\right)}\right\}.`$ Following the method in the functional integral approach<sup></sup> we introduce some bosonic composite field $`\mathrm{\Phi }_B^A\left(x\right)`$ and the functional integral $$Z_0^\mathrm{\Phi }=\left[D\mathrm{\Phi }\right]\mathrm{exp}\left\{\frac{1}{2}𝑑x\mathrm{\Phi }_B^A\left(x\right)U_{AC}^{BD}\mathrm{\Phi }_D^C\left(x\right)\right\}.$$ (5) We have the Hubbard-Stratonovich transformation $`\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}{\displaystyle 𝑑x\overline{\psi }^A\left(x\right)\psi _B\left(x\right)U_{AC}^{BD}\overline{\psi }^C\left(x\right)\psi _D\left(x\right)}\right\}={\displaystyle \frac{1}{Z_0^\mathrm{\Phi }}}{\displaystyle \left[D\mathrm{\Phi }\right]}`$ $`\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}{\displaystyle 𝑑x\mathrm{\Phi }_B^A\left(x\right)U_{AC}^{BD}\mathrm{\Phi }_D^C\left(x\right)}\right\}\mathrm{exp}\left\{{\displaystyle 𝑑x\overline{\psi }^A\left(x\right)\psi _B\left(x\right)\mathrm{\Delta }_A^B\left(x\right)}\right\},`$ (6) where $$\mathrm{\Delta }_A^B\left(x\right)=U_{AC}^{BD}\mathrm{\Phi }_D^C\left(x\right).$$ (7) Denote $`S_A^B\left(xy\right)`$ the two-point Green function of the free quark field, $$D_A^BS_B^C\left(xy\right)=\delta _A^C\delta \left(xy\right).$$ (8) Substituting the expression (6) into the r.h.s. of the formula (4) and performing the functional integration over the fermionic variables, we obtain the partition function $`Z`$in the form of a functional integral over the bosonic integration variables $$Z=\frac{Z_0}{Z_0^\mathrm{\Phi }}\left[D\mathrm{\Phi }\right]\mathrm{exp}\left\{I_{\mathrm{eff}}\left[\mathrm{\Phi }\right]\right\}$$ (9) with the effective action of the bosonic composite field $$I_{\mathrm{eff}}\left[\mathrm{\Phi }\right]=\frac{1}{2}𝑑x\mathrm{\Phi }_B^A\left(x\right)U_{AC}^{BD}\mathrm{\Phi }_D^C\left(x\right)+W\left[\mathrm{\Delta }\right],$$ (10) $$W\left[\mathrm{\Delta }\right]=\underset{n=1}{\overset{\mathrm{}}{}}W^{\left(n\right)}\left[\mathrm{\Delta }\right],$$ (11) $$W^{\left(1\right)}\left[\mathrm{\Delta }\right]=𝑑x\mathrm{\Delta }_A^B\left(x\right)S_B^A\left(0\right),$$ $$W^{\left(2\right)}\left[\mathrm{\Delta }\right]=\frac{1}{2}𝑑x_1𝑑x_2\mathrm{\Delta }_{A_1}^{B_1}\left(x_1\right)S_{B_1}^{A_2}\left(x_1x_2\right)\mathrm{\Delta }_{A_2}^{B_2}\left(x_2\right)S_{B_2}^{A_1}\left(x_2x_1\right),$$ (12) $`W^{\left(3\right)}\left[\mathrm{\Delta }\right]`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle 𝑑x_1𝑑x_2𝑑x_3}`$ $`\mathrm{\Delta }_{A_1}^{B_1}\left(x_1\right)S_{B_1}^{A_2}\left(x_1x_2\right)\mathrm{\Delta }_{A_2}^{B_2}\left(x_2\right)S_{B_2}^{A_3}\left(x_2x_3\right)\mathrm{\Delta }_{A_3}^{B_3}\left(x_3\right)S_{B_3}^{A_1}\left(x_3x_1\right),`$ $`W^{\left(n\right)}\left[\mathrm{\Delta }\right]`$ $`=`$ $`{\displaystyle \frac{\left(1\right)^{n+1}}{n}}{\displaystyle 𝑑x_1\mathrm{}𝑑x_n\mathrm{\Delta }_{A_1}^{B_1}\left(x_1\right)S_{B_1}^{A_2}\left(x_1x_2\right)}`$ $`\mathrm{\Delta }_{A_2}^{B_2}\left(x_2\right)\mathrm{}.S_{B_{n1}}^{A_n}\left(x_{n1}x_n\right)\mathrm{\Delta }_{A_n}^{B_n}\left(x_n\right)S_{B_n}^{A_1}\left(x_nx_1\right)`$ $`\mathrm{}\mathrm{}.`$ From this effective action we derive the field equation $$\mathrm{\Delta }_C^D\left(x\right)=U_{CA}^{DB}G_B^A(x,x),$$ (13) where the two-point Green function of the quark field in the presence of the condensate $`G_B^A(y,x)`$ is determined by the Schwinger-Dyson equation $$G_B^A(y,x)=S_B^A\left(yx\right)𝑑zS_B^C\left(yz\right)\mathrm{\Delta }_C^D\left(z\right)G_D^A(z,x).$$ (14) ## 3 GENERAL EQUATIONS AND RELATIONS FOR ORDER PARAMETERS. Now we study the constant solution $$\mathrm{\Delta }_B^A\left(x\right)=\mathrm{\Delta }_B^{0A}=\mathrm{const}.$$ (15) of the system of equations (13) and (14). The non-vanishing components of the constant rank 2 spinor (15) can be considered as the order parameters of the quark-antiquark pair Bose condensate. For the special class (15) of the bosonic field $`\mathrm{\Delta }_B^A\left(x\right)`$ the Green functions $`G_B^A(y,x)`$depend only on the coordinate difference $$G_B^A(y,x)=G_B^A\left(yx\right).$$ Denoting $`\stackrel{~}{G}_B^A(𝐩,\epsilon _n)`$and $`\stackrel{~}{S}_B^A(𝐩,\epsilon _n)`$ the Fourier transforms of $`G_B^A\left(yx\right)`$and $`S_B^A\left(yx\right)`$ resp., $$\epsilon _n=\left(2n+1\right)\frac{\pi }{\beta },$$ $`n`$ being integers, we rewrite the equations (13) and (14) in the form $`\mathrm{\Delta }_C^{0D}`$ $`=`$ $`U_{CA}^{DB}{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{\left(2\pi \right)^3}}{\displaystyle 𝑑𝐩\stackrel{~}{G}_B^A(𝐩,\epsilon _n)}`$ (16) $`\stackrel{~}{G}_B^A(𝐩,\epsilon _n)`$ $`=`$ $`\stackrel{~}{S}_B^A(𝐩,\epsilon _n)\stackrel{~}{S}_B^C(𝐩,\epsilon _n)\mathrm{\Delta }_C^{0D}\stackrel{~}{G}_D^A(𝐩,\epsilon _n)`$ (17) Introducing the matrices $`\widehat{\mathrm{\Delta }}^0,\widehat{G}(𝐩,\epsilon _n)`$ and $`\widehat{S}(𝐩,\epsilon _n)`$ with the elements $`\mathrm{\Delta }_B^{0A},\stackrel{~}{G}_B^A(𝐩,\epsilon _n)`$and $`\stackrel{~}{S}_B^A(𝐩,\epsilon _n),`$ and the inverse matrix $$\frac{1}{\widehat{S}(𝐩,\epsilon _n)}=i\left[\gamma _4\left(\epsilon _n+i\mu \right)+\gamma 𝐩\right]+M=i\widehat{p}+M,$$ (18) from the Schwinger-Dyson equation (17) we obtain $$\frac{1}{\widehat{G}(𝐩,\epsilon _n)}=\frac{1}{\widehat{S}(𝐩,\epsilon _n)}+\widehat{\mathrm{\Delta }}^0.$$ (19) Using the expressions (10)-(12) of the partition function and the field equations (13) and (14) we can derive also the expression of the free energy density of the system. In the case of the constant field (15) we have<sup></sup> $$F\left[\widehat{\mathrm{\Delta }}^0\right]=\frac{1}{\beta ^2}\underset{n}{}\frac{1}{\left(2\pi \right)^3}𝑑𝐩\mathrm{Tr}\left\{\widehat{\mathrm{\Delta }}^0\left[_0^1\widehat{G}^\omega (𝐩,\epsilon _n)𝑑\omega \frac{1}{2}\widehat{G}(𝐩,\epsilon _n)\right]\right\},$$ (20) where $`\widehat{G}(𝐩,\epsilon _n)`$was given by the equation (19) and $`\widehat{G}^\omega (𝐩,\epsilon _n)`$ is determined by a similar one with the replacement of $`\widehat{\mathrm{\Delta }}^0`$ by $`\omega \widehat{\mathrm{\Delta }}^0`$: $$\frac{1}{\widehat{G}^\omega (𝐩,\epsilon _n)}=\frac{1}{\widehat{S}(𝐩,\epsilon _n)}+\omega \widehat{\mathrm{\Delta }}^0.$$ (21) From the rotational invariance it follows that the rank 2 spinor $`\mathrm{\Delta }_{\left(\beta bj\right)}^{0\left(\alpha ai\right)}`$ has the most general form $$\mathrm{\Delta }_{\left(\beta bj\right)}^{0\left(\alpha ai\right)}=\delta _\beta ^\alpha \mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}+\left(\gamma _4\right)_\beta ^\alpha \mathrm{\Sigma }_{\left(bj\right)}^{{}_{}{}^{}\left(ai\right)}+i\left(\gamma _5\right)_\beta ^\alpha \mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}+i\left(\gamma _4\gamma _5\right)\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}.$$ (22) In order to avoid the lengthy calculations we consider the systems with the order parameters having a special form $$\mathrm{\Delta }_{\left(\beta bj\right)}^{0\left(\alpha ai\right)}=\delta _\beta ^\alpha \mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}+i\left(\gamma _5\right)_\beta ^\alpha \mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}.$$ (23) There is some correspondence between the existence of the non-vanishing components of $`\mathrm{\Delta }_{\left(\beta bj\right)}^{0\left(\alpha ai\right)}`$ and the dynamical spontaneous symmetry breakings in these systems: * Spontaneous parity violation $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}0.`$ * Spontaneous color symmetry breaking $`\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}\delta _b^a`$ $`\mathrm{\Sigma }_j^i`$and/or $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}`$ $`\delta _b^a\mathrm{\Pi }_j^i.`$ * Spontaneous flavor symmetry breaking $`\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}\delta _j^i\mathrm{\Sigma }_b^a`$and/or $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}\delta _j^i\mathrm{\Pi }_b^a.`$ * Spontaneous chiral symmetry breaking $`M=0,\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}0`$ and/or $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}0.`$ In the study of the QCD vacuum one often used the physical quantity $$n=\overline{\psi }^A\left(x\right)\psi _A\left(x\right)$$ which was called the quark condensate. This constant is expressed in terms of the covariant components of the order parameters $`\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}`$ and/or $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}`$. For the instanton induced four-fermion direct coupling in the system with $`N_c`$ colors and two flavors we have<sup></sup> $`U_{AC}^{BD}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left\{g_1\left[\delta _\alpha ^\beta \delta _\gamma ^\delta +\left(\gamma _5\right)_\alpha ^\beta \left(\gamma _5\right)_\gamma ^\delta \right]+g_2\left(\sigma _{\mu \nu }\right)_\alpha ^\beta \left(\sigma _{\mu \nu }\right)_\gamma ^\delta \right\}\delta _a^b\delta _c^d\left[\delta _i^j\delta _k^{\mathrm{}}\left(\tau \right)_i^j\left(\tau \right)_k^{\mathrm{}}\right]\phi `$ (24) $`{\displaystyle \frac{1}{2}}\left\{g_1\left[\delta _\alpha ^\delta \delta _\gamma ^\beta +\left(\gamma _5\right)_\alpha ^\delta \left(\gamma _5\right)_\gamma ^\beta \right]+g_2\left(\sigma _{\mu \nu }\right)_\alpha ^\delta \left(\sigma _{\mu \nu }\right)_\gamma ^\beta \right\}\delta _a^d\delta _c^b\left[\delta _i^{\mathrm{}}\delta _k^j\left(\tau \right)_i^{\mathrm{}}\left(\tau \right)_k^j\right]\phi ,`$ where $`\phi `$ is the form-factor. With the positive constant $`g_1`$ the quark-antiquark effective interaction is attractive in the pseudoscalar isovector (pion) and scalar isoscalar ($`\sigma `$ \- meson) channels<sup></sup>. Substituting the expressions (23) and (24) into the r.h.s. of the equations (16) and (17) and introducing the $`N_cN_f\times N_cN_f`$ matrices $`\widehat{\mathrm{\Sigma }}`$ and $`\widehat{\mathrm{\Pi }}`$ with the elements $`\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}`$ and $`\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}`$, we obtain the system of equations for these order parameters in the matrix form: $`\mathrm{\Sigma }_{\left(ck\right)}^{\left(d\mathrm{}\right)}`$ $`=`$ $`V_{\left(ck\right)\left(ai\right)}^{\left(d\mathrm{}\right)\left(bj\right)}{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle \phi \left(p\right)}`$ (25) $`\left[\left(M+\widehat{\mathrm{\Sigma }}\right){\displaystyle \frac{1}{\left(\epsilon _n+i\mu \right)^2+p^2+\left(M+\widehat{\mathrm{\Sigma }}\right)^2+\widehat{\mathrm{\Pi }}^2}}\right]_{bj}^{ai}p^2dp,`$ $`\mathrm{\Pi }_{\left(ck\right)}^{\left(d\mathrm{}\right)}`$ $`=`$ $`V_{\left(ck\right)\left(ai\right)}^{\left(d\mathrm{}\right)\left(bj\right)}{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{n}{}}{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle \phi \left(p\right)}`$ (26) $`\left[\widehat{\mathrm{\Pi }}{\displaystyle \frac{1}{\left(\epsilon _n+i\mu \right)^2+p^2+\left(M+\widehat{\mathrm{\Sigma }}\right)^2+\widehat{\mathrm{\Pi }}^2}}\right]_{bj}^{ai}p^2dp,`$ $$V_{\left(ck\right)\left(ai\right)}^{\left(d\mathrm{}\right)\left(bj\right)}=2g_1\delta _a^b\delta _c^d\left[\delta _i^j\delta _k^{\mathrm{}}\left(\tau \right)_i^j\left(\tau \right)_k^{\mathrm{}}\right]\left(g_1+6g_2\right)\delta _a^d\delta _c^b\left[\delta _i^{\mathrm{}}\delta _k^j\left(\tau \right)_i^{\mathrm{}}\left(\tau \right)_k^j\right].$$ (27) ## 4 ORDER PARAMETERS WITH DEFINITE SYMMETRY PROPERTIES. Let us study the solution of the system of equations (25) and (26) for the order parameters having definite transformation properties with respect to different symmetry groups. We use following notations: $`K_\mathrm{\Sigma }^\mathrm{\Pi }(M,\beta ,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle }{\displaystyle \frac{\phi \left(p\right)}{E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)}}\{\mathrm{th}{\displaystyle \frac{\beta \left[E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)+\mu \right]}{2}}`$ (28) $`+\mathrm{th}{\displaystyle \frac{\beta \left[E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)\mu \right]}{2}}\}p^2dp,`$ $$E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)=\left[p^2+\left(M+\mathrm{\Sigma }\right)^2+\mathrm{\Pi }^2\right]^{1/2}.$$ (29) $$g=2\left[\left(2N_c+1\right)g_1+6g_2\right].$$ (30) In the case of the instanton induced effective four-fermion coupling the constant $`g`$ is positive. In order to have a more complete presentation as well as to provide a comparison we consider also the case $`g<0`$. For studying the spontaneous breaking of the parity conservation or/and the flavor symmetry without that of the color symmetry we write the order parameters in the form $$\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}=\delta _b^a\left[\delta _j^i\mathrm{\Sigma }_s+\left(\tau 𝐧\right)_j^i\mathrm{\Sigma }_t\right],$$ (31) $$\mathrm{\Pi }_{\left(bj\right)}^{\left(ai\right)}=\delta _b^a\left[\delta _j^i\mathrm{\Pi }_s+\left(\tau 𝐧\right)_j^i\mathrm{\Pi }_t\right],$$ (32) where $`𝐧`$ is some three-dimensional unit vector, and set $$\mathrm{\Sigma }^{(\pm )}=\mathrm{\Sigma }_s\pm \mathrm{\Sigma }_t,$$ (33) $$\mathrm{\Pi }^{(\pm )}=\mathrm{\Pi }_s\pm \mathrm{\Pi }_t.$$ (34) As the simple examples we consider in details three following particular phases: $`\mathrm{\Pi }_j^i=0;`$ $`\mathrm{\Pi }_s0,\mathrm{\Pi }_t=0;`$ $`\mathrm{\Pi }_t0,\mathrm{\Sigma }_t=0.`$ Phase 1. In this phase we have the system without the spontaneous parity violation. From the equations (25) for $`\mathrm{\Sigma }_{\left(bj\right)}^{\left(ai\right)}`$ we derive a system of two equations for $`\mathrm{\Sigma }^{(\pm )}`$: $`\mathrm{\Sigma }^{(+)}`$ $`=`$ $`\left[M+\mathrm{\Sigma }^{()}\right]gK_{\mathrm{\Sigma }^{()}}^0(M,\beta ,\mu ),`$ $`\mathrm{\Sigma }^{()}`$ $`=`$ $`\left[M+\mathrm{\Sigma }^{(+)}\right]gK_{\mathrm{\Sigma }^{(+)}}^0(M,\beta ,\mu ).`$ (35) In the case of the non-vanishing bare quark mass, $$M0,$$ from these equations it follows that $$\mathrm{\Sigma }^{(+)}=\mathrm{\Sigma }^{()},$$ (36) and therefore $$\mathrm{\Sigma }_t=0.$$ (37) This means that the flavor symmetry also cannot be spontaneously broken. The constant $`\mathrm{\Sigma }_s`$ is determined by the equation $$\frac{\mathrm{\Sigma }_s}{M}=\frac{gK_{\mathrm{\Sigma }_s}^0(M,\beta ,\mu )}{1gK_{\mathrm{\Sigma }_s}^0(M,\beta ,\mu )}=\frac{gK_0^0(M+\mathrm{\Sigma }_s,\beta ,\mu )}{1gK_0^0(M+\mathrm{\Sigma }_s,\beta ,\mu )}.$$ (38) Its solution always exists. The values of the integral $`gK_\mathrm{\Sigma }^0(M,\beta ,\mu )`$at different sets of the values of the physical parameters of the system are given in the Appendix. The quasiparticle with the momentum $`𝐩`$ has the energy $`E_{\mathrm{\Sigma }_s}^0(𝐩,M)`$ determined by the formula (29), $$E_{\mathrm{\Sigma }_s}^0(𝐩,M)=\left[𝐩^2+\left(M+\mathrm{\Sigma }_s\right)^2\right]^{1/2}$$ (39) Therefore $`\mathrm{\Sigma }_s`$ is the constant of the quark mass renomalization due to the presence of the quark-antiquark pairing. In the particular case of the vanishing bare quark mass, $$M=0,$$ the system of equations (35) becomes $`\mathrm{\Sigma }^{()}`$ $`=`$ $`\mathrm{\Sigma }^{(+)}gK_{\mathrm{\Sigma }^{(+)}}^0(0,\beta ,\mu ),`$ $`\mathrm{\Sigma }^{(+)}`$ $`=`$ $`\mathrm{\Sigma }^{()}gK_{\mathrm{\Sigma }^{()}}^0(0,\beta ,\mu ).`$ (40) It follows that $$\mathrm{\Sigma }^{(+)}=\pm \mathrm{\Sigma }^{()}.$$ (41) If $$\mathrm{\Sigma }^{(+)}=\mathrm{\Sigma }^{()}$$ then $$\mathrm{\Sigma }_t=0$$ and $`\mathrm{\Sigma }_s`$ is determined by the equation $$gK_{\mathrm{\Sigma }_s}^0(0,\beta ,\mu )=1.$$ (42) If $$\mathrm{\Sigma }^{(+)}=\mathrm{\Sigma }^{()}$$ (43) then $$\mathrm{\Sigma }_s=0$$ (44) and $`\mathrm{\Sigma }_t`$ is determined by the equation $$gK_{\mathrm{\Sigma }_t}^0(0,\beta ,\mu )=1.$$ (45) The existence of the solution of either the equation (42) or the equation (45) depends on the sign of the constant $`g`$: For $`g>0`$ the equation (45) has no solution, while in the case $`g<0`$ the solution of the equation (42) does not exist. The existence of a non-vanishing solution of either the equation(42) or the equation (45) at the appropriate values of the coupling constant $`g`$ would mean the spontaneous breaking of the chiral invariance in the system of the quarks and antiquarks with the vanishing bare quark mass: the quark-antiquark pairing makes the massless quarks to become the massive ones. In the case of the non-vanishing solution $`\mathrm{\Sigma }_t`$ of the equation (45) the flavor symmetry is spontaneously broken while in the case of the non-vanishing solution $`\mathrm{\Sigma }_s`$ of the equation (42) there is no spontaneous breaking of the flavor symmetry. Phase 2. In this phase from the equations (25) and (26) we derive following system of equations for the constants $`\mathrm{\Sigma }^{(\pm )}`$ and $`\mathrm{\Pi }_s:`$ $`\mathrm{\Sigma }^{(+)}`$ $`=`$ $`\left[M+\mathrm{\Sigma }^{()}\right]gK_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(M,\beta ,\mu ),`$ $`\mathrm{\Sigma }^{()}`$ $`=`$ $`\left[M+\mathrm{\Sigma }^{(+)}\right]gK_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(M,\beta ,\mu ),`$ (46) and $$\mathrm{\Pi }_s=\mathrm{\Pi }_s\frac{1}{2}g\left\{K_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(M,\beta ,\mu )+K_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(M,\beta ,\mu )\right\},$$ (47) Because $$\mathrm{\Pi }_s0,$$ from the equation (47) it follows that $$\frac{1}{2}g\left\{K_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(M,\beta ,\mu )+K_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(M,\beta ,\mu )\right\}=1.$$ (48) The solution of this equation may exist only if $`g`$ is negative. If the bare quark mass does not vanish, $$M0,$$ then from the equation (46) it follows that $$\mathrm{\Sigma }^{(+)}=\mathrm{\Sigma }^{()}$$ and therefore $$\mathrm{\Sigma }_t=0.$$ The flavor symmetry is not spontaneously broken, and the equation (48) becomes $$gK_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }_s}(M,\beta ,\mu )=1,$$ (49) From the equations (46) now we obtain $$\mathrm{\Sigma }_s=\frac{M}{2},$$ (50) and the order parameter $`\mathrm{\Pi }_s`$ is determined by the equation $$gK_0^{\mathrm{\Pi }_s}(\frac{M}{2},\beta ,\mu )=1.$$ (51) The existence of $`\mathrm{\Sigma }_s`$ and $`\mathrm{\Pi }_s`$ would mean the quark mass renormalization and the spontaneous parity violation without the spontaneous breaking of the flavor symmetry. If the bare quark mass is vanishing, $$M=0,$$ then the system of equations (46) becomes $`\mathrm{\Sigma }^{(+)}`$ $`=`$ $`\mathrm{\Sigma }^{()}gK_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(0,\beta ,\mu ),`$ $`\mathrm{\Sigma }^{()}`$ $`=`$ $`\mathrm{\Sigma }^{(+)}gK_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(0,\beta ,\mu ).`$ (52) From these equations we derive the relation $$gK_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(0,\beta ,\mu ).gK_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )=1.$$ (53) The system of two equations (48) and (53) for two variables $`gK_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )`$ and$`gK_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )`$ has the unique solution $$gK_{\mathrm{\Sigma }^{()}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )=gK_{\mathrm{\Sigma }^{(+)}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )=1.$$ (54) Substituting this value of $`gK_{\mathrm{\Sigma }^{(\pm )}}^{\mathrm{\Pi }_s}(0,\beta ,\mu )`$ into the equations (52), we obtain the relation $$\mathrm{\Sigma }^{(+)}=\mathrm{\Sigma }^{()},$$ (55) which means that $$\mathrm{\Sigma }_s=0.$$ (56) The equation (54) becomes $$gK_{\mathrm{\Sigma }_t}^{\mathrm{\Pi }_s}(0,\beta ,\mu )=1.$$ (57) Denote $`\mathrm{\Sigma }_{\mathrm{max}}`$ the solution of the equation $$gK_{\mathrm{\Sigma }_{\mathrm{max}}}^0(0,\beta ,\mu )=1.$$ (58) A comparison of two equations (57) and (58) gives the relation $$\mathrm{\Sigma }_t^2+\mathrm{\Pi }_s^2=\mathrm{\Sigma }_{\mathrm{max}}^2.$$ (59) Thus in the case of the massless bare quarks with the negative coupling constant $`g`$ if the equation (58) has a solution $`\mathrm{\Sigma }_{\mathrm{max}}0`$ then there exists a continuous class of the quark-antiquark pair condensates spontaneously breaking the flavor symmetry and the parity conservation with the order parameters $`\mathrm{\Sigma }_t`$ and $`\mathrm{\Pi }_s`$ satisfying the condition (59). Phase 3. In this phase from the equations (25) and (26) we derive the system of equations for the constants $`\mathrm{\Sigma }_s`$ and $`\mathrm{\Pi }^{(\pm )}`$: $$\mathrm{\Sigma }_s=\left(M+\mathrm{\Sigma }_s\right)\frac{1}{2}g\left\{K_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }^{()}}(M,\beta ,\mu )+K_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }^{(+)}}(M,\beta ,\mu )\right\},$$ (60) $`\mathrm{\Pi }^{(+)}`$ $`=`$ $`\mathrm{\Pi }^{()}gK_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }^{()}}(M,\beta ,\mu ),`$ $`\mathrm{\Pi }^{()}`$ $`=`$ $`\mathrm{\Pi }^{(+)}gK_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }^{(+)}}(M,\beta ,\mu ).`$ (61) From the equations (61) it follow that $$\mathrm{\Pi }^{(+)}=\pm \mathrm{\Pi }^{()}.$$ (62) Because $$\mathrm{\Pi }_t0,$$ we must choose the solution with $$\mathrm{\Pi }^{(+)}=\mathrm{\Pi }^{()}$$ (63) and therefore $$\mathrm{\Pi }_s=0,$$ (64) Then the equations (61) give $$gK_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }_t}(M,\beta ,\mu )=1.$$ (65) From the equations (60) and (65) it follows that $$M=0.$$ Thus the phase 3 may exist only in the case of the vanishing bare quark mass. In this case $`\mathrm{\Sigma }_s`$ and $`\mathrm{\Pi }_t`$ are determined by the equation $$gK_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }_t}(0,\beta ,\mu )=1$$ (66) Denote $`\mathrm{\Pi }_{\mathrm{max}}`$ the solution of the equation $$gK_0^{\mathrm{\Pi }_{\mathrm{max}}}(0,\beta ,\mu )=1.$$ (67) We have also the relation of the form (59) between the parameters $`\mathrm{\Sigma }_s,`$ $`\mathrm{\Pi }_t`$ and $`\mathrm{\Pi }_{\mathrm{max}}:`$ $$\mathrm{\Sigma }_s^2+\mathrm{\Pi }_t^2=\mathrm{\Pi }_{\mathrm{max}}^2.$$ (68) Thus in the case of the massless bare quarks with the positive coupling constant $`g`$ if the equation (67) has a solution $`\mathrm{\Pi }_{\mathrm{max}}0`$, then there exists a continuous class of the quark-antiquark pair condensates spontaneously breaking the flavor symmetry and the parity conservation with the order parameters $`\mathrm{\Sigma }_s`$ and $`\mathrm{\Pi }_t`$ satisfying the condition (68). ## 5 DISCUSSIONS. We have shown that in a system of quarks and antiquarks with two flavors and $`N_c`$ co-lors and with the direct four-fermion coupling determined by the interaction Lagrangian (3) and the coupling constant matrix (24) the spontaneous breaking of the parity conservation and/or the flavor symmetry without that of the color symmetry may take place only if one among the equations (51), (58) and (67) has some non-vanishing solution which would determines the order parameters of the corresponding spontaneously breaking symmetry phase. There is a significant difference between these equations for the quark-antiquark pairing and the BCS equation for the superconductivity: According to the formula (28) for the function $`K_\mathrm{\Sigma }^\mathrm{\Pi }(M,\beta ,\mu )`$the expression under the integration over the momentum in the new equations (51), (58) and (67) is finite, while in the BCS equation the expression under the integration over the momentum is divergent at the Fermi surface. Therefore the solution of the BCS equation always exists, while the equation (51), (58) and (67) may have the solutions only if the magnitude of the coupling constant $`g`$ is large enough and the range of the form-factor $`\phi \left(p\right)`$ is wide enough. To simplify the calculations in the sequel we replace the form-factor $`\phi \left(p\right)`$ by introducing the momentum cut-off $`\lambda .`$This means that we set $$\phi \left(p\right)=\theta \left(\lambda p\right).$$ Then the equation (28) becomes $`K_\mathrm{\Sigma }^\mathrm{\Pi }(M,\beta ,\mu )`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _0^\lambda }{\displaystyle \frac{1}{E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)}}\{\mathrm{th}{\displaystyle \frac{\beta \left[E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)+\mu \right]}{2}}`$ (69) $`+\mathrm{th}{\displaystyle \frac{\beta \left[E_\mathrm{\Sigma }^\mathrm{\Pi }(p,M)\mu \right]}{2}}\}p^2dp,`$ We discuss first the case of the massive bare quarks $$M0.$$ The existence of some non-vanishing solution $`\mathrm{\Pi }_s`$ of the equation (51) would mean the spontaneous violation of the parity conservation without the flavor symmetry breaking. It is easy to verify that $`\mathrm{\Pi }_s0`$ does exist if the coupling constant $`g`$ and the momentum cut-off $`\lambda `$ satisfy following (sufficient) condition $$\left\|g\right\|\frac{\lambda ^2}{8\pi ^2}f\left(\frac{M}{2\lambda }\right)>1$$ (70) with $$f\left(\alpha \right)=\sqrt{1+\alpha ^2}\alpha ^2\mathrm{ln}\left(\frac{1}{\alpha }+\sqrt{1+\frac{1}{\alpha ^2}}\right).$$ (71) For the free energy density $`F_\beta ^M\left[\mathrm{\Pi }_s\right]`$ in this phase we have the relation $`\beta F_\beta ^M\left[\mathrm{\Pi }_s\right]`$ $`=`$ $`4\{{\displaystyle \frac{1}{2}}({\displaystyle \frac{M^2}{4}}+\mathrm{\Pi }_s^2)K_0^{\mathrm{\Pi }_s}({\displaystyle \frac{M}{2}},\beta ,\mu )`$ (72) $`{\displaystyle _0^1}[{\displaystyle \frac{M^2}{4}}(2\omega )+\omega \mathrm{\Pi }_s^2]K_0^{\omega \mathrm{\Pi }_s}(M(1{\displaystyle \frac{\omega }{2}}),\beta ,\mu )d\omega \}.`$ The spontaneously violating parity phase is a stable one if and only if $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{M^2}{4}}+\mathrm{\Pi }_s^2\right)K_0^{\mathrm{\Pi }_s}({\displaystyle \frac{M}{2}},\beta ,\mu )`$ $`{\displaystyle _0^1}\left[{\displaystyle \frac{M^2}{4}}\left(2\omega \right)+\omega \mathrm{\Pi }_s^2\right]K_0^{\omega \mathrm{\Pi }_s}(M\left(1{\displaystyle \frac{\omega }{2}}\right),\beta ,\mu )𝑑\omega `$ (73) For the given values of $`\beta ,\mu `$ and $`\lambda `$ this condition is satisfied only for the large enough values of the ratios $`\mathrm{\Pi }_s/M`$ $$\frac{\mathrm{\Pi }_s}{M}C(\beta ,\mu ,\frac{\lambda }{M}).$$ (74) The curve $`C(\mathrm{},0,x)`$ as a function of $`x=\lambda /M`$ is plotted in Fig.1. Fig. 1. The curve $`C(\mathrm{},0,\frac{\lambda }{M})`$ as a function of $`x=\lambda /M.`$ Now we discuss the case of the massless bare quarks $$M=0.$$ If the coupling constant $`g`$ and the momentum cut-off $`\lambda `$ satisfy the (sufficient) condition $$\frac{1}{8\pi ^2}\left\|g\right\|\lambda ^2>1,$$ (75) then the equation (57) with negative $`g`$ and the equation (66) with positive $`g`$ have non-vanishing solutions $`\mathrm{\Sigma }_t`$, $`\mathrm{\Pi }_s`$ (phases 2) and $`\mathrm{\Sigma }_s`$, $`\mathrm{\Pi }_t`$ (phases 3), respectively. In these phases the parity conservation and /or the flavor $`SU\left(2\right)`$ symmetry are spontaneously broken. Their free energy densities are determined by following relations: Phase 1 $$\beta F_\beta ^0\left[\mathrm{\Sigma }\right]=4\mathrm{\Sigma }^2\left\{\frac{1}{2}K_\mathrm{\Sigma }^0(0,\beta ,\mu )_0^1K_{\omega \mathrm{\Sigma }}^0(0,\beta ,\mu )𝑑\omega \right\}.$$ (76) Phases 2 $$\beta F_\beta [\mathrm{\Sigma }_t,\mathrm{\Pi }_s]=4\left(\mathrm{\Sigma }_t^2+\mathrm{\Pi }_s^2\right)\left\{\frac{1}{2}K_{\mathrm{\Sigma }_t}^{\mathrm{\Pi }_s}(0,\beta ,\mu )_0^1\omega K_{\omega \mathrm{\Sigma }_t}^{\omega \mathrm{\Pi }_s}(0,\beta ,\mu )𝑑\omega \right\}.$$ (77) Phases 3 $$\beta F_\beta [\mathrm{\Sigma }_s,\mathrm{\Pi }_t]=4\left(\mathrm{\Sigma }_s^2+\mathrm{\Pi }_t^2\right)\left\{\frac{1}{2}K_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }_t}(0,\beta ,\mu )_0^1\omega K_{\omega \mathrm{\Sigma }_s}^{\omega \mathrm{\Pi }_t}(0,\beta ,\mu )𝑑\omega \right\}.$$ (78) Because $$K_{\mathrm{\Sigma }_t}^{\mathrm{\Pi }_s}(0,\beta ,\mu )=K_{\mathrm{\Sigma }_{\mathrm{max}}}^0(0,\beta ,\mu ),$$ (79) $`\mathrm{\Sigma }_{\mathrm{max}}`$ being determined by the relation (59), and $$K_{\mathrm{\Sigma }_s}^{\mathrm{\Pi }_t}(0,\beta ,\mu )=K_0^{\mathrm{\Pi }_{\mathrm{max}}}(0,\beta ,\mu ),$$ (80) $`\mathrm{\Pi }_{\mathrm{max}}`$ being determined by the relation (68), the free energy densities of all phases 2 with different pairs of order parameters $`\mathrm{\Sigma }_t`$, $`\mathrm{\Pi }_s`$ have one and the same value $$F_\beta [\mathrm{\Sigma }_t,\mathrm{\Pi }_s]=F_\beta [\mathrm{\Sigma }_{\mathrm{max}},0]=F_\beta ^0\left[\mathrm{\Sigma }_{\mathrm{max}}\right],$$ (81) and those of all phases 3 with different pairs of order parameters $`\mathrm{\Sigma }_s`$, $`\mathrm{\Pi }_t`$ also have one and the same value $$F_\beta [\mathrm{\Sigma }_s,\mathrm{\Pi }_t]=F_\beta [0,\mathrm{\Pi }_{\mathrm{max}}]=F_\beta ^0\left[\mathrm{\Pi }_{\mathrm{max}}\right].$$ (82) Thus we have the total degeneracy between different phases in each continuous class. The free energy densities (77) and (78) are negative, and the phases 2 and 3 are stable. Note that in these phases not only the parity conservation and/or the $`SU\left(2\right)`$ flavor symmetry, but also the chiral symmetry, are spontaneously broken. Phase 1 is a limiting case of phases 3. The expressions (31) and (32) of the order parameters $`\mathrm{\Sigma }_{\left(b_j\right)}^{\left(a_i\right)}`$ and $`\mathrm{\Pi }_{\left(b_j\right)}^{\left(a_i\right)}`$ contain the arbitrary unit vector $`𝐧`$. However the free energy densities (77) and (78) do not depend on the direction of this vector. The critical temperature of the phase transition is determined by the equation $$\left\|g\right\|K_0^0(0,\beta _c,\mu )=1.$$ (83) The solution $`\beta _c`$ at given values of $`\left\|g\right\|`$, $`\lambda `$ (satisfying the condition (75)) and $`\mu `$ is plotted in Fig. 2. At each temperature lower than the critical one, $`\beta >\beta _c`$, the order parameter $`\mathrm{\Sigma }_{\mathrm{max}}`$ or $`\mathrm{\Pi }_{\mathrm{max}}`$ is non-vanishing. The $`\beta `$-dependence of $`\mathrm{\Sigma }_{\mathrm{max}}`$ or $`\mathrm{\Pi }_{\mathrm{max}}`$ at some given values of $`\left\|g\right\|`$, $`\lambda `$ (satisfying the condition (75)) and $`\mu `$ is presented in Fig. 3. Fig. 2. $`\beta _c`$ in $`\left(GeV\right)^1`$ vs. $`\left\|g\right\|`$ in $`\left(GeV\right)^2`$ at $`\lambda =0.6GeV`$ and $`\mu =0.3GeV.`$ Fig. 3. $`\mathrm{\Pi }_{\mathrm{max}}`$ or $`\mathrm{\Sigma }_{\mathrm{max}}`$ in $`GeV`$ vs. $`\beta `$ in $`\left(GeV\right)^1`$ at $`g=330\left(GeV\right)^2`$, $`\lambda =0.6GeV,`$ $`\mu =0.3GeV.`$ APPENDIX. In the following tables we present the values of the function $`K_0^0(M,\beta ,\mu )`$ at given values of the constants $`M`$, $`\lambda `$, $`\mu `$ in the $`GeV`$ unit and $`\beta `$ in the $`\left(GeV\right)^1`$unit Table 1. $`K_0^0(M,\beta ,\mu )`$ at $`M=0.1`$ and $`\lambda =0.6`$. Table 2. $`K_0^0(M,\beta ,\mu )`$ at $`M=0.1`$ and $`\lambda =0.7`$. Table 3. $`K_0^0(M,\beta ,\mu )`$ at $`M=0.1`$ and $`\lambda =0.8`$. Table 4. $`K_0^0(M,\beta ,\mu )`$ at $`M=0.13`$ and $`\lambda =0.8`$. Table 5 . $`K_0^0(M,\beta ,\mu )`$ at $`M=0.15`$ and $`\lambda =0.8`$. ACKNOWLEDGMENT. The authors express their sincere thank to the Natural Sciences Council for the financial support to this work.
warning/0001/hep-ph0001303.html	ar5iv	text	# I Introduction ## I Introduction In recent years much progress has been achieved in understanding some aspects of strongly interacting gauge theories. In particular the phase structure of supersymmetric gauge theories as function of the number of matter flavors has been analyzed using effective Lagrangian approaches, duality arguments and a variety of consistency checks . For ordinary gauge theories the situation is much less firm and further investigations are required to clarify the strong dynamics. Recently the phase structure for ordinary gauge theories has been investigated in Ref. . The infrared behavior of the underlying theory is expected to be very different according to the number of massless matter fields $`N_f`$ coupled to the gauge fields. A reasonable scenario is that for low values of number of flavors the theory confines and chiral symmetry breaking occurs. On the other side for large number of flavors the theory loses asymptotic freedom. It is expected that in between these two regimes there is a conformal window . In this region the theory does not confine, chiral symmetry is restored, and the theory acquires a long range conformal symmetry. While the upper limit of the conformal window is uniquely fixed by identifying it with the point above which asymptotic freedom is lost, there is still no complete agreement on the lower one. It has been argued that the transition from a confining (possibly with broken chiral symmetry) to a conformal theory in a $`SU(N)`$ gauge theory, as a function of the number of flavors $`N_f`$, takes place for $`N_f4N`$ . However recent lattice simulations seem to indicate that the amount of chiral symmetry breaking decreases substantially (for $`N=3`$) when $`N_f`$ is about $`4`$. Assuming that the transition takes place at a given critical value of $`N_f`$, we can ask questions about the spectrum of the theory near the transition. In particular in Ref. , by studying Weinberg spectral sum rules, it was observed that for theories close to a conformal transition parity partners become more degenerate than in QCD like theories (i.e. theories with $`N_f`$ well below the chiral/conformal transition). This leads to the possibility that parity doublets can form before chiral symmetry is actually restored. The lattice studies indicate such a scenario . In Ref. , using a linearly realized effective Lagrangian as a guide, it was noted that parity doubling is associated with the appearance of an enhanced global symmetry in the spectrum of the theory. The enhanced symmetry would develop as the spectrum splits into two sectors, with the first exhibiting the usual pattern of a spontaneously broken chiral symmetry, and the second exhibiting an additional, unbroken symmetry and parity doubling. The first sector includes massless Goldstone bosons and other states such as massive scalar partners. The second includes a parity-degenerate vector and axial vector along with other possible parity partners. The new enhanced symmetry (when the underlying fermions are in a fundamental and antifundamental representation of the gauge group) has been identified as either an extra $`[SU_L(N_f)\times SU_R(N_f)]`$ or a discrete $`Z_{2L}\times Z_{2R}`$ one, acting on the massive vector particles. The underlying $`SU_L(N_f)\times SU_R(N_f)`$ would affect only the Goldstones (and their associated chiral partners) and is assumed to break spontaneously to $`SU_V(N_f)`$. The Lagrangian in Ref. thus took the form of a linear $`\sigma `$ -model coupled to vectors. Since the natural mass scale of this strongly interacting system is expected to be of order $`2\pi v`$, where $`v`$ is the vacuum expectation value, we could, in principle, include other states as well. This spectrum choice seemed to be a reasonable approximation when using the Lagrangian close to a chiral/conformal transition. The massive degrees of freedom are expected to be very light compared to some intrinsic scale . It was noted that if such a near-critical theory describes symmetry breaking in the electroweak theory, the extra symmetry suppresses the contribution of the parity doubled sector to the $`S`$ parameter. The new dynamical symmetry, hence, plays a key role when trying to describe a possible strong electroweak Higgs sector . In the linear $`\sigma `$-model, the scalars appear as the chiral partner of Goldstone bosons. A different logical possibility is that the lightest scalar degrees of freedom are not chiral partners of the Goldstone bosons. This may be the case for QCD (for 3 and 2 light flavors). Indeed here the lightest scalar nonet could be realized mainly as a four quark type of meson a là Jaffe . A non linearly realized chiral Lagrangian might be, in this case, a better phenomenological description of the low energy physics. Now scalars transform as matter fields under chiral rotations (see ). While it is certainly an important issue to understand the true nature of the scalar bound states as well as the role played by higher order condensates for strongly interacting theories, here we concentrate on the symmetries of the effective Lagrangian. The main aim of this paper is to show the relation between the enhanced symmetry scenario and a relevant part of any effective Lagrangian for strongly coupled theories which deals with intrinsic negative parity terms (i.e. the ones including the Lorentz fully antisymmetric tensor $`ϵ_{\mu \nu \rho \sigma }`$). If such a near-critical theory is realized in nature the extra symmetry leads to a distinctive phenomenology associated with these terms. This relation was not explored in reference and anywhere else in literature. More specifically in Ref. we focused on the intriguing idea of parity doubling associated with an enhanced global symmetry and its possible consequences for physics beyond standard model using a linearly realized Lagrangian. Another new piece of information in the present article, also not present in literature, is the explicit construction of the $`ϵ`$ term effective Lagrangian when the underlying fermions are in a pseudoreal representation of the gauge group. In this paper we use the non linearly realized effective chiral Lagrangian to investigate the $`ϵ`$ terms (i.e. terms involving the $`ϵ_{\mu \nu \rho \sigma }`$ tensor). We do not expect our results to depend on this particular choice. To illustrate our results we do not include the scalars (which can be readily added following Ref. ). In this framework the non-abelian global chiral anomalies can be conveniently encoded in the Wess-Zumino term . The latter is the first time honored example of $`ϵ`$ term and is needed to saturate (in the Goldstone phase) at low energies the t’Hooft global anomaly constraints. At this point the relevant degrees of freedom are the Goldstone bosons and the massive vector and axial-vector mesons. We then construct the $`ϵ`$ part of the effective Lagrangian by adding those terms involving spin-1 as well as spin-0 mesons. At first we formally gauge the Wess-Zumino action, following a standard procedure developed in . This procedure automatically provides most of the desired terms while the local chiral invariance relates the coefficients of the new $`ϵ`$ terms to the Wess-Zumino coefficient. We then generalize the effective Lagrangian to be only globally invariant under chiral rotations. We see that enforcing invariance under the enhanced global symmetry on the $`ϵ`$ part of the Lagrangian, when vectors are introduced as gauge bosons, requires the absence of the Wess-Zumino action itself. This is at variance with the t’Hooft global anomaly constraint (which should be valid for any $`N_f`$ in the broken phase). However demanding just global invariance for the effective Lagrangian yields $`ϵ`$ terms (describing vector-Goldstone interactions) no longer related to the Wess-Zumino action, thus avoiding a topological obstruction to the existence of the enhanced symmetry. In particular, we show that if the new enhanced symmetry is a continuous one (i.e. an extra $`SU_L(N_f)\times SU_R(N_f)`$ acting only on spin-1 bosons), no dimension four $`ϵ`$ term except the ordinary Wess-Zumino one is allowed. More generally, the theory splits into two well separated sectors (a sector involves Goldstone bosons while the other contains the parity doubled particles). The allowed interactions among the two sectors cannot be encoded in a single trace and double traces are forbidden at the 4-derivative level. On the other hand if we require invariance only under a discrete symmetry, which also guarantees parity doubling, a few dimension four $`ϵ`$ terms (specifically 3 for the $`SU_L(N_f)\times SU_R(N_f)`$ case) survive. The enhanced symmetry leads to a distinctive phenomenology associated with the intrinsic negative parity terms. It is worth noting that the effective Lagrangian employed here, while describing the global symmetries, does not accurately describe the dynamics of a chiral/conformal transition. That is, it cannot be used directly as the basis for a Landau-Ginzburg theory of this transition with its expected nonanalytic behavior . In Ref. , an approach to such a Landau-Ginzburg theory was developed to describe the usual global symmetries. This approach could perhaps be extended to include the vectors of the present effective Lagrangian. We expect that it would describe the same symmetries we have considered here, both the spontaneously broken symmetry and the additional, unbroken symmetry. In Section II we construct the non $`ϵ`$ term effective Lagrangian using a non linearly realized underlying global symmetry $`SU_L(N_f)\times SU_R(N_f)`$. Parity invariance is imposed along with the ordinary pattern of chiral symmetry breaking (i.e. $`SU_L(N_f)\times SU_R(N_f)SU_V(N_f)`$). We have $`N_f^21`$ Nambu-Goldstone bosons, and complete the low energy spectrum with a set of vector and axial vector fields. Then, briefly reviewing the analysis done in Ref. , we investigate the spectrum and show that there is a particular choice of the parameters in the theory which allows for a degenerate vector and axial vector spectrum while augmenting the global symmetry to include an extra $`SU_L(N_f)\times SU_R(N_f)`$. The possible appearance of an additional continuous symmetry was considered by Casalbuoni et al. in Ref.. These papers were restricted to the case $`N_f=2`$ and did not include discussion of the possible connection to a near critical theory. As already observed in Ref. we note that a smaller discrete symmetry $`Z_{2L}\times Z_{2R}`$ is also capable to guarantee parity doubling. In Section III we introduce the Wess-Zumino action. By gauging it we generate most of the $`ϵ`$ terms consistent with local chiral invariance, parity and charge conjugation. We then generalize the $`ϵ`$ Lagrangian to be globally invariant, and investigate its symmetry properties. We also discuss some phenomenological aspects related to the intrinsic negative parity terms. In Section IV and V we extend the study to fundamental fermions in a pseudoreal representation of the underlying gauge group. The pseudoreal representations allow for the lowest number of colors (i.e. $`N=2`$) and consequently for the lowest possible number of flavors for which the theory might show a dynamically enhanced symmetry. The enhanced global symmetry is $`\left[SU(2N_f)\right]^2`$ spontaneously broken to $`Sp(2N_f)\times SU(2N_f)`$. In Section VI we conclude. Appendix A contains some detailed proofs and computations not present in the main text. ## II Effective Lagrangian for $`SU(N_f)\times SU(N_f)`$ global symmetry We construct an effective Lagrangian which manifestly possesses the global symmetry $`SU_L(N_f)\times SU_R(N_f)`$ of the underlying theory. We assume that chiral symmetry is broken according to the standard pattern $`SU_L(N_f)\times SU_R(N_f)SU_V(N_f)`$. The $`N_f^21`$ Goldstone bosons are encoded in the $`N_f\times N_f`$ matrix $`U`$ transforming linearly under a chiral rotation (the matrix $`U`$ replaces $`M`$ in Ref. for non linear realizations): $$Uu_LUu_R^{},$$ (1) with $`u_{L/R}SU_{L/R}(N_f)`$. $`U`$ satisfies the non linear realization constraint $`UU^{}=1`$. We also require $`\mathrm{det}U=1`$. In this way we avoid discussing the axial $`U_A(1)`$ anomaly at the effective Lagrangian level (see Ref. for a general discussion of anomalies). We have $$U=e^{i\frac{\mathrm{\Phi }}{v}},$$ (2) with $`\mathrm{\Phi }=\sqrt{2}\mathrm{\Phi }^aT^a`$ representing the $`N_f^21`$ Goldstone bosons. $`T^a`$ are the generators of $`SU(N_f)`$, with $`a=1,\mathrm{},N_f^21`$ and $`\mathrm{Tr}\left[T^aT^b\right]={\displaystyle \frac{1}{2}}\delta ^{ab}`$. $`v`$ is the vacuum expectation value. We enlarge the spectrum of massive particles including vector and axial-vector fields as in Ref.. This is formally done by imposing parity invariance and gauging the chiral group through the introduction of the covariant derivative $$D^\mu U=^\mu UiA_L^\mu U+iUA_R^\mu ,$$ (3) where $`A_{L/R}^\mu =A_{L/R}^{\mu ,a}T^a`$<sup>§</sup><sup>§</sup>§We rescale $`A`$ by the coupling constant $`\stackrel{~}{g}`$ with respect to the notation in Ref .. Under a chiral transformation $$A_{L/R}^\mu =u_{L/R}A_{L/R}^\mu u_{L/R}^{}i^\mu u_{L/R}u_{L/R}^{}.$$ (4) The effective Lagrangian including vectors and globally invariant under chiral rotations is (up to two derivatives and counting $`U`$ as a dimensionless field) $`L=`$ $`{\displaystyle \frac{v^2}{2}}\mathrm{Tr}\left[D_\mu UD^\mu U^{}\right]+m^2\mathrm{Tr}\left[A_{L\mu }A_L^\mu +A_{R\mu }A_R^\mu \right]`$ (5) $`+`$ $`hv^2\mathrm{Tr}\left[A_{L\mu }UA_R^\mu U^{}\right]+isv^2\mathrm{Tr}\left[A_{L\mu }\left(UD^\mu U^{}\right)+A_{R\mu }\left(U^{}D^\mu U\right)\right].`$ (6) We also count $`A_{L/R}`$ as derivative and impose parity. The parameters $`h`$ and $`s`$ are dimensionless and real, while $`m`$ is the common spin-$`1`$ mass. One big advantage of using non linear realizations is that the bosonic potential is absent. A similar Lagrangian has been derived in Ref. using the hidden gauge symmetry method . Another well known difference with respect to the linear realizations is the absence of the scalars as chiral partners of the Goldstone bosons. This is, in general, physically acceptable only if the scalars are heavier than all the relevant degrees of freedom considered in the Lagrangian. In the event they have a mass comparable to the massive degrees of freedom, already considered, we can include them following Ref. . We finally add to the Lagrangian a standard kinetic term for the vector fields, $$L_{Kin}=\frac{1}{2\stackrel{~}{g}^2}\mathrm{Tr}\left[F_{L\mu \nu }F_L^{\mu \nu }+F_{R\mu \nu }F_R^{\mu \nu }\right],$$ (7) where $$F_{L/R}^{\mu \nu }=^\mu A_{L/R}^\nu ^\nu A_{L/R}^\mu i[A_{L/R}^\mu ,A_{L/R}^\nu ].$$ (8) This effective Lagrangian, with its massive vectors and axial vectors, is of course not renormalizable but it can nevertheless provide a reasonable description of low-lying statesA Lagrangian of this type plays this role for the low-lying QCD resonances .. While it cannot be a complete description of the hadronic spectrum, it has sufficient content to guide a general discussion of enhanced symmetries. Keeping only terms quadratic in the fields, the Lagrangian in Eq. (6) takes the form $$L=\frac{1}{2}\mathrm{Tr}\left[_\mu \mathrm{\Phi }^\mu \mathrm{\Phi }\right]+\sqrt{2}(s1)v\mathrm{Tr}\left[_\mu \mathrm{\Phi }A^\mu \right]+M_A^2\mathrm{Tr}\left[A_\mu A^\mu \right]+M_V^2\mathrm{Tr}\left[V_\mu V^\mu \right],$$ (9) where we have defined the new vector fields $$V=\frac{A_L+A_R}{\sqrt{2}},A=\frac{A_LA_R}{\sqrt{2}}.$$ (10) The vector and axial masses are related to the effective Lagrangian parameters via $`M_A^2`$ $`=`$ $`m^2+v^2\left[12s{\displaystyle \frac{h}{2}}\right],`$ (11) $`M_V^2`$ $`=`$ $`m^2+v^2{\displaystyle \frac{h}{2}}.`$ (12) The second term in Eq. (9) mixes the axial vector with the Goldstone bosons. This kinetic mixing may be diagonalized away by the field redefinition $$AA+v\frac{1s}{\sqrt{2}M_A^2}\mathrm{\Phi },$$ (13) leaving the mass spectrum unchanged . The axial vector mass difference is given by $$M_A^2M_V^2=v^2\left[12sh\right].$$ (14) In QCD this difference is known experimentally to be positive, a fact that can be understood by examining the Weinberg spectral function sum rules (see Ref. and references therein). The effective Lagrangian description is of course less restrictive. Depending on the values of the $`s`$ and $`h`$ parameters, one can have a degenerate or even inverted mass spectrum. In this case, it is clear that an underlying theory which could provide such a scenario has to be different from QCD, allowing for the modification of the spectral function sum rules. In Ref. it was suggested that an enhanced symmetry, which would provide a parity-doubled spectrum, could arise as the low energy limit of an underlying quasi-conformal theory. This enhanced symmetry requires a particular relation among the parameters of the theory. In non linear realizations the relation reads: $$s=1,h=1.$$ (15) The quadratic Lagrangian in Eq.(9) can then be written as: $$L=\frac{1}{2}\mathrm{Tr}\left[_\mu \mathrm{\Phi }^\mu \mathrm{\Phi }\right]+M^2\mathrm{Tr}\left[A_{\mu L}A_L^\mu +A_{\mu R}A_R^\mu \right]$$ (16) where $`M^2=m^2\frac{v^2}{2}`$ and the global symmetry is enhanced to $`\left[SU_L(N_f)\times SU_R(N_f)\right]^2`$ spontaneously broken by the vacuum to $`SU_V(N_f)\times \left[SU_L(N_f)\times SU_R(N_f)\right]`$. Besides the extra global symmetry $`SU_L(N_f)\times SU_R(N_f)`$ the Lagrangian in Eq. (16) possesses an extra discrete $`Z_{2L}\times Z_{2R}`$ symmetry (which, alone, is enough to protect the axial vector degeneracy). Under $`Z_{2L}\times Z_{2R}`$ the vector fields transform according to $$A_Lz_LA_L,A_Rz_RA_R,$$ (17) with $`z_{L/R}=1,1`$ and $`z_{L/R}Z_{2L/R}`$. Hence, at the two derivative level (for non linear realizations), the extra symmetry is $`Z_{2L}\times Z_{2R}\times \left[SU_L(N_f)\times SU_R(N_f)\right]`$. A comment is in order here. Now the standard kinetic term for the vectors in Eq. (7) entering at the four derivative level breaks the discrete symmetry through the presence of the triple vector interaction. If this symmetry is the one chosen by nature we can use a new $`F_{L/R}^{\mu \nu }=^\mu A_{L/R}^\nu ^\nu A_{L/R}^\mu `$ to replace the one in Eq. (7) while we still have the freedom to add quartic interactions in the vector field. There is no interaction term between spin one fields and the Goldstones surviving at the two derivative level. However such terms do emerge at the four derivative level. If we insist on a new continuous enhanced global symmetry governing the parity doubling physics it is easy to see that the most general interaction terms allowed are: $`L_4=`$ $`+`$ $`a_1\mathrm{Tr}\left[_\mu U^\mu U^{}\right]\mathrm{Tr}\left[A_{L\nu }A_L^\nu +A_{R\nu }A_R^\nu \right]`$ (18) $`+`$ $`a_2\mathrm{Tr}\left[_\mu U_\nu U^{}\right]\mathrm{Tr}\left[A_L^\mu A_L^\nu +A_R^\mu A_R^\nu \right],`$ (19) with $`a_1`$ and $`a_2`$ real. The continuous enhanced symmetry forces the interactions among the Goldstones and vectors to appear via double traces. To complete the previous 4-derivative Lagrangian we should add the, well known, 4-derivative terms describing the Golstone self-interactions at this order and include, as well, the vector self-interactions involving up to four spin one fields. It is interesting to note that if parity doubling is associated just to an invariance under the discrete $`Z_{2L}\times Z_{2R}`$ symmetry we also have single trace interaction terms, like for example: $$\mathrm{Tr}\left[_\mu U^\mu U^{}\left(A_{L\nu }A_L^\nu +A_{R\nu }A_R^\nu \right)\right],\mathrm{Tr}\left[A_{L\mu }A_L^\mu UA_{R\nu }A_R^\nu U^{}\right].$$ (20) We can then disentangle, at the four derivative level, which enhanced global symmetry protects the vector-axial mass degeneracy. The generalization to the electroweak sector can be easily followed by using the procedure outlined in Ref . We have seen in Ref that the enlarged symmetry works as partial custodial symmetry for the $`S`$ parameter (defined in ) when describing electroweak symmetry breaking via strong interactions. This intriguing feature has been first explored in Ref. . ## III The $`ϵ`$ terms for $`SU(N_f)\times SU(N_f)`$ In the previous section, we have shown that interaction terms among Goldstone bosons and vectors appear at the 4-derivative level when discussing a theory with a parity doubled spectrum, and we have limited our discussion to intrinsic parity even interaction terms. Another important set of 4-derivative terms are the intrinsic parity odd terms involving spin one and spin zero fields. These terms contain the Lorentz antisymmetric tensor $`ϵ_{\mu \nu \rho \sigma }`$. The Wess-Zumino action is the first example of $`ϵ`$ term. It can be compactly written using the language of differential forms. It is useful to introduce the Maurer-Cartan one forms: $$\alpha =\left(_\mu U\right)U^1dx^\mu \left(dU\right)U^1,\beta =U^1dU=U^1\alpha U.$$ (21) $`\alpha `$ and $`\beta `$ are algebra valued one forms and transform, respectively, under the left and right $`SU(N_f)`$ flavor group. The Wess-Zumino effective action is $$\mathrm{\Gamma }_{WZ}\left[U\right]=C_{M^5}\mathrm{Tr}\left[\alpha ^5\right].$$ (22) The price to pay in order to make the action local is to augment by one the space dimensions. Hence the integral must be performed over a five-dimensional manifold whose boundary ($`M^4`$) is the ordinary Minkowski space. The constant $`C`$ is fixed to be $$C=i\frac{N}{240\pi ^2},$$ (23) by comparing the current algebra prediction for the time honored process $`\pi ^02\gamma `$ with the amplitude predicted using Eq. (22) once we gauge the electromagnetic sector of the Wess-Zumino term, and $`N`$ is the number of colors. We now consider $`ϵ`$ type terms involving the vector and axial vector particles. As for the non $`ϵ`$ part of the Lagrangian, discussed in Section II, we first gauge the WZ term under the $`SU_L(N_f)\times SU_R(N_f)`$ chiral symmetry group. This procedure automatically induces new $`ϵ`$ terms , leading to the following Lagrangian, $`\mathrm{\Gamma }_{WZ}[U,A_L,A_R]`$ $`=`$ $`\mathrm{\Gamma }_{WZ}\left[U\right]+\mathrm{\hspace{0.17em}5}Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A_L\alpha ^3+A_R\beta ^3\right]`$ (32) $`5C{\displaystyle _{M^4}}\mathrm{Tr}\left[(dA_LA_L+A_LdA_L)\alpha +(dA_RA_R+A_RdA_R)\beta \right]`$ $`+5C{\displaystyle _{M^4}}\mathrm{Tr}\left[dA_LdUA_RU^1dA_RdU^1A_LU\right]`$ $`+5C{\displaystyle _{M^4}}\mathrm{Tr}\left[A_RU^1A_LU\beta ^2A_LUA_RU^1\alpha ^2\right]`$ $`+{\displaystyle \frac{5C}{2}}{\displaystyle _{M^4}}\mathrm{Tr}\left[(A_L\alpha )^2(A_R\beta )^2\right]+5Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A_L^3\alpha +A_R^3\beta \right]`$ $`+5Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[(dA_RA_R+A_RdA_R)U^1A_LU(dA_LA_L+A_LdA_L)UA_RU^1\right]`$ $`+5Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A_LUA_RU^1A_L\alpha +A_RU^1A_LUA_R\beta \right]`$ $`+5C{\displaystyle _{M^4}}\mathrm{Tr}\left[A_R^3U^1A_LUA_L^3UA_RU^1+{\displaystyle \frac{1}{2}}(UA_RU^1A_L)^2\right]`$ $`5Cr{\displaystyle _{M^4}}\mathrm{Tr}\left[F_LUF_RU^1\right].`$ Here the two-forms $`F_L`$ and $`F_R`$ are defined as $`F_L=dA_LiA_L^2`$ and $`F_R=dA_RiA_R^2`$ with the one form $`A_{L/R}=A_{L/R}^\mu dx_\mu `$. The previous Lagrangian, when identifying the vector fields with true gauge vectors, correctly saturates the underlying global anomalies. The last term in Eq. (32) is a gauge covariant term which can always be added if parity is not imposed. For reader’s convenience we provide the rules for parity transformation $`A_{L,R}(\stackrel{}{x})A_{R,L}(\stackrel{}{x}),U(\stackrel{}{x})U^1(\stackrel{}{x}),`$ (33) $`\alpha \beta ,dd,\text{(measure)}\text{(measure)},`$ (34) as well as for charge conjugation $$A_{L,R}A_{R,L}^T,UU^T,\alpha \beta ^T.$$ (35) The last term in Eq.(32) is not invariant under parity, so the parameter $`r`$ must vanish. All the other terms are related by gauge invariance. Imposing just global chiral invariance, together with $`P`$ and $`C`$, the previous Lagrangian has ten unrelated terms: $`\mathrm{\Gamma }_{WZ}[U,A_L,A_R]`$ $`=`$ $`\mathrm{\Gamma }_{WZ}\left[U\right]+\mathrm{\hspace{0.17em}5}c_1i{\displaystyle _{M^4}}\mathrm{Tr}\left[A_L\alpha ^3+A_R\beta ^3\right]`$ (44) $`+5c_2{\displaystyle _{M^4}}\mathrm{Tr}\left[(dA_LA_L+A_LdA_L)\alpha +(dA_RA_R+A_RdA_R)\beta \right]`$ $`5c_3{\displaystyle _{M^4}}\mathrm{Tr}\left[dA_LdUA_RU^1dA_RdU^1A_LU\right]`$ $`5c_4{\displaystyle _{M^4}}\mathrm{Tr}\left[A_RU^1A_LU\beta ^2A_LUA_RU^1\alpha ^2\right]`$ $`{\displaystyle \frac{5c_5}{2}}{\displaystyle _{M^4}}\mathrm{Tr}\left[(A_L\alpha )^2(A_R\beta )^2\right]+5c_6i{\displaystyle _{M^4}}\mathrm{Tr}\left[A_L^3\alpha +A_R^3\beta \right]`$ $`+5c_7i{\displaystyle _{M^4}}\mathrm{Tr}\left[(dA_RA_R+A_RdA_R)U^1A_LU(dA_LA_L+A_LdA_L)UA_RU^1\right]`$ $`+5c_8i{\displaystyle _{M^4}}\mathrm{Tr}\left[A_LUA_RU^1A_L\alpha +A_RU^1A_LUA_R\beta \right]`$ $`5c_9{\displaystyle _{M^4}}\mathrm{Tr}\left[A_R^3U^1A_LUA_L^3UA_RU^1\right]`$ $`{\displaystyle \frac{5c_{10}}{2}}{\displaystyle _{M^4}}\mathrm{Tr}\left[(UA_RU^1A_L)^2\right],`$ where the $`c`$-coefficients are imaginary. It is for this rather large arbitrariness as well as vector meson dominance considerations that, at times, in literature (for QCD) , one reduces the parameter space by using the locally invariant Lagrangian rather than the globally invariant one. While the gauging procedure of the Wess Zumino term automatically generates a large number of $`ϵ`$ terms, it does not guarantee that we have uncovered all terms consistent with chiral, $`P`$ and $`C`$ invariance. Indeed there is still one new single trace term, not present in literature, to add to the action: $$c_{11}i_{M^4}\mathrm{Tr}\left[A_L^2\left(UA_RU^1\alpha \alpha UA_RU^1\right)+A_R^2\left(U^1A_LU\beta \beta U^1A_LU\right)\right],$$ (45) and $`c_{11}`$ is an imaginary coefficient. Imposing invariance under $`CP`$ has been very useful to reduce the number of possible $`ϵ`$ terms. For example it is easy to verify that a term of the type $`\mathrm{Tr}\left[dA_L\left(UA_RU^1\right)^2\right]`$ is $`CP`$ odd. In Appendix A we provide a general proof that all the dimension four (i.e. 4-derivative) terms involving the Lorentz tensor $`ϵ_{\mu \nu \rho \sigma }`$, which are consistent with global chiral symmetries as well as $`C`$ and $`P`$ invariance, are the ones presented in Eq. (44) and Eq. (45). We see that the Wess-Zumino term, containing only Goldstones, does not interfere with new possible symmetries involving the spin-1 spectrum. If the theory develops the extra $`SU_L(N_f)\times SU_R(N_f)`$ when acting over the vector states, the continuous enhanced global symmetry will allow only the standard Wess-Zumino term and all the $`c`$-coefficients must vanish identically. Hence we discover that while even parity four derivative Goldstone-vector interaction terms are allowed by the continuous enhanced symmetry (see Eq. (19)), parity odd, four derivative terms are forbidden. This fact implies that $`ϵ`$ type interactions between vectors and Goldstone bosons must be higher order in the derivative expansion. For example we can have a term like: $$\mathrm{\Gamma }_{WZ}\times \mathrm{Tr}\left[A_{L\mu }A_L^\mu +A_{R\mu }A_R^\mu \right].$$ (46) In general the continuous enhanced global symmetry does not allow mixing between the Goldstone bosons and the spin-1 sector via a single trace. In the case we associate the parity doubled spectrum only to a $`Z_{2L}\times Z_{2R}`$ discrete symmetry, besides the Wess-Zumino term, we still have non vanishing terms, namely, $`c_2`$, $`c_5`$ and $`c_{10}`$. We have seen that the enhanced global symmetry imposes strong constraints on even, as well as, odd intrinsic parity terms of a general effective Lagrangian describing the strong dynamics of any underlying gauge theory displaying a parity doubled spectrum. In particular the phenomenology of such a theory is predicted to be quite different from the one observed in QCD with 2 or 3 flavors. The $`ϵ`$ terms play an important role in QCD and are essential to correctly describe the vector meson decays and as a stabilizing piece (which can replace the Skyrme term) in the solitonic picture of the nucleon. A striking phenomenological difference with respect to QCD, due to the low energy enhanced global symmetry, is the absence of vector meson decay into three Goldstone bosons. When no explicit chiral symmetry breaking terms are present the vectors are stable. Interestingly, when the new global symmetry is $`Z_{2L}\times Z_{2R}`$, the $`c_2`$ term survives leading to a single pion plus two vector interaction. We stress that these processes are characteristic of the $`ϵ`$ structure of the interactions and can be used as clear phenomenological signals of a parity doubling physics. If such a near-critical theory describes symmetry breaking in the electroweak theory, the extra symmetry, not only suppresses the contribution of the parity doubled sector to the $`S`$ parameter as shown in , but also leads to a distinctive phenomenology associated with the intrinsic negative parity terms. ## IV Effective Lagrangian for $`SU(2N_f)`$ global symmetry In this section we consider the interesting case of fermions in pseudoreal representations of the gauge group. The simplest example is offered by an underlying $`SU(2)`$ gauge theory, a choice that will also provide the smallest value for the critical $`N_f`$ . However our formalism does not restrict to the case $`N=2`$ but can be applied to any underlying theory with fermions in a pseudoreal representation of the gauge group with given (larger number of flavors) global flavor symmetry. Such theories are currently being investigated on the lattice (see Ref. ). The quantum global symmetry for $`N_f`$ matter fields in the pseudoreal representation of the gauge group is $`SU(2N_f)`$ which contains $`SU_L(N_f)\times SU_R(N_f)`$. We expect the gauge dynamics to create a non vanishing fermion-antifermion condensate which breaks the global symmetry to $`Sp(2N_f)`$. We divide the generators $`T`$ of $`SU(2N_f)`$, normalized according to $`\mathrm{Tr}\left[T^aT^b\right]={\displaystyle \frac{1}{2}}\delta ^{ab}`$, into two classes. We call the generators of $`Sp(2N_f)`$ $`\{S^a\}`$ with $`a=1,\mathrm{},2N_f^2+N_f`$, and the remaining $`SU(2N_f)`$ generators (parameterizing the quotient space $`SU(2N_f)/Sp(2N_f)`$) $`\{X^i\}`$ with $`i=1,\mathrm{},2N_f^2N_f1`$. This breaking pattern gives $`2N_f^2N_f1`$ Goldstone bosons, encoded in the antisymmetric matrix $`U^{ij}`$ and $`i,j=1,\mathrm{},2N_f`$ as follows: $$U=e^{i\frac{\mathrm{\Pi }^iX^i}{v}}E,$$ (47) where the $`N_f\times N_f`$ matrix $`E`$ is $$E=\left(\begin{array}{cc}\mathrm{𝟎}& \mathrm{𝟏}\\ \mathrm{𝟏}& \mathrm{𝟎}\end{array}\right).$$ (48) $`U`$ transforms linearly under a chiral rotation $$UuUu^T,$$ (49) with $`uSU(2N_f)`$. The non linear realization constraint, $`UU^{}=1`$, is automatically satisfied. The generators of the $`Sp(2N_f)`$ satisfy the following relation, $$S^TE+ES=0,$$ (50) while the $`X^i`$ generators obey, $$X^T=EXE^T,$$ (51) Using this last relation we can easily demonstrate that $`U^T=U`$. We also require $$\mathrm{Pf}U=1,$$ (52) avoiding in this way to consider the explicit realization of the underlying axial anomaly at the effective Lagrangian level. We define the following vector field $$A_\mu =A_\mu ^aT^a,$$ (53) which formally transforms under a $`SU(2N_f)`$ rotation as $$A_\mu uA_\mu u^{}i_\mu uu^{}.$$ (54) Following the procedure outlined in the previous sections, we can define a formal covariant derivative as $$D_\mu U=_\mu UiA_\mu UiUA_\mu ^T.$$ (55) The non linearly realized effective Lagrangian up to two derivatives and invariant under an $`SU(2N_f)`$ transformation is $`L=`$ $`v^2\mathrm{Tr}\left[D_\mu UD^\mu U^{}\right]+m^2\mathrm{Tr}\left[A_\mu A^\mu \right]`$ (56) $`+`$ $`hv^2\mathrm{Tr}\left[A_\mu UA^{T\mu }U^{}\right]+isv^2\mathrm{Tr}\left[A_\mu UD^\mu U^{}\right].`$ (57) By investigating the spectrum, as for $`SU_L(N_f)\times SU_R(N_f)`$, we see that the global symmetry group becomes $`Sp(2N_f)\times \left[SU(2N_f)\right]`$ for $$s=4,h=2.$$ (58) The extra $`SU(2N_f)`$ acts only on the vector field, and the associated effective Lagrangian is: $$L=v^2\mathrm{Tr}\left[_\mu U^\mu U^{}\right]+M^2\mathrm{Tr}\left[A_\mu A^\mu \right],$$ (59) where $`M^2=m^22v^2`$. The Lagrangian also possesses the extra global $`Z_2`$ (i.e. $`AzA`$, with $`z=\pm 1`$) symmetry. We complete the effective Lagrangian by adding the kinetic term for the vectors: $$L_{Kin}=\frac{1}{2\stackrel{~}{g}^2}\mathrm{Tr}\left[F_{\mu \nu }F^{\mu \nu }\right],$$ (60) where $$F^{\mu \nu }=^\mu A^\nu ^\nu A^\mu i[A^\mu ,A^\nu ],$$ (61) which for the $`Z_2`$ enhanced symmetry case we simply write as $`F^{\mu \nu }=^\mu A^\nu ^\nu A^\mu `$. As for the $`SU_L(N_f)\times SU_R(N_F)`$ case, interactions between vectors and Goldstones arise naturally through double trace terms. For the continuous $`SU(2N_f)`$ extra symmetry case: $$L_4=+a_1\mathrm{Tr}\left[_\mu U^\mu U^{}\right]\mathrm{Tr}\left[A_\nu A^\nu \right]+a_2\mathrm{Tr}\left[_\mu U_\nu U^{}\right]\mathrm{Tr}\left[A^\mu A^\nu \right],$$ (62) with $`a_1`$ and $`a_2`$ real coefficients and for the $`Z_{2L}\times Z_{2R}`$ symmetry through, for example, single trace terms of the type: $$\mathrm{Tr}\left[_\mu U^\mu U^{}A_\nu A^\nu \right],\mathrm{Tr}\left[A_\mu A^\mu UA_\nu ^TA^{T\nu }U^{}\right].$$ (63) ## V The $`ϵ`$ terms for $`SU(2N_f)`$ In this section we generate the $`ϵ`$ terms following the same procedure used for the $`SU_L(N_f)\times SU_R(N_f)`$ global symmetry case. First we introduce the one form $$\alpha =\left(dU\right)U^1.$$ (64) It is sufficient to define only $`\alpha `$ since the analog of $`\beta =U^1dU=\alpha ^T`$ is now not an independent form. The Wess-Zumino action term is: $$\stackrel{~}{\mathrm{\Gamma }}_{WZ}\left[U\right]=C_{M^5}\mathrm{Tr}\left[\alpha ^5\right],$$ (65) where again we are integrating on a five dimensional manifold and $`C=i\frac{2}{240\pi ^2}`$ for $`N=2`$. We now gauge the Wess-Zumino action under the $`SU(2N_f)`$ chiral symmetry group. This procedure provides single trace $`ϵ`$-terms involving vector, axial and Goldstones with an universal coupling $`C`$. The gauged $`CP`$ invariant Wess-Zumino term is $`\stackrel{~}{\mathrm{\Gamma }}_{WZ}[U,A]`$ $`=`$ $`\stackrel{~}{\mathrm{\Gamma }}_{WZ}\left[U\right]+\mathrm{\hspace{0.17em}10}Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A\alpha ^3\right]`$ (73) $`10C{\displaystyle _{M^4}}\mathrm{Tr}\left[(dAA+AdA)\alpha \right]`$ $`5C{\displaystyle _{M^4}}\mathrm{Tr}\left[dAdUA^TU^1dA^TdU^1AU\right]`$ $`5C{\displaystyle _{M^4}}\mathrm{Tr}[UA^TU^1(A\alpha ^2+\alpha ^2A)]`$ $`+\mathrm{\hspace{0.17em}5}C{\displaystyle _{M^4}}\mathrm{Tr}\left[(A\alpha )^2\right]+10Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A^3\alpha \right]`$ $`+10Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[(dAA+AdA)UA^TU^1\right]`$ $`10Ci{\displaystyle _{M^4}}\mathrm{Tr}\left[A\alpha AUA^TU^1\right]`$ $`+10C{\displaystyle _{M^4}}\mathrm{Tr}\left[A^3UA^TU^1+{\displaystyle \frac{1}{4}}(AUA^TU^1)^2\right],`$ where $`A=A^\mu dx_\mu `$. We soon realize that unless $`C`$ vanishes identically this Lagrangian does not possesses an enhanced symmetry. However a vanishing $`C`$ is forbidden by the global t’Hooft anomaly matching constraint. We need to disentangle the Wess-Zumino term from the other $`ϵ`$ interactions. This is readily realized by generalizing the Lagrangian to be globally invariant under a chiral rotation and invariant under $`CP`$. It is useful to define the following parity and charge conjugate transformations. For parity we have: $`\begin{array}{cc}A(\stackrel{}{x})E^TA^T(\stackrel{}{x})E,& U(\stackrel{}{x})U^1(\stackrel{}{x}),\end{array}`$ (75) $`\begin{array}{ccc}\alpha \alpha ^T,& dd,& \text{(measure)}\text{(measure)}.\end{array}`$ (77) For charge conjugation: $$A𝒞A𝒞^{},U𝒞U𝒞^{},\alpha 𝒞\alpha 𝒞^{},$$ (78) with $$𝒞=\left(\begin{array}{cc}\mathrm{𝟎}& \mathrm{𝟏}\\ \mathrm{𝟏}& \mathrm{𝟎}\end{array}\right).$$ (79) Our parity and charge conjugation operations are defined here so to correctly reproduce the expected transformations when restricting to the $`SU_L(N_f)\times SU_R(N_f)`$ subgroup. Since $`𝒞`$ is an element of $`SU(2N_f)`$ global invariance automatically guarantees the charge conjugation one. The $`ϵ`$ Lagrangian respecting global chiral rotations is: $`\stackrel{~}{\mathrm{\Gamma }}_{WZ}[U,A]`$ $`=`$ $`\stackrel{~}{\mathrm{\Gamma }}_{WZ}\left[U\right]+C_1i{\displaystyle _{M^4}}\mathrm{Tr}\left[A\alpha ^3\right]`$ (88) $`C_2{\displaystyle _{M^4}}\mathrm{Tr}\left[(dAA+AdA)\alpha \right]`$ $`C_3{\displaystyle _{M^4}}\mathrm{Tr}\left[dAdUA^TU^1dA^TdU^1AU\right]`$ $`C_4{\displaystyle _{M^4}}\mathrm{Tr}[UA^TU^1(A\alpha ^2+\alpha ^2A)]`$ $`+C_5{\displaystyle _{M^4}}\mathrm{Tr}\left[(A\alpha )^2\right]+C_6i{\displaystyle _{M^4}}\mathrm{Tr}\left[A^3\alpha \right]`$ $`+C_7i{\displaystyle _{M^4}}\mathrm{Tr}\left[(dAA+AdA)UA^TU^1\right]`$ $`C_8i{\displaystyle _{M^4}}\mathrm{Tr}\left[A\alpha AUA^TU^1\right]+C_9{\displaystyle _{M^4}}\mathrm{Tr}[A^3UA^TU^1]`$ $`+C_{10}{\displaystyle _{M^4}}\mathrm{Tr}[(AUA^TU^1)^2]`$ $`+C_{11}i{\displaystyle _{M^4}}\mathrm{Tr}[A^2(\alpha UA^TU^1UA^TU^1\alpha )],`$ where $`C_i`$ are imaginary. The last term is a new term not generated by gauging the Wess-Zumino effective action. If we require the Lagrangian to respect the continuous enhanced global symmetry $`Sp(2N_f)\times SU(2N_f)`$, no vector axial $`ϵ`$ term survives. As for the $`SU_L(N_f)\times SU_R(N_f)`$ case the enhanced symmetry imposes a very stringent constraint on the $`ϵ`$ terms. However, if only the discrete $`Z_2`$ symmetry is imposed, several terms survive. ## VI Conclusions In Ref. it has been proposed that the physical spectrum of a vector-like gauge field theory may exhibit an enhanced global symmetry near a chiral/conformal phase transition. The new symmetry is related to the possibility, supported by various investigations, that a parity-doubled spectrum develops as the number of fermions $`N_f`$ is increased to a critical value above which it is expected that the Goldstone phase turns into the symmetric one. The low energy spectrum consists of a set of spin-0 as well as massive spin-1 particles. In this paper we have demonstrated that, using an effective Lagrangian approach, parity-doubling, together with the associated enhanced global symmetry, severely constrain the $`ϵ`$ terms of the effective Lagrangian describing the interactions among vector, axial-vector and Goldstone bosons. In particular, we showed that in the case of a continuous enhanced symmetry (i.e. an extra $`SU_L(N_f)\times SU_R(N_f)`$ acting only on spin-1 bosons), no dimension four $`ϵ`$ term except the ordinary Wess-Zumino one is allowed. However when we imposed invariance only under a discrete symmetry, which also guarantees parity doubling, a few dimension four $`ϵ`$ terms (specifically 3 for the $`SU_L(N_f)\times SU_R(N_f)`$ case) survive. If such theory is realized in nature the phenomenology of the intrinsically negative parity terms is predicted to be quite different from the one observed in ordinary QCD. For example, no vector decay into three Goldstone bosons is allowed. It is important to note that if the vectors were introduced in the effective Lagrangian as gauge bosons of the chiral symmetry, no enhanced global symmetry would survive. In this case, enforcing the enhanced global symmetry requires the absence of the Wess-Zumino action. This is at variance with the t’Hooft global anomaly constraint. However just requiring global invariance for the $`ϵ`$ terms guarantees independence to the Wess-Zumino action with respect to the extra global symmetries of the massive spectrum which is physically acceptable since low energy theorems only apply to the massless spectrum. Often in literature, partially driven by vector meson dominance considerations, the physical vector bosons are introduced as gauge bosons of the flavor symmetries to reduce the number of free parameters in the effective Lagrangian . This seems to be a reasonable approximation for QCD phenomenology. However if a near critical theory (with $`N_f`$ large compared to $`N`$) develops a parity doubled spectrum with an associated enhanced global symmetry the gauging procedure is no longer acceptable, while the effective Lagrangian is still severely constrained. It is, hence, plausible to expect that for large $`N_f`$ the enhanced symmetry scenario is preferred over a gauged flavor symmetry suitable for low $`N_f`$. Finally, we extended our investigation to the case when the underlying fermions are in pseudo-real representations of the gauge group. We built the $`ϵ`$ effective Lagrangian terms for this case, and then we studied its relations with respect to the enhanced global symmetries. We are lead to the conclusions similar to the $`SU(N_f)\times SU(N_f)`$ case. ###### Acknowledgements. It is a pleasure for us to thank Thomas Appelquist and Joseph Schechter for helpful discussions, comments and careful reading of the manuscript. The work of Z.D. and F.S. has been partially supported by the US DOE under contract DE-FG-02-92ER-40704. The work of P.S.R.S. has been supported by the Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) under Contract No. 98/05643-5. ## A In this appendix we prove that all the dimension four (i.e. 4-derivative) terms involving the Lorentz tensor $`ϵ_{\mu \nu \rho \sigma }`$, consistent with global chiral symmetries as well as $`C`$ and $`P`$ invariance, are the ones presented in Eq. (44) and Eq. (45) for an $`SU(N)`$ gauge theory. It is convenient to rewrite all of the right handed transforming fields as left handed ones via: $$\stackrel{~}{A}_L=UA_RU^1.$$ (A1) Any term containing $`A_R`$ can always be expressed in terms of $`\stackrel{~}{A}_L`$ by appropriately inserting the identity operator $`U^1U`$. For example: $`dUdA_RU^1`$ $`=`$ $`dUU^1UdA_RU^1=\alpha (d\stackrel{~}{A}_LdUA_RU^1+UA_RdU^1)`$ (A2) $`=`$ $`\alpha d\stackrel{~}{A}_L\alpha ^2\stackrel{~}{A}_L\alpha \stackrel{~}{A}_L\alpha .`$ (A3) Since $$\stackrel{~}{\alpha }=U\beta U^1=\alpha ,$$ (A4) all the terms consist of products of $`A_L`$, $`\stackrel{~}{A}_L`$, $`\alpha `$ and the differential operator $`d=dx^\mu _\mu `$. In this way the study of independent global invariant terms is greatly simplified. It is more convenient to use $`CP`$ rather than $`C`$ together with $`P`$ when imposing invariance under the discrete symmetries. Using Eq. (34) and Eq. (35) we have the following $`CP`$ transformations $`A_L(\stackrel{}{x})A_L^T(\stackrel{}{x}),\stackrel{~}{A}_L(\stackrel{}{x})\stackrel{~}{A}_L^T(\stackrel{}{x}),`$ (A5) $`\alpha (\stackrel{}{x})\alpha ^T(\stackrel{}{x}),dd,\text{(measure)}\text{(measure)}.`$ (A6) For reader’s convenience, we provide the following identity: $$\mathrm{Tr}\left[B_1^TB_2^T\mathrm{}B_n^T\right]=()^{\frac{\left[\left({\scriptscriptstyle P_i}\right)^2{\scriptscriptstyle P_i^2}\right]}{2}}\mathrm{Tr}\left[B_nB_{n1}\mathrm{}B_1\right],$$ (A7) where $`B_i`$ is a $`P_i`$ form. We also need the following identities, which are very useful to derive the gauged version of the Wess-Zumino term $$\alpha ^{2n}=d\alpha ^{2n1},\beta ^{2n}=d\beta ^{2n1}.$$ (A8) Since $`\alpha `$ and $`A_L`$ are algebra valued 1-forms, $$\mathrm{Tr}\left[A_L\right]=\mathrm{Tr}\left[dA_L\right]=\mathrm{Tr}\left[\alpha \right]=0,$$ (A9) and $$\mathrm{Tr}\left[A_L^2\right]=\mathrm{Tr}\left[\alpha ^2\right]=0,$$ (A10) while using Eq. (A8) we have $$\mathrm{Tr}\left[d\alpha \right]=0.$$ (A11) Likewise for the $`\stackrel{~}{A}_L`$ field. We are now equipped to show that non single (dimension four) traces containing $`ϵ`$ terms are absent. Indeed, given Eq. (A9) and Eq. (A10), we only need to restrict our analysis to any double product of the following 2-form traces: $$\mathrm{Tr}\left[\alpha A_L\right],\mathrm{Tr}\left[\alpha \stackrel{~}{A}_L\right],\mathrm{Tr}\left[A_L\stackrel{~}{A}_L\right].$$ (A12) However any double trace term constructed as product of the single traces presented in Eq. (A12) is $`CP`$ odd and hence is not allowed in the effective Lagrangian. So we are left to investigate the dimension four single trace terms. . n1n2n3n4Tr[ Term ]New ?14000AL4=AL3AL=-ALAL3=-AL4=0 (also CP odd)No23100AL3~ALYes33010AL3αYes43001AL2dAL=d(13AL3)0 (also CP odd)No52200AL2~AL2CP-(ALT)2(~ALT)2=-~AL2AL2=-AL2~AL20No6AL~ALAL~ALYes72110AL2~ALαYes8AL2α~ALCP-(ALT)2αT~ALT=-~ALαAL2=-AL2~ALαNo9AL~ALALαYes102101dALAL~ALYes11ALdAL~ALCPALTdALT~ALT=-~ALdALAL=dALAL~ALNo12AL2d~ALCP(ALT)2d~ALT=-d~ALAL2=-AL2d~AL0No132020AL2α2CP-(ALT)2(αT)2=-α2AL2=-AL2α20No14(ALα)2Yes152011dALALαYes16ALdALαCPALTdALTαT=-αdALAL=dALALαNo172002(dAL)2=d(ALdAL)0 (also CP odd)No181120AL~ALα2Yes19ALα2~ALCP-ALT(αT)2~ALT=-~ALα2AL=AL~ALα2No20ALα~ALαP-ALα~ALα0 (CP even)No211111dALα~ALYes22dAL~ALαCPdALT~ALTαT=-α~ALdAL=-dALα~ALNo23=ALd~ALα+-d(AL~ALα)dAL~ALαAL~ALα2No24=ALαd~AL+-d(ALα~AL)dALα~ALALα2~ALNo251102dALd~AL=d(ALd~AL)0 (also CP odd)No261030ALα3Yes271021dALα2=d(ALα2)0 (also CP odd)No280040=α40 (See 4000 case, also CP odd)No \displaystyle.\centerline{\hbox{ \begin{tabular}[]{\|l\|\|llll\|\|l\|l\|}\hline\cr&$n_{1}$&$n_{2}$&$n_{3}$&$n_{4}$&Tr[ Term ]&New ?\\ \hline\cr$1$&$4$&$0$&$0$&$0$&$A_{L}^{4}=A_{L}^{3}A_{L}=-A_{L}A_{L}^{3}=-A_{L}^{4}=0$ (also $CP$ odd)&$No$\\ \hline\cr$2$&$3$&$1$&$0$&$0$&$A_{L}^{3}\tilde{A}_{L}$&$Yes$\\ \hline\cr$3$&$3$&$0$&$1$&$0$&$A_{L}^{3}\alpha$&$Yes$\\ \hline\cr$4$&$3$&$0$&$0$&$1$&$A_{L}^{2}dA_{L}=d(\frac{1}{3}A_{L}^{3})\rightarrow 0$ \ (also $CP$ odd)&$No$\\ \hline\cr$5$&$2$&$2$&$0$&$0$&$A_{L}^{2}\tilde{A}_{L}^{2}\stackrel{{\scriptstyle CP}}{{\rightarrow}}-(A_{L}^{T})^{2}(\tilde{A}_{L}^{T})^{2}=-\tilde{A}_{L}^{2}A_{L}^{2}=-A_{L}^{2}\tilde{A}_{L}^{2}\rightarrow 0$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$6$&&&&&$A_{L}\tilde{A}_{L}A_{L}\tilde{A}_{L}$&$Yes$\\ \hline\cr$7$&$2$&$1$&$1$&$0$&$A_{L}^{2}\tilde{A}_{L}\alpha$&$Yes$\\ \cline{1-1}\cr\cline{6-7}\cr$8$&&&&&$A_{L}^{2}\alpha\tilde{A}_{L}\stackrel{{\scriptstyle CP}}{{\rightarrow}}-(A_{L}^{T})^{2}\alpha^{T}\tilde{A}_{L}^{T}=-\tilde{A}_{L}\alpha A_{L}^{2}=-A_{L}^{2}\tilde{A}_{L}\alpha$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$9$&&&&&$A_{L}\tilde{A}_{L}A_{L}\alpha$&$Yes$\\ \hline\cr$10$&$2$&$1$&$0$&$1$&$dA_{L}A_{L}\tilde{A}_{L}$&$Yes$\\ \cline{1-1}\cr\cline{6-7}\cr$11$&&&&&$A_{L}dA_{L}\tilde{A}_{L}\stackrel{{\scriptstyle CP}}{{\rightarrow}}A_{L}^{T}dA_{L}^{T}\tilde{A}_{L}^{T}=-\tilde{A}_{L}dA_{L}A_{L}=dA_{L}A_{L}\tilde{A}_{L}$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$12$&&&&&$A_{L}^{2}d\tilde{A}_{L}\stackrel{{\scriptstyle CP}}{{\rightarrow}}(A_{L}^{T})^{2}d\tilde{A}_{L}^{T}=-d\tilde{A}_{L}A_{L}^{2}=-A_{L}^{2}d\tilde{A}_{L}\rightarrow 0$&$No$\\ \hline\cr$13$&$2$&$0$&$2$&$0$&$A_{L}^{2}\alpha^{2}\stackrel{{\scriptstyle CP}}{{\rightarrow}}-(A_{L}^{T})^{2}(\alpha^{T})^{2}=-\alpha^{2}A_{L}^{2}=-A_{L}^{2}\alpha^{2}\rightarrow 0$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$14$&&&&&$(A_{L}\alpha)^{2}$&$Yes$\\ \hline\cr$15$&$2$&$0$&$1$&$1$&$dA_{L}A_{L}\alpha$&$Yes$\\ \cline{1-1}\cr\cline{6-7}\cr$16$&&&&&$A_{L}dA_{L}\alpha\stackrel{{\scriptstyle CP}}{{\rightarrow}}A_{L}^{T}dA_{L}^{T}\alpha^{T}=-\alpha dA_{L}A_{L}=dA_{L}A_{L}\alpha$&$No$\\ \hline\cr$17$&$2$&$0$&$0$&$2$&$(dA_{L})^{2}=d(A_{L}dA_{L})\rightarrow 0$ (also $CP$ odd)&$No$\\ \hline\cr$18$&$1$&$1$&$2$&$0$&$A_{L}\tilde{A}_{L}\alpha^{2}$&$Yes$\\ \cline{1-1}\cr\cline{6-7}\cr$19$&&&&&$A_{L}\alpha^{2}\tilde{A}_{L}\stackrel{{\scriptstyle CP}}{{\rightarrow}}-A_{L}^{T}(\alpha^{T})^{2}\tilde{A}_{L}^{T}=-\tilde{A}_{L}\alpha^{2}A_{L}=A_{L}\tilde{A}_{L}\alpha^{2}$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$20$&&&&&$A_{L}\alpha\tilde{A}_{L}\alpha\stackrel{{\scriptstyle P}}{{\rightarrow}}-A_{L}\alpha\tilde{A}_{L}\alpha\rightarrow 0$ ($CP$ even)&$No$\\ \hline\cr$21$&$1$&$1$&$1$&$1$&$dA_{L}\alpha\tilde{A}_{L}$&$Yes$\\ \cline{1-1}\cr\cline{6-7}\cr$22$&&&&&$dA_{L}\tilde{A}_{L}\alpha\stackrel{{\scriptstyle CP}}{{\rightarrow}}dA_{L}^{T}\tilde{A}_{L}^{T}\alpha^{T}=-\alpha\tilde{A}_{L}dA_{L}=-dA_{L}\alpha\tilde{A}_{L}$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$23$&&&&&$A_{L}d\tilde{A}_{L}\alpha=-d(A_{L}\tilde{A}_{L}\alpha)+dA_{L}\tilde{A}_{L}\alpha+A_{L}\tilde{A}_{L}\alpha^{2}$&$No$\\ \cline{1-1}\cr\cline{6-7}\cr$24$&&&&&$A_{L}\alpha d\tilde{A}_{L}=d(A_{L}\alpha\tilde{A}_{L})-dA_{L}\alpha\tilde{A}_{L}+A_{L}\alpha^{2}\tilde{A}_{L}$&$No$\\ \hline\cr$25$&$1$&$1$&$0$&$2$&$dA_{L}d\tilde{A}_{L}=d(A_{L}d\tilde{A}_{L})\rightarrow 0$ (also $CP$ odd)&$No$\\ \hline\cr$26$&$1$&$0$&$3$&$0$&$A_{L}\alpha^{3}$&$Yes$\\ \hline\cr$27$&$1$&$0$&$2$&$1$&$dA_{L}\alpha^{2}=d(A_{L}\alpha^{2})\rightarrow 0$ (also $CP$ odd)&$No$\\ \hline\cr$28$&$0$&$0$&$4$&$0$&$\alpha^{4}=0$ (See $4000$ case, also $CP$ odd)&$No$\\ \hline\cr\end{tabular}}} By enumerating all of the single trace, dimension four (i.e. 4-derivative), terms involving the Lorentz tensor $`ϵ_{\mu \nu \rho \sigma }`$, consistent with chiral symmetries as well as $`CP`$ and $`P`$ invariance, we are ready to demonstrate that the terms presented in Eq. (44) together with Eq. (45) exhaust all the possibilities for an $`SU(N)`$ gauge theory. As mentioned before, any 4-form term can be written as a combination of $`n_1`$ $`A_L`$, $`n_2`$ $`\stackrel{~}{A}_L`$, $`n_3`$ $`\alpha `$ and $`n_4`$ $`d`$ with $`n_i=4`$. We can restrict the count of independent terms to those with $`n_1n_2`$ since the ones with $`n_1<n_2`$ are related by a $`P`$ transformation. For non vanishing terms we have $`n_42`$ since $`d^2=0`$. Besides, $`d`$ should not act on $`\alpha `$, otherwise, via Eq. (A8), we introduce double counting. All of the possible combinations are summarized in Table I. We trace over each term while we omit an explicit $`\mathrm{Tr}`$ symbol. The Table I proves that we have only $`11`$ independent terms. Finally by expanding the latter and providing their $`P`$ and $`C`$ partners, we deduce Eq. (44) and Eq. (45) as the most general dimension 4 effective Lagrangian involving the Lorentz tensor $`ϵ_{\mu \nu \rho \sigma }`$.
warning/0001/cond-mat0001286.html	ar5iv	text	# The Partition Function of a Spinor Gas ## I Introduction In this paper we extend our approach, introduced in for a class of interacting polarized quantum systems, to systems with internal degrees of freedom. After a review and a generalization of our methods to the unpolarized case, their feasibility is tested on a relatively simple confined model system of spin-1 bosons in an external magnetic field. The partition function, the specific heat and the susceptibility of this trapped spinor gas are evaluated for 100 and 1000 particles. Explicit analytical results in closed form were derived for 6 particles using symbolic algebra. In the thermodynamic limit ($`N\mathrm{}`$ with a fixed density $`\rho =N/V`$), Ginibre provided a Feynman-Kac functional description of the quantum statistical equilibrium for systems with internal degrees of freedom, based on the grand canonical ensemble . This approach, applied to quantum systems and quantum plasma’s , has recently been generalized by Cornu to mixtures of identical particles in an external magnetic field. A review of the methodology can be found in with emphasis on low-density Coulomb systems. The approach which we present here is based on a different description , although both Ginibre’s and our approach have in common the replacement of second quantization by a direct use of the permutation symmetry in a path integral. But there are essential differences in the way that the finite number of particles is incorporated in the theory. Furthermore, we treat here an unpolarized mixture of identical particles. Our approach avoids the thermodynamical limit and keeps the relations between the density of states, the partition function for $`N`$ particles and their generating function mathematically exact . These statistical quantities are shown to be transforms of each other, i.e., they are not separately defined on the basis of properties of an ensemble. The partition function $`Z_N\left(\beta \right)`$ is the Laplace transform of the distribution of states $`\mathrm{\Omega }_N\left(E\right)`$ with $`\beta `$ adjoint to the energy $`E`$. The generating function $`\mathrm{\Xi }(\beta ,\gamma )`$ of the partition function is a Z-transform of $`Z_N\left(\beta \right)`$ with the fugacity $`\gamma `$ adjoint to the number of particles. For a harmonic model with interactions we could show, using the appropriate saddle-point methods reliable for the singular structure of the generating function at large $`N`$, that these transforms give the well known relation between the fugacity –and thereby the chemical potential– and the number of particles. Our derivation was largely inspired by the inversion method used by Fowler and Darwin to obtain the relation between the temperature and the internal energy. The temperature as a measure for the internal energy and the chemical potential as a characterization of the number of particles are quantities obtained from the theory, whereas in an ensemble-based approach (valid in the thermodynamic limit), their definitions belong to the theory. A similar statistical methodology has been recently proposed by Bormann et al. as a new approach for systems with a finite number of particles, although their method is only applicable for a partition function of a polarized system without any particle-particle interaction. Some models of harmonically confined systems with harmonic two-body interactions can be solved exactly. They have been studied using other techniques by many authors . The classical version of the model was already studied by Newton . The reason for the exact solvability is the reduction to a center-of-mass evolution and an evolution of the other degrees of freedom relative to the center of mass, the latter being independent of each other . Despite the conceptual simplicity of this approach, the actual calculation turns out to be quite involved. Indeed, a general two-body interaction requires a cumulant expansion of the exponential in the Feynman-Kac functional with the implication that $`n`$-point correlation functions have to be calculated for each higher order cumulant. These point correlation functions have their own generating functions, which have to be inverted separately. A loop, as is well known from a field theoretic approach to the many-body problem, manifests itself in the irreducible part of a $`n`$-point correlation function. In principle, these loops can be used to simulate a many-body system or are used in a Mayer cluster expansion of the statistical quantities relevant for stability studies of low-density Coulomb systems. Although this prescription is general, we have applied it only to the first order cumulant , in using the Jensen-Feynman variational principle to optimize the free energy for realistic interaction potentials. The second cumulant would already require a four-point correlation function. Another extension of Ginibre’s approach , considered in this paper, concerns the spin degrees of freedom. We have to project the full $`N`$-body propagator for distinguishable particles on the irreducible representations of the permutation group. In the calculation of the partition function of the model we only need the diagonal part with respect to the spin degrees of freedom. This means that only those propagations have to be considered where particles start and end in the same spin state after some Euclidean time lapse. This simplification cannot be made in the calculation of a $`n`$-point correlation function. In that case the evolution of a spin state should be described by a continuous-time Markov process with discrete states . These states serve as indices on the sample paths in the Feynman-Kac functional. Also when charges are present, the influence of the magnetic field on the charged particles can be taken into account with the same methods . The care given to the $`N`$-body aspects in our formulation originates from the fact that a crossover from a density dependent behavior to a behavior dependent on the number of particles is experimentally accessible. It has become possible to produce assemblies of atoms whose internal energy is so small, that quantum effects such as Bose-Einstein condensation or Fermi-Dirac degeneracy become observable . The theoretical challenge posed by these systems is their particular kind of confinement and the relatively low number of atoms involved. This low number of atoms suggests that there is a regime where the number of particles is more important than their density. The study of such a crossover excludes the thermodynamical limit as an investigation tool . The energy levels are primarily determined by the trapping potential, rather than by the confining volume used in most quantum-statistical studies. In the earliest experimental realizations of Bose-Einstein condensation the system was restricted to a specific internal degree of freedom; in present day studies this condition has been relaxed leading to the so-called trapped spinor quantum gases , where an equilibrium over the internal degrees of freedom can be reached. In the present paper we illustrate the calculation techniques for a boson gas with three internal degrees of freedom. A preliminary report on the results of this investigation can be found in . The paper is organized as follows. In section II we derive the quantum mechanical partition function of a mixture of identical particles, given only the total number of particles. In order to achieve this goal, we go through a number of steps: first we derive a partition function conditioned on a particular state of the internal degrees of freedom and a given number of particles as a Feynman-Kac functional that can be obtained explicitly by path integral calculations, at least for the model under consideration. The resulting propagator is projected on the symmetric or antisymmetric irreducible representation of the permutation group according to the boson or the fermion character of the particles. The cyclic decomposition of the permutations imposes a constraint on the summations over the cycle lengths. This difficulty is circumvented by introducing a generating function for each conditioned partition function, which can be inverted. The partition function of the mixture is then obtained as an appropriate combination of the conditioned partition functions, from which the free energy and the other thermodynamical quantities of the mixture result. We describe these steps using an harmonic boson model, supplied with an homogeneous external magnetic field, i.e., with a Zeeman splitting of the spin degrees of freedom. In section III the free energy, the susceptibility and the specific heat will be obtained with emphasis on the low temperature properties and the thermal fluctuations of a boson gas. Finally, in section IV we discuss the method and the obtained results, and we conclude the paper with a brief summary of the work. ## II Quantum statistics of mixtures In this section we provide the necessary background material to formulate a quantum statistical theory of mixtures of a fixed number of $`N`$ identical particles with internal degrees of freedom. Using the same approach as we developed for particles without internal degrees of freedom, we have to describe the state space and the evolution on that state space using a process and a Feynman-Kac functional averaged over that process. We also have to indicate how the projection on the irreducible representations of the permutation group has to be done in order to ensure the indistinguishability of those particles that are in the same state of their internal degrees of freedom. Finally, we give an expression for the partition function of the mixture. ### A The propagator of the harmonically confined model The quantum model which we consider contains $`N`$ identical particles kept together in a confining potential given by $$V_1=\frac{1}{2}\underset{m=s}{\overset{s}{}}\mathrm{\Omega }_m^2\underset{k=1}{\overset{N_m}{}}𝐫_{m,k}^2,$$ (1) where $`𝐫_{m,k}`$ is the position vector of the $`k^{\text{th}}`$ particle in state $`m.`$ (Natural units with $`\mathrm{}`$ and the particle mass equal to unity are used througout this paper.) The frequencies $`\mathrm{\Omega }_m`$ are related to the curvature of the parabolic confinement potential, which in principle might be different for each internal degree of freedom. We assume that there are $`N_m`$ particles that occupy the state $`m.`$ The total number of particles is obtained from $$N=\underset{m=s}{\overset{s}{}}N_m.$$ (2) In the absence of interparticle interactions and for distinguishable particles, the propagator for the spatial degrees of freedom can be written as a product $$K_D(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0)=\underset{m=s}{\overset{s}{}}\underset{k=1}{\overset{N_m}{}}K(𝐫_{m,k}^{\prime \prime },\beta \|𝐫_{m,k}^{},0)\|_{\mathrm{\Omega }_m},$$ (3) where $`\left\{𝐫_{m,k}^{}\right\}`$ represents a configuration of all the particles in the internal state $`m,`$ and with $$K(𝐫_a,\beta \|𝐫_b,0)\|_w=\left(\frac{w}{2\pi \mathrm{sinh}w\beta }\right)^{\frac{3}{2}}\mathrm{exp}\left[\frac{w}{2}\frac{\left(𝐫_a^2+𝐫_b^2\right)\mathrm{cosh}w\beta 2𝐫_a𝐫_b}{\mathrm{sinh}w\beta }\right].$$ (4) We assume that the internal degrees of freedom behave like a spin in an external homogeneous magnetic field $`𝐁,`$ described by the Hamiltonian $$=\mu 𝐁𝐒.$$ (5) Introducing for each particle the states characterized by the value $`m`$ of the spin component along the quantization axis $$S_z\|s,m=m\|s,m,m=s,s+1,\mathrm{},s,$$ (6) one finds that the Euclidean time evolution for the spin states of the particle is given by: $$𝒦_s(m^{\prime \prime },\beta \|m^{},0)=s,m^{\prime \prime }\left\|\mathrm{exp}\beta \right\|s,m^{}.$$ (7) This propagator can be written in the spectral representation by introducing a unitary matrix $`U`$ that diagonalizes $``$, $$UU^1=\mu \left\|𝐁\right\|S_z,$$ (8) as follows $$𝒦_s(m^{\prime \prime },\beta \|m^{},0)=\underset{m=s}{\overset{s}{}}s,m^{\prime \prime }\left\|U^1\right\|s,me^{\beta \omega _m}s,m\left\|U\right\|s,m^{},$$ (9) with $`\omega _m=\mu m\left\|𝐁\right\|.`$ Disregarding the statistics for the time being, the propagator for all the (distinguishable) particles including the internal degrees of freedom thus becomes: $$K_D(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0)=\underset{m=s}{\overset{s}{}}\left[e^{N_m\beta \omega _m}\underset{k=1}{\overset{N_m}{}}K(𝐫_{m,k}^{\prime \prime },\beta \|𝐫_{m,k}^{},0)\|_{\mathrm{\Omega }_m}\right].$$ (10) The quantum evolution of the system is now defined as follows: the particles are confined by a harmonic potential that may differ according to their spin state $`m`$, and the state $`m`$ of the $`j^{th}`$ particle evolves as a spin-$`m`$ state in a magnetic field. This model is an idealization because interaction between the spins of different particles is left out, spin-orbit coupling or pair formation is not considered, and there is no spatial two-body interaction. But in the assumption that these interactions can be included, this simplified model still has to be studied as a zero order approximation. ### B The permutation symmetry and the generating function From the propagator $`K_D`$ for the distinguishable particles, the propagator $`K_{mixt}`$ of the mixture, taking into account the fermion or boson statistics, can be obtained by using the antisymmetric or symmetric projection as documented in : $$K_{mixt}(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0)=\underset{m=s}{\overset{s}{}}e^{N_m\beta \omega _m}𝕂_I(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0).$$ (11) The expression for the propagator $`𝕂_I(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0)`$ of identical particles in the same spin state $`m`$ is $$𝕂_I(\left\{𝐫_{m,k}^{\prime \prime }\right\},\beta \|\left\{𝐫_{m,k}^{}\right\},0)=\frac{1}{N_m!}\underset{P}{}\xi ^P\underset{k=1}{\overset{N_m}{}}K(𝐫_{m,P\left(k\right)}^{\prime \prime },\beta \|𝐫_{m,k}^{},0)\|_{\mathrm{\Omega }_m},$$ (12) which represents a Feynman-Kac functional of the polarized components with spin state $`m`$, including all their permutations $`P`$. Knowing the propagator, the partition function for a given distribution $`N_s,\mathrm{},N_s`$ can be expressed as a multiple integral: $$Z\left(\beta \|N_s,\mathrm{},N_s\right)=\left[\underset{m=s}{\overset{s}{}}\underset{k=1}{\overset{N_m}{}}𝑑𝐫_{m,k}\right]\underset{m=s}{\overset{s}{}}e^{N_m\beta \omega _m}𝕂_I(\left\{𝐫_{m,k}\right\},\beta \|\left\{𝐫_{m,k}\right\},0).$$ (13) The calculation for each spin degree of freedom then proceeds in complete analogy with the polarized case , leading to a partition function of a mixture with a given composition of internal degrees of freedom $$Z\left(\beta \|N_s,\mathrm{},N_s\right)=\underset{m=s}{\overset{s}{}}e^{N_m\beta \omega _m}\left(\beta \|N_m\right),$$ (14) where $`\left(\beta \|N_m\right)`$ is the partition function of $`N_m`$ spin-polarized particles: $$\left(\beta \|N_m\right)=\left[\underset{k=1}{\overset{N_m}{}}𝑑𝐫_{m,k}\right]𝕂_I(\left\{𝐫_{m,k}\right\},\beta \|\left\{𝐫_{m,k}\right\},0).$$ (15) Of course, if the total number $`N`$ of particles is fixed, all combinations of the $`N_s,\mathrm{},N_s`$ (with $`_{m=s}^sN_m=N`$) are possible and we obtain the following expression for the partition function of the mixture: $$_{mixt}\left(\beta \|N\right)=\underset{N_s=0}{\overset{N}{}}\underset{N_{s+1}=0}{\overset{N}{}}\mathrm{}\underset{N_s=0}{\overset{N}{}}C(N_s,\mathrm{},N_s)Z\left(\beta \|N_s,\mathrm{},N_s\right),$$ (16) $$C(N_s,\mathrm{},N_s)=\frac{N!\mathrm{\Theta }\left(N=_{m=s}^sN_m\right)}{N_s!N_{s+1}!\mathrm{}N_s!},$$ (17) where $`C(N_s,\mathrm{},N_s)`$ is a multinomial coefficient in which $`\mathrm{\Theta }\left(N=_{m=s}^sN_m\right)`$ expresses the constraint on the summations, i.e., $`\mathrm{\Theta }\left(x\right)=1`$ if the logical variable $`x`$ is true, and $`\mathrm{\Theta }\left(x\right)=0`$ if the logical variable $`x`$ is false. Using the expression for the joint partition function $`_{mixt}\left(\beta \|N\right)`$ in terms of the polarized partition functions $`\left(\beta \|N_m\right)`$ one readily obtains: $$_{mixt}\left(\beta \|N\right)=\underset{N_s=0}{\overset{N}{}}\underset{N_{s+1}=0}{\overset{N}{}}\mathrm{}\underset{N_s=0}{\overset{N}{}}\left[C(N_s,\mathrm{},N_s)\underset{m=s}{\overset{s}{}}\left(\beta \|N_m\right)e^{N_m\beta \omega _m}\right].$$ (18) This is the partition function that will be analyzed in the next section. We consider there a gas of atoms with Bose-Einstein statistics confined in a harmonic potential, without interparticle interactions, and with the ability to adjust their internal degrees of freedom in order to attain thermodynamical equilibrium. If the system is prepared in such a way that the total $`z`$ component of all the spins can be fixed, then this constraint can be taken into account using a technique developed in . In this case one has also to calculate expression (18) first. ## III A spin-1 Bose gas In this section we illustrate the feasibility of the proposed approach on a set of spin-1 bosons confined in a harmonic potential, based on the partition function (18) of the mixture. For simplicity, the many-body interaction, studied in to allow for oscillations of the center of mass with a different frequency than that of the oscillations of the internal degrees of freedom, is not taken into in consideration here. This leads to a simpler albeit non trivial model. The calculation techniques can almost entirely be based on those that have been used for the polarized case . The generating function $`\mathrm{\Xi }(\beta ,u)=_{N_m=0}^{\mathrm{}}\left(\beta \|N_m\right)u^{N_m}`$ of the partition function $`\left(\beta \|N_m\right)`$ of each component in the mixture is known from these previous calculations, and given by: $$\mathrm{\Xi }(\beta ,u)=\mathrm{exp}\left(\underset{\mathrm{}=1}{\overset{\mathrm{}}{}}\frac{1}{\mathrm{}}\frac{b^{\frac{3}{2}\mathrm{}}u^{\mathrm{}}}{\left(1b^{\mathrm{}}\right)^3}\right)\text{ with }b=e^{\beta \mathrm{\Omega }_m}.$$ (19) It should be noted that $`u`$ and $`b`$ depend on the parameters of the spin-polarized subsystem. In the actual calculation we consider the same confining frequencies $`\mathrm{\Omega }_m=w`$ for each subsystem (not exploiting the possibility of different confining potentials for different spin states). There exist many ways to derive recursion relations between the partition functions with a different number of particles . A binomial expansion of the generating function almost immediately leads to: $$\left(\beta \|N\right)=\frac{1}{N}\underset{n=0}{\overset{N1}{}}\left(\frac{b^{\left(Nn\right)/2}}{1b^{Nn}}\right)^3\left(\beta \|n\right).$$ (20) Combining the solutions for $`\left(\beta \|N\right)`$ from the recursion relations, the partition function of the mixture becomes: $$_{mixt}\left(\beta \|N\right)=\underset{N_1}{}\underset{N_0=0}{\overset{NN_1}{}}\frac{N!\mathrm{exp}\left(\left(2N_1N+N_0\right)\beta \omega _s\right)}{N_1!N_0!\left(NN_0N_1\right)!}\left(\beta \|N_1\right)\left(\beta \|N_0\right)\left(\beta \|NN_0N_1\right).$$ (21) which is the key result of the present paper. Once this function is known the thermodynamical quantities can be obtained in a straightforward manner. ### A Specific heat and magnetic susceptibility The numerical representation of the results has to cope with very large numbers. For accuracy reasons the following transformation proves to be useful: $$_{mixt}\left(\beta \|N\right)=N!e^{N\beta \omega _s}b^{\frac{3}{2}N}S_{mixt},$$ (22) with $$S_{mixt}=\underset{m=0}{\overset{N}{}}\underset{n=0}{\overset{Nm}{}}\mathrm{exp}\left(\beta \omega _s\left(m+2n\right)\right)\frac{\chi _{Nmn}\chi _m\chi _n}{\left(Nmn\right)!m!n!},$$ (23) where the scaling of the polarized partition function is given by: $$\left(\beta \|N\right)=b^{\frac{3}{2}N}\chi _N,$$ (24) with the appropriate recursion relation: $$\chi _N=\frac{1}{N}\underset{m=0}{\overset{N1}{}}\frac{\chi _m}{\left(1b^{Nm}\right)^3},\text{ with }\chi _0=1.$$ (25) Remembering the definition $`\omega _m=\mu m\left\|𝐁\right\|,`$ it is clear that $`\omega _s`$ denotes the maximal possible frequency due to the magnetic field. The expected number of particles $`N_m\left(\beta \|N\right)`$ in each spin state $`m`$ then takes the following form suitable for numerical computation: $`N_1\left(\beta \|N\right)`$ $`=`$ $`{\displaystyle \frac{1}{S_{mixt}}}{\displaystyle \underset{m=0}{\overset{N}{}}}{\displaystyle \underset{n=0}{\overset{Nm}{}}}n\mathrm{exp}\left(\beta \omega _s\left(m+2n\right)\right){\displaystyle \frac{\chi _{Nmn}\chi _m\chi _n}{\left(Nmn\right)!m!n!}},`$ (26) $`N_0\left(\beta \|N\right)`$ $`=`$ $`{\displaystyle \frac{1}{S_{mixt}}}{\displaystyle \underset{m=0}{\overset{N}{}}}{\displaystyle \underset{n=0}{\overset{Nm}{}}}m\mathrm{exp}\left(\beta \omega _s\left(m+2n\right)\right){\displaystyle \frac{\chi _{Nmn}\chi _m\chi _n}{\left(Nmn\right)!m!n!}},`$ (27) $`N_1\left(\beta \|N\right)`$ $`=`$ $`NN_0\left(\beta \|N\right)N_1\left(\beta \|N\right).`$ (28) The same parameterization can be used to obtain the internal energy of the mixture $$U_{mixt}\left(\beta \|N,\omega _s\right)=\frac{d}{d\beta }\mathrm{ln}\left(_{mixt}\left(\beta \|N\right)\right),$$ (29) leading to $`U_{mixt}\left(\beta \|N,\omega _s\right)=N\left({\displaystyle \frac{3}{2}}w\omega _s\right)+{\displaystyle \frac{1}{S_{mixt}}}{\displaystyle \underset{m=0}{\overset{N}{}}}{\displaystyle \underset{n=0}{\overset{Nm}{}}}`$ $`e^{\beta \omega _s\left(m+2n\right)}{\displaystyle \frac{\chi _{Nmn}}{\left(Nmn\right)!}}{\displaystyle \frac{\chi _m}{m!}}{\displaystyle \frac{\chi _n}{n!}}`$ (31) $`\times \left(U_{Nmn}+U_m+U_n+\omega _s\left(m+2n\right)\right)`$ (with $`U_m`$ the internal energy of the particles in spin state $`m).`$ The specific heat $$C\left(\beta \|N,\omega _s\right)=\frac{d}{dT}U_{mixt}\left(\beta \|N,\omega _s\right)$$ (32) and the magnetic susceptibility $`\frac{d}{dB}U_{mixt}\left(\beta \|N\right),`$ proportional to $`\frac{dU\left(\beta \|N,\omega _s\right)}{d\omega _s}`$, are easily obtained from this expression. In fig. 1 we show the specific heat, the magnetic excess specific heat (i.e. the contribution to the specific heat due to the magnetic field) and the magnetic susceptibility for 100 bosons. For 1000 bosons the same quantities are shown in fig 2. The temperature is expressed in units of $`T_c=\frac{w}{k}\left(\frac{N}{\zeta \left(3\right)}\right)^{1/3}`$, where $`w`$ is the frequency parameter of the confinement, $`k`$ is the Boltzmann constant and $`\zeta \left(3\right)=\mathrm{1.\hspace{0.17em}202\hspace{0.17em}056\hspace{0.17em}903}`$ is a Riemann zeta-function. The frequency parameter for the internal degrees of freedom is expressed in units of $`w`$: $`\omega _s=w_sw.`$ Using these units the expression for $`b`$ becomes $`b=\mathrm{exp}\left(\frac{1}{t}\left(\frac{\zeta \left(3\right)}{N}\right)^{1/3}\right)`$ with $`t=\frac{T}{T_c}`$ and $`\mathrm{exp}\left(\beta \omega _s\right)=b^{w_s}.`$ Because there is a substantial dependence on the magnetic field strength, the influence of the magnetic field can be illustrated by the redistribution of the particles over the internal degrees of freedom, giving rise to the magnetic excess specific heat. The magnetic susceptibility clearly illustrates the dependence of the internal energy on the magnetic field strength. ### B The Schottky anomaly In the specific heat plotted in fig. 1 and fig. 2 we have identified the low temperature maxima as Schottky anomalies. This contribution to the specific heat is attributed to the lifting of the degeneracy of the levels of the spin degrees of freedom, due to the magnetic field. The effect occurs irrespective of the boson statistics, as will be illustrated below. For up to 6 particles we calculated all polarized partition functions by symbolic algebra. This allows to study the free energy and the derived quantities exactly. Because the same calculation can be performed using Maxwell-Boltzmann statistics, we may isolate the effect of the Bose-Einstein statistics on the Schottky anomaly. For numerically exact calculations it is useful to factorize out the dominant behavior $$\left(\beta \|N\right)=z_N\left(\beta \right)\frac{b^{\frac{3N}{2}}}{_{n=1}^N\left(1b^n\right)^3}.$$ (33) The recursion relation for the resulting polynomials $`z_N\left(\beta \right)`$ becomes then: $$z_N\left(\beta \right)=\frac{1}{N}\underset{n=0}{\overset{N1}{}}z_n\left(\beta \right)\frac{_{j=n+1}^N\left(1b^j\right)^3}{\left(1b^{Nn}\right)^3}.$$ (34) The polynomials $`z_N\left(\beta \right)`$ for $`N=1,\mathrm{},6`$ were obtained by integer arithmetic and the results of this calculation are listed in table 1. For low temperatures $`\left(kTw/2\right)`$ the specific heat is plotted in fig. 3 as a function of the temperature and of the magnetic field. The contribution associated with the lifting of the degeneracy and the evolution to a single polarized state with increasing magnetic field clearly manifests itself. We have also studied the specific heat of 6 distinguishable particles with spin degrees of freedom. The result is shown in fig. 4, and it also exhibits a maximum due to the Schottky anomaly. Comparing the specific heat of distinguishable particles with that of bosons, it should be noted that the Bose-Einstein statistics only weakly influences the magnitude of Schottky anomaly. But its relative contribution is more pronounced for Bose-Einstein statistics than it is for Maxwell-Boltzmann statistics because the boson character suppresses the energy fluctuations at low temperature leading to a smaller specific heat. ## IV Discussion and conclusion First we review our method, then we comment on our results for the spin-1 model and finally we will conclude with a brief indication of the potential use of the method. A first striking difference between the method worked out here and more standard approaches to the many-body problem is that we incorporate the statistics using directly the representation theory of the symmetric group instead of the more common second quantization. As we indicated before, Ginibre’s approach is based on the grand canonical ensemble, whereas we based our method for particle-conserving systems on the distribution of states, which we transformed to the partition function and its generating function. The temperature and the chemical potential obtain their standard meaning from the saddle-point method used to invert the transform. The numerical analysis for the spin-polarized case published earlier indicates that when there are sufficiently many particles, corrections to the saddle point inversion become negligible. We believe that this remains the case for unpolarized systems but we did not prove this yet. When internal degrees of freedom are involved, we argued that a Feynman-Kac functional averaged over an indexed Brownian motion describes the evolution of the system. The projection on the appropriate irreducible representation of the permutation group leads to a multinomial combination of the spin states in the partition function. The index process to distinguish between different spin states is not used explicitly, because only the diagonal part of the spectral representation of the propagator of that process is needed for the thermodynamics. The fact that we can construct a process for the evolution of the internal degrees of freedom is nevertheless important, not only for a better understanding of the behavior of the system at long Euclidean times (low temperature) but also for considering correlations between components in different internal states. We indicated briefly that two-body interactions can be taken into account by a cumulant expansion of the exponential in the Feynman-Kac functional. This implies that one-point, two-point and $`n`$-point correlation functions have to be calculated. Other expansions, like e.g. the Mayer cluster expansion, can presumably also be carried out in our formalism, but this point deserves further investigation. In order to demonstrate the feasibility of the approach, we gave an example based on an exactly soluble harmonically confined spin-1 boson gas in a magnetic field and calculated the internal energy, the magnetic susceptibility and the specific heat for the system in equilibrium. Furthermore, although we illustrated the technique without two-body interactions, it should be noted that the variational method that we have applied to the spin-polarized case can also be used to study mixtures of identical particles with different degrees of freedom. The example itself, a noninteracting boson gas, exhibits Bose-Einstein condensation characterized by one of the maxima in the specific heat as a function of temperature. A second maximum is due to the Schottky contribution to the specific heat. It should be noted that the Schottky anomaly indicates that the $`z`$-component of the total spin, which is zero in the ground state, acquires values different from zero. The fact that this occurs at a lower temperature than the BEC for an ideal system may of experimental importance. We conclude that the methods which we developed for polarized systems of identical particles can also be extended to non-polarized systems, as shown in the present paper. The basic tools are a Feynman-Kac functional with an adapted process, the projection on the symmetric or anti-symmetric representations, and the path integral evaluation of the averages. ## V Acknowledgments This work is performed within the framework of the FWO projects No. 1.5.729.94, 1.5.545.98, G.0287.95, G.0071.98 and WO.073.94N (Wetenschappelijke Onderzoeksgemeenschap over “Laagdimensionele systemen”), the “Interuniversitaire Attractiepolen – Belgische Staat, Diensten van de Eerste Minister – Wetenschappelijke, Technische en Culturele Aangelegenheden”, and in the framework of the BOF NOI 1997 projects of the Universiteit Antwerpen. Table Figure captions For 100 bosons the specific heat per particle (a), the magnetic excess specific heat per particle (b), and the magnetic susceptibility (c) are shown as a function of the temperature and the magnetic field. For 1000 bosons the specific heat per particle (a), the magnetic excess specific heat per particle (b), and the magnetic susceptibility (c) are shown on the same scale as in fig 1. The specific heat per particle is shown for 6 bosons distributed over 3 spin states in thermal equilibrium. The maximum in the $`(C,w_s)`$-plane with fixed $`T`$ is identified as the Schottky anomaly. This is an entropic effect due to the lifting of the degeneracy of the spin degrees of freedom by an external field. The specific heat per particle for 6 distinguishable particles is shown with Maxwell-Boltzmann statistics. Note the presence of the Schottky anomaly. This figure should be compared with figure 3 where the same quantity is shown taking the Bose Einstein statistics into account.
warning/0001/hep-ph0001283.html	ar5iv	text	# Contents ## Chapter 1 Introduction The joint description of the electromagnetic and the weak interaction by a single theory certainly is one of major achievements of the physical science in this century. The model proposed by Glashow, Salam and Weinberg in the middle sixties, has been extensively tested during the last 30 years. The discovery of neutral weak interactions and the production of intermediate vector bosons ($`W^\pm `$ and $`Z^0`$) with the expected properties increased our confidence in the model. Even after the recent precise measurements of the electroweak parameters in electron–positron collisions at the $`Z^0`$ pole, there is no experimental result that contradicts the Standard Model predictions. The description of the electroweak interaction is implemented by a gauge theory based on the $`SU(2)_LU(1)_Y`$ group, which is spontaneously broken via the Higgs mechanism. The matter fields — leptons and quarks — are organized in families, with the left–handed fermions belonging to weak isodoublets while the right–handed components transform as weak isosinglets. The vector bosons, $`W^\pm `$, $`Z^0`$ and $`\gamma `$, that mediate the interactions are introduced via minimal coupling to the matter fields. An essential ingredient of the model is the scalar potential that is added to the Lagrangian to generate the vector–boson (and fermion) masses in a gauge invariant way, via the Higgs mechanism. A remnant scalar field, the Higgs boson, is part of the physical spectrum. This is the only missing piece of the Standard Model that still awaits experimental confirmation. In this course, we intend to give a quite pedestrian introduction to the main concepts involved in the construction of the Standard Model of electroweak interactions. We should not touch any subject “beyond the Standard Model”. This primer should provide the necessary background for the lectures on more advanced topics that were covered in this school, such as $`W`$ physics and extensions of the Standard Model. A special emphasis will be given to the historical aspects of the formulation of the theory. The interplay of new ideas and experimental results make the history of weak interactions a very fruitful laboratory for understanding how the development of a scientific theory works in practice. More formal aspects and details of the model can be found in the vast literature on this subject, from textbooks to reviews . We start these lectures with a chronological account of the ideas related to the development of electromagnetic and weak theories (Section 1.1). The gauge principle (Sec. 1.2) and the concepts of spontaneous symmetry breaking (Sec. 1.3) and the Higgs mechanism (Section 1.4) are presented. In the Chapter 2, we introduce the Standard Model, following the general principles that should guide the construction of a gauge theory. We discuss topics like the mass matrix of the neutral bosons, the measurement of the Weinberg angle, the lepton mass, anomaly cancelation, and the introduction of quarks in the model. We finalize this chapter giving an overview on the Standard Model Lagrangian in Sec. 2.4. In Chapter 3, we give an introduction to the radiative corrections to the Standard Model. Loop calculations are important to compare the predictions of the Standard Model with the precise experimental results of $`Z`$ physics that are presented in Sec. 3.2. We finish our lectures with an account on the most important challenge to the Standard Model: the discovery of the Higgs boson. In Chapter 4, we discuss the main properties of the Higgs, like mass, couplings and decay modes and discuss the phenomenological prospects for the search of the Higgs in different colliders. Most of the material covered in these lectures can be found in a series of very good textbook on the subject. Among them we can point out the books from Quigg , Aitchison and Hey , and Leader and Predazzi . ### 1.1 A Chronology of the Weak Interactions We will present in this section the main steps given towards a unified description of the electromagnetic and weak interactions. In order to give a historical flavor to the presentation, we will mention some parallel achievements in Particle Physics in this century, from theoretical developments and predictions to experimental confirmation and surprises. The topics closely related to the evolution and construction of the model will be worked with more details. The chronology of the developments and discoveries in Particle Physics can be found in the books of Cahn and Goldhaber and the annotated bibliography from COMPAS and Particle Data Groups . An extensive selection of original papers on Quantum Electrodynamics can be found in the book edited by Schwinger . Original papers on gauge theory of weak and electromagnetic interactions appear in Ref. . 1896 footnotetext: The “star” ($``$) means that the author(s) have received the Nobel Prize in Physics for this particular work. Becquerel : evidence for spontaneous radioactivity effect in uranium decay, using photographic film. 1897 Thomson: discovery of the electron in cathode rays. 1900 Planck: start of the quantum era. 1905 Einstein: start of the relativistic era. 1911 Millikan: measurement of the electron charge. 1911 Rutherford: evidence for the atomic nucleus. 1913 Bohr: invention of the quantum theory of atomic spectra. 1914 Chadwick : first observation that the $`\beta `$ spectrum is continuous. Indirect evidence on the existence of neutral penetrating particles. 1919 Rutherford: discovery of the proton, constituent of the nucleus. 1923 Compton: experimental confirmation that the photon is an elementary particle in $`\gamma +C\gamma +C`$. 1923 de Broglie: corpuscular–wave dualism for electrons. 1925 Pauli: discovery of the exclusion principle. 1925 Heisenberg: foundation of quantum mechanics. 1926 Schrödinger: creation of wave quantum mechanics. 1927 Ellis and Wooster : confirmation that the $`\beta `$ spectrum is continuous. 1927 Dirac : foundations of Quantum Electrodynamics (QED). 1928 Dirac: discovery of the relativistic wave equation for electrons; prediction of the magnetic moment of the electron. 1929 Skobelzyn: observation of cosmic ray showers produced by energetic electrons in a cloud chamber. 1930 Pauli : first proposal, in an open letter, of the existence of a light, neutral and feebly interacting particle emitted in $`\beta `$ decay. 1930 Oppenheimer : self–energy of the electron: the first ultraviolet divergence in QED. 1931 Dirac: prediction of the positron and anti–proton. 1932 Anderson: first evidence for the positron. 1932 Chadwick: first evidence for the neutron in $`\alpha +BeC+n`$. 1932 Heisenberg: suggestion that nuclei are composed of protons and neutrons. 1934 Pauli : explanation of continuous electron spectrum of $`\beta `$ decay — proposal for the neutrino. $$np+e^{}+\overline{\nu }_e.$$ 1934 Fermi : field theory for $`\beta `$ decay, assuming the existence of the neutrino. In analogy to “the theory of radiation that describes the emission of a quantum of light from an excited atom”, $`eJ_\mu A^\mu `$, Fermi proposed a current–current Lagrangian to describe the $`\beta `$ decay: $$_{\text{weak}}=\frac{G_F}{\sqrt{2}}\left(\overline{\psi }_p\gamma _\mu \psi _n\right)\left(\overline{\psi }_e\gamma ^\mu \psi _\nu \right).$$ 1936 Gamow and Teller : proposed an extension of the Fermi theory to describe also transitions with $`\mathrm{\Delta }J^{\text{nuc}}0`$. The vector currents proposed by Fermi are generalized to: $$_{\text{weak}}=\frac{G_F}{\sqrt{2}}\underset{i}{}C_i\left(\overline{\psi }_p\mathrm{\Gamma }^i\psi _n\right)\left(\overline{\psi }_e\mathrm{\Gamma }^i\psi _\nu \right),$$ with the scalar, pseudo–scalar, vector, axial and tensor structures: $$\mathrm{\Gamma }^S=1,\mathrm{\Gamma }^P=\gamma _5,\mathrm{\Gamma }_\mu ^V=\gamma _\mu ,\mathrm{\Gamma }_\mu ^A=\gamma _\mu \gamma _5,\mathrm{\Gamma }_{\mu \nu }^T=\sigma _{\mu \nu }.$$ Nuclear transitions with $`\mathrm{\Delta }J=0`$ are described by the interactions $`S.S\text{and/or}V.V`$, while $`\mathrm{\Delta }J=0,\pm 1(0\overline{)}0)`$ transitions can be taken into account by $`A.A\text{and/or}T.T`$ interactions ($`\mathrm{\Gamma }^P0`$ in the non–relativistic limit). However, interference between them are proportional to $`m_e/E_e`$ and should increase the emission of low energy electrons. Since this behavior was not observed, the weak Lagrangian should contain, $$S.S\text{or}V.V\text{and}A.A\text{or}T.T.$$ 1937 Neddermeyer and Anderson: first evidence for the muon. 1937 Majorana: Majorana neutrino theory. 1937 Bloch and Nordsieck : treatment of infrared divergences. 1940 Williams and Roberts : first observation of muon decay $$\mu ^{}e^{}+(\overline{\nu }_e+\nu _\mu ).$$ 1943 Heisenberg: invention of the S–matrix formalism. 1943 Tomonaga : creation of the covariant quantum electrodynamic theory. 1947 Pontecorvo : first idea about the universality of the Fermi weak interactions i.e. decay and capture processes have the same origin. 1947 Bethe : first theoretical calculation of the Lamb shift in non–relativistic QED. 1947 Kusch and Foley : first measurement of $`g_e2`$ for the electron using the Zeeman effect: $`g_e=2(1+1.19\times 10^3)`$. 1947 Lattes, Occhialini and Powell: confirmation of the $`\pi ^{}`$ and first evidence for pion decay $`\pi ^\pm \mu ^\pm +(\nu _\mu )`$. 1947 Rochester and Butler: first evidence for $`V`$ events (strange particles). 1948 Schwinger : first theoretical calculation of $`g_e2`$ for the electron: $`g_e=2(1+\alpha /2\pi )=2(1+1.16\times 10^3)`$. The high–precision measurement of the anomalous magnetic moment of the electron is the most stringent QED test. The present theoretical and experimental value of $`a_e=(g_e2)/2`$, are , $`a_e^{\text{thr}}`$ $`=`$ $`(\mathrm{115\hspace{0.33em}965\hspace{0.33em}215.4}\pm 2.4)\times 10^{11},`$ $`a_e^{\text{exp}}`$ $`=`$ $`(\mathrm{115\hspace{0.33em}965\hspace{0.33em}219.3}\pm 1.0)\times 10^{11},`$ where we notice the impressive agreement at the 9 digit level! 1948 Feynman ; Schwinger ; Tati and Tomonaga : creation of the covariant theory of QED. 1949 Dyson : covariant QED and equivalence of Tomonaga, Schwinger and Feynman methods. 1949 Wheeler and Tiomno ; Lee, Rosenbluth and Yang : proposal of the universality of the Fermi weak interactions. Different processes like, $`\beta \text{decay}`$ $`:`$ $`np+e^{}+\overline{\nu }_e,`$ $`\mu \text{decay}`$ $`:`$ $`\mu ^{}e^{}+\overline{\nu }_e+\nu _\mu ,`$ $`\mu \text{capture}`$ $`:`$ $`\mu ^{}+p\nu _\mu +n,`$ must have the same nature and should share the same coupling constant, $$G_F=\frac{1.03\times 10^5}{M_p^2},$$ the so–called Fermi constant. 50’s A large number of new particles where discovered in the 50’s: $`\pi ^0`$, $`K^\pm `$, $`\mathrm{\Lambda }`$, $`K^0`$, $`\mathrm{\Delta }^{++}`$, $`\mathrm{\Xi }^{}`$, $`\mathrm{\Sigma }^\pm `$, $`\overline{\nu }_e`$, $`\overline{p}`$, $`K_{L,S}`$, $`\overline{n}`$, $`\mathrm{\Sigma }^0`$, $`\overline{\mathrm{\Lambda }}`$, $`\mathrm{\Xi }^0`$, $`\mathrm{}`$ 1950 Ward : Ward identity in QED. 1953 Stückelberg; Gell–Mann: invention and exploration of renormalization group. 1954 Yang and Mills : introduction of local gauge isotopic invariance in quantum field theory. This was one of the key theoretical developments that lead to the invention of non–abelian gauge theories. 1955 Alvarez and Goldhaber ; Birge et al. : $`\theta \tau `$ puzzle: The “two” particles seem to be a single state since they have the same width ($`\mathrm{\Gamma }_\theta =\mathrm{\Gamma }_\tau `$), and the same mass ($`M_\theta =M_\tau `$). However the observation of different decay modes, into states with opposite parity: $`\theta ^+`$ $``$ $`\pi ^++\pi ^0,J^P=0^+,`$ $`\tau ^+`$ $``$ $`\pi ^++\pi ^++\pi ^{},J^P=0^{},`$ suggested that parity could be violated in weak transitions. 1955 Lehmann, Symanzik and Zimmermann: beginnings of the axiomatic field theory of the S–matrix. 1955 Nishijima: classification of strange particles and prediction of $`\mathrm{\Sigma }^0`$ and $`\mathrm{\Xi }^0`$. 1956 Lee and Yang : proposals to test spatial parity conservation in weak interactions. 1957 Wu et al. : obtained the first evidence for parity nonconservation in weak decays. They measured the angular distribution of the electrons in $`\beta `$ decay, $${}_{}{}^{60}\text{Co}(\text{polarized})^{60}\text{Ni}+e^{}+\overline{\nu }_e,$$ and observed that the decay rate depend on the pseudo–scalar quantity: $`<\stackrel{}{J}_{\text{nuc}}>.\stackrel{}{p}_e`$. 1957 Garwin, Lederman and Weinrich ; Friedman and Telegdi : confirmation of parity violation in weak decays. They make the measurement of the electron asymmetry (muon polarization) in the decay chain, $`\pi ^+`$ $``$ $`\mu ^++\nu _\mu `$ $`e^++\nu _e+\overline{\nu }_\mu .`$ 1957 Frauenfelder et al. : further confirmation of parity nonconservation in weak decays. The measurement of the longitudinal polarization of the electron ($`\stackrel{}{\sigma }_e.\stackrel{}{p}_e`$) emitted in $`\beta `$ decay, $${}_{}{}^{60}\text{Co}e^{}(\text{long. polar.})+\overline{\nu }_e+X,$$ showed that the electrons emitted in weak transitions are mostly left–handed. The confirmation of the parity violation by the weak interaction showed that it is necessary to have a term containing a $`\gamma _5`$ in the weak current: $$_{\text{weak}}\frac{G_F}{\sqrt{2}}\underset{i}{}C_i\left(\overline{\psi }_p\mathrm{\Gamma }^i\psi _n\right)\left[\overline{\psi }_e\mathrm{\Gamma }^i(1\pm \gamma _5)\psi _\nu \right].$$ Note that $`CP`$ remains conserved since $`C`$ is also violated. 1957 Salam ; Lee and Yang ; Landau : two–component theory of neutrino. This requires that the neutrino is either right or left–handed. Since it was known that electrons (positrons) involved in weak decays are left (right) handed, the leptonic current should be written as: $$J_{\text{lept}}^i\left[\overline{\psi }_e\mathrm{\Gamma }^i(1\pm \gamma _5)\psi _\nu \right]\left[\overline{\psi }_e\frac{(1+\gamma _5)}{2}\mathrm{\Gamma }^i(1\pm \gamma _5)\psi _\nu \right].$$ Therefore the measurement of the neutrino helicity is crucial to determine the structure of the weak current. If $`\mathrm{\Gamma }^i`$ = $`V`$ or $`A`$ then $`\{\gamma _5,\mathrm{\Gamma }^i\}=0`$ and the neutrino should be left–handed, otherwise the current is zero. On the other hand, if $`\mathrm{\Gamma }^i`$ = $`S`$ or $`T`$, then $`[\gamma _5,\mathrm{\Gamma }^i]=0`$, and the neutrino should be right–handed. 1957 Schwinger ; Lee and Yang : development of the idea of the intermediate vector boson in weak interaction. The four–fermion Fermi interaction is “point–like” i.e. a $`s`$–wave interaction. Partial wave unitarity requires that such interaction must give rise to a cross section that is bound by $`\sigma <4\pi /p_{\text{cm}}^2`$. However, since $`G_F`$ has dimension of $`M^2`$, the cross section for the Fermi weak interaction should go like $`\sigma G_F^2p_{\text{cm}}^2`$. Therefore the Fermi theory violates unitarity for $`p_{\text{cm}}300`$ GeV. This violation can be delayed by imposing that the interaction is transmitted by a intermediate vector boson (IVB) in analogy, once again, with the quantum electrodynamics. Here, the IVB should have quite different characteristics, due to the properties of the weak interaction. The IVB should be charged since the $`\beta `$ decay requires charge–changing currents. They should also be very massive to account for short range of the weak interaction and they should not have a definite parity to allow, for instance, a $`VA`$ structure for the weak current. With the introduction of the IVB, the Fermi Lagrangian for leptons, $$_{\text{weak}}=\frac{G_F}{\sqrt{2}}\left[J^\alpha (\mathrm{})J_\alpha ^{}(\mathrm{}^{})+\text{h.c.}\right],$$ where $`J^\alpha (\mathrm{})=\overline{\psi }_\nu _{\mathrm{}}\mathrm{\Gamma }^\alpha \psi _{\mathrm{}}`$, becomes: $$_{\text{weak}}^W=G_W\left(J^\alpha W_\alpha ^++J^\alpha W_\alpha ^{}\right),$$ (1.1) with a new coupling constant $`G_W`$. Let us compare the invariant amplitude for $`\mu `$–decay, in the low–energy limit in both cases. For the Fermi Lagrangian, we have, $$_{\text{weak}}=i\frac{G_F}{\sqrt{2}}J^\alpha (\mu )J_\alpha (e).$$ (1.2) On the other hand, when we take into account the exchange of the IVB, the invariant amplitude should include the vector boson propagator, $$_{\text{weak}}^W=\left[iG_WJ^\alpha (\mu )\right]\left[\frac{i}{k^2M_W^2}\left(g_{\alpha \beta }\frac{k_\alpha k_\beta }{M_W^2}\right)\right]\left[iG_WJ^\beta (e)\right].$$ At low energies, i.e. for $`k^2M_W^2`$, $$_{\text{weak}}^Wi\frac{G_W^2}{M_W^2}J^\alpha (\mu )J_\alpha (e),$$ (1.3) and, comparing (1.3) with (1.2) we obtain the relation $$\overline{)G_W^2=\frac{M_W^2G_F}{\sqrt{2}}},$$ (1.4) which shows that $`G_W`$ is dimensionless. However, at high energies, the theory of IVB still violates unitarity, for instance, in the cross section for $`\nu \overline{\nu }W^+W^{}`$ (see Fig. 1). Let us consider the $`W^\pm `$ polarization states. At the $`W^\pm `$ rest frame, we can define the transversal and longitudinal polarizations as $`ϵ_{T_1}^\mu (0)=(0,1,0,0),`$ $`ϵ_{T_2}^\mu (0)=(0,0,1,0),`$ $`ϵ_L^\mu (0)=(0,0,0,1).`$ Fig. 1: Feynman diagram for the process $`\nu +\overline{\nu }W^++W^{}`$. After a boost along the $`z`$ direction, i.e. for $`p^\mu =(E,0,0,p)`$, the transversal states remain unchanged while the longitudinal state becomes, $$ϵ_L^\mu (p)=(\frac{\|\stackrel{}{p}\|}{M_W},\frac{E}{M_W}\widehat{p})\frac{p^\mu }{M_W}.$$ Since the longitudinal polarization is proportional to the vector boson momentum, at high energies the longitudinal amplitudes should give rise to the worst behavior. In fact, in high energy limit, the polarized cross section for $`\nu \overline{\nu }W^+W^{}`$ behaves like, $`\sigma (\nu \overline{\nu }W_T^+W_T^{})`$ $``$ constant $`\sigma (\nu \overline{\nu }W_L^+W_L^{})`$ $``$ $`{\displaystyle \frac{G_F^2s}{3\pi }},`$ which still violates unitarity for large values of $`s`$. 1958 Feynman and Gell–Mann ; Marshak and Sudarshan ; Sakurai : universal $`VA`$ weak interactions. $$J_{\text{lept}}^{+\mu }=\left[\overline{\psi }_e\gamma ^\mu (1\gamma _5)\psi _\nu \right].$$ (1.5) 1958 Leite Lopes : hypothesis of neutral vector mesons exchanged in weak interaction. Prediction of its mass of $`60m_{\text{proton}}`$. 1958 Goldhaber, Grodzins and Sunyar : first evidence for the negative $`\nu _e`$ helicity. As mentioned before, this result requires that the structure of the weak interaction is $`VA`$. 1959 Reines and Cowan: confirmation of the detection of the $`\overline{\nu }_e`$ in $`\overline{\nu }_e+pe^++n`$. 1961 Goldstone : prediction of unavoidable massless bosons if global symmetry of the Lagrangian is spontaneously broken. 1961 Salam and Ward : invention of the gauge principle as basis to construct quantum field theories of interacting fundamental fields. 1961 Glashow : first introduction of the neutral intermediate weak boson ($`Z^0`$). 1962 Danby et al.: first evidence of $`\nu _\mu `$ from $`\pi ^\pm \mu ^\pm +(\nu /\overline{\nu })`$. 1963 Cabibbo : introduction of the Cabibbo angle and hadronic weak currents. It was observed experimentally that weak decays with change of strangeness ($`\mathrm{\Delta }s=1`$) are strongly suppressed in nature. For instance, the width of the neutron is much larger than the $`\mathrm{\Lambda }`$’s, $$\mathrm{\Gamma }_{\mathrm{\Delta }s=0}\left(n_{udd}p_{uud}e\overline{\nu }\right)\mathrm{\Gamma }_{\mathrm{\Delta }s=1}\left(\mathrm{\Lambda }_{uds}p_{uud}e\overline{\nu }\right),$$ which yield a branching ratio of 100% in the case of neutron and just $`8\times 10^4`$ for the $`\mathrm{\Lambda }`$. The hadronic current, in analogy with leptonic current (1.5), can be written in terms of the $`u`$, $`d`$, and $`s`$ quarks, $$J_\mu ^H=\overline{d}\gamma _\mu (1\gamma _5)u+\overline{s}\gamma _\mu (1\gamma _5)u,$$ (1.6) where the first term is responsible for the $`\mathrm{\Delta }s=0`$ transitions while the latter one gives rise to the $`\mathrm{\Delta }s=1`$ processes. In order to make the hadronic current also universal, with a common coupling constant $`G_F`$, Cabibbo introduced a mixing angle to give the right weight to the $`\mathrm{\Delta }s=0`$ and $`\mathrm{\Delta }s=1`$ parts of the hadronic current, $`\left(\begin{array}{c}d^{}\\ s^{}\end{array}\right)`$ $`=`$ $`\left(\begin{array}{cc}\mathrm{cos}\theta _C& \mathrm{sin}\theta _C\\ \mathrm{sin}\theta _C& \mathrm{cos}\theta _C\end{array}\right)\left(\begin{array}{c}d\\ s\end{array}\right),`$ (1.13) where $`d^{}`$, $`s^{}`$ ($`d`$, $`s`$) are interaction (mass) eigenstates. Now the transition $`\overline{d}u`$ is proportional to $`G_F\mathrm{cos}\theta _C0.97G_F`$ and the $`\overline{s}u`$ goes like $`G_F\mathrm{sin}\theta _C0.24G_F`$. The hadronic current should now be given in terms of the new interaction eigenstates, $`J_\mu ^H`$ $`=`$ $`\overline{d}{}_{}{}^{}\gamma _{\mu }^{}(1\gamma _5)u`$ (1.14) $`=`$ $`\mathrm{cos}\theta _C\overline{d}\gamma _\mu (1\gamma _5)u+\mathrm{sin}\theta _C\overline{s}\gamma _\mu (1\gamma _5)u.`$ 1964 Bjorken and Glashow : proposal for the existence of a charmed fundamental fermion ($`c`$). 1964 Higgs ; Englert and Brout ; Guralnik, Hagen and Kibble : example of a field theory with spontaneous symmetry breakdown, no massless Goldstone boson, and massive vector boson. 1964 Christenson, Cronin, Fitch and Turlay : first evidence of CP violation in the decay of $`K^0`$ mesons. 1964 Salam and Ward : Lagrangian for the electroweak synthesis, estimation of the $`W`$ mass. 1964 Gell–Mann; Zweig: introduction of quarks as fundamental building blocks for hadrons. 1964 Greenberg; Han and Nambu: introduction of color quantum number and colored quarks and gluons. 1967 Kibble : extension of the Higgs mechanism of mass generation for non–abelian gauge field theories. 1967 Weinberg : Lagrangian for the electroweak synthesis and estimation of $`W`$ and $`Z`$ masses. 1967 Faddeev and Popov : method for construction of Feynman rules for Yang–Mills gauge theories. 1968 Salam : Lagrangian for the electroweak synthesis. 1969 Bjorken: invention of the Bjorken scaling behavior. 1969 Feynman: birth of the partonic picture of hadron collisions. 1970 Glashow, Iliopoulos and Maiani : introduction of lepton– quark symmetry and the proposal of charmed quark (GIM mechanism). 1971 ’t Hooft : rigorous proof of renormalizability of the massless and massive Yang– Mills quantum field theory with spontaneously broken gauge invariance. 1973 Kobayashi and Maskawa : CP violation is accommodated in the Standard Model with six favours. 1973 Hasert et al. (CERN) : first experimental indication of the existence of weak neutral currents. $$\overline{\nu }_\mu +e^{}\overline{\nu }_\mu +e^{},\nu _\mu +N\nu _\mu +X.$$ This was a dramatic prediction of the Standard Model and its discovery was a major success for the model. They also measured the ratio of neutral–current to charged–current events giving a estimate for the Weinberg angle $`\mathrm{sin}^2\theta _W`$ in the range 0.3 to 0.4. 1973 Gross and Wilczek; Politzer: discovery of asymptotic freedom property of interacting Yang–Mills field theories. 1973 Fritzsch, Gell–Mann and Leutwyler: invention of the QCD Lagrangian. 1974 Benvenuti et al. (Fermilab) : confirmation of the existence of weak neutral currents in the reaction $$\nu _\mu +N\nu _\mu +X.$$ 1974 Aubert et al. (Brookhaven); Augustin et al. (SLAC): evidence for the $`J/\psi `$ ($`c\overline{c}`$). 1975 Perl et al. (SLAC) : first indication of the $`\tau `$ lepton. 1977 Herb et al. (Fermilab) : first evidence of $`\mathrm{{\rm Y}}`$ ($`b\overline{b}`$). 1979 Barber et al. (MARK J Collab.); Brandelik et al. (TASSO Collab.); Berger et al. (PLUTO Collab.); W. Bartel (JADE Collab.): evidence for the gluon jet in $`e^+e^{}3`$ jet. 1983 Arnison et al. (UA1 Collab.) ; Banner et al. (UA2 Collab.) : evidence for the charged intermediate bosons $`W^\pm `$ in the reactions $$p+\overline{p}W(\mathrm{}+\nu )+X.$$ They were able to estimate the $`W`$ boson mass ($`M_W=81\pm 5`$ GeV) in good agreement with the predictions of the Standard Model. 1983 Arnison et al. (UA1 Collab.) ; Bagnaia et al. (UA2 Collab.) : evidence for the neutral intermediate boson $`Z^0`$ in the reaction $$p+\overline{p}Z(\mathrm{}^++\mathrm{}^{})+X.$$ This was another important confirmation of the electroweak theory. 1986 Van Dyck, Schwinberg and Dehmelt : high precision measurement of the electron $`g_e2`$ factor. 1987 Albrecht et al. (ARGUS Collab.) : first evidence of $`B^0\overline{B}^0`$ mixing. 1989 Abrams et al. (MARK-II Collab.) : first evidence that the number of light neutrinos is 3. 1992 LEP Collaborations (ALEPH, DELPHI, L3 and OPAL) : precise determination of the $`Z^0`$ parameters. 1995 Abe et al. (CDF Collab.) ; Abachi et al. (DØ Collab.) : observation of the top quark production. ### 1.2 The Gauge Principle As it is well known, symmetry has always played a very important rôle in the development of physics. From the spacetime symmetry of special relativity, up to the internal and gauge invariances, the symmetries have mapped out the route to most of the physical theories in this last century. An important result for field theory and particle physics is provided by the Noether’s theorem. If an action is invariant under some group of transformations (symmetry), then there exist one or more conserved quantities (constants of motion) which are associated to these transformations. In this sense, Noether’s theorem establishes that symmetries imply conservation laws. A natural question to ask would be: upon imposing to a given Lagrangian the invariance under a certain symmetry, would it be possible to determine the form of the interaction among the particles? In other words, could symmetry also imply dynamics? In fact, this happens in Quantum Electrodynamics (QED), the best theory ever built to describe Nature, which had become a prototype of a successful quantum field theory. In QED the existence and some of the properties of the gauge field — the photon — follow from a principle of invariance under local gauge transformations of the $`U(1)`$ group. Could this principle be generalized to other interactions? For Salam and Ward , who invented the gauge principle as the basis to construct the quantum field theory of interacting fields, this was a possible dream: “Our basic postulate is that it should be possible to generate strong, weak and electromagnetic interaction terms (with all their correct symmetry properties and also with clues regarding their relative strengths) by making local gauge transformations on the kinetic–energy terms in the free Lagrangian for all particles.” In fact, those ideas could be accomplished just after some new and important ingredients were introduced to describe short distance (weak) and strong interactions. In the case of weak interactions the presence of very heavy weak gauge bosons require the new concept of spontaneous breakdown of the gauge symmetry and the Higgs mechanism . On the other hand, the concept of asymptotic freedom played a crucial rôle to describe perturbatively the strong interaction at short distances, making the strong gauge bosons trapped. The Quantum Chromodynamics (QCD), the gauge theory for strong interactions, is the subject of Mangano’s lecture at this school. #### 1.2.1 Gauge Invariance in Quantum Mechanics The gauge principle and the concept of gauge invariance are already present in Quantum Mechanics of a particle in the presence of an electromagnetic field . Let us start from the classical Hamiltonian that gives rise to the Lorentz force ($`\stackrel{}{F}=q\stackrel{}{E}+q\stackrel{}{v}\times \stackrel{}{B}`$), $$=\frac{1}{2m}\left(\stackrel{}{p}q\stackrel{}{A}\right)^2+q\varphi ,$$ (1.15) where the electric and magnetic fields can be described in terms of the potentials $`A^\mu =(\varphi ,\stackrel{}{A})`$, $$\stackrel{}{E}=\stackrel{}{}\varphi \frac{\stackrel{}{A}}{t};,\stackrel{}{B}=\stackrel{}{}\times \stackrel{}{A}.$$ These fields remain exactly the same when we make the gauge transformation ($`G`$) in the potentials: $$\varphi \varphi ^{}=\varphi \frac{\chi }{t},\stackrel{}{A}\stackrel{}{A}^{}=\stackrel{}{A}+\stackrel{}{}\chi .$$ (1.16) When we quantize the Hamiltonian (1.15) by applying the usual prescription $`\stackrel{}{p}i\stackrel{}{}`$, we get the Schrödinger equation for a particle in an electromagnetic field, $$\left[\frac{1}{2m}\left(i\stackrel{}{}q\stackrel{}{A}\right)^2+q\varphi \right]\psi (x,t)=i\frac{\psi (x,t)}{t},$$ which can be written in a compact form as $$\frac{1}{2m}(i\stackrel{}{D})^2\psi =iD_0\psi ,$$ (1.17) The equation (1.17) is equivalent to make the substitution $$\stackrel{}{}\stackrel{}{D}=\stackrel{}{}iq\stackrel{}{A},\frac{}{t}D_0=\frac{}{t}+iq\varphi .$$ in the free Schrödinger equation. If we make the gauge transformation, $`(\varphi ,\stackrel{}{A})\stackrel{G}{}(\varphi ^{},\stackrel{}{A}^{})`$, given by (1.16), does the new field $`\psi ^{}`$ which is solution of $$\frac{1}{2m}(i\stackrel{}{D}^{})^2\psi ^{}=iD_0^{}\psi ^{},$$ describe the same physics? The answer to this question is no. However, we can recover the invariance of our theory by making, at the same time, the phase transformation in the matter field $$\psi ^{}=\mathrm{exp}\left(iq\chi \right)\psi $$ (1.18) with the same function $`\chi =\chi (x,t)`$ used in the transformation of electromagnetic fields (1.16). The derivative of $`\psi ^{}`$ transforms as, $`\stackrel{}{D}^{}\psi ^{}`$ $`=`$ $`\left[\stackrel{}{}iq(\stackrel{}{A}+\stackrel{}{}\chi )\right]\mathrm{exp}\left(iq\chi \right)\psi `$ (1.19) $`=`$ $`\mathrm{exp}\left(iq\chi \right)(\stackrel{}{}\psi )+iq(\stackrel{}{}\chi )\mathrm{exp}\left(iq\chi \right)\psi `$ $`iq\stackrel{}{A}\mathrm{exp}\left(iq\chi \right)\psi iq(\stackrel{}{}\chi )\mathrm{exp}\left(iq\chi \right)\psi `$ $`=`$ $`\mathrm{exp}\left(iq\chi \right)\stackrel{}{D}\psi ,`$ and in the same way, we have for $`D_0`$, $$D_0^{}\psi ^{}=\mathrm{exp}\left(iq\chi \right)D_0\psi .$$ (1.20) We should mention that now the field $`\psi `$ (1.18) and its derivatives $`\stackrel{}{D}\psi `$ (1.19), and $`D_0\psi `$ (1.20), all transform exactly in the same way: they are all multiplied by the same phase factor. Therefore, the Schrödinger equation (1.17) for $`\psi ^{}`$ becomes $`{\displaystyle \frac{1}{2m}}(i\stackrel{}{D}^{})^2\psi ^{}`$ $`=`$ $`{\displaystyle \frac{1}{2m}}(i\stackrel{}{D}^{})(i\stackrel{}{D}^{}\psi ^{})`$ $`=`$ $`{\displaystyle \frac{1}{2m}}(i\stackrel{}{D}^{})\left[i\mathrm{exp}\left(iq\chi \right)\stackrel{}{D}\psi \right]`$ $`=`$ $`\mathrm{exp}\left(iq\chi \right){\displaystyle \frac{1}{2m}}(i\stackrel{}{D})^2\psi `$ $`=`$ $`\mathrm{exp}\left(iq\chi \right)(iD_0)\psi =iD_0^{}\psi ^{}.`$ and now both $`\psi `$ and $`\psi ^{}`$ describe the same physics, since $`\|\psi \|^2=\|\psi ^{}\|^2`$. In order to get the invariance for all observables, we should assure that the following substitution is made: $$\stackrel{}{}\stackrel{}{D},\frac{}{t}D_0,$$ For instance, the current $$\stackrel{}{J}\psi ^{}(\stackrel{}{}\psi )(\stackrel{}{}\psi )^{}\psi ,$$ becomes also gauge invariant with this substitution since $$\psi ^{}(\stackrel{}{D}^{}\psi ^{})=\psi ^{}\mathrm{exp}\left(iq\chi \right)\mathrm{exp}\left(iq\chi \right)(\stackrel{}{D}\psi )=\psi ^{}(\stackrel{}{D}\psi ).$$ After we have shown how to obtain a gauge invariant quantum description of a particle in an electromagnetic field, could we reverse the argument? That is: when we demand that a theory is invariant under a spacetime dependent phase transformation, can this procedure impose the specific form of the interaction with the gauge field? In other words, can the symmetry imply dynamics? Let us examine what happens when we start from the Dirac free Lagrangian $$_\psi =\overline{\psi }(i\overline{)}m)\psi ,$$ that is not invariant under the local gauge transformation, $$\psi \psi ^{}=\mathrm{exp}\left[i\alpha (x)\right]\psi ,$$ since $$_\psi _\psi ^{}=_\psi +\overline{\psi }\gamma _\mu \psi (^\mu \alpha ),$$ However, if we introduce the gauge field $`A_\mu `$ through the minimal coupling $$D_\mu _\mu +ieA_\mu ,$$ and, at the same time, require that $`A_\mu `$ transforms like $$A_\mu A_\mu ^{}=A_\mu +\frac{1}{e}_\mu \alpha .$$ (1.21) we have $`_\psi _\psi ^{}`$ $`=`$ $`\overline{\psi }^{}\left[(i\overline{)}e\overline{)}A^{})m\right]\psi ^{}`$ (1.22) $`=`$ $`\overline{\psi }\mathrm{exp}(+i\alpha )\left[i\overline{)}e\left(\overline{)}A+{\displaystyle \frac{1}{e}}\overline{)}\alpha \right)m\right]\mathrm{exp}(i\alpha )\psi `$ $`=`$ $`_\psi e\overline{\psi }\gamma _\mu \psi A^\mu .`$ The coupling between $`\psi `$ (e.g. electrons) and the gauge field $`A_\mu `$ (photon) arises naturally when we require the invariance under local gauge transformations of the kinetic–energy terms in the free fermion Lagrangian. Since, the electromagnetic strength tensor $$F_{\mu \nu }_\mu A_\nu _\nu A_\mu ,$$ (1.23) is invariant under the gauge transformation (1.21), so is the Lagrangian for free gauge field, $$_A=\frac{1}{4}F_{\mu \nu }F^{\mu \nu },$$ (1.24) This Lagrangian together with (1.22) describes the Quantum Electrodynamics. We should point out that a hypothetical mass term for the gauge field, $$_A^m=\frac{1}{2}A_\mu A^\mu ,$$ is not invariant under the transformation (1.21). Therefore, something else should be necessary to describe massive vector bosons in a gauge invariant way, preserving the renormalizability of the theory. #### 1.2.2 Gauge Invariance for Non–Abelian Groups As suggested by Heisenberg in 1932, under nuclear interactions, protons and neutron can be regarded as degenerated since their mass are quite similar and electromagnetic interaction is negligible. Therefore any arbitrary combination of their wave function would be equivalent, $$\psi \left(\begin{array}{c}\psi _p\\ \psi _n\end{array}\right)\psi ^{}=U\psi ,$$ where $`U`$ is unitary transformation ($`U^{}U=UU^{}=1`$) to preserve normalization (probability). Moreover, if det$`\|U\|`$ = 1, $`U`$ represents the Lie group $`SU(2)`$: $$U=\mathrm{exp}\left(i\frac{\tau ^a}{2}\alpha ^a\right)1i\frac{\tau ^a}{2}\alpha ^a,$$ where $`\tau ^a`$, $`a=1,2,3`$ are the Pauli matrices. In 1954, Yang and Mills introduced the idea of local gauge isotopic invariance in quantum field theory. “The differentiation between a neutron and a proton is then a purely arbitrary process. As usually conceived, however, this arbitrariness is subject to the following limitation: once one chooses what to call a proton, what a neutron, at one spacetime point, one is then not free to make any choices at other spacetime points. It seems that this is not consistent with the localized field concept that underlies the usual physical theories.” Following their argument, we should preserve our freedom to choose what to call a proton or a neutron no matter when or where we are. This can be implemented by requiring that the gauge parameters depend on the spacetime points, i.e. $`\alpha ^a\alpha ^a(x)`$. This idea was generalized by Utiyama in 1956 for any non–Abelian group $`G`$ with generators $`t_a`$ satisfying the Lie algebra , $$[t_a,t_b]=iC_{abc}t_c,$$ with $`C_{abc}`$ being the structure constant of the group. The Lagrangian $`_\psi `$ should be invariant under the matter field transformation $$\psi \psi ^{}=\mathrm{\Omega }\psi ,$$ with $$\mathrm{\Omega }\mathrm{exp}\left[iT^a\alpha ^a(x)\right],$$ where $`T^a`$ is a convenient representation (i.e. according to the fields $`\psi `$) of the generators $`t^a`$. Introducing one gauge field for each generator, and defining the covariant derivative by $$D_\mu _\mu igT^aA_\mu ^a,$$ Since the covariant derivative transforms just like the matter field, i.e. $`D_\mu \psi \mathrm{\Omega }(D_\mu \psi )`$, this will ensure the invariance under the local non–Abelian gauge transformation for the terms containing the fields and its gradients as long as the gauge field transformation is $$T^aA_\mu ^a\mathrm{\Omega }\left(T^aA_\mu ^a+\frac{i}{g}_\mu \right)\mathrm{\Omega }^1,$$ or, in infinitesimal form, i.e. for $`\mathrm{\Omega }1iT^a\alpha ^a(x)`$, $$A_\mu ^a=A_\mu ^a\frac{1}{g}_\mu \alpha ^a+C_{abc}\alpha ^bA_\mu ^c.$$ Finally, we should generalize the strength tensor (1.23) for a non–abelian Lie group, $$F_{\mu \nu }^a_\mu A_\nu ^a_\nu A_\mu ^a+gC_{abc}A_\mu ^bA_\nu ^c,$$ (1.25) which transforms like $`F_{\mu \nu }^aF_{\mu \nu }^a+C_{abc}\alpha ^bF_{\mu \nu }^c`$. Therefore, the invariant kinetic term for the gauge bosons, can be written as $$_A=\frac{1}{4}F_{\mu \nu }^aF^{a\mu \nu },$$ (1.26) and is invariant under the local gauge transformation. However, a mass term for the gauge bosons like $$A_\mu ^aA^{a\mu }\left(A_\mu ^a\frac{1}{g}_\mu \alpha ^a+C_{abc}\alpha ^bA_\mu ^c\right)\left(A^{a\mu }\frac{1}{g}_\mu \alpha ^a+C_{ade}\alpha ^dA^{e\mu }\right),$$ is still not gauge invariant. Note that since $$F(AA)+gAA,$$ unlike the Abelian case, there is a new feature: the gauge fields have triple and quartic self–couplings, $$\begin{array}{ccccc}_A& & (AA)^2+& g(AA)AA+& g^2AAAA\\ & & \text{propagator}& \text{triple}& \text{quartic}\end{array}.$$ ### 1.3 Spontaneous Symmetry Breaking Exact symmetries give rise, in general, to exact conservation laws. In this case both the Lagrangian and the vacuum (the ground state of the theory) are invariant. However, there are some conservation laws which are not exact, e.g. isospin, strangeness, etc. These situations can be described by adding to the invariant Lagrangian ($`_{\text{sym}}`$) a small term that breaks this symmetry ($`_{\text{sb}}`$), $$=_{\text{sym}}+\epsilon _{\text{sb}}.$$ Another situation occurs when the system has a Lagrangian that is invariant and a non–invariant vacuum. A classic example of the situation is provided by a ferromagnet where the Lagrangian describing the spin–spin interaction is invariant under tridimensional rotations. For temperatures above the ferromagnetic transition temperature ($`T_C`$) the spin system is completely disordered (paramagnetic phase), and therefore the vacuum is also $`SO(3)`$ invariant \[see Fig. 2(a)\]. However, for temperatures below $`T_C`$ (ferromagnetic phase) a spontaneous magnetisation of the system occurs, aligning the spins in some specific direction \[see Fig. 2(b)\]. In this case, the vacuum is not invariant under the $`SO(3)`$ group. This symmetry is broken to $`SO(2)`$, representing the rotation of the whole system around the spin directions. \| $``$ $``$ $``$ $``$ $``$ $``$ \| $``$ $``$ $``$ $``$ $``$ $``$ \| \| --- \| --- \| \| $``$ $``$ $``$ $``$ $``$ $``$ \| $``$ $``$ $``$ $``$ $``$ $``$ \| \| $``$ $``$ $``$ $``$ $``$ $``$ \| $``$ $``$ $``$ $``$ $``$ $``$ \| \| $``$ $``$ $``$ $``$ $``$ $``$ \| $``$ $``$ $``$ $``$ $``$ $``$ \| \| $``$ $``$ $``$ $``$ $``$ $``$ \| $``$ $``$ $``$ $``$ $``$ $``$ \| \| (a) \| (b) \| Fig. 2: Representation of the spin orientation in the paramagnetic (a) and ferromagnetic (b) phases. Let us analyze the simple example of a scalar self–interacting real field with Lagrangian, $$=\frac{1}{2}_\mu \varphi ^\mu \varphi V(\varphi ),$$ (1.27) with $$V(\varphi )=\frac{1}{2}\mu ^2\varphi ^2+\frac{1}{4}\lambda \varphi ^4.$$ (1.28) In the theory of the phase transition of a ferromagnet, the Gibbs free energy density is analogous to $`V(\varphi )`$ with $`\varphi `$ playing the rôle of the average spontaneous magnetisation $`M`$. The whole Lagrangian (1.27) is invariant under the discrete transformation $$\varphi \varphi .$$ (1.29) Is the vacuum also invariant under this transformation? The vacuum ($`\varphi _0`$) can be obtained from the Hamiltonian $$=\frac{1}{2}\left[(_0\varphi )^2+(\varphi )^2\right]+V(\varphi ).$$ We notice that $`\varphi _0=constant`$ corresponds to the minimum of $`V(\varphi )`$ and consequently of the energy: $$\varphi _0(\mu ^2+\lambda \varphi _0^2)=0.$$ Since $`\lambda `$ should be positive to guarantee that $``$ is bounded, the minimum depends on the sign of $`\mu `$. For $`\mu ^2>0`$, we have just one vacuum at $`\varphi _0=0`$ and it is also invariant under (1.29) \[see Fig. 3 (a)\]. However, for $`\mu ^2<0`$, we have two vacua states corresponding to $`\varphi _0^\pm =\pm \sqrt{\mu ^2/\lambda }`$ \[see Fig. 3 (b)\]. This case corresponds to a wrong sign for the $`\varphi `$ mass term. \| (a) \| (b) \| \| --- \| --- \| Fig. 3: Scalar potential (1.28) for $`\mu ^2>0`$ (a) and for $`\mu ^2<0`$ (b). Since the Lagrangian is invariant under (1.29) the choice between $`\varphi _0^+`$ or $`\varphi _0^{}`$ is irrelevant <sup></sup><sup></sup>For an interesting discussion discarding the invariant state $`(\varphi _0^+\pm \varphi _0^{})`$ as the true vacuum see Ref. . Nevertheless, once one choice is made (e.g. $`v=\varphi _0^+`$) the symmetry is spontaneously broken since $``$ is invariant but the vacuum is not. Defining a new field $`\varphi ^{}`$ by shifting the old field by $`v=\sqrt{\mu ^2/\lambda }`$, $$\varphi ^{}\varphi v,$$ we verify that the vacuum of the new field is $`\varphi _0^{}=0`$, making the theory suitable for small oscillations around the vacuum state. The Lagrangian becomes: $$=\frac{1}{2}_\mu \varphi ^{}^\mu \varphi ^{}\frac{1}{2}\left(\sqrt{2\mu ^2}\right)^2\varphi ^{\mathrm{\hspace{0.33em}2}}\lambda v\varphi ^{\mathrm{\hspace{0.33em}3}}\frac{1}{4}\lambda \varphi ^{\mathrm{\hspace{0.33em}4}}.$$ This Lagrangian describes a scalar field $`\varphi ^{}`$ with real and positive mass, $`M_\varphi ^{}=\sqrt{2\mu ^2}`$, but it lost the original symmetry due to the $`\varphi ^{\mathrm{\hspace{0.33em}3}}`$ term. A new interesting phenomenon happens when a continuous symmetry is spontaneously broken. Let us analyze the case of a charged self–interacting scalar field, $$=_\mu \varphi ^{}^\mu \varphi V(\varphi ^{}\varphi ),$$ (1.30) with a similar potential, $$V(\varphi ^{}\varphi )=\mu ^2(\varphi ^{}\varphi )+\lambda (\varphi ^{}\varphi )^2.$$ (1.31) Notice that the Lagrangian (1.30) is invariant under the global phase transformation $$\varphi \mathrm{exp}(i\theta )\varphi .$$ When we redefine the complex field in terms of two real fields by $$\varphi =\frac{(\varphi _1+i\varphi _2)}{\sqrt{2}},$$ the Lagrangian (1.30) becomes $$=\frac{1}{2}\left(_\mu \varphi _1^\mu \varphi _1+_\mu \varphi _2^\mu \varphi _2\right)V(\varphi _1,\varphi _2),$$ (1.32) which is invariant under $`SO(2)`$ rotations, $$\left(\begin{array}{c}\varphi _1\\ \varphi _2\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}\theta & \mathrm{sin}\theta \\ \mathrm{sin}\theta & \mathrm{cos}\theta \end{array}\right)\left(\begin{array}{c}\varphi _1\\ \varphi _2\end{array}\right).$$ For $`\mu ^2>0`$ the vacuum is at $`\varphi _1=\varphi _2=0`$, and for small oscillations, $$=\underset{i=1}{\overset{2}{}}\frac{1}{2}\left(_\mu \varphi _i^\mu \varphi _i\mu ^2\varphi _i^2\right),$$ which means that we have two scalar fields $`\varphi _1`$ and $`\varphi _2`$ with mass $`m^2=\mu ^2>0`$. In the case of $`\mu ^2<0`$ we have a continuum of distinct vacua \[see Fig. 4 (a)\] located at $$<\|\varphi \|^2>=\frac{(<\varphi _1>^2+<\varphi _2>^2)}{2}=\frac{\mu ^2}{2\lambda }\frac{v^2}{2}.$$ (1.33) We can see from the contour plot \[Fig. 4 (b)\] that the vacua are also invariant under $`SO(2)`$. However, this symmetry is spontaneously broken when we choose a particular vacuum. Let us choose, for instance, the configuration, $`\varphi _1`$ $`=`$ $`v,`$ $`\varphi _2`$ $`=`$ $`0.`$ The new fields, suitable for small perturbations, can be defined as, $`\varphi _1^{}`$ $`=`$ $`\varphi _1v,`$ $`\varphi _2^{}`$ $`=`$ $`\varphi _2.`$ In terms of these new fields the Lagrangian (1.32) becomes, $$=\frac{1}{2}_\mu \varphi _1^{}^\mu \varphi _1^{}\frac{1}{2}(2\mu ^2)\varphi _1^{\mathrm{\hspace{0.33em}2}}+\frac{1}{2}_\mu \varphi _2^{}^\mu \varphi _2^{}+\text{interaction terms}.$$ Now we identify in the particle spectrum a scalar field $`\varphi _1^{}`$ with real and positive mass and a massless scalar boson ($`\varphi _2^{}`$). This could be seen from Fig. 4 (b), when we consider the mass matrix in tree approximation, $$M_{ij}^2=\frac{^2V(\varphi _1^{},\varphi _2^{})}{\varphi _i^{}\varphi _j^{}}\|_{\varphi ^{}=\varphi _0^{}}.$$ The second derivative of $`V(\varphi _1^{},\varphi _2^{})`$ in the $`\varphi _2^{}`$ direction corresponds to the zero eigenvalue of the mass matrix, while for $`\varphi _1^{}`$ it is positive. This is an example of the prediction of the so called Goldstone theorem which states that when an exact continuous global symmetry is spontaneously broken, i.e. it is not a symmetry of the physical vacuum, the theory contains one massless scalar particle for each broken generator of the original symmetry group. The Goldstone theorem can be proven as follows. Let us consider a Lagrangian of $`N_G`$ real scalar fields $`\varphi _i`$, belonging to a $`N_G`$–dimensional vector $`\mathrm{\Phi }`$, $$=\frac{1}{2}(_\mu \mathrm{\Phi })(^\mu \mathrm{\Phi })V(\mathrm{\Phi }).$$ Suppose that $`G`$ is a continuous group that let the Lagrangian invariant and that $`\mathrm{\Phi }`$ transforms like $$\delta \mathrm{\Phi }=i\alpha ^aT^a\mathrm{\Phi }.$$ Since the potential is invariant under $`G`$, we have $$\delta V(\mathrm{\Phi })=\frac{V(\mathrm{\Phi })}{\varphi _i}\delta \varphi _i=i\frac{V(\mathrm{\Phi })}{\varphi _i}\alpha ^a(T^a)_{ij}\varphi _j=0.$$ The gauge parameters $`\alpha ^a`$ are arbitrary, and we have $`N_G`$ equations $$\frac{V(\mathrm{\Phi })}{\varphi _i}(T^a)_{ij}\varphi _j=0,$$ for $`a=1,\mathrm{},N_G`$. Taking another derivative of this equation, we obtain $$\frac{^2V(\mathrm{\Phi })}{\varphi _k\varphi _i}(T^a)_{ij}\varphi _j+\frac{V(\mathrm{\Phi })}{\varphi _i}(T^a)_{ik}=0.$$ If we evaluate this result at the vacuum state, $`\mathrm{\Phi }=\mathrm{\Phi }_0`$, which minimizes the potential, we get $$\frac{^2V(\mathrm{\Phi })}{\varphi _k\varphi _i}\|_{\mathrm{\Phi }=\mathrm{\Phi }_0}(T^a)_{ij}\varphi _j^0=0,$$ or, in terms of the mass matrix, $$M_{ki}^2(T^a)_{ij}\varphi _j^0=0.$$ (1.34) If, after we choose a ground state, a sub-group $`g`$ of $`G`$, with dimension $`n_g`$, remains a symmetry of the vacuum, then for each generator of $`g`$, $$(T^a)_{ij}\varphi _j^0=0\text{for}a=1,\mathrm{},n_gN_G,$$ while for the $`(N_Gn_g)`$ generators that break the symmetry, $$(T^a)_{ij}\varphi _j^00\text{for}a=n_g+1,\mathrm{},N_G.$$ Therefore, the relation (1.34) shows that there are $`(N_Gn_g)`$ zero eigenvalues of the mass matrix: the massless Goldstone bosons. ### 1.4 The Higgs Mechanism #### 1.4.1 The Abelian Higgs Mechanism The Goldstone theorem implies the existence of massless scalar particle(s). However, we do not have any experimental evidence in nature of these particles. In 1964 several authors independently were able to provide a way out to the Goldstone theorem, that is, a field theory with spontaneous symmetry breakdown, but with no massless Goldstone boson(s). The so called Higgs mechanism has an extra bonus: the gauge boson(s) becomes massive. This is accomplished by requiring that the Lagrangian that exhibits the spontaneous symmetry breakdown is also invariant under local, rather than global, gauge transformations. This feature fits very well in the requirements for a gauge theory of electroweak interactions where the short range character of this interaction requires a very massive intermediate particle. In order to see how this works let us consider again the charged self–interacting scalar Lagrangian (1.30) with the potential (1.31), and let us require a invariance under the local phase transformation, $$\varphi \mathrm{exp}\left[iq\alpha (x)\right]\varphi .$$ (1.35) In order to make the Lagrangian invariant, we introduce a gauge boson ($`A_\mu `$) and the covariant derivative ($`D_\mu `$), following the same principles of Section 1.2 We introduce a gauge boson ($`A_\mu `$) and the covariant derivative ($`D_\mu `$), so that the Lagrangian becomes invariant, following the same principles of Section 1.2 $$_\mu D_\mu =_\mu +iqA_\mu ,\text{with}A_\mu A_\mu ^{}=A_\mu _\mu \alpha (x).$$ The spontaneous symmetry breaking occurs for $`\mu ^2<0`$, with the vacuum $`<\|\varphi \|^2>`$ given by (1.33). There is a very convenient way of parametrizing the new fields, $`\varphi ^{}`$, that are suitable for small perturbations, i.e., $$\varphi =\mathrm{exp}\left(i\frac{\varphi _2^{}}{v}\right)\frac{(\varphi _1^{}+v)}{\sqrt{2}}\frac{1}{\sqrt{2}}\left(\varphi _1^{}+v+i\varphi _2^{}\right)=\varphi ^{}+\frac{v}{\sqrt{2}}.$$ (1.36) Therefore the Lagrangian (1.30) becomes, $``$ $`=`$ $`{\displaystyle \frac{1}{2}}_\mu \varphi _1^{}^\mu \varphi _1^{}{\displaystyle \frac{1}{2}}(2\mu ^2)\varphi _1^{\mathrm{\hspace{0.33em}2}}+{\displaystyle \frac{1}{2}}_\mu \varphi _2^{}^\mu \varphi _2^{}+\text{interact.}`$ (1.37) $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{q^2v^2}{2}}A_\mu A^\mu +qvA_\mu ^\mu \varphi _2^{}.`$ This Lagrangian presents a scalar field $`\varphi _1^{}`$ with mass $`M_{\varphi _1^{}}=\sqrt{2\mu ^2}`$, a massless scalar boson $`\varphi _2^{}`$ (the Goldstone boson) and a massive vector boson $`A_\mu `$, with mass $`M_A=qv`$. However the presence of the last term in (1.37), which is proportional to $`A_\mu ^\mu \varphi _2^{}`$ is quite inconvenient since it mixes the propagators of $`A_\mu `$ and $`\varphi _2^{}`$ particles. In order to eliminate this term, we can choose the gauge parameter in (1.35) to be proportional to $`\varphi _2^{}`$ as $$\alpha (x)=\frac{1}{qv}\varphi _2^{}(x).$$ In this way, the field $`\varphi `$ (1.36) becomes, $$\varphi =\mathrm{exp}\left[iq\left(\frac{\varphi _2^{}}{qv}\right)\right]\mathrm{exp}\left(i\frac{\varphi _2^{}}{v}\right)\frac{(\varphi _1^{}+v)}{\sqrt{2}}=\frac{1}{\sqrt{2}}\left(\varphi _1^{}+v\right).$$ With this choice of gauge (called unitary gauge) the Goldstone boson disappears, and we get the Lagrangian $``$ $`=`$ $`{\displaystyle \frac{1}{2}}_\mu \varphi _1^{}^\mu \varphi _1^{}{\displaystyle \frac{1}{2}}(2\mu ^2)\varphi _1^{\mathrm{\hspace{0.33em}2}}{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{q^2v^2}{2}}A_\mu ^{}A^\mu `$ (1.38) $`+{\displaystyle \frac{1}{2}}q^2\left(\varphi _1^{}+2v\right)\varphi _1^{}A_\mu ^{}A^\mu {\displaystyle \frac{\lambda }{4}}\varphi _1^{\mathrm{\hspace{0.33em}3}}\left(\varphi _1^{}+4v\right).`$ Where is $`\varphi _2^{}`$, the Goldstone boson? To answer this question, it is convenient to count the total number of degrees of freedom from the initial (1.30) and final (1.38) Lagrangians: \| Initial $``$ (1.30) \| Final $``$ (1.38) \| \| --- \| --- \| \| $`\varphi ^{()}`$ charged scalar : 2 \| $`\varphi _1^{}`$ neutral scalar : 1 \| \| $`A_\mu `$ massless vector : 2 \| $`A_\mu ^{}`$ massive vector : 3 \| \| \| \| \| 4 \| 4 \| As we can see, the corresponding degree of freedom of the Goldstone boson was absorbed by the vector boson that acquires mass. The Goldstone turned into the longitudinal degree of freedom of the vector boson. #### 1.4.2 The Non–Abelian Case It is straightforward to generalize the last section’s results for a non–Abelian group $`G`$ of dimension $`N_G`$, and generators $`T^a`$. In this case, we introduce $`N_G`$ gauge bosons, such that the covariant derivative is written as $$_\mu D_\mu =_\mu igT^aB_\mu ^a.$$ After the spontaneous symmetry breaking, a sub–group $`g`$ of dimension $`n_g`$ remains as a symmetry of the vacuum, that is, $$T_{ij}^a\varphi _j^0=0,\text{for}a=1,\mathrm{},n_g.$$ We would expect the appearance of $`(N_Gn_g)`$ massless Goldstone bosons. Like in (1.36), we parametrize the original scalar field as $$\varphi =(\stackrel{~}{\varphi }+v)\mathrm{exp}\left(i\frac{\varphi _{\text{GB}}^aT^a}{v}\right),$$ where $`T^a`$ are the $`(N_Gn_g)`$ broken generators that do not annihilate the vacuum. Choose the gauge parameter $`\alpha ^a(x)`$ in order to to eliminate $`\varphi _{\text{GB}}^a`$. This will give rise to $`(N_Gn_g)`$ massive gauge bosons. Counting the total number of degrees of freedom we obtain $`N_\varphi +2N_G`$, both before and after the spontaneous symmetry breaking: \| Before SSB \| After SSB \| \| --- \| --- \| \| $`\varphi `$ massless scalar : $`N_\varphi `$ \| $`\stackrel{~}{\varphi }`$ massive scalar : $`N_\varphi (N_Gn_g)`$ \| \| $`B_\mu ^a`$ massless vector : 2 $`N_G`$ \| $`\stackrel{~}{B}_\mu ^a`$ massive vector : 3 $`(N_Gn_g)`$ \| \| \| $`B_\mu ^a`$ massless vector : 2 $`n_g`$ \| ## Chapter 2 The Standard Model ### 2.1 Constructing the Model #### 2.1.1 General Principles to Construct Gauge Theories Based on what we have learned from the previous sections, we can establish some quite general principles to construct a gauge theory. The recipe is as follows, Choose the gauge group $`G`$ with $`N_G`$ generators; * Add $`N_G`$ vector fields (gauge bosons) in a specific representation of the gauge group; * Choose the representation, in general the fundamental representation, for the matter fields (elementary particles); * Add scalar fields to give mass to (some) vector bosons; * Define the covariant derivative and write the most general renormalizable Lagrangian, invariant under $`G`$, which couples all these fields; * Shift the scalar fields in such a way that the minimum of the potential is at zero; * Apply the usual techniques of quantum field theory to verify the renormalizability and to make predictions; * Check with Nature if the model has anything to do with reality; * If not, restart from the very beginning! In fact, there were several attempts to construct a gauge theory for the (electro)weak interaction. In 1957, Schwinger suggested a model based on the group $`O(3)`$ with a triplet gauge fields $`(V^+,V^{},V^0)`$. The charged gauge bosons were associated to weak bosons and the neutral $`V^0`$ was identified with the photon. This model was proposed before the structure $`VA`$ of the weak currents have been established . The first attempt to incorporate the $`VA`$ structure in a gauge theory for the weak interactions was made by Bludman in 1958. His model, based on the $`SU(2)`$ weak isospin group, also required three vector bosons. However in this case the neutral gauge boson was associated to a new massive vector boson that was responsible for weak interactions without exchange of charge (neutral currents). The hypothesis of a neutral vector boson exchanged in weak interaction was also suggested independently by Leite Lopes in the same year. This kind of process was observed experimentally for the first time in 1973 at the CERN neutrino experiment . Glashow in 1961 noticed that in order to accommodate both weak and electromagnetic interactions we should go beyond the $`SU(2)`$ isospin structure. He suggested the gauge group $`SU(2)U(1)`$, where the $`U(1)`$ was associated to the leptonic hypercharge ($`Y`$) that is related to the weak isospin ($`T`$) and the electric charge through the analogous of the Gell-Mann–Nishijima formula ($`Q=T_3+Y/2`$). The theory now requires four gauge bosons: a triplet ($`W^1,W^2,W^3`$) associated to the generators of $`SU(2)`$ and a neutral field ($`B`$) related to $`U(1)`$. The charged weak bosons appear as a linear combination of $`W^1`$ and $`W^2`$, while the photon and a neutral weak boson $`Z^0`$ are both given by a mixture of $`W^3`$ and $`B`$. A similar model was proposed by Salam and Ward in 1964. The mass terms for $`W^\pm `$ and $`Z^0`$ were put “by hand”. However, as we have seen, this procedure breaks explicitly the gauge invariance of the theory. In 1967, Weinberg and independently Salam in 1968, employed the idea of spontaneous symmetry breaking and the Higgs mechanism to give mass to the weak bosons and, at the same time, to preserve the gauge invariance, making the theory renormalizable as shown later by ’t Hooft . The Glashow–Weinberg–Salam model is known, at the present time, as the Standard Model of Electroweak Interactions, reflecting its impressive success. #### 2.1.2 Right– and Left– Handed Fermions Before the introduction of the Standard Model, let us make an interlude and discuss some properties of the fermionic helicity states. At high energies (i.e. for $`Em`$), the Dirac spinors $$u(p,s),\text{and}v(p,s)C\overline{u}^T(p,s)=i\gamma _2u^{}(p,s),$$ are eigenstates of the $`\gamma _5`$ matrix. The helicity $`+1/2`$ (right–handed, $`R`$) and helicity $`1/2`$ (left–handed, $`L`$) states satisfy $$u_{\stackrel{\text{R}}{\text{L}}}=\frac{1}{2}\left(1\pm \gamma _5\right)u\text{and}v_{\stackrel{\text{R}}{\text{L}}}=\frac{1}{2}\left(1\gamma _5\right)v.$$ It is convenient to define the helicity projectors: $$\overline{)L\frac{1}{2}\left(1\gamma _5\right)},\overline{)R\frac{1}{2}\left(1+\gamma _5\right)},$$ (2.1) which satisfy the usual properties of projection operators, $`L+R`$ $`=`$ $`1,`$ $`RL=LR`$ $`=`$ $`0,`$ $`L^2`$ $`=`$ $`L,`$ $`R^2`$ $`=`$ $`R.`$ For the conjugate spinors we have, $`\overline{\psi }_L`$ $`=`$ $`(L\psi )^{}\gamma _0=\psi ^{}L^{}\gamma _0=\psi ^{}L\gamma _0=\psi ^{}\gamma _0R=\overline{\psi }R`$ $`\overline{\psi }_R`$ $`=`$ $`\overline{\psi }L.`$ Let us make some general remarks. First of all, we should notice that fermion mass term mixes right– and left–handed fermion components, $$\overline{\psi }\psi =\overline{\psi }_R\psi _L+\overline{\psi }_L\psi _R.$$ (2.2) On the other hand, the electromagnetic (vector) current, does not mix those components, i.e. $$\overline{\psi }\gamma ^\mu \psi =\overline{\psi }_R\gamma ^\mu \psi _R+\overline{\psi }_L\gamma ^\mu \psi _L.$$ (2.3) Finally, the $`(VA)`$ fermionic weak current can be written in terms of the helicity states as, $$\overline{\psi }_L\gamma ^\mu \psi _L=\overline{\psi }R\gamma ^\mu L\psi =\overline{\psi }\gamma ^\mu L^2\psi =\overline{\psi }\gamma ^\mu L\psi =\frac{1}{2}\overline{\psi }\gamma ^\mu (1\gamma _5)\psi ,$$ (2.4) what shows that only left–handed fermions play a rôle in weak interactions. #### 2.1.3 Choosing the gauge group Let us investigate which gauge group would be able to unify the electromagnetic and weak interactions. We start with the charged weak current for leptons. Since electron–type and muon–type lepton numbers are separately conserved, they must form separate representations of the gauge group. Therefore, we refer as $`\mathrm{}`$ any lepton flavor ($`\mathrm{}=e,\mu ,\tau `$), and the final Lagrangian will be given by a sum over all these flavors. From Eq. (2.4), we see that the weak current (1.5), for a generic lepton $`\mathrm{}`$, is given by, $$J_\mu ^+=\overline{\mathrm{}}\gamma _\mu (1\gamma _5)\nu =2\overline{\mathrm{}}_L\gamma _\mu \nu _L.$$ (2.5) If we introduce the left–handed isospin doublet ($`T=1/2`$), $$\text{L}\left(\begin{array}{c}\nu \\ \mathrm{}\end{array}\right)_L=\left(\begin{array}{c}L\nu \\ L\mathrm{}\end{array}\right)=\left(\begin{array}{c}\nu _L\\ \mathrm{}_L\end{array}\right),$$ (2.6) where the $`T_3=+1/2`$ and $`T_3=1/2`$ components are the left–handed parts of the neutrino and of the charged lepton respectively. Since, there is no right–handed component for the neutrino <sup></sup><sup></sup>At this moment, we consider that the neutrinos are massless. The possible mass term for the neutrinos will be discussed later, Sec. 2.4., the right–handed part of the charged lepton is accommodated in a weak isospin singlet ($`T=0`$) $$\text{R}R\mathrm{}=\mathrm{}_R.$$ (2.7) The charged weak current (2.5) can be written in terms of leptonic isospin currents: $$J_\mu ^i=\overline{\text{L}}\gamma _\mu \frac{\tau ^i}{2}\text{L},$$ where $`\tau ^i`$ are the Pauli matrices. In a explicit form, $`J_\mu ^1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\nu }_L\overline{\mathrm{}}_L)\gamma _\mu \left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\left(\begin{array}{c}\nu _L\\ \mathrm{}_L\end{array}\right)={\displaystyle \frac{1}{2}}\left(\overline{\mathrm{}}_L\gamma _\mu \nu _L+\overline{\nu }_L\gamma _\mu \mathrm{}_L\right),`$ $`J_\mu ^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\nu }_L\overline{\mathrm{}}_L)\gamma _\mu \left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)\left(\begin{array}{c}\nu _L\\ \mathrm{}_L\end{array}\right)={\displaystyle \frac{i}{2}}\left(\overline{\mathrm{}}_L\gamma _\mu \nu _L\overline{\nu }_L\gamma _\mu \mathrm{}_L\right),`$ $`J_\mu ^3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\nu }_L\overline{\mathrm{}}_L)\gamma _\mu \left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\left(\begin{array}{c}\nu _L\\ \mathrm{}_L\end{array}\right)={\displaystyle \frac{1}{2}}\left(\overline{\nu }_L\gamma _\mu \nu _L\overline{\mathrm{}}_L\gamma _\mu \mathrm{}_L\right).`$ Therefore, the weak charged current (2.5), that couples with intermediate vector boson $`W_\mu ^{}`$, can be written in terms of $`J^1`$ and $`J^2`$ as, $$J_\mu ^+=2\left(J_\mu ^1iJ_\mu ^2\right).$$ In order to accommodate the third (neutral) current $`J^3`$, we can define the hypercharge current by, $$J_\mu ^Y\left(\overline{\text{L}}\gamma _\mu \text{L}+2\overline{\text{R}}\gamma _\mu \text{R}\right)=\left(\overline{\nu }_L\gamma _\mu \nu _L+\overline{\mathrm{}}_L\gamma _\mu \mathrm{}_L+2\overline{\mathrm{}}_R\gamma _\mu \mathrm{}_R\right).$$ The electromagnetic current can be written as $$J_\mu ^{\text{em}}=\overline{\mathrm{}}\gamma _\mu \mathrm{}=\left(\overline{\mathrm{}}_L\gamma _\mu \mathrm{}_L+\overline{\mathrm{}}_R\gamma _\mu \mathrm{}_R\right)=J_\mu ^3+\frac{1}{2}J_\mu ^Y.$$ We should notice that neither $`T_3`$ nor $`Q`$ commute with $`T_{1,2}`$. However, the ‘charges’ associated to the currents $`J^i`$ and $`J^Y`$, $$T^i=d^3xJ_0^i\text{and}Y=d^3xJ_0^Y,$$ satisfy the algebra of the $`SU(2)U(1)`$ group: $$[T^i,T^j]=iϵ^{ijk}T^k,\text{and}[T^i,Y]=0,$$ and the Gell-Mann–Nishijima relation between $`Q`$ and $`T_3`$ emerges in a natural way, $$\overline{)Q=T_3+\frac{1}{2}Y}.$$ (2.11) With the aid of (2.11) we can define the weak hypercharge of the doublet ($`Y_\text{L}=1`$) and of the fermion singlet ($`Y_\text{R}=2`$). Let us follow our previous recipe for building a general gauge theory. We have just chosen the candidate for the gauge group, $$\overline{)SU(2)_LU(1)_Y}.$$ The next step is to introduce gauge fields corresponding to each generator, that is, $`SU(2)_L`$ $``$ $`W_\mu ^1,W_\mu ^2,W_\mu ^3,`$ $`U(1)_Y`$ $``$ $`B_\mu .`$ Defining the strength tensors for the gauge fields according to (1.23) and (1.25), $`W_{\mu \nu }^i`$ $``$ $`_\mu W_\nu ^i_\nu W_\mu ^i+gϵ^{ijk}W_\mu ^jW_\nu ^k,`$ $`B_{\mu \nu }`$ $``$ $`_\mu B_\nu _\nu B_\mu ,`$ we can write the free Lagrangian for the gauge fields following the results (1.24) and (1.26), $$_{\text{gauge}}=\frac{1}{4}W_{\mu \nu }^iW^{i\mu \nu }\frac{1}{4}B_{\mu \nu }B^{\mu \nu }.$$ (2.12) For the leptons, we write the free Lagrangian, $`_{\text{leptons}}`$ $`=`$ $`\overline{\text{R}}i\overline{)}\text{R}+\overline{\text{L}}i\overline{)}\text{L}`$ (2.13) $`=`$ $`\overline{\mathrm{}}_Ri\overline{)}\mathrm{}_R+\overline{\mathrm{}}_Li\overline{)}\mathrm{}_L+\overline{\nu }_Li\overline{)}\nu _L`$ $`=`$ $`\overline{\mathrm{}}i\overline{)}\mathrm{}+\overline{\nu }i\overline{)}\nu .`$ Remember that a mass term for the fermions (2.2) mixes the right– and left–components and would break the gauge invariance of the theory from the very beginning. The next step is to introduce the fermion–gauge boson coupling via the covariant derivative, i.e. $$\text{L}:_\mu +i\frac{g}{2}\tau ^iW_\mu ^i+i\frac{g^{}}{2}YB_\mu ,$$ (2.14) $$\text{R}:_\mu +i\frac{g^{}}{2}YB_\mu ,$$ (2.15) where $`g`$ and $`g^{}`$ are the coupling constant associated to the groups $`SU(2)_L`$ and $`U(1)_Y`$ respectively, and $$Y_\text{L}_{\mathrm{}}=1,Y_\text{R}_{\mathrm{}}=2.$$ (2.16) Therefore, the fermion Lagrangian (2.13) becomes $`_{\text{leptons}}`$ $``$ $`_{\text{leptons}}+\overline{\text{L}}i\gamma ^\mu \left(i{\displaystyle \frac{g}{2}}\tau ^iW_\mu ^i+i{\displaystyle \frac{g^{}}{2}}YB_\mu \right)\text{L}`$ (2.17) $`+\overline{\text{R}}i\gamma ^\mu \left(i{\displaystyle \frac{g^{}}{2}}YB_\mu \right)\text{R}.`$ Let us first pick up just the “left” piece of (2.17), $$_{\text{leptons}}^\text{L}=g\overline{\text{L}}\gamma ^\mu \left(\frac{\tau ^1}{2}W_\mu ^1+\frac{\tau ^2}{2}W_\mu ^2\right)\text{L}g\overline{\text{L}}\gamma ^\mu \frac{\tau ^3}{2}\text{L}W_\mu ^3\frac{g^{}}{2}Y\overline{\text{L}}\gamma ^\mu \text{L}B_\mu .$$ The first term is charged and can be written as $$_{\text{leptons}}^{\text{L}(\pm )}=\frac{g}{2}\overline{\text{L}}\gamma ^\mu \left(\begin{array}{cc}0& W_\mu ^1iW_\mu ^2\\ W_\mu ^1+iW_\mu ^2& 0\end{array}\right)\text{L}.$$ This suggests the definition of the charged gauge bosons as $$\overline{)W_\mu ^\pm =\frac{1}{\sqrt{2}}(W_\mu ^1W_\mu ^2)},$$ (2.18) in such a way that $$_{\text{leptons}}^{\text{L}(\pm )}=\frac{g}{2\sqrt{2}}\left[\overline{\nu }\gamma ^\mu (1\gamma _5)\mathrm{}W_\mu ^++\overline{\mathrm{}}\gamma ^\mu (1\gamma _5)\nu W_\mu ^{}\right],$$ (2.19) reproduces exactly the $`(VA)`$ structure of the weak charged current . When we compare the Lagrangian (2.19) with (1.1) and take into account the result from low–energy phenomenology (1.4) we see that $`G_W=g/2\sqrt{2}`$ and we obtain the relation $$\overline{)\frac{g}{2\sqrt{2}}=\left(\frac{M_W^2G_F}{\sqrt{2}}\right)^{1/2}}.$$ (2.20) Now let us treat the neutral piece of $`_{\text{leptons}}`$ (2.17) that contains both left and right fermion components, $`_{\text{leptons}}^{(\text{L}+\text{R})(0)}`$ $`=`$ $`g\overline{\text{L}}\left(\gamma ^\mu {\displaystyle \frac{\tau ^3}{2}}\right)\text{L}W_\mu ^3{\displaystyle \frac{g^{}}{2}}\left(\overline{\text{L}}\gamma ^\mu Y\text{L}+\overline{\text{R}}\gamma ^\mu Y\text{R}\right)B_\mu `$ (2.21) $`=`$ $`gJ_3^\mu W_\mu ^3{\displaystyle \frac{g^{}}{2}}J_Y^\mu B_\mu ,`$ where the currents $`J_3`$ and $`J_Y`$ have been defined before, $`J_3^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}(\overline{\nu }_L\gamma ^\mu \nu _L\overline{\mathrm{}}_L\gamma ^\mu \mathrm{}_L)`$ $`J_Y^\mu `$ $`=`$ $`\left(\overline{\nu }_L\gamma ^\mu \nu _L+\overline{\mathrm{}}_L\gamma ^\mu \mathrm{}_L+2\overline{\mathrm{}}_R\gamma ^\mu \mathrm{}_R\right).`$ Note that the ‘charges’ respect the Gell-Mann–Nishijima relation (2.11) and currents satisfy, $$J_{\text{em}}=J_3+\frac{1}{2}J_Y.$$ In order to obtain the right combination of fields that couples to the electromagnetic current, let us make the rotation in the neutral fields, defining the new fields $`A`$ and $`Z`$ by, $$\left(\begin{array}{c}A_\mu \\ Z_\mu \end{array}\right)=\left(\begin{array}{cc}\mathrm{cos}\theta _W& \mathrm{sin}\theta _W\\ \mathrm{sin}\theta _W& \mathrm{cos}\theta _W\end{array}\right)\left(\begin{array}{c}B_\mu \\ W_\mu ^3\end{array}\right),$$ (2.22) or, $`W_\mu ^3`$ $`=`$ $`\mathrm{sin}\theta _WA_\mu +\mathrm{cos}\theta _WZ_\mu ,`$ $`B_\mu `$ $`=`$ $`\mathrm{cos}\theta _WA_\mu \mathrm{sin}\theta _WZ_\mu ,`$ where $`\theta _W`$ is called the Weinberg angle and the relation with the $`SU(2)`$ and $`U(1)`$ coupling constants hold, $$\overline{)\mathrm{sin}\theta _W=\frac{g^{}}{\sqrt{g^2+g_{}^{}{}_{}{}^{2}}}}\overline{)\mathrm{cos}\theta _W=\frac{g}{\sqrt{g^2+g_{}^{}{}_{}{}^{2}}}}.$$ (2.23) In terms of the new fields, the neutral part of the fermion Lagrangian (2.21) becomes $`_{\text{leptons}}^{(\text{L}+\text{R})(0)}`$ $`=`$ $`(g\mathrm{sin}\theta _WJ_3^\mu +{\displaystyle \frac{1}{2}}g^{}\mathrm{cos}\theta _WJ_Y^\mu )A_\mu `$ (2.24) $`+(g\mathrm{cos}\theta _WJ_3^\mu +{\displaystyle \frac{1}{2}}g^{}\mathrm{sin}\theta _WJ_Y^\mu )Z_\mu `$ $`=`$ $`g\mathrm{sin}\theta _W(\overline{\mathrm{}}\gamma ^\mu \mathrm{})A_\mu `$ $`{\displaystyle \frac{g}{2\mathrm{cos}\theta _W}}{\displaystyle \underset{\psi _i=\nu ,\mathrm{}}{}}\overline{\psi _i}\gamma ^\mu (g_V^ig_A^i\gamma _5)\psi _iZ_\mu ,`$ and we easily identify the electromagnetic current coupled to the photon field $`A_\mu `$ and the electromagnetic charge, $$\overline{)e=g\mathrm{sin}\theta _W=g^{}\mathrm{cos}\theta _W}.$$ (2.25) The Standard Model introduces a new ingredient, weak interactions without change of charge, and make a specific prediction for the vector ($`V`$) and axial ($`A`$) couplings of the $`Z`$ to the fermions, $$\overline{)g_V^iT_3^i2Q_i\mathrm{sin}^2\theta _W},$$ (2.26) $$\overline{)g_A^iT_3^i}.$$ (2.27) This was a very successful prediction of the Standard Model since at that time we had no hint about this new kind of weak interaction. The experimental confirmation of the existence of weak neutral currents occurred more than five years after the model was proposed . Up to now we have in the theory: 4 massless gauge fields $`W_\mu ^i`$, $`B_\mu `$ or equivalently, $`W_\mu ^\pm `$, $`Z_\mu `$, and $`A_\mu `$; * 2 massless fermions: $`\nu `$, $`\mathrm{}`$. The next step will be to add scalar fields in order to break spontaneously the symmetry and use the Higgs mechanism to give mass to the three weak intermediate vector bosons, making sure that the photon remains massless. #### 2.1.4 The Higgs Mechanism and the $`W`$ and $`Z`$ mass In order to apply the Higgs mechanism to give mass to $`W^\pm `$ and $`Z^0`$, let us introduce the scalar doublet $$\mathrm{\Phi }\left(\begin{array}{c}\varphi ^+\\ \varphi ^0\end{array}\right).$$ (2.28) From the relation (2.11), we verify that the hypercharge of the Higgs doublet is $`Y=1`$. We introduce the Lagrangian $$_{\text{scalar}}=_\mu \mathrm{\Phi }^{}^\mu \mathrm{\Phi }V(\mathrm{\Phi }^{}\mathrm{\Phi }),$$ where the potential is given by $$V(\mathrm{\Phi }^{}\mathrm{\Phi })=\mu ^2\mathrm{\Phi }^{}\mathrm{\Phi }+\lambda (\mathrm{\Phi }^{}\mathrm{\Phi })^2.$$ (2.29) In order to maintain the gauge invariance under the $`SU(2)_LU(1)_Y`$, we should introduce the covariant derivative $$_\mu D_\mu =_\mu +ig\frac{\tau ^i}{2}W_\mu ^i+i\frac{g^{}}{2}YB_\mu .$$ We can choose the vacuum expectation value of the Higgs field as, $$<\mathrm{\Phi }>_0=\left(\begin{array}{c}0\\ v/\sqrt{2}\end{array}\right),$$ where $$\overline{)v=\sqrt{\frac{\mu ^2}{\lambda }}}.$$ (2.30) Since we want to preserve the exact electromagnetic symmetry to maintain the electric charged conserved, we must break the original symmetry group as $$SU(2)_LU(1)_YU(1)_{\text{em}},$$ i.e. after the spontaneous symmetry breaking, the sub–group $`U(1)_{\text{em}}`$, of dimension $`1`$, should remain as a symmetry of the vacuum. In this case the corresponding gauge boson, the photon, will remain massless, according to results of section 1.4.2. We can verify that our choice let indeed the vacuum invariant under $`U(1)_{\text{em}}`$. This invariance requires that $$e^{i\alpha Q}<\mathrm{\Phi }>_0\left(1+i\alpha Q\right)<\mathrm{\Phi }>_0=<\mathrm{\Phi }>_0,$$ or, the operator $`Q`$ annihilates the vacuum, $`Q<\mathrm{\Phi }>_0=\mathrm{\hspace{0.33em}0}`$. This is exactly what happens: the electric charge of the vacuum is zero, $`Q<\mathrm{\Phi }>_0`$ $`=`$ $`\left(T_3+{\displaystyle \frac{1}{2}}Y\right)<\mathrm{\Phi }>_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)+\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\right]\left(\begin{array}{c}0\\ v/\sqrt{2}\end{array}\right)=0.`$ The other gauge bosons, corresponding to the broken generators $`T_1`$, $`T_2`$, and $`(T_3Y/2)=2T_3Q`$ should acquire mass. In order to make this explicit, let us parametrize the Higgs doublet c.f. (1.36), $`\mathrm{\Phi }`$ $``$ $`\mathrm{exp}\left(i{\displaystyle \frac{\tau ^i}{2}}{\displaystyle \frac{\chi _i}{v}}\right)\left(\begin{array}{c}0\\ (v+H)/\sqrt{2}\end{array}\right)`$ $``$ $`<\mathrm{\Phi }>_0+{\displaystyle \frac{1}{2\sqrt{2}}}\left(\begin{array}{c}\chi _2+i\chi _1\\ 2Hi\chi _3\end{array}\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{c}i\sqrt{2}\omega ^+\\ v+Hiz^0\end{array}\right).`$ where $`\omega ^\pm `$ and $`z^0`$ are the Goldstone bosons. Now, if we make a $`SU(2)_L`$ gauge transformation with $`\alpha _i=\chi _i/v`$ (unitary gauge) the fields become $$\mathrm{\Phi }\mathrm{\Phi }^{}=\mathrm{exp}\left(i\frac{\tau ^i}{2}\frac{\chi _i}{v}\right)\mathrm{\Phi }=\frac{(v+H)}{\sqrt{2}}\left(\begin{array}{c}0\\ 1\end{array}\right).$$ (2.34) and the scalar Lagrangian can be written in terms of these new field as $`_{\text{scalar}}`$ $`=`$ $`\left\|\left(_\mu +ig{\displaystyle \frac{\tau ^i}{2}}W_\mu ^i+i{\displaystyle \frac{g^{}}{2}}YB_\mu \right){\displaystyle \frac{(v+H)}{\sqrt{2}}}\left(\begin{array}{c}0\\ 1\end{array}\right)\right\|^2`$ (2.38) $`\mu ^2{\displaystyle \frac{(v+H)^2}{2}}\lambda {\displaystyle \frac{(v+H)^4}{4}}.`$ In terms of the physical fields $`W^\pm `$ (2.18) and $`Z^0`$ (2.22) the first term of (2.38), that contain the vector bosons, is $`\left\|\left(\begin{array}{c}0\\ _\mu H/\sqrt{2}\end{array}\right)+i{\displaystyle \frac{g}{2}}(v+H)\left(\begin{array}{c}W_\mu ^+\\ (1/\sqrt{2}c_W)Z_\mu \end{array}\right)\right\|^2`$ (2.43) $`={\displaystyle \frac{1}{2}}_\mu H^\mu H+{\displaystyle \frac{g^2}{4}}(v+H)^2\left(W_\mu ^+W^\mu +{\displaystyle \frac{1}{2c_W^2}}Z_\mu Z^\mu \right),`$ (2.44) where we defined $`c_W\mathrm{cos}\theta _W`$. The quadratic terms in the vector fields, are, $$\frac{g^2v^2}{4}W_\mu ^+W^\mu +\frac{g^2v^2}{8\mathrm{cos}^2\theta _W}Z_\mu Z^\mu ,$$ When compared with the usual mass terms for a charged and neutral vector bosons, $$M_W^2W_\mu ^+W^\mu +\frac{1}{2}M_Z^2Z_\mu Z^\mu ,$$ and we can easily identify $$\overline{)M_W=\frac{gv}{2}}\overline{)M_Z=\frac{gv}{2c_W}=\frac{M_W}{c_W}}.$$ (2.45) We can see from (2.44) that no quadratic term in $`A_\mu `$ appears, and therefore, the photon remains massless, as we could expect since the $`U(1)_{\text{em}}`$ remains as a symmetry of the theory. Taking into account the low–energy phenomenology via the relation (2.20), we obtain for the vacuum expectation value $$v=\left(\sqrt{2}G_F\right)^{1/2}246\text{ GeV },$$ (2.46) and the Standard Model predictions for the $`W`$ and $`Z`$ masses are $$M_W^2=\frac{e^2}{4s_W^2}v^2=\frac{\pi \alpha }{s_W^2}v^2\left(\frac{37.2}{s_W}\text{GeV}\right)^2(80\text{GeV})^2,$$ $$M_Z^2\left(\frac{37.2}{s_Wc_W}\text{GeV}\right)^2(90\text{GeV})^2,$$ where we assumed a experimental value for $`s_W^2\mathrm{sin}^2\theta _W0.22`$. We can learn from (2.38) that one scalar boson, out of the four degrees of freedom introduced in (2.28), is remnant of the symmetry breaking. The search for the so called Higgs boson, remains as one of the major challenges of the experimental high energy physics, and will be discussed later in this course (see Sec. 4). The second term of (2.38) gives rise to terms involving exclusively the scalar field $`H`$, namely, $$\frac{1}{2}(2\mu ^2)H^2+\frac{1}{4}\mu ^2v^2\left(\frac{4}{v^3}H^3+\frac{1}{v^4}H^41\right).$$ (2.47) In (2.47) we can also identify the Higgs boson mass term with $$\overline{)M_H=\sqrt{2\mu ^2}},$$ (2.48) and the self–interactions of the $`H`$ field. In spite of predicting the existence of the Higgs boson, the Standard Model does not give a hint on the value of its mass since $`\mu ^2`$ is a priori unknown. ### 2.2 Some General Remarks Let us address some general features of the Standard Model: #### 2.2.1 On the mass matrix of the neutral bosons In order to have a different view of the rotation (2.22) we analyze the mass term for $`W_\mu ^3`$ and $`B_\mu `$ in (2.38). It can be written as $`_{\text{scalar}}^{W^3B}`$ $`=`$ $`{\displaystyle \frac{v^2}{2}}\left\|\left(g{\displaystyle \frac{\tau ^3}{2}}W_\mu ^3+{\displaystyle \frac{g^{}}{2}}YB_\mu \right)\left(\begin{array}{c}0\\ 1\end{array}\right)\right\|^2`$ $`=`$ $`{\displaystyle \frac{v^2}{8}}\left[\left(B_\mu W_\mu ^3\right)\left(\begin{array}{cc}g^{\mathrm{\hspace{0.17em}2}}& gg^{}\\ gg^{}& g^2\end{array}\right)\left(\begin{array}{c}B^\mu \\ W^{3\mu }\end{array}\right)\right].`$ The mass matrix is not diagonal and has two eigenvalues, namely, $$0\text{and}\left(\frac{1}{2}\right)\frac{(g^2+g^{\mathrm{\hspace{0.17em}2}})v^2}{4}=\frac{1}{2}M_Z^2,$$ which correspond exactly to the photon ($`M_A=0`$) and $`Z`$ mass (2.45). We obtain a better understanding of the meaning of the Weinberg angle rotation by noticing that the same rotation matrix used to define the physical fields in (2.22), $$R_W=\left(\begin{array}{cc}\mathrm{cos}\theta _W& \mathrm{sin}\theta _W\\ \mathrm{sin}\theta _W& \mathrm{cos}\theta _W\end{array}\right),$$ is the one that diagonalizes the mass matrix for the neutral gauge bosons, i.e. $$R_W\frac{v^2}{4}\left(\begin{array}{cc}g^{\mathrm{\hspace{0.17em}2}}& gg^{}\\ gg^{}& g^2\end{array}\right)R_W^T=\left(\begin{array}{cc}0& 0\\ 0& M_Z^2\end{array}\right).$$ #### 2.2.2 On the $`\rho `$ Parameter We can define a dimensionless parameter $`\rho `$ by: $$\rho =\frac{M_W^2}{\mathrm{cos}^2\theta _WM_Z^2},$$ that represents the relative strength of the neutral and charged effective Lagrangians ($`J^{0\mu }J_\mu ^0/J^{+\mu }J_\mu ^{}`$), $$\rho =\frac{g^2}{8\mathrm{cos}^2\theta _WM_Z^2}/\frac{g^2}{8M_W^2}.$$ In the Standard Model, at tree level, the $`\rho `$ parameter is 1. This is not a general consequence of the gauge invariance of the model, but it is, in fact, a successful prediction of the model. In a model with an arbitrary number of Higgs multiplets $`\varphi _i`$ with isospin $`T_i`$ and third component $`T_i^3`$, and vacuum expectation value $`v_i`$, the $`\rho `$ parameter is given by $$\rho =\frac{_i\left[T_i(T_i+1)(T_{3i})^2\right]v_i^2}{2_i(T_{3i})^2v_i^2},$$ which is 1 for an arbitrary number of doublets. Therefore, $`\rho `$ represents a good test for the isospin structure of the Higgs sector. As we will see later, it is also sensitive to radiative corrections. #### 2.2.3 On the Gauge Fixing Term The unitary gauge chosen in (2.34) has the great advantage of making the physical spectrum clear: the $`W^\pm `$ and $`Z^0`$ become massive and no massless Goldstone boson appears in the spectrum. In this gauge the vector boson ($`V`$) propagator is given by $$P_{\mu \nu }^U(V)=\frac{i}{q^2M_V^2}\left(g_{\mu \nu }\frac{q_\mu q_\nu }{M_V^2}\right).$$ Notice that $`P_{\mu \nu }^U`$ does not go like $`1/q^2`$ as $`q\mathrm{}`$ due to the term proportional to $`q_\mu q_\nu `$. This feature has some very unpleasant consequences. First of all there are very complicated cancellations in the invariant amplitudes involving the vector boson propagation at high energies. More dramatic is the fact that it is very hard to prove the renormalizability of the theory since it makes use of power counting analysis in the loop diagrams. A way out to this problem is to add a gauge–fixing term to the original Lagrangian, $$_{\text{gf}}=\frac{1}{2}\left(2G_W^+G_W^{}+G_Z^{\mathrm{\hspace{0.33em}2}}+G_A^{\mathrm{\hspace{0.33em}2}}\right),$$ with $`G_W^\pm `$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\xi _W}}}\left(^\mu W_\mu ^\pm i\xi _WM_W\omega ^\pm \right),`$ $`G_Z`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\xi _Z}}}\left(^\mu Z_\mu \xi _ZM_Zz\right),`$ $`G_A`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{\xi _A}}}^\mu A_\mu ,`$ where $`\omega ^\pm `$ and $`z`$ are the Goldstone bosons. This is called the R<sub>ξ</sub> gauge. Notice, for instance, that, $`{\displaystyle \frac{1}{2}}G_Z^{\mathrm{\hspace{0.33em}2}}`$ $`=`$ $`{\displaystyle \frac{1}{2\xi _Z}}(_\mu Z^\mu \xi _ZM_Zz)^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}Z_\mu \left({\displaystyle \frac{1}{\xi _Z}}^\mu ^\nu \right)Z_\nu {\displaystyle \frac{1}{2}}\xi _ZM_Z^2z^2+M_Zz^\mu Z_\mu ,`$ where the last term that mixes the Goldstone ($`z`$) and the vector boson ($`^\mu Z_\mu `$) is canceled by an identical term that comes from the scalar Lagrangian \[see Eq. (1.37)\]. In the R<sub>ξ</sub> gauge the vector boson propagators is $$P_{\mu \nu }^{R_\xi }(V)=\frac{i}{q^2M_V^2}\left[g_{\mu \nu }(1\xi _V)\frac{q_\mu q_\nu }{q^2\xi _VM_V^2}\right].$$ (2.51) In this gauge the Goldstone bosons, with mass $`\sqrt{\xi _V}M_V`$, remain in the spectrum and their propagators are given by, $$P^{R_\xi }(GB)=\frac{i}{q^2\xi _VM_V^2}.$$ and the physical Higgs propagator remains the same. In the limit of $`\xi _V\mathrm{}`$ the Goldstone bosons disappear and the unitary gauge is recovered. Other gauge choices like Landau gauge ($`\xi _V0`$) and Feynman gauge ($`\xi _V1`$) are contained in (2.51). Therefore, all physical processes should not depend on the parameter $`\xi _V`$. #### 2.2.4 On the Measurement of $`\mathrm{sin}^2\theta _W`$ at Low Energies The value of the Weinberg angle is not predicted by the Standard Model and should be extract from the experimental data. Once we have measured $`\theta _W`$ (and of course, $`e`$) the value of the $`SU(2)_L`$ and $`U(1)_Y`$ coupling constants are determined via (2.25). At low energies the value of $`\mathrm{sin}^2\theta _W`$ can be obtained from different reactions. For instance: $``$ The cross section for elastic neutrino–lepton scattering $$\stackrel{\nu _\mu }{\overline{\nu }_\mu }+e\stackrel{\nu _\mu }{\overline{\nu }_\mu }+e,$$ which involve a $`t`$–channel $`Z^0`$ exchange is given by $$\sigma =\frac{G_F^2M_eE_\nu }{2\pi }\left[\left(g_V^e\pm g_A^e\right)^2+\frac{1}{3}\left(g_V^eg_A^e\right)^2\right].$$ The vector and axial couplings of the electron to the $`Z`$ are given by (2.26) and (2.27), $$g_V^e=\frac{1}{2}+2\mathrm{sin}^2\theta _W,g_A^e=\frac{1}{2},$$ and depend on the $`\mathrm{sin}^2\theta _W`$. For $`\nu _e`$ reaction we should make the substitution $`g_{V,A}^e(g_{V,A}^e+1)`$ since in this case there is also a $`W`$ exchange contribution. When the ratio $`\sigma (\nu _\mu e)/\sigma (\overline{\nu }_\mu e)`$ is measured the systematic uncertainties cancel out and yields $`\mathrm{sin}^2\theta _W=0.221\pm 0.008`$ . $``$ Deep inelastic neutrino scattering from isoscalar targets ($`N`$). The ratio between the neutral ($`NC`$) and charged ($`CC`$) current cross sections $$R_{\nu (\overline{\nu })}\frac{\sigma ^{\text{NC}}[\nu (\overline{\nu })N]}{\sigma ^{\text{CC}}[\nu (\overline{\nu })N]},$$ depends on the $`\mathrm{sin}^2\theta _W`$ as $$R_{\nu (\overline{\nu })}\frac{1}{2}\mathrm{sin}^2\theta _W+\frac{5}{9}[1+r(1/r)]\mathrm{sin}^4\theta _W,$$ with $`r\sigma ^{\text{CC}}(\overline{\nu }N)/\sigma ^{\text{CC}}(\nu N)0.44`$. The measurement of these reactions yields $`\mathrm{sin}^2\theta _W=0.226\pm 0.004`$ . $``$ Atomic parity violation. The $`Z^0`$ mediated electron–nucleus interaction in cesium, thallium, lead and bismuth can be described by the interaction Hamiltonian, $$=\frac{G_F}{2\sqrt{2}}Q_W\gamma _5\rho _{_{\text{nuc}}},$$ with $`Q_W`$ being the “weak charge” that depends on the Weinberg angle, $$Q_WZ(14\mathrm{sin}^2\theta _W)N,$$ where $`Z(N)`$ is the number of protons (neutrons). This measurement furnishes $`\mathrm{sin}^2\theta _W=0.220\pm 0.003`$ . Nevertheless, the most precise measurements of the Weinberg angle are obtained at high energies, for instance in electron–positron collisions at the $`Z`$ pole (see section 3.2). #### 2.2.5 On the Lepton Mass Note that the charged lepton is still massless, since $$M_{\mathrm{}}\overline{\mathrm{}}\mathrm{}=M_{\mathrm{}}(\overline{\mathrm{}}_R\mathrm{}_L+\overline{\mathrm{}}_L\mathrm{}_R),$$ mixes $`L`$ and $`R`$ components and breaks gauge invariance. A way to give mass in a gauge invariant way is via the Yukawa coupling of the leptons with the Higgs field (2.34), that is, $`_{\text{yuk}}^{\mathrm{}}`$ $`=`$ $`G_{\mathrm{}}\left[\overline{\text{R}}\left(\mathrm{\Phi }^{}\text{L}\right)+\left(\overline{\text{L}}\mathrm{\Phi }\right)\text{R}\right]`$ (2.56) $`=`$ $`G_{\mathrm{}}{\displaystyle \frac{(v+H)}{\sqrt{2}}}\left[\overline{\mathrm{}}_R(\mathrm{0\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}1})\left(\begin{array}{c}\nu _L\\ \mathrm{}_L\end{array}\right)+(\overline{\nu _L}\overline{\mathrm{}_L})\left(\begin{array}{c}0\\ 1\end{array}\right)\mathrm{}_R\right]`$ $`=`$ $`{\displaystyle \frac{G_{\mathrm{}}v}{\sqrt{2}}}\overline{\mathrm{}}\mathrm{}{\displaystyle \frac{G_{\mathrm{}}}{\sqrt{2}}}\overline{\mathrm{}}\mathrm{}H.`$ (2.57) Thus, we can identify the charged lepton mass, $$\overline{)M_{\mathrm{}}=\frac{G_{\mathrm{}}v}{\sqrt{2}}}.$$ (2.58) We notice that this procedure is able to generate a mass term for the fermion in a gauge invariant way. However, it does not specify the value of the mass since the Yukawa constant $`G_{\mathrm{}}`$ introduced in (2.57) is arbitrary. As a consequence, we obtain the Higgs–lepton coupling with strength, $$\overline{)C_{\overline{\mathrm{}}\mathrm{}H}=\frac{M_{\mathrm{}}}{v}},$$ (2.59) which is a precise prediction of the Standard Model that should also be checked experimentally. #### 2.2.6 On the Cross Sections $`e^+e^{}W^+W^{}`$ A very interesting example on how the Standard Model is able to improve the unitarity behavior of the cross sections is provided by the $`e^+e^{}W^+W^{}`$ processes, which is presented in Fig. 5. The first two diagrams are the $`t`$–channel neutrino exchange, similar to the contribution of Fig. 1, and the $`s`$–channel photon exchange. Both of them are present in any theory containing charged intermediate vector boson. However, the Standard Model introduces two new contributions: the neutral current contribution ($`Z`$ exchange) and the Higgs boson exchange ($`H`$). The leading $`p`$–wave divergence of the neutrino diagram, which is proportional to $`s`$, is analogous to the one found in the reaction $`\nu \overline{\nu }W^+W^{}`$. However, in this case it is exactly canceled by the sum of the contributions of the photon ($`A`$) and the $`Z`$. This delicate canceling is a direct consequence of the gauge structure of the theory . Fig. 5: Feynman diagram for the reaction $`e^+e^{}W^+W^{}`$. However, the $`s`$–wave scattering amplitude is proportional to ($`m_f\sqrt{s}`$) and, therefore, is also divergent at high energies. This remaining divergence is canceled by the Higgs exchange diagram. Therefore, the existence of a scalar boson, that gives rise to a $`s`$–wave contribution and couples proportionally to the fermion mass, is an essential ingredient of the theory. In Quigg’s words , “If the Higgs boson did not exist, we should have to invent something very much like it.” ### 2.3 Introducing the Quarks In order to introduce the strong interacting particles in the Standard Model we shall first examine what happens with the hadronic neutral current when the Cabibbo angle (1.13) is taken into account. We can write the hadronic neutral current in terms of the quarks $`u`$ and $`d^{}`$, $`J_\mu ^H(0)`$ $`=`$ $`\overline{u}\gamma _\mu (1\gamma _5)u+\overline{d}{}_{}{}^{}\gamma _{\mu }^{}(1\gamma _5)d^{}`$ $`=`$ $`\overline{u}\gamma _\mu (1\gamma _5)u+\mathrm{cos}^2\theta _C\overline{d}\gamma _\mu (1\gamma _5)d+\mathrm{sin}^2\theta _C\overline{s}\gamma _\mu (1\gamma _5)s`$ $`+`$ $`\mathrm{cos}\theta _C\mathrm{sin}\theta _C\left[\overline{d}\gamma _\mu (1\gamma _5)s+\overline{s}\gamma _\mu (1\gamma _5)d\right].`$ We should notice that the last term generates flavor changing neutral currents (FCNC), i.e. transitions like $`d+\overline{s}\overline{d}+s`$, with the same strength of the usual weak interaction. However, the observed FCNC processes are extremely small. For instance, the branching ratio of charged kaons decaying via charged current is, $$BR\left(K_{u\overline{s}}^+W^+\mu ^+\nu \right)63.5\%,$$ while process involving FCNC are very small : $`BR\left(K_{u\overline{s}}^+\pi _{u\overline{d}}^+\nu \overline{\nu }\right)`$ $``$ $`4.2\times 10^{10},`$ $`BR\left(K_{d\overline{s}}^L\mu ^+\mu ^{}\right)`$ $``$ $`7.2\times 10^9.`$ In 1970, Glashow, Iliopoulos, and Maiani proposed the GIM mechanism . They consider a fourth quark flavor, the charm ($`c`$), already introduced by Bjorken and Glashow in 1963. This extra quark completes the symmetry between quarks ($`u`$, $`d`$, $`c`$, and $`s`$) and leptons ($`\nu _e`$, $`e`$, $`\nu _\mu `$, and $`\mu `$) and suggests the introduction of the weak doublets $`\text{L}_U`$ $``$ $`\left(\begin{array}{c}u\\ d^{}\end{array}\right)_L=\left(\begin{array}{c}u\\ \mathrm{cos}\theta _Cd+\mathrm{sin}\theta _Cs\end{array}\right)_L,`$ (2.64) $`\text{L}_C`$ $``$ $`\left(\begin{array}{c}c\\ s^{}\end{array}\right)_L=\left(\begin{array}{c}c\\ \mathrm{sin}\theta _Cd+\mathrm{cos}\theta _Cs\end{array}\right)_L.`$ (2.69) and the right–handed quark singlets, $$\text{R}_U,\text{R}_D,\text{R}_S,\text{R}_C.$$ (2.70) Notice that now all particles, i.e. the $`T_3=\pm 1/2`$ fields, have also the right components to enable a mass term for them. In order to introduce the quarks in the Standard Model, we should start, just like in the leptonic case (2.13), from the free massless Dirac Lagrangian for the quarks, $`_{\text{quarks}}`$ $`=`$ $`\overline{\text{L}}_Ui\overline{)}\text{L}_U+\overline{\text{L}}_Ci\overline{)}\text{L}_C`$ (2.71) $`+\overline{\text{R}}_Ui\overline{)}\text{R}_U+\mathrm{}+\overline{\text{R}}_Ci\overline{)}\text{R}_C.`$ We should now introduce the gauge bosons interaction via the covariant derivatives (2.14) with the quark hypercharges determined by the Gell-Mann–Nishijima relation (2.11), in such a way that the up–type quark charge is $`+2/3`$ and the down–type $`1/3`$, $$Y_{\text{L}_Q}=\frac{1}{3},Y_{\text{R}_U}=\frac{4}{3},Y_{\text{R}_D}=\frac{2}{3}.$$ (2.72) Therefore, the charged weak couplings quark–gauge bosons, is given by, $$_{\text{quarks}}^{(\pm )}=\frac{g}{2\sqrt{2}}\left[\overline{u}\gamma ^\mu (1\gamma _5)d^{}+\overline{c}\gamma ^\mu (1\gamma _5)s^{}\right]W_\mu ^++\text{h.c.}.$$ (2.73) On the other hand, the neutral current receives a new contribution proportional to $$\overline{c}\gamma _\mu (1\gamma _5)c+\overline{s}{}_{}{}^{}\gamma _{\mu }^{}(1\gamma _5)s^{}$$ and becomes diagonal in the quarks flavors, since the inconvenient terms of $`J_\mu ^H(0)`$ cancels out, avoiding the phenomenological problem with the FCNC. For instance, for the process $`K^L\mu ^+\mu ^{}`$, the GIM mechanism introduces a new box contribution containing the $`c`$–quark that cancels most of the $`u`$–box contribution and gives a result in agreement with experiment . Finally, the neutral current interaction of the quarks become, $$_{\text{quarks}}^{(0)}=\frac{g}{2c_W}\underset{\psi _q=u,\mathrm{},c}{}\overline{\psi _q}\gamma ^\mu (g_V^qg_A^q\gamma _5)\psi _qZ_\mu ,$$ (2.74) with the vector and axial couplings for the quarks given by (2.26) and (2.27), for $`i=q`$. #### 2.3.1 On Anomaly Cancellation In field theory, some loop corrections can violate a classical local conservation law, derived from gauge invariance via Noether’s theorem The so–called anomaly is a disaster since it breaks Ward–Takahashi identities and invalidate the proofs of renormalizability. The vanishing of the anomalies is so important that have been used as a guide for constructing realistic theories. Let us consider a generic theory with Lagrangian $$_{\text{int}}=g\left(\overline{R}\gamma ^\mu T_+^aR+\overline{L}\gamma ^\mu T_{}^aL\right)𝒱_\mu ^a,$$ where $`T_\pm ^a`$ are the generators in the right ($`+`$) and left ($``$) representation of the matter fields, and $`𝒱_\mu ^a`$ are the gauge bosons. This theory will be anomaly free if $$𝒜^{abc}=𝒜_+^{abc}𝒜_{}^{abc}=0,$$ where $`𝒜_\pm ^{abc}`$ is given by the following trace of generators $$𝒜_\pm ^{abc}\text{Tr}\left[\{T_\pm ^a,T_\pm ^b\}T_\pm ^c\right].$$ In a $`VA`$ gauge theory like the Standard Model, the only possible anomalies come from $`VVA`$ triangle loops, i.e. loops with two vectors and one axial vertex and are proportional to: $`SU(2)^2U(1)`$ $`:`$ $`\text{Tr}\left[\{\tau ^a,\tau ^b\}Y\right]=\text{Tr}\left[\{\tau ^a,\tau ^b\}\right]\text{Tr}\left[Y\right]{\displaystyle \underset{doub.}{}}Y`$ $`U(1)^3`$ $`:`$ $`\text{Tr}\left[Y^3\right]{\displaystyle \underset{ferm.}{}}Y^3.`$ Remembering the value of the hypercharge of the leptons (2.16) and quarks (2.72), we can write for the $`SU(2)^2U(1)`$ case, $$𝒜^{abc}\underset{doub.}{}Y=\left[1+3\left(\frac{1}{3}\right)\right]=0,$$ and for the $`U(1)^3`$ case, $`𝒜^{abc}{\displaystyle \underset{ferm}{}}Y_+^3Y_{}^3`$ $`=`$ $`\left\{(2)^3+3\left[\left({\displaystyle \frac{4}{3}}\right)^3+\left({\displaystyle \frac{2}{3}}\right)^3\right]\right\}`$ $``$ $`\left\{(1)^3+(1)^3+3\left[\left({\displaystyle \frac{1}{3}}\right)^3+\left({\displaystyle \frac{1}{3}}\right)^3\right]\right\}=0.`$ where the 3 colors of the quarks were taken into account. This shows that the Standard Model is free from anomalies if the fermions appears in complete multiplets, with the general structure: $$\{\left(\begin{array}{c}\nu _e\\ e\end{array}\right)_L,e_R,\left(\begin{array}{c}u\\ d\end{array}\right)_L,u_R,d_R\},$$ that should be repeated always respecting this same structure: $$\{\left(\begin{array}{c}\nu _\mu \\ \mu \end{array}\right)_L,\mu _R,\left(\begin{array}{c}c\\ s\end{array}\right)_L,c_R,s_R\},$$ The discovery of the $`\tau `$ lepton in 1975 , and of a fifth quark flavor, the $`b`$ , two years later, were the evidence for a third fermion generation, $$\{\left(\begin{array}{c}\nu _\tau \\ \tau \end{array}\right)_L,\tau _R,\left(\begin{array}{c}t\\ b\end{array}\right)_L,t_R,b_R\}.$$ The existence of complete generations, with no missing partner, is essential for the vanishing of anomalies. This was a compelling theoretical argument in favor of the existence of a top quark before its discovery in 1995 . #### 2.3.2 The Quark Masses In order to generate mass for both the up ($`U_i=u`$, $`c`$, and $`t`$) and down ($`D_i=d`$, $`s`$, and $`b`$) quarks, we need a $`Y=1`$ Higgs doublet. Defining the conjugate doublet Higgs as, $$\stackrel{~}{\mathrm{\Phi }}=i\sigma _2\mathrm{\Phi }^{}=\left(\begin{array}{c}\varphi ^0^{}\\ \varphi ^{}\end{array}\right),$$ (2.75) we can write the Yukawa Lagrangian for three generations of quarks as, $$_{\text{yuk}}^q=\underset{i,j=1}{\overset{3}{}}\left[G_{ij}^U\overline{\text{R}}_{U_i}\left(\stackrel{~}{\mathrm{\Phi }}^{}\text{L}_j\right)+G_{ij}^D\overline{\text{R}}_{D_i}\left(\mathrm{\Phi }^{}\text{L}_j\right)\right]+\text{h.c.}.$$ (2.76) From the vacuum expectation values of $`\mathrm{\Phi }`$ and $`\stackrel{~}{\mathrm{\Phi }}`$ doublets, we obtain the mass terms for the up $$\overline{(u^{},c^{},t^{})_R}^U\left(\begin{array}{c}u^{}\\ c^{}\\ t^{}\end{array}\right)_L+\text{h.c.},$$ and down quarks $$\overline{(d^{},s^{},b^{})_R}^D\left(\begin{array}{c}d^{}\\ s^{}\\ b^{}\end{array}\right)_L+\text{h.c.},$$ with the non–diagonal matrices $`_{ij}^{U(D)}=(v/\sqrt{2})G_{ij}^{U(D)}`$. The weak eigenstates ($`q^{}`$) are linear superposition of the mass eigenstates ($`q`$) given by the unitary transformations: $$\left(\begin{array}{c}u^{}\\ c^{}\\ t^{}\end{array}\right)_{L,R}=U_{L,R}\left(\begin{array}{c}u\\ c\\ t\end{array}\right)_{L,R},\left(\begin{array}{c}d^{}\\ s^{}\\ b^{}\end{array}\right)_{L,R}=D_{L,R}\left(\begin{array}{c}d\\ s\\ b\end{array}\right)_{L,R},$$ where $`U(D)_{L,R}`$ are unitary matrices to preserve the form of the kinetic terms of the quarks (2.71). These matrices diagonalize the mass matrices, i.e., $`U_R^1^UU_L`$ $`=`$ $`\left(\begin{array}{ccc}m_u& 0& 0\\ 0& m_c& 0\\ 0& 0& m_t\end{array}\right)`$ $`D_R^1^DD_L`$ $`=`$ $`\left(\begin{array}{ccc}m_d& 0& 0\\ 0& m_s& 0\\ 0& 0& m_b\end{array}\right).`$ The $`(VA)`$ charged weak current (2.73), for three generations, will be proportional to $$\overline{(u^{},c^{},t^{})_L}\gamma _\mu \left(\begin{array}{c}d^{}\\ s^{}\\ b^{}\end{array}\right)_L=\overline{(u,c,t)_L}(U_L^{}D_L)\gamma _\mu \left(\begin{array}{c}d\\ s\\ b\end{array}\right)_L,$$ with the generation mixing of the mass eigenstates ($`q`$) described by: $$V(U_L^{}D_L).$$ On the other hand, for the neutral current of the quarks (2.74), now becomes, $$\overline{(u^{},c^{},t^{})_L}\gamma _\mu \left(\begin{array}{c}u^{}\\ c^{}\\ t^{}\end{array}\right)_L=\overline{(u,c,t)_L}(U_L^{}U_L)\gamma _\mu \left(\begin{array}{c}u\\ c\\ t\end{array}\right)_L.$$ We can notice that there is no mixing in the neutral sector (FCNC) since the matrix $`U_L`$ is unitary: $`U_L^{}U_L=1`$. The quark mixing, by convention, is restricted to the down quarks, that is with $`T_3^q=1/2`$, $$\left(\begin{array}{c}d^{}\\ s^{}\\ b^{}\end{array}\right)_L=V\left(\begin{array}{c}d\\ s\\ b\end{array}\right)_L.$$ $`V`$ is the Cabibbo–Kobayashi–Maskawa matrix , that can be parametrized as $$V=R_1(\theta _{23})R_2(\theta _{13},\delta _{13})R_3(\theta _{12}),$$ where $`R_i(\theta _{jk})`$ are rotation matrices around the axis $`i`$, the angle $`\theta _{jk}`$ describes the mixing of the generations $`j`$ and $`k`$ and $`\delta _{13}`$ is a phase. We should notice that, for three generations, it is not always possible to choose the $`V`$ matrix to be real, that is $`\delta _{13}=0`$, and therefore the weak interaction can violate $`CP`$ and $`T`$ The violation of $`CP`$ can also occur in the interaction of scalar bosons, when we have two or more scalar doublets. For a review see Ref. .. The Cabibbo–Kobayashi–Maskawa matrix can be written as $$V=\left(\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}e^{i\delta _{13}}\\ s_{12}c_{23}c_{12}s_{23}s_{13}e^{i\delta _{13}}& c_{12}c_{23}s_{12}s_{23}s_{13}e^{i\delta _{13}}& s_{23}c_{13}\\ s_{12}s_{23}c_{12}c_{23}s_{13}e^{i\delta _{13}}& c_{12}s_{23}s_{12}c_{23}s_{13}e^{i\delta _{13}}& c_{23}c_{13}\end{array}\right),$$ where $`s_{ij}(c_{ij})\mathrm{sin}(\mathrm{cos})\theta _ij`$. Notice that, in the limit of $`\theta _{23}=\theta _{13}0`$, we associate $`\theta _{12}\theta _C`$, the Cabibbo angle (1.13), and $$V\left(\begin{array}{ccc}c_{12}& s_{12}& 0\\ s_{12}& c_{12}& 0\\ 0& 0& 1\end{array}\right).$$ Using unitarity constraints and assuming only three generations the experimental value for the elements of the matrix $`V`$, with 90% of C.L., can be extract from weak quark decays and from deep inelastic neutrino scattering , $$V=\left(\begin{array}{ccc}0.97420.9757& 0.2190226& 0.0020.005\\ 0.2190.225& 0.973409749& 0.0370.043\\ 0.0040.014& 0.0350.043& 0.99900.9993\end{array}\right).$$ ### 2.4 The Standard Model Lagrangian We end this chapter giving a birds’ eye view of the Standard Model, putting all terms together and writing the whole Lagrangian in a schematic way. ##### Gauge–boson + Scalar The gauge–boson (2.12) and the scalar (2.38) Lagrangians give rise to the free Lagrangian for the photon, $`W`$, $`Z`$, and the Higgs boson. Besides that, they generate triple and quartic couplings among the vector bosons and also couplings involving the Higgs boson: $`_{\text{gauge}}+_{\text{scalar}}=`$ $``$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }{\displaystyle \frac{1}{2}}W_{\mu \nu }^+W^{\mu \nu }+M_W^2W_\mu ^+W^\mu `$ $``$ $`{\displaystyle \frac{1}{4}}Z_{\mu \nu }Z^{\mu \nu }+M_Z^2Z_\mu Z^\mu +{\displaystyle \frac{1}{2}}_\mu H^\mu H{\displaystyle \frac{1}{2}}M_H^2H^2`$ $`+`$ $`\overline{)W^+W^{}A}+\overline{)W^+W^{}Z}`$ $`+`$ $`\overline{)W^+W^{}AA}+\overline{)W^+W^{}ZZ}+\overline{)W^+W^{}AZ}+\overline{)W^+W^{}W^+W^{}}`$ $`+`$ $`\overline{)HHH}+\overline{)HHHH}`$ $`+`$ $`\overline{)W^+W^{}H}+\overline{)W^+W^{}HH}+\overline{)ZZH}+\overline{)ZZHH}.`$ The vector–boson self–couplings that appear in (2.4) are strictly constrained by the $`SU(2)_LU(1)_Y`$ gauge invariance and any small deviation from the Standard Model predictions would destroy, for instance, the precise cancellation of the high–energy behavior between the various diagrams, giving rise to an anomalous growth of the cross section with energy. Therefore, the careful study of the vector–boson self–interactions is a important test of the Standard Model (see M. E. Pol, these Proceedings). ##### Leptons + Yukawa The leptonic (2.17) and the Yukawa (2.57) Lagrangians are responsible for the lepton free Lagrangian and for the couplings with the gauge bosons: photon (QED interaction), $`W`$ (charged weak current) and $`Z`$ (neutral weak current). The mass terms are generated by the Yukawa interaction which also gives rise to the coupling of the massive lepton with the Higgs boson: $`_{\text{leptons}}+_{\text{yuk}}^{\mathrm{}}=`$ $`{\displaystyle \underset{\mathrm{}=e,\mu ,\tau }{}}\overline{\mathrm{}}(i\overline{)}m_{\mathrm{}})\mathrm{}+{\displaystyle \underset{\nu _{\mathrm{}}=\nu _e,\nu _\mu ,\nu _\tau }{}}\overline{\nu }_{\mathrm{}}(i\overline{)})\nu _{\mathrm{}}`$ $`+`$ $`\overline{)\overline{\mathrm{}}\mathrm{}A}+\overline{)\overline{\nu }_{\mathrm{}}\mathrm{}W^+}+\overline{)\overline{\mathrm{}}\nu _{\mathrm{}}W^{}}+\overline{)\overline{\mathrm{}}\mathrm{}Z}+\overline{)\overline{\nu }_{\mathrm{}}\nu _{\mathrm{}}Z}`$ $`+`$ $`\overline{)\overline{\mathrm{}}\mathrm{}H}.`$ Even if the neutrinos have mass, as seems to suggest the recent experimental results , their Dirac mass terms could be incorporated in the framework of the Standard Model without any difficulty. The procedure would be similar to the one that lead to the quark mass terms, that is, introducing a right–handed component of the neutrino and a Yukawa coupling with the conjugate Higgs doublet (2.75). One may notice, however, than being electrically neutral neutrinos may also have a Majorana mass which violates lepton number. The simultaneous existence of both type of mass terms, Dirac and Majorana, can be used to explain the smallness of the neutrino mass as compared to the charged leptons via the so called see-saw mechanism . ##### Quarks + Yukawa The quark Lagrangian (2.71) and the corresponding Yukawa interaction (2.76) give rise to the free Dirac term and to the electromagnetic and weak interaction of the quarks. A quark–Higgs coupling is also generated, $`_{\text{quarks}}+_{\text{Yuk}}^q=`$ $`{\displaystyle \underset{q=u,\mathrm{},t}{}}\overline{q}(i\overline{)}m_q)q`$ $`+`$ $`\overline{)\overline{q}qA}`$ $`+`$ $`\overline{)\overline{u}d^{}W^+}+\overline{)\overline{d}^{}uW^{}}+\overline{)\overline{q}qZ}`$ $`+`$ $`\overline{)\overline{q}qH}.`$ Besides the propagators and couplings presented above, in a general R<sub>ξ</sub> gauge, we should also take into account the contribution of the Goldstone bosons and of the ghosts. The Faddeev–Popov ghosts are important to cancel the contribution of the unphysical (timelike and longitudinal) degrees of freedom of the gauge bosons. A practical guide to derive the Feynman rules for the vertex and propagators can be found, for instance, in Ref. , where the complete set of rules for the Standard Model is presented. ## Chapter 3 Beyond the Trees ### 3.1 Radiative Corrections to the Standard Model It was shown that the Standard Model is a renormalizable field theory. This means that when we go beyond the tree level (Born approximation) we are still able to make definite predictions for observables. The general procedure to evaluate these quantities at the quantum level is to collect and evaluate all the loop diagrams up to a certain level. Many of these contributions are ultraviolet divergent and a convenient regularization method (e.g. dimensional regularization) should be used to isolate the divergent parts. These divergences are absorbed in the bare couplings and masses of the theory. Assuming a renormalization condition (e.g. on–shell or $`\overline{\text{MS}}`$ scheme), we can evaluate all the counterterms. After all these ingredients are put together we are able to obtain finite results for S–matrix elements that can be translated in, for instance, cross sections and decay widths. The predictions of the Standard Model for several observables are obtained and can be compared with the experimental results for these quantities enabling the theory to be falsified (in the Popperian sense). The subject of renormalization is very cumbersome and deserves a whole course by itself. Here we want to give just the minimum necessary tools to enable the reader to appreciate the astonishing agreement of the Standard Model, even at the quantum level, with the recent experimental results. Very good accounts of the electroweak radiative corrections can be found elsewhere . Let us start considering the Standard Model Lagrangian which is given by the sum of the contributions (2.4), (2.4), and (2.4). The $`_{SM}`$ is a function of coupling constants $`g`$ and $`g^{}`$ and of the vacuum expectation value of the Higgs field, $`v`$. The observables can be determined in terms of these parameters and any possible dependence on other quantities like $`M_H`$ or $`m_t`$ appears just through radiative corrections. Therefore, we need three precisely known observables in order to determine the basic input parameters of the model. A natural choice will be the most well measured quantities, like, e.g.: * The electromagnetic fine structure constant that can be extracted, for instance, from the electron $`g_e2`$ or from the quantum Hall effect, $$\alpha (0)=1/137.0359895(61);$$ * The Fermi constant measured from the muon lifetime, $$G_F(\mu )=1.16639(1)\times 10^5\text{GeV}^2;$$ * The Z boson mass that was obtained by LEP at the $`Z`$ pole, $$M_Z=91.1867(21)\text{GeV}.$$ These input parameters can be written, at tree level, in terms of just $`g`$, $`g^{}`$ and $`v`$ as $`\alpha _0(0)`$ $`=`$ $`{\displaystyle \frac{g^2s_W^2}{4\pi }},`$ $`G_{F_0}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}v^2}},`$ (3.1) $`M_{Z_0}^2`$ $`=`$ $`{\displaystyle \frac{g^2v^2}{4c_W^2}}.`$ where the subscript $`0`$ indicates that these relations are valid at tree level, and $$s_W^2\frac{g^{\mathrm{\hspace{0.33em}2}}}{g^2+g^{\mathrm{\hspace{0.33em}2}}},\text{and}c_W^2\frac{g^2}{g^2+g^{\mathrm{\hspace{0.33em}2}}},$$ depend only on $`g`$ and $`g^{}`$: #### 3.1.1 One Loop Calculations Let us write the vacuum polarization amplitude (self–energy) for vector bosons ($`a,b=\gamma ,W,Z`$) as $$\mathrm{\Pi }_{ab}^{\mu \nu }(q^2)g^{\mu \nu }\mathrm{\Pi }_{ab}(q^2)+(q^\mu q^\nu \text{terms}).$$ The terms proportional to $`q^\mu q^\nu `$ can be dropped since these amplitudes should be plugged in conserved fermion currents, and from the Dirac equation, they will give rise to terms that goes with the external fermion mass that can be neglected in the usual experimental situation. We can summarize the relevant quantities for the loop corrections of the Standard Model : * The vector and axial form factors of the $`Z^0`$ coupling, at $`q^2=M_Z^2`$, which include both the vertex and the fermion self–energy radiative corrections. From (2.24) we can write $$V_{Zf\overline{f}}^\mu =i\frac{g}{2\mathrm{cos}\theta _W}\overline{\psi _f}\gamma ^\mu (g_V^fg_A^f\gamma _5)\psi _f,$$ where (2.26) and (2.27) now are given by $`g_V^f`$ $`=`$ $`\sqrt{\rho }\left(T_3^f2\kappa _fQ_f\mathrm{sin}^2\theta _W\right),`$ $`g_A^f`$ $`=`$ $`\sqrt{\rho }T_3^f.`$ (3.2) which define the relative strength of the neutral and charged currents, $`\rho `$, and the coefficient of the $`\mathrm{sin}^2\theta _W`$, $`\kappa _f`$. Notice that at tree level, $`\rho =\kappa _f=1`$. * Correction to $`\mu `$–decay amplitude at $`q^2=0`$, which includes the box ($`B`$), vertex ($`V`$) and the fermion self–energy corrections $$(\mu )=i\delta G_{(B,V)}\left[\overline{\psi _e}\gamma ^\mu (1\gamma _5)\psi _{\nu _e}\right]\left[\overline{\psi _{\nu _\mu }}\gamma ^\mu (1\gamma _5)\psi _\mu \right].$$ We can write the corrections to the input parameters as, $`\alpha `$ $`=`$ $`\alpha _0+\delta \alpha ,`$ $`M_Z^2`$ $`=`$ $`M_{Z_0}^2+\delta M_Z^2,`$ (3.3) $`G_F`$ $`=`$ $`G_{F_0}+\delta G_F,`$ where, in terms of the vacuum polarization amplitude, and $`\delta G_{(B,V)}`$ the corrections become $`{\displaystyle \frac{\delta \alpha }{\alpha }}`$ $`=`$ $`\mathrm{\Pi }_{\gamma \gamma }(0)2{\displaystyle \frac{s_W}{c_W}}{\displaystyle \frac{\mathrm{\Pi }_{\gamma Z}(0)}{M_Z^2}},`$ $`{\displaystyle \frac{\delta M_Z^2}{M_Z^2}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Pi }_{ZZ}(M_Z^2)}{M_Z^2}},`$ (3.4) $`{\displaystyle \frac{\delta G_F}{G_F}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Pi }_{WW}(0)}{M_W^2}}+{\displaystyle \frac{\delta G_{(B,V)}}{G_F}}.`$ ##### Correction to the Derived Observables From the corrections to the input parameters we can estimate the radiative corrections to the derived observables. Let us write the tree level input variables $`\alpha _0`$, $`G_{F_0}`$, and $`M_{Z_0}`$ as $`_0^i`$. When we compute the radiative correction to the input parameters $`_0^i`$, we have $$_0^i^i(_0^i)=_0^i+\delta ^i(_0^i).$$ The relation for the renormalized input variables, $`^i`$, can be inverted to write $`_0^i=_0^i(^i)`$. The same holds true for any derived observable ($`𝒪`$) or any $`S`$–matrix element, that is, $`𝒪[_0^i(^i)]`$ $`=`$ $`𝒪_0(_0^i)+\delta 𝒪(_0^i)`$ (3.5) $`=`$ $`𝒪_0(^i\delta ^i)+\delta 𝒪(^i\delta ^i)`$ $`=`$ $`𝒪_0(^i){\displaystyle \underset{i}{}}{\displaystyle \frac{𝒪_0}{^i}}\delta ^i+\delta 𝒪(^i)`$ $``$ $`𝒪_0(^i)+\mathrm{\Delta }𝒪(^i).`$ At one loop it is enough to renormalize just the input variables $`^i`$. However, at two loops it is necessary also to renormalize all other parameters that intervene at one loop level like $`m_t`$ and $`M_H`$. As an example, let us compute the radiative correction to the $`W`$ boson mass. At tree level $`M_W`$ is given by \[see (2.45)\] $$M_{W_0}^2=c_{W_0}^2M_{Z_0}^2.$$ Writing $`c_W^2`$ in terms of the input variables, we have $$c_W^2=(1s_W^2)=\left[1\left(\frac{4\pi \alpha }{g^2}\right)\right]=\left[1\left(\frac{\pi \alpha }{\sqrt{2}G_FM_Z^2c_W^2}\right)\right].$$ Solving for $`c_W^2`$, we get $$M_{W_0}^2(^i)=\left\{\frac{1}{2}\left[1+\left(1\frac{4\pi \alpha }{\sqrt{2}G_FM_Z^2}\right)^{1/2}\right]\right\}M_Z^2.$$ Taking into account the derivatives, $`{\displaystyle \frac{M_{W_0}^2}{\alpha }}`$ $`=`$ $`{\displaystyle \frac{s_W^2c_W^2}{s_W^2c_W^2}}{\displaystyle \frac{M_Z^2}{\alpha }},`$ $`{\displaystyle \frac{M_{W_0}^2}{G_F}}`$ $`=`$ $`{\displaystyle \frac{s_W^2c_W^2}{s_W^2c_W^2}}{\displaystyle \frac{M_Z^2}{G_F}},`$ $`{\displaystyle \frac{M_{W_0}^2}{M_Z^2}}`$ $`=`$ $`{\displaystyle \frac{c_W^4}{s_W^2c_W^2}}.`$ We obtain from (3.5) the $`M_W`$ correction $`M_W^2`$ $`=`$ $`M_{W_0}^2(^i){\displaystyle \underset{i}{}}{\displaystyle \frac{M_{W_0}^2}{^i}}\delta ^i+\delta M_W^2(^i)`$ $`=`$ $`c_W^2M_Z^2{\displaystyle \frac{c_W^2M_Z^2}{s_W^2c_W^2}}\left(s_W^2{\displaystyle \frac{\delta \alpha }{\alpha }}s_W^2{\displaystyle \frac{\delta G_F}{G_F}}c_W^2{\displaystyle \frac{\delta M_Z^2}{M_Z^2}}\right)+\delta M_W^2,`$ with $$\delta M_W^2=\mathrm{\Pi }_{WW}(M_W^2).$$ ### 3.2 The $`Z`$ boson Physics #### 3.2.1 Introduction The most important experimental tests of the Standard Model in this decade was performed at the $`Z`$ pole. The four LEP Collaborations (Aleph, Delphi, L3, and Opal) and the SLAC SLD Collaboration studied the reaction, $$e^+e^{}Z^0f\overline{f}.$$ The main purpose of these experiments was to test the Standard Model at the level of its quantum corrections and also to try to obtain some hint on the top quark mass and on the Higgs boson. Fig. 6: The $`Z`$ profile measured by the L3 Collab. At CERN, after scanning the $`Z`$ resonance (see Fig. 6), data were collected at the $`Z`$ peak, and around 17 millions of $`Z`$’s were produced and studied. The shape of the resonance is characterised by the cross section for the fermion pair ($`f\overline{f}`$) production at the $`Z`$ peak, $$\sigma _{f\overline{f}}^0=\frac{12\pi }{M_Z^2}\frac{\mathrm{\Gamma }_e\mathrm{\Gamma }_f}{\mathrm{\Gamma }_Z^2},$$ where the position of the peak gives the value $`M_Z=91186.7\pm 2.1`$ MeV, the full width at half maximum (FWHM) represents the $`Z`$ width, $`\mathrm{\Gamma }_Z=2493.9\pm 2.4`$ MeV, and the height of the peak gives the value of the total cross section for $`f\overline{f}`$ production, $`\sigma _{f\overline{f}}^0`$. For the analysis of the $`Z`$ physics it is necessary to choose the input parameters at the appropriate scale, $`M_Z`$. The relative uncertainty of the input parameters are: \| Parameter \| Value \| Uncertainty \| \| --- \| --- \| --- \| \| $`m_t`$ \| $`174.3\pm 5.1`$ GeV \| 2.9 % \| \| $`\alpha _s(M_Z^2)`$ \| $`0.119\pm 0.002`$ \| 1.7 % \| \| $`\alpha ^1(M_Z^2)`$ \| $`128.878\pm 0.090`$ \| 0.07 % \| \| $`M_Z`$ \| $`91186.7\pm 2.1`$ MeV \| 0.0023 % \| \| $`G_F(\mu )`$ \| $`(1.16639\pm 0.00001)\times 10^5`$ GeV<sup>-2</sup> \| 0.00086 % \| Table I: Relative uncertainty of the input parameters. For the Higgs boson mass we just have available a lower bound of $`M_H>95.2`$ GeV at 95% of C.L. . Notice that, in spite of the very precise measurement of the electromagnetic structure constant at low energy, which has a relative uncertainty of just 0.0000045 %, its value at $`M_Z`$ is much less precise. This uncertainty arises from the contribution of light quarks to the vacuum polarization. The evolution of $`\alpha `$ is given by $$\alpha (M_Z^2)=\frac{\alpha (0)}{1\mathrm{\Delta }\alpha },$$ (3.6) where $$\mathrm{\Delta }\alpha =\mathrm{\Delta }\alpha _{\text{lep}}+\mathrm{\Delta }\alpha _{\text{had}}+\mathrm{\Delta }\alpha _{\text{top}}.$$ The top quark contribution is proportional to $`1/m_t^210^5`$. The contributions from leptons ($`\mathrm{}`$) and light quarks ($`q`$) are: $`\mathrm{\Delta }\alpha _{\text{lep}}`$ $`=`$ $`0.031498,`$ $`\mathrm{\Delta }\alpha _{\text{had}}`$ $`=`$ $`(0.02804\pm 0.00065).`$ (3.7) where the error in $`\mathrm{\Delta }\alpha _{\text{lep}}`$ is negligible. Therefore, the loss of precision comes from $`\mathrm{\Delta }\alpha _{\text{had}}`$ due to non–perturbative QCD effects that are large at low energies and to the imprecision in the light quark masses. Other important pure QED corrections are the initial and final state photon radiation. The initial state radiation is taken into account by convoluting the cross section with the radiator function $`H(k)`$, $$\sigma (s)=_0^{k_{\text{max}}}𝑑kH(k)\sigma _0[s(1k)],$$ where $`k_{\text{max}}`$ represents a cut in the maximum radiated energy. The radiator function takes into account virtual and real photon emissions and includes soft photon resummation . The final state radiation is included by multiplying the bare cross sections and widths by the QED correction factor, $$\left(1+\frac{3\alpha Q_f^2}{4\pi }\right)(1+0.002Q_f^2).$$ where $`Q_f`$ is the fermion charge. #### 3.2.2 The Standard Model Parameters We present in the following sections the Standard Model predictions for some observables. We compare these predictions with the values measured by the CERN LEP and at the SLAC SLD Collaborations, and stress the very impressive agreement between them. ##### $`Z`$ Partial Widths The $`Z`$ width into a fermion pair, at tree level, is given in the Standard Model by, $$\mathrm{\Gamma }(Zf\overline{f})=C\frac{G_FM_Z^3}{6\sqrt{2}\pi }\left[(g_A^f)^2+(g_V^f)^2\right],$$ (3.8) where $`C`$ refers to the fermion color, i.e., $$C=\{\begin{array}{c}1,\text{for leptons},\hfill \\ 3\left[1+\alpha _s(M_Z)/\pi +1.409\alpha _s^2(M_Z)/\pi ^2+\mathrm{}\right],\text{for quarks}.\hfill \end{array}$$ where the QCD corrections were included for quarks. At loop level we should consider the modifications to $`g_V^f`$ and $`g_A^f`$ (3.2) and the appropriate QED corrections discussed in the last section. The value of the partial width for the different fermion flavors are \| $`f\overline{f}`$ Pair \| Partial Width \| \| --- \| --- \| \| $`\nu \overline{\nu }`$ \| 167.25 MeV \| \| $`e^+e^{}`$ \| 84.01 MeV \| \| $`u\overline{u}`$ \| 300.30 MeV \| \| $`d\overline{d}`$ \| 383.10 MeV \| \| $`b\overline{b}`$ \| 376.00 MeV \| Table II: $`Zf\overline{f}`$ partial widths. The experimental results for the partial widths are , $`\mathrm{\Gamma }_{\mathrm{}}`$ $``$ $`\mathrm{\Gamma }(Z\mathrm{}^+\mathrm{}^{})=83.90\pm 0.10\text{MeV},`$ $`\mathrm{\Gamma }_{\text{had}}`$ $``$ $`\mathrm{\Gamma }(Z\text{hadrons})=1742.3\pm 2.3\text{MeV},`$ $`\mathrm{\Gamma }_Z`$ $``$ $`\mathrm{\Gamma }(Z\text{all})=2493.9\pm 2.4\text{MeV},`$ $`\mathrm{\Gamma }_{\text{inv}}`$ $``$ $`\mathrm{\Gamma }_Z3\mathrm{\Gamma }_{\mathrm{}}\mathrm{\Gamma }_{\text{had}}=500.1\pm 1.9\text{GeV},`$ where we assume three leptonic channels ($`e^+e^{}`$, $`\mu ^+\mu ^{}`$, and $`\tau ^+\tau ^{}`$), and $`\mathrm{\Gamma }_{\text{inv}}`$ is the invisible $`Z`$ width. ##### Number of Neutrino Species We can extract information on the number of light neutrino species by supposing that they are responsible for the invisible width, i.e. $`\mathrm{\Gamma }_{\text{inv}}=N_\nu \mathrm{\Gamma }_\nu `$. The LEP data gives the ratio of the invisible and leptonic $`Z`$ partial widths, $`\mathrm{\Gamma }_{\text{inv}}/\mathrm{\Gamma }_{\mathrm{}}=5.961\pm 0.023`$. On the other hand, Standard Model predicts the $`(\mathrm{\Gamma }_\nu /\mathrm{\Gamma }_{\mathrm{}})_{\text{SM}}=1.991\pm 0.001`$, where the error is associated to the variation of $`m_t`$ and $`M_H`$. In the ratio of these two expressions, $`\mathrm{\Gamma }_{\mathrm{}}`$ cancels out and yields the number of neutrino species, $$N_\nu =2.994\pm 0.011,$$ where $`N_\nu `$ represents the total number of neutrino flavors that are accessible kinematically to the $`Z`$, that is $`M_\nu <M_Z/2`$. This result indicates that, if the observed pattern of the first three generations is assumed, then we have only these families of fermions in nature. ##### Radiative Corrections Beyond QED An important question to be asked when comparing the Standard Model predictions with experimental data is if the effect of pure weak radiative correction could indeed be measured. This question can be answered by looking, for instance, at the plot of $`\mathrm{sin}^2\theta _{\text{eff}}\times \mathrm{\Gamma }_{\mathrm{}}`$ (Fig. 7), where $`\mathrm{\Gamma }_{\mathrm{}}`$ is given by (3.8) and, $$\mathrm{sin}^2\theta _{\text{eff}}\frac{1}{4}\left(1\frac{g_V^{\mathrm{}}}{g_A^{\mathrm{}}}\right)=0.23157\pm 0.00018.$$ The point at the lower–left corner shows the prediction when only the QED (photon vacuum polarization) correction is included and the respective variation for $`\alpha (M_Z^2)`$ varying by one standard deviation. The Standard Model prediction, with the full (QED + weak) radiative correction, is represented by the band that reflects the dependence on the Higgs (95 GeV $`<M_H<`$ 1000 GeV) and on the top mass (169.2 GeV $`<m_t<`$ 179.4 GeV). We notice that the presence of genuine electroweak correction is quite evident. Another important evidence for pure electroweak correction comes from the radiative correction $`\mathrm{\Delta }r_W`$ to the relation between $`M_W`$ and $`G_F`$, $$\left(1\frac{M_W^2}{M_Z^2}\right)\frac{M_W^2}{M_Z^2}=\frac{\pi \alpha (M_Z^2)}{\sqrt{2}G_FM_Z^2(1\mathrm{\Delta }r_W)},$$ (3.9) where $`\alpha (M_Z^2)`$ is given by (3.6), and therefore, the effect of the running of $`\alpha `$ was subtracted in the definition of $`\mathrm{\Delta }r_W`$. Taking into account the value measured at LEP and Tevatron, $`M_W=80.394\pm 0.042`$ GeV, we have : $`(\mathrm{\Delta }r)_W^{\text{exp}}=0.02507\pm 0.00259`$. Thus, the correction representing only the electroweak contribution, not associated with the running of $`\alpha `$, is $`10\sigma `$ different from zero. ##### $`g_V^{\mathrm{}}`$, $`g_A^{\mathrm{}}`$, and the Lepton Universality The partial $`Z`$ width in the different lepton flavors is able to provide a very important information on the universality of the electroweak interactions. The values of $`g_V^{\mathrm{}}`$ and $`g_A^{\mathrm{}}`$ can be plotted for $`\mathrm{}=e`$, $`\mu `$ and $`\tau `$. The result present in Fig. 8 shows that the measurements of $`g_V^{\mathrm{}}\times g_A^{\mathrm{}}`$ are consistent with the hypothesis that the electroweak interaction is universal and yields $$g_V^{\mathrm{}}=0.03703\pm 0.00068,g_A^{\mathrm{}}=0.50105\pm 0.00030.$$ Notice that the value of $`g_A^{\mathrm{}}`$ disagrees with the Born prediction of $`0.5`$ (2.27) by 3.5 $`\sigma `$. However they are in very good agreement with the Standard Model values : $`(g_V^{\mathrm{}})^{\text{SM}}=0.0397\pm 0.0003`$ and $`(g_A^{\mathrm{}})^{\text{SM}}=0.5064\pm 0.0001`$. This is another important evidence of the weak radiative corrections. ##### Asymmetries Since parity violation comes from the difference between the right and left couplings of the $`Z^0`$ to fermions, it is convenient to define the combination of the vector and axial couplings of the fermions as $$A_f=\frac{2g_V^fg_A^f}{(g_V^f)^2+(g_A^f)^2}.$$ (3.10) The events $`e^+e^{}f^+f^{}`$ can be characterized by the momentum direction of the emitted fermion. We say that the final state fermion ($`f^{}`$) travels forward ($`F`$) or backward ($`B`$) with respect to the electron ($`e^{}`$) beam. Therefore, we can define the forward–backward asymmetry by $$A_{FB}\frac{\sigma _F\sigma _B}{\sigma _F+\sigma _B},$$ and at the $`Z`$ pole, this asymmetry is given by $$A_{FB}^{0,f}=\frac{3}{4}A_eA_f.$$ (3.11) The measurement of $`A_{FB}^{0,f}`$ for charged leptons, and $`c`$ and $`b`$ quarks give us information only on the product of $`A_e`$ and $`A_f`$. On the other hand, the measurement of the $`\tau `$ lepton polarization is able to determine the values of $`A_e`$ and $`A_\tau `$ separately. The longitudinal $`\tau `$ polarization is defined as $$𝒫_\tau \frac{\sigma _R\sigma _L}{\sigma _R+\sigma _L},$$ where $`\sigma _{R(L)}`$ is the cross section for tau–lepton pair production of a right (left) handed $`\tau ^{}`$. At the $`Z`$ pole, $`𝒫_\tau `$ can be written in terms of scattering $`(e^{},\tau ^{})`$ angle $`\theta `$ as, $$𝒫_\tau =\frac{A_\tau (1+\mathrm{cos}^2\theta )+2A_e\mathrm{cos}\theta }{1+\mathrm{cos}^2\theta +2A_eA_\tau \mathrm{cos}\theta }.$$ This yields $$A_e=0.1479\pm 0.0051,A_\tau =0.1431\pm 0.0045,$$ which are in agreement with the lepton universality ($`A_{\mathrm{}}=0.1469\pm 0.0027`$). They are also in agreement with the Standard Model prediction: $`A_{\mathrm{}}^{\text{SM}}=0.1475\pm 0.0013`$. This result can be used to extract information on the heavy quark couplings: $`A_c=0.646\pm 0.043`$ and $`A_b=0.899\pm 0.025`$, which should be compared with the Standard Model values of $`A_c^{\text{SM}}=0.6679\pm 0.0006`$ and $`A_b^{\text{SM}}=0.9348\pm 0.0001`$. Another interesting asymmetry that can be measured by SLD is the left–right cross section asymmetry, $$A_{\text{LR}}=\frac{\sigma _L\sigma _R}{\sigma _L+\sigma _R},$$ (3.12) where $`\sigma _{L(R)}`$ is the cross section for (left–) right–handed incident electron with the positron kept unpolarized. Since, at the $`Z`$ pole, $`A_{\text{LR}}=A_e`$, we can get the best measurement of the electron couplings: $`A_e=0.1510\pm 0.0025`$ (see Fig. 8). ##### Higgs Mass Sensitivity In order to give an idea of the sensitivity of the different electroweak observables to the Higgs boson mass, we compare in Fig. 9 the experimental values with the the Standard Model theoretical predictions, as a function of $`M_H`$. The vertical band represents the experimental measurement with the respective error. The theoretical prediction includes the errors in $`\alpha (M_Z^2)`$, from $`\mathrm{\Delta }\alpha _{\text{had}}`$ (3.7), $`\alpha _s(M_Z^2)`$, and $`m_t`$ (see Table I). Fig. 9: LEP measurements compared with the Standard Model predictions, as a function of $`M_H`$ . In this figure $`\sigma _h^0`$ is the hadronic cross section at the $`Z`$ pole, $`R_{\mathrm{}}(\mathrm{\Gamma }_{\text{had}}/\mathrm{\Gamma }_{\mathrm{}})`$. $`A_{FB}^{0,f}`$ is defined in (3.11) and $`A_f`$ in (3.10). $`<Q_{FB}>`$ is the average charge, which is related to the forward–backward asymmetries by $$<Q_{FB}>=\underset{q}{}\delta _qA_{FB}^q\frac{\mathrm{\Gamma }_{q\overline{q}}}{\mathrm{\Gamma }_{\text{hadr}}},$$ where $`\delta _q`$ is the average charge difference between the $`q`$ and $`\overline{q}`$ hemispheres. For the sake of comparison $`A_e`$, extracted by SLD from $`A_{LR}`$ (3.12), is also shown. We can see from Fig. 9 that dependence on the Higgs mass varying in the range 95 GeV $`<M_H<`$ 1000 GeV is quite mild for all the observables, since the Higgs effect enters only via $`\mathrm{log}(M_H^2/M_Z^2)`$ factors. Fig. 10: $`\mathrm{\Delta }\chi ^2\chi ^2\chi _{\text{min}}^2`$ as a function of $`M_H`$ . However we can extract information on $`M_H`$ from the global fit including all data on the different observables. In Fig. 10 we show the plot of $`\mathrm{\Delta }\chi ^2\chi ^2\chi _{\text{min}}^2`$ versus $`M_H`$. The left vertical band represents the excluded region due to the direct search for the Higgs ($`M_H\stackrel{>}{}95`$ GeV). The band represents an estimate of the theoretical error due to missing higher order corrections. The global fit results in $`M_H=91_{41}^{+64}`$ GeV. Fig. 11: Comparison of the precision electroweak measurements with the Standard Model predictions . As a final comparison, we present in Fig. 11 a list of several electroweak observables. The experimental values are compared with the Standard Model theoretical predictions. The Pull $`(O_{\text{meas}}O_{\text{fit}})/\sigma _{\text{meas}}`$, represents the number of standard deviations that separate the central values. This results show an impressive agreement with the Standard Model expectations. ## Chapter 4 The Higgs Boson Physics ### 4.1 Introduction The procedure of generating vector boson masses in a gauge invariant way requires the introduction of a complex doublet of scalar fields (2.28) which corresponds to four degrees of freedom. Three out of these are “eaten” by the gauge bosons, $`W^+`$, $`W^{}`$, and $`Z^0`$, and become their longitudinal degree of freedom. Therefore, it remains in the physical spectrum of the theory the combination $$\frac{(\varphi ^0+\overline{\varphi ^0})}{\sqrt{2}}=H+v,$$ where $`v`$ is given by (2.30), and $`H`$ is the physical Higgs boson field. The Higgs boson mass (2.48) can be written as $$M_H=\sqrt{2\mu ^2}=\sqrt{2\lambda }v=\left(\frac{\sqrt{2}}{G_F}\right)^{1/2}\sqrt{\lambda }.$$ (4.1) Both Higgs potential parameters, $`\mu ^2`$ and $`\lambda `$, are a priori unknown — just their ratio is fixed by the low energy data \[see (2.20) and (2.45)\]. Therefore the Standard Model does not provide any direct information on the Higgs boson mass. The discovery of this particle is one of the challenges of the high–energy colliders. This is the most important missing piece of the Standard Model and its experimental verification could furnish very important information on the spontaneous breaking of the electroweak symmetry and on the mechanism for generating fermion masses. The phenomenology of the Standard Model Higgs boson is covered in great detail in reference . Recent review articles include Ref. , , , . We intend to emphasize here the most relevant properties of Higgs particle and make a brief summary of the prospects for its search in the near future. ### 4.2 Higgs Boson Properties ##### The Higgs Couplings The Higgs boson couples to all particles that get mass ($`v`$) through the spontaneous symmetry breaking of $`SU(2)_LU(1)_Y`$. We collect in Table III the intensity of the coupling to the different particles from (2.44), (2.47), (2.57), and (2.76), \| Coupling \| Intensity \| \| --- \| --- \| \| $`Hf\overline{f}`$ \| $`M_f/v`$ \| \| $`HW^+W^{}`$ \| $`2M_W^2/v`$ \| \| $`HZ^0Z^0`$ \| $`M_Z^2/v`$ \| \| $`HHW^+W^{}`$ \| $`M_W^2/v^2`$ \| \| $`HHZ^0Z^0`$ \| $`M_Z^2/2v^2`$ \| \| $`HHH`$ \| $`M_H^2/2v`$ \| \| $`HHHH`$ \| $`M_H^2/8v^2`$ \| Table III: The Higgs coupling to different particles. From the results of Table III it becomes evident that the Higgs couples proportionally to the particle masses. Therefore we can establish two general principles that should guide the search of the Higgs boson: $`(i)`$ it will be produced in association with heavy particles; $`(ii)`$ it will decay into the heaviest particles that are accessible kinematically. Besides the couplings presented in Table III, the Higgs can also couple to $`\gamma \gamma `$ , $`Z\gamma `$ and also to gluons , at one loop level. The neutral and weak interacting Higgs boson can interact with photons through loops of charged particles that share the weak and electromagnetic interactions: leptons, quarks and $`W`$ boson. In the same way the Higgs couples indirectly with the gluons via loops of (weak and strong interacting) quarks. ##### Bounds on the Higgs Boson Mass Since the Higgs boson mass is not predicted by the model we should rely on some experimental and theoretical bounds to guide our future searches. The most stringent lower bound was recently established by the LEP Collaborations and read $$M_H>95.2\text{GeV}.$$ at 95% C.L.. It is also possible to obtain a theoretical lower bound on the Higgs boson mass based on the stability of the Higgs potential when quantum corrections to the classical potential (2.29) are taken into account . Requiring that the standard electroweak minimum is stable (i.e. the vacuum is an absolute minimum) up to the Planck scale, $`\mathrm{\Lambda }=10^{19}`$ GeV, the following bound can be established : $$M_H\text{(in GeV)}>133+1.92(m_t175)4.28\left(\frac{\alpha _s0.12}{0.006}\right).$$ The behavior of $`M_H`$ as a function of the scale $`\mathrm{\Lambda }`$ is given in the lower curve of Fig. 13, for $`m_t=175`$ GeV and $`\alpha _s=0.118`$. We see from this figure that, if a Higgs boson is discovered with $`M_H100`$ GeV, it would mean that the electroweak vacuum is instable at $`\mathrm{\Lambda }10^5`$ GeV <sup></sup><sup></sup>*Reversing the argument, since we live in a stable vacuum, this means that the Standard Model must break down at this same scale.. There are also some theoretical upper bounds on the Higgs boson mass. A bound can be obtained by requiring that unitarity is not violated in the scattering of vector bosons . Let us take as an example the $`WW`$ scattering represented in Fig. 12. We should notice that if we exclude the Higgs boson contribution by taking $`M_H\mathrm{}`$, we expect that the remaining amplitudes would eventually violate unitarity, since the theory is not renormalisable without the Higgs. Therefore, it is natural to expect that the Higgs mass should play an important rôle in high energy behaviour of the scattering amplitudes of longitudinally polarized vector bosons. This is what happened for instance in the reaction $`e^+e^{}W^+W^{}`$ discussed in section 2.2. A convenient way to estimate amplitudes involving longitudinal gauge bosons is through the use of the Goldstone Boson Equivalence Theorem . This theorem states that at high energies, the amplitude $``$ for emission or absorption of a longitudinally polarized gauge boson is equal to the amplitude for emission or absorption of the corresponding Goldstone boson, up to terms that fall like $`1/E^2`$, i.e., $$(W_L^\pm ,Z_L^0)=(\omega ^\pm ,z^0)+𝒪\left(M_{W,Z}^2/E^2\right).$$ (4.2) We can use an effective Lagrangian approach to describe the Goldstone boson interactions. Starting from the Higgs doublet in terms of $`\omega ^\pm `$ and $`z^0`$, $$\mathrm{\Phi }=\frac{1}{\sqrt{2}}\left(\begin{array}{c}i\sqrt{2}\omega ^+\\ v+Hiz^0\end{array}\right),$$ we can write the Higgs potential as $`V(\mathrm{\Phi }^{}\mathrm{\Phi })`$ $`=`$ $`\mu ^2\mathrm{\Phi }^{}\mathrm{\Phi }+\lambda (\mathrm{\Phi }^{}\mathrm{\Phi })^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_H^2H^2+{\displaystyle \frac{g}{4}}{\displaystyle \frac{M_H^2}{M_W}}H(H^2+2\omega ^+\omega ^{}+z^{0^2})`$ $`+{\displaystyle \frac{g^2}{32}}{\displaystyle \frac{M_H^2}{M_W^2}}(H^2+2\omega ^+\omega ^{}+z^{0^2})^2.`$ Therefore, with the aid of (4.2), the amplitude for $`W_L^+W_L^{}W_L^+W_L^{}`$ is obtained as, $`(W_L^+W_L^{}W_L^+W_L^{})`$ $``$ $`(\omega ^+\omega ^{}\omega ^+\omega ^{})`$ $`=`$ $`i{\displaystyle \frac{g^2}{4}}{\displaystyle \frac{M_H^2}{M_W^2}}\left(2+{\displaystyle \frac{M_H^2}{sM_H^2}}+{\displaystyle \frac{M_H^2}{tM_H^2}}\right).`$ and, at high energies, we have: $$(\omega ^+\omega ^{}\omega ^+\omega ^{})i\frac{g^2}{2}\frac{M_H^2}{M_W^2}=i\mathrm{\hspace{0.33em}2}\sqrt{2}G_FM_H^2.$$ Therefore, for $`s`$-wave, unitarity requires $$A_0=\frac{1}{16\pi }\|(\omega ^+\omega ^{}\omega ^+\omega ^{})\|=\frac{2G_F}{8\pi \sqrt{2}}M_H^2<1.$$ When this result is combined with the other possible channels ($`z^0z^0`$, $`z^0h`$, $`hh`$) it leads to the requirement that $`\lambda \stackrel{<}{}8\pi /3`$ or, translated in terms of the Higgs mass, $$M_H\stackrel{<}{}\left(\frac{8\pi \sqrt{2}}{3G_F}\right)^{1/2}1\text{TeV}.$$ Another way of imposing a bound on the Higgs mass is provided by the analysis of the triviality of the Higgs potential . The renormalization group equation, at one loop, for the quartic coupling $`\lambda `$ is $$\frac{d\lambda }{dt}=\frac{1}{16\pi ^2}\left(12\lambda ^2\right)+(\text{terms involving}g,g^{},\text{Yukawa}),$$ where $`t=\mathrm{log}(Q^2/\mu ^2)`$. Therefore, for a pure $`\varphi ^4`$ potential, i.e., when the gauge and Yukawa couplings are neglected, we have the solution $$\frac{1}{\lambda (\mu )}\frac{1}{\lambda (Q)}=\frac{3}{4\pi ^2}\mathrm{log}\left(\frac{Q^2}{\mu ^2}\right).$$ Since the stability of the Higgs potential requires that $`\lambda (Q)0`$, we can write $$\lambda (\mu )\frac{4\pi ^2}{3\mathrm{log}(Q^2/\mu ^2)},$$ (4.3) and, for large values of $`Q^2`$, we can see that $`\lambda (\mu )0`$ and the theory becomes trivial, that is, not interacting. The relation (4.3), can be written as $$Q^2\mu ^2\mathrm{exp}\left[\frac{4\pi ^2}{3\lambda (\mu )}\right].$$ This result gives rise to a bound in the Higgs boson mass when we consider the scale $`\mu ^2=M_H^2`$ and take into account (4.1), $$Q^2M_H^2\mathrm{exp}\left[\frac{8\pi ^2v^2}{3M_H^2}\right].$$ Therefore, there is a maximum scale $`Q^2=\mathrm{\Lambda }^2`$, for a given Higgs boson mass, up to where the Standard Model theory should be valid. In Fig. 13, we present the stability bound (lower curve) and the triviality bound (upper curve) on the Higgs boson mass as a function of the scale $`\mathrm{\Lambda }`$. If we expect that the Standard Model is valid up to a given scale — let us say $`\mathrm{\Lambda }_{\text{GUT}}10^{16}`$ GeV — a bound on the Higgs mass should lie between both curves, in this case $`140`$ GeV $`\stackrel{<}{}M_H\stackrel{<}{}180`$ GeV. ### 4.3 Production and Decay Modes #### 4.3.1 The Decay Modes of the Higgs Boson The possible decay modes of the Higgs boson are essentially determined by the value of its mass. In Fig. 14 we present the Higgs branching ratio for different $`M_H`$. When the Higgs boson mass lies in the range $`95`$ GeV $`<M_H<130`$ GeV, the Higgs is quite narrow $`\mathrm{\Gamma }_H<10`$ MeV and the main branching ratios come from the heaviest fermions that are accessible kinematically: $`BR(Hb\overline{b})`$ $``$ $`90\%,`$ $`BR(Hc\overline{c})`$ $``$ $`BR(H\tau ^+\tau ^{})5\%.`$ For $`M_H120`$ GeV the gluon–gluon channel is important giving a contribution of $`5\%`$ of the width. For a heavier Higgs, i.e. $`M_H>130`$ GeV, the vector boson channels $`HVV^{}`$, with $`V=W`$, $`Z`$, are dominant, $`BR(HW^+W^{})`$ $``$ $`65\%,`$ $`BR(HZ^0Z^0)`$ $``$ $`35\%.`$ For $`M_H500`$ GeV the top quark pair production contributes with $`\mathrm{\hspace{0.33em}20}\%`$ of the width. Note that the BR($`H\gamma \gamma `$) is always small $`𝒪(10^3)`$. However, we can think of some alternative models that give rise to larger $`H\gamma \gamma `$ couplings (for a review see and references therein). For large values of $`M_H`$ the Higgs becomes a very wide resonance: $`\mathrm{\Gamma }_H[M_H\text{(in TeV)}]^3/2`$. #### 4.3.2 Production Mechanisms at Colliders ##### Electron–Positron Colliders The Higgs boson can be produced in electron–positron collisions via the Bjorken mechanism or vector boson fusion , $$\begin{array}{cc}\text{(}i\text{) Bjorken:}\hfill & e^++e^{}ZZH,\hfill \\ \text{(}ii\text{) WW Fusion:}\hfill & e^++e^{}\nu \overline{\nu }(WW)\nu \overline{\nu }H,\hfill \\ \text{(}iii\text{) ZZ Fusion:}\hfill & e^++e^{}e^+e^{}(ZZ)e^+e^{}H.\hfill \end{array}$$ At LEPI and II, where $`\sqrt{s}M_Z`$ or $`2M_W`$ the Higgs production is dominated by the Bjorken mechanism and they were able to rule out from very small Higgs masses up to 95.2 GeV . Maybe, when the whole analysis is complete, they will be able to rule out up to $`M_H106`$ GeV. At the future $`e^+e^{}`$ accelerators, like the Next Linear Collider , where $`\sqrt{s}=500`$ GeV, the production of a Higgs with $`100<M_H<200`$ GeV will be dominated by the $`WW`$ fusion, since its cross section behaves like $`\sigma \mathrm{log}(s/M_H^2)`$ and therefore dominates at high energies. We can expect around $`2000`$ events per year for an integrated luminosity of $`50`$ fb<sup>-1</sup>, and the Next Linear Collider should be able to explore up to $`M_H350`$ GeV. ##### Hadron Colliders At proton–(anti)proton collisions the Higgs boson can be produced via the gluon fusion mechanism , through the vector boson fusion and in association with a $`W^\pm `$ or a $`Z^0`$, $$\begin{array}{cc}\text{(}i\text{) Gluon fusion:}\hfill & p\overline{p}ggH,\hfill \\ \text{(}ii\text{) VV Fusion:}\hfill & p\overline{p}VVH,\hfill \\ \text{(}iii\text{) Association with V:}\hfill & p\overline{p}q\overline{q}^{}VH.\hfill \end{array}$$ At the Fermilab Tevatron , with $`\sqrt{s}=1.8`$ ($`2`$) TeV, the Higgs is better produced in association with vector boson and they look for the $`VH(b\overline{b})`$ signature. After the improvement in the luminosity at TEV33 they will need $`10`$ fb<sup>-1</sup> to explore up to $`M_H100`$ GeV with $`5\sigma `$. At the CERN Large Hadron Collider , that will operate with $`\sqrt{s}=14`$ TeV, the dominant production mechanism is through the gluon fusion and the best signature will be $`HZZ4\mathrm{}^\pm `$ for $`M_H>130`$ GeV. For $`M_H<130`$ GeV they should rely on the small BR$`(H\gamma \gamma )10^3`$. We expect that the LHC can explore up to $`M_H700`$ GeV with an integrated luminosity of $`100`$ fb<sup>-1</sup>. Once the Higgs boson is discovered it is important to establish with precision several of its properties like mass, spin, parity and width. The next step would be to search for processes involving multiple Higgs production, like $`VVHH`$ or $`ggHH`$, which could give some information on the Higgs self–coupling. ## Chapter 5 Closing Remarks In the last 30 years, we have witnessed the striking success of a gauge theory for the electroweak interactions. The Standard Model made some new and crucial predictions. The existence of a weak neutral current and of intermediate vector bosons, with definite relation between their masses, were confirmed by the experiments. Recently, a set of very precise tests were performed by Tevatron, LEP and SLC colliders that were able to reach an accuracy of 0.1% or even better, in the measurement of the electroweak parameters. This guarantees that even the quantum structure of the model was successfully confronted with the experimental data. It was verified that the $`W`$ and $`Z`$ couplings to leptons and quarks have exactly the same values anticipated by the Standard Model. We already have some strong hints that the triple–gauge–boson couplings respect the structure prescribed by the $`SU(2)_LU(1)_Y`$ gauge symmetry. The Higgs boson, remnant of the spontaneous symmetry breaking, has not yet been discovered. However, important information, extracted from the global fitting of data taking into account the loop effects of the Higgs, assures that this particle is just around the corner. The Higgs mass should be less than $`260`$ GeV at 95% C.L., in full agreement with the theoretical upper bounds for the Higgs mass. These remarkable achievements let just a small room for the new physics beyond the Standard Model. Nevertheless, we still have some conceptual difficulties like the hierarchy problem, that may indicate that the explanation provided by the Standard Model should not be the end of the story. A series of alternative theories — technicolour, grand unified theory, supersymmetric extensions, superstrings, extra dimension theories, etc — have been proposed, but they all suffer from lack of an experimental spark. Nevertheless, the physics beyond the Standard Model is also beyond the scope of these lectures . . . #### Acknowledgments We are grateful to M. C. Gonzalez–Garcia and T. L. Lungov for the critical reading of the manuscript. This work was supported by Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), by Programa de Apoio a Núcleos de Excelência (PRONEX), and by Fundação para o Desenvolvimento da Universidade Estadual Paulista (FUNDUNESP).
warning/0001/math0001017.html	ar5iv	text	# Topological "AE"⁢(0)-groups ## 1. Introduction One of the main structure theorems for compact groups (see \[10, Chapters 6 & 9\]) can be formulated as follows. ###### Theorem A (, Theorem 9.24(ii)). Let $`G`$ be a connected compact group. Then there exists a continuous homomorphism $$p:Z_0(G)\times \{L_t:tT\}G,$$ where $`Z_0(G)`$ stands for the identity component of the center of $`G`$, and $`L_t`$ is a simple, connected and simply connected compact Lie group, $`tT`$, such that $`\mathrm{ker}(p)`$ is a zero-dimensional central subgroup of $`Z_0(G)\times {\displaystyle \{L_t:tT\}}`$. The above statement clearly shows that the classes of zero-dimensional groups, abelian groups and simple, simply connected Lie groups play a central role in the general theory of compact groups. Recently these classes of topological groups have been studied from the point of view of absolute extensors in dimension $`n`$ (see for a comprehensive introduction into the theory of absolute extensors in dimension $`n`$). The following three statements show that such an approach is quite effective. ###### Theorem B (). The following conditions are equivalent for a zero-dimensional topological group $`G`$: * $`G`$ is topologically equivalent to the product $`(\text{}_2)^\tau \times \text{}^\kappa `$. * $`G`$ is an $`\text{AE}(0)`$-space. ###### Theorem C (, Theorem E). The following conditions are equivalent for a compact abelian group $`G`$: * $`G`$ is a torus group (both in topological and algebraic senses). * $`G`$ is an $`\text{AE}(1)`$-compactum. ###### Theorem D (, Corollary 1). The following conditions are equivalent for a non-trivial compact group $`G`$: * $`G`$ is a simple, connected and simply connected Lie group. * $`G`$ is an $`\text{AE}(2)`$-group with $`\pi _3(G)=\text{}`$. The full classification problem for non-abelian (see Theorem C) and for non-simply connected compact $`\text{AE}(1)`$-groups remains open. On the other hand, the following two statements provide a complete classification of simply connected compact $`\text{AE}(1)`$-groups. ###### Theorem E (, Theorem C). The following conditions are equivalent for a compact group $`G`$: * $`G`$ is a simply connected $`\text{AE}(1)`$-compactum. * $`G`$ is an $`\text{AE}(2)`$-compactum. * $`G`$ is an $`\text{AE}(3)`$-compactum. * $`G`$ is a product of simple, connected and simply connected compact Lie groups. ###### Theorem F (, Corollary 2). There is no non-trivial compact $`\text{AE}(4)`$-group. We complete this brief survey by pointing out that, as shows the following statement, for locally compact groups the restriction of being $`\text{AE}(0)`$-group is purely formal. ###### Theorem G (Pontryagin-Haydon, , ; ). Every locally compact group is an $`\text{AE}(0)`$-space. Below we study $`\text{AE}(0)`$-groups. The class of $`\text{AE}(0)`$-groups contains the class of all (generally speaking, non-metrizable) locally compact groups (Theorem G) as well as the class of all Polish groups. Actually the class of Polish groups coincides with the class of metrizable $`\text{AE}(0)`$-groups and forms a foundation of the entire theory of $`\text{AE}(0)`$-groups. We hope that results presented in Section 3 do indicate a potential for a non-trivial theory of $`\text{AE}(0)`$-groups which unifies and generalizes theories of locally compact and Polish groups (thus offering a possible approach to the corresponding question posed in ). In Section 3 we present a spectral characterization of $`\text{AE}(0)`$-groups in terms of well ordered continuous inverse spectra (Theorem 3.4). This characterization states that a non-metrizable topological group $`G`$ of weight $`\tau `$ is a $`\text{AE}(0)`$-group if and only if it is the limit of a well ordered continuous inverse system $`𝒮_G=\{G_\alpha ,p_\alpha ^{\alpha +1},\alpha <\tau \}`$ of length $`\tau `$, consisting of $`\text{AE}(0)`$-groups $`G_\alpha `$ and $`0`$-soft limit homomorphisms $`p_\alpha ^{\alpha +1}:G_{\alpha +1}G_\alpha `$, $`\alpha <\tau `$, so that $`G_0`$ is a Polish group and each homomorphism $`p_\alpha ^{\alpha +1}`$, $`\alpha <\tau `$, has a Polish kernel. Obviously this result can not be accepted as the one providing a satisfactory reduction of the non-metrizable case to the Polish one. Of course, everything is fine if the weight of $`G`$ is $`\omega _1`$ – in such a case all $`G_\alpha `$’s, $`\alpha <\omega _1`$, (and not only the very first one, i.e. $`G_0`$) are indeed Polish. But if the weight of $`G`$ is greater than $`\omega _1`$, then all $`G_\alpha `$’s, with $`\alpha \omega _1`$, are non-metrizable. In order to achieve our final goal and complete the reduction, we analyze $`0`$-soft homomorphisms with Polish kernels between (generally speaking, non-metrizable) $`\text{AE}(0)`$-groups. A characterization of such homomorphisms, which is recorded in Proposition 3.6, states that a $`0`$-soft homomorphism $`f:GL`$ of $`\text{AE}(0)`$-groups has a Polish kernel if and only if there exists a pullback diagram $$\begin{array}{ccc}G& \stackrel{f}{}& L\\ p& & q& & \\ G_0& \stackrel{f_0}{}& L_0,\end{array}$$ where $`G_0`$ and $`L_0`$ are Polish groups and the homomorphisms $`p:GG_0`$ and $`q:LL_0`$ are $`0`$-soft. Theorem 3.4 and Proposition 3.6 together complete the required reduction. Polish groups and their actions have been extensively studied in a variety of directions (ergodic theory, group representations, operator algebras; see for further discussion and references). Some of the central themes of the theory of Polish groups counterparts of which (for arbitrary $`\text{AE}(0)`$-groups) are considered below are the existence of universal groups, the existence of universal actions and characterization of closed subgroups of the symmetric group $`S_{\mathrm{}}`$. In Section 4 we use above mentioned spectral characterizations and present extensions of some of these results for $`\text{AE}(0)`$-groups. We prove the existence of universal $`\text{AE}(0)`$-groups of a given weight (Proposition 4.1) and the existence of universal actions of $`\text{AE}(0)`$-groups of a given weight on compact $`\text{AE}(0)`$-spaces of the same weight (Theorem 4.2). Theorem 4.4 characterizes $`\text{AE}(0)`$-groups which are isomorphic to closed subgroups of powers $`S_{\mathrm{}}^\tau `$ of the symmetric group $`S_{\mathrm{}}`$ \- the group of all bijections of $``$ under the relative topology inherited from $`^{}`$. This result extends the corresponding observation \[1, Theorem 1.5.1\] for the group $`S_{\mathrm{}}`$ itself. As a corollary (Corollary 4.5) we note that if a Polish group $`G`$ can be embedded (as a closed subgroup) into $`S_{\mathrm{}}^\tau `$ for some $`\tau `$, then $`G`$ can be embedded into $`S_{\mathrm{}}`$ as well. In light of this shows that there exist zero-dimensional Polish groups which can not be embedded into $`S_{\mathrm{}}^\tau `$ as closed subgroups for any cardinal number $`\tau `$. Finally we use Theorem 3.4 to prove (Theorem 4.8) that every $`\text{AE}(0)`$-group is Baire isomorphic to the product of Polish groups. In light of Theorem G this result appears to be new even for compact groups. ## 2. Preliminaries All topological spaces below are assumed to be Tychonov (i.e. completely regular and Hausdorff) and all maps (except in Subsection 4.3) are continuous. We consider only Lebesgue dimension $`dim`$. Definitions of concepts related to inverse spectra can be found in . $``$ denotes the real line and $``$ stand for the Hilbert cube. ### 2.1. Definitions of $`\text{AE}(n)`$-spaces and $`n`$-soft maps A comprehensive introduction into general theory of $`\text{AE}(n)`$-spaces and $`n`$-soft maps can be found in . $`C(X)`$ denotes the set of all continous real-valued functions defined on $`X`$. ###### Definition 2.1. A space $`X`$ is called an absolute extensor in dimension $`n`$ (shortly, $`\text{AE}(n)`$-space), $`n=0,1,\mathrm{}`$, if for each at most $`n`$-dimensional space $`Z`$ and each subspace $`Z_0`$ of $`Z`$, any map $`f:Z_0X`$, such that $`C(f)(C(X))\{\phi \|Z_0:\phi C(Z)\}`$, can be extended to $`Z`$. For compact spaces this definition is equivalent to the standard one. ###### Proposition 2.2. A compact space $`X`$ is a $`\text{AE}(n)`$-space if and only if for each at most $`n`$-dimensional compactum $`Z`$ and for each closed subspace $`Z_0`$ of $`Z`$, any map $`f:Z_0X`$ has an extension to $`Z`$. It is known \[4, Chapter 6\] that the class of metrizable $`\text{AE}(0)`$-spaces coincides with the class of Polish spaces. Every $`\text{AE}(0)`$-spaces has a countable Suslin number. ###### Definition 2.3. A map $`f:XY`$ between $`\text{AE}(n)`$-spaces is $`n`$-soft if and only if for each at most $`n`$-dimensional realcompact space $`Z`$, for its closed subspace $`Z_0`$, and for any two maps $`g:Z_0X`$ and $`h:ZY`$ such that $`fg=h\|Z_0`$ and $`C(g)(C(X))\{\phi \|Z_0:\phi C(Z)\}`$, there exists a map $`k:ZX`$ such that $`k\|Z_0=g`$ and $`fk=h`$. It is easy to check that $`X`$ is $`\text{AE}(n)`$-space if and only if the constant map $`X\{\mathrm{pt}\}`$ is $`n`$-soft. It is important to note that every $`0`$-soft map between $`\text{AE}(0)`$-spaces is surjective and open (\[4, Lemma 6.1.13 & Proposition 6.1.26\]) and that for surjections between Polish spaces the converse of this fact is also true. We say (see \[4, Section 6.3\]) that a map $`f:XY`$ has a Polish kernel if there exists a Polish space $`P`$ such that $`X`$ is $`C`$-embedded in the product $`Y\times P`$ so that $`f`$ coincides with the restriction $`\pi _Y\|X`$ of the projection $`\pi _Y:Y\times PY`$. Obviously any map between Polish spaces has a Polish kernel. ### 2.2. Set-theoretical preliminaries Let $`A`$ be a partially ordered directed set (i.e. for every two elements $`\alpha ,\beta A`$ there exists an element $`\gamma A`$ such that $`\gamma \alpha `$ and $`\gamma \beta `$). We say that a subset $`A_1A`$ of $`A`$ majorates another subset $`A_2A`$ of $`A`$ if for each element $`\alpha _2A_2`$ there exists an element $`\alpha _1A_1`$ such that $`\alpha _1\alpha _2`$. A subset which majorates $`A`$ is called cofinal in $`A`$. A subset of $`A`$ is said to be a chain if every two elements of it are comparable. The symbol $`supB`$ , where $`BA`$, denotes the lower upper bound of $`B`$ (if such an element exists in $`A`$). Let now $`\tau `$ be an infinite cardinal number. A subset $`B`$ of $`A`$ is said to be $`\tau `$-closed in $`A`$ if for each chain $`CB`$, with $`C\tau `$, we have $`supCB`$, whenever the element $`supC`$ exists in $`A`$. Finally, a directed set $`A`$ is said to be $`\tau `$-complete if for each chain $`B`$ of elements of $`A`$ with $`C\tau `$, there exists an element $`supC`$ in $`A`$. The standard example of a $`\tau `$-complete set can be obtained as follows. For an arbitrary set $`A`$ let $`\mathrm{exp}A`$ denote, as usual, the collection of all subsets of $`A`$. There is a natural partial order on $`\mathrm{exp}A`$: $`A_1A_2`$ if and only if $`A_1A_2`$. With this partial order $`\mathrm{exp}A`$ becomes a directed set. If we consider only those subsets of the set $`A`$ which have cardinality $`\tau `$, then the corresponding subcollection of $`\mathrm{exp}A`$, denoted by $`\mathrm{exp}_\tau A`$, serves as a basic example of a $`\tau `$-complete set. Proofs of the following statements can be found in . ###### Proposition 2.4. Let $`\{A_t:tT\}`$ be a collection of $`\tau `$-closed and cofinal subsets of a $`\tau `$-complete set $`A`$. If $`T\tau `$, then the intersection $`\{A_t:tT\}`$ is also cofinal (in particular, non-empty) and $`\tau `$-closed in $`A`$ . ###### Corollary 2.5. For each subset $`B`$, with $`B\tau `$, of a $`\tau `$-complete set $`A`$ there exists an element $`\gamma A`$ such that $`\gamma \beta `$ for each $`\beta B`$ . ###### Proposition 2.6. Let $`A`$ be a $`\tau `$-complete set, $`LA^2`$, and suppose the following three conditions are satisfied: For each $`\alpha A`$ there exists $`\beta A`$ such that $`(\alpha ,\beta )L`$. If $`(\alpha ,\beta )L`$ and $`\gamma \beta `$, then $`(\alpha ,\gamma )L`$. Let $`\{\alpha _t:tT\}`$ be a chain in $`A`$ with $`\|T\|\tau `$. If $`(\alpha _t,\beta )L`$ for some $`\beta A`$ and each $`tT`$, then $`(\alpha ,\beta )L`$ where $`\alpha =sup\{\alpha _t:tT\}`$. Then the set of all $`L`$-reflexive elements of $`A`$ (an element $`\alpha A`$ is $`L`$-reflexive if $`(\alpha ,\alpha )L`$) is cofinal and $`\tau `$-closed in $`A`$. ### 2.3. Baire sets and Baire isomorphisms Recall that elements of the $`\sigma `$-algebra generated by functionally open subsets of a space $`X`$ are called Baire sets of $`X`$. A map $`f:XY`$ is a Baire map if inverse images of Baire sets are Baire sets. A bijection $`f:XY`$ is Baire isomorphism if both $`f`$ and $`f^1`$ are Baire maps. The following statement (\[3, Proposition 2.5\]) is used in the proof of Theorem 4.8. ###### Proposition 2.7. Let $`f:XY`$ be a $`0`$-soft map of $`\text{AE}(0)`$-spaces. Then there exists a Baire map $`g:YX`$ such that $`fg=\mathrm{id}_Y`$. If $`f`$ is a continuous homomorphism of Polish groups, then the existence of such a $`g`$ has been observed by Dixmier \[1, Theorem 1.2.4\], \[11, Theorem 12.17\]). ## 3. $`\text{AE}(0)`$-groups and actions of $`\text{AE}(0)`$-groups – spectral representations In this section we present spectral characterizations of $`\text{AE}(0)`$-groups. We also present a spectral description of actions of $`\text{AE}(0)`$-groups on $`\text{AE}(0)`$-spaces. ###### Proposition 3.1. Each topological $`\text{AE}(0)`$-group $`G`$ is topologically and algebraically isomorphic to the limit of a factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$ consisting of Polish groups $`G_\alpha `$, $`\alpha A`$, and $`0`$-soft limit homomorphisms $`p_\alpha :GG_\alpha `$, $`\alpha A`$. In particular, all short projections $`p_\alpha ^\beta :G_\beta G_\alpha `$, $`\alpha \beta `$, $`\alpha ,\beta A`$, are $`0`$-soft homomorphisms. ###### Proof. By \[4, Theorem 6.3.2 or Proposition 6.3.5\], the space $`G`$ can be represented as the limit space of a factorizing $`\omega `$-spectrum $`𝒮=\{G_\alpha ,p_\alpha ^\beta ,\stackrel{~}{A}\}`$ consisting of Polish spaces (i.e. $`\text{AE}(0)`$-spaces of countable weight) and $`0`$-soft limit projections. Let us show that this spectrum contains $`\omega `$-closed and cofinal subspectrum consisting of topological groups and limit projections that are (continuous) homomorphisms. Let $`\mu :G\times GG`$ and $`\nu :GG`$ be continuous operations of multiplication and inversion given on $`G`$ as on a topological group. We apply \[4, Theorem 1.3.6\] to both $`\mu `$ and $`\nu `$. First consider the multiplication. Clearly, $`G\times G`$ is the limit space of the spectrum $$𝒮\times 𝒮=\{G_\alpha \times G_\alpha ,p_\alpha ^\beta \times p_\alpha ^\beta ,\stackrel{~}{A}\}.$$ All projections of the spectrum $`𝒮\times 𝒮`$ are $`0`$-soft, and hence, by \[4, Proposition 6.1.26\], open. The Suslin number of the product $`G\times G`$ is obviously countable (see \[4, proposition 6.1.8\]). Consequently, by \[4, Proposition 1.3.3\], the spectrum $`𝒮\times 𝒮`$ is factorizing. Next we apply \[4, Theorem 1.3.6\] to the spectra $`𝒮\times 𝒮`$, $`𝒮`$ and to the map $`\mu `$ between their limit spaces. Then we get a $`\omega `$-closed and cofinal subset $`A_\mu `$ of $`\stackrel{~}{A}`$ such that for each $`\alpha A_\mu `$ there exists a continuous map $`\mu _\alpha :G_\alpha \times G_\alpha G_\alpha `$ such that the diagram $$\begin{array}{ccc}G\times G& \stackrel{\mu }{}& G\\ p_\alpha \times p_\alpha & & p_\alpha & & \\ G_\alpha \times G_\alpha & \stackrel{\mu _\alpha }{}& G_\alpha \end{array}$$ commutes. In other words, $`p_\alpha \mu =\mu _\alpha (p_\alpha \times p_\alpha )`$ for each $`\alpha A_\mu `$. Next consider a continuous inversion $`\nu :GG`$. By \[4, Theorem 1.3.6\], applied to $`\nu `$ and the spectrum $`𝒮`$, there exists a $`\omega `$-closed and cofinal subset $`A_\nu `$ of $`\stackrel{~}{A}`$ such that for each $`\alpha A_\nu `$ there exists a continuous map $`\nu _\alpha :G_\alpha G_\alpha `$ such that the diagram $$\begin{array}{ccc}G& \stackrel{\nu }{}& G\\ p_\alpha & & p_\alpha & & \\ G_\alpha & \stackrel{\nu _\alpha }{}& G_\alpha \end{array}$$ commutes. In other words, $`p_\alpha \nu =\nu _\alpha p_\alpha `$ for each $`\alpha A_\nu `$. By Proposition 2.4, the intersection $`A=A_\mu A_\nu `$ is still $`\omega `$-closed and cofinal in $`\stackrel{~}{A}`$. This guarantees that $`G`$ is topologically and algebraically isomorphic to the limit of the factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$. Also for each $`\alpha A`$ we have two maps $$\mu _\alpha :G_\alpha \times G_\alpha G_\alpha \text{and}\nu _\alpha :G_\alpha G_\alpha $$ which allow us to define * a continuous multiplication operation on $`G_\alpha `$ by letting $$x_\alpha y_\alpha =\mu _\alpha (x_\alpha ,y_\alpha )\text{for each}(x_\alpha ,y_\alpha )G_\alpha \times G_\alpha ;$$ * a continuous inversion on $`G_\alpha `$ by letting $$x_\alpha ^1=\nu _\alpha (x_\alpha )\text{for each}x_\alpha G_\alpha .$$ It is easy to see that $`G_\alpha ,\alpha A`$, becomes a topological group with respect to these operations. Moreover, for each $`\alpha A`$ the limit projection $`p_\alpha :GG_\alpha `$ becomes a homomorphism with respect to the above defined operations. ∎ ###### Corollary 3.2. Let $`G`$ be a $`\text{AE}(0)`$-group such that $`dimGn`$. Then $`G`$ is topologically and algebraically isomorphic to the limit of a factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$ consisting of at most $`n`$-dimensional Polish groups $`G_\alpha `$, $`\alpha A`$, and $`0`$-soft limit homomorphisms $`p_\alpha :GG_\alpha `$, $`\alpha A`$. ###### Proof. By Proposition 3.1, $`G=lim𝒮_1`$, where $`𝒮_1=\{G_\alpha ,p_\alpha ^\beta ,A_1\}`$ is a factorizing $`\omega `$-spectrum consisting of Polish groups and $`0`$-soft limit homomorphisms. By \[4, Theorem 1.3.10\], $`G=lim𝒮_2`$, where $`𝒮_2=\{G_\alpha ,p_\alpha ^\beta ,A_2\}`$ is a factorizing $`\omega `$-spectrum consisting of at most $`n`$-dimensional Polish spaces. It follows directly from the proofs of Proposition 3.1 and \[4, Theorem 1.3.10\], that both indexing sets $`A_1`$ and $`A_2`$ can be assumed to be closed and $`\omega `$-complete subsets of a $`\omega `$-complete set $`B`$. By Proposition 2.4, $`A=A_1A_2`$ is still cofinal and $`\omega `$-closed subset of $`B`$. Consequesntly, the factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$ consists of at most $`n`$-dimensional Polish groups and $`0`$-soft limit homomorphisms. It only remains to note that $`G=lim𝒮_G`$. ∎ ###### Corollary 3.3. Let $`\tau \omega `$. Every $`\text{AE}(0)`$-group of weight $`\tau \omega `$ is topologically and algebraically isomorphic to a closed and C-embedded subgroup of the product $`{\displaystyle \{G_t:tT\}}`$, where $`G_t`$, $`tT`$, is a Polish group and $`\|T\|=\tau `$. ###### Proof. Let $`G`$ be an $`\text{AE}(0)`$-group of weight $`\tau `$. If $`\tau =\omega `$, then $`G`$ is Polish (see \[4, Chapter 6\] and consequently there is nothing to prove. If $`\tau >\omega `$, then by Proposition 3.1, $`G`$ is topologically and algebraically isomorphic to the limit of a factorizing $`\omega `$-spectrum $`𝒮_G=\{G_t,p_t^t^{},T\}`$ with $`\|T\|=\tau `$. Clearly $`lim𝒮_G`$ is isomorphic to a closed subgroup of the product $`{\displaystyle \{G_t,tA\}}`$. Since the spectrum $`𝒮_G`$ is factorizing, it follows that $`lim𝒮_G`$ is C-embedded in $`{\displaystyle \{G_t,tT\}}`$. ∎ ###### Theorem 3.4. Let $`G`$ be a topological group of weight $`\tau >\omega `$. Then the following conditions are equivalent: * $`G`$ is a $`\text{AE}(0)`$-group. * There exists a well-ordered inverse spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^{\alpha +1},\tau \}`$ satisfying the following properties: 1. $`G_\alpha `$ is a $`\text{AE}(0)`$-group and $`p_\alpha ^{\alpha +1}:G_{\alpha +1}G_\alpha `$ is a $`0`$-soft homomorphism with Polish kernel, $`\alpha <\tau `$. 2. If $`\beta <\tau `$ is a limit ordinal, then the diagonal product $$\mathrm{}\{p_\alpha ^\beta :\alpha <\beta \}:G_\beta lim\{G_\alpha ,p_\alpha ^{\alpha +1},\alpha <\beta \}$$ is a topological and algebraic isomorphism. 3. $`G`$ is topologically and algebraically isomorphic to $`lim𝒮_G`$. 4. $`G_0`$ is a Polish group. ###### Proof. (a) $``$ (b). By Corollary 3.3, we may assume that $`G`$ is a closed and C-embedded subgroup of the product $`{\displaystyle \{X_a:aA\}}`$, $`\|A\|=\tau `$, of Polish groups $`X_a`$, $`aA`$. There exists a proper, functionally closed and $`0`$-invertible map $`f:Y\{X_a:aA\}`$, where $`Y`$ is a spectrally complete (see \[4, p.247\]) realcompact space of weight $`\tau `$ and dimension $`dimY=0`$ (see \[4, Proposition 6.2.13\] for details). Consider the inverse image $`f^1(G)Y`$ of $`G`$ and the map $`f\|f^1:f^1(G)G`$. Since $`G`$ is C-embedded in the product $`{\displaystyle \{X_a:aA\}}`$, since $`dimY=0`$ and since $`G`$, according to (a), is an $`AE(0)`$-space, there exists a map $`g:YG`$ such that $`g\|f^1(G)=f\|f^1(G)`$. Next let us denote by $$\pi _B:\{X_a:aA\}\{X_a:aB\}$$ and $$\pi _C^B:\{X_a:aB\}\{X_a:aC\}$$ the natural projections onto the corresponding subproducts ($`CBA`$). We call a subset $`BA`$ admissible (compare with the proof of \[4, Theorem 6.3.1\]) if the following equality $$\pi _B(g(f^1(x)))=\pi _B(x)$$ is true for each point $`x\pi _B^1\left(\pi _B(G)\right)`$. We need the following properties of admissible sets. Claim 1. The union of arbitrary collection of admissible sets is admissible. Indeed let $`\{B_t:tT\}`$ be a collection of admissible sets and $`B=\{B_t:tT\}`$. Let $`x\pi _B^1\left(\pi _B(G)\right)`$. Clearly $`x\pi _{B_t}^1\left(\pi _{B_t}(G)\right)`$ for each $`tT`$ and consequently $$\pi _{B_t}(g(f^1(x)))=\pi _{B_t}(x)\text{for each}tT.$$ Obviously, $`\pi _B(x)\pi _B(g(f^1(x)))`$ and it therefore suffices to show that the set $`\pi _B(g(f^1(x)))`$ contains only one point. Assuming that there is a point $`y\pi _B(g(f^1(x)))`$ such that $`y\pi _B(x)`$ we conclude (having in mind that $`B=\{B_t:tT\}`$) that there must be an index $`tT`$ such that $`\pi _{B_t}^B(y)\pi _{B_t}^B\left(\pi _B(x)\right)`$. But this is impossible $$\pi _{B_t}^B(y)\pi _{B_t}^B\left(\pi _B(g(f^1(x)))\right)=\pi _{B_t}(g(f^1(x)))=\pi _{B_t}(x)=\pi _{B_t}^B\left(\pi _B(x)\right).$$ Claim 2. If $`BA`$ is admissible, then the restriction $`\pi _B\|G:G\pi _B(G)`$ is $`0`$-soft. Let $`\phi :Z\pi _B(G)`$ and $`\phi _0:Z_0G`$ be two maps defined on a realcompact space $`Z`$, with $`dimZ=0`$, and its closed subset $`Z_0`$ respectively. Assume that $`\pi _B\phi _0=\phi \|Z_0`$ and $`C(\phi _0)(C(G))C(Z)\|Z_0`$. We wish to construct a map $`\varphi :ZG`$ such that $`\varphi \|Z_0=\phi _0`$ and $`\pi _B\varphi =\phi `$, i.e. $`\varphi `$ makes the diagram commutative. Since, according to our choice, all $`X_a`$’s are $`\text{AE}(0)`$-spaces (recall that each $`X_a`$ is a Polish space), so is the product $`\{X_a:aAB\}`$. This implies the $`0`$-softness of the projection $`\pi _B`$ and hence of its restriction $$\pi _B\|\pi _B^1\left(\pi _B(G)\right):\pi _B^1\left(\pi _B(G)\right)\pi _B(G).$$ Then there exists a map $`\varphi ^{\prime \prime }:Z\pi _B^1\left(\pi _B(G)\right)`$ such that $`\varphi ^{\prime \prime }\|Z_0=\phi _0`$ and $`\pi _B\varphi ^{\prime \prime }=\phi `$. Since $`f`$ is $`0`$-invertible (and $`dimZ=0`$), there exists a map $`\varphi ^{}:ZY`$ such that $`f\varphi ^{}=\varphi ^{\prime \prime }`$. Now let $`\varphi =g\varphi ^{}`$. Since $`g\|f^1(G)=f\|f^1(G)`$, we have $`\phi _0=\varphi \|Z_0`$. Finally observe that the admissibility of $`B`$ implies $`\phi =\pi _B\varphi `$ as required. Claim 3. For each countable subset $`CA`$ there exists a countable admissible subset $`BA`$ such that $`CB`$. Since $`w(Y)=\tau `$ and $`dimY=0`$, it follows (consult \[4, Theorem 1.3.10\]) that $`Y`$ can be represented as the limit space of a factorizing $`\omega `$-spectrum $`𝒮_Y=\{Y_B,q_C^B,\mathrm{exp}_\omega A\}`$ consisting of zero-dimensional Polish spaces $`Y_B`$, $`B\mathrm{exp}_\omega A`$, and continuous surjections $`q_C^B:Y_BY_C`$, $`CB`$, $`C,B\mathrm{exp}_\omega A`$. Consider also the standard factorizing $`\omega `$-spectrum $`𝒮_X=\{{\displaystyle \{X_a:aB\}},\pi _C^B,\mathrm{exp}_\omega A\}`$ consisting of countable subproducts of the product $`{\displaystyle \{X_a:aA\}}`$ and corresponding natural projections. Obviously the full product coincides with the limit of $`𝒮_X`$. One more factorizing $`\omega `$-spectrum arises naturally. This is the spectrum $`𝒮_G=\{\pi _B(G),\pi _C^B\|\pi _B(G),\mathrm{exp}_\omega A\}`$ the limit of which coincides with $`G`$. Consider the map $`f:lim𝒮_Ylim𝒮_X`$. By \[4, Theorem 1.3.4\], there is a cofinal and $`\omega `$-closed subset $`𝒯_f`$ of $`\mathrm{exp}_\omega A`$ such that for each $`B𝒯_f`$ there is a map $`f_B:Y_B\{X_a:aB\}`$ such that $`f_Bq_B=\pi _Bf`$. Moreover, these maps form a morphism $$\{f_B;B𝒯_f\}:𝒮_Y𝒮_X$$ limit of which coincides with $`f`$. Since $`f`$ is proper and functionally closed, we may assume (see \[4, Proposition 6.2.9\]) without loss of generality (considering a smaller cofinal and $`\omega `$-subset of $`𝒯_f`$ if necessary) that the above indicated morphism is bicommutative. This simply means that $`q_Bf^1(K)=f_B^1\left(\pi _B(K)\right)`$ for any $`B𝒯_f`$ and any closed subset $`K`$ of the product $`{\displaystyle \{X_a:aA\}}`$. Similarly, applying \[4, Theorem 1.3.4\] to the map $`g:lim𝒮_Ylim𝒮_G`$, we obtain a cofinal and $`\omega `$-closed subset $`𝒯_g`$ of $`\mathrm{exp}_\omega A`$ and the associated to it morphism $$\{g_B:Y_B\pi _B(G);B𝒯_g\}:𝒮_Y𝒮_G$$ limit of which coincides with the map $`g`$. By Proposition 2.4, the intersection $`𝒯=𝒯_f𝒯_g`$ is still a cofinal and $`\omega `$-closed subset of $`\mathrm{exp}_\omega A`$. It therefore suffices to show that each $`B𝒯`$ is an admissible subset of $`A`$. Consider a point $`x\pi _B^1\left(\pi _B(G)\right)`$. First observe that the bicommutativity of the morphism associated with $`𝒯_f`$ implies that $`q_B(f^1(x))=f_B^1(\pi _B(x))`$. Since the maps $`f_B`$ and $`g_B`$ coincide on $`f_B^1(\pi _B(G))`$ we have $$\begin{array}{c}\pi _B(g(f^1(x)))=g_B(q_B(f^1(x)))=g_B(f_B^1(\pi _B(x)))=\hfill \\ \hfill f_B(f_B^1(\pi _B(x)))=\pi _B(x)\end{array}$$ as required. Claim 4. If $`C`$ and $`B`$ are admissible subsets of $`A`$ and $`CB`$, then the map $`\pi _C^B\|\pi _B(G):\pi _B(G)\pi _C(G)`$ is $`0`$-soft. This property follows from Claim 2 and \[4, Lemma 6.1.15\]. After having all the needed properties of admissible subsets established we proceed as follows. Since $`\|A\|=\tau `$ we can write $`A=\{a_\alpha :\alpha <\tau \}`$. By Claim 3, each $`a_\alpha A`$ is contained in a countable admissible subset $`B_\alpha A`$. Let $`A_\alpha =\{B_\beta :\beta \alpha \}`$. We use these sets to define a transfinite inverse spectrum $`𝒮=\{G_\alpha ,p_\alpha ^{\alpha +1},\tau \}`$ as follows. Let $`G_\alpha =\pi _{A_\alpha }(G)`$ and $`p_\alpha ^{\alpha +1}=\pi _{A_\alpha }^{A_{\alpha +1}}\|G_{\alpha +1}`$ for each $`\alpha <\tau `$. All the required properties of the spectrum $`𝒮_G`$ are satisfied by construction. The implication (b) $``$ (a) immediately follows from \[4, Proposition 6.3.4\] ###### Remark 3.5. Actually $`0`$-soft homomorphism $`p_\alpha ^{\alpha +1}:G_{\alpha +1}G_\alpha `$, $`\alpha <\tau `$, in Theorem 3.4(b)1 has Polish kernel in a somewhat stonger sense than the original definition presented in Subsection 2.1. Namely a Polish space $`P`$ (from the definition), such that $`G_{\alpha +1}`$ admist a $`C`$-embedding into the product $`G_\alpha \times P`$ in such a way that $`p_\alpha ^{\alpha +1}`$ coincides with the restriction of the projection $`\pi _{G_\alpha }:G_\alpha \times PG_\alpha `$, can be chosen to be a Polish group and the embedding of $`G_{\alpha +1}G_\alpha \times P`$ can be assumed to be a homomorphism. Of course this implies that $`\mathrm{ker}p_\alpha ^{\alpha +1}`$, as a closed subgroup of $`P`$, is itself a Polish group. It would be interesting to see whether the converse of this observation is also true, i.e. is it true that if the kernel $`\mathrm{ker}p`$ of a $`0`$-soft homomorphism $`p:GL`$ of $`\text{AE}(0)`$-groups is Polish, then $`p`$ has a Polish kernel in the sense of Subsection 2.1. Next we characterize $`0`$-soft homomorphisms of $`\text{AE}(0)`$-groups with Polish kernels. ###### Proposition 3.6. A $`0`$-soft homomorphism $`f:GL`$ between $`\text{AE}(0)`$-groups has a Polish kernel if and only if there exist factorizing $`\omega `$-spectra $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$, $`𝒮_L=\{L_\alpha ,q_\alpha ^\beta ,A\}`$, consisting of Polish groups and $`0`$-soft limit homomorphisms, and a morphism $`\{f_\alpha \}:𝒮_G𝒮_L`$, consisting of $`0`$-soft homomorphisms, such that the following conditions are satisfied: 1. $`G=lim𝒮_G`$, $`L=lim𝒮_L`$ and $`f=lim\{f_\alpha \}`$. 2. All limit projections of the spectra $`𝒮_G`$ and $`𝒮_L`$ are $`0`$-soft. 3. All limit square diagrams, generated by limit projections of spectra $`𝒮_G`$ and $`𝒮_L`$, by elements of the morphism $`\{f_\alpha \}`$ and by the map $`f`$, are the Cartesian squares. ###### Proof. By Proposition 3.1, we may assume, without loss of generality, that both $`G`$ and $`L`$ are topologically and algebraically isomorphic to the limits of factorizing $`\omega `$-spectra $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$ and $`𝒮_L=\{L_\alpha ,q_\alpha ^\beta ,A\}`$, consisting of Polish groups and $`0`$-soft limit homomorphisms. By \[4, Theorem 1.3.6\], we may also assume that the map $`f`$ is the limit of a morphism $`\{f_\alpha :G_\alpha L_\alpha ;A\}`$, consisting of continuous maps $`f_\alpha :G_\alpha L_\alpha `$. Since $`f`$ itself and all the limit projections $`p_\alpha :GG_\alpha `$ and $`q_\alpha :LL_\alpha `$ are homomorphisms between respective groups, it follows easily that $`f_\alpha :G_\alpha L_\alpha `$ is also a homomorphism, $`\alpha A`$. Finally since $`f`$ is $`0`$-soft and has a Polish kernel, it follows, by \[4, Theorem 6.3.1(vi)\], that all limit square diagrams $$\begin{array}{ccc}G& \stackrel{f}{}& L\\ p_\alpha & & q_\alpha & & \\ G_\alpha & \stackrel{f_\alpha }{}& L_\alpha ,\end{array}$$ generated by limit projections of spectra $`𝒮_G`$ and $`𝒮_L`$, by elements of the morphism $`\{f_\alpha \}`$ and by the map $`f`$, are the Cartesian squares. ∎ Below, in Subsection 4.1, we consider actions of $`\text{AE}(0)`$-groups on $`\text{AE}(0)`$-spaces. Main tool here is the following statement (see \[4, Theorem 8.7.1\]). ###### Proposition 3.7. Let $`\lambda :G\times XX`$ be a continuous action of an $`\text{AE}(0)`$-group $`G`$ on an $`\text{AE}(0)`$-space $`X`$. Suppose that $`X`$ is homeomorphic to the limit space of a factorizing $`\omega `$-spectrum $`𝒮_X=\{X_\alpha ,p_\alpha ^\beta ,A\}`$ consisting of Polish spaces and $`0`$-soft limit projections. Suppose also that $`G`$ is topologically and algebraically isomorphic to the limit of the factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,s_\alpha ^\beta ,A\}`$ consisting of Polish groups and $`0`$-soft limit homomorphisms. Then $`\lambda `$ is the limit of “level actions”, i.e. $`\lambda =lim\lambda _\alpha `$, where $$\{\lambda _\alpha :G_\alpha \times X_\alpha X_\alpha ,B\}:𝒮_G\|B\times 𝒮_X\|B𝒮_X\|B$$ is a morphism between the spectra $`𝒮_G\|B\times 𝒮_X\|B`$ and $`𝒮_X\|B`$ and $`B`$ is a cofinal and $`\omega `$-closed subset of the indexing set $`A`$. ## 4. Applications ### 4.1. Universal $`\text{AE}(0)`$-groups and universal actions of $`\text{AE}(0)`$-groups In this Subsection we prove the existence of universal $`\text{AE}(0)`$-groups of a given weight as well as the existence of a universal action of a $`\text{AE}(0)`$-group of a given weight on a compact $`\text{AE}(0)`$-space of the same weight. ###### Proposition 4.1. Let $`\tau \omega `$. The class of $`\text{AE}(0)`$-groups of weight $`\tau `$ contains a universal element. More formally, every $`\text{AE}(0)`$-group is topologically and algebraically isomorphic to a closed and C-embedded subgroup of the power $`\left(\mathrm{Aut}()\right)^\tau `$, where $`\mathrm{Aut}()`$ denotes the group of autohomeomorphisms of the Hilbert cube $``$. ###### Proof. Let $`G`$ be a $`\text{AE}(0)`$-group of weight $`\tau `$. By Corollary 3.3, $`G`$ is topologically and algebraically isomorphic to a closed and $`C`$-embedded subgroup of the product $`{\displaystyle \{G_t:tT\}}`$, where $`G_t`$ is a Polish group for each $`tT`$ and $`\|T\|=\tau `$. By Uspenskii’s theorem , $`G_t`$ can be identified with a closed subgroup of $`\mathrm{Aut}()`$. Obviously $`{\displaystyle \{G_t:tT\}}`$, and consequently $`G`$, is a closed and $`C`$-embedded subgroup of $`\left(\mathrm{Aut}()\right)^\tau `$. ∎ Let $`\tau >\omega `$. Clearly the $`\text{AE}(0)`$-group $`\left(\mathrm{Aut}()\right)^\tau `$ (i.e. the $`\tau `$-th power of the group $`\mathrm{Aut}()`$) continuously acts on the Tychonov cube $`^\tau `$ via the natural action (“coordinatewise evaluation”) $$\mathrm{ev}_\tau :\left(\mathrm{Aut}()\right)^\tau \times ^\tau ^\tau ,$$ which is defined by letting $$\begin{array}{c}\mathrm{ev}_\tau (\{g_\alpha :\alpha <\tau \},\{q_\alpha :\alpha <\tau \})=\{g_\alpha (q_\alpha ):\alpha <\tau \}\text{for each}\hfill \\ \hfill (\{g_\alpha :\alpha <\tau \},\{q_\alpha :\alpha <\tau \})\left(\mathrm{Aut}()\right)^\tau \times ^\tau .\end{array}$$ ###### Theorem 4.2. Let $`\tau >\omega `$. The action $`\mathrm{ev}_\tau :\left(\mathrm{Aut}()\right)^\tau \times ^\tau ^\tau `$ is universal in the category of actions of $`\text{AE}(0)`$-groups of weight $`\tau `$ on compact $`\text{AE}(0)`$-spaces of weight $`\tau `$. More formally, let $`\lambda :G\times XX`$ be a continuous action of a $`\text{AE}(0)`$-group $`G`$ of weight $`\tau `$ on a compact $`\text{AE}(0)`$-space $`X`$ of weight $`\tau `$. Then there exists a topological and algebraic embedding $`i_G:G\left(\mathrm{Aut}()\right)^\tau `$ with a closed image and an embedding $`i_X:X^\tau `$ such that the following diagram $$\begin{array}{ccc}\left(\mathrm{Aut}()\right)^\tau \times ^\tau & \stackrel{\mathrm{ev}_\tau }{}& ^\tau \\ i_G\times i_X& & i_X& & \\ G\times X& \stackrel{\lambda }{}& X\end{array}$$ commutes. ###### Proof. By Proposition 3.1, $`G`$ can be represented as the limit of a factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,s_\alpha ^\beta ,A\}`$ consisting of Polish groups and $`0`$-soft limit homomorphisms. Similarly, by \[4, Proposition 6.3.5\], $`X`$ can be represented as the limit space of a factorizing $`\omega `$-spectrum $`𝒮_X=\{X_\alpha ,p_\alpha ^\beta ,A\}`$ consisting of metrizable compacta and $`0`$-soft limit projections. Without loss of generality we may assume that these spectra $`𝒮_G`$ and $`𝒮_X`$ have the same indexing set $`A`$ and $`\|A\|=\tau `$. By Proposition 3.7, the given action $`\lambda :G\times XX`$ is the limit of level actions, i.e. $`\lambda =lim\lambda _\alpha `$, where $$\{\lambda _\alpha :G_\alpha \times X_\alpha X_\alpha ,B\}:𝒮_G\|B\times 𝒮_X\|B𝒮_X\|B$$ is a morphism between the spectra $`𝒮_G\|B\times 𝒮_X\|B`$ and $`𝒮_X\|B`$ and $`B`$ is a cofinal and $`\omega `$-closed subset of the indexing set $`A`$. We may also assume that $`\|B\|=\tau `$. Since $`G=lim𝒮_G\|B`$ it follows that the diagonal product $$s=\mathrm{}\{s_\alpha :GG_\alpha ,\alpha B\}:G\{G_\alpha :\alpha B\}$$ is a topological and algebraic isomorphism with a closed image. Similarly the diagonal product $$p=\mathrm{}\{p_\alpha :XX_\alpha ,\alpha B\}:X\{X_\alpha :\alpha B\}$$ is an embedding. Consider also the product action $$\stackrel{~}{\lambda }:\{G_\alpha :\alpha B\}\times \{X_\alpha :\alpha B\}\{X_\alpha :\alpha B\}$$ defined by letting $$\begin{array}{c}\stackrel{~}{\lambda }(\{g_\alpha :\alpha B\},\{x_\alpha :\alpha B\})=\{\lambda _\alpha (g_\alpha ,x_\alpha ):\alpha B\}\text{for each}\hfill \\ \hfill (\{g_\alpha :\alpha B\},\{x_\alpha :\alpha B\})\{G_\alpha :\alpha B\}\times \{X_\alpha :\alpha B\}.\end{array}$$ Note that $`\stackrel{~}{\lambda }(s\times p)=p\lambda `$, i.e. the following diagram $$\begin{array}{ccc}\{G_\alpha :\alpha B\}\times \{X_\alpha :\alpha B\}& \stackrel{\stackrel{~}{\lambda }}{}& \{X_\alpha :\alpha B\}\\ s\times p& & p& & \\ G\times X& \stackrel{\lambda }{}& X\end{array}$$ is commutative. Since for each $`\alpha B`$ the group $`G_\alpha `$ is Polish, it follows by (see also \[1, Theorem 2.6.7\]) that there exist a topological and algebraic embedding $`j_\alpha :G_\alpha \mathrm{Aut}(_\alpha )`$ with a closed image and an embedding $`i_\alpha :X_\alpha _\alpha `$ (here $`_\alpha `$ denotes a copy of the Hilbert cube $``$) such that $`\mathrm{ev}_\alpha (j_\alpha \times i_\alpha )=i_\alpha \lambda _\alpha `$. This simply means that the diagram $$\begin{array}{ccc}\mathrm{Aut}(_\alpha )\times _\alpha & \stackrel{\mathrm{ev}_\alpha }{}& _\alpha \\ j_\alpha \times i_\alpha & & i_\alpha & & \\ G_\alpha \times X_\alpha & \stackrel{\lambda _\alpha }{}& X_\alpha \end{array}$$ commutes for each $`\alpha B`$. Here $`\mathrm{ev}_\alpha :\mathrm{Aut}(_\alpha )\times _\alpha _\alpha `$ is the evaluation action, i.e. $`\mathrm{ev}_\alpha (g_\alpha ,x_\alpha )=g_\alpha (x_\alpha )`$ for each $`(g_\alpha ,x_\alpha )\mathrm{Aut}(_\alpha )\times _\alpha `$. Let $$j=\times \{j_\alpha :\alpha B\}:\{G_\alpha :\alpha B\}\{\mathrm{Aut}(_\alpha ):\alpha B\}$$ and $$i=\times \{i_\alpha :\alpha B\}:\{X_\alpha :\alpha B\}\{_\alpha :\alpha B\}.$$ Finally consider the commutative diagram $$\begin{array}{ccc}\{\mathrm{Aut}(_\alpha ):\alpha B\}\times \{_\alpha :\alpha B\}& \stackrel{\times \{\mathrm{ev}_\alpha :\alpha B\}}{}& \{_\alpha :\alpha B\}\\ j\times i& & i& & \\ \{G_\alpha :\alpha B\}\times \{X_\alpha :\alpha B\}& \stackrel{\stackrel{~}{\lambda }}{}& \{X_\alpha :\alpha B\}\\ s\times p& & p& & \\ G\times X& \stackrel{\lambda }{}& X\end{array}$$ and note that since $`\|B\|=\tau `$ the upper horizontal arrow is actually the action $`\mathrm{ev}_\tau :\left(\mathrm{Aut}()\right)^\tau \times ^\tau ^\tau `$. Clearly it suffices to let $`i_G=(j\times i)(s\times p)`$ and $`i_X=ip`$. This completes the proof. ∎ It would be very interesting to prove that for a $`\text{AE}(0)`$-group $`G`$ of weight $`\tau >\omega `$ the category of $`AE(0)`$-spaces (of weight $`\tau `$) admitting actions of the group $`G`$ and their $`G`$-maps contains a universal object. For $`\tau =\omega `$ this fact has recently been proved in . ### 4.2. Closed subgroups of powers of the symmetric group $`S_{\mathrm{}}`$ The following result gives an embeddability criterion into the symmetric group $`S_{\mathrm{}}`$ \- the group of all bijections of $``$ under the relative topology inherited from $`^{}`$. It is important to note that there exist zero-dimensional Polish groups which can not be embedded into $`S_{\mathrm{}}`$ as closed subgroups. ###### Theorem 4.3 (). Let $`G`$ be a Polish group. Then the following conditions are equivalent: * $`G`$ is isomorphic to a closed subgroup of $`S_{\mathrm{}}`$; * $`G`$ admits a (countable) neighborhood basis at the identity consisting of open subgroups; * $`G`$ admits a (countable) basis closed under left multiplication (or a countable basis closed under right multiplication); * $`G`$ admits a compatible left-invariant ultrametric. Next we characterize those topological $`AE(0)`$-groups which are isomorphic to closed subgroups of infinite powers $`S_{\mathrm{}}^\tau `$, $`\tau \omega `$, of $`S_{\mathrm{}}`$. ###### Theorem 4.4. Let $`\tau 1`$ be a cardinal number. The following conditions are equivalent for any topological $`AE(0)`$-group $`G`$ of weight $`\tau \omega `$: * $`G`$ is isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$; * $`G`$ admits a neighborhood basis at the identity consisting of open subgroups. ###### Proof. If $`\tau =1`$ our statement coincides with Theorem 4.3. Next consider the case $`1<\tau \omega `$. It is easy to see that the group $`S_\omega ^\tau `$ admits a countable neighborhood basis at the identity consisting of open subgroups. Obviously every closed subgroup of $`S_\tau ^\omega `$ has the same property (and, consequently, by Theorem 4.3, can be embedded into $`S_{\mathrm{}}`$). Conversely if a Polish group $`G`$ admits a countable neighborhood basis at the identity consisting of open subgroups, then, by Theorem 4.3, $`G`$ is isomorphic to a closed subgroup of $`S_{\mathrm{}}`$. It only remains to note that $`G_{\mathrm{}}`$ is isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$ for any $`\tau `$. Next we assume that $`\tau >\omega `$. By \[4, Lemma 8.2.1\], $`G`$ is isomorphic to the limit space of a factorizing $`\omega `$-spectrum $`𝒮_G=\{G_\alpha ,p_\alpha ^\beta ,A\}`$ all spaces $`G_\alpha `$, $`\alpha A`$, of which are Polish groups and all limit projections $`p_\alpha :GG_\alpha `$, $`\alpha A`$, of which are $`0`$-soft homomorphisms. Now consider the following relation $`LA^2`$: $$\begin{array}{c}L=\{(\alpha ,\beta )A^2:\alpha \beta \text{and there exists a countable neighborhood basis}\hfill \\ \hfill 𝒱_\alpha \text{at the identity}e_\alpha \text{of}G_\alpha \text{containing intersections of its finite subcoll-}\\ \hfill \text{ections and such that for each}V𝒱_\alpha \text{there is an open subgroup}U_V^{\beta ,\alpha }\\ \hfill \text{of}G_\beta \text{with}U_V^{\beta ,\alpha }\left(p_\alpha ^\beta \right)^1(V)\}\end{array}$$ Let us verify conditions of Proposition 2.6. Existence. For each $`\alpha A`$ we need to find $`\beta A`$ such that $`(\alpha ,\beta )L`$. Let $`𝒱_\alpha `$ be a countable neighborhood basis at $`e_\alpha G_\alpha `$ which contains intersections of its finite subcollections. For each $`V𝒱_\alpha `$ the set $`p_\alpha ^1\left(V\right)`$ is a neighborhood of the identity $`eG`$. By (ii), there exists an open subgroup $`U_V`$ of $`G`$ such that $`U_Vp_\alpha ^1\left(V\right)`$. Since every open subgroup in $`G`$ is closed, it follows that $`U_V`$, as an open and closed subset of $`G`$, is a functionally open in $`G`$. Recall that the spectrum $`𝒮_G`$ is factorizing and consequently there exist an index $`\beta _VA`$ and an open subset $`U_V^{\beta _V}G_{\beta _V}`$ such that $`\beta _V\alpha `$ and $`U_V=p_{\beta _V}^1\left(U_V^{\beta _V}\right)`$. By Corollary 2.5, there exists an index $`\beta A`$ such that $`\beta \beta _V`$ for each $`V𝒱_\alpha `$. Let $`U_V^{\beta ,\alpha }=\left(p_{\beta _V}^\beta \right)^1\left(U_V^{\beta _V}\right)`$, $`V𝒱_\alpha `$. Note that $$\begin{array}{c}U_V^{\beta ,\alpha }=\left(p_{\beta _V}^\beta \right)^1\left(U_V^{\beta _V}\right)=p_\beta \left(p_{\beta _V}\left(U_V^{\beta _V}\right)\right)=p_\beta (U_V)p_\beta \left(p_\alpha ^1(V)\right)=\hfill \\ \hfill \left(p_\alpha ^\beta \right)^1(V)\text{for each}V𝒱_\alpha .\end{array}$$ Since the limit projection $`p_\beta :GG_\beta `$ is a homomorphism it follows that $`U_V^{\beta ,\alpha }=p_\beta (U_V)`$ is a subgroup of $`G_\beta `$. Finally since $`U_V^{\beta _V}`$ is open in $`G_{\beta _V}`$, we conclude that $`U_V^{\beta ,\alpha }=\left(p_{\beta _V}^\beta \right)^1\left(U_V^{\beta _n}\right)`$ is open in $`G_\beta `$. This shows that $`(\alpha ,\beta )L`$. Majorantness. If $`(\alpha ,\beta )L`$ and $`\gamma \beta `$, then $`(\alpha ,\gamma )L`$. Since $`(\alpha ,\beta )L`$ it follows that for each $`V𝒱_\alpha `$ there exists an open subgroup $`U_V^{\beta ,\alpha }`$ of $`G_\beta `$ such that $`U_V^{\beta ,\alpha }\left(p_\alpha ^\beta \right)^1(V)`$ where $`𝒱_\alpha `$ is a countable neighborhood basis at the identity $`e_\alpha G_\alpha `$ containing intersections of its finite subcollections. Let $`U_V^{\gamma ,\alpha }=\left(p_\beta ^\gamma \right)^1(U_V^{\beta ,\alpha })`$ for each $`V𝒱_\alpha `$. Since the projection $`p_\beta ^\gamma :G_\gamma G_\beta `$ is a continuous homomorphism, it follows that $`U_V^{\gamma ,\alpha }`$ is an open subgroup of $`G_\gamma `$. Obviously $$U_V^{\gamma ,\alpha }=\left(p_\beta ^\gamma \right)^1(U_V^{\beta ,\alpha })\left(p_\beta ^\gamma \right)^1\left(\left(p_\alpha ^\beta \right)^1(V)\right)=\left(p_\alpha ^\gamma \right)^1(V),V𝒱_\alpha ,$$ which shows that $`(\alpha ,\gamma )L`$ as required. $`\omega `$-closeness. Let $`\{\alpha _i:i\omega \}`$ be a countable chain in $`A`$ and $`(\alpha _i,\beta )L`$ for some $`\beta A`$ and each $`i\omega `$. We need to show that $`(\alpha ,\beta )L`$ where $`\alpha =sup\{\alpha _i:i\omega \}`$. Let $`𝒱_{\alpha _i}`$ be a countable neighborhood basis at $`e_{\alpha _i}G_{\alpha _i}`$ and $`U_V^{\beta ,\alpha _i}`$, $`V𝒱_{\alpha _i}`$, be an open subgroup of $`G_\beta `$ witnessing the fact that $`(\alpha _i,\beta )L`$. Consider the collection $$𝒱_\alpha =\{\left(p_{\alpha _i}^\alpha \right)^1\left(𝒱_{\alpha _i}\right):i\omega \}.$$ Since the spectrum $`𝒮_G`$ is an $`\omega `$-spectrum and since $`\alpha =sup\{\alpha _i:i\omega \}`$ it follows that $`𝒱_\alpha `$ forms a neighborhood basis at $`e_\alpha G_\alpha `$. For each $`\stackrel{~}{V}𝒱_\alpha `$ choose $`V𝒱_{\alpha _i}`$ such that $`\stackrel{~}{V}=\left(p_{\alpha _i}^\alpha \right)^1(V)`$ and let $`U_{\stackrel{~}{V}}^{\beta ,\alpha }=U_V^{\beta ,\alpha _i}`$. Since $`(\alpha _i,\beta )L`$, we have $$U_{\stackrel{~}{V}}^{\beta ,\alpha }=U_V^{\beta ,\alpha _i}\left(p_{\alpha _i}^\beta \right)^1(V)=\left(p_\alpha ^\beta \right)^1\left(\left(p_{\alpha _i}^\alpha \right)^1(V)\right)=\left(p_\alpha ^\beta \right)^1(\stackrel{~}{V}).$$ This proves that $`(\alpha ,\beta )L`$. According to Proposition 2.6 the set $`\stackrel{~}{A}`$ of $`L`$-reflexive elements is cofinal and $`\omega `$-closed in $`A`$. The $`L`$-reflexivity of an element $`\alpha A`$ means precisely that there exists a countable neighborhood basis $`𝒱_\alpha `$ at $`e_\alpha G_\alpha `$ containing intersections of its finite subcollections and such that for each $`V𝒱_\alpha `$ there exists an open subgroup $`U_V^\alpha G_\alpha `$ with $`U_V^\alpha V`$. This obviously means that for each $`\alpha \stackrel{~}{A}`$ the Polish group $`G_\alpha `$ satisfies condition (ii) of Theorem 4.3. Consequently, by Theorem 4.3, $`G_\alpha `$ is topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}`$. Next note that since $`\stackrel{~}{A}`$ is cofinal in $`A`$ the limit space of the spectrum $`𝒮=\{G_\alpha ,p_\alpha ^\beta ,\stackrel{~}{A}\}`$ is topologically isomorphic to $`G`$. This obviously implies that $`G`$ is isomorphic to a closed subgroup of the product $`{\displaystyle \{G_\alpha :\alpha \stackrel{~}{A}\}}`$, which in turn is topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$ (note that $`\|\stackrel{~}{A}\|=w(G)=\tau `$). This completes the proof of implication (ii) $``$ (i). Verification of the implication (i) $``$ (ii) is trivial. Proof is completed. ∎ ###### Corollary 4.5. Let $`\tau 2`$. The following conditions are equivalent for any Polish group $`G`$: * $`G`$ is topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}`$; * $`G`$ is topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$. ###### Corollary 4.6. There exists a zero-dimensional Polish group which is not topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$ for any cardinal number $`\tau `$. ###### Proof. It is known that there exists a zero-dimensional Polish group $`G`$ which is not topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}`$. By Corollary 4.6, $`G`$ can not be topologically isomorphic to a closed subgroup of $`S_{\mathrm{}}^\tau `$ for any cardinal $`\tau 2`$. ∎ ### 4.3. Baire isomorphisms The main result of this Subsection (Theorem 4.8) allows us to reduce in many instances (descriptive) set theoretical considerations of general $`\text{AE}(0)`$-groups to those for Polish groups. ###### Lemma 4.7. Let $`f:XY`$ be a $`0`$-soft homomorphism between $`\text{AE}(0)`$-groups. Then there exists a Baire isomorphism $`h:Y\times \mathrm{ker}fX`$ such that $`fh=\pi _Y`$, where $`\pi _Y:Y\times \mathrm{ker}fY`$ stands for the projection onto the first coordinate. ###### Proof. By Proposition 2.7, there exists a Baire map $`g:YX`$ such that $`fg=\mathrm{id}_Y`$. The required Baire isomorphism $`h:Y\times \mathrm{ker}fX`$ (not a homomorphism unless $`g`$ is a homomorphism itself) can now be defined by letting $$h(y,a)=g(y)a,\text{for each}(y,a)Y\times \mathrm{ker}f,$$ where $``$ denotes the multiplication operation in $`X`$. ∎ ###### Theorem 4.8. Every $`\text{AE}(0)`$-group is Baire isomorphic to the product of Polish groups. ###### Proof. Let $`X`$ be a $`\text{AE}(0)`$-group. If $`w(X)=\omega `$, then $`X`$ itself is Polish and there is nothing to prove. Let now $`w(X)=\tau >\omega `$. According to Theorem 3.4, $`X`$ is topologically and algebraically isomorphic to the limit of a well-ordered continuous spectrum $`𝒮_X=\{X_\alpha ,p_\alpha ^{\alpha +1},\tau \}`$ such that $`X_0`$ is a Polish group and the $`0`$-soft homomorphism $`p_\alpha ^{\alpha +1}:X_{\alpha +1}X_\alpha `$ has a Polish kernel for each $`\alpha <\tau `$. Our goal is to prove that $`X`$ is Baire isomorphic to the product $`X_0\times {\displaystyle \{\mathrm{ker}p_\alpha ^{\alpha +1}:\alpha <\tau \}}`$. We proceed by induction. By Lemma 4.7, there exists a Baire isomorphism $`h_1:X_0\times \mathrm{ker}p_0^1X_1`$ such that $`p_0^1h_1=\pi _{X_0}`$. Suppose that for each $`\alpha `$, where $`1\alpha <\beta <\tau `$, we have already constructed Baire isomorphism $`h_\alpha :X_0\times {\displaystyle \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}}X_\alpha `$ in such a way that 1. If $`\alpha +1<\beta `$, then $$\begin{array}{ccc}X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha +1\}& \stackrel{h_{\alpha +1}}{}& X_{\alpha +1}\\ \mathrm{id}_{X_0}\times \pi _\alpha ^{\alpha +1}& & p_\alpha ^{\alpha +1}& & \\ X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}& \stackrel{h_\alpha }{}& X_\alpha ,\end{array}$$ where $$\begin{array}{c}\pi _\alpha ^{\alpha +1}:\{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha +1\}=\hfill \\ \hfill \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}\times X_\alpha \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}\end{array}$$ is the natural projection. 2. $`h_\alpha =lim\{h_\gamma :\gamma <\alpha \}`$, whenever $`\alpha <\beta `$ is a limit ordinal number. We now construct Baire isomorphism $`h_\beta :X_0\times {\displaystyle \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\beta \}}X_\beta `$ If $`\beta `$ is a limit ordinal number, then we let $`h_\beta =lim\{h_\alpha :\alpha <\beta \}`$. If $`\beta =\alpha +1`$, then consider the following commutative diagram $$\begin{array}{ccccc}\left(X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}\right)\times \mathrm{ker}p_\alpha ^{\alpha +1}& \stackrel{h_\alpha \times \mathrm{id}}{}& X_\alpha \times \mathrm{ker}p_\alpha ^{\alpha +1}& \stackrel{h}{}& X_{\alpha +1}\\ \pi _1& & \pi _{X_\alpha }& & p_\alpha ^{\alpha +1}& & \\ X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}& \stackrel{h_\alpha }{}& X_\alpha & \stackrel{\mathrm{id}_{X_\alpha }}{}& X_\alpha ,\end{array}$$ where * $`\mathrm{id}:\mathrm{ker}p_\alpha ^{\alpha +1}\mathrm{ker}p_\alpha ^{\alpha +1}`$ stands for the identity map; * $$\pi _1:\left(X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}\right)\times \mathrm{ker}p_\alpha ^{\alpha +1}X_0\times \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha \}$$ denotes the projection onto the first coordinate and * $`h:X_\alpha \times \mathrm{ker}p_\alpha ^{\alpha +1}X_{\alpha +1}`$ is a Baire isomorphism existence of which is guaranteed by Lemma 4.7. The required Baire isomorphism $`h_{\alpha +1}:X_0\times {\displaystyle \{\mathrm{ker}p_\delta ^{\delta +1}:\delta <\alpha +1\}}X_{\alpha +1}`$ can now be defined as the composition $`h_{\alpha +1}=h\left(h_\alpha \times \mathrm{id}\right)`$. This completes induction and finishes the construction of Baire isomorphisms $`h_\alpha `$, $`\alpha <\tau `$. It is now easy to see that $$h=lim\{h_\alpha :\alpha <\tau \}:X_0\times \{\mathrm{ker}p_\alpha ^{\alpha +1}:\alpha <\tau \}X$$ is the required Baire isomorphism. Note here that $`X_0`$ as well as $`\mathrm{ker}p_\alpha ^{\alpha +1}`$, $`\alpha <\tau `$, are Polish groups. Proof is completed. ∎
warning/0001/nlin0001067.html	ar5iv	text	# DRAFT for IUTAM symposium 1999 Version of Anomalous Scaling in Passive Scalar Advection and Lagrangian Shape Dynamics ## I Introduction In the lecture at the IUTAM symposium the work of our group on the consequences of anisotropy on the universal statistics of turbulence has been reviewed. This material is available in print, and the interested reader can find it in . A short review is available in the proceedings of “Dynamics Days Asia” . In this paper we review some recent work aimed at understanding the physical mechanism responsible for the anomalous exponents that characterize the statistics of passive scalars advected by turbulent velocity fields. We will consider isotropic advecting velocity fields, but will allow anisotropy in the forcing of the passive scalar. In such case the statistical objects like structure functions and correlation functions are not isotropic. Instead, they are composed of an isotropic and non-isotropic parts. We overcome this complication by characterizing these functions in terms of the SO($`3`$) irreducible representations. Any such function can be written as a linear combination of parts which belong to a given irreducible representation of SO($`3`$). We will show that each part is characterized by a set of universal scaling exponents. The weight of each part however will turn out to be non-universal, set by the boundary conditions. The SO($`3`$) classification will appear to be natural once we focus on the physics of Lagrangian trajectories in the flow. We will see that one can offer a satisfactory understanding of the physics of anomalous scaling by connecting the the statistics of the passive scalar to the Lagrangian trajectories. This connection provides a very clear understanding of the physical origin of the anomalous exponents, relating them to the dynamics in the space of shapes of groups of Lagrangian particles. ## II The Kraichnan Model of Passive Scalar Advection The model of passive scalar advection with rapidly decorrelating velocity field was introduced by R.H. Kraichnan already in 1968. In recent years it was shown to be a fruitful case model for understanding multiscaling in the statistical description of turbulent fields. The basic dynamical equation in this model is for a scalar field $`T(𝒓,t)`$ advected by a random velocity field $`𝒖(𝒓,t)`$: $$\left[_t\kappa _0^2+𝒖(𝒓,t)\mathbf{}\right]T(𝒓,t)=f(𝒓,t).$$ (1) In this equation $`f(𝒓,t)`$ is the forcing and $`\kappa _0`$ is the molecular diffusivity. In Kraichnan’s model the advecting field $`𝒖(𝒓,t)`$ as well as the forcing field $`f(𝒓,t)`$ are taken to be Gaussian, time and space homogeneous, and delta-correlated in time: $$(u^\alpha (𝒓,t)u^\alpha (𝒓^{},t))(u^\beta (𝒓,t^{})u^\beta (𝒓^{},t^{}))_𝒖=h^{\alpha \beta }(𝒓𝒓^{})\delta (tt^{}),$$ (2) where the “eddy-diffusivity” tensor $`h^{\alpha \beta }(𝒓)`$ is defined by $$h^{\alpha \beta }(𝒓)=\left(\frac{r}{\mathrm{\Lambda }}\right)^\xi (\delta ^{\alpha \beta }\frac{\xi }{d1+\xi }\frac{r^\alpha r^\beta }{r^2}),\eta r\mathrm{\Lambda }.$$ (3) Here $`\eta `$ and $`\mathrm{\Lambda }`$ are the inner and outer scale for the velocity fields, and the coefficients are chosen such that $`_\alpha h^{\alpha \beta }=0`$. The averaging $`\mathrm{}_𝒖`$ is done with respect to the realizations of the velocity field. The forcing $`f`$ is also taken white in time and Gaussian: $$f(𝒓,t)f(𝒓^{},t^{})_f=\mathrm{\Xi }(𝒓𝒓^{})\delta (tt^{}).$$ (4) Here the average is done with respect to realizations of the forcing. The forcing is taken to act only on the large scales, of the order of $`L`$ (with a compact support in Fourier space). This means that the function $`\mathrm{\Xi }(r)`$ is nearly constant for $`rL`$ but is decaying rapidly for $`r>L`$. ¿From the point of view of the statistical theory one is interested mostly in the scaling exponents characterizing the structure functions $$S_{2n}(𝒓_1,𝒓_2)=(T(𝒓_1,t)T(𝒓_2,t))^{2n}_{𝒖,f}.$$ (5) For isotropic forcing one expects $`S_{2n}`$ to depend only on the distance $`R\|𝒓_1𝒓_2\|`$ such that in the scaling regime $$S_{2n}(R)R^{\zeta _{2n}}[S_2(R)]^n\left(\frac{L}{R}\right)^{\delta _{2n}}.$$ (6) In this equation we introduced the “normal” $`(n\zeta _2)`$ and the anomalous $`(\delta _{2n})`$ parts of the scaling exponents $`\zeta _{2n}=n\zeta _2\delta _{2n}`$. The first part can be obtained from dimensional considerations, but the anomalous part cannot be guessed from simple arguments. When the forcing is anisotropic, the structure functions depend on the vector distance $`𝑹=𝒓_1𝒓_2`$. In this case we can represent them in terms of spherical harmonics, $$S_{2n}(𝑹)=\underset{\mathrm{},m}{}a_{\mathrm{},m}(R)Y_{\mathrm{},m}(\widehat{𝑹}),$$ (7) where $`\widehat{𝑹}𝑹/R`$. This is a case in which the statistical object is a scalar function of one vector, and the appropriate irreducible representation of the SO($`3`$) symmetry group are obvious. We are going to explain in the next section that the coefficients $`a_{\mathrm{},m}(R)`$ are expected to scale with a universal leading scaling exponent $`\zeta _{2n}^{(\mathrm{})}`$. The exponent will turn out to be $`\mathrm{}`$ dependent but not $`m`$ dependent. Theoretically it is natural to consider correlation functions rather than structure functions. The $`2n`$-order correlation functions are defined as $$F_{2n}(𝒓_1,\mathrm{},𝒓_{2n})T(𝒓_1)T(𝒓_2)\mathrm{}T(𝒓_{2n})_{𝒖,f}.$$ (8) For separations $`r_{ij}0`$ the correlation functions converges to $`T^{2n}_𝒇`$, whereas for $`r_{ij}L`$ decorrelation leads to convergence to $`T_{𝒖,f}^n`$. For all $`r_{ij}O(r)L`$ one expects a behaviour according to $$F_{2n}(𝒓_1,\mathrm{},𝒓_{2n})=L^{n(2\xi )}(c_0+\mathrm{}+c_k(r/L)^{\zeta _{2n}}\stackrel{~}{F}_{2n}(\stackrel{~}{𝒓}_1,\mathrm{},\stackrel{~}{𝒓}_{2n})+\mathrm{}),$$ (9) where $`\stackrel{~}{F}_{2n}`$ is a scaling function depending on $`\stackrel{~}{𝒓}_i`$ which denote a set of dimensionless coordinates describing the configuration of the $`2n`$ points. The exponents and scaling functions are expected to be universal, but not the $`c`$ coefficients, which depend on the details of forcing. It has been shown that the anomalous exponents $`\zeta _{2n}`$ can be obtained by solving for the zero modes of the exact differential equations which are satisfied by $`F_{2n}`$. The equations for the zero modes read $$\left[\kappa \underset{i}{}_i^2+\widehat{}_{2n}\right]_{2n}(𝐫_1,𝐫_2,\mathrm{},𝐫_{2n})=0.$$ (10) The operator $`\widehat{}_{2n}_{i>j}^{2n}\widehat{}_{ij}`$, and $`\widehat{}_{ij}`$ are defined by $$\widehat{}_{ij}\widehat{}(𝒓_i,𝒓_j)=h^{\alpha \beta }(𝒓_i𝒓_j)^2/r_i^\alpha r_j^\beta .$$ (11) ## III Lagrangian Trajectories, Correlation Functions and Shape Dynamics An elegant approach to the correlation functions is furnished by Lagrangian dynamics . In this formalism one recognizes that the actual value of the scalar at position $`𝒓`$ at time $`t`$ is determined by the action of the forcing along the Lagrangian trajectory from $`t=\mathrm{}`$ to $`t`$: $$T(𝒓_0,t_0)=_{\mathrm{}}^{t_0}𝑑tf(𝒓(t),t)_𝜼,$$ (12) with the trajectory $`𝒓(t)`$ obeying $`𝒓(t_0)`$ $`=`$ $`𝒓_0,`$ (13) $`_t𝒓(t)`$ $`=`$ $`𝒖(𝒓(t),t)+\sqrt{2\kappa }𝜼(t),`$ (14) and $`𝜼`$ is a vector of zero-mean independent Gaussian white random variables, $`\eta ^\alpha (t)\eta ^\beta (t^{})=\delta ^{\alpha \beta }\delta (tt^{})`$. With this in mind, we can rewrite $`F_{2n}`$ by substituting each factor of $`T(𝒓_i)`$ by its representation (12). Performing the averages over the random forces, we end up with $`F_{2n}(𝒓_1,\mathrm{},𝒓_{2n},t_0)=<{\displaystyle _{\mathrm{}}^{t_0}}dt_1\mathrm{}dt_n[\mathrm{\Xi }(𝒓_1(t_1)𝒓_2(t_1))\mathrm{}`$ (15) $`\times \mathrm{\Xi }(𝒓_{2n1}(t_n)𝒓_{2n}(t_n))+\text{permutations}]>_{𝒖,\{𝜼_i\}},`$ (16) To understand the averaging procedure recall that each of the trajectories $`𝒓_i`$ obeys an equation of the form (14), where $`𝒖`$ as well as $`\{𝜼_i\}_{i=1}^{2n}`$ are independent stochastic variables whose correlations are given above. Alternatively, we refer the reader to section II of , where the above analysis is carried out in detail. In considering Lagrangian trajectories of groups of particles, we should note that every initial configuration is characterized by a center of mass, say $`𝑹`$, a scale $`s`$ (say the radius of gyration of the cluster of particles) and a shape $`𝒁`$. In “shape” we mean here all the degrees of freedom other than the scale and $`𝑹`$: as many angles as are needed to fully determine a shape, in addition to the Euler angles that fix the shape orientation with respect to a chosen frame of coordinates. Thus a group of $`2n`$ positions $`\{𝒓_i\}`$ will be sometime denoted below as $`\{𝑹,s,𝒁\}`$. One component in the evolution of an initial configuration is a rescaling of all the distances which increase on the average like $`t^{1/\zeta _2}`$; this rescaling is analogous to Richardson diffusion. The exponent $`\zeta _2`$ which determines the scale increase is also the characteristic exponent of the second order structure function . This has been related to the exponent $`\xi `$ of (3) according to $`\zeta _2=2\xi `$. After factoring out this overall expansion we are left with a normalized ‘shape’. It is the evolution of this shape that determines the anomalous exponents. Consider a final shape $`𝒁_0`$ with an overall scale $`s_0`$ which is realized at $`t=0`$. This shape has evolved during negative times. We fix a scale $`s>s_0`$ and examine the shape when the configuration reaches the scale $`s`$ for the last time before reaching the scale $`s_0`$. Since the trajectories are random the shape $`𝒁`$ which is realized at this time is taken from a distribution $`\gamma (𝒁;𝒁_0,ss_0)`$. As long as the advecting velocity field is scale invariant, this distribution can depend only on the ratio $`s/s_0`$. Next, we use the shape-to-shape transition probability to define an operator $`\widehat{\gamma }(s/s_0)`$ on the space of functions $`\mathrm{\Psi }(𝒁)`$ according to $$[\widehat{𝜸}(s/s_0)\mathrm{\Psi }](Z_0)=𝑑𝒁\gamma (𝒁;𝒁_0,ss_0)\mathrm{\Psi }(𝒁)$$ (17) We will be interested in the eigenfunction and eigenvalues of this operator. This operator has two important properties. First, for an isotropic statistics of the velocity field the operator is isotropic. This means that this operator commutes with all rotation operators on the space of functions $`\mathrm{\Psi }(𝒁)`$. In other words, if $`𝒪_\mathrm{\Lambda }`$ is the rotation operator that takes the function $`\mathrm{\Psi }(𝒁)`$ to the new function $`\mathrm{\Psi }(\mathrm{\Lambda }^1𝒁)`$, then $$𝒪_\mathrm{\Lambda }\widehat{𝜸}=\widehat{𝜸}𝒪_\mathrm{\Lambda }.$$ (18) This property follows from the obvious symmetry of the Kernel $`\gamma (𝒁;𝒁_0,ss_0)`$ to rotating $`𝒁`$ and $`𝒁_0`$ simultaneously. Accordingly the eigenfunctions of $`\widehat{𝜸}`$ can be classified according to the irreducible representations of SO($`3`$) symmetry group. We will denote these eigenfunctions as $`B_{q\mathrm{}m}(𝒁)`$. Here $`\mathrm{}=0,1,2,\mathrm{}`$, $`m=\mathrm{},\mathrm{}+1,\mathrm{}\mathrm{}`$ and $`q`$ stands for a running index if there is more than one representation with the same $`\mathrm{},m`$. The fact that the $`B_{q\mathrm{}m}(𝒁)`$ are classified according to the irreducible representations of SO($`3`$) in manifested in the action of the rotation operators upon them: $$𝒪_\mathrm{\Lambda }B_{q\mathrm{}m}=\underset{m^{}}{}D_{m^{}m}^{(\mathrm{})}(\mathrm{\Lambda })B_{q\mathrm{}m^{}}$$ (19) where $`D_{m^{}m}^{(\mathrm{})}(\mathrm{\Lambda })`$ is the SO($`3`$) $`\mathrm{}\times \mathrm{}`$ irreducible matrix representation. The second important property of $`\widehat{𝜸}`$ follows from the $`\delta `$-correlation in time of the velocity field. Physically this means that the future trajectories of $`n`$ particles are statistically independent of their trajectories in the past. Mathematically, it implies for the kernel that $$\gamma (𝒁;𝒁_0,ss_0)=𝑑𝒁_1\gamma (𝒁;𝒁_1,ss_1)\gamma (𝒁_1;𝒁_0,s_1s_0),s>s_1>s_0$$ (20) and in turn, for the operator, that $$\widehat{𝜸}(s/s_0)=\widehat{𝜸}(s/s_1)\widehat{𝜸}(s_1/s_0).$$ (21) Accordingly, by a successive application of $`\widehat{𝜸}(s/s_0)`$ to an arbitrary eigenfunction, we get that the eigenvalues of $`\widehat{𝜸}`$ have to be of the form $`\alpha _{q,\mathrm{}}=(s/s_0)^{\zeta _{2n}^{(q,\mathrm{})}}`$: $$(\frac{s}{s_0})^{\zeta _{2n}^{(q,\mathrm{})}}B_{q\mathrm{}m}(𝒁_0)=𝑑𝒁\gamma (𝒁;𝒁_0,ss_0)B_{q\mathrm{}m}(𝒁)$$ (22) Notice that the eigenvalues are not a function of $`m`$. This follows from Schur’s lemmas , but can be also explained from the fact that the rotation operator mixes the different $`m`$’s (19): Take an eigenfunction $`B_{q\mathrm{}m}(𝒁)`$, and act on it once with the operator $`𝒪_\mathrm{\Lambda }\widehat{𝜸}(s/s_0)`$ and once with the operator $`\widehat{𝜸}(s/s_0)𝒪_\mathrm{\Lambda }`$. By virtue of (18) we should get that same result, but this is only possible if all the eigenfunctions with the same $`\mathrm{}`$ and the same $`q`$ share the same eigenvalue. To proceed we want to introduce into the averaging process in (16) by averaging over Lagrangian trajectories of the $`2n`$ particles. This will allow us to connect the shape dynamics to the statistical objects. To this aim consider any set of Lagrangian trajectories that started at $`t=\mathrm{}`$ and end up at time $`t=0`$ in a configuration characterized by a scale $`s_0`$ and center of mass $`𝑹_0=0`$. A full measure of these have evolved through the scale $`L`$ or larger. Accordingly they must have passed, during their evolution from time $`t=\mathrm{}`$ through a configuration of scale $`s>s_0`$ at least once. Denote now $$\mu _{2n}(t,R,𝒁;ss_0,𝒁_0)dtd𝑹d𝒁$$ (23) as the probability that this set of $`2n`$ trajectories crossed the scale $`s`$ for the last time before reaching $`s_0,𝒁_0`$, between $`t`$ and $`t+dt`$, with a center of mass between $`𝑹`$ and $`𝑹+d𝑹`$ and with a shape between $`𝒁`$ and $`𝒁+d𝒁`$. In terms of this probability we can rewrite Eq.(16) (displaying, for clarity, $`𝑹_0=0`$ and $`t=0`$) as $`F_{2n}(𝑹_0=0,s_0,𝒁_0,t=0)={\displaystyle }d𝒁{\displaystyle _{\mathrm{}}^0}dt{\displaystyle }d𝑹\mu _{2n}(t,R,𝒁;ss_0,𝒁_0)`$ (24) $`\times {\displaystyle _{\mathrm{}}^0}𝑑t_1\mathrm{}𝑑t_n\left[\mathrm{\Xi }(𝒓_1(t_1)𝒓_2(t_1))\mathrm{}\mathrm{\Xi }(𝒓_{2n1}(t_n)𝒓_{2n}(t_n))+\text{perms}\right]\|(s;𝑹,𝒁,t)_{𝒖,𝜼_i}.`$ (25) The meaning of the conditional averaging is an averaging over all the realizations of the velocity field and the random $`𝜼_i`$ for which Lagrangian trajectories that ended up at time $`t=0`$ in $`𝑹=0,s_0,𝒁_0`$ passed through $`𝑹,s,𝒁`$ at time $`t`$. Next, the time integrations in Eq.(25) are split to the interval $`[\mathrm{},t]`$ and $`[t,0]`$ giving rise to $`2^n`$ different contributions: $$_{\mathrm{}}^t𝑑t_1\mathrm{}_{\mathrm{}}^t𝑑t_n+_t^0𝑑t_1_{\mathrm{}}^t𝑑t_2\mathrm{}_{\mathrm{}}^t𝑑t_n+\mathrm{}$$ (26) Consider first the contribution with $`n`$ integrals in the domain $`[\mathrm{},t]`$. It follows from the delta-correlation in time of the velocity field, that we can write $`{\displaystyle _{\mathrm{}}^t}𝑑t_1\mathrm{}𝑑t_n\left[\mathrm{\Xi }(𝒓_1(t_1)𝒓_2(t_1))\mathrm{}\mathrm{\Xi }(𝒓_{2n1}(t_n)𝒓_{2n}(t_n))+\text{perms}\right]\|(s;𝑹,𝒁,t)_{𝒖,𝜼_i}`$ (27) $`={\displaystyle _{\mathrm{}}^t}𝑑t_1\mathrm{}𝑑t_n\left[\mathrm{\Xi }(𝒓_1(t_1)𝒓_2(t_1))\mathrm{}\mathrm{\Xi }(𝒓_{2n1}(t_n)𝒓_{2n}(t_n))+\text{perms}\right]_{𝒖,𝜼_i}`$ (28) $`=F_{2n}(𝑹,s,𝒁,t)=F_{2n}(s,𝒁).`$ (29) The last equality follows from translational invariance in space-time. Accordingly the contribution with $`n`$ integrals in the domain $`[\mathrm{},t]`$ can be written as $$d𝒁F_{2n}(s,𝒁)_{\mathrm{}}^0dtd𝑹\mu _{2n}(t,R,𝒁;ss_0,𝒁_0).$$ (30) We identify the shape-to-shape transition probability: $$\gamma (𝒁;𝒁_0,ss_0)=_{\mathrm{}}^0dtd𝑹\mu _{2n}(t,R,𝒁;ss_0,𝒁_0).$$ (31) Finally, putting all this added wisdom back in Eq.(25) we end up with $$F_{2n}(s_0,𝒁_0)=I+𝑑𝒁\gamma (𝒁;𝒁_0,ss_0)F_{2n}(s,𝒁).$$ (32) Here $`I`$ represents all the contributions with one or more time integrals in the domain $`[t,0]`$. The key point now is that only the term with $`n`$ integrals in the domain $`[\mathrm{},t]`$ contains information about the evolution of $`2n`$ Lagrangian trajectories that probed the forcing scale $`L`$. Accordingly, the term denoted by $`I`$ cannot contain information about the leading anomalous scaling exponent belonging to $`F_{2n}`$, but only of lower order exponents. The anomalous scaling dependence of the LHS of Eq.(32) has to cancel against the integral containing $`F_{2n}`$ without the intervention of $`I`$. Representing now $`F_{2n}(s_0,𝒁_0)`$ $`=`$ $`{\displaystyle \underset{q\mathrm{}m}{}}a_{q,\mathrm{}m}(s_0)B_{q\mathrm{}m}(𝒁_0),`$ (33) $`F_{2n}(s,𝒁)`$ $`=`$ $`{\displaystyle \underset{q\mathrm{}m}{}}a_{q,\mathrm{}m}(s)B_{q\mathrm{}m}(𝒁),`$ (34) $`I`$ $`=`$ $`{\displaystyle \underset{q\mathrm{}m}{}}I_{q\mathrm{}m}B_{q\mathrm{}m}(𝒁_0)`$ (35) and substituting on both sides of Eq.(32) and using Eq.(22) we find, due to the linear independence of the eigenfunctions $`B_{q\mathrm{}m}`$ $$a_{q,\mathrm{}m}(s_0)=I_{q\mathrm{}m}+\left(\frac{s}{s_0}\right)^{\zeta _{2n}^{(q,\mathrm{})}}a_{q,\mathrm{}m}(s)$$ (36) To leading order the contribution of $`I_{q\mathrm{}m}`$ is neglected, leading to the conclusion that the spectrum of anomalous exponents of the correlation functions is determined by the eigenvalues of the shape-to-shape transition probability operator. Calculations show that the leading exponent in the isotropic sector is always smaller than the leading exponents in all other sectors. This gap between the leading exponent in the isotropic sector to the rest of the exponents determines the rate of decay of anisotropy upon decreasing the scale of observation. ## IV Concluding remarks The derivation presented above has used explicitly the properties of the advecting field, in particular the $`\delta `$-correlation in time. Accordingly it cannot be immediately generalized to more generic situations in which there exist time correlations. Nevertheless we find it pleasing that at least in the present case we can trace the physical origin of the exponents anomaly, and connect it to the underlying dynamics. In more generic cases the mechanisms may be more complicated, but one should still keep the lesson in mind - higher order correlation functions depend on many coordinates, and these define a configuration in space. The scaling properties of such functions may very well depend on how such configurations are reached by the dynamics. Focusing on static objects like structure functions of one variable may be insufficient for the understanding of the physics of anomalous scaling. ###### Acknowledgements. This work has been supported in part by the German-Israeli Foundation, The European Commission under the TMR program and the Naftali and Anna Backenroth-Bronicki Fund for Research in Chaos and Complexity.
warning/0001/cond-mat0001024.html	ar5iv	text	# Superconductivity in Ferromagnetic RuSr2GdCu2O8 \[ ## Abstract The phase diagram of temperature versus exchange field is obtained within a BCS model for $`d`$-wave superconductivity in CuO<sub>2</sub> layers which is coupled to ferromagnetic RuO<sub>2</sub> layers in RuSr<sub>2</sub>GdCu<sub>2</sub>O<sub>8</sub>. It is found that the Fulde-Ferrell-Larkin-Ovchinnikov state is very sensitive to the band filling factor. For strong exchange field, we point out that superconductivity could only exist in the interfaces between ferromagnetic domains. The magnetization curve is calculated and its comparison with experiment is discussed. We also propose the measuring of tunneling conductance near a single unitary impurity to detect the strength of the exchange interaction. \] The problem of coexistence of superconductivity (SC) and ferromagnetism (FM) has attracted keen interest since the original works of Ginzburg and Matthias et al. . It was shown that singlet SC and FM are mutually exclusive and the SC can also be strongly suppressed by magnetic impurities. The competition between SC and FM were observed in the ternary compounds, HoMo<sub>6</sub>S<sub>8</sub>, HoMo<sub>6</sub>Se<sub>8</sub>, and ErRh<sub>4</sub>B<sub>4</sub> . But true microscopic coexistence was found only over a narrow temperature region when FM sets in and modifies itself to a spiral or domain-like structure. The recent discovery of SC ($`T_c=16`$-$`47`$ K) in the ferromagnetic ($`T_M=132`$ K) ruthenate-cuprate layered compound RuSr<sub>2</sub>GdCu<sub>2</sub>O<sub>8</sub> (Ru-1212) renewed the interest in the issue of how SC and FM negotiate to coexist. Recent band structure calculation performed by Pickett et al. showed that the exchange splitting in the CuO<sub>2</sub> layer is small ($`\mathrm{\Delta }_{\text{exc}}=25\text{meV}`$) compared to $`1\text{eV}`$ in the RuO<sub>2</sub> layer but is larger enough that the superconducting state in the CuO<sub>2</sub> layer may be of the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) type or finite momentum pairing state. Whether there actually exists such a new pairing state even in early found magnetic superconductors remains to be controversial . Indeed, until now no superconductor has been discovered to be a finite-momentum pairing state. Also notice that, in earlier studies, the FFLO state was discussed by assuming a constant density of states (DOS), that is, the exchange field does not introduce structures in the electronic properties on the energy scales relevant to SC. However, this becomes not true when the DOS has singular structure. Thus a further study on the existence of this state by including the energy dependence of DOS near the Fermi surface should be interesting. Moreover, it was supposed that the SC mainly occurs in the CuO<sub>2</sub> layers in Ru-1212, the identification of the pairing symmetry in this material is also of fundmental importance in view of the well-established $`d`$-wave pairing symmetry in high-$`T_c`$ cuprate superconductors, which have similar crystal structures. The purpose of this paper is three fold: (i) By assuming a $`d`$-wave pairing symmetry in a two-dimensional (2D) lattice model, we present a detailed study of the temperature-exchange field phase diagram to invetigate the sensitivity of the FFLO state by varying the position of the Fermi energy within the tight-binding band; (ii) Arguing that the mixed state is intrinsic, we calculate the magnetization as a function of an applied magnetic field and compare it with experiment; (iii) We propose to measure the existence of the zero-energy peak (ZEP) and its splitting in the differential tunneling conductance near a single unitary impurity in the CuO<sub>2</sub> layer as a test of the $`d`$-wave pairing symmetry as well as the strength of the exchange field. Our model system is defined on a 2D lattice with pairing interaction taking place between two electrons on the nearest-neighbor sites, which in the mean field approximation leads to the Bogoliubov-de-Gennes equations $$\underset{j}{}\left(\begin{array}{cc}H_{ij,\sigma }& \mathrm{\Delta }_{ij}\\ \mathrm{\Delta }_{ij}^{}& H_{ij,\overline{\sigma }}\end{array}\right)\left(\begin{array}{c}u_{j\sigma }^n\\ v_{j\overline{\sigma }}^n\end{array}\right)=E_n\left(\begin{array}{c}u_{i\sigma }^n\\ v_{i\overline{\sigma }}^n\end{array}\right),$$ (1) with the single particle Hamiltonian $`H_{ij,\sigma }=t\delta _{i+\gamma ,j}\mu \delta _{ij}\sigma h_{\text{exc}}\delta _{ij}+U_i\delta _{ij}`$, and the self-consistent condition $`\mathrm{\Delta }_{ij}=\frac{V}{4}_{n,\sigma }(u_{i\sigma }^nv_{j\overline{\sigma }}^n+u_{j\overline{\sigma }}^nv_{i\sigma }^n)\mathrm{tanh}(E_n/2k_BT)`$. Here $`(u_{i\sigma },v_{i\overline{\sigma }})`$ are the Bogoliubov quasiparticle amplitudes on the $`i`$-th site; $`\gamma =\pm \widehat{x},\pm \widehat{y}`$ represents the relative position of sites nearest-neighboring to the $`i`$-th site; $`t`$ is the effective hopping integral between two nearest-neighbor sites within the CuO<sub>2</sub> plane; $`\mu `$ is the chemical potential; $`h_{\text{exc}}=J(S_z^a+S_z^b)`$ is the exchange field coming from the ordered spins in the two nearest-neighboring ferromagnetic RuO<sub>2</sub> layers; $`U_i`$ if any accounts for the scattering from the impurities; $`V`$ is the strength of the nearest-neighbor pairing interaction. Notice that the internal magnetic field on CuO<sub>2</sub> layers due to the magnetic moment on RuO<sub>2</sub> layers is only several hundred gauss and the exchange interaction should be dominant in suppressing SC. We therefore defer the effect of the internal field on the orbital motion of paired electrons to the study of the magnetization. Temperature–exchange-field phase diagram.— For a pure system in the absence of external magnetic field, the Bogoliubov quasiparticle amplitude can be generally written as $`\left(\begin{array}{c}u_{i\sigma }^n\\ v_{i\overline{\sigma }}^n\end{array}\right)=\frac{1}{\sqrt{N}}\left(\begin{array}{c}u_{𝐤+𝐪,\sigma }e^{i(𝐤+𝐪)𝐑_i}\\ v_{𝐤𝐪,\overline{\sigma }}e^{i(𝐤𝐪)𝐑_i}\end{array}\right)`$, which yields the bond order parameter $`\mathrm{\Delta }_{ij}`$ $`=`$ $`{\displaystyle \frac{V}{2N}}e^{i𝐪(𝐑_i+𝐑_j)}{\displaystyle \underset{𝐤}{}}\mathrm{cos}[𝐤(𝐑_j𝐑_i)]`$ (3) $`\times [u_{𝐤+𝐪,}v_{𝐤𝐪,}^{}+u_{𝐤+𝐪,}v_{𝐤𝐪,}^{}]\mathrm{tanh}(E_{𝐤,𝐪}/2T)`$ $`=`$ $`\mathrm{\Delta }_\delta ^{(0)}(i)e^{i𝐪(𝐑_i+𝐑_j)}.`$ (4) Here $`N=N_x\times N_y`$ is the number of two-dimensional lattice sites. Eq. (4) shows that the order parameter is not a constant in space manifesting the collective motion of paired electrons each with momentum $`𝐪`$. Using the definition $`\mathrm{\Delta }_d=(\mathrm{\Delta }_{\widehat{x}}^{(0)}+\mathrm{\Delta }_{\widehat{x}}^{(0)}\mathrm{\Delta }_{\widehat{y}}^{(0)}\mathrm{\Delta }_{\widehat{y}}^{(0)})/4`$, we find the equation determing the $`d`$-wave energy gap $$1=\frac{V}{4N}\underset{𝐤,\sigma }{}\frac{(\mathrm{cos}k_x\mathrm{cos}k_y)^2}{E_{𝐤,𝐪}^{(0)}}\mathrm{tanh}\frac{E_{𝐤,𝐪}^{(1,\sigma )}}{2T},$$ (5) where $`E_{𝐤,𝐪}^{(0)}=\sqrt{Z_{𝐤,𝐪,+}^2+\|\mathrm{\Delta }_𝐤\|^2},`$ and $`E_{𝐤,𝐪}^{(1,\sigma )}=\sigma h_{\text{exc}}+Z_{𝐤,𝐪,}+E_{𝐤,𝐪}^{(0)},`$ with $`\xi _𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)\mu `$, $`Z_{𝐤,𝐪,\pm }=(\xi _{𝐤+𝐪}\pm \xi _{𝐤𝐪})/2`$, and $`\mathrm{\Delta }_𝐤=2\mathrm{\Delta }_d(\mathrm{cos}k_x\mathrm{cos}k_y)`$. Correspondingly, the free energy per lattice site is given by $``$ $`=`$ $`{\displaystyle \frac{1}{2N}}{\displaystyle \underset{𝐤,\sigma }{}}\{(\xi _{𝐤+𝐪}\sigma h_{\text{exc}})(1+{\displaystyle \frac{Z_{𝐤,𝐪,+}}{E_{𝐤,𝐪}^{(0)}}})f_{𝐤,𝐪}^\sigma `$ (9) $`+(\xi _{𝐤𝐪}+\sigma h_{\text{exc}})\left(1{\displaystyle \frac{Z_{𝐤,𝐪,+}}{E_{𝐤,𝐪}^{(0)}}}\right)[1f_{𝐤,𝐪}^\sigma ]`$ $`+2T[(1f_{𝐤,𝐪}^\sigma )\mathrm{ln}(1f_{𝐤,𝐪}^\sigma )+f_{𝐤,𝐪}^\sigma \mathrm{ln}f_{𝐤,𝐪}^\sigma ]\}`$ $`{\displaystyle \frac{4}{V}}\|\mathrm{\Delta }_d\|^2,`$ where $`f_{𝐤,𝐪}^\sigma =f(E_{𝐤,𝐪}^{1,\sigma })`$ is the Fermi distribution function. To determine the phase boundary between the normal pairing ($`𝐪=0`$) state and the normal state (spin polarized), one should compare the free energies of the superconducting state and normal state, using Eq. (9). In the presence of a fairly strong exchange interaction, the system might also go into the FFLO state in which all the Cooper pairs have a single non-vanishing ($`𝐪0`$) center of mass momentum. This transition between the FFLO state and the normal state would be of the second order. To find the transition curve for the FFLO state and the normal state, we solve Eq. (5) with $`\mathrm{\Delta }_d=0`$ to find the maximum value of $`h_{\text{exc}}`$ by scanning through a whole set values of $`𝐪`$ at the same temperature $`T`$. By repeating the same calculation at a different value of $`T`$, we then obtain the phase curve $`h_{\text{exc}}`$ as a function of $`T`$. To see the sensitivity of the FFLO state to the Fermi energy position in a 2D tight-binding band, we fix the pairing interaction as $`V=2t`$ and consider three typical values of the chemical potential, $`\mu =t`$, $`0.5t`$, and $`0.14t`$, corresponding to the band-filling factor $`\nu 0.65`$, 0.82, and 0.95 ($`\nu =1`$ is a half-filled band). For the above sets of parameters, the maximum energy gap at zero temperature and $`h_{\text{exc}}=0`$ is found to be $`\mathrm{\Delta }_0=4\mathrm{\Delta }_d0.65t`$, $`0.88t`$, and $`0.96t`$, and correspondingly, the transition temperature is $`T_{c0}0.26t`$, $`0.37t`$, and $`0.40t`$, respectively. Figure 1 plots the temperature–exchange-field phase diagram. Our calculation shows that the momentum $`𝐪`$ corresponding to the maximum $`h_{\text{exc}}`$ is along the (10) and its equivalent direction in the whole temperature region because the energy gap reaches the maximum value along these directions so that the system can be more robust against the depairing effect from both the finite momentum and the exchange field. As shown in Fig. 1(a), when $`\mu =t`$, the transition curve (solid line) is between the superconducting state (with $`𝐪=0`$ and $`𝐪0`$) and the normal state, which shows that at low temperatures, when the exchange field is increased the system initially in the normal pairing state will enter the FFLO state $`(𝐪0)`$ through the first-order transition and then pass into the normal state by a second-order transition. Thus the FFLO state is a stable state at high exchange fields. The transition curve between the normal pairing state and the FFLO state is represented by dashed line. When the temperature is increased, two curves becomes closer and at $`T=0.58T_{c0}`$ (tri-critical point) they coincides with each other, where the transition begins to be of second order and the FFLO state merges naturally to the $`𝐪=0`$ normal pairing state. This result is similar to that obtained within the continuum model using a constant DOS . However, we find that the phase space for the existence of the FFLO state shrinks at $`\mu =0.5t`$ as the band-filling factor shifts toward the half filling (Fig. 1(b)). In particular, near half filling when $`\mu =0.14t`$, the FFLO state will be unstable and appear as a supercooling state. Therefore, as shown in Fig. 1(c), only the transition between the normal pairing state and the normal state is physically acceptable. The novel feature comes from the influence of the exchange field on the DOS near the Fermi surface. For a 2D tight-binding band, the DOS at the energy $`\mu =0`$ has a singular point and it decays logarithmically as the energy goes away from zero. When $`\mu =t`$, which has been far away from the zero energy point, the DOS is flat for the energy near the Fermi surface. In this case, the splitting of the normal electron band by the exchange field has little effect on the change of the DOS and a constant DOS can be taken which corresponds to the approximation made in the continuum theory . But as the chemical potential is close to the zero energy point, a little splitting of the energy band will cause a strong variation of the DOS near $`\mu =0`$, which makes the $`𝐪0`$ pairing state unfavorable. For the Ru-1212, the band structure calculation estimated the Fermi wavevector as $`\pi /a`$. The filling factor should be near the half-filling ($`\mu =0`$). Then the existence of the FFLO state in the above system becomes unlikely according to Fig. 1(c). In the following discussion, we focus on the transition as between the normal pairing state and the normal state. Consider the case of $`\nu =0.95`$ (Fig. 1(c)). If the zero-field transition temperature is assumed to be $`T_{c0}=90\text{K}`$, $`\mathrm{\Delta }_0`$ is about 18.7 meV. By fitting to the transition temperature $`T_s36\text{K}`$ as measured experimentally , the exchange field should be as small as 8.8 meV. Actually, $`T_{c0}`$ may be as low as 60 K when Ru is replaced by other atoms (e.g., Cu) . Then the allowable $`h_{\text{exc}}`$ is only 5.1 meV to have $`T_s36\text{K}`$. Notice that the exchange field $`h_{\text{exc}}`$ from the band structure calculation is as large as 12.5 meV and the experimental filling is very close to $`\nu =1`$ (or $`\mu =0`$), we therefore conclude that, if $`h_{\text{exc}}`$ is indeed so large, SC can only exist in the CuO<sub>2</sub> layers between the ferromagnetic domains where the exchange interactions $`h_{\text{exc}}=J(S_z^a+S_z^b)`$ are small. It is important to emphasize that we have not ruled out the possibility of the FFLO state in the real systems because the estimated value of exchange interaction could in fact vary over a limited range depending on the method of obtaining it. In case that the real exchange interaction is somewhat smaller than that estimated in Ref. , the bulk FFLO state would become a reality. Magnetization.— The bulk Meissner effect has not been observed in the superconducting state of Ru-1212 until very recently . Furthermore, even the absence of superconductivity has been reported in well characterized Ru-1212 samples . This discrepancy indicates the delicate balance between the superconducting and ferromagnetic interactions and the experimental result appears to depend critically on the sample condition in a yet-to-be determined fashion. It is reported that the magnetic moment in each Ru atom is 1 Bohr magneton . With structure parameter values, $`a=3.8\AA `$, and $`c=11.4\AA `$, the internal magnetic field $`H_{int}=4\pi M_{sp}=1\mu _B/a^2c`$ ($`M_{sp}`$ is the spontaneous magnetization) is estimated to be $`707\text{G}`$ in the CuO<sub>2</sub> layers which is larger than the first critical field $`H_{c1}^{(0)}100\text{G}`$ of a non-Ru layered cuprate superconductor with the comparable transition temperature, i.e., $`H_{c1}^{(0)}4\pi M_{sp}<0`$. The measured $`H_{c1}`$ is therefore zero and no bulk Meissner effect can be observed. Instead the superconductivity occurring in the CuO<sub>2</sub> layers has been driven into the mixed state. The overall magnetization in the system consists of two parts, one from the spontaneous magnetization $`M_{sp}`$ of the ferromagnetic RuO<sub>2</sub> layers, the other $`M_{ob}`$ from the diamagnetic orbital contribution of the superconducting CuO<sub>2</sub> layers in the mixed state, i.e., $`M=M_{sp}+M_{ob}`$. When an external magnetic field $`H_{ext}`$ is applied, the effective magnetic field is $`H=H_{ext}+H_{int}`$. As an approximation, we work with the London equation for a square vortex lattice to find the magnetic induction $`BHH_{c1}\mathrm{ln}(H_{c2}/B)/\mathrm{ln}\kappa `$ , where $`\kappa `$ is the Ginzburg-Landau parameter and $`H_{c2}=2\kappa ^2H_{c1}`$ is the upper critical field for the CuO<sub>2</sub> subsystem. In Fig. 2, the total magnetization is plotted as a function of $`H_{ext}`$. As it is shown, the magnetization increases monotonically with the external magnetic field. The observed monotonic behavior of $`M`$ by the experiment is shown in the inset of Fig. 2. Because our study is based upon the SC in a single ferromagnetic domain, the internal magnetic field must be greater than the intrinsic first critical field $`H_{c1}`$ of the CuO<sub>2</sub> SC. Nevertheless, when $`H_{ext}=0`$, our calculation gives an appreciable spontaneous magnetization which contradicts the experimentally measured zero magnetization . This difference shows the existence of ferromagnetic domains in Ru-1212, where the average magnetization vanishes in the absence of an external magnetic field and the SC occurs in the interfacial regions between some of the ferromagnetic domains. Note that the magnetization has also been recently studied to analyze the superconducting properties of R<sub>1.5</sub>Ce<sub>0.5</sub>RuSr<sub>2</sub>Cu<sub>2</sub>O<sub>10</sub>, where the Meissner effect was absent at temperature region $`T_d<T<T_c`$ ($`T_c30\text{K}`$ and $`T_d20\text{K}`$) but present at $`T<T_d`$. To interpret this phenomenon, it was proposed that the ferromagnetism appears with a domain structure but the superconductivity is a bulk phase, which is different from our explanation for Ru-1212 systems, where neither Meissner effect (down to 0.5 Gauss) nor detectable condensation energy was observed at temperature down to 2K . Very recently, the detection of Meissner state at a field below 30 Oe was reported by Bernhard et al. . In the reported sample with a Meissner effect, the internal field was estimated to be only about 50-70 Oe (the lower critical field $`H_{c1}`$ of the nonmagnetic superconductor was estimated to be of the order 80-120 Oe), in contrast to the previous reported $`H_{int}`$ about 200-700 Oe by the same group and others. We argue that the experimental result of Bernhard et al. might make sense if the superconductivity occurs in the inter-ferromagnetic domain region where $`H_{int}`$ is much reduced and the ratio $`R`$ between superconducting volume/sample volume is not too small. This would not be inconsistent with the conclusion reached for Ref. , where $`R`$ could be rather small so that the Meissner effect was not detected. Quasiparticle resonant state near a single unitary impurity in CuO<sub>2</sub> layers.— Since the ferromagnetic exchange field has pre-existed in the above system, it can affect the quasiparticle resonant states near a single impurity in the case of $`d`$-wave pairing symmetry. To address both issues, we solve Eq. (1) self-consistently using the exact diagonalization method and calculate the local density of states (LDOS) $`\rho _i=_{n,\sigma }[\|u_{i\sigma }\|^2f^{}(EE_n)+\|v_{i\overline{\sigma }}\|^2f^{}(E+E_n)]`$. The calculation was made on $`6\times 6`$ supercells each with size $`35a\times 35a`$ by assuming a paramagnetic pairing state. The parameters are as follows: The single-site impurity strength $`U_0=100t`$, $`\nu =0.95`$, and $`T=0.02t`$. From Eq. (1), we can see that the zero-field quasiparticle energy $`E^{(0)}`$ is shifted to $`E=E^{(0)}\pm h_{\text{exc}}`$. Therefore, the position of zero-energy states is now split to $`\pm h_{\text{exc}}`$. Figure 3 plots the LDOS on the site nearest-neighboring to the impurity site. As is shown, when $`h_{\text{exc}}=0`$, there occurs a single ZEP in the LDOS. In the presence of exchange field, the ZEP is split into double peaks, each corresponding to one spin component. The magnitude of the splitting increases with the exchange field. Since the local differential tunneling conductance is proportional to $`\rho _i`$, the ZEP and its splitting can be detected by the scanning tunneling spectroscopy (STS) as a test of the $`d`$-wave symmetry as well as the pre-existing exchange field in the above system. Experimentally, the nonmagnetic impurity with strong scattering potential can be realized by substitution of Zn for Cu in the CuO<sub>2</sub> layers. In addition, the STS best suited for exploring the local electronic properties allows a direct examination of whether the SC in Ru-1212 appears as a bulk state or can only survive at the boundaries between ferromagnetic domains. For the former, the STS data should reveal a superconducting gap over the whole sample. Finally, we would like to mention once again that the bulk SC in Ru-1212 prevails only when the exchange interaction is weak. For large exchange interaction, the SC could only exist at the interfacial CuO<sub>2</sub> layers between ferromagnetic domains, where $`h_{\text{exc}}`$ is small. Whether the SC in this compound is bulk or interfacial like appears to depend on sample preparation and this issue needs further experimental studies. Note added: After the paper was submitted for publication, we noticed a preprint by Shimahara and Hata in which the enhancement of the possible FFLO state in a layered ferromagnetic compound such as Ru-1212 by the next-nearest-neighbor hopping was discussed. We are grateful to W. Kim, W. E. Pickett, Y. Y. Xue, and Kun Yang for valuable discussions. This work was supported by the Texas Center for Superconductivity at UH, a grant from the Robert A. Welch Foundation, the ARP-003652-0241-1999, the NSF at UH, and by the DOE at LBNL.
warning/0001/hep-ph0001204.html	ar5iv	text	# UPR-0870-Thep-ph/0001204 Flavor Changing Effects in Theories with a Heavy 𝑍' Boson with Family Non-Universal Couplings ## 1 Introduction Additional heavy neutral $`Z^{}`$ gauge bosons are amongst the best motivated extensions of the standard model (SM), or its supersymmetric extension (MSSM) . In particular, they often occur in grand unified theories (GUTs), superstring theories, and theories with large extra dimensions . In traditional GUTs, the scale of the $`Z^{}`$ mass is arbitrary. However, in perturbative heterotic string models with supergravity mediated supersymmetry breaking, the $`U(1)^{}`$ and electroweak breaking are both driven by a radiative mechanism, with their scales set by the soft supersymmetry breaking parameters, implying that the $`Z^{}`$ mass should be less than around a TeV . (The breaking can be at a larger intermediate scale if it is associated with a $`D`$-flat direction .) Furthermore, the extra symmetry can forbid an elementary $`\mu `$ term, while allowing an effective $`\mu `$ and $`B\mu `$ to be generated at the $`U(1)^{}`$ breaking scale, providing a solution to the $`\mu `$ problem without introducing cosmological problems . An extra $`U(1)^{}`$ provides an analogous solution to the $`\mu `$ problem in models of gauge-mediated supersymmetry breaking . An extra $`U(1)^{}`$ gauge symmetry does not by itself spoil the successes of gauge coupling unification. There are stringent limits on the mass of an extra $`Z^{}`$ from the non-observation of direct production followed by decays into $`e^+e^{}`$ or $`\mu ^+\mu ^{}`$ by CDF , while indirect constraints from precision data also limit the $`Z^{}`$ mass (weak neutral current processes and LEP II) and severely constrain the $`ZZ^{}`$ mixing angle $`\theta `$ ($`Z`$-pole) . These limits are model-dependent, but are typically in the range $`M_Z^{}>O(500)`$ GeV and $`\|\theta \|<`$ few $`\times 10^3`$ for standard GUT models. Recently, it has been argued that both $`Z`$-pole data and atomic parity violation are much better described if the SM or the MSSM is extended by an additional heavy $`Z^{}`$. There is thus both theoretical and experimental motivation for an additional $`Z^{}`$, most likely in the range 500 GeV - 1 TeV. If true, there should be a good chance to observe it at RUN II at the Tevatron, and certainly at the LHC. Also, in this mass range, it should be possible to carry out significant diagnostic probes of the $`Z^{}`$ couplings at the LHC and at a future NLC , which would complement those from the precision experiments . The existence of a heavy $`Z^{}`$ would also suggest a spectrum of sparticles considerably different than most versions of the MSSM . Most studies have assumed that the $`Z^{}`$ gauge couplings are family universal , so that they remain diagonal even in the presence of fermion flavor mixing by the GIM mechanism. However, in string models it is possible to have family-nonuniversal $`Z^{}`$ couplings, because of different constructions of the different families. For instance, the consequences of a model by Chaudhuri, Hockney, and Lykken have been extensively analyzed in , where it was shown that most $`F`$ and $`D`$-flat directions involve an additional $`U(1)^{}`$ broken at the TeV scale. In this case, the third generation quark couplings are different from the first two families, and all three lepton generations have different couplings. Other aspects of the model are not realistic, but nevertheless this provides a motivation to consider non-universal couplings. Similarly, possible anomalies in the $`Z`$-pole $`b\overline{b}`$ asymmetries suggest that the data are better fitted with a non-universal $`Z^{}`$ . Family-nonuniversal $`Z^{}`$ couplings necessarily lead to flavor-changing (non-diagonal) $`Z^{}`$ couplings, and possibly to new CP-violating effects, when quark and lepton flavor mixing are taken into account<sup>1</sup><sup>1</sup>1Models with an extra $`Z^{}`$ often include additional exotic fermions (i.e., with non-standard $`SU(2)`$ assignments) as well. Mixing of ordinary and exotic fermions could lead to flavor changing $`Z^{}`$ and $`Z`$ couplings even in the absence of family non-universal charges, and to non-universal $`W`$ couplings . We do not consider such effects in this paper.. This will also imply flavor violating $`Z`$ couplings if there is $`ZZ^{}`$ mixing. Thus, flavor changing neutral current (FCNC) and CP-violating effects should be considered an additional constraint, consequence, or possibly diagnostic probe of an extra $`Z^{}`$, and conversely as another motivation to search for FCNC effects. Even for a model in which the $`Z^{}`$ couplings are specified (prior to flavor mixing), the predictions for FCNC are still model dependent, because they depend on the individual unitary transformations for the left ($`L`$) and right ($`R`$) chiral $`u`$-quarks, $`d`$-quarks, charged leptons, and neutrinos which diagonalize their respective mass matrices. However, only the combination of $`L`$ matrices for the $`u`$ and $`d`$ occurring in the Cabibbo-Kobayashi-Maskawa (CKM) matrix is known experimentally (with weak constraints on the leptonic analog from neutrino oscillations), so one cannot make definitive predictions. We will present our results for arbitrary mixings, and then illustrate assuming that all of the mixing matrices are comparable to the CKM matrix<sup>2</sup><sup>2</sup>2For a complete theory the $`U(1)^{}`$ charges would constrain the possible flavor mixings. However, such relations would be much more specific than the general issues considered here.. In the next section we discuss the general formalism and introduce our notation. In section 3 we discuss $`Z^{}`$ contributions to flavor changing processes forbidden in the standard model and to new contributions to SM processes, and we use experimental results to constrain the $`Z^{}`$ couplings. Specific examples of a $`Z^{}`$ with flavor changing couplings are discussed in section 4. Models in which all three families have different $`Z^{}`$ charges in the gauge eigenstate basis are strongly constrained by experimental results, and even models in which the first two families have the same couplings, but not the third, can yield flavor changing rates above experimental limits unless they are suppressed by small mixing elements. Finally, in section 5 we summarize our results and present our conclusions. ## 2 Formalism We will use the formalism developed in ref. and generalize it to the case of flavor violating $`Z^{}`$ couplings. In the basis in which all the fields are gauge eigenstates the neutral current Lagrangian is given by $$_{NC}=eJ_{\text{em}}^\mu A_\mu g_1J^{(1)\mu }Z_{1,\mu }^0g_2J^{(2)\mu }Z_{2,\mu }^0,$$ (1) where $`Z_1^0`$ is the $`SU(2)\times U(1)`$ neutral gauge boson, $`Z_2^0`$ the new gauge boson associated with an additional Abelian gauge symmetry, and the currents are $`J_\mu ^{(1)}`$ $`=`$ $`{\displaystyle \underset{i}{}}\overline{\psi }_i\gamma _\mu \left[ϵ_L(i)P_L+ϵ_R(i)P_R\right]\psi _i,`$ (2) $`J_\mu ^{(2)}`$ $`=`$ $`{\displaystyle \underset{i,j}{}}\overline{\psi }_i\gamma _\mu \left[ϵ_{\psi _{L}^{}{}_{ij}{}^{}}^{(2)}P_L+ϵ_{\psi _{R}^{}{}_{ij}{}^{}}^{(2)}P_R\right]\psi _j,`$ (3) where the sum extends over all quarks and leptons $`\psi _{i,j}`$ and $`P_{R,L}=(1\pm \gamma _5)/2`$. $`ϵ_{\psi _{R,L}^{}{}_{ij}{}^{}}^{(2)}`$ denote the chiral couplings of the new gauge boson, and the standard model chiral couplings are $$ϵ_R(i)=\mathrm{sin}^2\theta _WQ_i,ϵ_L(i)=t_3^i\mathrm{sin}^2\theta _WQ_i,$$ (4) where $`t_3^i`$ and $`Q_i`$ are the third component of the weak isospin and the electric charge of fermion $`i`$, respectively. $`g_1=g/\mathrm{cos}\theta _W=e/\mathrm{sin}\theta _W`$ and $`g_2`$ are the gauge couplings of the two $`U(1)`$ factors. Flavor changing effects (FCNCs) immediately arise if the $`ϵ^{(2)}`$ are non-diagonal matrices. If the $`Z_2^0`$ couplings are diagonal but non-universal, flavor changing couplings are induced by fermion mixing. The fermion Yukawa matrices $`h_\psi `$ in the weak eigenstate basis can be diagonalized by unitary matrices $`V_{R,L}^\psi `$ $$h_{\psi ,diag}=V_R^\psi h_\psi V_{L}^{\psi }{}_{}{}^{},$$ (5) where the CKM matrix is given by the combination $$V_{\mathrm{CKM}}=V_L^uV_{L}^{d}{}_{}{}^{}.$$ (6) Hence, the chiral $`Z_2^0`$ couplings in the fermion mass eigenstate basis read $$B_{ij}^{\psi _L}\left(V_L^\psi ϵ_{\psi _L}^{(2)}V_{L}^{\psi }{}_{}{}^{}\right)_{ij},\text{and}B_{ij}^{\psi _R}\left(V_R^\psi ϵ_{\psi _R}^{(2)}V_{R}^{\psi }{}_{}{}^{}\right)_{ij}.$$ (7) Further, $`ZZ^{}`$ mixing is induced by electroweak symmetry breaking, implying that $`Z_{1,2}^0`$ are related to mass eigenstates by an orthogonal transformation. Hence, the couplings of the massive gauge boson mass eigenstates $`Z^{(i)}`$ are $$_{NC}^Z=g_1\left[\mathrm{cos}\theta J^{(1)\mu }+\frac{g_2}{g_1}\mathrm{sin}\theta J^{(2)\mu }\right]Z_\mu ^{(1)}g_1\left[\frac{g_2}{g_1}\mathrm{cos}\theta J^{(2)\mu }\mathrm{sin}\theta J^{(1)\mu }\right]Z_\mu ^{(2)},$$ (8) where $`\theta `$ is the $`ZZ^{}`$ mixing angle. The standard model weak neutral current $`J^{(1)\mu }`$ is given in eq. (2), and $`J^{(2)\mu }`$ has a form analogous to eq. (3), with the $`ϵ_{\psi _{R,L}}^{(2)}`$ replaced by the couplings $`B^{\psi _{R,L}}`$ from eq. (7). We have neglected kinetic mixing , since it only amounts to a redefinition of the unknown $`Z^{}`$ couplings.<sup>3</sup><sup>3</sup>3Kinetic mixing allows the redefined $`Z_2^0`$ charges to have a component of weak hypercharge, which would otherwise not be allowed. This is irrelevant for the purposes of this paper. At low energies, the effective four-fermion interactions are then given by $`_{eff}`$ $`=`$ $`{\displaystyle \frac{4G_F}{\sqrt{2}}}{\displaystyle \underset{\psi ,\chi }{}}\left(\rho _{eff}J_{}^{(1)}{}_{}{}^{2}+2wJ^{(1)}J^{(2)}+yJ_{}^{(2)}{}_{}{}^{2}\right)`$ (9) $`=`$ $`{\displaystyle \frac{4G_F}{\sqrt{2}}}{\displaystyle \underset{\psi ,\chi }{}}{\displaystyle \underset{i,j,k,l}{}}\left[C_{kl}^{ij}Q_{kl}^{ij}+\stackrel{~}{C}_{kl}^{ij}\stackrel{~}{Q}_{kl}^{ij}+D_{kl}^{ij}O_{kl}^{ij}+\stackrel{~}{D}_{kl}^{ij}\stackrel{~}{O}_{kl}^{ij}\right],`$ (10) with the local operators<sup>4</sup><sup>4</sup>4These operators are not all independent. For couplings of four fermions of the same type, $`\psi =\chi `$, e.g. four charged leptons, one has $`Q_{kl}^{ij}=Q_{ij}^{kl}`$, $`\stackrel{~}{Q}_{kl}^{ij}=\stackrel{~}{Q}_{ij}^{kl}`$ and $`O_{kl}^{ij}=\stackrel{~}{O}_{ij}^{kl}`$. $`Q_{kl}^{ij}=\left(\overline{\psi }_i\gamma ^\mu P_L\psi _j\right)\left(\overline{\chi }_k\gamma _\mu P_L\chi _l\right),`$ $`\stackrel{~}{Q}_{kl}^{ij}=\left(\overline{\psi }_i\gamma ^\mu P_R\psi _j\right)\left(\overline{\chi }_k\gamma _\mu P_R\chi _l\right),`$ (11) $`O_{kl}^{ij}=\left(\overline{\psi }_i\gamma ^\mu P_L\psi _j\right)\left(\overline{\chi }_k\gamma _\mu P_R\chi _l\right),`$ $`\stackrel{~}{O}_{kl}^{ij}=\left(\overline{\psi }_i\gamma ^\mu P_R\psi _j\right)\left(\overline{\chi }_k\gamma _\mu P_L\chi _l\right).`$ $`\psi `$ and $`\chi `$ represent classes of fermions with the same SM quantum numbers, i.e., $`u`$, $`d`$, $`e^{}`$, and $`\nu `$, while $`i,j,k,l`$ are family indices. The coefficients are $`C_{kl}^{ij}`$ $`=`$ $`\rho _{eff}\delta _{ij}\delta _{kl}ϵ_L(i)ϵ_L(k)+w\delta _{ij}ϵ_L(\psi _i)B_{kl}^{\chi _L}+w\delta _{kl}ϵ_L(\chi _l)B_{ij}^{\psi _L}+yB_{ij}^{\psi _L}B_{kl}^{\chi _L},`$ (12) $`\stackrel{~}{C}_{kl}^{ij}`$ $`=`$ $`\rho _{eff}\delta _{ij}\delta _{kl}ϵ_R(i)ϵ_R(k)+w\delta _{ij}ϵ_R(\psi _i)B_{kl}^{\chi _R}+w\delta _{kl}ϵ_R(\chi _l)B_{ij}^{\psi _R}+yB_{ij}^{\psi _R}B_{kl}^{\chi _R},`$ (13) $`D_{kl}^{ij}`$ $`=`$ $`\rho _{eff}\delta _{ij}\delta _{kl}ϵ_L(i)ϵ_R(k)+w\delta _{ij}ϵ_L(\psi _i)B_{kl}^{\chi _R}+w\delta _{kl}ϵ_R(\chi _l)B_{ij}^{\psi _L}+yB_{ij}^{\psi _L}B_{kl}^{\chi _R},`$ (14) $`\stackrel{~}{D}_{kl}^{ij}`$ $`=`$ $`\rho _{eff}\delta _{ij}\delta _{kl}ϵ_R(i)ϵ_L(k)+w\delta _{ij}ϵ_R(\psi _i)B_{kl}^{\chi _L}+w\delta _{kl}ϵ_L(\chi _l)B_{ij}^{\psi _R}+yB_{ij}^{\psi _R}B_{kl}^{\chi _L}.`$ (15) The coefficients are given by $`\rho _{eff}`$ $`=`$ $`\rho _1\mathrm{cos}^2\theta +\rho _2\mathrm{sin}^2\theta ,\rho _i={\displaystyle \frac{M_W^2}{M_i^2\mathrm{cos}^2\theta _W}},`$ (16) $`w`$ $`=`$ $`{\displaystyle \frac{g_2}{g_1}}\mathrm{sin}\theta \mathrm{cos}\theta (\rho _1\rho _2),`$ (17) $`y`$ $`=`$ $`\left({\displaystyle \frac{g_2}{g_1}}\right)^2(\rho _1\mathrm{sin}^2\theta +\rho _2\mathrm{cos}^2\theta ),`$ (18) where $`M_i`$ are the masses of the neutral gauge boson mass eigenstates and $`\theta _W`$ is the electroweak mixing angle. ## 3 Flavor Changing Processes In this section we will discuss flavor violating processes forbidden in the SM and new contributions to SM processes. Experimental bounds or results on these processes (cf. ref. ) can then be used to constrain the $`Z^{}`$ couplings. ### 3.1 $`Z`$ Decays Due to the $`ZZ^{}`$ mixing, $`Z`$ couples to $`J^{(2)}`$. The decay width for a flavor changing $`Z`$ decay at tree level is given by $$\mathrm{\Gamma }(Z\psi _i\overline{\psi }_j)=\frac{CG_F\rho _1M_1^3}{3\sqrt{2}\pi }\left(\frac{g_2}{g_1}\right)^2\mathrm{sin}^2\theta \left(\left\|B_{ij}^{\psi _L}\right\|^2+\left\|B_{ij}^{\psi _R}\right\|^2\right),$$ (19) where $`C=1`$ ($`C=3`$) is the color factor for leptons (quarks). Due to strong experimental constraints on the $`ZZ^{}`$ mixing angle $`\theta `$, cf. ref. , the $`B^{\psi _{R,L}}`$ cannot be strongly constrained from flavor violating $`Z`$ decays. ### 3.2 Lepton Decays In the SM each lepton generation has a separately conserved lepton number, if one neglects small effects from non-vanishing neutrino masses and non-perturbative effects. The effective Lagrangian (10) gives rise to lepton family number violating processes, although the total lepton number is still conserved. Consider first the decay of a charged lepton $`l_j`$ into three different charged leptons $`l_i`$, $`l_k`$ and $`\overline{l}_l`$. At tree level, the decay width is $`\mathrm{\Gamma }(l_jl_il_k\overline{l}_l)`$ $`=`$ $`{\displaystyle \frac{G_F^2m_{l_j}^5}{48\pi ^3}}\left(\right\|C_{l_kl_l}^{l_il_j}+C_{l_il_l}^{l_kl_j}\|^2+\|\stackrel{~}{C}_{l_kl_l}^{l_il_j}+\stackrel{~}{C}_{l_il_l}^{l_kl_j}\|^2+`$ (20) $`+\|D_{l_kl_l}^{l_il_j}\|^2+\|D_{l_il_l}^{l_kl_j}\|^2+\|\stackrel{~}{D}_{l_kl_l}^{l_il_j}\|^2+\|\stackrel{~}{D}_{l_il_l}^{l_kl_j}\|^2),`$ where we have neglected the masses of the final states leptons. If two leptons in the final state are equal ($`i=k`$), taking permutations of the external fermion lines into account yields $$\mathrm{\Gamma }(l_jl_il_i\overline{l}_l)=\frac{G_F^2m_{l_j}^5}{48\pi ^3}\left(2\left\|C_{l_il_l}^{l_il_j}\right\|^2+2\left\|\stackrel{~}{C}_{l_il_l}^{l_il_j}\right\|^2+\left\|D_{l_il_l}^{l_il_j}\right\|^2+\left\|\stackrel{~}{D}_{l_il_l}^{l_il_j}\right\|^2\right).$$ (21) Since such processes are free of hadronic uncertainties and well constrained experimentally , they yield strong constraints on the leptonic couplings of a $`Z^{}`$ <sup>5</sup><sup>5</sup>5In ref. these processes were considered in the case of vanishing $`Z`$-$`Z^{}`$ mixing, $`Z^{}`$ couplings of the $`VA`$ form, and assuming that the $`Z^{}`$ has no diagonal couplings.. The strongest constraint on the $`Z^{}`$-$`\mu `$-$`e`$ coupling, however, comes from coherent $`\mu `$-$`e`$ conversion in a muonic atom . The branching fraction for this process, i.e., the ratio of the coherent $`\mu `$-$`e`$ conversion rate to the $`\mu `$ capture rate for a nucleus of atomic number $`Z`$ and neutron number $`N`$ is given by $`B(\mu ^{}Ne^{}N)`$ $`=`$ $`{\displaystyle \frac{G_F^2\alpha ^3m_\mu ^5}{2\pi ^2\mathrm{\Gamma }_{\text{CAPT}}}}{\displaystyle \frac{Z_{eff}^4}{Z}}\left\|F_P\right\|^2\left(\left\|B_{12}^{l_L}\right\|^2+\left\|B_{12}^{l_R}\right\|^2\right)\|w\left[{\displaystyle \frac{1}{2}}(ZN)2Z\mathrm{sin}^2\theta _W\right]+`$ (22) $`+y[(2Z+N)(B_{11}^{u_L}+B_{11}^{u_R})+(Z+2N)(B_{11}^{d_L}+B_{11}^{d_R})]\|^2,`$ where $`\mathrm{\Gamma }_{\text{CAPT}}`$ is the $`\mu `$ capture rate, $`Z_{eff}`$ an effective atomic charge obtained by averaging the muon wave function over the nucleon, and $`F_P`$ is a nuclear matrix element. ### 3.3 Radiative Decays Neutral current penguins give rise to radiative lepton decays. Neglecting the mass of the final state lepton, the decay width is $$\mathrm{\Gamma }(l_jl_i\gamma )=\frac{\alpha G_F^2m_{l_j}^5}{8\pi ^4}\left(\left\|\xi _L^{l_il_j}\right\|^2+\left\|\xi _R^{l_il_j}\right\|^2\right),$$ (23) where the dipole moment couplings of an on-shell photon to the chiral $`\mu `$-$`e`$ currents are $`\xi _L^{l_il_j}`$ $`=`$ $`{\displaystyle \frac{1}{m_{l_j}}}{\displaystyle \underset{k}{}}m_{l_k}D_{l_il_k}^{l_kl_j}={\displaystyle \frac{y}{m_{l_j}}}\left(B^{l_R}m_lB^{l_L}\right)_{ij}+wϵ_L(l_j)B_{ij}^{l_R},`$ (24) $`\xi _R^{l_il_j}`$ $`=`$ $`{\displaystyle \frac{1}{m_{l_j}}}{\displaystyle \underset{k}{}}m_{l_k}\stackrel{~}{D}_{l_il_k}^{l_kl_j}={\displaystyle \frac{y}{m_{l_j}}}\left(B^{l_L}m_lB^{l_R}\right)_{ij}+wϵ_R(l_j)B_{ij}^{l_L},`$ (25) where $`m_l`$ is the charged lepton mass matrix. A similar result holds for the decay $`bs\gamma `$. Since the $`b`$-quark mass is much larger than the QCD-scale $`\mathrm{\Lambda }`$, long-range strong interaction effects are not expected to be important in the inclusive decay $`BX_s\gamma `$ . Hence, the rate for this process is usually approximated by considering the ratio $$R\frac{\mathrm{\Gamma }(BX_s\gamma )}{\mathrm{\Gamma }(BX_ce\overline{\nu }_e)}\frac{\mathrm{\Gamma }(bs\gamma )}{\mathrm{\Gamma }(bce\overline{\nu }_e)}.$$ (26) Neglecting SM contributions, the contribution to $`R`$ from the one-loop neutral current penguin diagrams is $$R=\frac{8\alpha }{3\pi }\left\|V_{cb}\right\|^2f^1\left(\frac{m_c^2}{m_b^2}\right)\left(\left\|\xi _L^{sb}\right\|^2+\left\|\xi _R^{sb}\right\|^2\right),$$ (27) where $`f`$ is the phase-space factor in the semi-leptonic $`b`$-decay: $$f(x)=18x+8x^3x^412x^2\mathrm{ln}x.$$ (28) In analogy to eqs. (24) and (25) the flavor violating effective couplings $`\xi _{R,L}^{sb}`$ are given by: $`\xi _L^{sb}`$ $`=`$ $`{\displaystyle \frac{1}{m_b}}{\displaystyle \underset{k}{}}m_{d_k}D_{sd_k}^{d_kb}={\displaystyle \frac{y}{m_b}}\left(B^{d_R}m_dB^{d_L}\right)_{23}+wϵ_L(b)B_{23}^{d_R},`$ (29) $`\xi _R^{sb}`$ $`=`$ $`{\displaystyle \frac{1}{m_b}}{\displaystyle \underset{k}{}}m_{d_k}\stackrel{~}{D}_{sd_k}^{d_kb}={\displaystyle \frac{y}{m_b}}\left(B^{d_L}m_dB^{d_R}\right)_{23}+wϵ_R(b)B_{23}^{d_L},`$ (30) where $`d_k`$ stands for the $`k`$-th generation down-type quark and $`m_d`$ is the diagonal mass matrix of down quarks. ### 3.4 Leptonic Meson Decays Meson decays can be used to place limits on the $`Z^{}`$ couplings to quarks. Consider the lepton family number violating decay of a neutral pseudoscalar meson $`P^0`$ into two charged leptons $`l_i`$ and $`\overline{l_j}`$, with $`ij`$. Due to the hierarchy of lepton masses, we can neglect the mass of the lighter lepton. Assuming that $`m_{l_j}m_{l_i}`$ (the case $`m_{l_i}m_{l_j}`$ can be obtained by exchanging the lepton indices $`i`$ and $`j`$ in the following) the decay width is $$\mathrm{\Gamma }(P^0l_i\overline{l}_j)=2\frac{\mathrm{\Gamma }(P^{}l_i\overline{\nu }_i)}{\|V_{kl}\|^2}\left(\left\|\beta _L^{l_il_j}\right\|^2+\left\|\beta _R^{l_il_j}\right\|^2\right),$$ (31) where we have used isospin symmetry to relate the amplitude for $`P^0l_i\overline{l}_j`$ to the amplitude for the SM decay $`P^{}l_i\overline{\nu }_i`$, and $`V_{kl}`$ is the element of the CKM-matrix appearing in this SM process. The coefficients $`\beta _{R,L}`$ for the decays we have considered are given in table 1. In the SM the decay of a pseudoscalar $`P^0`$ into a lepton and its anti-lepton is suppressed by the GIM mechanism and can only occur at one-loop level (cf., e.g., ref. for a discussion of $`K_L^0l_i\overline{l_i}`$ in the SM), whereas the $`Z^{}`$ couplings allow tree-level contributions to such processes. Neglecting SM contributions, which are formally of higher order in the couplings, the decay width reads $$\mathrm{\Gamma }(P^0l_i\overline{l_i})=4\frac{\mathrm{\Gamma }(P^{}l_i\overline{\nu _i})}{\|V_{kl}\|^2}\frac{m_P^3\sqrt{m_P^24m_{l_i}^2}}{(m_P^2m_{l_i}^2)^2}\left\|\beta _L^{l_il_i}\beta _R^{l_il_i}\right\|^2,$$ (32) where the mass dependent factor corrects for the different phase spaces in the decays of $`P^0`$ and $`P^{}`$, and the couplings $`\beta _{R,L}`$ can again be found in table 1. Similar formulae hold for semi-leptonic $`\tau `$ decays. For the process $`\tau l_i\pi ^0`$ we have $$\mathrm{\Gamma }(\tau l_i\pi ^0)=2\frac{\mathrm{\Gamma }(\tau \nu _\tau \pi ^{})}{\|V_{ud}\|^2}\left(\left\|\beta _L^{l_i\tau }\right\|^2+\left\|\beta _R^{l_i\tau }\right\|^2\right),$$ (33) where we have neglected the mass of the final state lepton and the $`\beta _{R,L}`$ are given in the first line of table 1, whereas for $`\tau l_iK^0`$ one finds $$\mathrm{\Gamma }(\tau l_iK^0)=4\frac{\mathrm{\Gamma }(\tau \nu _\tau K^{})}{\|V_{us}\|^2}\left(\left\|C_{ds}^{l_i\tau }D_{ds}^{l_i\tau }\right\|^2+\left\|\stackrel{~}{C}_{ds}^{l_i\tau }\stackrel{~}{D}_{ds}^{l_i\tau }\right\|^2\right).$$ (34) Replacing the indices $`d`$ and $`s`$ yields the decay width for $`\tau l_i\overline{K}^{\mathrm{\hspace{0.17em}0}}`$. ### 3.5 Semi-Leptonic Meson Decays All the processes discussed in the last section constrain only couplings of the form $`D_{q_kq_l}^{l_il_j}C_{q_kq_l}^{l_il_j}`$, i.e., the axial vector couplings in the quark current. Limits on the corresponding vector couplings can be obtained by considering decays of $`P^0`$ into another pseudoscalar meson and two leptons. Particularly interesting are lepton flavor conserving, $`CP`$ violating contributions to decays $`K_L^0\pi ^0\overline{l}l`$, since the branching ratios are expected to be small in the SM and new limits from KTeV allow the imaginary part of the $`Z^{}`$-$`d`$-$`s`$ vector coupling to be constrained. Neglecting the electron mass but taking the $`\mu `$-mass into account, the decay widths for the semi-leptonic $`K_L^0`$ decays considered are $`\mathrm{\Gamma }(K_L^0e^+e^{}\pi ^0)`$ $`=`$ $`2{\displaystyle \frac{\mathrm{\Gamma }(K^+e^+\nu _e\pi ^0)}{\|V_{us}\|^2}}\left(\|\delta _L^{ee}\|^2+\|\delta _R^{ee}\|^2\right),`$ (35) $`\mathrm{\Gamma }(K_L^0\mu ^+\mu ^{}\pi ^0)`$ $`=`$ $`2{\displaystyle \frac{\mathrm{\Gamma }(K^+\mu ^+\nu _\mu \pi ^0)}{\|V_{us}\|^2}}\left[0.57\left(\|\delta _L^{\mu \mu }\|^2+\|\delta _R^{\mu \mu }\|^2\right)0.48\text{Re}(\delta _L^{\mu \mu }\delta _{R}^{\mu \mu }{}_{}{}^{})\right],`$ (36) where the numerical coefficients in the last decay width arise due to the different phase spaces for the processes $`K_L^0\mu ^+\mu ^{}\pi ^0`$ and $`K^+\mu ^+\nu _\mu \pi ^0`$, and the couplings $`\delta _{R,L}`$ for these processes are given in table 2. We also considered the lepton flavor violating decay $$\mathrm{\Gamma }(K_L^0\mu ^+e^{}\pi ^0)=2\frac{\mathrm{\Gamma }(K^+\mu ^+\nu _\mu \pi ^0)}{\|V_{us}\|^2}\left(\|\delta _L^{e\mu }\|^2+\|\delta _R^{e\mu }\|^2\right),$$ (37) although experimental bounds on the $`Z^{}`$-$`\mu `$-$`e`$ coupling from coherent $`\mu `$-$`e`$ conversion imply that the branching ratio for this process is several orders of magnitude below the experimental bounds. Similarly, for semi-leptonic $`D^0`$ and $`B^0`$ decays one has $`\mathrm{\Gamma }(D^0l_i\overline{l}_j\pi ^0)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(D^+\overline{l}_j\nu _j\pi ^0)}{\|V_{cd}\|^2}}\left(\|\delta _L^{l_il_j}\|^2+\|\delta _R^{l_il_j}\|^2\right),`$ (38) $`\mathrm{\Gamma }(B^0l_i\overline{l}_jK^0)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(B^+\overline{l}_i\nu _i\overline{D}^{\mathrm{\hspace{0.17em}0}})}{\|V_{cb}\|^2}}{\displaystyle \frac{f(m_K^2/m_B^2)}{f(m_D^2/m_B^2)}}\left(\|\delta _L^{l_il_j}\|^2+\|\delta _R^{l_il_j}\|^2\right),`$ (39) where the phase-space function $`f`$ is given in eq. (28). ### 3.6 Mass Splittings and CP Violation The effective Lagrangian (10) also contributes to the mass splitting in a neutral pseudo-scalar meson system. Again denoting the flavor eigenstates of a meson by $`P^0`$ and $`\overline{P}^{\mathrm{\hspace{0.17em}0}}`$, the mass splitting $`\mathrm{\Delta }m_P`$ is given by $$\mathrm{\Delta }m_P=2\text{Re}P^0\|_{eff}\|\overline{P}^{\mathrm{\hspace{0.17em}0}}.$$ (40) The relevant hadronic matrix elements of the operators (11) have been determined in the vacuum insertion approximation using PCAC . Hence, for a meson with the quark content $`P^0=\overline{q}_jq_i`$ we obtain the following contribution to the mass splitting: $$\mathrm{\Delta }m_P=4\sqrt{2}G_Fm_PF_P^2y\left\{\frac{1}{3}\text{Re}\left[\left(B_{ij}^{q_L}\right)^2+\left(B_{ij}^{q_R}\right)^2\right]\left[\frac{1}{2}+\frac{1}{3}\left(\frac{m_P}{m_{q_i}+m_{q_j}}\right)^2\right]\text{Re}\left(B_{ij}^{q_L}B_{ij}^{q_R}\right)\right\},$$ (41) where $`m_P`$ and $`F_P`$ are the mass and decay constant of the meson, respectively. Further, phases in the $`Z^{}`$ couplings $`B_{ij}^{\psi _{R,L}}`$ will contribute to CP violating processes. Limits on the imaginary parts of the $`s`$-$`d`$-$`Z^{}`$ couplings can be placed by considering indirect CP violation $`\epsilon _K`$ in the neutral kaon system: $`\|\epsilon _K\|`$ $`=`$ $`{\displaystyle \frac{1}{2\sqrt{2}}}{\displaystyle \frac{\text{Im}K^0\|_{eff}\|\overline{K}^{\mathrm{\hspace{0.17em}0}}}{\text{Re}K^0\|_{eff}\|\overline{K}^{\mathrm{\hspace{0.17em}0}}}}`$ (42) $`=`$ $`{\displaystyle \frac{2G_Fm_KF_K^2y}{\mathrm{\Delta }m_K}}\left\|{\displaystyle \frac{1}{3}}\text{Im}\left[\left(B_{12}^{d_L}\right)^2+\left(B_{12}^{d_R}\right)^2\right]\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}\left({\displaystyle \frac{m_P}{m_d+m_s}}\right)^2\right]\text{Im}\left(B_{12}^{d_L}B_{12}^{d_R}\right)\right\|.`$ (43) Direct CP violation $`\epsilon ^{}`$ in the decays $`K\pi \pi `$ can be expressed in terms of the decay amplitudes $`A_0=A(K(\pi \pi )_0)`$ and $`A_2=A(K(\pi \pi )_2)`$, where the indices $`0`$ and $`2`$ denote the isospin of the final two pion state (see ref. for a review): $$\epsilon ^{}=\frac{1}{\sqrt{2}}\frac{\omega }{\text{Re}A_0}\left(\text{Im}A_0\frac{1}{\omega }\text{Im}A_2\right)\text{e}^{i\stackrel{~}{\varphi }},$$ (44) where $$\omega =\frac{\text{Re}A_2}{\text{Re}A_0},\stackrel{~}{\varphi }=\frac{\pi }{2}+\delta _2\delta _0.$$ (45) The $`\delta _I`$ are the final state interaction phases. When using eq. (44) to constrain physics beyond the standard model, it is common practice to take $`\omega `$, $`\text{Re}A_0`$ and $`\stackrel{~}{\varphi }`$ from experiment, $$\omega =0.045,\text{Re}A_0=3.3310^7\text{GeV},\stackrel{~}{\varphi }\frac{\pi }{4},$$ (46) and consider new contributions to the imaginary parts of the amplitudes $`A_0`$ and $`A_2`$. This is due to the fact that the CP violating imaginary parts are dominated by short-distance effects and can be reliably determined by considering matrix elements of the effective Lagrangian (10). The hadronic matrix elements can be computed in the large $`N_c`$ limit of chiral perturbation theory (cf. appendix A), and one finds the following neutral current contribution to the real part of the ratio $`\epsilon ^{}/\epsilon _K`$: $`\text{Re}\left({\displaystyle \frac{\epsilon ^{}}{\epsilon _K}}\right)=210^3w\left(\text{Im}B_{21}^{d_L}+{\displaystyle \frac{3}{2}}\text{Im}B_{21}^{d_R}\right)+`$ (47) $`+1.510^3y\left[\left(B_{11}^{u_L}B_{11}^{d_L}\right)\left(\text{Im}B_{21}^{d_L}+2\text{Im}B_{21}^{d_R}\right)\left(B_{11}^{u_R}B_{11}^{d_R}\right)\left(2\text{Im}B_{21}^{d_L}+\text{Im}B_{21}^{d_R}\right)\right].`$ ### 3.7 Experimental Constraints Experimental limits or results on these processes can be used to constrain the flavor violating $`Z^{}`$ couplings<sup>6</sup><sup>6</sup>6Flavor diagonal $`Z^{}`$ couplings can be constrained from fits to electroweak observables .. In the following we briefly discuss bounds coming from $`Z`$-$`Z^{}`$ mixing contributions to these processes. The pure $`Z^{}`$ contributions yield a multitude of bounds on products of $`Z^{}`$ couplings which are less illuminating. In the examples that we discuss in the next section, these contributions are of the same order as the mixing contributions. As already mentioned, the strongest bound on the $`Z^{}`$-$`\mu `$-$`e`$ coupling comes from the non-observation of coherent $`\mu `$-$`e`$ conversion by the Sindrum-II collaboration : $$w^2\left(\left\|B_{12}^{l_L}\right\|^2+\left\|B_{12}^{l_R}\right\|^2\right)<410^{14},$$ (48) while the decays $`\tau 3e`$ and $`\tau 3\mu `$ yield the strongest bounds on flavor violating $`\tau `$ couplings: $$w^2\left(\left\|B_{13}^{l_L}\right\|^2+\left\|B_{13}^{l_R}\right\|^2\right)<210^5,w^2\left(\left\|B_{23}^{l_L}\right\|^2+\left\|B_{23}^{l_R}\right\|^2\right)<10^5.$$ (49) It is interesting to note that these constraints alone ensure that branching ratios for lepton flavor violating meson decays are below the experimental bounds, provided that the parameters $`w`$ and $`y`$, given in eqs. (17) and (18), are of the same order. (This holds in the most interesting case of a TeV scale $`Z^{}`$ with small mixing, $`\theta <10^3`$.) For example, upper limits on the branching ratios for the processes $`K_L\mu ^\pm e^{}`$ from the BNL E871 collaboration and $`K_L\pi ^0\mu ^\pm e^{}`$ from KTeV yield $`y^2\left(\left\|B_{12}^{l_L}\right\|^2+\left\|B_{12}^{l_R}\right\|^2\right)\left\|\text{Re}B_{12}^{d_R}\text{Re}B_{12}^{d_L}\right\|^2`$ $`<`$ $`10^{14},`$ (50) $`y^2\left(\left\|B_{12}^{l_L}\right\|^2+\left\|B_{12}^{l_R}\right\|^2\right)\left\|\text{Im}B_{12}^{d_R}+\text{Im}B_{12}^{d_L}\right\|^2`$ $`<`$ $`210^{10}.`$ (51) Hence, the experimental bounds on these processes would have to be improved by several orders of magnitude to yield interesting constraints on the real and imaginary parts of $`B_{12}^{d_{R,L}}`$. From eqs. (48), (50) and (51) it is clear that lepton flavor violating meson decays cannot compete in constraining flavor non-diagonal $`Z^{}`$ couplings, except in the limit $`\|w\|y`$. However, lepton flavor conserving meson decays can be used to constrain the $`Z^{}`$ couplings to quarks, e.g., limits on $`K_L\mu ^+\mu ^{}`$ and $`K_L\pi ^0\mu ^+\mu ^{}`$ give: $$w^2\left\|\text{Re}B_{12}^{d_R}\text{Re}B_{12}^{d_L}\right\|<310^{11},w^2\left\|\text{Im}B_{12}^{d_R}+\text{Im}B_{12}^{d_L}\right\|^2<510^{11}.$$ (52) The most stringent bounds on the absolute values of the remaining non-diagonal $`Z^{}`$ couplings to quarks then come from decays of $`D^0`$ and $`B^0`$ into a $`\mu ^+\mu ^{}`$ pair and from the process $`B^0K^0\mu ^+\mu ^{}`$ : $$w^2\left\|B_{12}^{u_{R,L}}\right\|^2<610^4,w^2\left\|B_{13}^{d_{R,L}}\right\|^2<10^5,w^2\left\|B_{23}^{d_{R,L}}\right\|^2<310^6.$$ (53) The top-quark couplings to a $`Z^{}`$ cannot be constrained from these tree-level processes. In the future, studies of rare top decays and associated top-charm production at the Tevatron, LHC and a future $`e^+e^{}`$ linear collider will yield very useful constraints. Further, experimental results on meson mass splittings<sup>7</sup><sup>7</sup>7The $`B_s`$-$`\overline{B}_s`$ mass difference has not been measured yet. We required that new contributions be smaller than the lower limit on the mass splitting, $`\mathrm{\Delta }m_{B_s^0}>14.3\text{ps}^1`$ at $`95\%`$ C.L. . allow constraints on the real parts of the squared $`Z^{}`$ couplings to quarks, $`y\left\|\text{Re}\left[\left(B_{12}^{d_{R,L}}\right)^2\right]\right\|<10^8,`$ $`y\left\|\text{Re}\left[\left(B_{13}^{d_{R,L}}\right)^2\right]\right\|<610^8,`$ (54) $`y\left\|\text{Re}\left[\left(B_{23}^{d_{R,L}}\right)^2\right]\right\|<210^6,`$ $`y\left\|\text{Re}\left[\left(B_{12}^{u_{R,L}}\right)^2\right]\right\|<10^7,`$ (55) and $`CP`$ violation in the Kaon system yields constraints on the imaginary part of the $`Z^{}`$-$`d`$-$`s`$ coupling: $$y\left\|\text{Im}\left[\left(B_{12}^{d_{R,L}}\right)^2\right]\right\|<810^{11},w\left\|\text{Im}B_{12}^{d_{R,L}}\right\|<10^6.$$ (56) ## 4 Models In the following we shall study concrete examples of extended Abelian gauge structures with flavor non-universal couplings, in order to see where such effects are most likely to be seen. Although we only discussed bounds coming from $`Z`$-$`Z^{}`$ mixing contributions to FCNC processes in section 3.7, we will also take pure $`Z^{}`$ contributions into account here, since they are of the same order as mixing contributions in the models considered. First we consider a perturbative heterotic superstring model, based on the free fermionic construction . Such models have been studied in detail and it was shown that they generically contain extended Abelian gauge structures and additional matter at the string scale. The running of a scalar mass-square due to large Yukawa couplings then triggers the radiative breaking of the $`U(1)^{}`$, naturally giving a $`Z^{}`$ in the TeV mass range. The $`Z^{}`$ couplings can be calculated and the fermion charges $`Q^{}`$ can be found in table 3. In the quark sector, the first two generations have the same charges, i.e., in the fermion mass eigenstate basis only mixings of the third generation quarks induce flavor changing quark-couplings in eq. (7). Nevertheless, all the $`B_{ij}^q`$ are nonzero in general. The same holds true for right-handed leptons, but all three left-handed lepton generations have different $`Q^{}`$ charges, which could give rise to strong flavor violating effects. To study these FCNCs we have chosen a $`Z^{}`$ mass of $`1`$TeV and a $`Z`$-$`Z^{}`$ mixing angle $`\theta =10^3`$. The $`Z^{}`$ coupling strength, predicted from the string model, is $`g_2=0.105`$ . Further, we have to specify the unknown fermion mixing matrices $`V_{R,L}^\psi `$. As an example, we will assume that they are equal to the CKM matrix. In the charged lepton sector these couplings then predict rates for flavor violating processes which are six orders of magnitude above the experimental limits for coherent $`\mu `$-$`e`$ conversion, five orders of magnitude above the limit for the decay $`\mu 3e`$, and of the same order as the recent experimental bound from the MEGA collaboration for the radiative decay $`\mu e\gamma `$. On the other hand, predictions for flavor violating $`\tau `$ decays are well below the experimental limits. This is due in part to the fact that these bounds are much less restrictive than for the muon, and in part to the assumed CKM mixing, where the 13 and 23 elements are rather small. Assuming larger mixing of third generation leptons, as suggested by the atmospheric neutrino data , would give flavor changing rates close to the experimental bounds, particularly for $`\tau `$ decays into three charged leptons. For processes involving quarks, we obtain contributions of the same order as SM contributions for the $`B`$-$`\overline{B}`$ and $`B_s`$-$`\overline{B}_s`$ mass differences, and, assuming maximal $`CP`$ violation, a contribution to $`\epsilon _K`$ which is of the same order as the measured value. Predictions for lepton flavor violating meson decays are well below the experimental bounds. As we have seen, one obtains flavor violating rates above the experimental limits in the lepton sector if the first two generations have different $`Q^{}`$ charges. As an example of a model in which the first two quark families also have different charges, we again consider the string motivated model; however, we set the charges to zero by hand for all of the first generation fermions. Then the rates for coherent $`\mu `$-$`e`$ conversion and $`\mu 3e`$ are still too large by four and two orders of magnitude, respectively, and we find the same contributions as before to the $`B`$-$`\overline{B}`$ and $`B_s`$-$`\overline{B}_s`$ mass differences. In addition, however, we obtain contributions to the mass splitting in the $`K`$\- and $`D`$-systems, which are larger than the measured values by two orders of magnitude, and the predicted rates for lepton flavor violating and conserving $`K_L`$ decays are well above experimental limits or results. Further, again assuming maximal $`CP`$ violation, we have contributions to $`\epsilon _K`$ and Re$`(\epsilon ^{}/\epsilon _K)`$ which are too large by factors $`610^5`$ and $`20`$, respectively. From these examples, we conclude that any TeV-scale $`Z^{}`$ would almost certainly have to have equal couplings to the first two families. However, there is still the possibility of different couplings for the third family. As a final example we consider a flavor non-universal $`Z^{}`$ that was recently shown to improve the fit to precision electroweak data . Assuming that the first two fermion generations are flavor universal<sup>8</sup><sup>8</sup>8Such models arise for example in the framework of $`E_6`$ models, if discrete symmetries which lead to small neutrino masses are imposed ., one can determine the $`Z^{}`$ couplings from the fit. The central values found in ref. are reproduced in table 3. Since the $`Z^{}`$ coupling of right-handed top-quarks was not determined we have set $`Q_{t_R}^{}=1`$ for definiteness, although this coupling has only very little influence on the processes we discussed. Since in this model the first two lepton generations have the same $`Z^{}`$ couplings, the predicted rates for flavor violating $`\mu `$ decays are well below the experimental limits. Only for coherent $`\mu `$-$`e`$ conversion do we find a predicted rate of the same order as the experimental limit. However, we obtain contributions to the $`B`$-$`\overline{B}`$ and $`B_s`$-$`\overline{B}_s`$ mass differences which are too large by factors $`7`$ and $`40`$, respectively. Further, the predicted value for $`\epsilon _K`$ is larger than the measured value by a factor $`20`$ and there is a contribution to $`\epsilon ^{}`$ which is of the same order as the measured one. Finally, the branching ratios predicted for lepton flavor conserving decays $`K_L\pi ^0l^+l^{}`$ and $`B^0K^0l^+l^{}`$ are only two orders of magnitude below the experimental bounds, i.e., further experimental progress on these processes could help to constrain this model. Thus, even with universal couplings for the first two families, mixing with the third family induces significant effects in the first two families, at least if the fermion mixing matrices for the charged leptons and the $`d`$-type quarks are comparable to the CKM matrix. ## 5 Conclusions We conclude that additional $`Z^{}`$ bosons with a TeV scale mass and family non-universal couplings are severely constrained by experimental results on flavor changing processes. The most stringent bounds come from muon decays, coherent $`\mu e`$ conversion in muonic atoms, and from lepton flavor conserving processes in the neutral $`K`$-system, i.e., from processes involving the coupling of a $`Z^{}`$ to first and second generation fermions. Couplings to the third generation are less constrained, but future studies of rare top, bottom and $`\tau `$ decays will help to further constrain these models. If the $`Z^{}`$ couplings are diagonal but family non-universal in the gauge eigenstate basis, flavor changing couplings arise due to fermion mixing. In the examples we assumed that these unknown mixing matrices are comparable to the CKM matrix. If all three families have different couplings we find contributions to flavor changing processes involving the first two generations which are above experimental bounds by several orders of magnitude. We obtain particularly large contributions to coherent $`\mu `$-$`e`$ conversion, the decay $`\mu 3e`$, meson mass splittings, $`K_L`$ decays and $`CP`$ violation in the neutral $`K`$-system. Since couplings of third generation fermions are much less constrained and we assumed that the fermion mixing matrices have a structure similar to the CKM matrix, these problems can be alleviated by assuming that the first two families, but not the third, have the same $`U(1)^{}`$ charges. Mixing with the third family still induces flavor changing effects involving the first two families, but they are suppressed since in the CKM matrix those mixings are small. In the model considered, the new contributions are too large for the $`B`$-$`\overline{B}`$ and $`B_s`$-$`\overline{B}_s`$ mass differences, and $`CP`$-violation in the neutral $`K`$-system. The experimental bounds for all other processes are respected. All of the constraints are model dependent. In addition to the $`Z^{}`$ mass, mixing with the $`Z`$, and charges, they are dependent on the mixing matrices for the left and right chiral quarks and leptons. In the standard model, the right chiral mixing matrices are unobservable, and only the combinations of left chiral matrices in the CKM matrix (6) and its leptonic analog are observable. However, all of these matrices are in principle observable in the presence of non-universal $`Z^{}`$ couplings. For example, the flavor changing effects in the $`B`$ and $`K`$ systems could be eliminated if the CKM mixing were due entirely to the $`u`$ quark sector, i.e., $`V_{\mathrm{CKM}}=V_L^u`$, with $`V_L^d=V_R^d=\text{1}\text{1}`$. Similarly, $`\mu `$-$`e`$ conversion and the decay $`\mu 3e`$ would be absent at tree level if all leptonic mixing observable in neutrino oscillations originated in neutrino (rather than charged lepton) mixing, i.e., $`V_L^e=V_R^e=\text{1}\text{1}`$. For models in which the first two families have the same couplings, these conditions could be relaxed so that $`V_{L,R}^{d,e}`$ mix the first two families only. Much stricter bounds on these and similar models, including models with alternative assumptions concerning the fermion mixings, will be available once rare top decays have been studied at the Tevatron, LHC, and a future $`e^+e^{}`$ collider, and more stringent bounds on bottom and tau decays become available from existing $`b`$-factories and planned charm-$`\tau `$-factories. The rare top decays in particular would constrain the possibility that quark mixing is restricted to the $`uct`$ sector. Improvements in the sensitivity of searches for rare $`K_L`$ and $`\mu `$ decays and $`\mu `$-$`e`$ conversion are also highly desirable. ## Acknowledgements We would like to thank J. Erler and G. Hiller for helpful discussions and suggestions. This work was supported in part by the U.S. Department of Energy Grant No. EY-76-02-3071 and in part by the Feodor Lynen Program of the Alexander von Humboldt Foundation (M.P.). ## Appendix A Matrix Elements for $`K\pi \pi `$ The evaluation of the hadronic matrix elements in the decay amplitudes $`A_0`$ and $`A_2`$ is clearly a non-perturbative problem. Several methods have been advocated, and it turns out that chiral perturbation theory in the large $`N_c`$ limit, $`N_c`$ being the number of colors, offers the best description of $`K\pi \pi `$ amplitudes . We will denote the hadronic matrix elements of the operators by $$Q_{qq}^{sd}_I=(2\pi )_I\|Q_{qq}^{sd}\|K^0,$$ (57) where $`I=0,2`$ denotes the isospin of the two-pion state. Since only the pseudoscalar part of the effective Lagrangian contributes to the $`K\pi \pi `$ amplitudes, the matrix elements of $`\stackrel{~}{Q}_{qq}^{sd}`$ are given by those of $`Q_{qq}^{sd}`$, with an additional minus sign. Analogous formulae hold for the matrix elements of $`O_{qq}^{sd}`$ and $`\stackrel{~}{O}_{qq}^{sd}`$. In the limit corresponding to the vacuum insertion approximation, chiral perturbation theory the yields the following matrix elements: $`Q_{uu}^{sd}_0={\displaystyle \frac{1}{3}}\left({\displaystyle \frac{2}{N_c}}1\right)X,`$ $`Q_{uu}^{sd}_2={\displaystyle \frac{\sqrt{2}}{3}}\left(1+{\displaystyle \frac{1}{N_c}}\right)X,`$ (58) $`Q_{dd}^{sd}_0={\displaystyle \frac{1}{3}}\left(1+{\displaystyle \frac{1}{N_c}}\right)X,`$ $`Q_{dd}^{sd}_2={\displaystyle \frac{\sqrt{2}}{3}}\left(1+{\displaystyle \frac{1}{N_c}}\right)X,`$ (59) $`O_{uu}^{sd}_0={\displaystyle \frac{1}{3}}X{\displaystyle \frac{1}{3N_c}}Y,`$ $`O_{uu}^{sd}_2={\displaystyle \frac{\sqrt{2}}{3}}X{\displaystyle \frac{1}{3\sqrt{2}N_c}}Y,`$ (60) $`O_{dd}^{sd}_0={\displaystyle \frac{1}{3}}X+{\displaystyle \frac{1}{3N_c}}\left(3{\displaystyle \frac{F_K}{F_\pi }}2\right)Y,`$ $`O_{dd}^{sd}_2={\displaystyle \frac{\sqrt{2}}{3}}X+{\displaystyle \frac{1}{3\sqrt{2}N_c}}Y,`$ (61) where $$X=\sqrt{\frac{3}{2}}F_\pi \left(m_K^2m_\pi ^2\right)\left(1+\frac{m_\pi ^2}{\mathrm{\Lambda }_\chi ^2}\right),Y=\sqrt{\frac{3}{2}}F_\pi \left(\frac{m_K^2}{m_s}\right)^2\left(1+\frac{m_\pi ^2}{\mathrm{\Lambda }_\chi ^2}\right),$$ (62) and $`\mathrm{\Lambda }_\chi `$ is a parameter in the Lagrangian of chiral perturbation theory related to the ratio of the $`\pi `$ and $`K`$ decay constants: $$\frac{\left(m_K^2m_\pi ^2\right)}{\mathrm{\Lambda }_\chi ^2}=\frac{F_K}{F_\pi }1.$$ (63)
warning/0001/hep-ph0001002.html	ar5iv	text	# 1 Introduction ## 1 Introduction In the minimal supersymmetric extension of the Standard Model (MSSM), the mass of the lightest $`𝒞𝒫`$-even Higgs boson, $`m_h`$, is calculable as a function of the MSSM parameters. At tree-level, $`m_h`$ is a function of the $`𝒞𝒫`$-odd Higgs boson mass, $`m_A`$, and the ratio of vacuum expectation values, $`\mathrm{tan}\beta `$. Moreover, the tree-level value of $`m_h`$ is bounded by $`m_hm_Z\|\mathrm{cos}2\beta \|`$, which is on the verge of being ruled out by the LEP Higgs search . When radiative corrections are taken into account, $`m_h`$ depends in addition on the MSSM parameters that enter via virtual loops. The radiatively corrected value of $`m_h`$ depends most sensitively on the parameters of the top-squark (stop) sector: the average squared-mass of the two stops, $`M_S^2`$, and the off-diagonal stop squared-mass parameter, $`m_tX_t`$. The stop mixing parameter is $`X_tA_t\mu \mathrm{cot}\beta `$, where $`A_t`$ is the coefficient of the soft-supersymmetry-breaking stop-Higgs boson tri-linear interaction term and $`\mu `$ is the supersymmetric Higgs mass parameter. The radiatively-corrected value of $`m_h^2`$ is enhanced by a factor of $`G_Fm_t^4`$ and grows logarithmically as $`M_S`$ increases . In particular, the upper bound for $`m_h`$ (which is achieved when $`m_Am_Z`$ and $`\mathrm{tan}\beta 1`$) is significantly increased beyond its tree-level upper bound of $`m_Z`$. The complete one-loop diagrammatic computation of $`m_h`$ has been carried out in refs. . However, for $`M_Sm_t`$, the logarithmically enhanced terms are significant (in particular, the most significant logarithmic terms are those that are enhanced by the $`G_Fm_t^4`$ pre-factor noted above), in which case leading-logarithmic corrections from higher-loop contributions must be included. These terms can be summed via renormalization group techniques. The result of these corrections is to reduce the one-loop upper bound on $`m_h`$. For $`M_S<𝒪(1\mathrm{TeV})`$, it is found that $`m_h<125`$ GeV, where the maximum is reached at large $`m_A`$ and $`\mathrm{tan}\beta `$ when $`M_S`$ is maximal and $`X_t\pm \sqrt{6}M_S`$ (the so-called “maximal-mixing” value for stop mixing). However, sub-leading two-loop corrections may not be negligible, and a more complete two-loop computation is required. The full diagrammatic calculations lead to very complicated expressions for the radiatively corrected value of $`m_h`$. Effective potential and effective field theory techniques have been developed which can extract the dominant contributions to the Higgs mass radiative corrections (when $`M_S`$ is large), resulting in a simpler analytic expression for $`m_h`$. These methods also provide a natural setting for renormalization group improvement. Although the exact solution of the renormalization group equations (RGEs) must be obtained numerically, the iterative solution of the RGEs can easily yield simple analytic expressions for the one-loop and two-loop leading logarithmic contributions to $`m_h`$. These leading logarithms can also be obtained by expanding the complete diagrammatic results in the limit of $`M_Sm_t`$, and this serves as an important check of the various computations. The effective potential method provides an important tool for evaluating the Higgs mass beyond the tree-level. It can be used to provide a short-cut for the calculation of certain combinations of Higgs boson two-point functions that arise in the diagrammatic computation. The effective field theory (EFT) approach provides a powerful method for isolating the leading terms of the Higgs mass radiative corrections when $`M_Sm_t`$. In this formalism, one matches the full supersymmetric theory above $`M_S`$ to an effective Standard Model with supersymmetric particles decoupled below $`M_S`$. The Standard Model couplings in the $`\overline{\mathrm{MS}}`$ scheme are fixed at $`M_S`$ by supersymmetric matching conditions. Standard Model RGEs are then used to evolve these couplings down to the electroweak scale (either $`m_t`$ or $`m_Z`$). While the stops are decoupled at $`M_S`$, the stop mixing (so-called “threshold”) effects are incorporated by modifying the matching conditions at $`M_S`$. With the use of effective potential techniques, the EFT formalism and the iteration of the RGEs to two-loops, the leading contributions to the radiatively-corrected Higgs mass was obtained in analytic form in refs. These results included the full one-loop leading logarithmic corrections and one-loop leading squark-mixing threshold corrections, the two-loop leading double-logarithmic corrections and the two-loop leading logarithmic squark-mixing threshold corrections up to $`𝒪(h_t^2\alpha _s)`$ and $`𝒪(h_t^4)`$, where $`h_t`$ is the Higgs–top quark Yukawa coupling. In order to extend the above results, genuine two-loop computations are required. The first two-loop diagrammatic computation was performed in ref. in the limit of $`m_Am_Z`$ and $`\mathrm{tan}\beta 1`$ (where $`m_h`$ attains its maximal bound), where only terms of $`𝒪(h_t^4)`$ and $`𝒪(h_t^2\alpha _s)`$ were evaluated, and all squark mixing effects were neglected. More recently, a more complete two-loop diagrammatic computation of the dominant contributions at $`𝒪(\alpha \alpha _s)`$ to the neutral $`𝒞𝒫`$-even Higgs boson masses has been performed . This result was obtained for arbitrary values of $`m_A`$, $`\mathrm{tan}\beta `$ and the stop-mixing parameter $`X_t`$. This two-loop result, which had been obtained first in the on-shell scheme, was subsequently combined with the complete diagrammatic one-loop on-shell result of ref. and the leading two-loop Yukawa corrections of $`𝒪(h_t^4)`$ obtained by the EFT approach . The resulting two-loop expression was then expressed in terms of the top-quark mass in the $`\overline{\mathrm{MS}}`$ scheme. By comparing the final expression with the results obtained in refs. , it was shown that the upper bound on the lightest Higgs mass was shifted upwards by up to 5 GeV, an effect that is more pronounced in the low $`\mathrm{tan}\beta `$ region. Besides the shift in the upper bound of $`m_h`$, apparent deviations between the explicit diagrammatic two-loop calculation and the results of the EFT computation were observed in the dependence of $`m_h`$ on the stop-mixing parameter $`X_t`$. While the value of $`X_t`$ that maximizes the lightest $`𝒞𝒫`$-even Higgs mass is $`(X_t)_{\mathrm{max}}\pm \sqrt{6}M_S\pm 2.4M_S`$ in the results of refs. , the corresponding on-shell two-loop diagrammatic computation found a maximal value for $`m_h`$ at $`(X_t)_{\mathrm{max}}2M_S`$.<sup>1</sup><sup>1</sup>1A local maximum for $`m_h`$ is also found for $`X_t2M_S`$, although the corresponding value of $`m_h`$ at $`X_t+2M_S`$ is significantly larger . Moreover, in the results of refs. , $`m_h`$ is symmetric under $`X_tX_t`$ and has a (local) minimum at $`X_t=0`$. In contrast, the two-loop diagrammatic computation yields $`m_h`$ values for positive and negative $`X_t`$ that differ significantly from each other and the local minimum in $`m_h`$ is shifted slightly away from $`X_t=0`$ . A similar conclusion was reached in ref. , which used an effective potential calculation to extend the results of ref. to the case of non-zero stop mixing. A closer comparison of results of the EFT computation of the radiatively-corrected Higgs mass and the two-loop diagrammatic computation at first sight revealed a surprising discrepancy. Namely, the two-loop leading logarithmic squark-mixing threshold corrections at $`𝒪(h_t^2\alpha _s)`$ of the former do not appear to match the results of the latter. In this paper, we shall show that this apparent discrepancy in the leading-logarithmic contributions is caused by the different renormalization schemes employed in the two approaches. While the original two-loop diagrammatic computations of ref. were performed in an on-shell scheme, the results of the EFT approach are most naturally carried out in the $`\overline{\mathrm{MS}}`$ scheme. In comparing results obtained within different renormalization schemes in terms of the (not directly observable) parameters $`X_t`$ and $`M_S`$, one has to take into account the fact that these parameters are renormalization-scheme dependent. The effect of this scheme dependence first enters into the calculation of $`m_h`$ at the two-loop level. In order to allow a detailed comparison between the results of the different approaches we derive relations between these parameters in the two different schemes. We apply these relations to re-express the diagrammatic on-shell result in terms of $`\overline{\mathrm{MS}}`$ parameters. In this way we show that the leading logarithmic two-loop contributions in the two approaches in fact coincide. The remaining numerical difference between the diagrammatic calculation in the $`\overline{\mathrm{MS}}`$ scheme and the result obtained by the EFT approach can thus be identified with new threshold effects due to non-logarithmic two-loop terms contained in the diagrammatic result. We furthermore show that in the analytic approximation employed in this paper, the dominant numerical contribution of these terms can be absorbed into an effective one-loop expression by choosing an appropriate scale for the running top-quark mass in different terms of the expression. This paper is organized as follows. To simplify the analysis, we focus completely on the radiatively corrected Higgs squared-mass in the “leading $`m_t^4`$ approximation” (in which only the dominant loop corrections proportional to $`m_t^2h_t^2G_Fm_t^4`$ are kept). In addition, we choose a very simple form for the stop squared-mass matrix, which significantly simplifies the subsequent analysis while maintaining the most important features of the general result. In section 2 we sketch the derivation of the EFT result for the radiatively-corrected Higgs mass of refs. at $`𝒪(m_t^2h_t^2\alpha _s)`$ in the limit of $`m_Am_Z`$. The corresponding result of the two-loop diagrammatic computation, under the same set of approximations, is outlined in section 3. In order to compare the two results, we must convert on-shell quantities to $`\overline{\mathrm{MS}}`$ quantities. In section 4 we derive the relations between the on-shell and the $`\overline{\mathrm{MS}}`$ values of the parameters $`m_t`$, $`X_t`$ and $`M_S`$ in the limit of large $`M_S`$. Details of the exact calculation are given in Appendix A, while explicit relations between the on-shell and the $`\overline{\mathrm{MS}}`$ parameters up to $`𝒪(m_t^4/M_S^4)`$ are given in Appendix B. In section 5 the diagrammatic on-shell result is expressed in terms of $`\overline{\mathrm{MS}}`$ parameters and compared to the result of the EFT computation of section 2. The logarithmic contributions are shown to coincide, and the remaining difference caused by non-logarithmic two-loop terms is analyzed. We argue that the remaining difference can be minimized by improving the EFT computation by taking into account the stop-mixing threshold contribution to the running top-quark mass. In addition, we demonstrate that in a simple analytic approximation to the Higgs mass, one can absorb the dominant two-loop contributions into an effective one-loop expression. In section 6, we summarize our results and discuss suggestions for future improvements. ## 2 Effective Field Theory Approach At the tree level, the mass matrix of the neutral $`𝒞𝒫`$-even Higgs bosons in the basis of weak eigenstates of definite hypercharge $`1`$ and $`+1`$ respectively can be expressed in terms of $`m_Z`$, $`m_A`$ and $`\mathrm{tan}\beta v_2/v_1`$ as follows: $$_H^{2,\mathrm{tree}}=\left(\begin{array}{cc}m_A^2\mathrm{sin}^2\beta +m_Z^2\mathrm{cos}^2\beta & (m_A^2+m_Z^2)\mathrm{sin}\beta \mathrm{cos}\beta \\ (m_A^2+m_Z^2)\mathrm{sin}\beta \mathrm{cos}\beta & m_A^2\mathrm{cos}^2\beta +m_Z^2\mathrm{sin}^2\beta \end{array}\right).$$ (1) Diagonalizing this mass matrix yields the tree-level prediction for the lightest neutral $`𝒞𝒫`$-even Higgs-boson mass $$m_h^{2,\mathrm{tree}}=\frac{1}{2}\left[m_A^2+m_Z^2\sqrt{(m_A^2+m_Z^2)^24m_Z^2m_A^2\mathrm{cos}^22\beta }\right].$$ (2) For simplicity, we shall consider the limit of $`m_Am_Z`$ and large supersymmetry-breaking masses characterized by a scale $`M_S`$. Then, at energy scales below $`M_S`$, the effective low-energy theory consists of the Standard Model with one Higgs doublet. The corresponding Higgs squared-mass at tree-level is given by $`m_h^{2,\mathrm{tree}}=m_Z^2\mathrm{cos}^22\beta `$. The dominant contributions to the radiatively-corrected Higgs mass within the EFT approach is based on the evaluation of the effective quartic Higgs self-coupling, $`\lambda `$, evaluated at the scale $`Q=\overline{m}_t`$. The value of $`\lambda (M_S)`$ is fixed by the supersymmetric boundary condition, although this value is slightly modified by one-loop threshold effects (denoted below by $`\mathrm{\Delta }_{\mathrm{th}}\lambda `$), due to the decoupling of squarks at $`M_S`$ with non-zero mixing. One then employs the Standard Model RGEs to obtain $`\lambda (Q)`$. Finally, the Higgs mass is obtained via $`m_h^2=2\lambda (\overline{m}_t)v^2(\overline{m}_t)`$ \[where $`v=174`$ GeV is the Higgs vacuum expectation value\]. The mass $`\overline{m}_t`$ denotes the running top-quark mass in the $`\overline{\mathrm{MS}}`$ scheme at the scale $`m_t`$. It is related to the on-shell (or pole) top-quark mass $`M_tm_t^{\mathrm{OS}}`$ by the following relation $$\overline{m}_tm_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(m_t)=\frac{M_t}{1+\frac{4}{3\pi }\alpha _s(M_t)},$$ (3) where we have only included the QCD corrections to leading order in $`\alpha _s`$. In eq. (3), the subscript ‘SM’ indicates that the running mass is defined in the usual way, i.e. in terms of the pure Standard Model (gluonic) contributions in the (modified) minimally subtracted dimensional regularization (DREG) scheme . The most important contributions to the mass of the lightest $`𝒞𝒫`$-even Higgs boson arise from the $`t`$$`\stackrel{~}{t}`$ sector of the MSSM, which is characterized by the following squared-mass matrix $$_{\stackrel{~}{t}}^2=\left(\begin{array}{cc}M_{\stackrel{~}{t}_L}^2+m_t^2+\mathrm{cos}2\beta (\frac{1}{2}\frac{2}{3}s_W^2)m_Z^2& m_tX_t\\ m_tX_t& M_{\stackrel{~}{t}_R}^2+m_t^2+\frac{2}{3}\mathrm{cos}2\beta s_W^2m_Z^2\end{array}\right),$$ (4) where $`X_tA_t\mu \mathrm{cot}\beta `$. The $`\stackrel{~}{t}`$-masses $`m_{\stackrel{~}{t}_1}`$, $`m_{\stackrel{~}{t}_2}`$ and the mixing angle $`\theta _{\stackrel{~}{t}}`$ are determined at tree-level by diagonalizing $`_{\stackrel{~}{t}}^2`$. Neglecting the numerically small contributions proportional to $`m_Z^2`$ in the stop squared-mass matrix and setting $$M_{\stackrel{~}{t}_L}=M_{\stackrel{~}{t}_R}M_{\mathrm{SUSY}},M_S^2M_{\mathrm{SUSY}}^2+m_t^2$$ (5) leads to the simplified mass matrix $$_{\stackrel{~}{t}}^2=\left(\begin{array}{cc}M_S^2& m_tX_t\\ m_tX_t& M_S^2\end{array}\right).$$ (6) In this approximation, the $`\stackrel{~}{t}`$-masses and the mixing angle are given by $`m_{\stackrel{~}{t}_1}^2`$ $`=`$ $`M_S^2\|m_tX_t\|,`$ $`m_{\stackrel{~}{t}_2}^2`$ $`=`$ $`M_S^2+\|m_tX_t\|,`$ (7) $`\theta _{\stackrel{~}{t}}`$ $`=`$ $`\{\begin{array}{cc}\hfill \frac{\pi }{4}& \text{for }X_t<0\hfill \\ \hfill \frac{\pi }{4}& \text{for }X_t>0,\hfill \end{array}`$ (10) where by definition, $`m_{\stackrel{~}{t}_1}m_{\stackrel{~}{t}_2}`$. The one-loop threshold corrections to the quartic Higgs self-coupling, induced by the decoupling of stops, lead to a change of the effective quartic Higgs self-coupling at the scale $`M_S`$, $$\lambda (M_S)=\frac{1}{4}(g^2+g^2)\mathrm{cos}^22\beta +\mathrm{\Delta }_{\mathrm{th}}\lambda ,$$ (11) where the first term is the tree-level value of the quartic Higgs self-coupling in the effective low-energy Standard Model and the second term is the effect of the one-loop threshold corrections at the scale $`M_S`$ , $$\mathrm{\Delta }_{\mathrm{th}}\lambda =\frac{3}{8\pi ^2}h_t^2\left\{\left[h_t^2\frac{1}{8}(g^2+g^2)\right]\left(\frac{X_t^2}{M_S^2}\right)\frac{1}{12}h_t^2\left(\frac{X_t^4}{M_S^4}\right)\right\}+\mathrm{},$$ (12) where all couplings in eq. (12) should be evaluated at the scale $`M_S`$. The running Higgs–top quark Yukawa coupling is related to the $`\overline{\mathrm{MS}}`$ running top quark mass: $$\overline{m}_t(\mu )=h_t(\mu )v(\mu ),$$ (13) where the running Higgs vacuum expectation value, $`v^2(M_S)=v^2(\overline{m}_t)\xi ^2(\overline{m}_t)`$, is governed by the Higgs field anomalous dimension $$\xi (\overline{m}_t)=1+\frac{3}{32\pi ^2}h_t^2(\overline{m}_t)\mathrm{ln}\left(\frac{M_S^2}{\overline{m}_t^2}\right).$$ (14) In obtaining eq. (12), an expansion in the variable $$\mathrm{\Delta }_{\stackrel{~}{t}}\frac{\|m_tX_t\|}{M_S^2}=\frac{m_{\stackrel{~}{t}_2}^2m_{\stackrel{~}{t}_1}^2}{m_{\stackrel{~}{t}_2}^2+m_{\stackrel{~}{t}_1}^2},0\mathrm{\Delta }_{\stackrel{~}{t}}<1,$$ (15) has been performed. Terms not explicitly exhibited in eq. (12) denote the contributions from higher powers in $`m_t/M_S`$ and $`X_t^2/M_S^2`$, which arise from the contributions of the $`t`$$`\stackrel{~}{t}`$ sector. Contributions from other supersymmetric-breaking sectors have been omitted for simplicity of the presentation. These contributions typically contribute no more than a few GeV to the radiatively-corrected Higgs mass. As it was shown in refs. and , one can obtain the two-loop leading-logarithmic correction by expanding the parameter $`\lambda `$ up to order $`[\mathrm{ln}(M_S^2/\overline{m}_t^2)]^2`$, $`\lambda (\overline{m}_t)`$ $`=`$ $`\lambda (M_S)\beta _\lambda (M_S)t+\frac{1}{2}\beta _\lambda ^{}(\overline{m}_t)t^2+\mathrm{}`$ (16) $`=`$ $`\lambda (M_S)\beta _\lambda (\overline{m}_t)t\frac{1}{2}\beta _\lambda ^{}(\overline{m}_t)t^2+\mathrm{}`$ where $`\lambda (M_S)`$ is given by eq. (11) and $$t\mathrm{ln}\frac{M_S^2}{\overline{m}_t^2}.$$ (17) Following ref. , we define $`\beta _\lambda =a_\lambda \lambda +b_\lambda `$. Therefore $$\lambda (\overline{m}_t)=\lambda (M_S)\left[1a_\lambda (\overline{m}_t)t\right]b_\lambda (\overline{m}_t)t\left[1a_\lambda (\overline{m}_t)t\right]\frac{1}{2}\beta _\lambda ^{}(\overline{m}_t)t^2.$$ (18) Here, $`1a_\lambda (\overline{m}_t)t=\xi ^4(\overline{m}_t)`$, where $`\xi `$ is the Higgs field anomalous dimension \[eq. (14)\]. Multiplying eq. (18) by $`2v^2(\overline{m}_t)`$, we obtain an equation for the Higgs squared-mass in the low-energy theory, which takes the following form: $$m_h^2(\overline{m}_t)=m_h^2(M_S)\xi ^2(\overline{m}_t)+\mathrm{\Delta }_{\mathrm{rad}}m_h^2(\overline{m}_t),$$ (19) which defines the quantity $`\mathrm{\Delta }_{\mathrm{rad}}m_h^2(\overline{m}_t)`$. In eq. (19), $$m_h^2(M_S)=2\lambda (M_S)v^2(M_S),$$ (20) where $`\lambda (M_S)`$ is given in eq. (11) with all couplings and masses evaluated at the scale $`M_S`$. In the present analysis, we are working in the approximation of $`h_b=g=g^{}=0`$. That is, we focus only on the Higgs–top quark Yukawa and QCD coupling effects. The relevant $`\beta `$-functions for $`\lambda `$, $`g_3^2`$ and $`h_t^2`$ at scales below the scale $`M_S`$ are given by $`16\pi ^2\beta _\lambda `$ $``$ $`6(\lambda ^2+\lambda h_t^2h_t^4)+{\displaystyle \frac{h_t^4}{8\pi ^2}}\left(15h_t^216g_3^2\right),`$ (21) $`16\pi ^2\beta _{h_t^2}`$ $``$ $`h_t^2\left(\frac{9}{2}h_t^28g_3^2\right),`$ (22) $`16\pi ^2\beta _{g_3^2}`$ $``$ $`\left(11+\frac{2}{3}N_f\right)g_3^4,`$ (23) where $`\beta _XdX/d\mathrm{ln}Q^2`$ and $`N_f`$ is the number of quark flavors with masses less than $`Q`$ (e.g., $`N_f=6`$ for scales between $`m_t`$ and $`M_S`$). Observe that we have included the dominant strong gauge coupling two-loop contribution to the $`\beta `$ function of the quartic Higgs self-coupling, since it will contribute once we include all two-loop leading-logarithmic corrections. Using the above expressions, it is simple to find an approximate formula for the lightest $`𝒞𝒫`$-even Higgs mass in the large $`m_A`$ limit. First, one obtains $`\mathrm{\Delta }_{\mathrm{rad}}m_h^2(\overline{m}_t)`$ $`=`$ $`{\displaystyle \frac{3}{4\pi ^2}}{\displaystyle \frac{\overline{m}_t^4}{v^2(\overline{m}_t)}}t\left[1+{\displaystyle \frac{1}{16\pi ^2}}\left(\frac{3}{2}h_t^232\pi \alpha _s\right)t\right],`$ (24) where all couplings in eq. (24) are evaluated at the scale $`Q^2=\overline{m}_t^2`$. To complete the computation of $`m_h^2(\overline{m}_t)`$ \[eq. (19)\], one must evaluate $`m_h^2(M_S)`$ \[see eq. (20)\] in terms of low-energy parameters. This is accomplished by using one-loop renormalization group evolution to relate $`\lambda (M_S)v^2(M_S)`$ to $`\lambda (\overline{m}_t)v^2(m_t)`$. In this way, one finally arrives at the expression<sup>2</sup><sup>2</sup>2In the “leading $`m_t^4`$ approximation” that is employed here, there is no distinction between $`m_h(\overline{m}_t)`$ and the on-shell (or pole) Higgs mass, $`m_h`$. $`m_h^2`$ $`=`$ $`m_h^{2,\mathrm{tree}}+{\displaystyle \frac{3}{4\pi ^2}}{\displaystyle \frac{\overline{m}_t^4}{v^2}}\{t+{\displaystyle \frac{X_t^2}{M_S^2}}(1{\displaystyle \frac{X_t^2}{12M_S^2}})`$ (25) $`+{\displaystyle \frac{1}{16\pi ^2}}({\displaystyle \frac{3}{2}}{\displaystyle \frac{\overline{m}_t^2}{v^2}}32\pi \alpha _s)[{\displaystyle \frac{2X_t^2}{M_S^2}}(1{\displaystyle \frac{X_t^2}{12M_S^2}})t+t^2]+({\displaystyle \frac{4\alpha _s}{3\pi }}{\displaystyle \frac{5h_t^2}{16\pi ^2}})t\}.`$ The last two terms in eq. (25) reflect the two-loop single logarithmic dependence induced by the two-loop $`\beta `$-function contribution to the running of the quartic Higgs self-coupling. It is interesting to note that these two terms are numerically close in size, and they tend to cancel each other in the computation of the Higgs mass. Eq. (25) differs from the one presented in ref. only in the inclusion of these terms, which although sub-dominant compared to the remaining terms, should be kept for comparison with the diagrammatic result. The full two-loop corrections to $`m_h^2`$ at $`𝒪(m_t^2h_t^4)`$ have not yet been calculated in the diagrammatic approach; thus we neglect terms of this order in what follows.<sup>3</sup><sup>3</sup>3As noted below eq. (25), terms of $`𝒪(m_t^2h_t^4)`$ can be as numerically important as terms of $`𝒪(m_t^2h_t^2\alpha _s)`$. Hence, in a complete phenomenological analysis, one should not neglect terms of the former type. With a slight rewriting of eq. (25) we finally obtain the expression that will be compared with the diagrammatic result in the following sections: $`m_h^2=m_h^{2,\mathrm{tree}}+{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}\overline{m}_t^4\left\{\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)+{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\left(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)\right\}`$ (26) $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}\overline{m}_t^4\left\{\mathrm{ln}^2\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)+\left[{\displaystyle \frac{2}{3}}2{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\left(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)\right]\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)\right\},`$ where we have introduced the notation $`\overline{M}_S,\overline{X}_t`$ to emphasize that the corresponding quantities are $`\overline{\mathrm{MS}}`$ parameters, which are evaluated at the scale $`\mu =M_S`$: $$\overline{M}_SM_S^{\overline{\mathrm{MS}}}(M_S),\overline{X}_tX_t^{\overline{\mathrm{MS}}}(M_S),$$ (27) and $`\overline{m}_tm_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(m_t)`$ as defined in eq. (3). ## 3 Diagrammatic calculation In the diagrammatic approach the masses of the $`𝒞𝒫`$-even Higgs bosons are obtained by evaluating loop corrections to the $`h`$, $`H`$ and $`hH`$-mixing propagators. The masses of the two $`𝒞𝒫`$-even Higgs bosons, $`m_h`$ and $`m_H`$, are determined as the poles of this propagator matrix, which are given by the solution of $$\left[q^2m_h^{2,\mathrm{tree}}+\widehat{\mathrm{\Sigma }}_{hh}(q^2)\right]\left[q^2m_H^{2,\mathrm{tree}}+\widehat{\mathrm{\Sigma }}_{HH}(q^2)\right]\left[\widehat{\mathrm{\Sigma }}_{hH}(q^2)\right]^2=0,$$ (28) where $`\widehat{\mathrm{\Sigma }}_{hh}(q^2)`$, $`\widehat{\mathrm{\Sigma }}_{HH}(q^2)`$, $`\widehat{\mathrm{\Sigma }}_{hH}(q^2)`$ denote the renormalized Higgs boson self-energies. In ref. the dominant two-loop contributions to the masses of the $`𝒞𝒫`$-even Higgs bosons of $`𝒪(\alpha \alpha _s)`$ have been evaluated. These corrections, obtained in the on-shell scheme, have been combined in refs. and with the complete one-loop on-shell result of ref. and the two-loop corrections of $`𝒪(m_t^2h_t^4)`$ given in refs. . The diagrammatic two-loop calculation of ref. involves a renormalization in the Higgs sector up to the two-loop level and a renormalization in the stop sector up to $`𝒪(\alpha _s)`$. In the on-shell scheme, the renormalization in the stop sector is performed such that the $`\stackrel{~}{t}`$-masses $`m_{\stackrel{~}{t}_1}`$, $`m_{\stackrel{~}{t}_2}`$ correspond to the poles of the propagators, i.e. $$\mathrm{Re}\widehat{\mathrm{\Sigma }}_{\stackrel{~}{t}_1\stackrel{~}{t}_1}(m_{\stackrel{~}{t}_1}^2)=0,\mathrm{Re}\widehat{\mathrm{\Sigma }}_{\stackrel{~}{t}_2\stackrel{~}{t}_2}(m_{\stackrel{~}{t}_2}^2)=0$$ (29) for the renormalized self-energies. In Ref. the renormalization condition $$\mathrm{Re}\widehat{\mathrm{\Sigma }}_{\stackrel{~}{t}_1\stackrel{~}{t}_2}(m_{\stackrel{~}{t}_1}^2)=0$$ (30) has been chosen to define the stop mixing angle.<sup>4</sup><sup>4</sup>4In this paper, our analysis is presented in a simplified model of stop mixing, where the tree-level stop squared-mass matrix given by eq. (6). In this case, $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{t}_2`$ are states of definite parity at tree-level. Since parity is preserved to all orders in $`\alpha _s`$, it follows that $`\widehat{\mathrm{\Sigma }}_{\stackrel{~}{t}_1\stackrel{~}{t}_2}(p^2)=0`$ (when electroweak corrections are neglected) and eq. (30) is trivially satisfied. In ref. a compact analytic approximation has been derived from the rather complicated diagrammatic two-loop result by performing an expansion in $`\mathrm{\Delta }_{\stackrel{~}{t}}`$ \[eq. (15)\] of the $`t`$$`\stackrel{~}{t}`$ sector contributions. The diagrammatic two-loop corrections to the Higgs mass also depend non-trivially on the gluino mass, which is a free input parameter of the supersymmetric model. In the EFT approach described in section 2, the gluino is decoupled at the same scale as the stops. Thus, in order to compare the results of the EFT and diagrammatic approaches, one must take $`m_{\stackrel{~}{g}}𝒪(M_S)`$. In this paper, we have chosen $$m_{\stackrel{~}{g}}=M_{\mathrm{SUSY}}=\sqrt{M_S^2m_t^2}.$$ (31) For the one-loop contributions from the other sectors of the MSSM the leading logarithmic approximation has been used . In this approximation, the momentum dependence in eq. (28) is neglected everywhere. The resulting expression can thus be written as a correction to the tree-level mass matrix \[eq. (1)\]. The expression for $`m_h^2`$ in this approximation is obtained by diagonalizing the loop-corrected mass matrix. The compact analytic expression derived in this way, which is valid for arbitrary values of $`m_A`$, has been shown to approximate the full diagrammatic result for $`m_h`$ rather well, typically within about 2 GeV for most parts of the MSSM parameter space . In the following we will restrict ourselves to the contribution of the $`t`$$`\stackrel{~}{t}`$ sector. In order to perform a simple comparison with the EFT approach of section 2, we only consider the dominant one-loop and two-loop terms of $`𝒪(m_t^2h_t^2)`$ and $`𝒪(m_t^2h_t^2\alpha _s)`$, respectively. We focus on the case $`m_Am_Z`$, for which the result for $`m_h^2`$ can be expressed in a particularly compact form, $$m_h^2=m_h^{2,\mathrm{tree}}+m_h^{2,\alpha }+m_h^{2,\alpha \alpha _s},$$ (32) and neglect the non-leading terms of $`𝒪(m_Z^2/m_A^2)`$. Moreover, assuming that $`M_SM_t`$ and neglecting the non-leading terms of $`𝒪(M_t/M_S)`$ and $`𝒪(m_Z^2/M_t^2)`$, one obtains the following simple result for the one-loop and two-loop contributions $`m_h^{2,\alpha }`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}M_t^4\left\{\mathrm{ln}\left({\displaystyle \frac{M_t^2}{M_S^2}}\right)+{\displaystyle \frac{X_t^2}{M_S^2}}\left(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{X_t^2}{M_S^2}}\right)\right\},`$ (33) $`m_h^{2,\alpha \alpha _s}`$ $`=`$ $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}M_t^4\left\{\mathrm{ln}^2\left({\displaystyle \frac{M_t^2}{M_S^2}}\right)\left(2+{\displaystyle \frac{X_t^2}{M_S^2}}\right)\mathrm{ln}\left({\displaystyle \frac{M_t^2}{M_S^2}}\right){\displaystyle \frac{X_t}{M_S}}\left(2{\displaystyle \frac{1}{4}}{\displaystyle \frac{X_t^3}{M_S^3}}\right)\right\}.`$ The corresponding formulae, in which terms up to $`𝒪(M_t^4/M_S^4)`$ are kept, can be found in Appendix B \[see eqs. (B.1) and (B.2)\]. In eqs. (33) and (LABEL:eq:mh2ldiagos) the parameters $`M_t`$, $`M_S`$, $`X_t`$ are on-shell quantities. Using eq. (3), the on-shell result for $`m_h^2`$ \[eqs. (32)–(LABEL:eq:mh2ldiagos)\] can easily be rewritten in terms of the running top-quark mass $`\overline{m}_t`$. While this reparameterization does not change the form of the one-loop result, it induces an extra contribution at $`𝒪(\alpha \alpha _s)`$. Keeping again only terms that are not suppressed by powers of $`\overline{m}_t/M_S`$, the resulting expressions read $`m_h^{2,\alpha }`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}\overline{m}_t^4\left\{\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{M_S^2}}\right)+{\displaystyle \frac{X_t^2}{M_S^2}}\left(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{X_t^2}{M_S^2}}\right)\right\},`$ (35) $`m_h^{2,\alpha \alpha _s}`$ $`=`$ $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}\overline{m}_t^4\{\mathrm{ln}^2\left({\displaystyle \frac{\overline{m}_t^2}{M_S^2}}\right)+({\displaystyle \frac{2}{3}}{\displaystyle \frac{X_t^2}{M_S^2}})\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{M_S^2}}\right)`$ (36) $`+{\displaystyle \frac{4}{3}}2{\displaystyle \frac{X_t}{M_S}}{\displaystyle \frac{8}{3}}{\displaystyle \frac{X_t^2}{M_S^2}}+{\displaystyle \frac{17}{36}}{\displaystyle \frac{X_t^4}{M_S^4}}\},`$ in accordance with the formulae given in ref. . We now compare the diagrammatic result expressed in terms of the parameters $`\overline{m}_t`$, $`M_S`$, $`X_t`$ \[eqs. (35) and (36)\] with the EFT result \[eq. (26)\] which is given in terms of the $`\overline{\mathrm{MS}}`$ parameters $`\overline{m}_t`$, $`\overline{M}_S`$, $`\overline{X}_t`$ \[eq. (27)\]. While the $`X_t`$–independent logarithmic terms are the same in both the diagrammatic and EFT results, the corresponding logarithmic terms at two-loops that are proportional to powers of $`X_t`$ and $`\overline{X}_t`$, respectively, are different. Furthermore, eq. (36) does not contain a logarithmic term proportional to $`X_t^4`$, while the corresponding term proportional to $`\overline{X}_t^{\mathrm{\hspace{0.17em}4}}`$ appears in eq. (26). To check whether these results are consistent, one must relate the on-shell and $`\overline{\mathrm{MS}}`$ definitions of the parameters $`M_S`$ and $`X_t`$. Finally, we note that the non-logarithmic terms contained in eq. (36) correspond to genuine two-loop contributions that are not present in the EFT result of eq. (26). They can be interpreted as a two-loop finite threshold correction to the quartic Higgs self-coupling in the EFT approach. In particular, note that eq. (36) contains a term that is linear in $`X_t`$ This is the main source of the asymmetry in the two-loop corrected Higgs mass under $`X_tX_t`$ obtained by the diagrammatic method. The non-logarithmic terms in eq. (36) give rise to a numerically significant increase of the maximal value of $`m_h`$ of about 5 GeV in this approximation. ## 4 On-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝑴_𝑺`$ and $`𝑿_𝒕`$ Since the parameters $`p=\{m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2,\theta _{\stackrel{~}{t}},m_t\}`$ of the $`t`$$`\stackrel{~}{t}`$ sector are renormalized differently in different schemes, the parameters $`M_S`$ and $`X_t`$ also have a different meaning in these schemes. In order to derive the relation between these parameters in the $`\overline{\mathrm{MS}}`$ and in the on-shell scheme we start from the observation that at lowest order the parameters $`p`$ are the same in both schemes, i.e. $`p=p^{\mathrm{OS}}=p^{\overline{\mathrm{MS}}}`$ in lowest order. Expressing the bare parameters in terms of the renormalized parameters and the counterterms leads to $$p^{\overline{\mathrm{MS}}}+\delta p^{\overline{\mathrm{MS}}}=p^{\mathrm{OS}}+\delta p^{\mathrm{OS}}.$$ (37) Here $`\delta p^{\mathrm{OS}}`$ is the on-shell counterterm in $`D42ϵ`$ dimensions, and according to the $`\overline{\mathrm{MS}}`$ prescription $`\delta p^{\overline{\mathrm{MS}}}`$ is given just by the pole part of $`\delta p^{\mathrm{OS}}`$, i.e. the contribution proportional to $`1/ϵ\gamma _\mathrm{E}+\mathrm{ln}4\pi `$, where $`\gamma _\mathrm{E}`$ is Euler’s constant. The $`\overline{\mathrm{MS}}`$ parameters are thus related to the on-shell parameters by $$p^{\overline{\mathrm{MS}}}=p^{\mathrm{OS}}+\mathrm{\Delta }p,$$ (38) where $`\mathrm{\Delta }p\delta p^{\mathrm{OS}}\delta p^{\overline{\mathrm{MS}}}`$ is finite in the limit $`D4`$ and contains the $`\overline{\mathrm{MS}}`$ scale $`\mu `$ which can be chosen appropriately. In this paper, we only need to know $`\mathrm{\Delta }p`$ to $`𝒪(\alpha _s)`$ one-loop accuracy. In the following we will compare the result for $`m_h`$ expressed in terms of the on-shell parameters $`p^{\mathrm{OS}}`$ with results for $`m_h`$ in terms of the corresponding $`\overline{\mathrm{MS}}`$ parameters $`p^{\overline{\mathrm{MS}}}`$, which are related to $`p^{\mathrm{OS}}`$ as in eq. (38). In the EFT approach, the parameters $`M_S`$ and $`X_t`$ are running parameters evaluated at the scale $`\mu =M_S`$ \[eq. (27)\]. In the simplified model for the stop squared-mass matrix given by eq. (6), the relations between the parameters $`X_t`$ and $`M_S`$ in the on-shell and $`\overline{\mathrm{MS}}`$ scheme are obtained using $`m_{\stackrel{~}{t}_1}^{2,\mathrm{OS}}=M_S^{2,\mathrm{OS}}M_tX_t^{\mathrm{OS}},`$ $`m_{\stackrel{~}{t}_2}^{2,\mathrm{OS}}=M_S^{2,\mathrm{OS}}\pm M_tX_t^{\mathrm{OS}},`$ (39) $`m_{\stackrel{~}{t}_1}^{2,\overline{\mathrm{MS}}}=\overline{M}_S^{\mathrm{\hspace{0.17em}2}}\overline{m}_t(M_S)\overline{X}_t,`$ $`m_{\stackrel{~}{t}_2}^{2,\overline{\mathrm{MS}}}=\overline{M}_S^{\mathrm{\hspace{0.17em}2}}\pm \overline{m}_t(M_S)\overline{X}_t,`$ (40) where we have written $`\overline{m}_t(M_S)m_t^{\overline{\mathrm{MS}}}(M_S)`$ and $`M_tm_t^{\mathrm{OS}}`$ as in section 2. In both eqs. (39) and (40), the upper and lower signs refer to $`X_t^{\mathrm{OS}}>0`$ and $`X_t^{\mathrm{OS}}<0`$, respectively. In the model of stop mixing under consideration, there is no shift in the scalar top mixing angle to all orders in $`\alpha _s`$, from which it follows that $`\|\theta _{\stackrel{~}{t}}^{\mathrm{OS}}\|=\|\theta _{\stackrel{~}{t}}^{\overline{\mathrm{MS}}}\|`$. Inserting the relation between $`m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2`$ in the on-shell and the $`\overline{\mathrm{MS}}`$ scheme into eqs. (39) and (40) yields up to first order in $`\alpha _s`$ $`\overline{M}_S^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`M_S^{2,\mathrm{OS}}+\frac{1}{2}\left(\mathrm{\Delta }m_{\stackrel{~}{t}_1}^2+\mathrm{\Delta }m_{\stackrel{~}{t}_2}^2\right),`$ (41) $`\overline{X}_t`$ $`=`$ $`X_t^{\mathrm{OS}}{\displaystyle \frac{M_t}{\overline{m}_t(M_S)}}\pm {\displaystyle \frac{1}{2m_t}}\left(\mathrm{\Delta }m_{\stackrel{~}{t}_2}^2\mathrm{\Delta }m_{\stackrel{~}{t}_1}^2\right),`$ (42) where again the upper and lower sign in the last equation refers to $`X_t^{\mathrm{OS}}>0`$ and $`X_t^{\mathrm{OS}}<0`$, respectively. In the second term of eq. (42) it is not necessary to distinguish (at one-loop) between $`\overline{m}_t(M_S)`$ and $`M_t`$, since $`\mathrm{\Delta }m_{\stackrel{~}{t}_1}^2`$, $`\mathrm{\Delta }m_{\stackrel{~}{t}_2}^2`$ are $`𝒪(\alpha _s)`$ quantities; hence, the generic symbol $`m_t`$ is used here. In Appendix A, we have obtained explicit results for $`\mathrm{\Delta }m_{\stackrel{~}{t}_1}^2`$, $`\mathrm{\Delta }m_{\stackrel{~}{t}_2}^2`$ and $`M_t/\overline{m}_t(M_S)`$. Inserting the appropriate expressions for these quantities into eq. (42), one observes that the functional form for $`\overline{X}_t`$ is the same for $`X_t^{\mathrm{OS}}>0`$ and $`X_t^{\mathrm{OS}}<0`$ \[i.e., the sign difference in eq. (42) is compensated by the term $`(\mathrm{\Delta }m_{\stackrel{~}{t}_2}^2\mathrm{\Delta }m_{\stackrel{~}{t}_1}^2`$)\]. As a result, it is no longer necessary to distinguish between these two cases. The case $`X_t^{\mathrm{OS}}=0`$ (which formally would have to be treated separately) is understood as being included in eq. (42). Using the expansions given in Appendix A and setting the gluino mass according to eq. (31), we obtain to leading order in $`m_t/M_S`$ $`\overline{M}_S^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`M_S^{2,\mathrm{OS}}{\displaystyle \frac{8}{3}}{\displaystyle \frac{\alpha _s}{\pi }}M_S^2,`$ (43) $`\overline{X}_t`$ $`=`$ $`X_t^{\mathrm{OS}}{\displaystyle \frac{M_t}{\overline{m}_t(M_S)}}+{\displaystyle \frac{8}{3}}{\displaystyle \frac{\alpha _s}{\pi }}M_S.`$ (44) As previously noted, it is not necessary to specify the definition of the parameters that appear in the $`𝒪(\alpha _s)`$ terms. Thus, we use the generic symbol $`M_S^2`$ in the $`𝒪(\alpha _s)`$ terms of eqs. (43)–(44). The corresponding results including terms up to $`𝒪\left(m_t^4/M_S^4\right)`$ can be found in Appendix B. Finally, we need to evaluate the ratio $`M_t/\overline{m}_t(M_S)`$. The relevant expression is given in eq. (A.14). Using the expansions given at the end of Appendix A, we find to leading order in $`m_t/M_S`$ $$\overline{m}_t(M_S)=\overline{m}_t\left[1+\frac{\alpha _s}{\pi }\mathrm{ln}\left(\frac{m_t^2}{M_S^2}\right)+\frac{\alpha _s}{3\pi }\frac{X_t}{M_S}\right],$$ (45) where $`\overline{m}_tm_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(m_t)`$ is given in terms of $`M_t`$ by eq. (3). The corresponding formula, where terms up to $`𝒪\left(m_t^4/M_S^4\right)`$ are kept, can be found at the end of Appendix B. Note that the term in eq. (45) that is proportional to $`X_t`$ is a threshold correction due to the supersymmetry-breaking stop-mixing effect. Inserting the result of eq. (45) into eq. (44) yields: $$\overline{X}_t=X_t^{\mathrm{OS}}+\frac{\alpha _s}{3\pi }M_S\left[8+\frac{4X_t}{M_S}\frac{X_t^2}{M_S^2}\frac{3X_t}{M_S}\mathrm{ln}\left(\frac{m_t^2}{M_S^2}\right)\right].$$ (46) It is interesting to note that $`\overline{X}_t0`$ when $`X_t^{\mathrm{OS}}=0`$. Moreover, it is clear from eq. (46) that the relation between $`X_t`$ defined in the on-shell and the $`\overline{\mathrm{MS}}`$ schemes includes a leading logarithmic effect, which has to be taken into account in a comparison of the leading logarithmic contributions in the EFT and the two-loop diagrammatic results. The above results are relevant for calculations in the full theory in which the effects of the supersymmetric particles are fully taken into account. However, in effective field theory below $`M_S`$, one must decouple the supersymmetric particles from the loops and compute with the Standard Model spectrum. Thus, it will be useful to define a running $`\overline{\mathrm{MS}}`$ top-quark mass in the effective Standard Model, $`m_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(\mu )`$, which to $`𝒪(\alpha _s)`$ is given by: $$m_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(\mu )=\overline{m}_t\left[1+\frac{\alpha _s}{\pi }\mathrm{ln}\left(\frac{m_t^2}{\mu ^2}\right)\right].$$ (47) At the scale $`M_S`$, we must match this result onto the expression for $`\overline{m}_t(M_S)`$ as computed in the full theory \[eq. (45)\]. The matching is discontinuous at $`\mu =M_S`$ due to the threshold corrections arising from stop mixing effects. In comparing with the EFT results of refs. , it should be noted that the threshold correction in eq. (45) were omitted. This is relevant, since $`\overline{m}_t(M_S)`$ \[or the related quantity $`h_t(M_S)`$, see eq. (13)\] appears in the threshold correction to the quartic Higgs self-coupling $`\lambda (M_S)`$ \[eqs. (11) and (12)\]. In refs. , $`\overline{m}_t(M_S)`$ is re-expressed in terms of $`\overline{m}_t(m_t)`$ by using eq. (47) rather than eq. (45). As a result, a two-loop non-logarithmic term proportional to $`X_t`$ is missed in the computation of $`m_h`$. Such a term is of the same order as the two-loop threshold correction to the quartic Higgs self-coupling, which were also neglected in refs. . However, in this work we do not neglect the latter. Hence, it would be incorrect to use eq. (47) in the evaluation of $`\overline{m}_t(M_S)`$. In section 5 we will apply $`\overline{m}_t(\mu )`$ with different choices of $`\mu `$ for the $`X_t`$–independent and $`X_t`$–dependent contributions to $`m_h^2`$, which will prove useful for absorbing numerically large two-loop contributions into an effective one-loop result. In the spirit of EFT, we will argue that for $`\mu =M_S`$, one should use the results of eq. (45) while for $`\mu <M_S`$, one should use eq. (47). A remark on the regularization scheme is in order here. In effective field theory, the running top-quark mass at scales below $`M_S`$ is the SM running coupling \[eq. (47)\], which is calculated in dimensional regularization. This is matched onto the running top-quark mass as computed in the full supersymmetric theory. One could argue that the appropriate regularization scheme for the latter should be dimensional reduction (DRED) , which is usually applied in loop calculations in supersymmetry.<sup>5</sup><sup>5</sup>5In order to obtain the corresponding DRED result, one simply has to replace the term $`4\alpha _s/3\pi `$ in the denominator of eq. (3) by $`5\alpha _s/3\pi `$. The result of such a change would be to modify slightly the two-loop non-logarithmic contribution to $`m_h`$ that is proportional to powers of $`X_t`$. Of course, the physical Higgs mass is independent of scheme. One is free to re-express eqs. (33) and (LABEL:eq:mh2ldiagos) \[which depend on the on-shell parameters $`M_t`$, $`M_S`$, $`X_t`$\] in terms of parameters defined in any other scheme. In this paper, we find $`\overline{\mathrm{MS}}`$–renormalization via DREG to be the most convenient scheme for the comparison of the diagrammatic and EFT results for $`m_h`$. ## 5 Comparing the EFT and diagrammatic results In order to directly compare the two-loop diagrammatic and EFT results, we must convert from on-shell to $`\overline{\mathrm{MS}}`$ parameters. Inserting eqs. (43) and (46) into eqs. (35) and (36), one finds $`m_h^{2,\alpha }`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}\overline{m}_t^4\left\{\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)+{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\left(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)\right\},`$ (48) $`m_h^{2,\alpha \alpha _s}`$ $`=`$ $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}\overline{m}_t^4\{\mathrm{ln}^2\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)+[{\displaystyle \frac{2}{3}}2{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}(1{\displaystyle \frac{1}{12}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}})]\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)`$ (49) $`+{\displaystyle \frac{\overline{X}_t}{\overline{M}_S}}({\displaystyle \frac{2}{3}}{\displaystyle \frac{7}{9}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}+{\displaystyle \frac{1}{36}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}3}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}3}}}}+{\displaystyle \frac{1}{18}}{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}4}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}4}}}})\}+𝒪({\displaystyle \frac{\overline{m}_t}{\overline{M}_S}}).`$ Comparing eq. (49) with eq. (26) shows that the logarithmic contributions of the diagrammatic result expressed in terms of the $`\overline{\mathrm{MS}}`$ parameters $`\overline{m}_t`$, $`\overline{M}_S`$, $`\overline{X}_t`$ agree with the logarithmic contributions obtained by the EFT approach. The differences in the logarithmic terms observed in the comparison of eqs. (35) and (36) with eq. (26) have thus been traced to the different renormalization schemes applied in the respective calculations. The fact that the logarithmic contributions obtained within the two approaches agree after a proper rewriting of the parameters of the stop sector is an important consistency check of the calculations. In addition to the logarithmic contributions, eq. (49) also contains non-logarithmic contributions, which are numerically sizable. In fig. 5, we compare the diagrammatic result for $`m_h`$ in the leading $`m_t^4`$ approximation to the results obtained in section 2 by EFT techniques, for two different values of $`\mathrm{tan}\beta `$. However, as noted at the end of section 4, in the derivation of the EFT result of eq. (26) the supersymmetric threshold corrections to $`\overline{m}_t(M_S)`$ were neglected. Thus, $`\overline{X}_t`$, which appears in eqs. (48) and (49), is not precisely the same as the $`\overline{X}_t`$ parameter appearing in the EFT result of eq. (26) due to the difference in the definition of $`\overline{m}_t(M_S)`$ \[eq. (45)\] and $`m_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}`$ \[eq. (47)\]. Taking this difference into account in eq. (44), it follows that the $`\overline{X}_t`$ parameter that appears in eq. (26) is given by $`\overline{X}_t^{}\overline{X}_t[1+(\alpha _s/3\pi )(X_t/M_S)]`$. It can be easily checked that the change from $`\overline{X}_t`$ to $`\overline{X}_t^{}`$ does not affect the comparison of two-loop logarithmic terms between eqs. (26) and (49). Moreover, the difference between $`\overline{X}_t`$ and $`\overline{X}_t^{}`$ is numerically small. In fig. 5, the diagrammatic result for $`m_h`$ is plotted versus $`\overline{X}_t`$, while the EFT result is plotted versus $`\overline{X}_t^{}`$. While the diagrammatic result expressed in terms of $`\overline{m}_t`$, $`\overline{M}_S`$, $`\overline{X}_t`$ agrees well with the EFT result in the region of no mixing in the stop sector, sizable deviations occur for large mixing. In particular, the non-logarithmic contributions give rise to an asymmetry under the change of sign of the parameter $`\overline{X}_t`$, while the EFT result is symmetric under $`\overline{X}_t\overline{X}_t`$. In the approximation considered here, the maximal value for $`m_h`$ in the diagrammatic result lies about 3 GeV higher than the maximal value of the EFT result for $`\mathrm{tan}\beta =1.6`$. The differences are slightly smaller for $`\mathrm{tan}\beta =30`$. In addition, as previously noted, the maximal-mixing point $`(\overline{X}_t)_{\mathrm{max}}`$ \[where the radiatively corrected value of $`m_h`$ is maximal\] is equal to its one-loop value, $`(\overline{X}_t)_{\mathrm{max}}\pm \sqrt{6}M_S`$, in the EFT result of eq. (26), while it is shifted in the two-loop diagrammatic result. However, fig. 5 illustrates that the shift in $`(\overline{X}_t)_{\mathrm{max}}`$ from its one-loop value, while significant in the two-loop on-shell diagrammatic result, is largely diminished when the latter is re-expressed in terms of $`\overline{\mathrm{MS}}`$ parameters. The differences between the diagrammatic and EFT results shown in fig. 5 can be attributed to non-negligible non-logarithmic terms proportional to powers of $`X_t`$. Clearly, the EFT technique can be improved to incorporate these terms. As previously discussed, one can account for such terms in the EFT approach by: (i) including one-loop finite threshold effects in the definition of $`\overline{m}_t(M_S)`$, and (ii) including two-loop finite threshold effects to $`\mathrm{\Delta }_{\mathrm{th}}\lambda `$ \[eq. (12)\] in the matching condition for $`\lambda (M_S)`$.<sup>6</sup><sup>6</sup>6An additional two-loop $`𝒪(h_t^2\alpha _s)`$ correction to $`\lambda (M_S)`$ can arise because the Higgs self-coupling in the $`\overline{\mathrm{MS}}`$ scheme does not precisely satisfy the supersymmetric relation \[$`\lambda (M_S)=\frac{1}{4}(g^2+g^2)\mathrm{cos}^22\beta `$\] in the supersymmetric limit. This correction corresponds to a matching of the $`\overline{\mathrm{MS}}`$ and $`\overline{\mathrm{DR}}`$ couplings at the scale $`M_S`$ . We will count this as part of the two-loop finite threshold effects. Although both effects are nominally of the same order, it is interesting to investigate what fraction of the terms proportional to powers of $`\overline{X}_t`$ in eq. (49) can be obtained by including the threshold effects in the definition of $`\overline{m}_t(M_S)`$. In ref. , it was shown that the leading two-loop contributions to $`m_h^2`$ given by the EFT result of eq. (26) could be absorbed into an effective one-loop expression. This was accomplished by considering separately the $`X_t`$–independent leading double logarithmic term (the “no-mixing” contribution) and the leading single logarithmic term that is proportional to powers of $`\overline{X}_t`$ (the “mixing” contribution) at $`𝒪(m_t^2h_t^2\alpha _s)`$. Both terms can be reproduced by an effective one-loop expression, where $`\overline{m}_t`$ in eq. (48), which appears in the no-mixing and mixing contributions, is replaced by the running top-quark mass evaluated at the scales $`\mu _t`$ and $`\mu _{\stackrel{~}{t}}`$, respectively: $$\text{no mixing: }\mu _t(\overline{m}_t\overline{M}_S)^{1/2},\text{mixing: }\mu _{\stackrel{~}{t}}\overline{M}_S.$$ (50) That is, at $`𝒪(m_t^2h_t^2\alpha _s)`$, the leading double logarithmic term is precisely reproduced by the single-logarithmic term at $`𝒪(m_t^2h_t^2)`$, by replacing $`\overline{m}_t`$ with $`\overline{m}_t(\mu _t)`$, while the leading single logarithmic term at two-loops proportional to powers of $`\overline{X}_t`$ is precisely reproduced by the corresponding non-logarithmic terms proportional to $`\overline{X}_t`$ at $`𝒪(m_t^2h_t^2)`$, by replacing $`\overline{m}_t`$ with $`\overline{m}_t(\overline{M}_S)`$. Applying the same procedure to eq. (49) and rewriting it in terms of the running top-quark mass at the corresponding scales as specified in eq. (50), we obtain $`m_h^{2,\alpha }`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}\left\{\overline{m}_t^4(\mu _t)\mathrm{ln}\left({\displaystyle \frac{\overline{m}_t^2(\mu _t)}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)+\overline{m}_t^4(\overline{M}_S){\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\left(1{\displaystyle \frac{\overline{X}_t^{\mathrm{\hspace{0.17em}2}}}{12\overline{M}_S^{\mathrm{\hspace{0.17em}2}}}}\right)\right\},`$ (51) $`m_h^{2,\alpha \alpha _s}`$ $`=`$ $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}m_t^4\left\{{\displaystyle \frac{1}{6}}\mathrm{ln}\left({\displaystyle \frac{m_t^2}{M_S^2}}\right)+{\displaystyle \frac{X_t}{M_S}}\left({\displaystyle \frac{2}{3}}{\displaystyle \frac{1}{9}}{\displaystyle \frac{X_t^2}{M_S^2}}+{\displaystyle \frac{1}{36}}{\displaystyle \frac{X_t^3}{M_S^3}}\right)\right\}.`$ (52) Indeed, the $`X_t`$–independent leading double logarithmic term and the leading single logarithmic term that is proportional to powers of $`\overline{X}_t`$ have disappeared from the two-loop expression \[eq. (52)\], having been absorbed into an effective one-loop result \[eq. (51)\] (denoted henceforth as the “mixed-scale” one-loop EFT result). Of the terms that remain \[eq. (52)\], there is a subleading one-loop logarithm at two-loops which is a remnant of the no-mixing contribution. But, note that the magnitude of the coefficient ($`1/6`$) has been reduced from the corresponding coefficients that appear in eqs. (LABEL:eq:mh2ldiagos) and (49) \[$`2`$ and $`2/3`$, respectively\]. In addition, the remaining leftover two-loop non-logarithmic terms are also numerically insignificant. We conclude that the “mixed-scale” one-loop EFT result provides a very good approximation to $`m_h^2`$, in which the most significant two-loop terms have been absorbed into an effective one-loop expression. To illustrate this result, we compare in fig. 5 the diagrammatic two-loop result expressed in terms of $`\overline{\mathrm{MS}}`$ parameters \[eqs. (48) and (49)\] with the “mixed-scale” one-loop EFT result \[eq. (51)\] as a function of $`\overline{X}_t`$. In order to make a fair comparison of two-loop expressions, we first evaluate eq. (51) as a perturbation expansion which is truncated beyond the $`𝒪(\alpha _s^2)`$ term.<sup>7</sup><sup>7</sup>7For example, using eq. (47), we would write $`\overline{m}_t^4(\mu _t)=\overline{m}_t^4\left[1+4(\alpha _s/\pi )\mathrm{ln}(m_t^2/\mu _t^2)\right]`$ and insert this into eq. (51). It is this result that is plotted as a dashed line in fig. 5. Note that by construction, the sum of the two-loop truncated version of eq. (51) and the leftover two-loop term given by eq. (52) is equal to the sum of eqs. (48) and (49). That is, the difference between the solid and dashed lines of fig. 5 is precisely equal to the leftover two-loop term given by eq. (52), which is seen to be numerically small. Hence, within the simplifying framework under consideration (i.e., only leading $`t`$$`\stackrel{~}{t}`$ sector-contributions are taken into account assuming a simplified stop squared-mass matrix \[eq. (6)\], with $`\overline{M}_S`$, $`m_A\overline{m}_t`$ and $`m_{\stackrel{~}{g}}=M_{\mathrm{SUSY}}`$), we see that the “mixed-scale” one-loop result for $`m_h`$ provides a very good approximation to a more complete two-loop result for all values of $`\overline{X}_t`$.<sup>8</sup><sup>8</sup>8Strictly speaking, the analytic approximations of this paper break down when $`\overline{m}_t\overline{X}_t\overline{M}_S^{\mathrm{\hspace{0.17em}2}}`$. Thus, one does not expect an accurate result for the corresponding formulae when $`\overline{X}_t`$ is too large . In practice, one should not trust the accuracy of the analytic formulae once $`\overline{X}_t>(\overline{X}_t)_{\mathrm{max}}`$. In the EFT picture this means that, once re-expressed in terms of the appropriate $`\overline{\mathrm{MS}}`$ running parameters, the dominant contributions to the lightest $`𝒞𝒫`$-even Higgs mass arising from the two-loop threshold corrections induced by the decoupling of the stops, have their origin in the one-loop threshold corrections to the Higgs–top quark Yukawa coupling. In the present analysis we have focused on the leading contributions of the $`t`$$`\stackrel{~}{t}`$ sector of the MSSM. However, these contributions alone are not sufficient to provide an accurate determination of the Higgs mass (and can be off by 5 GeV or more in certain regions of the MSSM parameter space). In any realistic phenomenological analysis of the properties of the Higgs sector, one must include sub-leading contributions of the $`t`$$`\stackrel{~}{t}`$ sector as well as contributions from other particle/superpartner sectors. Such contributions have been obtained within the EFT approach in refs. and , which incorporates one-loop leading logarithmic terms from all partner/superpartner sectors, plus single and double logarithmic two-loop contributions from the $`t`$$`\stackrel{~}{t}`$ and $`b`$$`\stackrel{~}{b}`$ sectors. The full one-loop diagrammatic result is known , and this along with the diagrammatic two-loop result from the $`t`$$`\stackrel{~}{t}`$ sector at $`𝒪(\alpha \alpha _s)`$ are included in the Fortran code FeynHiggs . The impact of the additional contributions to the radiatively-corrected Higgs mass on phenomenological studies have been investigated in refs. . In the large $`\mathrm{tan}\beta `$ regime, the $`b`$$`\stackrel{~}{b}`$ sector is especially important. Here the corrections induced by the bottom Yukawa coupling become relevant, and one should correspondingly include the bottom mass corrections originating from the decoupling of the supersymmetric particles. These corrections are enhanced by a large $`\mathrm{tan}\beta `$ factor and hence can have a sizable impact on the phenomenology of the Higgs sector. Some of the most relevant consequences of these corrections have been recently discussed in refs. . ## 6 Discussion and Conclusions In this work, we have compared the results for the lightest $`𝒞𝒫`$-even Higgs-boson mass obtained from the two-loop $`𝒪(\alpha \alpha _s)`$ diagrammatic calculation in the on-shell scheme with the results of an effective field theory approach. In the latter, the two-loop $`𝒪(\alpha \alpha _s)`$ terms are generated via renormalization group running of the effective low-energy parameters from the supersymmetry-breaking scale, $`M_S`$ to the scale $`m_t`$. We have focused on the leading $`𝒪(m_t^2h_t^2\alpha _s)`$ two-loop contributions to $`m_h^2`$ in the limit of large $`m_A`$ and $`M_S`$. In this case, the effective field theory below $`M_S`$ is the one-Higgs-doublet Standard Model, which greatly simplifies the calculation. In addition, the gluino mass was set to $`m_{\stackrel{~}{g}}=M_{\mathrm{SUSY}}(M_S^2m_t^2)^{1/2}`$. The resulting transparent analytic expressions for the radiatively-corrected Higgs mass were well suited for investigating the basic relations between the various approaches. In order to compare the on-shell diagrammatic and effective field theory approaches, one must note two important facts. First, the two calculations are performed in different renormalization schemes. Hence, the resulting expressions actually depend on soft-supersymmetry-breaking parameters whose definitions differ at the one-loop level. Second, the diagrammatic calculation includes genuine non-logarithmic two-loop corrections to the lightest $`𝒞𝒫`$-even Higgs-boson mass. In the effective field theory approach, these would correspond to two-loop threshold corrections resulting from the decoupling of the two heavy top squarks in the low energy effective theory. Previous comparisons of the corresponding two-loop results revealed an apparent discrepancy between terms that depend logarithmically on $`M_S`$, and different dependences of the non-logarithmic terms on $`X_t`$. However, after re-expressing the one-loop and the two-loop terms of the on-shell diagrammatic result in terms of $`\overline{\mathrm{MS}}`$ parameters, i.e., applying the same renormalization scheme for both approaches, we have shown that the discrepancy in the logarithmic dependence on $`M_S`$ of both expressions disappears. This constitutes an important consistency check of the calculations. There remain, however, genuine non-logarithmic two-loop contributions in the diagrammatic result. They give rise to an asymmetry under $`X_tX_t`$, while the effective field theory computations that neglected the two-loop threshold corrections due to stop mixing only yield results that are symmetric under the change of sign of $`X_t`$. Moreover, the non-logarithmic two-loop contributions of the on-shell diagrammatic computation, in the approximations considered in this paper, can increase the predicted value of $`m_h`$ by as much as 3 GeV.<sup>9</sup><sup>9</sup>9If only the on-shell top-quark mass is re-expressed in terms of the corresponding $`\overline{\mathrm{MS}}`$ parameter, the resulting increase in $`m_h`$ can be as much as 5 GeV. Finally, they induce a shift of the value of $`X_t`$ where $`m_h`$ is maximal relative to the corresponding one-loop value $`(X_t)_{\mathrm{max}}\pm \sqrt{6}M_S`$. It is interesting to note that this shift is more (less) pronounced when $`m_h`$ is expressed in terms of $`X_t`$ in the on-shell ($`\overline{\mathrm{MS}}`$) scheme. The effect of the leading non-logarithmic two-loop contributions can be taken into account in the effective field theory method by incorporating the $`𝒪(h_t^2\alpha _s)`$ $`X_t`$–dependent corrections into the boundary conditions of the effective quartic Higgs self-coupling at the scale $`M_S`$ and performing a proper one-loop $`𝒪(\alpha _s)`$ matching of the running Higgs–top Yukawa coupling at $`M_S`$. In ref. , it was shown that the leading two-loop contributions to $`m_h^2`$ could be absorbed into an effective one-loop expression by the following procedure. The running top-quark mass that appears in the $`X_t`$–independent one-loop expression for $`m_h^2`$ is evaluated at the scale $`\mu _t=(M_Sm_t)^{1/2}`$. In the corresponding $`X_t`$–dependent terms, the running top quark mass is evaluated at the scale $`\mu _{\stackrel{~}{t}}=M_S`$. The result, which we call the mixed-scale one-loop EFT expression neatly incorporates the leading two-loop effects. In this paper, we have extended this result by explicitly including stop mixing effects in evaluating the running parameters $`\overline{m}_t(M_S)`$ and $`h_t(M_S)`$. By doing so, we are able to incorporate some portion of the genuine leading non-logarithmic two-loop contributions. The remaining terms at this order would then be identified with two-loop threshold corrections to the effective Higgs quartic coupling at the scale $`M_S`$. Remarkably, the latter turn out to be numerically small. This means that the mixed-scale one-loop EFT expression for $`m_h`$ provides a rather accurate estimate of the radiatively-corrected mass of the lightest $`𝒞𝒫`$-even Higgs boson of the MSSM. The above results have been obtained in a rather simple setting. A special choice for the stop squared-mass matrix was made \[eq. (6)\] to simplify our analysis. The gluino mass was fixed to a value of order $`M_S`$. The leading $`𝒪(m_t^2h_t^4)`$ corrections were neglected. Subleading terms of $`𝒪(m_Z^2h_t^2\alpha _s)`$ and $`𝒪(m_Z^2h_t^4)`$ terms were also neglected. For example, consider the effect of varying the gluino mass. The two-loop diagrammatic results of refs. showed that the value of $`m_h`$ changed by as much as $`\pm 2`$ GeV as a function of $`m_{\stackrel{~}{g}}`$, for $`m_t<m_{\stackrel{~}{g}}<M_S`$. The gluino mass dependence can be treated in the EFT approach as follows. Let us assume that $`M_S`$ characterizes the scale of the squark masses, and $`m_{\stackrel{~}{g}}<M_S`$. Then, at scales below $`M_S`$ one integrates out the squarks but keeps the gluino as part of the low-energy effective theory. However, since the gluino always appears with squarks in diagrams contributing to $`m_h^2`$ at two-loops, once the squarks are integrated out, they no longer affect the running of any of the relevant low-energy parameters below $`M_S`$. However, the gluino mass does affect the value of $`h_t(M_S)`$ and $`\overline{m}_t(M_S)`$ \[the relevant formulae are given in Appendix A\]. Thus, in the EFT approach, gluino mass dependence enters via the threshold corrections to the Higgs–top quark Yukawa couplings. The case of a more general stop squared-mass matrix can be treated using the same methods outlined in Appendix A.<sup>10</sup><sup>10</sup>10The transformation from on-shell to $`\overline{\mathrm{MS}}`$ input parameters for the case of the most general stop squared-mass matrix will be included in the new version of the program FeynHiggs. Here the computations are more complicated since there is now one-loop mixing between $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{t}_2`$. In the EFT approach, one must decouple separately the two stops, and include the most general stop-mixing effects in the determination of the relation between the on-shell and $`\overline{\mathrm{MS}}`$ parameters. The leading $`𝒪(m_t^2h_t^4)`$ corrections in the EFT approach can be incorporated as in section 2 by extending the computations of Appendix A to include the one-loop $`𝒪(h_t^2)`$ corrections to the running top-quark mass and stop sector parameters. However, at present, one cannot check these results against an $`𝒪(m_t^2h_t^4)`$ two-loop diagrammatic computation, since the latter does not yet appear in the literature in full generality. Going beyond the approximations made in this paper, the next step is to incorporate the above improvements, as well as the next subleading contributions of $`𝒪(m_Z^2h_t^2\alpha _s)`$ and $`𝒪(m_Z^2h_t^4)`$ into the computation of $`m_h^2`$. One might then hope to show that a complete mixed-scale one-loop EFT result, suitably generalized, provides a very good approximation to the radiatively-corrected $`𝒞𝒫`$-even Higgs mass of the MSSM. Such an analysis could be used to organize the most significant non-leading one-loop and two-loop contributions to $`m_h^2`$ and provide some insight regarding the magnitude of the unknown higher-order corrections, thus reducing the theoretical uncertainty in the prediction for $`m_h`$. This would have a significant impact on the physics of the lightest CP-even Higgs boson at LEP2, the upgraded Tevatron and the LHC. Note Added After this work was completed, we received a paper which discusses many of the same issues that we address in this work. In ref. , the two-loop effective potential of the MSSM is employed, including renormalization group resummation of logarithmic terms, and the leading non-logarithmic two-loop terms of $`𝒪(\alpha \alpha _s)`$. The relation between on-shell and $`\overline{\mathrm{MS}}`$ parameters are also taken into account. The end results are qualitatively similar to the ones obtained here. Acknowledgments M.C., H.E.H. and C.W. would like to thank the Aspen Center for Physics, where part of this work has been carried out. The work of M.C., H.E.H. and C.W. is supported in part by the U.S. Department of Energy. W.H. gratefully acknowledges support by the Volkswagenstiftung. H.E.H. and S.H. thankfully acknowledge hospitality of the CERN Theory Group, where a major part of this work was completed. H.E.H. is pleased to acknowledge useful discussions with Damien Pierce. ## Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$ In this appendix, we derive the relations between the on-shell and $`\overline{\mathrm{MS}}`$ definitions of $`m_t`$, $`M_S`$ and $`X_t`$. We have checked that these results agree with similar results given in ref. . These results are derived in a model where the stop mass-squared matrix is given by eq. (6). The corresponding stop squared-masses and mixing angle are given by eqs. (2) and (10). Note that in this model, the top-squark mass eigenstates, $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{t}_2`$, are states of definite parity in their interactions with gluons and gluinos. The corresponding Feynman rules are shown in fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$. Consider first the one-loop contribution to the top-quark two-point function at $`𝒪(\alpha _s)`$ due to: (i) the top-quark/gluon loop \[fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$(a)\] and (ii) the stop/gluino loop \[fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$(b)\]. Divergences are regulated by dimensional regularization in $`D42ϵ`$ dimensions and removed by minimal subtraction. Including the tree-level contribution (which is equal to the negative of the inverse tree-level propagator), the end result is<sup>11</sup><sup>11</sup>11All results in this section are given in the $`\overline{\mathrm{MS}}`$ subtraction scheme. In the $`\overline{\mathrm{DR}}`$ scheme, all the formulae of this appendix still apply except in the case of the top-quark gluon loop. To obtain the corresponding $`\overline{\mathrm{DR}}`$ result, simply remove the additive factors of 1 in the two occurences in eq. (A.1). $`\mathrm{\Gamma }^{(2)}(p)`$ $`=`$ $`i[\overline{)p}\overline{m}_t(\mu )]{\displaystyle \frac{iC_F\alpha _s}{4\pi }}\{\overline{)p}[1+2_1(p^2;m_t^2,0)]2m_t[12_0(p^2;m_t^2,0)]`$ (A.1) $`+\overline{)p}[_1(p^2;m_{\stackrel{~}{g}}^2,M_S^2m_tX_t)+_1(p^2;m_{\stackrel{~}{g}}^2,M_S^2+m_tX_t)]`$ $`m_{\stackrel{~}{g}}[_1(p^2;m_{\stackrel{~}{g}}^2,M_S^2m_tX_t)_1(p^2;m_{\stackrel{~}{g}}^2,M_S^2+m_tX_t)]\},`$ where $`T^aT^a=C_F\mathrm{𝟏}`$ is the SU(3) quadratic Casimir operator in the fundamental representation, $`C_F=4/3`$, and $$_n(p^2;m_1^2,m_2^2)(1)^{n+1}_0^1𝑑yy^n\mathrm{ln}\left(\frac{m_2^2y+m_1^2(1y)p^2y(1y)}{\mu ^2}\right).$$ (A.2) The $`_n`$ ($`n=0`$,1) are related to the standard two-point loop functions that arise in one-loop computations : $`B_0(p^2;m_1^2,m_2^2)`$ $``$ $`\mathrm{\Delta }+_0(p^2;m_1^2,m_2^2),`$ $`B_1(p^2;m_1^2,m_2^2)`$ $``$ $`\frac{1}{2}\mathrm{\Delta }+_1(p^2;m_1^2,m_2^2),`$ (A.3) where all occurrences of $`\mathrm{\Delta }(4\pi )^ϵ\mathrm{\Gamma }(ϵ)`$ are removed in the minimal subtraction procedure. Note that $`B_0(p^2;m_1^2,m_2^2)`$ is invariant under the interchange of $`m_1^2`$ and $`m_2^2`$, whereas $$B_1(p^2;m_2^2,m_1^2)=B_1(p^2;m_1^2,m_2^2)B_0(p^2;m_1^2,m_2^2).$$ (A.4) In eq. (A.1), $`\mu `$ is the arbitrary mass parameter of the $`\overline{\mathrm{MS}}`$–scheme. The on-shell top-quark mass, $`M_t`$, is defined by $`\mathrm{\Gamma }^{(2)}(\overline{)p}=M_t)=0`$. It follows that $`M_t`$ $`=`$ $`\overline{m}_t(\mu )+{\displaystyle \frac{C_F\alpha _sm_t}{4\pi }}\{4_0(m_t^2;m_t^2,0)+2_1(m_t^2;m_t^2,0)1`$ (A.5) $`+`$ $`_1(m_t^2;m_{\stackrel{~}{g}}^2,M_S^2m_tX_t)+_1(m_t^2;m_{\stackrel{~}{g}}^2,M_S^2+m_tX_t)`$ $``$ $`{\displaystyle \frac{m_{\stackrel{~}{g}}}{m_t}}[_0(m_t^2;m_{\stackrel{~}{g}}^2,M_S^2m_tX_t)_0(m_t^2;m_{\stackrel{~}{g}}^2,M_S^2+m_tX_t)]\}.`$ In the $`𝒪(\alpha _s)`$ terms above, we simply use the generic notation $`m_t`$ for the top-quark mass, since to one-loop accuracy one need not distinguish between $`\alpha _sM_t`$ and $`\alpha _sm_t(\mu )`$. As previously noted, the relation between the top-quark mass in the on-shell and $`\overline{\mathrm{DR}}`$ schemes is obtained by dropping the $`1`$ (which does not multiply a loop-function) in eq. (A.5). Two of the loop functions are easily evaluated: $`_0(m_t^2;m_t^2,0)=2\mathrm{ln}(m_t^2/\mu ^2)`$ and $`_1(m_t^2;m_t^2,0)=\frac{1}{2}[3\mathrm{ln}(m_t^2/\mu ^2)]`$. We note the following curious fact. In the supersymmetric limit ($`m_{\stackrel{~}{t}_1}=m_{\stackrel{~}{t}_2}=m_t`$ and $`m_{\stackrel{~}{g}}=0`$) at one-loop, the relation between the on-shell and $`\overline{\mathrm{DR}}`$ running top-quark mass evaluated at $`\mu =m_t`$ is precisely the same as the corresponding relation between the on-shell and $`\overline{\mathrm{MS}}`$ running top-quark mass in non-supersymmetric QCD. Next, we examine the one-loop contributions to the top-squark two-point function at $`𝒪(\alpha _s)`$. The contributing graphs are shown in fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$. We immediately note that graph (c) of fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$ vanishes in dimensional regularization. Moreover, since $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{t}_2`$ are states of definite parity in a model where the stop mass-squared matrix is given by eq. (6), the one-loop mixing of $`\stackrel{~}{t}_1`$ and $`\stackrel{~}{t}_2`$ vanishes to all orders in $`\alpha _s`$. Including the tree-level contribution, the final result for the top squark two-point function is<sup>12</sup><sup>12</sup>12In deriving eq. (Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$), we note that the contribution of fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$(d) \[only the case $`i=j`$ yields a non-zero contribution, which is equal to $`(iC_F\alpha _s/4\pi )𝒜_0(m_{\stackrel{~}{t}_j})`$\] cancels a similar term that arises in the evaluation of fig. Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$(b). $`\stackrel{~}{\mathrm{\Gamma }}_{jj}^{(2)}(p^2)=i(p^2m_{\stackrel{~}{t}_j}^2){\displaystyle \frac{iC_F\alpha _s}{\pi }}[𝒜_0(m_{\stackrel{~}{g}}^2)+m_t^2_0(p^2;m_t^2,m_{\stackrel{~}{g}}^2)`$ $`+p^2_1(p^2;m_t^2,m_{\stackrel{~}{g}}^2)(1)^jm_{\stackrel{~}{g}}m_t_0(p^2;m_t^2,m_{\stackrel{~}{g}}^2)p^2_1(p^2;m_{\stackrel{~}{t}_j}^2,0)],`$ (A.6) for $`j=1`$, 2, where $$𝒜_0(m^2)m^2\left[1\mathrm{ln}\left(\frac{m^2}{\mu ^2}\right)\right]$$ (A.7) is related to the standard one-point loop function $`A_0(m^2)=m^2\mathrm{\Delta }+𝒜_0(m^2)`$. There is no distinction in this calculation between the $`\overline{\mathrm{MS}}`$ and $`\overline{\mathrm{DR}}`$ schemes. The on-shell stop squared-masses are defined by $`\stackrel{~}{\mathrm{\Gamma }}_{jj}^{(2)}(p^2=(m_{\stackrel{~}{t}_j}^{\mathrm{OS}})^2)=0`$. Noting the form for the tree-level squared-masses \[eq. (2)\], it follows that: $$M_S^{2,\mathrm{OS}}M_tX_t^{\mathrm{OS}}=\overline{M}_S^{\mathrm{\hspace{0.17em}2}}(\mu )\overline{m}_t(\mu )\overline{X}_t(\mu )+\frac{C_F\alpha _s}{\pi }\left[f(M_S^2m_tX_t)\pm g(M_S^2m_tX_t)\right],$$ (A.8) where $`M_t`$ is the on-shell top quark mass and $`f(p^2)`$ $``$ $`𝒜_0(m_{\stackrel{~}{g}}^2)+m_t^2_0(p^2;m_t^2,m_{\stackrel{~}{g}}^2)+p^2_1(p^2;m_t^2,m_{\stackrel{~}{g}}^2),`$ $`g(p^2)`$ $``$ $`m_{\stackrel{~}{g}}m_t_0(p^2;m_t^2,m_{\stackrel{~}{g}}^2).`$ (A.9) It is then straightforward to solve for $`M_S^{2,\mathrm{OS}}`$ and $`M_tX_t^{\mathrm{OS}}`$ in terms of the corresponding $`\overline{\mathrm{MS}}`$ quantities evaluated at the scale $`\mu =M_S`$. Using the notation of eq. (27), we obtain $`M_S^{2,\mathrm{OS}}`$ $`=`$ $`\overline{M}_S^{\mathrm{\hspace{0.17em}2}}+{\displaystyle \frac{C_F\alpha _s}{2\pi }}[f(M_S^2+m_tX_t)+f(M_S^2m_tX_t)`$ (A.10) $`g(M_S^2+m_tX_t)+g(M_S^2m_tX_t)],`$ $`M_tX_t^{\mathrm{OS}}`$ $`=`$ $`\overline{m}_t(M_S)\overline{X}_t+{\displaystyle \frac{C_F\alpha _s}{2\pi }}[f(M_S^2+m_tX_t)f(M_S^2m_tX_t)`$ (A.11) $`g(M_S^2+m_tX_t)g(M_S^2m_tX_t)],`$ where all loop functions in eqs. (A.10) and (A.11) are evaluated at $`\mu =M_S`$. Dividing eq. (A.11) by $`M_t`$, and using eq. (A.5) to evaluate $`\overline{m}_t(M_S)/M_t`$, one obtains a direct relation between $`X_t^{\mathrm{OS}}`$ and $`\overline{X}_t`$. To obtain the expansions derived in Appendix B, we consider the case of $`m_{\stackrel{~}{g}}^2=M_{\mathrm{SUSY}}^2=M_S^2m_t^2`$. We introduce the following notation: $$x_t\frac{X_t}{M_S},z\frac{M_t}{M_S}.$$ (A.12) We are interested in the limit of $`z1`$ and $`x_t<1`$. First, consider the relation between the on-shell and running top quark mass. Using eq. (A.2), we must evaluate the following integrals: $$J_n^{(\pm )}=_0^1𝑑yy^n\mathrm{ln}\left[1\pm x_tzyz^2(1y^2)\right],$$ (A.13) for $`n=0`$, 1. Eq. (A.5) then yields: $$\overline{m}_t(M_S)=M_t\left\{1+\frac{C_F\alpha _s}{4\pi }\left[4+6\mathrm{ln}zJ_1^{(+)}J_1^{()}+\frac{1}{z}(1z^2)^{1/2}(J_0^{(+)}J_0^{()})\right]\right\}.$$ (A.14) Expanding out the logarithm in the integrand of $`J_n^{(\pm )}`$ in a double power series in $`x_t`$ and $`z`$ and integrating term by term, one readily obtains the result given in eq. (B.5). Second, consider the relation between the on-shell and $`\overline{\mathrm{MS}}`$ definitions of $`M_S`$ and $`X_t`$ obtained in eq. (A.10). Using the integral expressions for the loop functions that appear in eq. (Appendix A: Relations between on-shell and $`\overline{\mathrm{𝐌𝐒}}`$ definitions of $`𝒎_𝒕`$, $`𝑴_𝑺`$ and $`𝑿_𝒕`$), one must evaluate the following integrals: $$I_n=_0^1𝑑yy^n\mathrm{ln}\left[y^2(1zx_t)+yz(x_t2z)+z^2\right],$$ (A.15) for $`n=0`$, 1. In this case, one cannot simply expand the logarithms about $`x_t=z=0`$, since the integration range extends down to $`y=0`$. Instead, we have used Mathematica to evaluate the integral exactly, and then perform the double expansion in $`x_t`$ and $`z`$. The result for $`I_0`$ up to $`𝒪(x_t^2z^4)`$ is $`I_0`$ $`=`$ $`2+\pi z+z^2(2\mathrm{ln}z1)\frac{1}{2}\pi z^3+\frac{1}{2}z^4`$ (A.16) $`+x_t\left[zz\mathrm{ln}z+\pi z^2+z^3(2\mathrm{ln}z\frac{1}{2})\frac{1}{2}\pi z^4\right]`$ $`+x_t^2\left[\frac{1}{8}\pi zz^2(\mathrm{ln}z+1)+\frac{15}{16}\pi z^3+z^4(2\mathrm{ln}z\frac{1}{2})\right]`$ $`+x_t^3\left[\frac{1}{12}z\frac{1}{8}\pi z^2z^3(\mathrm{ln}z+\frac{11}{12})+\frac{15}{16}\pi z^4\right]`$ $`+x_t^4\left[\frac{1}{128}\pi z+\frac{1}{12}z^2\frac{35}{256}\pi z^3z^4(\mathrm{ln}z+\frac{11}{12})\right].`$ We have checked the validity of this expansion using numerical integration. One can derive a similar expression for $`I_1`$ either directly, or by noting that: $`I_1`$ $`=`$ $`{\displaystyle \frac{1}{2(1zx_t)}}\left[z^2(12\mathrm{ln}z)(1z^2)[1\mathrm{ln}(1z^2)]z(x_t2z)I_0\right]`$ (A.17) $`=\frac{1}{2}z^2(\mathrm{ln}z+\frac{3}{2})+\pi z^3+z^4(2\mathrm{ln}z\frac{3}{4})`$ $`+x_t\left[\frac{1}{2}z\frac{1}{2}\pi z^2z^3(3\mathrm{ln}z+2)+\frac{9}{4}\pi z^4\right]`$ $`+x_t^2\left[\frac{1}{2}z^2(\mathrm{ln}z+2)\frac{9}{8}\pi z^3z^4(5\mathrm{ln}z+\frac{11}{4})\right]`$ $`+x_t^3\left[\frac{1}{16}\pi z^2+z^3(\mathrm{ln}z+\frac{19}{12})\frac{55}{32}\pi z^4\right]`$ $`+x_t^4\left[\frac{1}{24}z^2+\frac{15}{128}\pi z^3+z^4(\frac{3}{2}\mathrm{ln}z+\frac{17}{8})\right].`$ Inserting these results into eqs. (A.10) and (A.11), and expanding out the remaining factors \[e.g., $`m_{\stackrel{~}{g}}m_t=M_S^2z(1z^2)^{1/2}`$, etc.\], one ends up with the results given in eqs. (B.3) and (B.4). ## Appendix B: Results up to $`𝓞\mathbf{\left(}𝒎_𝒕^\mathrm{𝟒}\mathbf{/}𝑴_𝑺^\mathrm{𝟒}\mathbf{\right)}`$ We list the necessary formulae in order to derive the results given in sections 3 and 4 up to terms of $`𝒪\left(m_t^4/M_S^4\right)`$. As before, we define $`x_tX_t/M_S`$ and $`zm_t/M_S`$. In the approximation discussed in section 3, we obtain expansions that are valid in the limit of $`z1`$ and $`x_t<1`$. The diagrammatic result in the on-shell scheme for the one-loop and two-loop contributions to $`m_h^2`$, in the approximations used in this paper, is given up to $`𝒪(z^4)`$ by $`m_h^{2,\alpha }`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}M_t^4\left\{2\mathrm{ln}z+x_t^2\left[1\frac{1}{12}x_t^2z^2(\frac{1}{2}\frac{1}{3}x_t^2)\frac{1}{4}z^4x_t^2\right]\right\}`$ (B.1) $`m_h^{2,\alpha \alpha _s}`$ $`=`$ $`3{\displaystyle \frac{G_F\sqrt{2}}{\pi ^2}}{\displaystyle \frac{\alpha _s}{\pi }}M_t^4\{4\mathrm{ln}^2z+[42x_t^2+\frac{1}{9}z^2(6+42x_t+33x_t^226x_t^318x_t^4)`$ (B.2) $`+\frac{1}{9}z^4(241x_t10x_t^2+91x_t^3+45x_t^4)]\mathrm{ln}z`$ $`\frac{1}{4}x_t(8x_t^3)+\frac{1}{36}\pi zx_t\left(48+24x_t14x_t^27x_t^3\right)`$ $`+\frac{1}{36}z^2x_t\left(606x_t106x_t^261x_t^3\right)\frac{1}{72}\pi z^3x_t\left(192+72x_t236x_t^2111x_t^3\right)`$ $`+\frac{1}{36}z^4x_t(57+34x_t+95x_t^2+20x_t^3)\}.`$ Eq. (B.2) is a generalization of the corresponding formula given in ref. . The relations between the $`\overline{\mathrm{MS}}`$ parameters $`\overline{M}_S`$ and $`\overline{X}_t`$ \[eq. (27)\] and the corresponding on-shell parameters $`M_S^{\mathrm{OS}}`$, $`X_t^{\mathrm{OS}}`$ can be obtained from eqs. (A.10) and (A.11) using the expansions of eqs. (A.16) and (A.17). The end result up to $`𝒪(z^4)`$ is given by $`\overline{M}_S^{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`M_S^{2,\mathrm{OS}}\{1+{\displaystyle \frac{2\alpha _s}{3\pi }}[4\frac{1}{12}z^2(12+24x_t+6x_t^22x_t^3x_t^4)`$ (B.3) $`+\frac{1}{8}\pi z^3x_t(16+8x_t2x_t^2x_t^3)+\frac{1}{12}z^4(66x_t^223x_t^310x_t^4)`$ $`+[z^2(22x_tx_t^2)+z^4x_t(5+2x_t2x_t^2x_t^3)]\mathrm{ln}z]\},`$ $`\overline{X}_t`$ $`=`$ $`X_t^{\mathrm{OS}}{\displaystyle \frac{m_t^{\mathrm{OS}}}{m_t^{\overline{\mathrm{MS}}}(M_S)}}+{\displaystyle \frac{2\alpha _s}{3\pi }}M_S\{4\frac{1}{64}\pi z(128+64x_t16x_t^28x_t^3x_t^4)`$ (B.4) $`+\frac{1}{6}z^2x_t(6+12x_t+4x_t^2x_t^3)+\frac{1}{64}\pi z^3(128+32x_t128x_t^260x_t^3+17x_t^4)`$ $`\frac{1}{12}z^4(30+6x_t6x_t^323x_t^4)`$ $`+[z^2(2+x_t)(2+x_t^2)+z^4(25x_t^22x_t^3+2x_t^4)]\mathrm{ln}z\}.`$ To complete the evaluation of $`\overline{X}_t`$ we need to find a relation between the on-shell top-quark mass, $`M_t`$, and the running top-quark mass, $`\overline{m}_t(M_S)`$, evaluated at the scale $`M_S`$. Using eq. (A.14), one obtains the following expansion: $`\overline{m}_t(M_S)`$ $`=`$ $`M_t\{1+{\displaystyle \frac{\alpha _s}{3\pi }}[4+6\mathrm{ln}z+x_t+z^2(\frac{1}{2}+\frac{1}{4}x_t^2+\frac{1}{6}x_t^3)`$ (B.5) $`+z^4(\frac{1}{6}\frac{1}{24}x_t+\frac{1}{6}x_t^2+\frac{1}{12}x_t^3+\frac{1}{12}x_t^4+\frac{1}{15}x_t^5)]\}.`$ Eq. (B.5) was derived using DREG. In order to obtain the corresponding formula using DRED (which yields a formula for the top-quark mass in the $`\overline{\mathrm{DR}}`$ scheme), simply replace $`4`$ with $`5`$ in the first term of eq. (B.5) after the left square bracket. Note that eq. (B.5) provides a connection between $`\overline{m}_t(M_S)`$ and the on-shell mass $`M_t`$ in the full supersymmetric theory. In the limit of large $`M_S`$ with fixed $`X_t/M_S`$, the threshold correction arising from the stop mixing effects does not vanish. On the other hand, the $`\overline{\mathrm{MS}}`$ top-quark mass, $`\overline{m}_tm_{t,\mathrm{SM}}^{\overline{\mathrm{MS}}}(M_t)`$ is defined in the low-energy (non-supersymmetric) effective theory via eq. (3). Thus, in eq. (B.5), we may replace $`M_t`$ with $`\overline{m}_t`$ simply by removing the factor of $`4\alpha _s/3\pi `$. To leading order in $`m_t/M_S`$, one immediately obtains eq. (45).
warning/0001/math0001139.html	ar5iv	text	# Superselection Theory for Subsystems ## 1 Introduction In this paper, we take the view that a physical system is described by its observable net, a net $`𝒪𝔄(𝒪)`$ of von Neumann algebras over double cones in Minkowski space in its vacuum representation. Our goal is to analyze subsystems. Of course, physical intuition would lead us to believe that in physically realistic situations there will be no proper subsystems since any putative subsystem loses its identity through interaction with the ambient system. A result in this direction would be interesting as it would allow one to pinpoint many natural sets of generators. For example, one could, modulo technicalities, claim that the observable net is generated by the energy–momentum tensor density ,. Unfortunately, we have no such result. Instead, we turn to consider what might prove to be the exceptional case where there are proper subsystems. For example, if the original system admits symmetries, i.e. if there is a nontrivial group of local automorphisms of the net leaving the vacuum state invariant, then the fixed–point net provides an example of a subsystem and one may even wonder whether every subsystem arises in this manner. In fact, the theory of superselection sectors provides a natural mechanism for giving examples of subsystems. Each observable net $`𝔄`$ is contained in an associated canonical field net $`𝔉`$ as the fixed–point net under a compact group $`G`$ of gauge automorphisms. The fixed–point net $`𝔅`$ under a proper subgroup $`G`$, containing the element changing the sign of Fermi fields, if present, can be treated as the observable net of some other physical system and $`𝔄`$ will then be a subsystem of $`𝔅`$. Here are some of the questions we would like to answer. Can one classify subsystems? What is the relation between the superselection structure of a system and that of its subsystems and how are their canonical field nets related? Earlier partial results on the classification problem can be found in and . We have only been able to make sensible progress on classifying subsystems by restricting ourselves to systems satisfying duality in the vacuum representation. Since there are good reasons for believing that $`𝔄`$ satisfies essential duality, this amounts to replacing $`𝔄`$ by its dual net, thus ignoring, for example, the possibility of spontaneously broken gauge symmetries. This partial solution does have the merit of reducing the classification problem to that of finding all observable nets with a given dual net. In Section 2 we study inclusions of observable nets and their functorial properties. Thus if $`𝔄𝔅`$, we get an inclusion of the corresponding categories of $`1`$–cocycles, $`Z^1(𝔄)Z^1(𝔅)`$ and hence of the corresponding categories of transportable morphisms, $`𝒯_t(𝔄)𝒯_t(𝔅)`$, and finally restricting to finite statistics gives $`𝒯_f(𝔄)𝒯_f(𝔅)`$. We interpret this latter inclusion in terms of the associated homomorphism from the gauge group of $`𝔅`$ to that of $`𝔄`$. In Section 3, we study inclusions of field nets giving conditions for the existence of an associated conditional expectation. Conditional expectations also play a decisive role in proving that an inclusion of observable algebras satisfying duality give rise to an inclusion of the corresponding complete normal field nets. In Section 4, we study intermediate nets, that is nets contained between the observable net and its canonical field net, showing that such nets are the fixed–points of $`𝔉`$ under a closed subgroup $`L`$ of the field net. After this, we prove a result showing that the sectors of an intermediate observable net correspond, as one would expect, to the equivalence classes of irreducible representations of $`L`$. This was the principal objective of this paper and is worth comparing with previous results. There are two known sets of structural hypotheses , allowing one to conclude that a Bosonic net has no sectors. Our result would be a consequence whenever $`𝔉`$ were Bosonic. However, in the absence of evidence that a Bosonic canonical field net satisfies the structural hypotheses, these results of and have been most useful in proving the absence of sectors in examples such as free field theories. For our result, we need to exclude infinite statistics for the observable net, a weaker hypothesis with little known about its validity. In addition we have to assume that the vacuum Hilbert space of $`𝔄`$ is separable, as indeed it is, in practice. The paper concludes with an appendix giving results on the harmonic analysis of the action of compact groups on von Neumann and $`C^{}`$–algebras and on conditional expectations needed in the course of this paper. ## 2 Inclusions of Observable Nets In this section, we will be considering an inclusion $`𝔄𝔅`$ of observable (i.e. local) nets, with a view to seeing what can be said about the relation between the corresponding superselection sectors. Each observable net will be considered as acting irreducibly on its own vacuum Hilbert space (denoted in the sequel by $`_𝔄`$, $`_𝔅`$). Of course, if $`𝔄𝔅`$, $`_𝔄`$ is naturally identified with a subspace of $`_𝔅`$. However, we start by recalling some well known facts about superselection structure, cf. , , , . This will allow us to introduce our notation and give a few definitions and useful results. Throughout this paper, the superselection sectors for $`𝔄`$ are understood to be the unitary equivalence classes of irreducible representations $`\pi `$ satisfying the Selection Criterion (SC) $$\pi \|_{𝔄(𝒪^{})}\pi _0\|_{𝔄(𝒪^{})},𝒪𝒦$$ with respect to a reference vacuum representation $`\pi _0(=\pi _0^𝔄).`$ Here $`𝒦`$ denotes as usual the set of double cones in Minkowski space ordered under inclusion. The representations satisfying the selection criterion are the objects of a W-category $`S(\pi _0)`$ whose arrows are the intertwining operators. Recall that $`𝔄^d`$, the dual net of $`𝔄`$, is defined by $`𝔄^d(𝒪):=𝔄(𝒪^{})^{}`$, the commutants being taken on $`_𝔄`$. If $`𝔄`$ is a local net, i.e. if $`𝔄𝔄^d`$, we have inclusions $`𝔄𝔄^{dd}:=(𝔄^d)^d𝔄^d=𝔄^{ddd}.`$ If $`𝔄`$ satisfies Haag duality, i.e. if $`𝔄=𝔄^d`$, we find that a $`\pi `$ as above is equivalent to a representation of the form $`\pi _0\rho ,`$ where $`\rho `$ is an endomorphism of $`𝔄`$ with the following properties: it is localized in a double cone $`𝒪,`$ i.e. $`\rho _{𝔄(𝒪^{})}=\mathrm{id},`$ and is transportable, i.e. (inner) equivalent to an endomorphism localized in any other double cone. The category of these endomorphisms and their intertwiners is equivalent to $`S(\pi _0)`$ and hence may be equally used to describe the superselection structure. However, it has the added advantage of being a tensor $`W^{}`$–category, denoted by $`𝒯_t`$, and reveals the latent tensor structure of superselection sectors. The objects of $`𝒯_t`$, the set of localized and transportable endomorphisms of $`𝔄`$, will be denoted by $`\mathrm{\Delta }_t(𝔄)`$. If we wish to relate the superselection sectors of $`𝔄`$ and $`𝔅`$ using endomorphisms we run into two evident problems. On one hand, the restriction of an endomorphism $`\rho `$ of $`𝔅`$ to $`𝔄`$ is not an endomorphism of $`𝔄,`$ unless $`\rho (𝔄)𝔄`$, although it could still be regarded as a representation. Furthermore, it is not at first sight clear how a given localized, transportable endomorphism of $`𝔄`$ can be extended to a similar endomorphism of $`𝔅.`$ However, this problem has a canonical solution indicated by an alternative approach to superselection sectors using net cohomology. In the version in , net cohomology is conceived as a cohomology of partially ordered sets with coefficients in nets over the partially ordered set $`𝒦`$. The formal description of this cohomology may be found in and we restrict ourselves here to a pedestrian account of those concepts needed in this paper. A $`0`$–simplex $`a`$ is just a double cone $`𝒪`$, i.e. an element of $`𝒦`$. A $`1`$–simplex $`b`$ is an ordered set $`(𝒪,𝒪_0,𝒪_1)`$ of double cones with $`𝒪_0𝒪_1𝒪`$. Its faces are the $`0`$–simplices $`_ob=𝒪_0`$, $`_1b=𝒪_1`$ and its support is $`\|b\|=𝒪`$. A $`2`$–simplex $`c`$ is an ordered set of double cones $`(𝒪,𝒪_0,𝒪_1,𝒪_2,𝒪_{01},𝒪_{02},𝒪_{12})`$ such that $`𝒪𝒪_0𝒪_1𝒪_2`$ and such that its faces $`_0c=(𝒪_0,𝒪_{01},𝒪_{02})`$, $`_1c=(𝒪_1,𝒪_{01},𝒪_{12})`$ and $`_2c=(𝒪_2,𝒪_{02},𝒪_{12})`$ are $`1`$–simplices. Its support is $`\|c\|=𝒪`$. The set of $`n`$–simplices is denoted by $`\mathrm{\Sigma }_n`$. Definition A $`0`$–cocycle of $`𝔄`$, a net of $`C^{}`$–algebras over $`𝒦`$, is a map $`z:\mathrm{\Sigma }_0𝔄`$ such that $`z(_0b)=z(_1b)`$, $`b\mathrm{\Sigma }_1,`$ and $`z(a)𝔄(a)`$, $`a\mathrm{\Sigma }_0`$. Hence the set $`Z^0(𝔄)`$ of $`0`$–cocycles is $`_𝒪𝔄(𝒪).`$ Definition A $`1`$–cocycle of $`𝔄`$ is a map $`z:\mathrm{\Sigma }_1𝒰(𝔄)`$ such that $`z(_0c)z(_2c)=z(_1c)`$, $`c\mathrm{\Sigma }_2`$, and $`z(b)𝔄(\|b\|),`$ $`b\mathrm{\Sigma }_1`$. The $`1`$–cocycles are considered as the objects of a $`C^{}`$–category $`Z^1(𝔄)`$. An arrow between $`1`$–cocycles, $`w(z,z^{})`$ is a mapping $`w:\mathrm{\Sigma }_0𝔄`$ such that $`z(b)w(_1b)=w(_0b)z^{}(b),`$ $`b\mathrm{\Sigma }_1,`$ $`w(a)𝔄(a),a\mathrm{\Sigma }_0.`$ Note that if $`1`$ denotes the trivial $`1`$-cocycle $`1(b)=I,b\mathrm{\Sigma }_1`$, then the elements of $`(1,1)`$ are just the $`0`$–cocycles. Two objects $`z,z^{}`$ of $`Z^1(𝔄)`$ are cohomologous if $`(z,z^{})`$ contains a unitary arrow and $`z`$ is a $`1`$–coboundary if it is cohomologous to $`1.`$ Here is an example of $`1`$–cocycle illustrating at the same time the relation with the theory of superselection sectors. Given a representation $`\pi `$ of $`𝔄`$ satisfying the selection criterion, pick for each $`a\mathrm{\Sigma }_0`$ a unitary operator $`V_a`$ such that $$V_a\pi (A)=\pi _0(A)V_a,A𝔄(𝒪),a𝒪^{},$$ and set $$z(b):=V_{_0b}V_{_1b}^{},b\mathrm{\Sigma }_1,$$ then $`zZ^1(𝔄^d)`$. Conversely, given a $`1`$–cocycle with values in a net $`𝔄`$, define for $`a\mathrm{\Sigma }_0`$, $$\pi _a(A):=z(b)Az(b)^{},\text{provided}A𝔄^d(𝒪),b\mathrm{\Sigma }_1,_0b=a,_1b𝒪^{}.$$ One checks that $`\pi _a`$ gives a well defined representation of $`𝔄^d`$ and that $`z(b)(\pi _{_1b},\pi _{_ob})`$. Thus a $`1`$–cocycle gives rise to a field $`a\pi _a`$ of equivalent representations. Furthermore, $`\pi _a`$ is localized in $`a`$ in the sense that $$\pi _a(A)=A,A𝔄^d(𝒪),𝒪a^{}.$$ Details may be found in , §3.4.6, Theorem 1, Corollary 2, where it is also proved that $`S(\pi _0)`$ and $`Z^1(𝔄^d)`$ are equivalent $`W^{}`$–categories. It follows that $`S(\pi _0)`$ and $`S(\pi _0^{dd})`$ are equivalent as $`W^{}`$–categories, where $`\pi _0^{dd}`$ denotes the vacuum representation of the double dual net $`𝔄^{dd}`$. It should be noted that the above results on superselection sectors do not require any form of duality or even locality. But we are not able to define the tensor structure without a further hypothesis. We see, however, that essential duality, $`𝔄^d=𝔄^{dd}`$, will suffice for this purpose. A variant of the above construction relates cocycles and endomorphisms. It is based on assuming relative duality $$𝔄(𝒪)=𝔄^d(𝒪)𝔄,𝒪𝒦,$$ a weaker version of the more familiar assumption of duality. This is the $`C^{}`$–version of duality and is defined without reference to the vacuum representation. In this context, it is natural to use nets of $`C^{}`$–algebras. As a consequence of relative duality, an endomorphism localized in $`𝒪`$ satisfies $`\rho (𝔄(𝒪_1))𝔄(𝒪_1)`$ whenever $`𝒪𝒪_1`$. Furthermore, an intertwiner between endomorphisms localized in $`𝒪`$ is automatically in $`𝔄(𝒪)`$. Relative duality suffices for a theory of transportable endomorphisms but to pass from superselection sectors to transportable endomorphisms we need duality or, at least, essential duality. Consider an endomorphism $`\rho `$ of $`𝔄`$ such that, given $`a\mathrm{\Sigma }_0`$, there is a unitary $`\psi (a)𝔄`$ with $$\psi (a)\rho (A)=A\psi (a)A𝔄(𝒪),𝒪a^{}.$$ This is the analogue for endomorphisms of the selection criteria for representations. Our $`1`$–cocycle $`z(b):=\psi (_ob)\psi (_1b)^{}`$, $`b\mathrm{\Sigma }_1`$ now takes values in $`𝔄`$. Any such $`1`$–cocycle $`z`$ now defines a field of endomorphisms: $$\rho _a(A):=z(b)Az(b)^{},\text{provided}A𝔄(𝒪),b\mathrm{\Sigma }_1,_0b=a,_1b𝒪^{}.$$ $`\rho _a`$ is localized in $`a`$ in the sense that $$\rho _a(A)=A,A𝔄(𝒪),𝒪a^{}.$$ Since $`z(b)(\rho _{_1b},\rho _{_0b})`$, we have a field $`a\rho _a`$ of endomorphisms in $`𝒯_t`$, each of which is equivalent to the $`\rho `$ we started from. Note that if we start with a cocycle of the form $`z(b):=\psi (_ob)\psi (_1b)^{}`$, as above, then $`\rho _a=\text{Ad}\psi _a\rho `$. In particular, if $`\rho `$ is localized in $`a`$ we may take $`\psi _a=I`$ and hence arrange that $`\rho _a=\rho `$. We may regard our construction as leading to an equivalence of tensor $`C^{}`$–categories between $`Z^1(𝒯_t)`$ and $`𝒯_t`$, cf. , §3.4.7, Theorem 5. As in the theory of superselection sectors, the tensor $`C^{}`$–category $`𝒯_t(𝔄)`$ admits a canonical permutation symmetry $`\epsilon `$ (in more than two spacetime dimensions). We can now begin to examine an inclusion $`𝔄𝔅`$ of nets satisfying relative duality. Such an inclusion obviously induces an inclusion functor $`Z^1(𝔄)Z^1(𝔅).`$ Thus a $`1`$–cocycle in a local net $`𝔄`$ not only gives rise to a field $`a\rho _a`$ of endomorphisms of $`𝔄`$ but to a field $`a\stackrel{~}{\rho }_a`$ of endomorphisms of any relatively local net $`𝔅`$ extending the original field. We have seen that any element of $`\mathrm{\Delta }_t(𝔄)`$ arises as a value of such a field and hence admits an extension to an element of $`\mathrm{\Delta }_t(𝔅)`$. As the cocycle is not uniquely determined by the endomorphism, a little argument is needed to show that the extension is uniquely detemined, cf. Lemma 3 of §3.4.7 in . Lemma 2.1 Let $`z`$ and $`z^{}`$ be two $`1`$–cocycles of a net $`𝔄`$ satisfying relative duality and suppose that, for some $`a\mathrm{\Sigma }_0`$, $`\rho _a=\rho _a^{}`$. Then, if $`𝔄𝔅`$ is an inclusion of nets and $`𝔄`$ and $`𝔅`$ are relatively local, the endomorphisms $`\stackrel{~}{\rho }_a`$ and $`\stackrel{~}{\rho }_a^{}`$ of $`𝔅`$ induced by $`z`$ and $`z^{}`$ agree. Proof. Let $`b\mathrm{\Sigma }_1`$ with $`_0b=a`$ then $`z(b)^{}z^{}(b)(\rho _{_1b}^{},\rho _{_1b})`$ is an intertwiner of endomorphisms localized in $`_1b`$. Since $`𝔄`$ satisfies relative duality, $`z(b)^{}z^{}(b)𝔄(_1b)`$ and the result follows since $`𝔅`$ and $`𝔄`$ are relatively local. We now come to the main result of this section. Theorem 2.2 Let $`𝔄𝔅`$ be an inclusion of nets satisfying relative duality. Then there is an induced structure preserving inclusion of $`𝒯_t(𝔄)`$ in $`𝒯_t(𝔅)`$ which corresponds to the above extension on endomorphisms and to the given inclusion on intertwiners. Proof. In view of the relation between cocycles and endomorphisms and Lemma 2.1, the only point which is not yet obvious is that the tensor structure is preserved by the inclusion. However, if $`z`$ and $`z^{}`$ are $`1`$–cocycles in $`𝔄`$ and $`a\rho _a`$ and $`a\rho _a^{}`$ are the corresponding fields of endomorphisms, then $$zz^{}(b):=z(b)\rho _{_1b}(z^{}(b))$$ defines a $`1`$–cocycle over $`𝔄`$ whose associated field of endomorphisms is $`a\rho _a\rho _a^{}`$, and the result now follows. The extension of endomorphisms is also discussed in under the name $`\alpha `$–induction in the context of nets of subfactors . The inclusion of Theorem 2.2 will of course map the unitary operator $`\epsilon (\rho ,\rho ^{})`$ in $`𝒯_t(𝔄)`$ onto the corresponding operator for the extended endomorphisms. Furthermore, as is obvious from the cohomological description, we shall have $$(\rho ,\rho ^{})_𝔄=(\rho ,\rho ^{})_𝔅𝔄,$$ with an obvious notation. In particular, whenever $`𝔄`$ and $`𝔅`$ satisfy duality, this result is at the same time a result about superselection structure and relates the superselection structure of $`𝔄`$ to that of $`𝔅`$. The extension of an endomorphism $`\rho `$ with finite statistics, $`\rho \mathrm{\Delta }_f(𝔄)`$, will again have finite statistics and we have an induced tensor –functor from $`𝒯_f(𝔄)`$ to $`𝒯_f(𝔅)`$. In fact this also holds in the more general context provided we understand $`𝒯_f`$ to be the full subcategory of $`𝒯_t`$ having conjugates. Now $`𝒯_f(𝔄)`$ and $`𝒯_f(𝔅)`$ are equivalent to the tensor $`W^{}`$–categories of finite dimensional continuous unitary representations of compact groups so that tensor –functors correspond contravariantly to continuous homomorphisms between the groups in question. In the context of superselection structure, the compact groups are the gauge groups. A gauge group appears as the group of automorphisms of a field net leaving the observable subnet pointwise fixed. We would like to make this homomorphism explicit and therefore consider the following situation. We consider a commuting square of inclusions of nets $`𝔄_1𝔄_2𝔉_2`$ and $`𝔄_1𝔉_1𝔉_2`$. The $`𝔄_i`$ are to be considered as observable nets, the $`𝔉_i`$ as field nets, cf. , Definition 3.1 and Theorem 3.6. Thus we suppose $`𝔄_i`$ to have trivial relative commutant in $`𝔉_i`$ and $`𝔉_i`$ to be local relative to $`𝔄_i`$. We consider the subcategories $`𝒯_i`$ of $`𝒯_f(𝔄_i)`$ induced by Hilbert spaces in $`𝔉_i`$. The Hilbert spaces in question are unique and are supposed to generate $`𝔉_i`$. We let $`G_i`$ be the group of automorphisms of $`𝔉_i`$ leaving $`𝔄_i`$ pointwise invariant. These automorphisms leave the Hilbert spaces stable and we suppose that $`G_i`$ is a compact group equipped with the topology of pointwise norm convergence on these Hilbert spaces. Finally, we suppose that each irreducible representation of $`G_i`$ is realized on some such Hilbert space and that $`𝔉_i^{G_i}=𝔄_i`$. These last conditions ensure that the inclusion $`𝔄_i𝔉_i`$ realizes $`𝒯_i`$ in a canonical way as a dual of $`G_i`$. Without wishing to get involved in further technicalities, we might say that the essence of these conditions is that the net $`𝔉_i`$ is a crossed product of the net $`𝔄_i`$ by the action of a group dual, where these terms are to be understood as adaptions to nets of von Neumann algebras of the corresponding concepts in . Theorem 2.3 Under the above conditions on a commuting square of inclusions, $`𝔉_1`$ is stable under the action of $`G_2`$ and the restriction of $`G_2`$ to $`𝔉_1`$ defines a homomorphism $`h`$ from $`G_2`$ to $`G_1`$. The inclusion $`𝔄_1𝔄_2`$ induces an inclusion functor from $`𝒯_1`$ to $`𝒯_2`$ and this inclusion functor is precisely that induced by $`h`$. If $`N`$ and $`K`$ denote the kernel and image of $`h`$, respectively, then $$𝔉_1𝔄_2=𝔉_2^N,$$ $$𝔉_1𝔄_2=𝔉_1^K.$$ Proof. Note first that a Hilbert space $`H(\rho )`$ in $`𝔉_1`$ inducing an object $`\rho `$ of $`𝒯_1`$ must, when considered as a Hilbert space in $`𝔉_2`$, induce the canonical extension of $`\rho `$ to an object of $`𝒯_f(𝔄_2)`$ by relative locality. This canonical extension is thus an object of $`𝒯_2`$ so that we do have an induced inclusion functor from $`𝒯_1`$ to $`𝒯_2`$. It also follows that $`H(\rho )`$ is stable under the action of $`G_2`$. But such Hilbert spaces generate $`𝔉_1`$ so $`𝔉_1`$ is stable under the action of $`G_2`$. The restriction of an element of $`G_2`$ to $`𝔉_1`$ defines an automorphism of $`𝔉_1`$ leaving $`𝔄_1`$ pointwise invariant and is therefore an element of $`G_1`$. Thus restriction defines the required homomorphism $`h`$. Since the representation of $`G_2`$ on $`H(\rho )`$ arises by composing that of $`G_1`$ with $`h`$, $`h`$ induces the above inclusion functor. Now $`N`$, being the kernel of $`h`$, obviously acts trivially on $`𝔉_1`$ and $`𝔄_2`$. Now $`𝔉_2^N`$ is generated by the Hilbert spaces $`H(\rho )`$ in $`𝔉_2`$ inducing objects of $`𝒯_2`$ and carrying irreducible representations of $`G_2`$ that are trivial in restriction to $`N`$. Regarding these as representations of $`K`$ and inducing up to a representation of $`G_1`$, bearing in mind that every irreducible representation of $`G_1`$ is realized within $`𝔉_1`$, we conclude that there is an isometry in $`𝔄_2`$ mapping $`H(\rho )`$ into $`𝔉_1`$. Thus $`𝔉_2^N`$ is generated by $`𝔉_1`$ and $`𝔄_2`$. Next, note that the $`K`$–invariant part of a Hilbert space of $`𝔉_1`$ inducing an object of $`𝒯_1`$ is $`G_2`$–invariant and hence lies in $`𝔄_2`$. These Hilbert spaces generate $`𝔉_1^K`$ and, as any element of $`𝔉_1𝔄_2`$ is $`K`$–invariant, we have $`𝔉_1𝔄_2=𝔉_1^K`$, completing the proof. ## 3 Inclusions of Field Nets In the last section, we have treated inclusions of observable nets. However, observable nets are frequently defined by starting with a net $`𝔉`$ of fields with Bose–Fermi commutation relations. From a mathematical point of view, these are simply the $`_2`$–graded version of an observable net. Hence to have a basic formalism which is sufficiently flexible, we need to consider inclusions of $`_2`$–graded nets. We define a (concrete) $`_2`$–graded net $`𝔉`$ to be a net of von Neumann algebras over $`𝒦`$, represented on its (vacuum) Hilbert space $`_𝔉`$, together with an involutive unitary operator $`k`$ inducing a net automorphism $`\alpha _k`$ of $`𝔉`$. The even (Bose) part $`𝔉_+`$ of $`𝔉`$ is the fixed–point net under $`\alpha _k`$, the odd (Fermi) part $`𝔉_{}`$ changes sign under $`\alpha _k`$. The twisted net $`𝔉^t`$ is defined as $`𝔉_++ik𝔉_{}`$ and is, in an obvious way, itself a $`_2`$–graded net. The $`_2`$–graded or twisted dual net of $`𝔉`$ is defined by $$𝔉^d(𝒪):=_{𝒪_1𝒪^{}}𝔉^t(𝒪_1)^{}.$$ It is understood to act on the same Hilbert space with the same unitary $`k`$. $`𝔉`$ satisfies twisted duality if it coincides with its twisted dual net $`𝔉^d`$. $`𝔉`$ is said to have Bose–Fermi commutation relations if $$𝔉(𝒪_1)𝔉^t(𝒪_2)^{},𝒪_1𝒪_2^{},$$ or, equivalently, if $`𝔉𝔉^d`$. If, in addition, $`𝔉`$ is irreducibly represented on $`_𝔉`$, we refer to the triple $`𝔉,k,_𝔉`$ as being a field net. By an inclusion of $`_2`$–graded nets we mean compatible (normal) inclusions $`𝔅(𝒪)𝔉(𝒪)`$ of von Neumann algebras together with an inclusion of Hilbert spaces $`_𝔅_𝔉`$ compatible with the inclusion of nets and such that $`k_𝔅`$ is the restriction of $`k_𝔉`$ to $`_𝔅`$. We further require that $`_𝔅`$ be cyclic and separating for each $`𝔉(𝒪)`$. Typically, an observable net may be defined from a field net acted on by a compact group $`G`$ of net automorphisms with $`\alpha _kG`$ by taking $`𝔄`$ to be the fixed–point net under $`G`$. Under these circumstances, $`𝔄`$ satisfies duality if $`𝔉`$ satisfies twisted duality (except in one space dimension) and there is a normal conditional expectation $`m`$ of nets from $`𝔉`$ onto $`𝔄`$ obtained by averaging over the group. However, it has been known since the beginnings of the theory of superselection sectors that the existence of such a normal conditional expectation follows simply from the hypothesis that $`𝔄`$ satisfies duality, without any reference to a compact group $`G`$. We present here some related results. Let $`𝔉,k,_𝔉`$ be a $`_2`$–graded net and let $`E`$ be a projection on $`_𝔉`$, commuting with $`k`$ and cyclic and separating for $`𝔉`$, i.e. for each $`𝔉(𝒪)`$. Let $`𝔉^E(𝒪):=𝔉(𝒪)\{E\}^{}`$ and let $`𝔉_E`$ and $`k_E`$ denote the restriction of $`𝔉^E`$ and $`k`$ to the subspace $`E_𝔉`$. Then the triple $`𝔉_E,k_E,E_𝔉`$ is itself a $`_2`$–graded net. If we started with a field net, we would only get a field net if we knew that $`𝔉_E`$ acts irreducibly on $`E_𝔉`$. We now ask whether $`𝔉`$ admits a conditional expectation $`m`$ of nets such that $$m(F)E=EFE,F𝔉.$$ In this case, $`m`$ would project onto the subnet $`𝔉^E`$ and be locally normal, see Lemma A.7 of the Appendix. In particular, in the case of a field net $`𝔉_E`$ would act irreducibly on $`E_𝔉`$. Lemma 3.1 If $`𝔉`$ is a field net and $`𝔉_E`$ satisfies twisted duality, then there is a conditional expectation of $`𝔉`$ such that $$m(F)E=EFE,F𝔉.$$ Proof By Corollary A.8b of the Appendix, we must show that $$[EFE,EF^{}E]=0,F𝔉(𝒪),F^{}𝔉(𝒪)^{}.$$ Now if $`𝒪_1𝒪^{}`$ and $`B𝔉^t(𝒪_1)_E`$ then $`[EFE,B]=0`$. Hence $`E𝔉(𝒪)EE_𝔉(𝔉_E)^d(𝒪)=𝔉_E(𝒪)`$. Thus there is a $`G𝔉(𝒪)`$ with $`GE=EG=EFE`$, and $`[GE,EF^{}E]=0`$, as required. To have a more systematic approach, we begin by proving an analogue of Lemma A.7 of the Appendix for $`_2`$–graded nets. Lemma 3.2 Let $`𝔉,k`$ be a $`_2`$–graded net on a Hilbert space $``$. Let $`E`$ be a $`k`$–invariant projection cyclic for $`𝔉`$ and $`𝔉^d`$. Let $`{}_{}{}^{E}𝔉`$ be the net defined by: $${}_{}{}^{E}𝔉(𝒪):=\{F𝔉(𝒪):EFE(E𝔉^dE)^d(𝒪)\}.$$ Then $`{}_{}{}^{E}𝔉𝔉^E`$ and is weak–operator closed. This makes $`{}_{}{}^{E}𝔉`$ into a $`𝔉^E`$–bimodule. Given $`F𝔉(𝒪)`$, there is a $`m(F)𝔉^{ddE}(𝒪)`$ such that $$m(F)E=EFE$$ if and only if $`F{}_{}{}^{E}𝔉(𝒪)`$. Proof If $`F{}_{}{}^{E}𝔉(𝒪)`$, then $$EFE(E𝔉^{dt}E)(𝒪_1)^{},𝒪_1𝒪^{}.$$ Pick $`G𝔉^{dt}(𝒪_1)`$, then $$EF^{}EG^{}GEFEEFE^2EG^{}GE,$$ hence there exists $`m(F)𝔉^{dt}(𝒪_1)^{}`$, such that $`m(F)E=EFE`$. Since $`E`$ is separating for each $`𝔉^{dt}(𝒪_1)^{}`$ and $`𝒪^{}`$ is path–connected, $`m(F)`$ is independent of the choice of $`𝒪_1𝒪^{}`$. Hence $`m(F)_{𝒪_1𝒪^{}}𝔉^{dt}(𝒪_1)^{}=𝔉^{dd}(𝒪_1)`$. If $`F𝔉(𝒪)`$ and there is an $`m(F)𝔉^{ddE}(𝒪)`$, such that $`m(F)E=EFE`$ then $`F{}_{}{}^{E}𝔉(𝒪)`$. The remaining assertions are evident. Remark To have a closer analogy with Lemma A.7 of the Appendix, we should require that $`𝔉=𝔉^{dd}`$. Since, after all, we require $`=^{\prime \prime }`$ in the Appendix. Corollary 3.3 Let $`𝔉=𝔉^{dd},k,`$ be a $`_2`$–graded net and $`E`$ a projection cyclic for $`𝔉`$ and $`𝔉^d`$. Then the following conditions are equivalent. a) There is a conditional expectation $`m`$ on $`𝔉`$ such that $`m(F)E=EFE`$, $`F𝔉`$. a) There is a conditional expectation $`m^d`$ on $`𝔉^d`$ such that $`m^d(F^d)E=EF^dE`$, $`F^d𝔉^d`$. b) $`E𝔉E(E𝔉^dE)^d`$. b) $`E𝔉^dE(E𝔉E)^d`$. c) $`({}_{E}{}^{}𝔉)^d={}_{E}{}^{}(𝔉^d)`$. c) $`(_E(𝔉^d))^d={}_{E}{}^{}𝔉`$. Here $`{}_{E}{}^{}𝔉`$, for example, denotes the restriction of $`E𝔉E`$ to $`E`$. Proof Suppose b) holds, then $`{}_{}{}^{E}𝔉=𝔉`$ and, by Lemma 3.2, $`m`$ becomes a conditional expectation onto $`𝔉_E`$, since it is idempotent and of norm 1, giving a). Similarly, b) implies a). Taking duals, we see that b) and b) are equivalent. It is clear that a) implies b) and that a) implies b). Now $$(_E𝔉)^d(𝒪)=_{𝒪_1𝒪^{}}(_E𝔉^t)(𝒪_1)^{}=_{𝒪_1𝒪^{}}(E𝔉^t(𝒪_1)EE)^{},$$ so if a) holds then by Corollary A.8c of the Appendix, $$(_E𝔉)^d(𝒪)=_{𝒪_1𝒪^{}}(E𝔉^t(𝒪_1)^{}E)E=E_{𝒪𝒪^{}}𝔉^t(𝒪_1)^{}EE,$$ where we have used the fact that $`E`$ is separating for each $`𝔉^t(𝒪_1)^{}`$ and that $`𝒪^{}`$ is path–connected. Thus a) implies c). The implication a) implies c) follows by exchanging the role of $`𝔉`$ and $`𝔉^d`$. Now, trivially, c) implies b) and, again, c) implies b) follows. Of course, a direct application of Corollary A.8 of the Appendix shows that the above conditions are also equivalent to $$({}_{E}{}^{}𝔉)(𝒪)^{}={}_{E}{}^{}(𝔉(𝒪)^{}),𝒪𝒦.$$ However, in view of the superficial similarities with c), it is worth stressing that equivalence depends on being in more than two spacetime dimensions. What becomes clear from the above discussion is that the problem of studying the subsystems of a given system can be divided up in a natural way. We can begin with the simple class of subsystems characterized by cyclic projections $`E`$ and the existence of a conditional expectation as above. Let us call such subsystems full since they are the largest subsystems on their Hilbert spaces and are uniquely determined by their Hilbert spaces. If $`𝔄`$ is a full subsystem of $`𝔅`$ and $`𝔅`$ is itself a full subsystem of $`𝔉`$, then $`𝔄`$ is a full subsystem of $`𝔉`$. We see from Lemma 3.1 that a subsystem satisfying twisted duality is full. Furthermore, if $`𝔉`$ satisfies twisted duality, then, by Corollary 3.3, a subsystem is full if and only if it satisfies twisted duality. A second step might then be to analyze subsystems having the same Hilbert space. In the following result, we give an analogue of Corollary A.9 of the Appendix and look at full subsystems from the point of view of the subsystem. Lemma 3.4 Let $`𝔅𝔉`$ be an inclusion of $`_2`$–graded nets and $`E`$ the associated projection from $`_𝔉`$ to $`_𝔅`$, then the following conditions are equivalent. a) There is a (necessarily unique, injective and $`_2`$–graded) net morphism $`\nu :𝔅^d𝔉^d`$ such that $$\nu (B)\mathrm{\Phi }=B\mathrm{\Phi },B𝔅^d,\mathrm{\Phi }_𝔅.$$ b) $`𝔅^d=𝔉^d_E`$. If the conditions are fulfilled, there is a unique normal conditional expectation $`m`$ of $`𝔉^d`$ onto $`\nu (𝔅^d)`$ such that $$m(F)E=EFE,F𝔉^d.$$ Proof $`\nu `$ is obviously unique, hence $`_2`$–graded, since $`_𝔅`$ is cyclic for each $`𝔉^t(𝒪)`$, hence separating for each $`𝔉^d(𝒪)`$. Given a), we note that $`E\nu (B)E=\nu (B)E`$ and replacing $`B`$ by $`B^{}`$, we see that $`\nu (B)𝔉^d^E`$. Hence $`B𝔉^d_E`$, yielding b). Conversely, if b) is satisfied, given $`B𝔅^d(𝒪)`$, there is an $`F𝔉^d(𝒪)`$ with $`FE=EF`$ and $`F\mathrm{\Phi }=B\mathrm{\Phi }`$, $`\mathrm{\Phi }_{}`$. Hence, we may pick $`\nu (B)=F`$ to give a map $`\nu :𝔅^d𝔉^d`$ and it follows from uniqueness that $`\nu `$ is a net morphism. Now suppose the conditions are satisfied and that $`F𝔉^d(𝒪)`$ and $`B𝔅^t(𝒪_1)`$ with $`𝒪_1𝒪^{}`$. Then $$EFEB=EFBE=EBFE=BEFE.$$ Hence the restriction of $`EFE`$ to $`_𝔅`$ lies in $`𝔅^d(𝒪)=𝔉^d{}_{E}{}^{}(𝒪)`$ by b). The result now follows by Lemma A.7 of the Appendix. Remarks For an inclusion of field nets, $`𝔅𝔉^d{}_{E}{}^{}𝔅^d`$, b) is trivially fulfilled if $`𝔅`$ satisfies twisted duality. Now suppose that $`𝔅`$ satisfies twisted duality for wedges then $$𝔅^d(𝒪)=_{𝒲𝒪}(𝒲),$$ where $`(𝒲)`$ denotes the von Neumann algebra associated with the wedge $`𝒲`$. Now given spacelike double cones, $`𝒪`$ and $`𝒪_1`$, there is a wedge $`𝒲`$ such that $`𝒪𝒲𝒪_1^{}`$. Hence $$𝔅^d(𝒪)(𝒲)𝔉^t(𝒪_1)^{}{}_{E}{}^{},$$ and, taking the intersection over $`𝒪_1`$, we see that b) is again satisfied. If $`𝔅`$ satisfies essential twisted duality, i.e. if $`𝔅^d=𝔅^{dd}`$, then we cannot conclude from the above that b) is satisfied since we do not know that we have an inclusion $`𝔅^{dd}𝔉^{dd}`$. If $`𝔅=𝔅^{dd}`$, $`𝔉=𝔉^{dd}`$ and $`E`$ is also cyclic for each $`𝔉^d(𝒪)`$ in Lemma 3.4, then we may deduce from Corollary 3.3 that, under the equivalent conditions of Lemma 3.4, $`𝔅=𝔉_E`$. We now consider an inclusion $`𝔄𝔅`$ of nets of local von Neumann algebras over double cones each satisfying duality in their respective Hilbert spaces $`_𝔄`$ and $`_𝔅`$. Let $`E`$ denote the projection of $`_𝔅`$ onto $`_𝔄`$. Then, as follows e.g. from Lemma 3.4, there is a conditional expectation of nets of von Neumann algebras $`m`$ of $`𝔅`$ onto $`𝔄`$ such that $$EBE=m(B)E,B𝔅.$$ Furthermore, the intertwiners spaces between transportable localized morphisms of $`𝔄`$ and their extensions to $`𝔅`$ are related by $$m(\rho ,\rho ^{})_𝔅=(\rho ,\rho ^{})_𝔄,$$ see the remarks following Theorem 2.2. We now introduce the canonical field net $`𝔉`$ of $``$ and let $`m_𝔅`$ be the associated conditional expectation from $`𝔉`$ onto $`𝔅`$. We recall that the canonical field net is defined for observable nets satisfying duality and Property B. Let $`𝔈`$ denote the net of $`C^{}`$–algebras generated by the Hilbert spaces in $`𝔉`$ implementing the transportable localized morphisms of $`𝔄`$. Then by Lemma A.2, the restriction of $`mm_{}`$ to $`𝔈`$ is the unique conditional expectation $`n`$ onto the subnet $`𝔄`$. By , this shows that $`𝔈`$ is the $`C^{}`$–cross product of $`𝔄`$ by the action of $`𝒯_𝔄`$. Now let $`\alpha `$ denote the canonical action of the gauge group $`G`$ of $`𝔄`$ on the net $`𝔈`$. Then we have $$\alpha (F)𝑑\mu (g)=n(F),F𝔈,$$ where $`\mu `$ denotes Haar measure on $`G`$. Let $`_𝔉`$ denote the canonical Hilbert space of $`𝔉`$ and $``$ the Hilbert subspace generated by $`_𝔄`$ and $`𝔈`$. Since $`\omega mm_𝔅=\omega `$, $$\omega n=\omega $$ where $`\omega `$ is a state defined by a vector of $`_𝔄`$. It follows that states of $`𝔈`$ defined by vectors in $`_𝔄`$ are gauge invariant. Hence $$(\mathrm{\Phi },F\mathrm{\Psi })=(\mathrm{\Phi },n(F)\mathrm{\Psi }),F𝔈,\mathrm{\Phi },\mathrm{\Psi }_𝔄.$$ Given $`F_i𝔈`$ and $`\mathrm{\Phi }_i_𝔄`$, $`i=1,2\mathrm{},n`$ define $$U_g\underset{i}{}F_i\mathrm{\Phi }_i:=\underset{i}{}\alpha _g(F_i)\mathrm{\Phi }_i,$$ $$\underset{i}{}\alpha _g(F_i)\mathrm{\Phi }_i^2=\underset{i,j}{}(\mathrm{\Phi }_i,\alpha _g(F_i^{}F_j)\mathrm{\Phi }_j)=\underset{i,j}{}(\mathrm{\Phi }_i,F_i^{}F_j\mathrm{\Phi }_j).$$ Thus we get a unitary action of $`G`$ on $``$. We next remark that $`_𝔄`$ is the space of $`G`$–invariant vectors in $``$. In fact, if $`U_g\mathrm{\Phi }=\mathrm{\Phi }`$, $`gG`$ and $`\mathrm{\Phi }`$ is orthogonal to $`_𝔄`$. then $$(\mathrm{\Phi },F\mathrm{\Psi })=(\mathrm{\Phi },\alpha _g(F)\mathrm{\Psi })=(\mathrm{\Phi },n(F)\mathrm{\Psi })=0,\mathrm{\Psi }_𝔄,𝔈.$$ Thus $`\mathrm{\Phi }=0`$. We can now check easily, that our data consisting of a representation of $`𝔄`$ on $``$ restricting to the vacuum representation on $`_𝔄`$, a unitary action of $`G`$ on $``$ and a homomorphism $`\rho H_\rho `$ from the semigroup of objects of $`𝒯_𝔄`$ has all the properties needed to generate the canonical field net of $`𝔄`$ , p.66. Since $`_𝔄`$ is cyclic for $`𝔈(𝒪)^{}`$ hence separating for $`𝔈(𝒪)^{\prime \prime }`$, the canonical field net is canonically isomorphic to $`𝒪𝔈(𝒪)`$. Thus we have shown the following result. Theorem 3.5 Let $`𝔄𝔅`$ be an inclusion of nets of observable algebras satisfying duality and Property B, then there is a canonical inclusion of the corresponding canonical field nets. ## 4 Sector Structure of Intermediate Nets In this section, we consider an inclusion of nets $`𝔄𝔅`$ and examine in more detail the relation between the sectors of $`𝔄`$ and those of $`𝔅`$. As we have little to say in general, we restrict our attention to the case that $`𝔄𝔅𝔉(𝔄)`$. We first show that under these circumstances, $`𝔅`$ is the fixed–point net of $`𝔉(𝔄)`$ under a closed subgroup of the gauge group $`G`$ of $`𝔄`$. To this end, we denote by $`H_\rho `$ the Hilbert space in $`𝔉:=𝔉(𝔄)`$ inducing $`\rho \mathrm{\Delta }_f`$. Set $`K_\rho :=H_\rho 𝔅`$. Then $`K_\rho `$ is a Hilbert space in $`𝔅`$. We claim a) $`K_\rho K_\sigma K_{\rho \sigma }`$, b) $`TK_\rho K_\sigma `$, if $`T(\rho ,\sigma )`$, c) $`K_{\overline{\rho }}=JK_\rho `$, where $`J`$ is an antiunitary from $`H_\rho `$ to $`H_{\overline{\rho }}`$ intertwining the actions of the gauge group. Indeed a) is obvious whilst b) follows from the fact that $`T𝔄`$. Finally, c) follows from the fact that we may define such an antiunitary $`J`$ by $`J\psi =\psi ^{}\overline{R}`$, with $`\overline{R}(\iota ,\rho \overline{\rho })`$ as in the definition of conjugate endomorphisms, cf. Theorem 3.3 of \[8, II\], or a standard solution of the conjugate equations, cf. . It follows that there is a unique closed subgroup $`L`$ of the gauge group $`G`$ such that each $`K_\rho `$ is precisely the fixed-points of the action of $`L`$ on $`H_\rho `$. We now make use of the fact that when $`𝔅`$ satisfies duality, there is a locally normal conditional expectation $`m`$ from $`𝔉`$ onto $`𝔅`$. Let $`\psi ,\psi ^{}H_\rho `$, then $$m(\psi )B=\rho (B)m(\psi ),B𝔅.$$ Hence $$\psi ^{}m(\psi ^{})B=\psi ^{}\rho (B)m(\psi ^{})=B\psi ^{}m(\psi ^{}),$$ and since $`𝔅^{}𝔉(𝔄)=I`$, $`\psi ^{}m(\psi ^{})I`$ and $`m(\psi ^{})H_\rho `$. Since $`𝔉`$ is generated as a net of linear spaces closed in say the $`s`$–topology by the elements of the Hilbert spaces $`H_\rho `$, $`𝔅`$ is generated in the same way by $`K_\rho `$. Thus $`𝔅`$ is the fixed–point net under the action of $`L`$. Thus we have proved the following result. Theorem 4.1 Let $`𝔉`$ be the canonical field net of the observable net $`𝔄`$ and $`𝔅`$ an intermediate net, $`𝔄𝔅𝔉`$, satisfying duality, then there is a closed subgroup $`L`$ of the gauge group $`G`$ of $`𝔄`$ such that $`𝔅=𝔉^L`$. Related results in the context of inclusions of von Neumann algebras can be found in . Lemma 4.2 The following are equivalent: a) $`L`$ is a normal subgroup of $`G`$, b) $`\alpha _g(𝔅)𝔅`$, $`gG`$, c) $`𝔅`$ is generated by Hilbert spaces inducing endomorphisms in $`\mathrm{\Delta }_f(𝔄)`$. Proof. a) $``$ b) is obvious. Hilbert spaces inducing endomorphisms in $`\mathrm{\Delta }_f(𝔄)`$ are $`G`$-invariant so c) $``$ b). If b) holds then given $`gG`$ and $`kL`$, $`B𝔅`$ $$\alpha _{gkg^1}(B)=\alpha _g\alpha _k\alpha _{g^1}(B)=\alpha _g\alpha _{g^1}(B)=B$$ since $`\alpha _{g^1}(B)𝔅`$. Thus $`\alpha _{gkg^1}`$ is an automorphism of $`𝔉`$ leaving $`𝔅`$ pointwise fixed. Thus $`gkg^1L`$ and $`L`$ is a normal subgroup, giving b) $``$ a). Suppose a) then consider the set of Hilbert spaces in $`𝔅`$ inducing endomorphisms in $`\mathrm{\Delta }_f(𝔄)`$. These must be $`L`$-invariant and each thus carry a canonical representation of $`G/L`$ and $`𝔅^{G/L}=𝔉^G=𝔄`$. We know that $`𝔅`$ is generated by $`H𝔅`$ where $`H`$ is a Hilbert space inducing an element of $`\mathrm{\Delta }_f(𝔄)`$. This Hilbert space may not have support $`I`$ but it is an invariant subspace for the action of $`G`$ and is hence in the algebra generated by Hilbert spaces above. Obviously, c) implies b), completing the proof. We next discuss a situation where two members of an inclusion of observable nets $`𝔄𝔅`$ have coinciding canonical field nets. We start with a net $`𝔅`$ and suppose that its canonical field net $`𝔉`$ has a compact gauge group $`K`$ of internal symmetries with $`KG,`$ where $`G`$ is the gauge group of $`𝔅`$ and then define $`𝔄`$ to be the fixed–point net $`𝔉^K`$. We recall that if $`K`$ is spontaneously broken then $`𝔄`$ does not satisfy duality. Its dual net $`𝔄^d`$ is the fixed-point net of $`𝔉`$ under the closed subgroup of unbroken symmetries and does satisfy duality. Furthermore, $`𝔄`$ and $`𝔄^d`$ have the same superselection structure. Hence in line with our strategy of considering only nets satisfying duality, we may restrict ourselves to the case that $`K`$ is unbroken. We recall that, if $`𝔉`$ has the split property, then the group $`K^{max}`$ of all unitaries leaving $`\mathrm{\Omega }`$ invariant and inducing net automorphisms of $`𝔉`$ is automatically compact in the strong operator topology. In the above situation $`\{𝔉,𝔄,K,_𝔄\}`$ is a field system with gauge symmetry for $`𝔄.`$ Furthermore, $`\rho \mathrm{\Delta }_f(𝔄)`$ is induced by a finite-dimensional Hilbert space $`H`$ in $`𝔉`$ since this is true of its extension to an element of $`\mathrm{\Delta }_f(𝔅).`$ But this means that every sector of $`𝔄`$ is realized on the vacuum Hilbert space of $`𝔉`$ so that $`𝔉`$ is the canonical field net of $`𝔄`$ and $`K`$ is the gauge group. We have thus proved the following result Proposition 4.3 Let $`𝔅`$ be an observable net with canonical field net $`𝔉`$ and gauge group $`G`$. Suppose $`𝔉`$ has an unbroken compact group $`K`$ of internal symmetries. Then the fixed–point net $`𝔉^K`$ has $`𝔉`$ as canonical field net. Finally, we consider the sector structure of an intermediate observable net $`𝔄𝔅𝔉(𝔄)`$ satisfying duality. As we know from Theorem 4.1, $`𝔅`$ is the fixed–points of $`𝔉(𝔄)`$ under the action of a closed subgroup $`L`$ of the gauge group $`G`$. We shall suppose that the vacuum Hilbert space of $`𝔄`$ is separable, that Property B of Borchers holds for $`𝔄^d`$ and that each representation of $`𝔄`$ satisfying the selection criterion is a direct sum of irreducibles with finite statistics. We now pick a representation $`\widehat{\pi }`$ of $`𝔅`$ satisfying the selection criterion for $`𝔅`$. To analyse this representation, we choose an associated 1–cocycle $`z`$ as in §2. Since $`𝔅`$ satisfies duality, $`z(b)𝔅(\|b\|)𝔉(\|b\|)`$. If we consider $`z`$ as a $`1`$–cocycle of $`𝔉`$, it can be used, as discussed in §2, to define representations $`\stackrel{~}{\pi }_a`$ of $`𝔉`$ where $$\stackrel{~}{\pi }_a(F):=z(b)Fz(b)^{},F𝔉(𝒪),b\mathrm{\Sigma }_1,_0b=a,_1b𝒪^{}.$$ Note that $`z(b)`$ is a Bosonic operator in $`𝔉`$. Restricting $`\stackrel{~}{\pi }_a`$ first to $`𝔅`$ and then to the vacuum Hilbert space of $`𝔅`$ gives the representations $`\widehat{\pi }_a`$ associated with $`z`$ considered as a cocycle of $`𝔅`$. Thus $`\widehat{\pi }_a`$ is equivalent to $`\widehat{\pi }`$. We now let $`\pi `$ denote the restriction of some fixed $`\stackrel{~}{\pi }_a`$ to $`𝔄`$. Now if the vacuum Hilbert space of $`𝔉`$ is non–separable, then $`\pi `$ cannot satisfy the selection criterion as its restriction to each $`𝔄(𝒪^{})`$ is equivalent to a direct sum of uncountably many copies of the identity representation of $`𝔄(𝒪^{})`$. However, we shall see that $`\pi `$ is just a direct sum of representations satisfying the selection criterion. It suffices to show that any cyclic subrepresentation satisfies the selection criterion. Such a cyclic representation is, like $`\pi `$, locally normal and hence acts on a separable Hilbert space as a consequence of the following well known result. Lemma 4.4 Let $`𝔄`$ be an observable net acting on a separable vacuum Hilbert space and $`\omega `$ be a locally normal state. Then the GNS representation $`\pi _\omega `$ of $`𝔄`$ is separable. A proof may be found for example in §5.2 of . Lemma 4.5 Every cyclic subrepresentation of $`\pi `$ satisfies the selection criterion. Proof We turn the equivalence of representations in restriction to $`𝔄(𝒪^{})`$ into a question of the equivalence of two projections $`E_0`$ and $`F_0`$ in the representation of $`𝔄(𝒪^{})`$ obtained by restricting the vacuum representation $`\widehat{\pi }_0`$ of $`𝔉`$ to $`𝔄(𝒪^{})`$. $`E_0`$ is the projection onto the subspace given by the vacuum sector of $`𝔄`$. $`F_0`$ is determined as follows. To be able to exploit the Borchers property, we choose a double cone $`𝒪_0`$ with $`𝒪_0^{}𝒪`$, and a unitary $`U`$ such that $$U\pi (A)=\widehat{\pi }_0(A)U,A𝔄(𝒪_0^{}),$$ and set $`F_0:=UFU^{}`$, where $`F`$ corresponds to the (cyclic) subrepresentation of $`\pi `$, $`F\pi (𝔄)^{},`$ with separable range. Let $`\sigma ,\widehat{\sigma }_0`$ and $`\tau ,\widehat{\tau }_0`$ denote the restrictions of $`\pi ,\widehat{\pi }_0`$ to $`𝔄(𝒪^{})`$ and $`𝔄(𝒪_0^{})`$, respectively. Then $`U(\tau ,\widehat{\tau }_0)(\sigma ,\widehat{\sigma }_0)`$ and $`F_0(\widehat{\tau }_0,\widehat{\tau }_0)(\widehat{\sigma }_0,\widehat{\sigma }_0)`$. Since $`\widehat{\pi }_0`$ is, in restriction to $`𝔄`$, a direct sum of representations satisfying the selection criterion, $`E_0`$ has central support $`I`$ in both $`(\widehat{\tau }_0,\widehat{\tau }_0)`$ and $`(\widehat{\sigma }_0,\widehat{\sigma }_0)`$. Thus there are projections $`e_0`$ and $`f_0`$ with $`e_0E_0,`$ $`f_0F_0`$ and $`e_0f_0`$ in $`(\widehat{\tau }_0,\widehat{\tau }_0)`$. Moreover, by Property B for $`𝔄^d`$, $`e_0E_0`$ in $`(\widehat{\sigma }_0,\widehat{\sigma }_0)`$ Thus $`E_0`$ is equivalent to the subprojection $`f_0`$ of $`F_0`$ in $`(\widehat{\sigma }_0,\widehat{\sigma }_0)`$. Since $`F_0`$ is separable and $`E_0`$ has infinite multiplicity by Property B, we have $$E_0F_0\mathrm{}E_0E_0.$$ Thus $`E_0`$ and $`F_0`$ are equivalent, completing the proof. Corollary 4.6 $`\pi `$ is normal on $`𝔄`$, $`\stackrel{~}{\pi }_a`$ is normal on $`𝔉`$ and $`\widehat{\pi }`$ is normal on $`𝔅`$, where the term normal refers to the vacuum representation of $`𝔉`$. Proof. The first statement follows at once from Lemma 4.5, the second by invoking Theorem A.6 of the Appendix and the third is obvious since, as we have seen, $`\widehat{\pi }`$ is equivalent to a subrepresentation of the restriction $`\stackrel{~}{\pi }_a`$ to $`𝔅`$. Now any normal representation of $`𝔅`$ is just a direct sum of subrepresentations of the defining representation so we have proved the following result. Theorem 4.7 Let $`𝔄`$ be an observable net on a separable Hilbert space whose dual net satisfies Property B and suppose that every representation of $`𝔄`$ satisfying the selection criterion is a direct sum of irreducible representations with finite statistics. Let $`𝔅`$ be an intermediate observable net satisfying duality, i.e. $`𝔄𝔅𝔉(𝔄)`$ and $`L`$ the associated compact group as in Theorem 3.1. Then every representation of $`𝔅`$ satisfying the selection criterion is a direct sum of sectors with finite statistics and these are labelled by the equivalence classes of irreducible representations of $`L`$. As a particular case of this, we note that when $`𝔉`$ contains Fermi elements, then the Bose part of $`𝔉`$ is the fixed–point algebra of $`𝔉`$ under $`_2`$ and has precisely two sectors. In the case where $`𝔄`$ has only a finite number of superselection sectors, the above result is already known, cf. ,. Theorem 4.7 has an immediate corollary. Corollary 4.8 Under the hypothesis of Theorem 4.7, the field nets of $`𝔄`$ and $`𝔅`$ coincide, $`𝔉(𝔄)=𝔉(𝔅)`$. ## 5 Appendix In this appendix we collect together various results needed in the course of this paper. They have in common that they do not involve the net structure but typically the harmonic analysis of the action of compact groups on von Neumann algebras and $`C^{}`$–algebras and conditional expectations. The results are looked at in terms of the structure of the category of finite-dimensional continuous, unitary representations of the group rather than the group itself. Consequently, the results transcend group theory. This degree of generality is not needed in this paper. Lemma A.1 Let $`m`$ be a conditional expectation from the –algebra $``$ onto the –subalgebra $`𝒜`$ and $`H`$ a Hilbert space in $``$ such that $`m(H)H`$, then $`m`$ restricted to $`H`$ is the orthogonal projection onto the closed subspace $`𝒜H`$. Proof If $`\psi ,\psi ^{}H`$ then $`\psi ^{}m(\psi )`$ is a scalar. Thus $`\psi ^{}m(\psi ^{})=m(\psi ^{}m(\psi ^{}))=m(\psi )^{}m(\psi ^{})`$ so $`m(\psi )^{}\psi ^{}=\psi ^{}m(\psi ^{})`$. Hence $`m`$ restricted to $`H`$ is selfadjoint and as it is anyway involutive, it is the orthogonal projection onto $`m(H)=𝒜H`$, as required. There are some obvious corollaries of this result. Suppose that $``$ is generated by $`𝒜`$ and a collection $``$ of Hilbert space in $`B`$ then there is at most one conditional expectation $`m`$ of $``$ onto $`𝒜`$ such that $`m(H)H`$ for each $`H`$. If we suppose that $``$ is a $`C^{}`$–algebra then it suffices if $`𝒜`$ and $``$ generate $``$ as a $`C^{}`$–algebra. If $``$ is a von Neumann algebra and $`m`$ is normal then it suffices if $`𝒜`$ and $``$ generate $``$ as a von Neumann algebra. These results apply in particular to the case where $``$ is the cross product of $`𝒜`$ by the action of a dual object of a compact group. Note, too, that the hypothesis $`m(H)H`$ is redundant if the canonical endomorphism of $`H`$ maps $`𝒜`$ into itself and if $`𝒜^{}=`$. Thus ’minimal’ or perhaps better irreducible cross products have a unique mean. Lemma A.2 Let $`𝒜`$ be inclusions of $`C^{}`$–algebras and $`m_{}`$ a conditional expectation of $``$ onto $``$. Let $``$ denote a category of Hilbert spaces in $``$ each normalizing $``$ and $`𝒜`$ and such that $`m_{}(H)H`$ for each object $`H`$ of $``$. Let $`m`$ a conditional expectation of $``$ onto $`𝒜`$. Suppose that, whenever $`H`$ is an object of $``$ and $`\sigma _H`$ the corresponding endomorphism, then $$\psi 𝒜,\psi A=\sigma _H(A)\psi ,A𝒜,$$ implies $`\psi H`$. Let $``$ denote the $`C^{}`$–subalgebra of $``$ generated by $`𝒜`$ and the objects $`H`$ of $``$ then $`mm_{}`$ restricted to $``$ is the unique conditional expectation $`n`$ of $``$ onto $`𝒜`$ with $`n(H)H`$ for all objects $`H`$ of $``$. Proof The uniqueness of $`n`$ holds since $``$ is generated by $`𝒜`$ and the objects of $``$ and since $`n(H)H`$ for each such object $`H`$. Now taking $`n`$ to be the restriction of $`mm_{}`$ to $``$, $`n`$ is trivially a conditional expectation onto $`𝒜`$. If $`\psi H`$, then $$n(\psi )A=n(\psi A)=\sigma _H(A)n(\psi ),A𝒜,$$ since $`H`$ normalizes $`𝒜`$. Hence $`n(\psi )H`$ by hypothesis, completing the proof. By a partition of the identity on a Hilbert space $``$ we mean a set $`E_i`$, $`iI`$ of (self-adjoint) projections with sum the identity operator. Each element $`X()`$ can then be written $`X=_{i,j}E_iXE_j`$ with convergence in say the $`s`$–topology. The set of elements for which this sum is finite forms a –subalgebra $`()_I`$ of $`()`$ which is a direct sum of the subspaces $`E_i()E_j`$. We let $`s_f`$ denote the topology on the –subalgebra which is the direct sum of the $`s`$–topologies on these subspaces. Lemma A.3 Let $`E_i`$, $`iI`$ be a partition of the unit on a Hilbert space $``$ and $`\pi `$ a representation of $`()_I`$ on $`_\pi `$, continuous in the $`s_f`$–topology when $`(_\pi )`$ is given the $`s`$–topology. Then if $`\pi (E_i)`$, $`iI`$, is a partition of the identity, $`\pi `$ extends uniquely to an $`s`$–continuous representation of $`()`$. Proof If $`\pi `$ extends to an $`s`$–continuous representation, again denoted by $`\pi `$, we must have $$\pi (X)=\underset{i,j}{}\pi (E_iXE_j),X(),$$ so any extension is unique. On the other hand, this expression for $`\pi (X)`$ is obviously defined on the dense subspace spanned by the subspaces $`\pi (E_i)_\pi `$, $`iI`$. Hence, it suffices to show that $`\pi (X)`$ is bounded there. Let $`J`$ be a finite subset of $`I`$ and $`E_J:=_{jJ}E_j`$. Then the von Neumann algebra $`E_J()E_J`$ is a –subalgebra of $`()_I`$ so that $$\pi (E_JXE_J)E_JXE_JX,X()$$ and $`\pi (X)`$ is bounded. Computing matrix elements from the dense subspace, we see that we have a representation of $`()`$. To see that it is normal, it suffices to show that its restriction to the compact operators is non–degenerate. However, its restriction to the compact operators on each $`E_i`$ is non-degenerate on $`\pi (E_i)_\pi `$. But $`\pi (E_i)`$ is a partition of the identity, so the result follows. Remark Another way of looking at the above result is that $`()`$ is the inductive limit of the von Neumann algebras $`(E_J)`$ as $`J`$ runs over the set of finite subsets of $`I`$, ordered under inclusion. The inductive limit is here understood in the category of von Neumann algebras with normal, but not necessarily unit–preserving –homomorphisms. We now consider a von Neumann algebra $``$ and a faithful, normal conditional expectation $`m`$ onto a von Neumann subalgebra $`𝒜`$. Consider $``$ as a left $`𝒜`$–module with the $`𝒜`$–valued scalar product $`m(XY^{})`$ derived from $`m`$. Lemma A.4 A representation $`\pi `$ of $``$, $`s`$–continuous in restriction to $`𝒜`$ is also $`s`$–continuous in restriction to any submodule $`𝒩`$ of finite rank. Proof When $`𝒩`$ has finite rank, we can find a finite orthonormal basis $`\psi _i`$ using the Gram–Schmidt orthogonalization process. Thus for each $`X𝒩`$, we have $$X=\underset{i}{}m(X\psi _i^{})\psi _i.$$ Suppose $`X_nX`$ in the $`s`$–topology on $`𝒩`$. Then $`\pi (m(X_n\psi _i^{}))\pi (m(X\psi _i^{}))`$ and hence $`\pi (X_n)\pi (X)`$ as required. We will need some variant of this result where $``$ is just a $`C^{}`$–algebra. We could assume that $`𝒩`$ has a finite orthonormal basis or say assume that it is a finite–rank projective module where the coefficients can be chosen continuous in the $`s`$–topology. To make a bridge between Lemmas A.3 and A.4, we need another structure related to the notion of hypergroup. We consider a set $`\mathrm{\Sigma }`$ and a mapping $`(\sigma ,\tau )\sigma \tau `$ from $`\mathrm{\Sigma }\times \mathrm{\Sigma }`$ into the set of finite subsets of $`\mathrm{\Sigma }`$. We suppose further that $`\mathrm{\Sigma }`$ is equipped with an involution (conjugation) $`\sigma \overline{\sigma }`$ with the property that $`\rho \sigma \tau `$ if and only if $`\tau \overline{\sigma }\rho `$ and if and only if $`\sigma \rho \overline{\tau }`$. Furthermore there is a distinguished element $`\iota \mathrm{\Sigma }`$ such that $`\iota \sigma `$ and $`\sigma \iota `$ both consist of the single point $`\sigma `$ for each $`\sigma \mathrm{\Sigma }`$. If $`\mathrm{\Sigma }`$ is as above then a $`C^{}`$–algebra $``$ will be said to be $`\mathrm{\Sigma }`$–graded if there are norm–closed linear subspaces $`_\sigma `$, $`\sigma \mathrm{\Sigma }`$, spanning $``$ such that $`_\sigma ^{}=_{\overline{\sigma }}`$ and if $`_\sigma _\tau _{\sigma \tau }`$. Here $`_{\sigma \tau }`$ denotes the norm–closed subspace spanned by the $`_\rho `$ as $`\rho `$ runs over the elements of $`\sigma \tau `$. Note that $`_\iota `$ is a $`C^{}`$–subalgebra of $``$ and that each $`_\sigma `$ is a $`_\iota `$–bimodule. A representation $`\pi `$ of a $`\mathrm{\Sigma }`$–graded $`C^{}`$–algebra $``$ is a representation of $``$ on a Hilbert space $``$ which is a direct sum of closed linear subspaces $`_\sigma `$ such that $$\pi (_\sigma )_\tau _{\sigma \tau },$$ where $`_{\sigma \tau }`$ is defined in the obvious manner. Lemma A.5 Let $`\pi `$ be a representation of a $`\mathrm{\Sigma }`$–graded $`C^{}`$–algebra and $`E_\sigma `$ the projection on $`_\sigma `$ then $$E_\sigma \pi ()E_\tau E_\sigma \pi (_{\sigma \overline{\tau }})E_\tau .$$ Proof $`\pi (_\rho )_\tau _{\rho \tau }`$. Thus $`E_\sigma \pi (_\rho )E_\tau =0`$ unless $`\sigma \rho \tau `$, i.e. unless $`\rho \sigma \overline{\tau }`$. The obvious example of the above structure is to consider a compact group $`G`$ acting on a $`C^{}`$–algebra $``$ and to take $`\mathrm{\Sigma }`$ to be the set of equivalence classes of irreducible, continuous unitary representations of $`G`$. We now set $`_\sigma :=m_\sigma ()`$, where $$m_\sigma (B):=_G\alpha _g(B)\overline{\chi _\sigma (g)},B,$$ and $`\chi _\sigma `$ denotes the normalized trace of $`\sigma `$. In the same way, if $`(\pi ,U)`$ is a covariant representation of $`\{,\alpha \}`$, we get a representation of the $`\mathrm{\Sigma }`$–graded $`C^{}`$–algebra $``$ by using $$E_\sigma :=_G\overline{\chi _\sigma (g)}U(g)$$ to define the closed linear subspace $`_\sigma `$. We now put the above results together in the form of a theorem needed in the body of the text. Theorem A.6 Given a $`C^{}`$–algebra $``$ acting irreducibly on a Hilbert space $``$ and a continuous unitary representation $`U`$ of a compact group $`G`$ inducing an action $`\alpha :G\text{A}ut()`$ on $``$ with full Hilbert spectrum, then every representation of $``$ normal on $`^G`$ is normal on $``$. Proof Let $`𝒜`$ denote the fixed point algebra and let $`E_\sigma `$ be as above. Since $``$ is irreducible, $`E_\sigma `$ is in the weak closure of $`𝒜`$, so that extending $`\pi `$ to this weak closure by normality, we have a partition $`\pi (E_\sigma )`$ of the unit in the representation space of $`\pi `$. Then by Lemma A.5 above, $`E_\sigma E_\tau `$ is finite–dimensional as a left $`𝒜`$–module. Since the action has full Hilbert spectrum, i.e. every irreducible representation of $`G`$ is realized on some Hilbert space in $``$, the argument of Lemma A.4 applies and shows that a representation $`\pi `$ of $``$ normal on $`𝒜`$ is normal on each $`E_\sigma E_\tau `$. The result now follows from Lemma A.3. We come now to a result on the existence of normal conditional expectations, beginning with a simple lemma of interest in its own right. Lemma A.7 Let $``$ be a von Neumann algebra on a Hilbert space $``$ and $`E`$ a cyclic and separating projection for $``$. Let $`^E:=\{E\}^{}`$ and $`{}_{}{}^{E}:=\{M:EME(E^{}E)^{}\}`$, then $`{}_{}{}^{E}`$ is a weak-operator closed $`^E`$–bimodule containing $`^E`$ as a subbimodule. Given $`M`$ there is a $`\mu (M)^E`$ such that $$\mu (M)E=EME$$ if and only if $`M{}_{}{}^{E}`$. Proof Given $`M{}_{}{}^{E}`$ and $`M^{}^{}`$, then $$EM^{}EM^{{}_{}{}^{}}M^{}EME\|\|EME^2EM^{{}_{}{}^{}}M^{}E,$$ since $`EME`$ and $`EM^{{}_{}{}^{}}M^{}E`$ commute. Thus $`E`$ being cyclic for $`^{}`$, there exists a unique bounded operator $`\mu (M)`$ such that $$\mu (M)M^{}E=M^{}EME.$$ Obviously, $`\mu (M)`$ and a computation shows that $`\mu (M^{})=\mu (M)^{}`$. Setting $`M^{}=I`$, it now follows that $`\mu (M)`$ commutes with $`E`$. On the other hand, if $`\mu (M)E=EME`$ for some $`M`$ then $`M{}_{}{}^{E}`$. The remaining assertions are evident. Specializing to the case that $`{}_{}{}^{E}=`$ gives the following result. Corollary A.8 Let $``$ be a von Neumann algebra on a Hilbert space $``$ and $`E`$ a cyclic and separating projection for $``$. Then the following conditions are equivalent. a) There is a conditional expectation $`\mu `$ on $``$ such that $`\mu (M)E=EME,M`$. a’) There is a conditional expectation $`\mu ^{}`$ on $`^{}`$ such that $`\mu ^{}(M^{})E=EM^{}E,M^{}^{}`$. b) $`[EE,E^{}E]=0`$. c) $`({}_{E}{}^{}(^{}))^{}={}_{E}{}^{}`$. Here $`{}_{E}{}^{}`$, for example, denotes the restriction of $`EE`$ to $`E`$. The conditional expectations $`\mu `$ and $`\mu ^{}`$ are automatically normal. Proof Suppose b) holds then $`{}_{}{}^{E}=`$ and by Lemma A.7, $`\mu `$ becomes a normal conditional expectation onto $`^E`$ since it is idempotent and of norm $`1`$. We have therefore deduced a) and by symmetry a). Now suppose a) holds, then $`\mu ()`$ is just $`^E`$ and $`={}_{}{}^{E}`$, proving b). Furthermore, its restriction to $`E`$ is $`\mu ()_E`$. Thus $`({}_{E}{}^{})^{}=\mu ()_E^{}`$. Since $`\mu ()=(E)^{}`$, elements of the form $`M_1^{}+M_2^{}EM_3^{}`$ with $`M_i^{}^{}`$ form an $`s`$–dense –subalgebra in its commutant and restricting this to $`E`$, we have proved c). Trivially, c) implies b), so the conditions of the corollary are equivalent. Remark If $`\sigma `$ is an (inner) automorphism of $`()`$, the above conditions are satisfied by $`\sigma ()`$ and $`\sigma (E)`$ and the corresponding conditional expectation is $`\sigma \mu \sigma ^1`$. In particular, if $`\sigma =`$ and $`\sigma (E)=E`$, then $`\mu \sigma =\sigma \mu `$. Corollary A.9 Let $`𝒩`$ be an inclusion of von Neumann algebras on Hilbert spaces $`𝒦`$ and $``$, respectively. Let $`E`$, the projection from $``$ onto $`𝒦`$, be cyclic and separating for $``$, then the following conditions are equivalent. a) There is a (necessarily unique and injective) morphism $`\nu :𝒩^{}^{}`$ such that $$\nu (N^{})\mathrm{\Phi }=N^{}\mathrm{\Phi },N^{}𝒩^{},\mathrm{\Phi }𝒦.$$ b) $`𝒩^{}=^{}_E`$. c) There is a conditional expectation $`m`$ of $``$ onto $`𝒩`$ such that $$m(M)E=EME,M.$$ Here $`_E^{}`$ denotes the restriction of $`^{}_{}{}^{}E`$ to $`E=𝒦`$. Proof $`\nu `$ is obviously unique since $`𝒦`$ is cyclic for each $``$. Given a), we note that $`E\nu (N^{})E=\nu (N^{})E`$ and replacing $`N^{}`$ by $`N^{{}_{}{}^{}}`$, we see that $`\nu (N^{})^{}_{}{}^{}E`$. Hence $`N^{}_E^{}`$, yielding b). Conversely, if b) is satisfied, given $`N^{}𝒩^{}`$, there is an $`M^{}^{}`$ with $`M^{}E=EM^{}`$ and $`M^{}\mathrm{\Phi }=N^{}\mathrm{\Phi }`$. Hence, we may pick $`\nu (N^{})=M^{}`$ to give a map $`\nu :𝒩^{}^{}`$ and it follows from uniqueness that $`\nu `$ is a morphism. Now if $`M`$ and $`N^{}𝒩^{}`$, then by a), $`N^{}`$ commutes with the restriction of $`EME`$ to $`𝒦`$. Thus $`EME𝒩^E`$ and c) follows from Lemma A.7. Conversely, if c) holds then $`𝒩=_E`$ and b) follows by calculating commutants. Remark Of course, when the conditions of Corollary A.9 are satisfied, there is also a conditional expection $`m^{}`$ of $`^{}`$ onto $`\nu (𝒩^{})`$ such that $$m^{}(M^{})E=EM^{}E,M^{}^{}.$$ This follows from Corollary A.8.
warning/0001/cond-mat0001389.html	ar5iv	text	# Exact Potts Model Partition Functions on Ladder Graphs ## I Introduction The $`q`$-state Potts model has served as a valuable model for the study of phase transitions and critical phenomena . On a lattice, or, more generally, on a graph $`G`$, at temperature $`T`$, this model is defined by the partition function $$Z(G,q,v)=\underset{\{\sigma _n\}}{}e^\beta $$ (1) with the (zero-field) Hamiltonian $$=J\underset{ij}{}\delta _{\sigma _i\sigma _j}$$ (2) where $`\sigma _i=1,\mathrm{},q`$ are the spin variables on each vertex $`iG`$; $`\beta =(k_BT)^1`$; and $`ij`$ denotes pairs of adjacent vertices. The graph $`G=G(V,E)`$ is defined by its vertex set $`V`$ and its edge set $`E`$; we denote the number of vertices of $`G`$ as $`n=n(G)=\|V\|`$ and the number of edges of $`G`$ as $`e(G)=\|E\|`$. We use the notation $$K=\beta J$$ (3) $$a=u^1=e^K$$ (4) and $$v=a1$$ (5) so that the physical ranges are (i) $`a1`$, i.e., $`v0`$ corresponding to $`\mathrm{}T0`$ for the Potts ferromagnet, and (ii) $`0a1`$, i.e., $`1v0`$, corresponding to $`0T\mathrm{}`$ for the Potts antiferromagnet. An equivalent expression for $`Z`$ is $$Z(G,q,v)=\underset{\{\sigma _i\}}{}\underset{ij}{}(1+v\delta _{\sigma _i,\sigma _j}).$$ (6) One defines the (reduced) free energy per site $`f=\beta F`$, where $`F`$ is the actual free energy, via $$f(\{G\},q,v)=\underset{n\mathrm{}}{lim}\mathrm{ln}[Z(G,q,v)^{1/n}].$$ (7) Let $`G^{}=(V,E^{})`$ be a spanning subgraph of $`G`$, i.e. a subgraph having the same vertex set $`V`$ and an edge set $`E^{}E`$. Then $`Z(G,q,v)`$ can be written as the sum - $$Z(G,q,v)=\underset{G^{}G}{}q^{k(G^{})}v^{e(G^{})}$$ (8) where $`k(G^{})`$ denotes the number of connected components of $`G^{}`$. The formula (8) enables one to generalize $`q`$ from $`_+`$ to $`_+`$ (keeping $`v`$ in its physical range). This generalization is the random cluster model . The formula (8) shows that $`Z(G,q,v)`$ is a polynomial in $`q`$ and $`v`$ (equivalently, $`a`$) with maximum degrees $`\mathrm{max}\{deg_q(Z(G,q,v))\}=n(G)`$ and $`\mathrm{max}\{deg_v(Z(G,q,v))\}=e(G)`$. The minumum degrees are $`\mathrm{min}\{deg_q(Z(G,q,v))\}=k(G)`$, which is equal to 1 for the graphs of interest here (since they are connected), and $`\mathrm{min}\{deg_v(Z(G,q,v))\}=0`$, so $$Z(G,q,v)=\underset{r=k(G)}{\overset{n(G)}{}}\underset{s=0}{\overset{e(G)}{}}z_{rs}q^rv^s$$ (9) with $`z_{rs}0`$. The Potts model partition function on a graph $`G`$ is essentially equivalent to the Tutte polynomial - and Whitney rank polynomial , , - for this graph, as discussed in the appendix. As a consequence, there are many interesting connections between properties of this partition function and various graph-theoretic quantities. The Potts model has never been solved exactly for arbitrary temperature on lattices of dimensionality $`d2`$ except for special $`d=2`$, $`q=2`$ case in which it is equivalent to the solvable 2D Ising model (with the redefinition $`J_{Potts}=2J_{Ising}`$). Knowledge about the Potts model includes exact calculations of the critical exponents and critical value of the free energy for the 2D ferromagnet for the range $`q4`$ where it has a second-order transition; conformal algebra properties for the same range of $`q`$; the latent heat at the transition point for $`q5`$; and certain formulas for the critical point . There is thus motivation for studies that can give further insight into the Potts model. Among these are exact results for the partition function and free energy that one can obtain for infinite-length, finite-width strips with various boundary conditions. We shall present such results in this paper. One of the interesting features of the Potts model is that the antiferromagnet (AF) exhibits nonzero ground state entropy (without frustration) for sufficiently large $`q`$ on a given lattice or graph $`G`$, and serves as a valuable model for the study of this phenomenon. The phenomenon of nonzero ground state entropy, $`S_0>0`$, is an exception to the third law of thermodynamics . This is equivalent to a ground state degeneracy per site (vertex), $`W>1`$, since $`S_0=k_B\mathrm{ln}W`$. The zero-temperature partition function of the above-mentioned $`q`$-state Potts antiferromagnet (PAF) on $`G`$ satisfies $$Z(G,q,T=0)_{PAF}Z(G,q,v=1)=P(G,q)$$ (10) where $`P(G,q)`$ is the chromatic polynomial (in $`q`$) expressing the number of ways of coloring the vertices of the graph $`G`$ with $`q`$ colors such that no two adjacent vertices have the same color . The minimum (integral) number of colors necessary for this coloring is the chromatic number of $`G`$, denoted $`\chi (G)`$. Thus $$W(\{G\},q)=\underset{n\mathrm{}}{lim}P(G,q)^{1/n}$$ (11) where we use the symbol $`\{G\}`$ to denote $`lim_n\mathrm{}G`$ for a given family of graphs. Since $`Z(G,q,v)`$ is a polynomial in $`q`$ and $`v`$, or equivalently, $`a`$, one can generalize $`q`$ from $`_+`$ not just to $`_+`$ but to $``$ and $`a`$ from its physical ferromagnetic and antiferromagnetic ranges $`1a\mathrm{}`$ and $`0a1`$ to $`a`$. A subset of the zeros of $`Z`$ in the two-complex dimensional space $`^2`$ defined by the pair of variables $`(q,a)`$ can form an accumulation set in the $`n\mathrm{}`$ limit, denoted $``$, which is the continuous locus of points where the free energy is nonanalytic. As will be discussed below, this locus is determined as the solution to a certain $`\{G\}`$-dependent equation. For a given value of $`a`$, one can consider this locus in the $`q`$ plane, and we denote it as $`_q(\{G\},a)`$. In the special case $`a=0`$ ($`v=1`$) where the partition function is equal to the chromatic polynomial, the zeros in $`q`$ are the chromatic zeros, and $`_q(\{G\},a=0)`$ is their continuous accumulation set in the $`n\mathrm{}`$ limit \- ; we have determined these accumulation sets exactly for various families of graphs in a series of papers. Other properties of chromatic zeros such as zero-free regions for general graphs, are of mathematical interest (see, e.g., ), although we shall not focus on them here. For a given value of $`q`$, we shall study the continuous accumulation set of the zeros of $`Z(G,q,v)`$ in the $`a`$ plane; this will be denoted $`_a(\{G\},q)`$. It will often be convenient to consider the equivalent locus in the $`u=1/a`$ plane, namely $`_a(\{G\},q)`$. We shall sometimes write $`_q(\{G\},a)`$ simply as $`_q`$ when $`\{G\}`$ and $`q`$ are clear from the context, and similarly with $`_a`$ and $`_a`$. A subtlety in the definition of this locus will be discussed in the next section. One gains a unified understanding of the separate loci $`_q(\{G\})`$ for fixed $`a`$ and $`_a(\{G\})`$ for fixed $`q`$ by relating these as different slices of the locus $``$ in the $`^2`$ space defined by $`(q,a)`$. This is similar to the insight that one gained in studies of accumulation sets of zeros of the partition functions of the Ising model in the $`^2`$ space defined by $`(a,\mu )`$, where $`\mu =e^{2\beta H}`$ with $`H`$ being the external field , which generalized the Yang-Lee zeros (zeros in $`\mu `$ for fixed physical $`a`$) and Fisher zeros (zeros in $`a`$ for fixed $`H`$, often $`H=0`$) . In our earlier works on $`_q(\{G\})`$ for $`a=0`$, we had denoted the maximal region in the complex $`q`$ plane to which one can analytically continue the function $`W(\{G\},q)`$ from physical values where there is nonzero ground state entropy as $`R_1`$. The maximal value of $`q`$ where $``$ intersects the (positive) real axis was labelled $`q_c(\{G\})`$. Thus, region $`R_1`$ includes the positive real axis for $`q>q_c(\{G\})`$. Correspondingly, in our works on complex-temperature properties of spin models, we had labelled the complex-temperature extension (CTE) of the physical paramagnetic phase as (CTE)PM, which will simply be denoted PM here, the extension being understood, and similarly with ferromagnetic (FM) and antiferromagnetic (AFM); other complex-temperature phases, having no overlap with any physical phase, were denoted $`O_j`$ (for “other”), with $`j`$ indexing the particular phase . Here we shall continue to use this notation for the respective slices of $``$ in the $`q`$ and $`a`$ or $`u`$ planes. In this paper we shall present exact calculations of the Potts/random cluster partition function for strips of the square lattice with arbitrary length $`L_x`$ and width $`L_y=2`$, i.e ladder graphs, having free, periodic (= cyclic), and Möbius longitudinal ($`x`$-direction) boundary conditions. These families of graphs are denoted, respectively, as $`S_m`$ (for open strip), $`L_m`$ (for ladder), and $`ML_m`$ (for Möbius ladder), where $`L_x=m+1`$ for $`S_m`$ (following our labelling convention in ) and $`L_x=m`$ for $`L_m`$ and $`ML_m`$. One has $`n(S_m)=2(m+2)`$ and $`n(L_m)=n(ML_m)=2m`$. It will also be instructive to use the well-known solutions for the partition function on the tree and circuit graphs to illustrate some points. We shall discuss several items and investigate several questions about the Potts/random cluster model: 1. We analyze the thermodynamic behavior of the Potts model (for $`q2`$) on the infinite-length, $`L_y=2`$ strip and compare it with the known behavior on the line. In particular, we study the zero-temperature critical point of the Potts ferromagnet and discuss how the critical singularities (which are essential singularities in temperature) depend on $`q`$ and the width of the strip. For reference, one may recall that as one part of his original paper, Onsager used his closed-form solution to the partition function of the Ising model to study it for $`L_y\times \mathrm{}`$ strips of the square lattice . The difference, of course, is that for the Potts model with $`q2`$, one does not have a general closed-form solution for $`Z`$ on a $`L_y\times L_x`$ grid with arbitrary $`L_y`$ and $`L_x`$; indeed if one did, one would have solved the model on the square lattice. 2. We shall show that the Potts/random cluster model with $`0<q<2`$ on the $`n\mathrm{}`$ limit of the circuit, ladder, and Möbius ladder graphs exhibits a finite-temperature phase transition but with unphysical properties in the low-temperature phase, including negative specific heat, negative partition function, and non-existence of an $`n\mathrm{}`$ limit that is independent of boundary conditions. 3. We shall point out and illustrate a certain noncommutativity in the definition of the free energy for the Potts/random cluster model. 4. For a given family of graphs $`G`$ and its $`n\mathrm{}`$ limit, $`\{G\}`$, we shall explore the nature of the nonanalyticities of the free energy in $`q`$ and the temperature variable $`u`$. Some questions related to this are: what is the locus $`_q`$ for various values of $`u`$ and the locus $`_u`$ for various values of $`q`$ (and the loci $`(_u)_{qn}`$ and $`(_u)_{nq)}`$, for the special values $`q=q_s`$ where these differ)? The strip graphs that we consider here are useful for this study since they are wide enough to exhibit a number of important features but narrow enough so that the terms, denoted $`\lambda _j`$, whose powers contribute to the partition function for a given family of graphs (see eq. (29)) can be calculated as explicit algebraic functions. As our previous studies of asymptotic limits of chromatic polynomials on various infinite-length, finite-width strips have shown , as the width of the strip increases, one encounters algebraic equations defining the $`\lambda _j`$’s that increase in degree so that these $`\lambda _j`$ can involve cube roots, fourth roots, and, for equations higher than fourth degree, one cannot obtain exact analytic expressions for them, making it more cumbersome to calculate the locus $``$, which is the solution to the degeneracy in magnitude of different dominant $`\lambda _j`$’s. 5. Starting from our previous determination of $`_q(\{G\})`$ for the zero-temperature limit of the Potts antiferromagnet, we explore how this locus changes as on increases $`T`$ in the range $`0<T\mathrm{}`$. In cases where this locus separates the $`q`$ plane into different regions for $`T=0`$, does it continue to do so? How does the point $`q_c(\{G\})`$ vary with temperature? Since we are now dealing with a singular locus in $`^2`$, we can investigate how the various features of the slice of $`(\{G\})`$ in the $`q`$ plane relate to features of the slice $`(\{G\})`$ in the plane of the temperature variable, $`u`$ (or the equivalent variable $`a`$). 6. We shall show that certain features of the complex-temperature phase diagrams of the infinite-length, finite-width strip graphs considered here can give insight into analogous features of the Potts model on the square lattice. 7. Just as was true for our earlier studies of chromatic polynomials and their asymptotic limits, it is of interest to explore the effects of different boundary conditions on the singular locus $`(\{G\})`$, and we do this. 8. For mathematically inclined readers, we shall give the Tutte polynomials that are equivalent to the Potts model partition functions that we have calculated for the cyclic and Möbius strip graphs and extract special values that are of specific graph-theoretic interest. Conference reports on some of the material in this paper were given in . In collaboration with H. Kluepfel, we have also carried out calculations of Potts/random cluster partition functions for general $`T`$ and $`q`$ on finite patches of several 2D lattices (see also ); our work here complements these calculations on finite patches in that we obtain exact results for strip graphs of arbitrarily great length, and the nonanalyticities in the limit $`n\mathrm{}`$. ## II Some General Considerations ### A Basic Properties of $`Z`$ For our later analysis, it will be useful to record some basic properties of the Potts model partition function. Assuming $`q>0`$, one observes that for the Potts ferromagnet, since $`v>0`$, each term in the sum (8) is positive, and consequently, $`Z(G,q,v)`$ does not have any zeros on the positive real $`q`$ axis for the physical temperature range. On higher-dimensional lattices where the ferromagnet has a finite-temperature phase transition, zeros will coalesce and pinch the real positive $`q`$ axis to form a region boundary, but this does not happen in the 1D case and the infinite-length, finite-width strips, which are quasi-1D systems. One may ask what factors $`Z`$ has in general. From eq. (8) it follows that for an arbitrary graph $`G`$, $$Z(G,q=0,v)=0$$ (12) and since $`Z(G,q,v)`$ is a polynomial, this implies that $`Z(G,q,v)`$ always has an overall factor of $`q`$. For the families of graphs studied here, this is, in general, the only overall factor that $`Z(G,q,v)`$ has. For the special case $`v=1`$, the resultant chromatic polynomial $`Z(G,q,v=1)=P(G,q)`$ has the additional factors $`_{s=1}^{\chi (G)1}(qs)`$. Another general result is that $$Z(G,q=1,v)=\underset{G^{}G}{}v^{e(G^{})}=a^{e(G)}.$$ (13) For temperature $`T=\mathrm{}`$, i.e., $`v=0`$, we have $$Z(G,q,v=0)=q^{n(G)}.$$ (14) For the Ising case $`q=2`$, if $`G`$ is bipartite, $$Z(G_{bip.},q=2,a)=a^{2e(G_b)}Z(G_{bip.},q=2,1/a)$$ (15) where we have written $`Z`$ here as a function of $`a`$. This is the well-known equivalence of the Ising ferromagnet (F) and antiferromagnet (AF) on a bipartite lattice, when one makes the replacement $`JJ`$, and hence $`KK`$, $`a1/a`$. As a consequence, the zeros of $`Z`$ in $`a`$ for $`q=2`$ are invariant under the inversion mapping $`a1/a`$. Among the families of graphs considered here, the following are bipartite (equivalently, have chromatic number $`\chi =2`$): tree graph $`T_m`$ for any $`m`$; circuit graph $`C_m`$ and cyclic ladder graph $`L_m`$ with $`L_y=2`$ for even $`m`$; and Möbius ladder graph $`ML_m`$ for odd $`m`$. In contrast, the cyclic ladder graph $`L_m`$ for odd $`m`$ and the Möbius ladder graph $`ML_m`$ for even $`m`$ have $`\chi =3`$. For a strip of the square lattice with width $`L_y`$ and cyclic or Möbius longitudinal boundary conditions, the average coordination number (degree in the graph-theoretic terminology) $`\mathrm{\Delta }_{ave.}=2lim_{n(G)\mathrm{}}e(G)/n(G)`$ is $$\mathrm{\Delta }_{ave.}=4\frac{2}{L_y}.$$ (16) For the corresponding strip of width $`L_y`$ and free boundary conditions, this formula for $`\mathrm{\Delta }`$ also holds in the $`L_x\mathrm{}`$ limit. Another consequence of the symmetry (15) is that for the Ising case the internal energy $`U`$ and specific heat $`C`$ satisfy the relations $$U(G_{bip},q=2,J)_F=U(G_{bip.},q,JJ)_{AF}\frac{\mathrm{\Delta }_{ave.}J}{2}$$ (17) and $$C(G_{bip},q=2,J)_F=C(G_{bip.},q,JJ)_{AF}$$ (18) (where we have taken the $`n\mathrm{}`$ limit, in which these results are independent of the boundary conditions for physical values of temperature). Another basic property, evident from eq. (8), is that (i) the zeros of $`Z(G,q,v)`$ in $`q`$ for real $`v`$ and hence also the continuous accumulation set $`_q`$ are invariant under the complex conjugation $`qq^{}`$; (ii) the zeros of $`Z(G,q,v)`$ in $`v`$ or equivalently $`a`$ for real $`q`$ and hence also the continuous accumulation set $`_a`$ are invariant under the complex conjugation $`aa^{}`$. ### B Noncommutativity in the Random Cluster Model Just as we showed the importance of noncommutative limits in our earlier work on chromatic polynomials (eq. (1.9) in Ref. ), so also we encounter an analogous noncommutativity here for the general partition function (8) of the random cluster model: at certain special points $`q_s`$ (typically $`q_s=0,1\mathrm{},\chi (G)`$) one has $$\underset{n\mathrm{}}{lim}\underset{qq_s}{lim}Z(G,q,v)^{1/n}\underset{qq_s}{lim}\underset{n\mathrm{}}{lim}Z(G,q,v)^{1/n}.$$ (19) Clearly, no such issue of noncommutativity arises if one restricts to positive integer $`q`$ values and uses the Potts model definition (1), (2). However, for the general random cluster model, whenever $`Z(G,q,v)`$ has a factor $`(qq_s)^{\mu _s}`$ with finite multiplicity $`\mu _s`$ (where typically $`\mu _s=1`$ here), one encounters this noncommutativity. It can also occur when such a factor appears as a coefficient of one of the terms $`(\lambda _{G,j})^m`$ contributing to $`Z(G,q,v)`$ (see eq. (29) below). The reason for this noncommutativity is analogous to that which we discussed earlier in the special case ($`a=0`$) of the chromatic polynomial ; it is a consequence of the basic result $$\underset{n\mathrm{}}{lim}(qq_s)^{\mu _s/n}=\{\begin{array}{cc}1\hfill & \text{if }qq_s\hfill \\ 0\hfill & \text{if }q=q_s\hfill \end{array}.$$ (20) We shall illustrate this with our exact results to be discussed below. Because of this noncommutativity, the formal definition (7) is, in general, insufficient to define the free energy $`f`$ at these special points $`q_s`$; it is necessary to specify the order of the limits that one uses in eq. (19). We denote the two definitions using different orders of limits as $`f_{qn}`$ and $`f_{nq}`$: $$f_{nq}(\{G\},q,v)=\underset{n\mathrm{}}{lim}\underset{qq_s}{lim}n^1\mathrm{ln}Z(G,q,v)$$ (21) $$f_{qn}(\{G\},q,v)=\underset{qq_s}{lim}\underset{n\mathrm{}}{lim}n^1\mathrm{ln}Z(G,q,v).$$ (22) For the zero-temperature Potts/random cluster antiferromagnet case $`a=0`$ ($`v=1`$), the same ordering ambiguity affects the formal equation (11). In Ref. and our subsequent works on chromatic polynomials and the above-mentioned zero-temperature antiferromagnetic limit, it was convenient to use the ordering $`W(\{G\},q_s)=lim_{qq_s}lim_n\mathrm{}P(G,q)^{1/n}`$ since this avoids certain discontinuities in $`W`$ that would be present with the opposite order of limits. In the present work on the full temperature-dependent random cluster model partition function, we shall consider both orders of limits and comment on the differences where appropriate. Of course in discussions of the usual $`q`$-state Potts model (with positive integer $`q`$), one automatically uses the definition in eq. (1) with (2) and no issue of orders of limits arises, as it does in the random cluster model with real $`q`$. As a consequence of the noncommutativity (19), it follows that for the special set of points $`q=q_s`$ one must distinguish between (i) $`(_a(\{G\},q_s))_{nq}`$, the continuous accumulation set of the zeros of $`Z(G,q,v)`$ obtained by first setting $`q=q_s`$ and then taking $`n\mathrm{}`$, and (ii) $`(_a(\{G\},q_s))_{qn}`$, the continuous accumulation set of the zeros of $`Z(G,q,v)`$ obtained by first taking $`n\mathrm{}`$, and then taking $`qq_s`$. For these special points, $$(_a(\{G\},q_s))_{nq}(_a(\{G\},q_s))_{qn}.$$ (23) From eq. (12), it follows that for any $`G`$, $$\mathrm{exp}(f_{nq})=0\mathrm{for}q=0$$ (24) and thus $$(_a)_{nq}=\mathrm{}\mathrm{for}q=0.$$ (25) However, for many families of graphs, including the circuit graph $`C_n`$, and cyclic and Möbius strips $`L_m`$ and $`ML_m`$, if we take $`n\mathrm{}`$ first and then $`q0`$, we find that $`(_a)_{qn}`$ is nontrivial. For these families of graphs, with this order of limits, although the free energy is nonanalytic at $`q=0`$, it is continuous, and we find that, in general, $`\mathrm{exp}(f_{qn})0`$ at $`q=0`$. Similarly, from (13) we have, for any $`G`$, $$(_a)_{nq}=\mathrm{}\mathrm{for}q=1$$ (26) since all of the zeros of $`Z`$ occur at the single discrete point $`a=0`$ (and in the case of a graph $`G`$ with no edges, $`Z=1`$ with no zeros). However, as the simple case of the circuit graph below will show, $`(_a)_{qn}`$ is, in general, nontrivial. We shall also find that $`(_a)_{nq}(_a)_{qn}`$ for $`q=2`$ for the infinite-length, $`L_y=2`$ width strip graphs $`\{L\}`$ and $`\{ML\}`$. As stated, this noncommutativity can, in general, occur at integer values of $`q`$ up to and including $`q=\chi (G)`$. However, although $`\chi =3`$ for $`C_m`$ and $`L_m`$ with odd $`m`$ and for $`ML_m`$ with even $`m`$, there is no noncommutativity at $`q=3`$ in these cases. This can be seen as a consequence of the fact that one can take the limit $`m\mathrm{}`$ on even values of $`m`$. In the $`q=2`$ Ising case, as a consequence of the relation (15), the locus $`(_a)_{nq}`$ is invariant under the inversion map $`a1/a`$ for the $`n\mathrm{}`$ limit of a sequence of bipartite graphs of type $`G`$: $$(_a)_{nq}(\{G_{bip.}\})\mathrm{is}\mathrm{invariant}\mathrm{under}a\frac{1}{a}\mathrm{if}q=2$$ (27) where $`\{G_{bip.}\}`$ means that for the family of graphs of type $`G`$, one can take the limit $`n\mathrm{}`$ with a sequence of bipartite members of the family $`G`$. (For example, for the circuit graphs $`C_n`$, one can do this by taking $`n\mathrm{}`$ on even values, and so forth for other families.) As our explicit results for the strips $`\{L\}`$ and $`\{ML\}`$ below will show, the locus obtained with the opposite order of limits, $`(_a)_{nq}(\{G_{bip.}\})`$, does not, in general, have this inversion symmetry, even if $`q=2`$. Concerning the cases where the continuous locus $``$ may be the nullset $`\mathrm{}`$, some examples from chromatic polynomials may be useful. For the complete graph on $`n`$ vertices $`K_n`$ (defined as the graph in which each point is connected to every other point with edges), if $`a=0`$, then $`Z(K_n,q,v=1)=P(K_n,q)=_{s=0}^{n1}(qs)`$, so that as $`n\mathrm{}`$, there is no continous accumulation set of the chromatic zeros, so $`_q=\mathrm{}`$ . Another example is provided by the strip $`S_m`$ (see eq. (91) below). ### C Definition of Free Energy for Complex $`q`$ and $`K`$ Another matter concerns the definition of $`f`$ away from physical values of $`q`$ and $`K`$, where $`Z(G,q,a)`$ can be negative or complex. In these ranges of $`q`$ and $`K`$, there is no canonical choice of which $`1/n`$’th root, i.e., which value of $`r`$, to pick in eq. (21) or (22): $$Z(G,q,a)^{1/n}=\{\|Z(G,q,a)\|^{1/n}e^{(\varphi +2\pi ir)/n}\},r=0,1,\mathrm{},n1.$$ (28) where $`\varphi =\mathrm{arg}(Z)`$. Thus, we start by considering the free energy $`f`$ defined for sufficiently large (physical) $`T`$ and integer $`q2`$ and define the maximal region in the $`q`$ plane for fixed $`a`$ or in the $`a`$ plane for fixed $`q`$ that can be reached by analytic continuation of this function. As noted, this is labelled the region $`R_1`$ in the $`q`$ plane and the PM phase (and its complex-temperature extension) in the $`u`$ plane. In these regions, the canonical phase choice in (28) is clearly that given by $`r=0`$. This would also be true in physical low-temperature broken-symmetry phases such as ferromagnetic (FM) or antiferromagnetic (AFM) phases and their complex-temperature extensions, as discussed in ; however, such phases do not occur in the 1D and quasi-1D strip graphs considered here. However, in general, in complex-temperature O phases in the $`u`$ plane and $`R_j`$ regions with $`j1`$ in the $`q`$ plane, only the quantity $`\|e^f\|=lim_n\mathrm{}\|Z(G,q,a)\|^{1/n}`$ can be determined unambiguously. ### D General Form of $`Z`$ for Recursively Defined Graphs We find that a general form for the Potts model partition function for the strip graphs considered here, or more generally, for recursively defined families of graphs comprised of $`m`$ repeated subunits (e.g. the columns of squares of height $`L_y`$ vertices that are repeated $`L_x`$ times to form an $`L_x\times L_y`$ strip of a regular lattice with some specified boundary conditions), is $$Z(G,q,v)=\underset{j=1}{\overset{N_\lambda }{}}c_{G,j}(\lambda _{G,j}(q,v))^m$$ (29) where $`N_\lambda `$ depends on $`G`$. The formula (29) can be understood from the fact that for the cyclic case, for $`q_+`$, $`Z(G,q,v)`$ can be expressed as the trace of a transfer matrix $`𝒯`$: $$Z(G,q,v)=Tr(𝒯^m).$$ (30) Having obtained $`Z(G,q,v)`$ in this manner, one can then generalize $`q`$ from $`_+`$ to $`_+`$. For a strip of a regular lattice, this transfer matrix has dimensions $`𝒩\times 𝒩`$, where $`𝒩`$ denotes the number of possible spin configurations along a transverse slice of the strip; for example, for the square strips of interest here (or for triangular strips, written in the form of a square strip with additional diagonal edges), $`𝒩=q^{L_y}`$. Clearly, $`𝒯`$ is a symmetric matrix each of whose elements is either 1 or a (positive) power of $`a=v+1`$. For physical temperature, for which $`a0`$, $`𝒯`$ is real and hence can be diagonalized by an orthogonal transformation $`O`$, yielding $`𝒩`$ eigenvalues (some of which may coincide). Generically, the multiplicity of a given eigenvalue $`\lambda _{G,j}`$, which yields the coefficient $`c_j`$ for these cyclic graphs, depends on $`q`$ but is independent of $`v`$. The result (29) applies for both free and periodic transverse boundary conditions, given that one uses periodic (cyclic) longitudinal boundary conditions. Similar arguments based on the transfer matrix yield this result if one uses free transverse and Möbius longitudinal, and periodic transverse and Möbius longitudinal (i.e. Klein bottle) boundary conditions. For strips with open longitudinal boundary conditions, $`Z(G,q,v)`$ is not a trace, but instead, is given by $$Z(G,q,v)=\underset{\stackrel{~}{\sigma }_i,\stackrel{~}{\sigma }_f}{}\stackrel{~}{\sigma }_i\|𝒯^{L_x}\|\stackrel{~}{\sigma }_f$$ (31) where $`\stackrel{~}{\sigma }_i`$ and $`\stackrel{~}{\sigma }_f`$ denote the states of the $`L_y`$ spins on the initial (i) and final (f) transverse edges of the strip. As our explicit solution (given below) for the open ladder graph $`S_m`$ shows, here $`c_j`$ can depend on both $`q`$ and $`v`$. For recursively defined families of graphs $`G`$, the result (29) is a generalization to the case of the Potts/random cluster model partition function $`Z(G,q,v)`$ of the Beraha-Kahane-Weiss result that the chromatic polynomial $`P(G,q)=Z(G,q,v=1)`$ can be written in the form $$P(G,q)=\underset{j=1}{\overset{N_{\lambda ,P}}{}}c_{P,G,j}(\lambda _{P,G,j})^m.$$ (32) Since $`P(G,q)`$ is a special case of $`Z(G,q)`$, it follows that $$N_{\lambda ,P}N_\lambda .$$ (33) For example, in two well-known cases, (i) tree graph: $`N_\lambda =N_{\lambda ,P}=1`$, (ii) circuit graph: $`N_\lambda =N_{\lambda ,P}=2`$. We find (iii) for the open $`L_y=2`$ ladder $`S_m`$, $`N_\lambda =2`$, while $`N_{\lambda ,P}=1;(iv)forthe`$cyclic and Möbius strips, $`N_\lambda =6`$ while $`N_{\lambda ,P}=4`$. For the subset of the $`\lambda _{G,j}`$’s that remain for $`P(G,q)`$, the coefficient functions $`c_{P,G,j}=c_{G,j}(v=1)`$; as remarked above, for the cyclic case and our Möbius strip, $`c_{G,j}`$ are independent of $`v`$. As $`m\mathrm{}`$, for a given point $`(q,v)`$ in the $`^2`$ space of variables, one $`\lambda _j`$ will dominate this sum; we denote this as the “leading term” $`\lambda _{\mathrm{}}`$, where $`\mathrm{}`$ stands for leading. As one moves to another point $`(q^{},v^{})`$, it may happen that there is a change in the dominant $`\lambda `$, from $`\lambda _{\mathrm{}}`$ to, say, $`\lambda _{\mathrm{}}^{}`$. Consequently, there is a nonanalytic change in the free energy $`f`$ as it switches from being determined by the first dominant $`\lambda _{\mathrm{}}`$ to being determined by $`\lambda _{\mathrm{}}^{}`$. Thus, the equation for the continuous nonanalytic locus $``$ across which $`f`$ is nonanalytic, is (with the $`\{G\}`$ dependence indicated explicitly) $$(\{G\}):\|\lambda _{G,\mathrm{}}\|=\|\lambda _{G,\mathrm{}}^{}\|.$$ (34) Although $`f`$ is nonanalytic across $``$, a consequence of eq. (34) is that $`\|e^f\|`$ is continuous across this locus. This is the generalization of the analogous phenomenon for the asymptotic limit of chromatic polynomials, or equivalently, the $`T=0`$ limit of the Potts antiferromagnet , i.e. the property that $`W(\{G\},q)`$ is nonanalytic (although its magnitude is continuous) across $`_q(\{G\})`$. As noted above, the locus $``$ forms as the continuous accumulation set of the zeros of $`Z(G,q,v)`$ in the 2-complex dimensional space $`(q,v)`$ as $`n(G)\mathrm{}`$. This again generalizes the earlier analysis for chromatic polynomials, where $`_q`$ formed as the continuous accumulation set of the zeros of the chromatic polynomial in the single complex variable $`q`$. It is straightforward to generalize the transfer matrix formalism and hence eqs. (30) and (31) to the case of the Potts model in an external magnetic field $`H`$, where the Hamiltonian is $`=J_{ij}\delta _{\sigma _i\sigma _j}H_i\delta _{\sigma _i,\sigma _0}`$ (with $`\sigma _0`$ chosen, say, as 1). Hence, the full generalization for recursively defined families of graphs is, with $`\eta =e^{\beta H}`$, $$Z(G,q,v,\eta )=\underset{j=1}{\overset{N_\lambda }{}}c_{G,j}(\lambda _{G,j}(q,v,\eta ))^m.$$ (35) One could proceed to study the singular locus $``$ in the $`^3`$ space of the variables $`(q,v,\eta )`$ which forms as the continuous accumulation set of the zeros of $`Z`$, and the various slices in the $`q`$, $`a`$, and $`\eta `$ planes. Here we restrict ourselves to the zero-field case, $`\eta =1`$. Typically, for a given point $`a`$, there will be an infinite set of points in the $`q`$ plane lying on $``$, and for a given point $`q`$, there will be an infinite set of points in the $`a`$ plane lying on $``$. Again, usually (we have commented on some exceptions above, where accumulation sets of zeros are discrete), we find that $`_q`$ and $`_a`$ form curves (and possible line segments) in the respective $`q`$ and $`x=a`$ or $`u`$ planes. This follows from the property that $``$ is the solution of an algebraic equation expressing the degeneracy of the leading $`\lambda `$’s contributing to $`Z`$. (For higher dimensional lattices the equations defining $``$ can be transcendental instead of algebraic.) The loci $`_q`$ and $`_x`$, $`x=a`$ or $`u`$, may be connected, or may consist of several disconnected components; our results illustrate both types of behavior. The Potts ferromagnet has a zero-temperature phase transition in the $`L_x\mathrm{}`$ limit of the strip graphs considered here, and this has the consequence that for cyclic and Möbius boundary conditions, $``$ passes through the $`T=0`$ point $`u=0`$. It follows that $``$ is noncompact in the $`a`$ plane. Hence, it is usually more convenient to study the slice of $``$ in the $`u=1/a`$ plane rather than the $`a`$ plane. In the Ising case $`q=2`$, $`_a=_u`$ and so both are noncompact. For the ferromagnet, since $`a\mathrm{}`$ as $`T0`$ and $`Z`$ diverges like $`a^{e(G)}`$ in this limit, we shall use the reduced partition function $`Z_r`$ defined by $$Z_r(G,q,v)=a^{e(G)}Z(G,q,v)=u^{e(G)}Z(G,q,v)$$ (36) which has the finite limit $`Z_r1`$ as $`T0`$. For a general strip graph $`(G_s)_m`$ of type $`G_s`$ and length $`L_x=m`$, we can write $`Z_r((G_s)_m,q,a)`$ $`=`$ $`u^{e((G_s)_m)}{\displaystyle \underset{j=1}{\overset{N_\lambda }{}}}c_{G_s,j}(\lambda _{G_s,j})^m{\displaystyle \underset{j=1}{\overset{N_\lambda }{}}}c_{G_s,j}(\lambda _{G_s,j,u})^m`$ (37) with $$\lambda _{G_s,j,u}=u^{e((G_s)_m)/m}\lambda _{G_s,j}.$$ (38) For example, for the strips of the square lattice with periodic longitudinal boundary conditions and free transverse boundary conditions, and of width $`L_y`$ vertices, we have $`e(sq(L_y)_m)=(2L_y1)m`$, so the prefactor in (38) is $`u^{2L_y1}`$. ## III 1D Case with Free Boundary Conditions We first briefly discuss two cases that illustrate some important features in their simplest contexts. We begin with Potts/random cluster model on a line of $`n`$ vertices, or, more generally, a tree graph, $`T_n`$. One has the well-known result $$Z(T_n,q,v)=q(q+v)^{n1}.$$ (39) This case illustrates the general feature that the antiferromagnetic random cluster model for real positive non-integral $`q`$ fails to satisfy the usual statistical mechanical requirement that the partition function is positive, and hence does not, in general admit a Gibbs measure . Specifically, here we have $$Z(T_n,q,v)<0\mathrm{for}n\mathrm{even}\mathrm{and}q+v<0.$$ (40) These negative values of $`Z(T_n,q,v)`$ occur at physical finite temperature if $`0<q<1`$ and $`n`$ is even, since the condition $`q+a1<0`$ is equivalent to $`T<T_{un}`$, where $$T_{un}=\frac{J}{k_B\mathrm{ln}(1q)}=\frac{\|J\|}{k_B\mathrm{ln}\left(\frac{1}{1q}\right)},0<q<1,J<0.$$ (41) Although in this case one could restore positivity by requiring that $`n`$ be odd, we shall show that there are further pathologies associated with this temperature. The continuous locus $`=\mathrm{}`$ since the accumulation set of the zeros of $`Z`$ in $`q`$ is the discrete point $`q=v`$. For $`q0`$, the limits in the definitions (22) and (21) commute, and the free energy is (with $`v=a1`$) $$f_{qn}=f_{nq}f=\mathrm{ln}(q+a1).$$ (42) The physical thermodynamic behavior for this case will be compared below with that for the width $`L_y=2`$ strips. For this purpose, we record the internal energy, $$U=\frac{Ja}{q+a1}$$ (43) and the specific heat, $$C=\frac{k_BK^2(q1)a}{(q+a1)^2}.$$ (44) Note that the specific heat (44) is positive if $`q>1`$ but is negative and hence unphysical for all temperatures if $`q<1`$, in both the ferromagnetic and antiferromagnetic cases. Thus the pathological nature of the range $`0<q<1`$ is manifested in the negative specific heat even for temperatures above the value $`T_{un}`$ in eq. (40) below which $`Z`$ can be negative. Also, note that in the antiferromagnetic case there are unphysical divergences of $`U`$ and $`C`$ at $`T=T_{un}`$. For $`q=0`$, the noncommutativity (19) occurs, and one has $`\mathrm{exp}(f_{nq})=0`$ but $`\mathrm{exp}(f_{qn})=(a1)`$. This simple case demonstrates that the noncommutativity at a special point $`q_s`$ can occur even when this point is not the the singular locus $`()_{qn}`$ or $`()_{nq}`$. In passing we note that a study of the $`q`$-state Potts model on the Bethe lattice (tree graph in which the interior vertices all have the same coordination number) has been carried out in . ## IV 1D Case with Periodic Boundary Conditions ### A General The Potts/random cluster model on the circuit graph $`C_n`$, or equivalently, the 1D line with periodic boundary conditions, is probably the simplest case with a nontrivial locus $``$. The Tutte polynomial for this graph is well known , and the corresponding Potts model partition function is $$Z(C_n,q,a)=(q+v)^n+(q1)v^n.$$ (45) As noted above, the Potts ferromagnet has a zero-temperature critical point, and this is also true of the antiferromagnet in the $`q=2`$ case where these are equivalent. In the antiferromagnetic case, there is nonzero ground state entropy, $`S=k_B\mathrm{ln}(q1)`$ if $`q>2`$. For comparison with the $`L_y=2`$ results to be given below, we recall some of the thermodynamic properties of the 1D Potts model. Here we take $`q2`$ where there is no pathological behavior (see below) and restrict to physical values of $`J`$ and $`T`$; the resulting thermodynamic functions are then independent of whether one uses periodic or free boundary conditions and were given above for $`f`$, $`U`$, and $`C`$ in eqs. (42)-(44). The internal energy and specific heat have the high-temperature expansions $$U=\frac{J}{q}\left[1+\frac{(q1)}{q}K+O(K^2)\right]$$ (46) $$C=\frac{k_B(q1)K^2}{q^2}\left[1+\frac{(q2)}{q}K+O(K^2)\right]$$ (47) Recall that the $`T0`$ limit corresponds to $`K\mathrm{}`$, i.e. $`u0`$, for the ferromagnet ($`J>0`$) and to $`K\mathrm{}`$, i.e., $`a0`$, for the antiferromagnet ($`J<0`$). The low-temperature expansions for these two cases are different: $$U=J\left[1(q1)e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (48) $$U=\frac{(J)e^K}{(q1)}\left[1\frac{1}{q1}e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (49) $$C=k_B(q1)K^2e^K\left[12(q1)e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (50) $$C=\frac{k_BK^2e^K}{(q1)}\left[1\frac{2}{q1}e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}.$$ (51) Note that in the Ising case $`q=2`$, these expansions satisfy the symmetry relations (17) and (18). In Figs. 1 and 2 we plot $`C`$ for the ($`n\mathrm{}`$ limit of the) ferromagnetic (F) and antiferromagnetic (AF) cases (with $`k_B=1`$). In the antiferromagnetic case, $`C`$ is a decreasing function of $`q`$ for all $`0<T<\mathrm{}`$. In the ferromagnetic case, $`C`$ increases (decreases) with $`q`$ at low (high) temperatures and the curves for two different values $`q=q_1`$ and $`q=q_2`$ are equal at the temperature $`T_{cr}=J/(k_BK_{cr})`$, where $$K_{cr}=\frac{1}{2}\mathrm{ln}\left[(q_11)(q_21)\right].$$ (52) Thus, $`K_{cr}0.35,0.55,0.90`$ for $`q=2,3,4`$. The specific heat has a maximum at a temperature $`K_{cmax}`$ given by the solution of the equation $`(q1)(K+2)+(2K)e^K=0`$. Some illustrative values for Figs. 1 and 2 are (i) $`K_{cmax}\pm 2.4`$ (F,AF) for $`q=2`$; (ii) $`K_{cmax}2.7`$ (F), $`K_{cmax}2.2`$ (AF) for $`q=3`$; (iii) $`K_{cmax}2.85`$ (F), $`K_{cmax}2.15`$ (AF) for $`q=4`$. For $`q3`$, the value of $`C`$ at this maximum increases (decreases) with $`q`$ for the ferromagnet (antiferromagnet). ### B $`_q(\{C\})`$ for fixed $`a`$ Returning to the study of $`_q`$ in the complex $`q`$ plane as a function of $`a`$, we note that the solution of the degeneracy equation $`\|q+a1\|=\|a1\|`$ determines the locus $`_q(\{C\})`$ to be the circle centered at $`q=1a`$ of radius $`\|1a\|`$: $$q=(1a)(1+e^{i\theta }),0\theta <2\pi .$$ (53) For $`a<1`$ and $`a>1`$, this circle has support in the right-hand and left-hand half planes $`Re(q)0`$ and $`Re(q)0`$, respectively; for any $`a`$, it always passes through the origin. The locus $`_q`$ intersects the real $`q`$ axis at $`q=0`$ and at $`q=q_c(\{C\})`$, where $$q_c(\{C\})=2(1a).$$ (54) In general, for finite $`n`$, the zeros of $`Z`$ do not lie exactly on $``$. We have shown, however, that in the $`T=0`$ limit of the Potts antiferromagnet, i.e., for $`a=0`$, the zeros of $`Z(C_n,q,a=0)=P(C_n,q)`$ do lie exactly on the locus $``$, which, for this case is the circle $`\|q1\|=1`$ . As $`T`$ increases from 0 to infinity for the Potts antiferromagnet, i.e. as $`a`$ increases from 0 to 1, the radius and center of the circle both decrease from 1 to 0 so that it contracts to the origin at $`a=1`$. As $`a`$ increases above 1 through real values, i.e. as $`T`$ decreases from $`\mathrm{}`$ to 0 for the ferromagnetic case, the circle is located in the $`Re(q)0`$ half-plane, with its center moving leftward and its radius increasing as a function of $`a`$. In this ferromagnetic case, the crossing point given by $`q_c(\{C\})`$ occurs on the negative real $`q`$ axis; $`_q`$ does not cross the positive real $`q`$ axis. ### C $`_u(\{C\})`$ for fixed $`q`$ We first consider values of $`q0,1`$, so that no noncommutativity occurs, and $`(_u)_{nq}=(_u)_{qn}_u`$. As discussed above, it is convenient to use the $`u`$ plane since $`_u`$ is compact in this plane, except for the case $`q=2`$, whereas $`_a`$ is noncompact because of the ferromagnetic zero-temperature critical point at $`u=1/a=0`$. For $`q0,1,2`$, $`_u`$ is the circle $$_u:u=\frac{1}{(q2)}(1+e^{i\omega }),0\omega <2\pi .$$ (55) The exterior of this circle is the (complex-temperature extension of the) PM phase, and its interior is an O phase. For the ferromagnet, the fact that the singular locus $`_u`$ passes through the $`T=0`$ point $`u=0`$ for the 1D Potts model with periodic boundary conditions, while for the same model with free boundary conditions, $`_u`$ does not pass through $`u=0`$, means that the use of periodic boundary conditions yields a singular locus that manifestly incorporates the zero-temperature critical point, while this is not manifest in $`_u`$ when calculated using free boundary conditions. As we shall show, this continues to be true concerning the longitudinal boundary conditions when one considers the Potts ferromagnet on the $`L_y=2`$ strip graphs. This leads us to one of the important conclusions of this work, namely that although calculations of the free energy of the Potts model on infinite-length, finite-width strips with periodic boundary conditions in the longitudinal direction (the direction in which the strip length goes to infinity) are more difficult than with free longitudinal boundary conditions, the extra work is worth it since the resulting locus $``$ incorporates this feature of passing through $`u=0`$, corresponding to the zero-temperature critical point of the ferromagnet, if one uses periodic longitudinal boundary conditions. From our studies in the different, although related, context of chromatic polynomials , we reached the analogous conclusion that although the calculation of $`P(G,q)`$ for strip graphs of a regular lattice is more complicated when one uses periodic longitudinal boundary conditions, the resultant singular locus $`_q`$ has the advantage of incorporating more of the features expected of the infinite-width limit, i.e. the full two-dimensional lattice. One such expectation, based on calculations of chromatic polynomials and the resultant $`W`$ functions of eq. (11) for infinite-length, finite-width strips as the width increased, was that $`_q`$ passes through $`q=0`$ and that this nonanalytic locus separates the region including the interval $`0<q<q_c(\{G\})`$ on the real axis from the outlying region for sufficiently large $`\|q\|`$ ; this is also in agreement with the calculation in for the triangular lattice. However, for finite width strips, $`_q`$ consists of arcs (and possible closed regions, as in Fig. 4 of ) which do not pass through $`q=0`$ and do not have this enclosure property. The circle (55) crosses the real axis at $`u=0`$ and at $$u_c(\{C\})=\frac{1}{a_c(\{C\})}=\frac{2}{q2}$$ (56) (cf. eq. (54)). The point $`u_c(\{C\})`$ occurs at complex temperature for $`q>2`$ and physical temperature for $`q<2`$. We shall comment further below on the case $`0<q<2`$. In the $`a`$ plane, $`_a`$ is the vertical line $$_a:Re(a)=a_c=1\frac{q}{2},\mathrm{}Im(a)\mathrm{}.$$ (57) The phase with $`Re(a)>a_c`$, to the right of this line, is the (complex-temperature extension of the) PM phase, while the phase to the left of the line is the O phase. As $`q2`$, the radius of the circle (55) goes to infinity, and at $`q=2`$, $`_u`$ is identical to $`_a`$ by the symmetry relation (27), forming the full imaginary $`u`$ axis. We next consider the special values $`q=0`$ and 1 for which noncommutativity occurs. For $`q=0`$, $`e^{f_{nq}}=0`$ as in (24) while in the PM phase with $`Re(a)>1`$, $`e^{f_{qn}}=a1`$ and in the O phase with $`Re(a)<1`$, $`\|e^{f_{qn}}\|=\|a1\|`$; the locus $`(_a)_{nq}=\mathrm{}`$, while $`(_a)_{qn}`$ is given by (57) as the vertical line $`Re(a)=1`$. For $`q=1`$, the coefficient multiplying the second term in $`Z(C_n,q,v)`$ vanishes, and $`Z(G,q=1,v)=a^n`$, a special case of (13). Here $`e^{f_{nq}}=a`$ while in the PM phase defined by $`Re(a)>a_c=1/2`$, we have $`e^{f_{qn}}=a`$ and in the O phase defined by $`Re(a)<1/2`$, we have $`\|e^{f_{qn}}\|=\|a1\|`$; $`(_a)_{nq}=\mathrm{}`$ since all of the zeros of $`Z`$ occur at the discrete point $`a=0`$, while $`(_a)_{qn}`$ is given by eq. (57) as the vertical line $`Re(a)=1/2`$. ### D Phase Transition for Antiferromagnetic Case with $`0<q<2`$ For the range $`0<q<2`$, and the antiferromagnetic case $`J<0`$, the nonanalyticity in the free energy at $`a=a_c=(2q)/2`$ in (56) occurs at the physical temperature $$T_p=\frac{\|J\|}{k_B\mathrm{ln}\left(\frac{2}{2q}\right)},0<q<2.$$ (58) Therefore, the generalization of the Potts antiferromagnet to real positive $`q`$ defined by the random cluster representation (8) has a finite-temperature phase transition in the $`n\mathrm{}`$ limit of the circuit graph, i.e. in 1D with periodic boundary conditions. (For the special value $`q=q_s=1`$, it is understood that one takes $`n\mathrm{}`$ first and then $`q1`$, i.e., one uses $`f_{qn}`$; with the other order, $`q1`$ and then $`n\mathrm{}`$, $`f_{nq}`$ is analytic and there is no phase transition.) The phase transition at $`T=T_p`$ is not a counterexample to the usual theorem that a one-dimensional spin model with short-ranged interactions does not have any phase transition at finite temperature, because the existence of this transition is inextricably connected with the failure of positivity for $`Z`$ and hence the absence of a Gibbs measure, which are implicit requirements for the applicability of the above-mentioned theorem. As $`q`$ decreases from 2 to 0, the phase transition temperature $`T_p`$ increases from 0 to infinity. In the high-temperature paramagnetic phase $`T>T_p`$, the free energy, internal energy, and specific heat are given by the same expressions as for the $`n\mathrm{}`$ limit of the Potts/random cluster model on the tree graph, eqs. (42), (43), and (44), respectively. Hence, even in the high-temperature phase, one has an unphysical negative specific heat if $`q<1`$. In the low-temperature O phase, strictly speaking, only $`\|Z\|`$ can be determined: $`\|\mathrm{exp}(f_{qn})\|=\|a1\|`$, but with an appropriate choice of multiplicative phase, we can choose $$f=\mathrm{ln}(1a),T<T_p$$ (59) and hence $$U=\frac{Ja}{1a},T<T_p$$ (60) $$C=\frac{k_BK^2a}{(1a)^2},T<T_p.$$ (61) Thus, for all $`q`$ in the range $`0<q<2`$ where there is a finite-temperature phase transition, the low-temperature phase has pathological property that the specific heat is negative. The phase transition itself is first-order, with latent heat $$\underset{TT_p^+}{lim}U\underset{TT_p^{}}{lim}U=\frac{2\|J\|(2q)}{q}.$$ (62) A basic pathology of the low-temperature phase of this antiferromagnet, i.e., the phase where $`\|v\|>\|q+v\|`$, is that $`Z`$ can be negative. For sufficiently large $`n`$, this occurs for $`1<q<2`$ if $`n`$ is odd and for $`0<q<1`$ if $`n`$ is even. Thus, if one restricts to $`q>1`$, this 1D antiferromagnetic random cluster model satisfies, at least in the high-temperature phase, the requirement that the specific heat is positive and, for the interval $`1<q<2`$, has a (first-order) finite-temperature phase transition; however, even if one restricts the approach to the $`n\mathrm{}`$ limit to even values of $`n`$, the low-temperature phase is unphysical because of the negative specific heat. One also observes that the results for the free energy and associated thermodynamic functions are the same for the $`n\mathrm{}`$ limit of the tree graph and the circuit graph, i.e. are independent of whether one uses free or periodic boundary conditions, if $`T>T_p`$, but differ for $`T<T_p`$, so that the existence of the low-temperature phase in the case of periodic boundary conditions also means that the $`n\mathrm{}`$ limit does not exist owing to different results obtained with different boundary conditions. The non-existence of a well-defined $`n\mathrm{}`$ limit for the random cluster model with non-integral $`q`$ has been noted previously in . For positive integer $`q`$, the (zero-field) $`q`$-state Potts model is invariant under the operations of the permutation group $`S_q`$; however, this symmetry group is not defined for non-integral $`q`$. In any case, the usual Peierls argument shows that even if one could define some notion of a symmetry of $`Z`$ for non-integral $`q`$, this symmetry could not be broken spontaneously in the phase transition for this 1D system or, indeed, for the random cluster model on an infinite-length, finite-width strip, to be discussed below. A further generalization of this 1D random cluster model is to keep $`q`$ real but let it be negative; in this case the model with the ferromagnetic sign of the coupling, $`J>0`$, formally has a nonanalyticity in the free energy at a positive finite value of the parameter $`T`$ given by $`k_BT=J/\mathrm{ln}[(2q)/2]`$. However, since this model does not, in general, have a positive $`Z`$, one cannot really refer to this parameter as a physical temperature and we shall not discuss this case further. ### E Other slices of $`(\{C\})`$ So far we have considered the “orthogonal” slices of $``$ obtained by holding either $`q`$ or $`q`$ constant. A different type of slice is obtained if one has $`q`$ and $`a`$ satisfy some functional relation. As an illustration of this, we consider perhaps the simplest case, namely the linear relation $`a+q=c`$, where $`c`$ is a constant. If one treats the $`a`$ and $`q`$ variables as the “horizontal” and “vertical” axes (actually planes, in terms of real variables), then the condition $`a+q=c`$ is an affine translation of a diagonal slice of the complex locus $``$. The resultant $`_a`$ is the solution of the equation $`\|c1\|=\|a1\|`$, which is a circle centered at $`a=1`$ with radius $`\|c1\|`$. The corresponding $`_q`$ is a circle centered at $`q=c1`$ with radius $`\|c1\|`$. These circles in the $`a`$ and $`q`$ planes pass through $`a=0`$ and $`q=0`$, respectively. ## V Square Strip with Free Longitudinal Boundary Conditions In this section we present the Potts model partition function $`Z(S_m,q,v)`$ for the $`L_y=2`$ strip of the square lattice $`S_m`$ with arbitrary length $`L_x=m+1`$ (i.e., containing $`m+1`$ squares) and free transverse and longitudinal boundary conditions. One convenient way to express the results is in terms of a generating function: $$\mathrm{\Gamma }(S,q,v,z)=\underset{m=0}{\overset{\mathrm{}}{}}Z(S_m,q,v)z^m.$$ (63) We have calculated this generating function using the deletion-contraction theorem for the corresponding Tutte polynomial $`T(S_m,x,y)`$ and then expressing the result in terms of the variables $`q`$ and $`v`$. We find $$\mathrm{\Gamma }(S,q,v,z)=\frac{𝒩(S,q,v,z)}{𝒟(S,q,v,z)}$$ (64) where $$𝒩(S,q,v,z)=A_{S,0}+A_{S,1}z$$ (65) with $$A_{S,0}=q(v^4+4v^3+6qv^2+4q^2v+q^3)$$ (66) $$A_{S,1}=q(v+1)(v+q)^3v^2$$ (67) and $$𝒟(S,q,v,z)=1(v^3+4v^2+3qv+q^2)z+(v+1)(v+q)^2v^2z^2.$$ (68) (The generating function for the Tutte polynomial $`T(S_m,x,y)`$ is given in the appendix.) Writing $$𝒟(S,q,v,z)=\underset{j=1}{\overset{2}{}}(1\lambda _{S,j}z)$$ (69) we have $$\lambda _{S,(1,2)}=\frac{1}{2}(T_{S12}\pm \sqrt{R_{S12}})$$ (70) where $$T_{S12}=v^3+4v^2+3qv+q^2$$ (71) and $$R_{S12}=v^6+4v^52qv^42q^2v^3+12v^4+16qv^3+13q^2v^2+6q^3v+q^4.$$ (72) In we presented a formula to obtain the chromatic polynomial for a recursive family of graphs in the form (32) starting from the generating function. It will be useful to give here the generalization of this formula for the full Potts partition function. For a strip (recursive) graph with the labelling conventions used here, the generating function can be written as $$\mathrm{\Gamma }(G,q,v,z)=\frac{𝒩(G,q,v,z)}{𝒟(G,q,v,z)}$$ (73) with $$𝒩(G,q,v,z)=\underset{j=0}{\overset{d_𝒩}{}}A_{G,j}z^j$$ (74) and $`𝒟(G,q,v,z)`$ $`=`$ $`1+{\displaystyle \underset{j=1}{\overset{d_𝒟}{}}}b_{G,j}z^j`$ (75) $`=`$ $`{\displaystyle \underset{j=1}{\overset{d_𝒟}{}}}(1\lambda _{G,j}z)`$ (77) where $$d_𝒩(G)=deg_z(𝒩(G))$$ (78) $$d_𝒟(G)=deg_z(𝒟(G))$$ (79) Then the formula is $$Z(G_m,q,v)=\underset{j=1}{\overset{d_𝒟}{}}\left[\underset{s=0}{\overset{d_𝒩}{}}A_{G,j}\lambda _j^{d_𝒟s1}\right]\left[\underset{1id_𝒟;ij}{}\frac{1}{(\lambda _{G,j}\lambda _{G,i})}\right]\lambda _{G,j}^m$$ (80) For our present open strip $`S_m`$, we have $$Z(S_m,q,v)=\frac{(A_{S,0}\lambda _{S,1}+A_{S,1})}{(\lambda _{S,1}\lambda _{S,2})}\lambda _{S,1}^m+\frac{(A_{S,0}\lambda _{S,2}+A_{S,1})}{(\lambda _{S,2}\lambda _{S,1})}\lambda _{S,2}^m$$ (81) (which is symmetric under $`\lambda _{S,1}\lambda _{S,2}`$). This shows that the $`c_{G,j}`$ can depend on both $`q`$ and $`v`$ for open strip graphs. Although both the $`\lambda _{S,j}`$’s and the coefficient functions involve the square root $`\sqrt{R_{S12}}`$ and are not polynomials in $`q`$ and $`v`$, the theorem on symmetric functions of the roots of an algebraic equation guarantees that $`Z(S_m,q,v)`$ is a polynomial in $`q`$ and $`v`$ (as it must be by (8) since the coefficients of the powers of $`z`$ in the equation (77) defining these $`\lambda _{S,j}`$’s are polynomials in these variables $`q`$ and $`v`$. This is a generalization of our discussion in from the special case of chromatic polynomials to the general case of the Potts/random cluster partition function. As will be shown below, the singular locus $`_u`$ consists of arcs that do not separate the $`u`$ plane into different regions, so that the PM phase and its complex-temperature extension occupy all of this plane, except for these arcs. For physical temperature and positive integer $`q`$, the (reduced) free energy of the Potts model in the limit $`n\mathrm{}`$ is given by $$f=\frac{1}{2}\mathrm{ln}\lambda _{S,1}.$$ (82) This is analytic for all finite temperature, for both the ferromagnetic and antiferromagnetic sign of the spin-spin coupling $`J`$. The internal energy and specific heat can be calculated in a straightforward manner from the free energy (82); since the resultant expressions are somewhat cumbersome, we do not list them here. We find that for $`q<2`$, in both the ferromagnetic and antiferromagnetic case, for sufficiently low temperature, the specific heat is negative, and hence the random cluster model is unphysical for $`q<2`$ on this family of graphs. Let us define $$D_k(q)=\frac{P(C_k,q)}{q(q1)}=\underset{s=0}{\overset{k2}{}}(1)^s\left(\genfrac{}{}{0pt}{}{k1}{s}\right)q^{k2s}$$ (83) and $`P(C_k,q)`$ is the chromatic polynomial for the circuit (cyclic) graph $`C_k`$ with $`k`$ vertices, $$P(C_k,q)=(q1)^k+(q1)(1)^k$$ (84) so that $`D_2=1`$, $`D_3=q2`$, $$D_4=q^23q+3$$ (85) and so forth for other $`D_k`$’s. In the $`T=0`$ Potts antiferromagnet limit $`v=1`$, $`\lambda _{S,1}=D_4`$ and $`\lambda _{S,2}=0`$, so that eq. (64) reduces to the generating function for the chromatic polynomial for this open square strip (cf. eq. (2.16) in ) $$\mathrm{\Gamma }(S,q,v=1;z)=\frac{q(q1)D_4}{1D_4z}$$ (86) where Equivalently, the chromatic polynomial is $$P(S_m,q)=q(q1)(D_4)^{m+1}.$$ (87) For the ferromagnetic case with general $`q`$, in the low-temperature limit $`v\mathrm{}`$, $$\lambda _{S,1}=v^3+3v^2+(q+2)v+O(1),\lambda _{S,2}=v^2+2(q1)v+O(1)\mathrm{as}v\mathrm{}$$ (88) so that $`\|\lambda _{S,1}\|`$ is never equal to $`\|\lambda _{S,2}\|`$ in this limit, and hence $`_u`$ does not pass through the origin of the $`u`$ plane for the $`n\mathrm{}`$ limit of the open square strip: $$u=0_u(\{S\}).$$ (89) In contrast, as will be shown below, $`_u`$ does pass through $`u=0`$ for this strip with cyclic or Möbius boundary conditions. For our later discussion, we record here the expressions for the $`\lambda _{S,j}`$’s for the Ising case, $`q=2`$: $$\lambda _{S,(1,2)}=\frac{1}{2}(v+2)\left[v^2+2v+2\pm (v^4+4v^2+8v+4)^{1/2}\right].$$ (90) ### A $`_q(\{S\})`$ for fixed $`a`$ We discuss here the continuous locus $`_q(\{S\})`$ in the $`q`$ plane for various values of $`a`$. For the chromatic polynomial case $`a=0`$ ($`v=1`$), $`=\mathrm{}`$, since $`W(\{S\},q)=(D_4)^{1/2}`$ has only the discrete branch point singularities (zeros) at $$q_{bp},q_{bp}^{}=1+e^{\pm i\pi /3}.$$ (91) However, for $`a0`$, the situation is qualitatively different; $`_q`$ is nontrivial. As $`a`$ increases above 0, the locus $`_q`$ forms two complex-conjugate (c.c.) arcs, as shown, for $`a=0.1`$, in Fig. 3. For small $`a`$, these arcs lie near to the circle $`\|q1\|=1`$; as $`a`$ decreases, they shorten and as $`a0`$, they degenerate to the c.c. points $`q_{bp},q_{bp}^{}`$ in eq. (91). The endpoints of the arcs are the (finite) branch point singularities of $`\lambda _{S,j}`$, $`j=1,2`$, arising from the zeros of the square root in (70); for example, for $`a=0.1`$, these endpoints occur at $`q1.0654+0.9293i`$ and $`q1.6346+0.59275i`$, together with their complex conjugates. From Fig. 3, one can see that the density of chromatic zeros is greatest at the endpoints and minimal at the centers of the arcs. As $`a`$ increases, these arcs extend downward toward the positive real $`q`$ axis. As $`a`$ reaches the value $`a=9/16`$, the arcs touch the real axis at $`q=63/64=0.984375`$, thereby joining to form a single self-conjugate arc with endpoints at $`q,q^{}=(21\pm 14\sqrt{6}i)/640.3281\pm 0.5358i`$. As $`a`$ increases above the value 9/16, $`_q`$ consists of the self-conjugate arc and a line segment on the real axis, which spreads out from the point $`q=63/64`$. This corresponds to the fact that for $`a9/16`$, the expression in the square root in eq. (70) has real as well as complex zeros. An illustration is given for $`a=0.9`$ in Fig. 4. As $`a1`$, the locus $`_q`$ shrinks in toward the origin. For the ferromagnetic range $`a>1`$, $`_q`$ is located in the $`Re(q)0`$ half-plane and forms c.c. arcs together with a line segment on the negative real axis, as illustrated for $`a=2`$ in Fig. 5. One can also consider negative real values of $`a`$, which correspond to complex temperature. As $`a`$ decreases from 0 through real values, $`_q`$ forms arcs, as was the case when $`a`$ increased from 0; these arcs have endpoints at the branch point singularities of $`\lambda _{S,j}`$ and elongate as $`a`$ moves downward in the range $`1<a<0`$. As $`a`$ reaches $`1`$, these arcs touch the positive real $`q`$ axis at the point $`q=2`$ and join to form a single self-conjugate arc (with endpoints at $`4\pm 4i`$), but as $`a`$ decreases below $`1`$, the arcs retract from the real axis to form two c.c. parts again. It is straightforward to consider complex values of $`a`$ also, but we shall restrict ourselves to real $`a`$ here. ### B $`_u(\{S\})`$ for fixed $`q`$ For our analysis of $`_u(\{S\})`$ we start with large $`q`$. Here $`_u`$ consists of a self-conjugate arc that crosses the real $`u`$ axis, together with a complex-conjugate pair of arcs that are concave toward the real $`u`$ axis. As $`q\mathrm{}`$, these arcs all shrink and move in toward the origin of the $`u`$ plane. This limit thus commutes with the result of taking $`q\mathrm{}`$ first before taking $`n\mathrm{}`$; in this case, $$\lambda _{S,1}=q^2+3vq+O(1),\lambda _{S,2}=v^2(1+v)+O\left(\frac{1}{q}\right)\mathrm{as}q\mathrm{}$$ (92) so that the degeneracy equation $`\|\lambda _{S,1}\|=\|\lambda _{S,2}\|`$ has no solution for $`q\mathrm{}`$. In Fig. 6 we show the complex-temperature zeros of $`Z`$ for a typical value, $`q=10`$, calculated for $`L_x=m+1=20`$, i.e., $`n=42`$. With this large a value of $`n`$, these zeros occur close to the asymptotic locus $`_u`$ and give an adequate indication of its location. The self-conjugate arc crosses the real $`u`$ axis at $`u0.3954`$ where the quantity $`T_{S12}`$ in eq. (71) vanishes, so that $`\|\lambda _{S,1}\|=\|\lambda _{S,2}\|`$. The endpoints of this arc occur at two of the zeros of the square root in eq. (70), viz., $`u0.2937\pm 0.3870i`$. The two c.c. arcs have their endpoints at the four other zeros of this square root, at $`u0.1361\pm 0.14245i`$ and $`u0.1178\pm 0.8130i`$. As $`q`$ decreases, the endpoints of the self-conjugate arc retract toward the real axis, it curls over to be more concave to the right, and the point at which it crosses the real axis moves to the left. For example, for $`q=4`$, the self-conjugate arc crosses the real axis at $`u=1`$ and has its endpoints at $`q0.4341\pm 1.3178i`$, and the c.c arcs extend between endpoints at $`q0.3697\pm 0.2394i`$ and $`q0.1711\pm 0.1593i`$. For $`q=3`$ (see Fig. 7), the self-conjugate arc crosses the real axis at $`u1.2767`$ and has endpoints at $`q0.5498\pm 0.2489i`$, and the c.c. arcs extend between $`q0.0839\pm 2.0177i`$ and $`0.1892\pm 0.1974i`$, passing through the points $`u,u^{}=e^{\pm 2\pi i/3}`$. These results for $`q=3`$ and 4 have interesting implications that we shall discuss further below. The changes in $`_u`$ as $`q`$ decreases further toward $`q=2`$ are illustrated in Fig. 8 where we show the $`q=2.5`$ case. The self-conjugate arc crosses the real axis at $`u1.323`$ and has endpoints at $`u0.7249\pm 0.2083i`$ while the c.c pairs of arcs have endpoints at $`q0.2006\pm 0.2272i`$ and $`q0.56505\pm 2.4351i`$. For $`q=2`$ (Fig. 9), the quartic polynomial in the square root of eq. (70) factorizes into a quadratic polynomial times $`(v+2)^2`$, yielding the result (90). Correspondingly, the self-conjugate arc disappears, and the locus $``$ consists of two complex-conjugate arcs located in the half-plane $`Re(q)0`$, and touching the imaginary axis at $`u=\pm i`$. This locus is invariant under the inversion map $`u1/u`$. The upper arc extends from the left endpoint at $`u_{e1}0.2138+0.2720i`$ through $`u=i`$ to a right endpoint at $`u_{e2}=1/u_{e1}^{}1.786152.2720i`$, and so forth for the c.c. arc. As we have discussed before in the context of $`_q`$ (see also ), these endpoints are the zeros of the square root in (90) where there are finite branch point singularities in $`\lambda _{S,1}`$. There is also a discrete zero of $`Z`$ at the point $`u=1`$ with multiplicity scaling proportional to the lattice size. As we proved in a previous theorem (Theorem 6 of Ref. ), this zero arises for the Ising model on a lattice with odd coordination number; in the present case, all of the vertices of the strip $`S`$ except those on the four end-corners have $`\mathrm{\Delta }=3`$. Because of the unphysical nature of the Potts/random cluster model for $`q<2`$, we shall not discuss this range except to mention another example of the noncommutativity (19) at $`q=0`$. If one first sets $`q=0`$ and calculates $`Z`$, then, since $`Z=0`$ identically, the set of zeros of $`Z`$ is vacuous. However, if one takes the limit $`n\mathrm{}`$, calculates the accumulation set $`_u`$, and then takes the limit $`q0`$, one finds that $`lim_{q1}_u`$ is not the empty set. This is clear from the fact that in the limit $`q0`$ $$\lambda _{S,(1,2);q=0}=\frac{v^2}{2}\left[v+4\pm (v^2+4v+12)^{1/2}\right]$$ (93) so that the degeneracy equation $`\|\lambda _{S,1;q=0}\|=\|\lambda _{S,2;q=0}\|`$ has a nontrivial solution, namely the section of the the circular arc in the $`Re(u)<0`$ half-plane $$_u:u=\frac{1}{3}e^{i(\pi \pm \theta )},0\theta arctan(2\sqrt{2})$$ (94) which crosses the real axis at $`u=1/3`$ (i.e., $`v=4`$) and has endpoints at $`u=(1\pm 2\sqrt{2}i)/9`$. ## VI Cyclic and Möbius Ladder Graphs ### A Results for $`Z`$ By either using an iterative application of the deletion-contraction theorem for Tutte polynomials and converting the result to $`Z`$, or by using a transfer matrix method (in which one starts with a $`q^2\times q^2`$ transfer matrix and generalizes to arbitrary $`q`$), one can calculate the partition function for the cyclic and Möbius ladder graphs of arbitrary length, $`Z(G,q,v)`$, $`G=L_m,ML_m`$. We have used both methods as checks on the calculation. Our results have the general form (29) with $`N_\lambda =6`$ and are $$Z(L_m,q,v)=\underset{j=1}{\overset{6}{}}c_{L,j}(\lambda _{L,j})^m$$ (95) and $$Z(ML_m,q,v)=\underset{j=1}{\overset{6}{}}c_{ML,j}(\lambda _{ML,j})^m$$ (96) where $$\lambda _{ML,j}=\lambda _{L,j},j=1,\mathrm{},6$$ (97) $$\lambda _{L,1}=v^2$$ (98) $$\lambda _{L,2}=v(v+q)$$ (99) $$\lambda _{L,(3,4)}=\frac{v}{2}\left[q+v(v+4)\pm (v^4+4v^3+12v^22qv^2+4qv+q^2)^{1/2}\right]$$ (100) and $$\lambda _{L,5}=\lambda _{S,1},\lambda _{L,6}=\lambda _{S,2}$$ (101) where $`\lambda _{S,j}`$, $`j=1,2`$ for the open ladder were given above in eq. (70). We note that $`\lambda _{L,3}\lambda _{L,4}=(1+v)(q+v)v^3`$ and $`\lambda _{L,5}\lambda _{L,6}=(1+v)(q+v)^2v^2`$. Chromatic and Tutte polynomials for recursive families of graphs obey certain recursion relations . In terms of the equivalent Tutte polynomial, given in the appendix, the results (95) and (96) agree with a recursion relation given in Ref. (see also ). The coefficient functions for the cyclic and Möbius ladders are $$c_{L,1}=q^23q+1$$ (102) $$c_{L,2}=c_{L,3}=c_{L,4}=c_{ML,3}=c_{ML,4}=q1$$ (103) $$c_{L,5}=c_{L,6}=c_{ML,5}=c_{ML,6}=1$$ (104) $$c_{ML,1}=1$$ (105) $$c_{ML,2}=1q.$$ (106) Because of the equalities $`c_{G,3}=c_{G,4}`$ and $`c_{G,5}=c_{G,6}`$ for $`G=L`$ and for $`G=ML`$, we can again apply the theorem on symmetric polynomial functions of roots of algebraic equations to confirm that, although the $`\lambda _{G,j}`$’s for nonpolynomial algebraic functions of $`q`$ and $`v`$ for $`j=3,4,5,6`$, $`Z(G_m,q,v)`$ is a polynomial function of these variables $`q`$ and $`v`$, as it must be by (8). ### B Special values and expansions of $`\lambda `$’s We discuss some special cases. First, for the zero-temperature Potts antiferromagnet, i.e. the case $`a=0`$ ($`v=1`$), the partition functions $`Z(L_m,q,v)`$ and $`Z(ML_m,q,v)`$ reduce, in accordance with the general result (10), to the respective chromatic polynomials $`P(L_m,q)`$ and $`P(ML_m,q)`$ calculated in . In this special case, we have $`\lambda _{L,1}=1`$, $`\lambda _{L,2}=1q`$, and (for an appropriate choice of sign of terms of the form $`\sqrt{(q3)^2}`$ and $`\sqrt{(D_4)^2}`$ ) $`\lambda _{L,3}=3q`$, $`\lambda _{L,4}=0`$, $`\lambda _{L,5}=D_4=q^23q+3`$, and $`\lambda _{L,6}=0`$. For the infinite-temperature value $`a=1`$, we have $`\lambda _{L,j}=0`$ for $`j=1,2,3,4,6`$, while $`\lambda _{L,5}=q^2`$, so that $`Z(G,q,a=1)=q^{2m}=q^n`$ for $`G=L_m,ML_m`$, in accord with the general result (14). At $`q=0`$, besides the $`q`$-independent $`\lambda _{L,1}`$, we find $$\lambda _{L,2}=(a1)^2$$ (107) $$\lambda _{L,3}=\lambda _{L,5}=\frac{1}{2}(a1)^2\left[a+3+(a^2+2a+9)^{1/2}\right]$$ (108) $$\lambda _{L,4}=\lambda _{L,6}=\frac{1}{2}(a1)^2\left[a+3(a^2+2a+9)^{1/2}\right].$$ (109) Since $`\lambda _{L,3}`$ and $`\lambda _{L,5}`$ are leading and are degenerate at this point, it follows that $$q=0\mathrm{is}\mathrm{on}_q(\{L\})a.$$ (110) At $`q=1`$, $`c_{L,j}=0`$ for $`j=2,3,4`$ so that the corresponding $`\lambda _{L,j}`$, $`j=2,3,4`$, do not contribute to $`Z`$. Further, $`c_{L,1}=1=c_{L,j}`$, $`j=5,6`$ and $`\lambda _{L,1}=\lambda _{L,6}=(a1)^2`$ so that the contributions of these terms cancel in $`Z`$, leaving only the contribution of $`\lambda _{L,5}`$: $`Z(L_m,q=1,a)=(\lambda _{L,5})^m=a^{3m}`$, in agreement with the general formula (13). In order to study the zero-temperature critical point in the ferromagnetic case and also the properties of the complex-temperature phase diagram, we calculate the $`\lambda _{G,j,u}`$’s corresponding to the $`\lambda _{G,j}`$’s, using eq. (38). This gives $`\lambda _{L,1,u}=u(1u)^2`$, $`\lambda _{L,2,u}=u(1u)[1+(q1)u)]`$, and so forth for the others. In the vicinity of the point $`u=0`$ one has $$\lambda _{L,1,u}=u2u^2+u^3$$ (111) $$\lambda _{L,2,u}=u+(q2)u^2+(1q)u^3$$ (112) and the Taylor series expansions $$\lambda _{L,3,u}=1u^2+2(q2)u^3+O(u^4)$$ (113) $$\lambda _{L,4,u}=u+(q4)u^2+(73q)u^3+O(u^4)$$ (114) $$\lambda _{L,5,u}=1+(q1)u^2\left[1+4u+O(u^2)\right]$$ (115) $$\lambda _{L,6,u}=u+2(q2)u^2+(q^27q+7)u^3+O(u^4).$$ (116) Hence, at $`u=0`$, $`\lambda _{L,3,u}`$ and $`\lambda _{L,5,u}`$ are dominant and $`\|\lambda _{L,3,u}\|=\|\lambda _{L,5,u}\|`$, so that the point $`u=0`$ is on $`_u`$ for any $`q0,1`$, where the noncommutativity (19) occurs. For $`q>0`$, $`\lambda _{L,5,u}`$ is dominant on the real $`u`$ axis in the vicinity of $`u=0`$ and hence in the PM and O phases that can be reached by analytic continuation therefrom, while the term $`\lambda _{L,3,r}`$ is dominant on the imaginary $`u`$ axis in the neighborhood of the origin, and hence in the O phases that can be reached by analytic continuation from this neighborhood. To determine the angles at which the branches of $`_u`$ cross each other at $`u=0`$, we write $`u`$ in polar coordinates as $`u=re^{i\theta }`$, expand the degeneracy equation $`\|\lambda _{L,3,u}\|=\|\lambda _{L,5,u}\|`$, for small $`r`$, and obtain $`qr^2\mathrm{cos}(2\theta )=0`$, which implies that (for $`q0,1`$) in the limit as $`r=\|u\|0`$, $$\theta =\frac{(2j+1)\pi }{4},j=0,1,2,3$$ (117) or equivalently, $`\theta =\pm \pi /4`$ and $`\theta =\pm 3\pi /4`$. Hence there are four branches of $`_u`$ intersecting at $`u=0`$ and these branches cross at right angles. The point $`u=0`$ is thus a multiple point on the algebraic curve $`_u`$, in the technical terminology of algebraic geometry (i.e., a point where several branches of an algebraic curve cross ). In order to investigate how these crossings depend on $`L_y`$, we have calculated $`Z`$ for the cyclic strip graph of the square lattice with the next larger width, $`L_y=3`$. Since the $`T=0`$ critical point for the Potts ferromagnet is present for each $`q0,1`$, it suffices to do this calculation for the simple $`q=2`$ Ising case (bearing in mind the noncommutativity that applies at special values $`q_s`$ as discussed above). We find that there are two $`\lambda _j`$’s that are dominant near $`u=0`$, and the small–$`u`$ expansion of the degeneracy equation yields the condition $`r^3\mathrm{cos}(3\theta )=0`$, so that there are six curves on $`_u`$ crossing $`u=0`$, at the angles $`\theta =(2j+1)\pi /6`$, $`j=0,1,\mathrm{},5`$. This leads to the generalization that for the cyclic strip graph of the square lattice with width $`L_y`$, there are $`2L_y`$ curves on $`_u`$ that cross each other at $`u=0`$, at the angles $`\theta =(2j+1)\pi /(2L_y)`$, $`j=0,1,\mathrm{},2L_y1`$. This inference implies, in turn, that in the limit $`L_y\mathrm{}`$, an infinite number of curves on $`_u`$ intersect at $`u=0`$, and the complex-temperature (Fisher) zeros become dense in the neighborhood of this point. Since the origin of this phenomenon is not dependent in detail on the lattice type, one would also infer that it occurs for infinite-length width $`L_y`$ cyclic strips of other lattices. For $`q=0,1`$ the (23) occurs, with $`(_u)_{nq}=\mathrm{}`$ by eqs. (25) and (26), but $`(_u)_{qn}\mathrm{}`$. While $`_u`$ is compact for $`q2`$, it is noncompact for $`q=2`$, where the symmetry (27) holds. Our exact calculations yield the following general result $$(\{L\})=(\{ML\}).$$ (118) This is in accord with the conclusion that the singular locus is the same for an infinite-length finite-width strip graph for given transverse boundary conditions, independent of the longitudinal boundary condition. This generalizes our previous finding that $`_q`$ was independent of the longitudinal boundary conditions for the case $`a=0`$ . In the present case, the result (118) follows immediately because $`Z(L_m,q,v)`$ and $`Z(ML_m,q,v)`$ involve the same $`\lambda _j`$’s. We note that this is a sufficient, but not necessary condition for the loci to be the same for a given family of graphs when one changes the longitudinal boundary conditions; it may be recalled that for the $`T=0`$ Potts antiferromagnet on the width $`L_y=3`$ strip of the square with periodic transverse boundary conditions, when one changed from periodic to twisted periodic longitudinal boundary conditions, i.e. toroidal to Klein bottle topology, three of the $`N_\lambda =8`$ terms were absent. However, since none of these was a dominant term anywhere, the locus $`_q`$ was the same for either toroidal or Klein bottle boundary conditions. From our calculation of the chromatic polynomial for the width $`L_y=3`$ strip of the triangular lattice with both free and periodic transverse boundary conditions and periodic and twisted periodic longitudinal boundary conditions we found that a similar situation occured for the toroidal versus Klein bottle boundary conditions: six of the $`N_\lambda =11`$ terms in the toroidal case were absent in the Klein bottle case, but again none of these was dominant anywhere. Owing to the equality (118), we shall henceforth, for brevity of notation, refer to both $`(\{L\})`$ and $`(\{ML\})`$ as $`(\{L\})`$ and similarly for specific points on $``$, such as $`q_c(\{L\})=q_c(\{ML\})`$, etc. ### C $`_q(\{L\})`$ for fixed $`a`$ We find that $`_q(\{L\})`$ crosses the real $`q`$ axis at $$q_c(\{L\})=(1a)(a+2).$$ (119) This is the solution to the degeneracy equation of leading terms $`\|\lambda _{L,5}\|=\|\lambda _{L,3}\|=\|\lambda _{L,2}\|`$. As $`a`$ increases from 0 to 1, $`q_c(\{L\})`$ decreases monotonically from 2 to 0. From eq. (119) it follows that there are, in general, two values of $`a`$ that correspond to this value of $`q`$ on $`(\{L\})`$, viz., $$a_{c,\pm }(\{L\})=\frac{1}{2}[1\pm \sqrt{94q}],i.e,u_{c,\pm }(\{L\})=\frac{1\pm \sqrt{94q}}{2(q2)}.$$ (120) ### D Antiferromagnetic Case, $`T=0`$ We start with the $`T=0`$ antiferromagnet, i.e. the case $`a=0`$. After initial studies in Refs. , the locus $``$ was determined in Ref. . As is shown in Fig. 3 of Ref. , $`_q`$ separates the $`q`$ plane into four regions, and $`q_c(\{L\})=2.`$ The outermost region is $`R_1`$, and includes the segments $`2q`$ and $`q<0`$ on the real $`q`$ axis; in this region $`\lambda _{L,5}`$ is dominant. The innermost region, denoted $`R_3`$, includes the segment $`0q2`$ on the real axis; in this region, the term $`\lambda _{L,3}`$ is dominant. In addition, there are two other complex-conjugate regions, $`R_2`$ and $`R_2^{}`$, which touch the real axis at $`q=q_c(\{L\})=2`$ and stretch outward to triple points at $$q_{L,trip.},q_{L,trip.}^{}=2\pm \sqrt{2}i.$$ (121) The part of $``$ separating region $`R_3`$ from regions $`R_2`$, $`R_2^{}`$ is the line segment $`Re(q)=2`$, $`\sqrt{2}Im(q)\sqrt{2}`$. In regions $`R_2`$, $`R_2^{}`$, $`\lambda _2`$ is dominant. At $`q=2`$ all four terms are degenerate (recall that for $`a=0`$, $`\lambda _{L,4}=\lambda _{L,6}=0`$). At the triple points $`q_{L,trip.}`$, there are three degenerate leading terms, with $`\|\lambda _{L,5}\|=\|\lambda _{L,3}\|=\|\lambda _{L,2}\|`$. All four regions are contiguous at $`q_c(\{L\})`$. ### E Antiferromagnet Case for $`T>0`$ We proceed to consider the regions in the $`q`$ plane for the Potts antiferromagnet at arbitrary nonzero temperature, i.e. the range $`0<a1`$. The zeros of $`Z`$ in the $`q`$ plane are shown for several values of $`a`$ in the figures. In this range $`0<a<1`$ we find a number of general features. As was true at $`T=0`$, $`_q`$ continues to separate the $`q`$ plane into different regions and, as indicated in eq. (110) and (119), this locus crosses the real axis at $`q=0`$ and $`q_c(\{L\})`$. $`_q`$ consists of a single connected component made up of several curves. Commenting on the regions in the $`q`$ plane, starting for $`a`$ near 0, we note that again the region $`R_1`$ is the outermost, and includes the semi-infinite line segment on the real axis $`q>q_c(\{L\})`$ and $`q<0`$; region $`R_3`$ is the innermost region, and includes the line segment $`0qq_c(\{L\})`$. The complex-conjugate regions $`R_2`$ and $`R_2^{}`$ extend upward and downward from $`q_c(\{L\})`$ to triple points. As $`a`$ increases, the complex-conjugate regions $`R_2`$ and $`R_2^{}`$ are reduced in size. As is evident in the figures, as $`a`$ increases from 0 to 1, the locus $`_q`$ contracts toward the origin, $`q=0`$ and in the limit as $`a1`$, it degenerates to a point at $`q=0`$. This also describes the general behavior of the partition function zeros themselves. That is, for finite graphs, there are no isolated partition function zeros whose moduli remains large as $`a1`$. This is clear from continuity arguments in this limit, given eq. (14). ### F Ferromagnetic Case In Fig. 13 we show the zeros of $`Z`$ for a typical ferromagnetic values, $`a=2`$. We find the following general features of $`_q`$ for the ferromagnetic Potts model for the full range of temperature. The locus $`_q`$ contains a heart-shaped figure and a finite line segment on the negative real $`q`$ axis. The line segment occurs because the expression in the square roots in $`\lambda _{L,5}`$ and $`\lambda _{L,6}`$, given as $`R_{S12}`$ in eq. (72), is negative in an interval of the negative real axis, yielding a pure imaginary square root so that, given that $`T_{S12}`$ is real, $`\|\lambda _{L,5}\|=\|\lambda _{L,6}\|`$. For example, for the case shown in Fig. 13, $`R_{S12}<0`$ for $`3.73<q<2.10`$; within this interval, $`\|\lambda _{L,5}\|=\|\lambda _{L,6}\|`$ are leading for $`3.73<q<3.35`$, thereby producing the line segment. (For the remaining part of the interval, $`3.35<q<2.10`$, these eigenvalues have smaller magnitudes than $`\|\lambda _{L,3}\|`$ and hence do not determine the locus $`_q`$.) The size of the heart-shaped boundary increases as $`a`$ increases. Since $`q_c(\{L\})`$, given in eq. (119), is negative, $`_q`$ does not intersect the positive real $`q`$ axis. As was true for the Potts AF, in the region exterior to $`_q`$ in the $`q`$ plane, the dominant $`\lambda _j`$ is $`\lambda _{L,5}`$, so that the (reduced) free energy is $$f=\frac{1}{2}\mathrm{ln}\lambda _{L,5}=\frac{1}{2}\mathrm{ln}\lambda _{S,1}$$ (122) where $`\lambda _{S,1}`$ was given in eq. (70). For the range $`q>2`$ where this system has acceptable physical behavior, the above expression for the free energy holds for all (physical) temperatures. We shall discuss the thermodynamics further below. In the region interior to $`_q`$, $`\lambda _{L,3}`$ is dominant, so $`\|e^f\|=\|\lambda _{L,3}\|^{1/2}`$. ### G $`_q`$ for $`a<0`$ We briefly comment on $`_q`$ for negative real values of $`a`$, which correspond to complex temperature (as well as complex values of $`a`$ not considered here). For the interval $$\frac{1}{2}<a<0$$ (123) the regions $`R_2`$ and $`R_2^{}`$, which were separate, although contiguous at $`q=q_c(\{L\})`$, for $`a`$ in the interval $`0a<1`$, now merge to form one region, which we shall call $`R_{22}`$ to indicate this merger. In this region, $`\lambda _{L,2}`$ is dominant. The $`R_{22}R_1`$ boundary is determined by the degeneracy equation $`\|\lambda _{L,2}\|=\|\lambda _{L,5}\|`$ and crosses the real axis at $`q_c(\{L\})`$. The point at which the $`R_3R_{22}`$ boundary crosses the real axis is determined by the relevant root of the threefold degeneracy equation $`\|\lambda _{L,3}\|=\|\lambda _{L,2}\|=\|\lambda _{L,5}\|`$, and is $$q_b\mathrm{}=2(1a)\mathrm{for}\frac{1}{2}<a<0.$$ (124) The width of the merged $`R_{22^{}}`$ region on the real axis is thus $`(a)(1a)`$ for this range of $`a`$. As $`a`$ decreases in the interval (123), $`q_b\mathrm{}`$ and $`q_c`$ both increase above 2. When $`a`$ decreases through the value $`a=1/2`$, at which point $`q_b\mathrm{}=9/4`$, the square root in $`\lambda _{L,3}`$ becomes complex. Viewed the other way, solving eq. (124) for $`a`$ gives $$a_{b\pm }=\frac{1}{2}\left[1\pm \sqrt{94q}\right].$$ (125) We are interested in the larger solution, $`a_{b+}`$. When $`q`$ increases through 9/4, corresponding to $`a_{b+}=1/2`$, the square root becomes complex, and there is no longer a real solution for $`a_{b\pm }`$. The region diagram changes qualitatively for $`a<1/2`$. The illustrative case $`a=1`$ is shown in Fig. 14. Note that $`Z(L_m,q,a=1)`$ has an overall factor $`q(q2)`$. Here $`_q`$ crosses the real $`q`$ axis at $`q=2`$ and $`q=q_c=4`$ as well as at $`q=0`$. The crossing at $`q=4`$ is a multiple point on the algebraic curve. Other interesting changes occur for larger negative values of $`a`$, but we shall forgo discussing them to proceed to the physical range of real $`a1`$. ### H Thermodynamics of the Potts Model on the $`L_y=2`$ Strip #### 1 $`q2`$ In this section we first restrict to the range $`q2`$ where the Potts/random cluster model has physical behavior for both the ferromagnetic and antiferromagnetic cases, and then consider the behavior for $`0<q<2`$. For $`q2`$, the free energy is given for all temperatures by (122). It is straightforward to obtain the internal energy $`U`$ and specific heat $`C`$ from this free energy; since the expressions are somewhat complicated we do not list them here but instead concentrate on their high- and low-temperature expansions and general features, as compared with those for the $`L_y=1`$ case. The high-temperature expansion of $`U`$ is $$U=\frac{3J}{2q}\left[1+\frac{(q1)}{q}K+O(K^2)\right].$$ (126) The expression in brackets is the same as that for the $`L_y=1`$ strip up to and including the $`K^2`$ term. For the specific heat we have $$C=\frac{3k_B(q1)K^2}{2q^2}\left[1+\frac{(q2)}{q}K+O(K^2)\right]$$ (127) (here the order $`K^2`$ term differs from that for $`L_y=1`$.) The low-temperature expansions for the ferromagnet ($`K\mathrm{}`$) and antiferromagnet ($`K\mathrm{}`$) are $$U=J\left[\frac{3}{2}+(q1)e^{2K}\left[1+6e^K+7(q1)e^{2K}+O(e^{3K})\right]\right]\mathrm{as}K\mathrm{}$$ (128) and $$U=\frac{(J)e^K}{2(D_4)^2}\left[t_1+t_2e^K+O(e^{2K})\right]\mathrm{as}K\mathrm{}$$ (129) where $`D_4=q^23q+3`$ was given in (85) and $$t_1=(q2)(3q^29q+8)$$ (130) $$t_2=\frac{(3q^642q^5+211q^4532q^3+734q^2534q+162)}{(D_4)^2}$$ (131) $$C=2k_BK^2(q1)e^{2K}\left[1+9e^K+14(q1)e^{2K}+O(e^{3K})\right]\mathrm{as}K\mathrm{}$$ (132) and $`C={\displaystyle \frac{k_BK^2e^K}{2(D_4)^2}}[t_1+2t_2e^K+O(e^{2K})].\mathrm{as}K\mathrm{}`$ (133) Again, we observe that for the Ising case $`q=2`$, these expansions satisfy the symmetry relations (17) and (18). (In passing, we mention the generalization of the first term in eq. (128) to arbitrary $`L_y`$: in the $`T=0`$ limit of the Potts ferromagnet, $$U=\frac{\mathrm{\Delta }_{ave}J}{2}=2\left[1\frac{1}{2L_y}\right]J.$$ (134) We show plots of $`C`$ (with $`k_B=1`$) for the ferromagnetic and antiferromagnetic Potts model on the $`L_y=2`$ strip (in the $`L_x\mathrm{}`$ limit) in Figs. 15 and 16. As was true for $`L_y=1`$, in the antiferromagnetic case, $`C`$ is a decreasing function of $`q`$ for all finite temperature, while in the ferromagnetic case, $`C`$ increases (decreases) with $`q`$ at low (high) temperatures and has a maximum that increases with $`q`$. For a fixed $`q`$, by comparing the previous plots of the specific heat on the line ($`L_y=1`$ case) with the corresponding plots for the $`L_y=2`$ strip, for the ferromagnet, and for the antiferromagnet, one can see quantitatively how the behavior of this function changes as $`L_y`$ increases. For both the $`L_y=1`$ and $`L_y=2`$ strips, we observe that the exponential zero in the specific heat as $`T0`$ for both the ferromagnetic and antiferromagnetic cases is $`C(q1)K^2e^{L_y\|K\|}`$. For comparative purposes we have also calculated the partition function, free energy, and these thermodynamic functions for the Ising model on the strip with the next larger width, $`L_y=3`$. We find that the above dependence on $`L_y`$ is again exhibited, namely $`CK^2e^{3\|K\|}`$. In view of the fact that the Potts ferromagnet has a zero-temperature critical point for the infinite-length, finite-width strip graphs of the square lattice (as does the Potts antiferromagnet in the $`q=2`$ case where it is equivalent to the ferromagnet on these graphs), it is of interest to investigate the dependence of the singularities in thermodynamic functions on the strip width $`L_y`$. As is typical for systems at their lower critical dimensionality, these are essential singularities. We have done this comparative study above for the specific heat. We next consider the (divergent) exponential singularities in the correlation length and the (uniform, zero-field) susceptibility (again, in the $`q=2`$ case, under the replacement $`JJ`$ and uniform $``$ staggered, this subsumes the antiferromagnetic case). Define the ratio of the subleading eigenvalue divided by the leading eigenvalue of the transfer matrix for the strip graphs with periodic longitudinal boundary conditions considered here as $`\rho _{L_y}`$. Thus $$\rho _1=\frac{\lambda _{C,2}}{\lambda _{C,1}}=\frac{v}{q+v}$$ (135) and $$\rho _2=\frac{\lambda _{L,3}}{\lambda _{L,5}}.$$ (136) We have also calculated $`\rho _3`$ for the Ising case, but since it is a rather messy expression involving cube roots, we do not display it here. These ratios $`\rho _{L_y}`$ control the asymptotic decay of the spin-spin correlation function. For example, in the $`n\mathrm{}`$ limit, the spin-spin correlation function in the 1D case is given by $`\sigma _r\sigma _r^{}(\rho _1)^{\|rr^{}\|}`$. The correlation length can be written as $$\xi =\frac{1}{\mathrm{ln}\rho _{L_y}}.$$ (137) For the 1D case, one knows that the correlation length has an exponential divergence as $`T0`$: $`\xi q^1e^K+O(1)`$. For the $`L_y=2`$ strips we find $$\xi q^1e^{2K}+O(e^K),\mathrm{as}T0\mathrm{for}\{G\}=\{L\}.$$ (138) and for the Ising model on the width $`L_y=3`$ strip, we obtain $`\xi (1/2)e^{3K}+O(e^{2K})`$. These results show that the exponential divergence in the correlation length is more rapid for larger width $`L_y`$ and are consistent with an inference that $`\xi q^1e^{L_yK}+O(e^{(L_y1)K})`$ as $`T0`$. The fact that the correlation length diverges more rapidly as $`L_y`$ increases is easily explained since this is due to the spin-spin interactions and the average effect of these interactions, as determined by the average coordination number, $`\mathrm{\Delta }_{ave}`$ in eq. (16), increases as $`L_y`$ increases. The zero-field susceptibility (per site) is well known for the 1D case: $`\chi =\beta (1+\rho _1)/(1\rho _1)`$, which diverges as a function of $`K`$ like $`\chi Ke^K`$ as $`K\mathrm{}`$. Our results for $`L_y=2,3`$ support the inference that $`\chi Ke^{L_yK}`$ as $`K\mathrm{}`$. The more rapid divergence in $`\chi `$ as $`L_y`$ increases can be explained in the same way as was done for the correlation length. The inferred $`L_y`$ dependence of the divergences in the correlation length $`\xi `$ and susceptibility $`\chi `$ at the zero-temperature critical point of the Potts ferromagnet dramatically illustrate the fact that the thermodynamic behavior of the model on this sequence of infinite-length, width $`L_y`$ strips of the square lattice is quite different, even in the limit $`L_y\mathrm{}`$, from the behavior of the model on the square lattice. In the latter case, the thermodynamic limit is $`L_x\mathrm{}`$, $`L_y\mathrm{}`$, with $`lim_{L_x\mathrm{}}L_y/L_x`$ equal to a finite nonzero constant. For the strips, for any $`L_y`$ no matter how large, the ferromagnet is critical only at $`T=0`$, and as $`T0`$ and $`\xi \mathrm{}`$, the strip acts as a one-dimensional system, since $`lim_{L_x\mathrm{}}L_y/L_x=0`$. In contrast, for the Potts model on the square lattice, the phase transition occurs at finite temperature, at the known value $`K_c=\mathrm{ln}(1+\sqrt{q})`$. These studies of the thermodynamic behavior of the Potts model for general $`q`$ on $`L_y\times \mathrm{}`$ strips thus complement studies such as those on the approach to the thermodynamic limit of the Ising model on $`L_x\times L_y`$ rectangular regions, in which $`L_x`$ and $`L_y`$ both get large with a fixed finite ratio $`L_y/L_x`$ , and finite-size scaling analyses . These differences are also evident in the behavior of $`_u`$; we have inferred above that as $`L_y\mathrm{}`$, there are an infinite number of curves on $`_u`$ that cross each other at the ferromagnetic zero-temperature critical point, $`u=0`$, so that the Fisher zeros become dense in the neighborhood of this point. This is quite different from the accumulation set of the Fisher zeros for the square lattice; although this is known exactly only for the Ising case, the existence of low-temperature expansions with a finite radius of convergence for the $`q`$-state Potts model is equivalent to the statement that the singular locus $`_u`$ does not pass through $`u=0`$. In the case of the antiferromagnet, as we have shown , for $`q`$ values that are only moderately above the value of $`q=3`$ where the Potts antiferromagnet is critical on the square lattice, the ground state entropy of infinite-length, finite-width strips rapidly approaches its value for the square lattice. For the ($`L_x\mathrm{}`$ limit of the) $`L_y=2`$ strip, this is given by $`S_0=(1/2)k_B\mathrm{ln}(q^23q+3)`$, which is nonzero for $`q>2`$. The analytic expressions for the $`L_y=3,4`$ cases are given in . This can be understood because the ground state entropy is a disorder quantity and, for $`q>3`$ is not associated with any large correlation length. #### 2 $`0<q<2`$: Phase Transition for Antiferromagnet For the range $`0<q<2`$, our result for $`a_{c,+}`$ in eq. (120) shows that $``$ crosses the positive real $`a`$ axis in the interval $`0<a<1`$, so that the Potts/random cluster antiferromagnet has a finite-temperature phase transition, at the temperature $$T_{L,p}=\frac{J}{k_B\mathrm{ln}\left[\frac{1}{2}\{1+\sqrt{94q}\}\right]},0<q<2$$ (139) (where both $`J`$ and the log are negative, yielding a positive $`T_{L,p}`$). For $`q=1`$, it is understood that one takes $`n\mathrm{}`$ first and then $`q1`$, i.e., that one uses the free energy $`f_{qn}`$. As $`q`$ decreases from 2 to 0, the phase transition temperature $`T_{L,p}`$ increases from 0 to infinity. In the high- and low-temperature phases, the free energy is given by eq. (122) and by $`f=(1/2)\mathrm{ln}\lambda _{L,3}`$, respectively. These results may be compared with the temperature $`T_p`$ in eq. (58) for the circuit graph. The same comments that we made in that case apply here; this result does not contradict the usual theorem that 1D (and quasi-1D) spin systems with short-range interactions do not have any finite-temperature phase transition because the phase transition here is intrinsically connected with unphysical behavior of the model in the low-temperature phase, including negative specific heat, negative partition function, and non-existence of an $`n\mathrm{}`$ limit for thermodynamic functions that is independent of boundary conditions. Indeed, the last pathology is obvious from the fact that for the $`n\mathrm{}`$ limit of the ladder graph with open longitudinal boundary conditions, the free energy is given by eq. (82) for all temperatures, the singular locus $``$ does not cross the positive $`a`$ axis, and there is no such phase transition at finite temperature. Evidently, the temperature value at which the phase transition takes place in the Potts/random cluster antiferromagnet on the infinite-length limits of both the circuit graph and the cyclic and Möbius $`L_y=2`$ strip graphs is determined by the respective formulas relating $`q_c`$ to $`a`$, eqs. (54) and (119). From the point of view of $`_q`$ in the $`q`$ plane, as we have discussed, we find, as a general feature, that in the antiferromagnetic case, as one increases $`T`$ from 0 to infinity, the value of $`q_c(\{G\})`$ for a given family $`\{G\}`$ decreases from its $`T=0`$ value to the origin, $`q=0`$. Correspondingly, for the $`n\mathrm{}`$ limit of a given family $`\{G\}`$ with periodic (or twisted periodic) longitudinal boundary conditions, the antiferromagnet will exhibit a finite-temperature phase transition at a temperature $`T_{\{G\},p}`$ for the range $`0<q<q_c(\{G\})`$: $$T_{\{G\},p}>0\mathrm{for}0<q<q_c(\{G\}).$$ (140) Thus, for example, for the $`L_y=3`$ square strip of the square lattice with cyclic or Möbius boundary conditions, for which we determined $`_q`$ for the $`T=0`$ antiferromagnet and, in particular, $`q_c(sq,L_y=3,cyc.)2.33654`$, it follows that the random cluster antiferromagnet has a finite-temperature phase transition for $`0<q<q_c(sq,L_y=3,cyc.)`$. Just as we have discussed above, at special integer values $`q_s`$ in the range $`0<q<q_c(\{G\})`$, it is understood that one takes the limit $`n\mathrm{}`$ first, and then $`qq_s`$ in calculating $`f=f_{qn}`$ and $`_u=(_u)_{qn}`$. Similarly, on the $`L_y=2`$ cyclic and Möbius triangular lattice strips, where we found that $`q_c(tri,L_y,cyc.)=3`$ for $`L_y=2`$ and $`L_y=3`$ , it follows that the Potts/random cluster antiferromagnet has a finite-temperature phase transition for $`0<q<3`$. In all cases, however, this transition involves unphysical aspects, among which is the non-existence of a unique $`n\mathrm{}`$ limit that is independent of boundary conditions. ### I $`_u(\{L\})`$ for $`q>4`$ We next proceed to the slices of $``$ in the plane defined by the temperature Boltzmann variable $`u`$, for given values of $`q`$, starting with large $`q`$. In the limit $`q\mathrm{}`$, the locus $`_u`$ is reduced to $`\mathrm{}`$. This follows because for large $`q`$, there is only a single dominant $`\lambda _j`$, namely $$\lambda _{L,5}q^2+3qv+O(1)\mathrm{as}q\mathrm{}.$$ (141) Note that in this case, one gets the same result whether one takes $`q\mathrm{}`$ first and then $`n=2m\mathrm{}`$, or $`n\mathrm{}`$ and then $`q\mathrm{}`$, so that these limits commute as regards the determination of $`_u`$. In the large–$`q`$ region we find that the locus $`_u`$ consists of two complex-conjugate curves that pass through $`u=0`$ at the angles (117), hence intersecting at right angles and forming a distorted figure-8, together with a separate self-conjugate arc. Thus, $`_u`$ is comprised of two disconnected parts. For real $`q`$, the degeneracies in magnitude among leading terms are $`\|\lambda _{L,3,u}\|=\|\lambda _{L,5,u}\|`$ at $`u=0`$ and $`\|\lambda _{L,5,u}\|=\|\lambda _{L,6,u}\|`$ at the point on the negative real axis where $`T_{S12}=0`$. As a typical illustration of $`_u`$ for the large-$`q`$ region, we show the complex-temperature zeros for $`q=10`$ calculated for $`m=18`$, i.e., $`n=2m=36`$, in Fig. 17. It is instructive to compare this plot with the analogous plot for the open strip with $`q=10`$ given above in Fig. 6. The self-conjugate arc is the same in the two plots, crossing the real $`u`$ axis at $`u0.3954`$, where $`T_{S12}=0`$ and having endpoints at two of the zeros of the expression in the square root in $`\lambda _{L,j}`$, $`j=5,6`$, which are identical to $`\lambda _{S,j}`$, $`j=1,2`$ in eq. (70). A notable difference between the locus $`_u`$ for the cyclic or Möbius ladder and the analogous locus for the open square strip is that while the latter does not separate the $`u`$ plane into different regions, the former does. Specifically, there are three regions: the physical PM phase occupying the interval $`0u\mathrm{}`$ and its maximal analytic continuation, together with an $`O_1`$ phase in the interior of the upper curve and its complex-conjugate phase $`O_1^{}`$. As is evident in the figure, the density of zeros on the curves decreases strongly as $`u`$ approaches the multiple point at $`u=0`$. In the PM phase $`\lambda _{L,5,u}`$ is dominant, and so the reduced free energy is given by $$f=\frac{1}{2}\mathrm{ln}\lambda _{L,5}\mathrm{for}uPM.$$ (142) In the other phases only the magnitude $`\|e^f\|`$ can be determined unambiguously, and, with appropriate choices of branch cuts, we have $$\|e^f\|=\|\lambda _{L,3}\|^{1/2}\mathrm{for}uO_1,O_1^{}.$$ (143) As $`q`$ increases, $`_u`$ contracts toward $`u=0`$, just as was true for the open strip. As $`q`$ decreases, the point at which the self-conjugate arc crosses the negative real $`u`$ axis (i.e. where $`T_{S12}=0`$) moves toward the left, and the elongate toward the left. ### J $`_u`$ for $`3`$ We next discuss the complex-temperature phase diagram for the case $`q=3`$. An important conclusion that we shall draw from our studies of $`_u`$ for $`q=3`$ and $`q=4`$ (as well as the $`q=2`$ case), building on our earlier comparative studies of complex-temperature phase diagrams for the 1D and 2D Ising model with both spin 1/2 and higher spin $`s`$ , is that although 1D and quasi-1D systems with short-range spin-spin interactions (infinite-length circuit or cyclic or Möbius strips) have qualitatively different physical thermodynamic properties than the same systems in higher dimensions, the complex-temperature phase diagrams of these 1D and quasi-1D systems can give insight into the corresponding phase diagrams of the model on lattices of dimensionality $`d=2`$. Since no exact solution has been obtained for the Potts model in $`d2`$ (except for the $`d=2`$, $`q=2`$ case), whereas we have exact solutions on infinite-length, finite-width strips, this means that one can use these as a tool to suggest properties of the complex-temperature properties of the Potts model in 2D (and perhaps in $`d>2`$). The complex-temperature zeros of $`Z`$ in the variable $`u`$ are shown for $`q=3`$ in Fig. 18. In addition to the (CTE)PM phase, which includes the intervals $`u0`$ and $`u2`$ on the real $`u`$ axis and the intervals $`0.52\|Im(u)\|1.7`$ and $`\|Im(u)\|2.2`$ on the imaginary axis, and extends outward to the circle at infinity, one also has several O phases. Among these are an $`O_1`$ phase that contains the interval $`0Im(u)0.52`$ and an $`O_2`$ phase which includes the interval $`1.7Im(u)2.2`$, together with the complex conjugates of these phases, which are denoted $`O_1^{}`$ and $`O_2^{}`$. The dominant terms in these phases are: $`\lambda _{L,5}`$ in PM; $`\lambda _{L,3}`$ in $`O_1,O_1^{}`$; and $`\lambda _{L,2}`$ in $`O_2,O_2^{}`$. Two phases that are self-conjugate and include intervals of the real axis are the $`O_3`$ phase, containing the real interval $`1/2u0`$, in which $`\lambda _{L,5}`$ is dominant; and the $`O_4`$ phase, containing the real interval $`2u1/2`$, in which $`\lambda _{L,1}`$ is dominant. The point $`u=2`$ here is the same as the point $`u_c(q)`$ in eq. (56) for the infinite-length limit of the circuit graph. There are also phases that have no support on the real axis. The locus $`_u`$ has several multiple points (in the technical terminology of algebraic geometry, meaning points where several branches of an algebraic curve intersect). Anticipating our results for other values of $`q`$, we find that the point on the negative real $`u`$ axis where the PM phase, on the left, is contiguous with the $`O_4`$ phase, on the right, is given by the same $`u_c`$ as for the circuit graph, i.e., $$u_{PMO_4}(\{L\})=u_c(\{C\})=\frac{2}{q2}.$$ (144) In a similar manner, we label the point on the negative real $`u`$ axis where the $`O_4`$ phase, on the left, is contiguous with the $`O_3`$ phase, on the right, as $`u_{O_4O_3}`$; as indicated, this has the value $`1/2`$ for $`q=3`$. The degeneracies in magnitude between leading terms $`\lambda _{L,j,u}`$ at these multiple points are as follows (with appropriate conventions for branch cuts in square roots): $$\|\lambda _{L,3,u}\|=\|\lambda _{L,5,u}\|\mathrm{at}u=0$$ (145) $$\|\lambda _{L,1,u}\|=\|\lambda _{L,5,u}\|\mathrm{at}u=u_{O_4O_3}$$ (146) $$\|\lambda _{L,1,u}\|=\|\lambda _{L,2,u}\|=\|\lambda _{L,5,u}\|\mathrm{at}u=u_{PMO_4}$$ (147) $$\|\lambda _{L,1,u}\|=\|\lambda _{L,3,u}\|=\|\lambda _{L,5,u}\|\mathrm{at}u0.44\pm 0.22i$$ (148) $$\|\lambda _{L,j,u}\|\mathrm{all}\mathrm{equal}\mathrm{at}u=e^{\pm 2i\pi /3}.$$ (149) Note that these points $`u_e`$ are the same as for the open square strip discussed above. Motivated by our previous work , we next explore relations between the exactly determined complex-temperature phase diagram for the Potts model on these strip graphs and on the square lattice. For $`q=3`$ and higher integers, where the 2D $`q`$-state Potts model is not exactly solved, the complex-temperature phase diagram and associated Fisher zeros for various lattices have been studied in a number of works (e.g. -, ). One exact result concerning the complex-temperature phase boundary $`_a`$ for the $`q=3`$ Potts model on the square lattice is that, as a result of the duality property (172) and the fact that the square lattice is self-dual, $`_a`$ maps to itself when one replaces $`a`$ with $`a_d`$ given by (174); hence the fact that the $`q=3`$ Potts antiferromagnet on the square lattice has a zero-temperature critical point , so that $`a=0`$ is on $`_a`$, means that the dual of this point, namely $`a=2`$, is also on $`_a`$, or equivalently, $`u=1/2`$ is on $`_u`$ . Our exact results for the 1D case with periodic boundary conditions, eq. (55) and for the infinite-length cyclic or Möbius ladder have the same feature, viz., that $`_u`$ contains the point $`u=1/2`$: $$_uu=1/2\mathrm{for}\{C\},\{L\}\mathrm{and}\mathrm{\Lambda }_{sq}\mathrm{with}q=3$$ (150) where $`\mathrm{\Lambda }_{sq}`$ denotes the square lattice. This interesting similarity of a feature of the complex-temperature phase boundary $`_u`$ leads us to investigate whether there are also other such connections. Our results suggest that the point $`u=2`$ where for $`q=3`$ the general formula (144) shows that $`_u(\{G\})`$ crosses the negative real axis for $`\{G\}=\{C\}`$ and $`\{L\}`$, and the points $`u=e^{\pm 2i\pi /3}`$ in eq. (149) where degeneracies in $`\|\lambda _j\|`$’s and associated multiple points on $`(\{L\})`$ occur, have analogues for $`_u`$ in the $`q=3`$ Potts model on the square lattice. These conjectures could, in principle, be tested by calculations of Fisher zeros for $`q=3`$ on finite square lattices, and these have been done; however, the considerable scatter of the zeros in the $`Re(a)<0`$ region renders it difficult to test the conjectures at present. One could also calculate the Potts model free energy and the boundary $`_u`$ on infinite-length strips of greater width, $`L_y3`$ and check to see if for $`q=3`$, the points $`u=2`$ and $`u=e^{\pm 2i\pi /3}`$ are on the resultant locus $`_u`$. For the analogous multiple points at $`u=\pm i`$ on $`_u`$ for the $`q=2`$ Ising model we have done this (see below) and have found that these points are on this locus not only for $`L_y=1`$ and 2 but also for $`L_y=3`$, just as they are for the full 2D square lattice. Let us comment further on the correspondences of special complex-temperature points for the present strip and for the square lattice. There are close relations with the proposed formulas $`(a1)^2=q`$ for $`q2`$ and $`(a+1)^2=4q`$ for $`2q3`$ for the Potts ferromagnet and antiferromagnet, respectively. The second formula, $`(a+1)^2=4q`$ (generalized to consider complex as well as physical temperatures) has the solutions $`a=1\pm \sqrt{4q}`$ (which are duals of each other under the map $`aa_d=1+q/(a1)`$. For $`q=3`$, these are 0 and $`2`$. For $`q=4`$, the two solutions coincide at $`a=u=1`$. Both of these complex-temperature points, $`u=a^1=2`$ for $`q=3`$ and $`u=1`$ for $`q=4`$, agree with eq. (144) for the infinite cyclic or Möbius square strip. One of the earliest conjectures for the complex-temperature phase boundary $`_a`$ of the $`q=3`$ Potts model on the square lattice was that it consisted of the square-lattice Potts model consists of the two circles $`\|a1\|=\sqrt{q}`$ and $`\|a+1\|=\sqrt{4q}`$ . From later studies of Fisher zeros, it was concluded that the $`_a`$ was not this simple . This was further established combining the calculations of Fisher zeros with the analysis of low-temperature series expansions , which showed the existence of complex-temperature singularities not on this locus, which were associated with prongs or cusps formed by the zeros. Nevertheless, if, indeed, the points $`a,a^{}=e^{\pm 2\pi i/3}`$ are on $`_a`$, (equivalently, $`_u`$ since the set of these points is the same under inversion) for the $`q=3`$ square-lattice Potts model, as might be inferred from our exact results on the strips considered here, then this makes a very interesting connection with the old conjecture of Ref. , since the two circles are $`\|a1\|=\sqrt{3}`$ and $`\|a+1\|=1`$ for $`q=3`$, and these intersect precisely in the two points $`a,a^{}=e^{\pm 2\pi i/3}`$. We recall that if one uses self-dual boundary conditions, then one finds that the Fisher zeros lie nicely on the circle $`\|\zeta \|=1`$, where $`\zeta =(a1)/\sqrt{q}`$, at least for $`Re(\zeta )>0`$ and, moreover, in the $`q\mathrm{}`$ limit, the complex-temperature phase boundary is $`\|\zeta \|=1`$, where $`\zeta =(a1)/\sqrt{q}`$ . ### K $`_u`$ for $`3<q4`$ As $`q`$ increases in the real interval $`3q4`$, the $`O_4`$ phase contracts, as can be seen from the fact that the point $`u_{PMO_4}`$ moves to the right, from $`2`$ to $`1`$, while the right-hand boundary at the point $`u_{O_4O_3}`$ moves to the left, from $`1/2`$ to $`1`$; thus, at $`q=4`$, these coincide: $$u_{PMO_4}=u_{O_4O_3}=1\mathrm{for}q=4.$$ (151) In this interval $`3q<4`$, the degeneracies in magnitude of leading terms $`\|\lambda _{L,j}\|`$ at $`u_{PMO_4}`$ in eq. (147) and at $`u_{O_4O_3}`$ in eq. (146) continue to hold. For $`q=4`$, all $`\|\lambda _{L,j}\|`$ are equal at $`u=1`$. The confluence of $`u_{PMO_4}`$ and $`u_{O_4O_3}`$ at $`1`$ and the equality of all $`\|\lambda _{L,j}\|`$’s at this point reflect a special role for the value $`q=4`$ for the complex-temperature phase diagram. (However, for the physical thermodynamics of these 1D and quasi-1D systems, there is no qualitative change in the nature of the singularity at the zero-temperature critical point of the Potts ferromagnet at this value $`q=4`$.) It may be recalled that the value $`q=4`$ is also special, albeit in a different way, for the 2D Potts model in that for physical values of $`q`$ below 4 the Potts ferromagnet has a second-order phase transition while for $`q5`$ this transition is first order. ### L $`_u`$ for $`2<q<3`$ We next discuss the complex-temperature phase diagram as $`q`$ decreases through real values from 3 to 2. From the point of view of this phase diagram, the limit $`q2`$ is singular, since $`_u`$ is compact if $`q2`$ but is noncompact for $`q=2`$, passing through $`1/u=0`$. As $`q`$ decreases through this range, the point $`u_{PMO_4}`$ moves leftward, approaching $`\mathrm{}`$ as $`q2^+`$. The point $`u_{O_4O_3}`$ at which $`_u`$ crosses the negative real $`u`$ axis separating the $`O_4`$ phase on the left from the $`O_3`$ phase on the right moves toward the right, from $`1/2`$ to $`0.453398..`$ (a root of the cubic equation $`u^3+2u+1=0`$) as $`q`$ decreases from 3 to 2. In Fig. 20 we show a plot of complex-temperature zeros for $`q=2.5`$. One can observe how the intersection points which occurred at $`u=e^{\pm 2i\pi /3}`$ at $`q=3`$ have shifted outward from the real axis and toward the right. When $`q`$ decreases all the way to 2, these intersection points reach $`\pm i`$ (see below). For $`q=2.5`$, the point $`u_{PMO_4}=4`$, while the crossing at $`u=u_{O_4O_3}`$ is clearly visible, near to its $`q=2`$ limiting location at $`u0.4534`$. ### M $`_u`$ for $`q=2`$ Here we again encounter noncommutativity in the definition of the free energy and the locus $`_u`$. We first discuss $`f_{nq}`$ and $`(_u)_{nq}`$, obtained by setting $`q=2`$ and then taking $`n\mathrm{}`$. For $`q=2`$, besides the $`q`$-independent $`\lambda _{L,1}=(a1)^2`$, we have $$\lambda _{L,2}=(a1)(a+1)$$ (152) $$\lambda _{L,3}=a(a1)(a+1)$$ (153) $$\lambda _{L,4}=(a1)^2$$ (154) $$\lambda _{L,(5,6)}=\frac{1}{2}(a+1)\left[a^2+1\pm \left(a^44a^3+10a^24a+1\right)^{1/2}\right]$$ (155) so that for this value of $`q`$, $`\lambda _{L,1}=\lambda _{L,4}`$. Further, $`c_{L,1}=c_{L,4}=1`$ so that the $`(\lambda _{L,1})^m`$ and $`(\lambda _{L,4})^m`$ terms cancel each other in $`Z`$, which reduces to $$Z(L_m,q=2,a)=\underset{j=2,3,5,6}{}(\lambda _{L,j})^m.$$ (156) Since each of the $`\lambda _j`$’s contributing to $`Z(L_m,q=2,a)`$ has an $`(a+1)`$ factor, it follows that $$Z(L_m,q=2,a)=2(a+1)^m\times polyn.$$ (157) The result (157) implies that $`Z(L,q=2,a=1,m)=0`$, which is implied more generally by our earlier Theorem 6 of Ref. . This theorem states that for lattices with odd coordination number, the (zero-field) partition function of the Ising model vanishes at $`a=1`$. This point may or may not be on $`(_u)_{nq}`$; for example, for the honeycomb lattice, it is, while for the Archimedean 3-12 lattice it is not . In the present case we will find that it is not on $`(_u)_{nq}`$. In Fig. 20 we show a plot of Fisher zeros for the $`q=2`$ case. Because of the general fact that $`(_u)_{nq}`$ passes through $`u=0`$ and the special inversion symmetry (15), (27) that holds for $`q=2`$, it follows that $`(_u)_{nq}`$ passes through $`a=0`$ also. The complex-temperature phase diagram consists of six phases, bounded by the locus $`_u`$ which is the continuous accumulation set of the Fisher zeros. The phase diagram in the $`u`$ plane consists of (i) the complex-temperature extension of the $`_2`$-symmetric, paramagnetic phase, PM, including the real axis $`u>0`$, together with five O phases: (ii) $`O_1`$, including the interval on the imaginary $`u`$ axis from $`u=0`$ to $`u=i`$, and its complex-conjugate, (iii) $`O_1^{}`$; (iv) $`O_2`$, including the interval on the imaginary axis from $`u=i`$ to $`u=i\mathrm{}`$, and (v) its complex conjugate, $`O_2^{}`$; and (vi) $`O_3`$, including the negative real axis, $`u0`$. The PM and $`O_3`$ phases map to themselves under the inversion $`u1/u=a`$, while $`O_1O_2^{}`$ and $`O_2O_1^{}`$ under this inversion. As in our previous work we shall henceforth suppress the qualifier (CTE) and refer to the PM phase simply as the PM phase. In this phase, $`\lambda _{L,5}`$ is the dominant term in (95) so that reduced free energy is given by $`f=(1/2)\mathrm{ln}\lambda _{L,5}`$ in the PM phase, as in (142). In other regions that are not analytically connected with the PM region, only $`\|e^f\|`$ can be determined unambiguously: $$\|e^f\|=\|\lambda _{L,5}\|^{1/2}\mathrm{for}uO_3,O_3^{}$$ (158) $$\|e^f\|=\|\lambda _{L,3}\|^{1/2}\mathrm{for}uO_1,O_1^{}$$ (159) and $$\|e^f\|=\|\lambda _{L,2}\|^{1/2}\mathrm{for}uO_2,O_2^{}.$$ (160) where here $`f=f_{nq}`$. The locus $`_u`$ has multiple points (in the algebraic geometry sense) at $`u=0`$ and $`u=\pm i`$ and at complex infinity, i.e., at $`a=1/u=0`$ corresponding to the zero-temperature ferromagnetic and antiferromagnetic Ising critical points. We have also calculated $`Z(G,q,v)`$ exactly for the Ising model on the cyclic $`L_y=3`$ strip and have found that $`_u`$ again has multiple points at $`u=\pm i`$ (as well as at $`u=0`$ and $`1/u=0`$). A possible inference would be that this is true for cyclic or Möbius strips of the square graph for all finite values of $`L_y2`$. Given our exact results for $`L_y=2,3`$, we see once again a very interesting connection with the complex-temperature phase diagram of the same model – in this case, the Ising model – on the two-dimensional square lattice, for which $`_a`$ consists of the Fisher circles $`\|u\pm 1\|=\sqrt{2}`$, which intersect precisely in the points $`u=\pm i`$. If one takes $`n\mathrm{}`$ first and then $`q2`$, the resulting locus $`(_u)_{qn}`$ differs from $`(_u)_{nq}`$ in several respects. First, $`(_u)_{qn}`$ does not satisfy the inversion symmetry (27). Second, while $`\lambda _{L,5,u}`$ is dominant on the negative $`u`$ axis in the vicinity of the origin $`u=0`$, $`\lambda _{L,1,u}`$ (equal, in the $`q2`$ limit, to $`\lambda _{L,4,u}`$) becomes dominant for $`u<0.454`$ and similarly for radial paths emanating outward from the origin in the upper and lower $`Re(u)<0`$ half-plane. This gives rise to another region boundary. (Recall that the contributions of these $`\lambda `$’s cancelled if one took $`q=2`$ first, so that they did not affect $`Z`$ or the locus $`()_{nq}`$ in the $`n\mathrm{}`$ limit.) The absence of the inversion symmetry in $`(_u)_{qn}`$ is clear since a region boundary on this locus passes through $`u0.454`$ but not the inverse of this point. This is, then, an example of the noncommutativity $`(_u)_{qn}(_u)_{nq}`$ for a case where both of these loci are nontrivial. Finally, one can also discuss $`_u`$ for negative real $`q`$ and for complex $`q`$, but we shall forgo this. ## VII Summary and Conclusions In summary, we have calculated exact closed-form expressions for the Potts model/random cluster partition function for general $`q`$ and temperature $`T`$, or equivalently, the Whitney/Tutte polynomial for the open, cyclic, and Möbius square strips (ladder graphs) of width $`L_y=2`$ and arbitrary length $`L_x`$. Taking the limit $`L_x\mathrm{}`$, we have determined the free energy $`f`$ (and $`\|e^f\|`$ in unphysical phases) and the continuous locus $``$ where the free energy is singular, which arises as the continuous accumulation set of the partition function zeros in the $`^2`$ space of the variables $`q`$ and $`u`$. The divergences in the correlation length and susceptibility of the Potts ferromagnet at its zero-temperature critical point were shown to be more rapidly approached as the strip width increases, and the physical reason for this was given. Our comparison of different strip widths suggests the inference that for infinite-length, width $`L_y`$ cyclic (or Möbius) strip graphs, as $`L_y\mathrm{}`$, an infinite number of curves on $`_u`$ pass through the point $`u=0`$ and the Fisher zeros become dense in the neighborhood of this point. It was shown that the Potts/random cluster antiferromagnet on both the infinite-length circuit graph and ladder graph with cyclic or Möbius boundary conditions exhibits a phase transition at finite temperature if $`0<q<2`$, but with unphysical properties. We discussed a subtlety in the definition of the free energy of the random cluster model due to the noncommutativity at certain special values $`q_s`$: $`lim_n\mathrm{}lim_{qq_s}Z^{1/n}lim_{qq_s}lim_n\mathrm{}Z^{1/n}`$. Several generalizations of results for the $`T=0`$ limit of the Potts antiferromagnet (chromatic polynomials) were presented. Among these is the general form (29) for the partition function of recursive strip graphs (and its further generalization to the case of nonzero external field, (35)). The analysis of for the singular locus $`_q`$ in the case of chromatic polynomials was generalized to the present case of the full temperature-dependent Potts partition function. The dependence of the locus $``$ as a function of the longitudinal boundary conditions was studied, and it was shown that this locus is the same for the strips considered here with cyclic and twisted cyclic (Möbius) longitudinal boundary conditions. For the Potts antiferromagnet, it was found that as the temperature increases from 0 to infinity, the singular locus $`_q`$ contracts in to the origin, $`q=0`$. For the Potts ferromagnet, this locus was found not to cross the positive $`q`$ axis, in contrast to the antiferromagnetic case, where, for the cyclic strip, it does. In both the antiferromagnet and ferromagnet cases, for the strips studied here, $`_q`$ passes (does not pass) through $`q=0`$ if one uses periodic (free) longitudinal boundary conditions. Generalizing our previous result for chromatic polynomials, we found that for the strips with periodic longitudinal boundary conditions, $`_q`$ encloses regions in the $`q`$ plane for values of $`a`$ where it is nontrivial (i.e., $`a1`$). Several advantages of periodic, as opposed to free, longitudinal boundary conditions were noted, including the fact that with such periodic longitudinal boundary conditions, the locus $`_u`$ passes through $`u=0`$, in 1-1 correspondence with the zero-temperature critical point of the Potts ferromagnet. Finally, certain properties of the complex-temperature phase diagrams and loci $`_u`$ for these infinite-length, finite-width strips were shown to be the same as known properties of the model on the square lattice, including the multiple points at $`u=\pm i`$ for $`q=2`$, which also occur in the exactly solved square-lattice Ising model and the point $`u=1/2`$ for $`q=3`$, which is known to lie on $`_u`$ for the square lattice since it is dual to the zero-temperature critical point at $`a=0`$. This shows that exact solutions on infinite-length strips could provide a way of generating plausible conjectures for complex-temperature properties of the Potts model on two-dimensional lattices and some conjectures were made. I would like to thank Prof. N. L. Biggs for kindly sending me a copy of and Prof. F. Y. Wu for discussions, particularly on spanning trees, and for hospitality during a visit to the National Center for Theoretical Science (NCTS) and Academia Sinica, Taiwan, when some of this research was performed. I have also benefited from recent collaborations with H. Kluepfel and S.-C. Chang and thank A. Sokal and J. Salas for informing me about their work. The present research was supported in part at Stony Brook by the NSF grant PHY-97-22101 and at Brookhaven by the U.S. DOE contract DE-AC02-98CH10886.<sup>1</sup><sup>1</sup>1Accordingly, the U.S. government retains a non-exclusive royalty-free license to publish or reproduce the published form of this contribution or to allow others to do so for U.S. government purposes. ## VIII Appendix ### A Connection Between Potts Model Partition Function and Tutte Polynomial The Potts model partition function $`Z(G,q,v)`$ is related to the Tutte polynomial $`T(G,x,y)`$ as follows. The graph $`G`$ has vertex set $`V`$ and edge set $`E`$, denoted $`G=(V,E)`$. A spanning subgraph $`G^{}`$ is defined as a subgraph that has the same vertex set and a subset of the edge set: $`G^{}=(V,E^{})`$ with $`E^{}E`$. The Tutte polynomial of $`G`$, $`T(G,x,y)`$, is then given by - $$T(G,x,y)=\underset{G^{}G}{}(x1)^{k(G^{})k(G)}(y1)^{c(G^{})}$$ (161) where $`k(G^{})`$, $`e(G^{})`$, and $`n(G^{})=n(G)`$ denote the number of components, edges, and vertices of $`G^{}`$, and $$c(G^{})=e(G^{})+k(G^{})n(G^{})$$ (162) is the number of independent circuits in $`G^{}`$ (sometimes called the co-rank of $`G^{}`$). Note that the first factor can also be written as $`(x1)^{r(G)r(G^{})}`$, where $$r(G)=n(G)k(G)$$ (163) is called the rank of $`G`$. The graphs $`G`$ that we consider here are connected, so that $`k(G)=1`$. Now let $$x=1+\frac{q}{v}$$ (164) and $$y=a=v+1$$ (165) so that $`q=(x1)(y1)=(x1)v`$. Then $$Z(G,q,v)=(x1)^{k(G)}(y1)^{n(G)}T(G,x,y).$$ (166) There is also a connection with the Whitney rank polynomial, $`R(G,\xi ,\eta )`$, defined as $$R(G,\xi ,\eta )=\underset{G^{}G}{}\xi ^{r(G^{})}\eta ^{c(G^{})}$$ (167) where the sum is again over spanning subgraphs $`G^{}`$ of $`G`$. Then $$T(G,x,y)=(x1)^{r(G)}R(G,\xi =(x1)^1,\eta =y1)$$ (168) and $$Z(G,q,v)=q^{n(G)}R(G,\xi =\frac{v}{q},\eta =v).$$ (169) Note that the chromatic polynomial is a special case of the Tutte polynomial: $$P(G,q)=q^{k(G)}(1)^{k(G)+n(G)}T(G,x=1q,y=0)$$ (170) (recall eq. (10)). From the representation (166) and the duality property of the Tutte polynomial $$T(G,x,y)=T(G^{},y,x)$$ (171) where $`G^{}`$ is the dual graph corresponding to $`G`$, it follows that $$Z(G,q,v)=v^{e(G)}q^{c(G)}Z(G^{},q,v_d)$$ (172) where $`G^{}`$ denotes the graph that is dual to $`G`$ and $`v_d`$ is the dual image of $`v`$: $$v_d=\frac{q}{v}$$ (173) or equivalently, in terms of the variable $`a`$, $$a_d=\frac{a1+q}{a1}.$$ (174) Corresponding to the form (29) we find that the Tutte polynomial for recursively defined graphs comprised of $`m`$ repetitions of some subgraph has the form $$T(G_m,x,y)=\underset{j=1}{\overset{N_\lambda }{}}c_{T,G,j}(\lambda _{T,G,j})^m$$ (175) ### B Square Strip with Free Longitudinal Boundary Conditions The generating function representation for the Tutte polynomial for the open square strip $`S_m`$ is $$\mathrm{\Gamma }_T(S_m,x,y;z)=\underset{m=0}{\overset{\mathrm{}}{}}T(S_m,x,y)z^m.$$ (176) We have $$\mathrm{\Gamma }_T(S,x,y;z)=\frac{𝒩_T(S,x,y;z)}{𝒟_T(S,x,y;z)}$$ (177) where $$𝒩_T(S,x,y;z)=A_{T,S,0}+A_{T,S,1}z=(y+x+x^2+x^3)yx^3z$$ (178) and $`𝒟_T(S,x,y,z)`$ $`=`$ $`1(y+1+x+x^2)z+yx^2z^2`$ (179) $`=`$ $`{\displaystyle \underset{j=1}{\overset{2}{}}}(1\lambda _{T,S,j}z)`$ (181) with $$\lambda _{T,S,(1,2)}=\frac{1}{2}\left[(1+y+x+x^2)\pm \left(y^2+2y(1+xx^2)+(x^2+x+1)^2\right)^{1/2}\right].$$ (182) The corresponding closed-form expression is given by the general formula from , as applied to Tutte, rather than chromatic, polynomials, namely $$T(S_m,x,y)=\left[\frac{A_{T,S,0}\lambda _{T,S,1}+A_{T,S,1}}{\lambda _{T,S,1}\lambda _{T,S,2}}\right](\lambda _{T,S,1})^m+\left[\frac{A_{T,S,0}\lambda _{T,S,2}+A_{T,S,1}}{\lambda _{T,S,2}\lambda _{T,S,1}}\right](\lambda _{T,S,2})^m.$$ (183) An alternative expression for $`T`$ that explicitly shows that it is a symmetric function of the $`\lambda _{S,j}`$, $`j=1,2`$, is $`T(S_m,x,y)={\displaystyle \frac{1}{2}}(y+x+x^2+x^3)\left[(\lambda _{T,S,1})^m+(\lambda _{T,S,2})^m\right]+`$ (184) (185) $`{\displaystyle \frac{1}{2}}\left[y^2+y+2yx+2yx^2+x+2x^2+3x^3+2x^4yx^3+x^5\right]\left[{\displaystyle \frac{(\lambda _{T,S,1})^m(\lambda _{T,S,2})^m}{\lambda _{T,S,1}\lambda _{T,S,2}}}\right].`$ (186) ### C Cyclic and Möbius Square Strips We write the Tutte polynomials for the cyclic and Möbius square strips $`L_m`$ and $`ML_m`$ as $$T(L_m,x,y)=\underset{j=1}{\overset{6}{}}c_{T,L,j}(\lambda _{T,L,j})^m$$ (187) and $$T(ML_m,x,y)=\underset{j=1}{\overset{6}{}}c_{T,ML,j}(\lambda _{T,ML,j})^m$$ (188) where it is convenient to extract a common factor from the coefficients: $$c_{T,G,j}\frac{\overline{c}_{T,G,j}}{x1},G=L,ML.$$ (189) Of course, although the individual terms contributing to the Tutte polynomial are thus rational functions of $`x`$ rather than polynomials in $`x`$, the full Tutte polynomial is a polynomial in both $`x`$ and $`y`$. We have $$\lambda _{T,ML,j}=\lambda _{T,L,j},j=1,\mathrm{},6$$ (190) $$\lambda _{T,L,1}=1$$ (191) $$\lambda _{T,L,2}=x$$ (192) $$\lambda _{T,L,(3,4)}=\frac{1}{2}\left[x+y+2\pm \left((xy)^2+4(x+y+1)\right)^{1/2}\right]$$ (193) and $$\lambda _{T,L,5}=\lambda _{T,S,1},\lambda _{T,L,6}=\lambda _{T,S,2}.$$ (194) Our result for $`T(G,x,y)`$, $`G=L,ML`$ agrees with a recursion relation given in (see also ). $$\overline{c}_{T,L,1}=[(x1)(y1)]^23(x1)(y1)+1$$ (195) $$\overline{c}_{T,L,2}=\overline{c}_{T,L,3}=\overline{c}_{T,L,4}=xyxy$$ (196) $$\overline{c}_{T,L,5}=\overline{c}_{T,L,6}=1$$ (197) $$\overline{c}_{T,ML,1}=1$$ (198) $$\overline{c}_{T,ML,2}=xy+x+y$$ (199) $$\overline{c}_{T,ML,3}=\overline{c}_{ML,4}=xyxy$$ (200) $$\overline{c}_{T,ML,5}=\overline{c}_{T,ML,6}=1.$$ (201) We note that $`\lambda _{T,L,3}\lambda _{T,L,4}=xy`$ and $`\lambda _{T,L,5}\lambda _{T,L,6}=x^2y`$. ### D Special Values of Tutte Polynomials for Square Strips For a given graph $`G=(V,E)`$, at certain special values of the arguments $`x`$ and $`y`$, the Tutte polynomial $`T(G,x,y)`$ yields quantities of basic graph-theoretic interest -, citewu77-. We recall some definitions: a spanning subgraph $`G^{}=(V,E^{})`$ of $`G`$ is a graph with the same vertex set $`V`$ and a subset of the edge set, $`E^{}E`$. Furthermore, a tree is a graph with no cycles, and a forest is a graph containing one or more trees. Then the number of spanning trees of $`G`$, $`N_{ST}(G)`$, is $$N_{ST}(G)=T(G,1,1),$$ (202) the number of spanning forests of $`G`$, $`N_{SF}(G)`$, is $$N_{SF}(G)=T(G,2,1),$$ (203) the number of connected spanning subgraphs of $`G`$, $`N_{CSSG}(G)`$, is $$N_{CSSG}(G)=T(G,1,2),$$ (204) and the number of spanning subgraphs of $`G`$, $`N_{SSG}(G)`$, is $$N_{SSG}(G)=T(G,2,2).$$ (205) Clearly, $`N_{SSG}(G)N_{CSSG}(G)`$ is the number of disconnected spanning subgraphs of $`G`$ and $`N_{CSSG}(G)N_{ST}(G)`$ is the number of connected spanning subgraphs of $`G`$ that contain one or more cycles. One thus has the inequality $$N_{SSG}(G)N_{CSSG}(G)N_{ST}(G)i.e.,T(G,2,2)T(G,1,2)T(G,1,1).$$ (206) Also, clearly $$N_{SSG}(G)N_{SF}(G)i.e.,T(G,2,2)T(G,2,1)$$ (207) and $$N_{SF}(G)N_{ST}(G)i.e.,T(G,2,1)T(G,1,1).$$ (208) The set of spanning forests differs from the set of connected spanning subgraphs by the removal of the condition that the subgraph is connected but the imposition of the condition that the subgraph have no cycles, and hence there is no general inequality between $`N_{SF}(G)`$ and $`N_{CSSG}(G)`$. We recall the results for tree graphs $`T_n`$ and circuit graphs $`C_n`$: $`T(T_n,1,1)=T(T_n,1,2)=1`$, $`T(T_n,2,1)=T(T_n,2,2)=2^{n1}`$, $`T(C_n,1,1)=n`$, $`T(C_n,2,1)=2^n1`$, $`T(C_n,1,2)=n+1`$, and $`T(C_n,2,2)=2^n`$. For the open square strip $`S_m`$ we find $$N_{ST}(S_m)=2\left[(2+\sqrt{3})^m+(2\sqrt{3})^m\right]+\frac{7}{2\sqrt{3}}\left[(2+\sqrt{3})^m(2\sqrt{3})^m\right]$$ (209) $$N_{SF}(S_m)=\frac{15}{2}\left[(2(2+\sqrt{3}))^m+(2(2\sqrt{3}))^m\right]+\frac{13}{\sqrt{3}}\left[(2(2+\sqrt{3}))^m(2(2\sqrt{3}))^m\right]$$ (210) $$N_{CSSG}(S_m)=\frac{5}{2}\left[\left(\frac{5+\sqrt{17}}{2}\right)^m+\left(\frac{5\sqrt{17}}{2}\right)^m\right]+\frac{21}{2\sqrt{17}}\left[\left(\frac{5+\sqrt{17}}{2}\right)^m\left(\frac{5\sqrt{17}}{2}\right)^m\right]$$ (211) and $$N_{SSG}(S_m)=2^{3m+4}.$$ (212) That eqs. (209)-(211) yield integers follows from the theorem on symmetric polynomial functions of roots of an algebraic equation, as discussed in . With the definition $$\eta _G=\{\begin{array}{cc}+1\hfill & \text{if }G=L\hfill \\ 1\hfill & \text{if }G=ML\hfill \end{array}$$ (213) our calculations of the Tutte polynomials for the cyclic strip $`L_m`$ and the Möbius strip $`ML_m`$ yield $$N_{ST}(G_m)=m\left\{\eta _G+\frac{1}{2}\left[(2+\sqrt{3})^m+(2\sqrt{3})^m\right]\right\},G_m=L_m,ML_m$$ (214) $`N_{SF}(G_m)`$ $`=`$ $`\eta _G(12^m)\left[\left({\displaystyle \frac{5+\sqrt{17}}{2}}\right)^m+\left({\displaystyle \frac{5\sqrt{17}}{2}}\right)^m\right]`$ (215) $`+`$ $`\left(2(2+\sqrt{3})\right)^m+\left(2(2\sqrt{3})\right)^m,G_m=L_m,ML_m`$ (217) $`N_{CSSG}(L_m)`$ $`=`$ $`N_{CSSG}(ML_m)2m1=(m+2)+{\displaystyle \frac{(m+2)}{2}}\left[\left({\displaystyle \frac{5+\sqrt{17}}{2}}\right)^m+\left({\displaystyle \frac{5\sqrt{17}}{2}}\right)^m\right]`$ (220) $`{\displaystyle \frac{m}{2\sqrt{17}}}\left[\left({\displaystyle \frac{5+\sqrt{17}}{2}}\right)^m\left({\displaystyle \frac{5\sqrt{17}}{2}}\right)^m\right]`$ and $$N_{SSG}(L_m)=N_{SSG}(ML_m)=2^{3m}.$$ (221) The results for the spanning trees for the cyclic and Möbius strips are known (for higher-dimensions, see ); we are not aware of the other quantities having been published. Several comments are in order. Since $`T(G_m,x,y)`$ grows exponentially as $`m\mathrm{}`$ for the families $`G_m=S_m`$, $`L_m`$, and $`ML_m`$ for $`(x,y)=(1,1)`$, (2,1), (1,2), and (2,2) (as well as for $`G_m=C_m`$ and $`T_m`$ for $`(x,y)=(2,1)`$ and (2,2)), it is natural to define corresponding constants $$z_{set}(\{G\})=\underset{n(g)\mathrm{}}{lim}n(G)^1\mathrm{ln}N_x(G),set=ST,SF,CSSG,SSG$$ (222) where, as above, the symbol $`\{G\}`$ denotes the limit of the graph family $`G`$ as $`n(G)\mathrm{}`$ (and the $`z`$ here should not be confused with the auxiliary expansion variable in the generating function (176) or the Potts partition function $`Z(G,q,v)`$.) The general inequalities (206), (207), and (208) imply that, for a given $`\{G\}`$, $$z_{SSG}z_{CSSG}z_{ST}$$ (223) $$z_{SSG}z_{SF}$$ (224) and $$z_{SF}z_{ST}.$$ (225) We find that for both the line $`(L_y=1`$) and the $`L_y=2`$ square strip, the quantity $`z_{set}(\{G\})`$ is independent of whether the longitudinal boundary conditions are free, periodic, or Möbius: $$z_{ST}(\{G\})=\frac{1}{2}\mathrm{ln}(2+\sqrt{3})0.658479\mathrm{for}G=S,L,ML$$ (226) $$z_{SF}(\{G\})=\frac{1}{2}\mathrm{ln}[2(2+\sqrt{3})]1.00505\mathrm{for}G=S,L,ML$$ (227) $$z_{CSSG}(\{G\})=\frac{1}{2}\mathrm{ln}\left(\frac{5+\sqrt{17}}{2}\right)0.758832\mathrm{for}G=S,L,ML$$ (228) and $$z_{SSG}(\{G\})=\frac{3}{2}\mathrm{ln}21.03972\mathrm{for}G=S,L,ML$$ (229) (where the result for $`z_{ST}`$ can be extracted from ). ### E Tutte Polynomials for Dual Graphs Since the Tutte polynomial satisfies the duality relation (171), our calculations of the Tutte polynomials $`T(G_m,x,y)`$ for the open, cyclic, and Möbius square strips, $`G_m=S_m`$, $`L_m`$, and $`ML_m`$, also yield the corresponding results for the duals of these graphs. The dual of the square $`L_y=2`$ strip with $`m+1`$ squares, i.e., length $`L_x=m+1`$ edges, $`(S_m)^{}`$, can be described as follows: for $`m1`$, consider a line of $`m+1`$ vertices, with successive vertices $`v_i`$ and $`v_{i+1}`$ connected to each other by an edge $`e_i`$; the vertices on this line are connected to a single external vertex by double edges, except for the first and last vertices on the line, each of which is connected to the external vertex via three edges. This is $`(S_m)^{}`$ for $`m1`$. Note that this is a multigraph, since a (proper) graph is normally defined not to have loops or multiple edges. For the case $`m=0`$, i.e., a single square, the dual is $`(S_1)^{}=TL_4`$, where in the mathematical literature, $`TL_{\mathrm{}}`$, denoted “thick link”, is the multigraph consisting of two vertices connected by $`\mathrm{}`$ edges. Our results for $`T(S_m,x,y)`$ in eq. (183) thus give the Tutte polynomial for this dual graph as $`T((S_m)^{},x,y)=T(S_m,y,x)`$. For the dual of the cyclic strip graph, $`(L_m)^{}`$, we recall a definition from graph theory: given two graphs $`G`$ and $`H`$, the “join” $`G+H`$ is the graph obtained by connected each vertex of $`G`$ to each vertex of $`H`$ with edges. We also recall the notation $`\overline{K}_p`$ for the complement of $`K_p`$, i.e. the graph consisting of $`p`$ vertices with no edges. Then for $`m3`$, $$(L_m)^{}=\overline{K}_2+C_m$$ (230) where $`C_m`$ is the circuit graph with $`m`$ vertices. Hence our results for $`T(L_m,x,y)`$ in eqs. (95) with (98)-(104) also determine $`T((L_m)^{},x,y)=T(L_m,y,x)`$.
warning/0001/math-ph0001040.html	ar5iv	text	# Proposition 1 A RIEMANN-ROCH THEOREM FOR ONE-DIMENSIONAL COMPLEX GROUPOIDS Denis PERROT<sup>1</sup><sup>1</sup>1Allocataire de recherche MENRT. Centre de Physique Théorique, CNRS-Luminy, Case 907, F-13288 Marseille cedex 9, France perrot@cpt.univ-mrs.fr ## Abstract We consider a smooth groupoid of the form $`\mathrm{\Sigma }\mathrm{\Gamma }`$ where $`\mathrm{\Sigma }`$ is a Riemann surface and $`\mathrm{\Gamma }`$ a discrete pseudogroup acting on $`\mathrm{\Sigma }`$ by local conformal diffeomorphisms. After defining a $`K`$-cycle on the crossed product $`C_0(\mathrm{\Sigma })\mathrm{\Gamma }`$ generalising the classical Dolbeault complex, we compute its Chern character in cyclic cohomology, using the index theorem of Connes and Moscovici. This involves in particular a generalisation of the Euler class constructed from the modular automorphism group of the von Neumann algebra $`L^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$. I. Introduction In a series of papers , Connes and Moscovici proved a general index theorem for transversally (hypo)elliptic operators on foliations. After constructing $`K`$-cycles on the algebra crossed product $`C_0(M)\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is a discrete pseudogroup acting on the manifold $`M`$ by local diffeomorphisms , they developed a theory of characteristic classes for actions of Hopf algebras that generalise the usual Chern-Weil construction to the non-commutative case . The Chern character of the concerned $`K`$-cycles is then captured in the periodic cyclic cohomology of a particular Hopf algebra encoding the action of the diffeomorphisms on $`M`$. The nice thing is that this cyclic cohomology can be completely exhausted as Gelfand-Fuchs cohomology and renders the index computable. We shall illustrate these methods with a specific example, namely the crossed product of a Riemann surface $`\mathrm{\Sigma }`$ by a discrete pseudogroup $`\mathrm{\Gamma }`$ of local conformal mappings. We find that the relevant characteristic classes are the fundamental class $`[\mathrm{\Sigma }]`$ and a cyclic 2-cocycle on $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ generalising the (Poincaré dual of the) usual Euler class. When applied to the $`K`$-cycle represented by the Dolbeault operator of $`\mathrm{\Sigma }\mathrm{\Gamma }`$, this yields a non-commutative version of the Riemann-Roch theorem. Throughout the text we also stress the crucial role played by the modular automorphism group of the von Neumann algebra $`L^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$. II. The Dolbeault $`K`$-cycle Let $`\mathrm{\Sigma }`$ be a Riemann surface without boundary and $`\mathrm{\Gamma }`$ a pseudogroup of local conformal mappings of $`\mathrm{\Sigma }`$ into itself. We want to define a $`K`$-cycle on the algebra $`C_0(\mathrm{\Sigma })\mathrm{\Gamma }`$ generalising the classical Dolbeault complex. Following , the first step consists in lifting the action of $`\mathrm{\Gamma }`$ to the bundle $`P`$ over $`\mathrm{\Sigma }`$, whose fiber at point $`x`$ is the set of Kähler metrics corresponding to the complex structure of $`\mathrm{\Sigma }`$ at $`x`$. By the obvious correspondence metric $``$ volume form, $`P`$ is the $`R_+^{}`$-principal bundle of densities on $`\mathrm{\Sigma }`$. The pseudogroup $`\mathrm{\Gamma }`$ acts canonically on $`P`$ and we consider the crossed procuct $`C_0(P)\mathrm{\Gamma }`$. Let $`\nu `$ be a smooth volume form on $`\mathrm{\Sigma }`$. As in , this gives a weight on the von Neumann algebra $`L^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ together with a representative $`\sigma `$ of its modular automorphism group. Moreover $`\sigma `$ leaves $`C_0(\mathrm{\Sigma })\mathrm{\Gamma }`$ globally invariant and one has $$C_0(P)\mathrm{\Gamma }=(C_0(\mathrm{\Sigma })\mathrm{\Gamma })_\sigma R,$$ (1) where the space $`P`$ is identified with $`\mathrm{\Sigma }\times R`$ thanks to the choice of the global section $`\nu `$. Therefore one has a Thom-Connes isomorphism $$K_i(C_0(\mathrm{\Sigma })\mathrm{\Gamma })K_{i+1}(C_0(P)\mathrm{\Gamma }),i=0,1,$$ (2) and we shall obtain the desired $`K`$-homology class on $`C_0(P)\mathrm{\Gamma }`$. The reason for working on $`P`$ rather than $`\mathrm{\Sigma }`$ is that $`P`$ carries quasi $`\mathrm{\Gamma }`$-invariant metric structures, allowing the construction of $`K`$-cycles represented by differential hypoelliptic operators . More precisely, consider the product $`P\times R`$, viewed as a bundle over $`\mathrm{\Sigma }`$ with 2-dimensional fiber. The action of $`\mathrm{\Gamma }`$ extends to $`P\times R`$ by making $`R`$ invariant. Up to another Thom isomorphism, the $`K`$-cycle may be defined on $`C_0(P\times R)\mathrm{\Gamma }=(C_0(P)\mathrm{\Gamma })C_0(R)`$. By a choice of horizontal subspaces on the bundle $`P\times R`$, one can lift the Dolbeault operator $`\overline{}`$ of $`\mathrm{\Sigma }`$. This yields the horizontal operator $`Q_H=\overline{}+\overline{}^{}`$, where the adjoint $`\overline{}^{}`$ is taken relative to the $`L^2`$-norm given by the canonical invariant measure on $`P\times R`$ (see for details). Finally, consider the signature operator of the fibers, $`Q_V=d_Vd_V^{}d_V^{}d_V`$, where $`d_V`$ is the vertical differential. Then the sum $`Q=Q_H+Q_V`$ is a hypoelliptic operator representing our Dolbeault $`K`$-cycle. This construction ensures that the principal symbol of $`Q`$ is completely canonical, because related only to the fibration of $`P\times R`$ over $`\mathrm{\Sigma }`$, and hence is invariant under $`\mathrm{\Gamma }`$. Another choice of horizontal subspaces does not change the leading term of the symbol of $`Q`$. This is basically the reason why $`Q`$ allows to construct a spectral triple (of even parity) for the algebra $`C_c^{\mathrm{}}(P\times R)\mathrm{\Gamma }`$. If $`\mathrm{\Gamma }=\text{Id}`$, then $`C_0(P\times R)\mathrm{\Gamma }=C_0(\mathrm{\Sigma })C_0(R^2)`$ and the addition of $`Q_V`$ to $`Q_H`$ is nothing else but a Thom isomorphism in $`K`$-homology $$K^{}(C_0(\mathrm{\Sigma }))K^{}(C_0(P\times R))$$ (3) sending the classical Dolbeault elliptic operator $`\overline{}+\overline{}^{}`$ to $`Q`$. Now we want to compute the Chern character of $`Q`$ in the periodic cyclic cohomology $`H^{}(C_c^{\mathrm{}}(P\times R)\mathrm{\Gamma })`$ using the index theorem of . We need first to construct an odd cycle by tensoring the Dolbeault complex with the spectral triple of the real line $`(C_c^{\mathrm{}}(R),L^2(R),i\frac{}{x})`$. In this way we get a differential operator $`Q^{}=Q+i\frac{}{x}`$ whose Chern character lives in the cyclic cohomology of $`(C_c^{\mathrm{}}(P)\mathrm{\Gamma })C_c^{\mathrm{}}(R^2)`$. By Bott periodicity it is just the cup product $$\text{ch}_{}(Q^{})=\phi \mathrm{\#}[R^2]$$ (4) of a cyclic cocycle $`\phi HC^{}(C_c^{\mathrm{}}(P)\mathrm{\Gamma })`$ by the fundamental class of $`R^2`$. The main theorem of states that $`\phi `$ can be computed from Gelfand-Fuchs cohomology, after transiting through the cyclic cohomology of a particular Hopf algebra. We perform the explicit computation in the remaining of the paper. III. The Hopf algebra and its cyclic cohomology First we reduce to the case of a flat Riemann surface, since for any groupoid $`\mathrm{\Sigma }\mathrm{\Gamma }`$ one can find a flat surface $`\mathrm{\Sigma }^{}`$ and a pseudogroup $`\mathrm{\Gamma }^{}`$ acting by conformal transformations on $`\mathrm{\Sigma }^{}`$ such that $`C_0(\mathrm{\Sigma }^{})\mathrm{\Gamma }^{}`$ is Morita equivalent to $`C_0(\mathrm{\Sigma })\mathrm{\Gamma }`$ (see and section V below). Let then $`\mathrm{\Sigma }`$ be a flat Riemann surface and $`(z,\overline{z})`$ a complex coordinate system corresponding to the complex structure of $`\mathrm{\Sigma }`$. Let $`F`$ be the $`Gl(1,C)`$-principal bundle over $`\mathrm{\Sigma }`$ of frames corresponding to the conformal structure. $`F`$ is gifted with the coordinate system $`(z,\overline{z},y,\overline{y})`$, $`y,\overline{y}C^{}`$. A point of $`F`$ is the frame $$(y_z,\overline{y}_{\overline{z}})\text{at}(z,\overline{z}).$$ (5) The action of a discrete pseudogroup $`\mathrm{\Gamma }`$ of conformal transformations on $`\mathrm{\Sigma }`$ can be lifted to an action on $`F`$ by pushforward on frames. More precisely, a holomorphic transformation $`\psi \mathrm{\Gamma }`$ acts on the coordinates by $`z`$ $``$ $`\psi (z)\text{Dom}\psi F`$ (6) $`y`$ $``$ $`\psi ^{}(z)y,\psi ^{}(z)=_z\psi (z).`$ (7) Let $`C_c^{\mathrm{}}(F)`$ be the algebra of smooth complex-valued functions with compact support on $`F`$, and consider the crossed product $`𝒜=C_c^{\mathrm{}}(F)\mathrm{\Gamma }`$. $`𝒜`$ is the associative algebra linearly generated by elements of the form $`fU_\psi ^{}`$ with $`\psi \mathrm{\Gamma }`$, $`fC_c^{\mathrm{}}(F)`$, $`\text{supp}f\text{Dom}\psi `$. We adopt the notation $`U_\psi U_{\psi ^1}^{}`$ for the inverse of $`U_\psi ^{}`$. The multiplication rule $$f_1U_{\psi _1}^{}f_2U_{\psi _2}^{}=f_1(f_2\psi _1)U_{\psi _2\psi _1}^{}$$ (8) makes good sense thanks to the condition supp$`f_i\text{Dom}\psi _i`$. We introduce now the differential operators $$X=y_zY=y_y\overline{X}=\overline{y}_{\overline{z}}\overline{Y}=\overline{y}_{\overline{y}}$$ (9) forming a basis of the set of smooth vector fields viewed as a module over $`C^{\mathrm{}}(F)`$. These operators act on $`𝒜`$ in a natural way: $$X.(fU_\psi ^{})=(X.f)U_\psi ^{},Y.(fU_\psi ^{})=(Y.f)U_\psi ^{}$$ (10) and similarly for $`\overline{X},\overline{Y}`$. Remark that the system $`(z,\overline{z})`$ determines a smooth volume form $`\frac{dzd\overline{z}}{2i}`$ on $`\mathrm{\Sigma }`$. This in turn gives a representative $`\sigma `$ of the modular automorphism group of $`L^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$, whose action on $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$reads (cf. chap. III) $$\sigma _t(fU_\psi ^{})=\|\psi ^{}\|^{2it}fU_\psi ^{},tR.$$ (11) We let $`D`$ be the derivation corresponding to the infinitesimal action of $`\sigma `$: $$D=i\frac{d}{dt}\sigma _t\|_{t=0}D(fU_\psi ^{})=\mathrm{ln}\|\psi ^{}\|^2fU_\psi ^{}.$$ (12) The operators $`\delta _n,\overline{\delta }_n`$, $`n1`$ are defined recursively $$\delta _n=\underset{n}{\underset{}{[X,\mathrm{}[X}},D]\mathrm{}]\overline{\delta }_n=\underset{n}{\underset{}{[\overline{X},\mathrm{}[\overline{X}}},D]\mathrm{}].$$ (13) Their action on $`𝒜`$ are explicitly given by $$\delta _n(fU_\psi ^{})=y^n_z^n(\mathrm{ln}\psi ^{})fU_\psi ^{},\overline{\delta }_n(fU_\psi ^{})=y^n_z^n(\mathrm{ln}\overline{\psi ^{}})fU_\psi ^{}.$$ (14) Thus $`\delta _n,\overline{\delta }_n`$ represent in some sense the Taylor expansion of $`D`$. All these operators fulfill the commutation relations $`[Y,X]`$ $`=`$ $`X[Y,\delta _n]=n\delta _n`$ $`[X,\delta _n]`$ $`=`$ $`\delta _{n+1}[\delta _n,\delta _m]=0`$ (15) and similarly for the conjugates $`\overline{X},\overline{Y},\overline{\delta }_n`$. Thus $`\{X,Y,\delta _n,\overline{X},\overline{Y},\overline{\delta }_n\}_{n1}`$ form a basis of a (complex) Lie algebra. Let $``$ be its enveloping algebra. The remarkable fact is that $``$ is a Hopf algebra. First, the coproduct $`\mathrm{\Delta }:`$ is determined by the action of $``$ on $`𝒜`$: $$\mathrm{\Delta }h(a_1a_2)=h(a_1a_2)h,a_i𝒜.$$ (16) One has $`\mathrm{\Delta }X`$ $`=`$ $`1X+X1+\delta _1Y`$ (17) $`\mathrm{\Delta }Y`$ $`=`$ $`1Y+Y1\mathrm{\Delta }\delta _1=1\delta _1+\delta _11.`$ $`\mathrm{\Delta }\delta _n`$ for $`n>1`$ is obtained recursively from (13) using the fact that $`\mathrm{\Delta }`$ is an algebra homomorphism, $`\mathrm{\Delta }(h_1h_2)=\mathrm{\Delta }h_1\mathrm{\Delta }h_2`$. Similarly for the conjugate elements. The counit $`\epsilon :C`$ satisfies simply $`\epsilon (1)=1`$, $`\epsilon (h)=0`$ $`h1`$. Finally, $``$ has an antipode $`S:`$, determined uniquely by the condition $`mS\text{Id}\mathrm{\Delta }=m\text{Id}S\mathrm{\Delta }=\eta \epsilon `$, where $`m:`$ is the multiplication and $`\eta :C`$ the unit of $``$. One finds $$S(X)=X+\delta _1YS(Y)=YS(\delta _1)=\delta _1.$$ (18) Since $`S`$ is an antiautomorphism: $`S(h_1h_2)=S(h_2)S(h_1)`$, the values of $`S(\delta _n)`$, $`n>1`$ follow. We are interested now in the cyclic cohomology of $``$ . As a space, the cochain complex $`C^{}()`$ is the tensor algebra over $``$: $$C^{}()=\underset{n=0}{\overset{\mathrm{}}{}}^n.$$ (19) The crucial step is the construction of a characteristic map $$\gamma :^nC^n(𝒜,𝒜^{})$$ (20) from the cochain complex of $``$ to the Hochschild complex of $`𝒜`$ with coefficients in $`𝒜^{}`$ . First $`F`$ has a canonical $`\mathrm{\Gamma }`$-invariant measure $`dv=dzd\overline{z}\frac{dyd\overline{y}}{(y\overline{y})^2}`$. This yields a trace $`\tau `$ on $`𝒜`$: $`\tau (f)`$ $`=`$ $`{\displaystyle _F}f𝑑vfC_c^{\mathrm{}}(F),`$ $`\tau (fU_\psi ^{})`$ $`=`$ $`0\text{if}\psi 1.`$ (21) Then the characteristic map sends the $`n`$-cochain $`h_1\mathrm{}h_n^n`$ to the Hochschild cochain $`\gamma (h_1\mathrm{}h_n)C^n(𝒜,𝒜^{})`$ given by $$\gamma (h_1\mathrm{}h_n)(a_0,\mathrm{},a_n)=\tau (a_0h_1(a_1)\mathrm{}h_n(a_n)),a_i𝒜.$$ (22) The cyclic cohomology of $``$ is defined such that $`\gamma `$ is a morphism of cyclic complexes. One introduces the face operators $`\delta ^i:^{(n1)}^n`$ for $`0in`$: $`\delta ^0(h_1\mathrm{}h_{n1})`$ $`=`$ $`1h_1\mathrm{}h_{n1}`$ $`\delta ^i(h_1\mathrm{}h_{n1})`$ $`=`$ $`h_1\mathrm{}\mathrm{\Delta }h_i\mathrm{}h_{n1}1in1`$ $`\delta ^n(h_1\mathrm{}h_{n1})`$ $`=`$ $`h_1\mathrm{}h_{n1}1`$ (23) as well as the degeneracy operators $`\sigma _i:^{(n+1)}^n`$ $$\sigma _i(h_1\mathrm{}h_{n+1})=h_1\mathrm{}\epsilon (h_{i+1})\mathrm{}h_{n+1}0in.$$ (24) Next, the cyclic structure is provided by the antipode $`S`$ and the multiplication of $``$. Consider the twisted antipode $`\stackrel{~}{S}=(\delta S)\mathrm{\Delta }`$, where $`\delta :C`$ is a character such that $$\tau (h(a)b)=\tau (a\stackrel{~}{S}(h)(b))a,b𝒜.$$ (25) This last formula plays the role of ordinary integration by parts. One finds: $`\delta (1)`$ $`=`$ $`1,\delta (Y)=\delta (\overline{Y})=1`$ $`\delta (X)`$ $`=`$ $`\delta (\overline{X})=\delta (\delta _n)=\delta (\overline{\delta }_n)=0n1.`$ (26) The definition implies $`\stackrel{~}{S}^2=1`$. Connes and Moscovici proved in that the latter identity is sufficient to ensure the existence of a cyclicity operator $`\tau _n:^n^n`$ $$\tau _n(h_1\mathrm{}h_n)=(\mathrm{\Delta }^{n1}\stackrel{~}{S}(h_1))h_2\mathrm{}h_n1,$$ (27) with $`(\tau _n)^{n+1}=1`$. Now $`C^{}()`$ endowed with $`\delta ^i,\sigma _i,\tau _n`$ defines a cyclic complex. The Hochschild coboundary operator $`b:^n^{(n+1)}`$ is $$b=\underset{i=0}{\overset{n+1}{}}()^i\delta ^i$$ (28) and Connes’ operator $`B:^{(n+1)}^n`$ is $$B=\underset{i=0}{\overset{n}{}}()^{ni}(\tau _n)^iB_0B_0=\sigma _n\tau _{n+1}+()^n\sigma _n.$$ (29) They fulfill the usual relations $`B^2=b^2=bB+Bb=0`$, so that $`C^{}(,b,B)`$ is a bicomplex. We define the cyclic cohomology $`HC^{}()`$ as the $`b`$-cohomology of the subcomplex of cyclic cochains. The corresponding periodic cyclic cohomology $`H^{}()`$ is isomorphic to the cohomology of the bicomplex $`C^{}(,b,B)`$ . Furthermore, the definitions of $`\delta ^i,\sigma _i,\tau _n`$ imply that $`\gamma `$ is a morphism of cyclic complexes. Consequently, $`\gamma `$ passes to cyclic cohomology $$\gamma :HC^{}()HC^{}(𝒜),$$ (30) as well as to periodic cyclic cohomology $$\gamma :H^{}()H^{}(𝒜).$$ (31) In fact we are not interested in the frame bundle $`F`$ but rather in the bundle of metrics $`P=F/SO(2)`$, where $`SO(2)Gl(1,C)`$ is the group of rotations of frames. $`P`$ is gifted with the coordinate chart $`(z,\overline{z},r)`$ where the radial coordinate $`r`$ is obtained from the decomposition $$y=e^{r+i\theta }rR,\theta [0,2\pi ).$$ (32) The pseudogroup $`\mathrm{\Gamma }`$ still acts on $`P`$ by $`z`$ $``$ $`\psi (z)\overline{z}\overline{\psi (z)}`$ $`r`$ $``$ $`r{\displaystyle \frac{1}{2}}\mathrm{ln}\|\psi ^{}(z)\|^2.`$ (33) Define $`𝒜_1=𝒜^{SO(2)}𝒜`$ the subalgebra of elements of $`𝒜`$ invariant under the (right) action of $`SO(2)`$ on $`F`$. $`𝒜_1`$ is canonically isomorphic to the crossed product $`C_c^{\mathrm{}}(P)\mathrm{\Gamma }`$. $`P`$ carries a $`\mathrm{\Gamma }`$-invariant measure $`dv_1=e^{2r}dzd\overline{z}dr`$, so that there is a trace on $`𝒜_1`$, namely $`\tau _1(f)`$ $`=`$ $`{\displaystyle _P}f𝑑v_1fC_c^{\mathrm{}}(P)`$ $`\tau _1(fU_\psi ^{})`$ $`=`$ $`0\text{if}\psi 1.`$ (34) Thus passing to $`SO(2)`$-invariants yields an induced characteristic map $$\gamma _1:HC^{}(,SO(2))HC^{}(𝒜_1)$$ (35) from the relative cyclic cohomology of $``$, with $`\gamma _1(h_1\mathrm{}h_n)(a_0,\mathrm{},a_n)=\tau _1(a_0h_1(a_1)\mathrm{}h_1(a_n))`$, $`a_i𝒜_1`$, where $`h_1\mathrm{}h_n`$ represents an element of $`HC^{}(,SO(2))`$. The map $`\gamma _1`$ generalises the classical Chern-Weil construction of characteristic classes from connexions and curvatures. In the crossed product case $`\mathrm{\Sigma }\mathrm{\Gamma }`$, these classes are captured by the periodic cyclic cohomology of $``$. The authors of computed the latter as Gelfand-Fuchs cohomology. This is the subject of the next section. IV. Gelfand-Fuchs cohomology Let $`G`$ be the group of complex analytic transformations of $`C`$. $`G`$ has a unique decomposition $`G=G_1G_2`$, where $`G_1`$ is the group of affine transformations $$xax+b,xC,a,bC$$ (36) and $`G_2`$ is the group of transformations of the form $$xx+o(x).$$ (37) Any element of $`G`$ is then the composition $`k\psi `$ for $`kG_1`$, $`\psi G_2`$. Since $`G_2`$ is the left quotient of $`G`$ by $`G_1`$, $`G_1`$ acts on $`G_2`$ from the right: for $`kG_1`$, $`\psi G_2`$, one has $`\psi kG_2`$. Similarly, $`G_2`$ acts on $`G_1`$ from the left: $`\psi kG_1`$. Remark that $`G_1`$ is the crossed product $`CGl(1,C)`$. The space $`C\times Gl(1,C)`$ is a prototype for the frame bundle $`F`$ of a flat Riemann surface. This motivates the notation $`a=y`$, $`b=z`$ for the coordinates on $`G_1`$. Under this identification, the left action of $`G_2`$ on $`G_1`$ corresponds to the action of $`G_2`$ on $`F`$: for a holomorphic transformation $`\psi G_2`$, one has $$z\psi (z),y\psi ^{}(z)y,$$ (38) with $`\psi (0)=0`$, $`\psi ^{}(0)=1`$. Furthermore, the vector fields $`X,\overline{X},Y,\overline{Y}`$ form a basis of invariant vector fields for the left action of $`G_1`$ on itself, i.e. a basis of the (complexified) Lie algebra of $`G_1`$. Its dual basis is given by the left-invariant 1-forms (Maurer-Cartan form) $`\omega _1`$ $`=`$ $`y^1dz\overline{\omega }_1=\overline{y}^1d\overline{z}`$ $`\omega _0`$ $`=`$ $`y^1dy\overline{\omega }_0=\overline{y}^1d\overline{y}.`$ (39) The left action $`G_2G_1`$ implies a right action of $`G_2`$ on forms by pullback. One has in particular, for $`\psi G_2`$, $$\omega _1\psi =\omega _1\omega _0\psi =\omega _0+y_z\mathrm{ln}\psi ^{}\omega _1\text{and c.c.}$$ (40) Consider now the discrete crossed product $`_{}=C_c^{\mathrm{}}(G_1)G_2`$ where $`G_2`$ acts on $`C_c^{\mathrm{}}(G_1)`$ by pullback. As a coalgebra, $``$ is dual to the algebra $`_{}`$. One has a natural action of $``$ on $`_{}`$: $`X.(fU_\psi ^{})`$ $`=`$ $`X.fU_\psi ^{}fC_c^{\mathrm{}}(G_1),\psi G_2,`$ $`\delta _n(fU_\psi ^{})`$ $`=`$ $`y^n_z^n\mathrm{ln}\psi ^{}fU_\psi ^{},`$ (41) and so on with $`Y,\overline{X}`$… The operators $`\delta _n,\overline{\delta _n}`$ have in fact an interpretation in terms of coordinates on the group $`G_2`$: for $`\psi G_2`$, $`\delta _n(\psi )`$ is by definition the value of the function $`\delta _n(U_\psi ^{})U_\psi `$ at $`1G_1`$. For any $`kG_1`$, one has $$[\delta _n(U_\psi ^{})U_\psi ](k)=\delta _n(\psi k).$$ (42) Note that (40) rewrites $$\omega _0\psi =\omega _0+\delta _1(\psi k)\omega _1\text{at}kG_1.$$ (43) The Hopf subalgebra of $``$ generated by $`\delta _n,\overline{\delta _n}`$, $`n1`$, corresponds to the commutative Hopf algebra of functions on $`G_2`$ which are polynomial in these coordinates. Let $`A`$ be the complexification of the formal Lie algebra of $`G`$. It coincides with the jets of holomorphic and antiholomorphic vector fields of any order on $`C`$: $`_x`$ , $`x_x,\mathrm{},x^n_x,\mathrm{}xC`$ $`_{\overline{x}}`$ , $`\overline{x}_{\overline{x}},\mathrm{},\overline{x}^n_{\overline{x}},\mathrm{}`$ (44) The Lie bracket between the elements of the above basis is thus $`[x^n_x,x^m_x]`$ $`=`$ $`(mn)x^{n+m1}_x\text{and c.c.}`$ $`[x^n_x,\overline{x}^m_{\overline{x}}]`$ $`=`$ $`0.`$ (45) Define the generator of dilatations $`H=x_x+\overline{x}_{\overline{x}}`$ and of rotations $`J=x_x\overline{x}_{\overline{x}}`$. They fulfill the properties $`[H,x^n_x]`$ $`=`$ $`(n1)x^n_x[H,\overline{x}^n_{\overline{x}}]=(n1)\overline{x}^n_{\overline{x}}`$ $`[J,x^n_x]`$ $`=`$ $`(n1)x^n_x[J,\overline{x}^n_{\overline{x}}]=(n1)\overline{x}^n_{\overline{x}}.`$ (46) We are interested in the Lie algebra cohomology of $`A`$ (see ). The complex $`C^{}(A)`$ of cochains is the exterior algebra generated by the dual basis $`\{\omega ^n,\overline{\omega }^n\}_{n1}`$: $`\omega ^n(x^m_x)`$ $`=`$ $`\delta _{n+1}^m\omega ^n(\overline{x}^m_{\overline{x}})=0`$ (47) $`\overline{\omega }^n(x^m_x)`$ $`=`$ $`0\overline{\omega }^n(\overline{x}^m_{\overline{x}})=\delta _{n+1}^mn1,m0,`$ and the coboundary operator is uniquely defined by its action on 1-cochains $$d\omega (X,Y)=\omega ([X,Y])X,YA.$$ (48) ¿From we know that the periodic cyclic cohomology $`H^{}(,SO(2))`$ is isomorphic to the relative Lie algebra cohomology $`H^{}(A,SO(2))`$, i.e. the cohomology of the basic subcomplex of cochains on $`A`$ relative to the Cartan operation $`(L,i)`$ of $`J`$: $$L_J\omega =(i_Jd+di_J)\omega \omega C^{}(A).$$ (49) We say that a cochain $`\omega C^{}(A)`$ is of weight $`r`$ if $`L_H\omega =r\omega `$. Remark that $$L_H\omega ^n=n\omega ^n,L_H\overline{\omega }^n=n\overline{\omega }^nn1,$$ (50) so that $`C^{}(A)`$ is the direct sum, for $`r2`$, of the spaces $`C_r^{}(A)`$ of weight $`r`$. Since $`[H,J]=0`$, $`C_r^{}(A)`$ is stable under the Cartan operation of $`J`$ and we note $`C_r^{}(A,SO(2))`$ the complex of basic cochains of weight $`r`$. Then we have $$C^{}(A,SO(2))=\underset{r=2}{\overset{\mathrm{}}{}}C_r^{}(A,SO(2)).$$ (51) For any cocycle $`\omega C_r^{}(A,SO(2))`$, $$L_H\omega =di_H\omega =r\omega $$ (52) so that $`C_r^{}(A,SO(2))`$ is acyclic whenever $`r0`$. Hence $`H^{}(A,SO(2))`$ is equal to the cohomology of the finite-dimensional subcomplex $`C_0^{}(A,SO(2))`$. The direct computation gives $$\begin{array}{ccc}H^0(A,SO(2))=C\hfill & \text{with representative}& 1\hfill \\ H^2(A,SO(2))=C\hfill & ^{\prime \prime }& \omega ^1\omega ^1\hfill \\ H^3(A,SO(2))=C\hfill & ^{\prime \prime }& (\omega ^1\omega ^1\overline{\omega }^1\overline{\omega }^1)(\omega ^0+\overline{\omega }^0)\hfill \\ H^5(A,SO(2))=C\hfill & ^{\prime \prime }& \omega ^1\omega ^1\overline{\omega }^1\overline{\omega }^1(\omega ^0+\overline{\omega }^0)\hfill \end{array}$$ (53) The other cohomology groups vanish. Next we construct a map $`C`$ from $`C^{}(A)`$ to the bicomplex $`(C^{n,m},d_1,d_2)_{n,mZ}`$ of chap. III.2.$`\delta `$. Let $`\mathrm{\Omega }^m(G_1)`$ be the space $`m`$-forms on $`G_1`$. $`C^{n,m}`$ is the space of totally antisymmetric maps $`\gamma :G_{2}^{}{}_{}{}^{n+1}\mathrm{\Omega }^m(G_1)`$ such that $$\gamma (g_0g,\mathrm{},g_ng)=\gamma (g_0,\mathrm{},g_n)gg_iG_2,gG,$$ (54) where $`g_ig`$ is given by the right action of $`G`$ on $`G_2`$, and $`G`$ acts on $`\mathrm{\Omega }^{}(G_1)`$ by pullback (left action of $`G`$ on $`G_1`$). The first differential $`d_1:C^{n,m}C^{n+1,m}`$ is $$(d_1\gamma )(g_0,\mathrm{},g_{n+1})=()^m\underset{i=0}{\overset{n+1}{}}()^i\gamma (g_0,\mathrm{},\stackrel{}{g_i},\mathrm{},g_{n+1}),$$ (55) and $`d_2:C^{n,m}C^{n,m+1}`$ is just the de Rham coboundary on $`\mathrm{\Omega }^{}(G_1)`$: $$(d_2\gamma )(g_0,\mathrm{},g_n)=d(\gamma (g_o,\mathrm{},g_n)).$$ (56) Of course $`d_{1}^{}{}_{}{}^{2}=d_{2}^{}{}_{}{}^{2}=d_1d_2+d_2d_1=0`$. Remark that for $`\gamma C^{n,m}`$, the invariance property (54) implies $$\gamma (g_0,\mathrm{},g_n)k=\gamma (g_0k,\mathrm{},g_nk)kG_1,$$ (57) in other words the value of $`\gamma (g_0,\mathrm{},g_n)\mathrm{\Omega }^m(G_1)`$ at $`k`$ is deduced from its value at $`1`$. Let us describe now the construction of $`C`$. As a vector space, the Lie algebra $`A`$ is just the direct sum $`\text{G}_1\text{G}_2`$, $`\text{G}_i`$ being the (complexified) Lie algebra of $`G_i`$. The cochain complex $`C^{}(A)`$ is then the exterior product $`\mathrm{\Lambda }A^{}=\mathrm{\Lambda }\text{G}_{1}^{}{}_{}{}^{}\mathrm{\Lambda }\text{G}_{2}^{}{}_{}{}^{}`$. One identifies $`\text{G}_{1}^{}{}_{}{}^{}`$ with the cotangent space $`T_1^{}(G_1)`$ of $`G_1`$ at the identity. Since $`G_2`$ fixes $`1G_1`$, there is a right action of $`G_2`$ on $`\mathrm{\Lambda }\text{G}_{1}^{}{}_{}{}^{}`$ by pullback. The basis $`\{\omega ^1,\omega ^0,\overline{\omega }^1,\overline{\omega }^0\}`$ of $`\text{G}_{1}^{}{}_{}{}^{}`$ is represented by left-invariant one-forms on $`G_1`$ through the identification $`\omega ^1`$ $``$ $`\omega _1=y^1dz\overline{\omega }^1\overline{\omega }_1=\overline{y}^1d\overline{z}`$ $`\omega ^0`$ $``$ $`\omega ^0=y^1dy\overline{\omega }^0\overline{\omega }^0=\overline{y}^1d\overline{y},`$ (58) and the right action of $`\psi G_2`$ reads (cf. (40)) $$\omega ^1\psi =\omega ^1,\omega ^0\psi =\omega ^0+\delta _1(\psi )\omega ^1.$$ (59) Next, we view a cochain $`\omega C^{}(A)`$ as a cochain of the Lie algebra of $`G_2`$ with coefficients in the right $`G_2`$-module $`\mathrm{\Lambda }\text{G}_{1}^{}{}_{}{}^{}`$. It is represented by a $`\mathrm{\Lambda }\text{G}_{1}^{}{}_{}{}^{}`$-valued right-invariant form $`\mu `$ on $`G_2`$. Then $`C(\omega )C^,`$ evaluated on $`(g_0,\mathrm{},g_n)G_{2}^{}{}_{}{}^{n+1}`$ is a differential form on $`G_1`$ whose value at $`1G_1`$ is $$C(\omega )(g_0,\mathrm{},g_n)=_{\mathrm{\Delta }(g_0,\mathrm{},g_n)}\mu \mathrm{\Lambda }T_1^{}(G_1),$$ (60) where $`\mathrm{\Delta }(g_0,\mathrm{},g_n)`$ is the affine simplex in the coordinates $`\delta _i,\overline{\delta _i}`$, with vertices $`(g_0,\mathrm{},g_n)`$. Let $`\{\rho _j\}`$ be a basis of left-invariant forms on $`G_1`$. Then $$C(\omega )(g_0,\mathrm{},g_n)=\underset{j}{}p_j(g_0,\mathrm{},g_n)\rho _j\text{at }1G_1,$$ (61) where $`p_j(g_0,\mathrm{},g_n)`$ are polynomials in the coordinates $`\delta _i,\overline{\delta _i}`$. The invariance property (54) enables us to compute the value of $`C(\omega )(g_0,\mathrm{},g_n)`$ at any $`kG_1`$, $$C(\omega )(g_0,\mathrm{},g_n)(k)=\underset{j}{}p_j(g_0k,\mathrm{},g_nk)\rho _j$$ (62) because $`\rho _jk=\rho _j`$. Connes and Moscovici showed in that $`C`$ is a morphism from $`C^{}(A,d)`$ to the bicomplex $`(C^{n,m},d_1,d_2)_{n,mZ}`$. In the relative case, it restricts to a morphism from $`C^{}(A,SO(2),d)`$ to the subcomplex $`(C_{bas.}^{n,m},d_1,d_2)`$ of antisymmetric cochains on $`G_2`$ with values in the basic de Rham cohomology $`\mathrm{\Omega }^{}(P)=\mathrm{\Omega }^{}(G_1/SO(2))`$. It remains to compute the image of $`H^{}(A,SO(2))`$ by $`C`$. We restrict ourselves to even cocycles, i.e. the unit $`1H^0(A,SO(2))`$ and the first Chern class $`c_1H^2(A,SO(2))`$, defined as the class $$c_1=[2\omega ^1\omega ^1].$$ (63) One has $`C(1)C_{bas.}^{0,0}`$. The immediate result is $$C(1)(g_0)=1,g_0G_2.$$ (64) For the first Chern class, we must transform $`c_1`$ into a right-invariant form on $`G_2`$ with values in $`\mathrm{\Lambda }T_1^{}(G_1)`$. We already know that $`\omega ^1`$ is represented by $`\omega _1=y^1dz`$, which satisfies $`\omega _1\psi =\omega _1`$, $`\psi G_2`$. Next, the Taylor expansion of an element $`\psi G_2`$ can be expressed in the coordinates $`\delta _n`$ thanks to the obvious formula $$\mathrm{ln}\psi ^{}(x)=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n!}\delta _n(\psi )x^n,xC.$$ (65) One finds: $$\psi (x)=x+\frac{1}{2}\delta _1(\psi )x^2+\frac{1}{3!}(\delta _2(\psi )+\delta _1(\psi )^2)x^3+O(x^4).$$ (66) It shows that the cochain $`\omega ^1C^{}(A)`$ is represented by the right-invariant 1-form $`\frac{1}{2}d\delta _1`$ on $`G_2`$. Thus at $`1G_1`$, $`C(c_1)C_{bas.}^{1,1}`$ is given by $`C(c_1)(g_0,g_1)`$ $`=`$ $`{\displaystyle _{\mathrm{\Delta }(g_0,g_1)}}\omega _1d\delta _1`$ (67) $`=`$ $`\omega _1(\delta _1(g_1)\delta _1(g_0))g_iG_2,`$ and at $`kG_1`$, the 1-form $`C(c_1)(g_0,g_1)`$ is $$C(c_1)(g_0,g_1)=\omega _1(\delta _1(g_1k)\delta _1(g_0k)).$$ (68) Since $`\omega _1=y^1dz`$ and $`\delta _1(gk)=y_z\mathrm{ln}g^{}(z)`$, $`z`$ and $`y`$ being the coordinates of $`k`$, one has explicitly $$C(c_1)(g_0,g_1)=dz(_z\mathrm{ln}g_{1}^{}{}_{}{}^{}(z)_z\mathrm{ln}g_{0}^{}{}_{}{}^{}(z)).$$ (69) It is a basic form on $`G_1`$ relative to $`SO(2)`$, then descends to a form on $`P=G_1/SO(2)`$ as expected. The last step is to use the map $`\mathrm{\Phi }`$ of theorem 14 p.220 from $`(C^{n,m},d_1,d_2)`$ to the $`(b,B)`$ bicomplex of the discrete crossed product $`C_c^{\mathrm{}}(P)G_2`$. Define the algebra $$=\mathrm{\Omega }^{}(P)\widehat{}\mathrm{\Lambda }C(G_2^{}),$$ (70) where $`\mathrm{\Lambda }C(G_2^{})`$ is the exterior algebra generated by the elements $`\delta _\psi `$, $`\psi G_2`$, with $`\delta _e=0`$ for the identity $`e`$ of $`G_2`$. With the de Rham coboundary $`d`$ of $`\mathrm{\Omega }^{}(P)`$, $``$ is a differential algebra. Now form the crossed product $`G_2`$, with multiplication rules $`U_\psi ^{}\alpha U_\psi `$ $`=`$ $`\alpha \psi ,\alpha \mathrm{\Omega }^{}(P),\psi G_2`$ $`U_{\psi _1}^{}\delta _{\psi _2}U_{\psi _1}`$ $`=`$ $`\delta _{\psi _2\psi _1}\delta _{\psi _1},\psi _iG_2.`$ (71) Endow $`G_2`$ with the differential $`\stackrel{~}{d}`$ acting on an element $`bU_\psi ^{}`$ as $$\stackrel{~}{d}(bU_\psi ^{})=dbU_\psi ^{}()^bb\delta _\psi U_\psi ^{},$$ (72) where $`db`$ comes from the de Rham coboundary of $`\mathrm{\Omega }^{}(P)`$. The map $$\mathrm{\Phi }:(C^,,d_1,d_2)(C_c^{\mathrm{}}(P)G_2,b,B)$$ (73) is constructed as follows. Let $`\gamma C_{bas.}^{n,m}`$. It yields a linear form $`\stackrel{~}{\gamma }`$ on $`G_2`$: $`\stackrel{~}{\gamma }(\alpha \delta _{g_1}\mathrm{}\delta _{g_n})`$ $`=`$ $`{\displaystyle _P}\alpha \gamma (1,g_1,\mathrm{},g_n),\alpha \mathrm{\Omega }^{}(P),g_iG_2`$ $`\stackrel{~}{\gamma }(bU_\psi ^{})`$ $`=`$ $`0\text{if }\psi 1.`$ (74) Then $`\mathrm{\Phi }(\gamma )`$ is the following $`l`$-cochain on $`C_c^{\mathrm{}}(P)G_2`$, $`l=dimPm+n`$ $`\mathrm{\Phi }(\gamma )(x_0,\mathrm{},x_l)`$ $`=`$ $`{\displaystyle \frac{n!}{(l+1)!}}{\displaystyle \underset{j=0}{\overset{l}{}}}()^{j(lj)}\stackrel{~}{\gamma }(\stackrel{~}{d}x_{j+1}\mathrm{}\stackrel{~}{d}x_lx_0\stackrel{~}{d}x_1\mathrm{}\stackrel{~}{d}x_j),`$ (75) $`x_iC_c^{\mathrm{}}(P)G_2G_2.`$ The essential tool is that $`\mathrm{\Phi }`$ is a morphism of bicomplexes: $$\mathrm{\Phi }(d_1\gamma )=b\mathrm{\Phi }(\gamma ),\mathrm{\Phi }(d_2\gamma )=B\mathrm{\Phi }(\gamma ).$$ (76) Moreover, if $`d_1\gamma =d_2\gamma =0`$, $`\mathrm{\Phi }(\gamma )`$ is a cyclic cocycle. This happens in our case. Since $`P`$ is a $`3`$-dimensional manifold, the image of $`C(1)`$ under $`\mathrm{\Phi }`$ is the cyclic 3-cocycle $$\mathrm{\Phi }(C(1))(x_0,\mathrm{},x_3)=_Px_0𝑑x_1\mathrm{}𝑑x_3,x_iC_c^{\mathrm{}}(P)G_2,$$ (77) where $`d(fU_\psi ^{})=dfU_\psi ^{}`$ for $`fC_c^{\mathrm{}}(P)`$, $`\psi G_2`$, and the integration is extended over $`\mathrm{\Omega }^{}(P)G_2`$ by setting $$_P\alpha U_\psi ^{}=0\text{if}\psi 1,\alpha \mathrm{\Omega }^{}(P).$$ (78) The image of $`\gamma =C(c_1)`$ is more complicated to compute. One has $$\stackrel{~}{\gamma }(\alpha \delta _g)=_P\alpha y^1dz\delta _1(gk),\alpha \mathrm{\Omega }^2(P),gG_2$$ (79) where $`y^1dz\delta _1(gk)=dz_z\mathrm{ln}g^{}(z)`$ is, of course, a 1-form on $`P`$. $`\mathrm{\Phi }(\gamma )`$ is the cyclic 3-cocycle $`\mathrm{\Phi }(\gamma )(f_0U_{\psi _0}^{},\mathrm{},f_3U_{\psi _3}^{})`$ $`=`$ $`\stackrel{~}{\gamma }(f_0U_{\psi _0}^{}df_1U_{\psi _1}^{}df_2U_{\psi _2}^{}f_3\delta _{\psi _3}U_{\psi _3}^{}`$ $`+f_0U_{\psi _0}^{}df_1U_{\psi _1}^{}f_2\delta _{\psi _2}U_{\psi _2}^{}df_3U_{\psi _3}^{}`$ $`+f_0U_{\psi _0}^{}f_1\delta _{\psi _1}U_{\psi _1}^{}df_2U_{\psi _2}^{}df_3U_{\psi _3}^{})`$ $`=`$ $`\stackrel{~}{\gamma }(f_0(df_1\psi _0)(df_2\psi _1\psi _0)(f_3\psi _2\psi _1\psi _0)\delta _{\psi _2\psi _1\psi _0}`$ $`+f_0(df_1\psi _0)(f_2\psi _1\psi _0)(df_3\psi _2\psi _1\psi _0)(\delta _{\psi _2\psi _1\psi _0}\delta _{\psi _1\psi _0})`$ $`f_0(f_1\psi _0)(df_2\psi _1\psi _0)(df_3\psi _2\psi _1\psi _0)(\delta _{\psi _1\psi _0}\delta _{\psi _0})),`$ upon assuming that $`\psi _3\psi _2\psi _1\psi _0=\text{Id}`$. Using the relation $$\delta _1(\psi k)=[\delta _1(U_\psi ^{})U_\psi ](k),kG_1,\psi G_2$$ (81) the computation gives $$\mathrm{\Phi }(\gamma )(x_0,\mathrm{},x_3)=_Px_0(dx_1dx_2\delta _1(x_3)+dx_1\delta _1(x_2)dx_3+\delta _1(x_1)dx_2dx_3)y^1𝑑z.$$ (82) Now recall that $`P`$ has an invariant volume form $`dv_1=e^{2r}dzd\overline{z}dr`$. The differential $`df`$ of a function on $`P`$ makes use of the horizontal $`X=y_z`$, $`\overline{X}=\overline{y}_{\overline{z}}`$ and vertical $`Y+\overline{Y}=_r`$ vector fields: $$df=y^1dzX.f+\overline{y}^1d\overline{z}\overline{X}.fdr(Y+\overline{Y}).f.$$ (83) Then using the relations (40) one sees that $`\mathrm{\Phi }(C(c_1))`$ is a sum of terms involving the Hopf algebra $$\mathrm{\Phi }(C(c_1))(x_0,\mathrm{},x_3)=\underset{i}{}_Px_0h_1^i(x_1)\mathrm{}h_3^i(x_3)𝑑v_1,$$ (84) where the sum $`_ih_1^ih_2^ih_3^i`$ is a cyclic 3-cocycle of $``$ relative to $`SO(2)`$. This follows from the existence of the characteristic map (35) $$HC^{}(,SO(2))HC^{}(C_c^{\mathrm{}}(P)G_2)$$ (85) and the duality between $``$ and $`_{}=C_c^{\mathrm{}}(G_1)G_2`$ (cf. ). Returning to the initial situation, where $`F`$ is the frame bundle of a flat Riemann surface $`\mathrm{\Sigma }`$, and $`P=F/SO(2)`$ the bundle of metrics, the above computation shows that the cyclic 3-cocycle on $`𝒜_1=C_c^{\mathrm{}}(P)\mathrm{\Gamma }`$ $$[c_1](a_0,\mathrm{},a_3)=\underset{i}{}_Pa_0h_1^i(a_1)\mathrm{}h_3^i(a_3)𝑑v_1,a_i𝒜_1,$$ (86) is the image of $`C(c_1)`$ by the characteristic map $`HC^{}(,SO(2))HC^{}(𝒜_1)`$. Also the fundamental class $$[P](a_0,\mathrm{},a_3)=_Pa_0𝑑a_1𝑑a_2𝑑a_3$$ (87) is in the range of the characteristic map. Since Connes and Moscovici showed that the Gelfand-Fuchs cohomology $`H^{}(A,SO(2))`$ is isomorphic to the periodic cyclic cohomology of $``$, we have completely determined the odd part of the range of the characteristic map. We can summarize the result in the following ###### Proposition 1 Under the characteristic map $$H^{}(A,SO(2))H^{}(,SO(2))H^{}(𝒜_1),$$ (88) the unit $`1H^0(A,SO(2))`$ maps to the fundamental class $`[P]`$ represented by the cyclic 3-cocycle $$[P](a_0,\mathrm{},a_3)=_Pa_0𝑑a_1𝑑a_2𝑑a_3,a_i𝒜_1,$$ (89) and the first Chern class $`c_1H^2(A,SO(2))`$ gives the cocycle $`[c_1]HC^3(𝒜_1)`$: $$[c_1](a_0,\mathrm{},a_3)=_Pa_0(da_1da_2\delta _1(a_3)+da_1\delta _1(a_2)da_3+\delta _1(a_1)da_2da_3)y^1𝑑z.$$ (90) In section II we considered an odd $`K`$-cycle on $`C_0(P\times R^2)\mathrm{\Gamma }`$ represented by a differential operator $`Q^{}`$, which is equivalent, up to Bott periodicity, to an odd $`K`$-cycle on $`C_0(P)\mathrm{\Gamma }`$. $`Q^{}`$ is a matrix-valued polynomial in the vector fields $`X,\overline{X},Y+\overline{Y}`$ and the partial derivatives along the two directions of $`R^2`$. Its Chern character is the cup product $$\text{ch}_{}(Q^{})=\phi \mathrm{\#}[R^2]$$ (91) of a cyclic cocycle $`\phi HC^{odd}(C_c^{\mathrm{}}(P)\mathrm{\Gamma })`$ by the fundamental class of $`R^2`$. The index theorem of Connes and Moscovici states that $`\phi `$ is in the range of the characteristic map (we have to assume that the action of $`\mathrm{\Gamma }`$ on $`\mathrm{\Sigma }`$ has no fixed point). Hence it is a linear combination of the characteristic classes $`[P]`$ and $`[c_1]`$. We shall determine the coefficients by using the classical Riemann-Roch theorem. V. A Riemann-Roch theorem for crossed products We shall first use the Thom isomorphism in $`K`$-theory $$K_i(C_0(\mathrm{\Sigma })\mathrm{\Gamma })K_{i+1}(C_0(P)\mathrm{\Gamma })$$ (92) to descend the characteristic classes $`[P]`$ and $`[c_1]`$ down to the cyclic cohomology of $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$. Recall that $`C_0(P)\mathrm{\Gamma }`$ is just the crossed product of $`C_0(\mathrm{\Sigma })\mathrm{\Gamma }`$ by the modular automorphism group $`\sigma `$ of the associated von Neumann algebra $$C_0(P)\mathrm{\Gamma }=(C_0(\mathrm{\Sigma })\mathrm{\Gamma })_\sigma R.$$ (93) By homotopy we can deform $`\sigma `$ continuously into the trivial action. For $`\lambda [0,1]`$, let $`\sigma _t^\lambda =\sigma _{\lambda t}`$, $`tR`$. Then $`\sigma ^1=\sigma `$, $`\sigma ^0=\text{Id}`$ and $$(C_0(\mathrm{\Sigma })\mathrm{\Gamma })_{\text{Id}}R=C_0(\mathrm{\Sigma })\mathrm{\Gamma }C_0(R).$$ (94) Next, the coordinate system $`(z,\overline{z})`$ of $`\mathrm{\Sigma }`$ gives a smooth volume form $`\frac{dzd\overline{z}}{2i}`$ together with a representative of $`\sigma `$, whose action on the subalgebra $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ is $$\sigma _t(fU_\psi ^{})=f\|\psi ^{}\|^{2it}U_\psi ^{},fC_c^{\mathrm{}}(\mathrm{\Sigma }),\psi \mathrm{\Gamma },$$ (95) and accordingly $$\sigma _t^\lambda (fU_\psi ^{})=f\|\psi ^{}\|^{2i\lambda t}U_\psi ^{}.$$ (96) Remark that the algebra $`(C_0(\mathrm{\Sigma })\mathrm{\Gamma })_{\sigma ^\lambda }R`$ is equal to the crossed product $`C_0(P)_\lambda \mathrm{\Gamma }`$ obtained from the following deformed action of $`\mathrm{\Gamma }`$ on $`P`$: $`z`$ $``$ $`\psi (z)\overline{z}\overline{\psi (z)}`$ (97) $`r`$ $``$ $`r{\displaystyle \frac{1}{2}}\lambda \mathrm{ln}\|\psi ^{}(z)\|^2\psi \mathrm{\Gamma }.`$ Hence for any $`\lambda [0,1]`$, one has a Thom isomorphism $$\mathrm{\Phi }^\lambda :K_0(C_0(\mathrm{\Sigma })\mathrm{\Gamma })K_1(C_0(P)_\lambda \mathrm{\Gamma }),$$ (98) and $`\mathrm{\Phi }^0`$ is just the connecting map $`K_0(C_0(\mathrm{\Sigma })\mathrm{\Gamma })K_1(S(C_0(\mathrm{\Sigma })\mathrm{\Gamma }))`$. We introduce also the family $`\{[P]^\lambda \}_{\lambda [0,1]}`$ of cyclic cocycles $$[P]^\lambda (a_0^\lambda ,\mathrm{},a_3^\lambda )=_Pa_0^\lambda 𝑑a_1^\lambda \mathrm{}𝑑a_3^\lambda ,a_i^\lambda C_c^{\mathrm{}}(P)_\lambda \mathrm{\Gamma }.$$ (99) One has $`[P]^1=[P]`$ and $`[P]^0=[\mathrm{\Sigma }]\mathrm{\#}[R](C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma })C_c^{\mathrm{}}(R)`$, where $$[\mathrm{\Sigma }](a_0,a_1,a_2)=_\mathrm{\Sigma }a_0𝑑a_1𝑑a_2a_iC_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }.$$ (100) Moreover for any element $`[e]K_0(C_0(\mathrm{\Sigma })\mathrm{\Gamma })`$ such that $`\mathrm{\Phi }^\lambda ([e])`$ is in the domain of definition of $`[P]^\lambda `$, the pairing $$\mathrm{\Phi }^\lambda ([e]),[P]^\lambda $$ (101) depends continuously upon $`\lambda `$. Next for any $`\lambda (0,1]`$, consider the vertical diffeomorphism of $`P`$ whose action on the coordinates $`(z,\overline{z},r)`$ reads $$\stackrel{~}{\lambda }(z)=z\stackrel{~}{\lambda }(\overline{z})=\overline{z}\stackrel{~}{\lambda }(r)=\lambda r.$$ (102) Thus for $`\lambda 0`$ one has an algebra isomorphism $$\chi _\lambda :C_c^{\mathrm{}}(P)_\lambda \mathrm{\Gamma }C_c^{\mathrm{}}(P)\mathrm{\Gamma }$$ (103) by setting $$\chi _\lambda (fU_\psi ^{})=f\stackrel{~}{\lambda }U_\psi ^{}fC_c^{\mathrm{}}(P),\psi \mathrm{\Gamma }.$$ (104) For any $`\lambda 0`$, $`(\chi _\lambda )_{}\mathrm{\Phi }^\lambda `$ $`=`$ $`\mathrm{\Phi }^1,`$ (105) $`(\chi _\lambda )^{}[P]^1`$ $`=`$ $`[P]^\lambda .`$ (106) Eq.(105) comes from the unicity of the Thom map (cf. ), and (106) is obvious. Thus $`\mathrm{\Phi }^\lambda ([e]),[P]^\lambda `$ is constant for $`\lambda 0`$, and by continuity at $`0`$ $$\mathrm{\Phi }^1([e]),[P]=[e],[\mathrm{\Sigma }].$$ (107) This shows that the image of $`[P]`$ by Thom isomorphism is the cyclic 2-cocycle $`[\mathrm{\Sigma }]`$ corresponding to the fundamental class of $`\mathrm{\Sigma }`$. In exactly the same way we show that the image of $`[c_1]`$ is the cyclic 2-cocycle $`\tau `$ defined, for $`a_i=f_iU_{\psi _i}^{}C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$, by $$\tau (a_0,a_1,a_2)=_\mathrm{\Sigma }a_0(da_1\mathrm{ln}\psi _2^{}a_2+\mathrm{ln}\psi _1^{}a_1da_2),$$ (108) with $`=dz_z`$. Note that in the decomposition of the differential on $`\mathrm{\Sigma }`$, $`d=+\overline{}`$, both $``$ and $`\overline{}`$ commute with the pullbacks by the conformal transformations $`\psi \mathrm{\Gamma }`$. So far we have considered a flat Riemann surface and the constructions we made were relative to a coordinate system $`(z,\overline{z})`$. We shall now remove this unpleasant feature by using the Morita equivalence . In order to understand the general situation, let us first treat the particular case of the Riemann sphere $`S^2=C\{\mathrm{}\}`$. We consider an open covering of the sphere by two planes: $`S^2=U_1U_2`$, $`U_1=C`$, $`U_2=C`$, together with the glueing function $`g`$: $`g:U_1\backslash \{0\}`$ $``$ $`U_2\backslash \{0\}`$ $`z`$ $``$ $`{\displaystyle \frac{1}{z}}.`$ (109) The pseudogroup of conformal transformations $`\mathrm{\Gamma }_0`$ generated by $`\{U_g^{},U_g\}`$ acts on the disjoint union $`\mathrm{\Sigma }=U_1U_2`$, which is flat. Then $`S^2`$ is described by the groupoid $`\mathrm{\Sigma }\mathrm{\Gamma }_0`$. If $`\mathrm{\Gamma }`$ is a pseudogroup of local transformations of $`S^2`$, there exists a pseudogroup $`\mathrm{\Gamma }^{}`$ containing $`\mathrm{\Gamma }_0`$, acting on $`\mathrm{\Sigma }`$ and such that the crossed product $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ is Morita equivalent to $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{}`$. The latter splits into four parts: it is the direct sum, for $`i,j=1,2`$, of elements of the form $`f_{ij}U_{\psi _{ij}}^{}`$ with $$\psi _{ij}:U_iU_j\text{and}\text{supp}f_{ij}\text{Dom}\psi _{ij}.$$ (110) For convenience, we adopt a matricial notation for any generic element $`bC_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{}`$: $$b=\left(\begin{array}{cc}b_{11}& b_{12}\\ b_{21}& b_{22}\end{array}\right),b_{ij}=f_{ij}U_{\psi _{ij}}^{}.$$ (111) Now the Morita equivalence is explicitly realized through the following idempotent $`eC_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{}`$: $$e=\left(\begin{array}{cc}\rho _{1}^{}{}_{}{}^{2}& \rho _1\rho _2U_g^{}\\ U_g\rho _2\rho _1& U_g\rho _{2}^{}{}_{}{}^{2}U_g^{}\end{array}\right),e^2=e,$$ (112) where $`\{\rho _i\}_{i=1,2}`$ is a partition of unity relative to the covering $`\{U_i\}`$: $$\rho _1C_c^{\mathrm{}}(U_1),\rho _{1}^{}{}_{}{}^{2}+\rho _{2}^{}{}_{}{}^{2}=1\text{on}S^2=U_1\{\mathrm{}\}.$$ (113) The reduction of $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{}`$ by $`e`$ is the subalgebra $$(C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{})_e=\{bC_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{}/b=be=eb\}.$$ (114) Its elements are of the form $$ebe=\left(\begin{array}{cc}\rho _1c\rho _1& \rho _1c\rho _2U_g^{}\\ U_g\rho _2c\rho _1& U_g\rho _2c\rho _2U_g^{}\end{array}\right)$$ (115) with $`c=\rho _1b_{11}\rho _1+\rho _2U_g^{}b_{21}\rho _1+\rho _1b_{12}U_g\rho _2+\rho _2U_g^{}b_{22}U_g\rho _2`$. Then $`c`$ can be considered as an element of $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ under the identification $`S^2=U_1\{\mathrm{}\}`$. $`(C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{})_e`$ and $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ are isomorphic through the map $`\theta :C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ $``$ $`(C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{})_e`$ $`a`$ $``$ $`\left(\begin{array}{cc}\rho _1a\rho _1& \rho _1a\rho _2U_g^{}\\ U_g\rho _2a\rho _1& U_g\rho _2a\rho _2U_g^{}\end{array}\right).`$ (118) We are ready to compute the pullbacks of $`[\mathrm{\Sigma }]`$ and $`\tau HC^2(C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }^{})`$ by $`\theta `$. This yields the following cyclic 2-cocycles on $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$: $`\theta ^{}[\mathrm{\Sigma }]`$ $`=`$ $`[S^2],`$ $`(\theta ^{}\tau )(a_0,a_1,a_2)`$ $`=`$ $`{\displaystyle _{S^2}}a_0(da_1(\mathrm{ln}\psi _2^{}a_2+[a_2,\rho _{2}^{}{}_{}{}^{2}\mathrm{ln}g^{}])`$ $`+(\mathrm{ln}\psi _1^{}a_1+[a_1,\rho _{2}^{}{}_{}{}^{2}\mathrm{ln}g^{}]))`$ $`{\displaystyle _{S^2}}a_2a_0a_1d(\rho _{2}^{}{}_{}{}^{2})\mathrm{ln}g^{},`$ with $`a_i=f_iU_{\psi _i}^{}C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$. In formula (S0.Ex30), $`S^2=U_1\{\mathrm{}\}`$ is gifted with the coordinate shart $`(z,\overline{z})`$ of $`U_1`$, which makes sense to $`\psi _i^{}(z)=_z\psi _i(z)`$ and $`g^{}(z)=_zg(z)=1/z^2`$, but gives singular expressions at $`0`$ and $`\mathrm{}`$. We can overcome this difficulty by introducing a smooth volume form $`\nu =\rho (z,\overline{z})\frac{dzd\overline{z}}{2i}`$ on $`S^2`$. The associated modular automorphism group $`\sigma ^\nu `$ leaves $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ globally invariant and is expressed in the coordinates $`(z,\overline{z})`$ by $$\sigma _t^\nu (fU_\psi ^{})=\left(\frac{\nu \psi }{\nu }\right)^{it}fU_\psi ^{}=\left(\frac{\rho \psi }{\rho }\|_z\psi \|^2\right)^{it}fU_\psi ^{},tR.$$ (120) Define the derivation $`\delta ^\nu `$ on $`C^{\mathrm{}}(S^2)\mathrm{\Gamma }`$ $`\delta ^\nu (fU_\psi ^{})`$ $``$ $`i[,{\displaystyle \frac{d}{dt}}\sigma _t^\nu ](fU_\psi ^{})\|_{t=0}`$ (121) $`=`$ $`[,\mathrm{ln}\left({\displaystyle \frac{\rho \psi }{\rho }}\|_z\psi \|^2\right)](fU_\psi ^{})`$ $`=`$ $`\mathrm{ln}\psi ^{}fU_\psi ^{}[\mathrm{ln}\rho ,fU_\psi ^{}].`$ (122) One has $$\mathrm{ln}\psi ^{}fU_\psi ^{}+[fU_\psi ^{},\rho _{2}^{}{}_{}{}^{2}\mathrm{ln}g^{}]=\delta ^\nu (fU_\psi ^{})+[\mathrm{ln}\rho \rho _{2}^{}{}_{}{}^{2}\mathrm{ln}g^{},fU_\psi ^{}],$$ (123) where the 1-form $`\omega =\mathrm{ln}\rho \rho _{2}^{}{}_{}{}^{2}\mathrm{ln}g^{}`$ is globally defined, nowhere singular on $`S^2`$. Let $`R^\nu =\overline{}\mathrm{ln}\rho `$ be the curvature 2-form associated to the Kähler metric $`\rho dzd\overline{z}`$. One has the commutation rule $$(\overline{}\delta ^\nu +\delta ^\nu \overline{})a=[R^\nu ,a]aC^{\mathrm{}}(S^2)\mathrm{\Gamma }.$$ (124) Simple algebraic manipulations show that the following 2-cochain $$\tau ^\nu (a_0,a_1,a_2)=_{S^2}a_0(da_1\delta ^\nu a_2+\delta ^\nu a_1da_2)+_{S^2}a_2a_0a_1R^\nu $$ (125) is a cyclic cocycle. Moreover, $`\tau ^\nu `$ is cohomologous to $`\theta ^{}\tau `$. To see this, let $`\phi `$ be the cyclic 1-cochain $$\phi (a_0,a_1)=_{S^2}(a_0da_1a_1da_0)\omega .$$ (126) Then for all $`a_iC^{\mathrm{}}(S^2)\mathrm{\Gamma }`$, $`(\tau ^\nu \theta ^{}\tau )(a_0,a_1,a_2)`$ $`=`$ $`{\displaystyle _{S^2}}(a_0da_1a_2+a_2da_0a_1+a_1da_2a_0)\omega `$ (127) $`=`$ $`b\phi (a_0,a_1,a_2).`$ It is clear now that the construction of characteristic classes for an arbitrary (non flat) Riemann surface $`\mathrm{\Sigma }`$ follows exactly the same steps as in the above example. Using an open cover with partition of unity, one gets the desired cyclic cocycles by pullback. Choose a smooth measure $`\nu `$ on $`\mathrm{\Sigma }`$, then the associated modular group is $$\sigma _t^\nu (fU_\psi ^{})=\left(\frac{\nu \psi }{\nu }\right)^{it}fU_\psi ^{}fU_\psi ^{}C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }.$$ (128) The corresponding derivation $$D^\nu (fU_\psi ^{})=\mathrm{ln}\left(\frac{\nu \psi }{\nu }\right)fU_\psi ^{}$$ (129) allows to define the noncommutative differential $$\delta ^\nu =[,D^\nu ].$$ (130) Then the characteristic classes of the groupoid $`\mathrm{\Sigma }\mathrm{\Gamma }`$ are given by $`[\mathrm{\Sigma }]`$ and $`[\tau ^\nu ]HC^2(C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma })`$, where $`\tau ^\nu `$ is given by eq.(125) with $`S^2`$ replaced by $`\mathrm{\Sigma }`$. In the case $`\mathrm{\Gamma }=\text{Id}`$, the crossed product reduces to the commutative algebra $`C_c^{\mathrm{}}(\mathrm{\Sigma })`$ for which $`(\delta ^\nu =0)`$ $$\tau ^\nu (a_0,a_1,a_2)=_\mathrm{\Sigma }a_0a_1a_2R^\nu $$ (131) is just the image of the cyclic 0-cocycle $$\tau _0^\nu (a)=_\mathrm{\Sigma }aR^\nu $$ (132) by the suspension map in cyclic cohomology $`S:HC^{}(C_c^{\mathrm{}}(\mathrm{\Sigma }))HC^{+2}(C_c^{\mathrm{}}(\mathrm{\Sigma }))`$. Thus the periodic cyclic cohomology class of $`\tau ^\nu `$ corresponds in de Rham homology to the cap product $$\frac{1}{2\pi i}[\tau ^\nu ]=c_1(\kappa )[\mathrm{\Sigma }]H_0(\mathrm{\Sigma })$$ (133) of the first Chern class of the holomorphic tangent bundle $`\kappa `$ by the fundamental class. This motivates the following definition: ###### Definition 2 Let $`\mathrm{\Sigma }`$ be a Riemann surface without boundary and $`\mathrm{\Gamma }`$ a discrete pseudogroup acting on $`\mathrm{\Sigma }`$ by local conformal transformations. Let $`\nu `$ be a smooth volume form on $`\mathrm{\Sigma }`$, and $`\sigma ^\nu `$ the associated modular automorphism group leaving $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ globally invariant. Then the Euler class $`e(\mathrm{\Sigma }\mathrm{\Gamma })`$ is the class of the following cyclic 2-cocycle on $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ $$\frac{1}{2\pi i}\tau ^\nu (a_0,a_1,a_2)=\frac{1}{2\pi i}_\mathrm{\Sigma }(a_2a_0a_1R^\nu +a_0(da_1\delta ^\nu a_2+\delta ^\nu a_1da_2)),$$ (134) where $`\delta ^\nu `$ is the derivation $`i[,\frac{d}{dt}\sigma _t^\nu \|_{t=0}]`$, and $`R^\nu `$ is the curvature of the Kähler metric determined by $`\nu `$ and the complex structure of $`\mathrm{\Sigma }`$. Moreover, this cohomology class is independent of $`\nu `$. Now if $`\mathrm{\Gamma }=\text{Id}`$, the operator $`Q`$ of section II defines an element of the $`K`$-homology of $`\mathrm{\Sigma }\times R^2`$. It corresponds to the tensor product of the classical Dolbeault complex $`[\overline{}]`$ of $`\mathrm{\Sigma }`$ by the signature complex $`[\sigma ]`$ of the fiber $`R^2`$, so that its Chern character in de Rham homology is the cup product $`\text{ch}_{}(Q)`$ $`=`$ $`\text{ch}_{}([\overline{}])\mathrm{\#}\text{ch}_{}([\sigma ])`$ (135) $`=`$ $`([\mathrm{\Sigma }]+{\displaystyle \frac{1}{2}}c_1(\kappa )[\mathrm{\Sigma }])\mathrm{\#}2[R^2]H_{}(\mathrm{\Sigma }\times R^2)`$ which yields, by Thom isomorphism, the homology class on $`\mathrm{\Sigma }`$ $$2[\mathrm{\Sigma }]+c_1(\kappa )[\mathrm{\Sigma }]H_{}(\mathrm{\Sigma }).$$ (136) Next for any $`\mathrm{\Gamma }`$, we know from the last section that the Chern character of the Dolbeault $`K`$-cycle, expressed in the periodic cyclic cohomology of $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$, is a linear combination of $`[\mathrm{\Sigma }]`$ and $`e(\mathrm{\Sigma }\mathrm{\Gamma })`$. Thus we deduce immediately the following generalisation of the Riemann-Roch theorem: ###### Theorem 3 Let $`\mathrm{\Sigma }`$ be a Riemann surface without boundary and $`\mathrm{\Gamma }`$ a discrete pseudogroup acting on $`\mathrm{\Sigma }`$ by local conformal mappings without fixed point. The Chern character of the Dolbeault $`K`$-cycle is represented by the following cyclic 2-cocycle on $`C_c^{\mathrm{}}(\mathrm{\Sigma })\mathrm{\Gamma }`$ $$\text{ch}_{}(Q)=2[\mathrm{\Sigma }]+e(\mathrm{\Sigma }\mathrm{\Gamma }).$$ (137) $`\mathrm{}`$ Acknowledgements: I am very indebted to Henri Moscovici for having corrected an erroneous factor in the final formula.
warning/0001/hep-th0001041.html	ar5iv	text	# UAHEP001 OHSTPY-HEP-T-00-001 Conformal anomaly of (2,0) tensor multiplet in six dimensions and AdS/CFT correspondence ## 1 Introduction and summary While the low energy dynamics of a single M5 brane is described by the free $`d=6,𝒩=(2,0)`$ tensor multiplet, the low energy theory describing $`N`$ coincident M5 branes remains rather mysterious. One of the key predictions of the supergravity description of multiple M5 branes is that the entropy and the 2-point stress tensor correlators of the large $`N`$ theory should scale as $`N^3`$. Further quantitative information about this interacting (2,0) conformal theory can be obtained using the AdS/CFT correspondence . In the large $`N`$ limit this leads directly to the analysis of $`d=11`$ supergravity compactified on $`AdS_7\times S^4`$. In particular, spectrum of the chiral operators, some of their 2- and 3-point functions and the structure of the anomalies have been studied . In spite of the lack of a useful field-theoretic description of the large $`N`$ (2,0) theory, it is interesting to compare its properties to those of a $`d=6`$ free conformal theory of a number $`N^3`$ of tensor multiplets (after all, the free (2,0) tensor multiplet theory is the only $`d=6`$ superconformal theory with the right symmetry properties which is known explicitly). The idea is to try to follow the pattern which worked in the case of the D3 brane theory where certain features of the strong coupling large $`N`$ $`d=4,𝒩=4`$ SYM theory as described by $`AdS_5\times S^5`$ supergravity can be reproduced by a free theory of $`N^2`$ vector multiplets. In a previous paper , we have found that the 2- and 3-point correlation functions of the stress tensor of (2,0) theory as predicted by the $`AdS_7\times S^4`$ supergravity are exactly the same as in the theory of $`4N^3`$ free tensor multiplets. The remarkable coefficient $`4N^3`$ is the same as found earlier in in the comparison of the M5 brane world volume theory and the $`d=11`$ supergravity expressions for the absorption cross-sections of longitudinally polarized gravitons by $`N`$ M5 branes. This is not surprising since the ratios of the predictions for the 2-point stress tensor correlators and the absorption cross sections should be the same on the basis of unitarity . That the same coefficient appears also in the ratio of the 3-point correlators (which in general have a complicated structure parametrized by 3 independent constants ) is quite surprising and is likely to be a consequence of the extended $`d=6`$ supersymmetry of the theory in question. Here we extend such a comparison to conformal anomalies in external $`d=6`$ metric. On the supergravity side of the AdS/CFT correspondence the conformal anomaly of the large $`N`$ M5 brane theory was already found in (see also ). Below we compute the conformal anomaly of a free $`d=6,𝒩=(2,0)`$ tensor multiplet which contains 5 scalars, 2 Weyl fermions and a chiral two-form. In general, the trace anomaly in the stress tensor of a classically Weyl-invariant theory in $`d=2k`$ dimensions has the following structure : $`<T>=A+B+D`$, where $`A=aE_d`$ is proprional to the Euler density in $`d`$ dimensions (i.e. is a total derivative of a non-covariant expression), $`B=_nc_nI_n`$ is a sum of independent Weyl invariants, i.e. Weyl tensor contractions with extra conformal derivative operators, $`(C_\mathrm{}.)^k`$, …, $`C_\mathrm{}.(^{k2}+\mathrm{})C_\mathrm{}.`$, and $`D=_iJ^i`$ is a total derivative of a covariant expression. Only type A and type B anomalies are genuine (with the latter determining the UV related scale anomaly), while the type D one is ambiguous (renormalization scheme dependent) as it can be changed by adding local covariant but not Weyl-invariant counterterms to the effective action. In 6 dimensions $$<T>=aE_6+(c_1I_1+c_2I_2+c_3I_3)+_iJ^i,$$ (1.1) where $$E_6=ϵ_6ϵ_6RRR,I_1=C_{amnb}C^{mijn}C_i{}_{}{}^{ab}{}_{j}{}^{},I_2=C_{ab}{}_{}{}^{mn}C_{mn}^{}{}_{}{}^{ij}C_{ij}^{}{}_{}{}^{ab},$$ (1.2) $$I_3=C_{mabc}\left(^2\delta _n^m+4R_n^m\frac{6}{5}R\delta _n^m\right)C^{nabc}+totalderivative.$$ (1.3) Computing the conformal anomalies of the fields in the free tensor multiplet and comparing the resulting coefficients to the supergravity prediction for the anomaly of the (2,0) theory we have found that $$a^{(2,0)}=\frac{16}{7}N^3a^{(tens.)},c_n^{(2,0)}=4N^3c_n^{(tens.)}.$$ (1.4) Once again, the set of $`4N^3`$ tensor multiplets reproduces exactly the type B or scale anomaly of the (2,0) theory! However, the coefficients of the type A anomaly then differ. The ratio $`4N^3`$ of the $`c_n`$ coefficients is, in fact, in direct correspondence with the result for the ratio of the 2- and 3-point correlators of the stress tensor found in . At the same time, the coefficient $`a`$ of the Euler density term in the anomaly turns out to be related to a coefficient of a certain structure in the 4-point correlation function of the stress tensor and should thus reflect some of the non-trivial dynamics of the interacting theory.<sup>1</sup><sup>1</sup>1Note that the type A anomaly coefficient $`a`$ (in any dimension) plays a special role from the point of view of the supergravity analysis . To appreciate this novel feature of the $`d=6`$ theory it is useful to compare the above results with what happens in the $`d=4`$ case – the $`𝒩=4`$ super Yang–Mills theory. In $`d=4`$ the type B anomaly contains just one independent term proportional to the square of the Weyl tensor whose coefficient is directly related to the one in the 2-point function $`<TT>`$ of the stress tensor. The type A (Euler) anomaly is instead related to the 3-point correlation function $`<TTT>`$. Thus known non-renormalization theorems for the 2- and 3-point functions of the stress tensor multiplet guarantee that the trace anomaly of $`N^2`$ free $`𝒩=4`$ vector multiplets should reproduce that of the full interacting non-abelian theory (see ). In $`d=6`$ the coefficient $`a`$ is related to the 4-point function and thus there is no reason to expect that it should not be renormalized.<sup>2</sup><sup>2</sup>2If the $`d=6`$ free and interacting CFT’s discussed above could be linked by a renormalization group flow preserving maximal supersymmetry, then our results would suggest that only the coefficient $`a`$ of type A anomaly can flow. However, it is difficult to see how such picture could be realized since the interacting theory at large $`N`$ does not have suitable scalar operators of dimensions $`\mathrm{\Delta }6`$ which could be used to deform the theory (the only candidates are charged under the R symmetry and would break maximal supersymmetry). Similarly, the cohomological analysis of indicates that a theory containing a free chiral two-form field cannot be continuously deformed in a non-trivial manner. It would be interesting to see if the $`R^4`$ correction to the $`d=11`$ supergravity action generates an order $`N`$ correction to the coefficient $`a`$ in the supergravity expression for the conformal anomaly, like it does in the entropy of multiple M5 branes . The above mentioned correspondence between particular terms in the conformal anomaly and correlation functions of stress tensor on flat background can be understood by studing the relation between the type A and type B conformal anomalies and corresponding terms in the effective action following . In a general even dimension $`d=2k`$ the Weyl-invariant terms in type B part of the conformal anomaly $`(C_\mathrm{}.)^k`$, …, $`C_\mathrm{}.(^{k2}+\mathrm{})C_\mathrm{}.`$ can be obtained by the Weyl variation from the non-local scale-dependent terms in the effective action like $`(C_\mathrm{}.)^{k1}\mathrm{ln}(\mu ^d\stackrel{~}{\mathrm{\Delta }}_d)C_\mathrm{}.,\mathrm{}`$, $`C_\mathrm{}.\stackrel{~}{\mathrm{\Delta }}_d\mathrm{ln}(\mu ^d\stackrel{~}{\mathrm{\Delta }}_d)C_\mathrm{}.`$. Here $`\stackrel{~}{\mathrm{\Delta }}_d=^d+\mathrm{}`$ is an appropriate ‘Weyl-covariant’ operator acting on Weyl tensor . Expanded near flat space, $`g_{mn}=\delta _{mn}+h_{mn}`$, these terms start with $`h^k,\mathrm{},h^2`$, respectively, i.e. correspond to particular structures in the $`k,\mathrm{},2`$ point correlators of the stress tensor in flat background, respectively. In the case of $`d=4`$, i.e. $`k=2`$, the coefficient of the type B anomaly ($`C^2`$) is thus correlated with the coefficient in the 2-point function $`<TT>`$. In the case of $`d=6`$, i.e. $`k=3`$, the coefficient $`c_3`$ of the $`I_3`$ term in (1.1) corresponds to the one in the 2-point function, while the two other coefficients $`c_1,c_2`$ should be directly related to the two remaining independent coefficients in the generic $`d=6`$ CFT correlator $`<TTT>`$.<sup>3</sup><sup>3</sup>3In a generic $`d=6`$ CFT the 3-point stress tensor correlator depends on 3 arbitrary parameters but one combination of them is related by Ward identity to the coefficient in the 2-point function . As for the type A anomaly, the corresponding term in the effective action can be constructed by integrating the conformal anomaly like it was done in 2 and 4 dimensions. One can introduce the modified Euler density by combining the type A anomaly with a particular type D anomaly, $`\stackrel{~}{E}_d=E_d+_i\stackrel{~}{J}^i`$, where $`\stackrel{~}{J}^i`$ is a covariant expression such that the Weyl variation $`(\delta g_{mn}=\varphi g_{mn}`$) of $`\stackrel{~}{E}_d`$ is proportional to $`\mathrm{\Delta }_d\varphi `$ where $`\mathrm{\Delta }_d=^d+\mathrm{}`$ is the Weyl-invariant operator acting on scalars (see, e.g., and refs. there). Then the corresponding term in the effective action is $`\stackrel{~}{E}_d\frac{1}{\mathrm{\Delta }_d}\stackrel{~}{E}_d`$. Expanding this term near flat space and discarding local terms (which correspond to contact terms in the stress tensor correlators) it is possible to argue that the leading non-local structure with single $`^2`$ pole contains $`k+1`$ graviton factors. Thus the type A anomaly term is related to the $`\frac{d}{2}+1`$ point correlator of stress tensors, i.e. to 3-point correlator in $`d=4`$, 4-point correlator in $`d=6`$, etc.<sup>4</sup><sup>4</sup>4For example, in $`d=4`$ $`\mathrm{\Delta }_4^4+R_0+\mathrm{}`$, $`R_0h`$, $`\stackrel{~}{E}_4E_4+^2R_0`$, so that $`\stackrel{~}{E}_4\frac{1}{\mathrm{\Delta }_4}\stackrel{~}{E}_4R_0^2R_0^2R_0+\mathrm{}`$ . In $`d=6`$ $`\stackrel{~}{E}_6`$ has the structure (see ) $`E_6+R_0^2R_0+^4R_0`$ and one finds that the first non-local term in $`\stackrel{~}{E}_6\frac{1}{\mathrm{\Delta }_6}\stackrel{~}{E}_6`$ is of order $`h^4`$. Coming back to (1.4), the disagreement of the total expressions for the conformal anomalies of the free tensor multiplet and interacting (2,0) CFT can be easily seen using the results which already existed in the literature. Choosing a Ricci-flat $`d=6`$ background one finds that (2,0) theory anomaly found in vanishes, but the combined anomaly of the fields in the tensor multiplet is non-zero. For $`R_{mn}=0`$ the $`d=6`$ anomaly (1.1) depends (modulo a covariant total derivative term) only on 2 coefficients and can be written in the form :<sup>5</sup><sup>5</sup>5In the notation of $`E_6=32E`$ with the Euler number being $`\chi =\frac{1}{(4\pi )^3}d^6x\sqrt{g}\frac{2}{3}E`$ and the invariants called $`I_1,I_2`$ in are $`A_{16},A_{17}`$, or, for $`R_{mn}=0`$, $`I_2,I_1`$ in the present paper. $`<T>=\frac{1}{(4\pi )^3}(s_1E_6+s_2I_2).`$ The coefficients $`s_1,s_2`$ are linear combinations of $`a,c_1,c_2,c_3`$ in (1.1). The coefficient $`s_2`$ is proportional to the graded number of degrees of freedom and thus vanishes ($`5+32\times 4=0`$) for the tensor multiplet. Computing the coefficient $`s_1`$ by combining the known results for a $`d=6`$ scalar , spinor and the antisymmetric tensor (using that the conformal anomaly of the chiral 2-form field is half of the anomaly of a non-chiral 2-form) one finds that (see eqs. (4.21),(4.39) in ) $`s_1=\frac{1}{32}\times \frac{1}{12}`$.<sup>6</sup><sup>6</sup>6It is easy to check that this anomaly cannot be cancelled by adding, e.g., a non-dynamical 5-form field which carries no degrees of freedom ($`s_2=0`$) but does produce a non-trivial conformal anomaly $`s_1=\frac{1}{32}\times 2`$. Duality rotation of scalars into 4-form fields also does not help ($`s_1^{(4form)}s_1^{(0form)}`$ = $`\frac{1}{32}\times \frac{4}{3}`$), and, in any case, the duality transformation is not consistent with conformal invariance. Thus, in contrast to the $`d=4`$ case where the conformal anomaly of the $`𝒩=4`$ vector multiplet vanishes on the Ricci flat background, there does not seem to exist a free $`d=6`$ conformal matter theory<sup>7</sup><sup>7</sup>7Note, however, that the combined Seeley coefficient $`b_6`$ of the fields of the $`d=11`$ supergravity or its reduction to 6 dimensions does vanish . which shares the same property.<sup>8</sup><sup>8</sup>8Possible importance of theories in which the coefficients $`a`$ and $`c_i`$ are related in such a way that the anomaly vanishes for $`R_{mn}=0`$ was advocated in . Our aim below in Section 2 will be to find the scalar, spinor and 2-form anomalies without assuming $`R_{mn}=0`$ and thus to be able to compare the tensor multiplet anomaly to the supergravity prediction for the anomaly of the (2,0) theory. Our starting point will be the general expression for the corresponding Seeley coefficient $`b_6`$ (sometimes called also $`a_3`$) of the second order Laplacian. While the scalar field anomaly was computed in the past (though was not correctly put into the required conformal basis form), our explicit expressions for the spinor and the 2-form anomalies are new. Appendix A contains conventions and definitions of the basic curvature invariants in $`d=6`$. In Appendix B we present the full expression for the Seeley coefficient $`b_6`$ taken from but written in a slightly different form. In Appendix C we give the results for the $`b_6`$ coefficients for the 1-form and 2-form fields in a space of general dimension $`d`$. ## 2 Conformal anomaly of $`d=6`$ (2,0) tensor multiplet The low-energy effective theory of a single M5-brane is described by the (2,0) tensor multiplet consisting of 5 scalars $`X^a`$, an antisymmetric tensor $`B_{ij}`$ with (anti)selfdual strength and 2 Weyl fermions $`\psi _L^I`$. It is sufficient for the purposes of computing the conformal anomaly to consider the non-chiral (2,2) conformal model described by the following action $`S={\displaystyle d^6x\sqrt{g}\left(\frac{1}{12}H_{ijk}^2\frac{1}{2}_iX^\alpha ^iX^\alpha \frac{1}{10}X^\alpha X^\alpha R+i\overline{\psi }^I\gamma ^m_m\psi ^I\right)},`$ (2.5) where $`H_{ijk}=_iB_{jk}+_jB_{ki}+_kB_{ij}`$, $`i,j,k=1,\mathrm{},6`$, $`\alpha =1,\mathrm{},10`$, and $`I=1,2`$. The trace anomaly of the (2,0) tensor multiplet is then equal to 1/2 of the trace anomaly of the (2,2) multiplet. Indeed, we can consistently disregard the gravitational anomalies of the (2,0) multiplet related to the imaginary part of the chiral 2-form and Weyl spinor determinants and focus only on their real part leading to the trace anomalies (see ).<sup>9</sup><sup>9</sup>9While the definition of the partition function of a chiral p-form theory on generic manifolds is subtle (see ) the coefficients in the local trace anomaly are universal (cannot depend on details of space-time topology) and can be determined, e.g., by a Feynman diagram calculation near flat space-time. The anomaly of the (2,2) theory is given by the sum of trace anomalies of one non-chiral 2-form, 10 conformal scalar fields and 2 Dirac fermions which we shall compute separately below. ### 2.1 Conformal anomaly as Seeley-DeWitt coefficient We begin by recalling the relation of free-theory conformal anomaly to the Seeley-DeWitt coefficients. Consider a one-loop approximation to a model of a bosonic field $`\varphi `$ taking values in a smooth vector bundle $`V`$ over a compact smooth Riemannian manifold $`M`$ of dimension $`d`$. The partition function and the effective action of the model are given by $`Z`$ $`=`$ $`{\displaystyle 𝑑\varphi \mathrm{e}^{\frac{1}{2}_M\varphi \mathrm{\Delta }\varphi }},\mathrm{\Gamma }={\displaystyle \frac{1}{2}}\mathrm{log}\mathrm{det}\mathrm{\Delta },`$ $`\mathrm{\Delta }`$ $`=`$ $`^2E,`$ (2.6) where $``$ is a covariant derivative on $`V`$ and the matrix function $`E`$ is an endomorphism of $`V`$. It is well-known that the trace anomaly is related to the logarithmically divergent part of the effective action. Using the Seeley-DeWitt asymptotic expansion $`(\mathrm{Tr}\mathrm{e}^{s\mathrm{\Delta }})_{s0}{\displaystyle \underset{p=0}{\overset{d}{}}}s^{\frac{1}{2}(pd)}{\displaystyle _M}d^dx\sqrt{g}b_p`$ we get the logarithmically divergent term in the effective action $$\mathrm{\Gamma }_{\mathrm{}}=\frac{1}{2}\mathrm{log}\frac{L^2}{\mu ^2}_Md^dx\sqrt{g}b_d,$$ where $`L\mathrm{}`$ is an UV cut-off. The trace anomaly of the stress tensor is then equal to $`b_d`$: $$T_m{}_{}{}^{m}(x)=b_d(x).$$ (2.7) Thus to find the conformal anomaly of the $`d=6`$ tensor multiplet we need to know the coefficients $`b_6`$ for various second order Laplace operators corresponding to the fields in (2.5). The coefficient $`b_6`$ was explicitly computed for any operator of the form (2.6) in , and can be written as follows $`b_6(\mathrm{\Delta })`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^37!}}\mathrm{tr}_V[18A_1+17A_22A_34A_4+9A_5`$ (2.8) $`+`$ $`28A_68A_7+24A_8+12A_9+{\displaystyle \frac{35}{9}}A_{10}{\displaystyle \frac{14}{3}}A_{11}+{\displaystyle \frac{14}{3}}A_{12}`$ (2.9) $``$ $`{\displaystyle \frac{208}{9}}A_{13}+{\displaystyle \frac{64}{3}}A_{14}{\displaystyle \frac{16}{3}}A_{15}+{\displaystyle \frac{44}{9}}A_{16}+{\displaystyle \frac{80}{9}}A_{17}`$ (2.10) $`+`$ $`14(8V_1+2V_2+12V_312V_4+6V_54V_6+5V_7`$ (2.11) $`+`$ $`6V_8+60V_9+30V_{10}+60V_{11}+30V_{12}+10V_{13}+4V_{14}`$ (2.12) $`+`$ $`12V_{15}+30V_{16}+12V_{17}+5V_{18}2V_{19}+2V_{20})],`$ (2.13) where the invariants $`A_s`$ and $`V_p`$ (depending on the metric tensor, the connection curvature tensor and the endomorphism $`E`$) are listed in the Appendix $`A`$. An explicit expression for $`b_6`$ can be found in Appendix B. As already discussed in the Introduction, the conformal anomaly in a classically Weyl-invariant $`d=6`$ theory, or the coefficient $`b_6`$ for a conformally invariant kinetic operator, must have the form $`b_6=aE_6+c_1I_1+c_2I_2+c_3I_3+_iJ^i.`$ (2.14) Here the first term is the type A anomaly proportional to the Euler density polynomial $`E_6`$ $`=`$ $`ϵ_{m_1n_1m_2n_2m_3n_3}ϵ^{a_1b_1a_2b_2a_3b_3}R_{a_1b_1}^{m_1n_1}R_{a_2b_2}^{m_2n_2}R_{a_3b_3}^{m_3n_3}`$ (2.15) $`=`$ $`8A_{10}+96A_{11}24A_{12}128A_{13}192A_{14}+192A_{15}32A_{16}+64A_{17},`$ (2.16) while the next three terms represent the type B anomalies that are combinations of the following Weyl invariants $`I_1`$ $`=`$ $`C_{amnb}C^{mijn}C_i{}_{}{}^{ab}_j`$ (2.17) $`=`$ $`{\displaystyle \frac{19}{800}}A_{10}{\displaystyle \frac{57}{160}}A_{11}+{\displaystyle \frac{3}{40}}A_{12}+{\displaystyle \frac{7}{16}}A_{13}+{\displaystyle \frac{9}{8}}A_{14}{\displaystyle \frac{3}{4}}A_{15}A_{17},`$ (2.18) $`I_2`$ $`=`$ $`C_{ab}{}_{}{}^{mn}C_{mn}^{}{}_{}{}^{ij}C_{ij}^{}^{ab}`$ (2.19) $`=`$ $`{\displaystyle \frac{9}{200}}A_{10}{\displaystyle \frac{27}{40}}A_{11}+{\displaystyle \frac{3}{10}}A_{12}+{\displaystyle \frac{5}{4}}A_{13}+{\displaystyle \frac{3}{2}}A_{14}3A_{15}+A_{16},`$ (2.20) $`I_3`$ $`=`$ $`C_{mabc}\left(^2\delta _n^m+4R_n^m{\displaystyle \frac{6}{5}}R\delta _n^m\right)C^{nabc}+_i𝒥^i`$ $`=`$ $`{\displaystyle \frac{11}{50}}A_{10}+{\displaystyle \frac{27}{10}}A_{11}{\displaystyle \frac{6}{5}}A_{12}3A_{13}4A_{14}+4A_{15}+{\displaystyle \frac{1}{10}}A_6A_7+A_9+_i𝒥^i,`$ where $$C_{abcd}=R_{abcd}\frac{1}{4}(g_{ac}R_{bd}+g_{bd}R_{ac}g_{ad}R_{bc}g_{bc}R_{ad})+\frac{1}{20}(g_{ac}g_{bd}g_{ad}g_{bc})R$$ (2.22) is the Weyl tensor in 6 dimensions, $$_i𝒥^i=5C_58C_7=3A_36A_4+3A_5+\frac{1}{2}A_65A_7+5A_9+2A_{13}2A_{14}4A_{15}+2A_{16}+8A_{17},$$ and the invariants $`C_k`$ are defined in Appendix A. The invariant $`I_3`$ was defined up to the total derivative term $`_i𝒥^i`$ in (similar invariants in are linear combinations of $`I_3`$ with the other invariants), and is related to the invariant $`\mathrm{\Omega }_6`$ used in as $`I_3=3\mathrm{\Omega }_6+16I_14I_2`$. Finally, the last term in eq. (2.14) is a total derivative of a covariant expression which can be cancelled by the Weyl variation of a finite local covariant counterterm. Thus, only the coefficients of the first four terms in (2.14) have unambiguous (scheme-independent) meaning and will be of our main interest below. ### 2.2 Conformal anomaly of a scalar field In the simplest case of a $`d=6`$ conformal scalar field the Laplace operator $`\mathrm{\Delta }`$ is given by $`\mathrm{\Delta }_S=^2+{\displaystyle \frac{1}{5}}R,`$ (2.23) where the connection in $``$ is trivial ($`F_{ij}=0`$), and the endomorphism $`E`$ is $$E=\frac{1}{5}R.$$ A straightforward calculation based on (2.13) gives the trace anomaly of the conformal scalar as $`𝒜_S`$ $`=`$ $`T_m^S{}_{}{}^{m}(x)=b_6^S(x)=`$ (2.24) $`=`$ $`{\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}({\displaystyle \frac{6}{5}}A_1+{\displaystyle \frac{1}{5}}A_22A_34A_4+9A_5`$ (2.25) $``$ $`8A_7+{\displaystyle \frac{8}{5}}A_8+12A_9{\displaystyle \frac{7}{225}}A_{10}+{\displaystyle \frac{14}{15}}A_{11}{\displaystyle \frac{14}{15}}A_{12}{\displaystyle \frac{32}{45}}A_{13}`$ (2.26) $``$ $`{\displaystyle \frac{16}{15}}A_{14}{\displaystyle \frac{16}{3}}A_{15}+{\displaystyle \frac{44}{9}}A_{16}+{\displaystyle \frac{80}{9}}A_{17}).`$ (2.27) This formula can be rewritten in the form (2.14) by using the identities from Appendix A: $`𝒜_S={\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}\left({\displaystyle \frac{5}{72}}E_6{\displaystyle \frac{28}{3}}I_1+{\displaystyle \frac{5}{3}}I_2+2I_3+_iJ^i\right),`$ (2.28) where $$_iJ^i=\frac{6}{5}C_1\frac{2}{5}C_2+4C_3+\frac{12}{5}C_4+\frac{17}{5}C_6+12C_7.$$ Note that our expression (2.28) differs from the one derived in . ### 2.3 Conformal anomaly of a Dirac fermion The square of the Dirac operator gives the following second order differential operator $`\mathrm{\Delta }_F`$ $`\mathrm{\Delta }_F=(/)^2=^2+{\displaystyle \frac{1}{4}}R1.`$ (2.29) The connection in $``$ in this case is nontrivial with $$F_{ij}=\frac{1}{4}R_{ijab}\gamma ^{ab}$$ and the endomorphism $`E`$ is $$E=\frac{1}{4}R1.$$ The calculation of the corresponding $`b_6`$ coefficient (2.13) gives the following expression for the trace anomaly of a Dirac fermion (we account for the Fermi statistics by reversing the sign of $`b_6`$) $`𝒜_F`$ $`=`$ $`T_m^F{}_{}{}^{m}(x)=b_6^F(x)=`$ (2.30) $`=`$ $`{\displaystyle \frac{8}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}(3A_1+{\displaystyle \frac{5}{4}}A_29A_3+3A_45A_5+{\displaystyle \frac{7}{2}}A_6`$ (2.31) $``$ $`8A_74A_89A_9{\displaystyle \frac{35}{72}}A_{10}+{\displaystyle \frac{7}{3}}A_{11}+{\displaystyle \frac{49}{24}}A_{12}+{\displaystyle \frac{44}{9}}A_{13}`$ (2.32) $``$ $`{\displaystyle \frac{20}{3}}A_{14}+{\displaystyle \frac{5}{3}}A_{15}{\displaystyle \frac{101}{18}}A_{16}{\displaystyle \frac{109}{9}}A_{17}).`$ (2.33) By using the identities from Appendix A we can rewrite this in the form (2.14) $`𝒜_F={\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}\left({\displaystyle \frac{191}{72}}E_6{\displaystyle \frac{896}{3}}I_132I_2+40I_3+_iJ^i\right),`$ (2.34) where $$_iJ^i=24C_1\frac{148}{15}C_2+136C_3+48C_4168C_5+96C_6+352C_7.$$ ### 2.4 Conformal anomaly of a 2-form field To find the conformal anomaly of an antisymmetric tensor field we use a covariant gauge fixing with the standard triangle-like ghost structure . This leads to the following representation for the partition function $`Z_{(2)}=(\mathrm{det}\mathrm{\Delta }^{(2)})^{\frac{1}{2}}\mathrm{det}\mathrm{\Delta }^{(1)}(\mathrm{det}\mathrm{\Delta }^{(0)})^{\frac{3}{2}},`$ (2.35) where the Hodge-DeRham operators $`\mathrm{\Delta }^{(p)}`$ are defined as $`(\mathrm{\Delta }^{(2)})_{mn}^{ab}`$ $`=`$ $`^2\delta _{mn}^{ab}+2R_{[m}^{[a}\delta _{n]}^{b]}R_{mn}{}_{}{}^{ab},`$ (2.36) $`(\mathrm{\Delta }^{(1)})_m^n`$ $`=`$ $`^2\delta _m^n+R_m^n,`$ (2.37) $`\mathrm{\Delta }^{(0)}`$ $`=`$ $`^2.`$ As follows from (2.35), the conformal anomaly of a 2-form field $`B_{mn}`$ is given by $`𝒜_B=b_6^{(2)}2b_6^{(1)}+3b_6^{(0)},`$ (2.38) where $`b_6^{(p)}`$ are the Seeley-DeWitt coefficients of the operators $`\mathrm{\Delta }^{(p)}`$. The coefficient $`b_6^{(0)}`$ is obtained from (2.13) by dropping out all the invariants $`V_p`$ (in this case of $`\mathrm{\Delta }^{(0)}`$ the connection and $`E`$ are trivial) $`b_6^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^37!}}(18A_1+17A_22A_34A_4+9A_5`$ (2.39) $`+`$ $`28A_68A_7+24A_8+12A_9+{\displaystyle \frac{35}{9}}A_{10}{\displaystyle \frac{14}{3}}A_{11}+{\displaystyle \frac{14}{3}}A_{12}`$ (2.40) $``$ $`{\displaystyle \frac{208}{9}}A_{13}+{\displaystyle \frac{64}{3}}A_{14}{\displaystyle \frac{16}{3}}A_{15}+{\displaystyle \frac{44}{9}}A_{16}+{\displaystyle \frac{80}{9}}A_{17}).`$ (2.41) The coefficient $`b_6^{(1)}`$ of the Hodge-DeRham operator $`\mathrm{\Delta }^{(1)}`$ acting on 1-forms is found by taking into account that the connection is defined by the Christoffel symbols so that $$\left(F_{ij}\right)_a{}_{}{}^{b}=R_{ija}{}_{}{}^{b},$$ while the endomorphism $`E`$ is $$E_a{}_{}{}^{b}=R_a{}_{}{}^{b}.$$ Computing the invariants $`V_p`$ and expressing them in terms of $`A_s`$, we get for $`d=6`$ <sup>10</sup><sup>10</sup>10We present the coefficients $`b_6^{(1)}`$ and $`b_6^{(2)}`$ for generic dimension $`d`$ of the manifold in Appendix C. $`b_6^{(1)}(x)`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}(24A_166A_2+352A_3+32A_458A_5140A_6`$ (2.42) $`+`$ $`792A_7+32A_896A_9{\displaystyle \frac{140}{3}}A_{10}+420A_{11}70A_{12}{\displaystyle \frac{2600}{3}}A_{13}`$ (2.43) $`+`$ $`16A_{14}+444A_{15}{\displaystyle \frac{164}{3}}A_{16}{\displaystyle \frac{344}{3}}A_{17}).`$ (2.44) To compute the coefficient $`b_6^{(2)}`$ of the operator $`\mathrm{\Delta }^{(2)}`$ acting on 2-forms, we note that the curvature tensor of the connection and the endomorphism here are $`\left(F_{ij}\right)_{ab}^{cd}`$ $`=`$ $`2R_{ij[a}{}_{}{}^{[c}\delta _{b]}^{d]},`$ (2.45) $`E_{ab}^{cd}`$ $`=`$ $`2R_{[a}^{[c}\delta _{b]}^{d]}+R_{ab}{}_{}{}^{cd}.`$ By using the formulas for the traces from Appendix C, we find in $`d=6`$ $`b_6^{(2)}(x)`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}(66A_1+3A_2254A_3+164A_4+107A_5+28A_6`$ (2.46) $``$ $`120A_788A_8+348A_9+{\displaystyle \frac{595}{3}}A_{10}2478A_{11}+518A_{12}+{\displaystyle \frac{10384}{3}}A_{13}`$ (2.47) $`+`$ $`4912A_{14}4896A_{15}+{\displaystyle \frac{2992}{3}}A_{16}{\displaystyle \frac{1616}{3}}A_{17}).`$ (2.48) Then from (2.38) we obtain the conformal anomaly of the 2-form field $`B_{ij}`$ $`𝒜_B`$ $`=`$ $`T_m^B{}_{}{}^{m}(x)`$ (2.49) $`=`$ $`{\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}(60A_1+186A_2964A_3+88A_4+250A_5+392A_6`$ (2.50) $``$ $`1728A_780A_8+576A_9+{\displaystyle \frac{910}{3}}A_{10}3332A_{11}+672A_{12}+{\displaystyle \frac{15376}{3}}A_{13}`$ (2.51) $`+`$ $`4944A_{14}5800A_{15}+{\displaystyle \frac{3364}{3}}A_{16}{\displaystyle \frac{848}{3}}A_{17}).`$ (2.52) One can easily check that on a Ricci flat manifold the anomaly coincides with the one found in . The identities from Appendix A allow to represent (2.52) in the required form (2.14) $`𝒜_B={\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}\left({\displaystyle \frac{221}{4}}E_6{\displaystyle \frac{8008}{3}}I_1{\displaystyle \frac{2378}{3}}I_2+180I_3+_iJ^i\right),`$ (2.53) where $$_iJ^i=60C_1+\frac{2036}{15}C_21152C_3120C_4504C_5646C_6+856C_7.$$ ### 2.5 Conformal anomaly of the free (2,0) tensor multiplet Finally, all is prepared to write down the expression for the conformal anomaly of the chiral (2,0) tensor multiplet $`𝒜_{tens.}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(𝒜_B+10𝒜_S+2𝒜_F\right)`$ (2.54) $`=`$ $`{\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}(84A_2420A_3+210A_5+168A_6840A_7+420A_9+{\displaystyle \frac{777}{5}}A_{10}`$ (2.55) $``$ $`1680A_{11}+315A_{12}+2520A_{13}+2520A_{14}2940A_{15}+630A_{16}),`$ (2.56) or, in the form (2.14), $`𝒜_{tens.}={\displaystyle \frac{1}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}\left({\displaystyle \frac{245}{8}}E_61680I_1420I_2+140I_3+_iJ^i\right),`$ (2.57) where $$_iJ^i=56C_2420C_3420C_5210C_6+840C_7.$$ It is easy to see using the identities in Appendix A that for $`R_{mn}=0`$ this expression agrees with the expression following from which was already mentioned in the Introduction, i.e. $`𝒜_{tens.}=\frac{1}{(4\pi )^3\times 32\times 12}E_6`$, up to a covariant total derivative term ($`C_5=\frac{1}{2}^2(C_{mnkl}^2)`$).<sup>11</sup><sup>11</sup>11Note that for $`R_{mn}=0`$ and ignoring the total derivative term one has the following relations $`I_3=I_2+4I_1,`$ $`E_6=32I_264I_1`$. Let us now compare the result (2.57) with the conformal anomaly of the interacting (2,0) theory describing large number $`N`$ of coincident M5 branes as predicted on the basis of AdS/CFT correspondence in . In terms of the invariants we are using here the expression obtained in takes the form (note that it vanishes for $`R_{mn}=0`$ as it should) $`𝒜_{(2,0)}={\displaystyle \frac{4N^3}{(4\pi )^3\mathrm{\hspace{0.17em}7}!}}\left({\displaystyle \frac{35}{2}}E_61680I_1420I_2+140I_3+_iJ^i\right),`$ (2.58) where $$_iJ^i=420C_3504C_4840C_584C_6+1680C_7.$$ Comparing (2.57) and (2.58) we conclude that up to the common factor $`4N^3`$ only the coefficient in front of the Euler polynomial is different (the difference in coefficients of total derivative terms is not important since they are scheme-dependent). The interpretation of this result was already discussed in the Introduction. ## Appendix A: Conventions, invariants and identities We use the following conventions for the curvature tensors: $$[_a,_b]V^c=R_{ab}{}_{}{}^{c}{}_{d}{}^{}V_{}^{d},R_{ab}=R_{ca}{}_{}{}^{c}{}_{b}{}^{},R=R_a^a,[_a,_b]\varphi =F_{ab}\varphi .$$ The basis of metric invariants is<sup>12</sup><sup>12</sup>12We use the same notation as in . Note, however, that there are a number of misprints in that paper. $`A_1=^4R,A_2=(_aR)^2,A_3=(_aR_{mn})^2,A_4=_aR_{bm}^bR^{am},A_5=(_aR_{mnij})^2,`$ (2.59) $`A_6=R^2R,A_7=R_{ab}^2R^{ab},A_8=R_{ab}_m^bR^{am},A_9=R_{abmn}^2R^{abmn},A_{10}=R^3,`$ (2.60) $`A_{11}=RR_{ab}^2,A_{12}=RR_{abmn}^2,A_{13}=R_a{}_{}{}^{m}R_{m}^{}{}_{}{}^{i}R_{i}^{}{}_{}{}^{a},A_{14}=R_{ab}R_{mn}R^{ambn},`$ (2.61) $`A_{15}=R_{ab}R^{amnl}R^b{}_{mnl}{}^{},A_{16}=R_{ab}{}_{}{}^{mn}R_{mn}^{}{}_{}{}^{ij}R_{ij}^{}{}_{}{}^{ab},A_{17}=R_{ambn}R^{aibj}R^m{}_{i}{}^{n}{}_{j}{}^{}.`$ Another convenient basis of the metric invariants is obtained by replacing the Ricci tensor $`R_{ij}`$ by its traceless part $$B_{ij}=R_{ij}\frac{1}{d}Rg_{ij},$$ and the Riemann tensor – by the Weyl tensor $$C_{ijkl}=R_{ijkl}\frac{1}{d2}(g_{jl}B_{ik}g_{jk}B_{il}+g_{ik}B_{jl}g_{il}B_{jk})\frac{R}{d(d1)}(g_{jl}g_{ik}g_{jk}g_{il}).$$ Then we get the following 17 invariants $`B_s`$ $`B_1=^4R,B_2=(_aR)^2,B_3=(_aB_{mn})^2,B_4=_aB_{bm}^bB^{am},B_5=(_aC_{mnij})^2,`$ (2.62) $`B_6=R^2R,B_7=B_{ab}^2B^{ab},B_8=B_{ab}_m^bB^{am},B_9=C_{abmn}^2C^{abmn},B_{10}=R^3,`$ (2.63) $`B_{11}=RB_{ab}^2,B_{12}=RC_{abmn}^2,B_{13}=B_a{}_{}{}^{m}B_{m}^{}{}_{}{}^{i}B_{i}^{}{}_{}{}^{a},B_{14}=B_{ab}B_{mn}C^{ambn},`$ (2.64) $`B_{15}=B_{ab}C^{amnl}C^b{}_{mnl}{}^{},B_{16}=C_{ab}{}_{}{}^{mn}C_{mn}^{}{}_{}{}^{ij}C_{ij}^{}{}_{}{}^{ab},B_{17}=C_{ambn}C^{aibj}C^m{}_{i}{}^{n}{}_{j}{}^{}.`$ The invariants $`A_s`$ are related to $`B_s`$ as follows $`A_1=B_1,A_2=B_2,A_3=B_3+{\displaystyle \frac{1}{d}}B_2,A_4=B_4+{\displaystyle \frac{d1}{d^2}}B_2`$ (2.65) $`A_5=B_5+{\displaystyle \frac{4}{d2}}B_3+{\displaystyle \frac{2}{d(d1)}}B_2,A_6=B_6,A_7=B_7+{\displaystyle \frac{1}{d}}B_6`$ (2.66) $`A_8={\displaystyle \frac{d}{d2}}B_8+{\displaystyle \frac{1}{2d}}B_6+{\displaystyle \frac{2}{d2}}B_{14}{\displaystyle \frac{2d}{(d2)^2}}B_{13}{\displaystyle \frac{2}{(d1)(d2)}}B_{11}`$ (2.67) $`A_9=B_9+{\displaystyle \frac{4}{d2}}B_7+{\displaystyle \frac{2}{d(d1)}}B_6,A_{10}=B_{10}`$ (2.68) $`A_{11}=B_{11}+{\displaystyle \frac{1}{d}}B_{10},A_{12}=B_{12}+{\displaystyle \frac{4}{d2}}B_{11}+{\displaystyle \frac{2}{d(d1)}}B_{10}`$ (2.69) $`A_{13}=B_{13}+{\displaystyle \frac{3}{d}}B_{11}+{\displaystyle \frac{1}{d^2}}B_{10}`$ (2.70) $`A_{14}=B_{14}{\displaystyle \frac{2}{d2}}B_{13}+{\displaystyle \frac{2d3}{d(d1)}}B_{11}+{\displaystyle \frac{1}{d^2}}B_{10}`$ (2.71) $`A_{15}=B_{15}+{\displaystyle \frac{4}{d2}}B_{14}+{\displaystyle \frac{2(d4)}{(d2)^2}}B_{13}+{\displaystyle \frac{1}{d}}B_{12}+{\displaystyle \frac{4(2d3)}{d(d1)(d2)}}B_{11}+{\displaystyle \frac{2}{d^2(d1)}}B_{10}`$ (2.72) $`A_{16}=B_{16}+{\displaystyle \frac{12}{d2}}B_{15}+{\displaystyle \frac{24}{(d2)^2}}B_{14}+{\displaystyle \frac{8(d4)}{(d2)^3}}B_{13}`$ (2.73) $`+{\displaystyle \frac{6}{d(d1)}}B_{12}+{\displaystyle \frac{24}{d(d1)(d2)}}B_{11}+{\displaystyle \frac{4}{d^2(d1)^2}}B_{10}`$ (2.74) $`A_{17}=B_{17}{\displaystyle \frac{3}{d2}}B_{15}+{\displaystyle \frac{3(d4)}{(d2)^2}}B_{14}+{\displaystyle \frac{2(83d)}{(d2)^3}}B_{13}`$ (2.75) $`{\displaystyle \frac{3}{2d(d1)}}B_{12}+{\displaystyle \frac{3(d4)}{d(d1)(d2)}}B_{11}+{\displaystyle \frac{d2}{d^2(d1)^2}}B_{10}.`$ One can show that the following linear combinations $`C_1=B_1,C_2=B_2+B_6,C_3=B_3+B_7,C_4=B_4+B_8,C_5=B_5+B_9,`$ (2.76) $`C_6={\displaystyle \frac{(d2)^2}{4d^2}}B_2B_4{\displaystyle \frac{1}{d1}}B_{11}{\displaystyle \frac{d}{d2}}B_{13}+B_{14}`$ $`C_7={\displaystyle \frac{(d2)(d3)}{4d^2(d1)}}B_2{\displaystyle \frac{d3}{d2}}(B_3B_4)+{\displaystyle \frac{1}{4}}B_5+{\displaystyle \frac{1}{2d}}B_{12}+{\displaystyle \frac{1}{2}}B_{15}{\displaystyle \frac{1}{4}}B_{16}B_{17}`$ are total derivatives. These are the important identities used in the main text. The basis of invariants $`V_p`$ depending on the curvature $`F_{ij}`$ and the endomorphism $`E`$ is $`V_1=_kF_{ij}^kF^{ij},V_2=_jF_{ij}^kF^{ik},V_3=F_{ij}^2F^{ij},V_4=F_{ij}F^{jk}F_k{}_{}{}^{i},`$ (2.77) $`V_5=R_{mnij}F^{mn}F^{ij},V_6=R_{jk}F^{jn}F^k{}_{n}{}^{},V_7=RF_{ij}F^{ij},V_8=^4E,V_9=E^2E,`$ (2.78) $`V_{10}=_kE^kE,V_{11}=V^3,V_{12}=EF_{ij}^2,V_{13}=R^2E,V_{14}=R_{ij}^i^jE,`$ (2.79) $`V_{15}=_kR^kE,V_{16}=EER,V_{17}=E^2R,V_{18}=ER^2,`$ (2.80) $`V_{19}=ER_{ij}^2,V_{20}=ER_{ijkl}^2.`$ ## Appendix B: Heat kernel expansion and $`b_6`$ coefficient The heat kernel coefficients for a general Laplace operator of the form $`\mathrm{\Delta }=^2E`$ with connection of curvature $`F_{ab}`$ as defined in appendix A and matrix potential $`E`$, were computed, up to and including $`b_6`$, in . For convenience, we present the explicit form of these leading terms in the heat kernel expansion below and use this opportunity to cast this expansion into a form that may be advantageous for certain computational purposes. In principle, one can compute various terms of the heat kernel expansion by using the standard perturbation theory for a quantum mechanical path integral . The latter naturally separates connected and disconnected particle theory diagrams and suggests the following representation of the heat kernel expansion $$\mathrm{Tr}\left[\sigma (x)e^{s\mathrm{\Delta }}\right]=\frac{1}{(4\pi s)^{\frac{d}{2}}}\mathrm{Tr}\left[\sigma (x)\underset{n=0}{\overset{\mathrm{}}{}}a_{2n}s^n\right]=\frac{1}{(4\pi s)^{\frac{d}{2}}}\mathrm{Tr}\left[\sigma (x)\mathrm{exp}(\underset{n=1}{\overset{\mathrm{}}{}}\alpha _{2n}s^n)\right].$$ The standard $`b_{2n}`$ coefficients are then $$b_{2n}=\frac{1}{(4\pi )^{\frac{d}{2}}}a_{2n},a_{2n}=\alpha _{2n}+\beta _{2n},$$ where $`\alpha _{2n}`$ and $`\beta _{2n}`$ indicate the parts coming from connected and disconnected quantum mechanical diagrams, respectively. In the above expression $`\sigma (x)`$ is an arbitrary function and $`\mathrm{Tr}(\mathrm{})_Md^dx\sqrt{g}\mathrm{tr}_V(\mathrm{})`$. Using the cyclicity of the trace one finds $$\beta _0=0,\beta _2=0,\beta _4=\frac{1}{2}\alpha _2^2,\beta _6=\frac{1}{6}\alpha _2^3+\alpha _2\alpha _4.$$ Then the formulas of for $`b_0,b_2,b_4,b_6`$ imply that $`\alpha _0`$ $`=`$ $`1`$ (2.81) $`\alpha _2`$ $`=`$ $`E+{\displaystyle \frac{1}{6}}R`$ (2.82) $`\alpha _4`$ $`=`$ $`{\displaystyle \frac{1}{6}}^2\left(E+{\displaystyle \frac{1}{5}}R\right)+{\displaystyle \frac{1}{180}}(R_{abmn}^2R_{ab}^2)+{\displaystyle \frac{1}{12}}F_{ab}^2`$ (2.83) $`\alpha _6`$ $`=`$ $`{\displaystyle \frac{1}{7!}}[18^4R+17(_aR)^22(_aR_{mn})^24_aR_{bm}^bR^{am}`$ $`+9(_aR_{mnij})^28R_{ab}^2R^{ab}+12R_{ab}^a^bR+12R_{abmn}^2R^{abmn}`$ $`+{\displaystyle \frac{8}{9}}R_a{}_{}{}^{m}R_{m}^{}{}_{}{}^{i}R_{i}^{}{}_{}{}^{a}+{\displaystyle \frac{8}{3}}R_{ab}R_{mn}R^{amnb}{\displaystyle \frac{16}{3}}R_{ab}R^a{}_{mnl}{}^{}R_{}^{bmnl}`$ $`+{\displaystyle \frac{44}{9}}R_{ab}{}_{}{}^{mn}R_{mn}^{}{}_{}{}^{ij}R_{ij}^{}{}_{}{}^{ab}{\displaystyle \frac{80}{9}}R_{iabj}R^{amnb}R_m{}_{}{}^{ij}{}_{n}{}^{}]`$ $`+{\displaystyle \frac{2}{6!}}[8(_aF_{mn})^2+2(^aF_{am})^2+12F_{ab}^2F^{ab}12F_a^mF_m^iF_i^a`$ $`+6R_{abmn}F^{ab}F^{mn}4R_{ab}F^{am}F^b{}_{m}{}^{}+6^4E+30(_aE)^2`$ $`+4R_{ab}^a^bE+12_aR^aE].`$ In terms of the $`A_s`$ and $`V_p`$ invariants of Appendix A the expression for $`b_6=\frac{1}{(4\pi )^3}(\alpha _6+\frac{1}{6}\alpha _2^3+\alpha _2\alpha _4)`$ reads as in eq. (2.13). ## Appendix C: Some $`b_6`$ coefficients in arbitrary $`d`$ The coefficient $`b_6^{(1)}`$ of the Hodge-DeRham operator $`\mathrm{\Delta }^{(1)}`$ acting on 1-forms in a $`d`$-dimensional manifold is given by $`b_6^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^{\frac{d}{2}}\mathrm{\hspace{0.17em}7}!}}((18d84)A_1+(17d168)A_2+(3642d)A_3+(564d)A_4`$ (2.90) $`+`$ $`(9d112)A_5+(28d308)A_6+(8408d)A_7+(24d112)A_8+(12d168)A_9`$ (2.91) $`+`$ $`({\displaystyle \frac{35d}{9}}70)A_{10}+(448{\displaystyle \frac{14d}{3}})A_{11}+({\displaystyle \frac{14d}{3}}98)A_{12}+({\displaystyle \frac{208d}{9}}728)A_{13}`$ $`+`$ $`({\displaystyle \frac{64d}{3}}112)A_{14}+(476{\displaystyle \frac{16d}{3}})A_{15}+({\displaystyle \frac{46d}{9}}84)A_{16}+({\displaystyle \frac{80d}{9}}168)A_{17}).`$ To compute the coefficient $`b_6^{(2)}`$ of the Hodge-DeRham operator $`\mathrm{\Delta }^{(2)}`$ acting on 2-forms, we need several relations involving the curvature tensor of the connection and the endomorphism $`\left(F_{ij}\right)_{ab}^{cd}`$ $`=`$ $`2R_{ij[a}{}_{}{}^{[c}\delta _{b]}^{d]},`$ (2.93) $`E_{ab}^{cd}`$ $`=`$ $`2R_{[a}^{[c}\delta _{b]}^{d]}+R_{ab}{}_{}{}^{cd}.`$ One can show that $`\mathrm{tr}(F_{ij}F_{kl})`$ $`=`$ $`(2d)R_{ijab}R_{klab}`$ (2.94) $`\mathrm{tr}(F_{ij}F_{kl}F_{mn})`$ $`=`$ $`(d2)R_{ijab}R_{klbc}R_{ca}`$ (2.95) $`\mathrm{tr}E^2`$ $`=`$ $`R_{ijab}R_{ijab}+(d6)R_{ab}R_{ab}+R^2`$ (2.96) $`\mathrm{tr}E^3`$ $`=`$ $`R_{ijab}R_{abkl}R_{klij}6R_{iabc}R_{jabc}R_{ij}6R_{ijab}R_{ja}R_{ib}`$ (2.97) $`+`$ $`(10d)R_{ab}R_{bc}R_{ca}3RR_{ab}R_{ab}`$ (2.98) $`\mathrm{tr}(EF_{ij}F_{ij})`$ $`=`$ $`R_{ijab}R_{abkl}R_{klij}+(d6)R_{iabc}R_{jabc}R_{ij}+RR_{abcd}R_{abcd}.`$ Using these relations, we obtain $`b_6^{(2)}`$ for an arbitrary $`d`$-dimensional manifold $`b_6^{(2)}={\displaystyle \frac{1}{(4\pi )^{\frac{d}{2}}\mathrm{\hspace{0.17em}7}!}}((9d^293d+168)A_1+({\displaystyle \frac{17d^2}{2}}{\displaystyle \frac{353d}{2}}+756)A_2`$ (2.99) $`+(d^2+365d2408)A_3+(2d^2+58d112)A_4+({\displaystyle \frac{9d^2}{2}}{\displaystyle \frac{233d}{2}}+644)A_5`$ (2.100) $`+(14d^2322d+1456)A_6+(4d^2+844d5040)A_7+(12d^2124d+224)A_8`$ (2.101) $`+(6d^2174d+1176)A_9+({\displaystyle \frac{35d^2}{18}}{\displaystyle \frac{1295d}{18}}+560)A_{10}+({\displaystyle \frac{7d^2}{3}}+{\displaystyle \frac{1351d}{3}}5096)A_{11}`$ (2.102) $`+({\displaystyle \frac{7d^2}{3}}{\displaystyle \frac{301d}{3}}+1036)A_{12}+({\displaystyle \frac{104d^2}{9}}{\displaystyle \frac{6448d}{9}}+8176)A_{13}+({\displaystyle \frac{32d^2}{3}}{\displaystyle \frac{368d}{3}}+5264)A_{14}`$ (2.103) $`+({\displaystyle \frac{8d^2}{3}}+{\displaystyle \frac{1436d}{3}}7672)A_{15}+({\displaystyle \frac{22d^2}{9}}{\displaystyle \frac{778d}{9}}+1428)A_{16}+({\displaystyle \frac{40d^2}{9}}{\displaystyle \frac{1552d}{9}}+336)A_{17}).`$ Acknowledgements F.B. would like to thank D. Anselmi for useful discussions. A.A.T. is grateful to M. Henningson, Yu. Obukhov and K. Skenderis for helpful discussions and correspondence. We are also grateful to H. Osborn for an important comment on the first version of the paper. The work of S.F. was supported by the U.S. Department of Energy under grant No. DE-FG02-96ER40967. The work of A.T. was supported in part by the DOE grant No. DOE/ER/01545-783, the EC TMR programme grant ERBFMRX-CT96-0045, INTAS grant No.96-538 and NATO grant PST.CLG 974965.
warning/0001/astro-ph0001499.html	ar5iv	text	# Quasar Jets and their Fields ## 1 Quasars, Seyferts and Extragalactic Radio Sources ### 1.1 Quasars When the universe was about a quarter of its present age, the nucleus of roughly one out of every five hundred bright galaxies (at any time) was so bright that it outshone the surrounding stars. For historical reasons these nuclei are called quasi-stellar objects or quasars for short. These quasars are generally recognised by their unusually blue optical continua and resulting broad emission lines. They also are powerful X-ray sources. Roughly ten percent of these quasars are designated “radio-loud”, like the first example discovered, 3C 273, because they also possess powerful radio sources; the remainder are “radio-quiet”, (though not silent). The separation between these two classes is pretty clean, with relatively few intermediate cases. Roughly ten percent of the radio-quiet quasars also exhibit broad absorption lines and are called BALQs. (For more detailed discussion of much of what follows as well as an extensive bibliography of original references that cannot be reproduced here, see eg Krolik 1999, Robson 1996.) Radio-loud quasars are further sub-divided into “compact” and “extended” radio sources. The former group are dominated by flat spectrum radio nuclei that dominate the emission at cm wavelengths. The extended sources invariably comprise two “lobes” of steep spectrum radio emission straddling the galaxy and located beyond the observed stars. We now know that, when observed with greater sensitivity and particularly at lower frequency, the compact sources also have extended components, and, correspondingly, the extended radio sources have cores that are more prominent at high frequency. ### 1.2 Active Galactic Nuclei Quasars are really just the brightest members (with powers in excess of $`10^{37}`$ W), of a larger class of “active galactic nuclei” or AGN (circumventing some ambiguities). In fact, it appears that the majority of “normal” galaxies exhibit some form of nuclear activity. One particularly important type of AGN is the Seyfert galaxy, first identified as a class in the 1940s. Seyfert galaxies come in two basic types. Type 1 Seyferts (eg NGC 4151) exhibit both broad and narrow optical emission lines and poweful soft X-ray emission, whereas Type 2 Seyferts (eg NGC 1068) only show the narrow lines directly and are weak soft X-ray sources. Seyfert galaxies are often considered to be the low power extension of the quasar luminosity function, but there are several important differences: they are never powerful radio sources, they appear to be associated mostly with spiral galaxies while quasars may reside in giant ellipticals, Seyfert 1 galaxies are more powerful in X-rays relative to UV emission and Seyferts never show very broad absorption lines. ### 1.3 Radio galaxies Powerful radio sources were first identified with giant elliptical galaxies in the 1950s. Like the quasars they can be extended, (eg Cygnus A), or core-dominated, (eg BL Lac, the eponymous “blazar”). These radio sources are supplied with energy, momentum and magnetic field through a pair of jets that emerge from a source smaller than the compact radio components. The extended radio galaxies are further divided into the weaker “Fanaroff-Riley” (or FR) Class 1 objects like Centaurus A and the more powerful FR2 objects like Cygnus A. It is found that the brightest radio emitting region is located at the extremities of the source in FR2 radio galaxies but near the center of the source in FR1s. ### 1.4 Unification If all of this sounds a bit confusing, it should. In fact, the classification of AGN is much more complicated than I have described. (The subject is closer in spirit to clinical psychology than elementary particle physics!) However, there has been some progress in bringing order to the field through a process called “Unification”. There are at least four types of unification that have been examined. The best established is that compact radio sources are extended radio sources viewed along their relativistic jets. Essentially what we are seeing is the relativistically Doppler-boosted emission from the innermost parts of the jet outshining the unboosted emission from the surrounding extended radio source. (We know that relativistic motions are present in the compact cores because radio astronomers can image features moving across the sky with apparent “superluminal” speed.) This explains why, when we observe compact radio sources at low radio frequency, we see faint, low surface brightness halos surrounding the compact source. Almost as well-established is the notion that Seyfert 2 galaxies are similar to Seyfert 1 galaxies except that they are observed through a warped equatorial disc, or torus, that prevents direct view of the broad emission lines and UV- soft X-ray spectrum. Here the confirmation is provided by detection of broad emission lines from Seyfert 2 galaxies in polarised radiation. This has, presumably, been scattered in our direction so as to avoid the disc. Thirdly, it appears to be the case that many of the powerful FR2 radio galaxies are actually radio-loud quasars that would be classified as such if we were not viewing them through an obscuring, dusty gas. Finally, there is fairly good evidence that most radio-quiet quasars produce radiatively-driven, equatorial outflows and we only classify them as BALQ when our line of sight intersects these flows. ## 2 Observations of Black Holes ### 2.1 Black holes as prime movers of nuclear activity. Ever since quasars were first discovered in 1963, black holes have provided one of the most popular explanations for their activity. (eg Lynden-Bell 1969). They naturally produced high radiative efficiency, rapid variation, long-term source axes and relativistic outflow speeds as the observations required. However, it is only in recent years that the positive, observational evidence for the presence of black holes in the nuclei of the majority of regular galaxies has become overwhelming. As with stellar-sized black holes, the only sure approach is dynamical. Both stars and gas have had their speeds measured and the combination of speed and size suffices to estimate the central mass. It has been possible to measure about 25 hole masses. These range all the way from $`10^6`$ M to $`3\times 10^9`$ M and have been localised in volumes that, in several cases, are too small to allow a long-lived star cluster. (The most celebrated is now NGC 4258, Moran, these proceedings, which has a mass of $`3.9\times 10^7`$ M.) Beyond all reasonable doubt, these are black holes. In other words, this part of the story is on much firmer footing than the rest of what I shall say. ### 2.2 The Galactic center A good example is our Galactic centre. Recently, Ghez et al (1998) and Genzel & Eckart (1997) have been able to measure the motion of stars close to the hole’s location, as determined by radio astronomy. As they are also able to measure the speed of the stars along the line of sight, it will soon be possible to reconstruct their individual orbits and verify directly that the central mass is point-like. The existing data are consistent with a black hole of mass $`2.6\times 10^6`$ M and essentially nothing else. One important feature of the Galactic centre black hole is that it is surprisingly under-luminous relative to the gas supply. Specifically, it seems that $`10^{19}`$ kg s<sup>-1</sup> of gas are supplied to the black hole. However, the bolometric luminosity appears to be not much more than $`10^{29}`$ W and the quotient gives us $`10^{10}`$ J kg$`{}_{}{}^{1}10^7c^2`$, hardly a good advertisement for gravity power! ### 2.3 M87 Another good example is M87, a galaxy in the Virgo cluster. Here, the speed of the gas orbiting the black hole is measured and implies a large black hole mass, $`3\times 10^9`$ M (see Richstone et al 1998 for a general review). Again, both the power and radiative efficiency are found to be low. M87 is also a FR1 radio source with a single jet inclined at an angle $`30^{}`$ to the line of sight. (There is, presumably, a counter-jet that is rendered invisible by Doppler beaming.) Despite its low power, features have been reported to be moving with apparent speeds $`6c`$, perhaps associated with some relativistic gas stream deflected slightly closer to the line of sight. In a triumph of precision astronomy, Junor & Biretta (1995) have traced this jet to $`100m5\times 10^{11}`$ km from the hole. This is the best direct evidence that we have that relativistic jets are formed close to black holes. ### 2.4 Spin The mass $`m`$ of a black hole, expressed in geometrical units, just determines a scale of length and time. Of more physical interest is a second parameter which measures the shape of the surrounding spacetime. It is convenient to choose this to be the spin angular velocity of the hole, $`\mathrm{\Omega }`$. This has a maximum value $`1/2m`$, corresponding to an extreme Kerr hole. The most convincing case, presented to date for having measured this quantity has been given for MCG 6-30-15 (Tanaka et al 1995) where the shape of the measured $`7`$ keV Fe line profile is similar to that expected to be produced by an accretion disc extending down to its limiting, least stable, circular orbit from a hole that is spinning nearly maximally. Unfortunately this is not the only interpretation of this profile (Reynolds & Begelman 1997). ### 2.5 X-ray binaries Although these are not quasars, there are at least nine X-ray binaries where the mass of the compact object exceeds the maximum mass of a neutron star or white dwarf. Particularly prominent among these objects are the microquasars, discussed here by Mirabel. Several of these sources exhibit “quasi-periodic oscillations” or QPOs, presumably originating from short-lived disc modes. The frequencies of these modes must measure the hole mass and spin, though it has not yet been possible to explain how in a convincing manner. ## 3 Observations of Jets ### 3.1 The $`\gamma `$-ray revolution The general existence of jets, similar to those previously observed in M87 and 3C273, was inferred in extragalactic, double radio sources from the demonstrated need for a continuous supply of energy and linear momentum (Rees 1971). Bipolar outflows are now known to be a common feature of accreting objects, specifically, they have also been found in association with microquasars, young stellar objects and neutron star binaries. Until about eight years ago, this subject was the almost exclusive province of the radio astronomer. However, with the success of the EGRET instrument on Compton Gamma Ray Observatory, (Hartmann et al 1999), it has become apparent that the radio emission is often, and probably always, a bolometrically insignificant part of the jet luminosity. (The great strength of radio observations is that they enable us to image jets directly in fine detail.) Extragalactic jets (eg Hughes et al 1991, Ostrowski et al 1997) present the cleanest challenge to astrophysicists. Let us draw together the evidence from several well-studied black holes sources and gamble that they are fundamentally similar structures. We can then formulate a general model of jet formation and collimation. From the M87 observation, it appears that jets are formed as collimated ultrarelativistic outflows on scales smaller than $`100m`$. Their initial composition is not known, but they quickly become prodigious emitters of GeV $`\gamma `$-rays and are variable on time scales as short as $`30m`$ (Wehrle et al 1998). If we correct for relativistic kinematics, then the GeV $`\gamma `$-ray emission region is probably located at radii $`<10^{34}m`$. An important, energy-dependent radius is that of the “$`\gamma `$-sphere”, where the optical depth for a $`\gamma `$-ray to create pairs by combining with X-rays is unity (Blandford & Levinson 1995). A second important radius is the “annihilation radius”, within which electrons and positrons can cool to subrelativistic energies and annihilate in one expansion time. If efficient particle acceleration occurs between the annihilation radius and the $`0.5`$ MeV $`\gamma `$-sphere, then the jet is likely to comprise electron-positron pairs at larger radii. (Whether or not there is evidence for this is an interesting controversy at the present time, Wardle et al 1998.) However, the inner jet cannot comprise only pairs. There must be a second agency to carry the momentum and to overcome radiative drag so that the jet can persist to larger radii, as observed. The two candidates are electromagnetic field and protons, with the former being preferred because any scheme to create a directed proton beam would probably require invoking an even larger electromagnetic energy density. The $`\gamma `$-ray spectrum extends up to $`>`$ 1TeV (Quinn et al 1996) and is produced by inverse Compton scattering of soft photons that are probably created within the jet by the synchrotron process, although they may also be part of the ambient radiation field. (TeV sources are rapidly variable but can only be observed out to $`z<0.1`$, because of absorption on the cosmic infrared background.) The inner jet must therefore be capable of accelerating electrons to energies $`>1`$ TeV. It is hard to estimate accurately the jet beaming factor and efficiency and the amount of obscuration, but it appears that a typical ultrarelativistic jet carries a time-averaged power that is significant fraction, perhaps a few percent, of the total emitted power of the underlying quasar or AGN. In a few cases, (eg Cygnus A), this fraction may be more than a half. ### 3.2 Radio observations At larger jet radii, $`10^{56}`$m, the outflow is essentially adiabatic. Initially the radio synchrotron emission is self-absorbed and unresolved - the radio core. However, at larger radii, the emission is optically thin and radio astronomers are able to track the motion of relativistic shocks, the superluminally expanding features, travelling along the jet accelerating high energy electrons as they go. Optical and X-ray synchrotron emission is observed out to quite large radii ($`10^7m`$) in a few sources (eg M87), implying that these shocks are capable of accelerating $`100`$ TeV electrons. We know enough about the physical conditions in the radio-emitting regions to place a lower bound on the internal pressure and to compare this with the maximum external gas pressure at the same radius, deduced on the basis of X-ray observations. In the most powerful sources, the jet appears to be overpressured by factors $`10100`$. This disparity provides one of the strongest reasons for invoking magnetic collimation and confinement of jets. A major uncertainty in our understanding of jets is the bulk Lorentz factor of the outflow, $`\mathrm{\Gamma }`$. This is important because the observed flux density from a coherent feature moving towards us increases $`\mathrm{\Gamma }^3`$, at the transformed frequency and so a relatively insignificant part of a poorly collimated outflow can outshine all of the rest of the jet for selected observers. (Note that $`\mathrm{\Gamma }`$ refers to the motion of the emitting material, not the motion of the peak of the emission. In a shock, these are distinct.) Furthermore, although it has long been thought that the observation of superluminal expansion speeds $`<10c`$ suggested that $`\mathrm{\Gamma }<10`$, typically, we are now beginning to suspect that values an order of magnitude higher may be present. This is because of the discovery of intraday variability of the cm emission in several sources. If this is intrinsic to a synchrotron source, it implies that $`\mathrm{\Gamma }>1000`$ in some cases and requires unreasonably large jet powers (Kedziera-Chudzczer etal 1997). A more reasonable explanation of these variations is refractive scintillation in our interstellar medium. However, there may still be a problem because scintillation cannot change the source brightness temperature which has been measured to be as large as $`10^{14}`$ K two orders of magnitude in excess of the value needed to match the inverse Compton emission to the synchrotron emission. As brightness temperatures are boosted by one power of the Doppler factor in relativistic expansion, this suggests that $`\mathrm{\Gamma }>100`$. A second reason for considering larger Lorentz factors is that the precedent has already been set by models of the most energetic $`\gamma `$-ray bursts which suggest that they are beamed towards us with $`\mathrm{\Gamma }300`$. All of this discussion has prompted a re-examination of coherent emission mechanisms which are not subject to these constraints, though are subject to other limitations. ### 3.3 What do we know about jet magnetic fields? Radio polarisation observations indicate that the magnetic field in a jet is relatively ordered. On arcsecond scales, a characteristic pattern is observed with the more powerful FR2 radio galaxies exhibiting a parallel magnetic field while the less powerful FR1 source show perpendicular magnetic field, (although parallel fields are sometimes seen at small radii and at the outer edges of resolved jets). The interpretation is straightforward. The magnetic field direction reflects the rate of shear of the velocity field, with the parallel case arising when there is a significant velocity gradient across the jet or in a boundary layer and the perpendicular field predominating when the transverse expansion is most important, that is to say after internal velocity gradients have been erased. Note that we are supposing that the mean field component along the jet is very small. This is reasonable on general grounds because the associated magnetic flux would otherwise be very large and, as it is only likely to decrease along the jet, it would be associated with an unreasonable magnetic pressure close to the black hole. There are also patterns on the milliarcsecond scales probed by VLBI observations (eg Gabuzda et al 1999). These show similar patterns to observations on larger angular scales and are also consistent with emission from travelling internal shocks. ### 3.4 Do discs launch hydromagnetic jets and, if so, how? Having described the magnetic field that we observe directly, what about the field that we cannot see? There are three distinct processes to which it may be contributing: launching of a powerful outflow close to the hole, collimation of this outflow into the narrow jets observed at somewhat larger distance and confinement of these jets on all scales out to the extended radio components. We have already attributed confinement on VLBI scales to magnetic stress. Can invisible magnetic field lines, initially frozen into a highly conducting accretion disc close to the black hole, wrapped around the jet, and each other, by the differential rotation do the rest of the job? Several general collimation mechanisms have been described (cf Pudritz, these proceedings, eg Mestel 1998, Königl & Pudritz 1999 and references therein.) In particular, if there is a strong, ordered magnetic field, the tension associated with its azimuthal component creates a collimating and confining “hoop” stress. The gradient in the magnetic pressure may help. Magnetic field attached to an accretion disc also provides a means of launching a jet because it will exert a torque on the disc and extract some of the binding energy released by the infalling gas. A hydromagnetic wind may also remove a significant fraction of the accreting mass because, if the field direction subtends an angle of more than $`\pm 30^{}`$ to the rotation axis, then gas will be flung away from the disc by centrifugal force. The resulting, collimated, hydromagnetic outflow is likely to have an asymptotic speed a few times the escape velocity at the magnetic footpoint on the disc. This elementary mechanism is straightforward to describe and analyse using similarity methods (eg Ostriker 1997). Another type of ordered MHD outflow model has been developed by Shu et al (1994), more specifically for application to young stellar objects (cf Pringle, these proceedings). Here, it is proposed that essentially all of the magnetic flux in the magnetosphere emanates from the innermost radii of the disc. One concern with this model is that some of these field lines must lie on the surface of the accretion disc and be subject to rapid reconnection as they sweep by loops and prominences attached to the disc. If this happens, the flux will migrate radially outward very quickly. An organised field need not be unipolar. Lynden-Bell (1996) has developed quasi-static, force-free models in which a poloidal magnetic loop is twisted by a differentially rotating disk and rapidly expands outwards creating toroidal field of one sign. One possible problem with this mechanism is that it is assumed that the Alfvén speed $`v_A`$ is infinite, whereas, in practice, matter is likely to be flung out as well so as to lower the Alfvén speed below the rotational speed close to the disk and the outflow velocity far from the disk. However, the foot points of a given loop will be differentially rotating and although the field line attached to the inner footpoint trails, the field line at the outer footpoint leads. Now a leading field line looses causal contact with the disk above a height $`v_A/\mathrm{\Omega }`$ where it must be dragged by the returning field from the inner footpoint. The whole loop must therefore be sub-Alfvénic. Loops that become super-Alfvénic are presumably unstable and will shock, reconnect and detach. Magnetic field can also be responsible for powering jets in a less organised manner. As discussed here by Brandenburg, the magnetorotational instability drives a non-helical dynamo (Balbus & Hawley 1998) and ensures that accretion discs are able to regenerate radial and toroidal magnetic field on an orbital timescale and build up an internal disc field that is supposed to be much stronger than any ordered, vertical field that leaves the disc surface. Under these circumstances, loops of field of size comparable with the disc thickness (or more relevantly, the pressure scale height) will be continuously released by buoyancy and reconnection from the disc surface into an active corona in much the same way as is envisaged to happen at the surfaces of stars and the Galactic disc (Miller & Stone 1999 and references therein). Not only does this process seem unavoidable, it also provides a suitable power source for the X-ray emission of Seyfert galaxies and other AGN. However, it does not automatically lead to a collimated outflow. Tout & Pringle (1996) have suggested that these small loops can grow through an inverse cascade to a size $`r`$ and that these larger loops can provide enough tension to effect collimation despite the reversals in the sign of the azimuthal field with cylindrical radius and the isolation from the underlying rotating disk. In an alternative description, Heinz & Begelman (1999) have suggested that the field is disordered on small scales and that its dynamical effect may be approximated by a local mean stress tensor. In a hybrid model (Blandford & Payne 1982, Emmering et al 1992), the rms coronal field is supposed to be larger than the mean vertical field and constantly changing on timescales shorter than an orbital period through reconnection. This allows matter to be injected, intermittently, onto open field lines and flung out into a wind where the field becomes relatively organised and smoothly varying. A key difference in approach underlying these models is whether the mean field at high altitude is unipolar and established through a balance between advection by the inflowing disk from large radius (where most of the flux resides) and escape through reconnection or whether it is created locally by dynamo action so that the horizontal correlation length is $`<r`$. What happens is unclear. On the one hand, van Ballegooijen (1989) argued that the advection rate is slower than the escape rate by a factor $`O(r/HPr_m)`$, where $`H`$ is the disc thickness and $`Pr_m`$ is the effective, magnetic Prandtl number. Therefore if $`Pr_m<r/H`$, and it is traditionally set to unity in a turbulent medium, then any large scale field must escape. Alternatively, we can express the mean inflow rate in the disk as $`t_{\mathrm{in}}^1\alpha \mathrm{\Omega }(H/r)^2`$, where $`\alpha 0.1`$ is the assumed coefficient of proportionality between the shear stress and the pressure, and observe that, to within a numerical factor of order unity, this is the rate at which magnetic field will random walk out of the disk by reconnecting on flux loops of size $`H`$ every $`\mathrm{\Omega }^1`$. Of course, the polarity of the field associated with the accreting gas is likely to change. This does not preclude confinement by the hoop stress associated with the toroidal field, for which the polarity must also change. To see this, consider an elementary model in which an axial current $`I`$ flows along a jet. There is an axisymmetric, toroidal field of strength $`\mu _0I/2\pi r`$. Now let there be axisymmetric, axial currents of strength $`2I`$ and alternating sign flowing within thin cylindrical sheaths of radius $`r_1,r_2,\mathrm{}`$. The toroidal field magnitude will be unchanged but the sign will reverse. The stress acting on the current sheets $`\mu _0I^2/8\pi ^2r_i^2`$, will be balanced across them and will steadily decrease until it can be matched onto an ambient gas pressure. Stress balance within the current sheets must be achieved either with gas pressure or a rotating magnetic field. This configuration is presumably tearing mode unstable and magnetic energy will be steadily dissipated through reconnection. However, it should persist for long enough in a super-Alfvénic outflow to allow jet collimation. As must be clear by now, this is a contentious subject. As has also been true of cosmology, there are several different elementary models that are amenable to applied mathematical analysis without any guarantee that their underlying assumptions are relevant to the application. We simply do not understand MHD well enough yet to know what are the correct assumptions to use and this is a pre-requisite to answering the big astrophysical questions. We need to know the ratio of the internal torque transporting angular momentum radially outward through the disk to the external torque applied to the disk surface and responsible for carrying off angular momentum in the wind. (Note that if the mean vertical field threading the disc is large, then the magnetorotational instability is likely to be suppressed.) Furthermore, we want to understand the magnetic structure and energy balance of the disk corona. Presumably it is a low $`\beta `$ plasma which can be approximated as force-free, in contrast to the disk field. Stability is another issue. For example, simple prescriptions for specifying the rate at which mass is loaded onto open field lines lead to the conclusion that a centrifugally-driven wind is unstable (Lubow et al 1994); alternative prescriptions lead to stationary, self-adjusting flows (Königl & Wardle 1996, Krasnopolsky 1999, in preparation). Another difficult issue is the nature of the boundary conditions to apply at large and small cylindrical radius. In a similarity solution the difficulty is finessed. However, in a finite disk the ultimate collimation can be strongly influenced by what is assumed (Okamoto 1999 and references therein). However, the situation is not hopeless. There are at least three lines of inquiry that are helping a lot. Before I explain why, though, I would like to discuss two further, relevant questions. ## 4 Is Adiabatic Accretion Conservative? In recent years, there has been renewed interest in what happens when gas accretes at a slow rate or, more specifically at low density (relative to Eddington accretion). Under these circumstances there is the possibility that the flow is adiabatic (in the sense that it does not cool on a dynamical timescale). This can surely happen if the only coupling between the ions and the electrons is through Coulomb scattering. When the mass accretion rate in units of the Eddington rate, ($`4\pi GM/c\kappa _T`$), denoted $`\dot{m}`$ is $`>0.3\alpha ^2`$, then cooling will be ineffective and the disc is likely to inflate as a consequence of its large internal energy. There has been a lot of work in recent years describing conservative flows (called ADAFs, eg Narayan, Mahadevan & Quataert 1998, Kato et al 1998 and references therein) that carry all the supplied mass down the black hole with negligible radiative loss. Fitting the emissivity computed from these flows to diverse, observed sources has been a relatively successful enterprise. However, there are some fundamental, dynamical problems with ADAF solutions. The gas is formally unbound, mainly because the viscous torque that allows them to proceed, transports energy as well as angular angular momentum and this must be dissipated in a differentially rotating disc. To be specific, if there is an extensive, adiabatic, conservative, viscous disc flow, then it can be shown that the specific energy of the gas is twice its orbital kinetic energy. The model, as it stands, does not appear to be self-consistent without becoming quasi-spherical and then the gas close to the rotation axis is unsupported. For these and other reasons, Blandford & Begelman (1999) have proposed that adiabatic accretion always be accompanied by outflows which carry off energy, angular momentum, mass etc in unspecified amounts that are sufficient to allow the gas to accrete on bound orbits. The outflows may be gas dynamical or hydromagnetic. In these “ADIOS” solutions, the rate at which gas actually accretes onto the black hole can be orders of magnitude less than the rate at which it is supplied. If this view of adiabatic accretion ultimately prevails, and there are some ways by which it can be distinguished observationally from ADAF flows, then there will be a good dynamical reason why accretion is often accompanied by outflow. A second mode of adiabatic accretion can occur when the gas is supplied at a rate far in excess of the Eddington rate ($`\dot{m}>10`$). Under these circumstances, there is no difficulty in emitting radiation. The problem arises when the photons try to escape (Begelman & Meier 1982). It turns out that they will be trapped in the accreting gas and advected in toward the hole faster than they can diffuse away. Again the flow is likely to be effectively adiabatic and is likely to drive an outflow for the same reason as a sub-critical inflow. If this view turns out to be correct, it will be hard for black holes to accrete mass at a rate that is much larger than roughly ten times the Eddington rate. These outflows, launched initially by Thomson scattering and then further accelerated by resonance line scattering may be associated with the absorbing gas in BALQs. ## 5 Are Quasar Jets Powered by Black Hole Spin Energy? When a black hole spins and its spacetime is described by the Kerr metric, a fraction, $`0.29`$ of its mass energy can be associated with its spin and is extractable. A gedanken experiment to do just this was performed by Penrose (1969). For the $`3\times 10^9`$ M$`{}_{}{}^{}5\times 10^{56}`$ J, black hole in M87, perhaps $`10^{56}`$ J of energy can realistically have been tapped over its life which is ample to account for an extremely profligate youth. ### 5.1 How to get Blood out of a Stone The most natural way to tap this energy is by using large scale magnetic field (Blandford & Znajek 1977, Thorne et al 1986, Lee, Wijers & Brown 1999). Currents flowing in the inner accretion disc can support a significant amount of magnetic flux (typically $`\mathrm{\Phi }10^{25}`$ Wb threading the hole. Now the hole can be considered to be a good, though not perfect, electrical conductor, with a surface conductance of $`(E/H)_{\mathrm{horizon}}=Z_0=377\mathrm{\Omega }`$. Therefore, when the hole spins, it can act as a unipolar inductor and create an emf $`\mathrm{\Omega }\mathrm{\Phi }10^{20}`$ V, (just about sufficient to accelerate the UHE cosmic rays). This emf can drive a closed, field-aligned current circuit that dissipates both within the horizon of the hole (the internal resistance of the circuit) and in the particle acceleration region at the base of the jet (the load). As the total resistance of the circuit is $`100\mathrm{\Omega }`$, the current, in this example, is $`10^{18}`$ A and the power $`10^{38}`$ W. The power can be thought of as being transported away from the horizon in the form of a Poynting flux. (The “no-hair” theorem is not violated because the flux of energy is only conserved in the frame that is not-rotating with respect to infinity. Observers that hover just above the horizon must rotate with respect to this frame and they would observe an inwardly-directed energy flux.) The electromagnetic power scales according to the memorable relation, $`La^2B^2c`$, where $`B`$ is the field that threads the hole. (This stipulation is important because magnetic flux is unable to penetrate the horizon when the rotation rate is nearly maximal and so the electromagnetic power is reduced). This mechanism has recently attracted attention because of its possible role in powering $`\gamma `$-ray bursts. The magnetic field is quite likely to be separated from the accreting gas so that the resulting outflow can move ultrarelativistically. Similar, though less extreme, conditions are required in quasar jets. However, it has also been argued that the power extracted from the hole is likely to be much less than that extracted hydromagnetically from the inner disc, mainly because the area of the latter is larger (Livio, Ogilvie & Pringle 1999). This is probably true, at least for a thin disk (cf Blandford & Znajek 1977). However, quasar jet powers are only a fraction of the bolometric power, as a comparison of the $`\gamma `$-ray background with the quasar light background affirms and they can still have a black hole origin. Furthermore, in a thick disk, perhaps associated with an adiabatic inflow, a funnel can form and the jet power fraction can plausibly become quite large (eg Rees et al 1982). Another objection has been put forward by Natarajan & Pringle (1998) who have presented a new analysis of the Bardeen-Petterson mechanism whereby a spinning hole will interact dynamically with a misaligned outer disk. They conclude that black holes will align more rapidly than previously estimated and, if the plane of the gas supply keeps changing, the hole will spin down faster than accretion will cause it to spin up. (Note that this alignment is coupled with a quite large release of energy in the outer disk $`O(m^3\mathrm{\Omega }\omega _{\mathrm{BP}}\theta ^2)`$, where $`\omega _{\mathrm{BP}}`$ is the Keplerian angular velocity at the warp radius and $`\theta `$ is the misalignment between the hole spin and the outer disk angular momentum.) The estimated alignment timescales typically fall between the jet transit times to the outer lobes of radio sources and the overall radio source lifetimes consistent with the “dentist’s drill” model of lobe advance. VLBI observations are already resolving scales $`r_{\mathrm{BP}}`$ and may soon determine if the jet axis is determined by the hole or the disc. Despite all these concerns, there is still a particularly good reason for invoking the extraction of electromagnetic energy from a spinning hole to power quasar and similar jets. This is because, as I have emphasized, they are ultrarelativistic and, initially, probably magnetically-dominated. The hydromagnetic winds from the surface of a disc are unlikely to avoid being loaded with plasma and, consequently, will be unlikely to achieve high terminal Lorentz factors. No such drawback attends the field lines that thread the surface of a black hole! ### 5.2 Flogging a Dead Horse In a variant of this mechanism, that has also just been resurrected, it may be possible to transfer angular momentum from the hole directly to the disc. Krolik (1999) and Gammie (1999) have considered magnetic field in the plane of the disc within the innermost stable circular orbit and shown that it is possible for magnetic torque to carry an energy flux outward along a magnetic flux tube, at least outside the ingoing Alfvén critical point and, in this manner, increase the specific energy release from the disc to a value above that associated with the binding energy at the innermost stable circular orbit. The extra power is, again, derived from the spin of the hole. One particular concern about this mechanism is that the infalling gas remain magnetically attached to the disc. It seems quite likely that both senses of radial field will be present within the transition region between the disc and the hole and that magnetic reconnection will happen quite freely. An alternative way to model this interaction (Blandford & Spruit, in preparation), is to suppose that magnetic flux tubes connect the disc surface to the event horizon at intermediate latitude, extracting energy and angular momentum from the hole. Note that, in this case, the magnetic field is tied to the orbiting gas not the central object - the opposite of what happens with accreting neutron stars. ## 6 Laboratories for Studying MHD As I have already emphasized, we are seriously handicapped by our ignorance of how magnetic field actually behaves in cosmic environments. Fortunately there are three promising approaches to improving our understanding. ### 6.1 Cosmic laboratories The first of these is direct observation of dynamical magnetic fields. #### 6.1.1 Solar wind Observations of the solar photosphere and corona by YOHKOH, SOHO and TRACE, as reported here by Title, have led to a revolution in our general perspective on MHD. No longer is the observed as having a bland surface occasionally ruptured by coronal arches. Instead, it is a tightly interwoven, largely invisible tapestry of moving magnetic field, energised by the underlying convection and held together for as long (typically 1-2 d) as reconnection and intercommutation of magnetic field lines can be staved off. The observed corona is maintained at a temperature of $`12\times 10^6`$ K, probably by reconnecting nanoflares, though the detailed calorimetry is still a matter of controversy. The magnetic field dominates the energy density. By contrast, $`\beta >1`$ below the photosphere, where it has just been found that a dynamo may be operating, in addition to the dynamo located at the base of the convection zone that produces the field of sunspots. Observations during solar minimum of the high latitude wind at $`12`$ AU by Ulysses have been no less instructive (eg Fisk 1998). The wind and its associated flux emanate from giant coronal holes located near the poles. The radial magnetic field at 1 AU has a steady value of about 4 nT and satisfies an inverse square variation with radius indicating that it more or less fills most of a hemisphere in a uniform manner. The total field pattern executes a Parker spiral, although it is slightly over-wound at the poles. The density is $`3\times 10^{21}`$ kg m<sup>-3</sup> and again is pretty constant with time and latitude, satisfying an inverse square variation with radius suggesting that the surprisingly large and uniform outflow speed of $`800`$ km s<sup>-1</sup> is also achieved well before $`1`$ AU. The wind cannot be thermally-driven; instead, it is supposedly energised by Alfvén waves close to the corona. We can actually use this information to estimate the torque that the solar wind exerts upon the sun at this time. If we approximate the wind as spherical and the radial velocity as pretty constant, then the torque is given by $$G2\pi r^4v_r\rho \mathrm{\Omega }\frac{2\pi B_r^2r^4\mathrm{\Omega }}{\mu _0v_r}$$ (1) evaluated at the Alfvén radius, where $`v_r=B_r(\mu _0\rho )^{1/2}`$. This is given by $`G10^{23}`$ Nm and the Alfvén radius evaluates to $`12`$ R. The solar angular momentum is, for comparison, $`1.6\times 10^{41}`$ kg m<sup>2</sup> s<sup>-1</sup> and so the characteristic slowing down time is now $`30`$ Gyr, consistent with expectation. A more sophisticated comparison is certainly possible and would have to take into account that the coronal hole axis is inclined with respect to the spin axis, that there is a separate slow wind at low latitude, that there is a significant amount of Alfvén turbulence, that the sun differentially rotates, that there is a solar cycle and so on (cf Fisk 1996). However even though the sun is slow rotator relative to an accretion disk, it clearly has much to teach us as we try to model hydromagnetic winds from accretion disks. In particular it may already have told us that simple, stationary, axisymmetric models of disk winds are a good starting point. #### 6.1.2 Crab Nebula Recent HST observations of the Crab Nebula also have some lessons for us. The main reason is that a similar path is being followed by the energy: ordered rotational energy $``$ electromagnetic energy $``$ relativistic electron energy $``$ non-thermal radiation. Moving features have been observed associated with the famous wisps, which may coincide with the strong relativistic shock formed where the momentum flux in the outflow matches the ambient nebula pressure (Gallant & Arons 1994). Our understanding remains somewhat sketchy, but this is the closest we are ever likely to be to particle acceleration in an ultrarelativistic plasma, so it is worth persisting. It ought to be possible to understand the speed and composition of the outflow and whether or not a strong collisionless shock is really formed. The absence of a narrow jet may well point to the importance of having an extended disc for forming jets. #### 6.1.3 X-ray astronomy The next eight months, will see the launch of three complementary X-ray telescopes Chandra, XMM and ASTRO-E. They should improve our understanding of the structure of jets, discs and the cosmological distribution of quasars in much the same way that YOHKOH, SOHO and TRACE have so enriched our view of the sun. ### 6.2 Numerical MHD laboratories The second laboratory is computational. As we have seen from Brandenburg’s talk (and his cited references), the capability to perform relatively high dynamic range, three dimensional numerical MHD is already here and there have already been serious attempts to expand this capability into the realm of special and general relativity. This facilitates a variety of numerical experiments. For example Stone et al (1999) have recently carried out a series of two dimensional simulations of adiabatic accretion in which they consider purely hydrodynamical flows and introduce a variety of ad hoc prescriptions for the viscosity. They find that the gas becomes strongly convective with the mean specific angular momentum being constant on isentropes and the mean mass flow through radius $`r`$ settling down to a non-conservative variation, $`\dot{M}r`$, consistent with the predictions of a limiting ADIOS solution. However, instead of creating a supersonic wind, the outflow is subsonic and is mostly confined to the surface of the disc. This highlights that an extra source of entropy must be present at the disc surface for a disc to create a supersonic outflow purely hydrodynamically. Furthermore, by contrasting these simulations with their hydromagnetic counterparts (Hawley, 1999, in preparation), it has become clear that the dissipation associated with the magnetic torque must be handled very carefully numerically and that the character of the flow may depend upon what is assumed. For example, the magnetic field may create a turbulence spectrum that is absorbed roughly volumetrically at some inner scale through transit time damping (Gruzinov 1998, Quataert 1998), or the entropy may be produced in a small fraction of the total volume if reconnection at current sheets dominates (Bisnovatyi-Kogan & Lovelace 1997). Although in both cases the dissipation is local, the latter assumption is likely to lead to higher temperatures and a different emissivity than the former. Alternatively, most of the energy may be transported hydromagnetically from the disc to the corona so that there is little local dissipation. These assumptions may lead to quite different flows. ### 6.3 Plasma physics laboratories We have already mentioned several instances where magnetic reconnection can have a major role in determining the energy release and the details of the flow. As described here by Parnell, we still do not have a confident understanding of this important process and some novel reconnection modes are currently under serious consideration. The way reconnection works in two dimensions is now well understood and the emphasis has shifted towards studying ways in which it may operate in three dimensions (eg Priest & Titov 1996, Galsgaard & Nordlund 1997). Another way to approach this problem is through laboratory experimentation. Although the magnetic Reynolds’ numbers are never as high in the laboratory as one would like, it is still possible to perform instructive experiments and then to scale with the relevant dimensionless numbers (eg Brown et al 1998) so as to learn how astrophysical reconnection occurs under differing conditions. ## 7 What Next? In this review, I have tried to consider the problem of understanding powerful, relativistic, quasar jets in a general context. An outline of one solution, in which an electromagnetic core is collimated by a non-relativistic, hydromagnetic wind, has existed for twenty years. However, it has not been satisfactorily verified observationally and there are several, genuine physical difficulties that are not understood. There is still a chance that a quite different and essentially non-magnetic mechanism might be at work. However, as I have emphasised, the powerful combination of numerical simulation and direct observation of “real” plasma is forcing us to become much more sophisticated and further important insights are likely over the next few years. I would like to conclude by mentioning some speculative extensions of this model to a “grand unified theory” of AGN that attempts to give a comprehensive interpretation of all of the principal modes of nuclear activity that are observed. This is stimulated by two recent observational claims. Firstly, Magorrian et al (1998) have argued that the black hole mass in local, dormant galaxies is proportional to the mass of the “bulge”. (Ellipticals are all bulge; spirals have progressively smaller bulges as the type changes from Sa to Sd.) Secondly, McLure et al (1999) have presented evidence that quasars are surrounded by elliptical galaxies, not spirals as once thought. Suppose that black holes grow, as argued above, at an Eddington-limited rate early in the life of a galaxy. The rate of mass supply should decline with time, whereas the Eddington limit grows with mass. It is possible that the hole will grow with an e-folding timescale $`30`$ Myr until it reaches a mass somewhat below its present value. When the mass supply is super-Eddington, and the hole mass exceeds $`10^8`$ M, the object will form a radio-quiet quasar and produce a high speed, radiatively-driven wind. During the final e-folding of hole mass, this wind will deposit $`10^{53}(m/10^8\mathrm{M}_{})`$ J of energy in the outer parts of the galaxy and, presumably, will drive a blast wave into the infalling gas. If we assume that the escape velocity is $`300`$ km s<sup>-1</sup> up to $`10^{12}(m/10^8\mathrm{M}_{})`$ M of gas can be driven away. Allowing for inefficiency and radiative loss, there is enough energy to expel the gas and forestall the formation of a disk if $`m>10^8`$ M. In other words, relatively big black holes lead to elliptical galaxies. We know that BAL outflows are not seen when the luminosity is less than that associated with a quasar. (The explanation may be a subtle effect associated with opacity.) It is then possible that smaller holes cannot expel the infalling gas and that a disc will form. In other words galaxies form around black holes, not vice versa. One key observation that must still be explained is that low mass holes / spirals / Seyfert galaxies do not create powerful, ultrarelativistic jets. Perhaps accretion continues for much longer at an intermediate rate as the supply of gas is not shut down and this is sufficient to drive the spin of the hole to nearly its maximal value, (as reported for MCG 6-30-15). This will prevent the hole from forming a powerful, relativistic jet. Alternatively, the collimating hydromagnetic disc wind may just not be produced at an intermediate accretion rate. By contrast, with a high mass hole / elliptical / quasar, the mass supply may quickly decline below Eddington and perhaps become adiabatic close to the hole. A radio-loud quasar or FR2 radio galaxy can then form. This will persist while the spin energy is depleted and the central jet becomes progressively less powerful. Eventually, the jet thrust becomes less than that associated with the disc wind and, although the observed jet may be formed with speed $`c`$, it will soon be decelerated by interacting with the more slowly moving wind. This is an FR1 radio galaxy. If nothing else happens, the jet and nuclear activity will finally decline to dormancy. However, if two old galaxies and their black holes subsequently merge, a fairly rapidly spinning hole may ensue and a powerful radio source will be re-born (Wilson & Colbert 1995). These speculations have clear, observable implications. ###### Acknowledgements. I thank the Royal Society for support and the other attendees for instruction and suggestions. I also thank participants in the Black Hole Astrophysics Program at the Institute for Theoretical Physics, Santa Barbara, notably, for many discussions of these and related topics. This research was also supported by the Beverly and Raymond Sackler Foundation, NSF grants AST 95-29170, 99-00866, PHY 94-07194 and NASA grant 5-2837.
warning/0001/hep-th0001028.html	ar5iv	text	# Tree Amplitudes and Linearized SUSY Invariants in D=11 Supergravity ## Abstract We exploit the tree level bosonic 4-particle scattering amplitudes in $`D=11`$ supergravity to construct the bosonic part of a linearized $`\mathrm{supersymmetry},`$ coordinate- and gauge-invariant. By differentiation, this invariant can be promoted to be the natural lowest (two-loop) order counterterm. Its existence implies that the perturbative supersymmetry does not protect this ultimate supergravity from infinities, given also the recently demonstrated divergence of its 4-graviton amplitude. LPTENS 99/60 After the so-called “second string revolution”, D=11 supergravity has regained its well-deserved central role, being a very efficient tool to investigate the (mostly unknown) $`M`$theory. In particular, it has been realized how computing loop effects in this last supergravity can shed some light on some (protected) sectors of the $`M`$theory effective action. These connections add futher motivation to our quest for higher order on shell SUSY invariants in $`D=11`$, whose construction is technically difficult to handle, a tensor calculus being absent. In this brief review, we will supply (the linearized part of) one such invariant. Our original interest in constructing SUSY was triggered by a more modest, but intriguing question. We wanted to determine unambiguously whether there exist local invariants that can serve as counterterms in loop calculations, at lowest relevant order. This nontrivial exercise has its roots in lower-dimensional SUGRAs, where the existence of invariants is easier to decide. There no miracle seemed to protect this class of theories from diverging, since one is always able to single out a candidate counterterm . However, given all the properties unique to D=11, and the fact that it is the last frontier – a local QFT that is non-ghost (i.e., has no quadratic curvature terms) and reduces to GR – it is sufficiently important not to give up hope too quickly before abandoning D=11 SUGRA and with it all QFTs incorporating GR quickly on non-renormalizability grounds. The underlying idea is a simple one: the tree level scattering amplitudes constructed within a perturbative expansion of the action are ipso facto globally SUSY and linearized gauge invariant. Furthermore, because linearized SUSY means precisely that it does not mix different powers of fields, the 4-point amplitudes taken together form an invariant. Finally, the lowest order bosonic 4-point amplitudes are independent of fermions: virtual fermions never appear at tree level. In order to use this invariant for counterterm purposes, it will first be necessary to remove from it the nonlocality associated with exchange of virtual graviton and form particles .Indeed, the task here will be not only to remove nonlocality but to add sufficient powers of momentum to provide an on-shell invariant of correct dimension to make it an acceptable 2-loop counterterm candidate, this (rather than 1 loop) being the first possible order (by dimensions) where 4 point amplitudes can contribute. In this way, we will make contact with the conclusive 2-loop results of , where it was possible to exhibit the infinity of the 4-graviton component of the invariant. Details of our result can be in . The basis for our computations is the full action of , expanded to the order required for obtaining the four-point scattering amplitudes among its two bosons, namely the graviton and the three-form potential $`A_{\mu \nu \alpha }`$ with field strength $`F_{\mu \nu \alpha \beta }4_{[\mu }A_{\nu \alpha \beta ]}`$, invariant under the gauge transformations $`\delta A_{\mu \nu \alpha }=_{[\mu }\xi _{\nu \alpha ]}`$. From the bosonic truncation of this action (omitting obvious summation indices), $$I_{11}^B=d^{11}x[\frac{\sqrt{g}}{4\kappa ^2}R(g)\frac{\sqrt{g}}{48}F^2$$ (1) $$+\frac{2\kappa }{144^2}ϵ^{1\mathrm{}11}F_1\mathrm{}F_5\mathrm{}A_{\mathrm{..11}}],$$ we extract the relevant vertices and propagators; note that $`\kappa ^2`$ has dimension $`[L]^9`$ and that the (P, T) conserving cubic Chern-Simons (CS) term depends explicitly on $`\kappa `$ but is (of course) gravity-independent. The propagators come from the quadratic terms in $`\kappa h_{\mu \nu }g_{\mu \nu }\eta _{\mu \nu }`$ and $`A_{\mu \nu \alpha }`$; they need no introduction. There are three cubic vertices, namely graviton, pure form and mixed form-graviton that we schematically represent as $`V_3^g(hh)h\kappa T_g^{\mu \nu }h_{\mu \nu },T_g^{\mu \nu }G_{(2)}^{\mu \nu }(h),`$ (2) $`V_3^{gFF}\kappa T_F^{\mu \nu }h_{\mu \nu },T_F^{\mu \nu }F^\mu F^\nu {\displaystyle \frac{1}{8}}\eta ^{\mu \nu }F^2,`$ (3) $`V_3^F\kappa A_{\mu \nu \alpha }C_F^{\mu \nu \alpha },C_F^{\rho \sigma \tau }ϵ^{\rho \sigma \tau \mu _1\mathrm{}\mu _8}F_{\mu _1\mathrm{}}F_{\mathrm{}\mu _8}.`$ (4) The form’s current $`C_F`$ and stress tensor $`T_F`$ are both manifestly gauge invariant. In our computation, two legs of the three-graviton vertex are always on linearized Einstein shell; we have exploited this fact in writing it in the simplified form (2), the subscript on the Einstein tensor denoting its quadratic part in $`h`$. To achieve coordinate invariance to correct, quadratic, order one must also include the four-point contact vertices $$V_4^g\kappa ^2(hh)hh,V_4^{gF}=\kappa ^2\frac{\delta I^F}{\delta g_{\alpha \beta }\delta g_{\mu \nu }}h_{\alpha \beta }h_{\mu \nu }$$ when calculating the amplitudes; these are the remedies for the unavoidable coordinate variance of the gravitational stress tensor $`T_g^{\mu \nu }`$ and the fact that $`T_F^{\mu \nu }h_{\mu \nu }`$ is only first order coordinate-invariant. The gravitational vertices are not given explicitly, as they are both horrible and well-known . We start with the $`4`$graviton amplitude, obtained by contracting two $`V_3^g`$ vertices in all three channels (labelled by the Mandelstam variables $`(s,t,u)`$) through an intermediate graviton propagator (that provides a single denominator); adding the contact $`V_4^g`$ and then setting the external graviton polarization tensors on free Einstein shell. The resulting amplitude $`M_4^g(h)`$ will be a nonlocal (precisely thanks to the local $`V_4^g`$ contribution!) quartic in the Weyl tensor<sup></sup><sup></sup>* We do not differentiate in notation between Weyl and Riemann here and also express amplitudes in covariant terms for simplicity, even though they are only valid to lowest relevant order in the linearized curvatures.. Within our space limitations, we cannot exhibit the actual calculation here; fortunately, this amplitude has already been given (for arbitrary $`D`$) in the pure gravity context . It can be shown, using the basis of , to be of the form $$M_4^g=\kappa ^2(4stu)^1t_8^{\mu _1\mathrm{}\mu _8}t_8^{\nu _1\mathrm{}\nu _8}\times $$ (5) $$R_{\mu _1\mu _2\nu _1\nu _2}R_{\mu _3\mu _4\nu _3\nu _4}R_{\mu _5\mu _6\nu _5\nu _6}R_{\mu _7\mu _8\nu _7\nu _8}\frac{L_4^g}{stu},$$ up to a possible contribution from the quartic Euler density $`E_8`$, which is a total divergence to this order (if present, it would only contribute at $`R^5`$ level). The result (5) is also the familiar superstring zero-slope limit correction to D=10 supergravity, where the $`t_8^{\mu _1\mathrm{}\mu _8}`$ symbol originates from the D=8 transverse subspace. \[Indeed, the “true” origin of the ten dimensional analog of (5) was actually traced back to D=11 in the one-loop computation of .\] Note that the local part, $`L_4^g`$, is simply extracted through multiplication of $`M_4^g`$ by $`stu`$, which in no way alters SUSY invariance, because all parts of $`M_4`$ behave the same way. In many respects, the form (5) for the $`4`$graviton contribution is a perfectly physical one. However in terms of the rest of the invariant to be obtained below, one would like a natural formulation with currents that encompass both gravity and matter in a unified way as in fact occurs in e.g. $`N=2`$, D=4 supergravity . This might also lead to some understanding of other SUSY multiplets. Using the quartic basis expansion, one may rewrite $`L_4^g`$ in various ways involving conserved $`BR`$ currents and a closed $`4`$form $`P_{\alpha \beta \mu \nu }=1/4R_{[\mu \nu }^{ab}R_{\alpha \beta ]ab}`$, for example $$L_4^g=48\kappa ^2[2B_{\mu \nu \alpha \beta }B^{\mu \alpha \nu \beta }B_{\mu \nu \alpha \beta }B^{\mu \nu \alpha \beta }+$$ $$P_{\mu \nu \alpha \beta }P^{\mu \nu \alpha \beta }+6B_{\mu \rho \alpha }^\rho B_\sigma ^{\mu \sigma \alpha }\frac{15}{49}(B_{\mu \nu }^{\mu \nu })^2]$$ (6) with $`B_{\mu \nu \alpha \beta }R_{(\underset{¯}{\mu }\rho \alpha \sigma }R_{\underset{¯}{\nu })\beta }^{\rho \sigma }\frac{1}{2}g_{\mu \nu }R_{\alpha \rho \sigma \tau }R_\beta ^{\rho \sigma \tau }\frac{1}{2}g_{\alpha \beta }R_{\mu \rho \sigma \tau }R_\nu ^{\rho \sigma \tau }+\frac{1}{8}g_{\mu \nu }g_{\alpha \beta }R_{\lambda \rho \sigma \tau }R^{\lambda \rho \sigma \tau },`$ where $`()`$ means symmetrization with weight one of the underlined indices. Let us now turn to the pure form amplitude, whose operative currents are the Chern-Simons $`C_{\mu \nu \alpha }^F`$ and the stress tensor $`T_{\mu \nu }^F`$, mediated respectively by the $`A`$ and graviton propagators; each contribution is separately invariant. We computed the two relevant, $`C_FC_F`$ and $`T_FT_F`$, diagrams directly, resulting in the four-point amplitude (see also ); $`M_4^F=(stu)^1L_4^F=(stu)^1\kappa ^2(F)^4`$, again with an overall ($`stu`$) factor. An economical way to organize $`L_4^F`$ is in terms of matter BR tensors and corresponding $`C^F`$ extensions, prototypes being the “double gradients” of $`T_{\mu \nu }^F`$ and of $`C^F`$, $`B_{\mu \nu \alpha \beta }^F=_\alpha F_\mu _\beta F_\nu +_\beta F_\mu _\alpha F_\nu \frac{1}{4}\eta _{\mu \nu }_\alpha F_\beta F,`$ $`C_{\rho \sigma \tau ;\alpha \beta }^F=\frac{1}{(24)^2}ϵ_{\rho \sigma \tau \mu _1\mathrm{}\mu _8}_\alpha F^{\mu _1\mathrm{}\mu _4}_\beta F^{\mu _5\mathrm{}\mu _8},`$ where $`^\mu B_{\mu \nu \alpha \beta }^F=0,^\rho C_{\rho \sigma \tau ;\alpha \beta }^F=0.`$. From the above equation we can construct $`L_4^F`$ as $$L_4^F=\frac{\kappa ^2}{36}B_{\mu \nu \alpha \beta }^FB_{\mu _1\nu _1\alpha _1\beta _1}^FG^{\mu \mu _1;\nu _1\nu }K^{\alpha \alpha _1;\beta _1\beta }$$ $$\frac{\kappa ^2}{12}C_{\mu \nu \rho ;\alpha \beta }^FC_{\alpha _1\beta _1}^{F\mu \nu \rho }K^{\alpha \alpha _1;\beta _1\beta }.$$ (7) The matrix $`G^{\mu \nu ;\alpha \beta }\eta ^{\mu \alpha }\eta ^{\nu \beta }+\eta ^{\nu \alpha }\eta ^{\mu \beta }2/9\eta ^{\mu \nu }\eta ^{\alpha \beta }`$ is the usual numerator of the graviton propagator on conserved sources. The origin of $`K^{\mu \nu ;\alpha \beta }\eta ^{\mu \alpha }\eta ^{\nu \beta }+\eta ^{\nu \alpha }\eta ^{\mu \beta }\eta ^{\mu \nu }\eta ^{\alpha \beta }`$ can be traced back to “spreading” the $`stu`$ derivatives: for example, in the $`s`$channel, e.g., we can write $`tu=1/2K^{\mu \nu ;\alpha \beta }p_\mu ^1p_\nu ^2p_\alpha ^3p_\beta ^4`$; the analogous identities for the other channels can be obtained by crossingIt is convenient to define $`s(p_1p_2),t(p_1p_3),u(p_1p_4)`$, with $`p_1+p_2=p_3+p_4`$.. It is these identities that enabled us to write $`M_4`$’s universally as $`(stu)^1L_4`$’s: Originally the $`M_4`$ have a single denominator (from the intermediate specific exchange, $`s`$, $`t`$ or $`u`$channel); we uniformize them all to $`(stu)^1`$ through multiplication of say $`s^1`$ by $`(tu)^1(tu)`$. The extra derivatives thereby distributed in the numerators have the further virtue of turning all polarization tensors into curvatures and derivatives of forms, as we have indicated. The remaining amplitudes are the form “bremsstrahlung” $`M^{FFFg}`$ and the graviton-form scattering $`M_4^{Fg}`$. The $`M^{FFFg}`$ amplitude represents radiation of a graviton from one of the CS arms, i.e., contraction of the $`CS`$ and $`T_{\mu \nu }^Fh^{\mu \nu }`$ vertices by an intermediate $`A`$line, yielding $$L_4^{FFFg}=\frac{\kappa ^2}{3}C_{\mu \nu \rho ;\alpha \beta }^FC_{\alpha _1\beta _1}^{RF\mu \nu \rho }K^{\alpha \alpha _1;\beta _1\beta },$$ (8) where the above current $`C_{\mu \nu \rho ;\alpha \beta }^{RF}`$ is given by $`4_\lambda \left(R_{(\alpha \beta )}^{\sigma [\lambda }F_\sigma ^{\mu \nu \rho ]}\right)\frac{2}{3}R_{(\alpha \beta )}^{\sigma \lambda }_\lambda F_\sigma ^{\mu \nu \rho }.`$ The off-diagonal current $`C^{RF}`$ has antecedents in $`N=2`$ D=4 theory ; it is unique only up to terms vanishing on contraction with $`C^F`$. The $`M^{Fg},\kappa ^2R^2(F)^2`$, has three distinct diagrams: mixed $`T^FT^g`$ mediated by the graviton; gravitational Compton amplitudes $`(hh)T_FT_F`$ with a virtual $`A`$line, and finally the $`4`$point contact vertex $`FFhh`$. The resulting $`M_4^{Fg}`$ is equal to $`(stu)^1L_4^{Fg}`$, where $`L_4^{Fg}`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{3}}(\frac{1}{4}B_{\mu \nu \alpha \beta }^gB_{\mu _1\nu _1,\alpha _1\beta _1}^FG^{\mu \mu _1;\nu \nu _1}`$ (10) $`C_{\mu \nu \rho ;\alpha \beta }^{RF}C_{\alpha _1\beta _1}^{RF\mu \nu \rho })K^{\alpha \alpha _1;\beta _1\beta },`$ up to subleading terms involving traces. The complete bosonic invariant, $`L_4L_4^F+L_4^g+L_4^{Fg}+L_4^{FFFg},`$ is not necessarily in its most unified form, but we hope to return to this point elsewhere. Finally we discuss the consequences of the very existence of this invariant, for the renormalizability properties of $`D=11`$ supergravity. With our space limitation, rewiewing the general structure of the loop expansion and its possible divergences in $`D=11`$ is an impossible task. For this reason, we will limit ourselves to a very brief discussion of the one-loop case and we go directly to the $`2`$loop analysis. For clarity, we choose to work in the framework of dimensional regularization, in which only logarithmic divergences appear and consequently the local counterterm must have dimension zero. A generic gravitational loop expansion proceeds in powers of $`\kappa ^2`$ (except for odd $`\kappa `$’s coming from the CS vertex, see below of). At one loop, one would have $`\mathrm{}I_1\kappa ^0𝑑x^{11}\mathrm{}L_1`$; but there is no candidate $`\mathrm{}L_1`$ of dimension $`11`$, since odd dimension cannot be achieved by a purely gravitational $`\mathrm{}L_1`$, except at best through a “gravitational” $`ϵ\mathrm{\Gamma }RRRR`$ or “form-gravitational” $`ϵARRRR`$ CS term (exemplifying the odd power possibility).However,the latter term is in fact forbidden by dimension,since it would require $`3`$ further derivatives but is already of even index order. The former violates parity and hence would represent a (necessarily finite) anomaly contribution. The two-loop term would be $`\mathrm{}L_2\kappa ^2d^{11}x\mathrm{}L_2`$, so that $`\mathrm{}L_2[L]^{20}`$ which can be achieved (to lowest order in external lines) by $`\mathrm{}L_2^{12}R^4`$, where $`^{12}`$ means twelve explicit derivatives spread among the 4 curvatures. There are no relevant $`2`$point $`^{16}R^2`$ or $`3`$point $`^{14}R^3`$ terms because the $`R^2`$ can be field-redefined away into the Einstein action in its leading part (to $`h^2`$ order, $`E_4`$ is a total divergence in any dimension!) while $`R^3`$ cannot appear by SUSY. This latter fact was first demonstrated in D=4 but must therefore also apply in higher D simply by the brute force dimensional reduction argument. So the terms we need are, for their 4-graviton part, $`L_4^g`$ of (3) with twelve explicit derivatives. The companions of $`L_4^g`$ in $`L_4^{tot}`$ will simply appear with the same number of derivatives. It is easy to see that the additional $`^{12}`$ can be inserted without spoiling $`SUSY`$; indeed they appear as naturally as did multiplication by $`stu`$ in localizing the $`M_4`$ to $`L_4`$: for example, $`^{12}`$ might become, in momentum space language, $`(s^6+t^6+u^6)`$ or $`(stu)^2`$. This establishes the structure of the $`4`$point local counterterm candidate. Before the present construction of the complete counterterm was achieved, the actual coefficient of its 4-graviton part was computed by a combination of string-inspired and unitarity techniques. Their final result was $$_4^{g\mathrm{twoloop},D=112ϵ}\|_{\mathrm{pole}}=\left(\frac{\kappa }{2}\right)^6\times (stuM_4^{\mathrm{g}\mathrm{tree}})\times $$ $$\frac{1}{48ϵ(4\pi )^{11}}\frac{\pi }{5791500}\left(438(s^6+t^6+u^6)53s^2t^2u^2\right),$$ where $`(stu)M_4^{\mathrm{g}\mathrm{tree}}`$ is given in (5). The extension of this expression into a counterterm lagrangian for the rest of the bosonic sector was not presented in , but is effectively completed here. For detail of , we refer the reader to the review by Bern included in this same volume. One final comment: nonrenormalizability had always been a reasonable guess as the fate of D=11 supergravity. The opposite guess, however, that some special (M$``$theory related?) property of this “maximally maximal” model might keep it finite could also have been reasonably entertained a priori, so this was an issue worth settling. I am deeply indebted to my $`D=11`$ coauthor S. Deser for many discussions on the subject and suggestions for this brief review. I am also grateful to Z. Bern, L. Dixon and D. Dunbar for stimulating conversation about their work. This work was supported by NSF grant PHY-99-73935.
warning/0001/math0001079.html	ar5iv	text	# Holistic finite differences accurately model the dynamics of the Kuramoto-Sivashinsky equation ## 1 Introduction We continue exploring the new approach to finite difference approximation introduced by Roberts by approximating the dynamics of solutions to the Kuramoto-Sivashinsky equation . In some non-dimensional form we take the following partial differential equation (pde) to govern the evolution of $`u(x,t)`$: $$\frac{u}{t}+u\frac{u}{x}+R\frac{^2u}{x^2}+\frac{^4u}{x^4}=0.$$ (1) This model equation includes the mechanisms of linear growth $`u_{xx}`$ controlled by the parameter $`R`$, high-order dissipation, $`u_{xxxx}`$, and nonlinear advection/steepening, $`uu_x`$. Consider implementing the method of lines by discretising in $`x`$ and integrating in time as a set of ordinary differential equations. A finite difference approximation to (1) on a regular grid in $`x`$ is straightforward, say $`x_j=jh`$ for some grid spacing $`h`$. For example, the linear term $$\frac{^2u}{x^2}=\frac{u_{j+1}2u_j+u_{j1}}{h^2}+𝒪\left(h^2\right).$$ However, there are differing valid alternatives for the nonlinear term $`uu_x`$: two possibilities are $$u\frac{u}{x}=\frac{u_j(u_{j+1}u_{j1})}{2h}+𝒪\left(h^2\right)=\frac{u_{j+1}^2u_{j1}^2}{4h}+𝒪\left(h^2\right).$$ (2) Which is better? The answer depends upon how the discretisation of the nonlinearity interacts with the dynamics of other terms. The conventional approach of considering the discretisation of each term separately does not tell us. Instead, in order to find the best discretisation we consider the influence of all terms in the equation in a holistic approach. As introduced in and discussed in §2, centre manifold theory \[1, 8, e.g.\] has appropriate characteristics to do this. It addresses the evolution of a dynamical system in a neighbourhood of a marginally stable fixed point; based upon the linear dynamics the theory guarantees that an accurate low-dimensional description of the nonlinear dynamics may be deduced. For example the analysis herein supports the first approximation in (2) but with higher-order and nonlinear corrections. The analysis of the Kuramoto-Sivashinsky equation (1) in § 3 favours the discretisation $`{\displaystyle \frac{du_j}{dt}}+[{\displaystyle \frac{u_j(u_{j+2}+9u_{j+1}9u_{j1}+u_{j2})}{16h}}`$ $`+\left({\displaystyle \frac{u_{j+1}^2u_{j1}^2}{16h}}\right)\left({\displaystyle \frac{u_{j+2}u_{j+1}u_{j2}u_{j1}}{48h}}\right)]`$ $`+R\left({\displaystyle \frac{u_{j+2}+16u_{j+1}30u_j+16u_{j1}u_{j2}}{12h^2}}\right)`$ $`+{\displaystyle \frac{u_{j+2}4u_{j+1}+6u_j4u_{j1}+u_{j2}}{h^4}}=0,`$ (3) as a low-order approximation. Provided the initial conditions are not too extreme, centre manifold theory assures us that such a discretisation models the dynamics of (1) to errors $`𝒪(u^3,h^2)`$. Such accuracy on a relatively coarse grid is extremely useful for such stiff pdes. Further, because the centre manifold is composed of actual solutions to the dynamical system, we are assured that equation (3) models the whole of the Kuramoto-Sivashinsky equation, independent of its algebraic form. The discretisation (3) is a low-order approximation, centre manifold theory also provides systematic corrections. Analysis to higher orders in the nonlinearity, discussed in § 3, shows higher order corrections to the discretisation of the nonlinear terms. The specific finite difference models presented here were derived by a computer algebra program. Computer algebra is an effective tool because of the systematic nature of centre manifold theory . In this preliminary exploration of the approximation of the Kuramoto-Sivashinsky equation (1) we only consider an infinite domain or strictly periodic solutions in finite domains. Then all elements of the discretisation are identical by symmetry and the analysis of all elements is simultaneous. However, if physical boundaries to the domain of the pde are present, then those elements near a physical boundary will need special treatment. Further research is needed on this and other issues. ## 2 Centre manifold theory underpins the fidelity Here we describe in detail one way to place the discretisation of the Kuramoto-Sivashinsky equation (1) within the purview of centre manifold theory. The discretisation is established via an equi-spaced grid of collocation points, $`x_j=jh`$ say, for some small spacing $`h`$. Here we scale the Kuramoto-Sivashinsky to the scale of the grid spacing $`h`$. Thus our view of the dynamics shrinks with $`h`$. This is different to the analysis in and allows the linear dynamics to be dominated by simply the highest order spatial derivative term. We work on the scale of the grid by transforming (1) to the following space and time scales: $`\xi =x/h`$ and $`\tau =t/h^4`$, giving $$\frac{u}{\tau }+h^3u\frac{u}{\xi }+h^2R\frac{^2u}{\xi ^2}+\frac{^4u}{\xi ^4}=0.$$ (4) Then the crucial step: at midpoints $`\xi _{j+1/2}=(\xi _j+\xi _{j+1})/2`$ artificial boundaries are introduced: $`\left[\begin{array}{c}\frac{u^+}{\xi }\frac{u^{}}{\xi }\\ \frac{^3u^+}{\xi ^3}\frac{^3u^{}}{\xi ^3}\end{array}\right]`$ $`=`$ $`\left[\begin{array}{c}0\\ 0\end{array}\right],`$ (9) $`\left({\displaystyle \frac{1\gamma }{2}}\right)\left[\begin{array}{c}\frac{u^+}{\xi }+\frac{u^{}}{\xi }\\ \frac{^3u^+}{\xi ^3}+\frac{^3u^{}}{\xi ^3}\end{array}\right]`$ $`=`$ $`\gamma 𝒜\left[\begin{array}{c}u^+u^{}\\ \frac{^2u^+}{\xi ^2}\frac{^2u^{}}{\xi ^2}\end{array}\right],`$ (14) where $`u^+`$ is just to the right of a midpoint and $`u^{}`$ to the left. The introduction of the near identity operator $$𝒜=1+\frac{_\xi ^2}{12}\frac{_\xi ^4}{720}+\frac{_\xi ^6}{30240}+\mathrm{}=\frac{_\xi }{2}\mathrm{coth}\left(\frac{_\xi }{2}\right),$$ (15) ensures that high-order approximations to linear terms are obtained exactly as discussed in \[10, §4\]: it is remarkable that the exactly equivalent operator works for both Burgers’ equation and the Kuramoto-Sivashinsky equation. These boundaries divide the domain into a set of elements, the $`j`$th element centred upon $`\xi _j`$ and of width $`\mathrm{\Delta }\xi =1`$. A non-zero value of the parameter $`\gamma `$ couples these elements together so that when $`\gamma =1`$ the grid scaled Kuramoto-Sivashinsky pde (4) is effectively restored over the whole domain by ensuring sufficient continuity between adjacent elements. The application of centre manifold theory is based upon a linear picture of the dynamics. Adjoin the dynamically trivial equations $$\frac{\gamma }{\tau }=\frac{h}{\tau }=0,$$ (16) and consider the dynamics in the extended state space $`(u(\xi ),\gamma ,h)`$. This is a standard trick used to unfold bifurcations \[1, §1.5\] or to justify long-wave approximations . Within each element $`u=\gamma =0`$ is a fixed point. Linearized about each fixed point, that is to an error $`𝒪\left(u^2+\gamma ^2+h^2\right)`$, the pde is $$\frac{u}{\tau }=\frac{^4u}{\xi ^4},\text{s.t.}\frac{u}{\xi }\|_{\xi =\pm 1/2}=\frac{^3u}{\xi ^3}\|_{\xi =\pm 1/2}=0,$$ namely the hyperdiffusion equation with essentially insulating boundary conditions. There are thus linear eigenmodes associated with each element: $$\gamma =0,u\{\begin{array}{cc}e^{\lambda _n\tau }\mathrm{cos}[n\pi (\xi \xi _{j1/2})],\hfill & \xi _{j1/2}<\xi <\xi _{j+1/2},\hfill \\ 0,\hfill & \text{otherwise},\hfill \end{array}$$ (17) for $`n=0,1,\mathrm{}`$, where the decay rate of each mode is $`\lambda _n=n^4\pi ^4;`$ together with the trivial modes $`\gamma =\text{const}`$, $`h=\text{const}`$ and $`u=0`$. In a domain with $`m`$ elements, evidentally all eigenvalues are negative, $`\pi ^4`$ or less, except for $`m+2`$ zero eigenvalues: $`1`$ associated with each of the $`m`$ elements and $`2`$ from the trivial (16). Thus, provided the nonlinear terms in (4) are sufficiently well behaved, the existence theorem (\[2, p281\] or \[11, p96\]) guarantees that a $`m+2`$ dimensional centre manifold $``$ exists for (416). The centre manifold $``$ is parameterized by $`\gamma `$, $`h`$ and a measure of $`u`$ in each element, say $`u_j`$: using $`𝒖`$ to denote the collection of such parameters, $``$ is written as $$u(\xi ,\tau )=v(\xi ;𝒖,\gamma ,h).$$ (18) In this the analysis has a very similar appearance to that of finite elements. The theorem also asserts that on the centre manifold the parameters $`u_j`$ evolve deterministically $$\dot{u}_j=g_j(𝒖,\gamma ,h),$$ (19) where $`\dot{u}_j`$ denotes $`du_j/d\tau `$, and $`g_j`$ is the restriction of (416) to $``$. In this approach the parameters of the description of the centre manifold may be anything that sensibly measures the size of $`u`$ in each element—we simply choose the value of $`u`$ at the grid points, $`u_j(\tau )=u(\xi _j,\tau )`$. This provides the necessary amplitude conditions, namely that $`u_j=v(\xi _j;𝒖,\gamma ,h)`$. The above application of the theorem establishes that in principle we may find the dynamics (19) of the interacting elements of the discretisation. A low order approximation written in unscaled variables is given in (3). The next outstanding question to answer is: how can we be sure that such a description of the interacting elements does actually model the dynamics of the original system (416)? Here, the relevance theorem of centre manifolds, \[2, p282\] or \[11, p128\], guarantees that all solutions of (416) which remain in the neighbourhood of the origin in $`(u(\xi ),\gamma ,h)`$ space are exponentially quickly attracted to a solution of the $`m`$ finite difference equations (19). For practical purposes the rate of attraction is estimated by the leading negative eigenvalue, here $`\pi ^4`$. Centre manifold theory also guarantees that the stability near the origin is the same in both the model and the original. Thus the finite difference model will be stable if the original dynamics are stable. After exponentially quick transients have died out, the finite difference equation (19) on the centre manifold accurately models the complete system (416). The last piece of theoretical support tells us how to approximate the shape of the centre manifold and the evolution thereon. Approximation theorems such as that by Carr & Muncaster \[2, p283\] assure us that upon substituting the ansatz (1819) into the original (416) and solving to some order of error in $`u`$, $`\gamma `$ and $`h`$, then $``$ and the evolution thereon will be approximated to the same order. The catch with this application is that we need to evaluate the approximations at $`\gamma =1`$ because it is only then that the artificial internal boundaries are removed. In some applications of such an artificial homotopy good convergence in the parameter $`\gamma `$ has been found. Thus although the order of error estimates do provide assurance, the actual error due to the evaluation at $`\gamma =1`$ should be also assessed otherwise. Here we have crafted the interaction (14) between elements so that low order terms in $`\gamma `$ recover the exact finite difference formula for linear terms. Note that although centre manifold theory “guarantees” useful properties near the origin in $`(u(\xi ),\gamma ,h)`$ space, because of the need to evaluate asymptotic expressions at $`\gamma =1`$, we have used a weaker term elsewhere, namely “assures”. ## 3 Numerical comparisons show the effectiveness We now turn to a detailed description of the centre manifold model for the Kuramoto-Sivashinsky equation (1). The algebraic details of the derivation of the centre manifold model (1819) are handled by computer algebra.<sup>1</sup><sup>1</sup>1The reduce computer algebra source code is available from the authors upon request. In an algorithm introduced in , the program iterates to drive to zero the residuals of the governing differential equation (4) and its boundary conditions (915). Hence by the Approximation theorems we assuradly construct appropriate approximations to the centre manifold model. The finite difference model is given by the evolution on the centre manifold. In order to represent the spatial fourth derivative in the Kuramoto-Sivashinsky equation we need to determine the interactions between next-nearest neighbouring elements. Thus the first approximation we can consider involves quadratic terms in $`\gamma `$. After returning to $`x`$ and $`t`$ variables it is $`{\displaystyle \frac{du_j}{dt}}`$ $`=`$ $`{\displaystyle \frac{\gamma R}{h^2}}\left(u_{j+1}2u_j+u_{j1}\right){\displaystyle \frac{\gamma }{2h}}u_j(u_{j+1}u_{j1})`$ (20) $`{\displaystyle \frac{\gamma ^2}{h^4}}\left(u_{j+2}4u_{j+1}+6u_j4u_{j1}+u_{j2}\right)`$ $`+{\displaystyle \frac{\gamma ^2R}{12h^2}}\left(u_{j+2}4u_{j+1}+6u_j4u_{j1}+u_{j2}\right)`$ $`+{\displaystyle \frac{\gamma ^2}{48h}}(u_{j+2}u_{j+1}+3u_{j+2}u_j3u_{j+1}3u_{j+1}u_j`$ $`+3u_{j1}u_j+3u_{j1}3u_{j2}u_ju_{j2}u_{j1})`$ $`+{\displaystyle \frac{\gamma h^2u_j^2}{120}}\left(u_{j+1}2u_j+u_{j1}\right)`$ $`+{\displaystyle \frac{\gamma ^2h^2}{60480}}[u_j^2(30u_{j+2}170u_{j+1}+256u_j170u_{j1}30u_{j2})`$ $`+u_j\left(126u_{j+2}u_{j+1}54u_{j+1}u_{j1}126u_{j2}u_{j1}\right)`$ $`+u_{j+1}^2\left(10u_{j+2}20u_{j+1}+235u_j\right)`$ $`+u_{j1}^2(10u_{j1}20u_{j1}+235u_j)]`$ $`+𝒪(u^4,\gamma ^3,h^4).`$ The first two lines recorded here, when evaluated for $`\gamma =1`$, form the conventional second-order finite difference equation for the Kuramoto-Sivashinsky equation (1). The third line when evaluated for $`\gamma =1`$ gives the fourth order accurate corrections to the $`Ru_{xx}`$ term. The fourth and further lines above start accounting systematically for the variations in the field $`u`$ within each element and how they affect the evolution through the nonlinear term. Finite difference equations derived via this approach holistically model all the interacting dynamics of the entire pde. To show the effectiveness of the approach we compare the finite difference model obtained from various truncations of (20) to accurate numerical solutions obtained on a much finer grid. Choosing $`m`$ intervals on $`[0,2\pi )`$ gives an element length $`h=2\pi /m`$ and grid points $`x_j=jh`$ for $`j=0,\mathrm{},m1`$. Because of the antisymmetry in $`u(x,t)`$ about $`x=k\pi `$, when starting from the initial condition $`u(x,0)=10\mathrm{sin}x`$, we only display the interval $`[0,\pi ]`$. There are three different approximations from (20), with $`\gamma =1`$, depending upon where the expansion is truncated. The first two lines form a model with $`𝒪\left(h^2\right)`$ errors (a conventional finite difference approximation), the first five lines provide the first correction with $`𝒪\left(u^3\right)`$ errors, and all shown terms form the model with $`𝒪\left(u^4\right)`$ errors. The solutions of these models over $`0<t<1`$ with $`m=8`$ and $`R=2`$ are shown in Figure 1. Observe that the leading approximation (dotted) is significantly in error whereas the next two refinements (dot-dashed and dashed) are overall more accurate, especially near the peak. Such accuracy is remarkable considering the nonlinearity, and the few points in the discretisation, $`m=8`$. ## 4 Conclusion Centre manifold theory is a powerful new approach to deriving finite difference models of dynamical systems. Many details need to researched for a general application of the theory. However, there are many promising features of this application to the Kuramoto-Sivashinsky equation (1) and the earlier example of Burgers’ equation .
warning/0001/cond-mat0001419.html	ar5iv	text	# Evolution of reference networks with aging ## Abstract We study the growth of a reference network with aging of sites defined in the following way. Each new site of the network is connected to some old site with probability proportional (i) to the connectivity of the old site as in the Barabási-Albert’s model and (ii) to $`\tau ^\alpha `$, where $`\tau `$ is the age of the old site. We consider $`\alpha `$ of any sign although reasonable values are $`0\alpha \mathrm{}`$. We find both from simulation and analytically that the network shows scaling behavior only in the region $`\alpha <1`$. When $`\alpha `$ increases from $`\mathrm{}`$ to $`0`$, the exponent $`\gamma `$ of the distribution of connectivities ($`P(k)k^\gamma `$ for large $`k`$) grows from $`2`$ to the value for the network without aging, i.e. to $`3`$ for the Barabási-Albert’s model. The following increase of $`\alpha `$ to $`1`$ makes $`\gamma `$ to grow to $`\mathrm{}`$. For $`\alpha >1`$ the distribution $`P(k)`$ is exponentional, and the network has a chain structure. PACS numbers: 05.10.-a, 05.40.-a, 05.50.+q, 87.18.Sn The explosion of the general interest on the problem of the structure and evolution of most different networks is connected not only with the sudden understanding that our world is in fact a huge set of various networks (with the most striking examples of Web and neural networks – see the papers and references therein) but also with the recent finding that many networks obey scaling laws . That was the reason to renew old studies . One may note also that the growth of networks is only a particular kind of fascinating growth processes . The simplest kind of growing networks is the reference networks in which new links appear only between new sites and the old ones but they never appear between old sites. Therefore, in the reference networks, the average connectivity of old sites is always higher than that one of younger sites. The well-known example of the reference networks is the network of citations of scientific papers in which each paper is a site of the corresponding net and links are the references to the cited papers. A clear beautiful model of a reference network that shows scaling behavior was recently proposed by Barabási and Albert . In their network, each new site is connected with some old site with probability proportional to its connectivity $`k`$. In this case, the distribution of the connectivities in the large network (i.e. one of the most considerable characteristics of the structure and evolution of networks) shows a power-law dependence $`P(k)k^\gamma `$ with the exponent $`\gamma =3`$. However, in real reference networks aging usually occurs: alas, we rarely cite old papers! One may ask, how do the structure of the network change if the aging of sites is introduced, i.e. if the probability of connection of the new site with some old one is proportional not only to the connectivity of the old site but also to the power of its age, $`\tau ^\alpha `$, for example? This question is quite reasonable: indeed, Fig. 1 demonstrates that the structure of the network depends obviously on $`\alpha `$. We show below both numerically and analytically that this change is dramatic: the scaling disappears when $`\alpha >1`$, and the exponents of the scaling laws depend strongly on $`\alpha `$ in the range $`\alpha <1`$. This result could not be foreseen beforehand: the scaling is very sensitive to changes of the model. For example, as it is noted in , the scaling disappears if the probability of the connection to an old site is proportional to $`k^ϵ,ϵ1`$. Here, we consider exclusively the network, in which only one extra link appears when the new site is added, since the results for the exponents do not depend on the number of links which are added each time . Let us start from the simulation which turns to be easy for the problem under consideration because we study only the characteristics dependent on the connectivity. They are: (i) the distribution of connectivities in the network $`P(k,t)`$ in the instant $`t`$ (only one site is in the network at $`t=0`$, and one more site is added in each instant) and (ii) the mean connectivity $`\overline{k}(s,t)`$ of the site $`s`$ ($`0<s<t`$) in the instant $`t`$, i. e. the local density of the connectivities. If one is interested only in these quantities, there is no need to keep a matrix of connections in memory, and the simulation is very fast. The results of the numerics are shown in Figs. 2-5. Although only the region $`\alpha 0`$ seems to be of real significance, we consider also negative values of $`\alpha `$ since they do not lead to any contradiction. One may see clearly from the figures that $`P(k,t)k^\gamma `$ for large $`k`$ and $`\overline{k}(s,t)s^\beta `$ for small $`s`$, where $`\beta `$ is the other scaling exponent, only for $`\alpha <1`$. As it should be, we get the values $`\gamma =3`$ and $`\beta =1/2`$ for $`\alpha =0`$ . Note that, at $`0<\alpha <1`$, the deviations of the dependence $`\mathrm{log}P(k)`$ vs. $`\mathrm{log}k`$ for small $`k`$ are stronger as in the real reference network , than those ones at $`\alpha =0`$. At $`\alpha >1`$, $`P(k)`$ turns to be exponential, and the mean connectivity tends to be constant at large $`s`$. Thus, while $`\alpha `$ changes from $`0`$ to $`1`$, $`\gamma `$ grows from $`3`$ to $`\mathrm{}`$, and $`\beta `$ decreases from $`1/2`$ to $`0`$. One sees from Fig. 3, that, for positive $`\alpha `$ the $`\mathrm{log}P(k)`$ vs. $`\mathrm{log}k`$ dependence looks more curved than those ones for $`\alpha =0`$ like in the real reference network . The simulations demonstrate also that $`\gamma `$ has a tendency to decrease from $`3`$ to $`2`$, and $`\beta `$ to grow from $`1/2`$ to $`1`$ when $`\alpha `$ decreases from $`0`$ to $`\mathrm{}`$. Let us show now how these results may be described. We use an effective medium approach, inspired by . We shall explain why it gives so good results for the exponents later but first we outline the applied theory for the problem under consideration. The main ansatz of the effective medium approach in our case is the approximation of the probability $`P(k,s,t)`$ that the connectivity of the site $`s`$ at the moment $`t`$ is equal to $`k`$ by the $`\delta `$-function: $$P(k,s,t)=\delta (k\overline{k}(s,t)).$$ (1) Thus, the exact function $`P(k,s,t)`$ is assumed to be enough sharp. We suppose also that we may use a continuous approximation. These two strong assumptions lead immediately to the following equation: $$\frac{\overline{k}(s,t)}{t}=\frac{\overline{k}(s,t)(ts)^\alpha }{\underset{0}{\overset{t}{}}𝑑u\overline{k}(u,t)(tu)^\alpha },\overline{k}(t,t)=1.$$ (2) Here, the boundary condition means that only one link is added each time. One may check that Eq. (2) is consistent. Let us apply $`_0^t𝑑s`$ to it. Then, $$_0^t𝑑s\frac{\overline{k}(s,t)}{t}=\frac{}{t}_0^t𝑑s\overline{k}(s,t)\overline{k}(t,t)=1,$$ (3) and we get immediately the proper relation $$_0^t𝑑s\overline{k}(s,t)=2t,$$ (4) i. e. the sum of connectivities equals the doubled number of links in the network. We search for the solution of Eq. (2) in the scaling form $$\overline{k}(s,t)\kappa (s/t),s/t\xi ,$$ (5) which is consistent also with Eq. (4). Then Eq. (2) becomes $`\xi (1\xi )^\alpha {\displaystyle \frac{d\mathrm{ln}\kappa (\xi )}{d\xi }}`$ $`=`$ $`\left[{\displaystyle _0^1}𝑑\zeta \kappa (\zeta )(1\zeta )^\alpha \right]^1\beta ,`$ (6) $`\kappa (1)=1,`$ (7) where $`\beta `$ is a constant, which is unknown yet. We shall see soon that this constant is the exponent of the mean connectivity. Eqs. (4) and (5) give the relation $`_0^1𝑑\zeta \kappa (\zeta )=2`$. The solution of Eq. (6) is $$\kappa (\xi )=B\mathrm{exp}\left[\beta \frac{d\xi }{\xi (1\xi )^\alpha }\right],$$ (8) where $`B`$ is a constant. The indefinite integral in Eq. (8) may be taken: $`{\displaystyle \frac{d\xi }{\xi (1\xi )^\alpha }}=`$ (9) $`\mathrm{ln}\xi +{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{k!(k+1)^2}}\alpha (\alpha +1)\mathrm{}(\alpha +k)\xi ^{k+1}=`$ (10) $`\mathrm{ln}\xi +\alpha _3F_2(1,1,1+\alpha ;2,2;\xi ),`$ (11) where $`{}_{3}{}^{}F_{2}^{}(,,;,;)`$ is the hypergeometric function . Recalling the boundary condition $`\kappa (1)=1`$, we find the constant $`B`$. Thus the solution is $`\kappa (\xi )=`$ (12) $`e^{\beta (C+\psi (1\alpha ))}\xi ^\beta \mathrm{exp}\left[\beta \alpha \xi _3F_2(1,1,1+\alpha ;2,2;\xi )\right],`$ (13) where $`C=0.5772\mathrm{}`$ is the Euler’s constant and $`\psi ()`$ is the $`\psi `$-function. Now we see that the constant $`\beta `$ indeed is the exponent of mean connectivity, since $`\kappa (\xi )\xi ^\beta `$ if $`\xi 0`$. The transcendental equation for $`\beta `$ may be written if one substitutes Eq. (12) into the right side of Eq. (6): $`\beta ^1=e^{\beta (C+\psi (1\alpha ))}\times `$ (14) $`{\displaystyle _0^1}{\displaystyle \frac{d\zeta }{\zeta ^\beta (1\zeta )^\alpha }}\mathrm{exp}\left[\beta \alpha \zeta _3F_2(1,1,1+\alpha ;2,2;\zeta )\right],`$ (15) that is our main equation. Before we shall find the solution of Eq. (14), let us show how the exponents $`\beta `$ and $`\gamma `$ are related if one applies Eq. (1) of the effective medium approach. $`\overline{k}(s,t)s^\beta `$, so $`sk^{1/\beta }`$. Hence, $`k^\gamma P(k,t)s/kk^{11/\beta }`$, and one obtains that $$\gamma =1+1/\beta .$$ (16) The solution of Eq. (14) exists in the range $`\mathrm{}<\alpha <1`$. The results of the numerical solution are shown in Fig. 5. One may also find $`\beta (\alpha )`$ and $`\gamma (\alpha )`$ at $`\alpha 0`$: $$\beta \frac{1}{2}(1\mathrm{ln}2)\alpha ,\gamma 3+4(1\mathrm{ln}2)\alpha ,$$ (17) where the numerical values of the coefficients are $`1\mathrm{ln}2=0.3069\mathrm{}`$ and $`4(1\mathrm{ln}2)=1.2274\mathrm{}`$. We used the relation $`{}_{3}{}^{}F_{2}^{}(1,1,1;2,2;\zeta )=Li_2(\zeta )/\zeta (_{k=1}^{\mathrm{}}\zeta ^k/k^2)/\zeta `$ while deriving Eq. (17). Here, $`Li_2()`$ is the polylogarithm function of order 2 . In the limit of $`\alpha 1`$, using the relation $`{}_{3}{}^{}F_{2}^{}(1,1,2;2,2;\zeta )=\mathrm{ln}(1\zeta )/\zeta `$, we find $$\beta c_1(1\alpha ),\gamma \frac{1}{c_1}\frac{1}{1\alpha }.$$ (18) Here, $`c_1=0.8065\mathrm{},c_1^1=1.2400\mathrm{}`$: the constant $`c_1`$ is the solution of the equation $`1+1/c_1=\mathrm{exp}(c_1)`$. Note also that $`\beta 1`$ and $`\gamma 2`$ in the limit $`\alpha \mathrm{}`$. One sees from Fig. 5 that the results of the simulation and of the analytical calculations are in qualitative correspondence. Deviations may be noticed only in regions where simulations can not provide sufficient precision. Why does such a coarse theory demonstrate so close agreement with the simulation? One may show that the function $`P(k,s,t)`$ of $`k`$ is functionally very sharp as compared with the studied long-tailed distribution $`P(k,s)`$. Therefore, the main anzats Eq. (1) gives excellent results. In fact, Eqs. (1) and (2) provides us easily with all known results on reference networks. One may imagine from Fig. 1 that the point $`\alpha =1`$ ($`\beta 0`$ and $`\gamma \mathrm{}`$) at which the scaling collapses marks the transition from the multidimensional network for $`\alpha <1`$ to the chain structure. Fig. 1 demonstrates also that, in the case of $`\alpha \mathrm{}`$ ($`\beta 1`$ and $`\gamma 2`$) all sites of the network are connected with the oldest one. The behavior of the considered quantities near these points evokes associations with the lower and higher critical dimensions in the theory of usual phase transitions . There are some possibilities to change the exponents of the network without aging . One may check that, in these cases, the range of variation of the exponents $`\beta `$ and $`\gamma `$ when $`\alpha `$ changes from $`\mathrm{}`$ to $`1`$ is the same as in the present Letter. In summary, we have considered the reference network with the power-law ($`\tau ^\alpha `$) aging of sites. We have found both from our simulations and using the effective medium approach that the network shows scaling behavior only in the region $`\alpha <1`$. We have calculated the exponents of the power-law dependences of the distribution of connectivities $`P(k,t)k^\gamma `$ and of mean connectivity $`\overline{k}(s,t)s^\beta `$ and have shown that they depend crucially on $`\alpha `$. The following questions remain open. Is our unproved idea about the nature of the threshold point $`\alpha =1`$ reasonable? Do the analogies with the lower and higher critical dimensions exist indeed? What other quantities of the network demonstrates the scaling behavior? SND thanks PRAXIS XXI (Portugal) for a research grant PRAXIS XXI/BCC/16418/98. JFFM was partially supported by the projects PRAXIS/2/2.1/FIS/299/94. We also thank E. J. S. Lage for reading the manuscript and A. V. Goltsev, S. Redner, and A. N. Samukhin for many useful discussions. Electronic address: sdorogov@fc.up.pt Electronic address: jfmendes@fc.up.pt
warning/0001/nucl-th0001007.html	ar5iv	text	# Two-Body Correlations in Nuclear Systems ## 1 Introduction One of the central challenges of theoretical nuclear physics is the attempt to describe the basic properties of nuclear systems in terms of a realistic nucleon-nucleon (NN) interaction. Such an attempt typically contains two major steps. In the first step one has to consider a specific model for the NN interaction. This could be a model which is inspired by the quantum-chromo-dynamics, a meson-exchange or One-Boson-Exchange model or a purely phenomenological ansatz in terms of two-body spin-isospin operators multiplied by local potential functions. Such models are considered as a realistic description of the NN interaction, if the adjustment of parameters within the model yields a good fit to the NN scattering data at energies below the threshold for pion production as well as energy and other observables of the deuteron. After the definition of the nuclear hamiltonian, the second step implies the solution of the many-body problem of $`A`$ nucleons interacting in terms of such a realistic two-body NN interaction. The simplest approach to this many-body problem of interacting fermions one could think of would be the mean field or Hartree-Fock approximation. This procedure yields very good results for the bulk properties of nuclei, binding energies and radii, if one employs simple phenomenological NN forces like e.g. the Skyrme forces, which are adjusted to describe such nuclear structure data. However, employing realistic NN interactions the Hartree-Fock approximation fails very badly: it leads to unbound nuclei. This failure of the Hartree-Fock approximation is a consequence of the strong short-range components of a realistic NN interaction, which are necessary to describe the NN data. The Hartree-Fock wavefunction describes the nucleus as a system of nucleons moving independent from each other in a mean field derived from the average interaction with all other nucleons. This implies that the wavefunction contains large amplitudes of configurations, in which two nucleons are so close to each other, that they are exposed to the very repulsive components of the NN interaction at short distances. The hard-core potentials, which were very popular in the sixties, describe these components in terms of an infinitely repulsive core for relative distances smaller than the radius of this hard core of about 0.4 $`fm`$. In this case a Hartree-Fock calculation would even yield an infinite repulsive energy. Modern models for the NN interaction, in particular the meson-exchange models which lead to non-local NN interactions, contain softer cores. Nevertheless, a careful treatment of two-body short range correlations beyond the mean field approximation is indispensable to describe the structure of nuclei in terms of realistic NN interactions. The same is true for the correlations which are induced by the strong tensor components in the NN interaction, which mainly originate from the pion exchange contributions. Various different tools have been developed to account for such correlation effects. Below we will describe some of these methods including the Brueckner hole-line expansion, the coupled cluster or “exponential S” approach, the self-consistent evaluation of Greens functions, variational approaches using correlated basis functions and recent developments employing quantum Monte-Carlo techniques. Using such methods one obtains correlated many-body wave functions, which are rather sensitive to the NN interaction under consideration. Therefore the question arises which kind of experimental observables might be considered to investigate details of these correlations. The hope is that different predictions derived from the various model of the NN interaction will allow to distinguish between the various model for the NN interaction at short distances. Therefore, finally such nuclear structure studies will help to explore the details of the strong baryon baryon interaction at short distances. What is the effect of correlations on the nuclear wave function? In order to discuss this question let us consider for the moment a system of infinite nuclear matter. The mean field or Hartree-Fock wave function of nuclear matter corresponds to the Slater determinant of plane wave states, in which all single-particle states with momenta below the Fermi momentum $`k_F`$ are occupied. Correlations on top of this Hartree-Fock state will yield a depletion of single-particle states with momenta $`k`$ below $`k_F`$ and a non-vanishing occupation of states with high momentum. From this consideration one may think that the study of high-momentum components in the single-particle wave functions of nuclear states might be an ideal tool to explore correlation effects in the nuclear wave function. Therefore it has been suggested to study these high-momentum components by means of exclusive single nucleon knock-out experiments like $`(e,e^{}N)`$ with the $`(A1)`$ nucleus remaining in the ground state or other well defined state. However, a detailed analysis of the spectral function for such knock-out experiments shows that the expected high-momentum components in the nuclear wavefunction could only be observed at high missing energies, i.e. with an excitation energy of the residual target nucleus well above the threshold for the emission of a secondary nucleon. Therefore one expects exclusive two-nucleon knock-out experiments like $`(\gamma ,NN)`$ or ($`e,e^{}NN`$) to be more sensitive to the effects of correlations. Details for the analysis of such nucleon knock-out experiments induced by inelastic electron scattering will be given below. Up to this point we merely discussed the nuclear system within the framework of the non-relativistic quantum many-body theory. At first sight this seems to be well justified since the binding energies of nuclei with single-particle potentials of -50 MeV or so, are very small on the scale of the nucleon rest mass. It has already been discussed, however, that the short-range components of the NN interaction are very strong with large repulsive components, which are compensated by strong attractive ones. Within the meson-exchange model for the NN interaction the repulsive components are generated by the exchange of the $`\omega `$, a vector meson, while the attractive parts are described in terms of the exchange of a scalar particle, the $`\sigma `$ meson. This $`\sigma `$ meson does not represent a meson in the usual sense but its exchange is used to describe the correlated two-pion exchange without and with intermediate excitation of the interacting nucleons. Calculating the nucleon self energies from such a meson exchange model within a Hartree approximation, one finds that the $`\omega `$ exchange yields a component $`\mathrm{\Sigma }_0`$, which transforms under a Lorentz transformation like the time-like component of a vector, while the scalar meson exchange yields a contribution $`\mathrm{\Sigma }_s`$, which transforms like a scalar. Inserting this self energy into the Dirac equation for a nucleon in the medium of nuclear matter leads to binding effects which are as small as the -50 MeV discussed above. This small binding effect, however, results from a strong cancellation between the repulsive $`\mathrm{\Sigma }_0`$ and the attractive $`\mathrm{\Sigma }_s`$ component. The attractive scalar component $`\mathrm{\Sigma }_s`$ leads to Dirac spinors for the nucleons in the nuclear medium, which contain a small component significantly enhanced as compared to the Dirac spinor of a free nucleon. This effect is often described in terms of an effective Dirac mass $`m^{}`$ for the nucleon, which can be of the order of 600 MeV in nuclear matter around saturation density. This modification of the Dirac spinors in the nuclear medium requires a self-consistent evaluation of the matrix elements of the meson exchange interaction. Within the phenomenological $`\sigma \omega `$ or Walecka model of nuclear physics it is this self-consistency, which provides the saturation of nuclear matter. This relativistic effect, however, is also observed in Dirac-Brueckner-Hartree-Fock studies, which are based on realistic NN interactions. Including these relativistic features improves the predictions for the saturation point of nuclear matter as well as the bulk properties of finite nuclei significantly. The question is: Are there other observables, which are sensitive to the enhancement of the small component of the nucleon Dirac spinors in the nuclear medium? The calculation scheme discussed so far, determine the interaction of two nucleons in the vacuum in a first step and then solve the many-body problem of nucleons interacting by such realistic potentials in a second step, is of course based on the picture that nucleons are elementary particles with properties, which are not affected by the presence of other nucleons in the nuclear medium. One knows, of course, that this is a rather simplified picture: nucleons are built out of quarks and their properties might very well be influenced by the surrounding medium. A cartoon of this feature is displayed in Fig. 1. So the question is, how important are the sub-nucleonic degrees of freedom, must we expect a change of the nucleon properties in the nuclear medium? At low energies it might be sufficient to account for the internal structure of the nucleons by considering the possibility that the nucleon may get excited to the $`\mathrm{\Delta }(3,3)`$ excitation at 1232 MeV. It has been demonstrated that the process of two interacting nucleons, which polarize each other to such isobar excitations are an important ingredient to the medium range attraction of the NN interaction. Attempts have been made to account for such isobar excitations also in microscopic studies of nuclear structure. Furthermore, not only the basic properties of the nucleons, their mass or electromagnetic form-factor might be affected by the nuclear medium, also the masses and thereby the propagation of the mesons might be modified as well. This will have consequences for the meson-exchange model of the NN interaction. For example, a lowering of the meson masses in the nuclear medium as compared to the vacuum would lead to a larger range of the corresponding meson exchange interaction terms, which should lead to different results in the nuclear structure calculation. In studying such features of sub-nucleonic degrees of freedom, however, one should be careful to avoid the mixing of different points of view on the same process. As an example, let us consider a process like the one indicated by the diagram in Fig. 2: Two nucleons, represented by the two upward going lines, interact with each other by the exchange of e.g. a pion, which is represented by the dashed line. Propagating in a nuclear medium between these two nucleons, the pion may interact with a third nucleon leading to an intermediate particle-hole excitation of the nuclear system. Such processes might be considered as a modification of the pion propagator in the nuclear medium, which could be characterized by a modification of the effective pion mass inside a nucleus. The process displayed in Fig. 2, however, will also be included in any many-body calculation based on two-nucleon interactions, which accounts for three-nucleon correlations or includes effects of ring diagrams. Therefore effects which one may identify with a modification of meson propagators are accounted for in an approach, which does not even mention any mesonic degrees of freedom. The pion re-scattering process displayed in Fig. 2 may also lead to an excitation of the intermediate nucleon to e.g. the $`\mathrm{\Delta }`$ resonance. Again such terms might be considered as a modification of the meson propagator. Such terms would also be accounted for in a many-body theory based on baryon - baryon interactions, like e.g. the Argonne V28, which includes the $`\mathrm{\Delta }`$ degrees of freedom explicitly. Within the framework of a many-body theory which does not account for such $`\mathrm{\Delta }`$ excitations, such a process might be taken into account by means of a three-nucleon interaction. This example has been given to demonstrate the model dependence of three-body forces or statements about the relevance of mesonic degrees of freedom. The approaches which we will discuss throughout this review, are all based on realistic NN interactions and try to solve the many-body problem as good as possible. It is the aim to study how far such an approach, which ignores all sub-nucleonic degrees of freedom, can predict the properties of nuclear systems at zero temperature and without external pressure. Remaining discrepancies between theoretical prediction and empirical data can then bet attributed to the necessity to account for sub-nucleonic degrees of freedom, explicitly. Such many-body calculations can then also be used to obtain predictions for nuclear matter under extreme conditions like in neutron stars, supernova explosions or in central heavy ion collisions. They yield a prediction for the equation of state of nuclear matter at high densities and/or high temperatures which is free of any parameters. The success or failure of such theoretical calculations in predicting the properties of normal nuclear matter from the NN interactions of two nucleons in the vacuum can be used to judge the reliability of these predictions for nuclear matter at extreme conditions. Nuclear systems provide an intriguing and challenging object for the development of quantum many-body theories. The underlying NN interaction is non-trivial: It contains a rich operator structure with strong tensor components and is in general non-local. The interacting particles must be considered as quasiparticle and the inclusion of internal degrees of freedom might get important. An extension of the many-body theory to account for relativistic effects might be necessary. Empirical data are available and should be reproduced for finite systems with particle numbers ranging from $`A=2`$ to infinite nuclear matter. For other systems of condensed matter or Fermi liquids, like electron gas or liquid Helium 3, reliable data on finite samples are difficult to obtain but of high interest. Therefore nuclei are an ideal testing ground for many-body theory for finite systems in particular. The experience collected here should be rather useful in the study of other systems. After this introduction, we will present an outline of some many-body approaches which are used in nuclear physics. This includes the Brueckner - Bethe hole-line expansion, the coupled cluster or “exponential S” approach, the self-consistent evaluation of Greens functions, variational approaches using correlated Jastrow-type basis functions and variational and quantum Monte Carlo techniques. A short review on the status of realistic NN interactions and on the differences between those models will be given in the first part of section 3. This section 3 also contains the discussion of results for bulk properties of infinite nuclear matter and finite nuclei. As an example on experimental efforts to explore the effects of correlations in detail, we will report on the analysis of inelastic electron scattering in section 4. The section 5 describes attempts to extend the many-body theory to account for relativistic features as well as the sensitivity of some observables to these relativistic effects. ## 2 Many-Body Approaches ### 2.1 Hole - Line Expansion As it has been discussed already above one problem of nuclear structure calculations based on realistic NN interactions is to deal with the strong short-range components contained in all such interactions. This problem is evident in particular when so-called hard-core potentials are employed, which are infinite for relative distances smaller than the radius of the hard core $`r_c`$. The matrix elements of such a potential $`V`$ evaluated for an uncorrelated two-body wave function $`\mathrm{\Phi }(r)`$ diverges since $`\mathrm{\Phi }(r)`$ is different from zero also for relative distances $`r`$ smaller than the hard-core radius $`r_c`$ (see the schematic picture in Fig. 3. A way out of this problem is to account for the two-body correlations induced by the NN interaction in the correlated wave function $`\mathrm{\Psi }(r)`$ or by defining an effective operator, which acting on the uncorrelated wave function $`\mathrm{\Phi }(r)`$ yields the same result as the bare interaction $`V`$ acting on $`\mathrm{\Psi }(r)`$. This concept is well known for example in dealing with the scattering matrix $`T`$, which is defined by $$<\mathrm{\Phi }\|T\|\mathrm{\Phi }>=<\mathrm{\Phi }\|V\|\mathrm{\Psi }>.$$ (1) As it is indicated in the schematic Fig. 3, the correlations tend to enhance the amplitude of the correlated wave function $`\mathrm{\Psi }`$ relative to the uncorrelated one at distances $`r`$ for which the interaction is attractive. A reduction of the amplitude is to be expected for small distances for which $`V(r)`$ is repulsive. From this discussion we see that the correlation effects tend to make the matrix elements of $`T`$ more attractive than those of the bare potential $`V`$. For two nucleons in the vacuum the $`T`$ matrix can be determined by solving a Lippmann-Schwinger equation $`T\|\mathrm{\Phi }>`$ $`=`$ $`V\left\{\|\mathrm{\Phi }>+{\displaystyle \frac{1}{\omega H_0+iϵ}}V\|\mathrm{\Psi }>\right\}`$ (2) $`=`$ $`\left\{V+V{\displaystyle \frac{1}{\omega H_0+iϵ}}T\right\}\|\mathrm{\Phi }>.`$ In these equations the starting energy $`\omega `$ stands for the energy of the two interacting nucleons and $`H_0`$ represents the operator for the nucleons in the intermediate state without residual interaction, i.e. the kinetic energy. This concept of an effective operator accounting for correlation effects in the wave function is one way to present the Brueckner-Bethe-Goldstone (BBG) approach to the many-body problem. To show the features of the BBG approach, we consider the nuclear hamiltonian, a sum of the kinetic energy $`t_{kin}`$ and the two-body interaction $`V`$, and introduce an appropriate single-particle potential $`U`$ $$H=H_0+H_1,H_0=t_{kin}+U,H_1=VU.$$ (3) The eigenstates of $`H_0`$ for $`A`$ particles, i.e. Slater determinants build from the corresponding single-particle wavefunctions, provide a basis of the Hilbert-space for the $`A`$ nucleon problem $$H_0\mathrm{\Phi }_i(1,\mathrm{},A)=E_i^0\mathrm{\Phi }_i(1,\mathrm{},A),$$ (4) with $`E_i^0`$ the sum of the single particle energies. This basis $`\mathrm{\Phi }_i`$ is used to split the Hilbert-space into a model space and the rest. If one is interested in the ground-state properties of closed shell nuclei like $`{}_{}{}^{16}O`$ this model space could be defined by a single Slater determinant. If one is interested in the states of open shell nuclei at low energies, this model space could consist out of those functions $`\mathrm{\Phi }_i`$ which represent a typical set of basis states for a shell-model configuration mixing calculation. The concept of a model space, however, can also be considered for the system of infinite nuclear matter. One may choose the model space to contain all Slater determinants, which can be constructed by considering occupied states with momenta below a model space momentum $`k_M`$. If this momentum $`k_M`$ is equal to the Fermi momentum of a free Fermi gas $`k_F`$ of the density considered, the model space reduces just to this model wave function. With this choice for a model space one can define projection operators $`𝒫`$ and $`𝒬`$, which project onto the model space and on the rest of the A-nucleon Hilbert space, respectively. It is the aim to derive an effective hamiltonian $`H_{eff}`$, which is defined within the model space, with eigenvalues $`E_i`$ identical to the eigenvalues of the original hamiltonian $`H`$ and eigenvectors, which are just the projection of the exact eigenvectors $`\mathrm{\Psi }_i`$ of $`H`$ on the model space. This implies that $$𝒫H_{eff}𝒫\mathrm{\Psi }_i=E_i𝒫\mathrm{\Psi }_i.$$ (5) With this separation of the Hilbert-space into a model space and a rest also the treatment of correlations is separated: There are correlations which can be represented by degrees of freedom within this model space. They are treated explicitly and accounted for by the diagonalization of the effective hamiltonian $`H_{eff}`$ (see Eq. (5)) within the model-space. This will typically be correlations which are described in terms of single-particle excitations around the Fermi energy with low excitation energy, small momentum transfers and therefore of longer range. These long range correlations are quite sensitive to the shell structure of finite systems and will therefore be different for nuclear matter and specific finite nuclei. The correlations, which cannot be represented by the mixing of configurations within the model space are treated by means of the effective operator. Such correlations include excitations up to states high above the Fermi surface. This implies large excitation energies and high momentum transfers, which means correlations of short range. Several expansions have been formulated for this effective hamiltonian. There are the energy-dependent expansions of Feshbach and of Bloch and Horowitz . They correspond to the Brillouin \- Wigner perturbation expansion and therefore yield an effective hamiltonian which depends on the exact energy to be calculated. To get rid of this energy-dependence in the case of multi-dimensional degenerate model-spaces one has to consider the so-called folded diagram expansion, which has been formulated e.g. by Brandow and Kuo, Lee and Ratcliff . Using this folded-diagram formulation, the effective hamiltonian could be written as $$H_{eff}=H_0+H_1+\left\{H_1\frac{𝒬}{E^0H_0}H_{eff}+\text{folded diagrams}\right\}_{\text{linked}},$$ (6) with $`E^0`$ referring to the eigenvalue of $`H_0`$ for the state in the model space considered. Note that in this expansion one only needs to consider the contribution of the so-called linked diagrams. This implies that contributions like the one characterized by the diagram in Fig. 4 can be ignored. Such unlinked contributions contain products of matrix elements of $`H_1`$ (the two-body parts are represented by the dashed lines in Fig. 4), which are completely unlinked in the sense that the summation over single-particle quantum numbers of the states attached to the matrix elements of $`H_1`$ are completely disconnected. Translated into the representation of diagrams this means that the corresponding diagram can be separated into two pieces without cutting a solid or dashed line, representing the propagation of a nucleon and an interaction, respectively. This restriction to linked diagram contribution is of particular importance for systems with many particles, like e.g. infinite nuclear matter. Unlinked contributions, which represent a combination of processes which are independent from each other, diverge in the limit of particle number to infinity. Details on the definition and on techniques to evaluate the contribution of folded diagrams can be found in . Folded diagrams do not occur if the model space is of dimension one, an assumption, which is most commonly made in calculating ground-state properties of closed shell nuclei or infinite nuclear matter. From the expansion in Eq. (6) it is obvious that $`H_{eff}`$ will not only contain one-body and two-body operators but, in general, also operators involving three and more nucleons. If, however, we restrict the discussion to the evaluation of ground-state properties and consider only the effective two-body operators in $`H_{eff}`$, the expansion is reduced to the summation of ladder diagrams and one obtains the Bethe-Goldstone equation $$G(\omega )=V+V\frac{Q}{\omega h_{12}}G,$$ (7) which defines an effective NN interactions of two nucleons. Note that the projection operator on many-body states $`𝒬`$ outside the model space in (6) has been replaced by the Pauli operator $`Q`$, which is a two-body operator defined by $$Q\|ij>=\{\begin{array}{cc}\|ij>\hfill & \text{if i and j are single-particle unoccupied in }\mathrm{\Phi }\hfill \\ 0\hfill & \text{else}\hfill \end{array},$$ (8) with $`\mathrm{\Phi }`$ referring to the Slater-determinant defining the model-space. The energy denominator in (7) corresponds to the excitation energy of the intermediate two-particle two-hole state, i.e. it is the sum of the single-particle energies for the interacting nucleons in states below the Fermi energy, expressed by the starting energy $`\omega `$ minus the energy of the two nucleons in the intermediate states above the Fermi energy, denoted by the operator $`h_{12}`$. (See also the graphical representation in Fig. 5) The Bethe-Goldstone equation (7) is quite similar to the Lippmann-Schwinger Eq. (2) for the scattering matrix $`T`$. The only differences are the Pauli operator $`Q`$ and the energy denominator which in (7) is defined in terms of single-particle energies of the many-body system instead of the kinetic energies in Eq. (2). Therefore the solution of the Bethe-Goldstone equation, the $`G`$-matrix, corresponds to an effective interaction between two nucleons, which accounts for correlation effects in the nuclear medium. Similar to Eq. (1) one can define for each product wave function of two uncorrelated single-particle wave functions $`\|\varphi _{\alpha \beta }>`$ a correlated wave function $`\|\psi _{\alpha \beta }>`$ by $`G\|\varphi _{\alpha \beta }>`$ $`=`$ $`V\|\psi _{\alpha \beta }>`$ (9) $`=`$ $`V\left\{1+{\displaystyle \frac{Q}{\omega h_{12}}}G\right\}\|\varphi _{\alpha \beta }>,`$ which implies that the correlated wave function $`\|\psi _{\alpha \beta }>`$ can be identified with $$\|\psi _{\alpha \beta }>=\|\varphi _{\alpha \beta }>+\frac{Q}{\omega h_{12}}G\|\varphi _{\alpha \beta }>$$ (10) The second term on the right hand side of this equation, the difference between the correlated and uncorrelated wave function, is called the defect function. If the uncorrelated state refers to two single-particle states $`\alpha `$ and $`\beta `$ below the Fermi surface, the difference between the starting energy $`\omega =ϵ_\alpha +ϵ_\beta `$ ($`ϵ_\alpha `$ denoting the single-particle energies of $`H_0`$) and the eigenvalue of $`h_{12}`$ is negative for all intermediate states, which are restricted to two-particle states above the Fermi surface. This means that the summation or integration over intermediate particle states does not meet any pole in the propagators of (9) or (10). This implies that the matrix elements of $`G`$ are real. There exist not phase shifts between the uncorrelated and the correlated wave function, the defect function vanishes for large relative distances. This vanishing of the defect function at large $`r`$ is called the healing property, the correlated wave functions “heals” to the uncorrelated one at large $`r`$. One of the main points of the Brueckner-Bethe-Goldstone approach to the many-body system is to evaluate the contributions to the effective hamiltonian $`H_{eff}`$ in Eq. (6) not in a perturbation expansion in which the contributions are ordered with respect to the numbers of bare interaction $`V`$ terms, but in terms of the $`G`$-matrix. Up to this point we have not specified yet, how to choose the unperturbed hamiltonian $`H_0`$ or the single-particle potential $`U`$ in Eq. (3). The aim is of course to choose $`H_0`$ such that the Slater determinant $`\mathrm{\Phi }`$ defining the model space is close to the exact wavefunction for the ground-state. Therefore it seems quite natural to define the single-particle potential $`U`$ in analogy to the Hartree-Fock definition with the bare interaction $`V`$ replaced by the corresponding $`G`$-matrix. To be more precise, the Brueckner-Hartree-Fock (BHF) definition of $`U`$ is given by $$<\alpha \|U\|\beta >=\{\begin{array}{cc}_{\nu F}<\alpha \nu \|\frac{1}{2}\left(G(\omega _{\alpha \nu })+G(\omega _{\beta \nu })\right)\|\beta \nu >,\hfill & \text{if }\alpha \text{ and }\beta \text{ }F\hfill \\ _{\nu F}<\alpha \nu \|G(\omega _{\alpha \nu })\|\beta \nu >,\hfill & \text{if }\alpha F\text{ and }\beta >F\hfill \\ 0\hfill & \text{if }\alpha \text{ and }\beta \text{ }>F\text{,}\hfill \end{array}.$$ (11) In this definition $`\alpha F`$ refers to single-particle states $`\alpha `$ below the Fermi surface and the starting energies in calculating $`G`$ are defined by $`\omega _{\alpha h}=ϵ_\alpha +ϵ_h`$ using the single-particle energies $$ϵ_\alpha =<\alpha \|t_{kin}+U\|\alpha >.$$ (12) For matrix elements of $`U`$ involving hole states states, i.e. $`<\alpha \|U\|\beta >`$ with $`\alpha `$ and/or $`\beta `$ $`F`$, it can be shown by a theorem of Bethe, Brandow and Petschek (BBP), that the on-shell definition of the starting energy in the BHF choice for $`U`$ (11) yields an exact cancellation of many diagrams of higher order in $`G`$. The BBP theorem cannot be applied to the particle-particle matrix elements of $`U`$ ($`\alpha `$ and $`\beta >F`$). Therefore the choice $`U=0`$ for particle states, the so-called conventional choice, has been favored in many BHF calculations. Looking at the Eqs. (7), (11) and (12), which define the BHF approach, one can see that these equations request the solution of a self-consistency problem: in order to solve the Bethe-Goldstone equation (7) one has to know the single-particle states $`\|\alpha >`$ and single-particle energies $`ϵ_\alpha `$, to define the Pauli operator $`Q`$ and starting energies, respectively. On the other hand, one should know the $`G`$-matrix already to determine the single-particle states and energies by diagonalizing $`t_{kin}+U`$. This self-consistency requirement goes beyond the usual self-consistency requirement, which request the knowledge of the hole states to define $`U`$. A self-consistent solution of the BHF equations can be obtained by solving the Bethe-Goldstone equation and the Hartree-Fock equation in an iteration scheme. After the self-consistency has been achieved, it is easy to calculate the total energy by $$E_{BHF}=\frac{1}{2}\underset{\nu F}{}t_\nu +ϵ_\nu ,$$ (13) the sum of single-particle energies $`ϵ_\nu `$ and the expectation value of the kinetic energy $`t_\nu `$ for the single-particle wave functions of the hole states. Goldstone diagrams representing this approximation for the energy are displayed in Fig. 5. Results for other observables like e.g. the radius of the mass or charge-distribution are usually determined by simply calculating the expectation value of the corresponding operator for the model space Slater determinant $`\mathrm{\Phi }`$. Strictly speaking one should derive an effective operator also for such observables, which account for the restriction of the complete Hilbert space to the model space. The optimal choice of $`H_0`$ to be used for the particle states in the BHF definition of $`U`$, and consequently also the $`h_{12}`$ in the Bethe-Goldstone equation, has widely been discussed in particular for the case of nuclear matter calculations . Good arguments have been presented to favor a single-particle spectrum which is continuous at the Fermi surface and therefore contains an attractive potential for the low-lying particle states or all particle states . The answer to the questions, which is the optimal choice, can only be obtained by evaluating the contributions of higher order correction and their sensitivity to the choice of $`U`$. So before we can answer the question, how to choose $`U`$ in an optimal way, we should discuss, how to go beyond the BHF approximation, which is also often called the lowest order Brueckner theory. The total energy is calculated in the BHF approximation (see Eq. (13)) by taking into account the contribution of all ladder diagrams with any number of intermediate two-particle states, which are summed up in the $`G`$-matrix. This means that all diagrams with two hole lines are taken into account. The first step beyond this two-hole line approach would be to include the contributions of all linked diagrams with three hole lines. This ordering with respect to the number of hole lines, which is the basic assumption of the hole line expansion, can be justified with the following argument: Linked diagrams including $`n`$ hole lines describe processes, in which $`n`$ nucleons are interacting in a coherent way. This means that all $`n`$ nucleons should be within a volume that they can all interact with each other. If the range of the strong interaction $`r_V`$ is smaller than the average distance to the next neighbor $`d_N`$, the probability that $`n+1`$ nucleons are found within a volume of mutual interaction is smaller than the corresponding probability for $`n`$ nucleons by a factor $`(r_V/d_N)^3`$. In nuclear matter around saturation density, the average distance to the next neighbor $`d_N`$ is around 1.8 fm, which is larger than range of the strong short-range components of the NN interaction (the radius of a hard core is around 0.4 fm, the range for the exchange of an $`\omega `$ meson, $`\mathrm{}/\mu c`$, corresponds to 0.26 fm), however, comparable to the range of the pion exchange (1.45 fm). It is obvious that this hole line expansion should work at small densities, but may fail at large densities, at which the assumption, $`r_V`$ small compared to $`d_N`$, is not justified. The convergence of the hole-line expansion will be discussed in section 3 below. The inclusion of all two-hole line contributions requires the solution of the two-body problem in the nuclear medium, as expressed by the Bethe-Goldstone equation. For the inclusion of all three-hole lines one has to solve the three-body problem in the nuclear medium, which corresponds to solving the Bethe-Fadeev equations (see also diagrams in Fig. 6). Techniques and details how to solve the Bethe-Fadeev equations have been described by Day. Numerical solutions for the three-hole line contributions in nuclear matter have recently been presented by Song et al.. Various techniques have been developed to solve the BHF equations, i.e. the Bethe-Goldstone equation in particular for nuclear matter and finite nuclei. As an example for a standard solution in infinite nuclear matter we would like to refer to the work of Haftel and Tabakin. A description, how to solve the Bethe-Goldstone equation for finite systems, including a FORTRAN program, can be found in . ### 2.2 Coupled Cluster Method A very detailed description of the coupled cluster Method (CCM), which has been introduced more than 40 years ago by Coester and Kümmel can be found in . More recently a review on this approach has been given by Bishop . Also in the CCM or “Exponential S” approach one starts assuming an appropriate Slater determinant $`\mathrm{\Phi }`$ as a first approximation for the exact eigenstate of $`\mathrm{\Psi }`$ for the $`A`$-particle system. If the overlap $`<\mathrm{\Psi }\|\mathrm{\Phi }>`$ is different from zero, one can always consider the “Exponential S” ansatz $$\mathrm{\Psi }=e^S\mathrm{\Phi }$$ (14) with $`S`$ an operator of the form $$S=\underset{n=1}{\overset{A}{}}S_n$$ (15) where $`S_n`$ is an $`n`$-particle operator which can be written $$S_n=\frac{1}{(n!)^2}\underset{\genfrac{}{}{0pt}{}{\nu _1\mathrm{}\nu _n}{\rho _1\mathrm{}\rho _n}}{}<\rho _1\mathrm{}\rho _n\|S_n\|\nu _1\mathrm{}\nu _n>a_{\rho _1}^{}\mathrm{}a_{\rho _n}^{}a_{\nu _n}\mathrm{}a_{\nu _1}$$ (16) Here and in the following $`a_\alpha ^{}`$ ($`a_\alpha `$) stand for creation (annihilation) operators for nucleons in a state $`\alpha `$ with $`\alpha `$ a single-particle state of the basis, which also defines the Slater determinant $`\mathrm{\Phi }`$. We will use labels $`\nu _1\mathrm{}\nu _n`$ to refer to hole states, i.e. single particle states which are occupied in the model state $`\mathrm{\Phi }`$ and indices $`\rho _1\mathrm{}\rho _n`$ to denote particle states, i.e. states above the Fermi surface of $`\mathrm{\Phi }`$. Expanding the exponential in (14) one obtains $$\mathrm{\Psi }=\left(1+S_1+\frac{1}{2}S_1^2+S_2+\frac{1}{6}S_1^3+S_2S_1+S_3\mathrm{}\right)\mathrm{\Phi }.$$ (17) So exact eigenstates of the hamiltonian $`\mathrm{\Psi }`$ is written as a sum of the reference state $`\mathrm{\Phi }`$, one-particle on-hole ($`S_1`$) excitations relative to $`\mathrm{\Phi }`$, two-particle two-hole ($`1/2S_1^2+S_2`$) and so on up to $`A`$-particle $`A`$-hole excitations. Therefore it is obvious that the ansatz (14) is sufficient, but one may ask the question, why we are using the exponential form of the ansatz and not simply write $`\mathrm{\Psi }`$ $`=`$ $`\left(1+F_1+F_2+F_3\mathrm{}\right)\mathrm{\Phi }`$ (18) $`=`$ $`\left(1+F\right)\mathrm{\Phi },`$ where $`F_n`$ contains all $`n`$-particle $`n`$-hole contributions, which implies $`F_1`$ $`=`$ $`S_1`$ $`F_2`$ $`=`$ $`{\displaystyle \frac{1}{2}}S_1^2+S_2`$ $`F_3`$ $`=`$ $`{\displaystyle \frac{1}{6}}S_1^3+S_2S_1+S_3`$ (19) If the two expansions are treated including all terms up to $`n=A`$ both expansions lead to the exact result. The question is, which approach is more appropriate if one has to truncate the expansion and consider terms $`F_i`$ or $`S_i`$ only up to an order $`in`$ with $`n`$ smaller than the total particle number $`A`$. A first answer on the question why the “exponential S” ansatz (14) is preferable to the parametrisation (18) can be given by Thouless theorem: If we restrict the “exponential S” ansatz including only terms up to $`n=1`$, the Thouless theorem says that the ansatz (14) includes all Slater determinants which are not orthogonal to $`\mathrm{\Phi }`$. Therefore the solution of the CCM method in the $`S_1`$ approximation would correspond to the Hartree-Fock approach. On the other hand, however, the $`F_1`$ approach, i.e. ignore all contributions of $`F_i`$ with $`i=2\mathrm{}A`$ in (18), is more restrictive and more sensitive to the choice of the initial state $`\mathrm{\Phi }`$. A more convincing argument, however, can be found by considering the fact that e.g. $`F_2`$ will contain two-particle two-hole excitation which are unrelated and completely independent from each other. Just from statistical arguments it is clear that such unlinked contributions will become more and more important if the size of the system, or the particle number gets large. This problem can be seen by inspecting the set of equations, which determine the amplitudes $`F_i`$. To derive these equations one considers the Schrödinger equation $$H\|\mathrm{\Psi }>=E\|\mathrm{\Psi }>$$ (20) assumes the ansatz (18) and projects from the left with $`<\mathrm{\Phi }\|`$, $`<\mathrm{\Phi }\|a_\nu ^{}a_\rho `$, $`<\mathrm{\Phi }\|a_{\nu _1}^{}a_{\nu _2}^{}a_{\rho _2}a_{\rho _1}`$ and so on. This yields $`E`$ $`=`$ $`<\mathrm{\Phi }\|H(1+F)\|\mathrm{\Phi }>`$ $`E<\rho \|F_1\|\nu >`$ $`=`$ $`<\mathrm{\Phi }\|a_\nu ^{}a_\rho H(1+F)\|\mathrm{\Phi }>`$ $`E<\rho _1\rho _2\|F_2\|\nu _1\nu _2>`$ $`=`$ $`<\mathrm{\Phi }\|a_{\nu _2}^{}a_{\rho _2}a_{\rho _1}H(1+F)\|\mathrm{\Phi }>`$ (21) One finds that all left-hand sides of these equations contain the energy, which is an extensive quantity, i.e. it grows proportional to the particle number $`A`$. Therefore also the right-hand side of these equations must be extensive, which is a reflection of the fact that these equations contain unlinked terms. The “exponential S” ansatz provides a way out of this problem. This can be seen already from Eqs. (19), in which e.g. $`F_2`$ is rewritten in terms of unlinked contributions $`S_1^2`$ and a linked term $`S_2`$. To demonstrate this feature we consider the equations which determine the amplitudes $`S_n`$. To do this we consider the Schrödinger equation in the form $$e^SHe^S\|\mathrm{\Phi }>=e^SE\|\mathrm{\Psi }>=E\|\mathrm{\Phi }>$$ (22) and project it from the left with $`<\mathrm{\Phi }\|`$, which yields $`E`$ $`=`$ $`<\mathrm{\Phi }\|e^SHe^S\|\mathrm{\Phi }>=<\mathrm{\Phi }\|He^S\|\mathrm{\Phi }>`$ (23) $`=`$ $`<\mathrm{\Phi }\|H\left(1+S_1+{\displaystyle \frac{1}{2}}S_1^2+S_2\right)\|\mathrm{\Phi }>`$ Note that in the first line we have used the fact $`S^{}\|\mathrm{\Phi }>=0`$, which is obvious from the definitions of the $`S_n`$ in (16). The other equations are obtained by multiplying (22) from the left with $`<\mathrm{\Phi }\|a_\nu ^{}a_\rho `$, $`<\mathrm{\Phi }\|a_{\nu _1}^{}a_{\nu _2}^{}a_{\rho _2}a_{\rho _1}`$ etc. which yields $`<\mathrm{\Phi }\|a_\nu ^{}a_\rho e^SHe^S\|\mathrm{\Phi }>`$ $`=`$ $`0`$ $`<\mathrm{\Phi }\|a_{\nu _1}^{}a_{\nu _2}^{}a_{\rho _2}a_{\rho _1}e^SHe^S\|\mathrm{\Phi }>`$ $`=`$ $`0`$ (24) and so on. Note that these equations do not contain the extensive quantity $`E`$ as the corresponding Eqs. (21) for the $`F_l`$. The fact, that the Eqs. (24) do not contain extensive quantities, growing with $`A`$, is only a hint that the matrix elements contained in these equations do not contain terms, which correspond to unlinked diagrams. In order to proof this feature, one has to consider the evaluation of the matrix elements more in detail. For that purpose we consider the expansion $$e^SHe^S=H+[H,S]+\frac{1}{2!}[[H,S],S]+\frac{1}{3!}[[[H,S],S],S]+\mathrm{}$$ (25) As an example for such commutator expression let us consider the commutator between the operator of kinetic energy with $`S_1`$ $`[t_{kin},S_1]`$ $`=`$ $`{\displaystyle \underset{\alpha \beta \rho \nu }{}}<\alpha \|t_{kin}\|\beta ><\rho \|S_1\|\nu >[a_\alpha ^{}a_\beta ,a_\rho ^{}a_\nu ]`$ $`=`$ $`{\displaystyle \underset{\alpha \nu }{}}\left\{{\displaystyle \underset{\rho }{}}<\alpha \|t_{kin}\|\rho ><\rho \|S_1\|\nu >a_\alpha ^{}a_\nu \right\}{\displaystyle \underset{\beta \rho }{}}\left\{{\displaystyle \underset{\nu }{}}<\nu \|t_{kin}\|\beta ><\rho \|S_1\|\nu >a_\rho ^{}a_\beta \right\}`$ Each commutator removes one $`a^{}`$ and one $`a`$ operator from the operator product, and links single-particle labels of two amplitudes together. Translated into the language of diagrams such a link means that there is an internal line, a single-particle propagator, connecting the operator symbols of $`t_{kin}`$ and $`S_1`$. The components of $`S`$ commute with each other since they all contain creation operator for particle states and annihilation operators for hole states in $`\mathrm{\Phi }`$. Therefore links produced by the commutators in (25) can only occur between the hamiltonian $`H`$ and $`S`$. This implies that the expansion in (25) is finite: if e.g. the hamiltonian contains one- and two-body operators only, there will only be up to four nested commutators on the right hand side. Furthermore we see that the left-hand sides of Eqs. 24) correspond to matrix elements of a linked operator product between the unperturbed model ground-state $`\mathrm{\Phi }`$ as ket- and $`n`$-particle $`n`$-hole states relative to $`\mathrm{\Phi }`$ as bra-state. In order to obtain explicit equations for the amplitudes $`S_n`$ one introduces the so-called n-particle subsystem amplitudes $`\mathrm{\Psi }_n`$ defined by $$<x_1\mathrm{}x_n\|\mathrm{\Psi }_n\|\nu _1\mathrm{}\nu _n>=<\mathrm{\Phi }\|a_{\nu _1}^{}\mathrm{}a_{\nu _n}^{}a_{x_n}\mathrm{}a_{x_1}\|\mathrm{\Psi }>.$$ (27) So this subsystem amplitudes correspond to the overlap of the exact $`A`$-particle wave function $`\mathrm{\Psi }`$ with an $`n`$-particle $`n`$-hole excitation of the reference state $`\mathrm{\Phi }`$. Note, however, that the label $`x_i`$ does not necessarily refer to quantum numbers of a single-particle state in $`\mathrm{\Phi }`$, it may also refer to coordinates of a nucleon in the usual space or in momentum space. As an example we consider explicitly $`<x_1\|\mathrm{\Psi }_1\|\nu _1>`$ $`=`$ $`<x_1\|\nu _1>+<x_1\|S_1\|\nu _1>`$ $`<x_1x_2\|\mathrm{\Psi }_2\|\nu _1\nu _2>`$ $`=`$ $`𝒜\left\{<x_1\|\mathrm{\Psi }_1\|\nu _1><x_2\|\mathrm{\Psi }_1\|\nu _2>\right\}+<x_1x_2\|S_2\|\nu _1\nu _2>`$ (28) If we consider $`x_1`$ to represent coordinate, we see that the single-particle amplitude contains the uncorrelated wave function of the hole state $`<x_1\|\nu _1>`$ and possible corrections defined by $`S_1`$. In a similar way $`\mathrm{\Psi }_2`$ contains the anti-symmetrized ($`𝒜`$ represents the operator of antisymmetrisation of the indices $`\nu _i`$) product of the $`\mathrm{\Psi }_1`$ plus corrections due to $`S_2`$ This would imply that $`<x_1x_2\|S_2\|\nu _1\nu _2>`$ plays a role similar to the defect function in (10). For the three- and more-particle amplitudes it is convenient to introduce also $`<x_1x_2\rho \|\chi _3^{(12)}\|\nu _1\nu _2\nu _3>`$ $`=`$ $`<x_1x_2\rho \|\mathrm{\Psi }_3\|\nu _1\nu _2\nu _3>𝒜\left\{<\rho \|\mathrm{\Psi }_1\|\nu _3><x_1x_2\|S_2\|\nu _1\nu _2>\right\}`$ (29) $`=`$ $`𝒜\left\{<x_2\|\mathrm{\Psi }_1\|\nu _2><x_1\rho \|S_2\|\nu _1\nu _3>\right\}`$ $`+𝒜\left\{<x_1\|\mathrm{\Psi }_1\|\nu _1><x_2\rho \|S_2\|\nu _2\nu _3>\right\}`$ $`+<x_1x_2\rho \|S_3\|\nu _1\nu _2\nu _3>.`$ Furthermore we can define a single-particle potential for hole states $`\nu `$ by $$<x\|U\|\nu >=\underset{\nu ^{}F}{}<x\nu ^{}\|V\mathrm{\Psi }_2\|\nu \nu ^{}>.$$ (30) If we identify $`\mathrm{\Psi }_2`$ with a correlated two-particle wave function like in (10), the product $`V\mathrm{\Psi }_2`$ plays the same role than the $`G`$ matrix in the hole-line expansion and the single-particle potential of (30) can directly be compared with the definition of the single-particle potential (11) in the BHF approach. Using all these definitions the one-particle, Hartree-Fock like equation, determining $`S_1`$ or $`\mathrm{\Psi }_1`$ can be written $`<x_1\|t_{kin,1}\mathrm{\Psi }_1\|\nu _1>+{\displaystyle \underset{\nu ^{}F}{}}<x_1\nu ^{}\|t_{kin,2}S_2\|\nu _1\nu ^{}>`$ $`+<x_1\|U\|\nu _1>+{\displaystyle \underset{\nu \nu ^{}F}{}}<x_1\nu \nu ^{}\|V_{23}\chi _3^{(23)}\|\nu _1\nu \nu ^{}>`$ $`=`$ $`{\displaystyle \underset{\nu F}{}}<x_1\|\mathrm{\Psi }_1\|\nu >h_{\nu \nu _1}`$ (31) with $`h_{\nu \nu _1}`$ the matrix elements for single-particle energy between hole states $$h_{\nu \nu _1}=<\nu \|t_{kin,1}\mathrm{\Psi }_1\nu _1>+<\nu \|U\|\nu _1>$$ (32) The indices $`1,2`$ in these equation shall denote that operators of kinetic energy and the two-body interaction $`V`$ act on the corresponding single-particle states in the ket-vector. The corresponding equation for the two-body amplitudes, determining $`S_2`$ or $`\mathrm{\Psi }_2`$ can be written (omitting some corrections proportional to $`S_1`$) $`<x_1x_2\|Q(t_{kin,1}+t_{kin,2})S_2\|\nu _1\nu _2>`$ $``$ $`{\displaystyle \underset{\nu F}{}}\left(<x_1x_2\|S_2\|\nu \nu _2>h_{\nu \nu _1}+<x_1x_2\|S_2\|\nu _1\nu >h_{\nu \nu _2}\right)`$ $`+<x_1x_2\|QV_{12}S_2\|\nu _1\nu _2>`$ $`=`$ $`<x_1x_2\|V_{12}\|\nu _1\nu _2><x_1x_2\|S_2PV_{12}\mathrm{\Psi }_2\|\nu _1\nu _2>`$ (33) $`{\displaystyle \underset{\nu F}{}}<x_1x_2\nu \|QV_{13}\chi _3^{(13)}+QV_{23}\chi _3^{(23)}\|\nu _1\nu _2\nu >`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\nu \nu ^{}F}{}}<x_1x_2\nu \nu ^{}\|QV_{34}\chi _4^{(34)}\|\nu _1\nu _2\nu \nu ^{}>.`$ Here $`Q`$ refers again to the Pauli operator for two-particle states, which we have defined already in (8). From these two equations (31) and (33) we can observe some general features of the problem to determine the amplitudes $`S_n`$. The different equations are coupled. If we restrict our considerations to two-body interaction terms only, the n-body equation, which should provide $`S_n`$ requires the knowledge of $`S_{n+1}`$ and $`S_{n+2}`$. If the hamiltonian would also contain a three-body interaction, $`S_{n+3}`$ would be needed as well. In order to solve the one-body equation (31) which will determine $`S_1`$ or $`\mathrm{\Psi }_1`$, one should know the amplitudes $`S_2`$ and $`S_3`$, which are hidden in $`U`$, $`\mathrm{\Psi }_2`$ and $`\chi _3`$, respectively. For the two-body equation (33) the information on $`S_3`$ and $`S_4`$ (contained in $`\chi _4`$) is needed. This implies that one has to truncate the hierarchy of this set of equations by assuming in the so-called “SUBn” approximation that all amplitudes $`S_i`$ with $`i>n`$ are assumed to be zero. As a first example we will consider the SUB2 approximation and compare it to the BHF approach discussed in the preceeding subsection. The SUB2 assumption implies that we ignore the last term on the left-hand side of Eq. (31) ($`\chi _3`$) and the last two terms in Eq. (33). If for the moment we furthermore assume that $$h_{\nu \mu }=ϵ_\nu \delta _{\nu \mu }$$ (34) is diagonal and neglect the matrix elements of $`S_2PV_{12}\mathrm{\Psi }_2`$ we can rewrite Eq. (33) into $$Q\left(ϵ_{\nu _1}+ϵ_{\nu _2}\left(t_{kin,1}+t_{kin,2}\right)\right)S_2\|\nu _1\nu _2>=QV\mathrm{\Psi }_2\|\nu _1\nu _2>$$ (35) which corresponds to $$S_2\|\nu _1\nu _2>=\frac{Q}{ϵ_{\nu _1}+ϵ_{\nu _2}\left(t_{kin,1}+t_{kin,2}\right)}V\mathrm{\Psi }_2\|\nu _1\nu _2>.$$ (36) Comparing with Eq. (10) we may identify $`G\|\varphi _{\nu _1\nu _2}>`$ $``$ $`V\mathrm{\Psi }_2\|\nu _1\nu _2>`$ $`{\displaystyle \frac{Q}{\omega h_{12}}}G\|\varphi _{\nu _1\nu _2}>`$ $``$ $`S_2\|\nu _1\nu _2>,`$ (37) where the last line identifies the so-called defect functions in the two approaches. With this identification we also see that the single-particle equation (31) corresponds to the single-particle equation if we ignore the term $`t_{kin,2}S_2`$ in that equation. The main difference between the Coupled Cluster Method (CCM) SUB2 approach and the BHF approximation is the inclusion of the $`S_2PV_{12}\mathrm{\Psi }_2`$ in the two-body Eq. (33) as compared to the Bethe-Goldstone equation (7). In terms of diagrams this means that the energy calculated in the CCM SUB2 approach also includes hole-hole scattering diagrams like the one displayed in Fig. 7. This means that the hole-hole ladders are treated on the same level as the particle-particle ladders. This should be of particular importance if the phase space of hole-hole states, which can be reached by the two-body interaction is as large as the corresponding space of particle-particle configurations. As we will see in the discussion of results in chapter 3, for realistic interactions in nuclear physics, the particle-particle ladders are dominant as compared to the hole-hole ladders. Therefore the differences between the results of CCM SUB2 and BHF calculations are usually small. Note that particle-particle and hole-hole ladders are also often referred to as particle-particle hole-hole ring diagrams, which are included in a pphh RPA calculation Within the framework of the CCM approach one does not have any choice for the auxiliary potential $`U`$ as it was the case in the BHF approach. From the comparison of the two approaches discussed above (see Eq. (37)) one finds that the CCM SUB2 approach is rather close to the BHF assuming the conventional choice for the particle state-spectrum in the Bethe-Goldstone equation, which means that $`h_{12}`$ is replace by the sum of the kinetic energies. All corrections to the CCM SUB2 approach occur due to the inclusion of the three-body and higher order terms. In order to discuss the effects of the three-body amplitude on the calculated energies, we write the equation for $`\chi _3`$ $`<x_1x_2x_3\|\chi _3^{(12)}\|\nu _1\nu _2\nu _3>`$ $`=`$ $`𝒜\{<x_3x_1\|S_2\|\nu _2\nu _1><x_2\|\mathrm{\Psi }_1\|\nu _2>`$ (38) $`+<x_2x_3\|S_2\|\nu _2\nu _3><x_1\|\mathrm{\Psi }_1\|\nu _1>\}`$ $`+{\displaystyle \underset{y_i}{}}<x_1x_2x_3\|{\displaystyle \frac{Q_3}{e_3}}\|y_2y_3y_1><y_1y_2y_3\|G_{12}\chi _3^{(12)}\|\nu _1\nu _2\nu _3>`$ $`+{\displaystyle \underset{y_i}{}}<x_1x_2x_3\|{\displaystyle \frac{Q_3}{e_3}}\|y_2y_3y_1><y_3y_1y_2\|G_{12}\chi _3^{(12)}\|\nu _1\nu _2\nu _3>.`$ In this equation we have identified $`V\mathrm{\Psi }_2`$ with $`G`$ according to (37). $`Q_3`$ denotes the Pauli operator for three-particle states and the energy denominator $`e_3`$ is defined by $$e_3=ϵ_{\nu _1}+ϵ_{\nu _2}+ϵ_{\nu _3}\left(t_{kin1}+t_{kin2}+t_{kin3}\right).$$ (39) The resulting amplitudes $`\chi _3`$ multiplied with $`V`$ enter into the one-body (31) as well as two-body Eq. (33). The contribution to the binding energy $`E`$ originating from these contributions is of third and higher order in $`G`$. The Goldstone diagrams representing the contributions of third order (omitting exchange diagrams) are displayed in Fig. 8. The diagram of Fig. 8a is a particle-hole ring diagram. The summation of all ph ring diagram contributions can be obtained by calculating the correlation energy arising from particle-hole RPA calculations. The diagram displayed in Fig. 8b is a contribution, which within the BHF approach one would try to cancel by an appropriate definition of the single-particle spectrum $`U`$ for particle states. This indicates again that $`U`$ should be chosen to minimize the effects of three- and four-body terms. If one would like to evaluate the amplitudes $`<x_1\mathrm{}x_n\|S_n\|\nu _1\mathrm{}\nu _n>`$ in the real space representation, which means that $`x_i`$ refer to the usual coordinates of the nucleons, the basic equations (31) and (33) must be considered as differential equations. This is particularly useful if the NN interaction $`V`$ is described in terms of local potential terms. For non-local potentials it is me more convenient to use momentum space representation. In this case the equations lead to inhomogeneous integral equations. The CCM equations have also been solved in a Hilbert space, which is spanned by a basis of appropriate oscillator functions, which leads to a solution of a coupled system of nonlinear equations. If the amplitude $`S_i`$ have been determined, it is easy to evaluate the energy according to (23). Knowing $`S_i`$ we also have the information on the exact wave function (not normalized). An efficient evaluation of observables different from the energy can be done using the following considerations. As an example we consider the single-particle density matrix $$d_{\beta \alpha }=\frac{<\mathrm{\Psi }\|a_\beta ^{}a_\alpha \|\mathrm{\Psi }>}{<\mathrm{\Psi }\|\mathrm{\Psi }>}$$ (40) One can rewrite this expression into $`d_{\beta \alpha }`$ $`=`$ $`{\displaystyle \frac{<\mathrm{\Phi }\|e^S^{}a_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>}{<\mathrm{\Phi }\|e^S^{}e^S\|\mathrm{\Phi }>}}`$ (41) $`=`$ $`{\displaystyle \frac{<\mathrm{\Phi }\|e^S^{}e^Se^Sa_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>}{<\mathrm{\Phi }\|e^S^{}e^S\|\mathrm{\Phi }>}}`$ $`=`$ $`<\mathrm{\Phi }\|e^Sa_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>+{\displaystyle \underset{n}{}}{\displaystyle \frac{<\mathrm{\Phi }\|e^S^{}e^SX_n^{}\|\mathrm{\Phi }><\mathrm{\Phi }\|X_ne^Sa_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>}{<\mathrm{\Phi }\|e^S^{}e^S\|\mathrm{\Phi }>}}`$ The last line has been obtained by inserting the unity operator $$\|\mathrm{\Phi }><\mathrm{\Phi }\|+\underset{n}{}X_n^{}\|\mathrm{\Phi }><Phi\|X_n$$ (42) with the n-particle n-hole operator $$X_n^{}=\frac{1}{(n!)^2}\underset{\rho _i>F,\nu _iF}{}a_{\rho _1}^{}\mathrm{}a_{\rho _n}^{}a_{\nu _n}\mathrm{}a_{\nu _1}.$$ (43) Since $`X_n^{}`$ commutes with $`S`$, the expression (41) can be rewritten into $$d_{\beta \alpha }=<\mathrm{\Phi }\|e^Sa_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>+\underset{n}{}<\mathrm{\Phi }\|X_ne^Sa_\beta ^{}a_\alpha e^S\|\mathrm{\Phi }>\frac{<\mathrm{\Psi }\|X_n^{}\|\mathrm{\Psi }>}{<\mathrm{\Psi }\|\mathrm{\Psi }>}.$$ (44) The matrix elements of operators like $`e^Sa_\beta ^{}a_\alpha e^S`$ can be calculated employing an expansion similar to the expansion in (25). The factors of the form $`<\mathrm{\Psi }\|X_n^{}\|\mathrm{\Psi }>/<\mathrm{\Psi }\|\mathrm{\Psi }>`$, on the other hand correspond to the matrix elements of the $`n`$-body density operator, which brings us back to the starting point in (40). This means that the final matrix elements can be calculated in an iterative scheme. ### 2.3 Many-Body Theory in Terms of Green’s Functions The two-body approaches discussed so far, the hole-line expansion as well as the CCM, are essentially restricted to the evaluation of ground-state properties. The Green’s function approach, which will shortly be introduced in this section also yields results for dynamic properties like e.g. the single-particle spectral function which is closely related to the cross section of particle knock-out and pick-up reactions. It is based on the time-dependent perturbation expansion and also assumes a separation of the total hamiltonian into an single-particle part $`H_0`$ and a perturbation $`H_1`$ as introduced in (3). A more detailed description can be found e.g. in the textbooks of Fetter and Walecka, Negele and Orland or in the book by Mattuck, which particularly provides a rather intuitive interpretation of the Feynman diagrams. A very comprehensive description of the main features has been presented by Mahaux and Sartor. Introductions are also given in various review articles. The expectation value of any operator $`O`$ is calculated in the so-called interaction picture as $$<\mathrm{\Psi }^\mathrm{I}(t)\|O_\mathrm{I}(t)\|\mathrm{\Psi }^\mathrm{I}(t)>,$$ (45) where the time-dependent operator $`O_\mathrm{I}(t)`$ in the interaction picture is related to the operator $`O`$ in the usual Schrödinger picture by $$O_\mathrm{I}(t)=e^{iH_0t}Oe^{iH_0t}.$$ (46) and the time-dependence of the state $`\|\mathrm{\Psi }^\mathrm{I}(t)>`$ can be derived from $$i\frac{}{t}\|\mathrm{\Psi }^\mathrm{I}(t)>=H_{1\mathrm{I}}(t)\|\mathrm{\Psi }^I(t)>.$$ (47) If we introduce the evolution operator in the interaction scheme $`U_\mathrm{I}(t,t_0)`$ by $$\|\mathrm{\Psi }^\mathrm{I}(t)>=U_\mathrm{I}(t,t_0)\|\mathrm{\Psi }^\mathrm{I}(t_0)>,$$ (48) the equation of motion for the state $`\|\mathrm{\Psi }^\mathrm{I}>`$ (47) can be rewritten into a differential equation for the evolution operator $$i\frac{}{t}U_\mathrm{I}(t,t_0)=H_{1\mathrm{I}}(t)U_\mathrm{I}(t,t_0).$$ (49) This equation can be transformed into an integral equation $$U_\mathrm{I}(t,t_0)=U_\mathrm{I}(t_0,t_0)i_{t_0}^t𝑑t_1H_{1\mathrm{I}}(t_1)U_\mathrm{I}(t_1,t_0).$$ (50) Using the fact that $`U_\mathrm{I}(t_0,t_0)`$ is identical to the unit operator $`\widehat{1}`$, we can iterate this integral equation to a perturbative expansion in powers of $`H_{1\mathrm{I}}`$: $`U_\mathrm{I}(t,t_0)`$ $`=`$ $`\widehat{1}+(i){\displaystyle _{t_0}^t}𝑑t_1H_{1\mathrm{I}}(t_1)`$ (51) $`+(i)^2{\displaystyle _{t_0}^t}𝑑t_1H_{1\mathrm{I}}(t_1){\displaystyle _{t_0}^{t_1}}𝑑t_2H_{1\mathrm{I}}(t_2)+\mathrm{}`$ The integration variables used on the left-hand side are nested in a rather inconvenient way. Therefore one rewrites the term of order $`n`$ in this expansion using $$_{t_0}^t𝑑t_1H_{1\mathrm{I}}(t_1)\mathrm{}_{t_0}^{t_{n1}}𝑑t_nH_{1\mathrm{I}}(t_n)=\frac{1}{n!}_{t_0}^t𝑑t_1\mathrm{}_{t_0}^tt_n𝒯\left(H_{1\mathrm{I}}(t_1)\mathrm{}H_{1\mathrm{I}}(t_n)\right)$$ (52) with the time ordering or chronological operator $`𝒯`$, which is defined for two operators by $$𝒯\left(A(t_1)B(t_2)\right)=\{\begin{array}{cc}A(t_1)B(t_2),\hfill & \text{if }t_1t_2\text{,}\hfill \\ (1)^mB(t_2)A(t_1),\hfill & \text{otherwise.}\hfill \end{array}$$ (53) Here $`m`$ is the number of exchanges of fermion creation and annihilation operators contained in $`A`$ and $`B`$, which are needed to bring $`A`$ and $`B`$ into chronological order. Note that for our present purpose (52) the factor $`(1)^m`$ is always equal to $`1`$, as the number of fermion operators defining $`H_{1\mathrm{I}}`$ is even. The definition of $`𝒯`$ in (53) for two operators is easily extended to $`n`$ operators. Applying (52) to the expansion of the time evolution operator in (51), one gets $$U_\mathrm{I}(t,t_0)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(i)^n}{n!}_{t_0}^t𝑑t_1\mathrm{}_{t_0}^t𝑑t_n𝒯\left(H_{1\mathrm{I}}(t_1)\mathrm{}H_{1\mathrm{I}}(t_n)\right)$$ (54) In order to arrive at a perturbation expansion for the calculation of matrix elements, one assumes that the perturbation $`H_1`$ is “switched off” at times $`t=\mathrm{}`$ and $`t=+\mathrm{}`$ and can be switched on in an adiabatic way for times $`t0`$. This can be achieved by a time-dependent hamiltonian of the form $$H_\alpha (t)=H_0+e^{\alpha \|t\|}H_1$$ (55) where $`\alpha `$ is a small positive number that becomes infinitesimal in the adiabatic limit. This procedure implies that the eigenstates of the hamiltonian $`H_\alpha `$ are identical to the eigenstates of the unperturbed hamiltonian $`H_0`$ at times $`\|t\|=\mathrm{}`$ and should evolve to the corresponding eigenstates of the total $`H`$ at $`t0`$ if we use the time evolution operator $`U_{\mathrm{I}\alpha }(t,t^{})`$ for the hamiltonian $`H_\alpha `$. If we denote the (nondegenerate) ground state of $`H_0`$ by $`\mathrm{\Phi }_0`$, which is independent of time in the interaction picture, this means that we obtain an eigenstate of the exact $`H`$ at time $`t=0`$ by $$\|\mathrm{\Psi }_0(t=0)>=\underset{\alpha 0}{lim}U_{\mathrm{I}\alpha }(0,\mathrm{})\|\mathrm{\Phi }_0>.$$ (56) It has been shown by Gell-Mann and Low that $`\mathrm{\Psi }_0`$ is indeed an exact eigenstate of $`H`$ if the perturbation expansion converges. In order to calculate matrix elements we now consider the Heisenberg scheme. In this representation, which corresponds to the interaction scheme with $`H_0=H`$, the wave function is time-independent and identical to $`\mathrm{\Psi }_0(t=0)`$ and the time-dependence is completely assigned to the operators $`O_H(t)`$ which are defined as in (46), replacing $`H_o`$ by $`H`$. This means that a matrix element of an operator $`O`$ can be calculated as $`{\displaystyle \frac{<\mathrm{\Psi }_0\|O_H(t)\|\mathrm{\Psi }_0>}{<\mathrm{\Psi }_0\|\mathrm{\Psi }_0>}}`$ $`=`$ $`\underset{\alpha 0}{lim}{\displaystyle \frac{<\mathrm{\Phi }_0\|U_{\mathrm{I}\alpha }(\mathrm{},0)O_\mathrm{H}(t)U_{\mathrm{I}\alpha }(0,\mathrm{})\|\mathrm{\Phi }_0>}{<\mathrm{\Phi }_0\|U_{\mathrm{I}\alpha }(\mathrm{},0)U_{\mathrm{I}\alpha }(0,\mathrm{})\|\mathrm{\Phi }_0>}}`$ (57) $`=`$ $`\underset{\alpha 0}{lim}{\displaystyle \frac{<\mathrm{\Phi }_0\|U_{\mathrm{I}\alpha }(\mathrm{},t)O_\mathrm{I}(t)U_{\mathrm{I}\alpha }(t,\mathrm{})\|\mathrm{\Phi }_0>}{<\mathrm{\Phi }_0\|U_{\mathrm{I}\alpha }(\mathrm{},\mathrm{})\|\mathrm{\Phi }_0>}}.`$ Using the explicit representation of the time evolution operator in (54) one can furthermore show (see, e.g.) that the matrix element for any time-ordered product of two Heisenberg operators can be calculated as $`{\displaystyle \frac{<\mathrm{\Psi }_0\|𝒯\left(A_\mathrm{H}(t)B_\mathrm{H}(t^{})\right)\|\mathrm{\Psi }_0>}{<\mathrm{\Psi }_0\|\mathrm{\Psi }_0>}}`$ $`=`$ $`\underset{\alpha 0}{lim}[{\displaystyle \frac{1}{<\mathrm{\Psi }_0\|\mathrm{\Psi }_0>}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(i)^n}{n!}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dt_1\mathrm{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dt_ne^{\alpha (\|t_1\|+\mathrm{}\|t_n\|)}`$ (58) $`\times <\mathrm{\Phi }_0\|𝒯\left(V_\mathrm{I}(t_1)\mathrm{}V_\mathrm{I}(t_n)A_\mathrm{I}(t)B_\mathrm{I}(t^{})\right)\|\mathrm{\Phi }_0>],`$ which means that one has to evaluate matrix elements of time-ordered products of operators in the interaction scheme for the ground state of the unperturbed hamiltonian $`\mathrm{\Phi }_0`$. The operators in these matrix elements are time-ordered. Therefore we can apply Wick’s theorem to evaluate them. In the following we will shortly review this scheme and illustrate how the various contributions are visualized in terms of Feynman diagrams. First we recall that the operator for the residual interaction $`H_1`$ as well as any other operator can be expressed in terms of the basic single-particle creation ($`a_i^{}`$) and annihilation operators ($`a_i`$). It is easy to verify that these operators in the interaction scheme are given by $`a_{\mathrm{I}j}(t)`$ $`=`$ $`a_j\mathrm{exp}\left(iϵ_jt\right),`$ $`a_{\mathrm{I}j}^{}(t)`$ $`=`$ $`a_j^{}\mathrm{exp}\left(+iϵ_jt\right),`$ (59) with $`ϵ_j`$ the single-particle energies defining the unperturbed hamiltonian $`H_0`$ The ground state for this unperturbed hamiltonian, $`\mathrm{\Phi }_0`$, is given by a Slater determinant in which all single-particle states $`i`$ with an energy $`ϵ_i`$ below the Fermi energy $`ϵ_\mathrm{F}`$ are occupied. The Fermi energy separates hole-states ($`ϵ_\nu ϵ_\mathrm{F}`$, occupied in the unperturbed ground state) from particle states ($`ϵ_\rho >ϵ_\mathrm{F}`$, unoccupied in the unperturbed ground state). If $`M,N,O,P,\mathrm{}`$ represent creation or annihilation operators, in the Schrödinger or in the interaction picture, one can define the normal product of such operators by $$𝒩\left(MNOP\mathrm{}\right)=(1)^\gamma OP\mathrm{}MN\mathrm{}$$ (60) where the sequence of operators on the right-hand side of this equation is such that all creation operators for particle states ($`a_\rho ^{}`$) and annihilation operators for hole states ($`a_\nu `$) are moved to the left ($`O,P`$), whereas all creation operators for hole states ($`a_\nu ^{}`$) and annihilation operators for particle states ($`a_\rho `$) are moved to the right ($`M,N`$) and $`\gamma `$ counts the number of exchanges of these operators required to obtain the normal ordering. This normal ordering guarantees that the matrix element of such an ordered product calculated for the unperturbed state $`\mathrm{\Phi }_0`$ vanishes: $$<\mathrm{\Phi }_0\|𝒩\left(MNOP\mathrm{}\right)\|\mathrm{\Phi }_0>=0.$$ (61) Furthermore we define a “contraction” of two operators, using the chronological operator of (53) for two such operators $`M,N`$ in the interaction scheme, as $`\underset{}{MN}`$ $`=`$ $`<\mathrm{\Phi }_0\|𝒯\left(MN\right)𝒩\left(MN\right)\|\mathrm{\Phi }_0>`$ (62) $`=`$ $`<\mathrm{\Phi }_0\|𝒯\left(MN\right)\|\mathrm{\Phi }_0>,`$ which is just a complex number given by $$\underset{}{a_{\mathrm{I}j}(t)a_{\mathrm{I}k}^{}(t^{})}=\{\begin{array}{cc}\delta _{jk}e^{iϵ_j(tt^{})}\hfill & \text{if }j\text{ is a particle state and }t>t^{}\text{,}\hfill \\ \delta _{jk}e^{iϵ_j(tt^{})}\hfill & \text{if }j\text{ is a hole state and }t^{}>t\text{,}\hfill \\ 0\hfill & \text{otherwise,}\hfill \end{array}$$ (63) $$\underset{}{a_{\mathrm{I}k}^{}(t^{})a_{\mathrm{I}j}(t)}=\underset{}{a_{\mathrm{I}j}(t)a_{\mathrm{I}k}^{}(t^{})}.$$ (64) Using Wick’s theorem it is easy to show that matrix elements of time-ordered products calculated for the unperturbed ground state $`\mathrm{\Phi }_0`$ as in (58) can be calculated as a sum of all terms in which the single-particle operators are pairwise contracted, which means that each pair is replaced by the corresponding value for the contraction (63). The use of Feynman diagrams provides an easy control of all the contributions. To demonstrate this, we consider as an example the matrix element occurring in the first-order term of (58) $$\frac{1}{2}\underset{i,j,k,l}{}<ij\|V\|kl><\mathrm{\Phi }_0\|𝒯\left(a_{\mathrm{I}i}^{}(t_1)a_{\mathrm{I}j}^{}(t_1)a_{\mathrm{I}l}(t_1)a_{\mathrm{I}k}(t_1)a_{\mathrm{I}\alpha }(t)a_{\mathrm{I}\beta }^{}(t^{})\right)\|\mathrm{\Phi }_0>,$$ (65) where we have made the substitution $`A_\mathrm{I}a_{\mathrm{I}\alpha }`$, $`B_\mathrm{I}a_{I\beta }^{}`$, and used the explicit representation of $`V`$. For this example we will furthermore assume that $`t^{}<t_1<t`$. As before the operator of the residual interaction is represented in the Feynman diagram by a horizontal dashed line, with an outgoing and incoming arrow at each end. The outgoing arrows refer to creation operators contained in $`V`$ ($`a_{\mathrm{I}i}^{}`$, $`a_{\mathrm{I}j}^{}`$) in our notation, and the incoming ones refer to annihilation operators. The external operators are represented by a dot with an ingoing and an outgoing arrow for the annihilation and creation operator, respectively. These objects are displayed in Fig. 9a. With the assumption that the vertical axis represents a time axis the objects are ordered according to the choice of our example: $`t^{}<t_1<t`$. Any contraction implies that two of the lines with arrows must be paired. In the graphical representation this is achieved by connecting them. Looking at the contractions which yield results different from zero (see (63)–(64)), one finds that only those pairs of lines in which the arrows point into the same direction must be connected. Furthermore we can distinguish connected lines with an arrow pointing upwards, which refers to a particle state, i.e., the corresponding summation indices in (65) can be restricted to particle states, whereas connected lines with an arrow pointing downwards refer to hole lines. All diagrams representing the completely contracted terms of the expression shown in (65) are displayed in Fig. 9b)–e). Note that we show only those diagrams that are topologically distinct in the sense that a diagram obtained from another one by just mirroring the ends of an interaction line is not displayed again. Recalling Wick’s theorem, it is evident that all non-vanishing contributions to the perturbation calculation of the $`n`$th-order term in the matrix element of a time-ordered product of operators in (58) can be obtained in the following way. * Draw $`n`$ interaction lines (dashed lines in Fig. 9) and mark on the creation and annihilation operators for the external operators to be calculated (dots in Fig. 9). * Construct all diagrams by connecting the “arrows” linked to these basic building blocks according to the rules given in the example of Fig. 9. * Keep in mind that all possible time orderings of the interaction vertices relative to the external operators must be considered (see time integrations in (58)). * Each of the resulting diagrams represents a non-vanishing contribution to the evaluation of (58) and there exist well-established Feynman rules that translate the contribution of the diagram into a calculable expression (see, e.g.). * Consider only the contribution of linked diagrams. The linked cluster theorem, which has already been discussed in sections 2.1 and 2.2 also holds for this case (see e.g.). For the example displayed in Fig. 9 this implies that only the contributions of the linked diagrams displayed in Fig. 9d) and e) have to be taken into account. Up to this point the diagrams have been used only as a kind of book-keeping tool to identify all non-vanishing contributions in the perturbation expansion. However, we have seen already that each connecting line in those diagrams represents a contraction, and a line with an arrow pointing upwards stands for \[see (62)\] $$\underset{}{a_{\mathrm{I}j}(t)a_{\mathrm{I}k}^{}(t^{})}=<\mathrm{\Phi }_0\|𝒯\left(a_{\mathrm{I}j}(t)a_{\mathrm{I}k}^{}(t^{})\right)\|\mathrm{\Phi }_0>,$$ (66) with the creation of a particle taking place before the annihilation ($`t>t^{}`$). This means that we can ignore the operator $`𝒯`$ and rewrite this contraction as $`<\mathrm{\Phi }_0\|a_{\mathrm{I}j}(t)a_{\mathrm{I}k}^{}(t^{})\|\mathrm{\Phi }_0>`$ $`=`$ $`{\displaystyle \underset{\beta }{}}<\mathrm{\Phi }_0\|a_{\mathrm{I}j}(t)\|\beta ><\beta \|a_{\mathrm{I}k}^{}(t^{})\|\mathrm{\Phi }_0>`$ (67) $`=`$ $`\delta _{jk}e^{iϵ_j(tt^{})}\text{for }j\text{ a particle state}.`$ In the first line of this equation we have inserted a summation over a complete set of states $`\|\beta >`$ with one particle in addition to the number of fermions in $`\|\mathrm{\Phi }_0>`$, in order to show that this contraction describes the product of a probability amplitude to create a particle at a time $`t^{}`$, producing a state $`\beta `$ and the probability that it is annihilated at the later time $`t`$ reproducing the unperturbed ground state $`\mathrm{\Phi }_0`$. In the second line of this equation we have copied the result for the contraction from (63) that such a propagation of a particle on top of the unperturbed state is only possible if $`j=k`$ refers to a state above the Fermi energy, in order not to violate the Pauli principle. In a similar way one can convince oneself that a line with an arrow pointing down represents the propagation of a hole state, i.e., a particle must be removed first from a state $`h`$ below the Fermi energy before it is put back at a later time. With this interpretation of the contractions visualized in the diagrams one can easily interpret the Feynman diagrams in terms of time-dependent processes. The single-particle Green’s function can be considered as a special example of an expectation value for the time-ordered product of two operators calculated for the exact ground-state in (58). It is defined by $$ig(\alpha t,\beta t^{})=<\mathrm{\Psi }_0\|𝒯\left(a_{\mathrm{H}\alpha }(t)a_{\mathrm{H}\beta }^{}(t^{})\right)\|\mathrm{\Psi }_0>.$$ (68) Note that here and in the following we have dropped the denominator $`<\mathrm{\Psi }_0\|\mathrm{\Psi }_0>`$, assuming that the exact ground state is properly normalized. The creation and annihilation operators in the Heisenberg representation are defined in an appropriate basis, characterized by quantum numbers $`\alpha `$ and $`\beta `$. If we assume that $`\alpha `$ refers to a position $`\stackrel{}{r^{}}`$ and $`\beta `$ to a position $`\stackrel{}{r}`$ of the considered fermion in $`r`$ space, the single-particle Green’s function $`ig(\stackrel{}{r^{}}t^{},\stackrel{}{r}t)`$ describes the propagation of this fermion from the space-time point $`(\stackrel{}{r}t)`$ to $`(\stackrel{}{r^{}}t^{})`$. In contrast to the discussion of the contractions in the previous section, in this case the propagation is with respect to the exact ground state and the complete hamiltonian. For a system that is invariant under translation, such as the infinite nuclear or neutron matter, which we want to consider, the appropriate set of basis states is that of the momentum eigenstates; the Green’s function is diagonal in this representation. Rewriting the effect of the chronological operator $`𝒯`$ defined in (53) in terms of step functions $`\mathrm{\Theta }(tt^{})`$, we find that the Green’s function is given as $`ig(k,tt^{})`$ $`=`$ $`\mathrm{\Theta }(tt^{})<\mathrm{\Psi }_0\|a_{\mathrm{H}k}(t)a_{\mathrm{H}k}^{}(t^{})\|\mathrm{\Psi }_0>\mathrm{\Theta }(t^{}t)<\mathrm{\Psi }_0\|a_{\mathrm{H}k}^{}(t^{})a_{\mathrm{H}k}(t)\|\mathrm{\Psi }_0>`$ (69) $`=`$ $`\mathrm{\Theta }(tt^{}){\displaystyle \underset{\gamma }{}}e^{i(E_\gamma ^{(A+1)}E_0^A)(tt^{})}\left\|<\mathrm{\Psi }_\gamma ^{(A+1)}\|a_k^{}\|\mathrm{\Psi }_0>\right\|^2`$ $`\mathrm{\Theta }(t^{}t){\displaystyle \underset{\delta }{}}e^{i(E_0^AE_\delta ^{(A1)})(tt^{})}\|<\mathrm{\Psi }_\delta ^{(A1)}\|a_k\|\mathrm{\Psi }_0>.\|^2`$ To arrive at the second part of this equation we have inserted a complete set of eigenstates for the system with $`A+1`$ particles ($`\mathrm{\Psi }_\gamma ^{(A+1)}`$) and $`A1`$ particles ($`\mathrm{\Psi }_\delta ^{(A1)}`$), as appropriate, and replaced the hamiltonian in the exponential functions of the definition for the Heisenberg operators by the corresponding eigenvalues. This means that the energies $`E_0^A`$, $`E_\gamma ^{(A+1)}`$, and $`E_\delta ^{(A1)}`$ refer to the exact energies for the ground state of our reference system, and the exact energies of eigenstates with $`A+1`$ and $`A1`$ particles, respectively. Note that the step function can be represented by its integral form: $$\mathrm{\Theta }(t)=\underset{\eta 0}{lim}\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}𝑑\omega \frac{e^{i\omega t}}{\omega +i\eta }.$$ (70) Thus the Fourier transformed Green’s function, transforming the time difference $`tt^{}`$ to an energy variable $`\omega `$, can be written as $`g(k,\omega )=`$ $`\underset{\eta 0}{lim}(`$ $`{\displaystyle \underset{\gamma }{}}{\displaystyle \frac{\left\|<\mathrm{\Psi }_\gamma ^{(A+1)}\|a_k^{}\|\mathrm{\Psi }_0>\right\|^2}{\omega \left(E_\gamma ^{(A+1)}E_0^A\right)+i\eta }}+{\displaystyle \underset{\delta }{}}{\displaystyle \frac{\left\|<\mathrm{\Psi }_\delta ^{(A1)}\|a_k\|\mathrm{\Psi }_0>\right\|^2}{\omega \left(E_0^AE_\delta ^{(A1)}\right)i\eta }}).`$ (71) This is the so-called spectral or Lehmann representation of the single-particle Green’s function. Inspecting this equation one finds that the single-particle Green’s function is represented in terms of quantities that are measurable. It shows poles at energies that correspond to energies of the system with one particle added $`(A+1)`$ and one particle removed $`(A1)`$ relative to the energy of the ground state for the reference system. The residua of these poles are given by the spectroscopic factors, i.e., the probabilities of adding and removing one particle with momentum $`k`$ to produce the specific state $`\gamma `$ ($`\delta `$) of the residual system. The infinitesimal quantity $`\eta `$ shifts those poles below the Fermi energy (the states of the $`A1`$ system) to slightly above the real axis and those above the Fermi energy (the states of the $`A+1`$ system) to slightly below the real axis. In our spectral representation of the single-particle Green’s function (71) we assumed that the spectra of the many-body system are defined in terms of discrete energies $`E_\gamma ^{(A+1)}`$. This is true of course only for systems confined to a finite space. For infinite systems, the energy spectra are continuous and it is more appropriate to introduce the so-called hole and particle spectral functions defined by $`S_\mathrm{h}(k,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}\text{Im}g(k,\omega ),\text{ for }\omega ϵ_\mathrm{F}`$ $`=`$ $`{\displaystyle \underset{\gamma }{}}\left\|<\mathrm{\Psi }_\gamma ^{(A1)}\|a_k\|\mathrm{\Psi }_0>\right\|^2\delta \left(\omega (E_0^AE_\gamma ^{(A1)})\right),`$ $`S_\mathrm{p}(k,\omega )`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}\text{Im}g(k,\omega ),\text{ for }\omega >ϵ_\mathrm{F}`$ (72) $`=`$ $`{\displaystyle \underset{\gamma }{}}\left\|<\mathrm{\Psi }_\gamma ^{(A+1)}\|a_k^{}\|\mathrm{\Psi }_0>\right\|^2\delta \left(\omega (E_\gamma ^{(A+1)}E_0^A)\right)`$ where we have made reference to the case of discrete spectra in the second and fourth lines. These definitions imply that the single-particle Green’s function is given in terms of the spectral functions by $$g(k,\omega )=\underset{\eta 0}{lim}\left(_{\mathrm{}}^{ϵ_\mathrm{F}}𝑑\omega ^{}\frac{S_\mathrm{h}(k,\omega ^{})}{\omega \omega ^{}i\eta }+_{ϵ_\mathrm{F}}^{\mathrm{}}𝑑\omega ^{}\frac{S_\mathrm{p}(k,\omega ^{})}{\omega \omega ^{}+i\eta }\right).$$ (73) The single-particle Green’s function or the spectral functions defining the single-particle Green’s function can be used to evaluate observables of the system. As a first example we mention the momentum distribution or momentum density $$n(k)=<\mathrm{\Psi }_0\|a_k^{}a_k\|\mathrm{\Psi }_0>=_{\mathrm{}}^{ϵ_\mathrm{F}}𝑑\omega S_\mathrm{h}(k,\omega ).$$ (74) The single-particle Green’s function allows the evaluation of the expectation value for any single-particle operator $`O`$. If we return to the non-diagonal nomenclature used, e.g., in (68) and generalize the definition of spectral functions in a corresponding way, such a calculation is performed via $$<\mathrm{\Psi }_0\|O\|\mathrm{\Psi }_0>=\underset{\alpha ,\beta }{}_{\mathrm{}}^{ϵ_\mathrm{F}}𝑑\omega S_\mathrm{h}(\alpha \beta ,\omega )<\alpha \|O\|\beta >,$$ (75) with $`<\alpha \|O\|\beta >`$ denoting the single-particle matrix element calculated in the basis $`\alpha `$, $`\beta \mathrm{}`$. Furthermore, if the interaction between the fermions is a two-body interaction, one can even calculate the energy of the correlated ground state via $`E_0^A`$ $`=`$ $`<\mathrm{\Psi }_0\|H\|\mathrm{\Psi }_0>`$ (76) $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle _{\mathrm{}}^{ϵ_\mathrm{F}}}𝑑\omega S_\mathrm{h}(\alpha \beta ,\omega )\left(<\alpha \|T_{\mathrm{kin}}\|\beta >+\omega \delta _{\alpha ,\beta }\right),`$ with $`T_{\mathrm{kin}}`$ representing the single-particle operator for the kinetic energy. What remains to be discussed are the tools and approximations used to determine the single-particle Green’s function. For that purpose we consider the single-particle Green’s function for the unperturbed hamiltonian $$g_0(\alpha \beta ,\omega )=\delta _{\alpha \beta }\left\{\frac{\mathrm{\Theta }(ϵ_\alpha ϵ_\mathrm{F})}{\omega ϵ_\alpha +i\eta }+\frac{\mathrm{\Theta }(ϵ_\mathrm{F}ϵ_\alpha )}{\omega ϵ_\alpha ^{\mathrm{HF}}i\eta }\right\}.$$ (77) and classify all linked diagrams contributing to the expansion for the final, “dressed” single-particle Green’s function following the diagrammatic representation in the upper part of Fig. 10. In this figure we group all Feynman diagrams into parts, which are irreducible with respect to the single-particle Green’s function (represented by the ellipses $`\mathrm{\Sigma }`$) and single-particle Green’s function $`g_0`$ connecting these irreducible parts. The irreducible self-energy or mass operator $`\mathrm{\Sigma }`$ contains all diagrams of any order in the interaction $`H_1`$ or $`V`$, without an intermediate state, which is just a single-particle Green’s function. Examples of such contributions are displayed in Fig. 11. Note that here we do not distinguish between particle- and hole-propagation, since the unperturbed Green’s function $`g_0`$ (see Eq. (77)) as well as the resulting Green’s function contains both contributions. The series displayed in the upper part of Fig. 10 represents the Dyson equation and can be written $`g(\alpha \beta ,\omega )`$ $`=`$ $`g_0(\alpha \beta ,\omega )+{\displaystyle \underset{\gamma \delta }{}}g_0(\alpha \gamma ,\omega )\mathrm{\Sigma }_{\gamma \delta }(\omega )[g_0(\delta \beta ,\omega )`$ (78) $`+{\displaystyle \underset{\mu \nu }{}}g_0(\delta \mu ,\omega )\mathrm{\Sigma }_{\mu \nu }(\omega )g_0(\nu \beta ,\omega )+\mathrm{}]`$ $`=`$ $`g_0(\alpha \beta ,\omega )+{\displaystyle \underset{\gamma \delta }{}}g_0(\alpha \gamma ,\omega )\mathrm{\Sigma }_{\gamma \delta }(\omega )g(\delta \beta ,\omega ).`$ Examples of diagrams to be included in the definition of the self-energy are displayed in Fig. 11. The diagram of first order in the interaction $`V`$ is again the Hartree-Fock contribution. Note that it is defined in terms of the dressed Green’s function, which is expressed by the fact that the loop connected to the $`V`$ interaction line is drawn as a thick line representing the dressed Green’s function. This reflects the problem of finding a self-consistent solution of the Hartree-Fock equations. The structure of the single-particle Green’s function is identical to the unperturbed one, defined in (77). The only difference is that Hartree-Fock wave functions and energies should be used. If, however, one goes beyond the Hartree-Fock approximation by including diagrams of higher order in the definition of the self-energy $`\mathrm{\Sigma }`$, like e.g. the second term displayed in Fig. 11, the problem of a self-consistent determination of the Green’s function gets much more involved. To demonstrate this feature let us consider as a first step this diagram of second order in $`V`$, replacing the dressed single-particle Green’s functions by the corresponding Hartree-Fock Green’s function $`g_0`$. This means that the intermediate states in that diagram are given in terms of intermediate 2-particle 1-hole (2p1h) and 2-hole 1-particle (2h1p) states. The corresponding expressions for the self-energy are given by $`\mathrm{\Sigma }_{\alpha \beta }^{(2p1h)}\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\nu <F}{}}{\displaystyle \underset{\rho _1,\rho _2>F}{}}{\displaystyle \frac{<\alpha \nu \|V\|\rho _1\rho _2><\rho _1\rho _2\|V\|\beta \nu >}{\omega \left(ϵ_{\rho _1}+ϵ_{\rho _2}ϵ_\nu \right)+i\eta }},`$ (79) and $`\mathrm{\Sigma }_{\alpha \beta }^{(2h1p)}(\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\rho >F}{}}{\displaystyle \underset{\nu _1,\nu _2<F}{}}{\displaystyle \frac{<\alpha \rho \|V\|\nu _1\nu _2><\nu _1\nu _2\|V\|\beta \rho >}{\omega \left(ϵ_{\nu _1}+ϵ_{\nu _2}ϵ_\rho \right)i\eta }}.`$ (80) If we insert the sum of these two contributions into the Dyson equation (78), we obtain a single-particle Green’s function, which exhibits a much richer pole-structure. In fact assuming a discretized space of single-particle states (as we have done also in Eqs. (79) and (80)) one can rewrite the Dyson equation into an eigenvalue problem $$\left(\begin{array}{ccccccccc}ϵ_1& \mathrm{}& 0& a_{11}& \mathrm{}& a_{1P}& A_{11}& \mathrm{}& A_{1Q}\\ & \mathrm{}& & \mathrm{}& & \mathrm{}& \mathrm{}& & \mathrm{}\\ 0& \mathrm{}& ϵ_N& a_{N1}& \mathrm{}& a_{NP}& A_{N1}& \mathrm{}& A_{NQ}\\ a_{11}& \mathrm{}& a_{N1}& e_1& & & 0& & \\ \mathrm{}& & \mathrm{}& & \mathrm{}& & & & \\ a_{1P}& \mathrm{}& a_{NP}& 0& & e_P& & & 0\\ A_{11}& \mathrm{}& A_{N1}& & & & E_1& & \\ \mathrm{}& & \mathrm{}& & & & & \mathrm{}& \\ A_{1Q}& \mathrm{}& A_{NQ}& 0& \mathrm{}& 0& & \mathrm{}& E_Q\end{array}\right)\left(\begin{array}{c}X_{0,k_1}^n\\ \mathrm{}\\ X_{0,k_N}^n\\ X_1^n\\ \mathrm{}\\ X_P^n\\ Y_1^n\\ \mathrm{}\\ Y_Q^n\end{array}\right)=\omega _n\left(\begin{array}{c}X_{0,k_1}^n\\ \mathrm{}\\ X_{0,k_N}^n\\ X_1^n\\ \mathrm{}\\ X_P^n\\ Y_1^n\\ \mathrm{}\\ Y_Q^n\end{array}\right),$$ (81) The matrix to be diagonalized contains the Hartree-Fock single-particle energies and the coupling to the $`P`$ different $`2p1h`$ configurations, which is described in terms of $$a_{\alpha i}=<\alpha \nu \|V\|\rho _1\rho _2>$$ (82) and $`Q`$ different $`2h1p`$ configurations, for which we have introduced the abbreviation $$A_{\alpha i}=<\alpha \rho \|V\|\nu _1\nu _2>.$$ (83) As long as we are still ignoring any residual interaction between the various $`2p1h`$ and $`2h1p`$ configurations the corresponding parts of the matrix in (81) are diagonal with elements defined by $`e_i`$ ($`E_j`$) for $`2p1h`$ ($`2h1p`$) $`e_i`$ $`=`$ $`ϵ_{\rho _1}+ϵ_{\rho _2}ϵ_\nu `$ $`E_j`$ $`=`$ $`ϵ_{\nu _1}+ϵ_{\nu _2}ϵ_\rho ,`$ (84) where as before the indices $`\rho _i`$ and $`\nu _i`$ refer to particle and hole states, respectively. Solving the eigenvalue problem (Eq. (81)) one gets as a result the single-particle Green’s function in the Lehmann representation in the discrete basis of the box defined as in (71). The eigenvalues $`\omega _n`$ define the position of the poles of the Green’s function $`\omega _n`$ $`=\left(E_\gamma ^{(A+1)}E_0^A\right)`$ $`\text{for}\omega _n>E_F`$ $`\omega _n`$ $`=\left(E_0^AE_\delta ^{(A1)}\right)`$ $`\text{for}\omega _n<E_F`$ (85) with $`E_F`$ the Fermi energy for the $`A`$-nucleon system. The corresponding spectroscopic amplitudes are given by $`<\mathrm{\Psi }_0^A\|a_{k_i}\|\mathrm{\Psi }_n^{A+1}>=X_{0,k_i}^n`$ $`for\omega _n>E_F`$ $`<\mathrm{\Psi }_0^A\|a_{k_i}^{}\|\mathrm{\Psi }_n^{A1}>=X_{0,k_i}^n`$ $`for\omega _n<E_F`$ (86) This multiplicity of the poles is a consequence of going beyond the mean-field approximation. Within the Hartree-Fock or independent particle approach, one can either remove a particle from the orbit $`j`$ (if this is an orbit below the Fermi energy) or add a particle into this orbit (if $`j`$ is a state above the Fermi energy). The spectroscopic factor is always one. This is reflected in the mean field approximation to the single-particle Green’s function by the feature, that it exhibits for each orbit $`j`$ exactly one pole with a spectroscopic factor of one. In the approach which we are discussing now this spectroscopic strength gets redistributed as indicated in the schematic picture of Fig. 12. The single-particle peak with strength one in the mean field approach gets reduced to a quasi-particle peak in the spectral function with a strength $`Z`$, which is smaller than one. Part of the strength gets redistributed into removal or hole-strength, which is predominantly due to the coupling to $`2h1p`$ configurations. Another part, however, is shifted to energies above $`E_F`$ and therefore represents a spectroscopic amplitude for adding a particle. This implies of course that occupation numbers for the various orbits (see (74)) will in general be different from zero and one. Also it is not guaranteed any longer that the total particle number will be conserved, i.e. identical to $`A`$ the one of the unperturbed state $$_0^{\mathrm{}}dkn(k)\stackrel{\mathrm{?}}{=}A$$ (87) In order to obtain an approach, which is particle-number conserving, one has to go beyond the approximation which we have discussed sofar and calculate the Green’s function in a self-consistent way. General rules for calculational schemes of Green’s functions, which conserve symmetries like the property of a fixed particle number have been developed by Baym and Kadanov. For our present purpose it is sufficient to say that one has to evaluate the self-energy $`\mathrm{\Sigma }`$, which enters the Dyson equation (78) in a self-consistent way in sofar that the resulting Green’s function should be used in the calculation of $`\mathrm{\Sigma }`$. This self-consistency requirement is displayed in terms of diagrams in the lower part of Fig. 11. The realization of this self-consistency requirement has to face a serious problem: Calculating the self-energy $`\mathrm{\Sigma }`$ in terms of Hartree-Fock Green’s functions led to a dressed Green’s function which exhibits $`L+P+Q`$ poles, where $`L`$ stands for the number of Hartree-Fock states of a given symmetry and $`P`$ and $`Q`$ refer to the number of $`2p1h`$ and $`2h1p`$ states of this symmetry, respectively. In a next step towards a self-consistent solution, one may consider these Green’s functions with $`L+P+Q`$ poles already in the calculation of the self-energy. This means that one also accounts for coupling to $`3p2h`$, $`3h2p`$, $`4p3h`$ etc. configurations. This implies that the number of poles in the Green’s function resulting from this next iteration step will dramatically increase. This “inflation of poles” in the single-particle Green’s function can be handled very easily by means of the so-called “BAsis GEnerated by Lanczos” (BAGEL) scheme. In this scheme on represents the Green’s function in terms of a few “characteristic” poles in the Lehmann representation. The number of these poles can be kept fixed in the iteration scheme, leading to self-consistency. These pole are determined by solving the eigenvalue Eq. (81) by means of the Lanczos scheme, starting with the single-particle states as appropriate initial vectors. Another possibility is to keep track of the distribution of the spectral strength in a purely numerical way. Corresponding calculations have been performed by van Neck et al. assuming a model-space of finite dimension. Up to this point we only discussed the determination of the single-particle Green’s function assuming an expansion for the self-energy, which is self-consistent in terms of the Green’s function but perturbative in terms of the interaction $`V`$. From the discussion in the preceeding section we know already that two-body correlations should be included in a non-perturbative way, which means that one should consider all ladder diagrams, when one is calculating e.g. the self-energy $`\mathrm{\Sigma }`$. How can this be achieved within the framework of the Green’s function approach? For that purpose one should solve a Dyson equation for the two-particle Green’s function. The Lehmann representation of the two-particle Green’s function is given in terms of energies and states of the systems with $`A`$ and $`A\pm 2`$ particles $`g^{II}(\alpha \beta ,\gamma \delta ;\mathrm{\Omega })`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \frac{<\mathrm{\Psi }_0^A\|a_\beta a_\alpha \|\mathrm{\Psi }_n^{A+2}><\mathrm{\Psi }_n^{A+2}\|a_\gamma ^{}a_\delta ^{}\|\mathrm{\Psi }_0^A>}{\mathrm{\Omega }(E_n^{A+2}E_0^A)+i\eta }}`$ (88) $`{\displaystyle \underset{m}{}}{\displaystyle \frac{<\mathrm{\Psi }_0^A\|a_\gamma ^{}a_\delta ^{}\|\mathrm{\Psi }_m^{A2}><\mathrm{\Psi }_m^{A2}\|a_\beta a_\alpha \|\mathrm{\Psi }_0^A>}{\mathrm{\Omega }(E_0^AE_m^{A2})i\eta }}.`$ The result for the noninteracting product of dressed propagators, including the exchange contribution reads $`g_f^{II}(\alpha \beta ,\gamma \delta ;\mathrm{\Omega })`$ $`=`$ $`i{\displaystyle \frac{d\omega }{2\pi }\{g(\alpha ,\gamma ;\omega )g(\beta ,\delta ;\mathrm{\Omega }\omega )g(\alpha ,\delta ;\omega )g(\beta ,\gamma ;\mathrm{\Omega }\omega )\}}`$ (89) $`=`$ $`{\displaystyle \underset{m,m^{}}{}}{\displaystyle \frac{<\mathrm{\Psi }_0^A\|a_\alpha \|\mathrm{\Psi }_m^{A+1}><\mathrm{\Psi }_m^{A+1}\|a_\gamma ^{}\|\mathrm{\Psi }_0^A><\mathrm{\Psi }_0^A\|a_\beta \|\mathrm{\Psi }_m^{}^{A+1}><\mathrm{\Psi }_m^{}^{A+1}\|a_\delta ^{}\|\mathrm{\Psi }_0^A>}{\mathrm{\Omega }\{(E_m^{A+1}E_0^A)+(E_m^{}^{A+1}E_0^A)\}+i\eta }}`$ $`{\displaystyle \underset{n,n^{}}{}}{\displaystyle \frac{<\mathrm{\Psi }_0^A\|a_\gamma ^{}\|\mathrm{\Psi }_n^{A1}><\mathrm{\Psi }_n^{A1}\|a_\alpha \|\mathrm{\Psi }_0^A><\mathrm{\Psi }_0^A\|a_\delta ^{}\|\mathrm{\Psi }_n^{}^{A1}><\mathrm{\Psi }_n^{}^{A1}\|a_\beta \|\mathrm{\Psi }_0^A>}{\mathrm{\Omega }\{(E_0^AE_n^{A1})+(E_0^AE_n^{}^{A1})\}+i\eta }}`$ $`(\gamma \delta )`$ The integration in the first line of this equation can be performed by employing the Lehmann representation for the single-particle Green’s functions. The ladder approximation to the two-particle propagator (88) is then given by: $`g_L^{II}(\alpha \beta ,\gamma \delta ;\mathrm{\Omega })`$ $`=`$ $`g_f^{II}(\alpha \beta ,\gamma \delta ;\mathrm{\Omega })`$ (90) $`+{\displaystyle \frac{1}{4}}{\displaystyle \underset{ϵ\eta \theta \zeta }{}}g_f^{II}(\alpha \beta ,ϵ\eta ;\mathrm{\Omega })<ϵ\eta \|V\|\theta \zeta >g_L^{II}(\theta \zeta ,\gamma \delta ;\mathrm{\Omega }).`$ This ladder approximation for the two-particle Green’s function can then be used to define the self-energy $`\mathrm{\Sigma }`$ in a non-perturbative way. The Dyson equations (90) and (78) for the two-body and one-body Green’s function have to be solved in a self-consistent manner, this procedure has been named Self-Consistent Green Function formalism (SCGF) and has been extensively discussed in Ref. . ### 2.4 Variational Method and Correlated Basis Function An efficient way to handle the correlations induced by the NN-interaction is to embody them, from the very beginning, in a trial wave function $`\mathrm{\Psi }_T`$, which describes the system of $`A`$ nucleons $$\mathrm{\Psi }_T(1,\mathrm{},A)=F(1,\mathrm{},A)\mathrm{\Phi }_{MF}(1,\mathrm{},A),$$ (91) where $`\mathrm{\Phi }_{MF}`$ is a mean field wave function corresponding to the uncorrelated system and the operator $`F`$ is intended to take care of the dynamical correlations. Once a trial wave function is defined, the variational principle ensures that if we are capable to calculate the expectation value of the nuclear hamiltonian $$\frac{\mathrm{\Psi }_TH\mathrm{\Psi }_T}{\mathrm{\Psi }_T\mathrm{\Psi }_T}=E_T,$$ (92) then $`E_T`$ will be an upperbound to the ground state energy, $`E_0`$. Parameters in the variational wave function are varied to minimize $`E_T`$ and the best $`\mathrm{\Psi }_T`$ can then be used to evaluate other observables of interest. Obviously, for the method to be efficient, the trial wave function must give a good representation of the real ground state many-body wave function. Although conceptually it looks very simple, the evaluation of the expectation value is by no means an easy task and very sophisticated algorithms which require large computer capabilities have been devised during the last years. Therefore the ingredients for a variational calculation are the hamiltonian and the wave function. In addition, one requires an efficient machinery to evaluate the expectation value. By the definition of the trial wave function, which is given in configuration space, the variational method is tailored for a non-relativistic framework where the only constituents are the nucleons, interacting through a local NN interaction with no energy or momentum dependence. A realistic interaction based on the exchange of mesons between the nucleons would be naturally given in momentum space, being non-local and energy dependent . There are, however, realistic interactions which are specially suitable for variational calculations . Following these guidelines, one can write a realistic nuclear hamiltonian in the form: $$H=\frac{\mathrm{}^2}{2m}\underset{i}{}_i^2+\underset{i<j}{}V_{ij}$$ (93) where the two-body potential $`V_{ij}`$ has a local operatorial structure, i.e. is given by the sum of functions depending on the relative distance between the nucleons and spin-isospin operators build according to invariance requirements. Although we devote a full section to discuss different modern realistic potentials, it is convenient at this point to make some comments on the potentials usually employed in variational calculations. For instance, the Argonne $`V_{14}`$ NN potential is given by the sum of 14 isoscalar terms $$V_{ij}=\underset{p=1,14}{}V_p(r_{ij})O_{ij}^p,$$ (94) with $$O_{ij}^{p=1,14}=[1,\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j,S_{ij},𝐋𝐒,𝐋^2,𝐋^2\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j,(𝐋𝐒)^2][1,\stackrel{}{\tau }_i\stackrel{}{\tau }_j],$$ (95) Here $$S_{ij}=3(\stackrel{}{\sigma }_i\widehat{r}_{ij})(\stackrel{}{\sigma }_j\widehat{r}_{ij})\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j$$ (96) is the usual tensor operator, $`𝐋`$ is the relative orbital angular momentum , and $`𝐒`$ is the total spin of the pair. The radial components of the potential contain a long range part which is given by a static nonrelativistic reduction of the one pion exchange potential (OPE) which contributes only to the $`(\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j)(\stackrel{}{\tau }_i\stackrel{}{\tau }_j)`$ and $`S_{ij}(\stackrel{}{\tau }_i\stackrel{}{\tau }_j)`$. The intermediate and short range parts are given in terms of a physically plausible parameterization with a reasonable number of adjustable parameters. However, these accurate NN potentials do not satisfactorily reproduce the nuclear matter saturation point and underbind nuclei with $`A>2`$ . As discussed in the introduction, a possible reason for that is the existence of three body forces which can have different origins. We will come back to the problem of three body forces, but here it is important to keep in mind that the nuclear hamiltonian can certainly have an additional term with three body forces. Usually the recent realistic variational calculations include also a three body force in the nuclear hamiltonian, which is constructed in largely phenomenological fashion with parameters determined to reproduce the saturation of nuclear matter and the correct binding energy for $`A=3,4`$ nuclei. There is also an updated version of the Argonne potential which breaks charge independence and charge symmetry and contains some additional isotensor and isovector components, responsible for the breaking of the isospin symmetries. This version of the two-body Argonne potential contains in total 43 parameters and an operatorial structure up to 18 operators, it is known as the Argonne $`v_{18}`$ NN potential . Once the realistic hamiltonian has been defined, which for the time being we suppose to have only two body forces, we need an ansatz for the variational wave function. At this point, we should appeal to the physical intuition and sense in order to choose an appropriate trial wave function for the system under consideration. In the nuclear case, i.e. for nuclei and for nuclear matter around saturation, the density is small enough to assume that two body correlations will be the most relevant ones. A form of $`F(1,2,\mathrm{},A)`$ that has shown to be suitable for nuclear systems is $$F(1,\mathrm{},A)=S\left[\underset{i<j}{}F_2(i,j)\right]$$ (97) i.e. a symmetrized product of two-body correlation operators, $`F_2(i,j)`$. The natural choice is to allow the two-body correlation operator to have a similar structure as the two-body NN interaction. In recent calculations, the ansatz for the two body correlation operator $`F`$ contains the same set of operators as in Eq. (95) except the quadratic terms in the relative angular momentum, $$F_2(i,j)=\underset{m=1,8}{}f^{(m)}(r_{ij})O_{i,j}^{(m)},$$ (98) where the sum runs up to the spin-orbit components in Eq. (95). When the components of the correlation operator with $`m2`$ are disregarded, one recovers the well known Jastrow correlation function , which has been largely used in the context of quantum liquids and also in nuclear physics for simple semi-realistic interactions . The mean field wave function $`\mathrm{\Phi }_{MF}(1,..,A)`$ is a Slater determinant of single particle wave functions, $`\phi _\alpha (i)`$, where subscript $`\alpha `$ stands for the set of quantum numbers characterizing the single particle state, and $`(i)`$ indicates the spatial and spin-isospin variables of particle $`(i)`$. Those single particle wave functions are obtained by some mean field (MF) potential, which can be completely arbitrary. In the particular case of symmetric and spin and isospin saturated nuclear matter, the mean field wave function is a Slater determinant of plane waves: $$\mathrm{\Phi }_{MF}(1,2,\mathrm{},A)=Det_{ij}\left[exp(i𝐤_i𝐫_j)\chi _i^S(j)\chi _i^T(j)\right],$$ (99) with all single particle momentum states $`𝐤_i`$ occupied up to the Fermi momentum $`k_F=(6\pi ^2\rho /d2)^{1/3}`$, where $`d`$ is the spin-isospin degeneracy of each particle level, $`d=4`$ for nuclear matter and $`d=2`$ for neutron matter. $`\chi _i^S(j)`$ and $`\chi _i^T(j)`$ are the spin and isospin functions. The mean field wave function $`(\mathrm{\Phi }_{MF})`$ is intended to carry the correct quantum statistics and any of the required symmetries of the system. As the mean field wave function has already the correct antisymmetric character, the correlation operator requires the presence of a symmetrizer operator S (Eq. (97)) to preserve the correct symmetry behavior of the trial wave function. Obviously in the case that the different two-body correlations commute with each other, as it would be the case for a simple Jastrow correlation, the presence of the symmetrizer is superfluous. Besides being symmetric in all the variables, the correlation operator possesses the cluster decomposition property, namely that upon separating one subgroup of particles $`(1,2,\mathrm{},n)`$ far from the rest $`(n+1,n+2,\mathrm{},A)`$, the operator $`F(1,2,\mathrm{},A)`$ decomposes into a product $$F(1,\mathrm{},A)=F^{(n)}(1,\mathrm{},n)F^{An}(n+1,\mathrm{},A).$$ (100) According to the clusterization property, the scalar component $`f^{(p=1)}(r)`$ in (98) heals to unity when r is large whereas $`f^{(p1)}(r)0`$. A realistic trial wave function is expected to give an upperbound very near to the ground state energy and a wave function close to the ground state wave function. The radial correlation functions $`f^{(m)}(r)`$ are determined by minimizing the energy, $`E_T`$. However, the minimization of the expectation value of the hamiltonian respect to arbitrary variations of $`f^{(m)}(r)`$ $$\frac{\delta }{\delta f^{(m)}}\frac{\mathrm{\Psi }_TH\mathrm{\Psi }_T}{\mathrm{\Psi }_T\mathrm{\Psi }_T}=0$$ (101) is a highly prohibitive job in the nuclear case. In practice, the correlations are either parameterized and the parameters fixed by minimization or they are generated by solving a set of coupled differential equations obtained by minimizing the energy obtained in a two-body cluster expansion. Once the hamiltonian and the trial wave function are defined, one should be able to calculate the expectation value. The most efficient techniques are Fermi-Hyper-Netted- Chain (FHNC) theory and Variational Monte Carlo (VMC) method (to be discussed in the next sub-section). FHNC is an integral equation method that sums up series of clusters diagrams associated with the distribution functions of the many-body wave function. The method is suitable for infinite homogeneous systems as well as for finite, inhomogeneous systems. In fact, the expectation value of the hamiltonian (or any other operator) is written in terms of $`n`$-body densities, $$\rho _1=\frac{\mathrm{\Psi }_T_i\delta (𝐫𝐫_i)\mathrm{\Psi }_T}{\mathrm{\Psi }_T\mathrm{\Psi }_T},$$ (102) $$\rho _2^{(p)}(1,2)=\frac{\mathrm{\Psi }_T_{ij}\delta (𝐫_i𝐫_1)\delta (𝐫_j𝐫_2)O_{ij}^p\mathrm{\Psi }_T}{\mathrm{\Psi }_T\mathrm{\Psi }_T}.$$ (103) The densities are then cluster expanded in terms of dynamical correlations $`h(r)=\left[f^{(1)}(r)\right]^21`$, products $`f^{(1)}(r)f^{(p2)}(r)`$, and statistical correlations, $`\rho _0(i,j)=_\alpha \varphi _\alpha ^{}(i)\varphi _\alpha (j)`$, associated to the exchanges in the mean field wave function. The terms of the resulting expansions are usually called cluster terms and are characterized by integrals containing a given number of correlations, and exchange functions joining the correlated particles. In the early calculations, the expansion was stopped at low orders . A great progress in the summation of the cluster expansion was achieved by realizing that the cluster terms are conveniently represented by cluster diagrams and by paying attention to the enormous amount of cancelations between the different terms of the cluster expansion. A crucial step towards the summation was the proper classification of the different cluster terms, i.e. diagrams. Finally, a close set of equations for Fermi systems represented by a wave function containing two-body Jastrow factor were derived . In this way, the uncertainties associated to a low order expansion were removed to a large extent. The restriction of the FHNC equations to Bose systems is equivalent to the earlier HNC equations used to calculate distribution functions in the context of classical theory of liquids . Rules for constructing the different topological diagrams and derive the FHNC equations to sum up the different sets of diagrams have been given several times in the literature, here we refer the reader to two recent reviews of Fabrocini and Fantoni where they give in a very clear and pedagogical way the derivation of the FHNC equations for both, state independent and state depedent correlations, homogeneous and inhomogeneous systems. A review which contains an extensive analysis on the different low order cluster expansions and a very detailed derivation of the FHNC equations with special attention to the different treatment of the exchange terms is the one of Clark in an earlier volume of this series . In that review one can also find results for nuclear matter with simple semi-phenomenological potentials that do not require the full operatorial structure of the two-body correlations. For brevity, here we only illustrate the main ideas of the HNC summations by considering the case of a system of bosons, interacting through a potential that depends only on the distance between the particles. This example corresponds to a realistic situation in the context of Condensed Matter, i.e. to liquid <sup>4</sup>He at zero temperature. In that case the inter-atomic potential is much simpler than the NN interaction, in the sense that it depends only of the distance between the atoms. However, as in the NN interaction, it has a strong repulsion at short distances and weak atraction at medium and large distances. A good representation of the interatomic potential is given by the Lennard-Jones potential, $$V(r)=4ϵ\left[\left(\frac{\sigma }{r}\right)^{12}\left(\frac{\sigma }{r}\right)^6\right],$$ (104) where $`ϵ=10.22`$ Kelvin (K) ( $`1eV11000K`$) and $`\sigma =2.556`$ Angstrøm define the energy and length scales, respectively. In that case, the non interacting system would be described by a wave function with all atoms in the state of zero momentum, i.e. there is a macroscopic occupation of a single particle quantum state. This phenomenon is known as Bose-Einstein condensation. When the interactions is turned on, the correlations induced by the interaction lead to atoms in states with momentum different from zero. However, the liquid <sup>4</sup>He still shows a condensate fraction, i.e. a ratio between the number of atoms in the zero momentum state and the total number of atoms, of around $`10\%`$. A convenient trial wave function to describe this system is given by a Jastrow wave function: $$\mathrm{\Psi }(1,2,\mathrm{}A)=F(1,2,\mathrm{},A)=\underset{i<j}{}f(r_{ij}),$$ (105) a product of two body correlations depending only on the distance between the particles. We work in the thermodynamical limit, allowing $`N\mathrm{}`$ and the volume $`\mathrm{\Omega }\mathrm{}`$ but keeping the density $`\rho =N/\mathrm{\Omega }`$ constant. In this limit, the energy per particle is given by: $$e(\rho )=\frac{1}{2}\rho d^3rg(r)\left[V(r)\frac{\mathrm{}^2}{2m_4}^2\mathrm{ln}f(r)\right]$$ (106) where $`g(r)`$ is the distribution function: $$g(r)\frac{\rho _2^{(1)}(1,2)}{\rho ^2}=\frac{A(A1)}{\rho ^2}\frac{\mathrm{\Psi }^2d^3r_3\mathrm{}d^3r_A}{\mathrm{\Psi }^2d^3r_1\mathrm{}d^3r_A}$$ (107) which gives the probability to find two particles separated by a distance $`r`$, and is normalized such that $$\rho d^3r[g(r)1]=1.$$ (108) This condition can be used as an accuracy check of the approximations implemented in the calculation of $`g(r)`$. In this way, the problem to calculate the energy per particle is now translated in into the calculation of the distribution function. Now, the numerator and the denominator of Eq. (107) are expanded in powers of the correlation interaction, defined as $`h(r)=[f(r)]^21`$, $$g(r)=\frac{A(A1)}{\rho ^2}\frac{f^2(r_{12})d^3r_3\mathrm{}d^3r_A\left(1+h(r_{ij})+hh+\mathrm{}\right)}{d^3r_1\mathrm{}d^3r_A\left(1+h(r_{ij})+\mathrm{}\right)}$$ (109) The terms of the resulting expansion are characterized by integrals containing a given number of functions $`h`$. Now it is very useful to introduce a diagrammatic notation. This allows to classify the integrals according to their diagrammatic representation. The cluster diagrams are built employing the following simple rules: Their basic blocks are points and solid lines. Points (vertices) represent the coordinate $`𝐫_i`$ of a generic $`i`$-particle. Solid points (internal points) imply integration over the coordinates times a factor $`\rho `$, circles (external points) refer to particles labeled $`1`$ and $`2`$, and we do not integrate over their coordinates. Solid lines are correlation factors and can not be superimposed. Notice that in the diagrams of the denominator, all vertices are solid points. In Fig. 13 we give several examples of diagrams appearing in the numerator of Eq. (109), for which the expressions are given by $$Diagram(a)=\rho d^3r_3h(r_{13})h(r_{23}),$$ (110) $$Diagram(b)=\rho d^3r_3d^3r_4d^3r_5h(r_{13})h(r_{14})h(r_{23})h(r_{24}),$$ (111) and $$Diagram(c)=\rho ^2d^3r_3d^3r_4h(r_{13})h(r_{14})h(r_{34})h(r_{24})h(r_{23}).$$ (112) Cluster diagrams may be linked or unlinked. Unlinked diagrams have at least two parts with no common points. They can not be drawn without separating the pen from the paper. The linked diagrams can be classified in reducible and irreducible diagrams. The reducible diagrams are those which can be factorized in a product of two or more irreducible diagrams such that one of them contains the two external points. Diagram (d) of Fig. 13 is a reducible diagram. In the infinite systems the reducibility is closely connected to the translationally invariance character of the correlations. The irreducible diagrams are then classified into: Nodal ($`N`$), Composite ($`X`$) and the remaining ones called elementary. The nodal diagrams have at least one node, that is an internal point such that all ways of going from one 1 to 2 (the two external points) should go through it. The composite diagrams are those having two or more (12)-sub-diagrams. Where and (ij)-sub-diagram is a part of the diagram connected to the rest only through the points $`i`$ and $`j`$. Diagrams a,b,c and d of Fig. 13 are examples of nodal, composite, elementary and reducible, respectively. There are two mathematical operations related to the construction of diagrams: the convolution product linked to the construction of nodal diagrams $$(a(r_{1i})b(r_{i2}))=\rho d^3r_ia(r_{1i})b(r_{i2})$$ (113) and the algebraic product $`(a(r_{ij})b(r_{ij}))`$ for the composite diagrams. In evaluating the distribution function Eq. (109) one can take advantage of a lot of cancellations between the different terms. The expansion is linked and in addition in the thermodynamical limit, for the specific case of bosons, is irreducible up to terms of the order $`1/N`$. For homogeneous Fermi systems with Jastrow correlations, the expansion is fully irreducible. However, for state dependent correlations the cluster expansion is not irreducible, i.e. one should consider vertex corrections. In case of finite systems, both for fermions and bosons the cluster expansion is not irreducible . The irreducible diagrams are summed up by means of the HNC equation, which allows for an iterative process to sum the nodal ($`N(r)`$) and composite ($`X(r)`$) diagrams once the sum of the elementary diagrams ($`E(r)`$) is given. The HNC equation is a non-linear integral equation relating the function $`N(r)`$ and $`X(r)`$ $$(X(r_{1i})N(r_{i2}))=N(r_{12})(X(r_{1i})X(r_{i2})),$$ (114) i.e., doing the convolution product ( associated to the construction of nodal diagrams) of X(r) and N(r) we get all nodal diagrams except the ones corresponding to $`(X(r_{1i})X(r_{i2}))`$. This equation can be written also in momentum space as $$\stackrel{~}{N}(k)=\frac{\stackrel{~}{X}(k)^2}{1\stackrel{~}{X}(k)}$$ (115) where the Fourier transform of a given function $`a(r)`$ is defined as $$\stackrel{~}{a}(r)=\rho d^3re^{i\stackrel{}{k}\stackrel{}{r}}a(r).$$ (116) The composite diagrams are given by $$X(r)=f^2(r)e^{N(r)+E(r)}1N(r),$$ (117) while the distribution function is expressed as $$g(r)=f^2(r)e^{N(r)+E(r)}=1+X(r)+N(r)$$ (118) The HNC integral equation (Eq. (115)) suggests an iterative process to calculate $`g(r)`$. At the first iteration , $`X(r)=h(r)`$, then the HNC equation is used to construct the first chain of diagrams. After a Fourier transformation to $`r`$-space, the resulting function $`N(r)`$ is used to define the new $`X(r)`$ (Eq. (117)). The number of diagrams summed in this way grows tremendously and in a few iterations one reaches convergence. However, there is a problem with the elementary diagrams, entering in the definition of $`X(r)`$, i.e. the HNC iterative process sums up all nodal and composite diagrams , once the sum of the elementary diagrams is known. In this sense, the function $`E(r)`$ is an input for solving the HNC equation. There is no exact method to compute this function and approximations are necessary. The simplest option, is to take $`E(r)=0`$, known as HNC/0. Actually, this approximation is appropriate for nuclear systems, where the density is not very high. The Fourier transform of the radial distribution function defines the static structure function $`S(k)`$, $$S(k)=1+\rho d^3r\left[g(r)1\right]$$ (119) which in the case of quantum liquids is experimentally accessible by means of elastic neutron scattering against the liquids . The condition of Eq. (108), implies $`S(0^+)=0`$ at zero temperature. When $`k\mathrm{}`$ then $`S(k)1`$. A two body correlation appropriate for the Lennard-Jones potential which has been largely used in the literature of quantum liquids is the McMillan form $$f(r)=e^{\frac{1}{2}\left[\frac{b\sigma }{r}\right]^5}.$$ (120) This correlation function together with the corresponding distribution function are shown in Fig. 14 at the <sup>4</sup>He saturation density $`\rho _0=0.365\sigma ^3`$ in the HNC/0 approximation (i.e. by neglecting the elementary diagrams). The correlation function (Eq. (120)) avoids the configurations where the two particles are close enough to feel the strong repulsion of the potential. Finally, the distribution function has a hole at the origin, and the probability to find two particles at short distances is strongly depleted. The system minimizes its energy by favoring distances between the particles (maximum of g(r)) near to the maximum depth of the potential. At the same time, the “holes” in the wave function yield an increment of the kinetic energy, which was zero in the uncorrelated system. At the end, there is a delicate balance between the potential and the kinetic energy which results in the binding energy of the <sup>4</sup>He atoms to be $`7.17K`$ at the saturation density, while the kinetic energy and the potential energy are $`T14K`$ and $`V21K`$. These arguments of the short range correlations apply equally well to the nuclear case, and as we will discuss below, the final binding energy is also a delicate balance between potential and kinetic energy. The short range correlations are responsible for an increment of the kinetic energy with respect to the kinetic energy of the uncorrelated system, which in the case of nuclear matter is given by $`3\mathrm{}^2k_F^2/10m`$, the average kinetic energy of the underlying free Fermi sea. Before leaving this example completely it is worth to mention that the HNC theory can treat at the same time short- and long-range correlations consistently , when instead of just using a short-range correlation function, one considers the optimal correlation, solution of $$\frac{\delta }{\delta f}\frac{\mathrm{\Psi }_TH\mathrm{\Psi }_T}{\mathrm{\Psi }_T\mathrm{\Psi }_T}=0$$ (121) This optimal correlation has a long range behavior , that translates in the right limit of $`S(k)`$ at low $`k`$, $`S(k)\mathrm{}k/2mv_s`$, being $`m`$ the mass of the atoms and $`v_s`$ the speed of sound. This behavior reflects the phonon nature of the low energy spectrum of an interacting boson system. In the case of Fermi systems, the anti-symmetrization implied by the Pauli principle, incorporates statistical correlations to the cluster expansions, i.e. to the diagrams. In the case of homogeneous systems, the statistical correlations are accounted for by the Slater function $`l(k_Fr_{ij})`$, $$\rho _0(i,j)=l(x=k_Fr_{ij})=\frac{3}{x^3}\left[\mathrm{sin}(x)x\mathrm{cos}(x)\right]$$ (122) This Slater function, defines the distribution function for a free Fermi sea, $$g(r)=1\frac{1}{d}l^2(k_Fr).$$ (123) To take care of all topological different diagrams, we need to introduce new nodal and composite functions, which are related by a system of coupled non-linear integral equations (FHNC) . Once the FHNC equations are solved one can easily calculate the energy. The presence of the symmetrizer in the correlation operator and the non-commutativity of the operators involved in the correlations makes it very difficult to sum up all the contributions in the case of state dependent correlations. Actually, no scheme has been devised so far, which keeps track of all possible terms. A complete FHNC summation is possible only for the Jastrow component. However, partial classes of diagrams containing operatorial correlations may exactly be summed by the Single Operator Chain approximation (FHNC/SOC). The FHNC/SOC integral equations sum all the nodal diagrams containing only one operatorial correlation per internal side, in addition to all the Jastrow correlated clusters. By computing its leading corrections, the estimated accuracy of the FHNC/SOC approximation has been set to $`1`$ MeV/A for nuclear matter at saturation density . The FHNC/SOC has been applied to study the equation of state of nuclear and neutron matter , including three body terms in the hamiltonian. It is very difficult to apply the variational formalism with state dependent correlations to study asymmetric nuclear matter with an arbitrary asymmetry $`x=\rho _p/\rho `$ and all the calculations, which are then later on used to study $`\beta `$stable matter, are based in quadratic parameterizations of the correlation energy $$E(\rho ,x)=T_F(\rho ,x)+V_0(\rho )+(12x)^2V_2(\rho )$$ (124) where $$T_F(\rho ,x)=\frac{3}{5}\frac{\mathrm{}^2}{2m}(3\pi ^2\rho )^{2/3}\left[x^{5/3}+(1x)^{5/3}\right]$$ (125) is the kinetic energy of the asymmetric Fermi sea and $`V_0`$ and $`V_2`$ are related to the correlation energy of neutron and nuclear matter. In this parameterization, the symmetry energy of nuclear matter is $$E_s(\rho )=\frac{1}{8}\frac{^2E(\rho ,x)}{x}_{x=1/2}=\frac{5}{9}T_F(\rho ,1/2)+V_2(\rho ).$$ (126) The extension of the FHNC/SOC to finite nuclei is an important issue in order to have a systematic study with the same basic tools for nuclei and nuclear matter. After the first efforts based on low order cluster expansions , the FHNC formalism was extended to doubly closed shell nuclei, both in $`ls`$ and $`jj`$ coupling schemes, using Jastrow correlated wave functions and semi-realistic interactions . Very recently, the FHNC/SOC has been generalized to deal with realistic potentials and state dependent correlations, with non-central components for double closed shell nuclei as <sup>16</sup>O and <sup>40</sup>Ca . The most complete calculations deal with the Argonne $`V_{14}`$, supplemented with the Urbana VII model of the three-body interaction. The two-body correlation function includes operators up to tensor components in Eq. (98) and the single particle wave functions were taken from a Woods-Saxon mean field potential. The results are rather promising and one can conclude that now a days the calculations in finite nuclei with realistic interactions have achieved the same degree of accuracy than in nuclear matter. As we have already mentioned, a full minimization of the variational energy respect to arbitrary variations of $`f^{(p)}(r)`$ is impossible. The correlations, in the most sophisticated calculations, both in nuclear matter and finite nuclei, are generated by solving a set of coupled Euler-Lagrange equations obtained by minimizing the second order cluster expansion of the energy. The differential equations are solved with the boundary conditions: $$f^{(p=1)}(rd^{(p=1)})=1,$$ (127) and $$f^{(p>1)}(rd^{(p>1)})=0,$$ (128) where $`d^{(p)}`$ are the healing distances in each correlation channel. To ensure the continuity of the first derivative of the correlations $$\frac{f^{(p)}}{r}_{r=d^{(p)}}=0$$ (129) one introduces Lagrange multipliers $`\lambda ^{(p)}`$ which are varied to satisfy the condition of the above equation. Some additional variational parameters are introduced because the second order minimization is actually performed by using a ”quenched” potential $$\overline{v}_{ij}=\alpha ^{(p)}v^{(p)}(r_{ij})\widehat{O}^{(p)}.$$ (130) These quenching parameters $`\alpha ^{(p)}`$ are interpreted as representing medium effects. In this way the two body correlations contain several variational parameters $$F_{ij}=\underset{p=1,8}{}f^{(p)}(r_{ij};d^{(p)},\alpha ^{(p)})O_{ij}^{(p)}$$ (131) which will be determined by energy minimization. The number of parameters is reduced in a drastic way by taking all the healing distances equal $`d^{(p)}=d_c`$, except those associated to the tensor channels $`d_t`$. The quenching factors are typically assumed to be 1 for the scalar channels and those containing $`L^2`$, while all other channels are quenched by the same amount $`\alpha ^{(p)}=\alpha `$ . A main drawback of a variational calculation is that even if the expectation value of the hamiltonian is evaluated exactly for a given trial wave function, one has only un upper-bound on the exact energy and an approximation to the exact many body wave function. The way to proceed further is provided by the Correlated Basis Function (CBF) Method, which was introduced nearly forty years ago by Feenberg and his collaborators . Several people have contributed later on to make the method efficient and competitive, pushing its applications to very different physical systems . The CBF method provides the general frame to systematically improve on a trial wave function by introducing a complete set of correlated basis functions. The idea is to perform a perturbation theory built on such correlated basis, with the hope that the correlated basis states are close enough to the eigenstates of the hamiltonian that a lower order in the perturbation theory will be sufficient to take care of these small differences. The set of correlated basis states $`\mathrm{\Psi }_n`$, is built by applying the many-body correlation operator, $`F(1,2,\mathrm{},A)`$, usually determined in the variational calculation, to model basis functions, $`\varphi _n`$, $$\mathrm{\Psi }_n(1,2,\mathrm{},A)=F(1,2,\mathrm{},A)\varphi _n(1,2,\mathrm{},A).$$ (132) The zero order of the CBF theory, i.e. taking only one basis function, reduces to the variational procedure. Therefore it is crucial to have a good variational description of the ground state in order to have a fast convergence of the perturbative series. The model function $`\varphi _0`$ is also used to define the Fermi level and as before particle states above and hole states below this Fermi level. The model states $`\varphi _n`$ refer then to some particle-hole configuration with respect to $`\varphi _0`$. In order to perform perturbation theory we need to decompose the hamiltonian in an unperturbed hamiltonian $`H_0`$ and a perturbation $`H_I`$, $$H=H_0+H_I.$$ (133) Here they are defined in terms of matrix elements of $`H`$ in the correlated basis $`i`$. The diagonal matrix elements $$E_i^v=\frac{iHi}{ii}$$ (134) define the unperturbed hamiltonian: $$iH_0j=\delta _{i,j}E_i^v$$ (135) while $`H_I`$ is given by $$iH_Ij=(1\delta _{i,j})\frac{iHj}{ij}.$$ (136) By construction the diagonal matrix elements of $`H_I`$ are zero and therefore there are no first order terms in the perturbation expansion. A main characteristic of the CBF theory is the non-orthogonality of the basis, $$N_{ij}=\frac{ij}{(iijj)^{1/2}}\delta _{i,j}.$$ (137) Therefore, it is necessary to use non-orthogonal perturbation theory . The perturbative correction to $`E_0^v`$, in a non-orthogonal basis is given by $`\mathrm{\Delta }E_0=E_0E_0^v`$ $`=`$ $`{\displaystyle \underset{p0}{}}{\displaystyle \frac{W_{0p}(0)W_{p0}(0)}{E_0E_p^v}}`$ (138) $`+`$ $`{\displaystyle \underset{qp0}{}}{\displaystyle \frac{W_{0p}(0)W_{pq}(0)W_{q0}(0)}{(E_0E_p^v)(E_0E_q^v)}}+\mathrm{}.`$ Due to the non-orthogonality of the basis, the interaction $`W_{ij}(0)`$ contains the overlap matrix element $`N_{ij}`$, $$W_{ij}(0)=H_{ij}E_0N_{ij}$$ (139) and carries an additional energy dependence, besides the one coming from the denominators. To eliminate the unknown $`E_0`$ from the perturbative series, one expands Eq. (138) around $`E_0=E_0^v`$. In this way, $$W_{ij}(0)=(H_{ij}E_0^vN_{ij})\mathrm{\Delta }E_0N_{ij}W_{ij}^v(0)\mathrm{\Delta }E_0N_{ij}.$$ (140) Notice that, $`W_{ij}^v(0)`$ depends on the variational energy $`E_0^v`$. The expansion for the energy denominators gives $$\frac{1}{E_0E_p^v}=\frac{1}{E_0^vE_p^v+\mathrm{\Delta }E_0}=\frac{1}{E_0^vE_p^v}\underset{i=0}{\overset{\mathrm{}}{}}\left(\frac{\mathrm{\Delta }E_0}{E_0^vE_p^v}\right)^i.$$ (141) Actually, the analysis of the series is easier by expressing, $$W_{ij}^v(0)=W_{ij}^v(i)+(E_i^vE_0^v)N_{ij},$$ (142) with $`W_{ij}^v(i)=H_{ij}E_i^vN_{ij}`$. The series can then be written in terms of $`W_{ij}^v(i)`$ $`\mathrm{\Delta }E_0`$ $`=`$ $`{\displaystyle \underset{p0}{}}(W_{0p}^v(0)\mathrm{\Delta }E_0N_{0p})\left({\displaystyle \frac{W_{p0}^v(p)}{E_0E_p^v}}N_{p0}\right)`$ (143) $`+`$ $`{\displaystyle \underset{qp0}{}}(W_{0p}^v(0)\mathrm{\Delta }E_0N_{0p})\left({\displaystyle \frac{W_{pq}^v(p)}{E_0E_p^v}}N_{pq}\right)\left({\displaystyle \frac{W_{q0}^v(q)}{E_0E_q^v}}N_{q0}\right)+\mathrm{}`$ Due to the correlations introduced in the wave functions, the calculation of matrix elements is much more involved than in normal perturbation theory. The CB matrix elements are constructed from the matrix elements of $`F^+F`$ and $`F^+HF`$ on Fermi gas states, characterized by the number of particles and holes. The matrix elements are calculated by cluster expansions. After expanding the energy denominators of the series (Eq. (143)), a careful analysis of the cluster expansion of the matrix elements and of the energy dependence of the different terms leads to the conclusion that $`\mathrm{\Delta }E_0`$ is given by the sum of all linked Goldstone type diagrams (see section 2.1) built up with $`W_{ij}^v(i)`$ and $`N_{ij}`$ interaction boxes. The interaction boxes (or equivalently the matrix elements) are the sums of only linked cluster diagrams. Therefore, the CBF perturbation series is well behaved in the thermodynamic limit . In dealing with CBF perturbation theory we are confronted with two types of diagrams, the Goldstone type diagrams representing the terms of the series and the diagrams corresponding to the cluster expansion of the matrix elements, which are summed up by means of FHNC techniques. Perturbative CBF calculations for the binding energy of nuclear matter have been performed up to second order. In this case, the perturbative correction to the ground state energy is expressed as: $`\mathrm{\Delta }E_0`$ $`=`$ $`{\displaystyle \underset{p0}{}}W_{0p}^v(0)\left({\displaystyle \frac{W_{p0}^v(p)}{E_0^vE_p^v}}N_{p0}\right)`$ (144) $`=`$ $`{\displaystyle \underset{p0}{}}{\displaystyle \frac{W_{0p}^v(0)W_{p0}^v(0)}{E_0^vE_p^v}}={\displaystyle \underset{p0}{}}{\displaystyle \frac{H_{0p}E_0^vN_{p0}^2}{E_0^vE_p^v}},`$ and has been calculated within the set of $`2p2h`$ correlated basis states. In the thermodynamical limit, the energy denominators can be expressed in terms of the variational estimate of the single particle energies,$`e^v(p)`$, $$E_0^vE^v(𝐩_1,𝐩_2,𝐡_1,𝐡_2)=e^v(h_1)+e^v(h_2)e^v(p_1)e^v(p_2).$$ (145) As expected, the second order correction to the ground state energy, increases the binding. In the first calculations, the correlation operator was taken of Jastrow type and in this case the perturbative second order correction was large . On the other hand, the corrections are much smaller, when the correlation with the full operatorial structure is used.Therefore, a significant improvement in the convergence of the series is expected. Typical values of second order corrections to the binding energy at saturation density of nuclear matter range from $`1`$ to $`3`$ MeV. A very recent estimation for the Argonne $`V_{18}`$ and the Urbana IX model for the three-body force, is $`1.89`$ MeV at saturation density . The CBF perturbation theory has also been implemented to study other observables, besides the hamiltonian, like the self-energy, the momentum distribution, the single particle spectral function, the different nuclear response functions, etc. In the previous section 2.3 we have considered the self-energy of a nucleon as the key quantity to calculate the single-particle Green’s function. Here one can calculate the imaginary part and split it similar to (79) and (80) into two pieces, the correlation term, i.e. coupling to $`2h1p`$ correlated configurations and the polarization term corresponding to the coupling to $`2p1h`$ configurations. The imaginary part of $`\mathrm{\Sigma }^{2h1p}(k,\omega )`$ for a particle state, in second order perturbation theory is defined as $$Im\mathrm{\Sigma }^{2h1p}(k,\omega <e^v(k_F))=\frac{\pi }{2}𝐤HE_0^v𝐩_1;𝐡_1,𝐡_2^2\delta (\omega +e^v(p_1)e^v(h_1)e^v(h_2))$$ (146) while $$Im\mathrm{\Sigma }^{2p1h}(k,\omega >e^v(k_F))=\frac{\pi }{2}𝐤HE_0^v𝐩_1,𝐩_2;𝐡_2^2\delta (\omega +e^v(h_2)e^v(p_1)e^v(p_2)),$$ (147) Similar expressions hold for the hole states. Using dispersion relations one can calculate the corrections to the variational estimate of the single particle potential $$\mathrm{\Delta }e(k)=e(k)e^v(k)=\frac{P}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{Im\mathrm{\Sigma }(k,\omega )}{e^v(k)\omega }𝑑\omega .$$ (148) In the case of the single particle momentum distributions, the second order perturbative correction to $`n^v(k)`$ has been obtained by calculating the expectation value of the occupation number operator $`a_𝐤^{}a_𝐤`$ on the perturbed ground state $`0_{per}`$ containing two particle two-hole correlated states: $$0_{per}=0_v+\frac{1}{4}\alpha (𝐩_1,𝐩_2;𝐡_1,𝐡_2)𝐩_1𝐩_2;𝐡_1𝐡_2,$$ (149) where $$\alpha (𝐩_1,𝐩_2;𝐡_1,𝐡_2)=\frac{0_vHE_0^v𝐩_1,𝐩_2;𝐡_1,𝐡_2}{(e^v(h_1)+e^v(h_2)e^v(p_1)e^v(p_2))},$$ (150) and keeping the terms of order $`\alpha ^2`$ . However, there are still some problems with orthogonality corrections when the series is truncated at a given order. Moreover, it is not straightforward to extract the orthogonalized eigenvectors in a non-orthogonal CBF theory. Therefore, even if the applications of the non-orthogonal perturbation theory are rather successful, it is desirable to have also a method available in a orthogonal scheme. In this way, the $`N_{ij}`$ boxes would be eliminated from the diagrams and the parallelism with normal perturbation theory becomes more transparent. To this end, one can try a Schmidt orthogonalization process, however it happens that the variational estimates of the hamiltonian on the Schmid orthogonalized states are worse than the ones calculated with the non-orthogonal basis. Very recently, a new orthogonalization procedure has been devised , in which the diagonal matrix elements of the hamiltonian and of the identity operator are preserved. It is a two step process which combines the Schmid orthogonalization with the Löwdin transformation . Standard perturbation theory may be used in this new set of states. Although both schemes should be equivalent, in practice orthogonal CBF theory is more efficient particularly in calculating the spectral functions or the nuclear response functions . The one-body Green’s function has also been studied in the framework of CBF. Instead of computing the Green’s function from a Dyson equation, as in the perturbative scheme discussed in the previous section, one directly calculates the single particle spectral functions. The starting point is the variational estimate, which is equivalent to approximate the true ground state by the variational ground state wave function and take 1 particle and 2 particle-1 hole basis correlated states for A+1 particles in the case of $`S_p(k,\omega )`$ and the 1 hole and 2 hole -1 particle correlated states for A-1 particles for $`S_h(k,\omega )`$. The projection into 1 hole (1 particle) state is the dominant one and is given by $$S_{1h(1p)}^{(v)}(k,\omega )=\phi _𝐤^{h(p)}^2\delta (\omega e^v(k))\mathrm{\Theta }\left[\pm (k_Fk)\right],$$ (151) where the upper (lower) sign in the argument of the $`\mathrm{\Theta }`$-function applies to the hole (particle) spectral function, $`e^v(k)`$ is the variational single particle energy and the overlap matrix element $`\phi _𝐤^{h(p)}`$ is defined by $$\phi _𝐤^h=0_va_𝐤^{}h.$$ (152) Where $`h`$ is the basis correlated state of A-1 particle build on a Slater determinant where the state with momentum $`k`$ is missing. In a similar way, $$\phi _𝐤^p=0_va_𝐤p.$$ (153) where in this case the state $`p`$ represents the correlated state of A+1 particles build on a Slater determinant that besides having all the states occupied up to the Fermi level it has an additional particle on the state $`𝐤`$ above the Fermi level. Actually these type of intermediate states are the only non-vanishing contributions in any uncorrelated ground-state. In such a case, the spectral functions $`S_{unc,h(p)}(k,\omega )`$ are just $`\delta `$-functions with strength unity: $$S_{unc,h(p)}=\delta (\omega \frac{\mathrm{}k^2}{2m})\mathrm{\Theta }\left[\pm (k_Fk)\right].$$ (154) As correlations are present in the CBF states also other intermediate states contribute to the zero order approximation to the spectral function. The contribution from 2h-1p (2p-1h) correlated states is spread out in energy and can be interpreted as a background contribution to be added to the quasi-particle part ($`\delta `$-function) of the spectral function. This spreading produces a considerable quench of the quasi-particle peak. On top of this variational estimate one can build perturbation corrections, which take into account the admixture of more complicated configurations in the states considered in the definition of the spectral function. For instance, the 2p-2h admixture in the ground state, and the 2h-1p (2p-1h) in the one-hole (particle) have been studied . As a consequence of these corrections, the $`\delta `$-peak of the quasiparticle, acquires a width (except for $`k=k_F`$), which is related to the imaginary part of the self-energy at the quasiparticle-energy. For $`k=k_F`$, the on-shell imaginary part of the self-energy is zero and the quasiparticle peak is a $`\delta `$-function which strength ($`Z_{k_F}`$) which defines the discontinuity of the momentum distribution at $`k=k_F`$. We can conclude that CBF has reach its maturity and systematic studies of different observables, for both nuclear matter and nuclei are available. The starting wave function is realistic enough that the perturbative corrections to the different quantities can be safely calculated up to second order. The formal properties of the perturbative series have been established and the efforts now can be addressed to improve the evaluation of the matrix elements or to study also higher orders in the perturbative expansion. ### 2.5 Variational and Quantum Monte Carlo Techniques There are various possibilities to apply the techniques of Monte Carlo (MC) sampling in calculations of quantum many-body systems. For example one can use MC based algorithms to sample the multidimensional integral occurring in the evaluation of the expectation value of the hamiltonian, or any other operator, on a given trial function (Eq. (92)). In fact for simple interactions and central correlations the procedure is well established and it has been applied both for bosons and fermions, for systems with finite and infinite particle numbers. This type of calculations are known as Variational Monte Carlo (VMC) methods. However, there are also methods based on stochastic algorithms, which aim at an exact integration of the many-body Schrödinger equation. Those are generically known as Quantum Monte Carlo (QMC) methods. VMC and QMC calculations in systems of liquid helium, both <sup>4</sup>He and <sup>3</sup>He, which follow Bose and Fermi statistics respectively, have motivated an enormous progress in Monte Carlo Methods. However, the nuclear many-body hamiltonian is much more complicated and requires to introduce strong state dependence correlations in the nuclear wave function. Therefore the progress in accurate nuclear ground state calculations based on MC techniques has been rather slow. It is only recently, that the drastic improvement of the computational resources, i.e. parallel computers, allows to increase the number of nucleons involved in the calculations. Once the trial wave function is chosen, the variational Monte Carlo method provides an exact - at least in the statistical sense - evaluation of the expectation value, which is free of the approximations involved in the integral equation methods discussed in the previous section. However, we should not consider these methods as competing ones but rather as a complementary ones. For instance, it is clear that Monte Carlo methods have difficulties in considering the long-range behavior of the distribution function of an infinite homogeneous system because of the finite size of the simulating box (see below). On the other hand one can very well determine this long-range behavior in the context of HNC methods. In the case of finite nuclei, Monte Carlo methods have enormous problems in increasing the number of nucleons of the nucleus under consideration. On the other hand recent calculations with FHNC techniques can easily be applied to nuclei with A=40. For the systems, where both methods can be applied, they can help each other in looking for the appropriate correlation, in understanding the physical requirements of the wave function and in evaluating the accuracy of the approximations involved in the FHNC method. Recent reviews on Quantum Monte Carlo methods can be found in Refs.. Another review-like book with presentation of the methodology and physical applications is . Two introductions into this field and rather comprehensive reviews by R. Guardiola on both the Variational and the Quantum Monte Carlo method have been published in Refs.. More oriented to nuclear physics is the paper of Carlson and Wiringa on variational Monte Carlo in finite nuclei . A recent overview including also Green Function Monte Carlo for nuclear systems is due to S. Pieper . Finally, the generalization to finite temperature, focusing mainly to applications in condensed matter physics has recently been reviewed by D. Ceperley . Here we will mainly discuss VMC calculations. In order to explain the main ideas we will, as in the previous sub-section, use a simple system of bosons, obeying the hamiltonian of Eq. (93) with the scalar interaction of Eq. (104). First we consider a droplet of $`A`$ <sup>4</sup>He atoms. A trial function satisfying the symmetry requirements is given by, $$\mathrm{\Psi }(𝐫_1,𝐫_2,\mathrm{},𝐫_A)=\underset{i<j}{\overset{A}{}}f(r_{ij})\underset{i=1}{\overset{A}{}}\varphi (r_i)$$ (155) i.e., the product of a Jastrow factor times a model wave function that assigns the same single particle wave function to all the atoms. In this case, for spinless particles and local interactions, the expectation value of the hamiltonian can easily be written in a form appropriate for Monte Carlo calculations. Let $`𝐑`$ represent the set of the $`3A`$ spacial coordinates of the atoms in the droplet. We define a local energy $`E_L(𝐑)`$ by $$E_L(𝐑)=\frac{1}{\mathrm{\Psi }(𝐑)}H\mathrm{\Psi }(𝐑)$$ (156) and introduce a probability distribution function $$p(𝐑)=\frac{\mathrm{\Psi }(𝐑)^2}{𝑑𝐑^{}\mathrm{\Psi }(𝐑^{})^2},$$ (157) which by definition is normalized to 1. Notice also that for local potentials, the contribution of the potential to the local energy is just the value of the potential for the given configuration $`𝐑`$. The energy is given by $$E_v=\frac{\mathrm{\Psi }H\mathrm{\Psi }}{\mathrm{\Psi }\mathrm{\Psi }}=\frac{𝑑𝐑\frac{\mathrm{\Psi }(𝐑)^2H\mathrm{\Psi }(R)}{\mathrm{\Psi }(R)}}{𝑑𝐑^{}\mathrm{\Psi }(𝐑^{})^2}=𝑑𝐑p(𝐑)E_L(𝐑).$$ (158) The Monte Carlo way of evaluating this integral is to consider $`p(𝐑)`$ as the importance sampling distribution and $`E_L(𝐑)`$ as the function to be sampled. The essence of the Monte Carlo method is to generate a set of statistically independent configurations ($`𝐑_i`$) which are distributed according to the probability distribution $`p(𝐑)`$. Once this set of points $`(𝐑_i)`$ is obtained, the expectation value may be calculated through $$E_v=\underset{N\mathrm{}}{lim}\frac{1}{N}\underset{i=1}{\overset{N}{}}E_L(𝐑_i).$$ (159) Actually, this way to organize the integral of Eq. (158) is a special example of the more general expression $$E_v=\frac{𝑑𝐑\frac{\mathrm{\Psi }^{}(𝐑)H\mathrm{\Psi }(𝐑)}{W(𝐑)}W(𝐑)}{𝑑𝐑^{}\frac{\mathrm{\Psi }^{}(𝐑^{})\mathrm{\Psi }(𝐑^{})}{W(𝐑^{})}W(𝐑^{})},$$ (160) where $`W(𝐑)`$ is a probability distribution function. When $`W(𝐑)=\mathrm{\Psi }^{}(𝐑)\mathrm{\Psi }(𝐑)`$ we recover Eq. (158). Once we have a set of configurations in the $`3A`$ dimensional space proportional to $`W(𝐑)`$ then the calculation of $`E_v`$ or the expectation value of any other operator $`\widehat{O}`$ $$O_v=\frac{\mathrm{\Psi }\widehat{O}\mathrm{\Psi }}{\mathrm{\Psi }\mathrm{\Psi }}$$ (161) is straightforward $$O_v=\frac{\frac{\mathrm{\Psi }^{}(𝐑)\widehat{O}\mathrm{\Psi }(𝐑)}{W(𝐑)}}{\frac{\mathrm{\Psi }^{}(𝐑)\mathrm{\Psi }(𝐑)}{W(𝐑)}},$$ (162) where the sum runs over all the configurations ($`𝐑_i`$). In order to get an estimate for the accuracy of the MC evaluation of the integrals, the samplings are grouped in blocks, each block with a sufficiently large number of points $`(𝐑_jj=1,\mathrm{nmov})`$, $`\mathrm{nmov}`$ being the number of configurations in each block. The central limit theorem guarantees that the average values of the energy obtained in each block $`i`$, $$E_v^i=\frac{1}{\mathrm{nmov}}\underset{j=1}{\overset{\mathrm{nmov}}{}}E_L(𝐑_j)$$ (163) are distributed as a Gaussian centered around the true average value $`E_v`$ $$E_v=\frac{1}{\mathrm{nblock}}\underset{i=1}{\overset{\mathrm{nblock}}{}}E_v^i$$ (164) where $`\mathrm{nblock}`$ is the number of blocks and the statistical error is given by $$\sigma =\frac{1}{\sqrt{\mathrm{nblock}1}}\left(\frac{1}{\mathrm{nblock}}\underset{i=1}{\overset{\mathrm{nblock}}{}}(E_v^i)^2E_v^2\right)^{1/2}.$$ (165) The configurations $`(𝐑_i)`$ following the importance sampling function can be generated through the so-called Metropolis algorithm, which yields a sequence of random numbers, a Markov chain, distributed according to the required distribution probability. The way to generate a sequence of configurations $`(𝐑_i)`$ by means of the Metropolis algorithm is rather simple and may be described as follows: Assume that we are at a given configuration $`𝐑_{old}`$, and the value of the wave function for this configuration is $`w_{old}=\mathrm{\Psi }(𝐑_{old})`$ then one tries to generate a new configuration by defining $`3A`$ new coordinates $$𝐑_{new}=𝐑_{old}+(\mathrm{RAND}()0.5)step.$$ (166) where $`\mathrm{RAND}()`$ produces random numbers uniformly distributed in $`[0,1]`$ and $`step`$ defines the scale of the Monte Carlo moves. The value of the wave function at $`𝐑_{new}`$ is $`w_{new}`$. Now we perform the Metropolis question to see if we are going to accept this new configuration $`𝐑_{new}`$ in our Markov-chain: If the probability of the new configuration $`p(𝐑_{new})`$ is larger than the older, i.e. if $`w_{new}^2>w_{old}^2`$, then $`𝐑_{new}`$ is accepted. If the probability is smaller, then $`𝐑_{new}`$ is accepted with probability $`w_{new}^2/w_{old}^2`$. Both cases are included in the following condition: $$\text{if}(w_{new}^2/w_{old}^2<RAND())$$ (167) then $`𝐑_{new}`$ is accepted and is the starting configuration for the next move. If the condition (167) is not fulfilled, the move is rejected and we try to generate another configuration from $`𝐑_{old}`$. One keeps track of the number of acceptances, and a efficient calculation should keep the percentage of acceptances between $`40\%`$ and $`60\%`$. Also one can allow for several moves between the different blocks in order to reduce the correlations between the different calculations of the energy. It is also convenient to perform several moves at the beginning of the process, in order to reach the region where the Metropolis algorithm works properly. In the Monte Carlo language this is known as thermalization. In the case of infinite homogenous systems one can of course not perform a simulation with an infinite number of particles. The usual way of dealing with these systems consists in representing the system in a simulation cell with periodic boundary conditions. If the size of the cells is $`L^3`$, the density of the system determines the number of particles $`A`$ that we should consider for each cell, $`\rho =A/L^3`$. Metropolis moves are always recast into the main simulation cell, but in implementing the algorithm one must consider the particles in the periodic images as well. At a given density, the number of particles which can be treated in a calculation defines a clear limitation to the size of the simulation cell. Typical number of particles in the simulation box range between 50 and 100. There are no essential differences in the case of fermion systems with respect to what we have discussed for boson systems so far. There are, however, some technical problems, associated with the calculation of determinants (the model wave function should be antisymmetric) and the manipulation of spin and isospin degrees of freedom. When the interaction and the correlations do not depend on the discrete (spin and isospin) degrees of freedom, the trial wave function can be considered as the product of a Jastrow factor and as many Slater determinants as fermion species, i.e. one corresponding to spin up and the other to spin down. Once a configuration is defined, each determinant is a number and the acceptance criterium for a Metropolis move contains the squared quotient of two determinants times the contributions of the correlation factors. The number of operations involved in the computation of a determinant is proportional to $`A^2`$ as a consequence, moving $`A`$ particles involves $`A^3`$ operations. There is an algorithm, based on the calculation of a determinant by using the matrix of cofactors which reduces the number of operations to $`A^2`$, which is of course important for calculation with larger number of fermions. In the variational method one aims to a minimization of the energy. This implies that one should perform VMC calculations for several variational parameters. This usually requires huge amounts of computing time. Besides, the statistical fluctuations of the results may give an incorrect localization of the minimum. To avoid this problem, a method called reweighting of configurations has been introduced. This method tries to use configurations corresponding to the same importance sampling function to calculate the energy for wave functions which have small changes in their variational parameters . In the nuclear case, the strong state dependence of the interaction and the correlation, produce several complications that limit the application of the method to a small number of nucleons. Actually all the applications with realistic potentials refer to light nuclei and only very recently attempts have been made to study homogeneous systems . For a finite number of nucleons, the trial wave function is a symmetrized product of non-commuting two-body operatorial correlations $`F_2(i,j)`$ (Eq. (98)) times a Slater determinant of single particle functions (Eq. (91)). The trial wave function must be translationally invariant, and the correlation function fulfils this condition automatically . Also the implementation of the translational invariant to the model wave function is rather straightforward in the Monte Carlo method. For instance, if the model function has some dependence on the single particle coordinates $`𝐫_i`$ , one just substitutes that set of coordinates by $`\stackrel{~}{𝐫}_i`$ with $`\stackrel{~}{𝐫}_i=𝐫_i𝐑_{\mathrm{𝐜𝐦}}`$ and $`𝐑_{cm}=1/A𝐫_i`$. The fact that the trial wave function describes a localized bound state, is either reflected in the correlation operator $$F_{ij}(r_{ij})0,r_{ij}\mathrm{}$$ (168) or in the model wave function, by requiring that the model wave function tends to zero when one of the particles is moved far away. For very light nuclei one can take the model function ($`\varphi `$) as a pure spin-isospin function with no spatial dependence, for instance for triton and the <sup>4</sup>He nucleus the following functions have been used $$\varphi (^3H)=𝒜nnp$$ (169) and $$\mathrm{\Phi }(^4He)=𝒜nnpn$$ (170) where $`𝒜`$ is the antisymmetrizer and the up- and down-arrows indicate the spin of the different nucleons. In this case the localization is impose on the correlation functions. One of the problems is that the size of the spin-isospin space of A nucleons increases very rapidly. There are $`N_s=2^A`$ possible spin states ranging from all particles having their spins pointing down to all having their spins pointing up. If one fixes the charge of the system, i.e. the number of protons, then there are $$N_{char}=\frac{A!}{Z!(AZ)!}$$ (171) states in the isospin space with the same total charge. The total dimension is therefore $`N_{dim}=N_s\times N_{char}`$ For instance in the case of the <sup>4</sup>He, $`N_s=12`$ and $`N_{char}=6`$ with $`N_{dim}=96`$. While for the <sup>3</sup>H, $`N_s=8`$ and $`N_{char}=3`$ while $`N_{dim}=24`$. However for the $`{}_{}{}^{16}O`$, $`N_s=65536`$ and $`N_{char}=12870`$ while $`N_{dim}=843448320`$. Each correlation operator $`F_{ij}`$ is a very sparse matrix in the spin-isospin space. In evaluating the expectation value, this matrix acts on a vector in spin-isospin space to produce another vector. For instance the spin-isospin vector corresponding to the model wave function of <sup>4</sup>He (Eq. (170)) has 24 non zero components, as a result of the antisymmetrization. When the correlations act on those initial vectors other states are generated. One can try a straightforward generalization of the VMC methods discussed above by writing $$\mathrm{\Psi }=\underset{p=1}{\overset{M}{}}\mathrm{\Psi }_p$$ (172) where $`\mathrm{\Psi }_p`$ corresponds to the term in $`\mathrm{\Psi }`$ in which the A(A-1)/2 correlation operators $`F_{ij}`$ operate in a specific order labeled by the index $`p`$. The energy expectation value is given by $$E_v=\frac{_{p,q=1}^M\mathrm{\Psi }_p^{}H\mathrm{\Psi }_q𝑑𝐑}{_{p,q=1,M}\mathrm{\Psi }_p^{}\mathrm{\Psi }_q𝑑𝐑}$$ (173) where the spin isospin degrees of freedom are treated explicitly. However, to sample the coordinates using the Metropolis algorithm would still be not practical, because it would be necessary to take into account all the $`(A(A1)/2)^2`$ possible terms, related to the ordering of the correlation operators in each side of the expectation value. Instead, one can sample randomly the coordinates $`𝐑`$ and the order labels $`p`$ and $`q`$ using for the importance sampling function $$W_{pq}(𝐑)=Re[\mathrm{\Psi }_p^{}(𝐑)\mathrm{\Psi }_q(𝐑)$$ (174) where the absolute magnitude is required in order to be sure that the weight function is never less than zero. The statistical error per sample in configuration space is increased by sampling the order of the operators. However, the time saved by evaluating each time only one term in the sum (Eq. (173)) increases the efficiency of the calculation. The way to proceed is the following: From an initial configuration $`X=(𝐑,p\&q)`$ a trial configuration $`X^{}=(𝐑^{},p^{}\&q^{})`$ is generated. The Metropolis condition (167) is now applied to the sampling functions $`W_{pq}(𝐑)`$ and $`W_{p^{}q^{}}(𝐑^{})`$ to see if $`X^{}`$ is accepted or rejected. Special codifications of the action of the operators on the spin-isospin vectors, based on binary representations of those vectors are useful. However, calculations performing the full spin-isospin summations, as the ones just described, are feasible with present computers only up to A=8. To study heavier nuclei one needs to sample also the spin-isospin states in a random walk which takes place in a combined spin, isospin, and coordinate space . The main problem in sampling over spin-isospin states is the increase in the statistical error if the sampling is done blindly. In order to reduce the variance, the spin-isospin states must be treated in a manner similar to that commonly used for the spatial coordinates. In order to devise the proper strategy, we write the expectation value of the hamiltonian as $$E_v=\frac{𝑑𝐑_{a,b}\mathrm{\Psi }_a^{}(𝐑)H_{ab}\mathrm{\Psi }_b(𝐑)}{𝑑𝐑_a\mathrm{\Psi }_a^{}(𝐑)\mathrm{\Psi }_a(𝐑)},$$ (175) in this case $`a`$ and $`b`$ represent spin-isospin states. The basis of spin-isospin states is just the one discussed above, i.e. the states where each nucleon has a definite third component of spin and isospin. The Monte Carlo strategy consists in sampling values of $`𝐑`$ and $`a`$, while explicitly summing over all spin-isospin states $`b`$, for each choice of $`𝐑`$ and $`a`$. The full summation over $`b`$, although it is a lengthy calculation, reduces the statistical error of the calculation significantly, since for the exact wave function $$\underset{b}{}H_{ab}\mathrm{\Psi }_b=E\mathrm{\Psi }_a$$ (176) for each configuration ($`𝐑,a`$). The generalization of the standard Metropolis algorithm in order to sample $`𝐑`$ and $`a`$ in the combined coordinate-spin-isospin space, must allow not only to move the particles in coordinate space but also for changes in the orientation of the spins and isospins of the nucleons. The way to do that is by flipping the third component of the spin and/or by exchanging the spin-isospin of two nucleons, chosen in a random way. Of course these are not the only possibilities but these movements are easy to implement and enough to sample the full spin-isospin space. As before, the proposed move is accepted or rejected according to the ratio of the squares of the wave function evaluated at $`(𝐑,a)`$ and $`(𝐑^{},a^{})`$, as in standard variational Monte Carlo. In this way the Monte Carlo method has been applied to $`{}_{}{}^{16}O`$, to calculate the energy, form factor and charge distribution, using the Reid V6 interaction, i.e. including up to the tensor channels in the general expression of the force (Eqs. (94,95)). Another alternative is to perform a cluster expansion for the non-central correlations while the central correlations and the antisymmetry are treated to all orders. The different terms are exactly evaluated with Monte Carlo techniques. This procedure has allowed to study $`{}_{}{}^{16}O`$ with the full Argonne $`V_{14}`$ two-nucleon interaction, supplemented with the Urbana VII three-nucleon potentials, using a trial wave function which contains pair- and triplet-correlation operators. Not only the binding energy but also other quantities like density distribution, momentum distributions, charge form factors and response functions have been studied . To go beyond VMC one needs to invent an algorithm to generate the exact ground state wave function. These new algorithms are generally called as Quantum Monte Carlo and they try to integrate the many-body Schrödinger equation by means of stochastic procedures. The simplest of these methods is the so called Diffusion Monte Carlo (DMC) which approximates the many-body time dependent Green’s function by calculating the time evolution operator in small time steps. The starting point is to consider the many-body Schrödinger equation in imaginary time, $$\frac{\mathrm{\Psi }(𝐑,t)}{t}=(HE)\mathrm{\Psi }(𝐑,t)$$ (177) The formal solution of Eq. (177) is $$\mathrm{\Psi }(𝐑,t)=\mathrm{exp}\left(\left[HE\right]t\right)\mathrm{\Psi }(𝐑,0)$$ (178) where the propagator $`\mathrm{exp}\left[(HE)t\right]`$ is called Green’s function, and $`E`$ is a convenient energy shift. The imaginary time evolution of an arbitrary starting state $`\mathrm{\Psi }(𝐑,0)`$, once expanded in the basis of stationary states ($`\varphi _i(𝐑)`$) of the hamiltonian, is given by $$\mathrm{\Psi }(𝐑,t)=\underset{i}{}\mathrm{exp}\left(\left[E_iE\right]t\right)c_i\varphi _i(𝐑).$$ (179) The amplitudes of the different states change with time, increasing or decreasing depending on the sign of $`(E_iE)`$. Independently of the value of the energy shift $`E`$, the most important amplitude after a long time will be the one corresponding to the state with the lowest energy $`E_0`$. In other words the DMC method projects out the ground state wave function from the trial wave function using $$\mathrm{\Psi }_0=\underset{t\mathrm{}}{lim}\mathrm{exp}\left[(HE_0)t\right]\mathrm{\Psi }_T,$$ (180) provided that the overlap between the starting trial function and the true ground state is different than zero ($`c_00`$). The eigenvalue $`E_0`$ is exactly calculated during the process. The starting trial wave function is represented by a set of random vectors or walkers $`\left(𝐑_1,𝐑_2,\mathrm{}.𝐑_{Nw}\right)`$ distributed with probability proportional to the trial wave function, in such a form that the time evolution of the wave function is represented by the evolution of the set of walkers. Notice that the quantity interpreted as a probability distribution function is the wave function of the system, and not its squared as in VMC. Along the iteration process, going from a wave function to another wave function, means to change the random numbers representing the wave function. Each walker generates a number of descendants (none, one or more than one) which will finally accommodate to the exact wave function. The method is iterative and the ground state is asymptotically approached. In its simplest form, the DMC is only appropriate to describe the ground state of boson systems. In this case the wave function is positive and can be used as a probability distribution function. In the case of fermions, the ground state wave function is not positive definite, and one should be careful to interpret the wave function as a probability distribution function, giving rise to the so called ”sign problem”. Importance sampling combined with the so called fixed node approximation allows to build a method also in this case. The actual computation of the time evolution is done in small time steps $`\tau `$, by writing the Green’s function as a product over short time intervals $$\mathrm{exp}\left(\left[HE\right]t\right)=\underset{i=1}{\overset{n}{}}\mathrm{exp}\left(\left[HE\right]\tau \right),$$ (181) where $`\tau =t/n`$. These short time propagators are then approximated as the product of free particle propagators and a propagator involving the potential, $$\mathrm{exp}(H\tau )\mathrm{exp}(V\tau )\mathrm{exp}(K\tau )$$ (182) where $`V`$ is the interaction and $`K`$ the kinetic energy operator. Their coordinate representation is rather simple, $$G_K(𝐑^{},𝐑,t)=𝐑^{}\mathrm{exp}Kt𝐑=\frac{1}{(4\pi Dt)^{3A/2}}\mathrm{exp}\left((𝐑^{}𝐑)^2/4Dt\right).$$ (183) Where $`D=\mathrm{}^2/2m`$ is called the diffusion constant. If the potential is local the Green’s function related to the potential is, $$G_V(𝐑^{},𝐑,t)=𝐑^{}\mathrm{exp}(Vt)𝐑=\mathrm{exp}(V(𝐑)t)\delta (𝐑𝐑^{}).$$ (184) The coordinate representation of the total Green function for short times including the energy shift is given by $$G(𝐑^{},𝐑,\tau )=G_K(𝐑^{},𝐑,\tau )exp\left[EV(𝐑)\right]+O(\tau ^2).$$ (185) Using the above expressions, the propagation in coordinate space reads $$𝐑\mathrm{\Psi }(\tau +\delta \tau )=𝑑𝐑^{}𝐑G(\delta \tau )𝐑^{}𝐑^{}\mathrm{\Psi }(\tau ).$$ (186) This integral equation is solved by using Monte Carlo methods to sample the free particle propagator and including branching to take the potential into account, thus allowing for the process of replication of the walkers. The equation is iterated until convergence. In conclusion the scheme is well defined once one has found an appropriate approximation for the short time Green’s function, and a collection of walkers describing the starting state has been chosen. These walkers are evolved in time, obtaining a new collection of walkers. If the number of time steps is large enough the final walkers will represent the ground state wave function. An important improvement is obtained by introducing an importance sampling function to increase the statistical accuracy of the method. The method is well established for systems of bosons interacting through central scalar interactions. For fermions one must deal with the so called sign problem, on which a lot of progress has been achieved in the last years, see . Realistic applications are in the context of quantum liquids to study <sup>4</sup>He and <sup>3</sup>He. In the nuclear case, using realistic interactions there are only applications for a few number of nucleons. Recent calculations are able to arrive up to 7 nucleons, calculating the ground state and low-lying excited states . Also new algorithms are being designed to treat the nuclear or neutron matter case with realistic interactions . ## 3 Effects of Correlations derived from Realistic Interactions ### 3.1 Models for the NN Interaction In our days there is a general agreement between physicists working on this field, that quantum chromo dynamics (QCD) provides the basic theory of the strong interaction. Therefore also the roots of the strong interaction between two nucleons must be hidden in QCD. For nuclear structure calculations, however, one needs to determine the NN interaction at low energies and momenta, a region in which one cannot treat QCD by means of perturbation theory. On the other hand, the system of two interacting nucleons is by far too complicate to be treated by means of lattice QCD calculations. Therefore one has to consider phenomenological models for the NN interaction. Attempts have been made to develop models for the NN interaction, which consider the QCD degrees of freedom, quarks and gluons explicitly. As an example we mention the non-relativistic constituent quark models, which are very successful in describing the properties of baryons. Based on such constituent quark models, so-called quark cluster models have been developed for the NN interaction. These models include the effects of one-gluon-exchange terms and account for the exchange of mesons between the quarks. This exchange of mesons within the quark model is schematically displayed in the left part of Fig. 15. The exchange of a quark-antiquark pair is substituted by the exchange of mesons of various kinds. This interpretation is in line with the arguments of t’Hooft and Witten. They demonstrated that in the low-energy regime, the relevant degrees of freedom of QCD should be well described in terms of a meson theory. This means that also the quark-antiquark exchange processes displayed in that figure should be dominated by the exchange of the collective quark-antiquark modes, i.e. the exchange of mesons. Such constituent quark cluster models are very successful in describing the main features of the baryon-baryon interaction, however, the accuracy of the fits of these interactions to the empirical NN scattering phase shifts is not sufficient to use such interactions based on a quark model for nuclear structure calculations. If one considers the meson degrees of freedom as the most important degrees of freedom for QCD at low energies, it is quite natural to describe the NN interaction in terms of mesons, which are exchanged between nucleons. The internal structure of the nucleons can then be parameterized in terms of meson-nucleon form-factors. Detailed discussions of these meson exchange models have been presented, e.g. in . The basic idea of this meson exchange model dates back to 1935, when Yukawa suggested that a new particle with “intermediate” mass, eventually called a meson, should be responsible for the strong interaction between nucleons. In modern one-meson or one-boson-exchange (OBE) model of the interaction one assumes that the basic NN interaction is described by the exchange of all mesons displayed in the right-hand part of Fig. 15. The diagram of that figure can be interpreted as a Feynman diagram representing the simplest non-trivial contribution to the two-nucleon Green’s function. Such contributions can be evaluated by using essentially the same rules as discussed in subsection 2.3. The basic building blocks for evaluating these contributions are the operators for the meson-nucleon vertices, which are given by $`\mathrm{\Gamma }_\mathrm{s}=`$ $`\sqrt{4\pi }g_\mathrm{s}`$ for a scalar meson, $`\mathrm{\Gamma }_{\mathrm{ps}}=`$ $`i\sqrt{4\pi }g_{\mathrm{ps}}\gamma ^5`$ for a pseudoscalar meson, $`\mathrm{\Gamma }_\mathrm{v}=`$ $`\sqrt{4\pi }\left[g_\mathrm{v}\gamma ^\mu +{\displaystyle \frac{f_\mathrm{v}}{2m}}i\sigma ^{\mu \nu }k_\nu \right]`$ for a vector meson. (187) The $`\gamma ^\mu `$ are the usual matrices using the conventions of Bjorken and Drell, the tensor operator is defined by the commutator $`\sigma ^{\mu \nu }=i[\gamma ^\mu ,\gamma ^\nu ]`$ and $`k_\mu `$ refers to the 4-momentum of the exchanged meson. Matrix elements of these operators have to be calculated between Dirac spinors for plane waves. In the helicity representation these Dirac spinors are given as $$u(\stackrel{}{q},\lambda )=\sqrt{\frac{E_q+m}{2m}}\left(\begin{array}{c}1\\ \frac{2\lambda q}{E_q+m}\end{array}\right)\|\lambda >$$ (188) where $`\lambda `$ refers to the helicity, i.e. the projection of the nucleon spin on the direction of the momentum $`\stackrel{}{q}`$ and $$E_q=\sqrt{\stackrel{}{q}^2+m^2}$$ (189) is the relativistic energy of the free nucleon. Note that the Dirac spinors of Eq. (188) are normalized due to $$\overline{u}(\stackrel{}{q},\lambda )u(\stackrel{}{q},\lambda )=u^{}(\stackrel{}{q},\lambda )\gamma ^0u(\stackrel{}{q},\lambda )=1.$$ (190) Instead of using the pseudoscalar coupling $`\mathrm{\Gamma }_{\mathrm{ps}}`$ in (187) one also often employs the pseudovector coupling $$\mathrm{\Gamma }_{\mathrm{pv}}=i\sqrt{4\pi }\frac{f_{\mathrm{pv}}}{m_{\mathrm{mes}}}\gamma ^\mu \gamma ^5k_\mu .$$ (191) Both couplings yield equivalent results for on-shell nucleons, if one identifies $`m_{\mathrm{mes}}g_{\mathrm{ps}}=2mf_{\mathrm{pv}}`$. For nucleons described by Dirac spinors different from those of a free particle like in (188), however, the pseudovector coupling suppresses the enhancements due to the antiparticle admixture as compared to pseudoscalar coupling. If now one considers the interaction of two nucleons in the center-of-mass frame with momenta $`\stackrel{}{q}`$ and $`\stackrel{}{q}`$ before and the momenta $`\stackrel{}{q^{}}`$ and $`\stackrel{}{q^{}}`$ after the interaction, the matrix element for the exchange of a meson of the kind $`\alpha `$ is given by $$𝒱_\alpha (\stackrel{}{q^{}},\stackrel{}{q})=\left(\overline{u}(q^{})\mathrm{\Gamma }_\alpha u(q)\right)P_\alpha (k)\left(\overline{u}(q^{})\mathrm{\Gamma }_\alpha u(q)\right),$$ (192) with the Dirac spinors $`u`$ as defined in (188). Momentum conservation requires that the 4-momentum of the exchanged meson is $`k=qq^{}`$ and the meson propagators are given by $`P_\mathrm{s}`$ $`=`$ $`{\displaystyle \frac{1}{k^2m_\mathrm{s}^2}}\text{ for scalar and pseudoscalar mesons,}`$ $`P_\mathrm{v}`$ $`=`$ $`{\displaystyle \frac{g_{\mu \nu }+k_\mu k_\nu /m_\mathrm{v}^2}{k^2m_\mathrm{v}^2}}\text{for vector mesons.}`$ (193) A very efficient way for the evaluation of the OBE matrix elements in (192) using the helicity representation for the Dirac spinors has been presented in . The two-particle states can be expanded in terms of eigenstates with respect to the total angular momentum $`J`$. Since the OBE amplitudes are invariant under rotation the angular momentum is a good quantum number and one obtains matrix elements $$\lambda _1^{}\lambda _2^{}q^{}\|𝒱\|\lambda _1\lambda _2q_J=2\pi _0^\pi 𝑑\theta \mathrm{sin}\theta d_{\lambda \lambda ^{}}^J(\theta )\lambda _1^{}\lambda _2^{}𝐪^{}\|𝒱\|\lambda _1\lambda _2𝐪,$$ (194) where $`\lambda _i`$ denotes the helicity of nucleon $`i`$, $`\theta `$ is the angle between the momenta $`\stackrel{}{q}`$ and $`\stackrel{}{q^{}}`$, and the $`d_{\lambda \lambda ^{}}^J`$ are the reduced rotation matrices with $`\lambda =\lambda _1\lambda _2`$ and $`\lambda ^{}=\lambda _1^{}\lambda _2^{}`$. Inspection of the symmetries for the matrix elements in (194) shows that there are six independent matrix elements between the various helicity states for each $`J`$. These matrix elements in the helicity representation can easily be transformed into the conventional basis of partial waves for two nucleons $$\|\lambda _1\lambda _2q_J\|^{2S+1}L_Jq,$$ (195) where $`S`$ identifies the total spin of the nucleons, $`L`$ is the orbital angular momentum of the relative motion, which is usually labeled by the letter $`S`$, $`P`$, $`D\mathrm{}`$ for $`L=0,1,2\mathrm{}`$, and $`J=L+S`$ is the total angular momentum. The Pauli principle for the interacting nucleons requires that the total isospin $`T_{\mathrm{iso}}`$ is related to these quantum numbers by the requirement that the sum $`L+S+T_{\mathrm{iso}}`$ is an odd number. As discussed before, one can account for the composite structure of the mesons and baryons by introducing form factors. This means that one may consider the coupling constants in (187) not as universal constants but as depending on the 4-momenta of the interacting hadrons. A simple choice for such a form factor, which is commonly used, is to assume that it depends only on the momentum transfer $`k`$, the momentum of the meson, and takes the form $$g_\alpha (k)=g_\alpha \left(\frac{\mathrm{\Lambda }_\alpha ^2m_\alpha ^2}{\mathrm{\Lambda }_\alpha ^2k^2}\right)^\nu ,$$ (196) with a cut-off parameter $`\mathrm{\Lambda }`$ and an exponent $`\nu `$, which is 1 for the so-called monopole form factor. The operators defining the meson nucleon vertices in (187) as well as the meson propagators in (193) refer to a relativistic description. This means that the two-body amplitudes which we have defined so far should be considered as an irreducible interaction kernel $`𝒱`$ to be used in a relativistic equation like Bethe-Salpeter equation, which can schematically be written $$𝒯_{\mathrm{BS}}(q^{},q;P)=𝒱(q^{},q;P)+d^4k\frac{i}{(2\pi )^4}𝒱(q^{},k;P)𝒢_{\mathrm{BS}}(k;P)𝒯_{\mathrm{BS}}(k,q;P).$$ (197) Note that this is an integral equation in the 4-dimensional space of momentum vectors. The momenta of the interacting nucleons are defined in terms of the center-of-mass momentum $`P`$, which is conserved, and the relative momenta $`q,q^{}`$, and $`k`$ in such a way that the momenta of the particles are, e.g., $`p_i=1/2P\pm k`$. In the center of mass frame the total momentum $`P`$ has a time like component, which is identical to the total energy $`\sqrt{s}`$, with $`s`$ referring to the corresponding Mandelstam variable (see e.g. ), whereas the space component of $`P`$ is equal to zero. The uncorrelated two-particle Green’s function $`𝒢_{\mathrm{BS}}`$ occurring in (197) can be written as a product of relativistic single-particle Green’s functions $$𝒢_{\mathrm{BS}}(k;P)=\left(\frac{1}{\frac{1}{2}P/+k/m+i\eta }\right)^{(1)}\left(\frac{1}{\frac{1}{2}P/k/m+i\eta }\right)^{(2)},$$ (198) where the superscript $`(1)`$ or $`(2)`$ refers to the corresponding nucleon. It is common practice to ignore the propagation of the solutions of negative energy and furthermore reduce the 4-dimensional Bethe–Salpeter equation (197) to an integral equation in three dimensions by fixing the time component of $`k`$ in a covariant way. One of the possible choices is the approach suggested by : $$𝒢_{\mathrm{BBS}}(k;P)=\delta (k_0)\frac{i}{2\pi }\frac{m^2}{E_k}\frac{\mathrm{\Lambda }^{+(1)}(k)\mathrm{\Lambda }^{+(2)}(k)}{\frac{1}{4}sE_k^2+i\eta },$$ (199) with $`\mathrm{\Lambda }^{+(i)}`$ referring to the projector on Dirac states with positive energy for particle $`i`$ $`\mathrm{\Lambda }^{+(i)}(k)`$ $`=`$ $`\left({\displaystyle \frac{\gamma ^0E_k\stackrel{}{\gamma }\stackrel{}{k}+m}{2m}}\right)^{(i)}`$ (200) $`=`$ $`{\displaystyle \underset{\lambda _i}{}}\|u(\stackrel{}{k},\lambda _i)><\overline{u}(\stackrel{}{k},\lambda _i)\|`$ with $`u`$ the Dirac spinors of (188). The assumption of the Blankenbecler–Sugar propagator, that the time-like component $`k_0`$ vanishes, means that for the propagation of the intermediate states both nucleons are considered to be off-shell by the same amount and the irreducible interaction terms do not transfer energy between the interacting nucleons. This implies that no energy transfer should be assumed for the meson propagators if one considers the contributions of OBE in the Blankenbecler–Sugar approximation. Replacing the Bethe–Salpeter propagator $`𝒢_{\mathrm{BS}}`$ in (197) by the Blankenbecler–Sugar approximation one obtains $`𝒯(q^{},q)`$ $`=`$ $`𝒱(q^{},q)+{\displaystyle \frac{d^3k}{(2\pi )^3}𝒱(q^{},k)\frac{m^2}{E_k}\frac{\mathrm{\Lambda }^{+(1)}(k)\mathrm{\Lambda }^{+(2)}(k)}{q^2k^2+i\eta }𝒯(k,q)},`$ (201) where we have replaced $`s`$ by $`4E_q^2`$, using $`E_q=\sqrt{q^2+m^2}`$. Assuming that the matrix elements of $`𝒱`$ are calculated between spinors, which correspond to the solution of the Dirac equation with positive energy (to account for the projectors $`\mathrm{\Lambda }^+`$), we may define $`V(𝐪^{},𝐪)`$ $`=`$ $`\sqrt{{\displaystyle \frac{m}{E_q^{}}}}𝒱(q^{},q;P)\sqrt{{\displaystyle \frac{m}{E_q}}},`$ $`T_{\mathrm{scat}}(𝐪^{},𝐪)`$ $`=`$ $`\sqrt{{\displaystyle \frac{m}{E_q^{}}}}𝒯(q^{},q;P)\sqrt{{\displaystyle \frac{m}{E_q}}}.`$ (202) This allows us to rewrite the Blankenbecler–Sugar equation (201) as $$T_{\mathrm{scat}}(\stackrel{}{q}^{},\stackrel{}{q})=V(\stackrel{}{q}^{},\stackrel{}{q})+\frac{d^3k}{(2\pi )^3}V(\stackrel{}{q}^{},\stackrel{}{k})\frac{m}{q^2k^2+i\eta }T_{\mathrm{scat}}(\stackrel{}{k},\stackrel{}{q}),$$ (203) which has the form of the non-relativistic Lippmann–Schwinger equation (2) for the scattering $`T_{\mathrm{scat}}`$ matrix. This means that if we evaluate the relativistic matrix elements of $`𝒱`$ and apply the so-called “minimal relativity” factors of (202), the (relativistic) Blankenbecler–Sugar equation (201) becomes identical to the non-relativistic scattering equation. The states of this scattering equation can be rewritten in the usual partial-wave basis and the integral (203) can be solved with the techniques as described by . Alternatives to the Blankenbecler–Sugar approach to reduce the Bethe–Salpeter equation to a three-dimensional integral equation have been developed. As examples we mention the approaches introduced by Kadychevsky, Gross, Thompson, Schierholz, and Erkelenz. A detailed discussion of the various approaches has been presented by Brown and Jackson. With the OBE ansatz one can now solve the Blankenbecler–Sugar or a corresponding scattering equation and adjust the parameter of the OBE model to reproduce the empirical NN scattering phase shifts as well as binding energy and other observables for the deuteron. Typical sets of parameters resulting from such fits are listed in table 1. Some of the OBE parameters, such as the masses of the $`\pi `$, $`\eta `$, $`\rho `$, $`\omega `$, and $`\delta `$ mesons, are not free parameters but are taken from the mass table . Other parameters, such as the cut-off parameters $`\mathrm{\Lambda }`$ and the contributions from $`\eta `$ and $`\delta `$ exchange, do not effect the fit very much but are used as a fine tuning. The coupling constant for the $`\pi `$ is very well constrained by the $`\pi N`$ scattering data. Also the coupling constants for the $`\rho `$ meson, in particular the large tensor coupling $`f_\rho `$ are deduced from a dispersion analysis of $`\pi N`$ data in . As we will see below, this strong coupling for the $`\rho `$ is of some significance for the nuclear structure calculation. A non-relativistic reduction for the $`\rho `$ exchange, similar to the one performed for the $`\pi `$ in the preceding subsection, yields a tensor component for the NN interaction with a sign opposite to the one deduced from one-pion-exchange in (207). Therefore a strong $`\rho `$ exchange reduces the tensor force originating from the $`\pi `$ exchange significantly. The $`\omega `$ coupling constant used in the OBE potential displayed here but also in other realistic OBE models is rather large. A simple quark model with SU$`(3)`$ flavor predicts the $`\omega `$ coupling to be nine times as large as that for the corresponding isovector vector meson, the $`\rho `$. The strong $`\omega `$ exchange contribution, however, is required to obtain sufficient repulsion for the NN interaction at short distances. A possible reason for this discrepancy may be that the $`\omega `$ exchange in the OBE model contains an effective parameterization of short-range repulsion originating from quark effects. Another explanation would be that this strong $`\omega `$ exchange simulates also repulsive $`\pi \rho `$ exchange terms with intermediate isobar excitations (see also discussion below). The only part of the OBE model, that has a purely phenomenological origin is the $`\sigma `$ exchange, which describes the medium-range attraction of the NN interaction. This exchange of the scalar $`\sigma `$ meson is used to describe various two-$`\pi `$ exchange processes, which are irreducible with respect to intermediate NN states and therefore not accounted for by summing ladder diagrams of one-pion-exchange in the Lippmann-Schwinger equation. Such two-$`\pi `$ exchange processes can be studied in a systematic way by means of dispersion relations using experimental information from $`\pi `$N scattering processes. Such studies of the medium-range attraction employing dispersion relations have been performed e.g. by Vinh Mau and collaborators and the group in Stony Brook. They are the basis of the medium range attraction, which is used in the so-called Paris potential. Another way to determine the effects of these irreducible two-$`\pi `$ exchange processes is to evaluate such contributions explicitly. A rather important contribution of this kind are the processes displayed in Fig. 16, in which the interacting nucleons are excited to intermediate $`N\mathrm{\Delta }`$ or $`\mathrm{\Delta }\mathrm{\Delta }`$ excitations (with $`\mathrm{\Delta }`$ representing the isobar excitation of the nucleon at 1232 MeV with spin and isospin 3/2). Since the $`N\mathrm{\Delta }`$ excitation requires a change of the spin and isospin of the baryon, such excitations could only be formed by the exchange of non-scalar, isovector mesons like the $`\pi `$ and $`\rho `$ meson. The dominant contribution will be the iterated two-$`\pi `$ exchange which yields attraction. In a simple OBE model this attraction would be described in terms of $`\sigma `$ meson exchange. Note that in $`NN`$ channels with isospin $`T=0`$ only $`\mathrm{\Delta }\mathrm{\Delta }`$ intermediate states can be reached because of isospin conservation. In $`T=1`$ channels one obtains contributions from intermediate $`N\mathrm{\Delta }`$ and $`\mathrm{\Delta }\mathrm{\Delta }`$ states. This is a plausible explanation for the feature that the masses of the $`\sigma `$ mesons listed in table 1 are larger for $`T=0`$ than for $`T=1`$. Corresponding terms with $`\pi `$ and $`\rho `$ exchange are repulsive and of shorter range. They might be simulated by a strong $`\omega `$ exchange as discussed above. During the past few years, considerable progress has been made in constructing realistic models for the NN interaction. In 1993, the Nijmegen group published a new phase-shift analysis including selected proton-proton and proton-neutron scattering data below a laboratory energy of 350 MeV with a $`\chi ^2`$ per datum of 0.99 for 4301 data. Based on these data charge-dependent $`NN`$ potentials have been constructed by the Nijmegen group, the Argonne group (Argonne $`V_{18}`$) and Machleidt et al. (CD-Bonn) which reproduce the $`NN`$ data with a $`\chi ^2`$ of 1.03, 1.09 and 1.03, respectively. In order to achieve fits with such a high accuracy one has to go beyond the OBE ansatz discussed so far. Machleidt et al. obtain such an accurate fit in the so called CD-Bonn potential by adjusting the parameters of the $`\sigma `$ meson exchange in each partial wave, separately. One may say that these charge-dependent $`NN`$ interactions are essentially phase-shift equivalent, the on-shell matrix elements of the NN transition matrix $`T`$ are almost identical. This does, however, not imply that the models for the NN interaction underlying these descriptions are identical. Moreover, the off-shell properties of each potential may be rather different. All models for the NN interaction $`V`$ include a one-pion exchange (OPE) term, using essentially the same $`\pi NN`$ coupling constant. However, even this long range part of the NN interaction, which is believed to be well understood, is treated quite differently in these models. The CD-Bonn potential is based on the relativistic meson field theory, which has been outlined above. Including the “minimal relativity” factors of (202) one obtains an expression for the One-Pion-Exchange contribution to the NN interaction of two nucleons in the $`{}_{}{}^{3}S_{1}^{}`$ channel, in plane wave states with momenta $`k`$ and $`k^{}`$ for the initial and final state, respectively, which is of the form $$<k^{}\|V_{SS}^\pi \|k>=\frac{g_\pi ^2}{4\pi }\frac{1}{2\pi m^2}\sqrt{\frac{m^2}{E_kE_k^{}}}_1^1d\mathrm{cos}\theta \left(\frac{\mathrm{\Lambda }^2m_\pi ^2}{\mathrm{\Lambda }^2+q^2}\right)^2\frac{k^{}k\mathrm{cos}\theta (E_kE_k^{}m^2)}{q^2+m_\pi ^2},$$ (204) where $`q^2`$ denotes the momentum transfer, $$q^2=(\stackrel{}{k}\stackrel{}{k}^{})^2=k^2+k_{}^{}{}_{}{}^{2}2kk^{}\mathrm{cos}\theta .$$ (205) Note that the expression (204) contains a dependence on the momenta $`k`$ and $`k^{}`$, which cannot be reduced to a dependence on the momentum transfer. This demonstrates that this expression for the One-Pion-Exchange yields a non-local interaction. Results for such matrix elements as a function of $`k`$, keeping $`k^{}`$ = 95 MeV/c fixed, are displayed in Fig. 17. If now we introduce in (204) the nonrelativistic approximation for $$E_kE_k^{}m^2\frac{1}{2}k^2+\frac{1}{2}k_{}^{}{}_{}{}^{2},$$ (206) ignore the form-factor $`(\mathrm{\Lambda }^2m_\pi ^2)/(\mathrm{\Lambda }^2+q^2)`$ and the “minimal relativity” factors, we obtain $$k^{}\|V_{SS}^\pi \|k_{\text{local}}=\frac{g_\pi ^2}{4\pi }\frac{1}{2\pi M^2}_1^1d\mathrm{cos}\theta \left(\frac{m_\pi ^2}{2(q^2+m_\pi ^2)}\frac{1}{2}\right).$$ (207) This can be viewed as the local approximation to the OPE since the matrix element depends on the momentum transfer $`q^2`$, only. It can easily be transformed into the configuration-space representation, resulting in a Yukawa term plus a $`\delta `$ function, which originates from the Fourier transform of the constant $`1/2`$ in Eq. (207). The various steps leading to this result are shown in Fig. 17. It is obvious from this figure that all of the steps leading to the local expression (207) are not really justified for momenta $`k`$ around and above 200 MeV, a region of relative momenta which is of importance in the deuteron wave function. This is true for the matrix elements $`V_{SS}`$ as well as $`V_{SD}`$. Potentials like the Argonne but also the Nijmegen potentials contain the OPE contribution in the local approximation regularizing the limit of small $`r`$. In the case of the Argonne potentials the regularization is made in terms of a Gaussian function. It is remarkable that this regularization leads to matrix elements in the $`SD`$-channel which are close to those derived from the relativistic expression of the Bonn potential. This is not the case in the $`SS`$ channel, where the removal of the $`\delta `$ function term is very significant. This comparison of the various approximations to the OPE part of the NN interaction demonstrates that even this long range part of the NN interaction is by no means settled. The local approximation and the regularization by form factors have a significant effect. The description of the short-range part is also different in these models. The NN potential Nijm-II is a purely local potential in the sense that it uses the local form of the OPE potential for the long-range part and parameterizes the contributions of medium and short-range in terms of local functions (depending only on the relative displacement between the two interacting nucleons) multiplied by a set of spin-isospin operators. The same is true for the Argonne $`V_{18}`$ potential . The NN potential denoted by Nijm-I uses also the local form of OPE but includes a $`𝐩^\mathrm{𝟐}`$ term in the medium- and short-range central-force (see Eq. (13) of Ref. ) which may be interpreted as a non-local contribution to the central force. The CD-Bonn potential is based consistently upon relativistic meson field theory . Meson-exchange Feynman diagrams are typically nonlocal expressions that are represented in momentum-space in analytic form. It has been shown that ignoring the non-localities in the OPE part leads to a larger tensor component in the bare potential. By construction, all realistic NN potentials reproduce the experimental value for the energy of the deuteron of –2.224 MeV. However, the various contributions to the total deuteron energy originating from kinetic energy and potential energy in the $`{}_{}{}^{3}S_{1}^{}`$ and $`{}_{}{}^{3}D_{1}^{}`$ partial waves of relative motion, $`E`$ $`=`$ $`\mathrm{\Psi }_S\|T\|\mathrm{\Psi }_S+\mathrm{\Psi }_D\|T\|\mathrm{\Psi }_D+\mathrm{\Psi }_S\|V\|\mathrm{\Psi }_S+\mathrm{\Psi }_D\|V\|\mathrm{\Psi }_D+2\mathrm{\Psi }_S\|V\|\mathrm{\Psi }_D`$ (208) $`=`$ $`T_S+T_D+V_{SS}+V_{DD}+V_{SD},`$ exhibit quite different results. This can be seen from the numbers listed in Table 2. In this table, we display the various contributions to the deuteron binding energy employing the four potentials introduced above. The kinetic energies are significantly larger for the local potentials $`V_{18}`$ and Nijm II than for the two interaction models CD-Bonn and Nijm I which contain non-local terms. The corresponding differences in the $`S`$-wave functions can be seen in Fig. 18. The local potentials yield a stronger suppression of the $`{}_{}{}^{3}S_{1}^{}`$ wave function for small relative distances. This reflects stronger repulsive short-range components of the local interactions. These stronger short-range components are accompanied by larger high momentum components in the momentum distribution, which yields larger kinetic energies. Comparing the contributions to the potential energy, displayed in Table 2, one finds large differences particularly for the tensor contribution $`V_{SD}`$. The dominant part of this tensor contribution should originate from the tensor component of the one-pion-exchange potential which we discussed above. Although the modern NN potentials yield essentially the same NN scattering phase shifts and the same binding energy for the deuteron, there are significant differences in the contributions to both the kinetic and potential energy of the deuteron in the various partial waves. Speaking in general terms, these differences can be traced back to off-shell differences between the potentials. In particular it is the inclusion of non-local contributions in the long-range ($`\pi `$ exchange) as well as short-range part of the NN interaction, which is responsible for these differences. While the definition of a realistic two-body interaction between nucleons is a rather well defined subject with only little differences between the various models, the situation is much less clear for three-body and other many-body forces. As an example let us consider the process displayed in Fig. 19a) with one of the three nucleons being excited to the $`\mathrm{\Delta }`$ resonance in the intermediate state. In a many-body theory which does not consider isobar degrees of freedom explicitly, this process should be included as two-meson exchange three-nucleon interaction. If one calculates the expectation value of this three-nucleon force with the uncorrelated ground state of the hole line expansion, the Goldstone diagrams displayed in Fig. 19b) and c) occur. For a nuclear system with total isospin $`T=0`$ the contribution in b) vanishes since it represents a $`\mathrm{\Delta }`$ \- hole (isospin T=1 or 2) admixture to the ground state. The diagram of Fig. 19c) is closely related to the ground state expectation value of the two-body interaction term shown in Fig. 16a). Fig. 19c corresponds to a correction of that two-body diagram which is due to the fact that the intermediate nucleon states below the Fermi level are blocked by the Pauli principle. Such corrections have been included in nuclear structure calculations, which employed NN interactions of the sort shown in Fig. 16. This demonstrates the model dependence of such three-nucleon terms. The models for the three-nucleon interactions which are frequently used in nuclear many-body calculations are based on rather phenomenological grounds. Typically they include a local parameterization of the two-pion exchange terms with intermediate $`\mathrm{\Delta }`$ excitations of the form $$V_{ijk}=A_{2\pi }\underset{cycl}{}\left(\{X_{ij},X_{ik}\}\{\stackrel{}{\tau }_i\stackrel{}{\tau }_j,\stackrel{}{\tau }_i\stackrel{}{\tau }_k\}+\frac{1}{4}[X_{ij},X_{ik}][\stackrel{}{\tau }_i\stackrel{}{\tau }_j,\stackrel{}{\tau }_i\stackrel{}{\tau }_k]\right)$$ (209) where $$X_{ij}=\frac{e^{m_\pi r_{ij}}}{m_\pi r_{ij}}\stackrel{}{\sigma }_i\stackrel{}{\sigma }_j+\frac{e^{m_\pi r_{ij}}}{m_\pi r_{ij}}\left[1+\frac{3}{m_\pi r_{ij}}+\frac{3}{(m_\pi r_{ij})^2}\right]S_{ij}$$ (210) and the symbols $`[,]`$ and $`\{,\}`$ denote commutator and anti-commutator, respectively. Furthermore one introduces a repulsive short range term. The parameters are then adjusted to obtain a good fit to the binding energies of few-body nuclei and nuclear matter. Various three-body forces, labeled e.g. UVII, UIX etc. have been introduced in this way by the Urbana group. ### 3.2 Ground state Properties of Nuclear Matter and Finite Nuclei In the first part of this section we would like to discuss the convergence of the many-body approaches and compare results for nuclear matter as obtained from various calculation schemes presented in section 2. The convergence of the hole-line expansion for nuclear matter has been investigated during the last few years in particular by the group in Catania. Continuing the earlier work of Day they investigated the effects of the three-hole-line contributions for various choices of the auxiliary potential $`U`$ (see Eq. 11). In particular they considered the standard or conventional choice, which assumes a single-particle potential $`U=0`$ for single-particle states above the Fermi level, and the so-called “continuous choice”, which has been advocated by the Liege group. This continuous choice supplements the definition of the auxiliary potential of the hole states in Eq. (11) with a corresponding definition (real part of the BHF self-energy) also for the particle states with momenta above the Fermi momentum, $`k>k_F`$. In this way one does not have any gap in the single-particle spectrum at $`k=k_F`$. Fig. 20 shows the results of BHF calculations for the Argonne $`V_{14}`$ interaction, assuming the standard choice (labeled BHF-s for standard) and the continuous choice (BHF-g) for the auxiliary potential. At $`k_F=1.4`$ fm<sup>-1</sup>, which corresponds to a density close to the empirical saturation density, the standard choice yields an energy of $`10.9`$ MeV per nucleon while the continuous choice leads to $`17.1`$ MeV. At first sight this dependence on the auxiliary potential, a difference of 6 MeV seems very large. One should keep in mind, however, that a Hartree-Fock calculation at the same density for the same interaction yields +41.8 MeV per nucleon. This means that the inclusion of two-hole line contributions yields an attractive contribution of 52.7 MeV and 58.9 MeV for the standard and continuous choice, respectively. This means that the uncertainty, how to choose the auxiliary potential, leads to a 10 percent effect in this two-hole line contribution. Looking at the Bethe-Goldstone equation (7) it is easy to understand that the continuous choice leads to more binding energy. The absolute values for the attractive energy denominators in the Bethe-Goldstone equation, which correspond to the excitation energies of two-particle two-hole excitations are smaller if one accounts for an attractive single-particle potential also in the case of the particle states. This enhances the effects of correlations, leading to more attractive matrix elements for the G-matrix, and provides more binding energy. The Catania group also evaluated the three-hole line contributions to the energy of nuclear matter for both choices of the auxiliary potential $`U`$. Results of such calculations, including the sum of all Bethe-Fadeev ladders, are displayed by symbols in Fig. 20. The contributions of the three-hole line terms are -3.1 MeV and +1.9 MeV per nucleon at $`k_F`$ = 1.4 fm<sup>-1</sup> for the standard and continuous choice, respectively. This is about a factor 20 smaller than the two-hole line contributions discussed above. This indicates a very good convergence of the hole line expansion for nuclear matter around saturation density. This conclusion is supported by the fact that the results are rather independent on the choice of the auxiliary potential $`U`$ after the effects of three-hole lines are included. Differences can be observed only for densities, which correspond to $`k_F`$ around 1.7 fm<sup>-1</sup> and larger. At those higher densities the effects of four-hole line and higher order terms may get important. Also it is worth noting that the BHF results using the continuous choice are closer to the results with inclusion of three-hole line terms. How do such results obtained from the hole line expansion compare with those derived from variational calculations? In order to discuss this question we consider as a first step again the results obtained for the Argonne $`V_{14}`$ interaction at a density of 0.185 fm<sup>-3</sup>, which corresponds to a Fermi momentum $`k_F`$ of 1.4 fm<sup>-1</sup>. As we have seen from the discussion above, the hole-line expansion yields -15. to -15.2 MeV per nucleon if the effects of three-hole line contributions are taken into account. The variational calculation of Wiringa et al. predict an upper bound of -13.4 MeV using the FHNC/SOC approximation at this density. The perturbative corrections within the framework of the CBF theory (see Eq. (143) and subsequent discussion) may provide another -1.5 to -2 MeV so that these very different approaches yield very similar results. In comparing such numbers one must keep in mind that the results of both approaches should be considered with a kind of “error bar”. This error bar should account for conceptual problems: On one side we do not know about the effects of higher order terms in the hole line expansion, on the other side we don’t know about the relevance of e.g. elementary diagrams left out in the FHNC/SOC approach. However one should also be aware of uncertainties which are due to technical problems. For example, in performing self-consistent BHF calculations one typically solves the Bethe-Goldstone equation assuming an angle-averaged approximation for the Pauli operator. Recent investigations show that an exact treatment of the Pauli operator may can modify the calculated energy up to around 0.5 MeV per nucleon. Also details of the parameterization of the single-particle energies can lead to differences of this order of magnitude. Uncertainties due to technical reasons must also be considered for the variational calculations. As an example we mention the restriction to a specific variational ansatz for the wave function. As an indication for uncertainties of variational calculations we mention the calculation of the kinetic energy. The kinetic energy can be calculated using different expression. If all many-body clusters are calculated completely these expressions yield the same results. So the difference in energies obtained using the so-called Jackson-Feenberg and the Pandharipande-Bethe expression is a measure of the error. This estimates yields error-bars of the order of 1 MeV per nucleon at densities around 0.16 fm<sup>-1</sup>, the empirical saturation density of nuclear matter. A comparison between the energies for nuclear matter and neutrons at various densities calculated in the framework of the variational approach and the BHF approximation is displayed in Fig. 21. For both calculations the charge-dependent version of the Argonne potential , $`V_{18}`$ has been used. One finds a rather good agreement between the two approaches at densities up to 0.6 fm<sup>-3</sup>, which is about 4 times the saturation density of nuclear matter. The predictions of the two approaches deviate from each other at higher densities. This differences at higher densities are to be expected since the convergence of the hole-line expansion should be good at low densities only. Also the variational approach should be less accurate at high densities, genuine n-body correlations should become important. The comparison also shows, however, that quite reliable estimates for the equation of state for symmetric nuclear matter as well as asymmetric nuclear systems can be deduced from such microscopic many-body calculations up to the densities shown in Fig. 21. While the techniques developed for the variational calculations impose a restriction to the NN interaction to local potentials, more general interactions can be considered in the Brueckner hole-line approximation. Therefore in comparing the features in the predictions derived for various two-body interactions we will restrict ourselves to the discussion of results obtained within the framework of BHF. Results for the saturation points of nuclear matter, i.e. the minima of the energy per nucleon versus density curves, are displayed in Fig. 22. The results presented include predictions from rather old versions of the NN interaction like the Reid soft-core potential (E/A=-10.3 MeV, $`k_F`$=1.4 fm<sup>-1</sup>), but also modern versions like the charge-dependent Bonn potential (E/A=-19.7 MeV, $`k_F`$=1.68 fm<sup>-1</sup>) and Argonne $`V_{18}`$ (E/A=-16.8 MeV, $`k_F`$=1.59 fm<sup>-1</sup>). All these saturation points form a band, the well known Coester band, an observation which has been made already in 1970: Some interactions, like the Reid soft-core, produce a minimum around the empirical saturation density, $`k_F=1.36`$, but predict an energy of only -10 to -11 MeV per nucleon, which is too small as compared to the value -16 MeV taken from the volume term of the empirical mass formula. Other interactions predict an energy, which is close to the empirical value but saturate at a density, which is around 60 percent too high (or even higher). Traditionally, the saturation properties of the different interactions have been related to the $`d`$-state probability in the deuteron predicted by this interaction using the following argument: All interactions produce essentially the same phase-shifts for NN scattering, i.e. they yield the same $`T`$-matrix. One may distinguish “soft” interactions, in which the attraction of $`T`$ originates predominantly from the bare potential $`V`$. The attractive terms of higher order, reflecting the importance of correlations are of little importance. Such soft interactions show a small amount of correlations, which is connected to a small $`d`$-state probability, a direct indication for weak tensor correlations. The key-quantity of the BHF approximation is the $`G`$-matrix, which as we have discussed already in section 2.1, corresponds to the $`T`$-matrix except that the terms of higher order in $`V`$ are quenched because of the Pauli operator and dispersive corrections (the absolute values of the energy denominator are larger in the Bethe-Goldstone equation for the nuclear medium than in the Lippmann-Schwinger equation). For a “soft” interaction this quenching of the attraction in the higher order terms shows only a little effect: the $`G`$-matrix is almost as attractive as $`T`$ therefore one obtains large binding energies at large densities. In contrast, a “stiff” interaction produces more correlations, the attractive contributions of the higher order terms in $`T`$ are more important, the quenching mechanism is more important and one obtains saturation points for nuclear matter at smaller densities and smaller energies. In order to explore these saturation features a little bit more in detail, we will focus our attention to those NN interactions which have recently been fitted with high precision to NN scattering phase shifts as we already discussed in the preceeding section. In particular we would like to explore the contributions of various components of these interactions to the calculated binding energy. The BHF approach yields the total energy of the system including effects of correlations. Since, however, it does not provide the correlated many-body wave function, one does not obtain any information about e.g. the expectation value for the kinetic energy using this correlated many-body state. To obtain such information one can use the Hellmann-Feynman theorem, which may be formulated as follows: Assume that one splits the total hamiltonian into $$H=H_0+\mathrm{\Delta }V$$ (211) and defines a hamiltonian depending on a parameter $`\lambda `$ by $$H(\lambda )=H_0+\lambda \mathrm{\Delta }V.$$ (212) If $`E_\lambda `$ defines the eigenvalue of $$H(\lambda )\|\mathrm{\Psi }_\lambda >=E_\lambda \|\mathrm{\Psi }_\lambda >$$ (213) the expectation value of $`\mathrm{\Delta }V`$ calculated for the eigenstates of the original hamiltonian $`H=H(1)`$ is given as $$<\mathrm{\Psi }\|\mathrm{\Delta }V\|\mathrm{\Psi }>=\frac{E_\lambda }{\lambda }\|_{\lambda =1}.$$ (214) The BHF approximation can be used to evaluate the energies $`E_\lambda `$, which also leads to the expectation value $`<\mathrm{\Psi }\|\mathrm{\Delta }V\|\mathrm{\Psi }>`$ employing this Eq. (214). In the present work we are going to apply the Hellmann-Feynman theorem to determine the expectation value of the kinetic energy and of the one-pion-exchange term $`\mathrm{\Delta }V=V_\pi `$ contained in the different interactions. First differences in the prediction of nuclear properties obtained from the modern interactions are displayed in table 3 which contains various expectation values calculated for nuclear matter at the empirical saturation density, which corresponds to a Fermi momentum $`k_F`$ of 1.36 fm<sup>-1</sup>. The most striking indication for the importance of nuclear correlations beyond the mean field approximation may be obtained from the comparison of the energy per nucleon calculated in the mean-field or Hartree-Fock (HF) approximation. All energies per nucleon calculated in the (HF) approximation are positive. therefore far away from the empirical value of -16 MeV. Only after inclusion of NN correlations in the BHF approximation results are obtained which are close to the experiment. While the HF energies range from 4.6 MeV in the case of CDBonn to 36.9 MeV for Nijm2, rather similar results are obtained in the BHF approximations. This demonstrates that the effect of correlations is quite different for the different interactions considered. However it is worth noting that all these modern interactions are much “softer” than e.g. the old Reid soft-core potential in the sense that the HF result obtained for the Reid potential (176 MeV) is much more repulsive. Another measure for the correlations is the enhancement of the kinetic energy calculated for the correlated wave function as compared to the mean field result which is identical to $`T_{FG}`$, the energy per particle of the free Fermi gas. At the empirical density this value for $`T_{FG}`$ is 23 MeV per nucleon. One finds that correlations yield an enhancement for this by a factor which ranges from 1.57 in the case of CDBonn to 2.09 for Nijm1. It is remarkable that the effects of correlations, measured in terms of the enhancement of the kinetic energy or looking at the difference between the HF and BHF energies, are significantly smaller for the interactions CDBonn and Nijm1, which contain non-local terms. The non-local interactions tend to be “softer” in the sense discussed above and therefore lead to more binding energy in nuclear matter. The table 3 also lists the expectation value for the pion-exchange contribution $`V_\pi `$ to the two-body interaction. Here one should note that the expectation value of $`V_\pi `$ calculated in the HF approximation is about 15 MeV almost independent of the interaction considered. So it is repulsive and completely due to the Fock exchange term. If, however, the expectation value for $`V_\pi `$ is evaluated for the correlated wave function, one obtains rather attractive contributions ranging from -22.30 MeV per nucleon (CDBonn) to -40.35 MeV (ArV18). This expectation value is correlated to the strength of the tensor force or the D-state probability $`P_D`$ calculated for the deuteron (see table 3 as well). Interactions with larger $`P_D`$, like the $`ArV18`$, yield larger values for $`<V_\pi >`$. For a further support of this argument we also give the results for three different version of charge-independent Bonn potentials A, B and C, defined in . All this demonstrates that pionic and tensor correlations are very important to describe the binding properties of nuclei. In fact, the gain in binding energy due to correlations from $`V_\pi `$ alone is almost sufficient to explain the difference between the HF and BHF energies. The importance of pionic correlations has been emphasized by Akmal and Pandharipande. They observe an enhancement of the pionic correlations in FHNC calculations for nuclear matter at high densities and interprete this change in the wavefunction as an indicator for a phase transition to pion condensation. We do not intend to go into a detailed discussion of pion condensation, but simply show the expectation values for $`<V_\pi >`$ as a function of density in Fig. 23. Indeed one finds a smooth enhancement of this expectation value with density if one considers the local representation of the $`\pi `$-exchange as contained in the Argonne $`V_{18}`$ interaction. It may be questionable if this should be called an indication for a phase transition. Quite a different behavior is obtained if the non-local components are taken into account as they appear e.g. in the CDBonn potential. Inspecting the expectation values for the kinetic energies we observe a feature very similar to the one observed for the deuteron (see section 3.1): the local interactions, ArV18 and Nijm2, yield larger kinetic energies than CDBonn and Nijm1, which contain nonlocal terms. This is independent of the density considered. A different point of view on nuclear correlations may be obtained from inspecting the relative wave functions for a correlated pair $`\|\psi _{ij}>`$ defined in (10). Results for such correlated wave functions for a pair of nucleons in nuclear matter at empirical saturation density are displayed in Figs. 24 and 25. As an example we consider wave functions which “heal” at large relative distances to an uncorrelated two-nucleon wave function with momentum $`q`$ = 0.96 fm<sup>-1</sup> calculated at a corresponding average value for the starting energy. Fig. 24 shows relative wave functions for the partial wave $`{}_{}{}^{1}S_{0}^{}`$. One observes the typical features: a reduction of the amplitude as compared to the uncorrelated wave function for relative distances smaller than 0.5 fm, reflecting the repulsive core of the NN interaction, an enhancement for distances between $``$ 0.7 fm and 1.7 fm, which is due to the attractive components at medium range, and the healing to the uncorrelated wave function at large $`r`$. One finds that the reduction at short distances is much weaker for the interactions CDBonn and Nijm1 than for the other two. This is in agreement with the discussion of the kinetic energies and the difference between HF and BHF energies (see table 3). The nonlocal interactions CDBonn and Nijm1 are able to fit the NN scattering phase shifts with a softer central core than the local interactions. Very similar features are also observed in the $`{}_{}{}^{3}S_{1}^{}`$ partial wave displayed in the left half of Fig. 25. For the $`{}_{}{}^{3}D_{1}^{}`$ partial wave, shown in the right part of Fig. 25, one observes a different behavior: All NN interactions yield an enhancement of the correlated wave function at $`r`$ 1 fm. This enhancement is due to the tensor correlations, which couples the partial waves $`{}_{}{}^{3}S_{1}^{}`$ and $`{}_{}{}^{3}D_{1}^{}`$. This enhancement is stronger for the interactions ArV18, Nijm1 and Nijm2 than for the CDBonn potential. Note that the former potential contains a pure nonrelativistic, local one-pion-exchange term, while the CDBonn contains a relativistic, nonlocal pion-exchange contribution. See also the discussion of the wave function for the deuteron in the preceeding section 3.1 and Fig. 18. These most recent parameterizations of the nucleon-nucleon interaction not only predict different saturation properties of symmetric nuclear matter. Also one can observe differences in the calculated symmetry energy at high densities. The differences between the predictions derived from these modern potentials, however, are significantly smaller than those derived from older models of the NN interaction. All NN interactions now predict a steady increase of the symmetry energy with density. This may be considered as an improvement in the parameterization of the NN interactions. Nevertheless the remaining differences lead to non-negligible differences in nuclear astrophysics, in the studies of neutron star matter. The CD Bonn potential predicts a slightly larger symmetry energy at high densities. This leads to a larger proton fraction in $`\beta `$-stable matter. As a consequence one finds that the so-called direct URCA process, a very efficient cooling mechanism for neutron stars by neutrino emission, may occur at densities around 0.88 fm<sup>-3</sup>, 1.05 fm<sup>-3</sup>, or 1.25 fm<sup>-3</sup> according to the predictions of the CD Bonn, Argonne $`V_{18}`$, or Nijmegen I potential. These modern NN interactions account for a breaking of isospin symmetry to reproduce pp and pn phase shifts accurately. Even after the electromagnetic effects have been removed, the strong interaction between two protons is in general less attractive than the pn interaction. If included in the calculation, these isospin symmetry breaking effects lead to differences in the predicted energy of the order of 0.3 MeV per nucleon. Isospin symmetry breaking effects as well as charge-symmetry breaking effects (i.e. differences between proton-proton and neutron-neutron interactions which are partly due to the different masses of the nucleons) of these interactions have also been considered to explore their impact on the so-called Nolen-Schiffer anomaly. Up to this point, we were mainly concerned with bulk properties of nuclear matter and correlations which are relevant for all nucleons in the Fermi sea. Special attention has also been paid to correlations around the Fermi level. This includes pairing correlations, which have been studied in the framework of the BCS approach by various groups. Traditionally, such studies concentrate on the $`S=0`$, $`T=1`$ pairing effects. Correlations, however, are even stronger for the $`S=1,T=0`$ channel and corresponding pairing effects have been studied within the framework of the Green’s function approach. Instabilities of normal nuclear matter with respect to such pairing correlations are of particular importance at smaller densities, below the saturation density of nuclear matter. We are now going to discuss the situation of many-body calculations based on realistic interactions for finite nuclei. On one hand such calculations are in general much more difficult to perform since one has to determine also the appropriate single-particle wave functions within the self-consistent calculations. In nuclear matter the basis of single-particle wave functions, the plane waves, is determined by the symmetry of the problem. This additional complication shows up in all the many-body approaches, which we consider. For the hole-line or Green’ function approach this implies that one has to determine the basis, in which the single-particle self energy is diagonal. The same basis must the also be used to define quantities like the Pauli operator in the Bethe-Goldstone equation. One meets a very similar problem in the coupled cluster method, for which one has to determine also the amplitude $`S_1`$ in a self-consistent way. For variational calculations the additional complication shows up in the fact that one also has to determine the long-range part of the wave function, e.g. in terms of an appropriate mean field wave function $`\mathrm{\Phi }_{MF}`$ in the trial wave function of Eq. (91) from the variational calculation. On the other hand, however, the calculations for finite nuclei might lead to more reliable results as the average density is lower than for nuclear matter at saturation density. All the expansion techniques which we discussed should converge better for small densities, which means the results obtained at a given order might be more reliable for the finite system. Some features discussed for the infinite systems should also hold for finite nuclei. This should be true in particular for short-range correlations. Such short range correlations should not be affected by the long-range behavior of the wave functions. To repeat the argument from a different point of view: Short-range correlations are described in terms of particle-hole excitations of such high energies that the shell structure of the single-particle spectrum of finite nuclei is not relevant. The information on such short-range correlations in finite nuclei might therefore be deduced from the corresponding information in nuclear matter by means of a local density approximation. The situation is different for the long-range correlations, which are built in terms of low energy configurations for which the shell structure is relevant. Such features of the correlations may also vary, depending on the specific nucleus under consideration. Many-body calculations using the hole-line expansion, the coupled cluster method, the Green’s function approach or variational calculations have been done for various different nuclei. In the following discussion we will mainly focus our attention to results on <sup>16</sup>O, since for this double magic nucleus results from the different approaches are available. The complication in solving the BHF equations for finite nuclei have been discussed e.g. in , where also a computer program for solving the Bethe-Goldstone equations has been made available. Different techniques to solve the Bethe-Goldstone equation have been described by Barrett et al. and Kuo and coworkers. Also in BHF calculations for finite nuclei one has to choose the spectrum of the intermediate particle states in the Bethe-Goldstone equation. The standard choice is the same as for nuclear matter, use pure kinetic energies. Old studies of three-body terms in the coupled cluster method led to the suggestion that a shift of the kinetic energy spectrum by a value around -8 MeV, would minimize the effects of three-body correlations. Such results indicate that the effects of three-body correlations may even be smaller than for nuclear matter (see the convergence argument given above), however, a systematic study of three-hole line contributions for various interactions should be performed and is still missing. Results for the energy and the radius of the charge distribution of <sup>16</sup>O obtained from BHF calculations using various meson exchange potentials are displayed in Fig. 26. The plot of the results in terms of the energy per nucleon versus the inverse of the radius of the charge distribution has been chosen to have a presentation of results which is similar to the plot of saturation point for nuclear matter in Fig. 22. The results for nuclear matter and finite nuclei are very similar in so far that also the calculated ground state properties for <sup>16</sup>O show a behavior like the Coester band discussed for nuclear matter. There are interactions like the OBEP A (defined in Table A.1 of ), which yield about the correct binding energy per nucleon of -7.98 MeV but predict a radius of the charge distribution, which is much smaller than the experimental one. Therefore we also have in this case a density which is too large. Other OBE interaction, which show a larger D-state probability in the deuteron, like OBEP B and OBEB C, are “stiffer” and lead to slightly larger radii but less binding energy. Note that all these modern OBE potential yield more binding than the old Reid soft-core potential. The BHF approximation can be considered as a very efficient tool to account for the effects of two-nucleon short range correlations. This approach, however, might be too simple to account for long-range correlations corresponding to low energy configurations in the nuclear shell-model. Therefore attempts have been made to consider a model space, in the sense as we introduced this term in the discussion around Eq. (5), in which these long range are treated explicitly, and use the lowest order hole-line expansion to account for the short-range correlations outside this model space. This is similar to the concept of model space for nuclear matter as it has been discussed by Kuo et al. . One possible way along this line is to consider a solution of the Bethe-Goldstone equation (7) using a Pauli operator which restricts intermediate two-nucleon states to configurations which are outside the model-space considered. One may then use the resulting $`G`$-matrix in shell-model configuration mixing calculation, in which all nucleons are considered as active particles which are allowed to form all configurations within the model space. Such kind of no-core shell-model calculations have recently been done by Barrett and coworkers. Due to the dramatic increase of configurations with increasing number of active nucleons, however, such studies are restricted to very light nuclei. For heavier nuclei one can consider a model space defined in terms of configurations in e.g. an oscillator basis and consider in a systematic way the effects of correlations defined within this model space. One important class of such long-range configurations are the RPA correlations represented by the so-called particle-hole ring diagrams. They correspond to an iteration of the particle-hole ladders to any order. Within such a limited model space the number of particle-particle configurations is of the same order as the number of hole-hole configurations. Therefore one may like to treat particle-particle and hole-hole ladders on the same footing as it is done in the Green’s function formalism. This is achieved by summing the contribution of all particle-particle hole-hole ring diagrams. A technique has been developed which allows the consistent summation of all particle-hole and particle-particle hole-hole ring diagrams leading to a so-called Super RPA (SRPA). It is remarkable that the resulting SRPA equations yield a stable solution only if the self-energy, used to calculate the single-particle Green’s function, is determined in a self-consistent way. Such long-range correlations lead to an additional binding energy for closed shell nuclei like <sup>16</sup>O of around 1 MeV per nucleon. They might be characterized by the depletion of the hole-state occupation. Again for the example of <sup>16</sup>O, the SRPA correlations in a model space which includes the $`1p0f`$ oscillator states leads to an occupation probability for the $`0p`$ hole states which is of the order of 0.85. Note that this depletion of the hole state occupation due to the long-range correlations should be added to the depletion which is due to the short-range correlations (see discussion in the next subsection). The long-range correlations also have an effect on the calculated radii. The effects of these SRPA correlations on the ground-state properties of <sup>16</sup>O are also shown in Fig. 26 for the interactions OBEP A to C. The SRPA correlations yield a small improvement of the results obtained within the BHF approach. This improvement, however, is not sufficient to meet the experimental data. Calculations for finite nuclei using the “Exp(S)” or Coupled Cluster Method have been performed already 25 years ago by Zabolitzky. Using the Reid soft-core potential he finds that the SUB2 approximation yields results which are very similar to those obtained in the BHF approximation (see result for the Reid potential in Fig. 26) and that the effects of three-body correlations, included in the SUB3 approach, leads to an additional binding energy of around 0.5 MeV per nucleon connected with an enhancement of the wound integral or depletion of the hole-state occupation by around 0.05 percent. This indicates a very good convergence of the Coupled Cluster Method as well as the hole-line expansion. More recent calculations using the language of the Coupled Cluster Approach have been reported by Heisenberg and Mihaila for the Argonne $`V_{18}`$ interaction. The calculations are performed in a configuration space defined in terms of harmonic oscillator functions. They use a $`G`$-matrix approximation for the two-body interaction and calculate a mean field which they correct to account for 3p3h and 4p4h correlations. They obtain for the case of <sup>16</sup>O a binding energy of -5.9 MeV per nucleon and a radius of the charge distribution of 2.81 which is even larger than the experimental value. Unfortunately, there are no BHF calculations available for the same interaction. However, looking at the results obtained for nuclear matter, one would expect that BHF calculations for the $`V_{18}`$ interaction might produce results with a binding energy around -6 MeV but a smaller radius. It is not clear whether these possible differences are due to the 3p3h and 4p4h corrections included in , due to the restricted oscillator space or due to a lack of self-consistency in solving the Bethe-Goldstone equation. Variational calculations using the FHNC summation techniques which we discussed in section 2.4 have recently been performed for our reference nucleus <sup>16</sup>O as well. As we have discussed before the techniques of these variational calculation restrict their applications to local interactions. In the work of Fabrocini et al. various versions of the Argonne potentials $`V_{14}`$ and $`V_8`$ have been used supplemented by three-nucleon potentials of the Urbana group. One of the main problems for such variational calculations for finite systems is to obtain a reliable description for the long range structure of the wave function, i.e. the shape of the single-particle wave functions which form the mean field part of the trial wave function (91). In ref. two different models for these single-particle wave functions are considered: a harmonic oscillator model and a Woods Saxon parameterization. The optimal parameters are determined from the variational calculation. It turns out, however, that the functional exhibits a rather flat minimum as a function of the parameters characterizing the single-particle waves. This is mainly due to the balance between kinetic energy and potential energy. In particular for wave functions with small radii one observes a cancellation between these contributions, which is rather sensitive to the details of the variational form of the wave function. In fact, one finds minima of the variational calculations, which are quite different for the two parameterization of the single-particle wave functions considered. Therefore also the expectation values of single-particle operators like the radius are rather model-dependent. The Woods Saxon parameterization yields a radius for $`{}_{}{}^{16}O`$, which is 0.2 fm smaller than the one derived from the harmonic oscillator parameterization. This certainly a drawback of variational calculations for finite systems. On the other hand, however, the variational calculation yield upper bounds for the energy of the order of -5.2 MeV per nucleon in the case of <sup>16</sup>O which is a very good benchmark for other many-body calculations. This is supported by the fact that the FHNC/SOC calculations yield results very close to corresponding Variational Monte-Carlo calculation in cases for which such a comparison is available. Very extensive extensive Variational Monte Carlo (VMC) as well as Green’s function Monte Carlo (GFMC) calculations have recently been performed for nuclei with particle number up to $`A=8`$. Results of such calculations for the ground state of these nuclei are presented in table 4. The calculations leading to the results displayed in that figure used the Argonne $`V_{18}`$ potential for the two-body interaction supplemented by the Urbana IX three-nucleon force. This version IX of the Urbana three nucleon forces has been adjusted to reproduce together with the $`V_{18}`$ NN interaction the binding energy of <sup>3</sup>H and to give a reasonable saturation point for nuclear matter. Because of these adjustments the calculated energies cannot directly be compared to the results which we discussed before in which no three-nucleon force has been employed. The expectation value of the three nucleon force alone yields a contribution to the energy of <sup>7</sup>Li of -8.9 MeV. Despite the use of this adjusted three-nucleon force it is quite remarkable to see how well the GFMC calculations reproduce the experimental values for the binding energies. It is also very satisfactory to see that he variational calculations (VMC) yield predictions for the energies which are above those obtained in GFMC by values which are typically less than 1 MeV per nucleon. Here one must keep in mind, however, that for these very light nuclei more sophisticated shapes could be considered for the trial wave function than it was possible for heavier nuclei. In particular one does not start assuming a set of single-particle wave function in the mean field part of the trial function, but determines also the long range part of the radial shape in terms of correlation functions. Also the results for the radii are in very good agreement with the empirical data. Again one should keep in mind, however, that this success is at least partly due to the use of the adjusted three-nucleon force, which has been determined to remove the problem of the Coester band in nuclear matter. This indicates that sophisticated variational calculations using a hamiltonian which has been adjusted to reproduce the saturation point in nuclear matter tend to give proper saturation mechanisms also for finite nuclei. This leads to the expectation that hamiltonians, which lead to a saturation of nuclear matter at a too high density shall predict radii for finite nuclei, which tend to be too small. ### 3.3 Single Particle Properties in Nuclear Matter and Finite Nuclei Single particle properties are most conveniently described in terms of the Green’s function which has been introduced in section 2.3. All single particle properties can be calculated from the single-particle Green’s function, in the sense that the expectation value of any one-body operator can be obtained by using the hole spectral function (Eq. (75)). In this section we will mainly discuss the properties of the hole spectral function in finite nuclei. However, we will also present some results in nuclear matter which show some features of the spectral functions. A recent review on the effects of correlations in the independent particle motion in fermion systems, with special emphasis in the nuclear case, can be found in Ref. . The physical meaning of the hole spectral function can be read from Eq. (72): it gives the probability of removing a particle with momentum $`𝐤`$ from the system of A particles leaving the resulting (A-1) system with an energy $`E^{A1}=E_0^A\omega `$, where $`E_0^A`$ is the ground state energy of the $`A`$ particle system. Analogously, the particle spectral function $`S_p(k,\omega )`$ is the probability of adding a particle with momentum $`k`$ and leaving the resulting $`(A+1)`$-system with an energy $`E^{A+1}=\omega +E_0^A`$. (see also Fig. 12 and discussion in section 2.3 In the Self-Consistent Green’s Function (SCGF) formalism, the self-energy is the key quantity to determine the one-body Green’s function. The self-energy takes into account the strong interactions that a nucleon in the nuclear medium has with the other nucleons. Since the self-energy is determined from the two-body effective interaction between two dressed particles (Fig.(11)), and this requires in turn the knowledge of the propagator, one needs to deal with a coupled problem which must be solved self-consistently . In the case of an infinite system, the self-energy is diagonal in $`k`$ and the formal solution of the Dyson’s equation (Eq.(78)) is particularly simple $$g(k,\omega )=\frac{1}{\omega \frac{k^2}{2m}\mathrm{\Sigma }(k,\omega )}.$$ (215) By combining the Lehmann representation (71), which expresses the single particle propagator in terms of the spectral functions, with the Dyson equation (78), which relates the propagator to the self-energy, the following expressions for the spectral functions are obtained : $$S_{h(p)}(k,\omega )=\pm \frac{1}{\pi }\frac{Im\mathrm{\Sigma }(k,\omega )}{(\omega k^2/2mRe\mathrm{\Sigma }(k,\omega ))^2+(Im\mathrm{\Sigma }(k,\omega ))^2},\text{for}\omega <ϵ_F(\omega >ϵ_F).$$ (216) Due to the short range repulsion present in any realistic interaction, a meaningful approximation to the effective interaction, used in the calculation of the self-energy, should sum up ladder diagrams which in this approach include also hole-hole propagation, either to all orders or to a second order in the propagation of holes . The inclusion of hole-hole propagation is required since at the single particle level it yields the coupling to the excited states of the (A-1) particle system. The self-energy is used in the Dyson equation and the resulting single particle propagator is plugged again in the calculation of the effective interaction, until self-consistency is achieved. In the calculations presented here, self-consistency has been established only for the quasi-particle energies, i.e. at the level of the real on-shell part of the self-energy $$ϵ_{qp}(k)=\frac{k^2}{2m}+Re\mathrm{\Sigma }(k,ϵ_{qp}(k)).$$ (217) When this self-consistency is achieved, the complete energy dependence of the self-energy can be studied . The imaginary part of the self-energy is different from zero over a wide range of energies, being positive below $`ϵ_F`$ and negative above. This yields a spreading of the single-particle strength, but for $`k<k_F`$ $`S_h`$ will still contain a peak at the quasi-particle energy. Since $`S_p`$ contains some fraction of the total strength the occupation probability (Eq. (74) ) for $`k<k_F`$ will be depleted to a value below one. The energy dependence of the hole spectral function is shown in Fig. 27 for several momenta. These spectral functions have been obtained for the Reid soft core potential at $`k_F=1.36`$ fm<sup>-1</sup> in the framework of SCGF. The hole spectral function in nuclear matter has been also calculated for the Urbana V<sub>14</sub> interaction in the framework of CBF theory, by including one hole and 2h1p intermediate correlated states. The agreement between both methods is rather satisfactory. For $`k<k_F`$ the hole spectral function shows a sharp peak (quasi-hole peak) located at the quasi-particle energy that concentrates most of the strength. When $`k`$ approaches $`k_F`$ the quasi-hole peak becomes sharper. In the limit $`k=k_F`$, the peak is just a $`\delta `$-function, the strength of which defines the discontinuity of the momentum distribution at $`k_F`$. The typical occupation probability for $`k<k_F`$ is about $`80\%`$. Since the number of particles must be conserved, it is necessary to have partial occupation of states $`k>k_F`$, which were unoccupied in the mean field description. A smooth distribution of strength is observed for $`k>k_F`$ indicating the possibility to find a nucleon in a momentum that would be empty in absence of correlations. A very important question concerns the location of the high momentum components in the nucleus as a function of the energy. To illustrate this point, Fig.28 shows the occupations for $`k>k_F`$ obtained by integrating $`S_h(k,\omega )`$ over excitation energies up to 100 Mev, 200 Mev and up to infinity. One concludes that it is necessary to integrate over high excitation energies of the $`A1`$ system in order to catch the high-momentum components. As a result of correlations there are particles promoted above the Fermi sea and $`n(k)`$ is characterized by a depletion below $`k_F`$ and a long tail (occupation above $`k_F`$) which gives $``$ a $`62\%`$ of the total kinetic energy. The distribution, when the nuclear matter is considered as a normal Fermi fluid, is discontinuous at $`k_F`$ and the discontinuity is given by $`Z_{k_F}`$. Basically all calculations, independently of the method and of the interaction used, provide rather similar results for the depletion. The result for the occupation at $`k=0`$ using the Reid soft core at $`k_F=1.36`$ fm<sup>-1</sup> within SCGF is $`n(0)=0.83`$ . CBF gives the same result for Urbana $`V_{14}`$, however the calculation was performed at slightly smaller density $`k_F=1.33`$ fm<sup>-1</sup> . The calculations in the framework of Green function formalism but using a self-energy with up to second order in the propagation of holes, give also very similar results . However, the discontinuity at $`k_F`$ is more sensitive to both the interaction and the method. Under the same conditions as before, $`Z_{k_F}=0.72`$ for the Reid and 0.7 for the Urbana $`V_{14}`$. We will have further discussions on $`n(k)`$ in connection with the momentum distribution in <sup>16</sup>O. The spectral function fulfils energy weighted sum-rules, which besides providing useful information on the spreading of the strength can also be used as a way to control the approximations employed in the calculation. The two lowest sum-rules have a simple expression. $`m_0(k)`$ is obtained by using the completeness relation in the energy integration of the spectral functions, $`m_0(k)=`$ $`{\displaystyle _{\mathrm{}}^{ϵ_F}}𝑑\omega S_h(k,\omega )+{\displaystyle _ϵ^{\mathrm{}}}𝑑\omega S_p(k,\omega )`$ $`=`$ $`\mathrm{\Psi }_0^A\{a_𝐤,a_𝐤^{}\}\mathrm{\Psi }_0^A=1,`$ (218) due to the fermion character of the nucleons, the anti-commutator $`\{a_𝐤,a_𝐤^{}\}`$ is equal to the unit operator. A similar procedure, leads to the first-order energy weighted sum rule $`m_1(k)`$: $`m_1(k)=`$ $`{\displaystyle _{\mathrm{}}^{ϵ_F}}\omega S_h(k,\omega )𝑑\omega +{\displaystyle _{ϵ_F}^{\mathrm{}}}\omega S_p(k,\omega )𝑑\omega `$ (219) $`=\mathrm{\Psi }_0^A\{[a_𝐤,H],a_𝐤^{}\}\mathrm{\Psi }_0^A.`$ In order to evaluate the right hand side of $`m_1(k)`$ it is necessary to assume a Hamiltonian, which in the present case is taken to be nonrelativistic and with only two-body forces. Under these assumptions, $$\mathrm{\Psi }_0^A\{[a_𝐤,H],a_𝐤^{}\}\mathrm{\Psi }_0^A=\frac{k^2}{2m}+\frac{1}{(2\pi )^3}d^3k^{}n(k^{})𝐤,𝐤^{}V𝐤,𝐤^{}_a,$$ (220) where $`𝐤,𝐤^{}V𝐤,𝐤^{}_a`$ is the anti-symmetrized two-body matrix element of the bare nucleon-nucleon interaction. The second term on the right hand side of Eq. (220) can be identified with the energy independent part of the self-energy which is obtained as the high frequency limit of $`\mathrm{\Sigma }(k,\omega )`$ . These sum-rules have been investigated in Ref. . There, it was found that the SCGF approach yields spectral functions that fulfil both sum-rules rather accurately. Due to the short range repulsion of the potential and to the positive character of the kinetic energy contribution, the right hand side of Eq.(220) is usually positive definite and rather large. For instance using the Reid potential it is around 300 MeV at saturation density for $`k=0`$. For momenta below $`k_F`$ , most of the strength ($`80\%`$) is below $`ϵ_F`$ which is a negative quantity. Therefore the contribution of the hole part is negative and it must be the positive contribution of the high energy tail of the particle part of the spectral function which, besides compensating the negative contribution of the hole part, brings the left hand side to fulfil the equality. This confirms the need for the appearance of single-particle strength at very high energies. Another useful check for the spectral functions is the density sum-rule $$\rho =\frac{\mathrm{deg}}{(2\pi )^3}d^3kn(k)=\frac{\mathrm{deg}}{(2\pi )^3}d^3k_{\mathrm{}}^{ϵ_F}S_h(k,\omega )𝑑\omega ,$$ (221) with $`\mathrm{deg}`$ denoting the degeneracy of the single-particle level, which is 4 for nuclear matter. This sum-rule is well respected by the different approaches. In the case of the SCGF formalism it is fulfilled within $`1\%`$. The integration up to $`k_F`$ provides $`81\%`$ of the sum-rule and one gets a $`97\%`$ if the integration is carried up to $`3k_F`$. In the case of two body interactions, the hole spectral function gives access, through the Koltun sum-rule (76), to the binding energy per particle, $$e(\rho )=\frac{deg}{\rho (2\pi )^3}d^3k_{\mathrm{}}^{ϵ_F}\frac{1}{2}\left(\frac{k^2}{2m}+\omega \right)S_h(k,\omega )𝑑\omega ,$$ (222) to the kinetic energy per particle, $$t(\rho )=\frac{deg}{\rho (2\pi )^3}d^3k\frac{k^2}{2m}_{\mathrm{}}^{ϵ_F}𝑑\omega S_h(k,\omega )=\frac{deg}{\rho (2\pi )^3}d^3k\frac{k^2}{2m}n(k)$$ (223) and to the potential energy per particle $`v(\rho )=e(\rho )t(\rho )`$. Introducing the removal energy $`ϵ_r(k)`$, $$ϵ_r(k)=\frac{_{\mathrm{}}^{ϵ_F}𝑑\omega \omega S_h(k,\omega )}{_{\mathrm{}}^{ϵ_F}𝑑\omega S_h(k,\omega )}$$ (224) one can express the binding energy as $$e(\rho )=\frac{deg}{\rho (2\pi )^3}d^3k\frac{1}{2}\left(\frac{k^2}{2m}+ϵ_r(k)\right)n(k).$$ (225) In Brueckner-Hartree-Fock, $`ϵ_r(k)=k^2/2m+u(k)`$, i.e. it coincides with the quasiparticle energy, and $`n(k)=\theta (k_Fk)`$, therefore $$e_{BHF}=\frac{deg}{\rho (2\pi )^3}d^3k\left(\frac{k^2}{2m}+\frac{1}{2}u(k)\right).$$ (226) Due to correlations, the spreading of the spectral function implies that $`ϵ_r(k)ϵ_{qp}(k)`$. Obviously this comparison between $`ϵ_r(k)`$ and $`ϵ_{QP}`$ has sense only for $`kk_F`$. The momentum dependence of the removal energy is shown in Fig. 29 together with the quasi-particle energies (below $`k_F`$) for the Reid soft core within SCGF. $`ϵ_r(k)`$ is an increasing function of $`k`$ for $`k<k_F`$ and decreases quite fast for $`k>k_F`$ having a large discontinuity at $`k_F`$. For $`k=0.027`$ , $`ϵ_r=121`$ MeV, while $`ϵ_{QP}=70.38`$ MeV, and the occupation probability $`n(0.027)=0.83`$. Averaging (224) over all momenta one can define a mean removal energy, $`\stackrel{~}{ϵ}_r`$, by $$\stackrel{~}{ϵ}_r=\frac{d^3k_{\mathrm{}}^{ϵ_F}𝑑\omega \omega S_h(k,\omega )}{d^3kS_h(k,\omega )𝑑\omega }=t(\rho )+2v(\rho )$$ (227) In the case that we are considering as an example, i.e. nuclear matter with the Reid soft core, at $`k_F=1.36`$ fm<sup>-1</sup> in the framework of SCGF, $`\stackrel{~}{ϵ}_r86`$ MeV. On the other hand, the binding energy is $`18`$MeV, which is too large. However, what we want to show here is the balance of kinetic and potential energy and the contribution to the Koltun sum-rule from momenta above $`k_F`$. This binding energy is the result of a cancellation between a kinetic energy, $`t(\rho )=48.4`$ MeV, and a potential energy ,$`v(\rho )=66.7`$ MeV. The contributions to $`t(\rho )`$ and $`v(\rho )`$ of $`k^{}`$s below $`k_F`$ are the 38$`\%`$ and the 47$`\%`$ respectively. This supports the crucial role of the high momentum components also in the energetics of the system, when the kinetic and the potential energy are calculated separately. One should keep in mind that the contribution of the low momenta ($`k<k_F`$) to the density sum-rule was $`80\%`$ and their contribution to the total energy is around $`70\%`$. The details depend on the interaction used. Note that the expectation value for the kinetic energy obtained in SCGF agrees rather well with the result listed in table 3 for the Reid potential. The comparison in that table also shows that the non-local OBE interactions are softer than the Reid potential leading to smaller kinetic energies and smaller contributions from high momenta. To carry on the full self-consistent scheme, and calculate the effective interaction with dressed particles, i.e. considering the spectral functions in the intermediate states in calculating the G-matrix is a very difficult task. There are however, recent attempts in that direction and also efforts to analyze the meaning of using dressed particles when one considers the scattering in the medium . The calculation of the single particle spectral function for finite nuclei is much more complicated. Both the self-energy and the Green’s function are not anymore diagonal in momentum and furthermore, one should deal with discrete (bound) and continuum single particle basis states. Microscopic calculations have mainly been performed for very light nuclei . For heavier nuclei, several procedures based on local density approximation have been devised . Here we will pay more attention to the explicit calculations of the spectral function directly in finite nuclei. The calculations have been mainly dealing with the hole part of the spectral function for <sup>16</sup>O nucleus for which also systematic exclusive electron scattering measurements exist, which will be discussed in the next section. A convenient way to take advantage of the spherical symmetry is to introduce a partial wave decomposition of the spectral function and work in the single-particle basis characterized by the orbital angular momentum $`l`$, total angular momentum $`j`$, isospin third component $`\tau `$ and momentum $`k`$, $$S_{lj\tau }(k,\omega )=\underset{n}{}\mathrm{\Psi }_n^{A1}a_{kl\tau }\mathrm{\Psi }_0^A^2\delta (\omega (E_0^AE_n^{A1}))$$ (228) The momentum distribution $$n_{lj\tau }(k)=\mathrm{\Psi }_0^Aa_{klj\tau }^{}a_{klj\tau }\mathrm{\Psi }_0^A=\underset{n}{}\mathrm{\Psi }_n^{A1}a_{klj\tau }\mathrm{\Psi }_0^A^2,$$ (229) is obtained by integrating $`S_{lj\tau }(k,\omega )`$ over the excitation energies of the $`A1`$ system. In the independent particle model (IPM), the sum in this equation is typically reduced to one term, if ($`l,j,\tau `$) refer to a single-particle orbit occupied in $`\mathrm{\Psi }_0^A`$. In that case, Eq.(229) yields the square of the momentum space wave function for this single particle state. The contribution $`n_{lj\tau }(k)`$ vanishes in the IPM if no state with this quantum numbers is occupied. If correlations are present beyond the IPM approach this simple picture is no longer true and one can study the effects of correlations on $`n(k)`$. Taking into account the degeneracy factors of each orbital one obtains the total momentum distribution $$n(k)=\underset{l,j,\tau }{}(2j+1)n_{lj\tau }(k).$$ (230) The spectral function for the various partial waves, $`S_{lj\tau }(k,\omega )`$ can be obtained from the imaginary part of the corresponding single-particle Green’s function $`g_{lj\tau }(k,\omega )`$ which can be evaluated by solving the Dyson equation (Eq. (78)) $$g_{lj}(k_1,k_2;\omega )=g_{lj}^{(0)}(k_1,k_2;\omega )+𝑑k_3𝑑k_4g_{lj}^{(0)}(k_1,k_3;\omega )\mathrm{\Delta }\mathrm{\Sigma }_{lj}(k_3,k_4;\omega )g_{lj}(k_4,k_2;\omega ),$$ (231) where $`g^{(0)}`$ refers to a Hartree-Fock propagator and $`\mathrm{\Delta }\mathrm{\Sigma }_{lj}`$ represents contributions to the real and imaginary part of the irreducible self-energy , which go beyond the Hartree-Fock approximation of the nucleon self-energy used to derive $`g^{(0)}`$. Notice that here and in the following we have dropped the isospin quantum number $`\tau `$. Ignoring the Coulomb interaction between the protons the Green function are identical for $`N=Z`$ nuclei and therefore independent of the quantum number $`\tau `$. As in the nuclear matter case, the key point of this approach is the calculation of the self-energy, its calculation as well as the solution of the Dyson equation has been discussed in detail in Ref. . However we include here a brief summary of the relevant aspects of the method. The self-energy is evaluated in terms of a $`G`$ matrix which is obtained as a solution of the Bethe-Goldstone equation for nuclear-matter. The Bethe-Goldstone equation is solved at a given density and starting energy. In the calculations reported here, the chosen interaction is the one-boson- exchange (OBE) potential B for $`k_F=1.4fm^1`$ and starting energy -10 MeV. These choices are rather arbitrary. It turns out, however, that the final result is not sensitive to this choice. The self-energy contains a Hartree-Fock contribution plus terms of second order in $`G`$ with intermediate two-particle-one-hole (2p1h) and two-hole-one-particle states, assuming harmonic oscillator states for the hole states and plane waves appropriately orthogonalized for the particle states. The techniques, which are needed to evaluate matrix elements in such a mixed representation are described in . Using such matrix elements one can determine the imaginary part of the 2p1h and 2h1p contributions, $`W_{lj}^{2p1h}`$ and $`W_{lj}^{2h1p}`$ in a straightforward way. The real parts of the self-energy are calculated by means of dispersion relations like, $$V_{lj}^{2p1h}(k,k^{};\omega )=\frac{𝒫}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{W_{lj}^{2p1h}(k,k^{};\omega ^{})}{\omega ^{}\omega }𝑑\omega ^{},$$ (232) where $`𝒫`$ indicates a principal value integral and $`k`$, $`k^{}`$ refer to the modulus of the single-particle momentum $`k`$ for the nucleon under consideration with angular momentum quantum numbers $`l`$ and $`j`$. The imaginary part $`W^{2p1h}`$ is different from zero only for positive energies. Since the diagonal matrix elements of $`W^{2p1h}`$ are negative, the dispersion relation (Eq.(232)) implies that the diagonal elements of $`V^{2p1h}`$ will be attractive for negative energies. They will decrease and change sign only for large positive values for the energy of the interacting nucleon. Since the Hartree-Fock contribution $`\mathrm{\Sigma }^{HF}`$ is calculated in terms of a nuclear G-matrix, it already contains $`2p1h`$ terms. In order to avoid such an over-counting of particle-particle ladder terms, a correction term ($`V_c`$), which contains the $`2p1h`$ contribution calculated in nuclear matter with the same starting energy and Pauli operator as used in the Bethe-Goldstone equation, is subtracted from $`V^{2p1h}`$. A dispersion relation similar to Eq.(232) holds for $`V^{2h1p}`$ and $`W^{2h1p}`$. Summing up the different contributions, the self-energy is expressed as $$\mathrm{\Sigma }=\mathrm{\Sigma }^{HF}+\mathrm{\Delta }\mathrm{\Sigma }=\mathrm{\Sigma }^{HF}+(V^{2p1h}V_c+V^{2h1p})+i(W^{2p1h}+W^{2h1p}).$$ (233) The resulting self-energy is non-local and energy dependent. It represents a microscopic derivation of the optical potential which can be used to analyze the data of nucleon-nucleus scattering. Careful studies of the non-locality of this self-energy have been presented in Ref. . In this reference, a parameterization of the self-energy, for both the real and the imaginary part, was given in terms of local energy dependent potential of the Woods-Saxon form. Once the self-energy is calculated one must solve the Dyson equation (Eq. (231)) for the single particle propagator. To this aim, it is useful to discretize the integrals involved in this equation by considering a complete basis within a spherical box of a radius $`R_{box}`$. The calculated observables are independent of the choice of $`R_{box}`$, if it is chosen to be around 15 fm or larger. A complete and orthonormal set of regular basis functions within this box is given by $$\mathrm{\Phi }_{iljm}(𝐫)=𝐫k_iljm=N_{il}j_l(k_ir)𝒴_{ljm}(\theta ,\varphi ).$$ (234) In this equation $`𝒴_{ljm}`$ represent the spherical harmonics including the spin degrees of freedom, $`N_{il}`$ is a normalization constant and $`j_l`$ denote the spherical Bessel functions for the discrete momenta $`k_i`$ which fulfil $$j_l(k_iR_{box})=0.$$ (235) These basis functions, defined for discrete values of the momentum $`k_i`$ within the box, differ from the plane wave states defined in the continuum with the same momenta just by the normalization constant, which is $`\sqrt{2/\pi }`$ for the latter. As a first step, one constructs the Hartree-Fock approximation for the single-particle Green’s function in the ”box basis”. To this end, the Hartree-Fock Hamiltonian is diagonalized, $$\underset{n=1}{\overset{N_{max}}{}}k_i\frac{k_i^2}{2m}\delta _{in}+\mathrm{\Sigma }_{lj}^{HF}k_nk_n\alpha _{lj}=ϵ_{\alpha lj}^{HF}k_i\alpha _{lj}.$$ (236) The set of basis states in the box is truncated by assuming an appropriate $`N_{max}`$ (Usually $`N_{max}=20`$ is enough). In the basis of Hartree-Fock states $`\alpha `$, the Hartree-Fock propagator is diagonal and given by $$g_{lj}^{(0)}(\alpha ,\omega )=\frac{1}{\omega ϵ_{lj}^{HF}\pm i\eta },$$ (237) where the sign in front of the infinitesimal imaginary quantity $`i\eta `$ is positive (negative) if $`ϵ_{\alpha lj}^{HF}`$ is above (below) the Fermi energy. With these ingredients one can solve the Dyson equation (Eq. (231)). An efficient procedure is to determine first the reducible self-energy, $$\alpha \mathrm{\Sigma }_{lj}^{red}(\omega )\beta =\alpha \mathrm{\Delta }\mathrm{\Sigma }_{lj}(\omega )\beta +\underset{\gamma }{}\alpha \mathrm{\Delta }\mathrm{\Sigma }_{lj}(\omega )\gamma \times g_{lj}^{(0)}(\gamma ;\omega )\gamma \mathrm{\Sigma }_{lj}^{red}(\omega )\beta $$ (238) and obtain the propagator from $$g_{lj}(\alpha ,\beta ;\omega )=\delta _{\alpha \beta }g_{lj}^{(0)}(\alpha ;\omega )+g_{lj}^{(0)}(\alpha ;\omega )\alpha \mathrm{\Sigma }_{lj}^{red}(\omega )\beta g_{lj}^{(0)}(\beta ;\omega ).$$ (239) Using this representation of the Green’s function one can calculate the spectral function in the ”box basis” from $$\stackrel{~}{S}_{lj}^c(k_m,k_n;\omega )=\frac{1}{\pi }Im\left(\underset{\alpha ,\beta }{}k_m\alpha _{lj}g_{lj}(\alpha ,\beta ;\omega )\beta k_n_{lj}\right).$$ (240) For energies below the lowest sp energy of a given Hartree-Fock state (with $`lj`$) this spectral function is different from zero only due to the imaginary part of $`\mathrm{\Sigma }^{red}`$. This contribution involves the coupling to the continuum of 2h1p states and is therefore $$\underset{n=1}{\overset{N_{max}}{}}k_i\frac{k_i^2}{2m}\delta _{in}+\mathrm{\Sigma }_{lj}^{HF}+\mathrm{\Delta }\mathrm{\Sigma }_{lj}(\omega =ϵ_{\mathrm{{\rm Y}}lj}^{qh})k_nk_n\mathrm{{\rm Y}}_{lj}=ϵ_{\mathrm{{\rm Y}}lj}^{qh}k_i\mathrm{{\rm Y}}_{lj}.$$ (241) Since, in this approach $`\mathrm{\Delta }\mathrm{\Sigma }`$ contains a sizable imaginary part only for energies below $`ϵ_\mathrm{{\rm Y}}^{qh}`$, the energies of the quasihole states are real and the continuum contribution is separated in energy from the quasihole contribution. The quasihole contribution to the hole spectral function is given by $$\stackrel{~}{S}_{\mathrm{{\rm Y}}lj}^{qh}(k_m,k_n;\omega )=Z_{\mathrm{{\rm Y}}lj}k_m\mathrm{{\rm Y}}_{lj}\mathrm{{\rm Y}}k_n_{lj}\delta (\omega ϵ_{\mathrm{{\rm Y}}lj}^{qh}),$$ (242) with the spectroscopic factor for the quasihole state given by $$Z_{\mathrm{{\rm Y}}lj}=\left(1\frac{\mathrm{{\rm Y}}\mathrm{\Delta }\mathrm{\Sigma }_{lj}(\omega )\mathrm{{\rm Y}}}{\omega }ϵ_{\mathrm{{\rm Y}}lj}^{qh}\right)^1.$$ (243) Finally, the continuum contribution of Eq. (240) and the quasihole parts of Eq. (243) can be added and renormalized to obtain the spectral function in the continuum representation at the momenta defined by Eq. (235): $$S_{lj}(k_i,\omega )=\frac{2}{\pi }\frac{1}{N_{il}^2}\left(\stackrel{~}{S}_{lj}^c(k_i,\omega )+\underset{\mathrm{{\rm Y}}}{}\stackrel{~}{S}_{\mathrm{{\rm Y}}lj}^{qh}(k_i,\omega )\right).$$ (244) The quasi-hole states with a probability defined by the spectroscopic factor $`Z_{lj}`$ (in this example 0.78, 0.91 and 0.90 in the case of $`s_{1/2}`$,$`p_{3/2}`$ and $`p_{1/2}`$) are located at the corresponding quasi-hole energies -34.30 MeV, -17.90 MeV and -14.14 MeV, respectively. Some strength has been moved to more negative values of $`\omega `$ in the (2h1p) continuum. The momentum distribution $`n_{lj}(k)`$ is given by the energy-integrated spectral function. Here it is also convenient to separate the contribution in two pieces: the continuum and the quasi-hole part $$n_{lj}(k)=_{\mathrm{}}^{ϵ_F}𝑑\omega \left[\stackrel{~}{S}_{lj}^c(k,\omega )+\stackrel{~}{S}_{lj}^{qh}(k,\omega )\right].$$ (245) This separation into the two parts is displayed in Fig. 30 for various partial waves. This figure shows quite clearly that the momentum distribution at small momenta is dominated by the quasihole contribution (for those partial waves for which exists) whereas the high momentum components are given by the continuum part. In order to show the importance of the continuum part of the spectral functions as compared to the quasihole contribution, the particle numbers for each partial wave including the degeneracy of the states, $$\stackrel{~}{n}_{ij}=2(2j+1)_{\mathrm{}}^{ϵ_F}𝑑\omega _0^{\mathrm{}}𝑑kk^2S_{lj}(k,\omega ),$$ (246) separating the quasihole and the continuum contributions are reported in Table 5. In this approach, there are only 14.025 out of 16 nucleons in the quasi-hole states. Another 1.13 ”nucleons” are found in the $`2h1p`$ continuum with partial wave quantum numbers of the $`s`$ and $`p`$ shells, while an additional 0.79 ”nucleons” are obtained from the continuum with orbital quantum numbers of the $`d`$,$`f`$ and $`g`$ shells. The quasi-hole strength can be identified with the experimental spectroscopic factor. In this approach, for the $`p_{1/2}`$ it turns to be $`90\%`$ which is too large compared with the experimentally determined value, $`63\%`$. This discrepancy , can be associated to the fact that this approach is treating mainly the short-range correlations. Long-range (low-energy) correlations, will typically yield another $`10\%`$ reduction of the quasihole strength . Similar results are obtained with variational Monte Carlo techniques, calculating the overlap between a correlated ground state wave function for <sup>16</sup>O and the quasi-hole states of the ($`A1`$) residual system ($`{}_{}{}^{15}N`$) . However, an appropriate treatment of center of mass motion can enhance the spectroscopic factor by up to $`7\%`$ increasing again the discrepancy with the experimental data. The absolute value for the spectroscopic factors seems not to be understood yet. The sum of the particle numbers listed in Table 5 is slightly smaller (15.945) than the particle number corresponding to <sup>16</sup>O. There are several possible sources for this discrepancy: First of all the analysis only accounts for momenta below 3.3 fm<sup>-1</sup> and the partial waves with $`l>4`$ have not been considered. The restriction in $`k`$ is determined by the choice of $`N_{max}`$ in truncating the ”box basis”. Inspecting the decrease of the occupation numbers listed in Table 5 with increasing $`l`$ one can expect that the ”missing” nucleons may be found in partial waves with $`l>4`$. Furthermore, however, one must also keep in mind that this approach to the single-particle Green function is not number conserving, as the Green functions used to evaluate the self-energy are not determined in a self-consistent way . Similarly to Fig.28 for nuclear matter, the momentum distribution including the quasi-hole states obtained with various energy cutoffs is shown in Fig. 31. The quasihole part reflects the momentum components that one can detect in knock-out reactions with small energy transfer. As in the nuclear matter case, the high momentum components due to short-range correlations can be detected only for large excitation energies. The total momentum distribution is displayed again in Fig.32 and compared to predictions for nuclear matter. In order to enable the comparison with nuclear matter results, the momentum distributions have been normalized such that $`d^3kn(k)`$ yields 1. In order to show the sensitivity of the calculated momentum distribution to the nucleon-nucleon interaction, the results obtained for Reid soft-core in SCGF are also shown. The nuclear matter results for the OBE-B potential have been obtained by using a self-energy which contains only second order terms on the propagation of holes . The OBE-B is consider to be softer than the older Reid potential. This is reflected by the fact that the momentum distribution obtained for the Reid potential yields larger occupation values for $`k>k_F`$ than those obtained for the OBE potential. The comparison between nuclear matter and finite nuclei seems to indicate that the enhancement of the momentum distribution predicted in this approach for high momenta is below the corresponding prediction derived for nuclear matter. These problem has been clarified in Ref. were an LDA estimation of the contribution to $`n(k)`$ of the partial wave not included in the calculation brought the tail of $`n(k)`$ in <sup>16</sup>O in close agreement with the nuclear matter results, when calculated with the same interaction. In Fig. 33 we compare the $`n(k)`$ in <sup>16</sup>O obtained in different approaches. The results obtained in the Green function approach (total) are compared with those obtained in LDA from Ref. , which were obtained using the Urbana V<sub>14</sub> interaction. Also shown are the results, obtained by a direct FHNC calculation of the expectation value of the number occupation operator in a correlated wave function of the ground state of <sup>16</sup>O, where the correlations were optimize by minimizing the ground state energy calculated with the semi-realistic Afnan and Tang interaction and finally the variational Monte Carlo calculations of Ref. obtained with a ground state wave function containing two- and three- operatorial correlations which minimize the ground state energy for the Argonne V<sub>14</sub> interaction. Now we want to illustrate the effects of correlations, which are taken into account in the Green’s function approach beyond the BHF approximation, on the ground state properties of <sup>16</sup>O . To calculate these properties one needs also the non-diagonal part of the density matrix which is given by $$\stackrel{~}{n}_{lj}(k_i,k_n)=_{\mathrm{}}^{ϵ_F}𝑑\omega \frac{1}{\pi }Im\left(\underset{\alpha ,\beta }{}k_i\alpha _{lj}g_{lj}(\alpha ,\beta ;\omega )\beta k_n_{lj}\right).$$ (247) and contains as in the case of the spectral function, a continuous contribution and a part originating from the quasihole states, $$\stackrel{~}{n}_{lj}^{qh}(k_i,k_n)=\underset{\mathrm{{\rm Y}}}{}Z_{\mathrm{{\rm Y}}lj}k_i\mathrm{{\rm Y}}_{lj}\mathrm{{\rm Y}}k_n_{lj}.$$ (248) With this density matrix, the expectation value for the square of the radius can be calculated according to $$\mathrm{\Psi }_0^Ar^2\mathrm{\Psi }_0^A=\underset{lj}{}2(2j+1)\underset{i,n=1}{\overset{N_{max}}{}}k_ir^2k_n_ln_{lj}(k_i,k_n).$$ (249) The matrix elements of $`r^2`$ in the basis states are given by $$k_ir^2k_n_l=N_{il}N_{nl}_0^{R_{max}}𝑑rr^4j_l(k_ir)j_l(k_nr).$$ (250) The total energy of the ground state is obtained from the Koltun sum rule (76) $$E_0^A=\underset{lj}{}2(2j+1)\underset{i=1}{\overset{N_{max}}{}}_{\mathrm{}}^{ϵ_F}𝑑\omega \frac{1}{2}\left(\frac{k_i^2}{2m}+\omega \right)\left(\stackrel{~}{S}_{lj}^c(k_i,\omega )+\underset{\mathrm{{\rm Y}}}{}\stackrel{~}{S}_{\mathrm{{\rm Y}}lj}^{qh}(k_i,\omega )\right).$$ (251) Using the previous equations we calculate the contributions of the different partial waves to the binding energy, the results are reported in Table 6. As a first step we consider the Hartree-Fock (HF) approximation. The resulting binding energy per nucleon (-1.93 MeV) is quite small. This is probably due to the use of a G matrix calculated at the saturation density of nuclear matter, which overestimates the Pauli effects as compared to a BHF calculation directly for <sup>16</sup>O. The treatment of the Pauli operator is improved by adding the $`2p1h`$ part ,with the corresponding correction term, to the self-energy. This approximation can be considered as an approximation to a full BHF and we will labeled ”BHF”. This correction increases the binding energy to -4.01 MeV. This number is in reasonable agreement with self-consistent BHF calculations performed for <sup>16</sup>O using the same interaction . However, as the single particle states are more bound than the single particle states obtained in the HF calculations, the gain in binding energy is accompanied by a reduction of the calculated radius of the nucleon distribution. The inclusion of the 2h1p contributions to the self-energy reduces the absolute values of the quasi-hole energies. Despite of this reduction, the total binding energy is increased compared to BHF calculations. This increase of the binding energy is mainly due to the continuum part of the spectral function. Comparing the various contributions, one finds that only the 37 $`\%`$ of the total energy is due to the quasi-hole part in Eq. (251). The dominant part (63 $`\%`$) results from the continuum part of the spectral functions although this continuum part only represents 11 $`\%`$ of the nucleons. The inclusion of $`2h1p`$ terms increases also the radius, moving the results for the ground state off the Coester band. The relative importance of the various contribution to the single-particle strength can also be seen from inspecting Fig. 34 which shows the density profile of <sup>16</sup>O and some of its components. This figure also demonstrates that the strength located in single-particle states with $`l>1`$, which would not be occupied in the mean field approach, provide a small but non-negligible contribution. Another way of describing correlation effects in a single-particle basis is the representation of the single-particle density matrix in terms of natural orbits. ### 3.4 Correlations in Nucleon Knock-Out Experiments The uncorrelated Hartree-Fock state of nuclear matter is given as a Slater determinant of plane waves, in which all states with momenta $`k`$ smaller than the Fermi momentum $`k_F`$ are occupied, while all others are completely unoccupied. Correlations in the wave function beyond the mean field approach will lead to occupation of states with $`k`$ larger than $`k_F`$. Therefore correlations should be reflected in an enhancement of the momentum distribution at high momenta. Indeed, as we have already discussed above, microscopic calculations exhibit such an enhancement for nuclear matter as well as for finite nuclei. At first sight one feels encouraged to measure this momentum distribution by means of exclusive $`(e,e^{}p)`$ reactions at low missing energies, such that residual nucleus remains in the ground state or other well defined bound state. From the momentum transfer $`q`$ of the scattered electron and the momentum $`p`$ of the outgoing nucleon one can calculate the momentum of the nucleus before the absorption of the photon and therefore obtain direct information on the momentum distribution of the nucleons inside the nucleus. This idea, however, suffers from a little inaccuracy. In such exclusive $`(e,e^{}p)`$ experiments one does not measure the whole momentum distribution but rather the spectral function, at the energy which correspond to the specific final state. As we have seen in the discussion of the preceeding section the spectral function at low energies does not show this enhancement of the high momentum components, which shows up only if one integrates the spectral function up to high excitation energies (see Fig. 31 and discussion there). A general review on nucleon knock-out by means of electromagnetic probes is presented in the book of Boffi et al. A second problem is related to the fact that the nucleon, which is knocked out in such an $`(e,e^{}p)`$ process, feels the interaction with the remaining nucleus. It will be retarded and might also get reabsorbed. These effects of the final state interaction (FSI) can be taken into account by means of an optical potential. As an example for the importance of FSI effects we show in Fig. 35 the reduced cross section for the $`{}_{}{}^{16}O(e,e^{}p)^{15}N_{gs}`$ reaction with and without inclusion of FSI effects. The reduced cross section is defined as the cross section divided by the elementary electron - nucleon cross section times a kinematical factor. Data were taken in so-called parallel kinematics. This means that the missing momentum of the proton, the momentum of emerging proton minus the momentum transfer is parallel or antiparallel (negative values) to the momentum transfer. Note that the missing momentum roughly corresponds to the momentum of the nucleon before absorption of the virtual photon. The retardation effects yield a reduction of the momentum for the outgoing proton. Therefore FSI effects lead to a shift of the cross section to smaller missing momenta, which can nicely be seen from Fig. 35. The data displayed in Fig. 35 exhibit results only up to moderate values of the missing momenta. Experiments trying to explore high missing momenta were performed at MAMI in Mainz and NIKHEF in Amsterdam . These data can be well reproduced over a range of missing momenta going up to 600 MeV/c by calculations which account for the FSI using a relativistic model for the optical potential. The shape of the calculated cross section, however, is rather insensitive to the use of spectral functions, which are derived either from mean field or more general single-particle Green’s function (see Fig. 36). The only difference is the global spectroscopic factor which is adjusted to reproduce the total cross section. This demonstrates that exclusive one-nucleon knock-out experiments only yield limited information on NN correlations. Therefore one tries to investigate exclusive $`(e,e^{}NN)`$ reactions, i.e. triple coincidence experiments in which the energies of the two outgoing nucleons and the energy of the scattered electron guarantee that the rest of the target nucleus remains in the ground state or a well defined excited state. The idea is that processes in which the virtual photon, produced by the scattered electron, is absorbed by a pair of nucleons should be sensitive to the correlations between these two nucleons. Unfortunately, however, this process which is represented by the diagram in Fig. 37a, competes with the other processes described by the diagrams of Fig. 37b and c. These last two diagrams refer to the effects of final-state-interaction (FSI) and contributions of two-body currents. Here we denote by final state interaction not just the feature that each of the outgoing nucleons feels the remaining nucleus in terms of an optical potential. Here we call FSI the effect, that one of the nucleons absorbs the photon, propagates (on or off-shell) and then shares the momentum end energy of the photon by interacting with the second nucleon which is also knocked out of the target. The processes described in Figs. 37a and 37b, correlations and FSI, are rather similar, they differ only by the time ordering of NN interaction and photon absorption. Therefore it seems evident that one must consider both effects in an equivalent way. Nevertheless, most studies up to now have ignored this equivalency but just included the correlation effects in terms of a correlated two-body wave function. For the sake of consistency one should assume the same interaction to be responsible for the correlations and this two-body FSI. Correlations can be evaluated in terms of the Brueckner G-matrix while the T-matrix derived from the very same interaction should be used to determine FSI. The nine-fold differential cross section of such an $`(e,e^{}2N)`$ reaction can be written as a product of a matrix element of the leptonic current $`j_\mu `$ times the matrix elements of the corresponding hadronic current $`<J^\mu >`$ calculated between the initial and final nuclear state $$\frac{\mathrm{d}^9\sigma }{\mathrm{d}\stackrel{~}{E_1}\mathrm{d}\stackrel{~}{\mathrm{\Omega }_1}\mathrm{d}\stackrel{~}{E_2}\mathrm{d}\stackrel{~}{\mathrm{\Omega }_2}\mathrm{d}E_e^{}\mathrm{d}\mathrm{\Omega }_e^{}}=K\|j_\mu <J^\mu >\|^2$$ (252) with $`K`$ a kinematical factor. This expression can be rewritten into the form $`{\displaystyle \frac{\mathrm{d}^9\sigma }{\mathrm{d}\stackrel{~}{E_1}\mathrm{d}\stackrel{~}{\mathrm{\Omega }_1}\mathrm{d}\stackrel{~}{E_2}\mathrm{d}\stackrel{~}{\mathrm{\Omega }_2}\mathrm{d}E_e^{}\mathrm{d}\mathrm{\Omega }_e^{}}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{(2\pi )^9}}\stackrel{~}{p_1}\stackrel{~}{p_2}\stackrel{~}{E_1}\stackrel{~}{E_2}\sigma _{\mathrm{Mott}}\left\{v_CW_L+v_TW_T+v_SW_{TT}+v_IW_{LT}\right\}`$ (253) $`\times (2\pi )\delta (E_fE_i)`$ where $`\stackrel{~}{E_1},\stackrel{~}{E_2}`$ and $`\stackrel{~}{p_1},\stackrel{~}{p_2}`$ denote the energies and momenta of the outgoing nucleons, respectively. The virtual photon created in the electron scattering process carries a transfered momentum $`\stackrel{}{q}`$ and energy $`\omega `$. The leptonic structure functions $`v_i`$ ($`i=C,T,S,I`$) are defined by $`v_C`$ $`=`$ $`\left({\displaystyle \frac{q_\mu q^\mu }{\stackrel{}{q}^2}}\right)^2`$ $`v_T`$ $`=`$ $`\mathrm{tan}^2{\displaystyle \frac{\theta _e}{2}}{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{q_\mu q^\mu }{\stackrel{}{q}^{\mathrm{\hspace{0.17em}2}}}}\right)`$ $`v_I`$ $`=`$ $`{\displaystyle \frac{q_\mu q^\mu }{\sqrt{2}\|\stackrel{}{q}\|^3}}(E_e+E_e^{})\mathrm{tan}{\displaystyle \frac{\theta _e}{2}}`$ $`v_S`$ $`=`$ $`{\displaystyle \frac{q_\mu q^\mu }{2\stackrel{}{q}^2}}`$ (254) Here, $`\theta _e`$ is the angle of the scattered electron with respect to the incident electron beam and $`E_e,E_e^{}`$ are the energies of the incident and the scattered electron, respectively. The nuclear structure functions $`W_i`$ ($`i=L,T,TT,LT`$ stands for longitudinal, transverse, etc.) contain the matrix elements of the nuclear current operator for a given photon polarization $`\lambda `$. These matrix elements have to be calculated for the various processes displayed in Fig. 37. The relative importance of the various contributions under different kinematical setups, can be explored in calculations of the structure function $`W_i`$ for nuclear matter at saturation density. As a first example we consider the longitudinal structure function for the knockout of a proton-proton pair. In this case one can ignore the effects of meson-exchange currents (MEC) and isobar currents (IC) displayed in Fig. 37, since two protons do not exchange charged mesons. One of the protons is assumed to be emitted parallel to the momentum of the virtual photon with an energy of $`T_{p,1}=156\mathrm{MeV}`$, while the second is emitted antiparallel to the photon momentum with an energy of $`T_{p,2}=33\mathrm{MeV}`$ (see left part of Fig. 38). This is called the ‘super-parallel kinematic’, which should be appropriate for a separation of longitudinal and transverse structure functions. In this situation the dominant contribution to the longitudinal response function is due to correlation effects (dashed line). But also the FSI effects contribute in a non-negligible way to the cross section (curve with circle symbols), although the two protons are emitted in opposite directions. The effects of FSI are much more important, if we request that the two protons are emitted in a more symmetric way. As an example we show the longitudinal structure function for ($`e,e^{}pp`$), requesting that each of the protons carries away an energy of 70 MeV and is emitted with an angle of $`30^\mathrm{o}`$ or $`30^\mathrm{o}`$ with respect to the momentum transfer $`q`$ of the virtual photon. Corresponding results are displayed in in the right part of Fig. 38. For this kinematical situation the FSI contribution is much more important than the correlation effect. The situation is even more complicated in the case of the ($`e,e^{}pn`$) reaction, since in this case also MEC effects need to be considered. Results for the longitudinal structure function for ($`e,e^{}pn`$) assuming the same kinematical setup as in the right part of Fig. 38 are displayed in Fig. 39. The resulting structure function for ($`e,e^{}pn`$) is almost an order of magnitude larger than for the corresponding ($`e,e^{}pp`$) case. The dominating contribution to the longitudinal response is again the correlation part. Comparison with Fig. 4 demonstrates that the $`pn`$ correlations are significantly larger than those for the $`pp`$ pairs. This supports our conclusion from discussing the results of table 3 that the pionic or tensor correlations which are different for isospin $`T=0`$ and $`T=1`$ pairs play an important role and are even more important than the central correlations, which are independent of the isospin. Note that the MEC contribution for this ‘superparallel kinematic’ is smaller than the correlation effect. This is due to a strong cancellation between the pion seagull and the pion in flight contributions to the MEC. In fact, the dominant MEC contribution in this kinematical setup is due to the coupling of the photon to the $`\rho `$ meson. This does not hold for other situations, in which the pion contributions to MEC are dominant. The calculation of $`(e,e^{}NN)`$ reactions for finite nuclei typically account for the FSI effects only on the level of the mean field approximation. This means one considers an optical potential for the outgoing nucleons but ignores the FSI effects which are due to the residual interaction between the two ejected nucleons. As a typical example we will consider again the closed shell nucleus <sup>16</sup>O as the target nucleus. For an exclusive experiment leading to a discrete final state of the daughter nucleus with well defined angular momentum $`J`$ and isospin $`T`$ the initial state $`\mathrm{\Phi }_i`$ , for which the matrix elements $`<J^\mu >`$ (see Eq. (252) of the current operator have to be calculated can be expanded in terms of correlated two-hole wave functions $$\mathrm{\Phi }_i^{JT}(\stackrel{}{r}_1,\stackrel{}{r}_2)=\underset{\nu _1\nu _2}{}a_{\nu _1\nu _2}^{JT}<\stackrel{}{r}_1,\stackrel{}{r}_2\|\mathrm{\Psi }_2\|\nu _1\nu _2JT>$$ (255) where we have used the nomenclature of the coupled cluster method introduced in subsection 2.2. The expansion coefficients $`a_{\nu _1\nu _2}^{JT}`$ are determined from a configuration mixing calculation of the two-hole states in <sup>16</sup>O, which can be coupled to the angular momentum and parity of the requested state within the model space considered for the treatment of long range correlations. As an example, exhibiting the effects of correlations, we display in Fig. 40 the two-body densities, resulting from the knock-out of two nucleons from the $`p_{1/2}`$ shell in <sup>16</sup>O. In Fig. 40 such two-body densities are displayed for a fixed $`\stackrel{}{r}_1=(x_1=0,y_1=0,z_1=2\mathrm{fm})`$ as a function of $`\stackrel{}{r}_2`$, restricting the presentation to the $`x_2,z_2`$ half-plane with ($`x_2>0,y_2=0`$). The upper left part of this figure displays the two-body density without correlations ($`\widehat{S}_2=0`$). One observes that the two-body density, displayed as a function of the position of the second particle $`\stackrel{}{r}_2`$ is not affected by the position of the first one $`\stackrel{}{r}_1`$. Actually, the two-body density displayed is equivalent to the one-body density. This just reflects the feature of independent particle motion. If correlation effects are included, as it is done in the upper right part of Fig. 40, one finds a drastic reduction of the two-body density at $`\stackrel{}{r}_2=\stackrel{}{r}_1`$ accompanied by a slight enhancement at medium separation between $`\stackrel{}{r}_1`$ and $`\stackrel{}{r}_2`$. In order to amplify the effect of correlations, the lower part of Fig. 40 displays the corresponding correlation densities (i.e. the corresponding amplitudes $`\widehat{S}_2`$ squared). While the left part shows the correlation density for the removal of a proton-proton pair, the corresponding density for a proton-neutron pair is displayed in the right part. Comparing these figures one sees that that the $`pn`$ correlations are significantly stronger than the $`pp`$ correlations. This is mainly due to the presence of pionic or tensor correlations in the case of the $`pn`$ pair. This part of Fig. 40 also exhibits quite nicely the range of the correlations. This range is short compared to the size of the nucleus even in the case of the $`pn`$ correlations. All results displayed in this figure have been obtained using the Argonne V14 potential for the NN interaction. Results for the cross section of exclusive ($`e,e^{}pn`$) reactions on <sup>16</sup>O leading to the ground state of <sup>14</sup>N are displayed in Fig. 41. The calculations have been performed in the super-parallel kinematic, which we already introduced before. The kinematical parameters correspond to those adopted in a recent <sup>16</sup>O(e,epp)<sup>14</sup>C experiment at MAMI . In order to allow a direct comparison of ($`e,e^{}pp`$) with ($`e,e^{}pn`$) experiments, the same setup has been proposed for the first experimental study of the <sup>16</sup>O(e,epn)<sup>14</sup>N reaction . This means that we assume an energy of the incoming electron $`E_0=855`$ MeV, electron scattering angle $`\theta =18^\mathrm{o}`$, $`\omega =215`$ MeV and $`q=316`$ MeV/$`c`$. The proton is emitted parallel and the neutron antiparallel to the momentum transfer $`\stackrel{}{q}`$. Separate contributions of the different terms of the nuclear current are shown in the figure and compared with the total cross section. The contribution of the one-body current, entirely due to correlations, is large. It is of the same size as that of the pion seagull current. The contribution of the $`\mathrm{\Delta }`$-current is much smaller at lower values of $`p_\mathrm{B}`$, whereas for values of $`p_\mathrm{B}`$ larger than 100 MeV/$`c`$ it becomes comparable with that of the other components. It is worth noting the the total cross section is about an order of magnitude larger than the one evaluated for the corresponding ($`e,e^{}pp`$) experiment. This confirms our finding about the relative cross sections for $`pp`$ and $`pn`$ knock out, which we have discussed above for the study in nuclear matter. The right-hand part of Fig. 41 shows the quantities as the left part but calculated with the simpler prescription of correlations, i.e. by the product of the pair function of the shell model, described for $`1_1^+`$ as a pure ($`p_{1/2}`$)<sup>-2</sup> hole, and of a Jastrow type central and state independent correlation function. The large differences between the cross sections in the two parts of Fig. 41 indicate that a refined description of the two-nucleon overlap, involving a careful treatment of both aspects related to nuclear structure and NN correlations, is needed to give reliable predictions of the size and the shape of the ($`e,e^{}pn`$) cross section. ## 4 Conclusion The main aim of this review has been to demonstrate that nuclear systems are very intriguing many-body systems. They are non-trivial systems in the sense that they require the treatment of correlations beyond the mean field or Hartree-Fock approximation. Therefore, from the point of view of many-body theory, they can be compared to other quantum many-body systems like liquid He, electron gas, clusters of atoms etc. A huge amount of experimental data is available for real nuclei with finite number of particles as well as for the infinite limit of nuclear matter or the matter of a neutron star. It is a challenge for theoretical physics to develop many-body theories for a description of these data, which are based on a realistic model for the NN interaction and yield predictions of the many-body data which are free of any parameters. A lot of progress has been made during the last years to develop such tools of many-body theory as the Brueckner hole-line expansion, the coupled cluster or “exponential S” method, the self-consistent calculation of Green’s function and variational calculations, which are based on cluster expansion techniques as well as Monte Carlo methods. These techniques are very useful for the study of nuclear structure but are also used in investigationis of other quantum-many-body sytems. The different techniques yield predictions for the bulk properties of nuclear systems at normal densities which tend to agree with each other. This is certainly true for the treatment of short-range correlations. Additional effort may be required for a reliable treatment of long-range correlations in finite nuclei. Those correlations are related to the low energy configurations within a shell-model basis. Shell-model configuration mixing calculations using Monte-Carlo techniques or other sophisticated methods to deal with nuclear structure calculations in large model spaces might be appropriate and should be combined with the formalisms to handle short-range correlations. Many-body theories have reached a level of sophistication that their predictions can be considered as a reliable test of models for the NN interaction. Characteristic differences can be observed if either a complete meson exchange model is used, which leads to a non-local NN interaction, or if the local approximation is considered. In any case, however, one finds that a two-nucleon interaction alone does not lead to the empirical saturation point of nuclear matter and also fails to reproduce binding energy and density of finite nuclei. The calculations tend to predict binding energies which are too small and/or densities which are too large. This can be corrected by introducing empirical three-nucleon forces. It is not clear, however, whether such three-nucleon forces simulate sub-nucleonic degrees of freedom ($`\mathrm{\Delta }`$ excitations of the nucleons) or relativistic features as they are contained in the Walecka model. Further studies are needed to clarify this point. One must try to inspect special observables like e.g. the spin-orbit splitting in the single-particle potential, the energy dependence of the optical potential or the response functions for ($`e,e^{}p)`$ experiments, which are sensitive to the relativistic features. There is also a challenge for a cooperation between experimental and theoretical physics to search for observables, which test the significance of the short-range NN correlations and thereby the short-range structure of the underlying NN interaction. The study of exclusive $`(e,e^{}NN)`$ experiments seems to be an appropriate tool to explore the proton-proton and proton-neutron correlations. Acknowledgments A large part of the work which has been presented here, has been obtained in collaborations with many colleagues. In particular we would like to thank K. Allaart, K. Amir-Azimi-Nili, P. Czerski, W.H. Dickhoff, A. Fabrocini, R. Fritz, C. Giusti, M. Hjorth-Jensen, M. Kleinmann, D. Knödler, R. Machleidt, F.D. Pacati, A. Ramos, E. Schiller, L.D. Skouras, and J. Udias. This work has been supported by grants from the DFG (SFB 382, GRK 135 and Wa728/3), DGICYT (Spain) grant No. PB95-1249 and the program SGR98-11 from Generalitat de Catalunya.
warning/0001/hep-th0001192.html	ar5iv	text	# 1 Introduction ## 1 Introduction The interest in the study of questions related with AdS backgrounds is caused by several reasons. From one side, in AdS/CFT set-up the investigation of classical solutions of IIB SG with AdS sections may provide the information about boundary QFT in less dimensions. Second, AdS space has maximum number of Killing vectors and it is well-known candidate for vacuum state in various SGs. For strings the AdS-like backgrounds are often suspected to be exact vacuum state. Third, some cosmological data indicate to the presence of spatial sections with negative curvature in the inflationary Universe. The recent numerous studies of warped compactifications and brane cosmology have been iniciated by refs.(the corresponding literature is vast, see and refs. therein). That suggests the possibility of AdS-like stage which could be important for various reasons (hierarchy problem, etc) in the early Universe. Reserving the possibility of dynamical generation of AdS regions at the early (multidimensional) Universe the question could arise: what are the mechanisms responsible for such process? In particular, if AdS BHs exist they should be presumbly produced as the primordial BHs at the very early Universe where quantum effects play the dominant role. Hence, the natural mechanism for creation-annihilation of AdS backgrounds could be defined by quantum effects. Indeed, it has been shown recently that quantum anihilation of 4d AdS Universe typically occurs. However, the presence of dilaton may change the situation to quantum creation of dilatonic AdS Universe (subject to fine-tuning of theory parameters). In the present work we investigate the role of quantum conformal matter effects (using large $`N`$, anomaly induced effective action) in the dynamical realization of dilatonic AdS backgrounds in various dimensions. In the next section the 4d dilatonic classical gravity with $`N`$ dilaton coupled quantum fermions is considered. From the solution of effective equations it follows that quantum corrected dilatonic AdS Universe may occur, even in situation where such classical solution was absent. However, the probability of generation of AdS Universe is significally less than of quantum creation of de Sitter Universe. It is interesting that some features of quantum creation of dilatonic AdS Universe should be also typical for the same process for primordial AdS BHs. To demonstrate this, in section three we present two-dimensional exactly solvable model. It is the same dilatonic gravity with dilaton coupled massless quantum fermions in two dimensions. The complete anomaly induced effective action is found. The quantum 2d dilatonic AdS BH which did not existed on classical level is constructed as the solution of the effective equations. In other words, the creation of quantum 2d AdS BH occurs. From another side, in AdS/CFT set-up where AdS background is introduced from the very beginning the question on realization of gravity in boundary world appears. Some progress in this direction is made within Randall-Sundrum scenario which may suggest the solution of hierarchy problem. In fourth section we discuss the holographic RG action leading to warped compactification (RS-like Universe) in the region where both sides of AdS/CFT correspondence (i.e. bulk and boundary) are still relevant. Then, using the same anomaly induced effective action of previous sections (boundary) we suggest the way it should appear in the dynamics of five-dimensional world on equal footing with 5d gravity action. As a result the dynamical effective equations could be solved realizing 5d AdS Universe with warp factor. On the boundary of such Universe the de Sitter (inflationary) world occurs. It is actually induced by quantum effects (not four-dimensional cosmological constant introduced on brane by hands). In the final section we present short resume and mention some open problems. ## 2 Quantum instability of 4d AdS dilaton universe Let us consider the 4-dimensional dilaton gravity theory with the following action: $$S=d^4x\sqrt{g}\left[\frac{1}{16\pi G}(R+6\mathrm{\Lambda })+\alpha (_\mu \varphi )(^\mu \varphi )\right],$$ (1) where $`\mathrm{\Lambda }`$ is the cosmological constant and $`\alpha `$ some suitable parameter. For constant dilaton $`\varphi `$ and negative cosmological constant the classical background solution corresponds to the 4d AdS space. Even for non-constant dilaton, there are solutions interpolating between asymptotically AdS and flat space with singular dilaton . Our primary interest will be in (asymptotically) AdS background for the theory defined by (1). Few remarks are in order. There are different interpretations of action (1). First of all, this action may be considered as the compactification of the II B supergravity bosonic sector (say, a Freund-Rubin ansatz and background like $`S_5\times S_1\times AdS_4`$). Second, making a conformal transformation of the metric and a suitable redefinition of the dilaton, one arrives at the Brans-Dicke theory (for a review, see ), with non-trivial dilatonic potential. Hence, the action (1) may be considered as a Brans-Dicke theory in the Einstein frame, which has been argued to be the physical one (for a review, see ). We will be interested in the investigation of the stability of the (classical) AdS background in the theory (1), under the quantum fluctuations of the conformal matter. As matter Lagrangian, we take the one which corresponds to $`N`$ massless dilaton coupled Dirac spinors $$L_M=\mathrm{exp}(A\varphi )\underset{i=1}{\overset{N}{}}\overline{\psi }_i\gamma ^\mu _\mu \psi ^i.$$ (2) Here $`A`$ is some constant parameter. The above strong matter-dilaton coupling is typical for any matter- Brans-Dicke theory in the Einstein frame. Transforming the variables in the theory (1) to the Brans-Dicke gravity in the Jordan frame, one can easily show that $`L_M`$ is tranformed into the usual spinor Lagrangian with no dilaton coupling. That is why $`L_M`$ is just how the matter looks in the Brans-Dicke gravity within the Einstein frame. Additional motivations to consider the dilaton coupled matter Lagrangian as in (2) come from the supergravity side, where such coupling is a common feature when the dilaton is present in the supergravity multiplet. The number of spinors $`N`$ is to be considered very large, in order to justify why one can neglect the proper quantum gravity contributions. The quantum effective action for dilaton coupled spinor has been found in ref. by integrating the conformal anomaly. This quantum effective action should be added to the classical one $`S`$ (there is only the dilaton-gravitational background under consideration). Let us now define the space-time we are going to work with. We consider the 4d AdS background with the static metric $$ds^2=\mathrm{e}^{2\lambda \stackrel{~}{x}_3}\left[dt^2(dx_1)^2(dx_2)^2\right](d\stackrel{~}{x}_3)^2.$$ (3) It has a negative cosmological constant $`\mathrm{\Lambda }=\lambda ^2`$. Making the coordinates transformations $$y=\frac{\mathrm{e}^{\lambda \stackrel{~}{x}_3}}{\lambda }$$ (4) one can present (3) in the conformally flat form $$ds^2=a(y)^2\eta _{\mu \nu }dx^\mu dx^\nu ,$$ (5) where $$a=\mathrm{e}^{\lambda \stackrel{~}{x}_3}=\frac{1}{\lambda y}.$$ (6) This form of the metric is very useful in the AdS/CFT correspondence. It is also clear that the classical AdS Universe may be trivially realized as solution of the theory (1), with negative cosmological constant and constant dilaton. Here our purpose will be the investigation of the role of the quantum effects to the dilaton AdS universe. To this aim, we shall consider the metric (5) with an arbitrary scale factor to be determined dynamically. The anomaly induced effective action of ref. on such background may be written in the following form : $$W=V_3𝑑y\left\{2b_1\sigma _1\sigma _1^{\prime \prime \prime \prime }2(b+b_1)\left(\sigma _1^{\prime \prime }\sigma _{1}^{}{}_{}{}^{2}\right)^2\right\}.$$ (7) Here, $`V_3`$ is the (infinite) volume of 3-dimensional flat space-time( time is included), $`\sigma =\mathrm{ln}a(y)`$, $`\sigma _1=\sigma +\frac{A\varphi }{3}`$, $`{}_{}{}^{}d/dy`$, and $`b=\frac{3N}{60(4\pi )^2}`$, $`b_1=\frac{11N}{360(4\pi )^2}`$. It should be noted that (7) may be regarded as the complete one-loop effective action. The classical gravitational action on the background (3) with non-trivial dilaton may be obtained from (1) and reads $$S=V_3𝑑y\left\{\frac{1}{\chi }\left[6(\sigma ^{\prime \prime }+\sigma _{}^{}{}_{}{}^{2})\mathrm{e}^{2\sigma }6\mathrm{\Lambda }\mathrm{e}^{4\sigma }\right]+\alpha \varphi _{}^{}{}_{}{}^{2}\mathrm{e}^{2\sigma }\right\}.$$ (8) with $`\chi =16\pi G`$. The quantum corrections can be taken into account starting from the effective equations obtained from the effective action $`S+W`$. These equations look similarly to the ones associated with the De Sitter quantum corrected universe , with the addition of the cosmological constant contribution and an opposite sign in the Einstein term: $`\stackrel{~}{C}\mathrm{e}^{(A\varphi /3)}{\displaystyle \frac{12}{\chi }}a^{\prime \prime }{\displaystyle \frac{24\mathrm{\Lambda }a^3}{\chi }}+2\alpha a\varphi ^2=0`$ $`{\displaystyle \frac{A}{3}}\stackrel{~}{C}a\mathrm{e}^{(A\varphi /3)}2\alpha (a^2\varphi ^{})^{}=0,`$ (9) where $$\stackrel{~}{C}=\frac{4b}{\stackrel{~}{a}}\left[\frac{\stackrel{~}{a}^{\prime \prime \prime \prime }}{\stackrel{~}{a}}\frac{4\stackrel{~}{a}^{}\stackrel{~}{a}^{\prime \prime \prime }}{\stackrel{~}{a}^2}\frac{3\stackrel{~}{a}^{\prime \prime 2}}{\stackrel{~}{a}^2}\right]\frac{24}{\stackrel{~}{a}^4}\left[(bb_1)\stackrel{~}{a}^{\prime \prime }\stackrel{~}{a}^2+b_1\frac{\stackrel{~}{a}^4}{\stackrel{~}{a}}\right],$$ (10) and $$\stackrel{~}{a}=a\mathrm{e}^{(A\varphi /3)}.$$ (11) First, we note that in absence of dilaton and quantum corrections $`(\alpha =b=b_1=0)`$, there exists a special solution $$a(y)=\frac{1}{\sqrt{\mathrm{\Lambda }}y},$$ (12) corresponding to the AdS Universe, namely such universe exists at classical level. Furthermore, in the absence of the dilaton and vanishing cosmological constant, only the first of (9) survives. It may be solved via the special ansatz $`a=c/y`$ with the constraint $`c^2=b_1\chi `$. Since $`b_1<0`$, one gets an imaginary scale factor $`a`$, namely a quantum annihilation of the AdS universe, as it was shown in detail in ref. . Hence, classical AdS Universe is not stable under the action of quantum fluctuations. Note that dilaton is constant there. Now, one can ask what happens in the general situation within dilatonic gravity with non-constant dilaton with regard to the AdS universe. In other words, there is the question about the stability of the AdS universe in II B Supergravity under the action of the quantum matter fluctuations. The general solution of the system of differential equations (9) is very difficult to find. Apart from numerical studies, the best one can do is to search for special solutions. Motivated by the similar dilatonic De Sitter universe solution , one may try $$a(y)=\frac{1}{Hy},\varphi ^{}(y)=\frac{1}{H_1y},$$ (13) where $`H`$ and $`H_1`$ are some constants to be determined. From Eqs. (9) one obtains $$\frac{aA}{3}\left[\frac{12a^{\prime \prime }}{\chi }+\frac{24\mathrm{\Lambda }a^3}{\chi }2\alpha a\varphi ^2\right]2\alpha (a^2\varphi ^{})^{}=0.$$ (14) Substituting Eqs. (13) in the second of (9) and (14), we obtain $$\frac{12\mathrm{\Lambda }}{\chi H^2}=\frac{\alpha }{H_1^2}\frac{9\alpha }{AH_1}\frac{12}{\chi }.$$ (15) $$\frac{81\alpha }{2AbH^2}=(A3H_1)\left(\frac{18H_1^22\stackrel{~}{b}(A3H_1)^2}{H_1^2}\right),$$ (16) with $`\stackrel{~}{b}=1+\frac{b_1}{b}`$. As a result, one may eliminate $`H`$ from the first equation and obtain a third order complete algebraic equation for the quantity $`H_1`$, which in principle can be solved. However, for $`\mathrm{\Lambda }=0`$, there is the complete decoupling of the two equations and one easily arrives at $$H_1=\frac{1}{24}\left[\frac{9\alpha \chi }{A}\pm \sqrt{\frac{81\alpha ^2\chi ^2}{A^2}+48\alpha \chi }\right],$$ (17) and the other quantity $`H`$ may be obtained from equation (16): $$\frac{1}{H^2}=\frac{2b}{81\alpha }\left[\left(18+81\stackrel{~}{b}\right)A^2+\frac{24\stackrel{~}{b}A^4}{\alpha \chi }\pm \frac{\alpha \chi }{3\stackrel{~}{b}A}\sqrt{\frac{81\alpha ^2\chi ^2}{A^2}+48\alpha \chi }\right].$$ (18) Since $`\stackrel{~}{b}=\frac{7}{11}>0`$ and $`18+81\stackrel{~}{b}>0`$, there is always a real solution for $`H`$ at least for positive $`\alpha `$ if we choose the sign $`\pm `$ in front of the square root properly. Hence, we demonstrated that in presence of non-constant dilaton the quantum AdS Universe solution in dilatonic gravity is less unstable. At least, it may be realized while it didnt exist on classical level! However, it is less stable than corresponding de Sitter Universe as it may be easily seen from the explicit solution. In fact, the mechanism presented in this section may serve as the one corresponding to quantum creation of primordial AdS Black Holes in early Universe. However, for 4d AdS BH one should calculate the extra piece of effective action which is non-local and very complicated. The complete calculation of it is not known, presumbly it could be found only as expansion on theory parameters. That is the reason we prefer to present such analysis only in two dimensions. ## 3 Quantum creation of 2d AdS black hole In this section we investigate the possibility for quantum creation of 2d AdS BHs using methods developed in previous section. Motivated by the 4-dimensional case, we may assume that the classical action for the 2-dimensional dilaton gravity theory reads $$S=d^2x\sqrt{g(x)}\left[\frac{R+6\mathrm{\Lambda }}{\chi }+\frac{1}{2}(_\mu \varphi )(^\mu \varphi )+\mathrm{exp}(A\varphi )L_M\right],$$ (19) where $`A`$ is a constant parameter and the matter Lagrangian is the one of two-dimensional Majorana spinors: $$L_M=\underset{i=1}{\overset{N}{}}\overline{\psi }_i\gamma ^\mu _\mu \psi ^i.$$ (20) Let us neglect the classical matter contribution since we are interested only in the one-loop EA induced by the conformal anomaly of the quantum matter. In two dimensions, a general static metric may be written in the form $$ds^2=V(r)dt^2\frac{1}{W(r)}dr^2.$$ (21) It is well know that introducing the new radial coordinate $`r^{}`$, defined by $$r^{}=\frac{dr}{\sqrt{V(r)W(r)}},$$ (22) one gets a conformally flat space-time, $$g_{\mu \nu }=V(r(r^{}))\eta _{\mu \nu }=\mathrm{e}^{2\sigma (r^{})}\eta _{\mu \nu }.$$ (23) We also assume that the field $`\varphi `$ depends only on $`r^{}`$. Since the conformal anomaly for the dilaton coupled spinor is (see ) $$T=\frac{c}{2}\stackrel{~}{R},$$ (24) where $`c=N/(12\pi )`$ and $`\stackrel{~}{R}`$ is calculated on the metric $`\stackrel{~}{g}_{\mu \nu }=\mathrm{e}^{2A\varphi }g_{\mu \nu }`$, the anomaly induced EA in the local, non-covariant form reads $$W=\frac{c}{2}d^2x\stackrel{~}{\sigma }\stackrel{~}{\sigma }^{\prime \prime }.$$ (25) Here $`\stackrel{~}{\sigma }=\sigma +A\varphi `$ and $`{}_{}{}^{}=\frac{d}{dr^{}}`$. Note that this is, up to a non–essential constant, an exact one-loop expression. The total one-loop effective action is $`S+W`$, i.e. $$S+W=V_1𝑑r^{}\left\{\frac{k_G}{2}\left(\sigma ^{\prime \prime }6\mathrm{\Lambda }\mathrm{e}^{2\sigma }\right)+\frac{1}{2}(\varphi ^{})^2+\frac{c}{2}\left(\sigma +A\varphi \right)\left(\sigma ^{\prime \prime }+A\varphi ^{\prime \prime }\right)\right\},$$ (26) where $`k_G=\frac{1}{8\pi G}`$, and $`V_1`$ the (infinite) temporal volume. Since 2d Einstein theory is trivial, the whole dynamics appears as a result of quantum effects. The equations of motion given by the variations of $`\varphi `$ and $`\sigma `$ are $`0`$ $`=`$ $`\left(1cA^2\right)\varphi ^{\prime \prime }+cA\sigma ^{\prime \prime }`$ (27) $`0`$ $`=`$ $`c\left(\sigma ^{\prime \prime }+A\varphi ^{\prime \prime }\right)6k_G\mathrm{\Lambda }\mathrm{e}^{2\sigma }.`$ (28) From (27) and (28), we obtain $$0=6k_G\mathrm{\Lambda }\mathrm{e}^{2\sigma }+\frac{c}{1cA^2}\sigma ^{\prime \prime },$$ (29) which gives a constant $`E`$ of motion $$E=3k_G\mathrm{\Lambda }\mathrm{e}^{2\sigma }+\frac{c}{2\left(1cA^2\right)}\left(\sigma ^{}\right)^2.$$ (30) We now change the coordinate by $$r=\mathrm{e}^{2\sigma }𝑑r^{},$$ (31) which gives $$W(r)=V(r)=\mathrm{e}^{2\sigma }.$$ (32) Then Equation (30) can be integrated to give $`\mathrm{e}^{2\sigma }={\displaystyle \frac{(rr_0)^2}{b}}a`$ $`b{\displaystyle \frac{6(1cA^2)k_G\mathrm{\Lambda }}{c}},a{\displaystyle \frac{E}{3k_G\mathrm{\Lambda }}}.`$ (33) Here $`r_0`$ is a constant of the integration. If we further redefine, $$\frac{1}{l^2}b,cM\frac{2r_0}{b},ka+\frac{r_0^2}{b},$$ (34) we obtain a generic 2d AdS black hole solution, $$W(r)=V(r)=\mathrm{e}^{2\sigma }=kcMr+\frac{r^2}{l^2}$$ (35) where $`M`$ may be interpreted as the mass of the BH. We may take $`k=\pm 1`$, or $`k=0`$. In general, we have a simple positive root, interpreted as horizon radius. In the case $`k=1`$ one must have $`cM>2`$. It is easy to show that the above metric has a negative constant scalar curvature and for large $`r`$, $`V(r)\frac{r^2}{l^2}`$, namely one gets the AdS asymptotic behavior. For the sake of simplicity, let us consider the case $`k=0`$. In this case the horizon radius and the Hawking temperature read $$r_H=cMl^2,\beta _H=\frac{4\pi }{cM}=\frac{4\pi l^2}{r_H}.$$ (36) Since $$r^{}=\frac{l^2}{r_H}\mathrm{ln}\frac{rr_H}{r},$$ (37) the old radial coordinate as a function of the new one is $$r=\frac{r_H}{1\mathrm{e}^{4\pi T_Hr^{}}}.$$ (38) Note that the horizon $`r=r_H`$ corresponds to $`r^{}`$ going to $`\mathrm{}`$. The $`\sigma `$ function is given by $$\sigma (r^{})=\mathrm{ln}\frac{r_H}{l}\mathrm{ln}(1\mathrm{e}^{4\pi T_Hr^{}})+2\pi T_Hr^{}.$$ (39) From (27), one obtains the following first integral of motion $$\left(1cA^2\right)\varphi ^{}(r^{})+cA\sigma ^{}(r^{})=c_1,$$ (40) where $`c_1`$ is an integration constant. Thus the solution for the dilaton field is $$\varphi (r^{})=\varphi _0+c_1r^{}+\frac{cA}{1cA^2}\sigma (r^{}),$$ (41) where $`c_1`$ is an integration constant. As a function of the old radial coordinate one has $$\varphi (r)=\varphi _0+c_1\mathrm{ln}\frac{rr_H}{r}+\frac{cA}{1cA^2}\mathrm{ln}\frac{\sqrt{r(rr_H)}}{l}.$$ (42) Note that the quantum correction to the dilaton diverges on the horizon. Thus, using anomaly induced effective action for dilaton coupled spinor we proved the possibility of quantum realization of 2d AdS BH which did not exist on classical level. It is interesting that unlike to 4d case where EA for AdS BH is not completely known, 2d case is exactly solvable. Our solution may be interpreted as quantum creation of dilatonic AdS BH. The finite Hawking temperature in (36) tells that the Hawking radiation (for a recent review, see ) should occur for our BH solution. If we consider the time dependent perturbation, one could trace the fate of the black hole. This will be discussed elsewhere. ## 4 Holographic Renormalization Group and Dynamical Gravity In the standard AdS/CFT correspondence one can think about the simultaneous incorporation of string compactification with exponential warp factor (Randall-Sundrum compactification ) and the holographic map between 5d supergravity and 4d boundary (gauge) theory. Moreover, it could be extremely interesting to do it in such a way that dynamical gravity would appear on the boundary side. One possibility to realize such a mechanism is presumbly related with holographic renormalization group (RG), see for an introduction. Probably the most important element of such RG (as well as in holographic correspondence between 5d SG and 4d dual gauge theory) is the identification of fifth AdS coordinate with the RG parameter of 4d boundary theory. In particular, this gives the way to study RG flows in 4d gauge theory via the investigation of classical AdS-like solutions of 5d gauged SGs. There was very interesting suggestion in this respect in ref. to consider low-energy effective action (EA) in the region where field theoretical quantities and analogous supergravity quantities could be considered on equal foot. In other words, this is the way to match two dual descriptions into the global picture of some, more universal RG flow. Immediate consequence of such point of view is the possible explanation of smallness of cosmological constant, the stability of flat spacetime along the RG flow and possible understanding of 4d gravity appearence in standard AdS/CFT set-up. Our purpose will be to find the explicit realization of ideas of ref. via the construction of the corresponding phenomenological model. First of all, it will be necessary to repeat two starting points of the consideration in ref.. In the calculation of complete low-energy EA in AdS/CFT set-up one can divide it into a high energy and low energy pieces, separated by some given RG scale (fixed value of radial coordinate): $$S=S_{\mathrm{UV}}+S_{\mathrm{IR}}.$$ (43) Here $`S_{\mathrm{UV}}`$ is obtained from the original stringy action as a result of specific compactification. $`S_{\mathrm{IR}}`$ may be identified with the quantum effective action of (gauge and matter) low energy theory. Let us start now the explicit construction of the model. Consider 5d warped AdS metric: $$ds^2=a_1^2(r)\stackrel{~}{g}_{\alpha \beta }dx^\alpha dx^\beta dr^2$$ (44) where $`r`$ is radius of d5 AdS, or RS Universe, i.e., $`a_1=a_1(r)`$ is scale factor of d5 AdS and $`a_1(r)`$ usually depends exponentially on the radial coordinate. $`\stackrel{~}{g}_{\alpha \beta }`$ is 4d metric of boundary, time dependent FRW Universe. We assume that $`\stackrel{~}{g}_{\alpha \beta }=a^2(\eta )\eta _{\alpha \beta }`$ where $`\eta `$ is conformal time and $`\eta _{\alpha \beta }`$ is 4d Minkowski tensor. As $`\stackrel{~}{g}_{\mu \nu }`$ corresponds to conformally flat space, it is defined by conformal time dependent scale factor $`a`$. Hence we have two scale factors. One can discuss now the structure of low-energy effective action. Truncation of $`S_{\mathrm{UV}}`$ gives basically the bosonic sector of 5d gauged supergravity (for simplicity, we consider the situation with only one scalar (dilaton) which is quite typical): $$S_{\mathrm{UV}}=d^5x\sqrt{g_{(5)}}\left\{V(\varphi )\frac{1}{H(\varphi )}R_{(5)}+V_1(\varphi )_\mu \varphi ^\mu \varphi \right\}.$$ (45) At first step, we limit ourselves to even simpler situation of constant dilaton. (Note that holographic RG implies that $`\varphi `$ corresponds to the coupling constant of dual QFT). The reason is that we are searching for 4d dynamic gravity, at least qualitatively. Then, $$S_{\mathrm{UV}}=d^5x\sqrt{g_{(5)}}\left\{\frac{1}{H}R_{(5)}\frac{6\mathrm{\Lambda }}{H}\right\}$$ (46) where $`V(\varphi =\text{const})\frac{6\mathrm{\Lambda }}{H}`$. We consider 5d AdS background with some 4d time-dependent conformally-flat boundary in this theory as vacuum state. The question is: can boundary quantum effects (instead of 4d cosmological constant) stabilize such space? The 4d quantum effective action of low-energy theory on the conformaly-flat space $`g_{\mu \nu }=a^2(\eta )\eta _{\mu \nu }`$ looks as (see, for example, ) $$W=V_3𝑑\eta \left\{2b_1\sigma \sigma ^{\prime \prime \prime \prime }2(b+b_1)\left(\sigma ^{\prime \prime }\sigma _{}^{}{}_{}{}^{2}\right)^2\right\}$$ (47) where $`\sigma =\mathrm{ln}a(\eta )`$, $`V_3`$ is space volume, $`\sigma ^{}=\frac{d\sigma }{d\eta }`$, for $`𝒩=4`$ $`SU(N)`$ SYM theory $`b=\frac{N^21}{4(4\pi )^2}`$, $`b_1=b`$. In general, $`b>0`$, $`b_1<0`$ and $`bb_1`$. One has to relate $`W`$ with $`S_{IR}`$. We consider d5 AdS background with the metric of the form: $$ds_5^2=dr^2+a_1^2(r)a^2(\eta )\eta _{\mu \nu }dx^\mu dx^\nu .$$ (48) One knows that $`S_{\mathrm{IR}}=W`$ at $`r=r_0`$, cut-off scale. On the other side in AdS limit the description is completely from supergravity side. So, at $`rr_A`$, $`S_{\mathrm{IR}}0`$. Then one can adopt the phenomenological approach where $$S_{\mathrm{IR}}=f\left(a_1(r)\right)W𝑑r$$ (49) so that $`f\left(a_1(r)\right)`$ satisfies above relations connecting $`S_{\mathrm{IR}}`$ and $`W`$ . Some choice for it is explicitly given below. Then, one can solve Eqs. of motion from $`S_{\mathrm{UV}}+S_{\mathrm{IR}}`$ on the background (48). Under the assumption of the metric in (48), the sum of the actions (46) and (49) has the following form $`S_{\mathrm{UV}}+S_{\mathrm{IR}}`$ $`=V_3{\displaystyle }drd\eta [\{\mathrm{e}^{2\phi +2\sigma }(6\sigma _{,\eta \eta }+6\sigma _{,\eta }^2)`$ $`+\mathrm{e}^{4\phi +4\sigma }(8\phi _{,rr}20\phi _{,r}^2{\displaystyle \frac{16}{l}}\phi _{,r})\}{\displaystyle \frac{1}{H}}`$ $`{\displaystyle \frac{6\mathrm{\Lambda }}{H}}\mathrm{e}^{4\phi +4\sigma }+f(\phi )\left\{2b_1\sigma _{,\eta \eta }^22(b+b_1)\left(\sigma _{,\eta \eta }\sigma _{,\eta }^2\right)^2\right\}`$ $`+{\displaystyle \frac{A}{4lH}}\left(\mathrm{e}^{4\phi +4\sigma }\right)_{,r}+{\displaystyle \frac{B}{H}}\left(\mathrm{e}^{2\phi +2\sigma }\sigma _{,\eta }\right)_{,\eta }].`$ (50) Here $`\phi =\mathrm{ln}a_1(r)`$, $`\frac{2}{l^2}=\mathrm{\Lambda }`$ and $`_{,r}=\frac{d}{dr}`$, $`_{,\eta }=\frac{d}{d\eta }`$. We add the total derivative terms proportional to constant parameters $`A`$ and $`B`$ and we also rewrite the term proportional to $`b_1`$ by using the total derivative. We should note, however, that the total derivative terms are not irrelevant to the equations of motion as we show it explicitly later, which might be caused by the fact that the 5d general covariance is not always kept in (49). The parameters $`A`$ and $`B`$ can be later determined by the consistency conditions. The equations of motion given by the variation over $`\sigma `$ and $`\phi `$ have the following forms: $`0`$ $`=`$ $`{\displaystyle \frac{1}{H}}\mathrm{e}^{2\phi +2\sigma }\left(12\sigma _{,\eta \eta }+12\sigma _{,\eta }^2\right)`$ (51) $`+{\displaystyle \frac{4}{H}}\mathrm{e}^{4\phi +4\sigma }\left(8\phi _{,rr}20\phi _{,r}^2{\displaystyle \frac{16}{l}}\phi _{,r}+{\displaystyle \frac{A}{l}}\phi _{,r}6\mathrm{\Lambda }\right)`$ $`+4f(\phi )\left\{4b_1\sigma _{,\eta \eta \eta \eta }2(b+b_1)\left(2\sigma _{,\eta \eta \eta \eta }12\sigma _{,\eta }^2\sigma _{,\eta \eta }\right)\right\}`$ $`0`$ $`=`$ $`{\displaystyle \frac{1}{H}}\mathrm{e}^{2\phi +2\sigma }\left\{6\sigma _{,\eta \eta }+6\sigma _{,\eta }^2B\left(\sigma _{,\eta \eta }+2\sigma _{,\eta }^2\right)\right\}`$ (52) $`+{\displaystyle \frac{1}{H}}\mathrm{e}^{4\phi +4\sigma }\left(24\phi _{,rr}48\phi _{,r}^224\mathrm{\Lambda }\right)`$ $`+f^{}(\phi )\left\{2b_1\sigma _{,\eta \eta }^22(b+b_1)\left(\sigma _{,\eta \eta }\sigma _{,\eta }^2\right)^2\right\}.`$ Multiplying $`\mathrm{e}^{4\sigma }`$ and differentiating it with respect to $`\eta `$, one gets $`0`$ $`=`$ $`{\displaystyle \frac{1}{H}}\mathrm{e}^{2\sigma }{\displaystyle \frac{d}{d\eta }}\left\{\mathrm{e}^{2\sigma }\left(12\sigma _{,\eta \eta }+12\sigma _{,\eta }^2\right)\right\}`$ (53) $`+4f(\phi ){\displaystyle \frac{d}{d\eta }}\left[\left\{4b_1\sigma _{,\eta \eta \eta \eta }2(b+b_1)\left(2\sigma _{,\eta \eta \eta \eta }12\sigma _{,\eta }^2\sigma _{,\eta \eta }\right)\right\}\right].`$ In order that Eq.(53) has some reasonable solution, we choose that $`f(\phi )`$ should be proportional to $`\mathrm{e}^{2\phi }`$: $$f(\phi )=\mathrm{e}^{2\left(\phi \phi _0\right)}.$$ (54) Then UV limit, where $`f=0`$, corresponds to $`\phi =\mathrm{}`$ and IR limit, where $`f=1`$, corresponds to $`\phi =\phi _0`$. The value of $`\phi `$ is determined later from the equations of motion. Assuming $$\sigma =\mathrm{ln}\eta ,\phi =\frac{a}{l}r,\text{(}a\text{ is a constant)}$$ (55) one obtains the following from the equations of motion (51) and (52) : $`0`$ $`=`$ $`\left[{\displaystyle \frac{24}{H}}+424\mathrm{e}^{2\phi _0}b_1\right]{\displaystyle \frac{1}{\eta ^4}}`$ (56) $`+{\displaystyle \frac{4}{l^2H}}\mathrm{e}^{\frac{2ar}{l}}\left(20a^216a+Aa+72\right)`$ $`0`$ $`=`$ $`\left[{\displaystyle \frac{24+6B}{H}}+4\mathrm{e}^{2\phi _0}b_1\right]{\displaystyle \frac{1}{\eta ^4}}`$ (57) $`+{\displaystyle \frac{48}{l^2H}}\mathrm{e}^{\frac{2ar}{l}}\left(a^2+1\right).`$ Then the solution is $`\mathrm{e}^{2\phi _0}=4Hb_1,B={\displaystyle \frac{23}{6}}`$ $`(a,A)=(1,32)\text{or}(1,68).`$ (58) Then the metric is given by $$ds^2=dr^2+\frac{\mathrm{e}^{\pm \frac{2(rr_0)}{l}}}{\eta ^2}\left(d\eta ^2\underset{i=1}{\overset{3}{}}\left(dx^i\right)^2\right).$$ (59) Here $`\pm \frac{r_0}{l}=\phi _0`$. The metric of the wall of the brane is $$ds_{\mathrm{wall}}^2=\frac{1}{\eta ^2}\left(d\eta ^2\underset{i=1}{\overset{3}{}}\left(dx^i\right)^2\right).$$ (60) If one changes the time variable $`\eta `$ by $`\eta =\mathrm{e}^t`$, we obtain $$ds_{\mathrm{wall}}^2=dt^2\mathrm{e}^{2t}\underset{i=1}{\overset{3}{}}\left(dx^i\right)^2,$$ (61) It is nothing but that of de Sitter space, which can be regarded as inflationary universe. It is interesting that Hubble parameter is depending from radial coordinate of 5d AdS Universe. Therefore we have obtained the time dependent solution in the form of warped compactification, which is caused by the quantum correction coming from the boundary QFT. In the above treatment, we have assumed that the wall lies at $`r=r_0`$ since $`f=1`$ there. We need, however, to check the dynamics of the wall by solving junction equation coming from the surface counterterm, which should include $`W`$ in (47) as a quantum correction. If we assume that the metric has the following form instead of (48), $$ds_5^2=dr^2+a_1^2(r)a^2(y)\left(dt^2dy^2\left(dx^1\right)^2\left(dx^2\right)^2\right),$$ (62) one finds $`\mathrm{e}^{2\phi _0}`$ in (54) is $$\mathrm{e}^{2\phi _0}=4Hb_1,$$ (63) instead of (4). Since $`b_1>0`$ in most of cases, Eq.(63) seems to be inconsistent. In case of $`b_1<0`$, however, one obtains the following metric $$ds^2=dr^2+\frac{\mathrm{e}^{\pm \frac{2(rr_0)}{l}}}{y^2}\left(dt^2dy^2\left(dx^1\right)^2\left(dx^2\right)^2\right).$$ (64) Then the metric of the wall of the brane is given by $$ds_{\mathrm{wall}}^2=\frac{1}{y^2}\left(dt^2dy^2\left(dx^1\right)^2\left(dx^2\right)^2\right).$$ (65) The metric in (65) is nothing but that of 4d AdS. Hence, one can get 5d AdS Universe with warp scale factor a la Randall-Sundrum where 4d AdS world is generated on the wall. Again, as in section 2 the probability of realization of 4d AdS is less than the one for de Sitter Universe. Hence, we presented the model where warped RS type scenario may be realized simultaneously with generation of inflationary Universe (or less stable AdS) on the wall. Dynamical 4d gravity is induced from background gravitational field on the boundary. The source for such mechanism is quantum effects due to boundary QFT. It is not quite clear how one can estimate exactly these quantum effects. That is the reason we adopted the phenomenological approach introducing some cut-off, interpolating, fifth coordinate dependent function in such a way that near AdS the theory is described by 5d SG. Far away of AdS, at some fixed radius it is described by anomaly induced effective action of dual 4d QFT. There is, of course, some ambiguity in the choice of this function. However, that may be considered as kind of usual regularization dependence in frames of holographic RG. ## 5 Discussion In the present work the dynamical generation of AdS backgrounds in dilatonic gravity with quantum dilaton coupled matter is discussed. The dynamical generation is caused by quantum effects which we incorporate via using the anomaly induced effective action. It is shown that in such a way the 2d dilatonic AdS BH as well as 4d AdS Universe may be created. Hence, via effective action approach the account of quantum corrections gives rise the possibility to create the primordial AdS BHs or primordial regions with negative curvature in the early Universe. Of course, the probability to induce such spaces is normally less than the corresponding one for de Sitter regions or de Sitter-like BHs. Holographic RG is also considered. The holographic effective action is taken in the intermediate region where it consists of two parts: UV (bulk, i.e. 5d classical gravity) and IR (boundary QFT contribution derived via anomaly induced effective action). These two terms are of the same order. The solution of effective equations suggests that one can realize dynamically (i.e. thanks to quantum effects) 5d AdS Universe with warp scale factor where 4d boundary is inflationary Universe. Less stable boundary 4d AdS world could also occur. There are different ways to generalize the results of this work. First of all, one can study in detail the properties of dynamically generated AdS backgrounds, say, Hawking radiation in AdS BH, realization of 4d AdS BH, etc. More general backgrounds which are asymptotically AdS ones may be found also but only numerically. Second, it would be interesting to generalize the results of section four to the case of non-constant dilaton. However in that case the role of interpolating, cut-off function should be better understood. Or, another way to introduce the 5d IR effective action due to boundary QFT should be presented. In any case, the introduction of background gravity via anomaly induced effective action on the boundary leads to appearence of dynamical gravity in self-consistent way, via solution of effective equations. Clearly, that such mechanism may be realized also for another dimensions. These questions will be discussed elsewhere. Acknowledgments. The research by SDO has been supported in part by RFBR Grant N99-02-16617. The research by SZ and SDO has been supported in part by INFN, Gruppo Collegato di Trento.
warning/0001/cond-mat0001127.html	ar5iv	text	# Chiral-glass transition and replica symmetry breaking of a three-dimensional Heisenberg spin glass ## Abstract Extensive equilibrium Monte Carlo simulations are performed for a three-dimensional Heisenberg spin glass with the nearest-neighbor Gaussian coupling to investigate its spin-glass and chiral-glass orderings. The occurrence of a finite-temperature chiral-glass transition without the conventional spin-glass order is established. Critical exponents characterizing the transition are different from those of the standard Ising spin glass. The calculated overlap distribution suggests the appearance of a peculiar type of replica-symmetry breaking in the chiral-glass ordered state. While experiments have provided convincing evidence that spin-glass (SG) magnets exhibit an equilibrium phase transition at a finite temperature, the true nature of the experimentally observed SG transition and that of the low-temperature SG phase still remain open problems. A simple Ising model has widely been used as a “realistic” SG model in the studies, e.g., of the critical properties of the SG transition, or of the issue of whether the SG state exhibits a spontaneous replica-symmetry breaking (RSB). One should bear in mind, however, that the magnetic interactions in many SG materials are nearly isotropic, being well described by an isotropic Heisenberg model, in the sense that the magnetic anisotropy is considerably weaker than the exchange interaction. In apparent contrast to experiments, numerical simulations have indicated that the standard spin-glass order occurs only at zero temperature in the three-dimensional (3D) Heisenberg SG. Although the magnetic anisotropy inherent to real materials is often invoked to explain this apparent discrepancy with experiments, it still remains puzzling that no detectable sign of Heisenberg-to-Ising crossover has been observed in experiments which is usually expected to occur if the observed finite-temperature transition is caused by the weak magnetic anisotropy. In order to solve this apparent puzzle, a chirality mechanism of experimentally observed spin-glass transitions was proposed by one of the authors. This scenario is based on the assumption that an isotropic 3D Heisenberg SG exhibits a finite-temperature chiral-glass transition without the conventional spin-glass order, in which only spin-reflection symmetry is broken with preserving spin-rotation symmetry. Chirality is an Ising-like multispin variable representing the sense or the handedness of the noncollinear spin structures induced by spin frustration. In this scenario, all essential features of many of real SG transitions and SG ordered states should be determined by the properties of the chiral-glass transition and of the chiral-glass state in the fully isotropic system, while the role of the magnetic anisotropy is secondary which “mixes” the spin and the chirality and “reveals” the chiral-glass transition as an anomaly in experimentally accessible quantities. Numerical studies on the 3d XY spin glasses have given strong support to the occurrence of a finite-temperature chiral-glass transition . In the Heisenberg case, while previous numerical works agreed in that the standard SG order occurred only at $`T=0`$, the question whether there really occurs a finite-temperature chiral-glass order has remained inconclusive. Very recently, an off-equilibrium Monte Carlo simulation by one of the authors has given evidence for the occurrence of a finite-temperature chiral-glass order in the 3D Heisenberg SG . However, the full critical properties of the chiral-glass transition as well as the properties of the chiral-glass ordered state itself, particularly the question of the possible RSB, still remains largely unclear. In this Letter, we perform extensive equilibrium Monte Carlo simulations of a 3D Heisenberg SG in order to determine the detailed static and dynamic critical properties and to clarify the nature of the chiral-glass ordered state. Our model is the classical Heisenberg model on a simple cubic lattice with $`N=L^3`$ spins defined by the Hamiltonian, $$=\underset{ij}{}J_{ij}𝐒_i𝐒_j,$$ (1) where $`𝐒_i`$ =$`(S_i^x,S_i^y,S_i^z)`$ is a three-component unit vector, and the sum runs over all nearest-neighbor pairs. The interactions $`J_{ij}`$ are random Gaussian variables with zero mean and variance $`J`$. The local chirality at the $`i`$-th site and in the $`\mu `$-th direction, $`\chi _{i\mu }`$, is defined for three neighboring spins by the scalar, $$\chi _{i\mu }=𝐒_{i+\widehat{e}_\mu }(𝐒_i\times 𝐒_{i\widehat{e}_\mu }),$$ (2) where $`\widehat{𝐞}_\mu (\mu =x,y,z)`$ denotes a unit lattice vector along the $`\mu `$-axis. Monte Carlo simulation is performed based on the exchange MC method, sometimes called “parallel tempering”, which turns out to be an efficient method for thermalizing systems exhibiting slow dynamics. By making use of this method, we have succeeded in equilibrating the system down to the temperature considerably lower than those attained in the previous simulations. We run two independent sequences of systems (replica 1 and 2) in parallel, and compute an overlap between the chiral variables in the two replicas, $$q_\chi =\frac{1}{3N}\underset{i\mu }{}\chi _{i\mu }^{(1)}\chi _{i\mu }^{(2)}.$$ (3) In terms of this chiral overlap $`q_\chi `$, the Binder ratio of the chirality is calculated by $$g_{\mathrm{CG}}(L)=\frac{1}{2}\left(3\frac{[q_\chi ^4]}{[q_\chi ^2]^2}\right),$$ (4) where $`\mathrm{}`$ represents the thermal average and $`[\mathrm{}]`$ represents the average over bond disorder. For the Heisenberg spin, one can introduce an appropriate Binder ratio in terms of a tensor overlap $`q_{\mu \nu }(\mu ,\nu =x,y,z)`$ which has $`3^2=9`$ independent components, $$q_{\mu \nu }=\frac{1}{N}\underset{i}{}S_{i\mu }^{(1)}S_{i\nu }^{(2)}(\mu ,\nu =x,y,z),$$ (5) via the relation, $$g_{\mathrm{SG}}(L)=\frac{1}{2}\left(119\frac{_{\mu ,\nu ,\delta ,\rho }[q_{\mu \nu }^2q_{\delta \rho }^2]}{(_{\mu ,\nu }[q_{\mu \nu }^2])^2}\right).$$ (6) The lattice sizes studied are $`L=6,8,10,12`$ and $`16`$ with periodic boundary conditions. Equilibration is checked by monitoring the stability of the results against at least three-times longer runs for a subset of samples. Sample average is taken over 1500 ($`L=6`$), 1200 ($`L=8`$), 640 ($`L=10`$), 296 ($`L=12`$) and 136 ($`L=16`$) independent bond realizations. Note that in the exchange MC simulations the data at different temperatures are correlated. Error bars are estimated from statistical fluctuations over the bond realizations. The size and temperature dependence of the Binder ratios of the spin and of the chirality, $`g_{\mathrm{SG}}`$ and $`g_{\mathrm{CG}}`$, are shown in Fig. 1(a) and (b), respectively. As can be seen from Fig. 1(a), $`g_{\mathrm{SG}}`$ constantly decreases with increasing $`L`$ at all temperatures studied, suggesting that the conventional spin-glass order occurs only at zero temperature, consistent with the previous results . Fig. 1(a) reveals that $`g_{\mathrm{SG}}`$ for larger lattices ($`L=10,12,16`$) exhibits an anomalous bending around $`T/J0.15`$, suggesting a change in the ordering behavior in this temperature range. As can be seen from Fig. 1(b), the curves of $`g_{\mathrm{CG}}`$ for different $`L`$ tend to merge for larger $`L`$ in the temperature range where the curves of $`g_{\mathrm{SG}}`$ exhibit an anomalous bending. Furthermore, on increasing $`L`$, the merging points gradually move toward higher temperatures, suggesting that the chiral-glass transition indeed occurs at a finite temperature. Since $`g_{\mathrm{CG}}`$ for different $`L`$ do not cross here at $`g_{\mathrm{CG}}>0`$, however, it is not necessarily easy to unambiguously locate the chiral-glass transition point, or even to completely rule out the possibility of only a zero-temperature transition with rapidly growing (e.g., exponentially growing) correlation length. Meanwhile, the calculated $`g_{\mathrm{CG}}`$ shows a negative dip whose depth gradually increases with increasing $`L`$, whereas its position gradually shifts toward lower temperature. Note that, if the systems would not exhibit any finite-temperature transition, $`g_{\mathrm{CG}}(T;L\mathrm{})`$ should be equal to zero at any $`T>0`$ and to unity at $`T=0`$ (for the nondegenerate ground state as expected for the present Gaussian coupling). Since $`g_{\mathrm{CG}}(T;L\mathrm{})`$ is a single-valued function of $`T`$, the existence of a negative dip growing with $`L`$ hardly reconciles with the absence of a finite-temperature transition so long as this tendency persists, and suggests the chiral-glass transition occurring at $`T=T_{\mathrm{CG}}>0`$ at which $`g_{\mathrm{CG}}`$ takes a negative value unlike the standard cases of the 3D Edwards-Anderson (EA) Ising model or the infinite-range Sherrington-Kirkpatrick (SK) model. More unambiguous estimate of $`T_{\mathrm{CG}}`$ can be obtained from the equilibrium dynamics of the model. Thus, we calculate both the spin and chirality autocorrelation functions defined by $`C_s(t)`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}[𝐒_i(t_0)𝐒_i(t+t_0)],`$ (7) $`C_\chi (t)`$ $`=`$ $`{\displaystyle \frac{1}{3N}}{\displaystyle \underset{i,\mu }{}}[\chi _{i\mu }(t_0)\chi _{i\mu }(t+t_0)],`$ (8) where MC simulation is performed according to the standard heat-bath updating here. The starting spin configuration at $`t=t_0`$ is taken from the equilibrium spin configuration generated in our exchange MC runs. Monte Carlo time dependence of the calculated $`C_s(t)`$ and $`C_\chi (t)`$ are shown in Fig. 2 on log-log plots at several temperatures for $`L=16`$. We found no significant difference in the data of L=12 and 16, and the finite-size effect is negligible in our time window. As can be seen from Fig. 2(a), $`C_s(t)`$ shows a downward curvature at all temperature studied, suggesting an exponential-like decay characteristic of the disordered phase, consistently with the absence of the standard spin-glass order. In sharp contrast to this, $`C_\chi (t)`$ shows either a downward curvature characteristic of the disordered phase, or an upward curvature characteristic of the long-range ordered phase, depending on whether the temperature is higher or lower than $`T/J0.16`$, while just at $`T/J0.16`$ the linear behavior corresponding to the power-law decay is observed: See Fig. 2(b). Hence, our dynamical data indicates that the chiral-glass order without the standard spin-glass order takes place at $`T_{\mathrm{CG}}/J=0.160\pm 0.005`$, below which a finite chiral EA order parameter $`q_{\mathrm{CG}}^{\mathrm{EA}}>0`$ develops. From the slope of the data at $`T=T_{\mathrm{CG}}`$, the exponent $`\lambda `$ characterizing the power-law decay of $`C_\chi (t)t^\lambda `$ is estimated to be $`\lambda =0.193\pm 0.005`$. The estimated $`T_{\mathrm{CG}}`$ is in good agreement with the previous estimate of Ref. , $`T_{\mathrm{CG}}/J=0.157\pm 0.01`$. The behavior of the chiral-glass order parameter, or the associated chiral-glass susceptibility $`\chi _{\mathrm{CG}}=3N[q_\chi ^2]`$, turns out to be consistent with this. In the inset of Fig. 3, we show the reduced chiral-glass susceptibility $`\stackrel{~}{\chi }_{\mathrm{CG}}\chi _{\mathrm{CG}}/\overline{\chi }^4`$, normalized by the amplitude of the local chirality $`\overline{\chi }^2(1/3N)_{i,\mu }[\chi _{i\mu }^2]`$, versus the reduced temperature $`t(TT_{\mathrm{CG}})/T_{\mathrm{CG}}`$ on a log-log plot. From the asymptotic slope of the data, the susceptibility exponent is estimated to be $`\gamma _{\mathrm{CG}}=1.5\pm _{0.1}^{0.3}`$. Note that the estimated susceptibility exponent is significantly smaller than that of the standard 3D Ising EA model, $`\gamma 4`$ \[1d\]. If we combine the present estimate of $`\gamma _{\mathrm{CG}}`$ with the estimate of $`\beta _{\mathrm{CG}}`$ from the off-equilibrium simulation of Ref. and use the scaling relations, various chiral-glass exponents can be estimated to be $`\alpha 1.7`$, $`\beta _{\mathrm{CG}}1.1`$, $`\gamma _{\mathrm{CG}}1.5`$, $`\nu _{\mathrm{CG}}1.2`$ and $`\eta _{\mathrm{CG}}0.8`$. The dynamical exponent is estimated to be $`z_{\mathrm{CG}}4.7`$ by using the estimated value of $`\lambda `$ and the scaling relation $`\lambda =\beta _{\mathrm{CG}}/z_{\mathrm{CG}}\nu _{\mathrm{CG}}`$. While the dynamical exponent $`z_{\mathrm{CG}}`$ comes rather close to the $`z`$ of the 3D EA model, the obtained static exponents differ significantly from those of the 3D Ising EA model $`\beta 0.55`$, $`\gamma 4.0`$, $`\nu 1.7`$ and $`\eta 0.35`$ \[1d\], suggesting that the universality class of the chiral-glass transition of the 3D Heisenberg spin glass differs from that of the standard 3D Ising spin glass. Possible long-range and/or many-body nature of the chirality-chirality interaction might be the cause of this deviation. Further evidence of a phase transition is obtained from the behavior of the $`G`$ parameter of the chirality defined by $$G(L)=\frac{[q_\chi ^2^2][q_\chi ^2]^2}{[q_\chi ^4][q_\chi ^2]^2}.$$ $`(9)`$ While this quantity was originally introduced to represent the non-self-averaging character of the system, Bokil et al argued that it was not necessarily so. Still, a crossing of $`G(L)`$ for different $`L`$, if it occurs, can be used to identify the transition. As shown in Fig. 3, for $`T>T_{\mathrm{CG}}`$ $`G(L)`$ decreases with increasing $`L`$ tending to zero, while for $`T<T_{\mathrm{CG}}`$ it tends to increase with $`L`$, thus lending further support to the existence of a phase transition at $`T=T_{\mathrm{CG}}`$. In Fig. 4, we display the distribution function of the chiral-overlap defined by $`P(q_\chi ^{})=[\delta (q_\chi q_\chi ^{})]`$ calculated at a temperature $`T/J=0.1`$, well below the chiral-glass transition temperature. The shape of the calculated $`P(q_\chi )`$ is somewhat different from the one observed in the standard Ising-like models such as the 3D EA model or the mean-field SK model. As usual, $`P(q_\chi )`$ has standard “side-peaks” corresponding to the Edwards-Anderson order parameter $`\pm q_{\mathrm{CG}}^{\mathrm{EA}}`$, which grow and sharpen with increasing $`L`$. The extracted value of $`\pm q_{\mathrm{CG}}^{\mathrm{EA}}`$ coincides with that evaluated from the relaxation of $`C_\chi (t)`$. In addition to the side peaks, an unexpected “central peak” at $`q_\chi =0`$ shows up for larger $`L`$, which also grows and sharpens with increasing $`L`$. This latter aspect, i.e., the existence of a central peak, is a peculiar feature of the chiral-glass ordered state never observed in the EA or SK models. Since we do not find any sign of a first-order transition such as a discontinuity in the energy, the specific heat nor the order parameter $`q_{\mathrm{CG}}^{\mathrm{EA}}`$, this feature is likely to be related to a nontrivial structure in the phase space associated with the chirality. We note that this peculiar feature is reminiscent of the behavior characteristic of some mean-field models showing the so-called one-step RSB\[1b\]. Indeed, the existence of a negative dip in the Binder ratio $`g_{\mathrm{CG}}`$ and the absence of a crossing of $`g_{\mathrm{CG}}`$ at $`g_{\mathrm{CG}}>0`$ are consistent with the occurrence of such one-step-like RSB. Our data of $`P(q_\chi )`$ are also not incompatible with the existence of a continuous plateau between \[$`q_{\mathrm{CG}}^{\mathrm{EA}},q_{\mathrm{CG}}^{\mathrm{EA}}`$\] in addition to the delta-function peaks. According to the chirality mechanism, such novel one-step-like RSB should be realized in the spin ordering of real Heisenberg-like spin glasses. We note that, if $`P(q_\chi )`$ has a nontrivial structure as suggested from Fig. 4, the denominator of Eq. (9) should remain nonzero at $`0<T<T_{\mathrm{CG}}`$. Then, our data of $`G(L)`$ in Fig. 3 indicates that the chiral-glass state is non-self-averaging. In summary, spin-glass and chiral-glass orderings of the 3D Heisenberg SG are studied by Monte Carlo simulations. Our observation both on statics and dynamics strongly suggests the existence of a stable chiral-glass phase at finite temperatures without the conventional spin-glass order. This fact strengthens the plausibility of the chirality mechanism for experimentally observed spin-glass transitions. The nature of the chiral-glass ordered state as well as of the critical phenomena are different from those of the 3D Ising SG, with strong similarities to the system showing the one-step-like RSB, while its exact nature and physical origin have remained to be understood. The numerical calculation was performed on the Fujitsu VPP500 at the supercomputer center, ISSP, University of Tokyo, on the HITACHI SR-2201 at the supercomputer center, University of Tokyo, and on the CP-PACS computer at the Center for Computational Physics, University of Tsukuba.
warning/0001/quant-ph0001103.html	ar5iv	text	# 1. Introduction ## 1. Introduction A particularly useful and illuminating way of studying the classical limit is to formulate quantum mechanics in terms of phase space distributions . The advantage of such a formulation as compared with the standard Hilbert space formulation is that it puts quantum mechanics into a form which is similar to the probabilistic phase space formulation of classical mechanics. At least from a formal, mathematical point of view it thus allows one to regard quantum mechanics as a kind of generalized version of classical mechanics. There are, of course, many different phase space formulations of quantum mechanics. The one which was discovered first is the formulation based on the Wigner function . In the case of a system having one degree of freedom with position $`\widehat{x}`$, momentum $`\widehat{p}`$ and density matrix $`\widehat{\rho }`$ the Wigner function is defined by $$W(x,p)=\frac{1}{2\pi }dye^{ipy}x\frac{y}{2}\|\widehat{\rho }\|x+\frac{y}{2}$$ (in units chosen such that $`\mathrm{}=1`$). The Wigner function continues to find many important applications (in quantum tomography , for example). However, if the aim is specifically to represent quantum mechanics in a manner which resembles classical mechanics as closely as possible, then the Wigner function suffers from the serious disadvantage that it is not strictly non-negative (except in special cases )—which makes the analogy with the classical phase space probability distribution somewhat strained. There has accordingly been some interest in the problem of constructing alternative distributions, which are strictly non-negative, and which can be interpreted as probability density functions. There are, in fact, infinitely many such functions . The one which was discovered first, and which is the focus of this paper, is the Husimi, or $`Q`$-function , which is obtained from the Wigner function by smearing it with a Gaussian convolution: $$Q(x,p)=\frac{1}{\pi }𝑑x^{}𝑑p^{}\mathrm{exp}\left[(xx^{})^2(pp^{})^2\right]W(x^{},p^{})$$ (in units such that $`\mathrm{}=1`$, and where we assume that $`x`$, $`p`$ have been made dimensionless by choosing a suitable length scale $`\lambda `$, and making the replacements $`xx/\lambda `$, $`p\lambda p`$). It should be emphasised that it is not simply that the Husimi function has the mathematical significance of a probability density function. It also has this significance physically. It has been shown that the Husimi function is the probability distribution describing the outcome of a joint measurement of position and momentum in a number of particular cases . More generally it can be shown that the Husimi function has a universal significance: namely, it is the probability density function describing the outcome of any retrodictively optimal joint measurement process. In Appleby it is argued that this means that the Husimi function may be regarded as the canonical quantum mechanical phase space probability distribution, which plays the same role in relation to joint measurements of $`x`$ and $`p`$ as does the function $`\left\|x\|\psi \right\|^2`$ in relation to single measurements of $`x`$ only. If one wants to construct a systematic procedure for investigating the transition from quantal to classical it is not enough simply to find an analogue for the classical phase space probability distribution. One also needs an analogue of the classical Liouville equation, giving the time evolution of the probability distribution. In the formulation based on the Husimi function this is accomplished by means of Mizrahi’s formula , giving the Husimi transform of an operator product (also see Lee , Cohen , Prugovečki and O’Connell and Wigner ). Let $`A_\mathrm{W}`$ denote the Weyl transform of the operator $`\widehat{A}`$, defined by $$A_\mathrm{W}(x,p)=dye^{ipy}x\frac{y}{2}\|\widehat{A}\|x+\frac{y}{2}$$ The Husimi transform (or covariant symbol) $`A_\mathrm{H}`$ is then given by $$A_\mathrm{H}(x,p)=\frac{1}{\pi }𝑑x^{}𝑑p^{}\mathrm{exp}\left[(xx^{})^2(pp^{})^2\right]A_\mathrm{W}(x^{},p^{})$$ (1) Mizrahi has derived the following formula for the Husimi transform of the product of two operators $`\widehat{A}`$, $`\widehat{B}`$: $$(\widehat{A}\widehat{B})_\mathrm{H}=A_\mathrm{H}e^\stackrel{}{_+}\stackrel{}{_{}}B_\mathrm{H}$$ (2) where $`_\pm =2^{1/2}(_xi_p)`$. Using this formula, and the fact that the Husimi function is just the Husimi transform of the density matrix scaled by a factor $`1/(2\pi )`$, it is straightforward to derive the following generalization of the Liouville equation: $$\frac{}{t}Q=\{H_\mathrm{H},Q\}_\mathrm{H}$$ (3) where $`H_\mathrm{H}`$ is the Husimi transform of the Hamiltonian, and $`\{H_\mathrm{H},Q\}_\mathrm{H}`$ is the generalized Poisson bracket $$\{H_\mathrm{H},Q\}_\mathrm{H}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{2}{n!}\mathrm{Im}\left(_+^nH_\mathrm{H}_{}^nQ\right)$$ (4) The first term in the sum on the right-hand side is just the ordinary Poisson bracket. The remaining terms represent quantum mechanical corrections. It is not apparent from Mizrahi’s derivation, whether these expressions are exact, or whether they are only asymptotic. In Section 2 we will show that there is a large class of operators for which the series in Eq. (2) \[and consequently the series in Eq. (4)\] is absolutely convergent . This property is closely connected with the complex analytic properties of the Husimi transform, as discussed by Mehta and Sudarshan and Appleby . The significance of the result proved in Section 2 is best appreciated if one compares Eqs. (24) with the corresponding formulae in the Wigner-Weyl formalism : $`(\widehat{A}\widehat{B})_\mathrm{W}`$ $`=A_\mathrm{W}\mathrm{exp}\left[\frac{i}{2}\left(\stackrel{}{_x}\stackrel{}{_p}\stackrel{}{_p}\stackrel{}{_x}\right)\right]B_\mathrm{W}`$ (5) $`{\displaystyle \frac{}{t}}W`$ $`=\{H_\mathrm{W},W\}_\mathrm{W}`$ (6) $`\{H_\mathrm{W},W\}_W`$ $`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{(2n+1)!2^{2n}}}H_W\left(\stackrel{}{_x}\stackrel{}{_p}\stackrel{}{_p}\stackrel{}{_x}\right)^{2n+1}W`$ (7) where $`H_\mathrm{W}`$ is the Weyl transform of the Hamiltonian, and where $`\{H_\mathrm{W},W\}_\mathrm{W}`$ denotes the Moyal bracket . It can be seen that Eqs (24) and Eqs. (57) are formally very similar. However, this formal resemblance is somewhat deceptive, for it turns out that the two sets of equations have quite different convergence properties. The formula for the Weyl transform of an operator product, Eq. (5), is exact if either $`\widehat{A}`$ or $`\widehat{B}`$ is a polynomial in $`\widehat{x}`$ and $`\widehat{p}`$ (in which case the series terminates after a finite number of terms). More generally, if $`A_\mathrm{W}`$, $`B_\mathrm{W}`$ are $`C^{\mathrm{}}`$ functions satisfying appropriate conditions on their growth at infinity, then it can be shown that the series is asymptotic . However, there are many operators of physical interest for which the Weyl transform is only defined in a distributional sense, and for operators such as this the series can be highly singular. Consider, for example, the parity operator $`\widehat{V}`$, whose action in the $`x`$-representation is given by $$x\|\widehat{V}\|\psi =x\|.\psi $$ We have $$V_\mathrm{W}(x,p)=\pi \delta (x)\delta (p)$$ Substituting this expression into Eqs. (5) gives $$(\widehat{V}^2)_\mathrm{W}(x,p)=\pi ^2\delta (x)\delta (p)\mathrm{exp}\left[\frac{i}{2}\left(\stackrel{}{_x}\stackrel{}{_p}\stackrel{}{_p}\stackrel{}{_x}\right)\right]\delta (x)\delta (p)$$ The left-hand side of this equation $`=1`$; whereas the expression on the right-hand side is an infinite sum each individual term of which is ill-defined (being a product of distributions concentrated at the origin). Mizrahi’s derivation of the formula for the Husimi transform of an operator product, Eq. (2), depends on the same kind of formal manipulation that is used in Groenewold’s derivation of Eq. (5), and so it might be supposed that the validity of the formula is similarly restricted. However, it turns out that the sum in Eq. (2) is actually much better behaved. In fact, it will be shown in Section 2 that, subject to certain not very restrictive conditions on the operators $`\widehat{A}`$ and $`\widehat{B}`$, the sum on the right-hand side of Eq. (2) is not only defined and asymptotic; it is even absolutely convergent for all $`x`$, $`p`$. This is essentially because $`A_\mathrm{H}`$ is typically a much less singular object than $`A_\mathrm{W}`$ \[due to the Gaussian convolution in Eq. (1)\]. In Section 3 we apply the result just described to the problem of expressing expectation values in terms of the Husimi function. The expectation value of an operator $`\widehat{A}`$ can be obtained from the Wigner function using the formula $$\mathrm{Tr}(\widehat{\rho }\widehat{A})=𝑑x𝑑pA_\mathrm{W}(x,p)W(x,p)$$ (8) In certain cases we can also express the expectation value in terms of the Husimi function using $$\mathrm{Tr}(\widehat{\rho }\widehat{A})=𝑑x𝑑pA_{\overline{\mathrm{H}}}(x,p)Q(x,p)$$ (9) where $`A_{\overline{\mathrm{H}}}`$ is the anti-Husimi transform (or contravariant symbol) of $`\widehat{A}`$, defined by $$A_{\overline{\mathrm{H}}}=e^_+_{}A_\mathrm{H}$$ (10) \[with $`_\pm =2^{1/2}(_xi_p)`$, as before\]. Eq. (9) is valid (for example) whenever $`A_{\overline{\mathrm{H}}}`$ exists as a tempered distribution and $`Q`$ belongs to the corresponding space of test functions (i.e. the $`C^{\mathrm{}}`$ functions of rapid decrease). However, we have the problem that $`A_{\overline{\mathrm{H}}}`$ is often so highly singular that it is not defined as a tempered distribution—which means that the usefulness of Eq. (9) is somewhat limited. This is often seen as a serious drawback of the Husimi formalism. However, it turns out that it is often possible to circumvent this difficulty. Suppose we substitute the series given by Eq. (10) into the right hand side of Eq. (9), and suppose we then reverse the order of sum and integral. This gives $$\mathrm{Tr}(\widehat{\rho }\widehat{A})=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(1)^n}{n!}𝑑x𝑑p\left(_+^n_{}^nA_\mathrm{H}(x,p)\right)Q(x,p)$$ (11) In Section 3 we show that it often happens that the sum on the right-hand side of this equation is absolutely convergent, even in many of the cases where $`A_{\overline{\mathrm{H}}}`$ fails to exist as a tempered distribution. ## 2. Convergence of the Product Formula We will find it convenient to work in terms of coherent states. Define $$\widehat{a}=\frac{1}{\sqrt{2}}(\widehat{x}+i\widehat{p})\widehat{a}^{}=\frac{1}{\sqrt{2}}(\widehat{x}i\widehat{p})$$ and let $`\varphi _n`$ denote the $`n^{\mathrm{th}}`$ (normalised) eigenstate of the number operator $`\widehat{a}^{}\widehat{a}`$: $$\widehat{a}\varphi _0=0\varphi _n=\frac{1}{\sqrt{n!}}(\widehat{a}^{})^n\varphi _0$$ Let $`\widehat{D}_{xp}`$ be the displacement operator $$\widehat{D}_{xp}=e^{i(p\widehat{x}x\widehat{p})}$$ and define $$\varphi _{n;xp}=\widehat{D}_{xp}\varphi _n\varphi _{xp}=\varphi _{0;xp}$$ The $`\varphi _{xp}`$ are the coherent states. Let $`\widehat{A}`$ be any operator (not necessarily bounded) with domain of definition $`𝒟_{\widehat{A}}`$, and suppose that $`\varphi _{xp}𝒟_{\widehat{A}}`$ for all $`x`$, $`p`$. It is then straightforward to show that $$A_\mathrm{H}(x,p)=\varphi _{xp},\widehat{A}\varphi _{xp}$$ (we no longer use the Dirac bra-ket notation, because the existence of $`\psi ,\widehat{A}\chi `$ does not, in general, imply the existence of $`\widehat{A}^{}\psi ,\chi `$). If $`\widehat{A}`$, $`\widehat{B}`$ are both bounded then the proof of Eq. (2) is comparatively straightforward. However, we want to make the proof as general as possible. We then have the difficulty that the sum in Eq. (2) will only be defined if $`A_\mathrm{H}`$ and $`B_\mathrm{H}`$ are both $`C^{\mathrm{}}`$; whereas functions of the form $`\widehat{D}_{xp}\psi ,\widehat{A}\widehat{D}_{xp}\psi `$ are, in general, not even once-differentiable, let alone $`C^{\mathrm{}}`$. We are thus faced with the question: what conditions must we impose on the operator $`\widehat{A}`$ in order to ensure that the function $`A_\mathrm{H}`$ is $`C^{\mathrm{}}`$? One answer to this question is given by the following theorem. ###### Theorem 1. Let $`𝒟_{\widehat{A}}`$, $`𝒟_{\widehat{A}^{}}`$ be the domains of definition of $`\widehat{A}`$, $`\widehat{A}^{}`$ respectively. Suppose that $`\varphi _{xp}𝒟_{\widehat{A}}𝒟_{\widehat{A}^{}}`$ for all $`x`$, $`p`$. Suppose, also, that $`\varphi _{x_1p_1},\widehat{A}\varphi _{x_2p_2}`$, $`\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}`$ and $`\varphi _{1;x_1p_1},\widehat{A}^{}\varphi _{x_2p_2}`$ are continuous functions on $`^4`$. Then $`A_\mathrm{H}`$ is an analytic function, which uniquely continues to a holomorphic function defined on the whole of $`^2`$. The continuation is given by $$A_\mathrm{H}(x,p)=\frac{\varphi _{x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}$$ (12) where $`x,p`$ are arbitrary complex, and where $`x_\pm ,p_\pm `$ are the real variables defined by $`x_\pm `$ $`={\displaystyle \frac{1}{2}}(x+x^{})\pm {\displaystyle \frac{i}{2}}(pp^{})`$ (13) $`p_\pm `$ $`={\displaystyle \frac{1}{2}}(p+p^{}){\displaystyle \frac{i}{2}}(xx^{})`$ (14) This theorem is a strengthened version of results proved by Mehta and Sudarshan and Appleby . The proof is given in Appendix A. It is worth noting that the condition in the statement of this theorem is quite weak. If the three functions listed exist and are continuous then, without making any explicit assumption regarding the differentiability of these functions, it automatically follows that $`A_\mathrm{H}`$ must be complex analytic. We also have the following lemma: ###### Lemma 2. Suppose that $`\widehat{A}`$ satisfies the conditions of Theorem 1. Then $`{\displaystyle \frac{\varphi _{n;x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}}`$ $`={\displaystyle \frac{1}{\sqrt{n!}}}{\displaystyle \underset{r=0}{\overset{n}{}}}\left(\begin{array}{c}n\\ r\end{array}\right)(z_+^{}z_{}^{})^{nr}{\displaystyle \frac{^r}{z_{}^r}}A_\mathrm{H}(x,p)`$ (15) $`{\displaystyle \frac{\widehat{A}^{}\varphi _{x_{}p_{}},\varphi _{n;x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}}`$ $`={\displaystyle \frac{1}{\sqrt{n!}}}{\displaystyle \underset{r=0}{\overset{n}{}}}\left(\begin{array}{c}n\\ r\end{array}\right)(z_{}^{}z_+^{})^{nr}{\displaystyle \frac{^r}{z_+^r}}A_\mathrm{H}(x,p)`$ (16) where $`x_\pm `$, $`p_\pm `$ are the variables defined by Eqs. (13) and (14), and where $$z_\pm =\frac{1}{\sqrt{2}}(x\pm ip)$$ The proof of this lemma is given in Appendix B. If $`x`$, $`p`$ are both real (so that $`z_{}=z_+^{}`$) Eqs. (15) and (16) become $`\varphi _{n;xp},\widehat{A}\varphi _{xp}`$ $`={\displaystyle \frac{1}{\sqrt{n!}}}_{}^nA_\mathrm{H}(x,p)`$ (17) $`\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}`$ $`={\displaystyle \frac{1}{\sqrt{n!}}}_+^nA_\mathrm{H}(x,p)`$ (18) where $$_\pm =\frac{}{z_\pm }=\frac{1}{\sqrt{2}}\left(\frac{}{x}i\frac{}{p}\right)$$ Using these results the proof of the product formula becomes very straightforward. Let $`\widehat{A}`$, $`\widehat{B}`$ be any pair of operators satisfying the conditions of Theorem 1. Suppose, also, that $`\varphi _{xp}𝒟_{\widehat{A}\widehat{B}}`$ for all $`x,p`$. Then, for real $`x`$, $`p`$, $`(\widehat{A}\widehat{B})_\mathrm{H}(x,p)`$ $`=\varphi _{xp},\widehat{A}\widehat{B}\varphi _{xp}`$ $`=\widehat{A}^{}\varphi _{xp},\widehat{B}\varphi _{xp}`$ $`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\varphi _{n;xp},\widehat{B}\varphi _{xp}`$ (19) where we have used the fact that the $`\varphi _{n;xp}`$ constitute an orthonormal basis. The absolute convergence of this sum is an immediate consequence of basic Hilbert space theory. Using Eqs. (17) and (18) we deduce $$(\widehat{A}\widehat{B})_\mathrm{H}(x,p)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}_+^nA_\mathrm{H}(x,p)_{}^nB_\mathrm{H}(x,p)=A_\mathrm{H}(x,p)e^\stackrel{}{_+}\stackrel{}{_{}}B_\mathrm{H}(x,p)$$ which is the product formula. The absolute convergence of this sum follows from the absolute convergence of the sum in Eq. (19). ## 3. Expectation Values We now discuss the implications that the result just proved has for the convergence of Eq. (11), giving the expectation value of $`\widehat{A}`$ in terms of the Husimi function. Of course, one does not expect the right hand side of Eq. (11) to converge for arbitrary $`\widehat{A}`$ and $`\widehat{\rho }`$—since, apart from anything else, an unbounded operator does not have a well-defined expectation value for every state $`\widehat{\rho }`$. We therefore need to place some kind of restriction on the class of operators $`\widehat{A}`$ and density matrices $`\widehat{\rho }`$ considered. The result we prove is probably not the most general possible. However, it will serve to illustrate the point, that the sum on the right hand side of Eq. (11) is often absolutely convergent, even in many of the cases where the anti-Husimi transform fails to exist as a tempered distribution. We accordingly confine ourselves to the case of density matrices for which the Husimi function $`Q(^2)`$, where $`(^2)`$ is the space of $`C^{\mathrm{}}`$ functions which are rapidly decreasing at infinity (i.e. the space of test functions for the space of tempered distributions). In other words, we assume that $$\underset{(x,p)^2}{sup}\left\|(1+x^2+p^2)^l_x^m_p^nQ(x,p)\right\|<\mathrm{}$$ for every triplet of non-negative integers $`l`$, $`m`$, $`n`$. We assume that $`\widehat{A}`$ has the properties 1. $`\varphi _{xp}𝒟_{\widehat{A}}𝒟_{\widehat{A}^{}}`$ for all $`x`$,$`p`$. 2. There exist positive constants $`K_\pm `$ and non-negative integers $`N_\pm `$ such that $`\widehat{A}\varphi _{xp}`$ $`K_{}(1+x^2+p^2)^N_{}`$ (20) $`\widehat{A}^{}\varphi _{xp}`$ $`K_+(1+x^2+p^2)^{N_+}`$ (21) for all $`x`$, $`p`$. We will say that an operator satisfying these two conditions is polynomial bounded. The following lemma gives two properties of such operators which will be needed in the sequel. ###### Lemma 3. Suppose that $`\widehat{A}`$ is polynomial bounded. Then 1. $`\widehat{A}`$ satisfies the conditions of Theorem 1. In particular, $`A_\mathrm{H}`$ is analytic. 2. For every pair of non-negative integers $`m`$, $`n`$ there exists a positive constant $`K_{mn}`$ and a non-negative integer $`N_{mn}`$ such that $$\left\|_x^m_p^nA_\mathrm{H}(x,p)\right\|K_{mn}(1+x^2+p^2)^{N_{mn}}$$ (22) for all $`x`$, $`p`$. The proof is given in Appendix C. We now ready to prove the main result of this section. ###### Theorem 4. Suppose that $`\widehat{A}`$ is polynomially bounded, and suppose that the density matrix $`\widehat{\rho }`$ is such that the corresponding Husimi function is rapidly decreasing at infinity. Suppose, also, that $`\widehat{A}\widehat{\rho }`$ is of trace-class. Then $$\mathrm{Tr}(\widehat{A}\widehat{\rho })=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(1)^n}{n!}𝑑x𝑑p\left(_+^n_{}^nA_\mathrm{H}(x,p)\right)Q(x,p)$$ (23) where the sum on the right hand side is absolutely convergent. ###### Proof. We have $`\mathrm{Tr}(\widehat{A}\widehat{\rho })`$ $`={\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x𝑑p\varphi _{xp},\widehat{A}\widehat{\rho }\varphi _{xp}}`$ $`={\displaystyle \frac{1}{2\pi }}{\displaystyle 𝑑x𝑑p\left(\underset{n=0}{\overset{\mathrm{}}{}}\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\varphi _{n;xp},\widehat{\rho }\varphi _{xp}\right)}`$ We now use Lebesgue’s dominated convergence theorem to show that we may reverse the order of sum and integral. In fact, it follows from the Schwartz inequality that $`\left\|{\displaystyle \underset{n=0}{\overset{m}{}}}\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\varphi _{n;xp},\widehat{\rho }\varphi _{xp}\right\|`$ $`\left(\left({\displaystyle \underset{n=0}{\overset{m}{}}}\left\|\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\right\|^2\right)\left({\displaystyle \underset{n=0}{\overset{m}{}}}\left\|\varphi _{n;xp},\widehat{\rho }\varphi _{xp}\right\|^2\right)\right)^{\frac{1}{2}}`$ $`\widehat{A}^{}\varphi _{xp}\widehat{\rho }\varphi _{xp}`$ We have $$\widehat{\rho }\varphi _{xp}=\left(\varphi _{xp},\widehat{\rho }^2\varphi _{xp}\right)^{\frac{1}{2}}\left(\varphi _{xp},\widehat{\rho }\varphi _{xp}\right)^{\frac{1}{2}}=\sqrt{2\pi Q(x,p)}$$ which, together with Inequality (21), implies $$\widehat{A}^{}\varphi _{xp}\widehat{\rho }\varphi _{xp}\sqrt{2\pi }K_+(1+x^2+p^2)^{N_+}\sqrt{Q(x,p)}$$ By assumption, $`Q(x,p)(^2)`$. It follows that $`\widehat{A}^{}\varphi _{xp}\widehat{\rho }\varphi _{xp}`$ is integrable. We may therefore use Lebesgue’s dominated convergence theorem to deduce $$\mathrm{Tr}(\widehat{A}\widehat{\rho })=\frac{1}{2\pi }\underset{n=0}{\overset{\mathrm{}}{}}𝑑x𝑑p\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\varphi _{n;xp},\widehat{\rho }\varphi _{xp}$$ (24) where the sum is absolutely convergent, since $$\underset{n=0}{\overset{\mathrm{}}{}}\left\|𝑑x𝑑p\widehat{A}^{}\varphi _{xp},\varphi _{n;xp}\varphi _{n;xp},\widehat{\rho }\varphi _{xp}\right\|𝑑x𝑑p\widehat{A}^{}\varphi _{xp}\widehat{\rho }\varphi _{xp}<\mathrm{}$$ We know from Lemma 3 that $`\widehat{A}`$ satisfies the conditions of Theorem 1. We may therefore use the results proved in the last section to rewrite Eq. (24) in the form $$\mathrm{Tr}(\widehat{A}\widehat{\rho })=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n!}𝑑x𝑑p_+^nA_\mathrm{H}(x,p)_{}^nQ(x,p)$$ Finally, it follows from Inequality (22), together with the fact that $`Q(^2)`$, that we may partially integrate term-by-term to obtain $$\mathrm{Tr}(\widehat{A}\widehat{\rho })=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(1)^n}{n!}𝑑x𝑑p\left(_+^n_{}^nA_\mathrm{H}(x,p)\right)Q(x,p)$$ The right hand side of Eq. (8) (expressing $`\widehat{A}`$ in terms of the Wigner function) is defined whenever $`W(^2)`$ and $`A_\mathrm{W}`$ exists as a tempered distribution. On the other hand, although it is true that $`Q(^2)`$ whenever $`W(^2)`$ (see Theorem IX.3 of ref. ), the fact that $`A_\mathrm{W}`$ exists as a tempered distribution is not evidently sufficient to ensure that $`\widehat{A}`$ is polynomial bounded. So we have not shown that Eq. (23) has the same range of validity as Eq. (8). However, it can be shown that $`\widehat{A}`$ is polynomially bounded if $`\varphi _{xp}𝒟_{\widehat{A}}𝒟_{\widehat{A}^{}}`$, and if $`(\widehat{A}^{}\widehat{A})_\mathrm{W}`$ and $`(\widehat{A}\widehat{A}^{})_\mathrm{W}`$ exist as tempered distributions (see Theorem IX.4 of ref. ). In the applications one meets with operators satisfying these conditions much more commonly than one meets with operators for which $`A_{\overline{\mathrm{H}}}`$ exists as a tempered distribution. For instance, every bounded operator is polynomially bounded, whereas there are many bounded operators of physical interest for which $`A_{\overline{\mathrm{H}}}`$ fails to exist as a tempered distribution. The above result consequently represents a significant improvement on the results that were previously known. Of course, just from the fact that Eq. (23) is convergent, it does not necessarily follow that the convergence is sufficiently rapid to make the formula useful in practical, numerical work. This question requires further investigation. ## 4. Conclusion As has been stressed by Mizrahi , Lalović et al , Davidović and Lalović and others, the Husimi formalism provides an especially perspicuous method for studying the relationship between quantum and classical mechanics. It establishes a one-to-one correspondence between the basic equations of the two theories, so that one can start with a classical formula, and then turn it into the corresponding quantum formula by adding successive correction terms. Moreover, the fact that $`Q(x,p)`$ describes the outcome of a retrodictively optimal joint measurement of $`x`$ and $`p`$ , means that one could reasonably argue that the Husimi function is the most natural choice for a quantum mechanical analogue of the classical probability distribution. In this paper we have investigated the convergence properties of two of the key formulae in the Husimi formalism. We have shown that the formula giving the Husimi transform of an operator product has much better convergence properties than the corresponding formula in the Wigner function formalism. In particular, the Husimi formalism leads to a convergent generalization of the Liouville equation for a very large class of Hamiltonians. We have also shown that the convergence properties of the formula expressing the expectation value $`\widehat{A}`$ in terms of the Husimi function, although seemingly not as good as those of the corresponding formula in the Wigner function formalism, are significantly better than the often highly singular character of $`A_{\overline{\mathrm{H}}}`$ would suggest. These results lend additional support to the suggestion that, in so far as the aim is specifically to formulate quantum mechanics as a kind of generalized version of classical mechanics, then the formalism based on the Husimi function has some significant advantages. ## Appendix A Proof of Theorem 1 For arbitrary complex $`x`$, $`p`$ define $$F(x,p)=\frac{\varphi _{x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}$$ where $`x_\pm `$, $`p_\pm `$ are the (real) variables defined by Eqs. (13) and (14). It is easily seen that, if $`x`$, $`p`$ are both real, then $$F(x,p)=\varphi _{xp},\widehat{A}\varphi _{xp}=A_\mathrm{H}(x,p)$$ The problem thus reduces to that of showing that, if $`\widehat{A}`$ has the properties stipulated, then $`F`$ is holomorphic. We will do this by showing that $`F`$ satisfies the Cauchy-Riemann equations with respect to the complex variables $$z_\pm =\frac{1}{\sqrt{2}}(x_\pm \pm ip_\pm )=\frac{1}{\sqrt{2}}(x\pm ip)$$ (25) In fact, it is straightforward to show that $`\varphi _{xp}`$, regarded as a vector-valued function of two real variables, is differentiable in the norm topology; the derivatives being given by $`{\displaystyle \frac{}{x}}\varphi _{xp}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\varphi _{1;xp}{\displaystyle \frac{i}{2}}p\varphi _{xp}`$ $`{\displaystyle \frac{}{p}}\varphi _{xp}`$ $`={\displaystyle \frac{i}{\sqrt{2}}}\varphi _{1;xp}+{\displaystyle \frac{i}{2}}x\varphi _{xp}`$ Also, $$\varphi _{x_{}p_{}},\varphi _{x_+p_+}=\mathrm{exp}\left[\frac{1}{4}(x_+x_{})^2\frac{1}{4}(p_+p_{})^2+\frac{i}{2}(p_+x_{}p_{}x_+)\right]$$ Consequently, $`F`$ is differentiable with respect to the variables $`x_{}`$, $`p_{}`$. Moreover $`{\displaystyle \frac{}{x_{}}}F(x,p)`$ $`={\displaystyle \frac{1}{\sqrt{2}}}{\displaystyle \frac{\varphi _{1;x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}}+{\displaystyle \frac{1}{\sqrt{2}}}(z_{}^{}z_+)F(x,p)`$ $`=i{\displaystyle \frac{}{p_{}}}F(x,p)`$ (26) from which it follows that $`F`$ satisfies the Cauchy-Riemann equations with respect to the complex variable $`z_{}=(x_{}ip_{})/\sqrt{2}`$. We can alternatively write $$F(x,p)=\frac{\widehat{A}^{}\varphi _{x_{}p_{}},\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}$$ Consequently, $`F`$ is also differentiable with respect to the real variables $`x_+`$, $`p_+`$. Moreover $`{\displaystyle \frac{}{x_+}}F(x,p)`$ $`={\displaystyle \frac{1}{\sqrt{2}}}{\displaystyle \frac{\widehat{A}^{}\varphi _{x_{}p_{}},\varphi _{1;x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}}+{\displaystyle \frac{1}{\sqrt{2}}}(z_+^{}z_{})F(x,p)`$ $`=i{\displaystyle \frac{}{p_+}}F(x,p)`$ (27) from which it follows that $`F`$ satisfies the Cauchy-Riemann equations with respect to the complex variable $`z_+=(x_++ip_+)/\sqrt{2}`$. If $`\widehat{A}`$ has the properties specified in the statement of theorem, then we see from Eqs. (26) and (27) that the partial derivatives $`F/x_\pm `$, $`F/p_\pm `$, are continuous functions on $`^4`$. It follows that $`F`$ is a holomorphic function of the complex variables $`z_\pm `$. Referring to Eq. (25) it can be seen that the variables $`z_\pm `$ are linear combinations of $`x`$, $`p`$. We conclude that $`F`$ is a holomorphic function of $`x`$, $`p`$. ## Appendix B Proof of Lemma 2 It is straightforward to show that $`\varphi _{n;x_{}p_{}}`$, regarded as a vector valued function of two real variables, is differentiable in the norm topology. Moreover $$\frac{1}{\sqrt{2}}\left(\frac{}{x_{}}i\frac{}{p_{}}\right)\varphi _{n;x_{}p_{}}=\sqrt{n+1}\varphi _{(n+1);x_{}p_{}}+\frac{1}{2}z_{}\varphi _{n;x_{}p_{}}$$ Hence $$\begin{array}{c}\frac{1}{\sqrt{2}}\left(\frac{}{x_{}}+i\frac{}{p_{}}\right)\frac{\varphi _{n;x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}\hfill \\ \hfill =\sqrt{n+1}\frac{\varphi _{(n+1);x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}+\left(z_{}^{}z_+\right)\frac{\varphi _{n;x_{}p_{}},\widehat{A}\varphi _{x_+p_+}}{\varphi _{x_{}p_{}},\varphi _{x_+p_+}}\end{array}$$ Iterating this result, and using $$\frac{1}{2^{r/2}}\left(\frac{}{x_{}}+i\frac{}{p_{}}\right)^rA_\mathrm{H}(x,p)=\frac{^r}{z_{}^r}A_\mathrm{H}(x,p)$$ we obtain Eq. (15). The proof of Eq. (16) is similar. ## Appendix C Proof of Lemma 3 ### Proof of (1) We need to show that, if $`\widehat{A}`$ is polynomial bounded, then the functions $`\varphi _{x_1p_1},\widehat{A}\varphi _{x_2p_2}`$, $`\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}`$ and $`\varphi _{1;x_1p_1},\widehat{A}^{}\varphi _{x_2p_2}`$ are continuous. Consider the function $`\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}`$. We have $$\begin{array}{c}\|<\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}},\widehat{A}\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}><\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}>\|\hfill \\ \hfill \|<(\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}}\varphi _{1;x_1p_1}),\widehat{A}\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}>\|+\|<\varphi _{1;x_1p_1},\widehat{A}(\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}\varphi _{x_2p_2})>\|\end{array}$$ In view of Eq. (20) we have $$\|<(\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}}\varphi _{1;x_1p_1}),\widehat{A}\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}>\|K_{}(1+x_{}^{}{}_{2}{}^{2}+p_{}^{}{}_{2}{}^{2})^N_{}\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}}\varphi _{1;x_1p_1}$$ Also, using the completeness relation for coherent states, together with Eq. (21), we find $`\|<\varphi _{1;x_1p_1},\widehat{A}(\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}\varphi _{x_2p_2})>\|`$ $`=\|{\displaystyle \frac{1}{2\pi }}{\displaystyle }dx_3dp_3<\varphi _{1;x_1p_1},\varphi _{x_3p_3}><\widehat{A}^{}\varphi _{x_3p_3},(\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}\varphi _{x_2p_2})>\|`$ $`f(x_1,p_1)\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}\varphi _{x_2p_2}`$ where $`f`$ is the polynomial $`f(x_1,p_1)`$ $`={\displaystyle \frac{K_+}{2\pi }}{\displaystyle }dx_3dp_3\|<\varphi _{1;x_1p_1},\varphi _{x_3p_3}>\|(1+x_3^2+p_3^2)^{N_+}`$ $`={\displaystyle \frac{K_+}{2^{\frac{3}{2}}\pi }}{\displaystyle 𝑑x_{}^{}{}_{3}{}^{}𝑑p_{}^{}{}_{3}{}^{}\sqrt{1+x_{}^{}{}_{3}{}^{2}+p_{}^{}{}_{3}{}^{2}}\left(1+(x_{}^{}{}_{3}{}^{}+x_1)^2+(p_{}^{}{}_{3}{}^{}+p_1)^2\right)^{N_+}}`$ $`\times \mathrm{exp}\left[{\displaystyle \frac{1}{4}}\left(x_{}^{}{}_{3}{}^{2}+p_{}^{}{}_{3}{}^{2}\right)\right]`$ Putting these results together we find $$\begin{array}{c}\|<\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}},\widehat{A}\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}><\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}>\|\hfill \\ \hfill K_{}(1+x_{}^{}{}_{2}{}^{2}+p_{}^{}{}_{2}{}^{2})^N_{}\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}}\varphi _{1;x_1p_1}+f(x_1,p_1)\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{2}{}^{}}\varphi _{x_2p_2}\end{array}$$ $`\varphi _{xp}`$ and $`\varphi _{1;xp}`$, regarded as vector-valued functions on $`^2`$, are continuous in the norm topology. Consequently $$<\varphi _{1;x_{}^{}{}_{1}{}^{}p_{}^{}{}_{1}{}^{}},\widehat{A}\varphi _{x_{}^{}{}_{2}{}^{}p_{}^{}{}_{1}{}^{}}><\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}>$$ as $`(x_{}^{}{}_{1}{}^{},p_{}^{}{}_{1}{}^{},x_{}^{}{}_{2}{}^{},p_{}^{}{}_{2}{}^{})(x_1^{},p_1^{},x_2^{},p_2^{})`$. It follows that $`<\varphi _{1;x_1p_1},\widehat{A}\varphi _{x_2p_2}>`$ is continuous. Continuity of the functions $`<\varphi _{x_1p_1},\widehat{A}\varphi _{x_2p_2}>`$ and $`<\varphi _{1;x_1p_1},\widehat{A}^{}\varphi _{x_2p_2}>`$ is proved in the same way. ### Proof of (2). The completeness relation for coherent states implies $$A_\mathrm{H}(x,p)=\varphi _{xp},\widehat{A}\varphi _{xp}=\frac{1}{2\pi }𝑑x^{}𝑑p^{}\varphi _{xp},\varphi _{x^{}p^{}}\widehat{A}^{}\varphi _{x^{}p^{}},\varphi _{xp}$$ Using $`_+\varphi _{n;xp}`$ $`=\sqrt{n+1}\varphi _{(n+1);xp}+{\displaystyle \frac{1}{2}}z^{}\varphi _{n;xp}`$ $`_{}\varphi _{n;xp}`$ $`=\{\begin{array}{cc}\frac{1}{2}z\varphi _{xp}\hfill & \text{if}n=0\hfill \\ \sqrt{n}\varphi _{(n1);xp}\frac{1}{2}z\varphi _{n;xp}\hfill & \text{if}n>0\hfill \end{array}`$ \[where $`_\pm =2^{1/2}(_xi_p)`$ and $`z=2^{1/2}(x+ip)`$)\], and differentiating under the integral sign, it is not difficult to show that $$_x^m_p^nA_\mathrm{H}(x,p)=\underset{r,s=0}{\overset{n+m}{}}c_{rs}𝑑x^{}𝑑p^{}\varphi _{r;xp},\varphi _{x^{}p^{}}\widehat{A}^{}\varphi _{x^{}p^{}},\varphi _{s;xp}$$ for suitable constants $`c_{rs}`$. We have $$\left\|\varphi _{r;xp},\varphi _{x^{}p^{}}\right\|=\frac{1}{2^{\frac{r}{2}}\sqrt{r!}}\left((x^{}x)^2+(p^{}p)^2\right)^{\frac{r}{2}}\mathrm{exp}\left[\frac{1}{4}(x^{}x)^2\frac{1}{4}(p^{}p)^2\right]$$ In view of Inequality (21) it follows that $$\begin{array}{c}\left\|𝑑x^{}𝑑p^{}\varphi _{r;xp},\varphi _{x^{}p^{}}\widehat{A}^{}\varphi _{x^{}p^{}},\varphi _{s;xp}\right\|\hfill \\ \hfill \frac{K_+}{2^{\frac{r}{2}}\sqrt{r!}}𝑑x^{\prime \prime }𝑑p^{\prime \prime }\left(1+(x^{\prime \prime }+x)^2+(p^{\prime \prime }+p)^2\right)^{N_+}\\ \hfill \times \left(x_{}^{\prime \prime }{}_{}{}^{2}+p_{}^{\prime \prime }{}_{}{}^{2}\right)^{\frac{r}{2}}\mathrm{exp}\left[\frac{1}{4}\left(x_{}^{\prime \prime }{}_{}{}^{2}+p_{}^{\prime \prime }{}_{}{}^{2}\right)\right]\end{array}$$ It can be seen that the expression on the right hand side of this inequality is a polynomial in $`x`$ and $`p`$. Consequently $$\left\|_x^m_p^nA_\mathrm{H}(x,p)\right\|f(x,p)$$ for some polynomial $`f(x,p)`$. The claim is now immediate.
warning/0001/cond-mat0001354.html	ar5iv	text	# Models for the evolution of free granular surfaces ## 1 Introduction One of the apparently simple problems for which there is no consensus yet on which are the correct continuum equations of motion is the flux of grains on a granular surface (see for example ref. ). This flux can be driven by a fluid, like air, by gravity or by an initial impact. It modifies the granular surface itself either by deposition or by erosion. We will consider in this paper a gravity driven flow with variable initial energy and consider deposition only. In addition we want to be in the limit of small flux. One realization is the slow buildup of a pile from a point source. A discrete model was proposed in ref. in which particles jump down stairs and deposit if their energy is below a certain material dependent threshold. From this model a set of continuum equations was derived in ref. and applied to the problem of impact craters. This continuum description, however, made an assumption on the time dependence of the slope that only contained the threshold in an indirect way, namely by inserting the known steady state result. Also all the jumps were of length unity even if their kinetic energy was different. In this paper we want to deal with these defects of the equations in ref. by inserting the two mentioned effects independently into the equations and investigating the consequences analytically and numerically. ## 2 Modelling jumps of grains We will introduce an extension to the model proposed in ref. . There, particles of mass $`m`$ are added at the top of a pile, and they move, under the action of gravity $`g`$, until their kinetic energy $`e`$ falls below a certain threshold $`U`$ (related to the friction between grains) where they then stop. At each collision the kinetic energy decreases by a factor proportional to the restitution coefficient of the material $`r`$. Mathematically, it reads: $$e(x+\delta )=(e(x)+mg(h(x)h(x+\delta )))r$$ (1) It was assumed in ref. that the traveled distance after each particle jump is constant. Here, trying to model a more realistic situation, we assume that this distance is proportional to the kinetic energy of the particle. So, we propose to modify equation (1) to: $$e(x+qe)=(e(x)+mg(h(x)h(x+qe)))r$$ (2) where $`q`$ is a proportionality coefficient (in units of $`\frac{1}{mg}`$). Then, writing eq. (2) in differential form we obtain: $$\frac{de}{dx}=\frac{1}{q}(r1)+r\gamma (x)$$ (3) where $`\gamma (x)=mgdh/dx`$. To this equation one adds in ref. an evolution equation for the slope of the form: $$\frac{d\gamma }{dx}=\mathrm{\Gamma }(Ue(x))$$ (4) where $`\mathrm{\Gamma }`$ controls the rate of relaxation of the slope. Boundary conditions were imposed trying to reproduce real experimental situations of heap formation: $`e(0)=e_o`$ a value which is proportional to the height from which the grains fall on the pile, and $`\gamma (0)=0`$. The equations (3) and (4), constitute a pair of linear differential equations with constant coefficients. From them, the angle of a pile can be easily calculated: $$\gamma (x)=\frac{1r}{rq}(1\mathrm{cos}(\sqrt{\mathrm{\Gamma }r}x))\sqrt{\mathrm{\Gamma }r}(e_oU)\mathrm{sin}(\sqrt{\mathrm{\Gamma }r}x)$$ (5) and then, integrating equation (5) the shape of the pile is: $$h(x)=h(0)\frac{1r}{rqmg}x+\frac{1r}{rqmg}\frac{1}{\sqrt{\mathrm{\Gamma }r}}\mathrm{sin}(\sqrt{\mathrm{\Gamma }r}x)\frac{1}{rmg}(e_oU)\mathrm{cos}(\sqrt{\mathrm{\Gamma }r}x))$$ (6) This solution has two remarkable properties as shown in Figure 1. First of all the oscillatory behaviour superimposed to the usual linear decay of the pile. These oscillations arise from the existence of a length scale $`\mathrm{\Gamma }`$ which controles the rate of the relaxation of the slope while independently the particles jump a distance ($`qe`$) determined only by their kinetic energy. This phenomenon is similar to the formation of ripples due to saltation , and it could be the first theoretical prediction of “gravity” induced ripples. Another important feature of eq. (6) is that it can reproduce a crater formation on the top of pile. In fact, in the limit $`\sqrt{\mathrm{\Gamma }r}x<<1`$, equation (6) transforms into: $$mgh(x)=mgh(0)\frac{1}{r}(e_oU)(1\frac{\mathrm{\Gamma }r}{2}x^2)$$ (7) showing the existence of a parabolic-like crater whose depth linearly increases with the initial kinetic energy of the particles. ## 3 Modelling the mobility threshold In this model, we add to the equation for the energies from ref. $$\frac{de}{dx}=\frac{r1}{\delta }e+r\gamma (x)$$ (8) a new equation for the angles based on the assumption that the equilibrium local slope of the pile is constant, i.e. $$\varphi (x+\delta )=\varphi (x)$$ (9) where $`\varphi `$ is the slope of the pile. The evolution of the slope proceeds in the following way: if a particle arrives at $`x`$, it has two possibilities (as described for a similar model in ref. ), if $`e>U`$, it moves to $`x+\delta `$, then: $$\varphi (x+\delta )=\varphi (x)1$$ (10) or, it stops when $`e<U`$ and $$\varphi (x+\delta )=\varphi (x)+1$$ (11) Equations (10) and (11) may be written in the following differential form: $$\frac{d\varphi }{dx}=\frac{1}{\delta }sgn(Ue)$$ (12) We next solve the coupled differential equations (8) and (12) numerically. It is more convenient to write both equations in the same form. So dividing eq. (8) by $`mg`$, and noting that $`\gamma =mg\varphi `$, we obtain the following equations: $$\frac{dz}{dx}=\frac{r1}{\delta }z+\frac{r}{\delta }\varphi $$ (13) $$\frac{d\varphi }{dx}=\frac{1}{\delta }sgn(z_uz)$$ (14) where $`mgz=e`$ and $`mgz_u=U`$. Then, once $`\varphi (x)`$ is known the height of the pile can be calculated through integration of $`\varphi `$ and obtained numerically. To numerically solve the equations (13) and (14) the function $`sgn(x)`$ was replaced by the continous function $`tanh(\alpha x)`$. Profiles calculated using different values of $`\alpha `$ are shown in Figure 2. From the Figure we conclude that if $`\alpha >10^2`$ all the numerical results are equivalent. To be on the secure side we used in the rest of the paper $`\alpha =10^5`$. Figure 3 represents typical sandpile profiles obtained for different values of the parameters. The bottom curve (where the crater is better defined) represents a system where the grains have higher initial energy. In figure 4 is plotted the equilibrium angle of the pile $`\varphi _{eq}`$ as a function of $`U(1r)/r`$ for different values of $`e_o`$. As previously calculated in ref. , the angle of the pile is equal to $`U(1r)/r`$ showing the equivalence between our approach and that proposed in . The depth $`\mathrm{\Delta }h`$ and the width $`\mathrm{\Delta }x`$ of the craters, should only depend on the three parameters involved in the model $`r,e_o`$ and $`U`$. In fact, in figures 5 and 6, $`\mathrm{\Delta }h`$ and $`\mathrm{\Delta }x`$ obtained using different sets of parameters $`(r,e_o,U)`$ collapse on the same curve following the scaling relations: $$\mathrm{\Delta }h=(\frac{e_o}{U}1)^\alpha f((\frac{e_o}{U}1)^\nu r)$$ (15) and $$\mathrm{\Delta }x=(\frac{e_o}{U}1)^\beta g((\frac{e_o}{U}1)^\nu r)$$ (16) where $`\beta =2.0`$, $`\alpha =1.0`$, $`\nu =4.0`$ and $`f(x)`$ and $`g(x)`$ are scaling functions with the following properties $`f(x)1`$ if $`x<<1`$ and $`f(x)0`$ if $`x>>1`$, idem for $`g`$. This indicates that around $`e_0=U`$ and $`r=0`$ we have critical behaviour with simple integer exponents. Physically equations (15) and (16) imply that in granular systems with negligible restitution coefficent ($`r0`$) the depth of the crater increases linearly with $`e_o/U1`$ and with $`1/r`$, in good agreement with eq.7 while the width of the craters increases parabolically ($`\beta =2.0`$). Therefore systems with small $`e_o`$, i.e. ($`e_oU`$) or $`r1`$ do not develop a crater. ## 4 Conclusions We have presented two sets of equations of motion for the limit of dilute granular surface flow. The first set included a jump length proportional to the energy of the grains. This gave ripple formation on the critical slope, a phenomenon which has not yet been observed experimentally. The second set was a cleaner way to include the deposition threshold than done in ref. . The results confirm that the previously used equation (introduced in ref. ) gave qualitatively the right answer for the shape of the pile which means that the picture of a characteristic length for relaxation to the equilibrium angle is correct. ## Acknowledgments We thank SFB 381 for financial support. ## Figure Captions Figure 1 Graphical representation of equation 6. We chose $`\frac{1r}{rq}=0.1`$,$`\sqrt{\mathrm{\Gamma }r}=1`$ and $`\frac{e_oU}{r}=0.1`$. Figure 2 Shape of the pile calculated by integrating the solution $`\varphi `$ of equations (13) and (14) for $`\alpha =1`$ (upper curve) and $`\alpha =10`$ and $`100`$ (bottom curve). Figure 3 Shape of the pile for $`r=0.03,z_U=0.05`$, and (from top to bottom) $`z=0.05,0.10`$ and $`15`$. The profiles are shifted in the $`z`$ axis to distinguish them better. Figure 4 Equilibrium angle of the pile $`\varphi _{eq}`$ as a function of $`U(1r)/r`$ for different values of $`e_o`$,$`r`$ and $`U`$. Figure 5 Data collapse of the depth of the craters using eq: (15).Parameters: ($`r,e_o,U`$) = $`\mathrm{}`$ (0.01, 0.15, 0.05); $`\mathrm{}`$ (0.01, 0.25, 0.05); $``$ (0.01, 0.25, 0.10); $``$ (0.01, 0.25, 0.15); $`\times `$ (0.03, 0.20, 0.10); $`+`$ (0.03, 0.25, 0.15); $`\mathrm{}`$ (0.05, 0.30, 0.10). Figure 6 Data collapse of the depth of the crater using eq: (16). Parameters: ($`r,e_o,U`$) = $`\mathrm{}`$ (0.01, 0.15, 0.05); $`\mathrm{}`$ (0.01, 0.25, 0.05); $``$ (0.01, 0.25, 0.10); $``$ (0.01, 0.25, 0.15); $`\times `$ (0.03, 0.20, 0.10); $`+`$ (0.03, 0.25, 0.15); $`\mathrm{}`$ (0.05, 0.30, 0.10).
warning/0001/hep-ph0001017.html	ar5iv	text	# Radion Potential and Brane Dynamics ## 1. Introduction. The suggestion of lowering the fundamental scale of quantum gravity to as low as TeV offers a promising scenario in addressing important cosmological issues. Recently Randall and Sundrum (herein refered to as the RS model) demonstrated that can be achieved without the need for large extra dimensions but instead through curved 5-dimensional space-time $`(AdS_5)`$ that generates an exponential suppression of scales at the boundary where the TeV brane is located. Brane cosmology of the RS model deviates from the usual FRW Universe. Friedman equation for brane expansion produces an unconventional relation for the Hubble constant: $`H\rho `$ instead of $`H\sqrt{\rho }`$ . Various authors suggested ways of obtaining the usual relation $`H\sqrt{\rho }`$ for cosmology. However many phenomenological and astrophysical constraints like inflation and the moduli problem, the cosmological constant, BBN, reheat temperature $`T_{RH}`$, sufficient e-folding, density perturbation and large scale structure, etc. make this a formidable task. The original RS model was extended by I. Oda to include many static branes, while T. Nikei found solutions in the case of two branes inflating in their transverse space. Based on the RS model, the framework of this paper is a generalized scenario of many branes that are inflating in their transverse space. TeV branes can have positive as well as negative tensions. In Sec.2 we review the exact solution in closed form of . A useful result of is that each brane expands according to its canonical, effective expansion rate $`H_{\text{ieff}}`$, that depends on the position of the brane in the fifth dimension. The 5th dimension is required to remain static during and after inflation. In Sec.3 we allow for matter in bulk and consider rolling branes. In the effective $`4D`$ picture, the energy of the brane is replaced with a slow-roll potential (inflation) which comes to a steep end near the minimum, resulting in reheating. As expected, this requires a potential for stabilizing the radion during and after inflation. Radion potential induces inflation in the branes and decays when branes roll to the stable minimum of the potential. This confirms Dvali and Tye’s view that although inflaton is a brane mode in the ground state it behaves as an “inter-brane” mode that describes the relative separation of branes in the 5th dimension. It is this relative separation that induces inflation on the branes with the slow-roll properties. It is assummed that the inflaton is very weakly coupled to the bulk modes because the radion is heavy. This fact avoids reheating of the extra dimension as well as overclosure of the universe from the KK excitations. It also preserves the success of BBN by ensuring that the radion has settled at its minimum and that the size of the extra dimension has not evolved since. For this to be the case, two requirements need be satisfied (): the radion stabilized by an effective potential $`V_r`$ must have a mass $`m_r`$ larger than the expansion rate $`H`$; and the brane must have negligible thickness otherwise the universe cannot be treated as $`4`$ dimensional at distances of $`H^1`$ i.e. $`H^1>L`$, where $`L`$ is the size of the extra dimension. We consider a potential for the radion that satisfies the above requirements in Sect.3. and join the slow roll solution of reviewed in Sect.2 to the solution found in that is valid during reheating, when branes reach the steep end in the potential .The number of e-foldings and the reheating temperature are calculated. The issue of the effective $`4D`$ cosmological constant $`\mathrm{\Lambda }_4`$ and a summary of results are presented in Sec.4. The radion potential induces a canonical cosmological constant on the branes. $`\mathrm{\Lambda }_4`$ is a dynamic quantity. When branes are displaced away from the minimum, in the slow-roll region, $`\mathrm{\Lambda }_4`$ results in inflation of the branes. However when branes roll towards the minimum of the bulk potential, the reheating regime, $`\mathrm{\Lambda }_4`$ very fast takes the value $`\mathrm{\Lambda }_4^{min}=V_{r,min}0`$ before BBN time. That results in a recovery of the usual Friedman equation for an FRW radiation dominated Universe. Density perturbation constraints put an upper bound on the value of $`\mathrm{\Lambda }_4^{min}=V_{rmin}`$. The lower bound $`\mathrm{\Lambda }_4^{min}=0`$ is the familiar fine-tuning problem of the cosmological constant. ## 2. Review of the Inflating Branes Model Solutions found in for a five dimensional model with many branes along the fifth compact direction $`z`$, that inflate in their transverse space $`x_i`$, extend the recent models of RS, I.Oda and T.Nihei . The 5D metric ansatz is $$ds^2=g_{MN}dx^Mdx^N=f(z)^2dt^2f(z)^2v(t)^2dx^2f(z)^2dz^2$$ (2.1) with $`z`$ ranging between $`0`$ and $`2L`$ and $`M,N`$ running over the five dimensions. The 5D Einstein-Hilbert action is: $$S=\frac{1}{2\kappa _5^2}d^4x_0^{2L}𝑑z\sqrt{g}(R+2\mathrm{\Lambda }_5)+\underset{i=1}{\overset{n}{}}_{z=L_i}d^4x\sqrt{g_i}(_i+V_i)$$ (2.2) where the 4D metric $`g_{i\mu \nu }`$ is obtained from the 5D one as follows: $`g_{i\mu \nu }(𝐱,t)=g_{MN}(𝐱,t,z=L_i)`$; and $`_i,(V_i)`$ is the lagrangian of the matter fields, (the constant vacuum energy), in the i-th brane. The 5D gravitational coupling constant $`\kappa _5`$ is related to the 4D Newton constant $`G_N`$ through $`\kappa _5=16G_N\pi 𝑑z\sqrt{g_{55}}`$ $`=16G_N\pi L_{phys}`$. The dynamics of the boundaries with energy density denoted by $`_i`$ (where we have separated a constant vacuum energy contribution, $`V_i`$) are based on the slow roll assumption. The following equations result from varying the action in Eqn.(2.2) with respect to the metric, $`{\displaystyle \frac{1}{f^2}}\left[({\displaystyle \frac{\dot{v}}{v}})^2\right]{\displaystyle \frac{1}{f^2}}\left[{\displaystyle \frac{f^{\prime \prime }}{f}}+({\displaystyle \frac{f^{}}{f}})^2\right]`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{3f}}[{\displaystyle \underset{i}{}}(_i+V_i)\delta (zL_i)]+{\displaystyle \frac{\mathrm{\Lambda }_5}{3}}`$ $`{\displaystyle \frac{1}{f^2}}\left[(2{\displaystyle \frac{\ddot{v}}{v}})+({\displaystyle \frac{\dot{v}}{v}})^2\right]{\displaystyle \frac{3}{f^2}}\left[{\displaystyle \frac{f^{\prime \prime }}{f}}+({\displaystyle \frac{f^{}}{f}})^2\right]`$ $`=`$ $`{\displaystyle \frac{\kappa ^2}{f}}\left[{\displaystyle \underset{i}{}}(_i+V_i)\delta (zL_i)\right]+\mathrm{\Lambda }_5`$ $`{\displaystyle \frac{1}{f^2}}\left[({\displaystyle \frac{\ddot{v}}{v}})+({\displaystyle \frac{\dot{v}}{v}})^2\right]{\displaystyle \frac{2}{f^2}}({\displaystyle \frac{f^{}}{f}})^2`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }_5}{3}}`$ (2.3) where prime and dot denote differentiation with respect to z and t respectively, and $`v`$ satisfies $$v(t)=v(0)exp[Ht]$$ (2.4) Eqns. (2.3) become $$\begin{array}{ccc}\frac{H^2}{f^2}\frac{1}{f^2}\left[\frac{f^{\prime \prime }}{f}+(\frac{f^{}}{f})^2\right]\hfill & =& \frac{\kappa ^2}{3f}[_i(_i+V_i)]\delta (zL_i)+\frac{\mathrm{\Lambda }_5}{3}\\ & & \\ \frac{H^2}{f^2}\frac{1}{f^2}(\frac{f^{}}{f})^2=\frac{\mathrm{\Lambda }_5}{6}\hfill & & \end{array}$$ (2.5) The effective expansion rate is defined as $`H_{eff}=H/f(z)`$. Each brane, depending on its position in the fifth dimension, feels a different expansion rate resulting from scaling of the canonical proper time with the position of the brane, $`d\tau _i=f(L_i)dt`$. Thus the effective expansion rate for brane-bound observers, of each brane located at $`z=L_i`$ in the extra dimension, in their canonical coordinates, is $`H_{ieff}=H/f(L_i)`$. Denote the absolute value of $`\mathrm{\Lambda }_5`$ by $`\mathrm{\Lambda }`$. Since we consider an $`ADS_5`$ geometry, $`\mathrm{\Lambda }`$ is positive and satisfies the following relation $$\mathrm{\Lambda }=\mathrm{\Lambda }_5.$$ The solutions of Eqn’s. (2.5) are, $`f(z)`$ $`=`$ $`\alpha \mathrm{sinh}[g(z)]^1`$ (2.6) $`g(z)`$ $`=`$ $`\left({\displaystyle \underset{i=1}{\overset{n1}{}}}(1)^{i+1}\|zL_i\|+L\right)(\beta )`$ (2.7) $`g^{\prime \prime }(z)`$ $`=`$ $`2\left({\displaystyle \underset{i=1}{\overset{n1}{}}}(1)^{i+1}\delta \|zL_i\|\right)(\beta )`$ (2.8) Figure 1.0 The even $`(n1)`$ branes are located at $`L_i(i=2,\mathrm{}n1)`$ with alternating positive and negative tensions such that the number of positive energy branes equals the number of negative energy branes (Fig.1.0). The constants in (2.6-2.8) are given in terms of the parameters of the model by; $`\beta =H`$ and $`\alpha ^2=\frac{6H^2}{\mathrm{\Lambda }}`$. The value of $`H`$ is determined by $`\mathrm{\Lambda }`$ and $`L`$. The junction conditions, with a static fifth dimension, on the energy densities $`_i`$ of each brane, and their canonical expansion rates $`H_{ieff}`$ ,(Fig.2.0), become $`_i+V_i`$ $`=`$ $`{\displaystyle \frac{2}{\kappa _5}}(1)^{(i+1)}\sqrt{{\displaystyle \frac{\mathrm{\Lambda }}{6}}}(\mathrm{cosh}[g(L_i)])`$ (2.9) $`H_{ieff}`$ $`=`$ $`\sqrt{{\displaystyle \frac{\mathrm{\Lambda }}{6}}}(\mathrm{sinh}[g(L_i)])`$ (2.10) Fig. 2.0 The solution for the warp factor $`f(z)`$, Eqns.(2.6-2.7), Fig.1.0, has a minimum at $`z=0,2L`$ and a maximum at $`z=L`$ <sup>1</sup><sup>1</sup>1For subtleties related to ensuring the periodicity of $`f(z)`$ and the overlap of branes located at $`z=0,2L`$ see .. The physical length, $`L_{phys}`$, depends on the energies of the branes because they are gravitational sources for the curvature of the fifth dimension. It is clear from Eqns.(2.9, 2.10) that branes positioned near the minimum of the warp factor, $`z=0,2L`$ (the ’TeV branes’) in the fifth dimension, have the maximum energy and effective expansion rate allocated to them. Branes near the position of the maximum warp factor $`z=L`$ (’Planck branes’), are almost devoid of energy and have the lowest canonical expansion rate <sup>2</sup><sup>2</sup>2$`H_{ieff}`$ at $`z=L`$ is almost but not identically zero ( Fig.2.0).Similar result have also been obtained by . Junction conditions of Eqn.(2.9,2.10) give the following Friedmann equation for the expansion rate and the energy density for the branes $$\|\frac{\kappa _5(_i+V_i)}{2}\|^2H_{ieff}^2=\frac{\mathrm{\Lambda }}{6}$$ (2.11) Notice the unusual ’Friedman relation’ between the energy density and the expansion rate for each individual brane . An important result of the Eqn. (2.11) is that each brane has a different expansion rate depending on its position in $`S^1`$ and that the TeV branes do not have to be negative energy branes in this model <sup>3</sup><sup>3</sup>3This issue was one of the main drawbacks in the original RS model with two branes.. ## 3. Radion Potential and Brane Dynamics 3.1 Radion potential It was noted in \[7-12\] that the $`5D`$ metric of Eqn.(2.1) has a gauge freedom in the ($`t,z`$) plane. We use this property in what follows. Consider having a bulk field $`\mathrm{\Psi }(z,t,x)`$ with mass $`M`$, which is pinned down to the branes through an interaction term $`_{int}=(\mathrm{\Psi }^2E_i^2)^2\delta (zL_i)`$ . The wavefunction is taken to be $`\mathrm{\Psi }(z,t,x)=\psi (z)\phi (t,x)`$ and $`E_i`$ are the vev eigenvalues of the bulk field at the brane location $`z=L_i`$. By varying the 5-dimensional action $`S_5`$ with $`z`$, and assuming that the values of the field $`vev\mathrm{`}s`$ on the branes, $`E_i`$, are large, one gets the following equation of motion for the scalar field $`\mathrm{\Psi }(z,t,x)`$ <sup>4</sup><sup>4</sup>4$`M`$ can be as high as $`M_{pl}`$, hence there is a lower bound of $`10^210^3`$ GeV to it from inflation, $$\left\{_z^2+[M^2f^2(z)E_i\delta (zL_i)]\right\}\psi (z)=0.$$ (3.1) The conformal factor multiplies the $`M^2`$-term due to $`z`$ translation invariance of the metric. The induced effective energy density for the branes is $$V_{i,eff}^{brane}=\frac{\sigma _i\dot{L}_i^2}{2}+U(L_i)+\sigma _i$$ (3.2) where $`U(L_i)`$, obtained from the interaction term in the lagrangian, $`_{int}`$, is the induced potential to the $`z=L_i`$ brane from radion coupling, and $`\sigma _i`$ is the trace of the stress-energy tensor of the brane <sup>5</sup><sup>5</sup>5Assuming the brane tension is large, we will approximate the trace of the stress energy tensor $`\sigma _i`$ by brane‘s tension. The kinetic term in the effective lagrangian ( dilaton-type coupling, first term in Eqn.(3.2)) comes from varying the brane action with respect to its position $`L_i`$ relative to other branes and describes the relative motion of the i<sup>th</sup>-brane with respect to the other branes (). The effective radion potential $`V_{r,eff}`$ is the sum of two contributions, the energy of the bulk field ($`U_{bulk}=\frac{1}{2}(\dot{\mathrm{\Psi }}^2+M^2\mathrm{\Psi }^2)`$) and the energy of pointlike brane sources, $`E_i`$ and $`\sigma _i`$, which are the branes energy densities weighed by the conformal factor. In a very interesting paper, authors of the first reference in explicitly show the ’analogue’ of a Gauss law for stabilizing the radion, namely; in order to have a static fifth dimension, consistent with Einstein equations and junction conditions near the branes<sup>6</sup><sup>6</sup>6 Branes break the $`\tau `$ translation invariance. Matter and radiation energy densities of the branes are related to first-order metric fluctuations near the branes through junction conditions for the energy density $`\rho `$ and pressure $`p`$, $`\delta a\rho `$, $`\delta f(2\rho +3p)`$, treated in detail in ., the effective potential of the radion should be zero ,$`V_{r,eff}=0`$. After putting the bulk field solution back into the action, , and integrating out the fifth dimension, the effective radion potential becomes $`U(z)=_iU(L_i)`$, for the $`AdS_5`$ patch with the slow-roll regime, where the conditions $`\sigma \dot{L}_i^2,\frac{M_{pl}U^{}}{U}<<1,\frac{M_{pl}^2U^{\prime \prime }}{U}<<1`$ are satisfied. The 4-dimensional potential induced to the $`L_i`$-brane, $`U(L_i)`$ is $$U(L_i)=\frac{1}{4}\underset{i}{}\left[E_iM^2f(L_i)\right]$$ (3.3) The energy density on the $`i^{th}`$-brane is given by Eqn.(3.2). Figure 3.0 The $`U(z)`$ potential has the slow-roll regime for the most part except around $`zL`$ (Fig.3.0) where it becomes very steep. We can therefore use the previously found solution of Ref., Eqn.(2.11) for the slow-roll part in which $`U(L_i)`$ is nearly a constant. $$\frac{\kappa _5^2}{2}(U(L_i)+\sigma _i)^2H_{i,eff}^2=\frac{\mathrm{\Lambda }}{6}.$$ (3.4) The region $`L_nzL`$ where the slow roll conditions, $`\dot{L}_i^2\sigma <U_i+\sigma _i`$ and $`M_{pl}\frac{U_i^{}}{U_i},\frac{M_{pl}^2U_i^{\prime \prime }}{U_i}<<1`$, break down is studied under the sudden approximation. The point $`L_n`$, where the slow roll regime ends, is taken to correspond to the last 60 e-foldings of the slow-rolling brane. Let us promote the location of the brane $`L_i`$ to a scalar field, $`\varphi _i=M_{pl}^2L_i`$. With this notation, we can calculate the e-foldings and find the location $`L_n`$ of the last one, $`n=60`$, as follows $$n60=\frac{1}{M_{pl}^2}_{\varphi _{min}^{(z=L)}}^{\varphi _n(z=L_n)}𝑑\varphi \frac{U}{U^{}}=\frac{\beta \mathrm{}n}{M_{pl}^2}\left[\frac{ch[g(\varphi _n)]}{ch[g(\varphi _L)]}\right]$$ (3.5) <sup>7</sup><sup>7</sup>7Roughly, the point $`L_n`$ where the slow roll ends and the brane rolls down the steep part of the potential is given by: $`60\beta ^1=60H^1=\frac{\mathrm{}n}{M_{pl}^2}\left[\frac{ch(g(\varphi _n)]}{ch(g\varphi _L)}\right]L_nL)`$ Note that this potential also satisfies the thin brane requirements for the effective expansion rate at the end of inflation $`H_{eff}^1(z=L)>>L_{phys}`$ (Eqn. (2.10), Fig. 2.0). We ignore effects of backreaction or quantum corrections on the geometry. 3.2 Brane Dynamics The kinetic term $`\frac{\sigma _i\dot{L}_i^2}{2}`$ is ignored for the slow-roll part up to $`L_i=L_n`$. The radion dumps most of its energy to the TeV branes which are in the slow-roll regime, located far from $`zL_n`$ since its coupling has the lowest suppression to the branes in that regime, Eqn.(2.9,2.10). The highest suppression is in the Planck brane at $`z=L`$ because the maximum of $`f(z)`$ is at $`z=L`$ and minimum at the TeV brane $`z0,2L`$ , Eqn.(2.6), Fig.1.0. This confirms Dvali and Tye’s view in that inflation is an inter-brane mode, and that the radion is the inflaton of each brane. The physical reason why TeV brane-bound observers feel the highest expansion rate as indicated by Eqn. (2.7, 2.10-2.11) is: TeV branes get the maximum inflation rate and consequently the highest vacuum energy because most of the radion energy is dumped in them, while observers bound to the Planck branes have the lowest vacuum energy and expansion rate $`H_{eff}(L)`$ as they get very little energy induced by the radion due to the suppression with $`M_{pl}`$-scales. Allowing a bulk potential for stabilizing the radion, also induces a potential for the branes that makes them exit inflation and recover late-time cosmology. The volcano type potential $`U(z)`$, which at the brane location appears as $`U(L_i)=U(z=L_i)`$, Eqn.(3.3), is almost flat for most of the rolling time up to a critical distance $`z=L_n`$ where it becomes very steep and brane inflation ends rapidly (Fig.3.0). In the first approximation the extra radii is frozen both during and after inflation as the radion is heavy and stabilized by the potential in Sect. 3.1. The mass of the radion $`m_r`$ satisfies $$m_rU^{\prime \prime }(z=L)>H_{eff}(z=L)=Hsh[g(L)].$$ At the minimum of radion potential its energy is released into radiation on the branes. The inflaton remains very weakly coupled to the bulk modes. This means only the brane is reheating thus avoiding the problem of overclosure of the Universe. The reason is that the mass of radion $`m_r`$ is greater than the effective Hubble constant $`H_{eff}(zL)`$ during the last stages of inflation and also the coupling of branes to the bulk modes are at maximum suppression at $`z=L`$ (the location of the Planck brane). It was shown in that if this is the case, the production of KK modes is greatly suppressed. These requirements are important as they preserve the success of BBN. The size of extra dimension does not evolve from the time of nucleosynthesis and any shift in Newton’s constant $`G_N`$, related to the shift of the radion minima, , is negligible. The slow-roll conditions break at $`zL_n`$ and the branes roll quickly down to the bottom of the potential. For the steep part of the potential, $`L_nzL`$, we use the $`sudden`$ $`approximation`$. It is a good approximation as the roll down time $`\mathrm{\Delta }\tau `$ from $`L_n`$ to $`L`$ goes as $`\mathrm{\Delta }\tau m_r^1`$ thus it is very small<sup>8</sup><sup>8</sup>8That is why the name volcano type potential. Authors of found the following solution for the case when the brane near $`z=L_n`$ is in a mixed state of inflation and radiation $$\left(\frac{\dot{a}}{a}\right)_n^2=H_{eff}^2(z=L_n)=\kappa _5^4\sigma _n^2\frac{\kappa _5^2\mathrm{\Lambda }_5}{6}+2\kappa _5^4\sigma _n\rho _m^n+\kappa _5^4\rho _m^{n2}+Ce^{4H_{eff}\tau _n}$$ (3.6) where $$\{\begin{array}{cc}\rho _m^n=\frac{1}{2}\dot{\varphi }_n^2+U(\varphi _n)+\rho _r\hfill & \\ & \\ p_m^n=\frac{1}{2}\dot{\varphi }_n^2U(\varphi _n)+\frac{\rho _r}{3}\hfill & \end{array}$$ (3.7) $$\{\begin{array}{cc}\frac{d\rho _r}{d\tau }+4H_{eff}\rho _r=\mathrm{\Gamma }_\varphi \dot{\varphi }^2\hfill & \\ & \\ \ddot{\varphi }_n+(3H_{eff}+\mathrm{\Gamma }_\varphi )\dot{\varphi }_n+U^{}(\varphi _n)=0\hfill & \end{array}$$ (3.8) <sup>9</sup><sup>9</sup>9see and references therein for Eqns.(3.7-3.10) The index $`n`$ refers to the point $`z=L_n`$ where slow-roll approximation breaks down and $`{}_{}{}^{}min^{}`$ to the point $`z=L`$ where the brane expansion rate is minimum. $`\sigma _n`$<sup>10</sup><sup>10</sup>10On the assumption that tension dominates the stress energy trace, $`\sigma _n`$ now denotes brane tension is the brane tension and $`\rho _m^n,p_m^n`$ denote the energy density and pressure for the branes at $`z=L_n`$. $`\rho _r`$ is the part of the energy density that decays to radiation, with decay rate $`\mathrm{\Gamma }_\varphi `$. It was shown in ) that one recovers the radiation-dominated Friedman cosmology at $`H_{eff}(z=L)\sqrt{\tau }`$ under the condition: $$\frac{\rho _m^L}{\sigma _L}<<1$$ (3.9) The procedure is straightforward; one solves the Eqns. (3.7-3.8) to find the inflaton $`\varphi _n(t)`$, and radiation energy density $`\rho _r`$, and plugs the result in Eqn. (3.6) to get the Hubble expansion rate. The field $`\varphi `$ during inflation obeys $$3H_{eff}\dot{\varphi }=U^{}(\varphi )$$ (3.10) At $`L=L_n`$ our solution Eqn. (3.4) for the slow-roll inflation is joined to the solution of , Eqn (3.6) <sup>11</sup><sup>11</sup>11see for details of the case of the inflaton oscillating thereby reheating the universe, i.e, a radiation-dominated regime near the minimum of the potential. Note that the switch from inflation to radiation happens during a very short time $`\mathrm{\Delta }\tau m_r^1`$ when the brane rolls down the steep potential. Therefore we use the sudden approximation when joining our solution to that of at the end of the slow roll regime, $`z=L_n`$. The brane evolves to a radiation dominated Friedmann cosmology when rolling fast towards $`z=L`$, the stable minimum of the radion. Although the kinetic term becomes important in the intermediate stage during the steep roll from $`z=L_n`$ to $`z=L`$ we consider that the inflaton decays very fast, i.e. this regime occurs in a very short time (from the validity of the sudden approximation, the roll time $`\mathrm{\Delta }\tau m_r^1`$ is very small as $`m_r`$ is very large) and therefore can be neglected. Instead let‘s concentrate only on the two regimes of: slow-roll inflation, just before reaching $`L_n`$, and the reheating/radiation dominated regime around and at $`z=L`$, where the radion stabilizes. Let us join the slow-roll solution given in Eqn.(3.4), Ref. to the solution found in , Eqn.(3.6), near $`z=L_n`$ with the notation $`U(\varphi _n)=U_n`$ and tension $`\sigma _n`$ $`H_{eff}^2`$ $`=`$ $`\kappa _5^2(U_n+\sigma _n)^2{\displaystyle \frac{\mathrm{\Lambda }}{6}}=\kappa _5^2[\sigma _n+\rho _m^n]^2{\displaystyle \frac{\mathrm{\Lambda }}{6}}+Ce^{4H_{eff}\tau _n},`$ (3.11) $`\rho _m^n`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{\varphi _n}^2+U_n(\varphi )+\rho _r,U_{min}(z=L)=E_LM^2f(z=L),\rho _m^n\rho _L=U_n+\rho _rU_{min}=C[1e^{4H_{eff}\mathrm{\Delta }\tau }]C.`$ (3.12) Joining the two solutions introduces a constraint on the integration constant $`C`$ (Eqn.3.14) that depends on the initial conditions . The constraint is $`C=\mathrm{\Delta }U=\rho _r+U_nU_{min}`$ and represents the ammount of energy from initial ($`L_n`$) to final ($`L`$) state that has been converted to radiation. In order to recover Friedman cosmology around $`z=L`$ from Eqn.(3.6) with a radiation dominated brane world and the radion stabilized at its minimum $$H_{eff}^2(z=L)=\kappa _5^2[U_{min}+\sigma ]^2\frac{\mathrm{\Lambda }}{6}$$ we must require : $$\frac{U_{min}(L)}{\sigma _L}<<1$$ (3.13) i.e $$E_nM^2f(L)=U_{min}0$$ (3.14) with an upper bound such that it satisfies the constraint of the density perturbations (Weinberg’s window). The induced vacuum energy $`\mathrm{\Lambda }_4=U_{min}`$ on the brane comes to an almost zero value during radiation - dominated time and conventional cosmology at late times is recovered. At this point $`H_{eff}^{Pl}(L)`$ reaches also its minimum value (see Fig.2). Thus when the brane was displaced from this minimum, it had a large vacuum energy $`\mathrm{\Lambda }_4`$ and expansion rate $`H_{eff}`$ induced from the radion during the slow-roll regime. However, due to the dynamics of the brane and radion stability (going to its minimum), the vacuum energy felt by brane-bound observers $`\mathrm{\Lambda }_4`$ decreased while the brane rolled towards its minimum. The minimum of the induced potential on the brane $`U(z=L)`$ is required to be normalized around $`U_{min}0`$ in order to recover Friedman cosmology, Eqn.(3.15), hence does not have to be exactly zero.<sup>12</sup><sup>12</sup>12Fine-tuning the expansion rate $`H_{eff}(L)=0`$, i.e. $`U_{min}=0`$, through careful cancellation of the brane and bulk vacuum energies, introduces a particle horizon at $`z=L`$, as discussed in . In this case the integration constant $`C`$ is related to the area of the horizon. The lifetime of radion on the brane is very short and it decays before the BBN era into radiation, thus cannot serve as a dark- matter candidate, (details in ). However, the bulk with mass $`M`$ is a good candidate,(as first suggested by ), because it has a small annihilation cross-section. This can be shown through the following estimates. The cross-section $`\sigma _M`$ goes as $`M^2`$ where $`M`$ is of order $`TeV`$ or higher and it is stable due to the fact that bulk modes have the highest suppression in coupling to the branes located at $`z=L`$ where the radion stabilizies, thus the condition $$\frac{n_M<\sigma _M\|v\|>}{H_{eff}}<<1\text{or}\frac{M}{H_{eff}}1$$ (3.15) is satisfied for reheat temperature as low as $`T_{RH}=10^2\text{GeV},`$ . Note that due to the small size of the extra dimension and the warp factor, i.e. the relation $$M_{pl}^2=M_5^3_0^{2L}𝑑zf(z)\sqrt{g_{55}}$$ (3.16) and the lower bound on the radion mass $`m_r`$, $`m_r10^2`$-GeV ,(), the reheat temperature given by $`T_{RH}\sqrt{\mathrm{\Gamma }_\varphi M_{pl}},\mathrm{\Gamma }_\varphi \frac{m_r^3}{M_5^2}`$ can easily take values $`T_{RH}10^2`$ GeV. There is also the constraint of density perturbations at the end of inflation. $`{\displaystyle \frac{\delta \rho }{\rho }}10^4`$ (3.17) $`{\displaystyle \frac{\delta \rho }{\rho }}{\displaystyle \frac{H}{M_{pl}}},_{60}M_{pl}{\displaystyle \frac{U^{}}{U}}`$ (3.18) In order for this astrophysical constraint to be satisfied it imposes an upper bound on the value of $`U_{min}=U(L)`$. This translates into a constraint on the size $`L_{phys}`$ of the $`AdS`$ curvature. Through Eqns.(2.10-2.11, 3.19), the constraint Eqn.(3.19) on the energy $`U_{min}`$, and $`H_{eff}`$ at the end of inflation are such that $$H_{eff}(L)^2M_{pl}^2<<(10^3eV)^4$$ (3.19) The short lifetime of the radion (which is seen by the brane as the effective $`4D`$ inflaton field) means that it decays very fast and reheats the universe very fast. ## 4. Conclusions Phenomenological models must reproduce conventional cosmology features and satisfy astrophysical constraints in order to become sussessful theories. In this paper we investigate the cosmology of a generalized RS model in a dynamic setting. A bulk field introduces a potential which stabilizies the radion. Branes roll because their relative separation adjustes to the radion settling towards its stable minimum. Meanwhile, the radion appears as the inflaton in the effective $`4D`$ description of the brane world. It confirms Dvali and Tye’s point of view that although the inflaton is a brane mode in the ground state, it behaves as an ’inter-brane’ mode that describes a relative separation of the branes in the extra dimension. This approach clarifies the physics of brane dynamics during inflation. The radion which depends on the inter-brane separation, in the effective 4D description, drives inflation in the branes. The TeV branes have minimum suppression to the radion modes as compared to the ’Planck branes’, thus they will have the maximum inflation confirmed by Eqn. (2.6-2.11). The coupling of ’Planck branes’ to the radion and bulk modes have maximum suppression, thereby almost zero inflation rate and vacuum energy since the energy dumped into them by the radion is highly suppressed by Planck mass scales $`M_{Pl}`$. Branes inflate with different canonical expansion rates because their coupling to the radion depends on their position/angle in the $`S^1`$. One of the motivations to consider this model with many branes inflating in their transverse space, is that it allows TeV branes to have positive energy and tension, as compared to the case of two branes only where the geometry forces the TeV brane to have negative tension. The dynamics of the model (rolling of the branes and radion stability) ensure the recovery of coventional cosmology features at late times. The radion decays very fast in the $`4D`$ brane world, reheats the Universe and drives a decaying cosmological constant while reaching its stable minimum. Thus, the cosmological constant issue becomes a dynamic problem, where the branes adjust their positions towards a static solution with a stabilized radion. However the final value of the vacuum energy $`\mathrm{\Lambda }_4`$ felt by brane-bound observers, despite being very small, needs to be tuned to zero. It has an upper bound in order to satisfy the astrophysical constraint of density perturbations, Eqn.(3.19-3.21). This constraint puts a bound on the bulk curvature (Eqn.3.21). Due to their final positioning in the warp factor, coupling of the branes to bulk modes are at maximum suppresion after inflation when the radion has stabilized. This avoids the reheating of the bulk. The brane becomes a FRW radiation-dominated universe. There is no moduli problem because the radion is heavy, $`m_r>>H_{eff}(L)`$, and decays very fast thus overclosure of the universe and production of dangerous relics do not arise in this model. Cosmological and astrophysical constraints such as: reheat temperature, sufficient number of e-folding, negligible changes in the constants of nature, are satisfied. Bulk modes can provide a good candidate for dark matter as they are cold, stable (almost decoupled from the branes) and the conditions of the smallness of their annihilation cross-section and the reheat temperature are satisfied (see Eqns. (3.17-3.21)). For the most part,the potential is nearly flat at the slow roll regime and ends steeply to a fast decaying,/reheating regime, near the stable minimum, $`z=L`$ . The sudden approximation employed in solving the equations in the two regimes (i.e. ignoring the intermediate steep part of the fast roll regime, located between the nearly flat part and the stable minimum, where the kinetic term is important), is thus justified. The time taken to roll down the steep part of the potential is proportional to the inverse of the radion mass and therefore very small. 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Flanagan, S-H. Henry Tye and Ira Wasserman, Phys.Rev.D62:044039, $`hepph/9910498`$ * A.Lukas, B.A.Ovrut and D.Waldram, Phys.Rev.D61:023506, $`hepth/9902071`$ * C.Csaki, M.Graesser,C.Kolda,J.Terning, Phys.Lett.B462:34-40, $`hepph/9906513`$; J.Cline, C.Grojean,G.Servant, Phys.Rev.Lett.83:4245,1999, $`hepph/9906523`$; J. Cline, Phys.Rev.D61:023513, $`hepph/9904495`$ * P. Binetruy, C.Deffayet, D.Langlois, Nucl.Phys.B565:269-287, $`hepth/9905012`$,; P.Kanti, I.I Kogan, K.A. Olive and M.Pospelov, Phys.Lett.B468:31-39, $`hepph/9909481`$; P. Krauss, JHEP 9912:011, $`hepth/9910149`$ * W.D.Goldberger and M.B.Wise, Phys.Rev.Lett.83:4922-4925, $`hepph/9907447`$, Phys.Lett.B475:275-279, $`hepph/9907218`$; H.B.Kim and H.D.Kim, Phys.Rev.D61:0604003, $`hepth/9909053`$; P.Steinhardt, Phys.Lett.B.462:41-47, $`hepph/9907080`$; L.Mersini, Mod.Phys.Lett.A14:2393-2402, $`grqc/9906106`$ * A.Chamblin, S.W.Hawking, H.S.Reall, Phys.Rev.D61:065007, $`hepth/9909205`$; B.Bajc and G.Gabadadze, Phys.Lett.B474:282-291, $`hepth/9912232`$; S.M.Carroll, S.Hellerman,M.Trodden, Phys.Rev.D61:065001, $`hepth/9905217`$ * N. Arkani-Hamed, S, Dimopoulos, G.Dvali and N.Kaloper, Phys.Rev.Lett.84:586-589, $`hepth/9907209`$ * N.Kaloper and A.Linde, Phys.Rev.D59:043508, $`hepth/9811141`$ * J. Lykken and L.Randall, JHEP 0006:014, $`hepth/9908076`$ * H. Verlinde, Nucl.Phys.B580:264-274, $`hepth/9906182`$ * Daniel J.H. Chung, Edward W. Kolb and Antonio Riotto, Phys.Rev.D59:023501, $`hepph/9802238`$ * A.Albrecht, P.J. Steinhardt, M.S. Turner and F.Wilczek, Phys.Rev.Lett.48 (1982) \] Fig. 3.0 The radion potential $`U(z)`$ vs.$`z`$. TeV branes are located on the flat part (note maximum inflation rate) and roll down the steep end towards the minimum $`z=L`$. At this point, the radion has stabilizied, branes exit inflation, and reheat the universe Fig. 2.0 The effective expansion rate, $`H_{eff}(z)`$. Each brane located at $`z=L_i`$ has an expansion rate $`H_{eff}(L_i)`$ Fig. 1.0 The scale factor, $`f(z)`$ vs. $`z`$ of Sect.2, for the many inflating branes case. Maximum located at $`z=L`$, minimum at $`z=0,2L`$
warning/0001/hep-ph0001286.html	ar5iv	text	# 1 Introduction ## 1 Introduction Top–antitop quark pair production close to the threshold will provide an integral part of the top quark physics program at the Linear Collider (LC). The theoretical interest in the top–antitop quark threshold arises from the fact that the large top quark mass and width ($`\mathrm{\Gamma }_t1.5`$ GeV) lead to a suppression of non-perturbative effects . This makes perturbative methods a reliable tool to describe the physics of non-relativistic $`t\overline{t}`$ pairs, and allows for measurements of top quark properties directly at the parton level. Due to the large top width the total $`t\overline{t}`$ production cross section line shape is a smooth function of the energy, which rises rapidly at the point where the remnant of a toponium 1S resonance can be formed. From the energy where this increase occurs, the top quark mass can be determined, whereas shape and height of the cross section near threshold can be used to determine $`\mathrm{\Gamma }_t`$, the coupling strength of top quarks to gluons and, if the Higgs boson is not heavy, the top Yukawa coupling . From differential quantities, such as the top momentum distribution , the forward–backward asymmetry or certain leptonic distributions , one can obtain measurements of $`\mathrm{\Gamma }_t`$, the top quark spin and possible anomalous couplings. The measurements of the top quark mass and the total top quark width from a threshold line shape scan are particularly interesting. In contrast to the standard top mass determination method, which relies on the reconstruction of the invariant mass of jets originating from a single top quark, the line shape measurement has the advantage that only colour-singlet $`t\overline{t}`$ events have to be counted. Therefore, the effects of final state interactions are suppressed, and systematic uncertainties in the top mass determination are small. For the total top quark width only a few other ways to determine it directly are known. Simulation studies, which also took into account the smearing of the c.m. energy from beam effects, have shown that, for a total luminosity of 100 fb<sup>-1</sup>, statistical and systematical experimental uncertainties in the top mass determination are below 50 MeV . The top quark width can be determined with experimental uncertainties of better than 20% for given top quark mass and $`\alpha _s`$ . With this prospect in view it is obvious that a careful analysis and assessment of theoretical uncertainties in the prediction of the total cross section is mandatory, in order to determine whether the theoretical precision can meet the experimental one. Within the last two years, considerable progress has been achieved in higher order calculations of the total cross section. Using the concept of effective field theories, calculations of NNLO QCD corrections to the total cross section have been carried out by several groups: Hoang–Teubner , Melnikov–Yelkhovsky , Yakovlev , Beneke–Signer–Smirnov , Nagano–Ota–Sumino and Penin–Pivovarov . In contrast to previous LO and NLO calculations , the new results at NNLO do not rely on potential models that need phenomenological input, but represent first-principle QCD calculations. The results are not just some new higher order corrections, but have led to a number of surprising and important insights. The NNLO corrections to the location where the cross section rises and the height of the cross section were found to be much larger than expected from the known NLO calculations. It was suggested that the large corrections to the location of the rise are an artifact of the on-shell (pole) mass renormalisation . Several authors realized that the quark pole mass cannot be extracted with an uncertainty smaller than $`𝒪(\mathrm{\Lambda }_{\mathrm{QCD}})`$ from non-relativistic heavy quark–antiquark systems . New top quark mass definitions were subsequently employed to allow for a stable extraction of the top quark mass parameter . The remaining uncertainties in the normalisation of the cross section seem to jeopardise the measurements of the top width, the top quark coupling to gluons, and the Higgs boson. The results obtained by all groups are formally equivalent at the NNLO level. However, they differ in the use of the calculational methods and the intermediate regularization prescriptions, and their treatments of higher order corrections. Apart from analysing the theoretical uncertainties estimated from the result of one individual group, a comparison of the results obtained from the different groups serves as an additional useful instrument to assess the theoretical uncertainties. In this article the results for the NNLO QCD calculations for the total cross section obtained by the individual groups are compared and an overview of what has been achieved so far based on the results of all groups is given. As an outline for possible future work, some remaining open questions are addressed. The outline of this note is as follows: in Sec. 2 a brief introduction into the technical issues relevant to the calculation of the total cross section at NNLO is given, and some aspects of the effective field theory approach are reviewed. In Sec. 3 the NNLO QCD calculations obtained by the different groups are compared in the pole mass scheme. In Sec. 4 three alternative mass definitions tested by Beneke–Signer–Smirnov, Hoang–Teubner and Melnikov–Yelkhovsky are discussed. Section 5 contains a brief summary and mentions some issues that should be addressed in the future. ## 2 Total Cross Section at NNLO and Effective Theory Approach For the total cross section close to the threshold, where the velocity $`v`$ of the top quarks is small, $`v1`$, the conventional perturbative expansion in the strong coupling breaks down, owing to singular terms $`(\alpha _s/v)^n`$ that arise in the $`n`$-loop amplitude. This singularity is caused by the instantaneous Coulomb attraction between the top quarks, which cannot be treated as a perturbation if their relative velocity is small. It is therefore mandatory to resum the terms that are singular in $`v`$ to all orders in $`\alpha _s`$. At LO in the non-relativistic expansion of the total cross section, this amounts to resumming all terms proportional to $`v(\alpha _s/v)^n`$, $`n=0,\mathrm{},\mathrm{}`$. The most convenient tool to carry out this resummation is the Schrödinger equation $`\left({\displaystyle \frac{\stackrel{}{}^2}{M_t^{\mathrm{pole}}}}{\displaystyle \frac{C_F\alpha _s}{\|𝒓\|}}(\sqrt{q^2}2M_t^{\mathrm{pole}})i\mathrm{\Gamma }_t\right)G(𝒓,𝒓^{},\sqrt{q^2})`$ $`=`$ $`\delta ^{(3)}(𝒓𝒓^{}),`$ (1) where $`M_t^{\mathrm{pole}}`$ and $`\mathrm{\Gamma }_t`$ are the top quark pole mass and width, respectively. The Schrödinger equation has the simple form shown in Eq. (1) only in the pole mass scheme. The decay of the top quark is implemented by adding the term $`i\mathrm{\Gamma }_t`$ to the c.m. energy $`\sqrt{q^2}`$ . At LO in the non-relativistic expansion, counting $`\mathrm{\Gamma }_t`$ as being of order $`M_t^{\mathrm{pole}}\alpha _s^2`$, this is the correct way to implement electroweak effects . The total cross section $`\sigma _{\mathrm{tot}}(e^+e^{}\gamma ^{},Z^{}t\overline{t})`$ reads $`\sigma _{\mathrm{tot}}^{\gamma ,Z}(q^2)`$ $`=`$ $`\sigma _{pt}\left[Q_t^22{\displaystyle \frac{q^2}{q^2M_Z^2}}v_ev_tQ_t+\left({\displaystyle \frac{q^2}{q^2M_Z^2}}\right)^2\left[v_e^2+a_e^2\right]v_t^2\right]R^v(q^2)`$ (2) $`+\sigma _{pt}\left({\displaystyle \frac{q^2}{q^2M_Z^2}}\right)^2\left[v_e^2+a_e^2\right]a_t^2R^a(q^2),`$ where $`\sigma _{pt}`$ $`=`$ $`{\displaystyle \frac{4\pi \alpha ^2}{3q^2}},`$ (3) $`v_f`$ $`=`$ $`{\displaystyle \frac{T_3^f2Q_f\mathrm{sin}^2\theta _W}{2\mathrm{sin}\theta _W\mathrm{cos}\theta _W}},`$ (4) $`a_f`$ $`=`$ $`{\displaystyle \frac{T_3^f}{2\mathrm{sin}\theta _W\mathrm{cos}\theta _W}}.`$ (5) Here, $`\alpha `$ is the fine structure constant, $`Q_t=2/3`$ the electric charge of the top quark, $`\theta _W`$ the Weinberg angle, and $`T_3^f`$ refers to the third component of the weak isospin; $`R^v`$ and $`R^a`$ represent the contributions to the cross section induced by vector- and axial-vector current, respectively. $`RQ_t^2R^v`$ is equal to the total normalised photon-induced cross section, which is usually referred to as the $`R`$-ratio. Close to threshold, $`\sigma _{\mathrm{tot}}^{\gamma ,Z}`$ is dominated by the vector-current contribution $`R^v`$, which describes top quark pairs in an angular momentum S-wave state. Higher angular momentum states are suppressed by additional powers of $`v`$; P-wave production, which is associated to the axial-vector current contribution $`R^a`$ is suppressed by $`v^2`$ and needs to be taken into account at NNLO . The absorptive part of $`G(\mathrm{𝟎},\mathrm{𝟎},\sqrt{q^2})`$, obtained from Eq. (1), is the first term of a non-relativistic expansion of $`R^v`$ close to threshold: $`R^v(q^24M_t^2)`$ $`=`$ $`{\displaystyle \frac{72\pi }{q^2}}\text{Im}\left[G(\mathrm{𝟎},\mathrm{𝟎},\sqrt{q^2})\right]+\mathrm{}.`$ (6) To determine NLO corrections to the cross section, corresponding to a resummation of all terms $`v(\alpha _s/v)^n\times [\alpha _s,v]`$, $`n=0,\mathrm{},\mathrm{}`$, the one-loop corrections to the Coulomb potential have to be added in Eq. (1) and a short-distance correction to the top–antitop production current has to be included . The latter is implemented by multiplying the Green function of the Schrödinger equation by a factor $`C=1+c_1\frac{\alpha _s}{\pi }`$, where $`c_1`$ is a real number. The NLO corrections do not pose any conceptual problem, because the short-distance corrections to $`C`$ factorise unambiguously, and because the absorptive part of the Green function does not contain any ultraviolet divergences at this order. The corrections at NNLO, corresponding to a resummation of all terms $`v(\alpha _s/v)^n\times [\alpha _s^2,\alpha _sv,v^2]`$, $`n=0,\mathrm{},\mathrm{}`$, require the inclusion of the kinetic energy term $`\frac{\stackrel{}{}^4}{4M_t^3}`$, two-loop corrections to the static potential and new potentials suppressed by additional powers of $`1/M_t^2`$ and $`\alpha _s/M_t`$ into Eq. (1). In addition, the short-distance factor $`C`$ has to be determined at the two-loop level . The new potentials are the generalisation of the Breit–Fermi potential, known from positronium, in QCD. The determination of the NNLO corrections is non-trivial because the additional mass-suppressed terms in the Schrödinger equation lead to UV divergences in the absorptive part of the Green function $`G`$. This is because they contain momenta to a high positive power. These divergences are a consequence of the non-relativistic expansion. The problem of UV divergences can be conveniently dealt with in the framework of non-relativistic effective theories. All the NNLO calculations performed in Refs. have been carried out in this framework. In the effective field theory approach the top quark and the gluonic degrees of freedom that are off-shell in the non-relativistic top–antitop-quark system are integrated out, leaving only those degrees of freedom as dynamical that can become on-shell. The relevant momentum regimes associated with non-relativistic degrees of freedom have a non-trivial structure and were finally identified by Beneke and Smirnov . The resulting effective field theory obtained by integrating out the degrees of freedom that are off-shell has been called “potential non-relativistic QCD” (PNRQCD) . PNRQCD represents an effective theory of NRQCD; the latter was first proposed by Caswell and Lepage and is widely used in charmonium and bottomonium physics . As the NRQCD Lagrangian, the PNRQCD Lagrangian contains an infinite number of operators, where operators of higher dimension are associated to interactions suppressed by higher powers in $`v`$. The corresponding Wilson coefficients can be determined perturbatively (as a conventional series in $`\alpha _s`$) by matching on-shell scattering amplitudes in PNRQCD and full QCD. The main feature of PNRQCD is the existence of spatially non-local instantaneous four-quark interactions, which represent an instantaneous interaction of a quark–antiquark pair separated by some spatial distance $`𝒓`$: $`_{\mathrm{non}\mathrm{local}}^{\text{PNRQCD}}`$ $`=`$ $`{\displaystyle d^3𝒓\left(\psi ^{}\psi \right)(𝒓)V(𝒓)\left(\chi ^{}\chi \right)(0)}.`$ (7) Here, $`\psi `$ and $`\chi `$ represent the two-component Pauli spinors describing the top and antitop quarks after the corresponding small component has been integrated out. The Wilson coefficients $`V(𝒓)`$ of these non-local interactions are generalisations of the concept of the heavy quark potential. We emphasise that these Wilson coefficients are strict short-distance quantities that can be calculated perturbatively. In addition, PNRQCD contains the interactions of dynamical gluons (having energies and momenta of the order of the top quark kinetic energy) with the top quarks. These dynamical gluons lead to top–antitop quark interactions that are not only non-local in space but also in time. These interactions are called “retardation effects”. External electroweak currents, which describe production and annihilation of a top quark pair are rewritten in terms of PNRQCD currents, providing a systematic small-velocity-expansion of the corresponding relativistic current–current correlators. The Wilson coefficients of the PNRQCD currents contain short-distance information specific to the corresponding electroweak current producing or annihilating the top–antitop-quark pair. The short-distance factor $`C`$ is the modulus square of the Wilson coefficient of the first term in the non-relativistic expansion of the vector current. PNRQCD provides so-called “velocity counting rules” that unambiguously state which of the operators have to be taken into account to describe the quark–antiquark dynamics at a certain parametric precision. For the description of a non-relativistic $`t\overline{t}`$ pair at NNLO, these rules show that the interactions of dynamical gluons can be neglected. The resulting equation of motion for a heavy quark–antiquark pair has the form of Eq. (1), supplemented by corrections up to NNLO. UV divergences in the calculation of the absorptive part of the Green function are subtracted and interpreted in the context of a particular regularization scheme for PNRQCD. The absorptive part of the Green function then contains a dependence on the regularization scheme parameter. This dependence on the regularization parameter is cancelled by that of the two-loop corrections to the short-distance factor $`C`$. We note that, strictly speaking, the new NNLO calculations represent true NNLO results only for the case of a stable top quark. None of the new NNLO calculations contains a consistent treatment of electroweak effects at NNLO. All groups took into account the top quark width by adding $`i\mathrm{\Gamma }_t`$ to the c.m. energy in the Schrödinger equation, as shown in Eq. (1)<sup>1</sup><sup>1</sup>1 Some NNLO corrections proportional to the top width have been determined in Refs. . . However, we do not expect that the neglected electroweak corrections will exceed several per cent for the total cross section. ## 3 NNLO Results for the Total Cross Section <br>in the Pole Mass Scheme Six groups have calculated the NNLO QCD corrections to the total cross section close to threshold: Hoang–Teubner , Melnikov–Yelkhovsky , Yakovlev , Beneke–Signer–Smirnov , Nagano–Ota–Sumino and Penin–Pivovarov . In this section the methods of the different groups are briefly summarised and differences are pointed out. The results are compared numerically in the pole mass scheme. Because NNLO corrections are only relevant to the vector-current-induced total production cross section, we will only compare the normalised photon-induced cross section $`R`$. Results for the cross section including also the full Z-exchange contributions can be found in Refs. . The methods for the NNLO results from the groups Melnikov–Yelkhovsky, Yakovlev and Nagano–Ota–Sumino are identical. Because the numerical results provided by these groups for this comparison agree with each other to better than one per mille, they will be treated as belonging to a single group. The different groups have used the following methods in their NNLO calculations: * Hoang–Teubner (HT) have solved the NNLO Schrödinger equation exactly in momentum space representation. As ultraviolet regularization they restricted all momenta to be smaller than the cutoff $`\mathrm{\Lambda }`$, which is of the order of the top quark mass. The short-distance coefficient $`C`$ was determined by using the “direct matching procedure” , where the total cross section in the effective field theory is matched to the total cross section in QCD in the limit $`\alpha _sv1`$ and for $`\mathrm{\Gamma }_t=0`$. The result for the total cross section depends on two scales, $`\mu _{\mathrm{soft}}`$, the renormalisation scale of the strong coupling in the static potential and the cutoff scale $`\mathrm{\Lambda }`$. The renormalisation scale in the short-distance coefficient $`C`$ is also $`\mu _{\mathrm{soft}}`$. The sensitivity to $`\mathrm{\Lambda }`$ is considerable at LO and has been shown to be small at NLO and NNLO. * Melnikov–Yelkhovsky–Yakovlev–Nagano–Ota–Sumino (MYYNOS) solved the NNLO Schrödinger equation exactly in coordinate space representation. As regularization prescription they determined the Green function at a finite distance $`r_0`$ from the origin and expanded in $`r_0`$. Only logarithms of $`r_0`$ were kept and inverse powers of $`r_0`$ were discarded. The value of $`r_0`$ was chosen of the order of the inverse top quark mass. The short-distance coefficient $`C`$ was determined by using the “direct matching procedure”. The result for the total cross section depends on three scales, $`\mu _{\mathrm{soft}}`$, the renormalisation scale in the static potential, $`1/r_0`$, the cutoff scale, and $`\mu _{\mathrm{hard}}`$, the renormalisation scale in the short-distance coefficient $`C`$. The scale $`\mu _{\mathrm{hard}}`$ was set equal to the top quark mass. The sensitivity to $`r_0`$ has been shown to be small. * Penin–Pivovarov (PP) solved the Schrödinger equation perturbatively in coordinate space representation. They started from the analytically known solution of the LO Coulomb problem and determined NLO and NNLO corrections analytically via Rayleigh-Schrödinger time-independent perturbation theory. As regularization prescription they determined the Green function at a finite distance to the origin, discarding all power-like divergences. In order to avoid multiple poles in the energy denominators of the Green function, which naturally arise in a perturbative determination of the Green function and which lead to instabilities in the cross-section shape, PP supplemented their calculation by reabsorbing the corrections to the energy eigenvalues into single-pole energy denominators. The short-distance coefficient $`C`$ was determined by using the “direct matching procedure”. The result for the total cross section depends on three scales, $`\mu _{\mathrm{soft}}`$, the renormalisation scale in the static potential, $`\mu _{\mathrm{fac}}`$, the cutoff scale, and $`\mu _{\mathrm{hard}}`$, the renormalisation scale in the short-distance coefficient $`C`$. The scales $`\mu _{\mathrm{fac}}`$ and $`\mu _{\mathrm{hard}}`$ have been chosen of the order of the top quark mass. The sensitivity to variations of $`\mu _{\mathrm{fac}}`$ and $`\mu _{\mathrm{hard}}`$ has been shown to be small. * Beneke–Signer–Smirnov (BSS) solved the Schrödinger equation perturbatively using dimensional regularization as a regularization prescription. They started from the analytically known solution of the LO Coulomb problem and determined all corrections analytically via Rayleigh–Schrödinger time-independent perturbation theory. At NLO BSS included the second iteration of the one-loop corrections to the static potential. The short-distance coefficient $`C`$ was determined by extracting the hard momentum contribution in the two-loop amplitude for $`\gamma t\overline{t}`$ close to threshold for $`\mathrm{\Gamma }_t=0`$ , using the “threshold expansion” , which is an algorithm to calculate the asymptotic expansion of diagrams describing processes involving massive quark–antiquark pairs in the kinematic region close to the two-particle threshold. In order to avoid the destabilising effects of multiple poles in the energy denominators of the Green function, BSS supplemented their result by reabsorbing the corrections to the two lowest lying energy eigenvalues into single-pole energy denominators. In contrast to all other groups, BSS have not implemented the short-distance coefficient $`C`$ as a global factor, but have expanded $`C`$ together with the non-relativistic corrections to the Green function up to NNLO. The result of BSS depends on the scale $`\mu _{\mathrm{soft}}`$ and on the QCD/NRQCD matching scale $`\mu _\mathrm{h}`$. The dependence on the scale $`\mu _\mathrm{h}`$ has been shown to be small. In Figs. 1 the total normalised photon-induced cross section $`R`$ obtained from HT ($`\mathrm{\Lambda }=M_t^{\mathrm{pole}}`$), MYYNOS ($`r_0=e^{2\gamma }/2M_t^{\mathrm{pole}}`$, $`\mu _{\mathrm{hard}}=M_t^{\mathrm{pole}}`$), PP ($`\mu _{\mathrm{fac}}=\mu _{\mathrm{hard}}=M_t^{\mathrm{pole}}`$) and BSS ($`\mu _\mathrm{h}=M_t^{\mathrm{pole}}`$) are displayed at LO (dotted lines), NLO (dashed lines) and NNLO (solid lines) in the non-relativistic expansion in the pole mass scheme for $`M_t^{\mathrm{pole}}=175.05`$ GeV, $`\alpha _s(M_Z)=0.119`$, $`\mathrm{\Gamma }_t=1.43`$ GeV and $`\mu _{\mathrm{soft}}=15`$, $`30`$, $`60`$ GeV. The value for the top quark pole mass is the highest-order entry of Table 3, taking $`\overline{m}_t(\overline{m}_t)=165`$ GeV as a reference value. The range $`15`$$`60`$ GeV for $`\mu _{\mathrm{soft}}`$ is chosen, because it covers the typical top quark three momentum in the $`t\overline{t}`$ system. The effects of the beam energy spread due to initial-state radiation and beamstrahlung, which lead to a smearing of the effective centre-of-mass energy and a loss of luminosity, are not included in this comparison. In Table 1 the values of $`R`$ (upper numbers) at the visible maximum (lower numbers in units of GeV) at LO, NLO and NNLO in the pole mass scheme are displayed using the same set of parameters as in Figs. 1. The various results presented in Figs. 1 and Table 1 are of the same order and only differ with respect to the treatment of higher order corrections, and with respect to the regularization scheme. As far as the position of the maximum, called “peak position” in the rest of this article, is concerned the results of all groups are consistent: they all show that the position of the peak receives large NNLO corrections and that the peak is moved to smaller c.m. energies at higher orders. For $`\mu _{\mathrm{soft}}=15/30/60`$ GeV, the NLO shift is around $`300/800/1200`$ MeV versus $`600`$$`800/600/600`$ MeV at NNLO. The convergence is better for higher renormalisation scales, but the size of the overall shift is also increasing. In addition, the dependence of the peak position on the renormalisation scale is not reduced when going from NLO to NNLO<sup>2</sup><sup>2</sup>2 There is also a rather strong correlation of the peak position to the choice of $`\alpha _s`$, which arises from a quadratic dependence of the peak position on the strong coupling, $`M_{\mathrm{peak}}2M_t^{\mathrm{pole}}=\frac{4}{9}\alpha _s^2M_t^{\mathrm{pole}}[1+\mathrm{}]`$. The ellipses denote electroweak and higher order QCD corrections. . At LO, NLO and NNLO, the variation is around $`1200`$, $`400`$ and $`400`$ MeV respectively. An extraction of the top quark pole mass based on the location of the peak would result in a theoretical uncertainty of around $`300`$ MeV, although an exact estimate based on the results given above is difficult. (The uncertainty coming from the use of different calculational methods by the various groups, for the same input parameters, is only around 50 MeV at LO and NLO, and around 80 MeV at NNLO.) The rather bad behaviour of the peak position is not unexpected, because it is known that the pole mass definition suffers from a sensitivity to low scales (i.e. scales that are smaller than the physical scales relevant to the problem), which increases for higher orders in perturbation theory. This leads to large artificial corrections in larger orders of perturbation theory. The problem is known as the “renormalon problem” of the pole mass definition and exists even in the presence of the large top quark width. (A formal proof can be found in Ref. .) In practice, this means that, as a matter of principle, the top quark pole mass cannot be determined to better than $`𝒪(\mathrm{\Lambda }_{\mathrm{QCD}})`$. The pole mass definition could, at least in principle, still be used as a correlated parameter that would depend on the order of the calculation and the choice of the theoretical parameters, such as the strong coupling, the renormalisation scale, etc., but it is wise not to put this option into practice. A way that avoids the problem of large higher order corrections to the peak position is to use top quark mass definitions that do not have the same strong sensitivity to low scales as the pole mass. Such masses can also be defined in a way that the correlation of the peak position on the value of the strong coupling is small. Some suggested alternative mass definitions , called “threshold masses” in this article, are discussed in Sec. 4. As far as the normalisation of the cross sections obtained by the different groups is concerned, all results clearly show that the sensitivity of the NLO total cross section with respect to changes in $`\mu _{\mathrm{soft}}`$ does not give an estimate for the true size of the NNLO corrections. However, for the actual size of the NNLO corrections the situation is less coherent. Compared to the other groups, the normalisation of the cross sections from HT has the smallest sensitivity to variations of $`\mu _{\mathrm{soft}}`$, and the smallest size of NLO and NNLO corrections. At the peak position, the value of $`R`$ from HT varies by (40,4,10)% at (LO,NLO,NNLO) for a variation of $`\mu _{\mathrm{soft}}`$ from $`15`$ to $`60`$ GeV, compared to (50,8,23)% for MYYNOS, (55,14,45)% for PP and (52,6,33)% for BSS. The NLO and NNLO corrections to $`R`$ at the peak position for $`\mu _{\mathrm{soft}}=(15,30,60)`$ GeV amount to $`(0.36,0.06,0.08)`$ and $`(0.28,0.18,0.16)`$ for HT, $`(0.90,0.42,0.16)`$ and $`(0.53,0.29,0.19)`$ for MYYNOS, $`(0.93,0.41,0.14)`$ and $`(0.79,0.29,0.15)`$ for PP, and $`(0.62,0.26,0.08)`$ and $`(0.45,0.21,0.17)`$ for BSS. Note that the NLO results of BSS for different $`\mu _{\mathrm{soft}}`$ differ qualitatively from all others. This is a consequence of a different treatment of the short-distance coefficient $`C`$ as explained above. The stability of the results from HT is mainly a consequence of the use of a cutoff regularization scheme, which does not allow for any momenta larger than the cutoff $`\mathrm{\Lambda }`$ in the Green function of Eq. (1), and of the fact that they solved Eq. (1) exactly rather than treating higher order corrections perturbatively. All other groups use regularization schemes that allow for infinitely large (i.e. relativistic) momenta in Eq. (1), in particular when their contributions do not lead to ultraviolet divergences. The existence of this cutoff in the result of HT implies that the meaning “LO approximation” is modified. (See Ref. for a discussion of the cutoff-dependence of the results obtained by HT.) While LO approximation for all other groups means that all terms $`v(\alpha _s/v)^n`$ in the full QCD cross section are summed and no others are included, the LO approximation of HT contains cutoff-dependent terms that represent higher order short-distance corrections. The difference between the results obtained by HT and the others indicates the size of these higher order terms. Solving the Schrödinger equation (1) exactly rather than perturbatively, on the other hand, has the most impact at NNLO, which can be seen from the NNLO scale variation in the results from MYYNOS compared to the results from PP and BSS. The results show that the resummation of the corrections of the NNLO contributions in the Schödinger equation (1) to all orders leads to a partial compensation of the large (fixed order) NNLO corrections. However, we are not aware of any formal argument that the exact solution of an approximate equation of motion in the framework of an effective theory should a priori lead to a more reliable result than the perturbative one. Which of the scale dependences provides a more realistic estimate of yet higher order corrections can only be answered when the full NNNLO corrections have been calculated. The introduction of “threshold masses” does not lead to a reduction of the large NNLO normalisation corrections (see the discussion in Sec. 4.) At the present stage, a final estimate for the normalisation uncertainty of the total cross section at NNLO is difficult. In view of the different behaviour of the NNLO corrections calculated by the various groups, the variation of the normalisation with respect to changes in $`\mu _{\mathrm{soft}}`$ seems not to be a reliable estimator. We take the size of the NNLO correction to $`R`$ at the peak position at $`\mu _{\mathrm{soft}}=30`$ GeV as an estimate for the current normalisation uncertainty of the NNLO total cross section, which amounts to about 20%. This estimate is consistent with the variation of the NNLO peak cross section with the used different calculational methods by the various groups at $`\mu _{\mathrm{soft}}=30`$ GeV. Just recently, some NNNLO corrections to the zero-distance wave function of a (stable) toponium 1S state have been determined . Because the value of $`R`$ at the peak is proportional to the square of the toponium 1S wave function at the origin, these corrections can be used as a consistency check for the error estimate based on the NNLO corrections alone. In Ref. the ultrasoft corrections (coming from the interactions of the top quarks with dynamical gluons) were calculated, and in Ref. the leading logarithmic contributions proportional to $`\mathrm{ln}^2(\alpha _s)`$. Both contributions are below 10%, which seems to support the error estimate of 20% given above. However, a concrete statement about the true size of the NNNLO corrections can only be drawn once the full NNNLO corrections have been determined. In Ref. non-perturbative corrections originating from the gluon condensate have been calculated. These corrections amount to less than a per cent in the normalisation and are negligible compared to the current perturbative uncertainties. Simulation studies have shown that the normalisation uncertainty does not seem to affect significantly the determination of the top quark mass. However, it jeopardises the measurements of top quark couplings from the threshold scan. ## 4 Threshold Masses The pole mass definition seems to be the natural choice to formulate the non-relativistic effective theory that describes the $`t\overline{t}`$ dynamics close to threshold. The heavy quark pole mass is IR-finite and gauge-invariant. In the pole mass scheme the equation of motion for the non-relativistic $`t\overline{t}`$ pair has the simple form of Eq. (1), which is well known from non-relativistic problems in QED. Intuition also seems to favour the pole mass definition, because close to threshold the top quarks only have a very small virtuality of order $`M_t^2v^2`$. However, it is known that the use of the pole mass can lead to (artificially) large high order corrections, because of its strong sensitivity to small momenta . The results for the corrections to the peak position obtained by all groups show that this is also the case for the total $`t\overline{t}`$ production cross section. Technically, in the calculations for the total cross section, the origin of the large corrections to the peak position is the heavy quark potential (which is traditionally always given in the pole mass scheme). At large orders of perturbation theory the potential causes large corrections from momenta smaller than $`M_t\alpha _s`$, the relevant momentum scale for the non-relativistic dynamics of the $`t\overline{t}`$ system . This can be visualised by considering the small momentum contribution to the heavy quark potential in configuration space representation for distances of the order of the inverse Bohr radius $`1/M_t\alpha _s`$: $`\left[V(r1/M_t\alpha _s)\right]^{\mathrm{IR}}`$ $``$ $`{\displaystyle \stackrel{\|𝒒\|<\mu M_t\alpha _s}{}}{\displaystyle \frac{d^3𝒒}{(2\pi )^3}}\stackrel{~}{V}(𝒒)\mathrm{exp}(i𝒒𝒓)`$ (8) $``$ $`{\displaystyle \stackrel{\|𝒒\|<\mu M_t\alpha _s}{}}{\displaystyle \frac{d^3𝒒}{(2\pi )^3}}\stackrel{~}{V}_c(𝒒)+\mathrm{}.`$ (9) Here, $`\stackrel{~}{V}_c`$ is the static potential in momentum space representation. At large orders of perturbation theory the RHS of Eq. (9) is dominated by $`r`$-independent corrections, which grow asymptotically like $`\mu \alpha _s^nn!`$. It has been shown that the total static energy $`2M_t^{\mathrm{pole}}+V_c(r)`$ does not contain these large corrections <sup>3</sup><sup>3</sup>3 In Refs. , in the framework of potential models, it had already been noted that the small momentum part of the static heavy-quark–antiquark potential corresponds to a constant in the potential in configuration space representation. This constant was considered as an arbitrary and incalculable number universal to all heavy-quark–antiquark systems, which would cancel for example in the difference between the top and the bottom quark pole mass, up to mass-suppressed corrections. It was not realized, however, that the corresponding ambiguity does not exist in the total static energy. . Thus the large high order corrections can be avoided if a top quark mass definition is adopted that does not contain the same strong sensitivity to small momenta as the pole mass. Such masses are called “short-distance” masses. With a careful definition their ambiguity is parametrically of order $`\mathrm{\Lambda }_{\mathrm{QCD}}^2/M_t`$ or smaller. However, in the context of the non-relativistic effective theory only those short-distance masses are useful that differ from the pole mass by terms that are at most of the order of the non-relativistic energy of the top quarks in the $`t\overline{t}`$ system, i.e. of order $`M_t\alpha _s^2`$. A difference that is parametrically larger than $`M_t\alpha _s^2`$ (such as $`M_t\alpha _s`$) would formally break the “power counting” of the non-relativistic effective theory . This breakdown can be visualised in the Schrödinger equation (1), where all terms are of order $`M_tv^2M_t\alpha _s^2`$: expressing the pole mass by a short-distance mass $`m_t^{\mathrm{sd}}`$ plus $`\delta m_t^{\mathrm{sd}}M_tm_t^{\mathrm{sd}}m_t^{\mathrm{sd}}\alpha _s`$ would make $`\delta m_t^{\mathrm{sd}}`$ the dominant term in Eq. (1). From the formal point of view, this excludes the $`\overline{\text{MS}}`$ mass from being a useful threshold mass. Three threshold mass parameters have been proposed so far: Beneke suggested the “potential-subtracted mass” ($`m_t^{\mathrm{PS}}`$, Hoang–Teubner suggested the “1S mass” , and Bigi et al. the “kinetic mass” (also called “low-scale running mass” in some publications). The latter has originally been devised to improve the perturbation series of semileptonic B decay partial widths, but can be equally well applied to heavy-quark–antiquark systems, because the large order behaviour of the RHS of Eq. (9) is universal. The PS mass is defined by $`m_{t,\mu _f^{\mathrm{PS}}}^{\mathrm{PS}}`$ $`=`$ $`M_t^{\mathrm{pole}}+{\displaystyle \frac{1}{2}}{\displaystyle \stackrel{\|𝒒\|<\mu _f^{\mathrm{PS}}}{}}{\displaystyle \frac{d^3𝒒}{(2\pi )^3}}\stackrel{~}{V}_c(𝒒)`$ (10) $`=`$ $`M_t^{\mathrm{pole}}{\displaystyle \frac{4}{3}}{\displaystyle \frac{\alpha _s}{\pi }}\mu _f^{\mathrm{PS}}+\mathrm{},`$ and can be regarded as the minimalistic way to eliminate the large order corrections in Eq. (9). The 1S mass is defined as one half of the mass of the perturbative contribution of a fictitious $`n=1`$, $`{}_{}{}^{3}S_{1}^{}`$ toponium bound state, assuming that the top quark is a stable particle: $`m_t^{1\mathrm{S}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[M_{\mathrm{{\rm Y}}_{t\overline{t}}(1S)}\right]_{\mathrm{pert}}`$ (11) $`=`$ $`M_t^{\mathrm{pole}}{\displaystyle \frac{2}{9}}\alpha _s^2M_t^{\mathrm{pole}}+\mathrm{}.`$ The NNLO expression for the RHS of Eq. (11) was first calculated in Ref. . The 1S scheme is motivated by the fact that twice the 1S mass is equal to the peak of the total cross section up to corrections coming from the finite top width. By construction, the 1S scheme strongly reduces the correlation of the mass parameter to other theoretical parameters. The kinetic mass is defined as $`m_{t,\mu _f^{\mathrm{kin}}}^{\mathrm{kin}}`$ $`=`$ $`M_t^{\mathrm{pole}}\left[\overline{\mathrm{\Lambda }}(\mu _f^{\mathrm{kin}})\right]_{\mathrm{pert}}\left[{\displaystyle \frac{\mu _\pi ^2(\mu _f^{\mathrm{kin}})}{2M_t^{\mathrm{pole}}}}\right]_{\mathrm{pert}}+\mathrm{}`$ (12) $`=`$ $`M_t^{\mathrm{pole}}{\displaystyle \frac{16}{9}}{\displaystyle \frac{\alpha _s}{\pi }}\mu _f^{\mathrm{kin}}+\mathrm{},`$ where $`\left[\overline{\mathrm{\Lambda }}(\mu _f^{\mathrm{kin}})\right]_{\mathrm{pert}}`$ and $`\left[\mu _\pi ^2(\mu _f^{\mathrm{kin}})\right]_{\mathrm{pert}}`$ are perturbative evaluations of matrix elements of operators (defined in “heavy quark effective theory”, an effective theory widely employed in the theory of B meson decays) that describe the difference between the pole and the B meson mass. The two-loop contributions to the kinetic mass have been calculated in Ref. . In the first line of Eq. (12) the ellipses indicate matrix elements of higher dimension operators, which have not been taken into account for this comparison. In Eqs. (1012) the respective first order corrections have also been displayed. The PS and the kinetic masses depend on the scales $`\mu _f^{\mathrm{PS}}`$ and $`\mu _f^{\mathrm{kin}}`$, respectively. These scales are used as a cutoff for the corresponding momentum integrations and cannot be chosen parametrically larger than $`M_t\alpha _s`$ to preserve the non-relativistic power counting rules. For $`\mu _f^{\mathrm{PS}}=\mu _f^{\mathrm{kin}}=0`$ the PS and the kinetic masses are equal to the pole mass. The 1S mass is cutoff-independent. The three threshold masses eliminate the large higher order corrections to the peak position mentioned above. In addition, they can reduce the correlation of the peak position to the value of the strong coupling and theoretical parameters, such as the renormalisation scale $`\mu _{\mathrm{soft}}`$. For the 1S mass this is achieved automatically; for the PS and the kinetic mass this is achieved by setting $`\mu _f`$ to a value of order $`M_t\alpha _s15`$$`20`$ GeV. (Choosing $`\mu _f`$ much smaller than $`M_t\alpha _s`$ also eliminates the large corrections at high orders, but does not reduce the correlation to $`\mu _{\mathrm{soft}}`$ and $`\alpha _s`$ in a significant way .) In Tables 2 and 3 numerical values of the top quark PS mass for $`\mu _f^{\mathrm{PS}}=20`$ GeV, the 1S mass, and the kinetic mass for $`\mu _f^{\mathrm{kin}}=15`$ GeV are given, taking the $`\overline{\text{MS}}`$ mass $`\overline{m}_t(\overline{m}_t)=160,165,170`$ GeV as a reference point and using $`\alpha _s(165\text{GeV})=0.1066,0.1091,0.1117`$. As a comparison, also the corresponding values for the top quark pole mass have been displayed in Table 3. The knowledge of the two- and three-loop corrections <sup>4</sup><sup>4</sup>4 To obtain the numerical values given in Tables 2 and 3 we used Eq. (6) of the first publication of Ref. . in the relation between the pole and the $`\overline{\text{MS}}`$ mass are required to obtain the two- and three-loop values of the PS, 1S and kinetic mass. For the PS, 1S and pole masses the relation to the $`\overline{\text{MS}}`$ mass is known at three loops and for the kinetic mass at two loops. For the PS mass the four-loop contributions in the “large-$`\beta _0`$” limit have been derived from the expression for the Borel transform of the static potential and of the difference between the pole and the $`\overline{\text{MS}}`$ mass . The same information is in principle sufficient to determine the four-loop “large-$`\beta _0`$” correction in the difference between the 1S and the $`\overline{\text{MS}}`$ mass. For the kinetic mass the three-loop contributions in the “large-$`\beta _0`$” limit have been determined in . (The three-loop “large-$`\beta _0`$” corrections in the relation between the kinetic and the $`\overline{\text{MS}}`$ mass have been obtained using Eq. (21) in the preprint version of Ref. .) In Tables 2 and 3 the large-$`\beta _0`$ corrections are indicated by a star. We emphasise that the numbers shown in these tables do not contain any electroweak corrections. The latter can amount to shifts at the $`1`$ GeV level . The numbers displayed in the tables show an excellent convergence of the perturbative relation between the threshold masses and the $`\overline{\text{MS}}`$ mass. For $`\alpha _s(M_Z)=0.119`$ and $`\overline{m}_t(\overline{m}_t)=165`$ GeV the one-, two-, three- and the available four-loop large-$`\beta _0`$ corrections for the threshold masses are $`6.7`$$`7.2`$, $`1.2`$, $`0.2`$$`0.3`$ and $`0.1`$ GeV, respectively. The corresponding corrections in the relation between the pole mass and $`\overline{m}_t(\overline{m}_t)`$ read $`7.6`$, $`1.6`$, $`0.5`$ and $`0.3`$ GeV. For the pole mass the three-loop corrections are about a factor two and the four-loop large-$`\beta _0`$ corrections a factor three larger. This behaviour is caused by the infrared-sensitivity of the pole mass and corresponds to the ambiguity of the pole mass of order $`\mathrm{\Lambda }_{\mathrm{QCD}}`$. The numbers displayed in the tables also show that a shift in $`\alpha _s(M_Z)`$ by $`0.001`$ corresponds to a shift of about $`70`$ MeV in the threshold masses. In the framework of the Linear Collider Workshop several presentations were given by M. Beneke, A. H. Hoang, K. Melnikov, Y. Sumino, T. Teubner and O. Yakovlev of, in part, preliminary results for the cross section using threshold masses. The following discussion provides a summary of these results, choosing one representative example for each of the three threshold mass definitions. The results for the discussion have been provided by HT in the 1S scheme for $`m_t^{1S}=173.68`$ GeV, by Melnikov–Yelkhovsky (MY) in the kinetic mass scheme for $`m_{t,15\text{GeV}}^{\mathrm{kin}}=173.10`$ GeV, and by BSS in the PS mass scheme for $`m_{t,20\text{GeV}}^{\mathrm{PS}}=173.30`$ GeV. The numerical values of the respective threshold masses are the known highest order entries in Tables 2 and 3 for common $`\alpha _s(M_Z)=0.119`$ and $`\overline{m}_t(\overline{m}_t)=165`$ GeV. HT and BSS used the codes developed for Refs. and , respectively. Yakovlev and NOS have also provided results in the PS mass scheme. Their results are in qualitative agreement with those of BSS. In Figs. 2 the total normalised photon-induced cross section $`R`$ is displayed at LO (dotted lines), NLO (dashed lines) and NNLO (solid lines) using the three threshold masses mentioned above for $`\alpha _s(M_Z)=0.119`$ and $`\mu _{\mathrm{soft}}=15`$, $`30`$, $`60`$ GeV, and ignoring the effects of beamstrahlung and initial state radiation. The values of $`R`$ (upper number) at the respective peak position (lower number in units of GeV) are given in Table 4. The threshold masses have been implemented employing the non-relativistic power-counting rules for the perturbative series describing the difference between threshold and pole mass. This means that for all threshold masses the one-loop corrections displayed in Eqs. (1012) have been treated as LO in the non-relativistic expansion, the two-loop corrections as NLO and so on. The results in Figs. 2 and Table 4 show that the peak positions obtained with different threshold masses converge when higher orders are included. This is a consequence of the fact that the numerical values of all the threshold masses have been determined from $`\overline{m}_t(\overline{m}_t)=165`$ GeV as a reference value. Compared to the results in the pole mass scheme displayed in Sec. 3, the results in Figs. 2 and Table 4 show an improved stability of the peak position with respect to the size of higher order corrections, and with respect to the sensitivity to changes in $`\mu _{\mathrm{soft}}`$. For $`\mu _{\mathrm{soft}}=15/30/60`$ GeV, the NLO (NNLO) shifts of the peak position are $`20/90/310`$ MeV ($`0/80/110`$ MeV) for HT in the 1S scheme, $`640/260/50`$ MeV ($`190/50/40`$ MeV) for MY in the kinetic mass scheme and $`220/30/330`$ MeV ($`360/200/140`$ MeV) for BSS in the PS scheme. The lack of convergence that can be observed for some numbers is not an indication of large unknown higher order corrections, but a consequence of the fact that the threshold masses that have been used for the analysis partially lead to NLO shifts that are much smaller than the parametric accuracy that can be achieved at the NLO level. A better quantification is obtained by comparing the shift from LO directly to NNLO with the corresponding shift, when the cross section is plotted for fixed pole mass as in Figs. 1. The variation of the peak position when $`\mu _{\mathrm{soft}}`$ is varied between $`15`$ and $`60`$ GeV at LO/NLO/NNLO is $`370/40/70`$ MeV for HT in the 1S scheme, $`580/110/40`$ MeV for MY in the kinetic mass scheme and $`580/40/260`$ MeV for BSS in the PS scheme. The scale variation of the peak position at NNLO obtained by BSS in the PS mass scheme is by a factor of 4–5 larger than the corresponding variation obtained by HT in the 1S and by MY in the kinetic mass scheme. The fact that the stability of the results in the PS mass scheme is worse than in the 1S and the kinetic mass scheme might originate from the fact that the difference between the PS and the pole mass contains only corrections from the static potential. The 1S and the kinetic mass contain additional corrections, which are subleading in the non-relativistic velocity counting. However, it should be noted that the stability of the peak position for a fixed threshold mass is not necessarily a useful quantification of the theoretical error. A mass definition that would be equal to the peak position, for example, would lead to no variation at all. The shifts of the peak position quoted above should therefore be considered in conjunction with the variation of the threshold mass values with the order of perturbation theory given in Tables 2 and 3. From the size of the NNLO corrections to the peak positions and from the scale variation of the peak positions at NNLO, we estimate that the current theoretical uncertainty of a determination of the threshold masses from the peak position based on the NNLO calculations is about $`100`$ MeV. (The uncertainty coming from the different calculational methods used by the various groups has been estimated in Sec. 3 and is included in this number.) In Refs. the ultrasoft corrections and the leading logarithmic contributions proportional to $`\mathrm{ln}\alpha _s`$ were calculated for the mass of a fictitious toponium 1S state at NNNLO. Up to corrections coming from the top width (and other electroweak corrections), the toponium 1S mass is equal to the location of the peak of $`R`$. As for the normalisation, these corrections can be used as a consistency check for the error estimate of the top mass extraction based on the NNLO corrections alone. Both types of corrections amount to about $`200`$ MeV, corresponding to a shift of $`100`$ MeV in the top quark mass. This supports the error estimate based on the NNLO calculations alone. However, as for the case of the normalisation, a concrete statement about the true size of the NNNLO corrections can only be drawn once the full NNNLO corrections have been determined. Taking into account four-loop corrections in the relation between the threshold masses and the $`\overline{\text{MS}}`$ mass, $`\overline{m}_t(\overline{m}_t)`$ can be determined with comparable precision for an uncertainty in $`\alpha _s(M_Z)`$ of around $`0.001`$$`0.002`$. Realistic simulation studies have shown that these conclusions remain valid if beam effects from initial state radiation or beamstrahlung are taken into account. The threshold masses do not lead to an improvement of the stability in the normalisation of $`R`$ because their main effect is to redefine the binding energy of the $`t\overline{t}`$ system. An energy shift leaves the wave function of the $`t\overline{t}`$ system unaffected and, therefore, cannot affect higher order corrections to the normalisation. ## 5 Summary and Open Issues In this article the results for the NNLO QCD calculations for the total photon-mediated $`t\overline{t}`$ production cross section obtained by different groups have been compared. A detailed assessment of the dependence of the individual results on the calculational techniques, the intermediate regularization prescriptions and the treatment of higher order corrections has been carried out. As far as the determination of the top quark mass from the position of the peak in the total cross section is concerned, the uncertainty caused by the use of different methods is around 50–80 MeV. Using the top quark pole mass to parameterise the total cross section, the latter uncertainty is negligible with respect to the perturbative uncertainty in an extraction of the pole mass parameter, which is estimated to be around 300 MeV. This estimate matches formal arguments based on the analysis of the large order behaviour of perturbation theory, which state that the pole mass cannot be determined to a precision better than $`𝒪(\mathrm{\Lambda }_{\mathrm{QCD}})`$. Using so-called “threshold masses”, which lead to a much better high order behaviour and which preserve the non-relativistic velocity counting, the uncertainty in the mass extraction is around 100 MeV. The top quark $`\overline{\text{MS}}`$ mass $`\overline{m}_t(\overline{m}_t)`$ can be determined with comparable precision if $`\alpha _s(M_Z)`$ is known with an uncertainty of $`0.001`$$`0.002`$. (An uncertainty in $`\alpha _s(M_Z)`$ of $`0.001`$ corresponds to an uncertainty of 70 MeV in $`\overline{m}_t(\overline{m}_t)`$.) Realistic simulation studies have shown that these conclusions remain valid if realistic beam effects are taken into account. For the normalisation of the total cross section, we find that the NNLO corrections are much larger than indicated by the renormalisation scale dependence of the NLO results. The normalisation at NNLO also has a considerable dependence on calculational methods and the renormalisation scale $`\mu _{\mathrm{soft}}`$. We estimate the uncertainty of the normalisation of the NNLO cross section as around 20%, which seems to jeopardise accurate measurements of top quark couplings or the total top quark width. The calculation of NNNLO corrections will be mandatory to reduce the current uncertainties in the normalisation of the total cross section. At present, the most difficult parts of a complete NNNLO QCD calculation of the total cross section seem to be the three-loop corrections to the static potential and the short-distance coefficient $`C`$. Another way to get information about the size of higher order corrections is to resum logarithmic contributions to all orders in perturbation theory using the renormalisation group evolution of the operators in the non-relativistic effective theory for $`t\overline{t}`$ close to threshold. First attempts at carrying out such a resummation consistently have been made in Refs. . Except for the NNLO calculations of the top three momentum distribution in Refs. , practically nothing is known about the size of NNLO corrections to differential observables. In view of the large NNLO QCD corrections to the total cross section, calculations of the complete NNLO corrections to differential observables, such as the top momentum distribution, the forward–backward asymmetry and certain leptonic spectra, are needed to obtain realistic estimates of the theoretical uncertainties. A first step toward this aim is the development of a consistent and systematic approach to account for electroweak effects. The present calculations of the total $`t\overline{t}`$ cross section at NNLO have only taken into account relativistic corrections in the framework of QCD. So far, electroweak effects have been taken into account, mainly by shifting the energy in the Schrödinger equation (1) into the upper complex plane by $`i\mathrm{\Gamma }_t`$. This treatment accounts for all electroweak effects at LO in the non-relativistic expansion. At NLO electroweak effects lead to final state interactions originating from the exchange of gluons between the top quarks and their decay products. These corrections are called “non-factorisable” (or “rescattering”) corrections because they can in general not be unambiguously considered as being either corrections to $`t\overline{t}`$ production or to top quark decay. For the total cross section it has been shown that the non-factorisable corrections cancel at NLO and that the net effect of the electroweak corrections reduces to shifting the c.m. energy by $`i\mathrm{\Gamma }_t`$ . For a number of differential observables, such as the top quark momentum distribution and the energy spectrum of leptons originating from the decay of a W-boson, NLO non-factorisable corrections have been calculated and shown to be of order 10%, as can be expected for $`𝒪(\alpha _s)`$ corrections. No consistent and systematic prescription to implement electroweak effects at NNLO has been developed yet, and practically nothing is known about the size of the non-factorisable corrections beyond NLO. ## Acknowledgements This synopsis was initiated at the Mini-Workshop on Physics at the $`t\overline{t}`$ Threshold, organised by J. H. Kühn and held at the Institute for Theoretical Particle Physics, Karlsruhe, Germany, on December 20, 1998. The participants of the workshop were A. H. Hoang, J. H. Kühn, K. Melnikov, T. Teubner and O. Yakovlev. M. Beneke and A. H. Hoang are supported in part by the EU Fourth Framework Program “Training and Mobility of Researchers”, Network “Quantum Chromodynamics and Deep Structure of Elementary Particles”, contract FMRX-CT98-0194 (DG12-MIHT). K. Melnikov is supported by the US Department of Energy (DOE) under contract DE-AC03-76SF00515. T. Nagano, A. Ota and Y. Sumino are supported in part by the Japan-German Cooperative Science Promotion Program. A. A. Pivovarov is partially supported by the Volkswagen Foundation under contract No. I/73611 and the Russian Fund for Basic Research under contract No. 99-01-00091. The work of V.A. Smirnov is partially supported by the Volkswagen Foundation under contract No. I/73611. O. Yakovlev acknowledges partial support from the US Department of Energy (DOE) and the Bundesministerium für Bildung und Forschung (BMFT) under contract 05-HT9WWA-9. A. Penin is supported by the Bundesministerium für Bildung und Forschung under contract No. 05 HT9GUA 3 and by the Volkswagen Foundation. A. Yelkhovsky is partially supported by the Russian Ministry of Higher Education. We thank W. Bernreuther and J. H. Kühn as conveners of the Linear Collider Top Quark Working Group, and J. H. Kühn for his comments to the manuscript.
warning/0001/hep-ph0001260.html	ar5iv	text	# TAUP 2616-99 BNL - NT-99/11 A Pomeron Approach to Hadron-Nucleus and Nucleus-Nucleus “Soft” Interactions at High Energy ## 1 Introduction Although QCD is believed to be the microscopic theory of strong interactions it has led to little progress in the theoretical understanding of ”soft” interactions at high energies. At present we only have a phenomenological description of such processes where the main postulate of this description is the Pomeron - a Reggeon with a trajectory intercept $`\alpha _P(0)`$ close to unity, $$\alpha _P(t)=\alpha _P(0)+\alpha _P^{}(0)\|t\|;\alpha _P(0)=1+\mathrm{\Delta },;\mathrm{\Delta }\mathrm{\hspace{0.17em}\hspace{0.17em}1}.$$ (1.1) We have two comments on the Pomeron hypothesis: 1. The first one is negative. There is a paucity of ideas and/or examples of how a Reggeon such as the Pomeron can be justified theoretically. As far as we know, the only theoretical model, where the Pomeron appears naturally, is a 2 + 1 dimensional QCD which can hardly be considered as a good approximation to reality. The entity closest to the Pomeron, which follows from perturbative QCD (pQCD) is the BFKL Pomeron . In the following, when dealing with ”soft” interactions, we shall also refer to the BFKL Pomeron, but only with regard to the general structure of pQCD approach at high energy. 2. The second comment is positive. In spite of all theoretical uncertainties the Pomeron has been at the heart of high energy phenomenology over the past three decades, providing a good description of all available experimental data ,, . Consequently, we cannot ignore the Pomeron hypothesis as well as the numerous attempts to find a selfconsistent approach based on this postulate. Even if we accept the Pomeron hypothesis, there still remains a lot of hard work to find the high energy scattering amplitude that includes the Pomeron exchanges, as well as the interactions between Pomerons. The goal of this paper is to find a solution to this problem for hadron-nucleus and nucleus-nucleus high energy collisions. Our approach is based on two main ideas: (i) a new sufficiently hard scale for the Pomeron structure and (ii) a specific parameter ($`\kappa _A`$) for the Pomeron interaction with a nucleus suggested by Schwimmer many years ago, $$\kappa _A=A\frac{g_{PN}G_{3P}}{\pi R_A^2}\frac{1}{\mathrm{\Delta }}\{(\frac{s}{s_0})^\mathrm{\Delta }\mathrm{\hspace{0.17em}\hspace{0.17em}1}\},$$ (1.2) where $`g_{PN}`$ is the Pomeron-nucleon vertex, $`G_{3P}`$ is the triple Pomeron vertex and $`\mathrm{\Delta }`$ is defined in Eq. (1.1). $`A`$ and $`R_A`$ are the atomic number and the radius of a nucleus, which are defined by $$R_A=A^{\frac{2}{3}}17GeV^2.$$ (1.3) ### 1.1 A new scale for the Pomeron structure Our key assumption is a new scale for the Pomeron structure, i.e. a sufficiently large mean transverse momentum of partons in the Pomeron ( $`<p_t>\mathrm{\hspace{0.17em}1}GeV`$ ). We list, first, the experimental and phenomenological observations that support our point of view (see also Ref.): 1. Experimental elasting scattering data can be fitted using a very small value for the slope of the Pomeron trajectory ( see Refs. , , ): $`\alpha _P^{}=0.25GeV^2\alpha _R^{}=1GeV^2`$, here $`\alpha _R^{}`$ is the slope of the Reggeon trajectory ( see Eq. (1.1) ); 2. The experimental $`\frac{d\sigma }{dt}`$ slope of single diffraction dissociation, with final state secondary hadron system with a large mass, is approximately two times smaller than the slope for the elastic scattering. The description of the diffractive dissociation processes is closely connected to the triple Pomeron vertex, $`G_{3P}`$ ( see Fig. 1 ). A small slope leads to a small proper size of this vertex. As a first approximation we can assign a zero slope to the triple Pomeron vertex, as this provides a reasonable description of the experimental single diffractive dissociation data. 3. The HERA data on diffractive photoproduction of J/$`\mathrm{\Psi }`$ and deep inelastic scattering ( DIS), show that the $`t`$\- slope for elastic diffractive dissociation ( $`\gamma ^{}+pJ/\mathrm{\Psi }+p`$ ) is larger than the $`t`$-slope for the inelastic channel ( $`\gamma ^{}+pJ/\mathrm{\Psi }+N^{}`$, where $`N^{}`$ is the nucleon exitation ). These data provide direct experimental support for the idea that there are two typical scales for the size inside a hadron, namely, the distance between quarks and the proper size of the constituent quarks in the Additive Quark Model( AQM ). In the AQM the size of the constituent quark is closely related to the typical transverse momentum of partons in the Pomeron. 4. The main idea of the AQM that gluons inside a hadron are confined in a volume of a smaller radius ( $`R_G\mathrm{\hspace{0.17em}0.1}fmR_h\mathrm{\hspace{0.17em}1}fm`$ ), is a working hypothesis which is included in the standard Pomeron phenomenology that describes the experimental data . 5. The HERA experimental data have confirmed the theoretical expectation that the density of partons in a hadron at low $`x`$ reaches a high value. In high density QCD we expect that a new saturation scale appears . This saturation scale means that the average transverse momentum of a parton becomes large in the region of high density and, therefore, it confirms our assumption regarding a new scale associated with the Pomeron. The consequence of assuming a new hard scale in the Pomeron leads to: * The Pomeron exchange as well as all vertices for the Pomeron-Pomeron interaction, can be viewed as delta functions in impact parameter ( $`b_t`$ ) representation. Indeed, based on our assumption, we can neglect both $`\alpha _P^{}(0)`$ and the proper size of all Pomeron-Pomeron vertices, and consider the Green’s function for the Pomeron exchange, as well as the vertices, as constants in momentum representation, or in other words, as delta functions in $`b_t`$-representation: $`P(s,b_t)=i\delta ^{(2)}(\stackrel{}{b}_t)({\displaystyle \frac{s}{s_0}})^\mathrm{\Delta };`$ (1.4) $`G_{3P}(b_t)=G_{3P}(0)\delta ^{(2)}(\stackrel{}{b}_t);G_{4P}(b_t)=G_{4P}(0)\delta ^{(2)}(\stackrel{}{b}_t)`$ . (1.5) Consequently, in our approach, all the $`b_t`$ dependence is concentrated in the Pomeron - hadron vertices which depend on the size of a hadron. We use the simplest Gaussian parametrization for the Pomeron-Nucleus vertex, i.e.: $$g_{PA}(b_t)=A\frac{g_{PN}}{\pi R_A^2}\mathrm{exp}\left(\frac{b_t^2}{R_A^2}\right),$$ (1.6) where the notation is the same as in Eq. (1.2). Combining Eq. (1.6) with Eq. (1.4) one can obtain that for nucleus ($`A_1`$) \- nucleus ($`A_2`$) scattering, the single Pomeron exchange has the form ( at fixed $`b_t`$ ): $$d^2b_t^{}d^2b\mathrm{"}_tg_{PA_1}(b_t^{})P(s,\stackrel{}{b^{}}_t\stackrel{}{b\mathrm{"}}_t)g_{PA_2}(\stackrel{}{b}_t\stackrel{}{b\mathrm{"}}_t)=$$ (1.7) $$\frac{g_{PN}^2A_1A_2}{\pi R_{A_1}^2\pi R_{A_2}^2}d^2b_t^{}\mathrm{exp}\left(\frac{b_t^2}{R_{A_1}^2}\right)\left(\frac{s}{s_0}\right)^\mathrm{\Delta }\mathrm{exp}\left(\frac{(\stackrel{}{b}_t\stackrel{}{b^{}}_t)^2}{R_{A_2}^2}\right)$$ $$=\frac{g_{PN}^2A_1A_2}{\pi (R_{A_1}^2+R_{A_2}^2)}\left(\frac{s}{s_0}\right)^\mathrm{\Delta }\mathrm{exp}\left(\frac{b_t^2}{R_{A_1}^2+R_{A_2}^2}\right).$$ * We can use pQCD to estimate the values for the vertices of the Pomeron-Pomeron interactions, since the typical scale ( the Pomeron radius ) is small. Simply counting the number of $`\alpha _S`$ in the pQCD diagrams gives ( see Refs. ) $`g_{PN}\alpha _S;\mathrm{\Delta }\alpha _SN_c;`$ (1.8) $`G_{3P}\alpha _S^2N_c;G_{4p}\alpha _S^2.`$ (1.9) To select the vertices of the Pomeron-Pomeron interaction we use the main principle of the large $`N_c`$ ( number of colours ) approximation, that has been formulated by Veneziano et al. . We sum separately in each topological configuration the leading $`N_c`$ diagrams, considering $`N_c\alpha _S\mathrm{\hspace{0.17em}1}`$, while $`\alpha _S\mathrm{\hspace{0.17em}\hspace{0.17em}1}`$. Applying these rules to Eq. (1.8) and Eq. (1.9) we see that we can take into account only the triple Pomeron interaction and neglect more complicated vertices. ### 1.2 The order parameter $`\kappa _𝐀`$ The problem of summing all triple Pomeron interactions looks hopeless without an additional small parameter that aids us in classifying the numerous Reggeon diagrams, which describe Pomeron interactions ( see Ref, for details ). Such a parameter is $`\kappa _A`$ given by Eq. (1.2) and suggested by Schwimmer more than thirty years ago, $$\kappa _A=A\frac{g_{PN}G_{3P}}{\pi R_A^2}\frac{1}{\mathrm{\Delta }}\{(\frac{s}{s_0})^\mathrm{\Delta }\mathrm{\hspace{0.17em}\hspace{0.17em}1}\}.$$ (1.10) To clarify the meaning of $`\kappa _A`$ we calculate the cross section for diffractive dissociation of an incoming hadron in the region of large mass for the hadron-nucleus collision. This process is illustrated in Fig. 1, where the incoming hadron is shown at the bottom of the diagram. Using Eq. (1.4) and Eq. (1.5), the cross section can be written as: $`\sigma ^{SD}(h+AM+A)`$ $`=`$ $`{\displaystyle _0^Y}𝑑y{\displaystyle d^2b_td^2b_t^{}g_{PA}^2(b_t^2)g_{PN}((\stackrel{}{b}_t\stackrel{}{b^{}}_t)^2)G_{3P}e^{2\mathrm{\Delta }(Yy)+\mathrm{\Delta }y}}`$ (1.11) $`=`$ $`{\displaystyle \frac{A^2}{\left(\pi R_A^2\right)^2}}g_{PN}^3G_{3P}e^{2\mathrm{\Delta }Y}{\displaystyle _0^Y}𝑑ye^{\mathrm{\Delta }y}`$ $`=`$ $`{\displaystyle \frac{Ag_{PN}^2}{\pi R_A^2}}e^{\mathrm{\Delta }Y}{\displaystyle \frac{Ag_{PN}G_{3P}}{\pi R_A^2}}{\displaystyle \frac{1}{\mathrm{\Delta }}}\{e^{\mathrm{\Delta }Y}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\}`$ $`=`$ $`{\displaystyle \frac{Ag_{PN}^2}{\pi R_A^2}}e^{\mathrm{\Delta }Y}\kappa _A=g_{PN}g_{PA}\left(b_t=0\right)P(Y)\kappa _A,`$ where Eq. (1.6) was used and we introduce the notation: $`Y=ln(s/s_0)`$, $`y=ln(M^2/s_0)`$ and $`P\left(Y\right)=e^{\mathrm{\Delta }Y}`$. From Eq. (1.11) we see that the parameter $`\kappa _A`$ now indicates how large or small the cross section of diffractive dissociation is, in comparison with the total cross section given by Pomeron exchange ( see Eq. (1.7) ). The principle idea of the selection rules for Reggeon diagrams is to sum all diagrams of the order $`\kappa _A^n`$, neglecting the diagrams that are proportional to $`g_{PN}^{2n}`$ or $`\kappa _N^n`$. In other words, we consider the following set of parameters: $$\kappa _A\mathrm{\hspace{0.17em}\hspace{0.17em}1};\kappa _N\mathrm{\hspace{0.17em}\hspace{0.17em}1};\frac{\gamma }{g_{PN}}\kappa _N\mathrm{\hspace{0.17em}\hspace{0.17em}1}.$$ (1.12) Below we show how this set of parameters helps, and the type of selection rules it leads to, both for hadron-nucleus and nucleus-nucleus interaction. Eq. (1.12) only holds for the case of heavy nuclei with $`A\mathrm{\hspace{0.17em}\hspace{0.17em}1}`$. We consider the experimental fact that $`G_{3P}/(g_{PN}\mathrm{\Delta })`$ is rather small ($``$ 1/4 - 1/8), which follows from measurements of $`\sigma _{el}(pp)`$ and $`\sigma ^{SD}(pp)`$, as supportive for our approach ( see also section 2.6 for details ). ### 1.3 The Glauber-Gribov Approach As we have mentioned, the main goal of this paper is to find a natural generalization of Glauber-Gribov approach to hadron - nucleus and nucleus-nucleus interaction at high energies. In this subsection we recall the Glauber-Gribov approach for the nucleus - nucleus interaction (see Fig. 2 ). Fig. 2-a shows that in the Glauber-Gribov approach we view a nucleus as a collection of almost free nucleons which could interact elastically and/or inelastically with a nucleon in another nucleus. In this approach the unitarity constraint $$2Ima_{el}(s,b_t)=\|a_{el}(s,b_t)\|^2+G_{in}(s,b_t),$$ (1.13) has a simple solution $`a_{el}(s,b_t)`$ $`=`$ $`i\left(\mathrm{\hspace{0.17em}1}\mathrm{exp}\left({\displaystyle \frac{\mathrm{\Omega }(s,b_t)}{2}}\right)\right);`$ (1.14) $`G_{in}(s,b_t)`$ $`=`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}1}\mathrm{exp}\left(\mathrm{\Omega }(s,b_t)\right),`$ (1.15) assuming that the elastic amplitude $`a_{el}(s,b_t)`$ is pure imaginary at high energy. In Eq. (1.13) $`G_{in}(s,b_t)`$ denotes the contribution of all inelastic processes. The advantages of the Glauber-Gribov approach is that we can express the cross section of a nucleon-nucleon interaction in terms of an arbitrary real function $`\mathrm{\Omega }(s,b_t)`$, which is known as opacity. Indeed, we can use Eq. (1.7) for rewriting the opacity in in the form: $$\mathrm{\Omega }^{A_1A_2}(s,b_t)=A_1\times A_2\times \sigma _{tot}^{NN}(s)S(\|\stackrel{}{b}_t\stackrel{}{b^{}}_t)S(b^{}t)d^2bd^2b^{},$$ (1.16) where $`\sigma _{tot}^{NN}(s)`$ is the total cross section of the nucleon-nucleon interaction and $`S(b_t)`$ is the distribution of nucleons in a nucleus $`S(b_t)=𝑑z\rho (z,b_t)`$ where $`\rho (z,b_t)`$ is the nucleon density in a nucleus. In Eq. (1.7) we used a Gaussian parametrization for $`S(b_t)`$ to simplify our calculations. Formulae given by Eq. (1.14) and Eq. (1.15) with $`\mathrm{\Omega }`$ defined in Eq. (1.16) have been studied in detail two decades ago and they provide the first natural estimates for all observables in hadron-nucleus and nucleus - nucleus collisions. Using the AGK cutting rules , we can often reduce the number of Reggeon diagrams and simplify our calculation. A well known example of such a simplification is the inclusive cross section which can be described by a single diagram of Fig.3 instead of the whole series shown in Fig.2. The corresponding cross-section is $$\frac{d\sigma (A_1A_2)}{dy}=A_1\times A_2\times \frac{d\sigma (NN)}{dy}.$$ (1.17) Eq. (1.17) is our point of reference for all further calculations. We will show that the interaction between Pomerons, that have been neglected in the Glauber-Gribov approach, change the result of Eq. (1.17) drastically reducing the A-dependence to $$\frac{d\sigma (A_1A_2)}{dy}=A_1^{\frac{2}{3}}\times A_2^{\frac{2}{3}}\times \frac{d\sigma (NN)}{dy}.$$ (1.18) Fig.2-a shows that in the Glauber-Gribov approach we have neglected the intermediate processes of diffraction dissociation ( see Fig.2-b). In this paper we will take them into account replacing diffractive processes by large mass diffraction described by the triple Pomeron vertex ( see Fig.4 ). ### 1.4 Motivation and structure of the paper Our primary goal in this paper is to solve the problem of high energy behaviour within the Pomeron framework. We are hopeful that our phenomenological approach will provide information as to what one can expect to learn from high energy soft interactions. We will concern ourselves here only with the problem of hadron-nucleus and nucleus-nucleus scattering. In these cases we have an additional simplification as we are dealing with systems with a high density of partons. We trust that matching our approach to that of QCD for high parton density systems will provide a bridge between the microscopic theory and the physics of large cross sections. Our second motivation is a practical one. RHIC is due to start operating shortly and we believe that it will be much easier to understand new phenomena such as quark-gluon plasma production, or the observation of the saturation scale if a reliable phenomenological model of the ”soft’ nucleus-nucleus interaction is available. Our approach is just a natural generalization of the Glauber-Gribov approach for the nucleus-nucleus interaction, where we take into account not only the rescattering of the fastest partons, as was done in the Glauber-Gribov approach, but also the interaction of all partons with the target and the projectile. The structure of the paper is the following: In the next section we consider the hadron-nucleus interaction. The high energy amplitude for this reaction has been calculated by Schwimmer but we recall the result of this calculation which we will need for the nucleus-nucleus collision. We then calculate the diffraction dissociation cross section as well as the survival probability for the hadron-nucleus reaction. The main properties of the inclusive production are discussed. At the end of the section we present a phenomenological application to exemplify the values that we are dealing with. The content of this section is not completely new and many properties of hadron-nucleus interaction have been studied for decades ( see Refs. ). However, the equation for the diffraction dissociation processes as well as the calculation of the survival probability of the large rapidity gap processes are described for the first time. The third section is the key section of this paper. In it we develop our technique for dealing with nucleus-nucleus scattering at high energy. We present the analytic formulas, as well as phenomenological estimates, for the total ion-ion cross sections at high energy, their elastic and diffractive dissociation cross sections and an estimate of the survival probability for large rapidity gap processes. In section four our results are summarized and discussed in light of the new experiments at RHIC. ## 2 The Hadron - nucleus interaction ### 2.1 Selection rules for Reggeon diagrams In this subsection we demonstrate that Eq. (1.12) leads to a selection rule: the main contribution to the hadron-nucleus amplitude given by the ”fan” diagrams of Fig. 4 with the incoming hadron in the handle of this fan. As has been shown in Eqs.( 1.13), ( 1.14) and ( 1.15) we can introduce an arbitrary real function for the opacity $`\mathrm{\Omega }(s,b_t)`$. This function is very convenient since we can use it to rewrite all observables, i.e.: $`\sigma _{tot}`$ $`=`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}2}{\displaystyle d^2b_t\left(\mathrm{\hspace{0.17em}1}\mathrm{exp}\left(\frac{\mathrm{\Omega }(s,b_t)}{2}\right)\right)};`$ (2.1) $`\sigma _{el}`$ $`=`$ $`{\displaystyle d^2b_t\left(\mathrm{\hspace{0.17em}1}\mathrm{exp}\left(\frac{\mathrm{\Omega }(s,b_t)}{2}\right)\right)^2};`$ (2.2) $`\sigma _{in}`$ $`=`$ $`{\displaystyle d^2b_t\left(\mathrm{\hspace{0.17em}1}\mathrm{exp}\left(\mathrm{\Omega }(s,b_t)\right)\right)};`$ (2.3) $`{\displaystyle \frac{d\sigma _{el}}{dt}}`$ $`=`$ $`\pi \|f(s,t)\|^2;\sigma _{tot}=\mathrm{\hspace{0.17em}\hspace{0.17em}4}\pi f(s,0);`$ (2.4) $`f(s,t=q^2)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle d^2b_te^{i\stackrel{}{𝐪}\stackrel{}{𝐛}_𝐭}a_{el}(s,b_t)}.`$ (2.5) We now calculate the contributions of the Reggeon diagrams to the opacity $`\mathrm{\Omega }`$. Neglecting the triple Pomeron vertex $`G_{3p}`$ we have only a single Pomeron exchange given by Eq. (1.7) with $`A_1=1`$. $$\mathrm{\Omega }(Y,b_t)=\frac{g_{PN}^2A}{\pi R_A^2}e^{\mathrm{\Delta }Y}\mathrm{exp}\left(\frac{b_t^2}{R_A^2}\right),$$ (2.6) where we take the integral over $`b_t^{}`$ in Eq. (1.7) and neglect the value of $`R_N`$ as it is much smaller then $`R_A`$. Substituting Eq. (2.6) into Eq. (1.14) and Eq. (1.15) we obtain the Glauber formula for the hadron-nucleus interaction . At first order with respect to $`G_{3P}`$ we have two ”fan” diagrams of the type of Fig. 1 with diffraction of the incoming hadron or nucleus. It is easy to evaluate both these diagrams using Eq. (1.11). It turns out that their contributions to $`\mathrm{\Omega }`$ are $`\mathrm{\Omega }(h+AM+A)`$ $`=`$ $`g_{PN}(b_tb_t^{})g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _A(b_t);`$ $`\mathrm{\Omega }(h+Ah+M)`$ $`=`$ $`g_{PN}(b_tb_t^{})g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _N(b_tb_t^{}),`$ (2.7) where $`\kappa _{A,N}(b_t)=\kappa _{A,N}exp(\frac{b_t^2}{R_{A,N}^2})`$. Accordingly to the rules of Eq. (1.12) we neglect $`\mathrm{\Omega }(h+Ah+M)`$ and, therefore, at this order we have only a ”fan” diagram with two Pomerons attached to the nucleus. We have more diagrams of order $`G_{3P}^2`$ ( see Fig.5 where both up and bottom lines could be incoming nucleus ). The ”fan” diagram, in which three Pomerons attach to the nucleus ( the second diagram of Fig.5 ) has a contribution to $`\mathrm{\Omega }`$ which is equal to $$\mathrm{\Omega }_{fan}(G_{3P}^2)=g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _A^2(b_t);$$ (2.8) while all other diagrams are much smaller since: 1. The ”fan” diagrams, where three Pomerons are attached to the hadron, are proportional to $`g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _N^2(b_tb_t^{})`$ and, therefore, this diagram gives a much smaller contribution than Eq. (2.8). 2. The diagrams, in which two Pomerons are attached to the hadron and two Pomerons are attached to the nucleus, also have a tree-like structure. However, its contribution is of the order of $`g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _N\kappa _A`$ which is smaller than the contribution of Eq. (2.8). 3. The loop diagram ( the first in Fig.5 ) is proportional to $`g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}\kappa _N^2`$ and can be neglected. Repeating this procedure for higher order of $`G_{3P}`$ we will obtain the selection rules that have been mentioned above, namely, only ”fan” diagrams of Fig. 4 contribute to the value of the opacity $`\mathrm{\Omega }`$. ### 2.2 The Hadron-nucleus amplitude at high energy To calculate the hadron-nucleus amplitude we have to sum the ”fan” diagrams of Fig. 6. It is easy to sum “fan” diagrams using the equation shown in Fig. 7. This equation has a simple analytic form: $$S(Y,b_t)=g_{PA}\left(b_t\right)e^{\mathrm{\Delta }Y}G_{3P}_0^Ye^{\mathrm{\Delta }\left(Yy\right)}S^2(y,b_t)𝑑y,$$ (2.9) where $`\mathrm{\Omega }(Y,b_t)=g_{PN}S(Y,b_t)`$. Taking the derivative with respect to $`Y`$ and using Eq. (2.9) we obtain a simple differential equation $$\frac{dS(y,b,b^{})}{dY}=\mathrm{\Delta }S(y,b_t)G_{3P}S^2(Y,b_t),$$ (2.10) with initial conditions which follows directly from Eq. (2.9): $$S\left(Y=0,b_t\right)=g_{PA}\left(b_t\right).$$ (2.11) Rewriting Eq. (2.10) in the form ($`\gamma =G_{3P}/\mathrm{\Delta }`$): $$\frac{dS(Y,b_t)}{\mathrm{\Delta }dY}=S(y,b_t)\gamma S^2(Y,b_t),$$ (2.12) we obtain the solution to Eq. (2.12) and Eq. (2.11) $$S(Y,b_t)=\frac{e^{\mathrm{\Delta }Y}g_{PA}\left(b_t\right)}{g_{PA}\left(b_t\right)\gamma \left(e^{\mathrm{\Delta }Y}1\right)+1}=\frac{e^{\mathrm{\Delta }Y}g_{PA}\left(b_t\right)}{\kappa _A(Y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}.$$ (2.13) Finally, $$\mathrm{\Omega }_{fan}(Y,b_t)=g_{PN}S(Y,b_t)=\frac{e^{\mathrm{\Delta }Y}g_{PN}g_{PA}\left(b_t\right)}{\kappa _A(Y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}.$$ (2.14) ### 2.3 Single diffraction dissociation In this subsection we derive the equation for the diffractive dissociation cross section of the incoming hadron. The general formula for the diffractive cross section can be obtained directly from Eq. (1.14) and Eq. (1.15) and it is $$\sigma ^{SD}(h+AM+A)=d^2b_te^{\mathrm{\Omega }(s,b_t)}D(Y,y,b_t),$$ (2.15) where $`D(Y,y,b_t)`$ is the cross section for diffraction dissociation of the ”fan” diagram at fixed $`b_t`$. Here, $`Y=ln(s/s_0)`$ and $`Yy=ln(M^2/s_0)`$. For the function $`D(Y,y,b_t)`$ we can write the equation which is shown in Fig.8 This equation generates all diagrams that contribute to the function $`D`$, but before doing so we comment on each term of the equation separately: 1. We want to calculate the function $`D(Y,y,b_t)`$ on the l.h.s. of the equation. This function is a cross-section for the single diffractive dissociation generated by ”fan” diagrams , with the gap in rapidity from 0 to $`y`$ and production of particles in the rapidity interval (Y, y) with $`Yy=lnM^2`$. 2. The first term on the r.h.s. of the equation, is our simplest diagram of Fig.1 where we substitute the full amplitude $`S(y,b_t)`$ for the ”fan” diagrams (see Eq. (2.9) and Fig.6 ) instead of the two Pomerons which are attached to the nucleus. The coefficient 2 comes from the AGK cutting rules since in the upper part of the diagram we have the cut Pomeron. In our equation this term plays the role of the initial condition and we obtain the full series of the diagrams for the diffractive cross section by iterating this term in the equation. 3. The second term on the r.h.s. is written with the help of our function, $`D(y^{},y,b_t)`$. The coefficient 4 arises due to (i) we have a cut Pomeron in the upper part of diagram and (ii) there are two possible types of this diagram, which we can get by interchanging $`S(y,b_t)`$ and $`D(Y,y,b_t)`$. 4. The third term on the r.h.s. describes the possibility of having a diffractive production from more than one Pomeron. The coefficient 2 from the cut Pomeron is cancelled by the coefficient 1/2, due to the symmetric form of the diagram ( we have $`D^2(y^{},y,b_t)`$ in it ) giving an overall coefficient of 1. In writing the equation we have used the AGK cutting rules. We follow Refs. and which establish the relation between different production processes including diffractive dissociation. It is easy to see that the iteration of the equation of Fig.8 yields a series for the diagram for diffractive production shown in Fig.9. This equation can be written in the form: $`D(Y,y,b_t)`$ $`=`$ $`2g_{PN}G_{3P}e^{\mathrm{\Delta }\left(Yy\right)}S_{}^2(y,b_t)`$ (2.16) $``$ $`4g_{Pp}G_{3P}{\displaystyle _y^Y}𝑑y^{}e^{\mathrm{\Delta }\left(yy^{}\right)}S(y^{},b_t)D(y^{},y,b_t)`$ $`+`$ $`g_{PN}G_{3P}{\displaystyle _y^Y}𝑑y^{}e^{\mathrm{\Delta }\left(Yy^{}\right)}D(y^{},y,b_t){\displaystyle _y^y^{}}𝑑y\mathrm{"}D(y^{},y\mathrm{"}).`$ We introduce a new function, $`SD(Y,y,b_t)`$, which is the cross section of the single diffraction of the incoming hadron in the hadron system with mass (M) smaller than $`\mathrm{ln}(M^2/s_0)Yy`$ $$SD(Y,y,b_t)=_y^Y𝑑y^{}S(Y,y^{},b_t),$$ (2.17) with the initial condition $$SD(Y,Y,b_t)=0.$$ (2.18) Integrating Eq. (2.16) we obtain an equation for $`SD(Y,y,b_t)`$ $`SD(Y,y,b_t)`$ $`=`$ $`2g_{PN}G_{3P}{\displaystyle _y^Y}𝑑y^{}S^2(y^{},b_t)e^{\mathrm{\Delta }\left(Yy^{}\right)}`$ (2.19) $``$ $`4g_{PN}G_{3P}{\displaystyle _y^Y}𝑑y^{}e^{\mathrm{\Delta }\left(Yy^{}\right)}S(y^{},b_t)SD(y^{},y,b_t)`$ $`+`$ $`g_{PN}G_{3P}{\displaystyle _y^Y}𝑑y^{}e^{\mathrm{\Delta }\left(Yy^{}\right)}SD(y^{},y,b_t)^2.`$ The derivative of Eq. (2.19) with respect to $`Y`$ gives $`{\displaystyle \frac{dSD(Y,y,b_t)}{d\mathrm{\Delta }Y}}`$ $`=`$ $`SD(Y,y,b_t)+g_{PN}\gamma \left(\mathrm{\hspace{0.17em}2}S(Y,b_t)SD(Y,y,b_t)\right)^2`$ (2.20) $``$ $`2g_{PN}\gamma S^2(Y,b_t),`$ where $`\gamma =G_{3P}/\mathrm{\Delta }`$. Subtracting Eq. (2.12) for $`S`$ in Eq. (2.20) we obtain $$\frac{dF(Y,y,b_t)}{\mathrm{\Delta }dY}=F(Y,y,b_t)\gamma F^2(Y,y,b_t),$$ (2.21) where the function $`F`$ is defined as $$F(Y,y,b_t)=g_{PN}T(Y,y,b_t)=g_{PN}\{\mathrm{\hspace{0.17em}2}S(Y,y,b_t)SD(Y,y,b_t)\}.$$ (2.22) We obtain for $`F`$ the same equation as for $`S`$, however there is a difference in the initial and boundary conditions, which are $`F(Y,Y,b_t)`$ $`=`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}2}g_{PN}S(Y,b_t)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}{\displaystyle \frac{g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}}{\kappa _A(Y,b_t)+\mathrm{\hspace{0.17em}1}}};`$ (2.23) $`F(Y,0)`$ $`=`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}2}{\displaystyle \frac{g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}}{2\kappa _A(Y,b_t)+\mathrm{\hspace{0.17em}1}}}.`$ (2.24) To understand Eq. (2.24) we need to recall that $`F(Y,0)`$ denotes the total inelastic cross section $`F(Y,0,b_t)=\sigma _{in}(Y,b_t)`$ due to the unitarity constraint of Eq. (1.13). On the other hand we can calculate the inelastic cross section using the AGK cutting rules which lead to $`\sigma _{in}(Y,b_t)=2S(Y,2\kappa _A)`$. The solution of Eq. (2.22) with the initial and boundary conditions of Eq. (2.23) and Eq. (2.24) is $$F(Y,y.b_t)=\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}2}\frac{g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }Y}}{2\kappa _A(Y,b_t)\kappa _A(y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}.$$ (2.25) Using Eq. (2.22) we can find the function $`SD(Y,y,b_t)`$ defined in Eq. (2.17) $$SD(Y,y,b_t)=\frac{g_{PN}e^{\mathrm{\Delta }Y}\{\kappa _A(Y,b_t)\kappa _A(y,b_t)\}}{\{\mathrm{\hspace{0.17em}2}\kappa _A(Y,b_t)\kappa _A(y,b_t)\}\{\kappa _A(Y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}\}}.$$ (2.26) ¿From Eq. (2.25) and Eq. (2.15) we can obtain the total ( integrated over mass ) cross section for single diffraction production: $`\sigma ^{SD}\left(Y\right)`$ $`=`$ (2.27) $`{\displaystyle d^2b_te^{\mathrm{\Omega }_{fan}\left(Y.b_t\right)}SD(Y,0,b_t)}={\displaystyle d^2b_t\{\mathrm{\hspace{0.17em}2}g_{PN}S(Y,b_t)F(Y,0,b_t)\}e^{\mathrm{\Omega }_{fan}(Y,b_t)}}.`$ Using Eq. (2.25) we can also calculate $`D(Y,y,b_t)`$ in Eq. (2.15), which is equal to $$D(Y,y,b_t)=\mathrm{\hspace{0.17em}\hspace{0.17em}2}\frac{g_{PA}^2\left(b_t\right)g_{PN}G_{3P}e^{\mathrm{\Delta }(Y+y)}}{\{\mathrm{\hspace{0.17em}2}\kappa _A(Y,b_t)\kappa _A(y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}\}^2}.$$ (2.28) Eq. (2.27) and Eq. (2.28) solve the problem of single diffractive cross section in our approach. ### 2.4 Survival Probability of Large Rapidity Gaps A large rapidity gap (LRG) process, is any process in which no particles are produced in sufficiently large rapidity region . The simplest example of such process is the production of two large transverse momentum jets with LRG between them ($`\mathrm{\Delta }y=\|y_1y_2\|\mathrm{\hspace{0.17em}\hspace{0.17em}1}`$ ) in back-to-back kinematics ( $`\stackrel{}{p}_{t1}\stackrel{}{p}_{t2}`$ ): $$p+p$$ (2.29) $$M_1\{hadrons+jet_1((y_1,\stackrel{}{p}_{t1})\}+[LRG(\mathrm{\Delta }y)]+M_2\{hadrons+jet_2((y_1,\stackrel{}{p}_{t1})\}.$$ We believe that the exchange of colourless ”hard” Pomeron is the only way to describe this production making it a unique source for experimental information regarding pQCD at high energies. Assuming factorization , the cross section for this reaction can be written as $$\sigma _{jet}=f(\mathrm{\Delta }y,y_1+y_2,p_{t1},p_{t2})=F_p^{\left(1\right)}(x^1,p_{t1})F_p^{\left(2\right)}(x^2,p_{t2})\sigma _{hard}(p_{t1},x^1x^2s),$$ (2.30) where $`F_p^{\left(i\right)}`$ is the probability to find a parton with $`x^i=\frac{2p_{ti}}{\sqrt{s}}e^{y_i}`$ in the proton and $`\sigma _{hard}`$ denotes the cross-section of the ”hard”parton-parton interaction at sufficiently high energies. This ”hard” process is due to the exchange of a ”hard” Pomeron. We need to multiply Eq. (2.30) by the damping factor $`<\|S\|^2>`$ to obtain the correct answer for the LRG cross section. This factor $`<\|S\|^2>`$, gives a probability that no partons with $`x>x^1`$ from one proton, and no partons with $`x<x^2`$ from the other proton will interact with each other inelastically. Therefore Eq. (2.30) should be rewritten in the following form: $$f(\mathrm{\Delta }y,y=y_1+y_2,p_{t1},p_{t2})=<\|S\|^2>f(Eq.(\text{2.30})).$$ (2.31) This damping factor $`<\|S\|^2>`$, which is called survival probability of the LRG gap processes , has been calculated in eikonal-type models for hadron - hadron collisions. We proceed to calculate $`<\|S\|^2>`$ for a hadron - nucleus collision in our approach, which allows us to go beyond the eikonal - type models. The general formula for the cross section of LRG processes is $$\sigma ^{LRG}=d^2b_te^{\mathrm{\Omega }_{fan}(Y,b_t)}L(Y,y_1,y_2,b_t),$$ (2.32) where $`L(Y,y_1,y_2,b_t)`$ is the cross section of LRG processes induced by ”fan” diagrams. We need to calculate the ”fan” diagrams of Fig.10 to estimate $`L(Y,b_t)`$. We now consider Fig. 10 . The upper part of this diagram, from rapidity $`y_2`$ to rapidity $`Y`$, is our usual function $`G_{PN}S(Yy_2)`$ but without $`g_{PA}(b_t)`$. We introduce the function $`R(Yy_2,z)S(Yy_2,g_{PA}(b_t)z)`$ , which is a generating function for the number of Pomerons at rapidity $`y_2`$ in the diagrams of Fig.10. This means that the functions $`C(Yy_2)`$ in series $$R(Yy_2,z)=C_n(Yy_2)z^n$$ (2.33) can be interpreted as the probability to have $`n`$ Pomerons at rapidity $`y_2`$. To obtain the cross section of LRG processes from the function $`R(Yy_2,z)`$ we need to do four things: 1. We have to insert the ”hard” cross section of Eq. (2.30) in all Pomeron lines at rapidity $`y_2`$. That means that we have to change $`z^nnz^{n1}\sigma _{jet}`$. 2. To describe the absence of particle production in the interval $`\mathrm{\Delta }y=y_1y_2`$ we should replace $`\gamma \mathrm{\hspace{0.17em}\hspace{0.17em}2}\gamma `$ in the function $`R`$. As we have mentioned above, these rules are a direct consequence of the AGK cutting rules. Recall, that the factor $`\mathrm{\Omega }`$ in Eq. (2.29) can also be derived from the eikonal formula for the total cross section, making this substitution. 3. To generate Pomerons at rapidity $`y_1`$ we should replace $`z`$ in Eq. (2.33) by $$zS(y_2y_1,2\gamma ,z).$$ (2.34) This replacement produces the generating function at the rapidity $`y_1`$ and the argument $`2\gamma `$ in Eq. (2.34), reflecting the fact that none of the Pomerons created in the interval from $`y_2`$ to $`y_1`$, can be the source of the particle production. 4. Finally, we substitute $`S(y_1,g_{PA}(b_t))`$ for $`z`$, since below rapidity $`y_1`$ we have normal “fan” diagrams for every Pomeron at rapidity level $`y_1`$. The resulting formula is $`L(Y,y_1,y_2,b_t)`$ $`=`$ $`\left(\left({\displaystyle \frac{dR(yy_2,z,2\gamma )}{dz}}\right)_{z=R(y_2y_1,z,2\gamma )}\right)_{z=S(y_1,b_t\gamma )}\sigma _{jet}S(y_1,b_t,\gamma ),`$ which can be rewritten in the form $`L(Y,y_1,y_2,b_t)`$ $`=`$ $`\sigma _{jet}{\displaystyle \frac{g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }\left(Yy_2+y_1\right)}}{\left(\kappa _A(y_1,b_t)+1\right)}}{\displaystyle \frac{\left(2\kappa _A(y_2,b_t)\kappa _A(y_1,b_t)+1\right)^2}{\left(2\kappa _A(Y,b_t)\kappa _A(y_1,b_t)+1\right)^2}}.`$ To find the survival probability of the LRG we need to divide Eq. (2.29) by the inclusive cross section for di-jet production. We will show in the next subsection that this cross section is $$\sigma _{incl}(Y,y_1,y_2,b_t)=\sigma _{jet}\frac{g_{PN}g_{PA}(b_t)e^{\mathrm{\Delta }\left(yy_2+y_1\right)}}{\left(\kappa _A(y_1,b_t)+1\right)}.$$ (2.37) Finally, we obtain for the survival probability of a LRG process the following formula $$<\|S^2(Y,y_1,y_2)\|>=\frac{d^2b_te^{\mathrm{\Omega }_{fan}(Y,b_t)}L(Y,y_1,y_2,b_t),}{d^2b_t^{}d^2b_t\sigma _{incl}(Y,y_1,y_2,b_t,b_t^{})}.$$ (2.38) ### 2.5 Inclusive production In this subsection we discuss the inclusive production of particles for hadron-nucleus interactions at high energy. It is well known that for inclusive production we have a number of very useful sum rules which follow from the AGK cutting rules . These sum rules simplify our calculations, reducing them to estimates of several Mueller diagrams . #### 2.5.1 Single inclusive cross section The single inclusive cross section can be described by one Mueller diagram shown in Fig.11. Recall, that the diagram of Fig.11 is what remains after the AGK cancellation in a system of Reggeon diagrams which includes ”fan” diagrams in the entire region of rapidity ($`Y`$) and their eikonal repetition. The final result is $$\frac{d\sigma (h+A)}{dy}=d^2b_tg_{PN}a_P^Pe^{\mathrm{\Delta }(Yy)}S(y,b_t)=d^2b_tg_{PN}a_P^Pg_{PA}(b_t)\frac{e^{\mathrm{\Delta }Y}}{\left(\kappa _A(y,b_t)+1\right)},$$ (2.39) where $`a_P^P`$ denotes the vertex of emission from the Pomeron. #### 2.5.2 Rapidity correlations For the double inclusive cross section, the only diagrams that survive the AGK cancellation are shown in Fig.12 and their contributions are $`{\displaystyle \frac{d^2\sigma }{dy_1dy_2}}`$ $`=`$ $`{\displaystyle }d^2b_t`$ (2.41) $`g_{PN}^2(a_P^P)^2e^{\mathrm{\Delta }(\mathrm{\hspace{0.17em}2}Yy_1y_2)}S(y_1,b_t)S(y_2,b_t)`$ $`+`$ $`g_{PN}(a_P^P)^2e^{\mathrm{\Delta }(Yy_2)}S(y_2,b_t)`$ (2.42) $`+`$ $`2g_{PN}(a_P^P)^2\gamma \{e^{\mathrm{\Delta }(\mathrm{\hspace{0.17em}2}Yy_1y_2)}e^{\mathrm{\Delta }(Yy_2)}\}S(y_1,b_t)S(y_2,b_t).`$ (2.43) The rapidity correlation function is defined as $$R(y_1,y_2)=\frac{\frac{1}{\sigma _{tot}}\frac{d^2\sigma }{dy_1dy_2}}{\frac{1}{\sigma _{tot}}\frac{d\sigma }{dy_1}\frac{1}{\sigma _{tot}}\frac{d\sigma }{dy_2}}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}1}.$$ (2.44) Note that correlation function $`R`$ is not equal to zero. In the case of the Glauber approach the second term in Eq. (2.41) ( see Eq. (2.42) ) cancels with 1 in Eq. (2.44) and only the first term ( Eq. (2.41) ) remains to generate a correlation function. In our approach we do not have such a cancellation and there are many correlations in the ”fan” diagrams alone, without Glauber rescatterings. We present our numerical estimates for the correlation function in the next subsection. ### 2.6 Numerical estimates Proton - proton interaction: We first estimate phenomenologically the vertices of the Pomeron-Pomeron and the Pomeron-proton interactions using data from total, elastic and diffractive cross sections for high energy proton-proton collisions. Our goal is to describe proton-proton scattering using a phenomenological model as close as possible, to one Pomeron exchange which successfully described the hadron data . However, we also want to include the experimental data on diffractive production which cannot be described in the one Pomeron exchange model. This is the reason why we decided to include ”fan” Pomeron diagrams of Eq. (2.14) in the proton-proton interaction. It is difficult to justify apriori such an approach, but developing such a model will allows us to extract the values of parameters for nucleon-nucleon interaction which we need to estimate the hadron-nucleus interaction. For the Pomeron-proton vertex we use Eq. (1.6) with $`A=\mathrm{\hspace{0.17em}1}`$ and we describe the the total cross section using the following generalization of Eq. (2.14): $$\sigma _{tot}=d^2b_td^2b_t^{}\frac{g_{PN}(b_t)g_{PN}(b_t^{})e^{\mathrm{\Delta }Y}}{\kappa _N(Y,b_t)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}.$$ (2.45) We introduce similar modifications in Eq. (2.1) - Eq. (2.3), as well as in Eq. (2.27) and Eq. (2.28). Fitting the experimental data we obtain the following set of parameters: 1. $`R_N^2=\mathrm{\hspace{0.17em}\hspace{0.17em}25}GeV^2`$ . 2. $`g_{PN}^2(b_t=0)=\mathrm{\hspace{0.17em}\hspace{0.17em}70}GeV^2`$ . 3. $`\gamma =\mathrm{\hspace{0.17em}\hspace{0.17em}0.14}g_{PN}(b_t=0)=\mathrm{\hspace{0.17em}\hspace{0.17em}1.19}GeV^1`$ . 4. $`\mathrm{\Delta }=\mathrm{\hspace{0.17em}\hspace{0.17em}0.07}`$. Fig. 13 shows our fit compared to the experimental data, where the survival probability for the case of p-p interaction was calculated using the eikonal approach. The results are reasonable for a first attempt. Proton - nucleus interaction: Using the parameters mentioned above, we calculate the total cross sections for the hadron-nucleus interaction at high energies. (see Fig.14 ). The corresponding elastic cross sections are shown in Fig.15. In Fig.16 we present the total diffractive production cross section as a function of energy. The single diffractive dissociation cross section, Eq. (2.28), is presented in Fig.17 at fixed rapidity, $`Y=\mathrm{ln}\left(S/S_0\right)`$, $`\sqrt{S}=2000`$ $`GeV`$ and $`\sqrt{S_0}=1`$ $`GeV`$ , where $`S`$ denotes the center mass energy squared, as a function of the rapidity gap, $`y=\mathrm{ln}\left(s/s_0\right)`$, from $`0`$ to $`15.2`$, which corresponds to $`\sqrt{s}=12000`$ $`GeV`$ and $`\sqrt{s_0}=1`$ $`GeV`$. In Fig. 18 we show our estimates for survival probabilities of large rapidity gaps for a jet produced in the interval of rapidity 10-12.5, as a function of energy. Estimates for single inclusive cross section, $`N=\sigma _{incl}`$/$`\sigma _{total}`$ are given in Fig. 19 as a function of rapidity, $`y`$=$`0`$-$`15.2`$. The value of the correlation function in Fig. 20, is calculated for the fixed value of rapidity $`y_2=10`$ as a function of $`y_1`$ from $`10`$ to $`15.2`$ for the fixed energy $`\sqrt{s}=2000`$ $`GeV`$. ## 3 Nucleus - Nucleus interaction ### 3.1 Classification and selection rules for Reggeon diagrams Describing the nucleus-nucleus interaction is much more difficult than the description of hadron-nucleus scattering. In Fig. 21 one can see four topological classes of Reggeon diagrams, which are second order in $`G_{3p}`$, the triple Pomeron coupling. In general, they cannot be reduced to ”fan” diagrams, as can be seen for the first diagram, which we shall call a ”net” diagram. Using our main parameter $`\kappa _A`$, the rules of our selection are well defined as we have discussed in section 2.1. Complications arise as we have two parameters:$`\kappa _{A_1}`$ and $`\kappa _{A_2}`$. The general type of diagram that we select is the diagram which gives a contribution of the order of $`g_{PA_1}g_{PA_2}e^{\mathrm{\Delta }Y}\kappa _{A_1}^n\kappa _{A_2}^m`$. This means that we do not consider only diagrams with Pomeron loops. The whole structure of the diagrams looks rather complicated and, we hope, that summing all of them will yield a new example of high energy behaviour which is a natural generalization of the Glauber approach. Unfortunately, our new approach is quite different and more difficult than a simple summation of ”fan” diagrams. As an instructive example, of how rich the system of the diagrams is, we show in Fig. 22 the ”net” diagrams of order $`G_{3p}^3`$. ### 3.2 An instructive example: the $`𝐆_{\mathrm{𝟑}𝐏}^\mathrm{𝟐}`$ \- order Pomeron diagrams In order to demonstrate both the technique of calculation and the classification of the diagrams, using our general approach, we consider the ”net” diagrams of order $`G_{3P}^3`$, shown in Fig. 22. In Fig. 22 we have <sup>1</sup><sup>1</sup>1To abreviate we use the notation $`g_1g_{PA_1}`$ and $`g_2g_{PA_2}`$.: 1. Four diagrams with the same structure as the first diagram and their total contribution to the amplitude is $$4g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(\frac{e^{3\mathrm{\Delta }y}2e^{2\mathrm{\Delta }y}+e^{\mathrm{\Delta }y}}{2}\mathrm{\Delta }^2e^{\mathrm{\Delta }y}_0^ye^{\mathrm{\Delta }y^{}}y^{}𝑑y^{}\right).$$ (3.1) 2. Two diagrams with the same structure as the second diagram, their total contribution to the amplitude is $$2g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}e^{2\mathrm{\Delta }y}+\mathrm{\Delta }^2e^{\mathrm{\Delta }y}_0^ye^{\mathrm{\Delta }y^{}}y^{}𝑑y^{}+e^{\mathrm{\Delta }y}\mathrm{\Delta }y\right).$$ (3.2) 3. Two diagrams with the same structure as the third diagram and their total contribution to the amplitude is $$2g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(\frac{e^{3\mathrm{\Delta }y}4e^{2\mathrm{\Delta }y}+3e^{\mathrm{\Delta }y}}{2}+e^{\mathrm{\Delta }y}\mathrm{\Delta }y\right).$$ (3.3) 4. Two diagrams with the same structure as the fourth diagram, their total contribution to the amplitude is $$2g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}e^{2\mathrm{\Delta }y}+\mathrm{\Delta }^2e^{\mathrm{\Delta }y}_0^ye^{\mathrm{\Delta }y^{}}y^{}𝑑y^{}+e^{\mathrm{\Delta }y}\mathrm{\Delta }y\right).$$ (3.4) 5. Two diagrams with the same structure as the fifth diagram, their total contribution to the amplitude is $$2g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(\frac{e^{2\mathrm{\Delta }y}1}{2}e^{\mathrm{\Delta }y}\mathrm{\Delta }y\right).$$ (3.5) Summing all contributions given by Eq. (3.1) - Eq. (3.5) we obtain $$g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(3e^{3\mathrm{\Delta }y}11e^{2\mathrm{\Delta }y}+9e^{\mathrm{\Delta }y}1+4\mathrm{\Delta }e^{\mathrm{\Delta }y}y\right),$$ (3.6) where the minus sign in front reflects the odd number of Pomeron loops in the diagrams. Eq. (3.6) looks rather complicated. The key observation is that adding four digrams of ”fan tree” type ( see the fourth diagram in Fig.20 for the $`G_{3P}^3`$\- order and Fig. 24 for the general structure of these diagrams ) we obtain a very simple formula. Indeed, the four diagrams of the ”fan tree” type give the contribution: $$g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(2e^{2\mathrm{\Delta }y}24e^{\mathrm{\Delta }y}\mathrm{\Delta }y\right),$$ (3.7) which leads to sum $$\left(Fig.201Fig.205\right)+\mathrm{\hspace{0.17em}\hspace{0.17em}4}Fig.204=\mathrm{\hspace{0.17em}\hspace{0.17em}3}g_1^2g_2^3e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3.$$ (3.8) We, therefore, obtain the result in a very compact form. On the other hand the ”fan tree” diagrams have a very simple form and their contribution can be calculated easily just by using the simple formula ( see Eq. (2.13) ) for the ”fan” diagrams. To obtain the complete contribution of order $`G_{3P}^2`$ we have to add to Eq. (3.8) the contributions of the ”fan” diagrams of the type given in Fig. 23 and subtract the contribution of Fig.20-4 diagrams. The contribution of the ”fan” diagrams with ”fan” looking down consists of two terms: 1. One diagram of Fig.21-1 which leads to $$\frac{1}{3}g_1g_2^4e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3.$$ (3.9) 2. Four diagrams of Fig.21-2, which give $$\frac{4}{3!}g_1g_2^4e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3.$$ (3.10) The total contribution of these diagrams is $$g_1g_2^4e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3.$$ (3.11) Summing Eq. (3.8) and Eq. (3.11) we obtains a beautiful result <sup>2</sup><sup>2</sup>2 We add the ”fan” diagrams with the “fan” looking down to get Eq. (3.2).: $`AllcontributionsofG_{3P}^3order+\mathrm{\hspace{0.17em}\hspace{0.17em}4}Fig\mathrm{.\hspace{0.17em}\hspace{0.17em}20}4`$ $`=`$ $``$ $`g_1g_2e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3\left(g_1+g_2\right)^3.`$ From Eq. (3.2) one can see that we can easily obtain the answer if we calculate the ”fan tree” diagrams of Fig. 24 separately. ### 3.3 Sum of the Pomeron diagrams: general approach Based on the above example we have formulated a general algorithm: to the order of $`G_{3P}^n`$ the answer is $`(1)^ng_1g_2e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3\left(g_1+g_2\right)^n`$ $``$ $``$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}C_k(\mathrm{`}\mathrm{`}fantree\mathrm{"}diagrams;G_{3P}^n,Y)g_1^kg_2^{nk},`$ where the contributions of the ”fan tree” diagrams have to be evaluated. First, we discuss why we get such a simple first term in Eq. (3.3). In the simplest example of the diagrams in Fig. 21 one can see that if we integrate the ”fan tree” diagram of Fig. 21-5 over the position of the upper $`G_{3P}`$ ( $`y_1`$ ) we will get the contribution of the ”net” diagram of Fig. 21-4, for the region of integration $`y_1<y_2`$. However, this construction yields only one of the diagrams in Fig. 21-4. We can put it differently, that by integrating the diagrams in Fig. 21-4 over $`y_1`$ and $`y_2`$ without any restriction, we obtain a factor $`\left(\frac{1}{\mathrm{\Delta }}\{e^{\mathrm{\Delta }Y}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\}\right)^2`$. i.e., we include two diagrams of Fig. 21-5 instead of one. Therefore, to obtain the correct answer we have to subtract one diagram of Fig. 21-4. Before formulating the rules as to what number of ”fan tree” diagrams we need to subtract, let us consider in more detail the contribution of these diagrams (see Fig. 24 ). Replacing each line in the upper and low ”fan” in Fig. 24 by the full ”fan” diagram function of Eq. (2.13), we obtain the explicit expression for the sum of these diagrams: $`\mathrm{\Phi }(y,b,b^{})`$ $`=`$ $`G_{3P}^2{\displaystyle _0^y}{\displaystyle \frac{g_1^2e^{2\mathrm{\Delta }\left(yy_1\right)}e^{\mathrm{\Delta }\left(y_1y_2\right)}}{\left(g_1\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+1\right)^2}}𝑑y_1{\displaystyle _0^{y_1}}{\displaystyle \frac{g_2^2e^{2\mathrm{\Delta }y_2}}{\left(g_2\gamma \left(e^{\mathrm{\Delta }y_2}+1\right)+1\right)^2}}𝑑y_2`$ (3.14) $`=`$ $`g_1g_2{\displaystyle \underset{n=1,m=1}{}}A_{n+1,m+1}(G_{3P},y)g_1^ng_2^m,`$ where $$g_1=\frac{g_{0,1}}{\pi R_1^2}exp\left(\frac{b^2}{R_1^2}\right);g_2=\frac{g_{0,2}}{\pi R_2^2}exp\left(\frac{b^2}{R_2^2}\right).$$ (3.15) Integrating over $`b`$ and $`b^{}`$ we have $`\mathrm{\Phi }\left(y\right)`$ $`=`$ $`G_{3P}^2R_1^2e^{\mathrm{\Delta }y}\pi ^2R_2^2{\displaystyle _0^y}e^{\mathrm{\Delta }\left(yy_1\right)}dy_1{\displaystyle _0^{y_1}}e^{\mathrm{\Delta }y_2}dy_2`$ (3.16) $`{\displaystyle _0^{\widehat{g_1}}}{\displaystyle \frac{xdx}{\left(x\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+1\right)^2}}{\displaystyle _0^{\widehat{g_2}}}{\displaystyle \frac{ydy}{\left(y\gamma \left(e^{\mathrm{\Delta }y_2}1\right)+1\right)^2}}.`$ The final expression for this diagram is $`\mathrm{\Phi }\left(y\right)`$ $`=`$ $`G_{3P}^2R_1^2e^{\mathrm{\Delta }y}\pi ^2R_2^2{\displaystyle _0^y}e^{\mathrm{\Delta }\left(yy_1\right)}dy_1{\displaystyle _0^{y_1}}e^{\mathrm{\Delta }y_2}dy_2`$ (3.17) $`({\displaystyle \frac{\widehat{g_1}\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)}{\widehat{g_1}\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+1}}+Ln[\widehat{g_1}\gamma (e^{\mathrm{\Delta }\left(yy_1\right)}1)+1])`$ $`\left({\displaystyle \frac{\widehat{g_2}\gamma \left(e^{\mathrm{\Delta }y_2}1\right)}{\widehat{g_2}\gamma \left(e^{\mathrm{\Delta }y_2}1\right)+1}}+Ln\left[\widehat{g_2}\gamma \left(e^{\mathrm{\Delta }y_2}1\right)+1\right]\right),`$ where $$\widehat{g_i}=\frac{g_{0,i}}{\pi R_2^i}.$$ There are several important properties of the ”fan tree” diagrams, which we will use below: 1. These diagrams, in contrast to the ”net” diagrams, yield a term, which is proportional to $`e^{\mathrm{\Delta }y}`$. The coefficient in front of this term is $`1`$ to all orders of $`G_{3P}`$. 2. The first term in the expansion of these diagrams is proportional to the $`G_{3P}^2g_1^2g_2^2`$. ”Fan” diagrams also have a term $`e^{\mathrm{\Delta }y}`$, but only have one of the vertices $`g_1`$ or $`g_2`$ to the first power, for all orders of $`G_{3P}`$. 3. As has been stated above, to obtain a compact expression for the sum of the diagrams in the nucleus-nucleus amplitude at high energy to all orders of $`G_{3P}`$ we need to add a definite number of ”fan tree” diagrams of the same order. We now begin our calculation of the amplitude using these properties of the ”fan tree” diagrams. First of all, we introduce a function, which contains all the ”fan” diagrams, all the ”net” diagrams and part of the ”fan tree” diagrams, namely, those contained in the first term in Eq. (3.3): $$F_1(y,b,b^{})=\frac{g_1g_2e^{\mathrm{\Delta }y}}{\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}1\right)+1}.$$ (3.18) the term of order $`\gamma ^3`$ in Eq. (3.18) is Eq. (3.2). To find the second term in Eq. (3.3) we expand Eq. (3.18) with respect to the powers of $`\gamma `$: 1. To first order in $`\gamma `$ we have: $$g_1g_2e^{\mathrm{\Delta }y}\gamma \left(g_1+g_2\right)\left(e^{\mathrm{\Delta }y}1\right).$$ (3.19) This is the first contribution from the ”fan” diagrams, Fig. 21. 2. Second order in $`\gamma `$ has the form $$2g_1g_2e^{\mathrm{\Delta }y}\gamma ^2\left(g_1+g_2\right)^2\left(e^{\mathrm{\Delta }y}1\right)^2.$$ (3.20) One can see that this term which is proportional to $`2\gamma ^2g_1^2g_2^2e^{\mathrm{\Delta }y}`$ in Eq. (3.20) has the same structure as a term of the same order in the ”fan tree” diagram in the total amplitude. The difference is only in the value of the numerical coefficient: in the amplitude this term has coefficient $`1`$ instead of the $`2`$ in Eq. (3.20). Therefore, using the properties of the ”tree” diagrams we can conclude, that to obtain the exact coefficient $`1`$ we must subtract from this term the first term of the expansion Eq. (3.14), namely, $`g_1^2g_2^2A_{2,2}(G_{3P},y)`$, which also has a coefficient $`1`$. 3. The third order in $`\gamma `$ is $$g_1g_2e^{\mathrm{\Delta }y}\gamma ^3\left(e^{\mathrm{\Delta }y}1\right)^3\left(g_1+g_2\right)^3.$$ (3.21) In order to obtain a coefficient $`1`$, we subtract from this term the second term of the expansion Eq. (3.3) multiplied by 2, $$2\left(g_1^2g_2^3A_{2,3}+g_1^3g_2^2A_{3,2}\right).$$ (3.22) This gives us four diagrams of the required order. Conforming this expansion we find that the number of “fan tree” diagrams of order $`g_1^ng_2^m\gamma ^{n+m2}`$ which we have to subtract is equal to $$\frac{\left(n+m2\right)!}{\left(n1\right)!\left(m1\right)!}1.$$ (3.23) This means that the function to be subtracted is equal to $$F_2(y,b,b^{})=g_1g_2\underset{n=1,m=1}{}\left(\frac{\left(n+m\right)!}{n!m!}1\right)A_{n+1,m+1}g_1^ng_2^m.$$ (3.24) Using Eq. (3.14), we obtain $`F_2(y,b,b^{})`$ $`=`$ $`2G_{3P}^2g_1^2g_2^2e^{\mathrm{\Delta }y}{\displaystyle _0^y}e^{\mathrm{\Delta }\left(yy_1\right)}dy_1{\displaystyle _0^{y_1}}e^{\mathrm{\Delta }y_2}dy_2`$ (3.25) $`{\displaystyle \frac{1}{\left(g_1\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+g_2\gamma \left(e^{\mathrm{\Delta }y_2}1\right)+1\right)^3}}\mathrm{\Phi }(y,b,b^{}).`$ Finally, the two particle irreducible set of Pomeron diagrams which gives us the opacity $`\mathrm{\Omega }(s,b_t)`$ ( see Eq. (1.14) and Eq. (1.15) ) is equal to $$\mathrm{\Omega }(s,b_t)=d^2bF(y,b,\|\stackrel{}{b}_t\stackrel{}{b}\|),$$ (3.26) where $`F(y,b,b^{})`$ $`=`$ $`F_1(y,b,b^{})F_2(y,b,b^{})=`$ (3.27) $`=`$ $`\mathrm{\Phi }_1(y,b,b^{})+\mathrm{\Phi }_2(y,b,b^{})\mathrm{\Phi }_3(y,b,b^{}),`$ $`\mathrm{\Phi }_1(y,b,b^{})`$ $`=`$ $`F_1(y,b,b^{})={\displaystyle \frac{g_1g_2e^{\mathrm{\Delta }y}}{\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}1\right)+1}},`$ (3.28) $`\mathrm{\Phi }_2(y,b,b^{})`$ $`=`$ $`\mathrm{\Phi }(y,b,b^{})`$ $`=`$ $`+G_{3P}^2{\displaystyle _0^y}{\displaystyle \frac{g_1^2e^{2\mathrm{\Delta }\left(yy_1\right)}e^{\mathrm{\Delta }\left(y_1y_2\right)}}{\left(g_1\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+1\right)^2}}𝑑y_1{\displaystyle _0^{y_1}}{\displaystyle \frac{g_2^2e^{2\mathrm{\Delta }y_2}}{\left(g_2\gamma \left(e^{\mathrm{\Delta }y_2}+1\right)+1\right)^2}}𝑑y_2,`$ $`\mathrm{\Phi }_3(y,b,b^{})`$ $`=`$ $`2G_{3P}^2g_1^2g_2^2e^{\mathrm{\Delta }y}{\displaystyle _0^y}e^{\mathrm{\Delta }\left(yy_1\right)}dy_1{\displaystyle _0^{y_1}}e^{\mathrm{\Delta }y_2}dy_2`$ $`{\displaystyle \frac{1}{\left(g_1\gamma \left(e^{\mathrm{\Delta }\left(yy_1\right)}1\right)+g_2\gamma \left(e^{\mathrm{\Delta }y_2}1\right)+1\right)^3}}.`$ ### 3.4 The Ultra high energy asymptote The asymptotic form at ultra high energy of the opacity $`\mathrm{\Omega }`$ originates in Eq. (3.27) from the difference between the second and the third terms in this equation. To our surprise this asymptotic behaviour is just the exchange of the Pomeron but with an intercept which is two times smaller than the intercept of the input Pomeron: $$F(y,b,b^{})_{asymp}=\frac{\sqrt{2}}{2^3}\frac{\sqrt{g_1g_2}}{\gamma }e^{\frac{\mathrm{\Delta }}{2}y}.$$ (3.31) The opacity $`\mathrm{\Omega }(s,b_t)`$ is equal to $$\mathrm{\Omega }_{asymp}(s,b_t)=d^2bF_{asymp}(y,b,b^{})=\frac{\sqrt{2}}{2^2}\frac{g_0}{\gamma }e^{\frac{\mathrm{\Delta }}{2}y}\frac{A_1^{\frac{5}{6}}A_2^{\frac{5}{6}}}{A_1^{\frac{1}{3}}+A_2^{\frac{1}{3}}}\mathrm{exp}^{\frac{b_t^2}{2(R_1^2+R_2^2}}.$$ (3.32) Using the general formulae of Eq. (2.1) - Eq. (2.5) and Eq. (3.32) we can calculate the asymptotic behaviour of the total and elastic cross sections in the kinematic region where the opacity $`\mathrm{\Omega }`$ is small ( $`\mathrm{\Omega }1`$ ). These calculations lead to $`\sigma _{tot}^{asymp}(y)`$ $`=`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}2}{\displaystyle d^2b_t\mathrm{\Omega }_{asymp}(y,b_t)}A_1^{\frac{5}{6}}\times A_2^{\frac{5}{6}}\times e^{\frac{\mathrm{\Delta }}{2}y},`$ (3.33) $`\sigma _{el}^{asymp}(y)`$ $`=`$ $`{\displaystyle d^2b_t\mathrm{\Omega }_{asymp}^2(y,b_t)}{\displaystyle \frac{A_1^{\frac{5}{3}}\times 𝒜_2^{\frac{5}{3}}}{A_1^{\frac{2}{3}}+A_2^{\frac{2}{3}}}}\times e^{\mathrm{\Delta }y}.`$ (3.34) We will discuss below how to calculate processes of diffraction dissociation in our approach, but for the sake of completeness we present here the result of the asymptotic behaviour of the diffractive cross section at ultra high energy. It turns out that this cross section is $$\sigma _{asymp}^{SD}\frac{\mathrm{\Delta }g_0}{\gamma }\times \left(A_1+A_2\right)\times e^{\frac{\mathrm{\Delta }}{2}y}.$$ (3.35) It should be stressed that Eq. (3.35) is quite different from what we expect if the asymptote is a real Pomeron exchange with a different intercept. Let us recall that in the single Pomeron exchange model $$\sigma _{asymp}^{SD}\sigma _{el}^{asymp}e^{2\mathrm{\Delta }_Py}.$$ The formula for the inclusive cross section in the kinematic region of sufficiently small $`\mathrm{\Omega }`$ is also quite different from the single Pomeron exchange (see Fig.(25) ). Indeed, from Fig.(25) one can see that the single inclusive cross section results from the sum of ”fan” ( or better to say ”tree fan” ) diagrams. Therefore, the density of produced particles in a unit of rapidity $$\rho \frac{d\sigma _{incl}^{asymp}/dy_c}{\sigma _{tot}^{asymp}}$$ has an asymptotic limit $$\rho A_1^{\frac{1}{6}}A_2^{\frac{1}{6}}e^{\mathrm{\Delta }_Py}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}.$$ (3.36) Therefore, we can conclude, that the Pomeron interaction with both nuclei leads to a small number of particles produced in the central rapidity region. This is the most striking difference of the resulting effective Pomeron from the input Pomeron, which has a uniform distribution of particles in rapidity. It is also interesting to note, that in our amplitude the second term has a stronger energy dependence, in spite of the fact, that each diagram in this term has a weaker energy dependence, than each diagram of the same order in the first term. This means, that the sum of the diagrams with the weak energy dependence grows with energy faster, than the sum of the diagrams with a stronger energy dependence. ### 3.5 What energy is asymptotic? As has been mentioned, the three terms in Eq. (3.27) have different asymptotic behaviour. At ultra high energy the last two terms dominate and they provide the leading asymptotic behaviour that we have discussed in the previous section. To estimate the value of energy that we can consider to be ultra high, so that we can safely apply our asymptotic formulae of Eq. (3.31) - Eq. (3.36), we calculate the three terms of Eq. (3.27) separately, namely, $`\sigma _1`$ $`=`$ $`2{\displaystyle d^2bd^2b^{}\mathrm{\Phi }_1(y,b,b^{})},`$ (3.37) $`\sigma _2`$ $`=`$ $`2{\displaystyle d^2bd^2b^{}\mathrm{\Phi }_2(y,b,b^{})},`$ (3.38) $`\sigma _3`$ $`=`$ $`2{\displaystyle d^2bd^2b^{}\mathrm{\Phi }_3(y,b,b^{})},`$ (3.39) where the total cross section at small $`\mathrm{\Omega }`$ is equal to $$\sigma _{tot}=\sigma _1+\sigma _2\sigma _3.$$ (3.40) The result of the calculation is given in Fig.(26) where the parameters of section 2.6 were used for the proton-proton interaction. One can see from Fig.(26) that in a range of energy, up to the Tevatron energies, the first term is much larger than the other two. Therefore, we can conclude: * That ultra high energies, where our asymptotic answer is valid, are above of the Tevatron energies, and we will only be able to see the characteristic features of the real asymptote at the LHC. * We can take into account only the first term for all numerical estimates for the RHIC energies as well as for all energies below the Tevatron energy. This is the reason for only taking the first term in the following numerical estimates. ### 3.6 Total and elastic cross sections To calculate total and elastic cross sections we have to use the general formulae of Eq. (2.1) and Eq. (2.2) with the opacity $`\mathrm{\Omega }(s,b_t)`$ defined in Eq. (3.32) through the function $`F(y,b,b^{})`$ given in Eq. (3.27). The results of these calculation are shown in Fig.(27). ### 3.7 Diffractive dissociation processes We start the discussion of the diffractive cross section for nucleus-nucleus interaction by rewriting the formula for the amplitude in terms of the function $`S(y,b_t)`$ which describes the sum of the ”fan” diagrams ( see Eq. (2.13) ). We introduce two such functions: $`S_{}`$ and $`S_{}`$ which sum the ”fan” diagrams with up and down looking ”fans”, respectively. Using these functions we rewrite our amplitude as $$F(y,b,b^{})=g_1g_2e^{\mathrm{\Delta }y}S_{}S_{}\underset{n=0}{\overset{n=\mathrm{}}{}}\left(1S_{}\right)^n\left(1S_{}\right)^n.$$ (3.41) This is a very convenient representation of the amplitude, because, we can use the AGK cutting rules and reduce the problem of finding the diffractive cross section to the problem of the diffractive cross section for hadron-nucleus interaction that has been solved in section 2.3. To see this, we rewrite the amplitude in the form: $$F(y,b,b^{})=g_1g_2e^{\mathrm{\Delta }y}S_{}\underset{n=0}{\overset{n=\mathrm{}}{}}\left(1S_{}\right)^n\underset{m=0}{\overset{m=n}{}}C_n^m\left(1\right)^mS_{}^{m+1}.$$ (3.42) This sum can be rewritten in terms of the amplitude for single diffraction dissociation. We calculate the diffraction dissociation of the nucleus $`A_2`$. In this case we notice that the cut of $`S_{}`$ leads to a multiparticle production process or to the diffractive dissociation of the nucleus $`A_1`$ and , therefore, it does not contribute to the process of interest. Finally, we obtain $`F_{}^{SD}(y,b,b^{})`$ $`=`$ $`g_1g_2e^{\mathrm{\Delta }y}S_{}{\displaystyle \underset{n=0}{\overset{n=\mathrm{}}{}}}(1S_{})^n{\displaystyle \underset{m=0}{\overset{m=n}{}}}C_n^m(1)^m`$ (3.43) $``$ $`\left({\displaystyle \underset{k=1}{\overset{k=m+1}{}}}\left(2S_{}\right)^{mk+1}\left(S_{}^{SD}\right)^k{\displaystyle \frac{\left(m+1\right)!}{k!\left(mk+1\right)}}\left(1\right)^m\right).`$ The function $`S_{}^{SD}`$ differs from $`D(y,y_1,b_t)`$ of Eq. (2.28) only by some factors, namely, $$S_{}^{SD}(y,y_1)=2\frac{g_1G_{3P}e^{\mathrm{\Delta }y_1}}{\left(g_1\gamma \left(2e^{\mathrm{\Delta }y}e^{\mathrm{\Delta }y_1}1\right)+1\right)^2}.$$ (3.44) After simple algebra, we reduce Eq. (3.44) to $`F_{}^{SD}(y,b,b^{})`$ $`=`$ $`g_1g_2e^{\mathrm{\Delta }y}S_{}{\displaystyle \underset{n=0}{\overset{n=\mathrm{}}{}}}(1S_{}){\displaystyle \underset{m=0}{\overset{m=n}{}}}C_n^m(1)^m`$ (3.45) $``$ $`\left({\displaystyle \underset{k=1}{\overset{k=m+1}{}}}\left(2S_{}\right)^{mk+1}\left(S_{}^{SD}\right)^k{\displaystyle \frac{\left(m+1\right)!}{k!\left(mk+1\right)}}\left(1\right)^m+\left(2S_{}\right)^{m+1}\left(2S_{}\right)^{m+1}\right)`$ $`=`$ $`{\displaystyle \frac{g_1\left(bb^{}\right)g_2\left(b^{}\right)e^{\mathrm{\Delta }y}\left(2S_{}S_{}^{SD}\right)S_{}}{1\left(1S_{}\right)\left(1+2S_{}S_{}^{SD}\right)}}`$ $`+`$ $`{\displaystyle \frac{g_1\left(bb^{}\right)g_2\left(b^{}\right)e^{\mathrm{\Delta }y}S_{}S_{}}{1\left(1S_{}\right)\left(12S_{}\right)}}.`$ Using Eq. (3.26) and Eq. (3.45) , we can obtain a simple expression for the cross section of the single diffractive production: $$\sigma ^{SD}=d^2b_t\left(F_{}^{SD}(y,b_t)+F_{}^{SD}(y,b_t)\right)e^{\mathrm{\Omega }(y,b_t)}.$$ (3.46) We can also obtain a simple formula for the total cross section of diffractive dissociation directly using the unitarity constraint of Eq. (2.22) which leads to $`F^{DD}(y,b,b^{})`$ $`=`$ $`\mathrm{\hspace{0.17em}2}{\displaystyle \frac{g_1g_2e^{\mathrm{\Delta }y}}{\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}\mathrm{\hspace{0.17em}1}\right)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}}`$ (3.47) $``$ $`2{\displaystyle \frac{g_1g_2e^{\mathrm{\Delta }y}}{2\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}\mathrm{\hspace{0.17em}1}\right)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}}}.`$ Eq. (3.47) leads to the total cross section of diffraction dissociation: $$\sigma ^{DD}=d^2b_tF^{DD}e^{\mathrm{\Omega }(y,b_t)}.$$ (3.48) The calculations were performed for $`A_1A_2`$ interaction with ($`A_1=20`$) - ($`A_2=100`$), ($`A_1=200`$) - ($`A_2=100`$), ($`A_1=200`$) - ($`A_2=300`$). The results for the total diffractive dissociation cross sections are shown in Fig.28. The single diffractive dissociation in Fig.29, is calculated as a function of rapidity gap y for a fixed rapidity $`Y=\mathrm{ln}S/S_0`$ for the $`\sqrt{S}=2000`$ GeV and $`\sqrt{S_0}=1GeV`$. All parameters were taken to be the same as for the elastic and total cross sections calculations. ### 3.8 Survival probability of Large Rapidity Gaps We can calculate the survival probability of the LRG processes using the expression for the scattering amplitude in the form of Eq. (3.41) which we rewrite as $$F(y,b,b^{})=g_1g_2e^{\mathrm{\Delta }y}\underset{n=0}{\overset{n=\mathrm{}}{}}\underset{m=0}{\overset{m=n}{}}C_m^n\left(S_{}\right)^{m+1}\underset{k=0}{\overset{k=n}{}}C_k^n\left(S_{}\right)^{k+1}.$$ (3.49) Substituting the function $`S_{}^{SP}`$ instead of one of $`S_{}`$ in Eq. (3.49) we obtain the survival probability for a process of di-jet production which can be accompanied by hadrons with rapidities which are smaller than $`y_2`$. The function $`S_{}^{SP}`$ differs from $`L(y,y_1,y_2,b_t)`$, found in Eq. (2.37), by some factors, $`S_{}^{SP}`$ $`=`$ $`\sigma _{jet}`$ $`{\displaystyle \frac{e^{\mathrm{\Delta }\left(y_2y_1\right)}}{\left(g_1\gamma \left(e^{\mathrm{\Delta }y_1}1\right)+1\right)}}{\displaystyle \frac{\left(g_1\gamma \left(2e^{\mathrm{\Delta }y_2}e^{\mathrm{\Delta }y_1}1\right)+1\right)^2}{\left(g_1\gamma \left(2e^{\mathrm{\Delta }y}e^{\mathrm{\Delta }y_1}1\right)+1\right)^2}}.`$ Replacing one of the $`S_{}`$ by $`S_{}^{SP}`$ and performing the explicit summation over all the indices, we obtain: $`F_{}^{SP}(y,b,b^{})`$ $`=`$ $`g_1g_2e^{\mathrm{\Delta }y}{\displaystyle \frac{S_{}^{SP}\left(S_{}S_{}\right)}{S_{}+S_{}S_{}S_{}}}`$ (3.51) $`=`$ $`g_1g_2e^{\mathrm{\Delta }y}S_{}^{SP}{\displaystyle \frac{\left(g_1\gamma \left(e^{\mathrm{\Delta }y}1\right)+1\right)\left(g_2\gamma \left(e^{\mathrm{\Delta }y}1\right)+1\right)}{\left(\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}\mathrm{\hspace{0.17em}1}\right)+\mathrm{\hspace{0.17em}1}\right)^2}}.`$ (3.52) The total cross section for the two particle irreducible diagrams is a sum of two terms $`F^{SP}=F_{}^{SP}+F_{}^{SP}`$ which is equal to $`F^{SP}(y,b,b^{})`$ $`=`$ $`g_1g_2e^{\mathrm{\Delta }y}\left(S_{}^{SP}+S_{}^{SP}\right)`$ (3.53) $``$ $`{\displaystyle \frac{\left(g_1\gamma \left(e^{\mathrm{\Delta }y}1\right)+1\right)\left(g_2\gamma \left(e^{\mathrm{\Delta }y}1\right)+1\right)}{\left(\left(g_1+g_2\right)\gamma \left(e^{\mathrm{\Delta }y}1\right)+1\right)^2}},`$ where $`S_{}^{SP}`$ is given by Eq. (3.8) and $`S_{}^{SP}`$ $`=`$ $`\sigma _{jet}{\displaystyle \frac{e^{\mathrm{\Delta }\left(y_2y_1\right)}}{\left(g_2\gamma \left(e^{\mathrm{\Delta }\left(yy_2\right)}1\right)+1\right)}}{\displaystyle \frac{\left(g_2\gamma \left(2e^{\mathrm{\Delta }\left(yy_1\right)}e^{\mathrm{\Delta }\left(yy_2\right)}1\right)+1\right)^2}{\left(g_2\gamma \left(2e^{\mathrm{\Delta }y}e^{\mathrm{\Delta }\left(yy_2\right)}1\right)+1\right)^2}}.`$ For the calculation of the survival probability we also need the expression for the inclusive process in the case of nucleus-nucleus interactions. The Mueller diagram for the inclusive cross section is given in Fig.30 and the analytic expression is $$F^{incl}(y,b,b^{})=\sigma _{jet}\frac{g_1g_2e^{\mathrm{\Delta }\left(yy_2+y_1\right)}}{\left(g_1\gamma \left(e^{\mathrm{\Delta }y_1}1\right)+1\right)\left(g_2\gamma \left(e^{\mathrm{\Delta }\left(yy_2\right)}1\right)+1\right)}.$$ (3.55) Finally, from Eq. (2.32) we obtain $$<\|S(y,y_1,y_2)\|^2>=\frac{d^2bF^{SP}(y,b)e^{\mathrm{\Omega }(y,b)}}{d^2bd^2b^{}F^{incl}(y,b,b^{})},$$ (3.56) where $`\mathrm{\Omega }`$ is defined by Eq. (3.26). Using Eq. (3.56) we performed calculations with ($`A_1=20`$) - ($`A_2=100`$), ($`A_1=200`$) - ($`A_2=100`$),($`A_1=200`$) - ($`A_2=300`$), for di-jet production in the rapidity interval 10-12.5. The result of the calculation is given in Fig.31 as a survival probability versus energy. One can see in Fig.31 that the value of the survival probability turns out to be rather small. ### 3.9 Inclusive production In this subsection we repeat the calculation, that has been performed for hadron-nucleus collision in section 2.5. #### 3.9.1 Single inclusive cross section The Mueller diagram is shown in Fig. 30. This diagram leads to a simple formula $`{\displaystyle \frac{d\sigma (A_1+A_2)}{dy_c}}`$ $`=`$ $`{\displaystyle d^2bd^2b^{}a_P^PS_{A_1}(yy_c,b)S_{A_2}(y_c,b^{})}`$ $`=`$ $`a_P^P{\displaystyle d^2bd^2b^{}\frac{g_{PA_1}(b)g_{PA_2}(b^{})e^{\mathrm{\Delta }y}}{\left(\kappa _{A_1}(yy_c,b)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\left(\kappa _{A_2}(y_c,b)+\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)}}.`$ Integrating this equation over $`y_c`$ and dividing by the $`\sigma _{tot}`$ we obtain the multiplicity N of the produced hadrons in A-A interaction, where the results are shown in Fig.32 for the cases of interactions of Ne-Mo, Mo-Au, Au-A=300. It is interesting to note that the density of produced hadrons in the central rapidity region at high energy has a very simple relation to the density in nucleon-nucleon collision: $$\frac{\frac{d\sigma (A_1+A_2)}{dy_c}}{\sigma _{tot}(A_1+A_2)}\|_{y1}\frac{g_{PN}^2}{\gamma }\frac{A_2^{\frac{2}{3}}\mathrm{ln}A_1^{\frac{1}{3}}\mathrm{ln}A_2^{\frac{1}{3}}}{\left(1+\left(\frac{A_1}{A_2}\right)^{\frac{1}{3}}\right)}\frac{\frac{d\sigma (N+N)}{dy_c}}{\sigma _{tot}(N+N)}.$$ (3.58) where we assumed $$R_A^2R_N^2A^{\frac{2}{3}}$$ (3.59) and $$A_2>A_1.$$ (3.60) #### 3.9.2 Rapidity correlations Fig.33 shows the Mueller diagrams for the double inclusive cross section which can be written analytically as $`{\displaystyle \frac{d^2\sigma (A_1+A_2)}{dy_1dy_2}}`$ $`=`$ $`(a_P^P)^2{\displaystyle }d^2bd^2b^{}`$ (3.62) $`e^{\mathrm{\Delta }(y_2y_1)}S_{A_1}(yy_2,b)S_{A_2}(y_1,b^{})`$ $`+`$ $`S_{A_1}(yy_2,b)S_{A_1}(y_2,b^{})S_{A_2}(yy_1,b){\displaystyle d^2b^{\prime \prime }S_{A_2}(y_1,b^{\prime \prime })}`$ (3.63) $`+`$ $`G_{3P}{\displaystyle _{y_2}^y}𝑑y^{}e^{\mathrm{\Delta }(2y^{}y_1y_2)}S_{A_1}(yy^{},b)S_{A_2}(y_2,b^{})S_{A_2}(y_1,b^{})`$ (3.64) $`+`$ $`G_{3P}{\displaystyle _0^{y_1}}𝑑y^{}e^{\mathrm{\Delta }(y_1+y_22y^{})}S_{A_2}(y^{},b^{})S_{A_1}(yy_2,b)S_{A_1}(yy_1,b),`$ (3.65) where each term of Eq. (3.62) - Eq. (3.65) corresponds to Fig. 33-1 - Fig. 33-4. The asymptotic behaviour for the double inclusive cross section is: $`{\displaystyle \frac{d^2\sigma (A_1+A_2)}{dy_1dy_2}}`$ $`=`$ $`{\displaystyle \frac{(a_P^P)^2}{\gamma ^2}}\left(R_{A_1}^2R_{A_2}^2\right)\mathrm{ln}^2A_1^{\frac{1}{3}}\mathrm{ln}^2A_2^{\frac{1}{3}}.`$ (3.66) ## 4 Conclusions In this paper we found a natural generalization of the Glauber approach to hadron-nucleus and nucleus-nucleus collisions. It has been known for three decades that such a generalization requires finding a theoretical way to take the triple Pomeron interaction into account or, in other words, to include the diffractive dissociation processes. In the framework of the Pomeron approach, this problem was solved here using two main physical ideas, or more precisely two small phenomenological parameters: 1. Typical distances for the Pomeron structure which are sufficiently small, justify using the pQCD approach for the evaluation of different types of the Pomeron interaction. 2. A small value of the triple Pomeron vertex ($`G_{3P}/g_{PN}\mathrm{\hspace{0.17em}1}`$) which allows us to use the following set of parameters in summing the Pomeron diagrams: $$\gamma =\frac{G_{3P}}{\mathrm{\Delta }}\mathrm{\hspace{0.17em}\hspace{0.17em}1},\gamma \times A^{\frac{1}{3}}\mathrm{\hspace{0.17em}\hspace{0.17em}1}.$$ Based on these parameters we were able to formulate the selection rules for the Pomeron diagrams and sum them. This lead to a significant generalization of the oversimplified eikonal type model for shadowing corrections without losing the advantages of such models. In this approach we calculated diffractive dissociation processes and survival probability of the large rapidity gap processes, and calculated the shadowing (screening) corrections for a large class of the ”soft” interaction processes at high energies. The physics of our generalization is very simple. In the parton model, the Glauber (eikonal) approach takes into account only the interaction of the fastest parton with the target. In our approach, we consider the interactions of all partons both with the target and with the projectile, if the last is a heavy nucleus. We are successful in finding a simple closed expression for such types of interaction making use of the fact that the nucleus is a dense parton system. Our main results are: 1. We have generalized the Glauber approach for the nucleus-nucleus interaction at high energies. 2. We show that the asymptote of the two particle irreducible diagrams leads to the exchange of an effective Pomeron with an intercept which is two times smaller than the intercept of the input Pomeron. 3. We show that the asymptotic behaviour for nucleus-nucleus collision starts at sufficiently high energies ( higher than the Tevatron ). 4. A systematic approach to diffractive dissociation has been developed both for hadron-nucleus and nucleus-nucleus collisions. 5. Our approach leads to saturation of the rapidity density of produced hadrons $$\frac{\frac{d\sigma (A_1+A_2)}{dy_c}}{\sigma _{tot}(A_1+A_2)}\|_{y1}\frac{g_{PN}^2}{\gamma }\frac{A_2^{\frac{2}{3}}\mathrm{ln}A_1^{\frac{1}{3}}\mathrm{ln}A_2^{\frac{1}{3}}}{\left(1+\left(\frac{A_1}{A_2}\right)^{\frac{1}{3}}\right)}\frac{\frac{d\sigma (N+N)}{dy_c}}{\sigma _{tot}(N+N)}.$$ (4.67) This prediction is quite different from the Glauber-Gribov result given in Eq. (1.17). In particular, Eq. (4.67) predicts that the multiplicity for nucleus - nucleus collisions $`<N>(A_1A_2)=A_1^{\frac{2}{3}}<N>(NN)`$ where $`A_1<A_2`$, while Eq. (1.17) leads to $`<N>(A_1A_2)=A_1A_2^{\frac{2}{3}}`$. We predict the same dependence also for central collisions. On the other hand, the prediction of Eq. (4.67) is quite different from the predictions of the high density QCD approach . Indeed, the high density QCD approach leads to a formula which is very similar to Eq. (4.67), but due to the integration over the transverse momentum of the emitted partons the extra factor $`Q_s^2`$ appears in front of the equation. In particular, it turns out that $`<N>(A_1A_2)A_1^{\frac{2}{3}}Q_s^2(s,A)<N>(NN)`$. $`Q_s^2(s,A)`$ is the saturation scale which increases with $`A`$ and energy squared $`s`$. We expect that $`Q_s^2(s,A)`$ grows with $`A`$ ( at least $`Q_s^2A^{\frac{1}{3}}`$ but it could even be proportional to $`A^{\frac{2}{3}}`$ ), and ,therefore, high density QCD predicts $`<N>(A_1A_2)A_1^{\frac{2}{3}}\times \left(A_2^{\frac{1}{3}}÷A_2^{\frac{2}{3}}\right)`$, where $`A_2>A_1`$. 6. The survival probability of the LRG processes has been calculated both for the hadron-nucleus and the nucleus-nucleus collision. 7. The theoretical solution to the nucleus-nucleus interaction can serve as guiding light for a theoretical approach to the dense parton system. 8. The numerical estimates which we have made, serve as a basis for run of the mill physics estimates. Hence, results found at the next generation of accelerators such as RHIC and LHC, should be compared to our estimates to determine if there are any unusual features. The most important corrections to our approach stem from the enhanced diagram ( see Fig.34 ). Direct calculation of the ratio<sup>3</sup><sup>3</sup>3We thank K. Tuchin for help in calculating Eq. (4.68). $$\frac{Enhanceddiagram}{\mathrm{`}\mathrm{`}Fan\mathrm{"}diagram}\|_s\mathrm{}\frac{G_{3P}^2}{2\alpha _P^{}}y^2$$ (4.68) shows that in our approach we have achieved reasonable accuracy only for sufficiently small values of the triple Pomeron vertex. In pQCD (see Eq. (1.8) and Eq. (1.9) ) one can see that the ratio of Eq. (4.68) is proportional to $`\alpha _S^2y^2`$, and, therefore, it appears that we can neglect the contribution of the enhanced diagram in the wide region of energy $`y=\mathrm{ln}s<1/\alpha _S`$. However, the numerical parameters of our fit (see section 2.6 ) gives $`G_{3P}^2`$/$`2\alpha _P^{}`$ $`\mathrm{\hspace{0.17em}\hspace{0.17em}1}`$. ## Acknowledgments The authors would like to acknowledge helpful and encouraging discussions with Alexey Kaidalov, Dima Kharzeev, Larry McLerran, Al Mueller, Rob Pisarski, Misha Ryskin, Kirill Tuchin, Raju Venugopalan, and Heribert Weigert. This work was carried out while E.L. was on sabbatical leave at BNL. E.L. wants to thank the nuclear theory group at BNL for their hospitality and support during that time. U.M. wishes to thank the nuclear theory group at BNL for their hospitality during his visit there. This research has been supported in part by the Israel Science Foundation, founded by the Israeli Academy of Science and Humanities and by the United States–Israel BSF Grant $`\mathrm{\#}`$ 9800276. This manuscript has been authorized under Contract No. DE-AC02-98CH10886 with the U.S. Department of Energy.
warning/0001/gr-qc0001026.html	ar5iv	text	# The central singularity in spherical collapse ## I Introduction The theorems of Hawking, Penrose and others predict the occurrence of space-time singularities in a variety of interesting physical situations . The singularities which have received the most attention over the last years are those which occur in gravitational collapse and the initial cosmological singularity. It seems fair to say that our understanding of these singularities remains at a preliminary stage; little is known about generic 4-d collapse and correspondingly, generic inhomogeneous cosmological singularities. However much progress has been made on the understanding of these singularities under certain simplifying assumptions, e.g. the assumption of spherical symmetry for black holes or of homogeneity for cosmological singularities. See for example the reviews of and . It is in this context that we analyse a particular feature of singularities, namely their gravitational strength , under the simplifying assumption of spherical symmetry. This continues the work initiated in , but here we concentrate on the central singularity. The notion of the gravitational strength of a singularity was first introduced by Ellis and Schmidt with the aim of distinguishing between singularities which destroy objects impinging upon them and those which do not. A formal mathematical definition was given by Tipler, based on the familiar idea of modelling an object’s physical extension using Jacobi fields along its world-line . Thus let $`\gamma :[t_0,0)M`$ (with tangent $`k^a`$) be an incomplete causal geodesic running into a singularity as the parameter $`t0^{}`$. We define the sets of Jacobi fields $`J_{t_1},t_0t_1<0`$ as follows: $`J_{t_1}=\{\xi ^a:(i),(ii),(iii)\}`$, where $`(i)g_{ab}\xi ^ak^b=0;`$ $`(ii)\xi ^a(t_1)=0;`$ $`(iii)D^2\xi ^a+R_{bcd}^{}{}_{}{}^{a}k^bk^d\xi ^c=0.`$(Covariant differentiation along $`\gamma `$ is represented by $`D`$.) Note that the elements of $`J_{t_1}`$ are space-like vector fields, and so we may refer to their norm, $`\stackrel{}{\xi }=(g_{ab}\xi ^a\xi ^b)^{1/2}`$. Given any three (for time-like geodesics; two for null) independent elements of $`J_{t_1}`$, a volume element along $`\gamma `$ is constructed by taking the exterior product of the corresponding 1-forms, and a volume $`V`$ by taking the norm of this 3-form. Then the singularity is said to be gravitationally strong if for all such volumes $`V`$, we have $`\underset{t0^{}}{lim\; inf}V(t)=0.`$According to Tipler’s definition, the singularity is said to be gravitationally weak if this condition does not hold. Thus any object with world-line $`\gamma `$ will inevitably be crushed by a gravitationally strong singularity. To emphasize the role played by $`\gamma `$ here, we will refer to geodesics terminating in strong or weak singularities. As pointed out recently and independently by Nolan and by Ori , this definition ignores some singularities which would destroy objects impinging upon them and so needs a brief addendum. Firstly, the definition of a strong singularity ignores the case where $`V`$ diverges to infinity in the approach to the singularity. Subject to the strong energy condition and Einstein’s equation, $`V`$ is a convex function of $`t`$, and so cannot diverge in a finite amount of parameter time . However, there are situations where the strong energy condition is violated while the weak and dominant energy conditions are satisfied. In such a case, convexity of $`V`$ is not guaranteed and so one should allow for the possibility of $`V`$ diverging. Secondly, as pointed out by Tipler, the volume form may stretch infinitely in one direction while shrinking to zero in another in such a way that its norm $`V`$ remains finite overall. Such a ‘spaghettifying’ effect clearly signals the end of an observer’s history. (An observer falling radially into the singularity at the centre of a Schwarzschild black hole suffers infinite stretching in the radial direction and infinite crushing in the tangential directions. The net effect on his volume $`V`$ is that it is crushed to zero. An explicit example of a situation where the radial stretching and tangential crushing are exactly cancelled when one calculates $`V`$ was given in .) Such situations should also be included in the definition of strong singularities. This may be done in a logical and succinct fashion following Ori : a singularity is said to be deformationally strong if it is either (i) Tipler strong (i.e. strong in the sense of the paragraphs preceding this one) or (ii) if for every $`t_1`$, there exists an element of $`J_{t_1}`$ which has infinite norm in the limit $`t0^{}`$. A singularity is said to be deformationally weak if it is not deformationally strong. Our aim is to give useful geometric conditions for the occurrence of deformationally strong singularities. We focus on a particular class of singularities; those which occur at the centre of spherically symmetric space-times. Numerous analyses have predicted the occurrence of such singularities inside spherical black holes , as a consequence of gravitational collapse and in cosmological models . We exploit the available symmetry to develop a condition which is necessary for a singularity to be deformationally weak. In conjunction with an existing necessary condition for a singularity to be Tipler-weak , we find very severe restrictions on the existence of weak central singularities. In fact it will be shown that any non-radial causal geodesic which approaches $`r=0`$ terminates in a deformationally strong curvature singularity. For radial causal geodesics and in particular situations (e.g. assuming a particular matter distribution or a space-like singularity), we can show that these restrictions are violated, i.e. the singularity is deformationally strong. In most cases, we present our necessary conditions as inequalities which must be satisfied along geodesics running into the singularity. However, in many cases we can draw conclusions without having to integrate the geodesic equations. Thus strong curvature singularities can be predicted at the level of the cuvature tensor rather than the geodesics themselves. In the following section, we study causal geodesics and the volume $`V`$ along them in spherically symmetric space-times. This allows us to give the result referred to above for non-radial geodesics and to present our main result on radial geodesics in the form of necessary conditions for a central singularity to be deformationally weak. Applications are then given and further comments are given in a concluding section. We emphasize throughout the use of invariant quantities. ## II Geodesics in spherical symmetry We write the line element in double null form; $`ds^2=2e^{2f}dudv+r^2d\mathrm{\Omega }^2,`$ (1) where $`f=f(u,v)`$, $`d\mathrm{\Omega }^2`$ is the line element of the unit 2-sphere and $`r=r(u,v)`$ is the radius function of the space-time (which is a geometric invariant). $`u,v`$ are null coordinates and the form (1) is invariant up to $`vv_1(v)`$, $`uu_1(u)`$. A singularity will be referred to as central if it occurs at $`r=0`$. In the coordinates of (1), the Ricci tensor has non-vanishing components $`R_{uu}`$ $`=`$ $`2r^1(r_{,uu}+2r_{,u}f_{,u})`$ (3) $`R_{vv}`$ $`=`$ $`2r^1(r_{,vv}+2r_{,v}f_{,v})`$ (4) $`R_{uv}`$ $`=`$ $`2r^1(r_{,uv}rf_{,uv})`$ (5) $`R_{\theta \theta }`$ $`=`$ $`\mathrm{csc}^2\theta R_{\varphi \varphi }=1+2e^{2f}(r_{,u}r_{,v}+rr_{,uv}).`$ (6) Insofar as it is possible, we will describe any curvature tensor terms that we encounter using the following invariants; $`e^{2f}R_{uu}`$, $`e^{2f}R_{vv}`$, the Misner-Sharp energy $`E={\displaystyle \frac{r}{2}}(1+2e^{2f}r_{,u}r_{,v}),`$the Newman-Penrose Weyl tensor Coulomb component (calculated on a principal null tetrad) $`\mathrm{\Psi }_2={\displaystyle \frac{e^{2f}}{3r}}(r_{,uv}+rf_{,uv}){\displaystyle \frac{E}{3r^3}},`$and the Ricci scalar $`R`$. A useful feature of $`E`$ is that it offers a simple description of the trapped and untrapped regions of a spherically symmetric space-time; the point $`xM`$ lies on a trapped (untrapped, marginally trapped) 2-sphere iff $`\chi =12Er^1`$ is negative (positive, zero) at $`x`$ . Given an arbitrary geodesic $`\gamma `$ in spherical symmetry, the coordinates of the 2-sphere $`(\theta ,\varphi )`$ may be chosen such that the motion proceeds in the hypersurface $`\theta =\pi /2`$. Thus the tangent to an arbitrary causal geodesic may be written as $`\stackrel{}{k}=\dot{u}{\displaystyle \frac{}{u}}+\dot{v}{\displaystyle \frac{}{v}}+Lr^2{\displaystyle \frac{}{\varphi }},`$ (7) where we have included the conservation of angular momentum, $`r^2\dot{\varphi }=L=`$ constant. The overdot indicates differentiation with respect to the parameter $`t`$. The remaining geodesic equations are $`2e^{2f}\dot{u}\dot{v}+L^2r^2`$ $`=`$ $`ϵ,`$ (9) $`\ddot{u}2f_{,u}\dot{u}^2+L^2e^{2f}r^3r_{,v}`$ $`=`$ $`0,`$ (10) $`\ddot{v}2f_{,v}\dot{v}^2+L^2e^{2f}r^3r_{,u}`$ $`=`$ $`0,`$ (11) where $`ϵ=+1`$ for time-like geodesics and $`ϵ=0`$ for null geodesics. In a previous paper , we studied radial causal geodesics and were able to obtain a useful decomposition of the volume $`V`$. We found that $`V=\|axy\|`$, where $`a`$ is the norm of a radial Jacobi field and $`x,y`$ are the norms of two mutually orthogonal tangential Jacobi fields along the geodesic. The key to obtaining this decomposition is the fact that any three such Jacobi fields (which vanish at $`t=t_1`$) provide a basis for $`J_{t_1}`$. This complete decomposition of $`V`$ is not available in the general non-radial ($`L0`$) case, but a useful part of it is. This partial decomposition relies on the following facts. As we will see, there is always a Jacobi field along $`\gamma `$ of the form $`\stackrel{}{\xi }=xr^1{\displaystyle \frac{}{\theta }}.`$ (12) $`x(t)`$ must satisfy a certain ODE along $`\gamma `$; see below. In the time-like case, the other two elements of a basis for $`J_{t_1}`$ must have non-zero components in the 2-space orthogonal to both $`\stackrel{}{k}`$ and $`\stackrel{}{\xi }`$, and indeed may be taken to lie in this 2-space. We consider two such basis elements, $`\stackrel{}{\eta }`$ and $`\stackrel{}{\zeta }`$. Now introduce an orthonormal tetrad, parallel propagated along $`\gamma `$. An arbitrary tangent vector $`\stackrel{}{l}`$ orthogonal to $`\stackrel{}{k}`$ will only have components on the three spatial vectors of the tetrad; let these components be $`l^\alpha `$, $`\alpha =1,2,3`$. For three such vectors, the corresponding 1-forms satisfy $`𝐥_1𝐥_2𝐥_3=det[l_1^\alpha ,l_2^\alpha ,l_3^\alpha ]`$where the columns of the matrix are the tetrad components of the given vectors. For the case where the $`\stackrel{}{l}_{(i)}`$ are elements of $`J_{t_1}`$, this matrix is a constant matrix multiple (which we will call a transition matrix $`T`$) of the matrix $`\mathrm{\Gamma }=[\xi ^\alpha ,\eta ^\alpha ,\zeta ^\alpha ].`$By orthogonality, the volume associated with $`\mathrm{\Gamma }`$ is $`V_\mathrm{\Gamma }=\stackrel{}{\xi }(\eta \zeta )`$. In the case of relevance to us, where the $`\stackrel{}{l}_{(i)}`$ are independent elements of $`J_{t_1}`$, the transition matrix is non-singular and so we obtain for the $`V`$ of relevance, $`V(t)=det(T)V_\mathrm{\Gamma }.`$The key point here is that $`\|x\|=\stackrel{}{\xi }`$ appears as a factor of $`V(t)`$, and so if $`x(t)`$ is degenerate (i.e. $`x0`$ or $`\mathrm{}`$) in the limit as the singularity is approached ($`t0^{}`$), then the singularity must be deformationally strong. A similar argument holds in the null case. We turn to the derivation of the equation satisfied by $`x(t)`$ in (12). It is easily verified that the vector field $`r^1/\theta `$ is parallel propagated along $`\gamma `$ and has unit norm. Thus (12) satisfies the geodesic deviation equation iff $$\ddot{x}\delta _\theta ^a=R_{b\theta d}^{}{}_{}{}^{a}k^bk^dx.$$ (13) We find that $`R_{b\theta d}^{}{}_{}{}^{a}k^bk^d=((2r^1r_{,u}f_{,u}+r^1r_{,uu})\dot{u}^2(2r^1r_{,v}f_{,v}+r^1r_{,vv})\dot{v}^2`$ $`+\mathrm{sin}^2\theta (1+2e^{2f}r_{,u}r_{,v})\dot{\varphi }^22r^1r_{,uv}\dot{u}\dot{v})\delta ^a_\theta .`$ This term is controlled solely by $`r(t)`$. The evolution of $`r`$ along $`\gamma `$ is given by $`\dot{r}=r_{,u}\dot{u}+r_{,v}\dot{v}`$. The second derivative can be worked out and simplified with the use of the geodesic equations, resulting in $`\ddot{r}=(2r_{,u}f_{,u}+r_{,uu})\dot{u}^2+(2r_{,v}f_{,v}+r_{,vv})\dot{v}^22e^{2f}rr_{,u}r_{,v}\dot{\varphi }^2+2r_{,uv}\dot{u}\dot{v}.`$Comparing the last two equations along $`\gamma `$ (on which $`\theta =\pi /2`$), we see that the equation (13) becomes $$\ddot{x}+\left(\frac{L^2}{r^4}\frac{\ddot{r}}{r}\right)x=0.$$ (14) The existence of the angular momentum term plays a vital role as we will see in the following section. We treat the radial $`(L=0)`$ and non-radial $`(L0)`$ cases separately, dealing with the latter first. ## III Non-radial geodesics We may assume without loss of generality that $`L>0`$. Defining $`y=r^1x`$, the equation (14) may be written in the self adjoint form $$\frac{d}{dt}(r^2\frac{dy}{dt})+\frac{L^2}{r^2}y=0.$$ (15) We can obtain the asymptotic behaviour of $`x`$ in the limit as the singularity is approached as follows. First, we move the singularity out to infinite parameter value. The origin and temporal orientation of the affine parameter/proper time $`t`$ has been fixed so that the singularity at $`r=0`$ is approached as $`t0^{}`$. We define $`s=t^1`$, so that the singularity is approached as $`s+\mathrm{}`$. Defining $`R(s)=r(t)`$, where $`r(t)`$ means $`r(u,v)\|_{u=u(t),v=v(t)}`$, i.e. this indicates the dependence of $`r`$ on the parameter $`t`$ in the solution of the geodesic equations, equation (15) becomes $$(s^2R^2y^{})^{}+\frac{L^2}{s^2R^2}y=0,$$ (16) where the prime denotes differentiation with respect to $`s`$. Thus the equation is of the form $$(p(s)y^{})^{}q(s)y=0.$$ (17) We can use the Liouville-Green asymptotic formula to obtain the leading order behaviour of $`y`$ and hence $`x`$ as $`s\mathrm{}`$. We quote in full the following theorem which appears as Theorem 2.2.1 of . ###### Theorem 1 Let $`p`$ and $`q`$ be nowhere zero and have locally absolutely continuous first derivatives in an interval $`[a,\mathrm{})`$. Let $$\frac{(pq)^{}}{pq}=o\left\{(\frac{q}{p})^{1/2}\right\},(s\mathrm{})$$ (18) and let $$\left(p^{1/2}q^{3/2}(pq)^{}\right)^{}L(a,\mathrm{})$$ (19) Let $`\mathrm{Re}((\frac{q}{p}+w^2)^{1/2})`$ have one sign in $`[a,\mathrm{})`$ where $`w=(pq)^{}/(4pq)`$. Then (17) has solutions $`y_1,y_2`$ with asymptotic behaviour $$y_{1,2}(pq)^{1/4}\mathrm{exp}\left(\pm _a^s(\frac{q}{p}+w^2)^{1/2}𝑑\overline{s}\right),(s\mathrm{}).$$ (20) We now turn to the application of this theorem to the equation (15). We have here $`p=s^2R^2,q={\displaystyle \frac{L^2}{s^2R^2}}.`$Recall that we are working under the hypothesis that $`R(s)`$, satisfying the geodesic equation, approaching $`R=0`$ as $`s\mathrm{}`$. Thus there exists a real $`a`$ such that neither $`p`$ nor $`q`$ are zero in the interval $`[a,\mathrm{})`$. We have $`p^{}=2sR^2+2s^2R^{}=2t^1r^2+2\dot{r},`$ $`q^{}=2L^2(s^3R^2+s^2R^4R^{})=2L^2(t^3r^2+t^4r^4\dot{r}).`$The requirement that these functions be locally absolutely continuous on $`[a,\mathrm{})`$, i.e. that they be absolutely continuous on compact subsets of $`[a,\mathrm{})`$, is very weak. This would follow from local boundedness of $`p^{},q^{}`$ which itself will follow from the assumption of the existence of the geodesic on the interval, i.e. from the fact that $`\dot{r}`$ is defined and bounded away from the singularity. Also, $`pq=L^2,`$which is constant, and so conditions (18) and (19) are automatically satisfied. Note also that $`w=0`$. Thus the hypotheses of the theorem are satisfied and the conclusion (20) yields (on removing a constant unimodular factor) $`y_{1,2}L^{1/2}\mathrm{exp}\left(\pm i{\displaystyle _a^s}{\displaystyle \frac{L}{\overline{s}^2R^2(\overline{s})}}𝑑\overline{s}\right).`$Writing this in terms of the affine parameter/proper time $`t`$, we obtain for the two real independent solutions $`x_{1,2}`$ of (14) $`x_1(t)`$ $``$ $`L^{1/2}r(t)\mathrm{cos}\left({\displaystyle _ϵ^t}{\displaystyle \frac{L}{r^2(t^{})}}𝑑t^{}\right),`$ (21) $`x_2(t)`$ $``$ $`L^{1/2}r(t)\mathrm{sin}\left({\displaystyle _ϵ^t}{\displaystyle \frac{L}{r^2(t^{})}}𝑑t^{}\right).`$ (22) Now let $`J^a(t)=x(t)r^1\delta _\theta ^a`$ be a Jacobi field which vanishes at some arbitrary time $`t_1<0`$, i.e. $`x(t_1)=0`$. Since both of the independent solutions $`x_{1,2}`$ of (14) approach zero as $`t0^{}`$, we conclude that the particular linear combination which gives the present $`x(t)`$ will also approach zero in this limit. Thus we see that in every case, $`x(t)0`$ in the limit as the singularity is approached. This proves the following result, which we note is independent of any energy conditions. ###### Proposition 1 Let $`\gamma `$ be a non-radial causal geodesic in a spherically symmetric space-time $`(M,g)`$. If $`\gamma `$ runs into the centre $`r=0`$ in finite parameter time, either in the past or in the future, then $`\gamma `$ terminates in a deformationally strong curvature singularity. Thus any singularity, naked or covered, which is reached by a non-radial causal geodesic is deformationally strong. These geodesics have not been widely studied and deserve some attention. It would be of interest to know, for example, if those space-times which admit radial geodesics with past endpoints on a central singularity - i.e. which admit naked singularities - also admit non-radial geodesics with the same, or indeed if there are non-radial geodesics whose futures terminate at the past endpoints of the naked singularity geodesics. If such geodesics exist, then these singularities should be considered genuine; their existence has a destructive effect on certain observers in the space-time. We hope to address the question of the existence of such geodesics in future work. A useful starting point would be the invariant equation for the evolution of $`r`$ along the geodesic, i.e. equation (25) below. ## IV Radial geodesics In the radial case, the angular momentum term $`L`$ vanishes and (14) reads $$r\ddot{x}\ddot{r}x=0.$$ (23) The unique solution (modulo an irrelevant constant factor) of this equation satisfying $`x(t_1)=0`$ is $`x(t)=r(t){\displaystyle _{t_1}^t}{\displaystyle \frac{ds}{r^2(s)}}.`$ (24) Notice then that if the singularity is non-central, $`x(0^{})`$ is non-zero and finite. For a central singularity, we have the following . ###### Lemma 1 Let $`I={\displaystyle _{t_1}^0}{\displaystyle \frac{ds}{r^2(s)}}.`$(i) If the integral $`I`$ converges, then $`x0`$ as $`t0^{}`$. (ii) If $`I`$ diverges, then $`\underset{t0^{}}{lim}x(t)=\underset{t0^{}}{lim}{\displaystyle \frac{1}{\dot{r}}}(t).`$ This is a straight application of l’Hopital’s rule. From this and the comments above, we have the following useful corollaries. ###### Corollary 1 If a radial causal geodesic $`\gamma `$ terminates in a deformationally weak central singularity, then along $`\gamma `$, $`lim_{t0^{}}\dot{r}(t)`$ is non-zero and finite. ###### Corollary 2 Let the conditions of corollary 1 be satisfied. Then there exists $`c_0>0`$ such that $`r(t)c_0\|t\|\mathrm{as}t0^{}.`$ This yields a useful necessary condition for deformational weakness of the singularities under consideration. We use corollary 1 above and some established results on weakness of singularities to derive a new necessary condition for deformational weakness of central singularities reached by radial geodesics. This condition seems unlikely to be satisfied in many circumstances. We require the following preliminary basic results. ###### Lemma 2 Let $`\alpha C(0,b]`$ for some $`b>0`$. Suppose that $`{\displaystyle _0^r}\alpha (s)𝑑s`$converges for all $`r(0,ϵ)(b>ϵ>0)`$. Then $`lim_{r0}r\alpha (r)=0`$. Proof: Let $`r`$ be fixed and define $`\beta `$ on $`[0,r]`$ by $`\beta (x)={\displaystyle _x^r}\alpha (s)𝑑s.`$Then $`\beta C[0,r]C^1(0,r]`$. By Taylor’s theorem, for every $`x[0,r]`$, there is an $`r_1(x,r)`$ such that $`\beta (x)`$ $`=`$ $`\beta (r)+\beta ^{}(r_1)(xr)`$ $`=`$ $`(rx)\alpha (r_1).`$ In particular, $`H(r):={\displaystyle _0^r}\alpha (s)𝑑s=\beta (0)=r\alpha (r_{})`$for some $`r_{}(0,r)`$. By hypothesis, $`H(r)`$ exists and is finite for all sufficiently small $`r`$. Thus $`0`$ $`=`$ $`\underset{r0}{lim}\|H(r)\|`$ $`=`$ $`\underset{r0}{lim}\|r\alpha (r_{})\|`$ $``$ $`\underset{r0}{lim}\|r_{}\alpha (r_{})\|`$ $`=`$ $`\underset{r_{}0}{lim}\|r_{}\alpha (r_{})\|0.`$ Replacing $`r_{}`$ by $`r`$ in the last line gives the required result. ###### Lemma 3 Let $`r(t)`$ satisfy the differential equation $`\ddot{r}=\alpha (r)`$on $`(0,b]`$ where $`\alpha C(0,b]`$ for some $`b>0`$. Suppose that $`lim_{t0}r(t)=0`$ and that $`lim_{t0}\dot{r}`$ exists and is finite. Then $`lim_{r0}r\alpha (r)=0`$. Proof: For sufficiently small $`r`$ and for $`t>0`$, we may integrate the differential equation to obtain $`\dot{r}^2(t)=2{\displaystyle _{r_0}^r}\alpha (r^{})𝑑r^{}+\dot{r}^2(t_0),`$where $`r(t_0)=r_0b`$. Then by hypotheses, $`{\displaystyle _{r_0}^0}\alpha (s)𝑑s`$ $`=`$ $`\underset{r0}{lim}{\displaystyle _{r_0}^r}\alpha (r^{})𝑑r^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\underset{t0}{lim}(\dot{r}^2(t)\dot{r}^2(t_0))`$ exists and is finite. Now apply lemma 2 to obtain the result. Next, we recall a result of Clarke and Krolak (a direct consequence of their corollary 3 ). For this we note that if a singularity is deformationally weak, then it is Tipler-weak. Note that this result assumes the strong energy condition and Einstein’s equation (or equivalently, the time-like and null convergence conditions). ###### Lemma 4 If a causal geodesic $`\gamma `$ terminates in a deformationally weak singularity, then along $`\gamma `$, $`\underset{t0^{}}{lim}t^2R_{44}=0,`$where $`R_{44}:=R_{ab}k^ak^b`$. In order to use lemma 3, we note the following. We have $`\dot{r}=r_{,u}\dot{u}+r_{,v}\dot{v}`$. Differentiating again, using the geodesic equations (II) and grouping terms appropriately, we get the following form for $`\ddot{r}`$ (for generality, we include angular momentum in the following expression): $`r^1\ddot{r}`$ $`=`$ $`{\displaystyle \frac{1}{2}}R_{44}+ϵ({\displaystyle \frac{E}{r^3}}+2\mathrm{\Psi }_2{\displaystyle \frac{R}{12}})+L^2r^2({\displaystyle \frac{1}{r^2}}+3\mathrm{\Psi }_2).`$ (25) The right hand side is to be viewed as a function of the parameter $`t`$ (i.e. it is assumed that the geodesic equations are solved), which is smooth for $`0<\|t\|<\delta `$ for some $`\delta `$ and singular at $`t=0`$. (The degree of smoothness is not particularly significant; continuity is sufficient. However there is very little restriction in assuming a higher degree of differentiability for $`\|t\|>0`$; we are interested in singularities occurring at $`t=0`$.) In the present situation, corollary 2 applies and so we can use the inverse function theorem to write the right hand side of (25) as a function of $`r`$ which is continuous on $`(0,b]`$ for some positive $`b`$. Thus lemma 3 applies. Combining lemma 4 with corollaries 1 and 2, we obtain our main result. ###### Proposition 2 If a radial causal geodesic $`\gamma `$ terminates in a deformationally weak central singularity, then along $`\gamma `$ $`\underset{r0}{lim}r^2R_{44}=\underset{r0}{lim}r\ddot{r}=0.`$ The usefulness of the result comes from the fact that on the one hand we have two independent conditions which must be satisfied by weak central singularities, and on the other, the parameter $`t`$ does not appear explicitly in the relevant quantities. These features are emphasized by using (25) and the following equation for $`R_{44}`$: $`R_{44}`$ $`=`$ $`R_{uu}\dot{u}^2+R_{vv}\dot{v}^2+2ϵ({\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2{\displaystyle \frac{R}{6}})+4L^2r^2({\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2{\displaystyle \frac{R}{24}}).`$ (26) An immediate consequence of equations (26), (25) and proposition 2 is the following: ###### Corollary 3 If a radial causal geodesic $`\gamma `$ terminates in a deformationally weak central singularity, then along $`\gamma `$ $`\underset{r0}{lim}ϵr^2({\displaystyle \frac{E}{r^3}}+2\mathrm{\Psi }_2{\displaystyle \frac{R}{12}})=0.`$ (27) Notice that this result is vacuous for radial null geodesics; this is a consequence of the fact that these are principal null directions in spherical symmetry. On the other hand, we see that the strength of the singularity approached by a radial null geodesic is completely controlled by the behaviour of $`R_{44}`$ in the limit as the singularity is approached. Indeed we can give the following result. ###### Corollary 4 A radial null geodesic which reaches $`r=0`$ in finite parameter time terminates in a deformationally weak singularity if and only if there exists $`ϵ>0`$ such that $`rR_{44}`$ is integrable as a function of $`r`$ on $`[0,ϵ]`$. Proof: In the radial case, the volume element along the geodesic is a constant multiple of $`x^2`$, where $`x`$ satisfies (24). This follows from the fact that the second Jacobi field may be chosen to be $`y(t)r^1\mathrm{csc}\theta \delta _\varphi ^a`$, with $`y`$ also satisfying (24). See . Thus by Lemma 1, the singularity is deformationally weak if and only if $`\dot{r}`$ is finite in the limit as the singularity is approached. But using (25), we can write $`\dot{r}^2={\displaystyle _{r_0}^r}r^{}R_{44}(r^{})𝑑r^{}+\dot{r}^2(t_0),`$where $`r_0=r(t_0)`$. The result follows immediately from this integral. This result shows that the converse of Lemma 4 (with $`t`$ replaced by $`r`$) is true for radial null geodesics. This may be useful as this lemma has been used widely in studies of radial null geodesics emanating from central singularities; see e.g. . We now have the useful converse, that if the condition used to demonstrate deformational strength of the singularity fails, then the singularity is necessarily deformationally weak. In the following section, we analyze the conditions $`r^2R_{44}0`$ and $`r\ddot{r}0`$ subject to various assumptions. In several cases, we show how deformationally strong central singularities may be identified without having to integrate the geodesic equations. ## V Applications In this section, we assume the following situation obtains: there exists a radial time-like geodesic $`\gamma `$ which runs into $`r=0`$ in a finite amount of parameter time. Then the origin of the parameter $`t`$ along the geodesic may be translated so that $`r(0)=0`$. We set aside the issue of the existence of such geodesics. We assume that the dominant and strong energy conditions are satisfied by the energy-momentum tensor of the space-time and that Einstein’s equation holds. The dominant energy condition states that $`T_{}^{a}{}_{b}{}^{}l^b`$ is past-directed and causal for any future-directed time-like $`l^a`$. Then in particular $`T_{ab}l^al^b0`$ for all causal $`l^a`$. We choose units so that Einstein’s equation is $`G_{ab}=8\pi T_{ab}`$. Given this equation, the strong energy condition is equivalent to $`R_{ab}l^al^b0`$ for all causal $`l^a`$. In particular, the dominant energy condition yields the following inequalities: $`R_{uu}0,R_{vv}`$ $``$ $`0,`$ (28) $`z^2:={\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2+{\displaystyle \frac{R}{12}}`$ $``$ $`0.`$ (29) The approach we take here is to derive general results about the strength of the singularity without integrating either field equations or geodesic equations. We will try to derive general results based on certain geometric assumptions, and otherwise, restrict to particular matter models. In this case, we will focus on two important and widely studied cases; a scalar field in a source free electric field, and a perfect fluid. In the former case, the Ricci tensor is given by $`R_{ab}=2_a\varphi _b\varphi +{\displaystyle \frac{Q^2}{r^4}}E_{ab},`$ (30) where $`\varphi `$ is the scalar field, $`Q`$ is the constant electric charge, $`E_{ab}=g_{ab}+2r^2s_{ab}`$ and $`s_{ab}`$ is the standard metric on the unit 2-sphere. We have $`R=2g^{ab}_a\varphi _b\varphi `$ and $`{\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2+{\displaystyle \frac{R}{12}}`$ $`=`$ $`{\displaystyle \frac{Q^2}{2r^4}}.`$ (31) We note that the dominant and strong energy conditions are automatically satisfied by this matter distribution. THe neutral case can be studied by setting $`Q=0`$. Burko has shown that under the assumption of spatial homogeneity, the central singularity in this model is deformationally strong. For a perfect fluid with flow vector $`u^a`$, energy density $`\rho `$ and pressure $`p`$, we have $`(8\pi )^1R_{ab}`$ $`=`$ $`(\rho +p)u_au_b+{\displaystyle \frac{1}{2}}(\rho p)g_{ab},`$ (32) $`R`$ $`=`$ $`8\pi (\rho 3p),`$ (33) $`{\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2`$ $`=`$ $`{\displaystyle \frac{4\pi \rho }{3}}.`$ (34) The dominant energy condition requires $`\rho +p0`$, $`\rho p0`$. We now proceed to investigate the consequences of proposition 2 and corollary 3 under the following cases. Unless otherwise stated, we make no assumptions about the matter distribution, other than that the dominant and strong energy conditions are satisfied. Throughout the remainder of this section, asymptotic relations, limiting values etc. refer to the limit as $`r0`$ along a geodesic which terminates in a deformationally weak singularity. For radial time-like geodesics, $`L=0,ϵ=1`$ and so the conclusion of corollary 3 is that, along a radial geodesic terminating in a deformationally weak central singularity, $`r^2({\displaystyle \frac{E}{r^3}}+2\mathrm{\Psi }_2{\displaystyle \frac{R}{12}})`$ $``$ $`0.`$ (35) For convenience, we give $`R_{44}`$ $`=`$ $`R_{uu}\dot{u}^2+R_{vv}\dot{v}^2+2({\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2{\displaystyle \frac{R}{6}}),`$ $`r^1\ddot{r}`$ $`=`$ $`{\displaystyle \frac{1}{2}}R_{44}+({\displaystyle \frac{E}{r^3}}+2\mathrm{\Psi }_2{\displaystyle \frac{R}{12}}).`$ It is difficult to make any general statements without making further assumptions. However (35) may prove to be a useful condition to use to check the strength of certain singularities. We can make some progress in the case where $`{\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2{\displaystyle \frac{R}{6}}0.`$ (36) Then in addition to (35), we must have $`r^2({\displaystyle \frac{E}{r^3}}+\mathrm{\Psi }_2{\displaystyle \frac{R}{6}})0.`$We can write these as (any two of) $`r^2(z^2{\displaystyle \frac{R}{4}})0,r^2(z^2{\displaystyle \frac{E}{r^3}})0,r^2(z^2+3\mathrm{\Psi }_2)0.`$ If any one of $`E0`$ or $`R0`$ or $`\mathrm{\Psi }_20`$ holds, then these give $`r^2\mathrm{\Psi }_2,{\displaystyle \frac{E}{r}},r^2R0`$as conditions which must hold at a weak singularity. Notice then that the singularity must be untrapped ($`12E/r1>0`$ as the singularity is approached). That is: ###### Corollary 5 If a radial time-like geodesic $`\gamma `$ terminates in a deformationally weak central singularity and if the inequality (36) and at least one of the inequalities $`E0,R0,\mathrm{\Psi }_20`$hold in the limit as the singularity is approached, then the singularity is untrapped. It is worthwhile investigating the consequences of (36) for the two matter models mentioned above. For a scalar field in an electric field, this is equivalent to $`{\displaystyle \frac{Q^2}{r^4}}g^{ab}_a\varphi _b\varphi ,`$which may be described as the case where the electric field dominates the scalar field. Then we conclude that $`g^{ab}_a\varphi _b\varphi `$ $`=`$ $`{\displaystyle \frac{Q^2}{r^4}}+o(r^2),`$ $`{\displaystyle \frac{E}{r}}`$ $`=`$ $`{\displaystyle \frac{Q^2}{2r^2}}+o(1),`$ $`\mathrm{\Psi }_2`$ $`=`$ $`{\displaystyle \frac{Q^2}{6r^4}}+o(r^2).`$ Notice that the singularity must be naked. This should be considered in conjunction with the result of , where evidence is presented that in this case, the singularity must be time-like but that the evolution tends to avoid this situation (i.e. the scalar field dominates). For the case of a neutral scalar field $`(Q=0)`$, (36) becomes $`g^{ab}_a\varphi _b\varphi 0.`$Setting $`Q=0`$ in the previous trio of equations, we see that in this case the singularity is untrapped. For a perfect fluid (36) reads $`p0,`$and for a deformationally weak central singularity subject to this condition, we conclude that $`r^2p0,2\pi \rho ={\displaystyle \frac{E}{r^3}}+o(r^2).`$ (37) Ori and Piran considered self-similar collapse of a perfect fluid with a barotropic equation of state (which must necessarily be of the form $`p=\gamma \rho `$, $`\gamma `$ constant). Every such space-time includes a central singularity at $`r=0,t=0`$ where $`t`$ is an orthogonal time coordinate, fixed by demanding that it measures proper time of an observer at the regular centre. This point is referred to as the origin. It is found that $`r^2\rho =D(x)`$ where $`x=r/t`$ is the similarity variable. Thus by (37) (which applies if $`0k<1/3`$), a radial time-like geodesic running into the origin terminates in a deformationally strong singularity provided $`limD(x)0`$ along the geodesic. The existence of such geodesics is readily demonstrated using the results of . The corresponding result for outgoing radial null geodesics was proven by Ori and Piran; this includes the interesting case of future-pointing outgoing radial null geodesics originating at the singularity i.e. the case of a naked singularity. The present result shows that these singularities will destroy an observer impinging upon them. Deformationally strong spacelike singularities have also been detected in the gravitational collapse of a perfect fluid (with and without an electric field) under the assumption of spatial quasi-homogeneity . Recall from above that the present case (36) includes dust. The analysis which follows gives a non-trivial example of the demonstration of the deformational strength of a singularity which does not rely on solving the geodesic equations. Thus we investigate the latter condition in (37), i.e. $`r^2(2\pi \rho {\displaystyle \frac{E}{r^3}})0.`$ For the case of marginally bound dust, we have $`4\pi \rho ={\displaystyle \frac{E^{}}{r^2r^{}}},`$where the prime denotes differentiation with respect to a spatial coordinate $`x`$ which labels points in the slices orthogonal to the fluid flow. The Einstein equations in this case yield $`E=E(x)`$ and $`r^3(x,\tau )={\displaystyle \frac{9}{2}}E(\tau _0(x)\tau )^2,`$where the fluid flow vector is $`u_a=_a\tau `$. See for details. There is freedom in the choice of the coordinate $`x`$ which allows $`xX(x)`$. This may be utilised by taking $`r=x`$ on the initial slice $`\tau =0`$. This choice has the advantage of specifying $`\tau _0(x)`$: $`\tau _0(x)=3\sqrt{{\displaystyle \frac{2}{E}}}x^{3/2}.`$The central singularity in this model appears at $`\tau =\tau _0(x)`$; that singularity for which we also have $`x=0`$ is of interest for studies of cosmic censorship. Jhingan and Joshi argue that the appropriate form for $`E`$ is $`E(x)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}E_nx^{n+3},`$where the $`E_n`$ are constants. ($`E`$ is not required to be analytic and this is not supposed to be implied by the form above. In what follows, all we require is that $`EE_0x^3,x0`$ and that this relation is differentiable at $`x=0`$. This form for $`E`$ is the most general that ensures a finite, non-singular initial state for the matter.) With this assumption, a straightforward calculation gives $`r^2(4\pi \rho e{\displaystyle \frac{E}{r^3}})={\displaystyle \frac{EE^{}(\tau _0\tau )4\tau _0^{}E^2}{E^{}r(\tau _0\tau )+2\tau _0^{}Er}}.`$This quantity definitely diverges at a central singularity $`r=(\tau _0\tau )=0,x0`$; such a singularity must be deformationally strong. In the case $`r=(\tau _0\tau )=x=0`$, we have $`r^2(4\pi \rho 2{\displaystyle \frac{E}{r^3}}){\displaystyle \frac{3E_0x^2+\frac{4}{3\sqrt{2}}E_0^{7/2}E_1^1}{3^{5/3}2^{1/3}E_0^{1/3}(\tau _0\tau )^{5/3}2^{1/6}3^{1/3}E_0^{17/6}E_1^1x(\tau _0\tau )^{2/3}}}.`$Again, this quantity (generically) diverges, giving a strong curvature singularity. We emphasise that it was not necessary to integrate the geodesic equations in order to reach this conclusion. ## VI Conclusions We have exploited the symmetry properties of causal geodesics in spherically symmetric space-times to study the effect of a central singularity on an observer who impinges upon it. We have been able to demonstrate the destructive effect (deformational strength) of the singularity in several cases, and have given very finely tuned conditions which must hold in order that this destruction need not occur. In particular, any non-radial geodesic approaching a central singularity must terminate in a deformationally strong central singularity. This may be understood as follows. The focussing term $`R_{44}`$ will include the term $`R_{\varphi \varphi }\dot{\varphi }^2`$, which by the conservation of angular momentum equals $`L^2R_{\varphi \varphi }r^4`$. This introduces strong curvature along the geodesic which contributes to the destructive effect. Of course this does not include the vacuum case, and so we conclude that the angular momentum must also cause a significant amount of shear to develop along the geodesic which, via the Raychaudhuri equation, contributes to the strong focussing effect. The main advantage of our approach was that it did not require the integration of the geodesic equations; it was possible to predict the deformational strength (or weakness) of certain singularities by calculating the Riemann tensor rather than its tetrad components . Of course one needs to address the issue of the existence of geodesics which run into the singularity (i.e. the question of the existence of the singularity) in the situations studied above. However this can often be done without having to obtain the detailed and subtle information required to apply the results of (see, for example, for a thorough application of these results to the null weak Cauchy horizon singularity in spherical black holes). For example, if $`z^2=0`$ is satisfied along a causal geodesic - as is the case for a neutral scalar field - then (25) reads $`r\ddot{r}={\displaystyle \frac{r^2}{2}}(R_{uu}\dot{u}^2+R_{vv}\dot{v}^2)ϵ{\displaystyle \frac{E}{r}}+{\displaystyle \frac{L^2}{r^2}}(13{\displaystyle \frac{E}{r}}).`$In a trapped region, $`E/r<1/2`$, and so $`\ddot{r}<0`$. Assuming the absence of singularities away from $`r=0`$, this is sufficient to ensure that the geodesic runs into the centre. If $`L0`$, this will be a deformationally strong singularity. The analysis here was made possible by the assumption of spherical symmetry. One would expect similar results in space-times with hyperbolic and plane symmetry. It may also be possible to extend the applicability of the idea of determining the nature of singularities from simple geometric quantities to more general situations, e.g. axially symmetric space-times or homogeneous cosmologies. We note that in this vein, significant progress has been made recently on the issue of the connection between a well-behaved metric and weak singularities . ## Acknowledgements I am grateful to Amos Ori for helpful discussions and to the referee of the original version of this paper for useful comments.
warning/0001/cond-mat0001251.html	ar5iv	text	# Monte Carlo computation of correlation times of independent relaxation modes at criticality ## I introduction Critical-point behavior is a manifestation of power-law divergences of the correlation length and the correlation time. The power laws that describe the divergence of the correlation length on approach of the critical point are expressed by means of critical exponents that are dependent on the direction of this approach, which may, e.g., be ordering-field-like or temperature-like. The exponents describing the singularities in thermodynamic quantities can be expressed in terms of the same exponents. In addition to the exponents defining these power laws, another critical exponent, viz. the dynamic exponent $`z`$, is required for the singularities in the dynamics. This exponent $`z`$ is defined by the relationship that holds between the correlation length $`\xi `$ and the correlation time $`\tau `$, namely $`\tau \xi ^z`$. One of the directions along which one can approach the critical singularity is the finite-size direction, i.e., one increases the system size $`L`$ while keeping the independent thermodynamic variables at their infinite-system critical values. In this case, $`\xi L`$ so that $`\tau L^z`$. This relation has been used extensively to obtain the dynamic exponent $`z`$ from finite-size calculations. In this paper we deal with universality of dynamic critical-point behavior. One would not expect systems in different static universality classes to have the same dynamic exponents, and even within the same static universality class, different dynamics may have different exponents. For instance, in the case of the Ising model, Kawasaki dynamics which satisfies a local conservation law has a larger value of $`z`$ than Glauber dynamics, in which such a conservation law is absent. Also the introduction of nonlocal spin updates, as realized e.g. in cluster algorithms, is known to lead to a different dynamic universal behavior. Conservation laws and nonlocal updates tend to have a large effect on the numerical value of the dynamic exponents, but until fairly recently, numerical resolution of the expected differences of dynamic exponents of systems in different static universality classes for dynamics with local updates has been elusive. This is caused by the difficulty of obtaining the required accuracy in estimates of the dynamic critical exponent. Under these circumstances it is evident that only a limited progress has been made with respect to the interesting questions regarding dynamic universality classes. In this paper we present a detailed exposition of a method of computing dynamic exponents with high accuracy. We consider single spin-flip Glauber dynamics. This is defined by a Markov matrix, and computation of the correlation time is viewed here as an eigenvalue problem, since correlation times can be obtained from the subdominant eigenvalues of the Markov matrix. If a thermodynamic system is perturbed out of equilibrium, different thermodynamic quantities relax back at a different rates. More generally, there are infinitely many independent relaxation modes for a system in the thermodynamic limit. Let us label the models within a given universality class by means of $`\kappa `$, and denote by $`\tau _{Li\kappa }`$ the autocorrelation time of relaxation mode $`i`$ of a system of linear dimension $`L`$. In this paper we present strong numerical evidence that, as indeed renormalization group theory suggests, at criticality the relaxation times have the following factorization property $$\tau _{Li\kappa }m_\kappa A_iL^z,$$ (1) where $`m_\kappa `$ is a non-universal metric factor, which differs for different representatives of the same universality class as indicated; $`A_i`$ is a universal amplitude which depends on the mode $`i`$; and $`z`$ is the universal dynamical exponent introduced above. While the relaxation time of the slowest relaxation mode is obtained from the second-largest eigenvalue of the Markov matrix, lower-lying eigenvalues yield the relaxation times of faster modes. To compute these we construct, employing a Monte Carlo method, variational approximants for several eigenvectors. These approximants are called optimized trial vectors. The corresponding eigenvalues can then be estimated by evaluating with Monte Carlo techniques the overlap of these trial vectors and the corresponding matrix elements of the Markov matrix in the truncated basis spanned by these optimized trial vectors. It should be noted that both the optimization scheme and the evaluation of these matrix elements critically depend on the fact that the Markov matrix is sparse. That is, the number of configurations accessible from any given configuration is equal to the number of sites only, rather than the number of possible spin configurations. Given such fixed trial vectors, this approach has the advantage of simplicity and high statistical accuracy, but the disadvantage is that results are subject to systematic, variational errors, which only vanish in the ideal limit where the variational vectors become exact eigenvectors, or span an invariant subspace of the Markov matrix. Since the condition is rarely satisfied in cases of practical interest, a projection Monte Carlo method is then used, to reduce the systematic error, but this is at the expense of an increase of the statistical errors. The methods we use in this paper is a combination and generalization of the work of Umrigar et al., and that of Ceperley and Bernu. To summarize, the Monte Carlo method discussed here consists of two phases. In the first phase, trial vectors are optimized. The ultimate, yet unattainable goal of this phase is to construct exact eigenvectors. In this phase of the computation, very small Monte Carlo samples are used, consisting typically of no more than a few thousand spin configurations. In the second phase, one performs a standard Monte Carlo computation in which one reduces statistical errors by increasing the length of the computation rather than the quality of the variational approximation. The computed correlation times, derived from the partial solution of the eigenvalue problem as sketched above, are used in a finite-size analysis to compute the dynamic critical exponent $`z`$. We verify its universality for several models in the static universality class of the two-dimensional Ising model. We also address another manifestation of dynamic universality. As was mentioned, in addition to the usual static critical exponents, there is only one new exponent that governs the leading singularities of critical dynamics, viz.., $`z`$. Similarly, one would expect that, within the context of Glauber dynamics, the description of time-dependent critical-point amplitudes requires only a single non-universal metric factor to determine the time-scale of each different model within a given universality class. Our results corroborate this idea, which is the immediate generalization to critical dynamics of work on static critical phenomena by Privman and Fisher. In this paper we apply the techniques outlined above to three different two-dimensional Ising models subject to Glauber-like spin dynamics. These models are defined on a simple quadratic lattice of size $`L\times L`$ with periodic boundary conditions. The Hamiltonian $``$, defined on a general spin configuration $`S=(s_1,s_2,\mathrm{})`$, is given by $$\frac{(S)}{kT}=K\underset{ij}{}s_is_jK^{}\underset{[kl]}{}s_ks_l,$$ (2) where the first summation is on all nearest-neighbor pairs of sites of the square $`L\times L`$ lattice; the second summation is on all next-nearest-neighbor pairs; the Ising variables $`s_i,\mathrm{},s_l`$ assume values $`\pm 1`$. Periodic boundaries are used throughout. In particular, we focus on models described by three ratios $`\beta =K^{}/K`$, namely $`\beta =1/4`$, 0 (nearest-neighbor model) and 1 (equivalent-neighbor model). The non-planar models for $`\beta 0`$ are not exactly solvable and their critical points are known only approximately. Yet, it was demonstrated to a high degree of numerical accuracy that that they belong to the static Ising universality class. For the nearest neighbor model the critical coupling is $`K=\frac{1}{2}\mathrm{ln}(1+\sqrt{2})`$, for the other two models estimates of the critical points are $`K=0.1901926807(2)`$ for $`\beta =1`$ and $`K=0.6972207(2)`$ for $`\beta =1/4`$. We use the dynamics of the heat-bath algorithm with random site selection. The single-spin-flip dynamics is determined by the Markov matrix $`P`$ defined as follows. The element $`P(S^{},S)`$ is the transition probability of going from configuration $`S`$ to $`S^{}`$. If $`S`$ and $`S^{}`$ differ by more than one spin, $`P(S^{},S)=0`$. If both configurations differ by precisely one spin, $$P(S^{},S)=\frac{1}{2L^2}\left\{1\mathrm{tanh}\left[\frac{(S^{})(S)}{2kT}\right]\right\},$$ (3) where $`L^2`$ is the total number of spins. The diagonal elements $`P(S,S)`$ follow from the conservation of probability $$\underset{S^{}}{}P(S^{},S)=1,$$ (4) where $`S^{}`$ runs over all possible $`2^{L^2}`$ spin configurations. We denote the probability of finding spin configuration $`S`$ at time $`t`$ by $`\rho _t(S)`$. By design, the stationary state of the Markov process is the equilibrium distribution $$\rho _{\mathrm{}}(S)=\frac{\mathrm{exp}[(S)/kT]}{Z}\frac{\psi _\mathrm{B}(S)^2}{Z},$$ (5) where the normalization factor $`Z`$ is the partition function. The dynamical process defined by Eq. (3) is constructed so as to satisfy detailed balance, which is equivalent to the statement that the matrix $`\widehat{P}`$ with elements $$\widehat{P}(S^{},S)\frac{1}{\psi _\mathrm{B}(S^{})}P(S^{},S)\psi _\mathrm{B}(S)$$ (6) is symmetric. Therefore the eigenvalues of $`P`$ are real. The Markov matrix determines the time evolution of $`\rho _t(S)`$, i.e., $$\rho _{t+1}(S)=\underset{S^{}}{}P(S,S^{})\rho _t(S^{}).$$ (7) The simultaneous probability distribution $`\rho _{t^{},t^{}+t}(S,S^{})`$ that the system is in state $`S`$ at time $`t^{}`$ and in state $`S^{}`$ at time $`t^{}+t`$ is $$\rho _{t^{},t^{}+t}(S,S^{})=P^t(S^{},S)\rho _t^{}(S),$$ (8) where $`P^t(S^{},S)`$ denotes the $`(S^{},S)`$ element of the $`t`$-th power of the matrix $`P`$. For sufficiently large times $`t^{}`$, one may take $`\rho _t^{}(S)=\rho _{\mathrm{}}(S)`$ so that the autocorrelation function $`C_A(t)`$ of an observable $`A`$, the average with respect to time $`t^{}`$ of $`A(t^{})A(t+t^{})`$, can equivalently be written as the ensemble average $`A(t^{})A(t^{}+t)`$ for large $`t^{}`$. Thus $$C_A(t)=\underset{t^{}\mathrm{}}{lim}\underset{S}{}\underset{S^{}}{}A(S)A(S^{})\rho _{t^{},t^{}+t}(S,S^{})$$ (9) where $`A(S)`$ denotes the value of $`A`$ in a spin configuration $`S`$. After substitution of Eq. (9) and expansion of $`A(S)\rho _t^{}(S)`$ in right-hand eigenvectors of the Markov matrix, it follows at once that the time-dependent correlation functions of a system of size $`L`$ have the following form $$C_A(t)=\underset{i}{}c_i\text{sgn}\lambda _{Li}^t\mathrm{exp}[\frac{t}{L^2\tau _{Li}}],$$ (10) where the dependence on the specific model $`\kappa `$ has been suppressed in denoting by $`\tau _{Li}`$ the relaxation times of the independent modes of the equilibration process. The $`\tau _{Li}`$ are determined by the eigenvalues of the Markov matrix. We denote these eigenvalues $`\lambda _{Li}`$ $`(i=0,1,2,\mathrm{},2^{L^2}1)`$, and order them so that $`1=\lambda _{L0}>\|\lambda _{L1}\|\|\lambda _{L2}\|\mathrm{}`$. Note that conservation of probability implies that $`\lambda _{L0}=1`$; by construction, the corresponding right-hand eigenvector is the Boltzmann distribution. The relaxation times are given by $$\tau _{Li}=\frac{1}{L^2\mathrm{ln}\|\lambda _{Li}\|}\text{ }(i=1,2,\mathrm{})$$ (11) The factor $`L^2`$ is inserted because, as usual, time is measured units of one flip per spin, which corresponds to $`L^2`$ iterations of the process described by Eq. (7). Note that the stochastic matrix $`P`$ has the same symmetry properties as the Hamiltonian and the Boltzmann distribution. In addition to spin inversion, these symmetries include translations, reflections and rotations of the $`L\times L`$ lattice. It follows that each eigenvector of $`P`$, as well as its associated relaxation mode, has distinct symmetry properties that can be characterized by a set of “quantum numbers.” For instance, the eigenvector associated with the second-largest eigenvalue is antisymmetric under spin inversion, and invariant under translations, reflections and rotations. It describes the relaxation of the total magnetization; this process, with relaxation time $`\tau _{L1}`$, is thus the slowest relaxation mode contained in the stochastic matrix. In this work, we restrict ourselves to relaxation modes that are invariant under geometric symmetries of the spin lattice. However, in addition to eigenvectors that are symmetric under spin inversion, we include antisymmetric ones, so as to obtain the longest relaxation time. As a consequence of this restriction to geometric invariance, spatially non-homogeneous relaxation processes fall outside the scope of this work. By design, the stationary state of the Markov process is the equilibrium state $$\rho _{\mathrm{}}(S)=\frac{\mathrm{exp}[(S)/kT]}{Z}\frac{\psi _\mathrm{B}(S)^2}{Z},$$ (12) where the normalization factor $`Z`$ is the partition function. The dynamical process defined by Eq. (3) is constructed so as to satisfy detailed balance, which is equivalent to the statement that the matrix $`\widehat{P}`$ with elements $$\widehat{P}(S^{},S)\frac{1}{\psi _\mathrm{B}(S^{})}P(S^{},S)\psi _\mathrm{B}(S)$$ (13) is symmetric. The layout of the rest of this paper is as follows. In Section II we discuss the general principles of the method used in this paper. The expressions in this section feature exhaustive summation over all spin configurations, which renders them useless for practical computations. The Monte Carlo summation methods employed instead are discussed in Section III. Trial vectors, a vital ingredient of the method, are discussed in Section IV, and numerical results are discussed in Section V. Finally, Section VI contains a discussion of issues that remain to be addressed by future work. ## II EXACT SUMMATION ### A Variational approximation #### 1 A single eigenvector In this section we discuss trial vector optimization, which is used to reduce the statistical errors in the Monte Carlo computation of eigenvalues of the Markov matrix. First, we review the case of a single eigenvalue, and then we generalize to optimization of multiple trial vectors. In this section, we discuss the exact expressions involving summation over all possible spin configurations. In cases of practical interest, these expressions cannot be evaluated as written; for their approximate evaluation one uses the Monte Carlo methods discussed in Section III. A powerful method of optimizing a single, many-parameter trial vector, say $`\|\psi _\mathrm{T}`$, is minimization of the variance of the configurational eigenvalue, which in the context of quantum Monte Carlo is called the local energy. That is, define $`\psi _\mathrm{T}(S)=S\|\psi _\mathrm{T}`$ for an arbitrary configuration $`S`$. We wish to satisfy the eigenvalue equation $$\psi _\mathrm{T}^{}(S)=\lambda \psi _\mathrm{T}(S),$$ (14) where the prime indicates matrix multiplication by $`\widehat{P}`$, i.e., $`f^{}(S)_S^{}\widehat{P}(S,S^{})f(S^{})`$ for any function $`f`$ defined on the spin configurations. Even if $`\psi _\mathrm{T}`$ is not an eigenvector, one can define the configurational eigenvalue by $$\lambda _\mathrm{c}(S)=\{\begin{array}{c}\frac{\psi _\mathrm{T}^{}\left(S\right)}{\psi _\mathrm{T}\left(S\right)},\text{ if }\psi _\mathrm{T}(S)0\hfill \\ 0,\text{ otherwise.}\hfill \end{array}$$ (15) If $`\psi _\mathrm{T}`$ is not an eigenvector, Eq. (14) gives an overdetermined set of equations for $`\lambda `$, for a given $`\psi _\mathrm{T}`$ and a sufficiently big set of configurations $`S`$. One can obtain a least-squares estimate of the eigenvalue $`\lambda `$ by minimizing the squared residual of Eq. (14). This yields the usual variational estimate $$\lambda (p)=\frac{\psi _\mathrm{T}\|\widehat{P}\|\psi _\mathrm{T}}{\psi _\mathrm{T}\|\psi _\mathrm{T}}=\frac{\underset{S}{}\psi _\mathrm{T}^{}(S)\psi _\mathrm{T}(S)}{_S\psi _\mathrm{T}(S)^2}=\frac{\underset{S}{}\lambda _\mathrm{c}(S)\psi _\mathrm{T}(S)^2}{_S\psi _\mathrm{T}(S)^2},$$ (16) which is the average of the configurational eigenvalue $`\lambda _\mathrm{c}`$. The standard Rayleigh-Ritz variational method, which can be used for the largest eigenvalue consists in maximization of $`\overline{\lambda }(p)`$ with respect to the parameters $`p`$. However, one can formulate a different optimization criterion as follows. The gradient of $`\overline{\lambda }(p)`$ with respect to $`\psi _\mathrm{T}(S)`$ is $$\frac{\overline{\lambda }(p)}{\psi _\mathrm{T}(S)}=2\frac{\psi _\mathrm{T}^{}(S)\overline{\lambda }(p)\psi _\mathrm{T}(S)}{_S^{}\psi _\mathrm{T}(S^{})^2}.$$ (17) Clearly, this gradient vanishes for any eigenvector and this suggests as an alternative optimization criterion minimization of the magnitude of the gradient of a normalized trial vector $`\psi _\mathrm{T}`$. With respect to Eq. (14), this corresponds to minimization of the normalized squared residual $$\chi ^2(p)=\frac{\underset{S}{}[\psi _\mathrm{T}^{}(S)\overline{\lambda }(p)\psi _\mathrm{T}(S)]^2}{_S\psi _\mathrm{T}(S)^2}=\frac{\underset{S}{}[\lambda _\mathrm{c}(S)\overline{\lambda }(p)]^2\psi _\mathrm{T}(S)^2}{_S\psi _\mathrm{T}(S)^2}=\frac{\psi _\mathrm{T}\|(\widehat{P}\overline{\lambda })^2\|\psi _\mathrm{T}}{\psi _\mathrm{T}\|\psi _\mathrm{T}}.$$ (18) which equals the variance of the configurational eigenvalue, as shown. ### B Multiple eigenvectors Minimization of $`\chi ^2(p)`$ is a valid criterion for any eigenvector, but if this is used without the equivalent of an orthogonalization procedure, one would in practice simply keep reproducing an approximation to the same eigenvector, the dominant one most of the time. Since orthogonalization is not easily implemented with Monte Carlo methods, we utilize straightforward generalizations of Eqs. (14) and (16) to deal with more than one eigenvalue and eigenvector. Eq. (18) is a little problematic in this respect, as will become clear. Suppose we start from a set of $`n`$ trial vectors $`\psi _{\mathrm{T}i}`$, $`(i=0,1,\mathrm{},n1)`$. We can then write Eq. (14) in matrix form $$\psi _{\mathrm{T}i}^{}(S)=\underset{j=0}{\overset{n1}{}}\widehat{\mathrm{\Lambda }}_{ij}\psi _{\mathrm{T}j}(S).$$ (19) As before, the prime on the left-hand side indicates matrix multiplication by $`\widehat{P}`$, and again Eq. (19) for all $`i`$ and $`S`$ form an overdetermined set of equations for the matrix $`\widehat{\mathrm{\Lambda }}_{ij}`$. These equations have no solution, unless the $`n`$ basis vectors $`\psi _{\mathrm{T}i}`$ span an invariant subspace of the matrix $`\widehat{P}`$, which in non-trivial applications of course is never the case. Again, however, one can solve for the matrix elements $`\widehat{\mathrm{\Lambda }}_{ij}`$ in a least-squares sense. This yields $$\widehat{\mathrm{\Lambda }}=\widehat{𝒫}\widehat{N}^1,$$ (20) where $$\widehat{N}_{ij}=\underset{S}{}\psi _{\mathrm{T}i}(S)\psi _{\mathrm{T}j}(S)=\psi _{\mathrm{T}i}\|\psi _{\mathrm{T}j},$$ (21) and $$\widehat{𝒫}_{ij}=\underset{S}{}\psi _{\mathrm{T}i}^{}(S)\psi _{\mathrm{T}j}(S)=\psi _{\mathrm{T}i}\|\widehat{P}\|\psi _{\mathrm{T}j}.$$ (22) Note that although these matrix elements depend on the normalization of the $`\|\psi _{\mathrm{T}i}`$, the matrix $`\widehat{\mathrm{\Lambda }}`$ is invariant under an overall change of normalization. By diagonalization of the $`n\times n`$ matrix $`\widehat{\mathrm{\Lambda }}`$ one obtains an approximate, partial eigensystem of the Markov matrix. More specifically, suppose that $$\widehat{\mathrm{\Lambda }}=D^1\text{diag}(\stackrel{~}{\lambda }_0,\mathrm{},\stackrel{~}{\lambda }_{n1})D.$$ (23) The eigenvalues $`\stackrel{~}{\lambda }_0>\stackrel{~}{\lambda }_1\mathrm{}\stackrel{~}{\lambda }_{n1}`$ of $`\widehat{\mathrm{\Lambda }}`$ are variational lower bounds for the exact eigenvalues of the Markov matrix $`P`$, in the sense that $`\stackrel{~}{\lambda }_i\lambda _i`$, if the exact eigenvalues are numbered such that $`\stackrel{~}{\lambda }_0>\stackrel{~}{\lambda }_1\mathrm{}`$, in contrast with the convention used in the discussion following Eq. (10). This property is a consequence of the interlacing property of the eigenvalues of symmetric matrices and their submatrices, also known as the separation theorem. Note that in denoting the eigenvalues we omit the index $`L`$ indicating system size, where this is not confusing. The approximate eigenvectors $`\stackrel{~}{\psi }_i`$ are given by $$\stackrel{~}{\psi }_i=\underset{j=0}{\overset{n1}{}}D_{ij}\psi _{\mathrm{T}j},$$ (24) which can be verified as follows: multiply Eq. (19) through by $`D_{ki}`$, and sum on $`i`$ to verify that $`\stackrel{~}{\psi }_k^{}`$ proportional to $`\stackrel{~}{\psi }_k`$. The expressions derived above are usually derived by starting from the linear combinations given in this last equation. The $`D_{ij}`$ then are treated as variational parameters, and are determined by requiring stationarity of the Rayleigh quotient. This yields the following equation for the $`D_{ij}`$ $$\underset{j}{}D_{ij}\widehat{P}_{jk}=\stackrel{~}{\lambda }_i\underset{j}{}D_{ij}\widehat{N}_{jk},$$ (25) a generalized eigenvalue problem equivalent to the eigenvalue problem defined by $`\widehat{\mathrm{\Lambda }}`$ defined in Eq. (20). Next we discuss the generalization to more than one trial vector of minimization of the variance as given by Eq. (18). In this context it is important to keep in mind that the variational approximation is invariant under replacement of the basis vectors by a non-singular linear superposition. This yields a similarity transformation of $`\widehat{\mathrm{\Lambda }}`$, and leaves invariant the approximate eigenvalues and eigenvectors. Of course, one would like to have an optimization criterion that shares this invariance. The squared residual of Eq. (19) fails in this respect. This sum is not even invariant under a simple rescaling of the basis functions $`\psi _{\mathrm{T}i}`$, and there is no obvious normalization comparable to the one used in Eq. (18). One way to perform the optimization in an invariant way is for each choice of the optimization parameters to compute linear combinations $`_jV_{ij}\|\psi _{\mathrm{T}j}`$, where $`V`$ is the $`n\times n`$ matrix, such that $`V\widehat{\mathrm{\Lambda }}V^1`$ is diagonal. Each of these linear combinations defines a $`\chi ^2`$ via Eq. (18), and the parameters in the basis functions can then be optimized by minimization of these $`n`$ sums of squares. One may define a convex sum of these $`\chi _i^2`$ and optimize all parameters for all basis functions simultaneously with respect to this combined object function, or, as we did in our computations, one can perform the optimization iteratively one vector at a time for eigenvalues with increasing distance from the top of the spectrum. Another approach that also yields invariant results is to perform the optimization by dividing the set of configurations into several subsets, and computing a matrix $`\widehat{\mathrm{\Lambda }}`$ for each subset. One can then minimize the variance of the eigenvalues over these subsets. This is the procedure we followed to produce the results reported in this paper. We have not investigated which of the two procedures described above is superior. Both do have a problem in common, namely that for a wide class of variational basis vectors, they give rise to a singular or nearly singular optimization problem. This is a consequence of the fact that the basis states are not unique, even if the eigenvalue problem has a unique solution. For the optimization problem this means that there are many almost equivalent solutions, a problem commonly encountered in (non-linear) when on performs least-squares parameter fits. More specifically, if the basis vectors are such that a linear combination of trial vectors can be expressed exactly (or to good approximation) in the same functional form as the trial vectors themselves, then there is a gauge symmetry (or an approximate gauge symmetry) that yields a class of equivalent (or almost equivalent) solutions of the minimization problem. That is, if $`\|\psi _{\mathrm{T}i}`$ is a solution, $`_jV_{ij}\|\psi _{\mathrm{T}j}`$ is an equivalent (or almost equivalent) solution for any $`V`$. This problem can be solved straightforwardly by fixing the gauge and performing the optimization subject to the constraint that $`_jV_{ij}\|\psi _{\mathrm{T}j}\|\psi _{\mathrm{T}i}`$. If the gauge symmetry holds only approximately, this additional constraint may produce a sub-optimal solution. ### C Beyond the variational approximation The eigenvalues obtained by the variational scheme discussed in the previous sections have a bias caused by admixture of eigenvectors in that part of the spectrum that is being ignored. This variational bias can be reduced in principle arbitrarily as follows. Let us introduce generalized matrices with elements $$\widehat{N}_{ij}(t)=\psi _{\mathrm{T}i}\|\widehat{P}^t\|\psi _{\mathrm{T}j}$$ (26) and $$\widehat{𝒫}_{ij}(t)=\psi _{\mathrm{T}i}\|\widehat{P}^{t+1}\|\psi _{\mathrm{T}j}.$$ (27) For $`t=0`$ these expressions reduce to Eqs. (21) and (22). One can view the matrix elements for $`t>0`$ as having been obtained by the substitution $`\|\psi _{\mathrm{T}i}\widehat{P}^{t/2}\|\psi _{\mathrm{T}i}`$. Expansion in the exact eigenvectors immediately shows that the spectral weights are reduced of “undesirable” eigenvectors with less dominant eigenvalues, so that the vectors $`\widehat{P}^{t/2}\|\psi _{\mathrm{T}i}`$ span a more nearly invariant subspace of $`\widehat{P}`$ than the original states. This process, however becomes numerically unstable as $`t\mathrm{}`$, since in that case all basis vectors of the same symmetry collapse onto the corresponding dominant state. ## III MONTE CARLO SUMMATION Obviously, the summation over all spin configurations used in the expressions in the previous section can, in general, be done only for small systems. In this section, we discuss the Monte Carlo estimators of the expressions presented above. In principle, matrix multiplication involves summation over all configurations and therefore is not practically feasible. However, for the dynamics we consider in this paper the summation required for the matrix multiplication by $`P`$ in $`S\|\widehat{P}\|\psi _\mathrm{T}`$ is an exception, since for a given $`S`$ there are only $`L^2`$ configurations $`S^{}`$ from which $`S`$ can be reached with one or fewer spin flips, and these are the only configurations for which $`P(S,S^{})`$ does not vanish. For all other configuration sums a Monte Carlo method is used. To produce a Monte Carlo estimate of $`\chi ^2(p)`$ as given in Eq. (18), sample $`M_\mathrm{c}`$ spin configurations $`S_\alpha `$ with $`\alpha =1,\mathrm{},M_\mathrm{c}`$ from the Boltzmann distribution $`\psi _\mathrm{B}(S_\alpha )^2`$. This yields a Monte Carlo estimate of $`\overline{\lambda }(p)`$ $$\overline{\lambda }(p)\frac{\underset{\alpha }{}\widehat{\psi }_\mathrm{T}^{}(S_\alpha )\widehat{\psi }_\mathrm{T}(S_\alpha )}{_\alpha \widehat{\psi }_\mathrm{T}(S_\alpha )^2},$$ (28) where $$\widehat{\psi }_\mathrm{T}(S_\alpha )=\frac{\psi _\mathrm{T}(S_\alpha )}{\psi _\mathrm{B}(S_\alpha )},$$ (29) $$\widehat{\psi }_\mathrm{T}^{}(S_\alpha )=\frac{\psi _\mathrm{T}^{}(S_\alpha )}{\psi _\mathrm{B}(S_\alpha )}.$$ (30) Similarly, $$\chi ^2(p)\frac{\underset{\alpha }{}[\widehat{\psi }_\mathrm{T}^{}(S_\alpha )\overline{\lambda }\widehat{\psi }_\mathrm{T}(S_\alpha )]^2}{_\alpha \widehat{\psi _\mathrm{T}}(S_\alpha )^2}.$$ (31) Parameter optimization for a single vector is done by generating a sample of a few thousand configurations and subsequently varying the parameters $`p`$ while keeping this sample fixed. The same applies to the optimization of more than one vector, in which case estimates of the required matrix elements $`\widehat{N}_{ij}`$ and $`\widehat{𝒫}_{ij}`$ are computed by $$\widehat{N}_{ij}\underset{\alpha }{}\widehat{\psi }_{\mathrm{T}i}(S_\alpha )\widehat{\psi }_{\mathrm{T}j}(S_\alpha )\stackrel{~}{N}_{ij},$$ (32) and $$\widehat{𝒫}_{ij}\underset{\alpha }{}\widehat{\psi }_{\mathrm{T}i}^{}(S_\alpha )\widehat{\psi }_{\mathrm{T}j}(S_\alpha )\stackrel{~}{𝒫}_{ij}.$$ (33) We attached tildes to the symbols on the right-hand side of Eqs. (32) and (33) to indicate that the corresponding quantities are stochastic variables, which is important to keep in mind for the following discussion. Since the matrix $`\widehat{𝒫}`$ is symmetric, one might be inclined to symmetrize its estimator $`\stackrel{~}{𝒫}_{ij}`$ with respect to $`i`$ and $`j`$. This symmetrization, however, destroys the zero-variance principle satisfied by the expressions as written. As mentioned before, the eigensystem of $`\widehat{\mathrm{\Lambda }}`$ is obtained exactly and without statistical noise, if the basis vectors $`\psi _{\mathrm{T}i}`$ are linear combinations of $`n`$ exact eigenvectors. In that ideal case, $`\widehat{\mathrm{\Lambda }}`$ is uniquely determined by Eq. (19) even if it is applied only to an subset of configurations $`S`$. The same holds for a weighted subset as represented by a Monte Carlo sample. Even though the matrices $`\widehat{𝒫}`$ and $`\widehat{N}`$ themselves depend on the weights and the subset, factors responsible for statistical noise cancel in the product $`\widehat{𝒫}\widehat{N}^1`$. To demonstrate this, we write the estimator in matrix form $$\stackrel{~}{N}=\stackrel{~}{\mathrm{\Psi }}\stackrel{~}{\mathrm{\Psi }}^{},$$ (34) and $$\stackrel{~}{𝒫}=\stackrel{~}{\mathrm{\Psi }}^{}\stackrel{~}{\mathrm{\Psi }}^{},$$ (35) where $`\stackrel{~}{\mathrm{\Psi }}`$ is a rectangular matrix with elements $`\stackrel{~}{\mathrm{\Psi }}_{i\alpha }=\widehat{\psi }_{\mathrm{T}i}(S_\alpha )`$, and $`\stackrel{~}{\mathrm{\Psi }}_{i\alpha }^{}=\widehat{\psi }_{\mathrm{T}i}^{}(S_\alpha )`$. Eq. (19) in matrix form becomes $$\stackrel{~}{\mathrm{\Psi }}^{}=\widehat{\mathrm{\Lambda }}\stackrel{~}{\mathrm{\Psi }}.$$ (36) Clearly, if this last equation holds, $`\stackrel{~}{𝒫}\stackrel{~}{N}^1=\stackrel{~}{\mathrm{\Psi }}^{}\stackrel{~}{\mathrm{\Psi }}^{}(\stackrel{~}{\mathrm{\Psi }}\stackrel{~}{\mathrm{\Psi }}^{})^1=\widehat{\mathrm{\Lambda }}`$ without statistical noise, as announced. We have assumed that one matrix multiplication by the Markov matrix can be done exactly; repeated multiplications rapidly become intractable. This is a problem for the computation of the matrix elements given in Eqs. (26) and (27). To obtain a statistical estimate of these matrix elements, one generates a time series with the Markov matrix $`P`$. One then exploits the fact that in the steady state of the Markov process, the relative probability of finding configurations $`S_1,S_2,\mathrm{},S_{t+1}`$ in immediate succession is given by $$P(S_{t+1}\|S_t)\mathrm{}P(S_2\|S_1)\psi _\mathrm{B}(S_1)^2.$$ (37) For a Monte Carlo run of length $`M_\mathrm{c}`$, this property allows us to write $`\widehat{N}_{ij}^{(t)}`$ $`=`$ $`{\displaystyle \underset{S_0,\mathrm{},S_t}{}}\psi _{\mathrm{T}i}(S_t)\widehat{P}(S_t\|S_{t1})\mathrm{}\widehat{P}(S_1\|S_0)\psi _{\mathrm{T}j}(S_0)`$ (38) $`=`$ $`{\displaystyle \underset{S_0,\mathrm{},S_t}{}}\widehat{\psi }_{\mathrm{T}i}(S_t)\widehat{\psi }_{\mathrm{T}j}(S_0)P(S_t\|S_{t1})\mathrm{}P(S_1\|S_0)\psi _\mathrm{B}(S_0)^2`$ (39) $``$ $`M_\mathrm{c}^1{\displaystyle \underset{\sigma =1}{\overset{M_\mathrm{c}}{}}}\widehat{\psi }_{\mathrm{T}i}(S_{\sigma +t})\widehat{\psi }_{\mathrm{T}j}(S_\sigma )`$ (40) Similarly, $`\widehat{𝒫}_{ij}^{(t)}`$ $`=`$ $`{\displaystyle \underset{S_0,\mathrm{},S_{t+1}}{}}\psi _{\mathrm{T}i}(S_{t+1})\widehat{P}(S_{t+1}\|S_t)\mathrm{}\widehat{P}(S_1\|S_0)\psi _{\mathrm{T}j}(S_0)`$ (41) $`=`$ $`{\displaystyle \underset{S_0,\mathrm{},S_t}{}}\widehat{\psi }_{\mathrm{T}i}^{}(S_t)\widehat{\psi }_{\mathrm{T}j}(S_0)\widehat{P}(S_t\|S_{t1})\mathrm{}\widehat{P}(S_1\|S_0)\psi _\mathrm{B}(S_0)^2`$ (42) $``$ $`(2M_\mathrm{c})^1{\displaystyle \underset{\sigma =1}{\overset{M_\mathrm{c}}{}}}[\widehat{\psi }_{\mathrm{T}i}^{}(S_{\sigma +t})\widehat{\psi }_{\mathrm{T}j}(S_\sigma )+\widehat{\psi }_{\mathrm{T}i}^{}(S_\sigma )\widehat{\psi }_{\mathrm{T}j}(S_{\sigma +t})].`$ (43) The first term in expression (43) follows immediately from expression (42); to obtain the second term one has to use the time reversal symmetry of a stochastic process that satisfies detailed balance, viz., $$P(S_{t+1}\|S_t)\mathrm{}P(S_2\|S_1)\psi _\mathrm{B}(S_1)^2=P(S_1\|S_2)\mathrm{}P(S_t\|S_{t+1})\psi _\mathrm{B}(S_{t+1})^2.$$ (44) Again, these estimators satisfy the zero-variance principle mentioned above, as long as the expressions are used as written, i.e., without symmetrization with respect to $`i`$ and $`j`$. ## IV TRIAL VECTORS As we mentioned, the form of the trial vectors used in these calculations is a major factor determining the statistical accuracy of the results. It not too difficult to make an initial guess for the form of the eigenvector corresponding to the second largest eigenvalue of the Markov matrix. Numerically exact calculations for small systems show that this eigenvector is antisymmetric under spin inversion, which is a manifestation of the longevity of fluctuations of the magnetization and not a peculiarity of small systems. This suggests the following initial approximation of the eigenvector belonging to the second largest eigenvector, the first sub-dominant eigenvector of the symmetrized Markov matrix $`\widehat{P}`$: $$\psi _{\mathrm{T1}}(S)=m\psi _\mathrm{B}(S),$$ (45) where $`m`$ is the average magnetization. Figs. 1-3 are a plots of $`\psi _1(S)/\psi _\mathrm{B}(S)`$ vs. the total magnetization $`M=L^2m`$ for the exact eigenvector $`\psi _1`$ computed for $`3\times 3`$, $`4\times 4`$, and $`5\times 5`$ nearest-neighbor Ising systems. For all three, the pre-factor $`m`$ in Eq. (45) clearly captures a significant part of the truth, but there are two shortcomings. First of all, there is scatter, which indicates that $`\psi _1(S)/\psi _\mathrm{B}(S)`$ is a function of more than just the magnetization. Secondly, the “curve” is non-linear. The latter problem can be cured quite easily by replacing $`m`$ in Eq. (45) by an odd polynomial $`m(1+a_2m^2+\mathrm{})`$ with coefficients $`a_k`$ to be determined variationally. Similarly, computations for small systems (see Section V A for further details) suggest that the second largest eigenvalue is associated with an eigenvector that is even under spin inversion, as illustrated in Fig. 4. A trial vector of this form is readily constructed by replacing $`m`$ on the right-hand side of Eq. (45) by a polynomial even in $`m`$. It turns out that the general picture as just described is largely independent of $`L`$. More in general, the plots shown in Figs. 1-7 strongly suggest that the sub-dominant eigenvectors of the Markov matrix $`P`$, subject to the imposed spin, rotation and translation symmetries, are reasonably approximated by the Boltzmann distribution multiplied by a mode-dependent function of the magnetization. As can be seen in Figs. 1-7, the number of nodes of this pre-factor increases by one as one steps down the spectrum, but it is also clear that, especially for the less dominant eigenvectors, the residual variance is significant. To begin to address the problem of the scatter and to improve the trial vector systematically, it is necessary to identify other important variables besides the magnetization, and to incorporate them in the trial vector. We tried multi-spin correlations involving nearby spins but after considerable failed experimentation we established that long-wavelength fluctuations of the magnetization are the suitable variables. This is reasonable when one compares e.g. the eigenvalue equations for $`\psi _0(S^{})`$ and $`\psi _1(S^{})`$ and realizes that the eigenvalues differ only very little from unity except for very small systems. We therefore used the Fourier components of the spin configuration, which are defined by $$m_𝐤=L^2\underset{l_1=1}{\overset{L}{}}\underset{l_2=1}{\overset{L}{}}\mathrm{exp}\left[\frac{2\pi i}{L}(k_1l_1+k_2l_2)\right]s_{l_1l_2}$$ (46) where $`𝐤=(k_1,k_2)`$ with $`0k_1,k_2<L`$; and $`s_{l_1l_2}`$ denotes the spin at lattice site $`(l_1,l_2)`$. Note that $`mm_{0,0}`$. If we restrict ourselves to eigenvectors that are translationally invariant, the arguments presented in the previous paragraph yield the following trial odd or even vectors: $`\psi _\mathrm{T}(S)`$ $`=`$ $`\psi _\mathrm{B}(S)[a^\pm (m)+{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2}}a_{𝐤_1𝐤_2}^\pm (m)m_{𝐤_1}m_{𝐤_2}\delta _{𝐤_1+𝐤_2,0}`$ (47) $`+`$ $`{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2,𝐤_3}}a_{𝐤_1𝐤_2𝐤_3}^{}(m)m_{𝐤_1}m_{𝐤_2}m_{𝐤_3}\delta _{𝐤_1+𝐤_2+𝐤_3,0}+\mathrm{}]`$ (48) The primes attached to the summation signs indicate that terms with $`𝐤_i=(0,0)`$ are excluded. The coefficients $`a^\pm ,a_{𝐤_1𝐤_2}^\pm ,\mathrm{}`$ are polynomials in $`m`$, which are either odd or even under spin inversion and are to be chosen according to the desired symmetry. Rotation and reflection symmetries of the lattice are imposed by equating coefficients of the appropriate monomials in $`m`$. The results reported in Ref. were obtained using a more complicated version of Eq. (48), namely $`\psi _\mathrm{T}(S)`$ $`=`$ $`\psi _\mathrm{B}(S)[a^{}(m)+{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2}}a_{𝐤_1𝐤_2}^{}(m)m_{𝐤_1}m_{𝐤_2}\delta _{𝐤_1+𝐤_2,0}`$ (49) $`+`$ $`{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2,𝐤_3}}a_{𝐤_1𝐤_2𝐤_3}^+(m)m_{𝐤_1}m_{𝐤_2}m_{𝐤_3}\delta _{𝐤_1+𝐤_2+𝐤_3,0}+\mathrm{}]`$ (50) $`\times `$ $`[a^+(m)+{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2}}a_{𝐤_1𝐤_2}^+(m)m_{𝐤_1}m_{𝐤_2}\delta _{𝐤_1+𝐤_2,0}`$ (51) $`+`$ $`{\displaystyle \stackrel{}{}_{𝐤_1,𝐤_2,𝐤_3}}a_{𝐤_1𝐤_2𝐤_3}^{}(m)m_{𝐤_1}m_{𝐤_2}m_{𝐤_3}\delta _{𝐤_1+𝐤_2+𝐤_3,0}+\mathrm{}]`$ (52) In those calculations also the coupling constant appearing in the Boltzmann factor was treated as variational parameter, but it turned out that the optimal value of this parameter was indistinguishable from the critical coupling. It does not seem that the more complicated form of expression (52) resulted in a major improvement, but we did not perform a systematic comparison of these trial vectors. The coefficients in the trial vector are treated as variational parameters. As in all non-linear fitting problems it is important to use parameters parsimoniously, and to do so one has to establish a hierarchy among these parameters. The scheme we used was to iterate the following step: (a) systematically add terms of increasing degree in $`m`$; (b) when this saturates increase the degree of terms with products of $`m_𝐤`$ with $`m_𝐤(0,0)`$. The effectivity of this variational approach using low-momentum Fourier components, as described here, becomes apparent when one compares the variational eigenvalues with the exact numerical ones. For instance, the difference in the case of the second eigenvalue of the $`L=5`$ nearest-neighbor model was only $`2\times 10^7`$. ## V NUMERICAL RESULTS ### A Exact eigenvectors for small systems The full, symmetric Markov matrix $`\widehat{P}`$ for an $`L\times L`$ Ising model is a $`2^{L^2}\times 2^{L^2}`$ matrix, so that exact numerical calculations are possible only for very small systems; see e.g. results for $`L4`$ in Ref. . In the present work, we performed such exact computations for systems up to $`L=5`$. In order to restrict the numerical task, we chose representations of $`\widehat{P}`$ in subspaces with the appropriate symmetries. Two distinct symmetries were chosen, both of which impose invariance of the eigenvectors of $`\widehat{P}`$ with respect to geometric translation, rotation and mirror inversion. The vectors were chosen to be either even or odd under spin inversion. This reduced by almost a factor 400 the dimensionality of $`\widehat{P}`$. In this way, the computation of a restricted set of eigenvectors became feasible for the resulting matrices of order 86,056 for the $`L=5`$ cases. For the diagonalization we made use of sparse-matrix methods and the conjugate-gradient method (see e.g., Ref. ) which computes the eigenvector with the largest eigenvalue. Subsequent orthogonalization with respect to this eigenvector yields the eigenvector with the second largest eigenvalue, and further eigenvectors can be obtained similarly. Thus we obtained exact numerical solutions for six eigenvalues $`\lambda _{Li}`$ and their corresponding eigenvectors $`\psi _i(S)`$ ($`i=0,\mathrm{},5`$) of the eigenvalue equation $$\underset{S^{}}{}\widehat{P}(S,S^{})\psi _i(S^{})=\lambda _{Li}\psi _i(S).$$ (53) The largest eigenvalue $`\lambda _{L0}`$ is equal to 1, in accordance with the conservation of probability; its corresponding eigenvector satisfies $`\psi _0(S)=\psi _\mathrm{B}(S)`$, as follows from detailed balance. It is even with respect to spin inversion: $`\psi _0(S)=\psi _0(S)`$ where $`S`$ is obtained from $`S`$ by inverting all spins. For all system sizes and models included here, we observed that the six leading eigenvectors, ordered according to magnitude of their eigenvalues, alternate between the odd and even subspaces: the first eigenvector is even, the second one is odd, the third one is even subspace, and so on, with the caveat that for $`L=2`$ e.g. the odd subspace contains only two independent states. As we discussed above, the resulting eigenvectors provide useful information on how to construct trial vectors; moreover, the knowledge of accurate eigenvalues for $`L5`$ provided an powerful test of the Monte Carlo method, the results of which are presented in the following subsection. ### B Monte Carlo calculations All simulations took place at the respective critical points of the models considered. This point is known exactly in the case of the nearest-neighbor model \[$`K_c=\mathrm{ln}(1+\sqrt{2})/2`$\], and was determined numerically for the other two models: $`K_c=0.1901926807(2)`$ for the equivalent-neighbor model, and $`K_c=0.6972207(2)`$ for the model with antiferromagnetic next-nearest neighbor interactions. The finite-size scaling analysis presented in Ref. showed that, to the extent they are compatible with the numerical results, deviations from Ising universal behavior are extremely small. The raw simulation data used in this current paper include the data on which were based the numerical results for the largest relaxation time of the nearest-neighbor model, reported in Ref. . The latter results were obtained from $`8\times 10^8`$ Monte Carlo samples for systems with finite sizes up to $`L=15`$. The trial vector used for these computations consisted was of the form given in expression (52) and used up to 36 variational parameters. Also included in the present analysis are the simulations reported in Ref. , which contained $`1.2\times 10^8`$ Monte Carlo samples for all three models with system sizes up to $`L=20`$. In addition, new simulations for each of the three models were performed, with a length of $`2\times 10^8`$ Monte Carlo samples for system sizes up to $`L=20`$, and of $`1.6\times 10^8`$ Monte Carlo samples for system size $`L=21`$. These new simulations used up to 89 variational parameters in the trial functions for each eigenvector of each model. In order to suppress biases due to deviations of randomness, we made use of a random number generator which combines two different binary shift registers such as described and discussed in Ref. . The required Fourier components of the spatial magnetization distribution were sampled at intervals of one sweep for the smallest systems up to about 15 sweeps for the largest ones. The Monte Carlo calculation of the autocorrelation times (actually the eigenvalues of the Markov matrix) was performed for each run as a whole as well as separately for a number of up to 1024 blocks into which the run was split. This blocking procedure enabled us to estimate the statistical errors. Furthermore, the calculation of the eigenvalues according to $`\widehat{𝒫}(t)\widehat{N}(t)^1=\widehat{\mathrm{\Lambda }}^{(t)}`$ still depends on the time displacements $`t`$ \[see Eqs. (40) and (43)\]. The calculation of $`\widehat{\mathrm{\Lambda }}^{(t)}`$ was performed for time displacements $`tL^2=0,1,2,\mathrm{}`$ up to 10 or 20 of the above-mentioned intervals. For small $`t`$ these eigenvalue estimates reflect variational bias due to the residual contributions of relaxation modes decaying faster than the mode for which the trial vector was constructed. If the relaxation times of these faster modes are considerably shorter than that of the mode under investigation, one can clearly see a fast convergence of the eigenvalue estimate as a function of $`t`$. Convergence, however, occurs to a level that is only approximately constant because of the correlated statistical noise whose effect still depends on $`t`$. With increasing $`t`$, one can also observe that the statistical errors increase. The latter effect, which is as slow as the pertinent relaxation mode, occurs when the autocorrelations of the Monte Carlo sample are decreasing significantly with $`t`$. This situation was indeed observed for the largest eigenvalues; the data converged well with $`t`$ before the coherence of the sampled data was lost. It was thus rather simple to select a “best estimate” of those eigenvalues. However, the situation for the smaller eigenvalues investigated here was much more difficult, because the relative differences between subsequent autocorrelation times are much smaller. The numerical results for the eigenvalues are listed in Appendix A. ### C Determination of the dynamic exponent In two-dimensional Ising models, finite-size corrections are known that decay with finite size as $`L^2`$, and integral powers thereof may also be expected. In the absence of information on possible additional finite-size corrections of a different type that could occur in dynamic phenomena, we try to describe the finite-size data for the various autocorrelation times, as given in Eq. (11), by the formula $$\tau _LL^z\underset{k=0}{\overset{n_\mathrm{c}}{}}\alpha _kL^{2k}.$$ (54) Here $`z`$ is the dynamic exponent, $`\alpha _k`$ the finite-size amplitude, and $`n_c`$ is the number of correction-to-scaling terms included. Not explicitly shown in this notation is that the autocorrelation times depend on the relaxation mode and the model. On the basis of Eq. (54), a considerable number of least-squares fits were applied to the numerical results for the autocorrelation times. For each model and relaxation mode, one may vary both $`n_\mathrm{c}`$, the number of correction terms, and the low-$`L`$ cutoff specifying the minimal system size included in the fit. The smaller the number of corrections, the larger the low-$`L`$ cutoff must be chosen in order to obtain an acceptable squared residual $`\chi ^2`$. A selection of fits that display the numerical trends is presented in Appendix B. The “best fits” were chosen on the basis of the $`\chi ^2`$ criterion, the dependence on the low-$`L`$ cutoff, and the mutual consistency of fits with different $`n_\mathrm{c}`$. The fits are summarized in Table I. Since the errors are not only of a statistical nature, but also depend on residual bias in the autocorrelation times and subjective choices made in the selection of the best fits, we quote error bars equal to two standard deviations as obtained from statistical considerations only. We believe that these two-sigma error estimates are conservative in the case of the analysis of the second and third largest eigenvalues of the $`\beta 0`$ models. The $`\beta =1/4`$ model was found to be numerically less well-behaved: the statistical errors, as well as the corrections to scaling appear to be larger. Also, the construction of trial vectors was somewhat less successful than in the cases of the $`\beta 0`$ models. The new data are somewhat more accurate than, and consistent with our previous work. They are also consistent with the results of Wang and Hu for the slowest relaxation mode of a different set of Ising-like models. They provide a clear confirmation of universality of the dynamic exponent, with regard to relaxation modes as well as models. Our best estimate $`z=2.1667(5)`$ applies to the slowest (odd) relaxation mode of the equivalent-neighbor ($`\beta =1`$) model. This result for $`z`$ is consistent with most of the recently published values. This agreement includes the results of Stauffer on damage spreading in the Ising model. (The value listed in Ref. was incorrectly quoted, for which we apologize.) It is slightly larger than the value 2.14 derived by Alexandrowicz on the basis of a scaling argument. Next we address the question whether the finite-size divergence of the autocorrelation times at criticality can be described by a dynamic exponent $`z=2`$ when a logarithmic factor is included. This possibility was suggested by Domany, and pursued by Swendsen and Stauffer, who used very large lattices and found that this possibility seems inconsistent with one way of simulation, but not with a different one. Further references concerning this question are given in Ref. . Although the present work is restricted to very small system sizes, the data are relatively accurate. Thus we tried to fit the following form to the finite-size data for the slowest relaxation mode $$\tau _LL^z(1+b\mathrm{ln}L)(\underset{k=0}{\overset{n_\mathrm{c}}{}}\alpha _kL^{2k}).$$ (55) Fixing $`z=2`$ and taking $`b`$ as a variable parameter, we found that this form could well describe the data for large enough $`n_\mathrm{c}`$. The quality, as determined by the $`\chi ^2`$ criterion, of a number of such fits is shown in Table II. For comparison we include fits in which $`z`$ is a variable parameter without a logarithmic correction. The results in Table II indicate that the fits with a variable exponent are usually better than those which include a logarithmic term, i.e., the residual $`\chi ^2`$ decreases faster when the low-$`L`$ cutoff is increased. This is especially apparent for small $`n_\mathrm{c}`$ and for the $`\beta =0`$ and $`\beta =1`$ models, where the statistical accuracy is optimal. Finally we tried a fit according to Eq. (55) with both $`z`$ and $`b`$ as free parameters. The resolution of both parameters simultaneously is quite hard, and lies near the limit of what can be gleaned from the present data. For the nearest-neighbor model we find, using system sizes $`L=8`$ and larger, and $`n_\mathrm{c}=1`$, that $`z=2.13\pm 0.07`$ and $`b=0.05\pm 0.09`$, which again fails to support the presence of a logarithmic term. ### D Universality of finite-size amplitudes In order to determine the leading amplitudes $`\alpha _0`$ more precisely, we repeated the fits as used for the determination of the dynamic exponent, but with the value of the latter fixed at $`z=13/6`$. We note that the combined results for $`z`$ are consistent with this fraction. A considerable number of fits were made, and “best estimates” of the amplitudes are presented in Table III. As mentioned in Ref. , according to a modest generalization of accepted ideas on universality, the finite-size amplitudes of the autocorrelation times should satisfy $`\alpha _0=A_im_\kappa `$, where the $`m_\kappa `$ are non-universal, model-dependent constants; the subscript $`\kappa `$ refers to the specific model. We use the notation $`\kappa =2+\mathrm{sgn}(\beta )`$ so that $`\kappa =1`$ refers to the model with ferromagnetic nearest- and antiferromagnetic next nearest neighbor couplings, $`\kappa =2`$ denotes the nearest-neighbor model, and $`\kappa =3`$ to the equivalent-neighbor model. The $`A_i`$, $`i=1,\mathrm{},5`$ are mode-dependent constants, whose ratios are universal. Since only the product matters, we are free to choose an arbitrary value for one of these constants. We chose to fix $`A_1=1`$, so that all $`A_i`$ should become universal constants. The remaining constants $`A_i`$ ($`i=2,\mathrm{},5`$) and $`m_\kappa `$ were fitted accordingly to the amplitudes listed in Table III. The result of this least-squares fit is $`m_1=6.773\pm 0.003`$, $`m_2=4.4081\pm 0.0009`$, $`m_3=2.8312\pm 0.0005`$, $`A_2=0.037123\pm 0.000008`$, $`A_3=0.017530\pm 0.000004`$, $`A_4=0.010618\pm 0.000006`$, and $`A_5=0.006901\pm 0.000005`$. This fit has 8 degrees of freedom and $`\chi ^2=9.0`$, in a good agreement with the assumptions of dynamic universality, and suggesting that our two-sigma error estimates are not unrealistic. The differences between our amplitude estimates and the fitted product $`A_im_\kappa `$ are included in Table III, in units of the last decimal place listed. ## VI DISCUSSION The analysis presented above produces an apparently highly accurate estimate of the dynamic critical exponent $`z=2.1667\pm 0.0005`$ for the case of the equivalent neighbor model, where the statistical accuracy and the convergence are best. However, even in this case it is not possible to rule out a divergence of the relaxation time of the form $`L^2(1+b\mathrm{ln}L)`$. Nevertheless, our results viewed in their totality make this behavior rather unlikely. Firstly, the assumption of this logarithmic form yields fits that converge less rapidly, as mentioned above. Secondly, one would have to have $`b1/6`$ universally, independent of model and relaxation mode, since our results for the range of system size we studied are consistent with a divergence of the form $`\tau _LL^zL^{13/6}L^2(1+1/6\mathrm{ln}L)`$. Universality of the amplitude of a logarithmic correction would be quite unusual and does not fit into any theoretical framework of which we are aware. Some open questions remain regarding the optimized variational vectors to which this computation owes its accuracy. Variational basis vectors of the general form given in Eq. (48) are special in the sense that all parameters enter linearly. The method outlined here does not require this feature and in fact it was not present in previous computations, reported in Ref. . For most of the results presented here we used trial vectors with linear parameters optimized by minimization of the variance of the configurational eigenvalues. As an apparently equivalent alternative, the full set of symmetrized monomials in the Fourier coefficients of the spin configuration could be chosen as basis vectors rather than the linear combinations defined in Eq. (48). With this choice, the basis vectors would not have contained any parameters, but employing this bigger truncated basis, the same linear parameters would have been reintroduced by computing the matrix elements $`\widehat{N}_{ij}`$ and $`\widehat{𝒫}_{ij}`$ and solving the generalized eigenvalue problem defined by Eq. (25). In this way, we would have obtained the coefficients for which the Rayleigh quotient is stationary, at least if the summation over configurations could have been done exactly. Proceeding in this way, we could have altogether skipped the optimization scheme based on minimization of the variance of the configurational eigenvalues \[cf. Eq. (18) and Section II B\]. The obvious question is what is accomplished by the non-linear minimization of the variance of the configurational eigenvalues. We do not yet have a convincing answer to this question. On the one hand, it is not difficult to show that the zero variance principle holds for individual eigenstates. That is, if an eigenvector can represented exactly as a linear combination of the basis vectors, the variational ($`t=0`$) case will already produce the exact result even if it the eigenvalue problem contains eigenvectors that cannot be represented exactly in the truncated basis. This is in fact precisely what happens for the dominant even eigenvector: this vector is represented exactly even in the truncated basis we use, and indeed its eigenvalue is reproduced exactly. On the other hand, our tentative numerical experiments show that the optimization method produces more accurate results, which is not surprising when one considers that the optimized basis functions give rise to much smaller truncated basis sets. This in turn yields a generalized eigenvalue problem involving much smaller matrices that are numerically and statistically much more robust. A related problem with a large basis set is that the matrix $`\widehat{N}`$ in the generalized eigenvalue problem of Eq. (25) becomes numerically singular. In fact, the only way in which we were able to obtain meaningful results at all is by performing the inversion in the usual regularized fashion as follows. Use the fact that $`\widehat{N}`$ is symmetric and non-negative definite to write it in the form $$\widehat{N}=W\text{diag}(\mu _1^2,\mathrm{},\mu _n^2)W^{}.$$ (56) Then define a regularized inverse of $`\widehat{N}^{\frac{1}{2}}`$ as follows $$\overline{N}^{\frac{1}{2}}=W\text{diag}(\overline{\mu }_1^1,\mathrm{},\overline{\mu }_n^1)W^{},$$ (57) where $`\overline{\mu }_i^1=\mu _i^1`$ if $`\mu _i`$ exceeds a suitable chosen threshold, e.g. the square root of the machine accuracy, and $`\overline{\mu }_i^1=0`$ otherwise. The non-vanishing eigenvalues of $`\overline{N}^{\frac{1}{2}}\widehat{P}\overline{N}^{\frac{1}{2}}`$ then yield a subset of the eigenvalues of $`\widehat{P}`$ that are least affected by the numerical singularity of $`\widehat{N}`$. Although further modifications of the computational procedures may lead to additional improvements of our technique, the numerical results obtained thus far are already quite promising and the question arises what further applications are obvious in the field of dynamics of Monte Carlo methods. For instance, it seems well possible to apply the present techniques in three dimensions, and to spin-conserving Kawasaki dynamics although it is clear that the construction of trial vectors will have to be modified. In the same context, we note that direct application of the method used in this paper to the dynamics of cluster algorithms is frustrated by the requirement that one should be able to compute $`S\|\widehat{P}\|\psi _\mathrm{T}`$ numerically exactly. An additional problem for such dynamics from the perspective of our approach is that the concept correlation time has to be handled carefully in this context. Let us demonstrate this point by means of the following thought experiment: the application of the Wolff algorithm to the ferromagnetic, critical Ising model. As usual, we define the autocorrelation times in terms of the eigenvalues of the stochastic matrix. In order to enable a comparison with other types of dynamics, we choose our unit of time as $`L^{2d2y_h}`$ Wolff steps ($`L`$ is the linear system size, $`d`$ the dimensionality and $`y_h`$ the magnetic renormalization exponent). Since the average Wolff cluster consists of a number of sites proportional to $`L^{2y_hd}`$, this choice guarantees that, under equilibrium conditions, an average number of order $`L^d`$ spins is processed per unit of time. Because of the efficiency of the Wolff algorithm, only a few units of time are needed to generate an independent spin configuration under practical circumstances. However, if the fully ordered antiferromagnetic state is chosen as the initial spin configuration, a number of Wolff steps of order $`L^d`$ is required to remove the the antiferromagnetic order, i.e., its relaxation to equilibrium is anomalously slow. A less extreme but related phenomenon is observed under practical Wolff simulation conditions at equilibrium: from time to time large critical fluctuations occur that bring the system in a state of relatively large disorder and small magnetization. These configurations are relatively long-lived. In the time-autocorrelation function of the magnetization, this phenomenon translates into a slower-than-exponential decay , at least on the numerically accessible time scale. In the language of Eq. (10) such a situation follows if one assumes the existence of anomalously large autocorrelation times $`\tau _{Li}`$ associated with anomalously small amplitudes $`c_i`$. Under these circumstances we cannot exclude the possibility that the longest relaxation time following from the Markov matrix for the Wolff simulation of a finite system corresponds with an extremely unlikely deviation from equilibrium. Since this kind of fluctuations may have too low a probability to be of practical significance, these considerations suggest the possibility that the time needed to generate an ‘independent configuration’ is not simply related to the second largest eigenvalue of the Markov matrix, but rather to some intricate average, possibly involving the complete spectrum. ###### Acknowledgements. It is our pleasure to acknowledge stimulating discussions with Bob Swendsen. This research was supported by the (US) National Science Foundation (NSF) through Grants DMR-9725080. This research was conducted in part using the resources of the Cornell Theory Center, which received major funding from NSF and New York State, with additional support from the Advanced Research Projects Agency (ARPA), the National Center for Research Resources at the National Institutes of Health (NIH), the IBM Corporation, and other members of the center’s Corporate Research Institute. This research is supported in part by the Dutch FOM foundation (‘Stichting voor Fundamenteel Onderzoek der Materie’) which is financially supported by the NWO (‘Nederlandse Organisatie voor Wetenschappelijk Onderzoek’). ## Appendix A: Numerical results for the autocorrelation times This Appendix contains Table IV with numerical results for the eigenvalues of the Markov matrix for five relaxation modes of three Ising-like models as described in Section V. In order to reduce the amount of data, results of different runs for the same model and system size are combined into a single entry. The autocorrelation times are directly related to these data via Eq. (11). ## Appendix B: Numerical fits involving $`z`$ This Appendix lists Table V containing a selection of fits used to determine the dynamic exponent $`z`$. These fits were made for five relaxation modes of three Ising-like models. For a given number of corrections-to-scaling $`n_c`$ the minimum system size must not be too small in order to get an acceptable fit as becomes apparent on the basis of the $`\chi ^2`$ criterion. The Table contains a number of entries illustrating this point. It includes data for the amplitudes $`\alpha _0`$ which support the hypothesis of universal amplitude ratios. However, statistically more accurate amplitudes (see Table III) can be determined on the basis of the assumption $`z=13/6`$ which is consistent with the results in Table V.
warning/0001/cond-mat0001103.html	ar5iv	text	# Fluctuation dissipation ratio in the one dimensional kinetic Ising model ## I Introduction The time evolution of a system relaxating to equilibrium is characterized by two distinct time regimes: the off equilibrium transient for $`t<t_{eq}`$ and the stationary equilibrium evolution for $`t>t_{eq}`$, where $`t_{eq}`$ is the equilibration time. Normally, $`t_{eq}`$ is smaller than experimental times and one can actually observe equilibration. However, the existence of situations in which the opposite is true, namely where $`t_{eq}`$ exceeds by far any practical observation time as in glassy systems at low temperature, has contributed to arise a lot of interest in the off equilibrium relaxation regime. It turns out that quite a useful tool in the investigation of these slowly relaxating systems, with and without disorder, is the fluctuation dissipation relation. For definiteness, let us consider a system in equilibrium at some temperature $`T_I`$. At the time $`t=0`$ a quench to a lower temperature $`T_F`$ is performed. On top of this primary relaxation process a second one is activated by switching on an external field at the time $`t_w>0`$. Characterizing the response of the system under the action of the perturbation by the response function $`R(t,t^{})`$, the search for a fluctuation dissipation relation aims to connect $`R(t,t^{})`$ to the relevant correlation function $`C(t,t^{})`$ in the unperturbed relaxation process. Given $`R(t,t^{})`$ and $`C(t,t^{})`$ one can always write $$R(t,t^{})=\frac{X(t,t^{})}{T_F}\frac{}{t^{}}C(t,t^{})$$ (1) where $`tt^{}`$. Without any further specification this is just a definition of the quantity $`X(t,t^{})`$, which is called the fluctuation dissipation ratio (FDR). Eq. (1) acquires predictive power when independent statements are made about the FDR. Thus, if the shortest time $`t^{}`$ is greater than the equilibration time $`t_{eq}`$, i.e. if one looks into the time translation invariant equilibrium dynamics, the fluctuation dissipation theorem (FDT) requires $`X(t,t^{})1`$. This is no more true when $`t^{}<t_{eq}`$. However, if appropriate conditions on $`t^{}`$,$`t`$,$`t_{eq}`$ are satisfied it may turn out that $`X(t,t^{})`$ depends on the time arguments only through $`C(t,t^{})`$. This was first discovered by Cugliandolo and Kurchan in the context of mean field spin glass models at low temperature. In that case the system does not equilibrate $`(t_{eq}=\mathrm{})`$ and $`X(t,t^{})=X(C(t,t^{}))`$ in the asymptotic limit of large times. Subsequently the validity of this relation was verified for finite dimensional spin glass models and also in the coarsening processes of non disordered systems . As a matter of fact a classification of slowly relaxating systems can be made on the basis of the behavior of $`X(C)`$. The relation between $`X`$ and $`C`$ is important for different reasons. From the point of view of analytical calculations it allows to close the equations of motion for $`R`$ and $`C`$ . From the more fundamental point of view of the understanding of the off equilibrium dynamics it can be related to the effective temperature of different dynamical modes and under certain hypothesis it provides a connection between the relaxation regime and the structure of equilibrium states . In this paper we analyse the relaxation to equilibrium in the one dimensional kinetic Ising model quenched from the initial temperature $`T_I`$ to the lower final temperature $`T_F`$. The correlation length then grows from some initial value $`\xi _I`$, which we assume $`O(1)`$, to the final value $$\xi _F=[\mathrm{log}\mathrm{tanh}(J/T_F)]^1$$ (2) where $`J>0`$ is the nearest neighbors ferromagnetic interaction. The equilibration time is defined by $$t_{eq}=\xi _F^2.$$ (3) By lowering the temperature of the quench $`t_{eq}`$ can be tuned at will with $`lim_{T_F0}t_{eq}=\mathrm{}`$ allowing for the investigation of the slow relaxation coming from the high temperature side. We compute the response function $`R(t,t^{})`$ after switching on a random external field at the time $`t_w`$ after the quench. We are then able to analyse in detail the changeover from the equilibrium to the off equilibrium regime by monitoring the change in the FDR (or in the integrated response) as $`t_w`$ is varied from $`t_w>t_{eq}`$ to $`t_w<t_{eq}`$. When $`t_w>t_{eq}`$ dynamics is time translation invariant and the usual FDT holds. When the region $`t_w<t_{eq}`$ is entered the deviation from FDT occurs. However, if the difference between $`t_w`$ and $`t_{eq}`$ is sufficiently large, there is a range of values between $`t_w`$ and $`t_{eq}`$ where $`C(t,t^{})`$ scales. Whithin this range the FDR depends only on $`C`$, while outside there remains an explicit dependence on $`t_w`$. In other words with a finite but large $`t_{eq}`$ the off equilibrium dynamics follows the pattern of interrupted aging and we find that the FDR depends only on $`C`$ as long as aging holds. The case of the zero temperature quench is the limiting case $`(t_{eq}=\mathrm{})`$ where aging occurs for arbitrarily large times yielding $`X(t,t^{})=X(C(t,t^{}))`$ at all times. ## II Unperturbed correlation functions In the following we consider a one dimensional ferromagnetic Ising model with nearest neighbor interaction $$[\sigma ]=J\underset{i=1}{\overset{N}{}}\sigma _i\sigma _{i+1}$$ (4) evolving in time with Glauber single spin flip dynamics $$\frac{}{t}P([\sigma ],t)=\underset{i}{}\left\{w(\sigma _i)P([R_i\sigma ],t)w(\sigma _i)P([\sigma ],t)\right\}$$ (5) where $`P([\sigma ],t)`$ is the probability of realization of the configuration $`[\sigma ]`$ at the time $`t`$, $`[R_i\sigma ]`$ is the configuration with the i-th spin reversed $$w(\sigma _i)=\frac{1}{2}\left[1\frac{\gamma }{2}\sigma _i(\sigma _{i1}+\sigma _{i+1})\right]$$ (6) is the transition rate from $`[\sigma ]`$ to $`[R_i\sigma ]`$ and $`\gamma =\mathrm{tanh}(\frac{2J}{T_F})`$. Given an initial probability distribution $`P([\sigma ],t=0)`$, with the choice (6) for the transition rate the solution of (5) for large time reaches the equilibrium Gibbs state $`P_{eq}[\sigma ]=\frac{1}{Z}\mathrm{exp}(\frac{1}{T_F}[\sigma ])`$. The dynamics in the one dimensional case has been solved by Glauber . Let us summarise those properties of the time dependent correlation functions which will be needed in the following. Assuming that the initial state $`P([\sigma ],t=0)`$ is symmetrical the probability distribution $`P([\sigma ],t)`$ remains symmetrical throughout yielding $`<\sigma _i(t)>0`$ for all time. The equal time and the two time correlation functions then are defined by $$D_{ij}(t)=\underset{[\sigma ]}{}\sigma _i\sigma _jP([\sigma ],t)$$ (7) $$C_{ij}(t,t^{})=\underset{[\sigma ][\sigma ^{}]}{}\sigma _i\sigma _j^{}P([\sigma ^{}],t^{})P([\sigma ^{}],t^{}[\sigma ],t)$$ (8) with $`tt^{}`$ and $`C_{ij}(t,t)=D_{ij}(t)`$. $`P([\sigma ^{}],t^{}[\sigma ],t)`$ is the conditional probability to find the system in the configuration $`[\sigma ]`$ at the time $`t`$, given that it was in the configuration $`[\sigma ^{}]`$ at the earlier time $`t^{}`$. We assume that space translation invariance holds at all times. From (5) and (7) one can show that the equal time correlation function satisfies the equation of motion $$\frac{d}{dt}D_{ij}(t)=2D_{ij}(t)+\frac{\gamma }{2}\left[D_{i,j1}(t)+D_{i,j+1}(t)+D_{i1,j}(t)+D_{i+1,j}(t)\right]$$ (9) for $`ij`$ and $`\frac{d}{dt}D_{ii}(t)=0`$, since $`D_{ii}(t)=1`$. Similarly, from (8) taking into account that also the conditional probability satisfies the master equation (5) one finds $$\frac{}{t}C_{ij}(t)=C_{ij}(t,t^{})+\frac{\gamma }{2}\left[C_{i1,j}(t,t^{})+C_{i+1,j}(t,t^{})\right].$$ (10) The single spin conditional expectation can be computed explicitely obtaining $$\underset{[\sigma ]}{}P([\sigma ^{}],t^{}[\sigma ],t)\sigma _i=\underset{l}{}\sigma _l^{}F_{il}(tt^{})$$ (11) where $`F_{im}(tt^{})=e^{(tt^{})}I_{im}(\gamma (tt^{}))`$ and $`I_n(x)`$ are the Bessel functions of imaginary argument. Then, using the definitions (7) and (8), the two times and the equal times correlation functions are related by $$C_{ij}(t,t^{})=\underset{l}{}D_{jl}(t^{})F_{il}(tt^{})$$ (12) or in Fourier space one finds $$C_k(t,t^{})=D_k(t^{})e^{\gamma _k(tt^{})}$$ (13) with $`\gamma _k=1\gamma \mathrm{cos}k`$. Given the initial condition $`D_{i,j}(0)`$ Eq.(9) can be solved exactly . After some microscopic time $`t_0`$, which we assume much smaller than $`t_{eq}`$, memory of the initial condition is lost and for $`k1`$, $`\xi _F1`$ one has $$D_k(t^{})=2(\frac{t^{}}{\pi })^{1/2}\frac{1}{k^2+\xi _F^2}_0^1𝑑yy^{1/2}[\xi _F^2e^{\xi _F^2t^{}y}+k^2e^{([k^2+\xi _F^2]t^{}+k^2t^{}y)}]$$ (14) where we have expanded $`\gamma _k`$ to lowest order in $`k`$ and $`\xi _F^1`$ using $`\gamma =1/\mathrm{cosh}(\xi _F^1)`$. The form (14) for the equal time structure factor obeys the scaling relation $`D_k(t^{})=(t^{})^{1/2}g(k^2t^{},t^{}/t_{eq})`$ with the limits $$D_k(t^{})\{\begin{array}{cc}(t_{eq})^{1/2}g_{eq}(k^2t_{eq})\hfill & \text{ for }t^{}/t_{eq}1\hfill \\ (t^{})^{1/2}g_{sc}(k^2t^{})\hfill & \text{ for }t^{}/t_{eq}1.\hfill \end{array}$$ (15) Inserting (14) into (13) and inverting the Fourier transform, the corresponding scaling form for the two time correlation function is obtained $`C_{i,j}(t,t^{})=f(\frac{ij}{(t^{})^{1/2}},\frac{t}{t^{}},\frac{t^{}}{t_{eq}})`$ with the limiting behaviors $$C_{i,j}(t,t^{})\{\begin{array}{cc}f_{eq}(\frac{ij}{(t_{eq})^{1/2}},\frac{tt^{}}{t_{eq}})\hfill & \text{for }t^{}/t_{eq}1\hfill \\ f_{sc}(\frac{ij}{(t^{})^{1/2}},\frac{t}{t^{}})\hfill & \text{for }t^{}/t_{eq}1.\hfill \end{array}$$ (16) The use of the small $`k`$ approximation (14) is justified since for small enough $`T_F`$ the structure factor builds up a large and narrow peak about $`k=0`$ which gives the main contribution to the integral over $`k`$. In the following it will be sufficient to consider the autocorrelation function $`(i=j)`$. In the case of the zero temperature quench the scaling behavior at the bottom of (16) is obeyed for all times since $`t_{eq}=\mathrm{}`$ and the explicit form of the scaling function is given by $$C_{i,i}(t,t^{})=f_{sc}(t/t^{})=\frac{2}{\pi }\mathrm{arcsin}\sqrt{\frac{2}{1+\frac{t}{t^{}}}}.$$ (17) With $`T_F>0`$ and $`t_{eq}<\mathrm{}`$, $`C_{i,i}(t,t^{})`$ can be computed by a combination of analytical and numerical integration (Appendix). In Fig.1 we have plotted $`\mathrm{log}C_{i,i}(t,t^{})`$ against $`x=(\frac{t}{t^{}}1)`$ for different values of $`\tau =t^{}/t_{eq}`$ illustrating the crossover from the scaling form (17) to the exponential decay corrasponding to the top of (16) as $`\tau `$ grows from small to large values. ## III Response function As stated in the Introduction, let us now assume that after the quench to $`T_F`$, at some time $`t_w>0`$, a site and time dependent external field $`h_i(t)`$ is switched on. We are interested in the response in the magnetization to the action of this field. More specifically, we wish to investigate the relation between the magnetization response and the correlation function in absence of the field. For sufficiently small external field, the response in the magnetization at site $`i`$ and $`t>t_w`$ is given by linear response theory $$\mathrm{\Delta }<\sigma _i(t)>=<\sigma _i(t)>_h<\sigma _i(t)>_{h=0}=\underset{j}{}_{t_w}^t𝑑t^{}R_{i,j}(t,t^{})h_j(t^{})$$ (18) where $$R_{i,j}(t,t^{})=\frac{\delta <\sigma _i(t)>_h}{\delta h_j(t^{})})_{h=0}$$ (19) is the causal response function. The difference between the two expectation values in (18) is given by $`\mathrm{\Delta }<\sigma _i(t)>=_{[\sigma ]}\sigma _i\mathrm{\Delta }P([\sigma ],t)`$ where $`\mathrm{\Delta }P([\sigma ],t)=P_h([\sigma ],t)P([\sigma ],t)`$ is the difference between the probabilities with and without the field. The time evolution of $`P_h([\sigma ],t)`$ is given by the master equaltion (5) with the transition rate (6) replaced by $`w_h(\sigma _i)=w(\sigma _i)+\mathrm{\Delta }w(\sigma _i)`$ where $`\mathrm{\Delta }w(\sigma _i)=\mathrm{tanh}(\frac{h_i}{T_F})\sigma _iw(\sigma _i)`$. Taking $`h_i/T_F`$ sufficiently small $`\mathrm{tanh}(\frac{h_i}{T_F})\frac{h_i}{T_F}`$ and following up to first order we have $`\mathrm{\Delta }P([\sigma ],t)`$ $`=`$ $`{\displaystyle \frac{1}{T_F}}{\displaystyle \underset{[\sigma ^{}]}{}}{\displaystyle \underset{i}{}}\sigma _i^{}{\displaystyle _{t_w}^t}dt^{}h_i(t^{})[w(\sigma _i^{})P([\sigma ^{}],t^{})+`$ (21) $`w(\sigma _i^{})P([R_i\sigma ^{}],t^{})]P([\sigma ^{}],t^{}[\sigma ],t)`$ yielding $`R_{i,j}(t,t^{})`$ $`=`$ $`{\displaystyle \frac{1}{T_F}}{\displaystyle \underset{[\sigma ][\sigma ^{}]}{}}\sigma _j^{}\left[w(\sigma _j^{})P([\sigma ^{}],t^{})+w(\sigma _j^{})P([R_j\sigma ^{}],t^{})\right]`$ (23) $`P([\sigma ^{}],t^{}[\sigma ],t)\sigma _i.`$ Performing the sum over $`[\sigma ]`$ first and using (11) we find $`R_{i,j}(t,t^{})`$ $`=`$ $`{\displaystyle \frac{1}{T_F}}{\displaystyle \underset{[\sigma ^{}]}{}}{\displaystyle \underset{l}{}}\sigma _j^{}\sigma _l^{}[w(\sigma _j^{})P([\sigma ^{}],t^{})+`$ (25) $`w(\sigma _j^{})P([R_j\sigma ^{}],t^{})]F_{il}(tt^{})`$ and since only the term with $`l=j`$ survives in the summation we have $$R_{i,j}(t,t^{})=\frac{1}{T_F}\left[1\frac{\gamma }{2}(D_{j,j1}(t^{})+D_{j,j+1}(t^{}))\right]F_{ij}(tt^{}).$$ (26) In order to recast this result in terms of $`C_{i,j}(t,t^{})`$ let us differentiate (12) with respect to the time arguments $`{\displaystyle \frac{}{t^{}}}C_{i,j}(t,t^{})`$ $`=`$ $`{\displaystyle \underset{l}{}}{\displaystyle \frac{dD_{j,l}(t^{})}{dt^{}}}F_{il}(tt^{})+`$ (28) $`{\displaystyle \underset{l}{}}D_{j,l}(t^{}){\displaystyle \frac{d}{dt^{}}}F_{il}(tt^{})`$ $$\frac{}{t}C_{i,j}(t,t^{})=\underset{l}{}D_{j,l}(t^{})\frac{d}{dt^{}}F_{il}(tt^{})$$ (29) Adding (28) and (29) the summation in (29) cancels the second one in (28) yielding $$\frac{}{t^{}}C_{i,j}(t,t^{})+\frac{}{t}C_{i,j}(t,t^{})=\underset{l}{}\frac{dD_{j,l}(t^{})}{dt^{}}F_{il}(tt^{}).$$ (30) Next, using (9) for the time derivative when $`lj`$, adding and subtracting a similar contribution with $`l=j`$ and using translational invariance we can rewrite $`{\displaystyle \frac{}{t^{}}}C_{i,j}(t,t^{})+{\displaystyle \frac{}{t}}C_{i,j}(t,t^{})`$ $`=`$ $`2{\displaystyle \underset{l}{}}\left\{D_{j,l}(t^{}){\displaystyle \frac{\gamma }{2}}[D_{j,l+1}(t^{})+D_{j,l1}(t^{})]\right\}F_{il}(tt^{})+`$ (32) $`2\left\{D_{j,j}(t^{}){\displaystyle \frac{\gamma }{2}}[D_{j,j+1}(t^{})+D_{j,j1}(t^{})]\right\}F_{ij}(tt^{}).`$ Using (12) and (10) the first sum in the right hand side is given by $`2\frac{}{t}C_{i,j}(t,t^{})`$, while the second term coincides, up to a constant factor, with the right hand side of (26), since $`D_{j,j}(t^{})=1`$. Therefore, we finally get the following expression for the response function $$R_{i,j}(t,t^{})=\frac{1}{2T_F}\left[\frac{}{t^{}}C_{i,j}(t,t^{})\frac{}{t}C_{i,j}(t,t^{})\right]$$ (33) which can be rewritten in the form (1) $$R_{i,j}(t,t^{})=\frac{X_{i,j}(t,t^{})}{T_F}\frac{}{t^{}}C_{i,j}(t,t^{})$$ (34) with $$X_{i,j}(t,t^{})=\frac{1}{2}\left[1\frac{\frac{}{t}C_{i,j}(t,t^{})}{\frac{}{t^{}}C_{i,j}(t,t^{})}\right].$$ (35) Alternatively, we can expose the deviation from FDT through an additive term $$R_{i,j}(t,t^{})=\frac{1}{T_F}\frac{}{t^{}}C_{i,j}(t,t^{})\frac{1}{2T_F}B_{i,j}(t,t^{})$$ (36) with $$B_{i,j}(t,t^{})=\frac{}{t^{}}C_{i,j}(t,t^{})+\frac{}{t}C_{i,j}(t,t^{}).$$ (37) When time translation invariance holds we have either $`X_{i,j}(t,t^{})=1`$ or $`B_{i,j}(t,t^{})=0`$ and the usual FDT is recovered. ## IV Random external field In the simulations the external field is taken random with site independent bimodal distribution $$P[h]=\mathrm{\Pi }_i\left[\frac{1}{2}\delta (h_ih)+\frac{1}{2}\delta (h_i+h)\right].$$ (38) The reason for this choice is not to bias the evolution toward the formation of predominantly positive or negative domains through the introduction of the external perturbation. The quantity of interest then is the staggered magnetization $$M(t,t_w)=\frac{1}{N}\underset{i}{}\overline{\mathrm{\Delta }<\sigma _i(t)>\frac{h_i}{h}}$$ (39) where the bar represents the average over the field configurations. From (18) and (38) the integrated response is given by $$\chi _{ii}(t,t_w)=\frac{1}{h}M(t,t_w)=_{t_w}^t𝑑t^{}R_{ii}(t,t^{}).$$ (40) Dropping the double index and inserting the form (34) of the response function, if the FDR depends on time only through $`C(t,t^{})`$ we have $$T_F\chi (C(t,t_w))=_{C(t,t_w)}^1𝑑CX(C)$$ (41) namely also the integrated response depends on time only through the autocorrelation function. This occurs when FDT holds with $`X(C)=1`$ yielding $$T_F\chi (C(t,t_w))=\left[1C(t,t_w)\right]$$ (42) and when the scaling form (17) holds. In that case from (35) follows $$X(t,t^{})=\frac{1}{2}\left[1+\frac{t^{}}{t}\right]$$ (43) and inverting (17) $$\frac{t^{}}{t}=\frac{\mathrm{sin}^2\left(\frac{\pi }{2}C(t,t^{})\right)}{2\mathrm{sin}^2\left(\frac{\pi }{2}C(t,t^{})\right)}$$ (44) we find $$X(C)=\frac{1}{2\mathrm{sin}^2\left(\frac{\pi }{2}C\right)}.$$ (45) Inserting this into (41) we obtain $$T_F\chi (C(t,t_w))=\frac{\sqrt{2}}{\pi }\mathrm{arctan}\left[\sqrt{2}\mathrm{cot}(\frac{\pi }{2}C(t,t_w))\right].$$ (46) We have then proceeded to compute (Appendix) $`T_F\chi (t,t_w)`$ with the values of the parameters $`(t_{eq}=10^3)`$ corresponding to the behavior of the autocorrelation function displayed in Fig.1 and we have plotted $`T_F\chi (t,t_w)`$ against $`C(t,t_w)`$ in Fig.2 for different values of $`t_w/t_{eq}`$. In order to understand the plot notice that if $`t_{eq}`$ is finite, from (40) follows $`lim_t\mathrm{}T_F\chi (t,t_w)=\frac{T_F}{h}M_{eq}=1`$ where $`M_{eq}`$ is the equilibrium value of the magnetization. On the other hand, with a finite $`t_{eq}`$ one has also $`lim_t\mathrm{}C(t,t_w)=0`$. Therefore, when plotting $`T_F\chi `$ vs. $`C`$ all the curves starting out at $`(C=1,T_F\chi =0)`$ must end up in the same point $`(C=0,T_F\chi =1)`$. The dependence on $`t_w/t_{eq}`$ enters on how the initial and the final point are joined. Thus, if $`t_w/t_{eq}>1`$, FDT holds over the entire time interval $`(t_w,t)`$ and the plot is linear according to (42). However, if $`t_w/t_{eq}<1`$ then it is possible to have also $`t/t_{eq}<1`$. In that case $`C(t,t^{})`$ obeys the scaling form (17) and in the range of values of $`C`$ where this holds, $`T_F\chi `$ follows the shape (46). This forces the plot to fall below the straight line of the FDT, but eventually as $`C`$ decreases the plot must raise again in order to reach the value $`T_F\chi =1`$ at $`C=0`$. Therefore, the peculiar shape of the curves displaying a change in concavity is a consequence of a finite equilibration time. The final upword bending of the curves corresponds to interrupted aging and that is where the curves do depend on $`t_w`$. Furthermore, the range of values where the plot follows the shape (46) is larger the smaller is the value of $`t_w/t_{eq}`$. In the limiting case $`t_{eq}=\mathrm{}`$ aging holds for all time and the plot obeys (46) over the entire range of $`C`$ values. ## V Conclusions The relaxation dynamics of the one dimensional Ising model allows to analyse in detail the transition from the off equilibrium to the equilibrium regime. In particular, we have obtained the crossover in the FDR from the nontrivial form $`X(C)`$ given by (45) to $`X(t,t^{})1`$ as a manifestation at the level of the response function of the crossover in the underlying correlation function from aging to time translation invariance. A comment should be made about the shape of $`X(C)`$. In the case of the zero temperature quench (45) holds for all time. On the other hand, the zero temperature quench is a phase ordering process eventually leading to the coexistence of ordered phases as in the quench below the critical point of a system with a finite critical temperature. In the latter case $`X(C)`$ displays a qualitatively different behavior decreasing from $`1`$ and flattening to zero, while in our case $`X(C)`$ decreases from $`1`$ toward $`1/2`$ as $`C`$ goes to zero. Although we do not have a complete understanding of the origin of this discrepancy, we believe this to be related to the absence in the one dimensional case of the asymmetry term in the relation between $`R(t,t^{})`$ and $`C(t,t^{})`$. In the context of Langevin dynamics one can derive in full generality $$R(t,t^{})=\frac{1}{2T_F}\left(\frac{}{t^{}}\frac{}{t}\right)C(t,t^{})\frac{1}{2T_F}A(t,t^{})$$ (47) where $`A(t,t^{})`$ is the asymmetry term which vanishes for linear dynamics. From (47) the FDR takes the following general form $$X(t,t^{})=\frac{1}{2}\left[1\frac{\frac{}{t}C(t,t^{})}{\frac{}{t^{}}C(t,t^{})}\right]\frac{1}{2}\frac{A(t,t^{})}{\frac{}{t^{}}C(t,t^{})}$$ (48) and if we assume scaling $`C(t,t^{})=f(t/t^{})`$ the square brackets contribution is given by (43) independently from the form of $`f(x)`$. Therefore, if we accept that $`X`$ is a function of $`C`$ when scaling holds, in order to have $`lim_{C0}X(C)<1/2`$ the asymmetry term must necessarily be nonzero. Now, from Eq.(33) follows that in the one dimensional Ising model with Glauber dynamics the asymmetry is absent. Indeed, in this case as Eq.s (9) and (10) show, dynamics is linear. Another example of linear dynamics leading to $`lim_{C0}X(C)=1/2`$ is the massless gaussian model . Conversely, if one considers the Ising model with higher dimensionality and a finite critical temperature, the equations of motion for the two point correlation functions are coupled to higher correlation functions producing a nonlinearity which in turn is expected to produce a nonvanishing asymmetry in the off equilibrium regime. ## VI Appendix In order to carry out the computation of $`T_F\chi (t,t_w)`$ we start from the sum of the time derivatives of $`C_k(t,t^{})`$ obtained from (13) $$\left(\frac{}{t^{}}+\frac{}{t}\right)C_k(t,t^{})=\frac{dD_k(t^{})}{dt^{}}e^{\gamma _k(tt^{})}.$$ (49) Using (14) for $`D_k(t^{})`$ and carrying out integrations by parts we find $$\frac{dD_k(t^{})}{dt^{}}=\frac{2}{\sqrt{\pi t^{}}}e^{\xi _F^2t^{}}2\sqrt{\frac{t^{}}{\pi }}e^{(k^2+\xi _F^2)t^{}}k^2_0^1\frac{dy}{\sqrt{y}}e^{k^2t^{}y}.$$ (50) Inserting this result into (49) and integrating over $`k`$ we have $`B(t,t^{})`$ $`=`$ $`\left({\displaystyle \frac{}{t^{}}}+{\displaystyle \frac{}{t}}\right)C(t,t^{})={\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dk}{2\pi }}{\displaystyle \frac{dD_k(t^{})}{dt^{}}}e^{\frac{1}{2}(k^2+\xi _F^2)(tt^{})}=`$ (53) $`{\displaystyle \frac{1}{\pi }}\sqrt{{\displaystyle \frac{2}{t^{}(tt^{})}}}e^{\frac{1}{2}\xi _F^2(t+t^{})}{\displaystyle \frac{1}{\pi }}e^{\frac{1}{2}\xi _F^2(t+t^{})}{\displaystyle _0^1}𝑑y\sqrt{{\displaystyle \frac{2t^{}}{y(t+t^{}2yt^{})^3}}}=`$ $`{\displaystyle \frac{1}{\pi (t+t^{})}}\sqrt{{\displaystyle \frac{2(tt^{})}{t^{}}}}e^{\frac{1}{2}\xi _F^2(t+t^{})}.`$ Next, Fourier transforming the equation of motion (9) one obtains $$\frac{d}{dt}D_k(t)=2\gamma _kD_k(t)+r(t)$$ (54) with $$r(t)=\frac{e^{\frac{1}{2}\xi _F^2t}}{\sqrt{\pi t}}+\xi _F^1Erf(\sqrt{\xi _F^2t})$$ (55) where $`Erf`$ is the error function. Inserting (54) in the right hand side of (49) and using $`\frac{}{t}C_k(t,t^{})=\gamma _kC_k(t,t^{})`$ one finds $$\left(\frac{}{t^{}}\frac{}{t}\right)C_k(t,t^{})=r(t^{})e^{\frac{1}{2}(k^2+\xi _F^2)(tt^{})}$$ (56) which after integration over $`k`$ gives $$\left(\frac{}{t^{}}\frac{}{t}\right)C(t,t^{})=\frac{2}{\pi }\frac{e^{\frac{1}{2}\xi _F^2(t+t^{})}}{\sqrt{2t^{}(tt^{})}}+\sqrt{\frac{2}{\pi }}\xi _F^1\frac{Erf(\sqrt{\xi _F^2t^{}})}{\sqrt{tt^{}}}e^{\frac{1}{2}\xi _F^2(tt^{})}.$$ (57) Inserting this result in (33) with $`i=j`$ the integrated response $`T_F\chi (t,t_w)`$ is obtained carrying out numerically the integration in (40). Similarly, the autocorrelation function is obtained by taking the difference of (53) and (57) and carrying out numerically the time integration in $$C(t,t_w)=1+_{t_w}^t𝑑s\frac{}{s}C(s,t_w).$$ (58) Aknowledgements - This work has been partially supported from the European TMR Network-Fractals c.n. FMRXCT980183 and from MURST through PRIN-97. Figure Captions Fig.1 - Plot of the autocorrelation function for different values of $`\tau =t^{}/t_{eq}`$ and $`t_{eq}=10^3`$. The continuous line is the plot of the anlytical solution (17) coresponding to $`T_F=0`$. Fig.2 - Plot of the integrated response for different values of $`t_w/t_{eq}`$ and $`t_{eq}=10^3`$. The continuous line is the plot of the anlytical solution (46) coresponding to $`T_F=0`$.
warning/0001/astro-ph0001160.html	ar5iv	text	# The Synchrotron Spectrum of Fast Cooling Electrons Revisited ## 1 Introduction. The spectrum of Gamma-Ray Bursts (GRBs) and their afterglows is well described by synchrotron and inverse Compton emission. It is better studied during the afterglow stage, where we have broad band observations. The observed behavior is in good agreement with the theory. Within the fireball model, both the GRB and its afterglow are due to the deceleration of a relativistic flow. The radiation is emitted by relativistic electrons within the shocked regions. According to the internal-external shock scenario, it has been shown (Fenimore et. al., 1996; Sari & Piran, 1997) that in order to obtain a reasonable efficiency, the GRB itself must arise from internal shocks (ISs) within the flow, while the afterglow is due to the external shock (ES) produced as the flow is decelerated upon collision with the ambient medium. In the simplest version of the fireball model, a spherical blast wave expands into a cold and homogeneous ambient medium (Waxman 1997; Mészáros, P. & Rees, M. 1997; Katz & Piran 1997; Sari, Piran & Narayan 1998, hereafter SPN). An important variation is a density profile $`\rho (r)r^2`$, suitable for a massive star progenitor which is surrounded by its pre-explosion wind. In this letter we consider fast cooling (FC), where the electrons cool due to radiation losses on a time scale much shorter than the dynamical time of the system<sup>1</sup><sup>1</sup>1$`t_{dyn}`$ is the time for considerable expansion. Adiabatic cooling is therefore negligible compared to radiative cooling., $`t_{dyn}`$. Both the highly variable temporal structure of most bursts and the requirement of a reasonable radiative efficiency, suggest FC during the GRB itself (Sari, Narayan & Piran, 1996). During the afterglow, FC lasts $`1`$ hour after the burst for an ISM surrounding (SPN; Granot, Piran & Sari 1999a) and $`1`$ day in a dense circumstellar wind environment (Chevalier & Li, 1999). We assume that the electrons (initially) and the magnetic field (always) hold fractions $`ϵ_e`$ and $`ϵ_B`$ of the internal energy, respectively. We consider synchrotron emission of relativistic electrons which are accelerated by a strong blast wave into a power law energy distribution: $`N(\gamma )\gamma ^p`$ for $`\gamma \gamma _m=(p2)ϵ_ee^{}/(p1)n^{}m_ec^2ϵ_ee^{}/3n^{}m_ec^2`$, where $`n^{}`$ and $`e^{}`$ are the number density and internal energy density in the local frame and we have used the standard value, $`p=2.5`$. After being accelerated by the shock, the electrons cool due to synchrotron radiation losses. An electron with a critical Lorentz factor, $`\gamma _c`$, cools on the dynamical time, $`t_{dyn}`$ $$\gamma _c=6\pi m_ec/\sigma _T\mathrm{\Gamma }B^2t_{dyn}=3m_ec/4\sigma _T\mathrm{\Gamma }ϵ_Be^{}t_{dyn},$$ (1) where $`\mathrm{\Gamma }`$ is the bulk Lorentz factor, $`\sigma _T`$ is the Thomson cross section and $`B^{}`$ is the magnetic field. The Lorentz factors, $`\gamma _m`$ and $`\gamma _c`$, correspond to the frequencies: $`\nu _m`$ and $`\nu _c`$, respectively, using $`\nu _{syn}(\gamma )=3q_eB^{}\gamma ^2\mathrm{\Gamma }/16m_ec`$. FC implies that $`\gamma _c\gamma _m`$ and therefore $`\nu _c\nu _m`$. The FC spectrum had so far been investigated only for $`\nu _{sa}<\nu _c<\nu _m`$, using a homogeneous distribution of electrons (SPN, Sari & Piran 1999), where $`\nu _{sa}`$ is the self absorption frequency. Under these assumptions the spectrum consists of four power law segments: $`F_\nu \nu ^2,\nu ^{1/3},\nu ^{1/2}`$ and $`\nu ^{p/2}`$, from low to high frequencies. The spectral slope above $`\nu _m`$ is related to the electron injection distribution: the number of electrons with Lorentz factors $`\gamma `$ is $`\gamma ^{1p}`$ and their energy $`\gamma ^{2p}`$. As these electrons cool, they deposit most of their energy into a frequency range $`\nu _{syn}(\gamma )\gamma ^2`$ and therefore $`F_\nu \gamma ^p\nu ^{p/2}`$. At $`\nu _c<\nu <\nu _m`$ all the electrons in the system contribute, as they all cool on the dynamical time, $`t_{dyn}`$. Since the energy of an electron $`\gamma `$, and its typical frequency $`\gamma ^2`$ the flux per unit frequency is $`\gamma ^1\nu ^{1/2}`$. The synchrotron low frequency tail of the cooled electrons ($`\nu ^{1/3}`$) appears at $`\nu _{sa}<\nu <\nu _c`$. Below $`\nu _{sa}`$, the the system is optically thick to self absorption and we see the Rayleigh-Jeans portion of the black body spectrum: $$F_\nu \nu ^2\gamma _{typ}(\nu ),$$ (2) where $`\gamma _{typ}(\nu )`$ is the typical Lorentz factor of the electrons emitting at the observed frequency $`\nu `$. Assuming $`\gamma _{typ}(\nu )=\gamma _c\nu ^0`$, one obtains $`F_\nu \nu ^2`$. We derive the FC spectrum of an inhomogeneous electron temperature distribution in §2 . We find a new self absorption regime where $`F_\nu \nu ^{11/8}`$. In §3 we calculate the break frequencies and flux densities for ESs (afterglows) with a spherical adiabatic evolution, both for a homogeneous external medium and for a stellar wind environment. ISs are treated in §4. In section §5, we show that the early radio afterglow observations may be affected by the new spectra. We find that synchrotron self absorption is unlikely to produce the steep slopes observed in some bursts in the $`110`$ keV range. We also discuss the possibility of using the new spectra to probe very small scales behind the shock. ## 2 Fast cooling spectrum The shape of the FC spectrum is determined by the relative ordering of $`\nu _{sa}`$ with respect to $`\nu _c<\nu _m`$. There are three possible cases. We begin with $`\nu _{sa}<\nu _c<\nu _m`$, case 1 hereafter. This is the “canonical” situation, which arises for a reasonable choice of parameters for afterglows in an ISM environment. The optically thin part of the spectrum ($`\nu >\nu _{sa}`$) of an inhomogeneous electron distribution is similar to the homogeneous one. All the photons emitted in this regime escape the system, rendering the location of the emitting electrons unimportant. In the optically thick regime ($`\nu <\nu _{sa}`$), most of the escaping photons are emitted at an optical depth $`\tau _\nu 1`$, and $`\gamma _{typ}(\nu )`$ must be evaluated at the place where $`\tau _\nu =1`$. In an ongoing shock there is a continuous supply of newly accelerated electrons. These electrons are injected right behind the shock with Lorentz factors $`\gamma \gamma _m`$, and then begin to cool due to radiation losses. In the relativistic shock frame, the shocked fluid moves backwards at a speed of $`c/3`$: $`l^{}=ct^{}/3`$, where $`l^{}`$ is the distance of a fluid element behind the shock and $`t^{}`$ is the time since it passed the shock. Just behind the shock there is a thin layer where the electrons have not had sufficient time to cool significantly. Behind this thin layer there is a much wider layer of cooled electrons. All these electrons have approximately the same Lorentz factor: $`\gamma (t^{})=6\pi m_ec/\sigma _TB^{}{}_{}{}^{2}t_{}^{}`$, or equivalently, $`\gamma (l^{})=2\pi m_ec^2/\sigma _TB^{}{}_{}{}^{2}l_{}^{}`$. Electrons that were injected early on and have cooled down to $`\gamma _c`$ are located at the back of the shell, at a distance of $`\mathrm{\Delta }^{}=ct_{dyn}^{}/3=c\mathrm{\Gamma }t_{dyn}/3=\mathrm{\Gamma }\mathrm{\Delta }`$ behind the shock (i.e. $`\gamma _c=\gamma (\mathrm{\Delta }^{})=\gamma (t_{dyn}^{})`$). We define the boundary between the two layers, $`l_0^{}`$, as the place where an electron with an initial Lorentz factor $`\gamma _m`$ cools down to $`\gamma _m/2`$ $$l_0^{}=2\pi m_ec^2/\sigma _TB^{}{}_{}{}^{2}\gamma _{m}^{}=3m_e^2c^4n^{}/4\sigma _Tϵ_eϵ_Be^{}{}_{}{}^{2}.$$ (3) The un-cooled layer is indeed very thin, as $`l_0^{}/\mathrm{\Delta }^{}=\gamma _c/\gamma _m1`$. We define $`l_1^{}(\nu )`$ by $`\tau _\nu (l_1^{})=1`$. The optically thin emission from $`l^{}<l_1^{}`$ equals the optically thick emission: $$n^{}l_1^{}\mathrm{\Gamma }^2P_{\nu ,max}\left[\nu /\nu _{syn}(\gamma (l_1^{}))\right]^{1/3}/4\pi =\left(2\nu ^2/c^2\right)\mathrm{\Gamma }\gamma (l_1^{})m_ec^2,$$ (4) where $`P_{\nu ,max}P_{syn}(\gamma )/\nu _{syn}(\gamma )\gamma ^0`$ and $`P_{syn}(\gamma )=\mathrm{\Gamma }^2\sigma _Tc\gamma ^2B^{}{}_{}{}^{2}/6\pi `$ are the peak spectral power and total synchrotron power of an electron, respectively. Since $`\nu _{syn}(\gamma )\gamma ^2`$, and within the cooled layer, $`\gamma =\gamma (l^{})1/l^{}`$, eq. (4) implies $`\gamma _{typ}=\gamma (l_1^{})\nu ^{5/8}`$. We now use eq. (2) and obtain that $`F_\nu \nu ^{11/8}`$. This new spectral regime, is a black body spectrum, modified by the fact that the effective temperature ($`\gamma _{typ}`$) varies with frequency. At sufficiently low frequencies, $`l_1^{}(\nu )<l_0^{}`$, implying $`\gamma _{typ}=\gamma _m\nu ^0`$ and $`F_\nu \nu ^2`$. The transition from absorption by the cooled electrons ($`F_\nu \nu ^{11/8}`$) to absorption by un-cooled electrons ($`F_\nu \nu ^2`$) is at $`\nu _{ac}`$, which satisfies $`l_1^{}(\nu _{ac})=l_0^{}`$. The resulting spectrum is shown in the upper frame of Fig. 1. $`\nu _{ac}`$ may be obtained from eq. (4) by substituting $`\gamma (l_1^{})=\gamma _m`$ and $`l_1^{}=l_0^{}`$ from eq. (3). Substituting $`\gamma (l_1^{})=\gamma _c`$ from eq. (1) and $`l_1^{}=\mathrm{\Delta }^{}=\mathrm{\Gamma }\mathrm{\Delta }`$ into eq. (4), gives us $`\nu _{sa}^{(1)}`$. The superscript, <sup>(i)</sup>, labels the specific case under consideration. We obtain $`\nu _{ac}`$ $`=`$ $`(6m_e^{12}c^{29}\gamma ^5n^{}{}_{}{}^{11}/\pi ^5ϵ_B^2ϵ_e^8q_e^4e^{}{}_{}{}^{10})^{1/5},`$ $`\nu _{sa}^{(1)}`$ $`=`$ $`(8/3\pi )\left[4\sigma _T^8ϵ_B^6\mathrm{\Gamma }^{13}\mathrm{\Delta }^8n^{}{}_{}{}^{3}e_{}^{}{}_{}{}^{6}/9m_e^4c^3q_e^4\right]^{1/5}.`$ (5) The ratio $`\nu _{sa}^{(1)}/\nu _{ac}=(\gamma _m/\gamma _c)^{8/5}=(\nu _m/\nu _c)^{4/5}`$ depends on the cooling rate. The maximal flux density occurs at $`\nu _c=\nu _{syn}(\gamma _c)`$ and is given by $`F_{\nu ,max}^{(1)}=N_eP_{\nu ,max}/4\pi D^2`$ (SPN), where $`N_e`$ is the number of emitting electrons and $`D`$ is the distance to the observer, while $`\nu _m=\nu _{syn}(\gamma _m)`$ $`\nu _c`$ $`=`$ $`27\sqrt{\pi }m_ecq_e/64\sqrt{2}\sigma _T^2\mathrm{\Gamma }ϵ_B^{3/2}t_{dyn}^2e^{}{}_{}{}^{3/2},`$ $`\nu _m`$ $`=`$ $`\sqrt{\pi }q_e\mathrm{\Gamma }ϵ_B^{1/2}ϵ_e^2e^{}{}_{}{}^{5/2}/12\sqrt{2}m_e^3c^5n^{}{}_{}{}^{2},`$ (6) $`F_{\nu ,max}^{(1)}`$ $`=`$ $`4\sqrt{2}\sigma _Tm_ec^2N_e\gamma ϵ_B^{1/2}e^{}{}_{}{}^{1/2}/9\pi ^{3/2}q_eD^2.`$ For $`\nu _c<\nu _{sa}<\nu _m`$ (case 2) the cooling frequency, $`\nu _c`$, becomes unimportant, as it lies in the optically thick regime. Now there are only three transition frequencies. $`\nu _{ac}`$ and $`\nu _m`$ are similar to case 1. The peak flux, $`F_{\nu ,max}^{(2)}`$ is reached at $`\nu _{sa}^{(2)}`$: $`\nu _{sa}^{(2)}`$ $`=`$ $`(\nu _{sa}^{(1)})^{5/9}\nu _c^{4/9},`$ $`F_{\nu ,max}^{(2)}`$ $`=`$ $`F_{\nu ,max}^{(1)}\left(\nu _c/\nu _{sa}^{(1)}\right)^{5/18}.`$ (7) If $`\nu _c<\nu _m<\nu _{sa}`$ (case 3) then $`l_1^{}(\nu )l_0^{}`$ for $`\nu <\nu _{sa}^{(3)}`$. Now, both $`\nu _{ac}`$ and $`\nu _c`$ are irrelevant, as the inner parts, where these frequencies are important, are not visible. We can use the initial electron distribution to estimate $`\gamma _{typ}`$: $`\gamma _{typ}=\gamma _m\nu ^0`$ at $`\nu <\nu _m`$, implying $`F_\nu \nu ^2`$. At $`\nu _m<\nu <\nu _{sa}`$ the emission is dominated by electrons with $`\nu _{syn}(\gamma )\nu `$, implying $`\gamma _{typ}\nu ^{1/2}`$ and $`F_\nu \nu ^{5/2}`$. $`F_{\nu ,max}^{(3)}`$ is reached at $`\nu _{sa}^{(3)}`$: $`\nu _{sa}^{(3)}`$ $`=`$ $`\left[(\nu _{sa}^{(1)})^{10/3}\nu _c^{8/3}\nu _m^{p1}\right]^{1/(p+5)},`$ $`F_{\nu ,max}^{(3)}`$ $`=`$ $`F_{\nu ,max}^{(1)}\left[(\nu _{sa}^{(1)})^{p/3}\nu _c^{(3p)/6}\nu _m^{(p1)/2}\right]^{5/(p+5)}.`$ (8) ## 3 Application to External Shocks and the Afterglow Consider now the FC spectrum of an ES which is formed when a relativistic flow decelerates as it sweeps the ambient medium. This is the leading scenario GRB afterglow. We consider an adiabatic spherical outflow running into a cold ambient medium with a density profile $`\rho (r)r^\alpha `$, for either $`\alpha =0`$ (homogeneous ISM) or $`\alpha =2`$ (stellar wind environment). FC lasts for the first hour or so in a typical ISM surrounding, and for about a day in a stellar wind of a massive progenitor. The proper number density and internal energy density behind the shock are given by the shock jump conditions: $`n^{}=4\mathrm{\Gamma }n`$ and $`e^{}=4\mathrm{\Gamma }^2nm_pc^2`$, where $`n`$ is the proper number density before the shock and $`m_p`$ is the mass of a proton. We also use $`\mathrm{\Delta }=R/12\mathrm{\Gamma }^2`$, $`R=4\mathrm{\Gamma }^2ct`$ and $`t_{dyn}=t`$, where $`t`$ is the observed time. For a homogeneous environment $`N_e=4\pi nR^3/3`$. Using $`\mathrm{\Gamma }t^{3/8}`$ (e.g. SPN) we obtain $`\nu _{ac}`$ $`=`$ $`1.7\times 10^9\mathrm{Hz}ϵ_{B,0.1}^{2/5}ϵ_{e,0.1}^{8/5}E_{52}^{1/10}n_1^{3/10}t_2^{3/10},`$ $`\nu _{sa}^{(1)}`$ $`=`$ $`1.8\times 10^{10}\mathrm{Hz}ϵ_{B,0.1}^{6/5}E_{52}^{7/10}n_1^{11/10}t_2^{1/2},`$ $`\nu _c`$ $`=`$ $`2.9\times 10^{15}\mathrm{Hz}ϵ_{B,0.1}^{3/2}E_{52}^{1/2}n_1^1t_2^{1/2},`$ $`\nu _m`$ $`=`$ $`5.5\times 10^{16}\mathrm{Hz}ϵ_{B,0.1}^{1/2}ϵ_{e,0.1}^2E_{52}^{1/2}t_2^{3/2},`$ $`F_{\nu ,max}^{(1)}`$ $`=`$ $`30\mathrm{mJy}D_{28}^2ϵ_{B,0.1}^{1/2}E_{52}n_1^{1/2},`$ (9) where $`n_1=n/1\mathrm{cm}^3`$, $`E_{52}=E/10^{52}\mathrm{ergs}`$, $`D_{28}=D/10^{28}\mathrm{cm}`$, $`ϵ_{B,0.1}=ϵ_B/0.1`$, $`ϵ_{e,0.1}=ϵ_e/0.1`$ and $`t_2=t/100\mathrm{sec}`$. For typical parameters, only the case 1 spectrum is expected. After $`1`$ hour, slow cooling (SC) sets in, and the spectrum is given in GPS. For a circumstellar wind environment, $`n=r^2A/m_p`$ and $`N_e=4\pi AR/m_p`$. Using $`\mathrm{\Gamma }t^{1/4}`$ and $`A=5\times 10^{11}A_{}\mathrm{gr}\mathrm{cm}^1`$ as in Chevalier & Li (1999) we obtain $`\nu _{ac}`$ $`=`$ $`3.6\times 10^{10}\mathrm{Hz}A_{}^{3/5}ϵ_{B,0.1}^{2/5}ϵ_{e,0.1}^{8/5}E_{52}^{2/5},`$ $`\nu _{sa}^{(1)}`$ $`=`$ $`8.0\times 10^{11}\mathrm{Hz}A_{}^{11/5}ϵ_{B,0.1}^{6/5}E_{52}^{2/5}t_{hr}^{8/5},`$ $`\nu _c`$ $`=`$ $`2.5\times 10^{12}\mathrm{Hz}A_{}^2ϵ_{B,0.1}^{3/2}E_{52}^{1/2}t_{hr}^{1/2},`$ $`\nu _m`$ $`=`$ $`1.2\times 10^{14}\mathrm{Hz}ϵ_{B,0.1}^{1/2}ϵ_{e,0.1}^2E_{52}^{1/2}t_{hr}^{3/2},`$ $`F_{\nu ,max}^{(1)}`$ $`=`$ $`0.39\mathrm{Jy}D_{28}^2A_{}ϵ_{B,0.1}^{1/2}E_{52}^{1/2}t_{hr}^{1/2},`$ $`\nu _{sa}^{(2)}`$ $`=`$ $`1.3\times 10^{12}\mathrm{Hz}A_{}^{1/3}t_{hr}^{2/3},`$ $`F_{\nu ,max}^{(2)}`$ $`=`$ $`0.54\mathrm{Jy}D_{28}^2A_{}^{1/6}ϵ_{B,0.1}^{1/4}E_{52}^{3/4}t_{hr}^{1/12},`$ (10) where $`t_{hr}=t/1\mathrm{hour}`$. For typical parameters, the spectrum is of case 2 for $`12`$ hours after the burst. Then it turns to case 1 until $`1`$ day, when there is a transition to SC. The SC spectrum is given in Chevalier & Li (1999). ## 4 Application to Internal Shocks and the GRB ISs are believed to produce the GRBs themselves. The temporal variability of the bursts is attributed to emission from many different collisions between shells within the flow. The number of peaks in a burst, $`N`$, roughly corresponds to the number of such shells. Different shells typically collide before their initial width, $`\mathrm{\Delta }_i`$, has expanded significantly. Assuming that the typical initial separation between shells is $`\mathrm{\Delta }_i`$, $`\mathrm{\Delta }_i=cT_{90}/2N`$ in average, where $`T_{90}`$ is the duration of the burst. The average energy of a shell is $`E_{sh}E/N`$, where $`E`$ is the total energy of the relativistic flow. The emission in the optically thick regime comes from the shocked fluid of the outer and slower shells. We denote the initial Lorentz factor of this shell by $`\mathrm{\Gamma }_i`$, and its Lorentz factor after the passage of the shock by $`\mathrm{\Gamma }`$. The average thermal Lorentz factor of the protons in this region equals the relative bulk Lorentz factor of the shocked and un-shocked portions of the outer shell, $`\mathrm{\Gamma }_r=\mathrm{\Gamma }/2\mathrm{\Gamma }_i`$, which is typically of order unity. Therefore $`e^{}=\mathrm{\Gamma }_rn^{}m_pc^2`$. One can estimate the number density of the pre-shocked fluid, $`n_i^{}`$, by the number of electrons in the shell, $`N_e=E_{sh}/\mathrm{\Gamma }_im_pc^2`$, divided by its volume: $`n_i^{}=N_e/4\pi R^2\mathrm{\Delta }_i\mathrm{\Gamma }_i`$. The number density of the shocked fluid, which is the one relevant for our calculations, is $`n^{}=4\mathrm{\Gamma }_rn_i^{}`$. The width of the front shell in the observer frame decreases after it is shocked: $`\mathrm{\Delta }=\mathrm{\Delta }_i/8\mathrm{\Gamma }_r^2`$. In this section we use $`R2\mathrm{\Gamma }_i^2\mathrm{\Delta }_i4\mathrm{\Gamma }^2\mathrm{\Delta }`$, which is the typical radius for collision between shells, and $`t_{dyn}3\mathrm{\Delta }/c`$. Thus, we obtain $`\nu _{ac}`$ $`=`$ $`8.7\times 10^{14}\mathrm{Hz}\mathrm{\Gamma }_{r,3}^{3/5}ϵ_{B,0.1}^{2/5}ϵ_{e,0.1}^{8/5}E_{52}^{1/5}\mathrm{\Gamma }_3^{1/5}N_2^{2/5}T_1^{3/5},`$ $`\nu _{sa}^{(1)}`$ $`=`$ $`7.7\times 10^{19}\mathrm{Hz}\mathrm{\Gamma }_{r,3}^{53/5}ϵ_{B,0.1}^{6/5}E_{52}^{9/5}\mathrm{\Gamma }_3^{41/5}N_2^2T_1^{19/5},`$ $`\nu _c`$ $`=`$ $`3.6\times 10^{12}\mathrm{Hz}\mathrm{\Gamma }_{r,3}^8ϵ_{B,0.1}^{3/2}E_{52}^{3/2}\mathrm{\Gamma }_3^8N_2^1T_1^{5/2},`$ $`\nu _m`$ $`=`$ $`5.6\times 10^{18}\mathrm{Hz}\mathrm{\Gamma }_{r,3}^6ϵ_{B,0.1}^{1/2}ϵ_{e,0.1}^2E_{52}^{1/2}\mathrm{\Gamma }_3^2N_2T_1^{3/2},`$ $`F_{\nu ,max}^{(1)}`$ $`=`$ $`509\mathrm{Jy}\mathrm{\Gamma }_{r,3}^5ϵ_{B,0.1}^{1/2}E_{52}^{3/2}\mathrm{\Gamma }_3^3D_{28}^2T_1^{3/2},`$ $`\nu _{sa}^{(2)}`$ $`=`$ $`4.3\times 10^{16}\mathrm{Hz}\mathrm{\Gamma }_{r,3}^{7/3}E_{52}^{1/3}\mathrm{\Gamma }_3^1N_2^{2/3}T_1^1,`$ (11) where $`N_2=N/100`$, $`T_1=T_{90}/10\mathrm{sec}`$, $`\mathrm{\Gamma }_{r,3}=\mathrm{\Gamma }_r/3`$ and $`\mathrm{\Gamma }_3=\mathrm{\Gamma }/10^3`$. ## 5 Discussion We have calculated the synchrotron spectrum of fast cooling (FC) electrons. We find three possible spectra, depending on the relative ordering $`\nu _{sa}`$ with respect to $`\nu _c<\nu _m`$. Two of these spectra contain a new self absorption regime where $`F_\nu \nu ^{11/8}`$. During the initial fast cooling stage of the afterglow, the system is typically optically thick in the radio and optically thin in the optical and X-ray, for both ISM and stellar wind environments. We therefore expect the new feature, $`F_\nu \nu ^{11/8}`$, to be observable only in the radio band, during the afterglow. For both environments, $`\nu _{ac}`$ and $`\nu _{sa}`$ move closer together (see Fig. 1) until they merge at the transition to slow cooling (SC). Afterwards, there is only one self absorption break, at $`\nu _{sa}^{(SC)}`$. For an ISM surrounding, $`\nu _{sa}^{(SC)}t^0`$. From current late time radio observations, we know that typically, $`\nu _{sa}^{(SC)}`$ a few GHz (Taylor et. al., 1998; Wijers & Galama, 1999; Granot, Piran & Sari, 1999b). Therefore, the whole VLA band, $`1.415`$ GHz, should initially be in the range where $`F_\nu \nu ^{11/8}`$. Sufficiently early radio observations, which could confirm this new spectral slope, may become available in the upcoming HETE era. In a considerable fraction of bursts, there is evidence for a spectral slope $`>1/3`$ (photon number slope $`>2/3`$), in the $`110`$ keV range (Preece et. al., 1998; Crider et. al., 1998; Strohmayer et. al., 1998). Such spectral slopes are not possible for optically thin synchrotron emission (Katz, 1994). They could be explained by self absorbed synchrotron emission if $`\nu _{sa}`$ reaches the X-ray band. The best prospects for this to occur are with the spectrum of the second type. However, we have to check whether the physical parameters for which $`\nu _{sa}`$ is so high are reasonable. Several constraints must be satisfied: (i) ISs must occur at smaller radii than ESs, (ii) efficient emission requires FC, and (iii) the system must be optically thin to Thomson scattering and pair production. The most severe constraint in the way of getting the $`\nu _{sa}`$ into the X-ray band arises from (iii). It is possible only for rather extreme parameters: $`\mathrm{\Gamma }10^4`$ and $`\mathrm{\Gamma }_r50`$. With such parameters, $`\nu F_\nu `$ would peak at $`h\nu _m1100\mathrm{GeV}`$, unless $`ϵ_e10^2`$, which would result in a very low radiative efficiency. Overall it seems unlikely that self absorbed synchrotron emission produces the observed spectral slopes $`>1/3`$. So far we have neglected Inverse Compton (IC) scattering. For $`ϵ_e<ϵ_B`$ the effects of IC are small, as the total power, $`P_{IC}`$, emitted via IC is smaller than via synchrotron: $`P_{IC}<P_{syn}`$. For $`ϵ_e>ϵ_B`$ IC becomes important as $`P_{IC}/P_{syn}=\sqrt{ϵ_e/ϵ_B}`$ (Sari, Narayan & Piran, 1996). This additional cooling causes $`\gamma _c`$ and $`\nu _c`$ to decrease by factors of $`\sqrt{ϵ_e/ϵ_B}`$ and $`ϵ_e/ϵ_B`$, respectively. This increases the duration of the FC stage in ESs by a factors of $`ϵ_e/ϵ_B`$ and $`\sqrt{ϵ_e/ϵ_B}`$ for ISM and stellar wind environments, respectively. Our results depend on the assumption of an orderly layered structure behind the shock: a thin un-cooled layer of width $`l_0^{}`$, followed by a much wider layer of cooled electrons, of width $`\mathrm{\Delta }^{}=l_0^{}\sqrt{\nu _m/\nu _c}`$. Clearly, significant mixing would homogenize the region and would lead to the “homogeneous” spectrum given in SPN, without the $`\nu ^{11/8}`$ region discussed here. A typical electron is not expected to travel much farther than its gyration radius, $`r(\gamma )`$. We obtain $`r(\gamma _m)/l_0^{}=5\times 10^8t_2^{9/8},10^9t_{hr}^{5/4}`$ and $`5\times 10^8`$, using the scalings of eqs. (3) and (3) for ESs and eq. (4) for ISs, respectively. Thus, this effect could not cause significant mixing. Another mechanism that might cause mixing is turbulence. The observation of a spectrum with $`F_\nu \nu ^{11/8}`$ would indicate the existence of a layered structure, and constrain the effective mixing length to $`l_0^{}=\mathrm{\Delta }^{}\sqrt{\nu _c/\nu _m}`$. This research was supported by the US-Israel BSF.
warning/0001/quant-ph0001117.html	ar5iv	text	# Motional effects of single trapped atomic/ionic qubit ## Abstract We investigate theoretical decoherence effects of the motional degrees of freedom of a single trapped atomic/ionic electronically coded qubit. For single bit rotations from a resonant running wave laser field excitation, we found the achievable fidelity to be determined by a single parameter characterized by the motional states. Our quantitative results provide a useful realistic view for current experimental efforts in quantum information and computing. 03.67.Lx, 89.70.+c, 32.80.-t Since the pioneering work by Shor on efficient prime factorization with a quantum computer in 1994, we have witnessed an explosive growth of interests in quantum information and computing. Although still largely a theoretical field, solid progress in experimental efforts have been made within the last few years. Most notably, pure state based quantum gate implementation , demonstrations of quantum teleportation , and GHZ state synthesis have stimulated more vigorous experimental efforts. Two of the most interesting proposals for potentially large scale quantum computing were suggested by the same Innsbruck group, based on trapped ions and cavity QED with atoms . Various implementations of these ideas are actively pursued in many experiments around the world. In their original analysis as presented in , individual qubits are coded in electronic degrees states of atoms/ions, and coherent evolution of the system state requires the qubits to be in selected motional pure states. Experimentally, one needs to attain the strong binding limit and cooling to the motional ground state is also required . As is well known, these limits are difficult to maintain due to various decoherence processes which heat up the motional degrees of freedom. Further more, maintaining motional ground state becomes problematic when strong confinement is not satisfied. Several ideas were proposed recently for computing with ‘hot’ qubits . This paper attempts to provide quantitative answers to motional effects (ME) on electronically encoded quantum states . It is the first step towards a thorough investigation of the ME. The paper is organized as follows. First our model is presented. We then discuss analytically the decoherence of the ME for an unknown electronic encoded qubit. Finally we present numerical results to support our understanding. In forthcoming papers, we will study the decoherence due to ME on multi-qubit entanglement creation, e.g, the effect on the conditional logic operation CNOT. We consider a single harmonically bound two state atom described by the Hamiltonian $`H`$ $`={\displaystyle \underset{\stackrel{}{n}}{}}\mathrm{}(n_x\omega _x^g+n_y\omega _y^g+n_z\omega _z^g)\|g,\stackrel{}{n}g,\stackrel{}{n}\|`$ (3) $`+{\displaystyle \underset{\stackrel{}{m}}{}}\mathrm{}(\omega _{eg}+m_x\omega _x^e+m_y\omega _y^e+m_z\omega _z^e)\|e,\stackrel{}{m}e,\stackrel{}{m}\|`$ $`+{\displaystyle \frac{1}{2}}\mathrm{}\mathrm{\Omega }_Le^{i\omega _Lt}{\displaystyle \underset{\stackrel{}{n},\stackrel{}{m}}{}}\eta _{\stackrel{}{n}\stackrel{}{m}}(\stackrel{}{k}_L)\|g,\stackrel{}{n}e,\stackrel{}{m}\|+h.c..`$ $`\|g,\stackrel{}{n}=\|g\|\stackrel{}{n}_g`$ ($`\|e,\stackrel{}{m}=\|e\|\stackrel{}{m}_e`$) denotes number state in the ground (excited) trap with frequencies are $`\omega _{i=x,y,z}^g`$ ($`\omega _i^e`$). $`\omega _{eg}`$ is the electronic transition frequency. $`\mathrm{\Omega }_L`$ is the Rabi frequency of the plane wave laser field. The motional dipole moments are the familiar Franck-Condon factor $$\eta _{\stackrel{}{n}\stackrel{}{m}}(\stackrel{}{k}_L)=g,\stackrel{}{n}\|e^{i\stackrel{}{k}_L\stackrel{}{R}}\|e,\stackrel{}{m}.$$ (4) Radiative coupling to the vacuum reservoir of the atom will not be included here as the effect of the resulting spontaneous emission on the qubit decoherence has been studied and is well understood . Our model can also be viewed as between two ground states in a three level $`\mathrm{\Lambda }`$-type off resonant Raman system. In such a case, $`\mathrm{\Omega }_L\mathrm{\Omega }_P\mathrm{\Omega }_S^{}/\delta _L`$ are the two photon effective Rabi frequency and $`\stackrel{}{k}_L=\stackrel{}{k}_P\stackrel{}{k}_S`$. The indices $`P`$ and $`S`$ denote the dipole connected pump and stokes transitions, and $`\delta _L`$ is the (large) detuning from the eliminated far off-resonant excited state. Physical models similar to Eq. (3) have been studied under different context before , usually, within the Lamb-Dicke limit (LDL) when ME become considerably simplified. In terms of the trap width $`a_i^{g,e}=\sqrt{\mathrm{}/2M\omega _i^{g,e}}`$, the LDL corresponds to $`k_La_i^{g,e}1`$. This requires the atom/ion to be confined less than the wavelength $`a_i^{g,e}\lambda _L`$ and is equivalent to require $`\mathrm{}\omega _i^g`$ to be much larger than the recoil energy $`E_R=\mathrm{}^2k_L^2/2M\mathrm{}\omega _i^{e,g}`$. For an effective two state system reduced from a near resonant three level $`\mathrm{\Lambda }`$-type configuration, LDL is easily satisfied with co-propagating pump and Stokes fields when $`\stackrel{}{k}_P\stackrel{}{k}_S`$. In this study we investigate ME for general cases not in the LDL. Such studies will provide much needed theoretical clarification as trapped atoms/ions are among the “hottest” qubit candidates in many experimental efforts. We note Franck-Condon factors (4) satisfy $`{\displaystyle \underset{\stackrel{}{n}}{}}\left[\eta _{\stackrel{}{n}\stackrel{}{m}}(\stackrel{}{k}_L)\right]^{}\eta _{\stackrel{}{n}\stackrel{}{m}^{}}(\stackrel{}{k}_L)=\delta _{\stackrel{}{m}\stackrel{}{m}^{}},`$ (5) $`{\displaystyle \underset{\stackrel{}{m}}{}}\left[\eta _{\stackrel{}{n}\stackrel{}{m}}(\stackrel{}{k}_L)\right]^{}\eta _{\stackrel{}{n}^{}\stackrel{}{m}}(\stackrel{}{k}_L)=\delta _{\stackrel{}{n}\stackrel{}{n}^{}},`$ (6) which allows the introduction of a complete and orthonormal basis $`\|\stackrel{}{n}_p={\displaystyle \underset{\stackrel{}{n}^{}}{}}\eta _{\stackrel{}{n}\stackrel{}{n}^{}}^{}(\stackrel{}{k}_L)\|\stackrel{}{n}^{}_g.`$ (7) Physically it corresponds to the motional wave packet of a photon absorption from ground state $`\|\stackrel{}{n}_g`$. Mathematically, it is the number coherent state basis $`\|\alpha ,n=D(\alpha )\|n`$, with the displacement operator $`D(\alpha )=e^{\alpha b^+\alpha ^{}b}`$. We note $`R_i=a_i^g(b_i^{g+}+b_i^g)`$ with $`b_i^g`$ ($`b_i^{g+}`$) the annihilation (creation) operator for$`\|n_i_g`$, therefore Eq. (7) can be rewritten as $`\|n_x_p=\|ik_La_x^g,n_x_g`$, exactly representing wave-packets corresponding to excitation from different ground trapping states. As will become clear later, the coherent Rabi coupling between the ground and excited state manifolds can also be decomposed into paired sets $`\{\|g\|\stackrel{}{n}_g,\|e\|\stackrel{}{n}_p\}`$. With the inverse relation $`\|\stackrel{}{m}_e={\displaystyle \underset{\stackrel{}{n}}{}}\eta _{\stackrel{}{n}\stackrel{}{m}}(\stackrel{}{k}_L)\|\stackrel{}{n}_p,`$ (8) we can transform Eq. (3) into the $`\|\stackrel{}{n}_p`$ basis. Denote $`\|e_p,\stackrel{}{n}=\|e\|\stackrel{}{n}_p`$, we obtain $`{\displaystyle \underset{\stackrel{}{m}}{}}\mathrm{}\omega _{eg}\|e,\stackrel{}{m}e,\stackrel{}{m}\|`$ $`={\displaystyle \underset{\stackrel{}{n}}{}}\mathrm{}\omega _{eg}\|e_p,\stackrel{}{n}e_p,\stackrel{}{n}\|,`$ (9) $`{\displaystyle \underset{\stackrel{}{m},i}{}}m_i\mathrm{}\omega _i^e\|\stackrel{}{m}_e_e\stackrel{}{m}\|=`$ $`{\displaystyle \underset{\stackrel{}{n}\stackrel{}{n}^{}}{}}(E_{\stackrel{}{n}\stackrel{}{n}^{}}^D+E_{\stackrel{}{n}\stackrel{}{n}^{}}^O)\|\stackrel{}{n}_p_p\stackrel{}{n}^{}\|.`$ (10) We found $`E_{\stackrel{}{n}\stackrel{}{n}^{}}^D`$ terms couple nearest neighbors, i.e. states with $`n_i=n_i^{}\pm 1`$ ($`n_{ji}=n_j^{}`$), while $`E_{\stackrel{}{n}\stackrel{}{n}^{}}^O`$ terms couple states with $`\stackrel{}{n}=\stackrel{}{n}^{}`$ and $`n_i=n_i^{}\pm 2`$ ($`n_{ji}=n_j^{}`$). $`E_{\stackrel{}{n}\stackrel{}{n}^{}}^O`$ terms become diagonal along $`i`$axis whenever $`\delta \omega _i^20`$. We will focus on the case $`\omega _i^g=\omega _i^e`$ ($`i=x,y,z`$) in the present paper. This is typical for the ion trap system and can also be arranged for optical dipole traps . For the plane wave excitation along the x-axis, the ME along the $`y`$ and $`z`$ directions are unperturbed. Our Hamiltonian Eq. (3) can simplifies to a one dimensional model $`H`$ $`={\displaystyle \underset{n_x}{}}n_x\mathrm{}\omega _x^g\|g,n_xg,n_x\|`$ (14) $`+{\displaystyle \underset{n_x}{}}\mathrm{}(n_x\omega _x^g\mathrm{\Delta }_L)\|e_p,n_xe_p,n_x\|`$ $`+i(k_La_x){\displaystyle \underset{n_x}{}}\mathrm{}\omega _x^g\sqrt{n_x+1}\|e_p,n_x+1e_p,n_x\|+h.c.`$ $`+{\displaystyle \frac{1}{2}}\mathrm{}\mathrm{\Omega }_L{\displaystyle \underset{n_x}{}}\|g,n_xe_p,n_x\|+h.c.,`$ where transformation to the interaction picture by $`U(t)=\mathrm{exp}\left(i\mathrm{}\omega _Lt{\displaystyle \underset{n_x}{}}\|e_p,n_xe_p,n_x\|\right)`$ (15) has also been made. The detuning is $`\mathrm{}\mathrm{\Delta }_L=\mathrm{}\omega _L\mathrm{}\omega _{eg}\frac{\mathrm{}^2k_L^2}{2M}`$, including the recoil shift. This Hamiltonian can be graphically illustrated as in Figure 1. The paired ladder structure resembles the familiar motional state ladders in an ion trap . However, in Fig. 1, the excited states are the wave-packet basis states Eq. (7). The nearest neighbor coupling is not due to the LDL approximation. Denote $`H=H_0+H_1`$ with $`H_1`$ the nearest neighbor coupling term in the excited state \[the third line of Eq. (14)\], $`H_0`$ becomes $`H_0=\mathrm{}\left(\begin{array}{cccccccccc}& & & & & & & & & \\ & & & & & & & & & \\ & & n_x\omega _x^g& \frac{\mathrm{\Omega }_L}{2}& & & & & & \\ & & \frac{\mathrm{\Omega }_L}{2}& n_x\omega _x^g\mathrm{\Delta }_L& & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \end{array}\right),`$ (22) where each $`2\times 2`$ block describes the Rabi oscillation between paired states $`\{\|g\|n_x_g,\|e\|n_x_p\}`$ with exactly the same Rabi frequency $`\mathrm{\Omega }=\sqrt{\mathrm{\Omega }_L^2+\mathrm{\Delta }_L^2}`$. There are no differential detunings between different pairs either. With wave function coefficients $`\{C_{n_x}^g,C_{n_x}^e\}`$, the $`2\times 2`$ oscillation is described by $`C_{n_x}^e(\tau )`$ $`=e^{in_x\omega _x^g\tau }\left[C_{n_x}^e(0)\mathrm{cos}\theta iC_{n_x}^g(0)\mathrm{sin}\theta \right],`$ (23) $`C_{n_x}^g(\tau )`$ $`=e^{in_x\omega _x^g\tau }\left[C_{n_x}^g(0)\mathrm{cos}\theta iC_{n_x}^e(0)\mathrm{sin}\theta \right],`$ (24) when $`\mathrm{\Delta }_L=0`$. The pulse area is $`\theta (\tau )=\frac{1}{2}_0^\tau \mathrm{\Omega }(t)𝑑t`$. $`H_0`$ describes the coherent evolution between paired states with a time scale given $`\mathrm{\Omega }`$. $`H_1`$, on the other hand couples nearest neighbors of excited motional wave pack states and can causes decoherence of an electronically coded qubit. Its time scale is determined by several factors including the trap frequency $`\omega _x^g`$, Lamb Dicke parameter $`k_La_x^g`$, and the highest motional state number $`n_x^{\mathrm{max}}`$. Assuming an electronically coded unknown qubit $`\|\psi (0)`$ $`=\alpha \|g+\beta \|e,`$ (25) (normalization $`\|\alpha \|^2+\|\beta \|^2=1`$), an arbitrary single bit rotation is achieved through a multiplication of $`e^{i\delta }\left(\begin{array}{cc}e^{i\gamma _1}& 0\\ 0& e^{i\gamma _1}\end{array}\right)\left(\begin{array}{cc}\mathrm{cos}\theta & \mathrm{sin}\theta \\ \mathrm{sin}\theta & \mathrm{cos}\theta \end{array}\right)\left(\begin{array}{cc}e^{i\gamma _2}& 0\\ 0& e^{i\gamma _2}\end{array}\right).`$ (32) $`\delta `$, $`\gamma _1`$, $`\gamma _2`$, and $`\varphi `$ are parameters. With resonant Rabi coupling, our solution Eq. (24) achieves the important $`\theta `$ rotation corresponds to $`e^{2i\gamma _1}=i`$, and $`e^{2i\gamma _2}=i`$. Ideally one hopes to arrive at the target state $`\|\psi (\tau )_T`$ $`=(\alpha \mathrm{cos}\theta i\beta \mathrm{sin}\theta )\|g+(\beta \mathrm{cos}\theta i\alpha \mathrm{sin}\theta )\|e,`$ (33) with the density matrix, $`\rho _T(\tau )`$ $`=I_g^T\|gg\|+(1I_g^T)\|ee\|+(I_{ge}^T\|ge\|+h.c.),`$ (34) where $`I_g^T`$ $`=\|\alpha \|^2\mathrm{cos}^2\theta +\|\beta \|^2\mathrm{sin}^2\theta +i(\alpha \beta ^{}c.c.)\mathrm{sin}\theta \mathrm{cos}\theta ,`$ (35) $`I_{ge}^T`$ $`=\alpha \beta ^{}\mathrm{cos}^2\theta +\beta \alpha ^{}\mathrm{sin}^2\theta +i(\|\alpha \|^2\|\beta \|^2)\mathrm{sin}\theta \mathrm{cos}\theta .`$ (36) Due to ME the electronic qubit Eq. (25) does not remain decoupled from the motional degrees of freedom. In general, it evolves within the much larger Hilbert space containing motional states. We now study two concrete examples of decoherence assuming the initial qubit in the enlarged Hilbert space reproduces the density matrix Eq. (34), i.e. resembles a perfect qubit to the innocent bystanders unaware of the motional degrees of freedom. First, we consider $`\|\psi (0)_{\mathrm{tot}}`$ $`=(\alpha \|g+\beta \|e)\|\psi (0)_{\mathrm{cm}},`$ (37) with an initial pure motional state $`\|\psi (0)_{\mathrm{cm}}=_{n_x}c_{n_x}\|n_x_g`$ ($`_{n_x}\|c_{n_x}\|^2=1`$). Upon tracing the motional degrees of freedom, $`\rho (0)=\|\psi (0)\psi (0)\|`$ is correctly reproduced. By rewriting $`\|\psi (0)_{\mathrm{tot}}`$ as $$\underset{n_x}{}(c_{n_x}\alpha \|g\|n_x_g+\underset{n_x^{}}{}\eta _{n_xn_x^{}}c_{n_x^{}}\beta \|e\|n_x_p),$$ we can analytically evolve this state with $`H_0`$ to obtain $`\rho (\tau )`$ $`=I_g\|gg\|+(1I_g)\|ee\|+(I_{ge}\|ge\|+h.c.),`$ (38) with $`I_g`$ $`=\|\alpha \|^2\mathrm{cos}^2\theta +\|\beta \|^2\mathrm{sin}^2\theta +i(\alpha \beta ^{}\eta ^{}c.c.)\mathrm{cos}\theta \mathrm{sin}\theta ,`$ (39) $`I_{ge}`$ $`=i(\|\alpha \|^2\|\beta \|^2){\displaystyle \frac{1}{2}}\mathrm{sin}2\theta {\displaystyle \underset{n_x,q_x}{}}e^{i(n_xq_x)\omega _x^g\tau }c_{n_x}c_{q_x}^{}\eta _{q_xn_x}`$ (42) $`+\alpha \beta ^{}\mathrm{cos}^2\theta {\displaystyle \underset{n_x,q_x}{}}e^{i(n_xq_x)\omega _x^g\tau }c_{n_x}{\displaystyle \underset{q_x^{}}{}}\eta _{q_xq_x^{}}^{}c_{q_x^{}}^{}\eta _{q_xn_x}`$ $`+\alpha ^{}\beta \mathrm{sin}^2\theta {\displaystyle \underset{n_x,q_x}{}}e^{i(n_xq_x)\omega _x^g\tau }{\displaystyle \underset{n_x^{}}{}}\eta _{n_xn_x^{}}c_{n_x^{}}c_{q_x}^{}\eta _{q_xn_x},`$ where we have defined the parameter $`\eta (k_L)={\displaystyle \underset{n_x,n_x^{}}{}}c_{n_x}^{}\eta _{n_xn_x^{}}c_{n_x^{}}.`$ (43) We see the evolution by Eq. (24) will in general not reproduce the intended density matrix Eq. (34) because of $`\eta `$. $`H_1`$ term is the other reason for incomplete control although its effects (when $`\mathrm{\Omega }_L\omega _x^g`$) can be minimized by employing a fast pulse with $`\omega _x^g\tau 1`$. Within such a limit, or when $`\omega _x^g\tau =2\pi `$, we obtain $`I_{ge}`$ $`=i(\|\alpha \|^2\|\beta \|^2)\mathrm{sin}\theta \mathrm{cos}\theta \eta (k_L)`$ (45) $`+\alpha \beta ^{}\mathrm{cos}^2\theta +\alpha ^{}\beta \mathrm{sin}^2\theta \eta (2k_L).`$ The necessarily condition for attending a perfect fidelity of the single bit rotation is then $`\eta (k_L)1`$, which can be approximately satisfied in the LDL when $`k_La_x^g`$ or in the $`\mathrm{\Lambda }`$-type Raman systems with co-propagating pump and Stokes fields. As a second example, we consider the case of a thermal motional state $`\rho _{\mathrm{tot}}(0)`$ $`=\|\psi (0)\psi (0)\|\rho _{\mathrm{cm}}(0),`$ (46) $`\rho _{\mathrm{cm}}(0)`$ $`={\displaystyle \underset{n_x}{}}\rho _{n_x}^{\mathrm{cm}}\|n_xn_x\|,`$ (47) $`\rho _{n_x}^{\mathrm{cm}}`$ $`=(1e^{\mathrm{}\omega _x^g/k_BT})e^{n_x\mathrm{}\omega _x^g/k_BT}.`$ (48) This is the limiting case of an ensemble average of Eq. (37) with $`c_{n_x}=\sqrt{\rho _{n_x}^{\mathrm{cm}}}e^{i\varphi _{n_x}}`$ and $`\varphi _{n_x}`$ a uniform random number $`[0,2\pi )`$. The dynamics due to $`H_0`$ can be evolved analytically and the same density matrix Eq. (38) is obtained. After averaging over $`\{\varphi _n\}`$, we obtain $`\eta (k_L)_{\{\varphi _n\}}`$ $`={\displaystyle \underset{n_x}{}}\rho _{n_x}^{\mathrm{cm}}\eta _{n_xn_x}(k_L)`$ (50) $`=\mathrm{exp}\left[{\displaystyle \frac{1}{2}}(k_La_x)^2\mathrm{coth}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{}\omega _x^g}{k_BT}}\right)\right].`$ In the low temperature limit when $`k_BT<\mathrm{}\omega _x^g`$, $`\eta `$ becomes $`1`$ as long as LDL $`k_La_x^g1`$ is satisfied. At high temperatures when $`k_BT\mathrm{}\omega _x^g`$, $`(k_La_x^g)^2\mathrm{}\omega _x^g/k_BT`$ needs to satisfied for $`\eta `$ close to $`1`$. We now discuss the numerical solutions. Expand the total wave-function as $`\|\psi (t)_{\mathrm{tot}}={\displaystyle \underset{n_x}{}}[c_{n_x}^g(t)\|g\|n_x_g+c_{n_x}^e(t)\|e\|n_x_p],`$ (51) we have solved the Schrödinger equation including both $`H_0`$ and $`H_1`$. The transformation Eq. $`(\text{7})`$ greatly reduces the motional Hilbert space dimension. The perceived fidelity for the electronic coded qubit Eq. (25) under transformation Eq. (34) is $``$ $`=\mathrm{Tr}[\rho _\mathrm{T}(\tau )\rho (\tau )].`$ (52) We take $`\alpha =\beta =1/\sqrt{2}`$ as an example to illustrate our numerical results since similar/better fidelities are obtained with other choices. In Figure 2 we compare fidelities under arbitrary $`\theta (\tau )`$ rotations for two different pure states. Acceptable fidelities are obtained only for $`k_La_x^g0.3`$ . In general larger $`\mathrm{\Omega }_L/\omega _x^g`$ ratios also improved fidelity although it saturates around $`\mathrm{\Omega }_L/\omega _x^g100`$. Noticeable improvements are also recorded for narrower distributions in $`\|c_n\|^2`$, e.g. in Fig. 2 initial state with $`c_{n_x}=\delta _{n_x0}`$ produced better fidelity. This is a direct reflection of dephasing among different motional pair states because of their different time scales from $`H_0`$ and $`H_1`$. The oscillatory behavior is due to dephasing caused by the Rabi oscillation between motional paired states. For comparison, we note that meaningful single bit rotations need to achieve a fidelity of $`1/2`$, the lower limit from a random (uncontrolled) sampling of final states. Finally we compare with thermal states for several different values of $`k_BT/\mathrm{}\omega _x^g`$. Surprisingly, we found the fidelity for an initial motional thermal state is always higher than its corresponding pure state. In the temperature regime considered we found acceptable results as long as LDL is maintained. In Fig. 3, we have used $`k_La_x^g=0.1`$ and $`\mathrm{\Omega }_L=100`$ ($`\omega _x^g`$). In conclusion, we have performed detailed theoretical studies of the decoherence of an electronically coded atom/ion qubit due to ME. By introducing a wave packet basis in the excited state, we were able to perform considerably cleaner analysis to simplify the ME. We found that a single parameter $`\eta `$ measures the achievable fidelity of arbitrary single bit rotations. We performed numerical calculations which demonstrates our understanding and provided quantitative limits for experiments: the LDL is always required to maintain a high fidelity for arbitrary single bit rotations. We also found that a pure motional state is not necessarily preferred although a qubit with an initial ground motional state does give rise to the highest recorded fidelity. In actual experimental implementations, a large $`\mathrm{\Omega }_L`$ is also needed to assure negligible motional dephasing during $`\tau `$. One can always wait for a period $`2\pi /\omega _x^g`$ for subsequent single bit operations since the motional wave function then always rephases to its initial state. This study will also shed light on devising schemes for overcoming ME decoherence and error corrections in trapped atomic/ionic qubits. We thank Dr. T. Uzer and Dr. M. S. Chapman for helpful discussions. We also thank Dr. Müstecaplıoḡlu for supplying a Fortran subroutine for evaluating $`\eta _{n_xm_x}`$. This work is supported by the ONR grant No. 14-97-1-0633 and the ARO/NSA grant G-41-Z05.
warning/0001/nucl-ex0001007.html	ar5iv	text	# Polarization transfer in the 16O(𝑒⃗,𝑒'⁢𝑝⃗)¹⁵N reaction ## Abstract The first $`(\stackrel{}{e},e^{}\stackrel{}{p})`$ polarization transfer measurements on a nucleus heavier than deuterium have been carried out at Jefferson Laboratory. Transverse and longitudinal components of the polarization of protons ejected in the reaction <sup>16</sup>O$`(\stackrel{}{e},e^{}\stackrel{}{p})`$ were measured in quasielastic perpendicular kinematics at a $`Q^2`$ of 0.8 (GeV/c)<sup>2</sup>. The data are in good agreement with state of the art calculations. PACS numbers: 13.40.Gp, 24.70.+s, 25.30.Fj, 27.20.+n Polarization transfer in the $`(\stackrel{}{e},e^{}\stackrel{}{p})`$ reaction on a proton target is a direct measure of the ratio of the electric and magnetic form factors of the proton, $`G_E^p/G_M^p`$. When such measurements are carried out on a nuclear target, the polarization transfer observables are sensitive to the form factor ratio of the proton embedded in the nuclear medium. Because such experiments involve the measurement of ratios of polarizations at a single kinematic setting, the systematic errors are small, and different from those in standard Rosenbluth separations. We report here measurements of polarization transfer in the <sup>16</sup>O$`(\stackrel{}{e},e^{}\stackrel{}{p})^{15}`$N reaction, the first such measurement on a nucleus heavier than deuterium . The experiment, E89-033 at the Thomas Jefferson National Accelerator Facility (JLab), was part of the commissioning effort for Hall A . It was the first experiment to use polarized beam at JLab, and the first to use the focal plane polarimeter (FPP) mounted on the high-resolution hadron spectrometer. Comparison of the results with state of the art calculations lays the groundwork for high precision tests of changes of the form factors in the nuclear medium. The distorted-wave impulse approximation (DWIA) provides a good description of the reaction, and the predictions are shown to be insensitive to various theoretical corrections. The issue of possible modification of the properties of hadrons in the nucleus has been attracting experimental and theoretical attention for some years. It remains unsettled. Interpretations of inclusive $`(e,e^{})`$ cross-section measurements in the y-scaling regime suggest that the radius of the nucleon is changed by less than a few percent at least for values of the four-momentum transfer squared (Q<sup>2</sup>) up to about 1 (GeV/c)<sup>2</sup>. These measurements are primarily sensitive to the magnetic form factor. Measurements of the Coulomb sum rule over a similar region in Q<sup>2</sup> indicate that the electric form factor in <sup>3</sup>He is close to its free value , and some studies suggest that this is true in <sup>12</sup>C and <sup>56</sup>Fe as well , but recent work disputes this conclusion . Attempts to measure the ratio of electric to magnetic form factors of the nucleon in nuclei by Rosenbluth separations of cross sections in $`(e,e^{}p)`$ reactions indicated changes of about 25% at low Q<sup>2</sup> , but some other experiments and theoretical analyses disagree . Recent theoretical work by the Adelaide group based on the quark-meson coupling model predicted changes in the ratio of the two form factors for <sup>16</sup>O of roughly 10% at Q<sup>2</sup> around 1 (GeV/c)<sup>2</sup> and about 20% or larger at about 2.5 (GeV/c)<sup>2</sup> . Changes of this magnitude have also been suggested previously . For the free nucleon, the polarization transfer can be written in terms of the form factors as $$I_0P_l^{}=\frac{E+E^{}}{m_p}\sqrt{\tau (1+\tau )}G_M^2\mathrm{tan}^2(\theta /2)$$ $$I_0P_t^{}=2\sqrt{\tau (1+\tau )}G_MG_E\mathrm{tan}(\theta /2)$$ $$I_0=G_E^2+\tau G_M^2[1+2(1+\tau )\mathrm{tan}^2(\theta /2)]$$ $$\tau =Q^2/4m_p^2,$$ where $`E`$ and $`E^{}`$ are the energies of the incident and scattered electron, $`\theta `$ is the electron scattering angle, and $`m_p`$ is the proton mass. $`P_l^{}`$ and $`P_t^{}`$ are the longitudinal and transverse polarization transfer observables, respectively. The two components of the actual polarization in the scattering plane are $`hP_l^{}`$, parallel to the proton momentum, and $`hP_t^{}`$, perpendicular to the proton momentum; $`h`$ is the electron beam polarization. The measured polarizations change sign when the electron helicity changes sign, so these polarization transfer quantities are insensitive to instrumental asymmetries in the detectors. The ratio of the transferred polarizations is then $$\frac{P_t^{}}{P_l^{}}=\frac{2m_p}{(E+E^{})\mathrm{tan}(\theta /2)}\frac{G_E}{G_M}.$$ For a free proton target, the ratio of polarizations can be used to determine the ratio of the form factors with small systematic errors; systematic problems associated with Rosenbluth separations are eliminated. The ratio is independent of the beam polarization (assuming it is not zero) and of the analyzing power of the proton polarimeter. One experimental datum requires a coincidence measurement at a single kinematic setting. The systematic error on the ratio of polarizations in the present experiment is about $`\pm `$0.022, due almost entirely to uncertainty in the precession of the proton’s spin in the hadron spectrometer. Even smaller errors have been achieved in the subsequent E93-027 measurements of the free form-factor ratio on a liquid hydrogen target at a Q<sup>2</sup> of 0.79 (GeV/c)<sup>2</sup> . For nuclear targets, the polarization transfer observables depend sensitively on the nucleon form factors, but they depend also on the nuclear wave functions. In addition, they may be affected by final-state interactions of the outgoing proton, meson exchange and isobar currents, off-shell effects and the distortion of spinors by strong Lorentz scalar and vector potentials . Electrons from the CEBAF acelerator of energy 2.45 GeV and longitudinal polarization about 30% were focussed on a waterfall target with three foils whose total thickness was about $`0.39`$ g/cm<sup>2</sup>. Scattered electrons were detected in the focal plane array of the high resolution electron spectrometer in Hall A at a fixed laboratory angle of 23.4 and a fixed central energy of 2.00 GeV, the quasielastic peak. Protons with a fixed central momentum of 973 MeV/c were detected in coincidence with electrons in the focal plane array of the hadron spectrometer. Measurements in quasi-perpendicular kinematics were made at proton angles of 53.3 (for hydrogen data only), 55.7, and 60.5, corresponding to central missing momenta $`p_m`$ of 0, 85, and 140 MeV/c. Elastic scattering from hydrogen dominates the spectrum at 53.3 and is visible also at 55.7. The missing-mass resolution of about 1 MeV was sufficient to easily distinguish the p<sub>1/2</sub> ground state of <sup>15</sup>N from the strongly excited p<sub>3/2</sub> state at 6.32 MeV, but small contributions from nearby weakly excited states could not be entirely excluded. In the continuum, a peak corresponding primarily to knockout of nucleons from the s<sub>1/2</sub> shell rises weakly above a (physics) background presumably related to multi-particle knockout. The JLab focal plane polarimeter (FPP) was designed and built by a collaboration of Rutgers, William & Mary, Georgia, Norfolk State, and Regina . The polarimeter, consisting of four tracking straw chambers and a graphite analyzer set to a thickness of 22.5 cm for this experiment, is mounted in the hadron spectrometer behind vertical drift chambers and scintillators in the focal plane. The analyzing power $`A_c`$ of the FPP was taken from the parametrization by McNaughton et al. . Measured values of $`A_c`$, obtained by analyzing data from scattering on hydrogen, have been shown to agree well with this parameterization. The beam polarization was measured at varying intervals with a Mott polarimeter in the injector beam line. For the 85 MeV/c data point on <sup>16</sup>O, values of the beam polarization determined from the Mott polarimeter and from the FPP results for hydrogen are in good agreement, well within the 5% systematic error assigned to the beam polarization in the subsequent analysis of the oxygen data. The result for the ratio $`\mu \frac{G_E}{G_M}`$ of hydrogen measured in this experiment at a Q<sup>2</sup> of 0.8 (GeV/c)<sup>2</sup> is 0.92$`\pm `$0.05, in agreement with previous results and with the values subsequently measured with higher precision . Results for the transverse and longitudinal components of the polarization at the two central values of the missing momentum for the two bound states, p<sub>1/2</sub> and p<sub>3/2</sub>, and for the region of the unbound s<sub>1/2</sub> state are shown in Fig. 1. The missing energy cuts on the latter were about 26 MeV wide. The polarizations are given in the scattering (lab) frame, defined by the incident and outgoing electron . The errors shown are statistical. Systematic errors on the individual polarizations are about $`\pm `$6%, primarily due to the uncertainty in the polarization of the beam. Small acceptance averaging corrections are included , as are the effects of corrections to the dipole approximation for spin transport of the proton in the hadron spectrometer . Both corrections are generally less than about 2%. Radiative corrections, expected to be much smaller than the statistical errors here, have not been made . The values of $`P_l^{}`$ and $`P_t^{}`$ for the free proton measured in this experiment (via the hydrogen in the waterfall target) are $`0.30\pm 0.01`$ and $`0.20\pm 0.01`$, with statistical errors. All the results for $`P_l^{}`$ for <sup>16</sup>O are within about one standard deviation of the free values, even those for the $`s_{1/2}`$ region; their average value is 0.30. Several of the $`P_t^{}`$ data points deviate somewhat from the free value; their average is -0.17. Such differences are not unexpected, even in the plane-wave impulse approximation (PWIA). The curves in Fig. 1 represent theoretical calculations based upon one-body currents and free (MMD) proton form factors. PWIA results, shown as dotted lines, are identical for the three states and, at $`p_m=0`$, are equal to those for the free proton . Final-state interactions included in DWIA calculations produce small state-dependent deviations from PWIA. The DWIA calculations by Kelly are based upon a relativized Schrödinger equation and an effective momentum approximation (EMA) to the current operator. The dashed curves assume that lower and upper components of bound and ejectile spinors are related in the same way as for free protons . The dash-dotted curves include relativistic dynamics (spinor distortions) through the effect of Dirac scalar and vector potentials upon the effective current operator . The solid curves show the results of calculations by Moya de Guerra and Udias who solve the Dirac equation directly without using the EMA. All DWIA calculations shown used the same input as the calculations of unpolarized observables in Ref. . These include the EDIAO optical model of Cooper et al. , NLSH bound-state wave functions , the Coulomb gauge, and the cc2 off-shell current operator. For modest $`p_m`$, the recoil polarization is relatively insensitive to variations of these choices. All DWIA calculations are in reasonable agreement with the measured data. The two calculations which include relativistic dynamics are very similar over the relevant range of $`p_m`$. This is expected, since the results of the calculation of unpolarized observables in Ref. suggested that Kelly’s formulation is a good approximation to the more accurate approach of Udias et al. for $`p_m300`$ MeV/c. The effects of relativity on the recoil polarization are small for this range of $`p_m`$ and are dominated by distortion of the ejectile spinor. Contributions from meson exchange (MEC) and isobar (IC) currents can also affect the recoil polarizations. Early calculations of the effects of MEC and IC were carried out by the Pavia group, and preliminary calculations by M. Radici of this group for the present kinematics have been made. Predictions of these effects using a different approach have been published recently by J. Ryckebusch et al. for the present kinematics. The scale of these effects is typically comparable to the differences among the three DWIA curves shown. The DWIA with small corrections thus provides a firm baseline for considering changes in the form factor. The ratios of the $`P_t^{}`$ to $`P_l^{}`$ data for the three states are plotted in Fig. 2. Three of the theoretical curves shown there correspond to those in Fig. 1, namely the PWIA (dots), and the DWIA without spinor distortion (dashes) and with spinor distortion (dash-dot) by Kelly . The data are in good agreement with the three predictions, as expected from Fig. 1. The ratio of the experimental and theoretical values of $`P_t^{}`$/ $`P_l^{}`$ for the summed p state data is 0.95$`\pm `$ 0.18 using either DWIA calculation. Deviations from unity significantly outside theoretical and experimental uncertainties would be evidence for changes in the nucleon form factor ratio in the nuclear medium. As noted in the introduction, the Adelaide group obtained density-dependent form factors using a quark-meson coupling model and found changes in the form factor ratio for <sup>16</sup>O of about 10% for Q<sup>2</sup> = 0.8 (GeV/c)<sup>2</sup>. The sensitivity of the (e, e p) reaction to such changes has been estimated by Kelly using a local density approximation to the current operator. The fourth curve (solid) in Fig. 2 shows that the 10% changes in the form factors translate into changes of roughly 5% in the $`P_t^{}`$ to $`P_l^{}`$ ratio . The reduced sensitivity of knockout at small p<sub>m</sub> can be understood by comparing the averaging procedure used by Lu et al. with one more closely related to the matrix elements involved in the (e,ep) reaction. Lu et al. estimated the effect of density dependence upon the electromagnetic form factors for a bound nucleon in orbital $`\varphi _\alpha `$ by using average form factors of the form $$\overline{G}_\alpha (Q^2)d^3rw_\alpha (r)G(Q^2,\rho _B(r))$$ (1) where $`\rho _B`$ is the ground-state baryon density for the residual nucleus. Here proportionality denotes division by a similar integral omitting $`G`$. The static weighting factor $`w_\alpha (r)=\|\varphi _\alpha (r)\|^2`$ determines the effective density for different orbits. In the (e, e p) reaction, however, Kelly finds that the weighting factor is approximately $$w_\alpha =\mathrm{exp}(i𝒒𝐫)\chi ^{()}(𝐩^{},𝐫)^{}\varphi _\alpha (𝐫)$$ (2) where $`\chi `$ is the distorted wave for ejectile momentum $`𝐩^{}`$, $`𝐪`$ is the momentum transfer, and $`𝐩_m=𝐩^{}𝐪`$. In the interests of simplicity, recoil corrections and details of the current operator have been suppressed. In the plane-wave approximation, the weighting factor becomes $$w_\alpha ^{(\mathrm{PWIA})}=\mathrm{exp}(i𝐩_m𝐫)\varphi _\alpha (𝐫)$$ (3) and for $`p_m0`$ reduces to simply $`\varphi _\alpha `$. In kinematic regimes explored thus far, this linear dependence upon $`\varphi _\alpha `$ reduces the effect of density dependence in the reaction, although the effect does increase with $`p_m`$. Furthermore, absorption and nonlocality corrections also reduce interior contributions to the average form factor. Much more precise measurements of the $`P_t^{}/P_l^{}`$ ratio are now possible. The polarized beam at JLab has shown a marked improvement in intensity, lifetime, and polarization since the commissioning experiment so that the statistical errors can be greatly reduced within reasonable running times, and systematic errors are already small. Conditions at the MAMI accelerator at Mainz are also appropriate for a high precision measurement at low Q<sup>2</sup>, and an experiment was recently carried out there on <sup>4</sup>He . However, although recoil polarization provides a direct signal for medium modifications of nucleon form factors, the effect in (e,ep) reactions is smaller than previously expected. A rigorous interpretation will require a unified relativistic treatment of the reaction and form factor models, including two-body currents. The present experiment confirms the accuracy of the DWIA description of the reaction mechanism in this kinematical regime. The measured ratio of the transverse to longitudinal polarization transfers for the proton embedded in <sup>16</sup>O at a Q<sup>2</sup> of 0.8 (GeV/c)<sup>2</sup> is in good agreement with calculations based on the free proton form factor with an experimental uncertainty of about 18%. The current generation of polarization transfer experiments should substantially improve this limit, but reliable identification of changes in the form factor in the medium remains an ambitious undertaking. We are grateful to the entire technical staff at JLab for their dedicated and expert support of the commissioning experiment. We thank E. Moya De Guerra, M. Radici, J. Ryckebusch and J. M. Udias for numerous discussions and detailed calculations. This work was supported in part by the National Science Foundation and the Department of Energy (U.S.), the National Institute for Nuclear Physics (Italy), the Atomic Energy Commission and the National Center for Scientific Research (France), and the Natural Sciences and Engineering Research Council (Canada).
warning/0001/math-ph0001026.html	ar5iv	text	# 1 Introduction ## 1 Introduction We recently embarked on a programme to reconstruct continuous physics and/or mathematics from an underlying more primordial and basically discrete theory living on the Planck-scale (cf. ,,). As sort of a “spin-off” various problems of a more mathematical and technical flavor emerged which have an interest of their own. Discrete differential geometric concepts were dealt with in , the theory of random graphs was a central theme of , topics of dimension theory and fractal geometry were addressed in . If one wants to recover the usual (differential) operators of continuum physics and mathematics by some sort of limiting process from their discrete protoforms, living on a relatively disordered discrete background like, say, a network, one has, in a first step, to study their discrete counterparts. This will be our main theme in the following with particular emphasis on discrete Laplacians and Dirac-operators on general graphs. We note in passing that functional analysis on graphs is both of interest in pure and applied mathematics and also in various fields of (mathematical) physics. For one, discrete systems have an increasing interest of their own or serve as easier to analyse prototypes of their continuum counterparts. To mention a few fields of applications: graph theory in general, analysis on (discrete) manifolds, lattice or discretized versions of physical models in statistical mechanics and quantum field theory, non-commutative geometry, networks, fractal geometry etc. From the vast and widely scattered literature we mention (possibly) very few sources which were of relevance for our own motivation or we came across recently (after finishing a first draft): to , and , paper appeared after finishing our first draft, some more literature like e.g. was pointed out to us by Mueller-Hoissen; the possible relevance of references to were brought to our notice by some unknown referee, was also discovered by us only recently. Last, but not least, there is the vast field of discretized quantum gravitiy (see e.g. or ). All this shows that the sort of discrete functional analysis we are dealing with in the following, is presently a very active field with a lot of different applications. We use the graph-Hilbert-space machinery, developed in the first part of our paper to investigate the spectral properties of graph Laplacians and Dirac operators. In a next step we study and test concepts and ideas, which arose in the framework of non-commutative geometry. As we (and others) showed in preceding papers, networks and graphs may (or even should) be understood as examples of non-commutative spaces. A currently interesting topic in this field is the investigation of certain distance functionals on “nasty” or non-standard spaces and their mathematical or physical “naturalness”. Graphs carry, on the one hand, a natural metric structure given by a distance function $`d(x,y)`$, with $`x,y`$ two nodes of the graph (see the following sections). This fact was already employed by us in e.g. to develop dimensional concepts on graphs. Having Connes’ concept of distance in noncommutative geometry in mind (cf. chapt. VI of ), it is a natural question to try to compute it in model systems, which means in our context: arbitrary graphs, and compare it with the already existing notion of graph distance mentioned above. (We note in passing that the calculation of the Connes distance for general graphs turns out to be surprisingly complex and leads to perhaps unexpected connections to fields of mathematics like e.g. (non-)linear programming or optimization; see the last section). Therefore, as one of many possible applications we construct a protoform of what Connes calls a spectral triple, that is, a Hilbert space structure , a corresponding representation of a certain (function) algebra and a (in our framework) natural candidate for a so-called Dirac operator (not to be confused with the ordinary Dirac operator of the Dirac equation), which encodes certain properties of the graph geometry. This will be done in section 4. In the last section, which deals with the distance concept deriving from this spectral triplet (as we like to call it), we will give this notion a closer inspection as far as graphs and similar spaces are concerned. In this connection some recent work should be mentioned, in which Connes’ distance function was analyzed in certain simple models like e.g. one-dimensional lattices (-). These papers already show that it is a touchy business to isolate “the” appropriate Dirac operator (after all, different Dirac operators are expected to lead to different geometries!) and that it is perhaps worthwhile to scrutinize the whole topic in a more systematic way. We show in particular that one may choose different Dirac-operators on graphs (or rather, different types of graphs over the same node set) which may lead to different results for e.g. the corresponding Connes-distance. The problem of finding suitable metrics on “non-standard” spaces is a particularly interesting research topic of its own, presently pursued by quite a few people (see the beautiful paper by Rieffel, and the references mentioned therein). Another earlier source is e.g. . As to this latter paper we would like to remark that, while much of the framework is different from ours, there is, on the other side, a small overlap as far as some technical notions and results are concerned (after an appropriate translation of the respective technical notions and definitions). To give an example: While the definition of Dirac operators is different, some of the operator norms and metrics, being calculated, turn out to be identical to ours. This suggests a more careful comparison of the underlying conceptual ideas which we plan to give elsewhere. We presently extend this investigation of metric structures to lump spaces and probabilistic metric spaces (see and ) in the general context of quantum gravity (cf. also ). Our own approach provides a systematic recipe to calculate the Connes distance in the most general cases of graphs and exhibits its role as a non-trivial constraint on certain function classes on graphs. We prove various rigorous a priori estimates and show how the constraints have to be dealt with in several examples. Remark: (For possible reasons of priority) we would like to mention that many of our results can already be found in a (preliminary form) in an earlier draft version (). ## 2 A brief Survey of Differential Calculus on <br>Graphs The following is a brief survey of certain concepts and tools needed in the further analysis. While our framework may deviate at various places from the ordinary one, employed in e.g. algebraic graph theory, this is mainly done for reasons of greater mathematical flexibility and generality and, on the other side, possible physical applications (a case in point being the analysis of non-commutative spaces). Some more motivations are provided in and ). We begin with the introduction of some graph theoretical concepts. We would however like to mention, that it is not our intention to cover any appreciable amount of the close interrelationship between graph spectra and graph characteristics (as has e.g. been done in ; our main emphasis lies on providing various Hilbert-space-techniques). ###### Definition 2.1 (Simple Locally Finite (Un)directed Graph) 1. We write the simple graph as $`G:=(𝒱,E)`$ where $`𝒱`$ is the countable set of nodes $`\{n_i\}`$ (or vertices) and $`E`$ the set of bonds (edges). The graph is called simple if there do not exist elementary loops and multiple edges, in other words: each existing bond connects two different nodes and there exists at most one bond between two nodes. (We could of course also discuss more general graphs). Furthermore, for simplicity, we assume the graph to be connected, i.e. two arbitrary nodes can be connected by a sequence of consecutive bonds called an edge sequence or walk. A minimal edge sequence, that is one with each intermediate node occurring only once, is called a path (note that these definitions may change from author to author). 2. We assume the graph to be locally finite, that is, each node is incident with only a finite number of bonds. Sometimes it is useful to make the stronger assumption that this vertex degree, $`v_i`$, (number of bonds being incident with $`n_i`$), is globally bounded away from $`\mathrm{}`$. 3. One can give the edges both an orientation and a direction (these two, in our view, slightly different geometric concepts are frequently intermixed in the literature). In our context we adopt the following convention: If two nodes $`n_i,n_k`$ are connected by a bond, we interpret this as follows: There exists a directed bond, $`d_{ik}`$, pointing from $`n_i`$ to $`n_k`$ and a directed bond, $`d_{ki}`$, pointing in the opposite direction. In an algebraic sense, which will become clear below (for more details see also ), we call their superposition $$b_{ik}:=d_{ik}d_{ki}=b_{ki}$$ (1) the corresponding oriented bond (for obvious reasons; the directions are fixed while the orientation can change its sign). In a sense the above reflects the equivalence of an undirected graph with a directed multi-graph having two directed bonds pointing in opposite directions for each undirected bond. This way of algebraic implementation of geometric structures allows us to treat in principle all kinds of graphs on essentially the same footing. That is, it also applies to, say, graphs with only one directed edge being existent between two nodes. On the other side, an orientation should exist also for undirected graphs. As an aside, we remark that, on the one side, our generators, $`b_{ik}`$, correspond to the oriented pairs of nodes, $`(i,k)`$ in e.g. , on the other hand, our $`d_{ik}`$ correspond to the oriented pairs, $`(i,k)`$, in . One sees from this that the conventions are far from being unique and that a certain unification may be desirable. We now take the elementary building blocks $`\{n_i\}`$ and $`\{d_{ik}\}`$ as basis elements of a certain hierarchy of vector spaces over, say, $``$ with scalar product $$(n_i\|n_k)=\delta _{ik}(d_{ik}\|d_{lm})=\delta _{il}\delta _{km}$$ (2) ###### Definition 2.2 (Vertex-, Edge-Space) The vector spaces (or modules) $`C_0`$, $`C_1^a`$ ($`a`$ for antisymmetric) and $`C_1`$ consist of the finite sums $$f:=f_in_ig:=g_{ik}d_{ik}\text{with}g_{ik}=g_{ki}\text{and}g^{}:=g_{ik}d_{ik}$$ (3) $`f_i,g_{ik}`$ ranging over a certain given field like e.g. $``$ or ring like e.g. $``$ in case of a module. Evidently we have $`C_1^aC_1`$. These spaces can be easily completed to Hilbert spaces by assuming $$\|f_i\|^2<\mathrm{}\|g_{ik}\|^2<\mathrm{}$$ (4) if one chooses e.g. the field $``$ (see the next section). Furthermore, one can continue this row of vector spaces in ways which are common practice in, say, algebraic topology ( see sections 3.1 and 3.2). In this context they are frequently called chain complexes (see also ). Evidently the above vector spaces could as well be viewed as discrete function spaces over the node-, bond set with $`n_i,d_{ik}`$ now representing the elementary indicator functions. In the same spirit we can now introduce two linear maps between $`C_0,C_1`$ called for obvious reasons boundary- and coboundary map. On the basis elements they act as follows: ###### Definition 2.3 ((Co)boundary Operator) $$\delta :d_{ik}n_k\text{hence}b_{ik}n_kn_i$$ (5) $$d:n_i\underset{k}{}(d_{ki}d_{ik})=\underset{k}{}b_{ki}$$ (6) and linearly extended. That is, $`\delta `$ maps the directed bonds $`d_{ik}`$ onto the terminal node and $`b_{ik}`$ onto its (oriented) boundary, while $`d`$ maps the node $`n_i`$ onto the sum of the ingoing directed bonds minus the sum of the outgoing directed bonds or on the sum of oriented ingoing bonds $`b_{ki}`$. The following results show, that these definitions lead in fact to a kind of discrete differential calculus on $`C_0,C_1`$. ###### Observation 2.4 (Discrete Differential Forms) From the above it follows that $$df=d(f_in_i)=\underset{k,i}{}(f_kf_i)d_{ik}$$ (7) Combining now the operators $`\delta `$ and $`d`$, we can construct, what is called the canonical graph Laplacian. On the vertex space it reads: ###### Observation 2.5 (Graph Laplacian) $$\delta df=\underset{i}{}(\underset{k}{}f_kv_if_i)n_i=\underset{i}{}(\underset{k}{}(f_kf_i))n_i=:\mathrm{\Delta }f$$ (8) where $`v_i`$ denotes the node degree or valency defined above and the $`k`$-sum extends over the nodes adjacent to $`n_i`$. Note that there exist several variants in the literature (see e.g. or ). Furthermore, many mathematicians employ a different sign-convention. We stick in the following to the convention being in use in the mathematical-physcis literature where $`\mathrm{\Delta }`$ is the positive(!) operator. This graph Laplacian is intimately connected with yet another important object, employed by graph-theorists, i.e. the adjacency matrix of a graph. ###### Definition 2.6 (Adjacency Matrix) The entries $`a_{ik}`$ of the adjacency matrix $`A`$ have the value one if the nodes $`n_i,n_k`$ are connected by a bond and are zero elsewhere. If the graph is undirected (but orientable; the case we mainly discuss), the relation between $`n_i,n_k`$ is symmetric, i.e. $$a_{ik}=1a_{ki}=1\text{etc.}$$ (9) This has the obvious consequence that in case the graph is simple and undirected, $`A`$ is a symmetric matrix with zero diagonal elements. Remark: More general $`A`$’s occur if more general graphs are admitted (e.g. general multigraphs). ###### Observation 2.7 : With our definition of $`\mathrm{\Delta }`$ it holds: $$\mathrm{\Delta }=AV$$ (10) where $`V`$ is the diagonal degree matrix, having $`v_i`$ as diagonal entries. (Note that the other sign-convention would lead to $`\mathrm{\Delta }=VA`$). Proof: As we have not yet introduced the full Hilbert space machinery (which we will introduce in the next section), the proof has to be understood, for the time being, in an algebraic way. We then have: $$Af=A(f_in_i)=\underset{i}{}f_i(\underset{ki}{}n_k)=\underset{i}{}(\underset{ki}{}f_k)n_i$$ (11) $$Vf=\underset{i}{}(v_if_i)n_i$$ (12) hence the result.$`\mathrm{}`$ (Here and in the following we use the abbreviation $`ki`$ if the nodes $`n_k,n_i`$ are connected by a bond, the summation always extending over the first variable). As we already remarked above, our approach to functional analysis on graphs is perhaps a little bit different compared with the usual one. It seems therefore to be appropriate to exhibit some of the conceptual differences as compared to the more traditional framework, as e.g. developed in the beautiful monographs or , by briefly discussing the following (however only minor) point. In general, the graphs under discussion may be directed or undirected. In the traditional approach the edges are typically independently labelled of the nodes and the corresponding edge space, denoted in this case for the time being by $`\widehat{C}_1`$, is built over this edge set. In contrast to that habit we found it useful to label the occurring edges as $`d_{ik},b_{ik}`$ with $`b_{ik}=b_{ki}`$ which leads in our view to a more flexible discrete calculus and, among other things, to a natural Dirac operator on graphs (see below). More or less related to our operators $`d,d^{}`$ ($`d^{}`$ the adjoint of $`d`$; see the next section) are now the so-called incidence matrix, $`B`$, and its adjoint in the traditional approach which relate the edges with the nodes. To do this, the edges are given an adhoc orientation, denoting one vertex arbitrarily as initial point, the other as end point. With the $`n`$ labelled vertices, $`n_i`$ and $`m`$ labelled edges, $`e_j`$ $`(B_{ij})`$ has the entries $$\{\begin{array}{cc}+1\hfill & \text{if }n_i\text{ is the endpoint of }e_j\hfill \\ 1\hfill & \text{if }n_i\text{ is the initial point of }e_j\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$ (13) Evidently $`B`$ is a mapping from $`\widehat{C}_1`$ to $`C_0`$ and maps an edge to the respective difference of end vertex and initial vertex. By the same token, the transpose, $`B^t`$ is defined as a map from $`C_0`$ to $`\widehat{C}_1`$ and one gets: $$BB^t=VA$$ (14) Note that the above introduced adhoc orientation does not enter in any end result; on the other hand, our approach is not based on such a contingent structure. ## 3 Some Spectral Analysis and Operator Theory on (Infinite) Graphs After these preliminary remarks we now enter the heart of the matter. Our first task consists of endowing a general graph with a natural Hilbert space structure on which the various operators constructed in the following can operate. (The following analysis is done on undirected graphs, but could be extended to more general but less symmetric situations). ###### Definition 3.1 (Hilbert Space) As indicated in the previous section, we extend $`C_0,C_1^a,C_1`$ to the respective Hilbert spaces $`H_0,H_1^aH_1`$ of sequences over the respective ON-bases $`\{n_i\},\{d_{ik}\}`$, that is $`(n_i\|n_k)=\delta _{i,k}`$, $`(d_{ik}\|d_{i^{}k^{}})=\delta _{ii^{}}\delta _{kk^{}}`$. As $`H^a,H`$ we take the direct sums: $$H^a:=H_0H_1^aH:=H_0H_1$$ (15) Note that members of $`H_1^a`$ can be written $$g_{ik}d_{ik}=1/2g_{ik}d_{ik}+1/2g_{ki}d_{ki}=1/2g_{ik}(d_{ik}d_{ki})=1/2g_{ik}b_{ik}$$ (16) Obviously $`H^a`$ is a subspace of $`H`$ and we have $$(b_{ik}\|b_{ik})=2$$ (17) i.e. the $`b_{ik}`$ are not(!) normalized if the $`d_{ik}`$ are. We could of course enforce this but then a factor two would enter elsewhere. With these definitions it is now possible to define the maps $`d,\delta `$ as true operators between these Hilbert (sub)spaces. To avoid domain problems we assume from now on that the node degree $`v(n_i)`$ is uniformly bounded on the graph $`G`$, i.e. $$v_iv_{max}<\mathrm{}$$ (18) ###### Observation 3.2 We have the following relations $$d:H_0H_1^aH_1,\delta :H_1H_0$$ (19) $`d_{1,2}`$ with $$d_{1,2}:n_id_{ki},d_{ik}$$ (20) respectively and linearly extended, are linear operators from $`H_0H_1`$ and we have $$d=d_1d_2$$ (21) Similarly we may define $`\delta =:\delta _1`$ and $`\delta _2`$ via: $$\delta _{1,2}:d_{ik}n_k,n_i$$ (22) It is remarkable (but actually not surprising) that $`v_iv_{max}`$ implies that all the above operators are bounded (in contrast to their continuous counterparts, which are typically unbounded). Taking this for granted at the moment, there are no domain problems and a straightforward analysis yields the following relations: ###### Observation 3.3 1. The adjoint $`d^{}`$ of $`d`$ with respect to the spaces $`H_0,H_1^a`$ is $`2\delta `$ 2. On the other side we have for the natural extension of $`d,\delta `$ to the larger space $`H_1`$ (cf. the definitions in Observation 3.2): $$\delta _1=(d_1)^{},\delta _2=(d_2)^{}$$ (23) hence $$(\delta _1\delta _2)=(d_1d_2)^{}=d^{}2\delta =2\delta _1$$ (24) 3. Furthermore we have $$d_1^{}d_1=\delta _1d_1=d_2^{}d_2=V:n_iv_in_i$$ (25) $$d_1^{}d_2=\delta _1d_2=d_2^{}d_1=\delta _2d_1=A:n_i\underset{ki}{}n_k$$ (26) Similar geometric properties of the graph are encoded in the products coming in reversed order. That and how $`d,d^{}`$ encode some more geometric information about the graph can be seen from the following domain- and range-properties (for corresponding results in the more traditional approach see also ,p.24ff). ###### Theorem 3.4 Let the graph be connected and finite, $`\|𝒱\|=n`$, then $$dim(Rg(d^{}))=n1$$ (27) $$dim(Ker(d^{}))=\underset{i}{}v_i(n1)$$ (28) With $`dim(H_1)=_iv_i`$, $`dim(H_1^a)=1/2dim(H_1)`$ we have $$codim(Ker(d^{}))=dim(Rg(d))=n1$$ (29) We see that both $`Rg(d^{})`$ and $`Rg(d)`$ have the same dimension $`(n1)`$. ###### Remark 3.5 In case the graph has, say, $`c`$ components, the above results are altered in an obvious way; we have for example $$dim(Rg(d^{}))=nc$$ (30) Proof: we first state the general result for bounded operators $$Rg(T^{})=Ker(T)^{}$$ (31) we then have for $`T=d`$ $$fKer(d)0=d(f)=\underset{ik}{}(f_kf_i)d_{ik}$$ (32) As the $`d_{ik}`$ are linearly independent this entails $`f_k=f_i`$ for the pairs $`(i.k)`$ which occur in the sum. Since the graph is connected we have $`f_k=f_i=const`$ for all nodes, hence $`dim(Ker(d))=1`$ and is spanned by $`_in_i`$. this proves the first item. In a similar way we proceed for $`d^{}`$. $$0=d^{}(g)=\underset{i}{}(\underset{k}{}(g_{ki}g_{ik}))n_i\underset{k}{}(g_{ki}g_{ik})=0\text{for all nodes}n_i$$ (33) In $`H_1`$ $`g_{ik},g_{ki}`$ can be independently chosen. We have $`n`$ linear equations, which are, however, not independent. There is, in fact, exactly one apriori constraint of the form $$\underset{i}{}(\underset{k}{}(g_{ik}g_{ki}))=0$$ (34) Hence, the above yields exactly $`n1`$ independent linear equations for the $`v_i`$ coefficients. This implies that the subspace, so defined, has dimension $`v_i(n1)`$. This proves items two and three. $`\mathrm{}`$ ###### Observation 3.6 In the literature $`Ker(d^{})`$ is called (for obvious reasons) the cycle subspace (cf e.g. ). On the antisymmetric subspace $`H_1^a`$ we have $`d^{}=2\delta `$ and $`\delta (b_{ik})=n_kn_i`$. Choosing now a cycle, given by its sequence of consecutive vertices $`n_{i_1},\mathrm{},n_{i_k};n_{i_{k+1}}:=n_{i_1}`$, we have $$d^{}(b_{i_li_{l+1}})=2(n_{i_{l+1}}n_{i_l})=0$$ (35) that is, vectors of this kind lie in the kernel of $`d^{}`$ We will now provide quantitative lower and upper bounds for the respective norms of the occurring operators. For $`d`$ we have: $$d:H_\mathit{0}\underset{i}{}f_in_i\underset{i}{}f_i(\underset{ki}{}b_{ki})=\underset{ik}{}(f_kf_i)d_{ik}$$ (36) and it follows for the norm of the rhs: $$\begin{array}{c}rhs^2=\underset{ik}{}\|(f_kf_i)\|^2=\underset{i}{}v_i\|f_i\|^2+\underset{k}{}v_k\|f_k\|^2\underset{ik}{}(\overline{f_k}f_i+\overline{f_i}f_k)\hfill \\ \hfill =2\underset{i}{}v_i\|f_i\|^22\underset{ik}{}\overline{f_k}f_i\end{array}$$ (37) The last expression can hence be written: $$df^2=2((f\|Vf)(f\|Af))=(f\|2\mathrm{\Delta }f)$$ (38) and shows the close relationship of the norm of $`d`$ with the expectation values of the adjacency and degree matrix respectively the graph Laplacian. That is, norm estimates for, say, $`d`$, derive in a natural manner from the corresponding estimates for $`A`$ or $`\mathrm{\Delta }`$. It follows from the above that we have: ###### Observation 3.7 $$df^2=(f\|d^{}df)=(f\|2\mathrm{\Delta }f)$$ (39) i.e. $$d^{}d=2\mathrm{\Delta }\text{hence}d^2=\underset{f=1}{sup}(f\|2\mathrm{\Delta }f)=2\mathrm{\Delta }$$ (40) and $$0<\underset{f=1}{sup}(f\|2\mathrm{\Delta }f)2v_{max}+2\underset{f=1}{sup}\|<f\|Af>\|$$ (41) i.e. $$\mathrm{\Delta }v_{max}+A$$ (42) We want to note that we are exclusively using the operator norm also for matrices (in contrast to most of the matrix literature), which is also called the spectral norm. It is unique in so far as it coincides with the so-called spectral radius (cf. e.g. or ), that is $$A:=sup\{\|\lambda \|;\lambda spectr(A)\}$$ (43) We now provide upper and lower bounds for the operator norm of the adjacency matrix, $`A`$, both in the finite- and infinite-dimensional case. In we estimated the upper bound by a method being different from the following calculation which, being based on form-estimates, is much more direct. The previous proof was based on the so-called Gerschgorin-inequality for finite matrices and a not entirely straightforward extension to the infinite dimensional case. We expect this upper bound to be well-known (cf. e.g. , Theorem 2.8 – Lemma of Gabber-Galil – which is slightly more general). We do not know whether this is also the case for the lower bound. As such lower bounds are frequently less straightforward to derive and since, as a byproduct, we develop several potentially useful techniques, we give our own proof of the lower bound below. ###### Theorem 3.8 (Norm of $`A`$) With the adjacency matrix $`A`$ finite or infinite and a finite $`v_{max}`$ we have the following result (a certain fixed labelling of the nodes being assumed): $$lim\; supn^1\underset{i=1}{\overset{n}{}}v_iA=sup\{\|\lambda \|;\lambda spectr(A)\}v_{max}$$ (44) Proof: In order to prove the upper bound we use a form-estimate directly for the infinite case. We have $$\|(x,Ax)\|=\|\overline{x_j}a^{ji}x_i\|\underset{a^{ji}0}{}\|x_j\|\|x_i\|$$ (45) with $`a^{ji}=1`$ or $`0`$. Note that, due to the symmetry of $`A`$, each term, $`\|x_j\|\|x_i\|`$ occurs twice in the above sum. With $$2\|x_j\|\|x_i\|\|x_j\|^2+\|x_i\|^2$$ (46) we have $$\text{rhs of}(\text{45})v_{max}\|x\|^2$$ (47) and hence $$\|(x,Ax)\|v_{max}(x,x)$$ (48) Strictly speaking we have the norm-bound up to now only proved for the above quadratic form. The well-known Riesz-lemma associates the form with a unique bounded operator which is the adjacency matrix we started with. This proves the first estimate. To prove the lower bound, we label the nodes or the corresponding orthonormal basis by $`(e_1,e_2,\mathrm{})`$, and introduce the respective adjacency matrices on the corresponding subspaces, $`X_n`$, belonging to the induced subgraphs, $`G_n`$, spanned by $`(e_1,\mathrm{},e_n)`$. We choose a normalized vector, $`x_n`$, in $`X_n`$ with all its entries being $`n^{1/2}`$. We then have $$A=\underset{x=1}{sup}\|(x,Ax)\|\|(x_n,Ax_n)\|=\|(x_n,A_nx_n)\|=n^1\underset{1}{\overset{n}{}}v_i$$ (49) This proves the theorem. ###### Lemma 3.9 The adjacency matrices, $`A_n`$, converge strongly to $`A`$ and we have in particular $`A_nA`$. ###### Remark 3.10 To prove strong convergence of operators is of some relevance for the limit behavior of spectral properties of the operators $`A_n,A`$. That is (cf. e.g. section VIII.7), we have in that case ($`A_n,A`$ selfadjoint and uniformly bounded) $`A_nA`$ in strong resolvent sense, which implies that the spectrum of the limit operator, $`A`$, cannot suddenly expand, i.e. $$\lambda spec(A)\lambda _nspec(A_n)\text{with}\lambda _n\lambda $$ (50) and for $`a,bspec_{pp}(A)`$ $$P_{(a,b)}(A_n)P_{(a,b)}(A)\text{strongly}$$ (51) Proof of the Lemma: Strong convergence can be proved as follows. $`AA_n`$ has the matrix representation $$AA_n=\left(\begin{array}{cc}0& B_n\\ B_n^t& C_n\end{array}\right)$$ (52) with $$(AA_n)x=\left(\begin{array}{c}B_nx_n^{}\\ 0\end{array}\right)+\left(\begin{array}{c}0\\ B_n^tx_n\end{array}\right)+\left(\begin{array}{c}0\\ C_nx_n^{}\end{array}\right)$$ (53) where $$x=\left(\begin{array}{c}x_n\\ x_n^{}\end{array}\right)\text{with}x_n=\underset{1}{\overset{n}{}}x_ie_i,x_n^{}=\underset{n+1}{\overset{\mathrm{}}{}}x_ie_i$$ (54) (and the $`B_n`$ not to be confused with the incidence matrices of section 2) Multiplying from the left with $`x`$ we easily establish weak convergence since $$(x\|(AA_n)x)=(x_n\|B_nx_n^{})+(x_n^{}\|B_n^tx_n)+(x_n^{}\|C_nx_n^{})$$ (55) and with $`n\mathrm{}`$ all the terms on the rhs go to zero, as $`x_n^{}0`$ for $`n\mathrm{}`$ since $`x<\mathrm{}`$ and $`B_n,B_n^t`$ are again uniformly bounded. To show strong convergence the critical term is $`B_n^tx_n`$. $`B_n^t`$ maps the vector $`x_nX_n`$ into $`X_n^{}=XX_n`$, $`X_n,X_n^{}`$ living on the node sets $`V_n,VV_n`$. As $`v_{max}<\mathrm{}`$ we can find for each given $`n`$ a finite, minimal $`m_n`$ so that all bonds beginning at nodes of $`V_n`$ end in $`V_{m_n}`$, in other words: $$nm_nn\text{with}B_n^tx_nX_{m_n}X_n$$ (56) or $$B_{m_n}^tx_{m_n}=B_{m_n}^t(x_{m_n}x_n)$$ (57) as $`B_{m_n}^tx_n=0`$ by construction. The $`B_n^t`$ are uniformly bounded and $`x_{m_n}x_n0`$ for $`n\mathrm{}`$, hence $$B_{m_n}^tx_{m_n}0\text{with}n\mathrm{}$$ (58) Each $`l`$ lies between some $`m_n`$ and $`m_{(n+1)}`$ and we have $$B_l^tx_l=B_l^t(x_n+(x_lx_n))=B_l^t(x_lx_n)$$ (59) as $`B_l^tx_n=0`$ for all $`lm_nn`$. $$l\mathrm{}m_n\mathrm{}n\mathrm{}\text{hence}x_lx_n0$$ (60) which shows that $$slim(B_l^tx_l)=slim(B_l^tx)=0$$ (61) $`\mathrm{}`$ ###### Remark 3.11 A slightly simpler but perhaps less instructive proof can be given by exploiting the already established weak convergence together with special properties of $`A_n,B_n`$ etc., yielding $$\underset{n}{lim}((AA_n)x\|(AA_n)x)=\underset{n}{lim}(A_nx_n\|B_nx_n^{})=0$$ (62) To prove the monotone convergence of $`A_n`$ to $`A`$, we proceed as follows. For the principal minors we have $$A_n=P_nAP_n\text{and}A_n=P_nA_mP_n$$ (63) with $`P_n`$ projecting on the subspace spanned by $`e_1,\mathrm{},e_n`$ and $`mn`$. Hence $$A_nA\text{and}A_nA_m$$ (64) as $`P_n=1`$. From this we see that $`A_n`$ is monotonely increasing with $`n\mathrm{}`$ and uniformly bounded by $`A`$. In other words: $$A_naA$$ (65) The equality of $`a`$ and $`A`$ follows then immediately from the strong convergence of $`A_n`$ towards $`A`$. This proves the above lemma. To test the effectiveness of the upper and lower bounds derived above, we apply them to a non-trivial model recently discussed in , i.e. the infinite binary tree with root $`n_0`$ where $`v_0`$ is two and $`v_i`$ equals three for $`i0`$. The authors show (among other things) that the spectrum consists of the interval $`[2\sqrt{2},2\sqrt{2}]`$, i.e. $`A=2\sqrt{2}`$. $`v_{max}`$ is three, we have to calculate $`lim\; sup1/n_1^nv_i`$. For simplicity we choose a subsequence so that $`n:=n(N)`$ with $`N`$ denoting the $`N`$-th level (consisting of $`2^N`$ nodes) of the tree starting from the root $`n_0`$. Note that in the corresponding induced subgraph $`G_N`$ the boundary nodes sitting in the $`N`$-th level have only node degree one with respect to $`G_N`$ but three viewed as nodes in the full tree. We then have $$n=\underset{k=1}{\overset{N}{}}2^k,\underset{i=0}{\overset{n(N)}{}}v_i=2+3\underset{k=1}{\overset{N1}{}}2^k+2^N=3\underset{k=0}{\overset{N}{}}2^k22^N1$$ (66) Hence $$\underset{n(N)}{lim}1/n(N)\underset{i=0}{\overset{n(N)}{}}=32\underset{N}{lim}(\underset{0}{\overset{N}{}}2^{kN})^1=2$$ (67) That is, our genral estimate imply $`2A3`$, which is not so bad. ## 4 The Spectral Triplet on a general (undirected) Graph Note what we said at the beginning about our restriction to undirected graphs (made, however, only for convenience!). Furthermore our Dirac operator intertwines node-vectors and bond-vectors while in other examples it maps node- to node-functions. Our bond-functions have (in some sense) the character of cotangential-vectors, while in other approaches derivatives of functions are interpreted as tangent-vectors. In our view, the latter formalism is effective only in certain classes of highly regular models (like e.g. lattices) where one has kind of global directions and will become cumbersome for general graphs. We developed this latter approach a little bit in section 3.3 of and showed how these cotangent and tangent vectors can be mapped into each other. The Hilbert space under discussion in the following is $$H=H_0H_1$$ (68) The natural representation of the function algebra $``$ $$\{f;f𝒞_0,\underset{i}{sup}\|f_i\|<\mathrm{}\}$$ (69) on $`H`$ by bounded operators is given by: $$H_0:ff^{}=f_if_i^{}n_i\text{for}f^{}H_0$$ (70) $$H_1:fg_{ik}d_{ik}:=f_ig_{ik}d_{ik}$$ (71) From previous work () we know that $`𝒞_1`$ carries also a right-module structure, given by: $$g_{ik}d_{ik}f:=g_{ik}f_kd_{ik}$$ (72) (For convenience we do not distinguish notationally between elements of $``$ and their Hilbert space representations). An important object in various areas of modern analysis on manifolds or in Connes’ approach to noncommutative geometry is the so-called Dirac operator $`D`$ (or rather, a certain version or variant of its classical counterpart; for the wider context see e.g. or to ). As $`D`$ we will take in our context the operator: $$D:=\left(\begin{array}{cc}0& d^{}\\ d& 0\end{array}\right)$$ (73) acting on $$H=\left(\begin{array}{c}H_0\\ H_1\end{array}\right)$$ (74) with $$d^{}=(\delta _1\delta _2)$$ (75) Note however, that there may exist in general several possibilities to choose such an operator. On the other hand, we consider our personal choice to be very natural from a geometrical point of view. ###### Lemma 4.1 There exists in our scheme a natural chirality- or grading operator, $`\chi `$ and an antilinear involution, $`J`$. given by $$\chi :=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$ (76) with $$[\chi ,]=0\chi D+D\chi =0$$ (77) and $$J:\left(\begin{array}{c}x\\ y\end{array}\right)\left(\begin{array}{c}\overline{x}\\ \overline{y}\end{array}\right)$$ (78) so that $$JfJ=\overline{f}$$ (79) These are some of the ingredients which establish what Connes calls a spectral triple (cf. e.g. or ). We do not want, however, to introduce the full machinery at the moment as our scheme has an independent geometric meaning of its own. So, being careful, we call in the following these structures simply spectral triplets (we were kindly warned by B.Iochum to be more careful with this concept; note the observation below about the non-compactness of the inverse of such Dirac-operators on infinite graphs with a uniformly bounded vertex degree). ###### Definition 4.2 (Spectral Triplets) As spectral triplet on a general (undirected) graph we take $$(H,,D)$$ (80) At this point we would like to remark the following. In our general framework we restricted ourselves, mostly for (possibly subjective) aesthetic reasons – the mathematics tends to be more transparent – to undirected graphs and a total Hilbert space being the direct sum of the node space (a function space) and the bond space (sort of cotangent vectors). $`A`$ was then selfadjoint and a Dirac operator emerged naturally as kind of a square root of the Laplacian. On the other side, if one studies simple models as e.g. in to , other choices are possible. In ,, where the one-dimensional lattice was studied, the symmetric difference operator was taken as Dirac operator. In the one-dimensional lattice was assumed to be directed (i.e. only $`d_{i,i+1}`$ were present) and the Dirac operator was defined as a certain self adjoint “doubling” of the (one-sided, i.e. non-symmetric) adjacency matrix. This latter model would fit in our general approach if we had included more general graphs. All these Dirac operators are different and it is hence no wonder that they lead to different consequences (see below). It is our opinion that, in the end, an appropriate choice has to be dictated by physical intuition. Nevertheless, this apparent non-uniqueness should be studied more carefully. As can be seen from the above, the connection with the graph Laplacian is relatively close since: $$D^2=\left(\begin{array}{cc}d^{}d& 0\\ 0& dd^{}\end{array}\right)$$ (81) and $$d^{}d=2\mathrm{\Delta }$$ (82) $`dd^{}`$ is the corresponding object on $`H_1`$. (In the vector analysis of the continuum the two entries correspond to $`\mathrm{divgrad},\mathrm{graddiv}`$ respectively ). ###### Observation 4.3 Note that all our operators are bounded, the Hilbert space is (in general) infinite dimensional, hence there is no chance to have e.g. $`(Dz)^1`$ or $`(D^2z)^1`$ compact. At the moment we are sceptical whether this latter phenomenon dissappears generically if the vertex degree is allowed to become infinite. There are some results on spectra of random graphs which seem to have a certain bearing on this problem. We now calculate the commutator $`[D,f]`$ applied to an element $`f^{}H_0`$: $$(df)f^{}=\underset{ik}{}(f_kf_k^{}f_if_i^{})d_{ik}$$ (83) $$(fd)f^{}=\underset{ik}{}f_i(f_k^{}f_i^{})d_{ik}$$ (84) hence $$[D,f]f^{}=\underset{ik}{}(f_kf_i)f_k^{}d_{ik}$$ (85) On the other side the right-module structure allows us to define $`df`$ as an operator on $`H_0`$ via: $$dff^{}=(\underset{ik}{}(f_kf_i)d_{ik})(\underset{k}{}f_k^{}n_k)=\underset{ik}{}(f_kf_i)f_k^{}d_{ik}$$ (86) In a next step we define $`df`$ as operator on $`H_1`$ which is not as natural as on $`H_0`$. We define: $$df\|_{H_1}:d_{ik}(f_if_k)n_k$$ (87) and linearly extended. A short calculation shows $$df\|_{H_1}=(d\overline{f}\|_{H_0})^{}=[d^{},f]$$ (88) This then has the following desirable consequence: ###### Observation 4.4 With the above definitions the representation of $`df`$ on $`H`$ is given by $$df\|_H=\left(\begin{array}{cc}0& df\|_{H_1}\\ df\|_{H_0}& 0\end{array}\right)=\left(\begin{array}{cc}0& (d\overline{f}\|_{H_0})^{}\\ df\|_{H_0}& 0\end{array}\right)$$ (89) and it immediately follows $$df\|_H=\left(\begin{array}{cc}0& [d^{},f]\\ [d,f]& 0\end{array}\right)=[D,f]$$ (90) ## 5 The Connes-Distance Function on Graphs From the general theory we know that: $$T=T^{}$$ (91) Hence ###### Lemma 5.1 $$[d,f]=[d,\overline{f}]=[d^{},f]$$ (92) and $$[D,f]=[d,f]$$ (93) Proof: The left part of (92) is shown below and is a consequence of formula (99); the right identity follows from (91). With $$X:=\left(\begin{array}{c}x\\ y\end{array}\right)$$ (94) and $`T_1:=[d,f]`$, $`T_2:=[d^{},f]`$, the norm of $`[D,f]`$ is: $$[D,f]^2=sup\{T_1x^2+T_2y^2;x^2+y^2=1\}$$ (95) Normalizing now $`x,y`$ to $`x=y=1`$ and representing a general normalized vector $`X`$ as: $$X=\lambda x+\mu y,\lambda ,\mu >0\text{and}\lambda ^2+\mu ^2=1$$ (96) we get: $$[D,f]^2=sup\{\lambda ^2T_1x^2+\mu ^2T_2y^2;x=y=1,\lambda ^2+\mu ^2=1\}$$ (97) where now $`x,y`$ can be varied independently of $`\lambda ,\mu `$ in their respective admissible sets, hence: $$[D,f]^2=sup\{\lambda ^2T_1^2+\mu ^2T_2^2\}=T_1^2\mathrm{}$$ (98) (as a consequence of equation (92)). It follows that in calculating $`[D,f]`$ one can restrict oneself to the easier to handle $`[d,f]`$. For the latter expression we then get from the above ($`xH_0`$): $$dfx^2=\underset{i}{}(\underset{k=1}{\overset{v_i}{}}\|f_if_k\|^2\|x_i\|^2$$ (99) Abbreviating $$\underset{k=1}{\overset{v_i}{}}\|f_kf_i\|^2=:a_i0$$ (100) and calling the supremum over $`i`$ $`a_s`$, it follows: $$dfx^2=a_s(\underset{i}{}a_i/a_s\|x_i\|^2)a_s$$ (101) for $`x^2=_i\|x_i\|^2=1`$. On the other side, choosing an appropriate sequence of normalized basis vectors $`e_\nu `$ so that the corresponding $`a_\nu `$ converge to $`a_s`$ we get: $$dfe_\nu ^2a_s$$ (102) We hence have ###### Theorem 5.2 $$[D,f]=\underset{i}{sup}(\underset{k=1}{\overset{v_i}{}}\|f_kf_i\|^2)^{1/2}$$ (103) The Connes-distance functional between two nodes, $`n,n^{}`$, is now defined as follows: ###### Definition 5.3 (Connes-distance function) $$dist_C(n,n^{}):=sup\{\|f_n^{}f_n\|;[D,f]=df1\}$$ (104) ###### Remark 5.4 It is easy to prove that this defines a metric on the graph. ###### Corollary 5.5 It is sufficient to vary only over the set $`\{f;df=1\}`$. Proof: This follows from $$\|f_kf_i\|=c\|f_k/cf_i/c\|;c=df$$ (105) and $$d(f/c)=c^1df=1$$ (106) with $`c1`$ in our case.$`\mathrm{}`$ It turns out to be a nontrivial task (in general) to calculate this distance on an arbitrary graph as the above constraint is quite subtle . The underlying reason is that the constraint is, in some sense, inherently non-local. As $`f`$ is a function, $`f_n^{}f_n`$ has to be the same independently of the path connecting $`n^{}`$ and $`n`$. On the other side, in a typical optimization process one deals with the individual jumps, $`f_kf_i`$, along some path. It is then not at all clear that these special choices can be extended to a global function without violating the overall constraint on the expression in theorem 5.2. Nevertheless we think the above closed form is a solid starting point for the calculation of $`dist_C`$ on various classes of graphs or lattices. We discuss two examples below but refrain at this place from a more complete treatment, adding only some observations concerning the relation to the ordinary (combinatorial) distance function introduced in the beginning of the paper. Having an admissible function $`f`$ so that $`sup_i(_{k=1}^{v_i}\|f_kf_i\|^2)^{1/2}1`$, this implies that, taking a minimal path $`\gamma `$ from, say, $`n`$ to $`n^{}`$, the jumps $`\|f_{\nu +1}f_\nu \|`$ between neighboring nodes along the path have to fulfill: $$\|f_{\nu +1}f_\nu \|1$$ (107) and are typically strictly smaller than $`1`$ as long as there are not a sufficient number of “zero-jumps” ending at the same node. On the other side the Connes distance would only become identical to the ordinary distance $`d(n,n^{})`$ if there exist a sequence of admissible node functions with all these jumps approaching the value $`1`$ along such a path, which is however impossible in general as can be seen from the structure of the constraint on the expression in theorem 5.2 . Only in this case one may have a chance to get: $$\|\underset{\gamma }{}(f_{\nu +1}f_\nu )\|\underset{\gamma }{}1=length(\gamma )$$ (108) We express this observation in the following way ###### Observation 5.6 (Connes-distance) One has within our general scheme the following inequality $$dist_C(n,n^{})d(n,n^{})$$ (109) A fortiori one can prove that $`dist_C`$ between two nodes in an arbitrary graph is even smaller than or equal to the corresponding Connes-distance taken with respect to the (one-dimensional) sub-graph formed by a minimal path between these nodes, i.e. $$dist_C(n,n^{})dist_C(min.path)(n,n^{})$$ (110) The simple reason is that one has more admissible functions at ones disposal for a subgraph, hence the supremum may become larger. This latter distance, on the other side, can be rigorously calculated (see Example 2 below) and is for non-neighboring nodes markedly smaller than the ordinary distance. ###### Corollary 5.7 The last inequality implies also that with $`G^{}`$ an induced subgraph of $`G`$ it holds ($`n,n^{}V^{}V`$): $$dist_C(n,n^{};G^{})dist_C(n,n^{};G)$$ (111) We remarked above that the calculation of the Connes distance on graphs is to a large part a continuation problem for admissible functions, defined on subgraphs. Then the following question poses itself. ###### Problem 5.8 For what classes of graphs and/or subgraphs do we have an equality in the above corollary? ###### Remark 5.9 Equality can e.g. be achieved for trees. Other results in this direction are in preparation. These general results should be contrasted with the results in to . Choosing e.g. the symmetric difference operator as Dirac operator in the case of the one-dimensional lattice the authors got in a distance which is strictly greater than the ordinary distance but their choice does not fulfill the above natural constraint given in Theorem 5.2. Note in particular that our operator $`d`$ is a map from node- to bond-functions which is not the case in the other examples. In the authors employed a symmetric doubling of the upper half of our symmetric adjacency matrix as Dirac operator. In the case of the one-dimensional (directed) lattice this then leads (so to say) to only one (directed) bond per node and makes the optimization process quite simple, hence leading to the ordinary distance which would have been also the case in our general scheme had we admitted directed graphs. We conjecture however that for more general graphs a relation related to the one given in Theorem5.2 would enforce the Connes-distance to be again strictly smaller than the ordinary distance for non-neighboring points. This is however an interesting point and we plan to discuss generalisations of our framework and more general examples elsewhere. We want to close this paper with the discussion of two examples. The first one is a simple warm-up exercise, the second one is the one-dimensional lattice discussed also by the other authors mentioned above (treated however within their respective schemes) and is not so simple. The technique used in approaching the second problem may be interseting in general. While we solved it starting, so to speak, from first principles, the real mathematical context, to which the strategy is belonging, is the field of (non-)linear programming or optimization (see e.g. or any other related textbook). This can be inferred from the structure of our constraint on the expression in theorem 5.2. This means that the techniques developed in this field may be of use in solving such quite intricate problems. Example 1: The square with vertices and edges: $$x_1x_2x_3x_4x_1$$ (112) Let us calculate the Connes-distance between $`x_1`$ and $`x_3`$. As the $`sup`$ is taken over functions(!) the summation over elementary jumps is (or rather: has to be) pathindependent (this is in fact both a subtle and crucial constraint for practical calculations). It is an easy exercise to see that the $`sup`$ can be found in the class where the two paths between $`x_1,x_3`$ have the valuations ($`1a0`$): $$x_1x_2:a,x_2x_3:(1a^2)^{1/2}$$ (113) $$x_1x_4:(1a^2)^{1/2},x_4x_3:a$$ (114) Hence one has to find $`sup_{0a1}(a+\sqrt{1a^2})`$. Setting the derivative with respect to $`a`$ to zero one gets $`a=\sqrt{1/2}`$. Hence: ###### Example 5.10 (Connes-distance on a square) $$dist_C(x_1,x_3)=\sqrt{2}<2=d(x_1,x_3)$$ (115) Example 2: The undirected one-dimensional lattice: The nodes are numbered by $``$. We want to calculate $`dist_C(0,n)`$ within our general framework. The calculation will be done in two main steps. In the first part we make the (in principle quite complicated) optimization process more accessible. For the sake of brevity we state without proof that it is sufficient to discuss real monotonely increasing functions with $$f(k)=\{\begin{array}{cc}f(0)\hfill & \text{for}k0\hfill \\ f(n)\hfill & \text{for}kn\hfill \end{array}$$ (116) and we write $$f(k)=f(0)+\underset{i=1}{\overset{k}{}}h_i\text{for}0knh_i0$$ (117) The above optimization process then reads: ###### Observation 5.11 Find $`sup_{i=1}^nh_i`$ under the constraint $$h_1^21,h_2^2+h_1^21,\mathrm{},h_n^2+h_{n1}^21,h_n^21$$ (118) The simplifying idea is now the following. Let $`h:=(h_i)_{i=1}^n`$ be an admissible sequence with all $`h_{i+1}^2+h_i^2<1`$. We can then find another admissible sequence $`h^{}`$ with $$h_i^{}>h_i$$ (119) Hence the supremum cannot be taken on the interior. We conclude that at least some $`h_{i+1}^2+h_i^2`$ have to be one. There is then a minimal $`i`$ for which this holds. We can convince ourselves that the process can now be repeated for the substring ending at $`i+1`$. Repeating the argument we can fill up all the entries up to place $`i+1`$ with the condition $`h_{l+1}^2+h_l^2=1`$ and proceeding now upwards we end up with ###### Lemma 5.12 The above supremum is assumed within the subset $$h_1^21,h_1^2+h_2^2=1,\mathrm{},h_{n1}^2+h_n^2=1,h_n^21$$ (120) This concludes the first step. In the second step we calculate $`sup\|f(0)f(n)\|`$ on this restricted set. From the above we now have the constraint: $$h_1^21,h_2^2=1h_1^2,h_3^2=h_1^2,h_4^2=1h_1^2,\mathrm{},h_n^2=1h_1^2\text{or}h_1^2$$ (121) depending on $`n`$ being even or uneven. This yields $$sup\|f(0)f(n)\|=\{\begin{array}{cc}1\hfill & \text{for}n=1\hfill \\ (n/2)sup(h_1+\sqrt{1h_1^2})=(n/2)\sqrt{2}\hfill & \text{for }n\text{ even}\hfill \\ sup([n/2](h_1+\sqrt{1h_1^2})+h_1)\hfill & \text{for }n\text{ uneven}\hfill \end{array}$$ (122) In the even case the rhs can be written as $`\sqrt{n^2/2}=\sqrt{[n^2/2]}`$. In the uneven case we get by differentiating the rhs and setting it to zero: $$h_1^{max}=A_n/\sqrt{1+A_n^2},\sqrt{1(h_1^{max})^2}=1/\sqrt{1+A_n^2}$$ (123) with $`A_n=1+1/[n/2]`$. We see that for increasing $`n`$ both terms approach $`1/\sqrt{2}`$, the result in the even case. Furthermore we see that the distance is monotonely increasing with $`n`$ as should be the case for a distance. This yields in the uneven case $$dist_C(0,n)=\frac{([n/2]+1)A_n+[n/2]}{\sqrt{1+A_n^2}}$$ (124) which is a little bit nasty. Both expressions can however be written in a more elegant and unified way (this was a conjecture by W.Kunhardt, inferred from numerical examples). For $`n`$ uneven a short calculation yields $$[n^2/2]=(n^21)/2=1/2(n1)(n+1)=2[n/2]([n/2]+1)$$ (125) (with the floor-,ceiling-notation the expressions would become even more elegant). With the help of the latter formula the rhs in (124) can be transformed into $$rhs\text{of}(\text{124})=\sqrt{[n^2/2]+1}$$ (126) ###### Conclusion 5.13 For the one-dimensional undirected lattice we have $$dist_C(0,n)=\{\begin{array}{cc}\sqrt{[n^2/2]}\hfill & \text{for }n\text{ even}\hfill \\ \sqrt{[n^2/2]+1}\hfill & \text{for }n\text{ uneven}\hfill \end{array}$$ (127) Remark: With the help of the methods, introduced above, we can now estimate or rigorously calculate the Connes-distance for other classes of graphs. Acknowledgement: We thank the referees for their constructive criticism.
warning/0001/quant-ph0001028.html	ar5iv	text	# Preprint INRNE-TH-93/4 (May 1993) e-print quant-ph/0001028 GENERALIZED INTELLIGENT STATES AND 𝑆⁢𝑈⁢(1,1) AND 𝑆⁢𝑈⁢(2) SQUEEZING11footnote 1This preprint was sent [with the here preserved mis-spellings Heizenberg, studed, …, and the false degeneracy of the eigenvalue of 𝐿⁢(𝜆)] to Phys. Rev. Lett. in May 1993 (LF5064/ 03 Jun 93) and declined from PRL in August 1993. An extended version of it appeared later in J. Math. Phys. 35, 2297 (1994). Meanwhile similar (but not all) results were published by other authors in PRL and Phys. Rev. A. ## 1 Introduction The squeezed states of electromagnetic field in which the fluctuations in one of the quadrature components $`Q`$ and $`P`$ of the photon annihilation operator $`a=(Q+iP)/\sqrt{2}`$ are smaller than those in the ground state $`\|0`$ have atracted due attention in the last decade (see for example the review papers and references there in). In the recent years an interest is devoted to the squeezed states for other observables. One looks for non gaussian states which exhibit $`Q`$-$`P`$ squeezing and/or for states in which the fluctuations of other physical observables are squeezed. The aim of the present paper is to construct $`SU(1,1)`$ and $`SU(2)`$ squeezed intelligent states and to consider some general properties of squeezing for an arbitrary pair of quantum observables $`A`$ and $`B`$ in states which minimize the Robertson-Schrödinger uncertainty relation (R-S UR). We call such states generalized intelligent states (GIS) or squeezed intelligent states when the accent is on their squeezing properties. The $`Q`$-$`P`$ GIS are well studed and known as squeezed states, two photon coherent states (CS) (see references in), correlated states or Schrödinger minimum uncertainty states. The term intelligent states (IS) is refered to states that provide the equality in the Heizenberg UR for $`A`$ and $`B`$. The $`Q`$-$`P`$ IS are also known as Heizenberg minimum uncertainty states. The spin IS are introduced and studed in. ## 2 Generalized intelligent states For any two quantum observables $`A`$ and $`B`$ the corresponding second momenta in a given state obey the R-S UR, $$\sigma _A^2\sigma _B^2\frac{1}{4}(C^2+4\sigma _{AB}^2),Ci[A,B],$$ (1) where $`\sigma _A,\sigma _B`$ and $`\sigma _{AB}`$ are the dispersions and the covariation of $`A`$ and $`B`$, $`\sigma _A^2=A^2A^2,`$ $`\sigma _{AB}={\displaystyle \frac{1}{2}}(AB+BA)AB.`$ (2) The states that provide the equality in the R-S UR (1) will be called here generalized intelligent states (GIS). When the covariation $`\sigma _{AB}=0`$ then the S-R UR coincides with the Heizenberg one. In paper it was proved that if a pure state $`\|\psi `$ with nonvanishing dispersion of the operator $`A`$ minimizes the R-S UR then it is an eigenstate of the operator $`\lambda A+iB`$, where $`\lambda `$ is a complex number, related to $`C`$ and to $`\sigma _i(\psi ),i=A,B,AB.`$ Here we prove that this is a sufficient condition for any state $`\|\psi `$. ###### Proposition 1 A state $`\|\psi `$ minimizes the R-S UR (1) if it is an eigenstate of the operator $`L(\lambda )=\lambda A+iB`$, $$L(\lambda )\|z,\lambda =z\|z,\lambda ,$$ (3) where the eigenvalue $`z`$ is a complex number. Proof. Let first restrict the parameter $`\lambda `$ in the eigenvalue eqn. (3), $`\mathrm{Re}\lambda 0`$. Then we express $`A`$ and $`B`$ in terms of $`L(\lambda )`$ and $`L^{}(\lambda )`$ and obtain $`\sigma _A^2(z,\lambda )={\displaystyle \frac{C}{2\mathrm{R}\mathrm{e}\lambda }},\sigma _B^2(z,\lambda )=\|\lambda \|^2{\displaystyle \frac{C}{2\mathrm{R}\mathrm{e}\lambda }},`$ $`\sigma _{AB}(z,\lambda )=C{\displaystyle \frac{\mathrm{Im}\lambda }{2\mathrm{R}\mathrm{e}\lambda }},`$ (4) where $`C=\lambda ,z\|C\|z,\lambda `$. The obtained second momenta (2) obey the equality in R-S UR (1). Let now the eigenvalue equation (3) holds for $`\mathrm{Re}\lambda =0`$. This means that the state $`\|z,\lambda `$ is an eigenstate of the Hermitean operator $`rA+B`$ where $`r=\mathrm{Im}\lambda `$. We consider now the mean value of the non negative operator $`F^{}(r)F(r)`$, where $`F(r)=rA+B(rA+B)`$ and $`r`$ is any real number. Herefrom we get the uncertainty relation $$\sigma _A^2\sigma _B^2\sigma _{AB}^2,$$ (5) the equality holding in the eigenstates of $`F(r)`$ only. One can consider the equality in (5) as the desired equality in the Robertson-Schrödinger UR if in these states the mean value of the operator $`C`$ vanishes. And this is the case. Indeed, consider in $`\|z,ir`$ the mean values of the operators $`A(rA+B)`$ and $`(rA+B)A`$. We easily get the coinsidence of the two mean values, wherefrom we obtain $`ir,z\|C\|z,ir=0`$ . Thus all eigenstates $`\|z,\lambda `$ are GIS. One can prove that when the operator $`A`$ has no discrete spectrum then for any $`\|\psi `$ $`\sigma _A(\psi )0`$, thereby the condition (3) is also necessary and all $`A`$-$`B`$ GIS (for any $`B`$) are of the form $`\|z,\lambda `$. Such are for example the cases of canonical $`Q`$-$`P`$ GIS and the $`SU(1,1)`$ GIS, considered below. The above result stems from the following property of the dispersion of quantum observables: $$\sigma _A(\psi )=0A\|\psi =a\|\psi .$$ (6) As a consequence of the second part of the proof of the Proposition 1 we have the following ###### Proposition 2 If the commutator $`C=i[A,B]`$ is a positive operator then the operator $`rA+B`$ with real $`r`$ has no eigenstates in the Hilbert space. In terms of GIS $`\|z,\lambda `$ the above Proposition 2 gives the restriction on $`\lambda `$: $`\mathrm{Re}\lambda 0`$ in cases of positive $`C`$. Before going to examples let us point out that the $`A`$-$`B`$ IS $`\|z,\lambda =1\|z`$ are noncorrelated and with equal variances, $`L\|z=z\|z,L=L(\lambda =1)=A+iB,`$ (7) $`\sigma _A^2(z)={\displaystyle \frac{1}{2}}z\|C\|z=\sigma _B^2(z).`$ (8) We shall call such states equal variances IS or non squeezed IS, addopting the Eberly and Wodkiewicz definition of $`A`$-$`B`$ squeezed states. It is convenient to describe this squeezing by means of the dimensionless parameter $`q_A`$ $$q_A=\frac{C/2\sigma _A^2}{C/2},$$ (9) in terms of which the 100% squeezing corresponds to $`q_A=1`$. In the equal variances IS $`\|z`$ $`q_A=0=q_B`$. Let now consider the cases when the commutator $`C=i[A,B]`$ is a positive operator: $`\psi \|C\|\psi >0`$. In such cases $`\mathrm{Re}\lambda 0`$ and we can safely devide by $`\psi \|C\|\psi `$. Then from eqns (2) we get the quite general result for squeezing in GIS $`\|z,\lambda `$ with positive $`C`$, $$q_A(z,\lambda )=1\frac{1}{2\mathrm{R}\mathrm{e}\lambda },q_B(z,\lambda )=1\frac{\|\lambda \|^2}{2\mathrm{R}\mathrm{e}\lambda }.$$ (10) We see that the squeezing parameter $`q`$ depends on $`\lambda `$ only and 100% squeezing of $`A`$ is obtained at $`\mathrm{Re}\lambda \mathrm{}`$ (and of $`B`$ at $`\lambda =0`$). In many cases the IS $`\|z`$ are constructed. Except of the canonical $`Q`$-$`P`$ case we point out also the cases of lowering and raising operators of some semisimple Lie groups (the $`SU(2)`$ and the $`SU(1,1)`$ for example) and for the quantum group $`SU(1,1)_q`$, constructed recently. The GIS $`\|z,\lambda `$ are eigenstates of the linearly transformed operator $$LL(\lambda )=uL+vL^{},$$ (11) where $`u=(\lambda +1)/2`$, $`v=(\lambda 1)/2`$, $`L^{}=AiB`$. If this is a similarity transformation then GIS can be obtained by acting on $`\|z`$ with the transforming operator $`S(\lambda )`$ (the generalized squeezing operator) as it was done by Stoler (see the reference in) in the canonical case. In the examples below we construct GIS by solving the eigenvalue equations of $`L(\lambda )`$. ## 3 $`SU(1,1)`$ squeezed intelligent states In this section we construct and discuss $`K_1`$-$`K_2`$ GIS, where $`K_1`$ and $`K_2`$ are the generators of the discrete series $`D^+(k)`$ of representations of $`SU(1,1)`$ with Cazimir operator $`C_2:=k(k1)`$. From the commutation relation $`[K_1,K_2]=iK_3`$ we see that one can apply the corresponding formulas of the previous section with $`A=K_1,B=K_2`$ and $`C=K_3`$. The operator $`K_3`$ is positive with eigenvalues $`k+m`$ where $`m=0,1,2,\mathrm{},`$ . Then as a consequence of the Proposition 2 the GIS $`\|z,\lambda ;k`$ exist only if $`\mathrm{Re}\lambda 0`$ and one can safely use formulas (2) for the second momenta of $`K_{1,2}`$ in the $`SU(1,1)`$ GIS $`\|z,\lambda ;k`$. Since the operator $`K_1`$ has no discrete spectrum the condition (3) is also necessary for GIS. The $`SU(1,1)`$ equal variances IS $`\|z;k`$ (the eigenstates of $`K_1iK_2`$ $`K_{}`$) have been constructed and studed by Barut and Girardello as ‘new “coherent” states associated with noncompact groups’. These states form an overcomplete family of states and provide a representation of any state $`\|\psi `$ in terms of entire annalytic function $`\psi \|z;k`$ of $`z`$ of order 1 and type 1 (exponential type). In the Hilbert space of such entire analytic functions the generators of $`SU(1,1)`$ act as the following differential operators (we shall call this BG-representation) $`K_3=k+z{\displaystyle \frac{d}{dz}},K_+=K_{}^{}=z,`$ $`K_{}=2k{\displaystyle \frac{d}{dz}}+z{\displaystyle \frac{d^2}{dz^2}}.`$ (12) We use the BG-representation to construct the $`SU(1,1)`$ GIS $`\|z^{},\lambda ;k`$ (we denote for a while the eigenvalue by $`z^{}`$). The eigenvalue equation (3) now reads $$\left[u(2k\frac{d}{dz}+z\frac{d^2}{dz^2})+vz\right]\mathrm{\Phi }_z^{}(z)=z^{}\mathrm{\Phi }_z^{}(z),$$ (13) where the parameters $`u,v`$ have been defined in formula (11). By means of a simple substitutions the above equation is reduced to the Kummer equation for the confluent hypergeometric function $`{}_{1}{}^{}F_{1}^{}(a,b;z)`$ , so that we have the following solution of eqn. (13) $`\mathrm{\Phi }_z^{}(z)=\mathrm{exp}(cz)_1F_1(a,b;2cz),`$ (14) $`a=k{\displaystyle \frac{z^{}}{2uc}},b=2k;c^2={\displaystyle \frac{v}{u}}.`$ (15) This solution obey the requirements of the BG representation iff $$\|c\|=\sqrt{\|v/u\|}<1\mathrm{Re}\lambda >0,$$ (16) which is exactly the restriction on $`\lambda `$ imposed by the positivity of the commutator $`CK_3`$, according to the Proposition 2. No other constrains on $`z^{}`$ and $`\lambda `$ are needed. Thus we obtain the $`SU(1,1)`$ GIS $`\|z^{},\lambda ;k`$ in the BG-representation in the form $$k;\lambda ,z^{}\|z;k=\mathrm{exp}(c^{}z)_1F_1(a^{},b;2c^{}z),$$ (17) where the parameters $`a,b`$ and $`c`$ are given by formulas (3.4). Using the power series of $`{}_{1}{}^{}F_{1}^{}(a,b;z)`$ we get the coinsidence of our solution (17) at $`\lambda =1`$ ($`u=1`$, $`v=0`$) with the solution of Barut and Girardello, $$k;\lambda =1,z^{}\|z;k={}_{0}{}^{}F_{1}^{}(2k;zz_{}^{}{}_{}{}^{})=k;z^{}\|z;k.$$ (18) We note the twofold degeneracy of the eigenvalues of the operator $`L(\lambda 1)`$ as it is seen from eqn. (3.4). We denote the two solutions as $`\pm ;k;\lambda ,z^{}\|z;k`$. The degeneracy is removed at $`\lambda =1`$ as it is known from the BG-solution. Thus this point is a branching point for the operator $`L(\lambda )`$. It worth noting that the degeneracy is also removed by the following constrain on the two complex parameters $`z^{}`$ and $`\lambda `$ in eqn. (3.6) $$z^{}=\mathrm{\hspace{0.17em}2}k\sqrt{uv}=k\sqrt{1\lambda ^2}.$$ (19) Using the properties of the function $`{}_{1}{}^{}F_{1}^{}(a,b;z)`$ we get from (17) in both $`(\pm )`$ cases the same expression $`\mathrm{exp}(z\sqrt{v^{}/u^{}})`$ which can be seen to be nothing but the BG-representation of the Perelomov $`SU(1,1)`$ CS $`\|\zeta ;k`$ with $`\zeta =\sqrt{v/u}`$ , $$\|\zeta ;k=(1\|\zeta \|^2)^k\mathrm{exp}(\zeta K_+)\|k;k.$$ (20) If we impose $`z^{}=2k\sqrt{uv}`$ we get CS$`\|\zeta ;k`$. One can directly check (using the $`SU(1,1)`$ commutation relations only) that CS (20) are indeed eigenstates of $`L(\lambda )`$, eqn. (11), with eigenvalue (19) provided $`\zeta ^2=v/u`$ . We calculate explicitly the first and second momenta of the generators $`K_i`$ in CS $`\|\zeta ;k`$ (for $`\sigma _{K_i}`$ see also) $`\sigma _{K_1K_2}=2k{\displaystyle \frac{\mathrm{Re}\zeta \mathrm{Im}\zeta }{(1\|\zeta \|^2)^2}},`$ $`\sigma _{K_1}^2={\displaystyle \frac{k}{2}}{\displaystyle \frac{\|1+\zeta ^2\|^2}{(1\|\zeta \|^2)^2}},\sigma _{K_2}^2={\displaystyle \frac{k}{2}}{\displaystyle \frac{\|1\zeta ^2\|^2}{(1\|\zeta \|^2)^2}}`$ (21) and convince that the equality in the R-S UR (1) is satisfied. Thus all the Perelomov $`SU(1,1)`$ CS are GIS. They are represented by the points of the two dimensional surface (19) in the four dimensional space of points $`(z,\lambda )`$. The BG CS form another subset of $`SU(1,1)`$ GIS isomorfic to the plane $`\lambda =1`$. We note that the aboved formulas for the first and second momenta of $`K_i`$ in CS $`\|\zeta ;k`$ hold also for the (non square integrable) Lipkin-Cohen representation with Bargman index $`k=1/4`$ (but not for $`k=3/4`$ ), $`K_1={\displaystyle \frac{1}{4}}(Q^2P^2),K_2={\displaystyle \frac{1}{4}}(QP+PQ),`$ $`K_3={\displaystyle \frac{1}{4}}(Q^2+P^2).`$ (22) Due to the expressions of $`K_i`$ in terms of the canonical pair $`Q,P`$ the CS $`\|\zeta ;k=1/2,1/4,3/4`$ ($`\|\zeta ;k=1/4,3/4`$ are eigenstates of the squared boson operator $`a^2`$) are of interest for $`Q`$-$`P`$ squeezing. One can also calculate the fluctuations of $`Q`$ and $`P`$ and show that CS $`\|\zeta ;k=1/4`$ exhibit about 56% ordinary squeezing (Bužek). The squeezing of $`K_{1,2}`$ in CS $`\|\zeta ;k`$ has been studed in: the 100% squeezing (in the sense of the parameter $`q`$, eqn. (9) for $`K_1`$ is obtained at $`\zeta =i`$. We note however that $$\sigma _i^2(\zeta ;k)\frac{k}{2}=\sigma _i^2(0;k),i=K_1,K_2,$$ i.e. no squeezing of $`\sigma _i`$ in $`\|\zeta ;k`$ in comparison with the ground state $`\|0;k`$. In conclusion to this section we note that for $`SU(1,1)`$ GIS the squeezing operator $`S(\lambda )`$ exists and can be defined by means of the relation $`\|z,\lambda ;k=S(\lambda )\|z;k`$ since the spectra of $`L`$ and $`L(\lambda )`$ coinside. It belongs again to the $`SU(1,1)`$ (but not to the series $`D^+(k)`$ since one can show that it is not unitary) and its matrix elements $`k;z\|S\|z;k`$ are explicitly given by the functions (17) with $`z^{}=z`$. These diagonal matrix elements determine $`S`$ uniquely due to the analyticity property of the BG-representation. We recall that the same property of the diagonal matrix elements holds in the canonical (Glauber) CS representation (see for example and references therein). ## 4 $`SU(2)`$ squeezed intelligent states Let now $`A,B`$ and $`C`$ be the generators $`J_1,J_2`$ and $`J_3`$ of $`SU(2)`$ group, i.e. the spin operators of spin $`j=1/2,1,\mathrm{},`$. In this example the commutator $`C=J_3`$ is not positive (the limit $`\mathrm{Re}\lambda =0`$ can be taken) and the operator $`A=J_1`$ has a disctete spectrum (some of its eigenstates are examples of exceptional GIS which are not eigenstates of $`L(\lambda )`$). In paper there were constructed the eigenstates (in their notations) $`\|w_N(\tau )`$ of the operator $`J(\alpha )=J_1i\alpha J_2,`$ where $`N=0,1,2\mathrm{},2j`$, $`\tau ^2=(1\alpha )/(1+\alpha )`$, $`\alpha `$ being arbirary complex number. These states are eigenstates also of $`L(\lambda )=\lambda J_1iJ_2`$, thereby they all are $`J_1`$-$`J_2`$ GIS, minimizing the R-S UR (1). They can be represented in the general form $`\|z_N,\lambda ;j`$ with the eigenvalues $`z_N`$ $`=(jN)\sqrt{\lambda ^21}`$. Among them (for $`N=0`$ and $`N=2j`$) are the Bloch (the spin or the $`SU(2)`$) CS $`\|\tau ;j`$ and $`\|\tau ;j`$ ($`\tau `$ is any complex number) $$\|\tau ;j=(1+\|\tau \|^2)^j\mathrm{exp}(\tau J_+)\|j.$$ (23) The mean values of $`J_i,i=1,2,3`$ and $`J_i^2`$ (and the dispersions $`\sigma _{J_1}`$ and $`\sigma _{J_2}`$) in Bloch CS are known. Calculating also the covariation, $$\sigma _{J_1,J_2}(\tau )=2j\frac{\mathrm{Re}\tau \mathrm{Im}\tau }{(1+\|\tau \|^2)^2}$$ (24) we can directly check that in CS $`\|\tau `$ the equality in the R-S UR (1) holds for the spin operators $`J_{1,2}`$. Thus the Bloch CS are a subset of the $`SU(2)`$ GIS. Let us briefly discuss the properties of the $`SU(2)`$ GIS. First of all for a given parameter $`\lambda `$ there are $`2j+1`$ independent GIS $`\|z_N,\lambda ;j`$. There is only one equal variances IS, namely $`\|j`$, the point $`\lambda =1`$ being again the branching point of the $`L(\lambda )`$. From this fact it follows that squeezing operator does not exist. Since the commutator $`C=i[J_1,J_2]=J_3`$ the limit $`\mathrm{Re}\lambda =0`$ in GIS is alowed and in the fluctuations formulas (2) as well since at this limit $`C=J_3=0`$. The operator $`A=J_1`$ has a discrete spectrum, therefore $`\sigma _A0`$. From the explicit formula $$\sigma _{J_1}^2(\tau )=\frac{j}{2}\frac{\|1\tau ^2\|^2}{(1+\|\tau \|^2)^2}$$ (25) we see that this fluctuation vanishes at $`\tau ^2=1`$. Therefore in virture of the property (6) the Bloch CS $`\|\tau =\pm 1;j`$ are eigenstates of $`J_1`$ which can be checked also directly, the eigenvalues being $`\pm j`$. The other eigenstates of $`J_1`$ are exactly those exceptional states which minimize the R-S UR (1) but are not of the form $`\|z,\lambda `$ (i.e. dont obey eqn.(3)). The final note we make about $`SU(2)`$ GIS is that except for the eigenvalue $`z_N=0`$ (when $`N=j`$) all the others are not degenerate (unlike the $`SU(1,1)`$ case). ## 5 Concluding remarks We have presented a method for construction of squeezed intelligent states (called here generalized intelligent states (GIS)) for any two quantum observables $`A`$ and $`B`$ in which 100% squeezing (after Eberly) can be obtained. GIS minimize the Robertson-Schrödinger uncertainty relation and can be considered as a generalization of the canonical $`Q`$-$`P`$ squeezd states. When the operators $`A`$ and/or $`B`$ are exspressed in terms of the canonical pair $`Q,P`$ one can look in the $`A`$-$`B`$ GIS for the squeezing of $`Q`$ end/or $`P`$ as well. Such are for example the cases of $`SU(1,1)`$ GIS for the representations with Bargman indexes $`k=1/4,1/2,3/4`$. The $`SU(1,1)`$ GIS form a larger set of states which contains as two different subsets the Perelomov CS and the Barut and Girrardello CS. The method is based on the minimization of the Robertson-Schrödinger UR (1) for which the eigenvalue equation (3) for the operator $`L(\lambda )=\lambda A+iB`$ is a sufficient condition. In case of $`A`$ with continuous spectrum this is also a necessary conditon independently on $`B`$. In view of this the method provides the possibility (when one is interested in squeezing of the fluctuations of $`A`$) to look for the best squeezing partner of $`A`$. Thus for example if $`A=P`$ then one can show that the eigenstates of $`L(\lambda )`$ exist for a series $`B=Q^n`$, $`n=1,5,9,\mathrm{},`$. When the $`A`$-$`B`$ GIS can be obtained from the equal variances IS $`\|z`$ by means of the invertable squeezing operator $`S(\lambda )`$ the latter belongs to $`SU(1,1)`$ as it can be derived from (11). This fact shows that $`SU(1,1)`$ plays important role in a wide class of squeezing phenomina (not only in $`Q`$-$`P`$ case). ### Acknowledgments This work is partialy supported by Bulgarian Science Foundation research grant # F-116.
warning/0001/math-ph0001033.html	ar5iv	text	# 1 Introduction ## 1 Introduction As is well known, spontaneous symmetry breakdown (SSB) is one of the basic phenomena accompanying collective phenomena, such as phase transitions in statistical mechanics, or ground state excitations in field theory. SSB is a representative tool for the analysis of many phenomena in modern physics. The study of SSB goes back to the Goldstone Theorem , which was the subject of much analysis. This theorem refers usually to the ground state property that for short range interacting systems, SSB implies the absence of an energy gap in the excitation spectrum . In this paper we concentrate on the non-relativistic Goldstone Theorem, and we mean by this spontaneous symmetry breaking of a continuous symmetry group in condensed matter homogeneous many particles systems, with short range as well as long range interactions. There are many different situations to consider. For short range interactions, it is typical that SSB yields a dynamics which remains symmetric in the thermodynamic limit. At temperature $`T=0`$, one has as main characteristics the absence of an energy gap. However for equilibrium states ($`T>0`$), SSB is better characterized by bad clustering properties . For long range interactions, it is typical that SSB breaks also the symmetry of the dynamics. This situation has been studied extensively in the literature. In physics the phenomenon is known as the occurence of oscillations with energy spectrum taking a finite value $`ϵ(k0)0`$. Different approximation methods, typical here is the random phase approximation, yield the computation of these frequencies. For mean field models, such as the BCS-model , the Overhauser model , a spin density wave model , the anharmonic crystal model , and for the jellium model , one is able to give the rigorous mathematical status of these frequencies as elements of the spectrum of typical fluctuation operators . The typical operators entering in the discussion are the generator of the broken symmetry and the order parameter operator. In a physical language they are the charge density and current density operators. It is proved that their fluctuation operators form a quantum canonical pair, which decouples from the other degrees of freedom of the system. As fluctuation operators are collective operators, they describe the collective mode accompanying the SSB phenomenon. Hence for long range interacting systems, we realised mathematically rigorously in these models, the so-called Anderson theorem of ‘restoration of symmetry’, stating that there exists a spectrum of collective modes $`ϵ(k0)0`$ and that the mode in the limit $`k0`$ is the operator which connects the set of degenerate temperature states, i.e. ‘rotates’ one ergodic state into an other. We conjecture that our results of can be proved for general long range two-body interacting systems as a universal theorem. However Anderson did formulate his theorem in the context of the Goldstone theorem for short range interacting systems, i.e. in the case $`ϵ(k0)=0`$ of absence of an energy gap in the ground state. Of course one knows that there is no one-to-one relation between long range interactions and the presence of an energy gap for symmetry breaking systems (see e.g. ). The imperfect Bose gas and the weakly interacting Bose gas are examples of long range interacting systems showing SSB, but without energy gap. In we realise for these boson models the above described programme of construction of the collective modes operators of condensate density and condensate current, as normal modes dynamically independent from the other degrees of freedom of the system. We consider the whole temperature range, the ground state included. In particular the ground state situation is interesting, because it yields a non-trivial quantum mechanical canonical pair of conjugate operators, giving an explicit representation of the field variables of the socalled Goldstone boson. In this paper we are able to present the analogous proof for general interacting quantum lattice systems, and hence give a model independent construction. We construct the fluctuation operators of the generator of a broken symmetry and of the order parameter and prove that they form a canonical pair. We prove that this pair is dynamically independent from the other degrees of freedom of the system. In the case of long range interactions, we prove that the appearance of a plasmon fequency is a natural phenomenon corresponding to the spectrum of the above mentioned canonical pair. Moreover these fluctuation operators are normal. Our main contribution here is the construction of a canonical order parameter. Usually there are many order parameter operators. Therefore the identification of the right one for the purpose is important. For short range interactions in the ground state, we find again the phenomenon of squeezing of the fluctuation operator of the generator of the broken symmetry. In the literature this is sometimes referred to the statement that in case of SSB, the broken symmetry behaves like an approximate symmetry. The amount of squeezing is inversely related to the anormality of the fluctuation operator of the order parameter, which itself is directly related to the degree of off-diagonal long range order. Using an appropriate volume scaling, which is determined by the long wavelength behaviour of the spectrum, we arrive at the construction of the Goldstone boson normal coordinates. We consider this result as a formal step forward, beyond the known analysis of the Goldstone phenomenon. We repeat that our construction is solely determined by the long wavelength behaviour of the microscopic energy spectrum of the system. Finally, we want to throw the attention of the reader to the direct open questions which should keep our attention. There is first of all the problem of SSB of more dimensional symmetries. One should expect a more dimensional Goldstone boson. There is also the problem of SSB of non-commutative symmetry groups. An insight in this situation would certainly contribute to information on the situation of SSB in gauge theories in relativistic field theory. ## 2 Canonical coordinates ### 2.1 Introduction In a dynamical system of macroscopic quantum fluctuations is constructed for sufficiently clustering states. We repeat the main results in order to fix the notation and refer to the original papers for more details and proofs. The main issue of this section is the construction of creation and annihilation operators for this system of macroscopic fluctuation observables. We start by formulating the systems and the technical settings. With each $`xZ^\nu `$ we associate the algebra $`𝒜_x`$, a copy of the matrix algebra $`M_N`$ of $`N\times N`$ matrices. For each $`\mathrm{\Lambda }Z^\nu `$, consider the tensor product $`𝒜_\mathrm{\Lambda }=_{x\mathrm{\Lambda }}𝒜_x`$. The algebra of all local observables is $$𝒜_L=\underset{\mathrm{\Lambda }Z^\nu }{}𝒜_\mathrm{\Lambda }.$$ The norm closure $`𝒜`$ of $`𝒜_L`$ is again a $`C^{}`$-algebra $$𝒜=\overline{𝒜_L}=\overline{\underset{\mathrm{\Lambda }Z^\nu }{}𝒜_\mathrm{\Lambda }},$$ and is considered the algebra of quasi-local observables of our system. The group $`Z^\nu `$ of space translations of the lattice acts as a group of \-automorphisms on $`𝒜`$ by: $$\tau _x:A𝒜_\mathrm{\Lambda }\tau _x(A)𝒜_{\mathrm{\Lambda }+x},xZ^\nu .$$ The dynamics of our system is determined in the usual way by the local Hamiltonians $$H_\mathrm{\Lambda }=\underset{X\mathrm{\Lambda }}{}\mathrm{\Phi }(X),\mathrm{\Lambda }Z^\nu $$ with self adjoint $`\mathrm{\Phi }(X)𝒜_X`$ for all $`XZ^\nu `$. The interaction $`\mathrm{\Phi }`$ is supposed to be translation invariant: $$\tau _x\mathrm{\Phi }(X)=\mathrm{\Phi }(X+x).$$ For each $`\mathrm{\Lambda }Z^\nu `$, the local dynamics $`\alpha _t^\mathrm{\Lambda }`$ is given by $`\alpha _t^\mathrm{\Lambda }`$ $`:𝒜_\mathrm{\Lambda }𝒜_\mathrm{\Lambda }`$ $`\alpha _t^\mathrm{\Lambda }(A)`$ $`=e^{itH_\mathrm{\Lambda }}Ae^{itH_\mathrm{\Lambda }},A𝒜_\mathrm{\Lambda }.`$ If there exists $`\lambda >0`$ such that $$\mathrm{\Phi }_\lambda \underset{0X}{}\|X\|N^{2\|X\|}e^{\lambda d(X)}\mathrm{\Phi }(X)<\mathrm{},$$ (1) with $`d(X)=sup_{x,yX}\|xy\|`$ the diameter of the set $`X`$ and $`\|X\|`$ the number of elements in $`X`$, then the global dynamics $`\alpha _t`$ is well defined as the norm limit of the local dynamics $`\alpha _t^\mathrm{\Lambda }`$ . The state $`\omega `$ is an $`(\alpha _t,\beta )`$-KMS state which is supposed to have good spatial clustering expressed by $$\underset{xZ^\nu }{}\alpha _\omega (\|x\|)<\mathrm{},$$ (2) with $`\alpha _\omega `$ the following clustering function: $$\alpha _\omega (d)=\underset{\mathrm{\Lambda },\mathrm{\Lambda }^{}}{sup}\underset{A𝒜_\mathrm{\Lambda },B𝒜_\mathrm{\Lambda }^{}}{sup}\{\frac{1}{AB}.\|\omega (AB)\omega (A)\omega (B)\left\|\right\|dd(\mathrm{\Lambda },\mathrm{\Lambda }^{})\}.$$ (3) Through the GNS construction, $`\omega `$ defines the Gelfand triple $`(,\pi ,\mathrm{\Omega })`$, where $``$ is a Hilbert space, $`\pi `$ a \-representation of $`𝒜`$ as bounded operators on $``$ and $`\mathrm{\Omega }`$ a cyclic vector of $``$ such that $$\omega (A)=(\mathrm{\Omega },\pi (A)\mathrm{\Omega }).$$ ### 2.2 Normal fluctuations Denote by $`\mathrm{\Lambda }_n`$ the cube centered around the origin with edges of length $`2n+1`$. For any $`A𝒜`$, the local fluctuation $`F_n(A)`$ of $`A`$ in the state $`\omega `$ is given by $$F_n(A)=\frac{1}{\|\mathrm{\Lambda }_n\|^{1/2}}\underset{x\mathrm{\Lambda }_n}{}\left(\tau _xA\omega (A)\right).$$ In it is proved that under the condition (2), the central limits exist: for all $`A,B𝒜_{L,sa}`$ (self-adjoint elements of $`𝒜_L`$) $`\underset{n\mathrm{}}{lim}\omega \left(e^{iF_n(A)}e^{iF_n(B)}\right)`$ $`=\underset{n\mathrm{}}{lim}\omega \left(e^{iF_n(A+B)}\right)e^{\frac{1}{2}\omega ([F_n(A),F_n(B)])}`$ $`=\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}s_\omega (A+B,A+B){\displaystyle \frac{i}{2}}\sigma _\omega (A,B)\right\},`$ where $`s_\omega (A,B)`$ $`=\underset{n\mathrm{}}{lim}\mathrm{Re}\omega \left(F_n(A)^{}F_n(B)\right)=\mathrm{Re}{\displaystyle \underset{xZ^\nu }{}}\left(\omega (A^{}\tau _xB)\omega (A^{})\omega (B)\right)`$ $`\sigma _\omega (A,B)`$ $`=\underset{n\mathrm{}}{lim}2\mathrm{Im}\omega \left(F_n(A)^{}F_n(B)\right)=i{\displaystyle \underset{x}{}}\omega ([A,\tau _xB]).`$ Now we are able to introduce the algebra of normal fluctuations of the system $`(𝒜,𝒜_L,\omega )`$. Consider the symplectic space $`(𝒜_{L,sa},\sigma _\omega )`$. Denote by $`W(𝒜_{L,sa},\sigma _\omega )`$ the CCR-algebra generated by the Weyl operators $`\{W(A)\|A𝒜_{L,sa}\}`$, satisfying the product rule $$W(A)W(B)=W(A+B)e^{\frac{i}{2}\sigma _\omega (A,B)}.$$ The central limit theorem fixes a representation of this CCR-algebra in the following way. For each $`A𝒜_{L,sa}`$ the limits $`lim_n\mathrm{}\omega \left(e^{iF_n(A)}\right)`$ define a quasi-free state $`\stackrel{~}{\omega }`$ of the CCR-algebra $`W(𝒜_{L,sa},\sigma _\omega )`$ by $$\stackrel{~}{\omega }\left(W(A)\right)=e^{\frac{1}{2}s_\omega (A,A)}.$$ Moreover if $`\gamma `$ is a \-automorphism of $`𝒜`$ leaving $`𝒜_L`$ invariant, commuting with the space translations and leaving the state $`\omega `$ invariant, then $`\stackrel{~}{\gamma }`$ given by $$\stackrel{~}{\gamma }(W(A))=W(\gamma (A))$$ (4) defines a quasi-free \-automorphism of $`W(𝒜_{L,sa},\sigma _\omega )`$. The quasi-free state $`\stackrel{~}{\omega }`$ induces a GNS-triplet $`(\stackrel{~}{},\stackrel{~}{\pi },\stackrel{~}{\mathrm{\Omega }})`$ and yields a von Neumann algebra $$\stackrel{~}{}=\stackrel{~}{\pi }\left(W(𝒜_{L,sa},\sigma _\omega )\right)^{\prime \prime }.$$ This algebra will be called the algebra of normal (macroscopic) fluctuations. By the fact that the representation $`\stackrel{~}{\pi }`$ is regular, we can define boson fields $`F_0(A)`$ given by $`\stackrel{~}{\pi }(W(A))=e^{iF_0(A)}`$, and satisfying $$[F_0(A),F_0(B)]=i\sigma _\omega (A,B).$$ Through the relation $$\underset{n\mathrm{}}{lim}\omega \left(e^{iF_n(A)}\right)=\stackrel{~}{\omega }\left(e^{iF_0(A)}\right),$$ we are able to identify the macroscopic fluctuations of the system $`(𝒜,\omega )`$ with the boson field $`F_0()`$: $$\underset{n\mathrm{}}{lim}F_n(A)=F_0(A).$$ Let $`(,\pi ,\mathrm{\Omega })`$ be the GNS-triplet induced by the state $`\omega `$ and consider the sesquilinear form $`,_0`$ on $``$ with domain $`\pi (𝒜_L)\mathrm{\Omega }`$ which we simply denote by $`𝒜_L`$: $`A,B_0`$ $`=s_\omega (A,B)+{\displaystyle \frac{i}{2}}\sigma _\omega (A,B)={\displaystyle \underset{xZ^\nu }{}}\left(\omega (A^{}\tau _xB)\omega (A^{})\omega (B)\right).`$ We call $`A`$ and $`B`$ in $`𝒜_L`$ equivalent, denoted $`A_0B`$ if $`AB,AB_0=0`$. The following important result holds: $$A_0B\stackrel{~}{\pi }\left(W(A)\right)=\stackrel{~}{\pi }\left(W(B)\right).$$ (5) This is the property of coarse graining: different micro observables yield the same macroscopic fluctuation operator. Denote by $`[𝒜_L]`$ the equivalence classes of $`𝒜_L`$ for the equivalence relation $`_0`$. The form $`,_0`$ is a scalar product on $`[𝒜_L]`$. Denote by $`𝒦_\omega `$ the Hilbert space obtained as the completion of $`[𝒜_L]`$. Clearly $`s_\omega `$ and $`\sigma _\omega `$ extend continuously to $`𝒦_\omega `$. Denote by $`𝒦_\omega ^{Re}`$ the real subspace of $`𝒦_\omega `$ generated by $`[𝒜_{L,sa}]`$. Now one considers the CCR-algebra $`W(𝒦_\omega ^{Re},\sigma _\omega )`$ in the same representation induced by the state $`\stackrel{~}{\omega }`$, and one has the following equality: $$\stackrel{~}{}=\stackrel{~}{\pi }\left(W(𝒦_\omega ^{Re},\sigma _\omega )\right)^{\prime \prime }.$$ ### 2.3 Reversible dynamics of fluctuations Property (4) is not directly applicable with $`\gamma =\alpha _t`$, because with this choice it is not clear, and generally not true that $`\alpha _t𝒜_L𝒜_L`$. Nevertheless, since $`\alpha _tF_n(A)=F_n(\alpha _tA)`$ one is tempted to define the dynamics $`\stackrel{~}{\alpha }_t`$ of the fluctuations by the formula $$\stackrel{~}{\alpha }_tF_0(A)=F_0(\alpha _tA).$$ The non-trivial point in this formula is that it is unclear whether the central limit of the non-local observable $`\alpha _tA`$ exists or not. Furthermore if $`F_0(\alpha _tA)`$ exists it remains to prove that $`(\stackrel{~}{\alpha }_t)_t`$ defines a weakly continuous group of \-automorphisms on the fluctuation algebra $`\stackrel{~}{}`$. In it is shown that if the interaction $`\mathrm{\Phi }`$ is of short range, i.e. if $`\mathrm{\Phi }`$ satisfies condition (1), then for all $`A[𝒜_L]`$, one has that for all $`tR`$, $`\alpha _tA𝒦_\omega `$ and if $`A[𝒜_{L,sa}]`$ then $`\alpha _tA𝒦_\omega ^{Re}`$. $`W(\alpha _tA)`$ is a well defined element of $`\stackrel{~}{}`$ and as $$W(\alpha _tA)=e^{iF_0(\alpha _tA)},A[𝒜_{L,sa}]$$ the fluctuation $`F_0(\alpha _tA)`$ exists for all $`tR`$. The map $`U_t:[𝒜_L]𝒦_\omega `$, $`U_tA=\alpha _tA`$ is a well defined linear operator on the Hilbert space $`(𝒦_\omega ,,_0)`$ extending to a unitary operator for all $`tR`$. The map $`tU_t`$ is a strongly continuous one-parameter group, and for all elements $`A𝒦_\omega ^{Re}`$ we can define $`\stackrel{~}{\alpha }_tW(A)=W(U_tA)`$. Then $`\stackrel{~}{\alpha }_t`$ extends to a weakly continuous one-parameter group of \-automorphisms of $`\stackrel{~}{}`$. Moreover it is shown that if the microsystem is in an equilibrium state, then also the macro system of fluctuations is in an equilibrium state for the dynamics constructed in the previous theorem, i.e. the notion of equilibrium is preserved under the operation of coarse graining induced by the central limit. In particular, if $`\omega `$ is an $`\alpha _t`$-KMS state of $`𝒜`$ at $`\beta >0`$, then $`\stackrel{~}{\omega }`$ is an $`\stackrel{~}{\alpha }_t`$-KMS state of the von Neumann algebra $`\stackrel{~}{}`$ at the same temperature. ### 2.4 Canonical coordinates Now we proceed to the explicit construction of creation and annihilation operators of fluctuations in the algebra $`\stackrel{~}{}`$. For product states this construction can be found in . Here we work out the construction for the most general system. From the definition of $`𝒦_\omega ^{Re}`$ and $`𝒦_\omega `$ we can write $$𝒦_\omega =𝒦_\omega ^{Re}+i𝒦_\omega ^{Re}.$$ Let * be the operation on $`𝒦_\omega `$ defined by $$A^{}=(A_1+iA_2)^{}=A_1iA_2,A_1,A_2𝒦_\omega ^{Re}.$$ Clearly for $`X𝒜_L`$ one has $`[X]^{}=[X^{}]`$ and it follows from the properties of $`U_t`$ (see above) that $$(U_tA)^{}=U_tA^{}$$ for all $`A𝒦_\omega `$. Let $`𝒟`$ denote the set of infinitely differentiable functions on $`R`$ with compact support. $`𝒟`$ is dense in $`𝒞_0(R)`$, the continuous functions vanishing at $`\mathrm{}`$, for the supremum norm. If $`\widehat{f}𝒟`$ then the inverse Fourier transform $$f(z)=_{\mathrm{}}^+\mathrm{}𝑑\lambda \widehat{f}(\lambda )e^{i\lambda z}$$ is an entire analytic function. If supp $`\widehat{f}[R,R]`$ then it follows from the theorem of Paley-Wiener that for all $`nN`$ there exists a constant $`C_n`$ such that $$\|f(z)\|C_n(1+\|z\|)^ne^{R\|\mathrm{Im}z\|}.$$ Let $`U_t=e^{it\stackrel{~}{h}}=e^{it\lambda }𝑑\stackrel{~}{E}_\lambda `$ be the spectral resolution of the unitary group $`U_t`$ and for $`A𝒦_\omega `$, $`fL^1(R)`$ denote $`A(f)`$ $`={\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑tf(t)U_tA={\displaystyle _{\mathrm{}}^+\mathrm{}}\widehat{f}(\lambda )𝑑\stackrel{~}{E}_\lambda A=\widehat{f}(\stackrel{~}{h})A.`$ Clearly one has $`A(f)^{}=A^{}(\overline{f})`$. Let $`W`$ be an open set in $`R`$ and let $`\stackrel{~}{E}_W=_W𝑑\stackrel{~}{E}_\lambda `$ be the spectral projection onto the spectral subspace $`𝒦_W`$. It follows from the spectral theory that $`𝒦_W`$ is generated by the set $$\{A(f)\|A𝒦_\omega ,f𝒟,\mathrm{supp}\widehat{f}W\}.$$ Finally for $`A𝒦_\omega `$ denote the associated spectral measure by $$d\stackrel{~}{\mu }_A(\lambda )=A,d\stackrel{~}{E}_\lambda A_0$$ and its spectral support $`\mathrm{\Delta }_A`$ $$\mathrm{\Delta }_A=\{\lambda R\|\stackrel{~}{\mu }_A([\lambda ϵ,\lambda +ϵ])>0ϵ>0\}.$$ (6) It is easy to see that $`\mathrm{\Delta }_A`$ is also given by $`\mathrm{\Delta }_A=\{\lambda R\|\widehat{f}(\lambda )=0,\widehat{f}𝒟\mathrm{such}\mathrm{that}A(f)=0\}`$. From this expression and $`\overline{\widehat{f}}(\lambda )=\widehat{\overline{f}}(\lambda )`$ it follows that $`\mathrm{\Delta }_A^{}=\mathrm{\Delta }_A`$, and from the same argument one also has $$\stackrel{~}{E}_+A^{}=(\stackrel{~}{E}_{}A)^{}$$ (7) where $`\stackrel{~}{E}_+=\stackrel{~}{E}_{(0,+\mathrm{})}`$ and $`\stackrel{~}{E}_{}=\stackrel{~}{E}_{(\mathrm{},0)}`$ are the projections onto positive, respectively negative energy. ###### Lemma 1. Let $`\omega `$ be an ($`\alpha _t,\beta `$)-KMS state on the algebra $`𝒜`$. For all $`A𝒦_\omega `$, $`\widehat{f}𝒟`$ $$\widehat{f}(\lambda )𝑑\mu _A(\lambda )=\widehat{f}(\lambda )e^{\beta \lambda }𝑑\mu _A^{}(\lambda ).$$ ###### Proof. Follows from the KMS-properties of $`\stackrel{~}{\omega }`$. ∎ Let $`𝒦_{\omega ,0}^{Re}=\stackrel{~}{E}_0𝒦_\omega ^{Re}`$ and $`𝒦_{\omega ,1}^{Re}=(\stackrel{~}{E}_++\stackrel{~}{E}_{})𝒦_\omega ^{Re}`$. Define the operator $`J`$ on $`𝒦_{\omega ,1}^{Re}`$ by $$J=i(\stackrel{~}{E}_+\stackrel{~}{E}_{}).$$ (8) From (7) one has for all $`A𝒦_{\omega ,1}^{Re}`$, $`(JA)^{}=JA^{}`$ and thus $`J𝒦_{\omega ,1}^{Re}𝒦_{\omega ,1}^{Re}`$. ###### Proposition 2. The operator $`J`$ defined above is a complex structure on the symplectic space $`(𝒦_{\omega ,1}^{Re},\sigma _\omega )`$: 1. $`J^2=1`$ 2. $`\sigma _\omega (A,JB)=\sigma _\omega (JA,B),A,B𝒦_{\omega ,1}^{Re}`$ 3. $`\sigma _\omega (A,JA)>0,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}A𝒦_{\omega ,1}^{Re}`$ ###### Proof. From the definition of $`J`$ and $`\sigma _\omega =2\mathrm{Im},_0`$, $`(i)`$ and $`(ii)`$ are trivially satisfied. Now we prove $`(iii)`$. Let $``$ be the set of real functions $`f`$ such that $`\widehat{f}𝒟`$ and $`0`$ supp $`\widehat{f}`$. By the spectral theory, the set generated by $`\{A(f)\|A𝒦_{\omega ,1}^{Re},f\}`$ is dense in $`𝒦_{\omega ,1}^{Re}`$. Take such an element $`A(f)`$. Using the previous lemma one computes $`\stackrel{~}{E}_{}A(f),\stackrel{~}{E}_{}A(f)_0`$ $`={\displaystyle \|\widehat{f}(\lambda )\|^2\chi _{(\mathrm{},0)}(\lambda )𝑑\mu _A(\lambda )}={\displaystyle \|\widehat{f}(\lambda )\|^2e^{\beta \lambda }\chi _{(0,\mathrm{})}(\lambda )𝑑\mu _A(\lambda )}`$ $`=\stackrel{~}{E}_+A(f),e^{\beta \stackrel{~}{h}}\stackrel{~}{E}_+A(f)_0.`$ Because $`\stackrel{~}{E}_+,\stackrel{~}{E}_{}`$ are projections and $`e^{\beta \stackrel{~}{h}}=e^{\beta \lambda }𝑑\stackrel{~}{E}_\lambda `$ is bounded on $`\stackrel{~}{E}_+𝒦_{\omega ,1}^{Re}`$, this relation holds for all $`B𝒦_{\omega ,1}^{Re}`$. Using this property one has $`\sigma _\omega (A,JA)`$ $`=2i\mathrm{Im}A,JA_0=2\left(\stackrel{~}{E}_+A,\stackrel{~}{E}_+A_0\stackrel{~}{E}_{}A,\stackrel{~}{E}_{}A_0\right)`$ $`=2{\displaystyle _0^{\mathrm{}}}(1e^{\beta \lambda })A,d\stackrel{~}{E}_\lambda A_00.`$ The strict inequality holds because the spectral measure $`d\stackrel{~}{\mu }_A(\lambda )`$ is regular and $`\stackrel{~}{E}_0A=0`$. ∎ The existence of a complex structure $`J`$ yields the existence of creation and annihilation operators $$a_0^\pm (A)=\frac{F_0(A)iF_0(JA)}{\sqrt{2}}$$ (9) for all $`A𝒦_{\omega ,1}^{Re}`$. They satisfy the property $$a_0^\pm (JA)=\pm ia_0^\pm (A).$$ ### 2.5 Normal modes Consider a given microscopic observable $`A`$ such that $`[A]𝒦_{\omega ,1}^{Re}`$, i.e. such that $`F_0(A)`$ evolves non-trivially under the dynamics $`\stackrel{~}{\alpha }_t`$. For simplicity we will denote $`A=[A]`$. We will construct the normal modes corresponding to the macroscopic fluctuations of the observable $`A`$. In order to make clear the idea we will first make the simplyfying assumption that the spectral measure $`d\stackrel{~}{\mu }_A(\lambda )`$ consists of two $`\delta `$-peaks, at $`\pm ϵ_A`$, with $`ϵ_A>0`$. Afterwards we will show how to extend the construction to more general (absolutely continuous) measures $`d\stackrel{~}{\mu }_A`$. Notice also that the prototype examples of systems with normal fluctuations, i.e. mean field systems, have a discrete energy spectrum and therefore obey the $`\delta `$-peak assumption (see section 3 for an explicit example). ###### Lemma 3. For $`\widehat{f}𝒟`$ and $`[A]𝒦_{\omega ,1}^{Re}`$, $$\widehat{f}(\lambda )𝑑\stackrel{~}{\mu }_A(\lambda )=_0^{\mathrm{}}\left(\widehat{f}(\lambda )+\widehat{f}(\lambda )e^{\beta \lambda }\right)𝑑\stackrel{~}{\mu }_A(\lambda ),$$ and for $`\widehat{f}(\stackrel{~}{h})A𝒦_\omega ^{Re}`$ (i.e. $`f(t)`$ real), $$\stackrel{~}{\omega }\left(F_0\left(\widehat{f}(\stackrel{~}{h})A\right)^2\right)=\|\widehat{f}(\lambda )\|^2𝑑\stackrel{~}{\mu }_A(\lambda ).$$ ###### Proof. This is a simple computation and application of Lemma 1. ∎ It will turn out to be more natural to work in terms of the following measure: for $`\lambda >0`$ $$dc_A(\lambda )2\frac{1e^{\beta \lambda }}{\lambda }d\stackrel{~}{\mu }_A(\lambda ),$$ and $`0`$ otherwise, such that by Lemma 3 $$c_A_0^{\mathrm{}}𝑑c_A(\lambda )=_{\mathrm{}}^+\mathrm{}\frac{1e^{\beta \lambda }}{\lambda }𝑑\stackrel{~}{\mu }_A(\lambda )=\beta (F_0(A),F_0(A))_{}$$ is the well known Duhamel two point function, or canonical correlation. In the sequel, $`c_A`$ will act as a quantization parameter or Planck’s constant for the normal modes corresponding to the fluctuations of $`A`$. The assumption on the spectral measure of the fluctuations of $`A`$ then amounts to the assumption that there exists $`ϵ_A>0`$ such that $$dc_A(\lambda )=c_A\delta (\lambda ϵ_A)d\lambda .$$ (10) The “position” operator $`Q_0(A)`$ and “momentum” operator $`P_0(A)`$ of the normal mode are now defined by $`Q_0(A)F_0(A)`$ $`P_0(A)F_0(i\stackrel{~}{h}^1A).`$ Obviously $`P_0(A)`$ is well defined because of the assumption (10). The following proposition justifies the name normal mode: ###### Proposition 4. The pair $`(Q_0(A),P_0(A))`$ forms a quantum canonical pair, $$[Q_0(A),P_0(A)]=ic_A,$$ satisfying the equations of motion of a free quantum harmonic oscillator with frequency $`ϵ_A`$: $`\stackrel{~}{\alpha }_tQ_0(A)`$ $`=Q_0(A)\mathrm{cos}ϵ_At+ϵ_AP_0(A)\mathrm{sin}ϵ_At`$ $`\stackrel{~}{\alpha }_tP_0(A)`$ $`={\displaystyle \frac{1}{ϵ_A}}Q_0(A)\mathrm{sin}ϵ_At+P_0(A)\mathrm{cos}ϵ_At.`$ The $`(\stackrel{~}{\alpha }_t,\beta )`$-KMS property of $`\stackrel{~}{\omega }`$ is expressed by $$\stackrel{~}{\omega }\left(Q_0(A)^2\right)=ϵ_A^2\stackrel{~}{\omega }\left(P_0(A)^2\right)=\frac{c_Aϵ_A}{2}\mathrm{coth}\frac{\beta ϵ_A}{2}.$$ ###### Proof. By the KMS property of $`\stackrel{~}{\omega }`$ $$\sigma (F_0(A),F_0(i\stackrel{~}{h}^1A))=(1e^{\beta \lambda })\lambda ^1𝑑\stackrel{~}{\mu }_A(\lambda )=c_A.$$ Lemma 3 and assumption (10) yield $$\stackrel{~}{\omega }\left(Q_0(A)^2\right)=ϵ_A^2\stackrel{~}{\omega }\left(P_0(A)^2\right)=\frac{c_Aϵ_A}{2}\mathrm{coth}\frac{\beta ϵ_A}{2}.$$ A similar computation yields $`ϵ_AJAi\stackrel{~}{h}A,ϵ_AJAi\stackrel{~}{h}A_A=0`$, and by the equivalence relation (equation (5)), $`F_0(i\stackrel{~}{h}A)=ϵ_AF_0(JA)`$, and by exponentiation: $$\stackrel{~}{\alpha }_tF_0(A)=F_0(e^{ϵ_AtJ}A);$$ $`J^2=1`$ yields $$\stackrel{~}{\alpha }_tF_0(A)=F_0(A)\mathrm{cos}ϵ_At+F_0(JA)\mathrm{sin}ϵ_At.$$ As above one shows that by the equivalence relation (5), $$F_0(i\stackrel{~}{h}^1A)=ϵ_A^1F_0(JA)$$ yielding the equations of motion as stated in the proposition. ∎ The creation and annihilation operators corresponding to this harmonic mode are simply the creation and annihilation operators defined in (9), although it is customary to rescale them with $`\sqrt{ϵ_A}`$, i.e. $$\frac{1}{\sqrt{ϵ_A}}a_0^\pm (A)=\frac{Q_0(A)iϵ_AP_0(A)}{\sqrt{2ϵ_A}}.$$ Let us now consider how this situation can be extended to the more general case where the measure $`d\stackrel{~}{\mu }_A(\lambda )`$ has some spectral support $`\mathrm{\Delta }_A`$ (see (6)). To avoid problems at energy $`\lambda =0`$, we assume $`\mathrm{\Delta }_A`$ to be bounded away from $`0`$, i.e. there exists $`ϵ_A>0`$ such that $$\mathrm{\Delta }_A^+\mathrm{\Delta }_AR^+[ϵ_A,+\mathrm{}).$$ Remark that $`\mathrm{\Delta }_A^+`$ is the support of the measure $`dc_A(\lambda )`$. In this case we can safely assume this measure to be absolutely continuous, i.e. $$dc_A(\lambda )=c_A(\lambda )d\lambda .$$ Lemma 3 yields $$\stackrel{~}{\omega }\left(F_0(A)^2\right)=_{\mathrm{\Delta }_A^+}\frac{c_A(\lambda )\lambda }{2}\mathrm{coth}\frac{\beta \lambda }{2}d\lambda .$$ It is easily seen that instead of a single mode $`(Q_0(A),P_0(A))`$ one can construct in this situation a continuous family of harmonic modes, i.e. two operator valued distributions $$\left\{(Q_{0,A}(\lambda ),P_{0,A}(\lambda ))\right\|\lambda \mathrm{\Delta }_A^+\},$$ such that $`[Q_{0,A}(\lambda ),P_{0,A}(\lambda ^{})]`$ $`=ic_A(\lambda )\delta (\lambda \lambda ^{})`$ $`\stackrel{~}{\omega }\left(Q_{0,A}(\lambda )^2\right)`$ $`=\lambda ^2\stackrel{~}{\omega }\left(P_{0,A}(\lambda )^2\right)={\displaystyle \frac{c_A(\lambda )\lambda }{2}}\mathrm{coth}{\displaystyle \frac{\beta \lambda }{2}}`$ $`\stackrel{~}{\alpha }_tQ_{0,A}(\lambda )`$ $`=Q_{0,A}(\lambda )\mathrm{cos}\lambda t+\lambda P_{0,A}(\lambda )\mathrm{sin}\lambda t`$ $`\stackrel{~}{\alpha }_tP_{0,A}(\lambda )`$ $`={\displaystyle \frac{1}{\lambda }}Q_{0,A}(\lambda )\mathrm{sin}\lambda t+P_{0,A}(\lambda )\mathrm{cos}\lambda t.`$ One identifies $`F_0(A)=Q_0(A)={\displaystyle _{\mathrm{\Delta }_A^+}}Q_{0,A}(\lambda )𝑑\lambda `$ $`F_0(i\stackrel{~}{h}^1A)=P_0(A)={\displaystyle _{\mathrm{\Delta }_A^+}}P_{0,A}(\lambda )𝑑\lambda .`$ Remark that due to the spectral gap $`P_0(A)`$ is well defined and that by the spectral theory , $`Q_{0,A}(\lambda )`$ can be arbitrarily well approximated \[16, Proposition 3.2.40 \] by a sequence of operators $`F_0(A(f_i))`$, where $`\widehat{f}_i𝒟`$ is a sequence converging to a double $`\delta `$-peak in $`\pm \lambda `$. The content of this paper is to apply the construction of Proposition 4 to the situation of spontaneous breaking of a continuous symmetry, where we take for $`A`$ the symmetry generator (i.e. the “charge” operator). The normal modes corresponding to the fluctuations of the symmetry generator as constructed above then yield a rigorous mathematical representation of the collective modes accompanying the spontaneous symmetry breaking (SSB), i.e. of the Goldstone bosons. There are two distinct situations to consider, either the system with SSB has a gap in the energy spectrum, or it has not. The former situation is typically connected with long range interactions, the latter with short range interactions. Both situations introduce specific problems that make Proposition 4 not directly applicable as such. Long range interacting systems in general do not possess a well-defined time evolution in the thermodynamic limit. Therefore one is restricted to studying specific models. In section 3 we study a prototype model of a long range interacting system with a well-defined time evolution and a spectral gap, i.e. a mean field system. These systems have normal fluctuations, hence one can apply Proposition 4 directly. The presence of SSB in short range interacting systems is characterized by either bad clustering properties (for temperature $`T>0`$) or the absence of a spectral gap ($`T=0`$). This is the content of the Goldstone Theorem (see section 4 and references for more details). Therefore these systems do not have normal fluctuations as defined in this section, i.e. there is off diagonal long range order in the system. For the systems we are interested in, this is a statement that applies to momentum $`k=0`$ only, and one goes around this problem by working with the $`k`$-mode fluctuations, $`k0`$, $$F_{n,k}(A)=\frac{1}{\|\mathrm{\Lambda }_n\|^{1/2}}\underset{x\mathrm{\Lambda }_n}{}\left(\tau _xA\omega (A)\right)\mathrm{cos}k.x.$$ These fluctuation operators will be shown to be normal and it will also be shown that in the ground state ($`T=0`$) one can recover the situation of Proposition 4 in a properly scaled limit $`k0`$. This is the content of section 4. ## 3 Long range interactions ### 3.1 Introduction In this section we study symmetry breaking systems whose Hamiltonian has a gap in the ground state. These systems typically have long range interactions, but since there is no general criterium whether a long range interacting system has a spectral gap or not, and since an infinite volume time evolution in general may not exist for these systems (see condition (1)), we restrict ourself to mean field systems which are long range interacting systems with a well defined time evolution in the thermodynamic limit and with a spectral gap. For the sake of clarity we consider an explicit example, namely the strong coupling BCS-model for superconductivity. Similar results as the ones presented here have already been obtained for different other mean field models , and for the jellium model , albeit by different methods. Moreover our main contribution in this section is the construction of a canonical order parameter. The Hamiltonian for the strong coupling BCS-model is given by $$H_N=ϵ\underset{i=N}{\overset{N}{}}\sigma _i^z\frac{1}{2N+1}\underset{i,j=N}{\overset{N}{}}\sigma _i^+\sigma _j^{},ϵ<\frac{1}{2}$$ where $`\sigma ^z,\sigma ^\pm `$ are the usual ($`2\times 2`$) Pauli matrices. $`H_N`$ acts on the Hilbert space $`_{i=N}^NC_i^2`$. The solutions of the KMS equation are given by the product states $`\omega _\lambda =\omega _{\rho _\lambda }`$ on the infinite tensor product algebra $`𝒜=_{i=\mathrm{}}^{\mathrm{}}(M_2)_i`$ of the system; $`\rho _\lambda `$ is a ($`2\times 2`$) density matrix, given by the solutions of the gap equation $$\rho _\lambda =\frac{e^{\beta h_\lambda }}{\mathrm{tr}e^{\beta h_\lambda }},\lambda =\mathrm{tr}\rho _\lambda \sigma ^{}=\omega _\lambda (\sigma ^{}),h_\lambda =ϵ\sigma ^z\lambda \sigma ^+\overline{\lambda }\sigma ^{}.$$ This is easily turned into the equation for $`\lambda `$: $$\lambda \left(1\frac{\mathrm{tanh}\beta \mu }{2\mu }\right)=0$$ (11) with $`\mu =(ϵ^2+\|\lambda \|^2)^{1/2}`$. Clearly, this equation has always the solution $`\lambda =0`$, describing the so-called normal phase. We are interested in the solutions $`\lambda 0`$ which exist in the case $`\beta >\beta _c`$ where $`\beta _c`$ is determined by the equation $`\mathrm{tanh}\beta _cϵ=2ϵ`$. These solutions $`\lambda 0`$ are understood to describe the superconducting phase. Remark that if $`\lambda 0`$ is a solution of (11), then for all $`\varphi [0,2\pi )`$, $`\lambda e^{i\varphi }`$ is a solution as well. There is an infinite degeneracy of the states for the superconducting phase. The degeneracy is due to the breaking of the gauge symmetry. As $`\sigma ^z=\sigma ^+\sigma ^{}\sigma ^{}\sigma ^+`$ it is clear that the Hamiltonian $`H_N`$ is invariant under the continuous gauge transformations automorphism group $`𝒢=\{\gamma _\varphi \|\varphi [0,2\pi )\}`$ of $`𝒜`$ $$\gamma _\varphi :\sigma _i^+\gamma _\varphi (\sigma _i^+)=e^{i\varphi }\sigma _i^+.$$ However the solutions $`\omega _\lambda `$ are not invariant for this symmetry transformation, because: $$\omega _\lambda (\gamma _\varphi (\sigma _i^+))=e^{i\varphi }\omega _\lambda (\sigma _i^+)\omega _\lambda (\sigma _i^+).$$ (12) The gauge symmetry of the system is spontaneously broken. Remark that $`h_\lambda `$ is no longer invariant under the symmetry transformation, this is a typical feature of long range interacting systems. From (12) it follows also that $`\omega _\lambda \gamma _\varphi =\omega _{\lambda e^{i\varphi }}`$, i.e. one solution $`\omega _\lambda `$ is transformed into another solution $`\omega _{\lambda e^{i\varphi }}`$ by the gauge transformation $`\gamma _\varphi `$. The gauge group $`𝒢`$ is not implemented by unitaries in any of the representations induced by the solutions $`\omega _\lambda `$. Locally however, the gauge transformation $`\gamma _\varphi `$ is implemented by unitaries: take any finite set $`\mathrm{\Lambda }`$ of indices, then $$\gamma _\varphi \left(\underset{i\mathrm{\Lambda }}{}\sigma _i^{}\right)=\left(U_\varphi ^\mathrm{\Lambda }\right)^{}\left(\underset{i\mathrm{\Lambda }}{}\sigma _i^{}\right)U_\varphi ^\mathrm{\Lambda }$$ where $$U_\varphi ^\mathrm{\Lambda }=e^{\frac{i}{2}\varphi Q_\mathrm{\Lambda }},Q_\mathrm{\Lambda }=\underset{j}{}\sigma _j^z.$$ The operator $`Q_\mathrm{\Lambda }`$ is called the local charge or symmetry generator and $`\sigma ^z`$ the charge density or symmetry generator density. ### 3.2 Canonical coordinates of the Goldstone mode Next we introduce the algebra of fluctuations and show how the Goldstone mode operators are to be defined in a canonical way. The relation between symmetry breaking and quantum fluctuations in the strong coupling BCS model has been studied before in . This analysis is here extended. Per lattice site $`jZ`$ one has the local algeba of observables, the real ($`2\times 2`$) matrices, $`M_2`$, generated by the Pauli matrices. As state we consider a particular equilibrium state $`\omega _\lambda `$ with $`\beta >\beta _c`$ which reduces per lattice point to the trace state $`\omega _\lambda (A)=\mathrm{tr}\rho _\lambda A`$, $`AM_2`$. Because of the product character of the algebra, the state and the time evolution, it is sufficient to consider fluctuations of one-point observables. Locally the fluctuation of $`A`$ in the state $`\omega _\lambda `$ is: $$F_N(A)=\frac{1}{(2N+1)^{1/2}}\underset{i=N}{\overset{N}{}}\left(A_i\rho _\lambda (A)\right),AM_2.$$ The commutator of two fluctuations is a mean, indeed: $$[F_N(A),F_N(B)]=\frac{1}{2N+1}\underset{i=N}{\overset{N}{}}\left([A,B]\right)_i.$$ For $`A,BM_2`$ define $`s_\lambda (A,B)`$ $`=\mathrm{Re}\rho _\lambda \left(\left(A\rho _\lambda (A)\right)\left(B\rho _\lambda (B)\right)\right)`$ $`\sigma _\lambda (A,B)`$ $`=\mathrm{Im}\rho _\lambda \left(\left[A\rho _\lambda (A)\right]\left[B\rho _\lambda (B)\right]\right)=i\rho _\lambda \left([A,B]\right).`$ Clearly $`(M_{2,sa},\sigma _\lambda )`$ is a symplectic space and $`s_\lambda `$ is a symmetric positive bilinear form on $`M_{2,sa}`$. Because $`\rho _\lambda `$ is time invariant, $`\rho _\lambda \alpha _t=\rho _\lambda `$ and because the evolution $`\alpha _t`$ is local, $`\alpha _t:M_{2,sa}M_{2,sa}`$, one has that $`\alpha _t`$ is a symplectic operator on $`(M_{2,sa},\sigma _\lambda )`$: for all $`tR`$ $$\sigma _\lambda (\alpha _tA,\alpha _tB)=\sigma _\lambda (A,B).$$ The structure $`(M_{2,sa},\sigma _\lambda ,s_\lambda ,\alpha _t)`$ defines in a canonical way the CCR-dynamical system $`(\overline{W(M_{2,sa},\sigma _\lambda )},\stackrel{~}{\omega }_\lambda ,\stackrel{~}{\alpha }_t)`$; $`\stackrel{~}{\omega }_\lambda `$ is a quasi-free state on the CCR-algebra $`\overline{W(M_{2,sa},\sigma _\lambda )}`$: $`\stackrel{~}{\omega }_\lambda \left(W(A)\right)=e^{\frac{1}{2}s_\lambda (A,A)}`$ and $`\stackrel{~}{\alpha }_t\left(W(A)\right)=W\left(\alpha _t(A)\right)`$ for all $`AM_{2,sa}`$. Let $`(\stackrel{~}{}_\lambda ,\stackrel{~}{\pi }_\lambda ,\stackrel{~}{\mathrm{\Omega }}_\lambda )`$ be the GNS triplet of $`\stackrel{~}{\omega }_\lambda `$. As the state $`\stackrel{~}{\omega }_\lambda `$ is regular, there exists a real linear map, called the bose field $`F_\lambda :M_{2,sa}(\stackrel{~}{}_\lambda )`$ such that $`\stackrel{~}{\pi }_\lambda \left(W(A)\right)=e^{iF_\lambda (A)}`$ and the commutation relations $`[F_\lambda (A),F_\lambda (B)]=i\sigma _\lambda (A,B)`$. As in section 2.2, a central limit theorem allows the identification $`lim_N\mathrm{}F_N(A)=F_\lambda (A)`$. The state $`\stackrel{~}{\omega }_\lambda `$ is completely characterized by the two-point function on the algebra of fluctuations $$\stackrel{~}{\omega }_\lambda \left(F_\lambda (A)F_\lambda (B)\right)=\underset{N\mathrm{}}{lim}\omega _\lambda \left(F_N(A)F_N(B)\right)=s_\lambda (A,B)+\frac{i}{2}\sigma _\lambda (A,B).$$ Now we proceed to the construction of the complex structure $`J`$ (see section 2.4). By diagonalisation of the matrix $`h_\lambda `$ it is easily seen that $`h_\lambda `$ has eigenvalues $`\pm \mu `$, where $`\mu =(ϵ^2+\|\lambda \|^2)^{1/2}`$. The spectral resolution of $`h_\lambda `$ is hence given by $$h_\lambda =\mu P_{}+\mu P_+.$$ In order to construct $`J`$ we need to know the spectral resolution of $`[h_\lambda ,]`$ considered as operator on $`M_2`$. The spectrum of $`[h_\lambda ,]`$ is given by $`\{2\mu ,0,2\mu \}`$, the corresponding spectral projections are respectively: $`E_{}=E(2\mu )=P_{}P_+`$ $`E_0=P_{}P_{}+P_+P_+`$ $`E_+=E(2\mu )=P_+P_{},`$ and $`[h_\lambda ,A]=2\mu E_{}(A)+2\mu E_+(A)`$. On $`M_{2,sa}^1(E_++E_{})M_{2,sa}`$ define $`J`$ as in section 2 (equation (8)) by $$J(E_++E_{})(A)=i(E_+E_{})(A).$$ This operator $`J`$ is a complex structure on the symplectic space $`(M_{2,sa}^1,\sigma _\lambda )`$, satisfying the properties of Proposition 2: $`J^2=1`$, $`\sigma _\lambda (A,JB)=\sigma _\lambda (JA,B),A,BM_{2,sa}^1`$ and $`\sigma _\lambda (A,JA)>0,\mathrm{if}\mathrm{\hspace{0.33em}0}AM_{2,sa}^1`$. Remark that on $`M_{2,sa}^1`$, $`[h_\lambda ,]=2i\mu J()`$ (Cfr. Proposition 4). For $`\lambda 0`$, we have $`[h_\lambda ,\sigma ^z]0`$. However $`[h_\lambda ,E_0(\sigma ^z)]=0`$, and the state $`\omega _\lambda `$ and the corresponding time evolution $`\alpha _t`$ are still invariant under the symmetry generated by $`E_0(\sigma ^z)`$: $$\underset{N\mathrm{}}{lim}\omega _\lambda \left([\underset{i=N}{\overset{N}{}}E_0(\sigma ^z)_i,A]\right)=0$$ for all local $`A`$. Symmetry breaking is only concerned with the operator $$\widehat{\sigma }^z\sigma ^zE_0(\sigma ^z)=(E_++E_{})(\sigma ^z);$$ $`\widehat{\sigma }^zM_{2,sa}^1`$ and we are interested in the fluctuations of the operator $`\widehat{\sigma }^z`$ together with its adjoint $`J\widehat{\sigma }^z`$. By calculating $`[h_\lambda ,\sigma ^z]=2\mu (E_+E_{})(\sigma ^z)`$, we find $$J\widehat{\sigma }^z=\frac{i}{\mu }(\lambda \sigma ^+\overline{\lambda }\sigma ^{}).$$ Similarly $`[h_\lambda ,J\widehat{\sigma }^z]=2i\mu (E_++E_{})(\sigma ^z)`$ yields $$\widehat{\sigma }^z=\frac{\|\lambda \|^2}{\mu ^2}\sigma ^z+\frac{ϵ}{\mu ^2}(\lambda \sigma ^++\overline{\lambda }\sigma ^{}).$$ Note that $`J\widehat{\sigma }^z`$ is the usual order parameter operator for the BCS model, but now constructed by means of $`\sigma ^z`$ and the spectrum of the Hamiltonian. Therefore it is called the canonical order parameter operator. We have also $`\omega _\lambda \left(J\widehat{\sigma }^z\right)=0`$ and $`0=\omega _\lambda \left([h_\lambda ,J\widehat{\sigma }^z]\right)=2i\mu \omega _\lambda (\widehat{\sigma }^z)`$. The variances of the fluctuation operators are easily calculated since $$(E_0\sigma ^z)^2=\frac{ϵ^2}{\mu ^2}(\widehat{\sigma }^z)^2=(J\widehat{\sigma }^z)^2=\frac{\|\lambda \|^2}{\mu ^2}.$$ Note $`1=(\sigma ^z)^2=E_0(\sigma ^z)^2+(\widehat{\sigma }^z)^2`$. Also $$\rho _\lambda (\sigma ^z)=\rho _\lambda (E_0\sigma ^z)=\frac{ϵ}{\mu }\mathrm{tanh}\beta \mu =2ϵ.$$ Hence $`\stackrel{~}{\omega }_\lambda \left(F_\lambda (E_0\sigma ^z)^2\right)`$ $`=s_\lambda (E_0\sigma ^z,E_0\sigma ^z)=\rho _\lambda \left((E_0\sigma ^z)^2\right)\rho _\lambda (E_0\sigma ^z)^2={\displaystyle \frac{ϵ^2}{\mu ^2}}4ϵ^2`$ $`\stackrel{~}{\omega }_\lambda \left(F_\lambda (\widehat{\sigma }^z)^2\right)`$ $`=s_\lambda (\widehat{\sigma }^z,\widehat{\sigma }^z)=\rho _\lambda \left((\widehat{\sigma }^z)^2\right)={\displaystyle \frac{\|\lambda \|^2}{\mu ^2}}`$ $`\stackrel{~}{\omega }_\lambda \left(F_\lambda (J\widehat{\sigma }^z)^2\right)`$ $`=s_\lambda (J\widehat{\sigma }^z,J\widehat{\sigma }^z)=\rho _\lambda \left((J\widehat{\sigma }^z)^2\right)={\displaystyle \frac{\|\lambda \|^2}{\mu ^2}}.`$ The only non-trivial commutator is $$[F_\lambda (\widehat{\sigma }^z),F_\lambda (J\widehat{\sigma }^z)]=i\sigma _\lambda (\widehat{\sigma }^z,J\widehat{\sigma }^z)=\omega _\lambda \left([\widehat{\sigma }^z,J\widehat{\sigma }^z]\right)=\omega _\lambda \left([\sigma ^z,J\widehat{\sigma }^z]\right)=i\frac{4\|\lambda \|^2}{\mu },$$ expressing the bosonic character of the fluctuations. Remark on the other hand that the microscopic observables $`\widehat{\sigma }^z`$ and $`J\widehat{\sigma }^z`$ do not satisfy canonical commutation relations, only their fluctuations do. The flucuation operator $`F_\lambda (E_0\sigma ^z)`$ is invariant under the dynamics $`\stackrel{~}{\alpha }_t`$, but the operators $`F_\lambda (\widehat{\sigma }^z)`$ and $`F_\lambda (J\widehat{\sigma }^z)`$ satisfy the equations of motion $`{\displaystyle \frac{d}{idt}}\stackrel{~}{\alpha }_t\left(F_\lambda (\widehat{\sigma }^z)\right)`$ $`=F_\lambda \left([h_\lambda ,\alpha _t(\widehat{\sigma }^z)]\right)=2i\mu F_\lambda \left(\alpha _t(J\widehat{\sigma }^z)\right)=2i\mu \stackrel{~}{\alpha }_tF_\lambda (J\widehat{\sigma }^z)`$ (13) $`{\displaystyle \frac{d}{idt}}\stackrel{~}{\alpha }_t\left(F_\lambda (J\widehat{\sigma }^z)\right)`$ $`=F_\lambda \left([h_\lambda ,\alpha _t(J\widehat{\sigma }^z)]\right)=2i\mu F_\lambda \left(\alpha _t(\widehat{\sigma }^z)\right)=2i\mu \stackrel{~}{\alpha }_tF_\lambda \left(\widehat{\sigma }^z\right).`$ (14) In integrated form one gets: $`\stackrel{~}{\alpha }_tF_\lambda (\widehat{\sigma }^z)`$ $`=F_\lambda (\widehat{\sigma }^z)\mathrm{cos}2\mu t+F_\lambda (J\widehat{\sigma }^z)\mathrm{sin}2\mu t`$ $`\stackrel{~}{\alpha }_tF_\lambda (J\widehat{\sigma }^z)`$ $`=F_\lambda (\widehat{\sigma }^z)\mathrm{sin}2\mu t+F_\lambda (J\widehat{\sigma }^z)\mathrm{cos}2\mu t.`$ Hence by an explicit calculation we have arrived at the results of Proposition 4, for $`A=\widehat{\sigma }^z`$, the generator of the broken symmetry. Therefore, denoting $`Q_\lambda F_\lambda (\widehat{\sigma }^z)`$ and $`P_\lambda \frac{1}{2\mu }F_\lambda (J\widehat{\sigma }^z)`$, we defined the pair $`(Q_\lambda ,P_\lambda )`$ as the canonical pair of the Goldstone bosons. Writing down the previous results in terms of $`Q_\lambda `$ and $`P_\lambda `$ (as in Proposition 4) one sees that this pair shares indeed all physical properties for Goldstone bosons. Remark that the frequency of oscillation is $`2\mu `$. This is the phenomenon of the doubling of the frequency for the inherent plasmon frequency. The formula $$\stackrel{~}{\omega }_\lambda \left(Q_\lambda ^2\right)=(2\mu )^2\stackrel{~}{\omega }_\lambda \left(P_\lambda ^2\right)=\frac{\|\lambda \|^2}{\mu ^2}=\frac{c_\lambda (2\mu )}{2}\mathrm{coth}\frac{\beta (2\mu )}{2},$$ is a quantum mechanical expression of a virial theorem. Remark that in the normal phase ($`\lambda 0`$), $`Q_{\lambda =0}=P_{\lambda =0}=0`$, i.e. the Goldstone boson disappears. The creation and annihilation operators of the Goldstone bosons are as usual $$a_\lambda ^\pm =\frac{Q_\lambda i2\mu P_\lambda }{\sqrt{4\mu }}.$$ The state $`\stackrel{~}{\omega }_\lambda `$ is gauge-invariant and quasi-free with respect to the gauge transformations of these creation and annihilation operators, i.e. $`\stackrel{~}{\omega }_\lambda \left(a_\lambda ^+a_\lambda ^+\right)=0=\stackrel{~}{\omega }_\lambda \left(a_\lambda ^+\right)`$, and the two-point function $$\stackrel{~}{\omega }_\lambda \left(a_\lambda ^+a_\lambda ^{}\right)=\frac{1}{e^{2\beta \mu }1}.$$ ## 4 Short range interactions ### 4.1 Goldstone theorem and canonical order parameter Let $`\omega `$ be an extremal translation invariant $`(\alpha _t,\beta )`$-KMS state, $`\alpha _t`$ a dynamics generated by a translation invariant Hamiltonian $`H`$ and let $`\gamma _s`$ be a strongly continuous one-parameter symmetry group which is locally generated by a generator $$Q_n=\underset{x\mathrm{\Lambda }_n}{}q_x,$$ where $`\mathrm{\Lambda }_n=[n,n]^\nu Z^\nu `$ and $`q_x`$ is the symmetry generator density, i.e. for $`A𝒜_{\mathrm{\Lambda }_n}`$, $$\gamma _s(A)=e^{isQ_n}Ae^{isQ_n}.$$ Denote $`q=q_{x=0}`$, and for convenience denote again $`q\omega (q)`$ by $`q`$. For systems with short range interactions, assuming spontaneous symmetry breaking amounts to: ###### Assumption 1. Assume that there exists an ($`\alpha _t`$, $`\beta `$)-KMS or ground state $`\omega `$ such that $`\omega `$ is not invariant under the symmetry transformation $`\gamma `$, while the dynamics $`\alpha _t`$ remains invariant under $`\gamma `$, i.e. $`A𝒜_L\text{such that}\omega \left(\gamma _s(A)\right)\omega (A)`$ (15) $`\alpha _t\gamma _s=\gamma _s\alpha _t.`$ (16) The invariance of the dynamics (16) is crucial in this context (see and Proposition 6 and equation (24) below). For a more complete discussion of the phenomenon of spontaneous symmetry breaking, see . An operator $`A`$ satisfying (15) is called an order parameter operator. Eq. (15) is equivalent to $$\frac{d}{ds}.\omega \left(\gamma _s(A)\right)\|_{s=0}=\underset{n\mathrm{}}{lim}\omega \left([Q_n,A]\right)0.$$ The local Hamiltonians are determined by an interaction $`\mathrm{\Phi }`$ $`H_n=_{X\mathrm{\Lambda }_n}\mathrm{\Phi }(X)`$ and the infinite volume Hamiltonian $`H`$ is defined such that for $`A𝒜_{\mathrm{\Lambda }_0}`$, $$HA\mathrm{\Omega }=\underset{X\mathrm{\Lambda }_0\mathrm{}}{}[\mathrm{\Phi }(X),A]\mathrm{\Omega },$$ where $`\mathrm{\Omega }`$ is the cyclic vector of the state $`\omega `$. The relation between spontaneous symmetry breaking and the absence of a gap in the energy spectrum in the ground state was originally put forward by Goldstone . For short range interactions in many-body systems, it is proved that spontaneous symmetry breaking implies the absence of an energy gap in the excitation spectrum. We refer here to where the Goldstone theorem is proved rigorously for quantum lattice systems. ###### Theorem 5 (Goldstone Theorem ). If $`\mathrm{\Phi }`$ is translation invariant and satisfies $$\underset{X0}{}\|X\|\mathrm{\Phi }(X)<\mathrm{}$$ (17) then 1. At $`T=0`$: If the system has an energy gap then there is no spontaneous symmetry breakdown. 2. At $`T>0`$: If the system has $`L^1`$ clustering then there is no spontaneous symmetry breakdown.∎ The $`L^1`$ clustering means here that for each observable $`A`$, one has: $$\underset{xZ^\nu }{}\left\|\omega (A\tau _xA)\omega (A)^2\right\|<\mathrm{}.$$ The first step is to construct something like a canonical order parameter operator. See section 3 for an example of this construction. Denote $$L(A)=[H,A].$$ The Duhamel two-point function becomes now: $$(A,B)_{}\frac{1}{\beta }_0^\beta \omega (A^{}\alpha _{iu}B)𝑑u=\omega \left(A^{}\frac{1e^{\beta L}}{\beta L}B\right).$$ The KMS-condition, $`\omega \left(AB\right)=\omega \left(B\alpha _{i\beta }A\right)`$, yields $$\omega \left([A,B]\right)=\omega \left(A(1e^{\beta L})B\right),$$ for $`A,B`$ in a dense domain of $`𝒜`$, and hence if $`B\mathrm{Dom}(L^1)`$ then $$\beta (A,B)_{}=\omega \left([A,L^1B]\right).$$ and the Bogoliubov inequality for KMS-states is given by: $$\left\|\omega \left([A^{},B]\right)\right\|^2\beta \omega \left([A^{},L(A)]\right)(B,B)_{}.$$ Finally denote the local $`0`$-mode fluctuation of an observable $`A`$ in the state $`\omega `$ by $$F_{n,0}(A)=\frac{1}{\|\mathrm{\Lambda }_n\|^{1/2}}\underset{x\mathrm{\Lambda }_n}{}\tau _xA\omega (A).$$ ###### Assumption 2. Assume that there are no long range correlations in the fluctuations of the symmetry generator density, i.e. assume $$\underset{n\mathrm{}}{lim}\omega \left(F_{n,0}(q)^2\right)=\underset{zZ^\nu }{}\left\|\omega (q\tau _zq)\omega (q)^2\right\|<\mathrm{}.$$ Then also the uniform susceptibility $`c_0^\beta `$ defined by $$c_0^\beta \underset{n\mathrm{}}{lim}\frac{\beta }{2}(F_{n,0}(q),F_{n,0}(q))_{}$$ (18) is finite, i.e. $`c_0^\beta <\mathrm{}`$. ###### Proposition 6. Under Assumption 1 and 2 we have $$c_0^\beta =\underset{n\mathrm{}}{lim}\frac{\beta }{2}(F_{n,0}(q),\alpha _tF_{n,0}(q))_{}>0$$ (19) and $`c_0^\beta `$ is independent of $`t`$, and given by $$c_0^\beta =\underset{n\mathrm{}}{lim}\frac{1}{2}\omega \left([Q_n,L^1(q)]\right).$$ ###### Proof. Let $$c_0^\beta (t)=\underset{n\mathrm{}}{lim}\frac{\beta }{2}(F_{n,0}(q),\alpha _tF_{n,0}(q))_{}=\underset{n\mathrm{}}{lim}\frac{1}{2}\omega \left(F_{n,0}(q)\frac{1e^{\beta L}}{L}e^{itL}F_{n,0}(q)\right).$$ First we show $`c_0^\beta (t=0)>0`$. Let $`A`$ be an arbitrary order parameter operator. SSB, translation invariance and the Bogoliubov inequality yield $`0`$ $`<\underset{n\mathrm{}}{lim}\left\|\omega \left([F_{n,0}(q),F_{n,0}(A)]\right)\right\|^2`$ $`\underset{n\mathrm{}}{lim}\beta \omega \left([F_{n,0}(A),L\left(F_{n,0}(A)\right)]\right)(F_{n,0}(q),F_{n,0}(q))_{}.`$ In it is shown that (17) also implies $$\underset{n\mathrm{}}{lim}\omega \left([F_{n,0}(A),L\left(F_{n,0}(A)\right)]\right)=\underset{zZ^\nu }{}\omega \left([\tau _zA,L(A)]\right)<\mathrm{}$$ for each local observable $`A`$. Hence $$0<\underset{zZ^\nu }{}\omega \left([\tau _zA,L(A)]\right)\underset{n\mathrm{}}{lim}\beta (F_{n,0}(q),F_{n,0}(q))_{}$$ yielding $`c_0^\beta (t=0)>0`$. The proof of the time invariance of $`c_0^\beta `$ is based on and goes as follows: $`{\displaystyle \frac{d}{idt}}c_0^\beta (t)`$ $`=\underset{n\mathrm{}}{lim}{\displaystyle \frac{\beta }{2}}(F_{n,0}(q),\alpha _tL\left(F_{n,0}(q)\right))_{}=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{2}}\omega \left(F_{n,0}(q)(1e^{\beta L})e^{itL}F_{n,0}(q)\right)`$ $`=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{2}}\omega \left([F_{n,0}(q),e^{itL}F_{n,0}(q)]\right).`$ Translation invariance and (16) yield: $`{\displaystyle \frac{d}{idt}}c_0^\beta (t)`$ $`=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{2}}\omega \left([Q_n,e^{itL}q]\right)={\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{ids}}\|_{s=0}\omega \left(\gamma _s(\alpha _tq)\right)={\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{ids}}\|_{s=0}\omega \left(\alpha _t(\gamma _sq)\right)`$ $`={\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{ids}}\|_{s=0}\omega (q)=0.`$ From the proposition it follows that if $`L^1q`$ exists, it is an order parameter operator. We call it the canonical order parameter operator, it is an order parameter constructed directly from the two given quantities, the Hamiltonian and the symmetry generator. However it can not be expected in general that $`q\mathrm{Dom}(L^1)`$, especially not for systems without an energy gap, because of problems at zero energy. Expressions like $`(1e^{\beta L})L^1q`$ on the contrary are well defined. The bulk of our efforts below consists of mastering the difficulties with the canonical order parameter by considering the $`k`$-mode fluctuations and by afterwards taking the limit $`k0`$. This method has already been used in , where the Goldstone coordinates are constructed for models of interacting Bose gases. ### 4.2 Fluctuations By the Goldstone theorem, spontaneous symmetry breaking implies that the system does not have exponential or $`L^1`$ clustering. In particular the variances of local fluctuations $`F_{n,0}(A)`$ may not be convergent in the thermodynamic limit for certain $`A`$ (in particular for $`A`$ an order parameter operator) because of long range order correlations. The central limit as described in section 2.2 no longer holds. However one can study the $`k`$-mode fluctuations, i.e. one considers for $`k=(k_1,k_2,\mathrm{},k_\nu )R^\nu `$, with $`k_j0`$ for $`j=1,2,\mathrm{},\nu `$: $$F_{n,k}(A)=\frac{1}{\|\mathrm{\Lambda }_n\|^{1/2}}\underset{x\mathrm{\Lambda }_n}{}\left(\tau _x(A)\omega (A)\right)\mathrm{cos}k.x.$$ It is believed that the central limit theorem holds for the $`k`$-mode fluctuations in every extremal translation invariant state, even at criticality. This is essentially because one stays away from the singularity at $`k=0`$. A completely rigorous proof of this statement is found in , for the absolute convergent case under a very mild cluster condition. Below we prove the convergence of the Fourier series for translation invariant states with singularities occuring only at zero momentum (see further on). See also for a similar line of reasoning. For $`A𝒜_L`$, denote the Fourier transforms of the $`l`$-point correlation functions $`\omega (\tau _{x_1}A\tau _{x_2}A\mathrm{}\tau _{x_l}A)`$ by $`\mu (k_1,k_2,\mathrm{},k_l)`$ (i.e. $`k_j`$ are different vectors in $`R^\nu `$ here, not the components of a particular $`k`$). In general $`\mu `$ is a measure. By translation invariance it can be written as a function of $`k_1,k_1+k_2,\mathrm{},k_1+k_2+\mathrm{}+k_l`$. As in , assume that the only singularities in $`\mu `$ are of the type $`\delta (k_1+\mathrm{}+k_i)`$ (i.e. singularities occuring only at zero momentum). We show now that the truncated correlation functions $`\omega _T\left(F_{n,k}(A)^l\right)`$ vanish for $`l3`$ and remain finite for $`l=2`$. Let $`\omega (A)=0`$, then $`\omega _T\left(F_{n,k}(A)^l\right)`$ $`={\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|^{l/2}}}{\displaystyle \underset{x_1,x_2,\mathrm{},x_l}{}}\omega _T(\tau _{x_1}A\tau _{x_2}A\mathrm{}\tau _{x_l}A)\mathrm{cos}k.x_1\mathrm{cos}k.x_2\mathrm{}\mathrm{cos}k.x_l`$ $`={\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|^{l/2}}}{\displaystyle \underset{x_1,y_1\mathrm{},y_{l1}}{}}\omega _T(A\tau _{y_1}A\mathrm{}\tau _{y_{l1}}A)\mathrm{cos}k.x_1\mathrm{cos}k.(y_1+x_1)\mathrm{}\mathrm{cos}k.(y_{l1}+x_1).`$ The expansion of the cosines into exponentials yields two types of terms, namely terms which do not depend on $`x_1`$ and terms which do depend on $`x_1`$. The first kind of terms do not appear for $`l`$ odd and for $`l`$ even they are exactly the ones which are cancelled out by the truncation. The second kind of terms tend to zero because of the scaling factors. Let us illustrate this by means of an example. First let $`l=2`$: $$\omega _T\left(F_{n,k}(A)^2\right)=\omega \left(F_{n,k}(A)^2\right)=\frac{1}{\|\mathrm{\Lambda }_n\|}\underset{x,y}{}\omega (A\tau _{yx}A)\mathrm{cos}k.x\mathrm{cos}k.y.$$ Since $$\mu (k)=\underset{z}{}\omega (A\tau _zA)e^{ik.z}$$ can at most have a singularity at $`k=0`$, $`\mu (k)<\mathrm{}`$ for $`k0`$. Also $$\frac{1}{\|\mathrm{\Lambda }_n\|}\underset{z}{}e^{ik.z}\delta _{k,0}.$$ Hence the only terms contributing in the two-point correlation function are the terms containing the factor $`e^{\pm ik.(yx)}`$, i.e. the terms of the first kind. In the limit we find $$\underset{n}{lim}\omega _T\left(F_{n,k}(A)^2\right)=\frac{1}{4}[\mu (k)+\mu (k)]<\mathrm{}.$$ Now let $`l=4`$ and consider a typical term: $$\frac{1}{\|\mathrm{\Lambda }_n\|^2}\underset{x_1,y_1,y_2,y_3}{}\omega \left(A\tau _{y_1}A\tau _{y_2}A\tau _{y_3}A\right)e^{ik.(y_1y_2+y_3)}.$$ Ignoring boundary effects in the sums, this becomes $`{\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|}}{\displaystyle \underset{y_1,y_2,y_3}{}}\omega \left(A\tau _{y_1}A\tau _{y_2}A\tau _{y_3}A\right)e^{ik.(y_1y_2+y_3)}`$ $`={\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|}}{\displaystyle \underset{y_1,y_2,y_3}{}}\omega \left(A\tau _{y_1}A\tau _{y_2}[A\tau _{y_3y_2}A]\right)e^{ik.(y_1y_2+y_3)}`$ $`={\displaystyle \underset{x,z}{}}\omega \left(A\tau _xA{\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|}}{\displaystyle \underset{y}{}}\tau _y[A\tau _zA]\right)e^{ik.(x+z)}.`$ In the limit we get $$\underset{x}{}\omega \left(A\tau _xA\right)e^{ik.x}\underset{z}{}\omega \left(A\tau _zA\right)e^{ik.z}$$ cancelling out against two-point correlations in the 4-point truncated correlation function. Finally, take $`l=3`$, then all terms are of the second kind and vanish, e.g. $`{\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|^{3/2}}}{\displaystyle \underset{x_1,y_1,y_2}{}}\omega (A\tau _{y_1}A\tau _{y_2}A)e^{ik.(x_1+y_1y_2)}`$ $`=`$ $`{\displaystyle \frac{1}{\|\mathrm{\Lambda }_n\|^{3/2}}}{\displaystyle \underset{y_1,y_2}{}}\omega (A\tau _{y_1}[A\tau _{y_2y_1}A])e^{ik.(y_1y_2)}{\displaystyle \underset{x_1}{}}e^{ik.x_1}.`$ The sum over $`x_1`$ is bounded by $`_{j=1}^\nu \|\mathrm{sin}\frac{k_j}{2}\|^1`$, yielding $$\underset{y}{}\omega \left(A\frac{1}{\|\mathrm{\Lambda }_n\|}\underset{x}{}\tau _x[A\tau _yA]\right)e^{ik.y}$$ which converges to $$\omega (A)\underset{y}{}\omega \left(A\tau _yA\right)e^{ik.y}=0.$$ Using the formula $$\omega \left(e^{i\lambda Q}\right)=\mathrm{exp}\left\{\underset{l=1}{\overset{\mathrm{}}{}}\frac{(i\lambda )^l}{l!}\omega _T\left(\underset{ltimes}{\underset{}{Q,\mathrm{},Q}}\right)\right\}$$ one arrives at the central limit theorem $$\underset{n}{lim}\omega \left(e^{iF_{n,k}(A)}\right)=e^{\frac{1}{2}s_k(A,A)},$$ with $`s_k(A,A)=lim_n\mathrm{}\omega \left(F_{n,k}(A)^2\right)`$. In one can find a rigorous proof of the central limit theorem for the $`k`$-mode fluctuations, $`k=(k_j0)_{j=1}^\nu `$, for states satisfying a certain clustering condition, expressed as a condition on the function $`\alpha _\omega `$ (see equation (3)). Although this condition is much weaker than for the $`k=0`$ fluctuations, it is not clear whether it is always satisfied for any extremal translation invariant state. The arguments above however suggests that this clustering condition on the state is merely technical and that a general rigorous proof of the central limit theorem along the lines of is possible for $`k=(k_j0)_{j=1}^\nu `$ under even weaker conditions. We continue on the basis of the arguments above. ###### Theorem 7 (Central limit theorem). If the state $`\omega `$ has only singularities at zero momentum, for all $`A𝒜_{L,sa}`$ and $`k=(k_j0)_{j=1}^\nu `$, then 1. $`lim_n\mathrm{}\omega \left(F_{n,k}(A)^2\right)<\mathrm{}`$ 2. $`lim_n\mathrm{}\omega \left(e^{iF_{n,k}(A)}\right)=e^{\frac{1}{2}s_k(A,A)}`$ with $`s_k(A,B)=lim_n\mathrm{}\mathrm{Re}\omega \left(F_{n,k}(A)^{}F_{n,k}(B)\right)`$.∎ Because of $`(i)`$, the limit $$\underset{n\mathrm{}}{lim}\omega \left(F_{n,k}(A)^{}F_{n,k}(B)\right)A,B_k$$ defines a positive sesquilinear form which satisfies the Cauchy-Schwarz inequality $$\|A,B_k\|^2A,A_kB,B_k.$$ More explicitly $$A,B_k=\frac{1}{2}\underset{zZ^\nu }{}\left(\omega (A^{}\tau _zB)\omega (A^{})\omega (B)\right)\mathrm{cos}k.z.$$ Let $$\sigma _k(A,B)=2\mathrm{Im}A,B_k,$$ then $$\mathrm{strong}\underset{n\mathrm{}}{lim}\pi \left([F_{n,k}(A),F_{n,k}(B)]\right)=i\sigma _k(A,B).$$ The identification of the central limit with bose fields is as in section 2.2, and worked out in full detail for $`k0`$ in . The bilinear form $`s_k`$ determines a quasi free state $`\stackrel{~}{\omega }_k`$ on the CCR-algebra $`𝒲(𝒜_{L,sa},\sigma _k)`$: $$\stackrel{~}{\omega }_k\left(W_k(A)\right)=e^{\frac{1}{2}s_k(A,A)}.$$ The $`W_k(A)`$, $`A𝒜_{L,sa}`$ are the Weyl operators generating $`𝒲(𝒜_{L,sa},\sigma _k)`$. Via the central limit theorem, one shows for $`A_1,A_2,\mathrm{},A_l𝒜_{L,sa}`$, $$\underset{n\mathrm{}}{lim}\omega \left(e^{iF_{n,k}(A_1)}e^{iF_{n,k}(A_2)}\mathrm{}e^{iF_{n,k}(A_l)}\right)=\stackrel{~}{\omega }_k\left(W_k(A_1)W_k(A_2)\mathrm{}W_k(A_l)\right).$$ The state $`\stackrel{~}{\omega }_k`$ is regular and hence for every $`A𝒜_{L,sa}`$ there exists a self-adjoint bosonic field $`F_k(A)`$ in the GNS representation $`(\stackrel{~}{}_k,\stackrel{~}{\pi }_k,\stackrel{~}{\mathrm{\Omega }}_k)`$ of $`\stackrel{~}{\omega }_k`$ such that $$\stackrel{~}{\pi }_k(W_k(A))=e^{iF_k(A)}.$$ This implies that in the sense of the central limit, the local fluctuations converge to the bosonic fields associated with the system $`(𝒲(𝒜_{L,sa},\sigma _k),\stackrel{~}{\omega }_k)`$, $$\underset{n\mathrm{}}{lim}F_{n,k}(A)=F_k(A).$$ As in section 2.2, fluctuation operators are only defined up to equivalence i.e. $`A_kB`$ if $`AB,AB_k=0`$ and $$A_kB\stackrel{~}{\pi }_k\left(W_k(A)\right)=\stackrel{~}{\pi }_k\left(W_k(B)\right).$$ (20) The form $`,_k`$ thus becomes a scalar product on $`[𝒜_L]`$, the equivalence classes of $`𝒜_L`$ for the relation $`_k`$. Denote by $`𝒦_k`$ the Hilbert space obtained as completion of $`[𝒜_L]`$ and by $`𝒦_k^{Re}`$ the real subspace of $`𝒦_k`$ generated by $`[𝒜_{L,sa}]`$. ### 4.3 Goldstone modes for finite wavelengths The finiteness of $`lim_n\mathrm{}\omega \left(F_{n,k}(q)^2\right)`$ for all $`k`$ ($`k=0`$ included by Assumption 2) implies the finiteness of $$\underset{n\mathrm{}}{lim}\|\widehat{f}(\lambda )\|\omega \left(F_{n,k}(q)dE_\lambda F_{n,k}(q)\right)$$ for $`\widehat{f}𝒟`$, and hence the existence of a measure $$d\stackrel{~}{\mu }_k(\lambda )=\underset{n\mathrm{}}{lim}\omega \left(F_{n,k}(q)dE_\lambda F_{n,k}(q)\right);$$ $`dE_\lambda `$ is the spectral measure of the Hamiltonian $`H`$, i.e. $`H=\lambda 𝑑E_\lambda `$. As in section 2.5, define the measure $`dc_k^\beta (\lambda )`$ with support on $`R^+`$ only by $$dc_k^\beta (\lambda )=2\frac{1e^{\beta \lambda }}{\lambda }d\stackrel{~}{\mu }_k(\lambda ),$$ such that for $`\widehat{f}𝒟`$ (cfr. Lemma 3) $$\underset{n\mathrm{}}{lim}\widehat{f}(\lambda )\omega \left(F_{n,k}(q)dE_\lambda F_{n,k}(q)\right)=_0^{\mathrm{}}\left(\widehat{f}(\lambda )+\widehat{f}(\lambda )e^{\beta \lambda }\right)\frac{\lambda }{2(1e^{\beta \lambda })}𝑑c_k^\beta (\lambda ).$$ (21) ###### Proposition 8. For $`\widehat{f}𝒟`$, $$\underset{k0}{lim}_0^{\mathrm{}}\widehat{f}(\lambda )𝑑c_k^\beta (\lambda )=_0^{\mathrm{}}\widehat{f}(\lambda )𝑑c_0^\beta (\lambda )=c_0^\beta \widehat{f}(0),$$ where $`c_0^\beta `$ is given by equation (18). In other words $`lim_{k0}dc_k^\beta (\lambda )=dc_0^\beta (\lambda )=c_0^\beta \delta (\lambda )d\lambda `$. ###### Proof. The statement that $`lim_{k0}dc_k^\beta (\lambda )=dc_0^\beta (\lambda )`$ follows from Assumption 2. The proof of the second statement is based on the time invariance of $`c_0^\beta (t)=lim_n\mathrm{}\beta (F_{n,0}(q),\alpha _tF_{n,0}(q))_{}`$ (Proposition 6) and by (21): for $`\widehat{f}𝒟`$, $`\widehat{f}(\lambda )c_0^\beta `$ $`=\beta \underset{n\mathrm{}}{lim}{\displaystyle f(t)(F_{n,0}(q),\alpha _tF_{n,0}(q))_{}e^{i\lambda t}𝑑t}`$ $`={\displaystyle _0^{\mathrm{}}}\widehat{f}(\lambda \lambda ^{})𝑑c_0^\beta (d\lambda ^{})`$ i.e. $`dc_0^\beta (\lambda )=c_0^\beta \delta (\lambda )d\lambda `$. ∎ In order not to obscure the construction of the Goldstone boson normal coordinates by technical details, we will first consider the case that $$dc_k^\beta (\lambda )=c_k^\beta \delta (\lambda ϵ_k^\beta )d\lambda ,$$ (22) with $`ϵ_k^\beta >0`$ and $`c_k^\beta =lim_n\mathrm{}\beta (F_{n,k}(q),\alpha _tF_{n,k}(q))_{}`$. From Proposition 8 we deduce that this is a good approximation for sufficiently small $`\|k\|`$, and we will show later that this approximation becomes exact in a certain limit $`k0`$, to be specified later. From equation (21) and (22), it follows $$\underset{n\mathrm{}}{lim}\omega \left(F_{n,k}(q)\widehat{f}(H)F_{n,k}(q)\right)=\frac{c_k^\beta ϵ_k^\beta }{2(1e^{\beta ϵ_k^\beta })}\left(\widehat{f}(ϵ_k^\beta )+\widehat{f}(ϵ_k^\beta )e^{\beta ϵ_k^\beta }\right).$$ (23) In particular one has $$\stackrel{~}{\omega }_k\left(F_k(q)^2\right)=\underset{n\mathrm{}}{lim}\omega \left(F_{n,k}(q)^2\right)=\frac{c_k^\beta ϵ_k^\beta }{2}\mathrm{coth}\frac{\beta ϵ_k^\beta }{2}.$$ Also time invariance of $`c_0^\beta (t)`$ (see above) (i.e. SSB) implies $$\underset{k0}{lim}ϵ_k^\beta =0,$$ (24) as can be seen from (23): $$c_0^\beta (t)=\underset{k0}{lim}c_k^\beta (t)=\underset{k0}{lim}c_k^\beta \mathrm{cos}ϵ_k^\beta t.$$ For $`\widehat{f}𝒟`$, denote $$q(f)=f(t)\alpha _tq=\widehat{f}(L)q$$ and consider the equivalence class $`[q(f)]_k`$. For $`q(f)𝒜_{L,sa}`$ the fluctuation operator $`F_k\left([q(f)]_k\right)`$ is well defined, $$\stackrel{~}{\omega }_k\left(F_k\left([q(f)]_k\right)^2\right)=[q(f)]_k,[q(f)]_k_k=\|\widehat{f}(ϵ_k^\beta )\|^2\frac{c_k^\beta ϵ_k^\beta }{2}\mathrm{coth}\frac{\beta ϵ_k^\beta }{2},$$ (25) (we used that $`q(f)𝒜_{L,sa}`$ iff$`\overline{\widehat{f}}(\lambda )=\widehat{f}(\lambda )`$ ), and obviously for these functions $`f`$, we can define elements $`[q]_k(f)𝒦_k^{Re}`$ through the relation $`[q]_k(f)=[q(f)]_k`$. However since $`𝒦_k`$ is by definition closed for the $`,_k`$ topology, we can define elements $`[q]_k(f)`$ for a much wider class of functions $``$, namely all those functions for which $`\|\widehat{f}(ϵ_k^\beta )\|<\mathrm{}`$: let $`f_i`$ be a sequence of functions such that $`[q(f_i)]_k𝒦_k^{Re}`$ and $`lim_i\widehat{f}_i(ϵ_k^\beta )=\widehat{f}(ϵ_k^\beta )`$, and define $$[q]_k(f)=\text{strong-}\underset{i}{lim}[q(f_i)]_k.$$ In particular we have $$[q]_k(g)𝒦_k^{Re}\text{with}\widehat{g}(\lambda )=\frac{i}{\lambda },$$ and obviously we interpret $`F_k\left([q]_k(g)\right)`$ as “$`F_k\left(iL^1(q)\right)`$”, i.e. as the $`k`$-fluctuation operator of the canonical order parameter, even though $`iL^1(q)`$ does not exist in general. In the spirit of Proposition 4, denote $`Q_k=F_k(q)`$ $`P_k=F_k\left([q]_k(g)\right)\text{with}\widehat{g}(\lambda )={\displaystyle \frac{i}{\lambda }},`$ and denote by $`\stackrel{~}{}_k`$ the algebra generated by $`Q_k`$ and $`P_k`$. Also denote by $`\stackrel{~}{𝒞}_k`$ the algebra generated by the operators $`F_k\left([q]_k(f)\right)`$ with $`f`$. Our main result is then that the pair $`(Q_k,P_k)`$, constructed directly from the generator of the broken symmetry, forms a harmonic normal mode, therefore properly called the Goldstone boson normal mode. This result is an extension of Proposition 4 to the case of $`k0`$ fluctuations in the presence of SSB. ###### Theorem 9. In the presence of SSB (Assumption 1), and in the case (22), the generator of the broken symmetry determines uniquely the construction of a canonical pair of fluctuation operators $`(Q_k,P_k)`$, $$[Q_k,P_k]=ic_k^\beta $$ with $`c_k^\beta =lim_n\mathrm{}\beta (F_{n,k}(q),F_{n,k}(q))_{}>0`$, satisfying a virial theorem: $$\stackrel{~}{\omega }_k\left(Q_k^2\right)=(ϵ_k^\beta )^2\stackrel{~}{\omega }_k\left(P_k^2\right).$$ The microscopic time evolution $`\alpha _t`$ induces a time evolution $`\stackrel{~}{\alpha }_t^k`$ on $`\stackrel{~}{𝒞}_k`$ through the relation $$\stackrel{~}{\alpha }_t^kF_k\left([q]_k(f)\right)F_k\left([q]_k(U_tf)\right),(\widehat{U_tf})(\lambda )=e^{it\lambda }\widehat{f}(\lambda );$$ $`\stackrel{~}{\alpha }_t^k`$ leaves $`\stackrel{~}{}_k`$ invariant and leads to the equations of motion $`\stackrel{~}{\alpha }_t^kQ_k`$ $`=Q_k\mathrm{cos}ϵ_k^\beta t+ϵ_k^\beta P_k\mathrm{sin}ϵ_k^\beta t`$ (26) $`\stackrel{~}{\alpha }_t^kP_k`$ $`={\displaystyle \frac{Q_k}{ϵ_k^\beta }}\mathrm{sin}ϵ_k^\beta t+P_k\mathrm{cos}ϵ_k^\beta t.`$ (27) The operators $`(Q_k,P_k)`$ are called the Goldstone boson normal coordinates. The Goldstone boson creation and annihilation operators are defined by $$a_k^\pm =\frac{Q_kiϵ_k^\beta P_k}{\sqrt{2ϵ_k^\beta }}$$ satisfying $`[a_k^{},a_k^+]=c_k^\beta `$. The quasi-free state $`\stackrel{~}{\omega }_k`$ is a $`\beta `$-KMS state on $`\stackrel{~}{}_k`$ for the evolution $`\stackrel{~}{\alpha }_t^k`$, i.e. the Goldstone bosons have a Bose-Einstein distribution: $$\stackrel{~}{\omega }_k\left(a_k^+a_k^{}\right)=\frac{c_k^\beta }{e^{\beta ϵ_k^\beta }1},$$ which is equivalent to $$\stackrel{~}{\omega }_k\left(Q_k^2\right)=\frac{c_k^\beta ϵ_k^\beta }{2}\mathrm{coth}\frac{\beta ϵ_k^\beta }{2}.$$ The state $`\stackrel{~}{\omega }_k`$ is gauge invariant: $`\stackrel{~}{\omega }_k\left(a_k^+a_k^+\right)=0=\stackrel{~}{\omega }_k\left(a_k^+\right)`$. ###### Proof. The commutator follows from $$\sigma _k([q]_k,[q]_k(g))=i\widehat{g}(\lambda )(1e^{\beta \lambda })𝑑\stackrel{~}{\mu }_k(\lambda ).$$ The variance of $`P_k`$ is obtained from (25): $$\stackrel{~}{\omega }_k\left(P_k^2\right)=\frac{c_k^\beta }{2ϵ_k^\beta }\mathrm{coth}\frac{\beta ϵ_k^\beta }{2}=\frac{1}{(ϵ_k^\beta )^2}\stackrel{~}{\omega }_k\left(Q_k^2\right).$$ Denote $`\widehat{h}(\lambda )=i\lambda `$. Clearly the infinitesimal generator of $`\stackrel{~}{\alpha }_t^k`$ is given by $$.\frac{d}{dt}\stackrel{~}{\alpha }_t^k\left\|_{t=0}F_k\right([q]_k(f))=F_k([q]_k(hf)).$$ Hence the first relation $$.\frac{d}{dt}\stackrel{~}{\alpha }_t^k\|_{t=0}P_k=Q_k$$ (28) follows trivially. The second, $$.\frac{d}{dt}\stackrel{~}{\alpha }_t^k\|_{t=0}Q_k=(ϵ_k^\beta )^2P_k,$$ (29) follows from the equivalence relation (20): from equation (23) one computes straightforwardly $$[q]_k(h)(ϵ_k^\beta )^2[q]_k(g),[q]_k(h)(ϵ_k^\beta )^2[q]_k(g)_k=0,$$ where $`\widehat{g}(\lambda )=i\lambda ^1`$ as before. Exponentiation of (28) and (29) leads to the equations of motion. Also the remainder of the theorem follows from (23). ∎ Remark that for $`k0`$, $`\stackrel{~}{\omega }_k\left(P_k^2\right)`$ diverges as $`(ϵ_k^\beta )^2`$. This divergence corresponds to the well known phenomenon of long range correlations in the order parameter fluctuations. Similarly to what we did after Proposition 4, the proper generalisation of (22), is to consider the case that for $`k0`$, the support $`\mathrm{\Delta }_k`$ of the measure $`d\stackrel{~}{\mu }_k(\lambda )`$ is bounded away from $`0`$ and absolutely continuous, i.e. ###### Assumption 3. By translation invariance we assume that for $`k0`$, there exists $`ϵ_k^\beta >0`$ such that $`\mathrm{\Delta }_k^+\mathrm{\Delta }_kR^+[ϵ_k^\beta ,+\mathrm{})`$ and that there exists a function $`c_k^\beta (\lambda )`$ such that $$dc_k^\beta (\lambda )=c_k^\beta (\lambda )d\lambda .$$ (30) Equation (23) becomes $$\underset{n\mathrm{}}{lim}\omega \left(F_{n,k}(q)\widehat{f}(H)F_{n,k}(q)\right)=_{ϵ_k^\beta }^{\mathrm{}}\frac{c_k^\beta (\lambda )\lambda }{2(1e^\beta \lambda )}\left(\widehat{f}(\lambda )+\widehat{f}(\lambda )e^{\beta \lambda }\right).$$ It is clear that again the single mode $`(Q_k,P_k)`$ gets replaced by a continuous family of modes $`\left\{(Q_k(\lambda ),P_k(\lambda ))\right\|\lambda \mathrm{\Delta }_k^+\}`$, such that $`[Q_k(\lambda ),P_k(\lambda ^{})]`$ $`=c_k^\beta (\lambda )\delta (\lambda \lambda ^{})`$ $`\stackrel{~}{\omega }_k\left(Q_k(\lambda )^2\right)`$ $`=\lambda ^2\stackrel{~}{\omega }_k\left(P_k(\lambda )^2\right)={\displaystyle \frac{c_k^\beta (\lambda )\lambda }{2}}\mathrm{coth}\beta \lambda 2`$ $`\stackrel{~}{\alpha }_t^kQ_k(\lambda )`$ $`=Q_k(\lambda )\mathrm{cos}\lambda t+\lambda P_k(\lambda )\mathrm{sin}\lambda t`$ $`\stackrel{~}{\alpha }_t^kP_k(\lambda )`$ $`={\displaystyle \frac{Q_k(\lambda )}{\lambda }}\mathrm{sin}\lambda t+P_k(\lambda )\mathrm{cos}\lambda t.`$ and $`Q_k={\displaystyle _{ϵ_k^\beta }^{\mathrm{}}}Q_k(\lambda )𝑑\lambda `$ $`P_k={\displaystyle _{ϵ_k^\beta }^{\mathrm{}}}P_k(\lambda )𝑑\lambda .`$ ### 4.4 Goldstone mode for infinite wavelength Next we look for the Goldstone mode operators in the limit of $`k`$ tending to zero, i.e. in the long wavelength limit. We take the results of section 4.3 and study the limit $`k0`$. Among other results, we show that the long wavelength Goldstone mode survives in this limit only in the ground state. This shows also that no long wavelength quantum Goldstone modes are present for temperatures $`T>0`$. For $`T>0`$, the spontaneous symmetry breakdown does not show any quantum behaviour, only classical modes are present. For simplicity we will first consider the case of a single harmonic mode $`(Q_k,P_k)`$, i.e. the case (22). However we will prove afterwards that the results we obtain in the limit $`k0`$ are independent of this choice and are valid in general. Let $`ϵ_k=lim_\beta \mathrm{}ϵ_k^\beta `$, the ground state spectrum. Because of the Goldstone theorem, we have that $`lim_{k0}ϵ_k=0`$. Let $`c_0^\beta =lim_{k0}c_k^\beta `$ and $`c_k=lim_\beta \mathrm{}c_k^\beta `$. ###### Assumption 4. Assume $`lim_{k0}c_k=lim_\beta \mathrm{}c_0^\beta =c_0<\mathrm{}`$.∎ First let $`\beta <\mathrm{}`$. The variances $$\stackrel{~}{\omega }_k\left(Q_k^2\right)=\frac{c_k^\beta ϵ_k^\beta }{2}\mathrm{coth}\frac{\beta ϵ_k^\beta }{2}=(ϵ_k^\beta )^2\stackrel{~}{\omega }_k\left(P_k^2\right)$$ behave as follows for $`k0`$: $`\stackrel{~}{\omega }_k\left(Q_k^2\right){\displaystyle \frac{c_k^\beta }{\beta }}{\displaystyle \frac{c_0^\beta }{\beta }}\text{(finite)}`$ $`\stackrel{~}{\omega }_k\left(P_k^2\right){\displaystyle \frac{c_k^\beta }{\beta (ϵ_k^\beta )^2}}\mathrm{}.`$ Since observable fluctuation operators are always characterized by a finite, non-zero variance, it is clear that we have to renormalize $`P_k`$ before taking a limit $`k0`$: $$\stackrel{ˇ}{P}_k=ϵ_k^\beta P_k.$$ This however implies that the commutator $$[Q_k,\stackrel{ˇ}{P}_k]=ic_k^\beta ϵ_k^\beta $$ vanishes in the limit $`k0`$. In other words the quantum character and hence also the harmonic oscillation of the Goldstone mode disappears in the appropriate limit $`k0`$, at least at non-zero temperature. At zero temperature ($`\beta =\mathrm{}`$), in the ground state, the situation is completely different. The variances behave now for $`k0`$ as follows: $`\stackrel{~}{\omega }_k\left(Q_k^2\right)={\displaystyle \frac{c_kϵ_k}{2}}0`$ $`\stackrel{~}{\omega }_k\left(P_k^2\right)={\displaystyle \frac{c_k}{2ϵ_k}}\mathrm{},`$ but their product $$\stackrel{~}{\omega }_k\left(Q_k^2\right)\stackrel{~}{\omega }_k\left(P_k^2\right)=\frac{c_k^2}{4}\frac{c_0^2}{4}$$ remains finite. This means that the divergence of the order parameter operator fluctuations due to long range correlations is exactly compensated by a proportional squeezing of the symmetry generator fluctuations. Therefore one can find a renormalized $`Q_k`$ and $`P_k`$, denoted by $`\stackrel{ˇ}{Q}_k`$ and $`\stackrel{ˇ}{P}_k`$, having both a finite, non-zero variance, with a finite non zero commutator; indeed take e.g. $`\stackrel{ˇ}{Q}_kϵ_k^{1/2}Q_k`$ $`\stackrel{ˇ}{P}_kϵ_k^{1/2}P_k,`$ then $`\stackrel{~}{\omega }_k\left(\stackrel{ˇ}{Q}_k^2\right)=\stackrel{~}{\omega }_k\left(\stackrel{ˇ}{P}_k^2\right)={\displaystyle \frac{c_k}{2}}{\displaystyle \frac{c}{2}}`$ $`[\stackrel{ˇ}{Q}_k,\stackrel{ˇ}{P}_k]=ic_kic.`$ Remark that this scaling transformation has no effect on the creation and annihilation operators, in particular: $$a_k^\pm =\frac{Q_kiϵ_kP_k}{\sqrt{2ϵ_k}}=\frac{\stackrel{ˇ}{Q}_ki\stackrel{ˇ}{P}_k}{\sqrt{2}}.$$ On the other hand, the equations of motion (26) and (27) are transformed into $`\stackrel{~}{\alpha }_t^k\stackrel{ˇ}{Q}_k`$ $`=\stackrel{ˇ}{Q}_k\mathrm{cos}ϵ_kt+\stackrel{ˇ}{P}_k\mathrm{sin}ϵ_kt`$ $`\stackrel{~}{\alpha }_t^k\stackrel{ˇ}{P}_k`$ $`=\stackrel{ˇ}{Q}_k\mathrm{sin}ϵ_kt+\stackrel{ˇ}{P}_k\mathrm{cos}ϵ_kt.`$ Hence in order to retain a non-trivial time evolution in the $`k0`$ limit, one has to rescale time as well in the following way: $`t\tau =ϵ_kt`$. Let $`\stackrel{~}{}_0`$ be an algebra generated by a canonical pair $`(\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0)`$, $$[\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0]=ic_0;$$ $`\stackrel{~}{\alpha }_\tau ^0`$, $`\tau R`$ is a time evolution on $`\stackrel{~}{}_0`$ defined through the equations of motion $`\stackrel{~}{\alpha }_\tau ^0\stackrel{ˇ}{Q}_0`$ $`=\stackrel{ˇ}{Q}_0\mathrm{cos}\tau +\stackrel{ˇ}{P}_0\mathrm{sin}\tau `$ $`\stackrel{~}{\alpha }_\tau ^0\stackrel{ˇ}{P}_0`$ $`=\stackrel{ˇ}{Q}_0\mathrm{sin}\tau +\stackrel{ˇ}{P}_0\mathrm{cos}\tau ,`$ and $`\stackrel{~}{\omega }_0`$ is a state on $`\stackrel{~}{}_0`$ defined through the relation $$\stackrel{~}{\omega }_0\left(F(\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0)\right)\underset{k0}{lim}\stackrel{~}{\omega }_k\left(F(\stackrel{ˇ}{Q}_k,\stackrel{ˇ}{P}_k)\right).$$ where $`F`$ is any polynomial in two variables. Summarizing our results: ###### Theorem 10. In the ground state ($`\beta =\mathrm{}`$), the dynamical system $`(\stackrel{~}{}_k,\stackrel{~}{\alpha }_t^k,\stackrel{~}{\omega }_k)`$ converges in the limit $`k0`$ to the dynamical system $`(\stackrel{~}{}_0,\stackrel{~}{\alpha }_\tau ^0,\stackrel{~}{\omega }_0)`$ in the sense that for any two polynomials $`F_1,F_2`$ in two variables, $$\stackrel{~}{\omega }_0\left(F_1(\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0)\stackrel{~}{\alpha }_\tau ^0F_2(\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0)\right)=\underset{k0}{lim}\stackrel{~}{\omega }_k\left(F_1(\stackrel{ˇ}{Q}_k,\stackrel{ˇ}{P}_k)\stackrel{~}{\alpha }_{\frac{\tau }{ϵ_k}}^kF_2(\stackrel{ˇ}{Q}_k,\stackrel{ˇ}{P}_k)\right).$$ Therefore we can identify $`\stackrel{ˇ}{Q}_0=lim_{k0}\stackrel{ˇ}{Q}_k`$ and $`\stackrel{ˇ}{P}_0=lim_{k0}\stackrel{ˇ}{P}_k`$. Moreover $`\stackrel{~}{\omega }_0`$ is a ground state for $`\stackrel{~}{\alpha }_\tau ^0`$, i.e. for all $`X\stackrel{~}{}_0`$ $$.\frac{d}{dt}\left\|_{t=0}\stackrel{~}{\omega }_0\right(X^{}\stackrel{~}{\alpha }_\tau ^0X)0.$$ The pair $`(\stackrel{ˇ}{Q}_0,\stackrel{ˇ}{P}_0)`$ is called the canonical pair of the collective Goldstone mode. ###### Proof. Due to quasi-freeness, it is sufficient to check these properties for the two-point correlation function. But in this case they follow immediately from the very definition of $`\stackrel{~}{\alpha }_\tau ^0`$ and $`\stackrel{~}{\omega }_0`$. ∎ Remark that although formally, Theorem 9 and 10 are very similar, it is important to remember the rescaling that has been done. In fact the previous theorem tells us that in the ground state the long range correlations in the order parameter fluctuations are exactly compensated by a squeezing of the generator fluctuations. Both operators continue to form a harmonic oscillator pair in the limit $`k0`$, although the frequency becomes infinitesimally small and hence the period of oscillation infinitely (or macroscopically) large. Considering the most common case of powerlaw behaviour of the energy spectrum, i.e. $`ϵ_k=ϵ\|k\|^\delta `$, this rescaling provides information about the size of the $`0`$-mode fluctuations. In a finite box $`\mathrm{\Lambda }_n`$ of length $`L=2n+1`$, the smallest non-zero wave vector has length $`\|k\|L^1`$. Therefore the rescaling of $`Q_k`$ with a factor $`ϵ_k^{1/2}`$ suggests a rescaling by $`L^{\delta /2}=\|\mathrm{\Lambda }_n\|^{\delta /2\nu }`$ of the fluctuation, i.e. $$F_{n,0}(q)=\frac{1}{\|\mathrm{\Lambda }_n\|^{\frac{1}{2}\frac{\delta }{2\nu }}}\underset{x\mathrm{\Lambda }_n}{}\left(q_x\omega (q)\right),$$ in order that its variance is non-zero and finite. This means that the fluctuations of the symmetry generator are of order $`\|\mathrm{\Lambda }_n\|^{\frac{1}{2}\frac{\delta }{2\nu }}`$, i.e. subnormal fluctuations. Similarly the fluctuations of the order parameter are of order $`\|\mathrm{\Lambda }_n\|^{\frac{1}{2}+\frac{\delta }{2\nu }}`$, i.e. abnormal fluctuations. This requires $`\frac{\delta }{2\nu }\frac{1}{2}`$, or $`\delta \nu `$. This condition is undoubtly related to the condition $`c<\mathrm{}`$ (Assumption 4). Remark also that if SSB disappears, i.e. if $`c=0`$, then the Goldstone boson disappears. Finally we remark that the results of Theorem 10 do not depend on the particular form of the measure $`dc_k^\beta (\lambda )`$, in this case given by (22). One could equally well take the more general form (30), since in the limit $`k0`$ this measure also reduces to a $`\delta `$-peak by Proposition 8. It is a straightforward calculation to show that Theorem 10 holds in general (i.e. under Assumption 3), upon interpreting $`ϵ_k`$ as the gap in the support of the measure $`dc_k(\lambda )`$. Therefore we find that at zero temperature, the fluctuations of the symmetry generator lead to a single harmonic mode with vanishingly small frequency in the long-wavelength limit, even though at finite wavelength, there exists a continuous family of modes associated to the fluctuations of the symmetry generator. It is hence also appropriate to consider the results of Theorem 9 as being physically valid in general, as long as one considers low enough temperatures and large enough wavelengths.
warning/0001/nucl-th0001063.html	ar5iv	text	# SOFT MODES, QUANTUM TRANSPORT AND KINETIC ENTROPY§§Combined contribution summarizing the talks of J. Knoll on the subject “Soft Modes and Resonances in Dense Matter” and Y.B. Ivanov on the subject “Quantum Transport and Kinetic Entropy”. ## 1 Bremsstrahlung from Classical Sources For a clarification of the soft mode problem we discus an example in classical electrodynamics. We consider a stochastic source, the hard matter, where the motion of a single charge is described by a diffusion process in terms of a Fokker-Planck equation for the probability distribution $`f`$ of position $`𝒙`$ and velocity $`𝒗`$ $`{\displaystyle \frac{}{t}}f(𝒙,𝒗,t)=\left(D\mathrm{\Gamma }_x^2{\displaystyle \frac{^2}{𝒗^2}}+\mathrm{\Gamma }_x{\displaystyle \frac{}{𝒗}}𝒗𝒗{\displaystyle \frac{}{𝒙}}\right)f(𝒙,𝒗,t).`$ (1) Fluctuations also evolve in time according to this equation, or equivalently by a random walk process $`^\mathrm{?}`$, and this way determine correlations. This charge is coupled to the Maxwell field. On the assumption of a non-relativistic source, this case does not suffer from standard pathologies encountered in hard thermal loop (HTL) problems of QCD, namely the collinear singularities, where $`𝒗𝒒1`$, and from diverging Bose-factors. The advantage of this Abelian example is that damping can be fully included without violating current conservation and gauge invariance. This problem is related to the Landau–Pommeranchuk–Migdal effect of bremsstrahlung in high-energy scattering $`^\mathrm{?}`$. The two macroscopic parameters, the spatial diffusion $`D`$ and friction $`\mathrm{\Gamma }_x`$ coefficients determine the relaxation rates of velocities. In the equilibrium limit ($`t\mathrm{}`$) the distribution attains a Maxwell-Boltzmann velocity distribution with the temperature $`T=m𝒗^2/3=mD\mathrm{\Gamma }_x`$. The correlation function can be obtained in closed form and one can discuss the resulting time correlations of the current at various values of the spatial photon momentum $`𝒒`$, Fig. 1 (details are given in ref. $`^\mathrm{?}`$). For the transverse part of the correlation tensor this correlation decays exponentially as $`e^{\mathrm{\Gamma }_x\tau }`$ at $`𝒒=0`$, and its width further decreases with increasing momentum $`q=\|𝒒\|`$. The in-medium production rate is given by the time Fourier transform $`\tau \omega `$, Fig. 1 (right part). The hard part of the spectrum behaves as intuitively expected, namely, it is proportional to the microscopic collision rate expressed through $`\mathrm{\Gamma }_x`$ (cf. below) and thus can be treated pertubatively by incoherent quasi-free (IQF) scattering prescriptions. However, independently of $`\mathrm{\Gamma }_x`$ the rate saturates at a value of $`1/2`$ in these units around $`\omega \mathrm{\Gamma }_x`$, and the soft part shows the inverse behavior. That is, with increasing collision rate the production rate is more and more suppressed! This is in line with the picture, where photons cannot resolve the individual collisions any more. Since the soft part of the spectrum behaves like $`\omega /\mathrm{\Gamma }_x`$, it shows a genuine non-perturbative feature which cannot be obtained by any power series in $`\mathrm{\Gamma }_x`$. For comparison: the dashed lines show the corresponding IQF yields, which agree with the correct rates for the hard part while completely fail and diverge towards the soft end of the spectrum. For non-relativistic sources $`𝒗^21`$ one can ignore the additional $`q`$-dependence (dipole approximation; cf. Fig. 1) and the entire spectrum is determined by one macroscopic scale, the relaxation rate $`\mathrm{\Gamma }_x`$. This scale provides a quenching factor $$C_0(\omega )=\frac{\omega ^2}{\omega ^2+\mathrm{\Gamma }_x^2}$$ (2) by which the IQF results have to be corrected in order to account for the finite collision time effects in dense matter. The diffusion result represents a re-summation of the microscopic Langevin multiple collision picture and altogether only macroscopic scales are relevant for the form of the spectrum and not the details of the microscopic collisions. Note also that the classical result fulfill the classical version ($`\mathrm{}0`$) of the sum rules discussed in refs. $`^{\mathrm{?},\mathrm{?}}`$. ## 2 Radiation on the Quantum level We have seen that at the classical level the problem of radiation from dense matter can be solved quite naturally and completely at least for simple examples, and Figs. 1 display the main physics. They show, that the damping of the particles due to scattering is an important feature, which in particular has to be included right from the onset. This does not only assure results that no longer diverge, but also provides a systematic and convergent scheme. On the quantum level such problems require techniques beyond the standard repertoire of perturbation theory or the quasi-particle approximation. In terms of nonequilibrium diagrammatic technique in Keldysh notation, the production or absorption rates are given by photon self-energy diagrams of the type to the right with an in– and out-going photon line (dashed). The hatched loop area denotes all strong interactions of the source. The latter give rise to a whole series of diagrams. As mentioned, for the particles of the source, e.g. the nucleons, one has to re-sum Dyson’s equation with the corresponding full complex self-energy in order to determine the full Green’s functions in dense matter. Once one has these Green’s functions together with the interaction vertices at hand, one could in principle calculate the required diagrams. However, both the computational effort to calculate a single diagram and the number of diagrams increase dramatically with the loop order of the diagrams, such that in practice only lowest-order loop diagrams can be considered in the quantum case. In certain limits some diagrams drop out. We could show that in the classical limit, which in this case implies the hierarchy $`\omega ,\|𝒒\|,\mathrm{\Gamma }Tm`$ together with low phase-space occupations for the source, i.e. $`f(x,p)1`$, only the following set of diagrams survives (3) In these diagrams the bold lines denote the full nucleon Green’s functions which also include the damping width, the black blocks represent the effective nucleon-nucleon interaction in matter, and the full dots the coupling vertex to the photon. Each of these diagrams with $`n`$ interaction loop insertions just corresponds to the $`n^{th}`$ term in the corresponding classical Langevin process, where hard scatterings occur at random with a constant mean collision rate $`\mathrm{\Gamma }`$. These scatterings consecutively change the velocity of a point charge from $`𝒗_0`$ to $`𝒗_1`$ to $`𝒗_2`$, $`\mathrm{}`$. In between scatterings the charge moves freely. For such a multiple collision process the space integrated current-current correlation function takes a simple Poisson form $`\mathrm{i}\mathrm{\Pi }^{\mu \nu +}`$ $``$ $`{\displaystyle \mathrm{d}^3x_1\mathrm{d}^3x_2j^\nu (𝒙_1,t\frac{\tau }{2})j^\mu (𝒙_2,t+\frac{\tau }{2})}`$ (4) $`=`$ $`e^2v^\mu (0)v^\nu (\tau )=e^2e^{\|\mathrm{\Gamma }\tau \|}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\|\mathrm{\Gamma }\tau \|^n}{n!}}v_0^\mu v_n^\nu `$ (5) with $`v=(1,𝒗)`$. Here $`\mathrm{}`$ denotes the average over the discrete collision sequence. This form, which one writes down intuitively, agrees with the analytic result of the quantum correlation diagrams (3) in the limit $`n1`$ and $`\mathrm{\Gamma }T`$. Fourier transformed it determines the spectrum in completely regular terms (void of any infra-red singularities), where each term describes the interference of the photon being emitted at a certain time or $`n`$ collisions later. In special cases where velocity fluctuations are degraded by a constant fraction $`\alpha `$ in each collision, such that $`𝒗_0𝒗_n=\alpha ^n𝒗_0𝒗_0`$, one can re-sum the whole series in Eq. (4) and thus recover the relaxation result with $`2\mathrm{\Gamma }_x𝒗^2=\mathrm{\Gamma }(𝒗_0𝒗_1)^2`$ at least for $`𝒒=0`$ and the corresponding quenching factor (2). Thus the classical multiple collision example provides a quite intuitive picture about such diagrams. Further details are given in ref. $`^\mathrm{?}`$. The above example shows that we have to deal with particle transport that explicitly takes account of the particle mass-width in order to properly describe soft radiation from the system. ## 3 The $`\rho `$-meson in dense matter Another example we like to discuss concerns properties of the $`\rho `$-meson and their consequences for the $`\rho `$-decay into di-leptons are discussed. In terms of the nonequilibrium diagrammatic technique, the exact production rate of di-leptons is given by the following formula $`{\displaystyle \frac{\mathrm{d}n^{\text{e}^+\text{e}^{}}}{\mathrm{d}t\mathrm{d}m}}`$ $`=`$ (6) $`=`$ $`f_\rho (m,𝒑,𝒙,t)A_\rho (m,𝒑,𝒙,t)\mathrm{\hspace{0.33em}2}m\mathrm{\Gamma }^{\rho \text{e}^+\text{e}^{}}(m).`$ Here $`\mathrm{\Gamma }^{\rho \text{e}^+\text{e}^{}}(m)1/m^3`$ is the mass-dependent electromagnetic decay rate of the $`\rho `$ into the di-lepton pair of invariant mass $`m`$. The phase-space distribution $`f_\rho (m,𝒑,𝒙,t)`$ and the spectral function $`A_\rho (m,𝒑,𝒙,t)`$ define the properties of the $`\rho `$-meson at space-time point $`𝒙,t`$. Both quantities are in principle to be determined dynamically by an appropriate transport model. However till to-date the spectral functions are not treated dynamically in most of the present transport models. Rather one employs on-shell $`\delta `$-functions for all stable particles and spectral functions fixed to the vacuum shape for resonances. As an illustration, the model case is discussed, where the $`\rho `$-meson just strongly couples to two channels, i.e. the $`\pi ^+\pi ^{}`$ and $`\pi N\rho N`$ channels, the latter being relevant at finite nuclear densities. The latter component is representative for all channels contributing to the so-called direct $`\rho `$ in transport codes. For a first orientation the equilibrium properties<sup>a</sup><sup>a</sup>aFar more sophisticated and in parts unitary consistent equilibrium calculations have already been presented in the literature $`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$. It is not the point to compete with them at this place. are discussed in simple analytical terms with the aim to discuss the consequences for the implementation of such resonance processes into dynamical transport simulation codes. Both considered processes add to the total width of the $`\rho `$-meson $`\mathrm{\Gamma }_{\mathrm{tot}}(m,𝒑)`$ $`=`$ $`\mathrm{\Gamma }_{\rho \pi ^+\pi ^{}}(m,𝒑)+\mathrm{\Gamma }_{\rho \pi NN^1}(m,𝒑),`$ (7) and the equilibrium spectral function then results from the cuts of the two diagrams $`A_\rho (m,𝒑)`$ $`=`$ $`\underset{{\displaystyle \frac{2m\mathrm{\Gamma }_{\rho \pi ^+\pi ^{}}+2m\mathrm{\Gamma }_{\rho \pi NN^1}}{\left(m^2m_\rho ^2\text{Re}\mathrm{\Sigma }^R\right)^2+m^2\mathrm{\Gamma }_{\mathrm{tot}}^2}}}{\underset{}{\text{}+\text{}}}.`$ (8) In principle, both diagrams have to be calculated in terms of fully self-consistent propagators, i.e. with corresponding widths for all particles involved. This formidable task has not been done yet. Using micro-reversibility and the properties of thermal distributions, the two terms in Eq. (8) contributing to the di-lepton yield (6), can indeed approximately be reformulated as the thermal average of a $`\pi ^+\pi ^{}\rho \mathrm{e}^+\mathrm{e}^{}`$-annihilation process and a $`\pi N\rho N\mathrm{e}^+\mathrm{e}^{}N`$-scattering process, i.e. $`{\displaystyle \frac{\mathrm{d}n^{\mathrm{e}^+\mathrm{e}^{}}}{\mathrm{d}m\mathrm{d}t}}`$ $``$ $`f_{\pi ^+}f_\pi ^{}v_{\pi \pi }\sigma (\pi ^+\pi ^{}\rho \mathrm{e}^+\mathrm{e}^{})`$ (10) $`+f_\pi f_Nv_{\pi N}\sigma (\pi N\rho N\mathrm{e}^+\mathrm{e}^{}N)_T,`$ where $`f_\pi `$ and $`f_N`$ are corresponding particle occupations and $`v_{\pi \pi }`$ and $`v_{\pi N}`$ are relative velocities. However, the important fact to be noticed is that in order to preserve unitarity the corresponding cross sections are no longer the free ones, as given by the vacuum decay width in the denominator, but rather involve the medium dependent total width (7). This illustrates in simple terms that rates of broad resonances can no longer simply be added in a perturbative way. Since it concerns a coupled channel problem, there is a cross talk between the different channels to the extent that the common resonance propagator attains the total width arising from all partial widths feeding and depopulating the resonance. While a perturbative treatment with free cross sections in Eq. (10) would enhance the yield at resonance mass, $`m=m_\rho `$, if a channel is added, cf. Fig. 2 left part, the correct treatment (8) even inverts the trend and indeed depletes the yield at resonance mass, right part in Fig. 2. Furthermore, one sees that only the total yield involves the spectral function, while any partial cross section refers to that partial term with the corresponding partial width in the numerator! Unfortunately so far all these facts have been ignored or even overlooked in the present transport treatment of broad resonances. Compared to the spectral function both thermal components in Fig. 2 show a significant enhancement on the low mass side and a strong depletion at high masses due to the thermal weight $`f\mathrm{exp}(p_0/T)`$ in the rate (6). As an example we show an exploratory study of the interacting system of $`\pi `$, $`\rho `$ and $`a_1`$-mesons described by the $`\mathrm{\Phi }`$-functional (11) $`\mathrm{\Phi }=\text{}+\text{}+\text{}`$ (12) (cf. section 5 below). The couplings and masses are chosen as to reproduce the known vacuum properties of the $`\rho `$ and $`a_1`$ meson with nominal masses and widths $`m_\rho =770`$ MeV, $`m_{a_1}=1200`$ MeV, $`\mathrm{\Gamma }_\rho =150`$ MeV, $`\mathrm{\Gamma }_{a_1}=400`$ MeV. The results of a finite temperature calculation at $`T=150`$ MeV with all self-energy loops resulting from the $`\mathrm{\Phi }`$-functional of Eq. (11) computed $`^\mathrm{?}`$ with self-consistent broad width Green’s functions are displayed in Fig. 3 (corrections to the real part of the self-energies were not yet included). The last diagram of $`\mathrm{\Phi }`$ with the four pion self-coupling has been added in order to supply pion with broad mass-width as they would result from the coupling of pions to nucleons and the $`\mathrm{\Delta }`$ resonance in nuclear matter environment. As compared to first-order one-loop results which drop to zero below the 2-pion threshold at 280 MeV, the self-consistent results essentially add in strength at the low-mass side of the di-lepton spectrum. ## 4 Quantum Kinetic Equation The two above-presented examples unambiguously show that for consistent dynamical treatment of nonequilibrium evolution of soft radiation and broad resonances we need a transport theory that takes due account of mass-widths of constituent particles. A proper frame for such a transport is provided by Kadanoff–Baym equations. We consider the Kadanoff–Baym equations in the first-order gradient approximation, assuming that time–space evolution of a system is smooth enough to justify this approximation. First of all, it is helpful to avoid all the imaginary factors inherent in the standard Green function formulation ($`G^{ij}`$ with $`i,j\{+\}`$) and introduce quantities which are real and, in the quasi-homogeneous limit, positive and therefore have a straightforward physical interpretation, much like for the Boltzmann equation. In the Wigner representation we define $`F(X,p)`$ $`=`$ $`A(X,p)f(X,p)=()\mathrm{i}G^+(X,p),`$ $`\stackrel{~}{F}(X,p)`$ $`=`$ $`A(X,p)[1f(X,p)]=\mathrm{i}G^+(X,p),`$ (13) $`A(X,p)`$ $``$ $`2\mathrm{I}\mathrm{m}G^R(X,p)=\stackrel{~}{F}\pm F=\mathrm{i}\left(G^+G^+\right)`$ (14) for the generalized Wigner functions $`F`$ and $`\stackrel{~}{F}`$ with the corresponding four-phase-space distribution functions $`f(X,p)`$ and Fermi/Bose factors $`[1f(X,p)]`$, with the spectral function $`A(X,p)`$ and the retarded propagator $`G^R`$. Here and below the upper sign corresponds to fermions and the lower one, to bosons. According to relations between Green functions $`G^{ij}`$ only two independent real functions of all the $`G^{ij}`$ are required for a complete description. Likewise the reduced gain and loss rates of the collision integral and the damping rate are defined as $`\mathrm{\Gamma }_{\text{in}}(X,p)`$ $`=`$ $`()\mathrm{i}\mathrm{\Sigma }^+(X,p),\mathrm{\Gamma }_{\text{out}}(X,p)=\mathrm{i}\mathrm{\Sigma }^+(X,p),`$ (15) $`\mathrm{\Gamma }(X,p)`$ $``$ $`2\mathrm{I}\mathrm{m}\mathrm{\Sigma }^R(X,p)=\mathrm{\Gamma }_{\text{out}}(X,p)\pm \mathrm{\Gamma }_{\text{in}}(X,p),`$ (16) where $`\mathrm{\Sigma }^{ij}`$ are contour components of the self-energy, and $`\mathrm{\Sigma }^R`$ is the retarded self-energy. In terms of this notation and within the first-order gradient approximation, the Kadanoff–Baym equations for $`F`$ and $`\stackrel{~}{F}`$ (which result from differences of the corresponding Dyson’s equations with their adjoint ones) take the kinetic form $`𝒟F\{\mathrm{\Gamma }_{\text{in}},\mathrm{Re}G^R\}`$ $`=`$ $`C,`$ (17) $`𝒟\stackrel{~}{F}\{\mathrm{\Gamma }_{\text{out}},\mathrm{Re}G^R\}`$ $`=`$ $`C`$ (18) with the drift operator and collision term respectively $`𝒟`$ $`=`$ $`\left(v_\mu {\displaystyle \frac{\mathrm{Re}\mathrm{\Sigma }^R}{p^\mu }}\right)_X^\mu +{\displaystyle \frac{\mathrm{Re}\mathrm{\Sigma }^R}{X^\mu }}{\displaystyle \frac{}{p_\mu }},v^\mu =(1,𝒑/m),`$ (19) $`C(X,p)`$ $`=`$ $`\mathrm{\Gamma }_{\text{in}}(X,p)\stackrel{~}{F}(X,p)\mathrm{\Gamma }_{\text{out}}(X,p)F(X,p).`$ (20) Within the same approximation level there are two alternative equations for $`F`$ and $`\stackrel{~}{F}`$ $`MF\mathrm{Re}G^R\mathrm{\Gamma }_{\text{in}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\{\mathrm{\Gamma },F\}\{\mathrm{\Gamma }_{\text{in}},A\}\right),`$ (21) $`M\stackrel{~}{F}\mathrm{Re}G^R\mathrm{\Gamma }_{\text{out}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\{\mathrm{\Gamma },\stackrel{~}{F}\}\{\mathrm{\Gamma }_{\text{out}},A\}\right)`$ (22) with the “mass” function $`M(X,p)=p_0𝒑^2/2m\mathrm{Re}\mathrm{\Sigma }^R(X,p)`$. These two equations result from sums of the corresponding Dyson’s equations with their adjoint ones. Eqs. (21) and (22) can be called the mass-shell equations, since in the quasiparticle limit they provide the on-mass-shell condition $`M=0`$. Appropriate combinations of the two sets (17)–(18) and (21)–(22) provide us with retarded Green’s function equations, which are simultaneously solved $`^{\mathrm{?},\mathrm{?}}`$ by $`G^R={\displaystyle \frac{1}{M(X,p)+\mathrm{i}\mathrm{\Gamma }(X,p)/2}}\{\begin{array}{ccc}\hfill A& =& {\displaystyle \frac{\mathrm{\Gamma }}{M^2+\mathrm{\Gamma }^2/4}},\hfill \\ \hfill \mathrm{Re}G^R& =& {\displaystyle \frac{M}{M^2+\mathrm{\Gamma }^2/4}}.\hfill \end{array}`$ (25) With the solution (25) for $`G^R`$ equations (17) and (18) become identical to each other, as well as Eqs. (21) and (22). However, Eqs. (17)–(18) still are not identical to Eqs. (21)–(22), while they were identical before the gradient expansion. Indeed, one can show $`^\mathrm{?}`$ that Eqs. (17)–(18) differ from Eqs. (21)–(22) in second order gradient terms. This is acceptable within the gradient approximation, however, the still remaining difference in the second-order terms is inconvenient from the practical point of view. Following Botermans and Malfliet $`^\mathrm{?}`$, we express $`\mathrm{\Gamma }_{\text{in}}=\mathrm{\Gamma }f+O(_X)`$ and $`\mathrm{\Gamma }_{\text{in}}=\mathrm{\Gamma }(1f)+O(_X)`$ from the l.h.s. of mass-shell Eqs. (21) and (22), substitute them into the Poisson bracketed terms of Eqs. (17) and (18), and neglect all the resulting second-order gradient terms. The so obtained quantum four-phase-space kinetic equations for $`F=fA`$ and $`\stackrel{~}{F}=(1f)A`$ then read $`𝒟\left(fA\right)\{\mathrm{\Gamma }f,\mathrm{Re}G^R\}`$ $`=`$ $`C,`$ (26) $`𝒟\left((1f)A\right)\{\mathrm{\Gamma }(1f),\mathrm{Re}G^R\}`$ $`=`$ $`C.`$ (27) These quantum four-phase-space kinetic equations, which are identical to each other in view of retarded relation (25), are at the same time completely identical to the correspondingly substituted mass-shell Eqs. (21) and (22). The validity of the gradient approximation $`^\mathrm{?}`$ relies on the overall smallness of the collision term $`C=\{\text{gain}\text{loss}\}`$ rather than on the smallness of the damping width $`\mathrm{\Gamma }`$. Indeed, while fluctuations and correlations are governed by time scales given by $`\mathrm{\Gamma }`$, the Kadanoff–Baym equations describe the behavior of the ensemble mean of the occupation in phase-space $`F(X,p)`$. It implies that $`F(X,p)`$ varies on space-time scales determined by $`C`$. In cases where $`\mathrm{\Gamma }`$ is not small enough by itself, the system has to be sufficiently close to equilibrium in order to provide a valid gradient approximation through the smallness of the collision term $`C`$. Both the Kadanoff–Baym (17) and the Botermans–Malfliet choice (26) are, of course, equivalent within the validity range of the first-order gradient approximation. Frequently, however, such equations are used beyond the limits of their validity as ad-hoc equations, and then the different versions may lead to different results. So far we have no physical condition to prefere one of the choices. The procedure, where in all Poisson brackets the $`\mathrm{\Gamma }_{\text{in}}`$ and $`\mathrm{\Gamma }_{\text{out}}`$ terms have consistently been replaced by $`f\mathrm{\Gamma }`$ and $`(1f)\mathrm{\Gamma }`$, respectively, is therefore optional. However, in doing so we gained some advantages. Beside the fact that quantum four-phase-space kinetic equation (26) and the mass-shell equation are then exactly equivalent to each other, this set of equations has a particular features with respect to the definition of a nonequilibrium entropy flow in connection with the formulation of an exact H-theorem in certain cases. If we omit these substitutions, both these features would become approximate with deviations at the second-order gradient level. The equations so far presented, mostly with the Kadanoff–Baym choice (17), were the starting point for many derivations of extended Boltzmann and generalized kinetic equations, ever since these equations have been formulated in 1962. Most of those derivations use the equal-time reduction by integrating the four-phase-space equations over energy $`p_0`$, thus reducing the description to three-phase-space information, cf. refs. $`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$ and refs. therein. This can only consistently be done in the limit of small width $`\mathrm{\Gamma }`$ employing some kind of quasi-particle ansatz for the spectral function $`A(X,p)`$. Particular attention has been payed to the treatment of the time-derivative parts in the Poisson brackets, which in the four-phase-space formulation still appear time-local, i.e. Markovian, while they lead to retardation effects in the equal-time reduction. Generalized quasiparticle ansätze were proposed, which essentially improve the quality and consistency of the approximation, providing those extra terms to the naive Boltzmann equation (some times called additional collision term) which are responsible for the correct second-order virial corrections and the appropriate conservation of total energy, cf. $`^{\mathrm{?},\mathrm{?}}`$ and refs. therein. However, all these derivations imply some information loss about the differential mass spectrum due to the inherent reduction to a 3-momentum representation of the distribution functions by some specific ansatz. With the aim to treat cases as those displayed in Figs. 2 and 3, where the differential mass spectrum can be observed by di-lepton spectra, within a self-consistent non-equiblibrium approach, one has to treat the differential mass information dynamically, i.e. by means of Eq. (25) avoiding any kind of quasi-particle reductions and work with the full quantum four phase-space kinetic Eq. (26). In the following we discuss the properties of this set of quantum kinetic equations. ## 5 $`\mathrm{\Phi }`$-derivable approximations The preceding considerations have shown that one needs a transport scheme adapted to broad resonances. Besides the conservation laws it should comply with requirements of unitarity and detailed balance. A practical suggestion has been given in ref. $`^\mathrm{?}`$ in terms of cross-sections. However, this picture is tied to the concept of asymptotic states and therefore not well suited for the general case, in particular, if more than one channel feeds into a broad resonance. Therefore, we suggest to revive the so-called $`\mathrm{\Phi }`$-derivable scheme, originally proposed by Baym $`^\mathrm{?}`$ on the basis of the generating functional, or partition sum, given by Luttinger and Ward $`^\mathrm{?}`$, and later reformulated in terms of path-integrals $`^\mathrm{?}`$. The auxiliary functional $`\mathrm{\Phi }`$ is given by two-particle irreducible vacuum diagrams. It solely depends on fully re-summed, i.e. self-consistently generated propagators $`\mathrm{i}G(x,y)=<T_C\widehat{\phi }(x)\widehat{\phi }^{}(y)>`$, where $`T_C`$ indicates real-time contour ordering. The consistency is provided by the fact that $`\mathrm{\Phi }`$ is the generating functional for the re-summed self-energy $`\mathrm{\Sigma }(x,y)`$ via functional variation of $`\mathrm{\Phi }`$ with respect to any contour ordered propagator $`G(y,x)`$, i.e. $`\mathrm{i}\mathrm{\Sigma }(x,y)=\delta \mathrm{i}\mathrm{\Phi }/\delta \mathrm{i}G(y,x).`$ (28) An extension to include classical fields or condensates into the scheme is presented in ref. $`^\mathrm{?}`$ In graphical terms, the variation (28) with respect to $`G`$ is realized by opening a propagator line in all diagrams of $`\mathrm{\Phi }`$. The resulting set of thus opened diagrams must then be that of proper skeleton diagrams of $`\mathrm{\Sigma }`$ in terms of full propagators, i.e. void of any self-energy insertions. As a consequence, the $`\mathrm{\Phi }`$-diagrams have to be two-particle irreducible, i.e. they cannot be decomposed into two pieces by cutting two propagator lines. The key property is that truncating the auxiliary functional $`\mathrm{\Phi }`$ to a limited subset of diagrams leads to a self-consistent, i.e closed, approximation scheme. Thereby the approximate forms of $`\mathrm{\Phi }`$ define effective theories, where $`\mathrm{\Phi }^{\text{(appr.)}}`$ serves as a generating functional for the approximate self-energies $`\mathrm{\Sigma }^{\text{(appr.)}}(x,y)`$ through relation (28), which then enter as driving terms for the Dyson’s equations of the different species in the system. As Baym $`^\mathrm{?}`$ has shown, such a $`\mathrm{\Phi }`$-derivable approximation is conserving as related to global symmetries of the original theory. We explicitly cite the forms of the conserved Noether current and of the energy–momentum tensor, cf. ref. $`^\mathrm{?}`$, $`j^\mu (X)`$ $`=`$ $`{\displaystyle \frac{e}{2}}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}v^\mu \left(F(X,p)\stackrel{~}{F}(X,p)\right)},`$ (29) $`\mathrm{\Theta }^{\mu \nu }(X)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}v^\mu p^\nu \left(F(X,p)\stackrel{~}{F}(X,p)\right)}+g^{\mu \nu }\left(^{\text{int}}^{\text{pot}}\right),`$ (30) where $`^{\text{int}}(X)=\widehat{}^{\text{int}}(X)={\displaystyle \frac{\delta \mathrm{\Phi }}{\delta \lambda (X)}}\|_{\lambda =1}`$ is the density of interaction energy ($`\lambda (X)`$ locally scales the coupling strength of vertices, cf. ref. $`^\mathrm{?}`$) and the density of potential energy $`^{\text{pot}}`$ takes the following simple form within the first-order gradient approximation $`^{\text{pot}}(X)={\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\left[\mathrm{Re}\mathrm{\Sigma }^R\left(F\stackrel{~}{F}\right)+\mathrm{Re}G^R\left(\mathrm{\Gamma }_{\text{in}}\mathrm{\Gamma }_{\text{out}}\right)\right]}.`$ The first term of $`^{\text{pot}}`$ complies with quasi-particle expectations, namely mean potential times density, the second term displays the role of fluctuations $`I=\mathrm{\Gamma }_{\text{in}}\mathrm{\Gamma }_{\text{out}}`$ in the potential energy density. This fluctuation term precisely arises form the Poisson bracket term in the kinetic Eq. (26) which induces a back-flow. It restores the Noether expressions (29) and (30) as being indeed the exactly conserved quantities. In this compensation we see the essential role of the fluctuation term in the quantum four-phase-space kinetic equation. Dropping or approximating this term would spoil the conservation laws. Before the gradient expansion, quantities (29) and (30) are exact integrals of equations of motion. While after the gradient expansion, they comply with the quantum four-phase-space kinetic equation (26) up to the first-order gradient terms. At the same time the $`\mathrm{\Phi }`$-derivable scheme provides thermodynamical consistency. The latter automatically implies correct detailed balance relations between the various transport processes. For multicomponent systems it leads to a actio = reactio principle. This implies that the properties of one species are not changed by the interaction with other species without affecting the properties of the latter ones, too. Some thermodynamic examples have been considered recently, e.g., for the interacting $`\pi N\mathrm{\Delta }`$ system $`^\mathrm{?}`$ and for a relativistic QED plasma $`^\mathrm{?}`$. ## 6 Collision Term To further discuss the transport treatment we need an explicit form of the collision term (19), which is provided from the $`\mathrm{\Phi }`$ functional in the $`+`$ matrix notation via the variation rules (28) as $`C(X,p)=`$ $`{\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta \stackrel{~}{F}(X,p)}}\stackrel{~}{F}(X,p){\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta F(X,p)}}F(X,p).`$ (31) Here we assumed $`\mathrm{\Phi }`$ be transformed into the Wigner representation and all $`\mathrm{i}G^+`$ and $`\mathrm{i}G^+`$ to be replaced by the Wigner-densities $`F`$ and $`\stackrel{~}{F}`$. Thus, the structure of the collision term can be inferred from the structure of the diagrams contributing to the functional $`\mathrm{\Phi }`$. To this end, in close analogy to the consideration of ref. $`^\mathrm{?}`$, we discuss various decompositions of the $`\mathrm{\Phi }`$-functional, from which the in- and out-rates are derived. For the sake of physical transparency, we confine our treatment to the local case, where in the Wigner representation all the Green functions are taken at the same space-time coordinate $`X`$ and all non-localities, i.e. derivative corrections, are disregarded. Derivative corrections give rise to memory effects in the collision term, which will be analyzed separately for the specific case of the triangle diagram. Consider a given closed diagram of $`\mathrm{\Phi }`$, at this level specified by a certain number $`n_\lambda `$ of vertices and a certain contraction pattern. This fixes the topology of such a contour diagram. It leads to $`2^{n_\lambda }`$ different diagrams in the $`+`$ notation from the summation over all $`+`$ signs attached to each vertex. Any $`+`$ notation diagram of $`\mathrm{\Phi }`$, which contains vertices of either sign, can be decomposed into two pieces in such a way that each of the two sub-pieces contains vertices of only one type of sign<sup>b</sup><sup>b</sup>bTo construct the decomposition, just deform a given mixed-vertex diagram of $`\mathrm{\Phi }`$ in such a way that all $`+`$ and $``$ vertices are placed left and respectively right from a vertical division line and then cut along this line. $`\mathrm{i}\mathrm{\Phi }_{\alpha \beta }=\text{}=\left(\alpha \left\|F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\right\|\beta \right)`$ $``$ $`{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}(2\pi )^4\delta ^4\left(\underset{i}{}p_i\underset{i}{}p_i^{}\right)V_\alpha ^{}F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}V_\beta }`$ with $`F_1\mathrm{}F_m\stackrel{~}{F}_1^{}\mathrm{}\stackrel{~}{F}_{\stackrel{~}{m}}^{}`$ linking the two amplitudes. The $`V_\alpha ^{}(X;p_1,\mathrm{}p_1^{},\mathrm{})`$ and $`V_\beta (X;p_1,\mathrm{}p_1^{},\mathrm{})`$ amplitudes represent multi-point vertex functions of only one sign for the vertices, i.e. they are either entirely time ordered ($``$ vertices) or entirely anti-time ordered ($`+`$ vertices). Here we used the fact that adjoint expressions are complex conjugate to each other. Each such vertex function is determined by normal Feynman diagram rules. Applying the matrix variation rules (31), we find that the considered $`\mathrm{\Phi }`$ diagram gives the following contribution to the local part of the collision term (19) $`C^{\text{loc}}(X,p){\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}R\left[\underset{i}{}\delta ^4(p_ip)\underset{i}{}\delta ^4(p_i^{}p)\right]}`$ $`\times \left\{\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\right\}(2\pi )^4\delta ^4\left({\displaystyle \underset{i}{}}p_i{\displaystyle \underset{i}{}}p_i^{}\right).`$ (33) with the partial process rates $$R(X;p_1,\mathrm{}p_1^{},\mathrm{})=\underset{(\alpha \beta )\mathrm{\Phi }}{}\mathrm{Re}\left\{V_\alpha ^{}(X;p_1,\mathrm{}p_1^{},\mathrm{})V_\beta (X;p_1,\mathrm{}p_1^{},\mathrm{})\right\}.$$ (34) The restriction to the real part arises, since with $`(\alpha \|\beta )`$ also the adjoint $`(\beta \|\alpha )`$ diagram contributes to this collision term. However these rates are not necessarily positive. In this point, the generalized scheme differs from the conventional Boltzmann kinetics. An important example of approximate $`\mathrm{\Phi }`$ which we extensively use below is $`\mathrm{i}\mathrm{\Phi }`$ $`={\displaystyle \frac{1}{2}}\text{}+{\displaystyle \frac{1}{4}}\text{}+{\displaystyle \frac{1}{6}}\text{}`$ (35) where logarithmic factors due to the special features of the $`\mathrm{\Phi }`$-diagrammatic technique are written out explicitly, cf. ref. $`^\mathrm{?}`$. In this example we assume a system of fermions interacting via a two-body potential $`V=V_0\delta (xy)`$, and, for the sake of simplicity, disregard its spin structure. The $`\mathrm{\Phi }`$ functional of Eq. (LABEL:Phi-ring) results in the following local collision term $`C^{\text{loc}}`$ $`=`$ $`d^2{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\frac{\mathrm{d}^4p_2}{(2\pi )^4}\frac{\mathrm{d}^4p_3}{(2\pi )^4}\left(\left\|\text{}+\text{}\right\|^2\|\text{}\|^2\right)}`$ (36) $`\times \delta ^4\left(p+p_1p_2p_3\right)\left(F_2F_3\stackrel{~}{F}\stackrel{~}{F}_1\stackrel{~}{F}_2\stackrel{~}{F}_3FF_1\right),`$ where $`d`$ is the spin (and maybe isospin) degeneracy factor. From this example one can see that the positive definiteness of transition rate is not evident. The first-order gradient corrections to the local collision term (33) are called memory corrections. Only diagrams of third and higher order in the number of vertices give rise to memory effects. In particular, only the last diagram of Eq. (LABEL:Phi-ring) gives rise to the memory correction, which is calculated in ref. $`^\mathrm{?}`$. ## 7 Entropy Compared to exact descriptions, which are time reversible, reduced description schemes in terms of relevant degrees of freedom have access only to some limited information and thus normally lead to irreversibility. In the Green’s function formalism presented here the information loss arises from the truncation of the exact Martin–Schwinger hierarchy, where the exact one-particle Green function couples to the two-particle Green functions, cf. refs. $`^{\mathrm{?},\mathrm{?}}`$, which in turn are coupled to the three-particle level, etc. This truncation is achieved by the standard Wick decomposition, where all observables are expressed through one-particle propagators and therefore higher-order correlations are dropped. This step provides the Dyson’s equation and the corresponding loss of information is expected to lead to a growth of entropy with time. We start with general manipulations which lead us to definition of the kinetic entropy flow. We multiply Eq. (26) by $`\mathrm{ln}(F/A)`$, Eq. (27) by $`()\mathrm{ln}(\stackrel{~}{F}/A)`$, take their sum, integrate it over $`\mathrm{d}^4p/(2\pi )^4`$, and finally sum the result over internal degrees of freedom like spin ($`\mathrm{Tr}`$). Then we arrive at the following relation $`_\mu s_{\text{loc}}^\mu (X)=\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}_a}{F}C(X,p)},`$ (37) where the quantity $`s_{\text{loc}}^\mu =\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\frac{A^2\mathrm{\Gamma }}{2}\left[\left(v^\mu \frac{\mathrm{Re}\mathrm{\Sigma }^R}{p_\mu }\right)M\mathrm{\Gamma }^1\frac{\mathrm{\Gamma }}{p_\mu }\right]\sigma (X,p)}`$ (38) (where $`\sigma (X,p)=[1f]\mathrm{ln}[1f]f\mathrm{ln}f`$) obtained from the l.h.s. of the kinetic equation is interpreted as the local (Markovian) part of the entropy flow. Indeed, the $`s_{\text{loc}}^0`$ has proper thermodynamic and quasiparticle limits $`^\mathrm{?}`$. However, to be sure that this is indeed the entropy flow we must prove the H-theorem for this quantity. First, let us consider the case, when memory corrections to the collision term are negligible. Then we can make use of the form (33) of the local collision term. Thus, we arrive at the relation $`\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C_{\text{loc}}(X,p)}\text{Tr}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}R}`$ $`\times \left\{F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}\right\}\mathrm{ln}{\displaystyle \frac{F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}}{\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}}}(2\pi )^4\delta ^4\left({\displaystyle \underset{i}{}}p_i{\displaystyle \underset{i}{}}p_i^{}\right).`$ (39) In case all rates $`R`$ are non-negative, i.e. $`R0`$, this expression is non-negative, since $`(xy)\mathrm{ln}(x/y)0`$ for any positive $`x`$ and $`y`$. In particular, $`R0`$ takes place for all $`\mathrm{\Phi }`$-functionals up to two vertices. Then the divergence of $`s_{\text{loc}}^\mu `$ is non-negative $`_\mu s_{\text{loc}}^\mu (X)0,`$ (40) which proves the $`H`$-theorem in this case with (38) as the nonequilibrium entropy flow. However, as has been mentioned above, we are unable to show that $`R`$ always takes non-negative values for all $`\mathrm{\Phi }`$-functionals. If memory corrections are essential, the situation is even more involved. Let us consider this situation again at the example of the $`\mathrm{\Phi }`$ approximation given by Eq. (LABEL:Phi-ring). We assume that the fermion–fermion potential interaction is such that the corresponding transition rate of the corresponding local collision term (36) is always non-negative, so that the $`H`$-theorem takes place in the local approximation, i.e. when we keep only $`C^{\text{loc}}`$. Here we will schematically describe calculations of ref. $`^\mathrm{?}`$ which, to our opinion, illustrate a general strategy for the derivation of memory correction to the entropy, provided the $`H`$-theorem holds for the local part. Now Eq. (37) takes the form $$_\mu s_{\text{loc}}^\mu (X)=\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{loc}}+\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{mem}},$$ (41) where $`s_{\text{loc}}^\mu `$ is still the Markovian entropy flow defined by Eq. (38). Our aim here is to present the last term on the r.h.s. of Eq. (41) in the form of full $`x`$-derivative $$\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{mem}}=_\mu s_{\text{mem}}^\mu (X)+\delta c_{\text{mem}}(X)$$ (42) of some function $`s_{\text{mem}}^\mu (X)`$, which we then interpret as a non-Markovian correction to the entropy flow of Eq. (38) plus a correction ($`\delta c_{\text{mem}}`$). For the memory induced by the triangle diagram of Eq.(LABEL:Phi-ring) detailed calculations of ref. $`^\mathrm{?}`$ show that the smallness of the $`\delta c_{\text{mem}}`$, originating from small space–time gradients and small deviation from equilibrium, allows us to neglect this term as compared to the first term in r.h.s. of Eq. (42). Thus, we obtain $$_\mu \left(s_{\text{loc}}^\mu +s_{\text{mem}}^\mu \right)\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{loc}}0,$$ (43) which is the $`H`$-theorem for the non-Markovian kinetic equation under consideration with $`s_{\text{loc}}^\mu +s_{\text{mem}}^\mu `$ as the proper entropy flow. The r.h.s. of Eq. (43) is non-negative provided the corresponding transition rate in the local collision term of Eq. (36) is non-negative. The explicit form of $`s_{\text{mem}}^\mu `$ is very complicated, see ref. $`^\mathrm{?}`$. In equilibrium at low temperatures we get $`s_{\text{mem}}^0T^3\mathrm{ln}T`$ which gives the leading correction to the standard Fermi-liquid entropy. This is the famous correction $`^{\mathrm{?},\mathrm{?}}`$ to the specific heat of liquid <sup>3</sup>He. Since this correction is quite comparable (numerically) to the leading term in the specific heat ($`T`$), one may claim that liquid <sup>3</sup>He is a liquid with quite strong memory effects from the point of view of kinetics. ## 8 Summary A number of problems arising in different dynamical systems, e.g. in heavy-ion collisions, require an explicit treatment of dynamical evolution of particles with finite mass-width. This was demonstrated for the example of bremsstrahlung from a nuclear source, where the soft part of the spectrum can be reproduced only provided the mass-widths of nucleons in the source are taken explicitly into account. In this case the mass-width arises due to collisional broadening of nucleons. Another example considered concerns propagation of broad resonances (like $`\rho `$-meson) in the medium. Decays of $`\rho `$-mesons are an important source of di-leptons radiated by excited nuclear matter. As shown, a consistent description of the invariant-mass spectrum of radiated di-leptons can be only achieved if one accounts for the in-medium modification of the $`\rho `$-meson width (more precisely, its spectral function). We have argued that the Kadanoff–Baym equation within the first-order gradient approximation, slightly modified to make the set of Dyson’s equations exactly consistent (rather than up to the second-order gradient terms), provide a proper frame for a quantum four-phase-space kinetic description that applies also to systems of unstable particles. This quantum four-phase-space kinetic equation proves to be charge and energy–momentum conserving and thermodynamically consistent, provided it is based on a $`\mathrm{\Phi }`$-derivable approximation. The $`\mathrm{\Phi }`$ functional also gives rise to a very natural representation of the collision term. Various self-consistent approximations are known since long time which do not explicitely use the $`\mathrm{\Phi }`$-derivable concept like self-consistent Born and T-matrix approximations. The advantage the $`\mathrm{\Phi }`$ functional method consists in offering a regular way of constructing various self-consistent approximations. We have also addressed the question whether a closed nonequilibrium system approaches the thermodynamic equilibrium during its evolution. We obtained a definite expression for a local (Markovian) entropy flow and were able to explicitly demonstrate the $`H`$-theorem for some of the common choices of $`\mathrm{\Phi }`$ approximations. This expression holds beyond the quasiparticle picture and thus generalizes the well-known Boltzmann kinetic entropy. Memory effects in the quantum four-phase-space kinetics were discussed and a general strategy to deduce memory corrections to the entropy was outlined. Acknowledgment: We are grateful to G. Baym, G.E. Brown, P. Danielewicz, H. Feldmeier, B. Friman, E.E. Kolomeitsev and P.C. Martin for fruitful discussions. Two of us (Y.B.I. and D.N.V.) highly appreciate the hospitality and support rendered to us at Gesellschaft für Schwerionenforschung and by the Niels Bohr Institute. This work has been supported in part by BMBF (WTZ project RUS-656-96). Y.B.I. acknowledges partial support of Alexander-von-Humboldt Foundation. ## References
warning/0001/nucl-th0001059.html	ar5iv	text	# alpha-nucleus potentials for the neutron-deficient 𝑝 nuclei ## I Introduction The bulk of the heavy nuclei ($`A100`$) has been synthesized by neutron capture in the $`s`$\- and $`r`$-process. However, most of the rare neutron-deficient nuclei with $`A100`$ cannot be produced by neutron capture. The main production mechanism for these so-called $`p`$ nuclei is photodisintegration in the astrophysical $`\gamma `$-process by ($`\gamma `$,n), ($`\gamma `$,p), and ($`\gamma `$,$`\alpha `$) reactions of heavy seed nuclei from the $`s`$\- and $`r`$-process. A list of the neutron-deficient $`p`$ nuclei from <sup>74</sup>Se to <sup>196</sup>Hg can be found in Table 1 of Ref. . Typical parameters for the $`\gamma `$-process are temperatures of $`2T_93`$ ($`T_9`$ is the temperature in GK), densities of about $`10^6`$ g/cm<sup>3</sup>, and time scales in the order of one second. Several astrophysical sites for the $`\gamma `$-process have been proposed, and the oxygen- and neon-rich layers of type II supernovae seem to be a good candidate. However, there has been no definite conclusion reached yet with respect to the astrophysical site where the $`\gamma `$-process occurs. Details about the astrophysical scenarios can be found in the reviews by Lambert , Arnould and Takahashi , Wallerstein et al. , and in Refs. . Almost no experimental data exist for the cross sections of the $`\gamma `$-induced reactions at astrophysically relevant energies. Therefore, all reaction rates have been derived theoretically using statistical model calculations. One striking example is <sup>146</sup>Sm which is a potential chronometer for the $`\gamma `$-process. The production ratio of <sup>146</sup>Sm and <sup>144</sup>Sm depends sensitively on the ($`\gamma `$,n) and ($`\gamma `$,$`\alpha `$) cross sections at the branching nucleus <sup>148</sup>Gd, and it has been shown that especially the ($`\gamma `$,$`\alpha `$) cross section can be calculated only if a reliable $`\alpha `$-nucleus potential is available. Predictions from different potentials differ by one order of magnitude . The need for improved $`\alpha `$-nucleus potentials for astrophysical calculations has been pointed out in . Systematic $`\alpha `$-nucleus potentials have been presented in several papers (e.g. Refs. ), and recently these studies have been extended to astrophysically relevant energies . Usually potentials are derived from scattering data. However, at the astrophysically relevant energies below the Coulomb barrier it is difficult to derive the potential from the experimental data unambiguously (see e.g. ). Alternatively, the cluster model provides another possibility to determine $`\alpha `$-nucleus potentials by an adjustment of the $`\alpha `$-nucleus potential to the bound state properties of the nucleus $`(A+4)=A\alpha `$ . The half-lives of many $`\alpha `$ emitters have been calculated in using a specially shaped potential, but this potential had to be modified to describe elastic scattering for <sup>208</sup>Pb . It has been shown in Refs. that a systematic double-folding potential is able to reproduce both the bound state properties of <sup>212</sup>Po = <sup>208</sup>Pb $``$ $`\alpha `$ and elastic $`\alpha `$ scattering of <sup>208</sup>Pb. Finally, folding potentials give an excellent description of the experimental data on <sup>144</sup>Sm at 20 MeV , but again the potential which was used for the calculation of the $`\alpha `$ decay data is not able to reproduce the precision scattering data. The basic idea of this work is to determine the $`\alpha `$-nucleus potential at astrophysically relevant energies of about 5 to 12 MeV which is in the energy gap between the bound state potentials and the scattering potentials. I have chosen double folding potentials because of the small numbers of adjustable parameters. A systematic behavior of the strength of double folding potentials at higher energies is already given in Ref. . In this work I will analyze bound state properties. First, I will briefly present the method in Sect. II, then I will give results for the neutron-deficient $`\alpha `$ emitting $`p`$ nuclei in Sect. III, and finally I will give an outlook on possible further improvements of the $`\alpha `$-nucleus potentials (Sect. IV). ## II Folding potentials and $`\alpha `$ decay The $`\alpha `$ decay of nuclei is a clear proof that the wave function of the $`\alpha `$ emitting nucleus $`A+4`$ has a non-negligible component $`A\alpha `$, whereas low-energy elastic scattering is described using a pure $`A\alpha `$ wave function. Therefore, an effective $`\alpha `$-nucleus potential should describe simultaneously the half-life of the $`\alpha `$ emitter $`A+4`$ and elastic $`\alpha `$ scattering of the nucleus $`A`$. In the astrophysically relevant energy region the $`\alpha `$-nucleus potential is accessible mainly from the decay data because elastic scattering is dominated by the Coulomb interaction. For the analysis of the $`\alpha `$ decay data I apply the semi-classical model of Ref. , and the nuclear potentials $`V_N(r)`$ are calculated by the double-folding procedure: $$V_N(r)=\lambda V_F(r)=\lambda \rho _P(r_P)\rho _T(r_T)v_{\mathrm{eff}}(E,\rho =\rho _P+\rho _T,s=\|\stackrel{}{r}+\stackrel{}{r_P}\stackrel{}{r_T}\|)d^3r_Pd^3r_T$$ (1) where $`\rho _P`$, $`\rho _T`$ are the densities of projectile resp. target, and $`v_{\mathrm{eff}}`$ is the effective nucleon-nucleon interaction taken in the well-established DDM3Y parametrization . Details about the folding procedure can be found in Refs. , the folding integral (1) has been calculated using the code DFOLD . The strength of the folding potential is adjusted by the usual strength parameter $`\lambda `$ with $`\lambda 1.11.3`$ leading to volume integrals $`J_R`$ per interacting nucleon pair of about 300 to 350 MeV fm<sup>3</sup>. $`J_R`$ is defined by $$J_R=\frac{4\pi }{A_PA_T}_0^{\mathrm{}}V_N(r)r^2𝑑r.$$ (2) Note that in the discussion of volume integrals $`J`$ usually the negative sign is neglected; also in this paper all $`J`$ values are negative. The densities of the nuclei have been derived from the experimentally known charge density distributions and assuming identical proton and neutron distributions. For nuclei where no experimental charge density distribution is available (i) the density distribution of the closest neighboring isotope was used with an adjusted radius parameter $`RA^{1/3}`$ (<sup>186</sup>Os, <sup>182</sup>W, <sup>170</sup>Yb, <sup>150</sup>Gd), (ii) the average between two neighboring stable isotopes was used (<sup>146</sup>Sm) and (iii) the average of <sup>138</sup>Ba and <sup>142</sup>Nd was used for <sup>140</sup>Ce. The total potential is given by the sum of the nuclear potential $`V_N(r)`$ and the Coulomb potential $`V_C(r)`$: $$V(r)=V_N(r)+V_C(r).$$ (3) The Coulomb potential is taken in the usual form of a homogeneously charged sphere where the Coulomb radius $`R_C`$ has been chosen identically with the $`rms`$ radius of the folding potential $`V_F`$. The potential strength parameter $`\lambda `$ was adjusted to the energy of the $`\alpha `$ particle in the $`\alpha `$ emitter $`(A+4)=A\alpha `$. The number of nodes of the bound state wave function was taken from the Wildermuth condition $$Q=2N+L=\underset{i=1}{\overset{4}{}}(2n_i+l_i)=\underset{i=1}{\overset{4}{}}q_i$$ (4) where $`Q`$ is the number of oscillator quanta, $`N`$ is the number of nodes and $`L`$ the relative angular momentum of the $`\alpha `$-core wave function, and $`q_i=2n_i+l_i`$ are the corresponding quantum numbers of the nucleons in the $`\alpha `$ cluster. I have taken $`q=4`$ for $`50<Z,N82`$, $`q=5`$ for $`82<Z,N126`$, and $`q=6`$ for $`N>126`$ where $`Z`$ and $`N`$ are the proton and neutron number of the daughter nucleus (see also Table I). The $`\alpha `$ decay width $`\mathrm{\Gamma }_\alpha `$ is given by the following formulae : $$\mathrm{\Gamma }_\alpha =PF\frac{\mathrm{}^2}{4\mu }\mathrm{exp}\left[2_{r_2}^{r_3}k(r)𝑑r\right]$$ (5) with the preformation factor $`P`$, the normalization factor $`F`$ $$F_{r_1}^{r_2}\frac{dr}{k(r)}=1$$ (6) and the wave number $`k(r)`$ $$k(r)=\sqrt{\frac{2\mu }{\mathrm{}^2}\left\|EV(r)\right\|}.$$ (7) $`\mu `$ is the reduced mass and $`E`$ is the decay energy of the $`\alpha `$ decay which was taken from the computer files based on the mass table of Ref. . The $`r_i`$ are the classical turning points. For $`0^+0^+`$ $`s`$-wave decay the inner turning point is at $`r_1=0`$. $`r_2`$ varies from about 7 to 9 fm, and $`r_3`$ varies from 45 up to about 90 fm. The decay width $`\mathrm{\Gamma }_\alpha `$ is related to the half-life by the well-known relation $`\mathrm{\Gamma }_\alpha =\mathrm{}\mathrm{ln}2/T_{1/2}`$. It has to be pointed out that the preformation factor $`P`$ should be smaller than unity because the simple two-body model assumes that the ground state wave function of the $`\alpha `$ emitter $`A+4`$ contains a pure $`A\alpha `$ configuration. The decay width in this model therefore always overestimates the experimental decay width. I determine the preformation factor $`P`$ from the ratio between the calculated and the experimental half-lives . A strong $`A\alpha `$ cluster component is expected for nuclei $`A`$ with magic proton and/or neutron numbers, and indeed the calculations show increased values for $`P`$ around $`N=126`$ (<sup>208</sup>Pb) and $`N=82`$ (e.g. <sup>140</sup>Ce) (see Table I). A preformation factor of $`P=1`$ as used in seems to be the consequence of the specially shaped $`\mathrm{cosh}`$ potential of that work. As an example I compare the potentials $`V(r)=V_N(r)+V_C(r)`$ from this work and from for the system <sup>190</sup>Pt = <sup>186</sup>Os $``$ $`\alpha `$ in Fig. 1. The $`rms`$ radius of the potential from is significantly smaller ($`r_{rms}=5.58`$ fm) than the $`rms`$ radius of the folding potential ($`r_{rms}=5.97`$ fm). Therefore, the Coulomb barrier in is significantly higher and the calculated half-lives in are roughly one order of magnitude larger than in this work. Note that in the potential was adjusted only to decay properties with the assumption $`P=1`$ whereas in this work an effective potential is presented which is designed to describe decay properties and scattering wave functions and which leads to realistic preformation factors $`P`$. ## III Results for neutron-deficient $`\alpha `$ emitters The results of the calculations are summarized in Table I and shown in Fig. 2. One important result is that the strength parameters $`\lambda `$ and the volume integrals $`J_R`$ for all $`\alpha `$ emitters show only small variations over the analyzed mass region $`A140`$. This means that the $`\alpha `$-nucleus potential is well defined at very low energies. As expected from the systematic study in , for the light system <sup>8</sup>Be = <sup>4</sup>He $``$ $`\alpha `$ a much higher volume integral is required. The preformation factors $`P`$ systematically increase to smaller masses with local maxima around the magic neutron numbers $`N=82`$ and $`N=126`$. The very high value of $`P=65\%`$ for <sup>8</sup>Be is not surprising because of the well-known $`\alpha `$ cluster structure of this nucleus. One further exception is found for <sup>174</sup>Hf = <sup>170</sup>Yb $``$ $`\alpha `$ with $`P=62.8\%`$. However, this surprisingly large value reduces to $`P=3.13\%`$ if the energy $`E=2.584`$ MeV from is taken which was derived from the measured $`\alpha `$ energy and corrected for recoil and atomic effects instead of $`E=2.4948`$ MeV from . On the other hand, the uncertainty of the measured half-life of <sup>174</sup>Hf is also 20 %, and a previous experiment gives a half-life which is roughly a factor of 2 higher . From these calculations I have strong evidence that there is an inconsistency in the system <sup>174</sup>Hf = <sup>170</sup>Yb $``$ $`\alpha `$ between the measured half-life, the $`\alpha `$ energy, and the masses from the mass table . ## IV Conclusions and Outlook The real part of the optical potential is well defined by the systematic study of scattering data at higher energies above about 20 MeV and by the adjustment of the potential to the bound state properties at very low energies (see Fig. 3). An interpolation between these energy regions leads to the recommended volume integral which is shown in Fig. 3 as full line. A Gaussian parametrization is applied to $`J_R`$: $$J_R(E)=J_{R,0}\times \mathrm{exp}[(EE_0)^2/\mathrm{\Delta }^2]$$ (8) with $`J_{R,0}=350\mathrm{MeV}\mathrm{fm}^3`$, $`E_0=30`$ MeV, and $`\mathrm{\Delta }=75`$ MeV. This interpolation is valid from very low energies up to about 40 MeV. The energy dependence of $`J_R`$ at low energies is $`\mathrm{\Delta }J_R/\mathrm{\Delta }E1.7`$ MeVfm<sup>3</sup>/MeV, in agreement with $`\mathrm{\Delta }J_R/\mathrm{\Delta }E=12`$ MeVfm<sup>3</sup>/MeV and somewhat larger than $`\mathrm{\Delta }J_R/\mathrm{\Delta }E=0.71`$ MeVfm<sup>3</sup>/MeV . The uncertainty of an interpolated value of $`J_R`$ is significantly smaller than 10 MeV fm<sup>3</sup> corresponding to about 3 % in the interesting energy range around 10 MeV. Whereas the real part of the potential is well defined, no experimental information is available for the imaginary part of the potential at very low energies. However, it has been shown that transmission coefficients and cross sections in statistical model calculations depend sensitively on the volume integral $`J_I`$ and even the shape of the imaginary part of the potential. Fig. 3 shows also the volume integrals $`J_I`$ of the imaginary part of the potential for the same nuclei together with a parametrization from . A different parametrization of the energy dependence of $`J_I`$ has been presented in . Because of the very similar behavior of <sup>90</sup>Zr and <sup>144</sup>Sm further information could be obtained from $`\alpha `$ scattering in the $`A100`$ region where the energy region between 10 and 20 MeV might be accessible for high-precision scattering experiments. Note that in the <sup>144</sup>Sm case an analysis of scattering data below $`E=20`$ MeV is very difficult because of the dominating Coulomb interaction. New experiments in the $`A100`$ region are planned. If carried out with sufficient precision, the predictions of this work for the real part of the potential can be tested and new information on the imaginary part can be derived. ###### Acknowledgements. Discussions with H. Oberhummer, E. Somorjai, G. Staudt, and A. Zilges are gratefully acknowledged.
warning/0001/cond-mat0001424.html	ar5iv	text	# References Phase Diagram of a Classical Fluid in a Quenched Random Potential Fabrice Thalmann<sup>†,∗</sup>, Chandan Dasgupta and Denis Feinberg $``$ Department of Physics Indian Institute of Science Bangalore 560012, INDIA and Condensed Matter Theory Unit Jawaharlal Nehru Centre for Advanced Scientific Research Bangalore 560064, INDIA. $``$ Laboratoire d’Etudes des Propriétés Electroniques des Solides Centre National de la Recherche Scientifique BP166, 38042 Grenoble Cedex 9, FRANCE. Laboratoire associé á l’Université Joseph Fourier ABSTRACT We consider the phase diagram of a classical fluid in the presence of a random pinning potential of arbitrary strength. Introducing replicas for averaging over the quenched disorder, we use the hypernetted chain approximation to calculate the correlations in the replicated liquid. The freezing transition of the liquid into a nearly crystalline state is studied using a density functional approach, and the liquid-to-glass transition is studied using a phenomenological replica symmetry breaking approach introduced by Mézard and Parisi. The first-order liquid-to-crystal transition is found to change to a continuous liquid-to-glass transition as the strength of the disorder is increased above a threshold value. PACS Numbers: 64.70.Pf, 64.70.Dv, 05.20.Jj The equilibrium phase diagram of a classical system of interacting particles in the presence of quenched pinning potential is a subject of much current interest, in view of understanding the behavior of various systems such as magnetic bubble arrays , Wigner crystals of electrons , and flux lines in the mixed phase of high-T<sub>c</sub> superconductors . In particular, for layered type-II superconductors such as $`Bi_2Sr_2CaCu_2O_8`$ in a magnetic field $`H`$ perpendicular to the layers, the ($`T,H`$) phase diagram is especially interesting. The flux lines in these materials may be viewed as columns of interacting “pancake” vortices residing on the layers, and the properties of the mixed phase may be described in terms of the classical statistical mechanics of these point-like objects. At low enough fields, a first-order melting transition separates an ordered vortex lattice from a disordered “vortex liquid” state . Existing theoretical studies suggest that weak point disorder only slightly distorts the crystalline state, leading to the observed “Bragg glass” phase with quasi-long-range translational order . The freezing line of a layered system of pancake vortices in the presence of weak point pinning has been studied theoretically , assuming the solid phase to be a harmonic crystal. When the magnetic field is increased, or equivalently with increasing disorder , the experimental transition becomes continuous , and the “Bragg glass” is replaced by an amorphous state, which is believed to be a vortex glass . This scenario could be a very general one, e.g. the first-order liquid-to-crystal transition in a three-dimensional (3d) fluid may be driven by quenched disorder into a continuous liquid-to-glass transition. In the present Letter, we consider, rather than vortices, a simpler and better documented system, namely a fluid of hard spheres in a random pinning potential of arbitrary strength. This is also a richer system since it offers the possibility of an intrinsic, though metastable, glassy phase, and the stabilization of this phase by quenched disorder is of considerable interest. We expect that our results could be generalized and applied to the systems listed above. Using two “mean-field”- type approaches based on the “replicated liquid formalism” , we obtain a phase diagram in the density ( $`\rho `$) – disorder ( $`\delta `$) plane which shows crystalline, liquid and glassy phases. One expects that : i) the transition between crystal and liquid phases remains first-order, while the transition point itself is shifted with increasing disorder; ii) from earlier work and arguments based on the Lindemann criterion, the liquid phase is favored by the disorder. Our phase diagram is consistent with these expectations. We also find that the first-order crystallization transition is replaced by a continuous glass transition as the disorder strength is increased above a threshold value. We consider a fluid of monodisperse hard spheres in the presence of an external, short-range, random pinning potential $`\mathrm{\Phi }(\stackrel{}{r})`$. In the absence of disorder, the crystal becomes the stable phase at $`\eta =\eta _f0.49`$ ($`\rho 0.94`$) where the packing fraction $`\eta `$ and the dimensionless density $`\rho `$ are related by $`\eta =\pi \rho /6`$ (spheres of diameter 1). If the hard-sphere fluid is kept in a “supercompressed” state, then slow dynamics effects, analogous to those occurring near the structural glass transition in supercooled liquids, are observed . Whether a true thermodynamic glass transition occurs in this system at a packing fraction lower than that for random close packing ($`\eta _{rcp}0.64`$) is unclear . In analogy with experiments, one may define the “glass transition” to occur at the point where the characteristic relaxation time in the fluid exceeds a given value $`\tau _c`$. Then, the phase diagram of the pure hard-sphere fluid would show a crystalline phase that is stable for $`\eta >0.49`$, and at $`\eta =\eta _g`$, just below $`\eta _{rcp}`$, a transition from the (metastable) liquid to a (metastable) glassy phase. The random potential $`\mathrm{\Phi }(\stackrel{}{r})`$ is assumed to be gaussian with an exponentially decreasing correlator $`𝒱(\stackrel{}{r}\stackrel{}{r}^{})=\overline{\mathrm{\Phi }(\stackrel{}{r})\mathrm{\Phi }(\stackrel{}{r}^{})}`$ $`=\mathrm{\Delta }\mathrm{exp}[(\|\stackrel{}{r}\stackrel{}{r}^{}\|^2)/\xi ^2]`$; $`\overline{\mathrm{\Phi }}=0`$, ($`\overline{}`$ means averaging over the probability distribution of $`\mathrm{\Phi }`$), and a correlation length $`\xi =0.25`$. This choice implies that local minima of $`\mathrm{\Phi }`$ contain at most one sphere. The parameter $`\mathrm{\Delta }`$ measures the strength of the disorder. As soon as an external potential is introduced, the temperature becomes a relevant parameter : the disorder may be considered perturbative if $`\delta \beta ^2\mathrm{\Delta }1;\beta =1/k_BT`$, while $`\delta 1`$ corresponds to the strong pinning limit. We make use of the “replicated liquid formalism”, introduced for studying fluids in porous media , flux-lattice melting , and more recently, the structural glass transition . The replica method is used for averaging over the disorder and mapping the problem of an inhomogeneous liquid in a random potential onto the problem of a homogeneous, multicomponent mixture on which standard tools of liquid theory can be applied. Before averaging over the disorder, the particles are coupled to $`\mathrm{\Phi }(\stackrel{}{r})`$ and interact via a hard-sphere repulsion. After introducing $`n`$ copies (“replicas”, labelled $`a,b=1,\mathrm{},n`$) of the system and averaging over the gaussian disorder, one is left with a mixture of $`n`$ components, interacting with $`v_{}(r)=\beta 𝒱(r)`$ plus a hard-sphere repulsion if the two particles belong to the same replica, and with $`v_0(r)=\beta 𝒱(r)`$ otherwise. The structure of the replicated liquid is expressed in terms of the pair correlation functions $`g_{ab}(r)=1+h_{ab}(r)`$ between particles of replicas $`a`$ and $`b`$. Direct correlations functions $`c_{ab}(r)`$ are introduced, related to the $`h_{ab}`$ via the Ornstein-Zernike relation, expressed in Fourier space as $$a,b;\stackrel{~}{h}_{ab}(q)=\stackrel{~}{c}_{ab}(q)+\underset{d}{}\stackrel{~}{h}_{ad}(q)\rho _d\stackrel{~}{c}_{db}(q).$$ (1) Following Refs , we use the closure scheme knows as the hypernetted chain (HNC) approximation in which the $`n0`$ limit can be taken analytically. In our case, the HNC equations read : $$g_{ab}(r)=(1\delta _{ab}+\delta _{ab}\mathrm{\Theta }(r1))\mathrm{exp}[\beta ^2𝒱(r)+h_{ab}(r)c_{ab}(r)].$$ (2) At relatively low values of the packing fraction, replica symmetry is a natural assumption. Then, the set of functions $`g_{ab}`$ ($`h_{ab}`$ and $`c_{ab}`$) reduces to $`g_{}`$ ($`h_{}`$ and $`c_{}`$) if $`a=b`$ and $`g_0`$ ($`h_0`$ and $`c_0`$) if $`ab`$, while all the densities $`\rho _a`$ are equal to $`\rho `$. The function $`g_{}(r)`$ looks very similar to the usual pair correlation function of the pure system. In the absence of disorder, $`g_0(r)=1`$, and it starts showing structure when $`\delta `$ is increased. It exhibits peaks at the maxima of $`g_{}(r)`$, plus an extra peak at the origin induced by the attractive coupling between replicas. The freezing into the nearly crystalline Bragg glass phase occurs in the replica symmetric (RS) regime. According to the standard approach of density functional theory , the crystal manifests itself through a (almost) periodic modulation of the density $`\rho _{cr}(\stackrel{}{r})`$, obeying the approximate self-consistency equation: $$\rho _{cr}(\stackrel{}{r})=\rho \mathrm{exp}\left[\text{d}\stackrel{}{r}C_e(\stackrel{}{r}\stackrel{}{r}^{})(\rho _{cr}(\stackrel{}{r})\rho )\right],$$ (3) where the function $`C_e(\stackrel{}{r})`$ stands for $`_bc_{ab}(\stackrel{}{r})=c_{}+(n1)c_0(\stackrel{}{r})=c_{}(\stackrel{}{r})c_0(\stackrel{}{r})`$ for $`n0`$ in the RS regime. The determination of the freezing line in the presence of disorder then reduces to a standard density functional calculation with a modified direct correlation function. The glass transition in this system is studied using the phenomenological approach of Mézard and Parisi (MP) who found the occurrence of one-step replica symmetry breaking (RSB) in equations (1),(2) in the absence of external disorder and interpreted it as the emergence of a glassy phase. MP consider a functional $``$ of the pair correlation functions $`g_{ab}(r)`$ which yields the set of equations (1),(2) upon functional differentiation with respect to $`g_{ab}`$. The one-step RSB solution consists, as usual, in forming $`n/m`$ groups, each containing $`m`$ replicas . Pair correlations $`g_{ab}`$ are set to be $`g_{}`$ for $`a=b`$, $`g_1`$ for $`ab`$ with $`a,b`$ in the same group, and $`g_0`$ if $`a`$ and $`b`$ are in different groups. Then, one looks for solutions making the free energy $``$ stationary with respect to $`g_{},g_1,g_0`$ and $`m`$, with $`0<m<1`$ and $`n=0`$. By analogy with one-step RSB in mean-field spin-glass models with multispin interactions, a “dynamical transition” density $`\rho _{dyn}`$ is defined as the minimal density for which a RSB solution with $`m=1`$, stationary with respect to $`g_{},g_1,g_0`$ but not with respect to $`m`$, exists. The occurrence of a stationary solution with $`m=1`$ at a higher value of $`\rho `$ signals a thermodynamic glass transition. The approach of MP relies strongly on the assumption that in the vicinity of the glass transition, the configuration space is split into an exponentially large number of “metastable states” . These metastable states come into existence at the “dynamical transition” density $`\rho _{dyn}`$, and the thermodynamic glass transition is expected to occur at the density where the configurational entropy associated with the metastable states vanishes . Since the concept of metastable states is itself a mean-field one borrowed from the study of infinite-range spin-glass models, it is not clear whether this description survives in real 3d fluids. Nevertheless, we believe that both thermodynamics and dynamics of realistic 3d fluids near the glass transition are dominated by long-lived configurations , which would be the 3d analog of the metastable states. Then, the method proposed by MP may be regarded as a phenomenological way of finding when these long-lived states start playing a significant role. We also note that results very similar to those of MP have been obtained in a calculation that uses a different method for locating the glass transition in the pure hard-sphere system. Due to the finite dimensional character of the system, the “overlaps” $`g_1(r),g_0(r)`$ have a spatial structure which accounts for the short-range ordering of the particles in the metastable states. Roughly speaking, $`g_1(r)`$ describes short-range correlations of the average local density in a typical metastable state, and $`g_0(r)`$ represents such correlations between different metastable states \[$`g_0(r)=1`$ in the absence of disorder\]. We define the scalar $`𝒬=[\text{d}r4\pi r^2(g_1(r)g_0(r))^2]^{1/2}`$ as a global order parameter. At zero disorder, the RSB transition occurs at $`\rho _g1.16`$ and is discontinuous, with a jump in the value of $`𝒬`$ at the transition . We have solved the replicated liquid-state equations using the method proposed by Zerah , and a grid of 512 points. Fig. 1(a) presents our phase diagram. The thermodynamic glass transition found in extends (thick line) from $`\rho 1.16`$, $`\delta =0`$ to a “tricritical” point T : $`\rho _t1.11`$, $`\delta _t1.2`$. For $`\delta <\delta _t`$, $`𝒬`$ jumps discontinuously at the transition, while for $`\delta >\delta _t`$ (thin line), $`𝒬`$ grows continuously from zero as $`\rho `$ is increased across the transition line. The dashed line represents the freezing line obtained from the density functional calculation. The liquid phase is favored by the disorder and the freezing line crosses the glass transition line at C: $`\rho _c1.10`$, $`\delta _c1.67`$. The glass phase is also favored by the disorder until $`\delta 1.7`$ where the liquid shows a re-entrance. The upper part of the freezing line lies in a region where the disorder is not weak ($`\delta >1`$) and so, the stability of the Bragg glass phase is not ensured. However, if we assume that the ordered phase remains stable in this region, then extrapolation of the freezing line into the glassy domain leads to the inset of Fig. 1(a), where only stable phases are shown. As the density is increased at constant $`\delta `$, the system undergoes a first-order transition to a nearly crystalline state if $`\delta <\delta _c`$, and a continuous glass transition for $`\delta >\delta _c`$. Thus, the phase diagram exhibits a multicritical point where a line of continuous liquid-glass transition ends at a line of first-order transitions representing a liquid-crystal transition for $`\delta <\delta _c`$ and a glass-crystal transition for $`\delta >\delta _c`$. We now provide some of the technical details of our calculations. The HNC free-energy per unit volume $`V`$ reads : $`{\displaystyle \frac{2\beta }{nV}}`$ $`=`$ $`\rho ^2{\displaystyle \text{d}\stackrel{}{r}\left\{g_{}(\mathrm{ln}g_{}1+\beta v_{})+(m1)g_1(\mathrm{ln}g_11+\beta v_0)mg_0(\mathrm{ln}g_01+\beta v_0)\right\}}`$ (4) $`+{\displaystyle }{\displaystyle \frac{\text{d}\stackrel{}{q}}{(2\pi )^3}}\{\rho \stackrel{~}{h}_{}{\displaystyle \frac{\rho ^2}{2}}(\stackrel{~}{h}_{}^2+(m1)\stackrel{~}{h}_1^2m\stackrel{~}{h}_0^2)+{\displaystyle \frac{1m}{m}}\mathrm{ln}(1+\rho \stackrel{~}{h}_{}\rho \stackrel{~}{h}_1)`$ $`{\displaystyle \frac{1}{m}}\mathrm{ln}(1+\rho \stackrel{~}{h}_{}+(m1)\rho \stackrel{~}{h}_1m\rho \stackrel{~}{h}_0){\displaystyle \frac{\rho \stackrel{~}{h}_0}{[1+\rho \stackrel{~}{h}_{}+(m1)\rho \stackrel{~}{h}_1m\rho \stackrel{~}{h}_0]}}\}.`$ In the $`n0`$ limit, a physically stable solution must be a minimum with respect to variations of $`g_{}`$, but a maximum with respect to $`g_1,g_0`$. As $`m1`$, the equations for $`g_1`$ decouple from those of $`g_{}`$ and $`g_0`$, and one can get simultaneously the RSB solution $`(g_{},g_1g_0)`$ and the RS one $`(g_{},g_1=g_0)`$. Both stable RS and RSB solutions exist in the domain bounded by the lines (IN,DT, $`\delta =0`$) in Fig. 1(b). The thermodynamic glass transition (line TGT) occurs when $`/m\|_{m=1}=0`$, i.e. when the second term $`\mathrm{\Phi }^{}[g_{},g_1,g_0]`$ of the expansion $`=\mathrm{\Phi }[g_{},g_0]+(m1)\mathrm{\Phi }^{}+𝒪((m1)^2)\mathrm{}`$ vanishes (this is our practical criterion for determining the location of the line TGT). Examples of RS and RSB solutions on two sides of the line TGT at $`\delta =0.3`$ are shown in Fig. 2(a). These plots illustrate the discontinuity in $`𝒬`$ across the line TGT. This discontinuity decreases with increasing $`\delta `$, and the transition eventually becomes continuous for $`\delta \delta _t`$ on the line CT (continuous transition). Fig. 2(b) presents the RSB solution next to the line CT at $`\delta =1.8`$. The functions $`g_1`$ and $`g_0`$ look very similar, indicating that $`𝒬`$ vanishes at the transition, as shown in the inset. The transition at $`\delta >\delta _t`$ occurs via a bifurcation mechanism. This can be understood by expanding $``$ to second order in $`\mathrm{\Delta }g_{},\mathrm{\Delta }g_1,\mathrm{\Delta }g_0`$ around the RS solution. Defining $`\mathrm{\Delta }k_1=\sqrt{m(1m)}(\mathrm{\Delta }h_1\mathrm{\Delta }h_0)`$, $`\mathrm{\Delta }k_0=(1m)\mathrm{\Delta }h_1+m\mathrm{\Delta }h_0`$, and $`A=1+\rho \stackrel{~}{h}_{}\rho \stackrel{~}{h}_0`$, we get : $$\frac{\beta \mathrm{\Delta }}{nV}=𝒥(\mathrm{\Delta }h_{},\mathrm{\Delta }k_0)\rho ^2/4\left\{\text{d}\stackrel{}{r}(g_0^11)\mathrm{\Delta }k_1^2+\text{d}\stackrel{}{q}/(2\pi )^3A^2\mathrm{\Delta }\stackrel{~}{k}_1^2\right\},$$ (5) where $`𝒥`$ is a $`m`$-independent quadratic form. We have diagonalized a discrete version of the quadratic form enclosed in the braces, and found that its lowest eigenvalue $`\lambda _{min}`$ changes its sign, from positive (in the liquid phase) to negative (in the glass phase), just when $`𝒬`$ vanishes (inset of Fig. 2(b)). The RS solution turns unstable as $`\lambda _{min}`$ becomes negative, providing a precise determination of the line CT. This line admits a continuation for $`\delta <\delta _t`$, labelled IN (instability line) in Fig. 1(b), which does not seem to have any physical meaning. A similar computation around the RSB solution enables us to determine precisely the bifurcation point at which the RSB solution, $`m=1`$, appears. This calculation yields the “dynamical transition” line DT. As the transition becomes continuous near $`\delta \delta _t`$, finding numerically the line TGT becomes very difficult because the $`\mathrm{\Phi }^{}`$ variations become vanishingly small. However, the fact that the lines CT, DT and IN converge to the same point T leads us to the conclusion that the TGT line also ends at T, as depicted in Fig. 1(a). The pure hard-sphere fluid freezes into a fcc lattice. We use the Ramakrishnan-Yussouff method for expressing the density $`\rho _{cr}(\stackrel{}{r})`$ in terms of three “order parameters” – the Fourier components, $`\mu _{1,1,1},\mu _{3,1,1}`$, of the density for two sets ($`(1,1,1)`$ and $`(3,1,1)`$) of reciprocal lattice vectors, and $`\eta `$, the fractional change in the average density: $$\mathrm{ln}\frac{\rho _{cr}}{\rho }=\left[\eta \rho \stackrel{~}{C}_e(0)+\mu _{1,1,1}\underset{(1,1,1)}{}\stackrel{~}{C}_e(\|K_{1,1,1}\|)e^{i\stackrel{}{K}_{1,1,1}\stackrel{}{r}}+\mu _{3,1,1}\underset{(3,1,1)}{}\stackrel{~}{C}_e(\|K_{3,1,1}\|)e^{i\stackrel{}{K}_{3,1,1}\stackrel{}{r}}\right]$$ (6) We believe that this parametrization is justified in the presence of weak disorder because the nearly crystalline Bragg glass phase exhibits well-defined peaks in its structure factor. The HNC direct correlation function is used as input, and the coexistence line is obtained from the usual thermodynamic criterion : $$\text{d}\stackrel{}{r}\left(\rho _{cr}\mathrm{ln}(\frac{\rho _{cr}}{\rho })\rho _{cr}+\rho \right)\frac{1}{2}\text{d}\stackrel{}{r}\text{d}\stackrel{}{r}^{^{}}C_e(\stackrel{}{r}\stackrel{}{r}^{^{}})(\rho _{cr}^{}\rho )(\rho _{cr}\rho )=0.$$ (7) At $`\delta =0`$, we get $`\rho _f=0.93`$, with $`\eta 15\%`$. As $`\delta `$ is increased, $`\rho _f`$ increases (see line FL in Fig. 1(b)) and $`\eta `$ decreases, reaching a value of about 6% near the point C. To summarize, we have used a combination of the replica method, liquid theory and density functional theory to obtain the phase diagram of a simple classical fluid in a random pinning potential. Our calculations quantify the effects of the disorder on the crystallization transition of the pure fluid and its glass transition in the metastable “supercompressed” regime. We find that the first-order crystallization transition of the pure fluid changes to a continuous glass transition as the strength of the disorder is increased above a critical value. The phase diagram we have obtained looks qualitatively similar to that of layered type-II superconductors if, instead of increasing the density $`\rho `$, one decreases the temperature, and if one replaces the disorder strength $`\delta `$ by the magnetic field $`H`$. Since our calculations are mean-field in nature, they do not provide a conclusive answer to the question of whether a thermodynamic glass phase exists in 3d randomly pinned classical systems. Further investigations of this issue and extensions of our calculation to layered superconductors and other physical systems would be very interesting. We thank M. Mézard, G. Parisi, J.P. Hansen and G. Menon for stimulating discussions. This work was supported in part by the International Program PICS No. 482 between CNRS and Jawaharlal Nehru Centre for Advanced Scientific Research (JNC). Two of the authors (F.T. and D.F.) gratefully acknowledge support and hospitality from Indian Institute of Science and JNC. Figure captions Fig. 1: (a) The phase diagram in the density $`\rho `$ – disorder $`\delta `$ plane. T is a tricritical point where the nature of the glass transition changes from first-order to continuous, and C is a critical endpoint where the continuous glass transition line meets the first-order freezing line. The inset depicts the phase diagram in which only the thermodynamically stable phases are shown. (b) Various transition lines (see text for details) in the $`\rho \delta `$ plane. TGT: first-order glass transition for weak disorder; CT: continuous glass transition for strong disorder; DT: dynamical transition; IN: instability of the RS solution; FL: freezing line obtained from density functional theory. Fig. 2: (a): HNC pair correlation functions near TGT, at $`\delta =0.3`$. Thick and dashed lines stand respectively for $`g_1`$ and $`g_0`$ at $`\rho =1.15`$, slightly on the glass side, while the “diamond curve” is the replica symmetric solution at $`\rho =1.14`$, on the liquid side. Note the jump of $`𝒬`$ at the transition. Inset : $`g_{},g_1,g_0`$ at $`\delta =0.3,\rho =1.15`$. (b): Pair correlation functions near the continuous transition CT, at $`\delta =1.8`$. Inset : The “order parameter” $`𝒬`$ (see text) which vanishes at the transition point. Also shown is $`\lambda `$, the lowest eigenvalue of the quadratic form enclosed in braces in Eq.(5), which changes its sign at the same point.
warning/0001/math0001172.html	ar5iv	text	# Solutions Near Singular Points to the Eikonal and Related First Order Non-linear Partial Differential Equations in Two Independent Variables ## 1. Introduction The eikonal equation in two independent variables for $`z=z(x,y)`$ is (1.1) $$z_x^2+z_y^2=h(x,y)$$ where $`h`$ is a non-negative smooth function on the plane $`𝐑^2`$, and subscripts denote partial derivatives. Near points $`(x_0,y_0)`$ where $`h0`$ all local solutions to this equation can be constructed by the method of characteristics (cf. \[2, Chap. 2\], \[16, Chap. 10\]) and questions of local existence, uniqueness, and regularity are fully understood. However, near points $`(x_0,y_0)`$ where $`h`$ vanishes the picture is much less complete. Our main goal is to study these questions for (1.1) (and more generally for Hamilton-Jacobi equations $`H(x,y,z_x,z_y)=0`$) in detail and show, contrary to some assertions in the literature, that near a point where $`h`$ has zero as a non-degenerate local minimum value there are generally infinitely many local solutions. The model case for such a problem is (1.2) $$z_x^2+z_y^2=a^2x^2+b^2y^2$$ where $`a`$ and $`b`$ are positive. For ease of statement we discuss our general results in terms of this special case. We normalize the solution so that $`z(0,0)=0`$. Then (1.2) has at least the four solutions $`z_{\pm ,\pm }=\frac{1}{2}(\pm ax^2\pm by^2)`$. If $`ab`$ then (see Proposition 4.1 below) any $`C^3`$ solution near $`(0,0)`$ is of the form $$z(x,y)=\frac{1}{2}(\pm ax^2\pm by^2)+O((\|x\|+\|y\|)^3).$$ The two solutions $`z_{+,+}=\frac{1}{2}(ax^2+by^2)`$ and $`z_,=\frac{1}{2}(ax^2+by^2)`$ are unique in the sense that any $`C^2`$ solution $`\stackrel{~}{z}`$ with leading terms $`\stackrel{~}{z}=\frac{1}{2}(ax^2+by^2)+O((\|x\|+\|y\|)^3)`$ will agree with $`z_{+,+}`$ in a neighborhood of $`(0,0)`$ (and on all of $`𝐑^2`$ if $`\stackrel{~}{z}`$ is globally defined), with a similar statement holding for $`z_,`$. (See or Theorem 2.7 below for the local result and Oliensis for the global version). However, the other two solutions are far from unique. In Section 3.1 we show that for the solution $`z_{+,}=\frac{1}{2}(ax^2by^2)`$ there is an infinite dimensional family of $`C^{\mathrm{}}`$ solutions of the form $`\stackrel{~}{z}=\frac{1}{2}(ax^2by^2)+O((\|x\|+\|y\|)^3)`$ that do not agree with $`z_{+,}`$ in any neighborhood of the origin (Theorem 3.2). (This gives counterexamples to some claims in the literature, cf. \[14, p. 1094\], which would imply that $`z_{\pm ,\pm }`$ are the only solutions.) It is also shown that for each $`k2`$ there are solutions that are $`C^k`$, but not $`C^{k+1}`$. The method of proof is to use a variation of the well known method of characteristics for first order equations. Data is given along the two curves $$c_+(t)=(t,t),c_{}(t)=(t,t)$$ (two curves rather than just one because of the nature of the singularity) and if the data is $`C^k`$ along these curves and agrees with the data for $`z_{+,}`$ to order $`lk`$ at the origin then there is a surprising regularity phenomenon. The solution will be $`C^{k+1}`$ on $`𝐑^2\{xy=0\}`$, as expected from the method of characteristics, but when considered as a function on all of $`𝐑^2`$ the regularity is only $`C^n`$ with $`n:=\mathrm{min}\{\frac{(l+1)a}{a+b},\frac{(l+1)b}{a+b}\}1`$ (where $``$ is the ceiling function) and so there is a drop of regularity along the coordinate axes. In general, if the data is $`C^k`$ then the solution $`\stackrel{~}{z}`$ is $`C^{k+1}`$ off the coordinate axes, but on the coordinate axes the regularity is determined by the order of contact of $`\stackrel{~}{z}`$ with the “standard” solution $`z_{+,}`$. This existence, lack of uniqueness, and jump of regularity along a pair of distinguished curves is not specific to the equation (1.2) $`z_x^2+z_y^2=a^2x^2+b^2y^2`$ but generalizes to equations $`z_x^2+z_y^2=h(x,y)`$ where $`h`$ is of the form (1.3) $$h(x,y)=a^2x^2+b^2y^2+O((\|x\|+\|y\|)^3)$$ (and more generally equations of the form $`H(x,y,z_x,z_y)=0`$) under the extra assumption that the numbers $`a`$ and $`b`$ are linearly independent over the rational numbers. The proof is based on using the Sternberg normal form for such an equation (and the existence of this normal form is only guaranteed when $`a`$ and $`b`$ are linearly independent over the rationals) to reduce the calculations to manageable proportions. The condition that $`a`$ and $`b`$ are linearly independent over the rational numbers is exactly the condition to insure that (1.3) has a solution in formal power series with leading terms $`z=\frac{1}{2}(ax^2by^2)+O((\|x\|+\|y\|)^3)`$. We include these calculations and use them to show that if $`a`$ and $`b`$ are linearly dependent over the rationals and $`m`$ and $`n`$ are integers such that $`manb=0`$ and $`m+n4,`$ then $`z_x^2+z_y^2=ax^2+by^2+x^my^n`$ has no $`C^k`$ solution for $`km+n`$ with leading terms $`z=\frac{1}{2}(ax^2by^2)+O((\|x\|+\|y\|)^3)`$. Thus the independence condition on $`a`$ and $`b`$ is both necessary and sufficient for the existence of smooth saddle type solutions. A secondary goal of this paper is to advocate the use of differential geometric methods, especially for differential forms, symplectic geometry, and normal forms such as the Sternberg normal form, in working with first order equations. Thus we have included some expository material in Section 2 about symplectic geometry and its application to the method of characteristics for first order equations. The article can be summarized as follows. In Section 2 we present the basic methods of symplectic geometry as applied to the method of characteristics for first order equations of the form $`H(x,y,z_x,z_y)=0`$ in two independent variables. For several reasons the theory is easier in two dimensions and our hope is that this will be useful in understanding the method in a concrete setting. This section also gives a proof of a slight generalization of a Theorem of Bruss on the existence of concave and convex solutions to $`z_x^2+z_y^2=h(x,y)`$. In Section 3 we first give a detailed discussion of the model equation $`z_x^2+z_y^2=a^2x^2+b^2y^2`$. This leads to the existence, non-uniqueness and lack of regularity results already mentioned. This is followed by a generalization of these results to equations $`H(x,y,z_x,z_y)=0`$. The same type of existence, non-uniqueness and lack of regularity holds, but we were not able to give quite as precise an analysis of the regularity. The proofs make essential use of both symplectic geometry and the Sternberg normal form. Section 4 looks at solutions to $`z_x^2+z_y^2=h(x,y)`$ from the point of view of formal power series. This leads to examples of equations that do not have any smooth solutions of saddle type. In an appendix we include precise statements of two of the geometric tools we use: the stable submanifold theorem and the Sternberg normal form. Finally we mention that equations of the type $`z_x^2+z_y^2=h(x,y)`$ and more generally $`H(x,y,z_x,z_y)=0`$ have been of interest in computer vision and related fields because of the “shape from shading problem”, where the goal is to reconstruct a surface $`z(x,y)`$ given a gray-scale image of it. If the surface is matte then the intensity of the reflected light $`I`$ can be modeled as being proportional to the scalar product of the surface normal and the illumination direction, $`I\widehat{n}\widehat{v}`$. If the viewing and the illumination directions coincide, and we choose this direction as the $`z`$-direction, then $`\widehat{n}=(z_x,z_y,\mathrm{\hspace{0.17em}1})/\sqrt{1+z_x^2+z_y^2}`$ and we get, after scaling, $$I(x,y)=\widehat{n}\widehat{z}=\frac{1}{\sqrt{1+z_x^2+z_y^2}},$$ and equation (1.1) can be recovered by setting $`h(x,y)=1/I(x,y)^21`$. Note that in applications the data function typically has quite low regularity. In this case using viscosity solutions has proven to be effective, see and . ## 2. Application of symplectic geometry to the eikonal equation ### 2.1. Review of the method of characteristics and construction of concave and convex solutions. Let $`𝐑^4`$ have coordinates $`x,y,p,q`$. Then the symplectic form on $`𝐑^4`$ is $$\omega :=dpdx+dqdy.$$ Let $`N^2𝐑^4`$ be an imbedded surface. Then $`N^2`$ projects on an open set $`U𝐑^2`$ iff there are continuous functions $`p(x,y)`$ and $`q(x,y)`$ so that $$N^2=\{(x,y,p(x,y),q(x,y)):(x,y)U\}.$$ The submanifold $`N^2`$ is a jet of a function iff there is an open set $`U𝐑^2`$ and a function $`zC^1(U)`$ such that $$N^2=\{(x,y,z_x(x,y),z_y(x,y)):(x,y)U\}.$$ It is clear that if $`N^2`$ is a jet of a function, then it projects, but the converse is not true. The following is a standard result, but we include the short proof for those not familiar with the differential geometric set up. ###### 2.1 Proposition. Assume that $`N^2𝐑^4`$ is a simply connected two dimensional submanifold of $`𝐑^4`$ of smoothness class $`C^k`$ for some $`k1`$. Then $`N^2𝐑^4`$ is the jet of some function (which will be unique up to an additive constant) if and only if it projects over some open set $`U𝐑^2`$ and the restriction of the symplectic form to $`N^2`$ vanishes. (That is, $`\omega (X,Y)=0`$ for all vectors tangent to $`N^2`$.) Moreover, if $`N^2`$ is of class $`C^k`$ and is the jet of a function $`z`$, then $`z`$ is of class $`C^{k+1}`$. ###### Proof. Assume that $`N^2`$ projects over $`U`$ so that $`N^2=\{(x,y,p(x,y),q(x,y)):(x,y)U\}`$. As $`N^2`$ is simply connected the same is true of $`U`$. Using $`x,y`$ as coordinates on $`N^2`$, we see that the restriction of the symplectic form to $`N^2`$ is $`\omega `$ $`=dpdx+dqdy=(p_xdx+p_ydy)dx+(q_xdx+q_ydy)dy`$ $`=(q_xp_y)dxdy.`$ Therefore the restriction of $`\omega `$ to $`N^2`$ vanishes iff $`p_y=q_x`$. But as $`U`$ is simply connected this is exactly the condition that there is a function $`z`$ (unique up to an additive constant) so that $`p=z_x`$ and $`q=z_y`$. If $`N^2`$ is of class $`C^k`$ then $`p(x,y)`$ and $`q(x,y)`$ are $`C^k`$ functions of $`(x,y)`$. Thus $`z`$ is of class $`C^{k+1}`$. ∎ A two dimensional surface $`N^2𝐑^4`$ is a Lagrangian surface iff the restriction of $`\omega `$ to $`N^2`$ vanishes. Given a function $`H:𝐑^4𝐑`$ the characteristic vector field of $`H`$ (also called the symplectic gradient) is the unique vector yield $`\xi _H`$ on $`𝐑^4`$ such that for all vectors $`X`$ $$\omega (\xi _H,X)=dH(X).$$ Then a simple calculation yields that (2.1) $$\xi _H=\frac{H}{p}\frac{}{x}+\frac{H}{q}\frac{}{y}\frac{H}{x}\frac{}{p}\frac{H}{y}\frac{}{q}.$$ An immediate consequence of the definition of $`\xi _H`$ is that $$dH(\xi _H)=\omega (\xi _H,\xi _H)=0$$ and so $`H`$ is constant on the integral curves of $`\xi _H`$. The following is the differential geometric justification of the method of characteristics for the Hamilton-Jacobi equation $`H(x,y,z_x,z_y)=0`$. Given a smooth function $`H:𝐑^4𝐑`$ and $`P𝐑^4`$, the restriction of $`dH`$ to $`T(𝐑^4)_P`$ is denoted $`dH_P`$. ###### 2.2 Proposition. Let $`N^2`$ be a simply connected two dimensional submanifold of $`𝐑^4`$. We also assume that the following non-degeneracy condition holds: 1. The set of points $`PN^2`$ where $`dH_P0`$ is dense in $`N^2`$ (here $`dH_P`$ is being viewed as a linear functional on $`𝐑^4`$ and not just restricted to $`T(N^2)`$). Then $`N^2`$ is the jet of a solution to the equation $`H(x,y,z_x,z_y)=0`$ if and only if the following three conditions hold 1. $`N^2\{P:H(P)=0\}`$, 2. $`N^2`$ projects over some open set $`U𝐑^2`$, and 3. the characteristic vector field $`\xi _H`$ is tangent to $`N^2`$ at every point of $`N^2`$. If $`N^2`$ satisfies these conditions and is a $`C^k`$ submanifold, then the solution $`z`$ is of class $`C^{k+1}`$. ###### 2.3 Remark. For our future applications it is important to realize that although $`H`$ is a smooth function, the zero set $`\{H=0\}`$ need not be a smooth submanifold of $`𝐑^4`$. For $`a,b>0`$ we will be interested in $`H(x,y,p,q)=p^2+q^2a^2x^2b^2y^2`$. The zero set $`\{H=0\}`$ is then a cone that is singular at $`(0,0,0,0)`$. However, if $`N^2`$ is a smooth surface in $`\{H=0\}`$ that is everywhere tangent to $`\xi _H`$ and which projects onto an open set in $`𝐑^2`$, then $`N^2`$ is the jet of a solution to $`z_x^2+z_y^2=a^2x^2+b^2y^2`$. This is because $`dH`$ only vanishes at one point and thus the set of points on $`N^2`$ where $`dH0`$ is dense.∎ It is useful to give a name to submanifolds that satisfy two of the conditions of the proposition: ###### 2.4 Definition. Let $`H:𝐑^4𝐑`$ be a $`C^k`$ function with $`k2`$ and characteristic vector field $`\xi _H`$. Then a connected two dimensional submanifold $`N^2`$ of class $`C^1`$ is an invariant Lagrangian surface iff 1. $`N^2`$ is a Lagrangian surface (i.e. the restriction of $`\omega `$ to $`N^2`$ vanishes), and 2. The characteristic vector field $`\xi _H`$ is tangent to $`N^2`$ at all points of $`N^2`$.∎ ###### Proof of Proposition 2.2. First assume that the three conditions hold. Then in light of Proposition 2.1 it is enough to show that the restriction of $`\omega `$ to $`N^2`$ is zero. If we are at a point $`PN^2`$ where $`dH0`$, then from the definition of $`\xi _H`$ or the formula (2.1) it follows that $`\xi _H0`$. Let $`X`$ be a tangent vector to $`N^2`$ at $`P`$ linearly independent from $`\xi _H(P)`$. Then $`\{\xi _H(P),X\}`$ is a basis for the tangent space $`T(N^2)_P`$. Using the definition of $`\xi _H`$ and that $`dH(X)=0`$ (as $`H\|_{N^2}=0`$) $$\omega (\xi _H,X)=dH(X)=0.$$ Thus $`\omega `$ restricted to $`N^2`$ vanishes at $`P`$. But we are assuming that the set of points $`P`$ where $`dH`$ does not vanish is dense, thus by continuity the restriction of $`\omega `$ to $`N^2`$ is zero on all of $`N^2`$. Conversely, if $`N^2`$ is the jet of a solution, then clearly $`N^2\{P:H(P)=0\}`$ and $`N^2`$ projects onto an open subset of $`𝐑^2`$ and also $`H\|_{N^2}=0`$. Let $`PN^2`$. Then $`\omega (X,Y)=0`$ for all $`X,YT(N^2)_P`$. But a calculation shows that if $`Z`$ is any vector tangent to $`𝐑^4`$ at $`P`$ with $`\omega (Z,X)=0`$ for all $`XT(N^2)_P`$, then $`ZT(N^2)_P`$. But for $`XT(N^2)_P`$ we have $`dH(X)=0`$ so (as above) $`\omega (\xi _H,X)=dH(X)=0`$. Thus $`\xi _HT(N^2)_P`$. This completes the proof. ∎ This result makes the geometry of the method of characteristics clearer than the classical presentations. Let $`H`$ be of class $`C^k`$ for $`k2`$. Then the formula (2.1) makes it clear that the vector field $`\xi _H`$ is of class $`C^{k1}`$. Let $`\mathrm{\Phi }_t^H`$ be the flow of $`\xi _H`$. That is, $`\mathrm{\Phi }_0^H(P)=P`$ and $`c(t):=\mathrm{\Phi }_t^H(P)`$ is an integral curve of the vector field $`\xi _H`$. Then (see \[8, Thm 1, p. 80\] or \[1, p. 230\]) the map $`(t,P)\mathrm{\Phi }_t^H(P)`$ is $`C^{k1}`$. Now let $`c:(a,b)𝐑^4`$ be a curve of class $`C^l`$ ($`l1`$) and let $`\pi :𝐑^4𝐑^2`$ be the projection $`\pi (x,y,p,q)=(x,y)`$. Assume 1. $`H(c(s))0`$, 2. $`c`$ projects over an imbedded<sup>1</sup><sup>1</sup>1A curve $`c`$ is imbedded iff it is the image of a smooth injective map $`\gamma :I𝐑^2`$, with $`I`$ an interval in $`𝐑`$, so that the velocity vector $`\gamma ^{}`$ never vanishes and so that the topology of $`\gamma [I]`$ as a subset of $`𝐑^2`$ is the same as the topology induced by $`\gamma `$ ( i.e. $`\gamma `$ is a homeomorphism). curve of $`𝐑^2`$ (that is $`s\pi (c(s))`$ is an imbedded curve in $`𝐑^2`$), and 3. at all points $`c(s)`$ the vectors $`\pi _{}c^{}(s)`$ and $`\pi _{}\xi _H(c(s))`$ are linearly independent. Then let $`F(s,t):=\mathrm{\Phi }_t^H(c(s))`$. By the implicit function theorem for $`r`$ small enough the submanifold $`N^2:=\{F(s,t):(s,t)(a,b)\times (r,r)\}`$ will project over an open subset $`U`$ of $`𝐑^2`$. Also, as $`H`$ is constant along the flow of $`\xi _H`$ and $`H(c(s))=0`$, we have that $`H(F(s,t))=H(\mathrm{\Phi }_t^H(c(s)))=0`$. Thus $`H\|_{N^2}=0`$. By construction $`\xi _H`$ is tangent to $`N^2`$ and so $`N^2`$ is the jet of a solution $`z`$ to $`H(x,y,z_x,z_y)=0`$ by Proposition 2.2. The regularity of $`N^2`$ is $`C^{\mathrm{min}\{k1,l\}}`$ and therefore the regularity of $`z`$ is $`C^{\mathrm{min}\{k,l+1\}}`$. ### 2.2. Solutions near critical points of $`H`$. We now look at the more interesting case of finding solutions near a critical point, $`P_0`$, of $`H`$. Assume that $`dH_{P_0}=0`$ and by adding a constant to $`H`$ we can assume that $`H(P_0)=0`$. Then near $`P_0`$ the set $`\{H=0\}`$ need not be a submanifold of $`𝐑^4`$. Assume that $`P_0`$ is a non-degenerate critical point so that the Hessian of $`H`$ at $`P_0`$ is non-singular. To make the notation easier we assume that $`P_0=(0,0,0,0)`$. Then using the form (2.1) we see that the linearization of the characteristic system for this vector field at the origin is (2.2) $$\frac{d}{dt}\left[\begin{array}{c}x(t)\\ y(t)\\ p(t)\\ q(t)\end{array}\right]=\left[\begin{array}{cccc}H_{xp}& H_{yp}& H_{pp}& H_{pq}\\ H_{xq}& H_{yq}& H_{pq}& H_{qq}\\ H_{xx}& H_{xy}& H_{xp}& H_{xq}\\ H_{xy}& H_{yy}& H_{yp}& H_{yq}\end{array}\right]\left[\begin{array}{c}x(t)\\ y(t)\\ p(t)\\ q(t)\end{array}\right]=L\left[\begin{array}{c}x(t)\\ y(t)\\ p(t)\\ q(t)\end{array}\right],$$ where all the second partial derivative are evaluated at $`(0,0,0,0)`$ and this equation defines $`L`$. Let $`det(D^2H)`$ be the determinant of the Hessian at $`(0,0,0,0)`$ and let $$c_2:=2H_{xy}H_{pq}2H_{xq}H_{yp}+H_{yy}H_{qq}H_{yq}^2+H_{xx}H_{pp}H_{xp}^2.$$ The characteristic polynomial of $`L`$ is then, using that $`det(L)=det(D^2H)`$, (which can be seen by noting that $`L=JD^2H`$, where $`J=\left[\begin{array}{cc}0& I_2\\ I_2& 0\end{array}\right]`$, so that $`det(L)=det(J)det(D^2H)=det(D^2H)`$), $$det(\lambda IL)=\lambda ^4+c_2\lambda ^2+det(D^2H).$$ Therefore the eigenvalues are (2.3) $$\pm \sqrt{\frac{c_2+\sqrt{c_2^24det(D^2H)}}{2}},\pm \sqrt{\frac{c_2\sqrt{c_2^24det(D^2H)}}{2}}.$$ Assuming that there is no eigenvalue with zero real part we see that there are exactly two eigenvaules with positive real part and two with negative real part. Then let $`N_+^2`$ be the local stable manifold for the critical point at $`(0,0,0,0)`$ and $`N_{}^2`$ the local unstable submanifold. (Loosely $`N_\pm ^2`$ is the set of points $`P𝐑^4`$ so that $`lim_{t\pm \mathrm{}}\mathrm{\Phi }_t^H(P)=(0,0,0,0)`$. See Appendix A.1.) Because of the condition on the eigenvalues of $`L`$ both $`N_+^2`$ and $`N_{}^2`$ are two dimensional. If $`H`$ is of class $`C^k`$ for $`k2`$ then the flow $`\mathrm{\Phi }_t^H`$ is of class $`C^{k1}`$. Therefore $`N_+^2`$ and $`N_{}^2`$ are $`C^{k1}`$ submanifolds of $`𝐑^4`$ (see \[15, Thm 5.20, p. 49\]). Then for a point $`PN_\pm ^2`$ we have, by the invariance of $`H`$ under the flow, that $`H(P)=lim_{t\pm \mathrm{}}H(\mathrm{\Phi }_t^H(P))=H(0,0,0,0)=0`$. Thus $`H\|_{N_\pm ^2}=0`$. Also it is clear that the characteristic vector field $`\xi _H`$ is tangent to $`N_\pm ^2`$. The condition of Proposition 2.2 that does not hold automatically for $`N_\pm ^2`$ is that of being locally projectable. Summarizing: ###### 2.5 Theorem. Let $`H:𝐑^4𝐑`$ be a $`C^k`$ function with $`k2`$. Assume that $`H`$ has a non-degenerate critical point at $`(0,0,0,0)`$ with $`H(0,0,0,0)=0`$ and assume that no eigenvalue of $`L`$ as defined above has zero real part. Then there are exactly two eigenvalues $`\lambda _1,\lambda _2`$ of $`L`$ that have positive real part. Let $`e_1`$ and $`e_2`$ be the eigenvectors corresponding to $`\lambda _1`$ and $`\lambda _2`$, let $`𝒩`$ be the subspace spanned by $`e_1`$ and $`e_2`$ and let $`\pi :𝐑^4𝐑^2`$ be the projection $`\pi (x,y,p,q)=(x,y)`$. Assume that the restriction $`\pi \|_𝒩:𝒩𝐑^2`$ is nonsingular. Then near $`(0,0,0,0)`$ the unstable submanifold $`N_{}^2`$ of $`\xi _H`$ is the jet of a $`C^k`$ solution $`z`$ to $`H(x,y,z_x,z_y)=0`$. An analogous statement holds for the stable submanifold $`N_+^2`$ of $`\xi _H`$. ###### Proof. The tangent space to $`N_{}^2`$ at $`(0,0,0,0)`$ is $`𝒩`$ so if $`\pi \|_𝒩:𝒩𝐑^2`$ is nonsingular the implicit function theorem implies that near $`(0,0,0,0)`$ the submanifold $`N_{}^2`$ will project onto an open subset of $`𝐑^2`$. As noted all the other hypothesis of Proposition 2.2 hold. This completes the proof. ∎ As an example of this assume that $`H(x,y,p,q)=f(p,q)h(x,y)`$ where $`f`$ and $`h`$ have critical points at $`(0,0)`$ and the Hessians of $`f`$ and $`h`$ at $`(0,0)`$ are both positive definite. (This is a case that comes up in the shape from shading problem.) Then the linear map $`L`$ is $$L=\left[\begin{array}{cccc}0& 0& f_{pp}& f_{pq}\\ 0& 0& f_{pq}& f_{qq}\\ h_{xx}& h_{xy}& 0& 0\\ h_{xy}& h_{yy}& 0& 0\end{array}\right]=\left[\begin{array}{cc}0& A\\ B& 0\end{array}\right],$$ where $`A`$ and $`B`$ are positive definite $`2\times 2`$ matrices. As $`A`$ is positive definite it has a square root $`A^{\frac{1}{2}}`$. The matrix $`A^{\frac{1}{2}}BA^{\frac{1}{2}}`$ will also be positive definite and will consequently have positive eigenvalues. Let $`a^2`$ and $`b^2`$ be the eigenvalues of $`A^{\frac{1}{2}}BA^{\frac{1}{2}}`$, where $`a,b>0`$, and $`𝐞_1,𝐞_2`$ the corresponding eigenvalues, $$A^{\frac{1}{2}}BA^{\frac{1}{2}}𝐞_1=a^2𝐞_1,A^{\frac{1}{2}}BA^{\frac{1}{2}}𝐞_2=b^2𝐞_2,$$ and define $$\begin{array}{cc}𝐯_1:=\left[\begin{array}{c}A^{\frac{1}{2}}𝐞_1\\ aA^{\frac{1}{2}}𝐞_1\end{array}\right],\hfill & 𝐯_2:=\left[\begin{array}{c}A^{\frac{1}{2}}𝐞_2\\ bA^{\frac{1}{2}}𝐞_2\end{array}\right],\hfill \\ & \\ 𝐯_3:=\left[\begin{array}{c}A^{\frac{1}{2}}𝐞_1\\ aA^{\frac{1}{2}}𝐞_1\end{array}\right],\hfill & 𝐯_4:=\left[\begin{array}{c}A^{\frac{1}{2}}𝐞_2\\ bA^{\frac{1}{2}}𝐞_2\end{array}\right].\hfill \end{array}$$ By direct calculation, we find $$L𝐯_1=a𝐯_1,L𝐯_2=b𝐯_2,L𝐯_3=a𝐯_3,L𝐯_4=b𝐯_4.$$ Thus the eigenvalues of $`L`$ are $`\pm a`$ and $`\pm b`$. The eigenvectors corresponding to the two eigenvalues with positive real part are $`𝐯_1`$ and $`𝐯_2`$. For future reference we record some elmentary facts about these eigenvalues and eigenvectors. The proof is left to the reader. ###### 2.6 Lemma. If $`ab`$ then there are exactly six two dimensional subspaces of the tangent space $`T(𝐑^4)`$ that are invariant under $`L`$, corresponding to the six ways of choosing two of the eigenvectors $`𝐯_1,\mathrm{},𝐯_4`$. As $`\omega (𝐯_1,𝐯_3)0`$ and $`\omega (𝐯_2,𝐯_4)0`$ the subspaces $`\mathrm{span}(𝐯_1,𝐯_3)`$ and $`\mathrm{span}(𝐯_2,𝐯_4)`$ can never be tangent to jets of functions and therefore can be disregarded from our considerations. Each of the remaining four pairs $`\{𝐯_1,𝐯_2\}`$, $`\{𝐯_3,𝐯_4\}`$, $`\{𝐯_1,𝐯_4\}`$, and $`\{𝐯_2,𝐯_3\}`$ spans a two dimensional subspace of the tangent space $`T(𝐑^4)_0`$ on which $`\omega `$ vanishes. If $`\{𝐯_i,𝐯_j\}`$ is any one of these four pairs and $`\pi :𝐑^4𝐑^2`$ is the projection $`\pi (x,y,p,q)=(x,y)`$ then $`\pi _{}𝐯_i`$ and $`\pi _{}𝐯_j`$ are linearly independent. Therefore, if $`N^2`$ is any two dimensional submanifold tangent to $`\mathrm{span}(𝐯_i,𝐯_j)`$ then, by the implicit function theorem, $`N^2`$ locally projects over some open neighborhood $`U`$ of $`(0,0)`$ in $`𝐑^2`$. Finally, $`\mathrm{span}(𝐯_1,𝐯_2)`$ is the tangent space at the origin to the unstable submanifold of $`\xi _H`$ and $`\mathrm{span}(𝐯_3,𝐯_4)`$ is the tangent space at the origin to the stable submanifold of $`\xi _H`$. ∎ The following gives a generalization of a theorem of Bruss , who considered the special case of $`u_x^2+u_y^2=h(x,y)`$. The proof uses the same geometric idea as Bruss’s proof. ###### 2.7 Theorem (A. Bruss ). Let $`f(p,q)`$ and $`h(x,y)`$ be functions of class $`C^k`$, with $`k2`$, and assume that $`f`$ and $`h`$ both have critical points with positive definite Hessians at $`(0,0)`$. Then in the class of functions that are concave near $`(0,0)`$ there is a unique (up to an additive constant) solution to $`f(z_x,z_y)=h(x,y)`$. This solution is $`C^k`$ and has as its jet near $`(0,0)`$ the stable manifold of the characteristic vector field $`\xi _H`$ of $`H(x,y,p,q)=f(p,q)h(x,y)`$. (Likewise, there is a unique convex solution, it is $`C^k`$ and has as jet near $`(0,0)`$ the unstable submanifold of $`\xi _H`$.) ###### Proof. Follows from the discussion above. ∎ ## 3. Construction of saddle type solutions near a regular critical point ### 3.1. Construction of all solutions to $`z_x^2+z_y^2=a^2x^2+b^2y^2`$. We will now construct all “saddle point” solutions of the equation $$z_x^2+z_y^2=a^2x^2+b^2y^2,$$ where $`a,b>0`$. The analysis here is a model for the more general setup covered in Section 3.2. This special case is also of interest as it is possible to be somewhat more precise about the regularity of the solutions. What makes this equation especially easy to analyze is that the components of the characteristic vector field are linear so that finding the flow involves no more than linear algebra. We will assume that we have a solution defined near $`(0,0)`$ with $`z(0,0)=0`$. If $`ab`$, then by a formal power series argument as in the proof of Proposition 4.1 below, we have that if $`zC^3`$ then near $`(0,0)`$ the first few terms of its Taylor series are $`z=\frac{1}{2}(\pm ax^2\pm by^2)+O((\|x\|+\|y\|)^3)`$ and if $`a=b`$ we can bring $`z`$ to this form by a rotation of the axes. If $`z=\frac{1}{2}(ax^2+by^2)+O((\|x\|+\|y\|)^3)`$, then Theorem 2.7 applies, since the function is convex. Hence $`z=\frac{1}{2}(ax^2+by^2)`$ is the unique solution. Likewise, if $`z=\frac{1}{2}(ax^2+by^2)+O((\|x\|+\|y\|)^3)`$, then $`z=\frac{1}{2}(ax^2+by^2)`$. Next we look for a solution of the form $$z=\frac{1}{2}(ax^2by^2)+O((\|x\|+\|y\|)^3).$$ We will use the Hamiltonian $`H=\frac{1}{2}(p^2+q^2a^2x^2b^2y^2)`$. The characteristic vector field is then $`\xi _H=p\frac{}{x}+q\frac{}{y}+a^2x\frac{}{p}+b^2y\frac{}{q}`$. The integral curves of this vector field satisfy the differential equation, cf. (2.2), $$\frac{d}{dt}\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right]=\left[\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 1\\ a^2& 0& 0& 0\\ 0& b^2& 0& 0\end{array}\right]\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right]=L\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right].$$ The eigenvectors of the matrix $`L`$ are (3.1) $$𝐯_1=\left[\begin{array}{c}1\\ 0\\ a\\ 0\end{array}\right],𝐯_2=\left[\begin{array}{c}0\\ 1\\ 0\\ b\end{array}\right],𝐯_3=\left[\begin{array}{c}1\\ 0\\ a\\ 0\end{array}\right],𝐯_4=\left[\begin{array}{c}0\\ 1\\ 0\\ b\end{array}\right],$$ which satisfy $$L𝐯_1=a𝐯_1,L𝐯_2=b𝐯_2,L𝐯_3=a𝐯_3,L𝐯_4=b𝐯_4.$$ The jet of the function $`z=\frac{1}{2}(ax^2by^2)`$ is the span of $`𝐯_1`$ and $`𝐯_2`$. To construct an invariant Lagrangian surface through $`(0,0,0,0)`$ we start with two curves $`\gamma _\pm :𝐑𝐑^4`$ and generate the surface by moving these curves by the flow of the characteristic vector field. Because of the nature of the singularity, two curves rather than just one are required. Toward this end let $`\phi _+,\phi _{}:𝐑𝐑`$ be two functions so that 1. $`\phi _\pm `$ are $`C^k`$ functions for some $`k1`$ and 2. $`\phi _\pm `$ vanish to order $`l`$ at the origin for some $`lk`$ (where $`l`$ need not be an integer). Specifically, this means that there are functions $`\overline{\phi }_\pm :𝐑𝐑`$ so that (3.2) $$\phi _\pm (s)=\overline{\phi }_\pm (s)s^l$$ where $`\overline{\phi }_\pm (s)`$ are $`C^k`$ functions on $`𝐑\{0\}`$ and the derivatives $`\frac{d^j}{ds^j}\overline{\phi }_\pm (s)`$ are bounded on $`[1,1]\{0\}`$ for $`0jl`$. Define two curves $`\gamma _+,\gamma _{}:𝐑𝐑^4`$ by $$\gamma _\pm (s)=s𝐯_1\pm s𝐯_2+\phi _\pm (s)𝐯_3\frac{a^2}{b^2}\phi _\pm (s)𝐯_4.$$ Then $$H(\gamma _\pm (s))=0$$ for all $`s`$. Let $`e^{tL}`$ be the exponential of $`L`$ so that for $`P𝐑^4`$ the integral curve of the characteristic vector field through $`P`$ is $`te^{tL}P`$. Define $`F_\pm :𝐑^2𝐑^4`$ by (3.3) $$F_\pm (s,t):=e^{tL}\gamma _\pm (s)=se^{at}𝐯_1\pm se^{bt}𝐯_2+\phi _\pm (s)e^{at}𝐯_3\frac{a^2}{b^2}\phi _\pm (s)e^{bt}𝐯_4.$$ We now consider $`F_+(s,t)`$ for $`s>0`$. Do the change of variables $`(s,t)(u,v)`$ with $`u,v>0`$ given by $$\{\begin{array}{c}u=se^{at}\hfill \\ v=se^{bt}\hfill \end{array}\{\begin{array}{c}t=\frac{1}{a+b}\mathrm{ln}\frac{u}{v}\hfill \\ s=u^{b/(a+b)}v^{a/(a+b)}\hfill \end{array}.$$ In these coordinates we have that the image of $`F_+(s,t)`$ with $`s>0`$ can be parameterized by $`G(u,v)=`$ $`u𝐯_1+v𝐯_2`$ $`+u^{\frac{a}{a+b}}v^{\frac{a}{a+b}}\phi _+(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}})𝐯_3{\displaystyle \frac{a^2}{b^2}}u^{\frac{b}{a+b}}v^{\frac{b}{a+b}}\phi _+(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}})𝐯_4.`$ ###### 3.1 Lemma. Let $`\phi `$ be a function on $`[0,\mathrm{})`$ of class $`C^k`$ that vanishes to order $`lk`$ at $`t=0`$ and let $`1>\alpha ,\beta >0`$. Then the function $$E(u,v):=\{\begin{array}{cc}u^{\alpha 1}v^\beta \phi (u^\alpha v^\beta ),\hfill & u,v>0\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array}$$ is $`C^n`$ on $`𝐑^2`$ for all $`n<\mathrm{min}\{(l+1)\alpha 1,(l+1)\beta \}`$. Conversely, if $`E(u,v)`$ is of class $`C^n`$, then $`\phi `$ vanishes of order $`l`$ at $`t=0`$ for all $`l>\mathrm{max}\{(n+1)/\alpha 1,n/\beta 1\}`$. ###### Proof. The hypothesis on $`\phi `$ implies that $`\phi (t)=t^l\psi (t)`$ where $`\psi `$ has continuous derivatives up to order $`k`$ on the open interval $`(0,\mathrm{})`$ and is bounded on the closed interval $`[0,\mathrm{})`$. Thus $`E`$ can be rewritten as $`E(u,v)=u^{(l+1)\alpha 1}v^{(l+1)\beta }\psi (u^\alpha v^\beta )`$ for $`u,v>0`$. The result now follows by direct calculation of the derivatives. ∎ This directly implies: ###### 3.2 Theorem. Let $`\phi _\pm :[0,\mathrm{})𝐑`$ be $`C^k`$ functions that vanish to order $`lk`$ at $`0`$. Let $`F_\pm `$ be defined by equation (3.3) and let $`N^2(\phi _+,\phi _{})`$ be the closure of the union of the images of $`F_+`$ and $`F_{}`$, that is, $$N^2(\phi _+,\phi _{}):=\overline{\mathrm{image}(F_+)\mathrm{image}(F_{})}.$$ Set $`n:=\mathrm{min}\{\frac{(l+1)a}{a+b},\frac{(l+1)b}{a+b}\}1`$, where $``$ is the ceiling function. Then $`N^2(\phi _+,\phi _{})`$ is a $`C^{n1}`$ submanifold of $`𝐑^4`$ that is the jet of a $`C^n`$ solution $`z(x,y)`$ to the equation $`z_x^2+z_y^2=a^2x^2+b^2y^2`$. Conversely, any $`C^n`$ solution of this equation is of this form for unique $`\phi _+`$ and $`\phi _{}`$. Regardless of the value of $`l`$, the function $`z`$ will be of class $`C^{k+1}`$ on $`𝐑^2\{xy=0\}`$. Thus there is a decrease in regularity of solutions from $`C^{k+1}`$ to $`C^n`$ along the coordinate axes. ###### Proof. All but the statements about the decrease in regularity along the coordinate axes follow from Lemma 3.1. The two curves where the regularity of the surface $`N^2(\phi _+,\phi _{})`$ drops are along the lines $`uG(u,0)`$ (which projects down onto the $`x`$-axis) and $`vG(0,v)`$ (which projects down onto the $`y`$-axis). All other points of $`N^2(\phi _+,\phi _{})`$ are $`C^k`$. As in Proposition 2.2, this implies that $`z`$ is $`C^{k+1}`$ off of the coordinate axes. ∎ ### 3.2. Solutions to $`H(x,y,z_x,z_y)=0`$ near a critical point of $`H`$. We now consider an equation $`H(x,y,z_x,z_y)=0`$ near a critical point of $`H`$. We assume that $`HC^{\mathrm{}}`$, $`H(0,0,0,0)=0`$ and $`dH=0`$ at the origin. Let $`L`$ be the linearization at the origin of the characteristic system defined by (2.2) and assume that the eigenvalues of $`L`$ are $`a,b,a,b`$ where $`a,b>0`$. (By (2.3) the eigenvalues are of this form if they are real and nonzero.) Let $`e_1,e_2,e_3,e_4`$ be the eigenvectors for $`a,b,a,b`$ respectively. We make the two assumptions (3.4) $`a`$ and $`b`$ are linearly independent over the rational numbers, and (3.5) $$\{\begin{array}{c}\{\pi _{}e_1,\pi _{}e_2\},\{\pi _{}e_3,\pi _{}e_4\},\{\pi _{}e_1,\pi _{}e_4\},\{\pi _{}e_2,\pi _{}e_3\}\hfill \\ \text{are each linearly independent sets.}\hfill \end{array}$$ (Where, as usual, $`\pi :𝐑^4𝐑^2`$ is $`\pi (x,y,p,q)=(x,y)`$.) This and the implicit function theorem imply that, if $`N^2`$ is any $`C^1`$ surface in $`𝐑^4`$ that is tangent to both $`e_1`$ and $`e_2`$ (or one of the other pairs $`\{e_3,e_4\}`$, $`\{e_1,e_4\}`$ or $`\{e_2,e_3\}`$), then locally $`N^2`$ projects over an open neighborhood of the origin in $`𝐑^2`$. The number theoretic assumption (3.4) is what is needed to invoke the Sternberg Normal Form (Theorem A.2 in the Appendix) and conclude there are local coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ centered at the origin of $`𝐑^4`$ with $`\omega =d\overline{p}d\overline{x}+d\overline{q}d\overline{y}`$ and a function $`f(u,v)`$ with $`f(0,0)=0`$, $`f_u(0,0)=f_v(0,0)=1`$ and $`H=\frac{1}{2}f(\overline{p}^2a^2\overline{x}^2,\overline{q}^2b^2\overline{y}^2)`$. In the coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ the eigen-directions of $`L`$ are given by the vectors $`𝐯_1,𝐯_2,𝐯_3,𝐯_4`$ of (3.9) below. So in these coordinates we can take $`e_1=𝐯_1`$, $`e_2=𝐯_4`$, $`e_3=𝐯_3`$ and $`e_4=𝐯_2`$. We then can compute that $`\omega (e_1,e_2)=\omega (e_3,e_4)=\omega (e_1,e_4)=\omega (e_2,e_3)=0`$, but that $`\omega (e_1,e_3),\omega (e_2,e_4)0`$. This leads to a general existence result. ###### 3.3 Theorem. Let the origin of $`𝐑^4`$ be a non-degenerate critical point of $`H`$ such that the linearization $`L`$ of the characteristic vector field $`\xi _H`$ at the origin satisfies the conditions (3.4) and (3.5). Then, with the notation above, each of the pairs $`\{e_1,e_2\}`$, $`\{e_3,e_4\}`$, $`\{e_1,e_4\}`$ and $`\{e_2,e_3\}`$ is tangent to the jet of a $`C^{\mathrm{}}`$ solution to $`H(x,y,z_x,z_y)=0`$. ###### Proof. Consider the four submanifolds $`N_{\pm ,\pm }^2`$ of $`𝐑^4`$ defined locally near the origin in the coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ by $$N_{\pm ,\pm }^2:=\{(\overline{x},\overline{y},\pm a\overline{x},\pm b\overline{y}):(\overline{x},\overline{y})U\},$$ where $`U`$ is a small neighborhood of $`(0,0)`$ in $`𝐑^2`$. On $`N_{\pm ,\pm }`$ the relations $`\overline{p}=\pm ax`$ and $`\overline{q}=\pm by`$ hold. Thus on $`N_{\pm ,\pm }^2`$ we have $`H=\frac{1}{2}f(\overline{p}^2a^2\overline{x}^2,\overline{q}^2b^2\overline{y}^2)=\frac{1}{2}f(0,0)=0`$ and therefore $`N_{\pm ,\pm }^2\{H=0\}`$. A direct calculation using the form of the characteristic vector field $`\xi _H`$ in the coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ (see (3.7) below) shows that $`\xi _H`$ is tangent to $`N_{\pm ,\pm }^2`$. Thus $`N_{\pm ,\pm }^2`$ is an invariant Lagrangian surface. We also have $`T(N_{+,+}^2)_0`$ $`=\mathrm{span}(e_1,e_2),T(N_,^2)_0=\mathrm{span}(e_3,e_4),`$ $`T(N_{+,}^2)_0`$ $`=\mathrm{span}(e_1,e_4),T(N_{,+}^2)_0=\mathrm{span}(e_2,e_3).`$ Therefore the assumption (3.5) implies that locally near $`(0,0,0,0)`$ each of the surfaces $`N_{\pm ,\pm }^2`$ projects onto an open neighborhood of $`(0,0)`$ in $`𝐑^2`$. Consequently Proposition 2.1 implies that $`N_{\pm ,\pm }^2`$ is the jet of a $`C^{\mathrm{}}`$ solution to $`H(x,y,z_x,z_y)=0`$. ∎ If $`N^2𝐑^4`$ is the jet of a solution to $`H(x,y,z_x,z_y)=0`$ that passes through $`(0,0,0,0)`$, then $`N^2`$ is an invariant Lagrangian surface in $`𝐑^4`$. The invariance of $`N^2`$ under the flow of the characteristic vector field $`\xi _H`$ implies that $`T(N^2)_0`$ is invariant under the linearization $`L`$ of $`\xi _H`$. This, coupled with the fact that $`\omega `$ vanishes on $`T(N^2)_0`$, implies that $`T(N^2)_0`$ is one of the four subspaces $`\mathrm{span}(e_1,e_2)`$, $`\mathrm{span}(e_3,e_4)`$, $`\mathrm{span}(e_1,e_4)`$, or $`\mathrm{span}(e_2,e_3)`$ of $`T(𝐑^4)_0`$. The subspace $`\mathrm{span}(e_1,e_2)`$ is tangent to $`N_{+,+}^2`$ at the origin. This is the unstable submanifold of $`\xi _H`$ at $`(0,0,0,0)`$ and is unique in the sense that if $`\stackrel{~}{N}^2`$ is a $`C^1`$ invariant submanifold for $`\xi _H`$ with $`T(\stackrel{~}{N}^2)_0=\mathrm{span}(e_1,e_2)`$ then $`\stackrel{~}{N}^2=N_{+,+}^2`$ in a neighborhood of the origin. To see this note that the restriction $`\xi _H\|_{\stackrel{~}{N}^2}`$ has a source at the origin (as the eigenvalues of the restriction $`L\|_{\stackrel{~}{N}^2}`$ are $`a,b>0`$) and so for all points $`P`$ of $`\stackrel{~}{N}^2`$ sufficiently near the origin $`lim_t\mathrm{}\mathrm{\Phi }_t(P)=(0,0,0,0)`$. But this is exactly the condition that $`P`$ be on the unstable submanifold. Thus $`\stackrel{~}{N}^2=N_{+,+}^2`$ as claimed. There is a corresponding uniqueness statement for the stable submanifold $`N_,^2`$. Call a solution $`z`$ to $`H(x,y,z_x,z_y)=0`$ with $`z_x(0,0)=z_y(0,0)=0`$ a solution with unstable jet iff its jet near the origin is the unstable submanifold $`N_{+,+}^2`$ for $`\xi _H`$. Likewise, $`z`$ is a solution with stable jet iff its jet near the origin is the stable submanifold $`N_,^2`$ for $`\xi _H`$. Our discussion leads at once to a uniqueness result. ###### 3.4 Theorem. If the hypotheses of Theorem 3.3 hold and if $`z`$ is a solution to $`H(x,y,z_x,z_y)=0`$ with $`z(0,0)=z_x(0,0)=z_y(0,0)=0`$ of either stable or unstable type, then $`z`$ is unique in the sense that if $`\stackrel{~}{z}`$ is any $`C^2`$ solution with $`\stackrel{~}{z}(0,0)=\stackrel{~}{z}_x(0,0)=\stackrel{~}{z}_y(0,0)=0`$, such that the jet of $`\stackrel{~}{z}`$ is tangent to the jet of $`z`$ at $`(0,0,0,0)`$, then $`\stackrel{~}{z}=z`$ in a neighborhood of the origin. (The tangency condition of the jets is equivalent to $`\stackrel{~}{z}_{xx}(0,0)=z_{xx}(0,0)`$, $`\stackrel{~}{z}_{xy}(0,0)=z_{xy}(0,0)`$ and $`\stackrel{~}{z}_{yy}(0,0)=z_{yy}(0,0)`$.)∎ Call a solution to $`H(x,y,z_x,z_y)=0`$ with $`z(0,0)=z_x(0,0)=z_y(0,0)=0`$ whose jet at the origin is not the stable or unstable submanifold of the characteristic vector field $`\xi _H`$ a saddle solution. The motivation of this terminology is that for the eikonal equation $`z_x^2+z_y^2=a^2x^2+b^2y^2`$ with $`a,b>0`$ the solution with unstable jet is the convex solution $`z=\frac{1}{2}(ax^2+by^2)`$ and the solution with stable jet is the concave solution $`z=\frac{1}{2}(ax^2+by^2)`$. The other two obvious solutions $`z=\pm \frac{1}{2}(ax^2by^2)`$ (which are not unique by Theorem 3.2) have saddle points at the origin. We now wish to investigate in detail the lack of uniqueness of saddle solutions. To do this it is more convenient to work in the coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$. To simplify notation we drop the bars and just write $`x,y,p,q`$ but keep in mind that these are not the original symplectic coordinates on $`𝐑^4`$ and that once we have constructed the jets of solutions we have to translate these results back to statements in the original symplectic coordinates. With this in mind, we assume that $`H`$ has form (3.6) $$H=\frac{1}{2}f(p^2a^2x^2,q^2b^2y^2),$$ where $$f(0,0)=0,f_u(0,0)=f_v(0,0)=1,$$ and $$\omega =dpdx+dqdy.$$ Then the characteristic vector field is (3.7) $$\xi _H=f_up\frac{}{x}+f_vq\frac{}{y}+a^2f_ux\frac{}{p}+b^2f_vy\frac{}{q}.$$ The integral curves of this vector field satisfy the differential equation (3.8) $$\frac{d}{dt}\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right]=\left[\begin{array}{cccc}0& 0& f_u& 0\\ 0& 0& 0& f_v\\ f_ua^2& 0& 0& 0\\ 0& f_vb^2& 0& 0\end{array}\right]\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right].$$ This is not a linear system as the functions $`f_u`$ and $`f_v`$ depend on $`x`$, $`y`$, $`p`$ and $`q`$. However we will show that because of its special structure it can be treated almost as if it were linear. Letting $`L`$ be the matrix of this system we find that its eigenvectors are, cf. (3.1), (3.9) $$𝐯_1=\left[\begin{array}{c}1\\ 0\\ a\\ 0\end{array}\right],𝐯_2=\left[\begin{array}{c}0\\ 1\\ 0\\ b\end{array}\right],𝐯_3=\left[\begin{array}{c}1\\ 0\\ a\\ 0\end{array}\right],𝐯_4=\left[\begin{array}{c}0\\ 1\\ 0\\ b\end{array}\right],$$ and that $$L𝐯_1=f_ua𝐯_1,L𝐯_2=f_vb𝐯_2,L𝐯_3=f_ua𝐯_3,L𝐯_4=f_vb𝐯_4.$$ Thus $`L`$ has a basis of eigenvectors that are independent of the variables $`x`$, $`y`$, $`p`$ and $`q`$. For use in the statement and proof of Theorem 3.9 we define the two curves (3.10) $$𝐚_1(t)=t𝐯_1,𝐚_2(t)=t𝐯_2,$$ which are just the first two coordinate axes for the basis $`𝐯_1,𝐯_2,𝐯_3,𝐯_4`$. What is special about these curves is that while we will construct many surfaces that are jets of solutions and tangent to $`\mathrm{span}(𝐯_1,𝐯_2)`$, these curves will lie on all of these surfaces. Let $`w_1,w_2,w_3,w_4`$ be coordinates on $`𝐑^4`$ such that $$\left[\begin{array}{c}x\\ y\\ p\\ q\end{array}\right]=w_1𝐯_1+w_2𝐯_2+w_3𝐯_3+w_4𝐯_4.$$ Then (3.11) $$\{\begin{array}{cc}w_1=\frac{1}{2}\left(x+p/a\right),\hfill & w_2=\frac{1}{2}\left(yq/b\right),\hfill \\ & \\ w_3=\frac{1}{2}\left(xp/a\right),\hfill & w_4=\frac{1}{2}\left(y+q/b\right).\hfill \end{array}$$ In these coordinates the differential equations for the characteristics become $$\begin{array}{cc}w_1^{}(t)=f_uaw_1(t),\hfill & w_2^{}(t)=f_vbw_2(t),\hfill \\ & \\ w_3^{}(t)=f_uaw_3(t),\hfill & w_4^{}(t)=f_vbw_4^{}(t).\hfill \end{array}$$ Recall that $`f_u(0,0)=f_v(0,0)=1`$. Therefore given $`\epsilon >0`$ there is a $`\delta >0`$ so that if $`B(\delta ):=\{(w_1,w_2,w_3,w_4):_{i=1}^4w_i^2\delta ^2\}`$ is the closed ball of radius $`\delta `$ at the origin, then $`\|f_u1\|,\|f_v1\|<\epsilon 1/2`$ in $`B(\delta )`$. We now use that if a function $`w(t)`$ satisfies a differential equation $`w^{}(t)=ch(t,w(t))w(t)`$ on an interval $`[\kappa ,\kappa ]`$, where $`c`$ is a constant and $`\|h(t,w(t))1\|\epsilon `$, then on $`[\kappa ,\kappa ]`$, $`w(t)=w(0)e^{c\theta (t)t}`$ for a function $`\theta (t)`$ that satisfies $`\|1\theta \|\epsilon `$. The differential equations for the characteristics are all of this form, so if $`(w_1(0),w_2(0),w_3(0),w_4(0))B(\delta )`$ and $`t`$ is so that $`(w_1(\tau ),w_2(\tau ),w_3(\tau ),w_4(\tau ))B(\delta )`$ for $`\tau `$ between $`0`$ and $`t`$, then $$\begin{array}{cc}w_1(t)=w_1(0)e^{a\theta _1t},\hfill & w_2(t)=w_2(0)e^{b\theta _2t},\hfill \\ & \\ w_3(t)=w_3(0)e^{a\theta _3t},\hfill & w_4(t)=w_4(0)e^{b\theta _4t},\hfill \end{array}$$ where $$\|1\theta _i\|\epsilon \frac{1}{2}\text{for}i=1,2,3,4.$$ Let $`\phi _+,\phi _{}:𝐑𝐑`$ be two functions so that 1. $`\phi _\pm `$ are $`C^k`$ functions for some $`k1`$ and 2. $`\phi _\pm `$ vanishe to order $`l`$ at the origin for some $`lk`$. ###### 3.5 Lemma. There are unique functions $`\psi _\pm `$ defined in a neighborhood of $`0`$ so that if $`\gamma _\pm `$ are the curves $$\gamma _\pm (s):=s𝐯_1\pm s𝐯_2+\phi _\pm (s)𝐯_3+\psi _\pm (s)𝐯_4,$$ then $$H(\gamma _\pm (s))0.$$ Moreover, 1. $`\psi _\pm `$ are $`C^k`$ functions and 2. $`\psi _\pm `$ vanish to the same order $`lk`$ at the origin that $`\phi _\pm `$ do. As above, this means there are $`\overline{\psi }_\pm :𝐑𝐑`$ so that (3.12) $$\psi _\pm (s)=\overline{\psi }_\pm (s)s^l$$ where $`\overline{\psi }_\pm (s)`$ are $`C^k`$ functions on $`𝐑\{0\}`$ and the derivatives $`\frac{d^j}{ds^j}\overline{\psi }_\pm (s)`$ are bounded on $`[1,1]\{0\}`$ for $`0jl`$. (In the case $`H=\frac{1}{2}(p^2+q^2a^2x^2b^2y^2)`$ we have $`\psi _\pm (s)=(a^2/b^2)\phi _\pm (s)`$.) ###### Proof. We will show how to find $`\psi _+`$, the derivation for $`\psi _{}`$ being similar. In terms of the coordinates $`w_1,w_2,w_3,w_4`$ we are looking for $`\psi _+(s)`$ so that if $`w_1=s`$, $`w_2=s`$, $`w_3=\phi _+(s)`$, and $`w_4=\psi _+(s)`$, then $`\gamma _+(s)=w_1𝐯_1+w_2𝐯_2+w_3𝐯_3+w_4𝐯_4`$ is the required curve. Writing $`H`$ in terms of the coordinates $`x,y,p,q`$ (related to the coordinates $`w_1,w_2,w_3,w_4`$ by (3.11)) we have $`H=\frac{1}{2}f(p^2a^2x^2,q^2b^2y^2)`$. Then we want $`\psi _+`$ so that $`H(\gamma _+(s))=\frac{1}{2}f(4a^2s\phi _+(s),4b^2s\psi _+(s))=0`$. Recalling the assumptions on $`f`$ (i.e. $`f(0,0)=0`$ and $`f_u(0,0)=f_v(0,0)=1`$) we have by the implicit function theorem that there is a smooth function $`\stackrel{~}{v}()`$ defined in a neighborhood $`U`$ of $`0`$ with $`\stackrel{~}{v}(0)=0`$, $`\stackrel{~}{v}^{}(0)=1`$ so that $`f(u,\stackrel{~}{v}(u))0`$. Then near $`(0,0)`$ we have $`\{(u,v):f(u,v)=0\}=\{(u,\stackrel{~}{v}(u)):uU\}`$. Therefore near $`s=0`$ we are trying to solve $`4b^2s\psi _+(s)=v(4a^2s\phi _+(s))`$ for $`\psi _+(s)`$. As $`\stackrel{~}{v}(u)`$ vanishes at the origin it can be expressed as $`\stackrel{~}{v}(u)=u\overline{v}(u)`$, where $`\overline{v}`$ is a smooth function and $`\stackrel{~}{v}^{}(0)=1`$ implies $`\overline{v}(0)=1`$. Therefore $`\psi _+(s)=(a^2/b^2)\phi _+(s)\overline{v}(4a^2s\phi _+(s))`$. Note that if $`\phi _+(s)`$ vanishes to order $`l`$ at $`s=0`$, then this formula makes it clear that the same is true for $`\psi _+(s)`$. Finally, if $`H=\frac{1}{2}(p^2+q^2a^2x^2b^2y^2)`$ then $`f(u,v)=u+v`$ and so $`\stackrel{~}{v}(u)=u`$, $`\overline{v}(u)=1`$ which implies $`\psi _+(s)=(a^2/b^2)\phi _+(s)`$. ∎ Assume that $`\phi _\pm `$ is defined on the interval $`(s_0,s_0)`$ and let $`\mathrm{\Phi }_t`$ be the flow of $`\xi _H`$. Then define $`F_\pm :(s_0,s_0)\times 𝐑𝐑^4`$ by (3.13) $$F_\pm (s,t):=\mathrm{\Phi }_t(\gamma _\pm (s)).$$ Writing this as $$F_\pm (s,t)=w_1(s,t)𝐯_1+w_2(s,t)𝐯_2+w_3(s,t)𝐯_3+w_4(s,t)𝐯_4$$ from the discussion of differential equations for the characteristics we have (3.14) $$\{\begin{array}{cc}w_1(s,t)\hfill & =se^{a\theta _1t},w_2(s,t)=\pm se^{b\theta _2t},\hfill \\ & \\ w_3(s,t)\hfill & =\phi _\pm (s)e^{a\theta _3t},w_4(s,t)=\psi _\pm (s)e^{b\theta _4t},\hfill \end{array}$$ where $`\|\theta _i1\|\epsilon 1/2`$. We are now going use $`u=w_1(s,t)`$ and $`v=w_2(s,t)`$ as new variables and express $`w_3(s,t)`$ and $`w_4(s,t)`$ in terms of these variables. As $`w_2(s,t)=\pm se^{b\theta _2t}`$ this calculation breaks up corresponding to the choice of signs. To simplify notation we will do the calculation in the first quadrant of the $`uv`$-plane, which corresponds to choosing $`+`$ in the definition of $`w_2`$, using the functions $`\phi _+`$, $`\psi _+`$, and restricting to $`s>0`$. The calculations in the other quadrants are identical. In the first quadrant $$u=w_1(s,t)=se^{a\theta _1t},v=w_2(s,t)=se^{b\theta _2t},$$ with $`s`$, $`u`$, and $`v`$ positive. Solving for $`s`$ and $`t`$ we get $$s=u^{b/(a+b)}v^{a/(a+b)}e^{ab(\theta _2\theta _1)t},t=\frac{1}{a\theta _1+b\theta _2}\mathrm{ln}\left(\frac{u}{v}\right).$$ Thus $$e^t=\left(\frac{u}{v}\right)^{1/(a\theta _1+b\theta _2)}=\left(\frac{u}{v}\right)^{(1/(a+b))+\rho _1}$$ where $$\rho _1=\frac{1}{a\theta _1+b\theta _2}\frac{1}{a+b}=\frac{(1\theta _1)a+(1\theta _2)b}{(a+b)(a\theta _1+b\theta _2)}.$$ As we are assuming that $`\|1\theta _i\|\epsilon 1/2`$ this leads to $$\|\rho _1\|\frac{2\epsilon }{a+b}=:C_1\epsilon .$$ This implies $`s`$ $`=u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}(e^t)^{ab(\theta _2\theta _1)}`$ $`=u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(\left(uv^1\right)^{\frac{1}{a+b}+\rho _1}\right)^{ab(\theta _2\theta _1)}`$ $`=u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2},`$ where $$\rho _2:=\left(\frac{1}{a+b}+\rho _1\right)ab(\theta _2\theta _1).$$ As $`\|\theta _1\theta _2\|2\epsilon `$, $`\|\rho _1\|2\epsilon /(a+b)1/(a+b)`$, $$\|\rho _2\|\frac{4ab\epsilon }{a+b}=:C_2\epsilon .$$ Now $`w_3(s,t)`$ $`=\phi _\pm (s)e^{a\theta _3t}`$ $`=\phi _\pm \left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(uv^1\right)^{\left(\frac{1}{a+b}+\rho _1\right)(a\theta _3)}`$ $`=\phi _\pm \left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(uv^1\right)^{\left(\frac{a}{a+b}+\rho _3\right)}`$ where $$\rho _3:=\frac{(1\theta _3)a}{a+b}\rho _1a\theta _3.$$ Using the estimates $`\|\rho _1\|2\epsilon /(a+b)`$ and $`\|1\theta _3\|\epsilon 1/2`$ (so that $`1/2\theta _33/2`$) this gives $$\|\rho _3\|\frac{\epsilon a}{a+b}+\frac{2\epsilon }{a+b}\frac{3}{2}a=\frac{4a\epsilon }{a+b}=:C_3\epsilon .$$ Using the form of $`\phi _+`$ given by equation (3.2) we have $`w_3`$ $`=\overline{\phi }_+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)^l\left(uv^1\right)^{\left(\frac{a}{a+b}+\rho _3\right)}`$ (3.15) $`=\overline{\phi }_+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)u^{\frac{bla}{a+b}}v^{\frac{a(l+1)}{a+b}}(uv^1)^{l\rho _2+\rho _3}.`$ Likewise $`w_4(s,t)`$ $`=\psi _+(s)e^{b\theta _4t}`$ $`=\psi _+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(uv^1\right)^{\left(\frac{1}{a+b}+\rho _1\right)b\theta _4}`$ $`=\psi _+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(uv^1\right)^{\left(\frac{b}{a+b}+\rho _4\right)},`$ where $$\rho _4=\frac{(\theta _41)b}{a+b}+\rho _1b\theta _4.$$ Thus $$\|\rho _4\|\frac{\epsilon b}{a+b}+\frac{2\epsilon }{a+b}\frac{3}{2}b=\frac{4b\epsilon }{a+b}=:C_4\epsilon .$$ Using the form of $`\psi _+`$ given by equation (3.12) we have $`w_4`$ $`=\overline{\psi }_+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)^l\left(uv^1\right)^{\left(\frac{b}{a+b}+\rho _4\right)}`$ (3.16) $`=\overline{\psi }_+\left(u^{\frac{b}{a+b}}v^{\frac{a}{a+b}}\left(uv^1\right)^{\rho _2}\right)u^{\frac{b(l+1)}{a+b}}v^{\frac{alb}{a+b}}(uv^1)^{l\rho _2+\rho _4}.`$ ###### 3.6 Definition. Let $`k`$ be a positive integer, $`m`$ a positive real number, and $`U`$ a connected neighborhood of the origin in $`𝐑^2`$. Then we denote the class of functions defined on $`U`$ that are $`C^k`$ off of the coordinate axes and which vanish to order $`m`$ along the axes by $`C_{\text{axes}}^{(k,m)}=C_{\text{axes}}^{(k,m)}(U)`$. Explicitly $`hC_{\text{axes}}^{(k,m)}(U)`$ iff $`h`$ is $`C^k`$ on $`U\{uv=0\}`$ and for any compact subset $`V`$ of $`U`$ there is a constant $`C=C_V`$ so that $$\|h(u,v)\|C\|u\|^m\text{and}\|h(u,v)\|C\|v\|^m$$ hold for all $`(u,v)V`$.∎ Using this definition we now summarize and extend the calculations above. ###### 3.7 Proposition. Let $`H:𝐑^4𝐑`$ of class $`C^{\mathrm{}}`$ be given by (3.6), let $`\phi _\pm :𝐑𝐑`$ be $`C^k`$ (with $`1k\mathrm{}`$) functions that vanish to order $`l`$ at the origin (as in (3.2)), and let $`\psi _\pm :𝐑𝐑`$ and the curves $`\gamma _\pm :𝐑𝐑^4`$ be given by Lemma 3.5. Let $`w_1(s,t),\mathrm{},w_4(s,t)`$ be the solutions of the characteristic equations given by (3.14) and define $`u(s,t)=w_1(s,t)`$, $`v(s,t)=w_2(s,t)`$. As above, we can then solve for $`s`$ and $`t`$ in terms of $`u`$ and $`v`$. Then define functions on a neighborhood of the origin in $`𝐑^2`$ by $$g(u,v):=w_3(s,t),h(u,v)=w_4(s,t),\text{for}u,v0,$$ and extend this to the coordinate axes by $$g(u,0)=g(0,v)=h(u,0)=h(0,v)=0.$$ Let $`m`$ be any real number with $$m<\mathrm{min}\{\frac{bla}{a+b},\frac{alb}{a+b}\}.$$ Then there is a connected neighborhood $`U`$ of the origin such that $`g,hC_{\text{axes}}^{(k,m)}(U)`$. If $`\phi _\pm (s)=0`$ in a small neighborhood of $`s=0`$, then $`g`$ and $`h`$ vanish in a neighborhood of the coordinate axes, and are $`C^k`$. The surface $$N^2=N^2(\phi _+,\phi _{}):=\{u𝐯_1+v𝐯_2+g(u,v)𝐯_3+h(u,v)𝐯_4:(u,v)U\}$$ is an invariant Lagrangian submanifold of $`𝐑^4`$ for some sufficiently small neighborhood $`U`$ of the origin in $`𝐑^2`$. ###### Proof. Most of this follows at once from the calculation above. The flow $`\mathrm{\Phi }_t`$ of the characteristic vector field is $`C^{\mathrm{}}`$ and the curves $`\gamma _\pm `$ are $`C^k`$. Therefore $`w_i(s,t)`$ is a $`C^k`$ function of $`(s,t)`$ for $`s0`$. So by the inverse function theorem $`s`$ and $`t`$ are $`C^k`$ functions of $`(u,v)`$, and $`g`$ and $`h`$ are $`C^k`$ functions off of the coordinates axes $`u=0`$ and $`v=0`$. Along the $`u=0`$ axis the formula (3.15) for $`w_3`$ in terms of $`u`$ and $`v`$ implies that $$\|g(u,v)\|=\|w_3\|C\|u\|^{\frac{bla}{a+b}}(uv^1)^{\|l\rho _2+\rho _3\|}$$ on any compact set. We have $$\|l\rho _2+\rho _3\|(lC_2+C_3)\epsilon .$$ Since $`\frac{bla}{a+b}>m`$ we can, by choosing $`\delta `$ small enough, make $`\epsilon `$ so small that $`\frac{bla}{a+b}(lC_2+C_3)\epsilon >m`$. But then (for a possibly larger value of $`C`$) $$\|g(u,v)\|=\|w_3\|C\|u\|^m.$$ Similar considerations, using (3.15) and (3.16), show $$\|h(u,v)\|C\|u\|^m,\|g(u,v)\|C\|v\|^m,\|h(u,v)\|C\|v\|^m.$$ While this only shows that this estimate holds in a small neighborhood of $`(0,0)`$, we can extend it along the $`u=0`$ axis as follows. From the construction the subset $`N^2:=\{u𝐯_1+v𝐯_2+g(u,v)𝐯_3+h(u,v)𝐯_4:(u,v)V\}`$ is invariant under the local flow of $`\mathrm{\Phi }_t`$. Likewise the $`uv`$-plane, realized as $`𝐑_{u,v}^2:=\{u𝐯_1+v𝐯_2:(u,v)𝐑^2\}`$, is invariant under the flow of $`\mathrm{\Phi }_t`$, as is the line defined by $`u=0`$, realized as $`𝐑_v:=\{v𝐯_2:v𝐑\}`$. The estimates above imply that in some small neighborhood of the origin $`N^2`$ and $`𝐑_{u,v}^2`$ have contact to order $`m`$ along $`𝐑_v`$. But the flow $`\mathrm{\Phi }_t`$ is smooth and therefore preserves the order of contact. Thus invariance of $`N^2`$, $`𝐑_{u,v}^2`$ and $`𝐑_v`$ under $`\mathrm{\Phi }_t`$ shows that $`N^2`$ and $`𝐑_{u,v}^2`$ have order $`m`$ contact along $`𝐑_v`$ at all points that can be moved close to the origin by $`\mathrm{\Phi }_t`$. Similarly, we can extend the estimates along the $`v=0`$ axis. Finally, from the construction we have that $`N^2\{H=0\}`$ and that the characteristic vector field $`\xi _H`$ is tangent to $`N^2`$. Let $`X`$ be a vector tangent to $`N^2`$, then $`dH(X)=0`$, because $`N^2\{H=0\}`$ and therefore $`H`$ is constant on $`N^2`$. From the definition of $`\xi _H`$ we have $`\omega (\xi _H,X)=dH(X)=0`$. As $`\xi _H`$ is tangent to $`N^2`$ and $`T(N^2)`$ is two dimensional, this implies that $`\omega =0`$ at points of $`N^2`$ where $`\xi _H0`$. But $`\xi _H`$ has an isolated zero at the origin and therefore by continuity $`\omega \|_{N^2}=0`$ in some neighborhood of the origin. This shows that $`N^2`$ is an invariant Lagrangian surface near the origin and completes the proof. ∎ Recall that the coordinates $`x,y,p,q`$ we have been working with are not the standard coordinates on $`𝐑^4`$, but rather the coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ that reduced $`H`$ to the Sternberg normal form. We now need to translate Proposition 3.7 back into a result about solutions to the original equation $`H(x,y,z_x,z_y)=0`$. However as the notion of being an invariant Lagrangian surface is invariant under a symplectic change of coordinates, this translation does not involve much calculation. Let $`N^2`$ be the invariant Lagrangian surface from the conclusion of Proposition 3.7. Then from the construction of $`N^2`$ the two curves $`𝐚_1`$ and $`𝐚_\mathrm{𝟐}`$ in $`𝐑^4`$ defined by (3.10) lie in $`N^2`$. Thus $`𝐚_1^{}(0)=𝐯_1`$ and $`𝐚_2^{}(0)=𝐯_2`$ is a basis for $`T(N^2)_0`$. Then (recalling that $`𝐯_1=e_1`$ and $`𝐯_2=e_4`$ at the origin) the condition (3.5) and the implicit function theorem imply that by restricting the size of $`N^2`$ we can assume that it projects over a neighborhood of $`(0,0)`$. Again letting $`\pi :𝐑^4𝐑^2`$ be the natural projection, we then have that the two curves $`\pi 𝐚_1`$ and $`\pi 𝐚_2`$ cross transversely at the origin. Let $`\stackrel{~}{a}_1(t)=\pi (𝐚_1(t))`$ and $`\stackrel{~}{a}_2(t)=\pi (𝐚_2(t))`$. Then these curves only depend on the curves $`𝐚_1`$ and $`𝐚_2`$ and thus only depend on the Sternberg normal coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ and the function $`H`$, but are independent of the invariant Lagrangian surface $`N^2`$. As $`\stackrel{~}{a}_1`$ and $`\stackrel{~}{a}_2`$ are $`C^{\mathrm{}}`$ and cross transversely at the origin, there are $`C^{\mathrm{}}`$ local coordinates $`\stackrel{~}{u},\stackrel{~}{v}`$ centered at $`(0,0)`$ so that for $`t`$ near zero $$\stackrel{~}{u}(\stackrel{~}{a}_2(t))0,\stackrel{~}{v}(\stackrel{~}{a}_1(t))0.$$ ###### 3.8 Definition. Let $`k`$ be a positive integer, $`m`$ a positive real number, and $`U`$ a connected neighborhood of the origin in $`𝐑^2`$ contained in the domain of the coordinates $`\stackrel{~}{u},\stackrel{~}{v}`$. Then denote by $`C_{\stackrel{~}{u}\text{-}\stackrel{~}{v}\text{ axes}}^{(k,m)}(U)`$ the class of functions defined exactly as in Definition 3.6 but with the coordinates $`\stackrel{~}{u}`$ and $`\stackrel{~}{v}`$ replacing the coordinates $`u`$ and $`v`$.∎ With this definition we can now translate Proposition 3.7 into a statement about solutions to the differential equation $`H(x,y,z_x,z_y)=0`$. ###### 3.9 Theorem. Use the notation of Proposition 3.7 and assume that (3.4) and (3.5) hold. Then given the $`C^k`$ (with $`1k\mathrm{}`$) functions $`\phi _\pm :𝐑𝐑`$ there is a solution $`z`$ to $`H(x,y,z_x,z_y)=0`$ defined in a neighborhood $`U`$ of the origin that has $`N^2(\phi _+,\phi _{})`$ as its jet near the origin. Moreover, for any real number $`m`$ with $$m<\mathrm{min}\{\frac{bla}{a+b},\frac{alb}{a+b}\},$$ we have $`zC_{\stackrel{~}{u}\text{-}\stackrel{\mathit{~}}{v}\text{ axes}}^{(k+1,m+1)}(U)`$. ###### Proof. That there is a solution $`z`$ with $`N^2=N^2(\phi _+,\phi _{})`$ as jet follows from Proposition 2.2. As $`N^2=\{(x,y,z_x,z_y):(x,y)U\}`$ there is a gain in regularity of one derivative in going from the jet $`N^2`$ to the function $`z`$. As $`N^2`$ has regularity $`C_{\text{axes}}^{(k,m)}`$, we see that $`z`$ has regularity $`C_{\stackrel{~}{u}\text{-}\stackrel{~}{v}\text{ axes}}^{(k+1,m+1)}`$. This completes the proof. ∎ ###### 3.10 Remark. Choosing $`\phi _+`$ and $`\phi _{}`$ to vanish to infinite order at the origin we see that under assumptions (3.4) and (3.5) any saddle type solution to $`H(x,y,z_x,z_y)=0`$ will have an infinite dimensional family of smooth deformations.∎ ## 4. Formal power series and non-existence of smooth solutions In this section we will use power series methods to investigate the local existance and regularity of solutions to the eikonal equation, (4.1) $$z_x^2+z_y^2=h,$$ near a point where $`h=0`$. We assume that $`h`$ is smooth and that it has a non-degenerate Hessian at the zero we are considering. We make, if necessary, an affine change of coordinates of the type a translation followed by a rotation, to bring the series expanion at this zero into the form (4.2) $$h(x,y)=a^2x^2+b^2y^2+\underset{m+n3}{}h_{m,n}x^my^n.$$ for some $`a,b>0`$. ###### 4.1 Proposition. If $`z`$ is a $`C^3`$ solution to (4.1) such that $`z(0,0)=0`$, and if $`ab`$, then (4.3) $$z(x,y)=\frac{1}{2}(\pm ax^2\pm by^2)+O((\|x\|+\|y\|)^3).$$ If $`a=b`$ then (4.3) still holds after making a change of coordinates (4.4) $$\left[\begin{array}{c}x\\ y\end{array}\right]\left[\begin{array}{cc}\mathrm{cos}\xi & \mathrm{sin}\xi \\ \mathrm{sin}\xi & \mathrm{cos}\xi \end{array}\right]\left[\begin{array}{c}x\\ y\end{array}\right],$$ for some angle of rotation $`\xi `$. ###### Proof. Suppose that $`z`$ has a series expansion $`z(x,y)=\alpha x+\beta y+\frac{1}{2}(Ax^2+2Bxy+Cy^2)+O((\|x\|+\|y\|)^3)`$. Then $`z_x^2+z_y^2=\alpha ^2+\beta ^2+O(\|x\|+\|y\|)`$. But $`h`$ vanishes at $`(0,0)`$ which, along with (4.1), implies that $`\alpha =\beta =0`$. Evaluating the second order terms of $`z_x^2+z_y^2`$ and equating them with the second order terms of (4.2), we get the equations (4.5) $$A^2+B^2=a^2,B(A+C)=0,B^2+C^2=b^2.$$ Suppose first that $`ab`$, then we must have $`B=0`$ since otherwise the middle equation would imply that $`A=C`$ which, together with the first and the last equations, contradict the assumption that $`ab`$. It then follows immediately that $`A=\pm a`$ and $`C=\pm b`$, and so (4.3) holds. This holds also if $`a=b`$ and $`B=0`$, i.e. $`A=\pm a`$ and $`C=\pm a`$ with any combination of signs. If $`a=b`$ and $`B0`$, then any solution of (4.5) is of the form $$A_\theta =\pm a\sqrt{1\theta ^2},B_\theta =a\theta ,C_\theta =a\sqrt{1\theta ^2},$$ for some $`\theta [1,\mathrm{\hspace{0.17em}1}],\theta 0`$. For a given $`\theta `$, the function $`z=\frac{1}{2}(A_\theta x^2+2B_\theta xy+C_\theta y^2)+\mathrm{}`$ is brought to the form (4.3) by the change of variables (4.4), if $`\xi `$ is chosen such that $`\mathrm{tan}\xi =\theta /(1+\sqrt{1\theta ^2})`$. ∎ As the convex and concave solutions are well understood (these are the ones corresponding to leading terms $`\pm (ax^2+by^2)/2`$), we will focus on the saddle solutions. Thus assume that $`z`$ has Taylor expansion (4.6) $$z(x,y)=\frac{1}{2}(ax^2by^2)+\underset{m+n3}{}z_{m,n}x^my^n.$$ (Note that, if $`a=b`$, we work with the rotated coordinates.) Then $$z_x=ax+\underset{m+n3}{}mz_{m,n}x^{m1}y^n$$ so that $$z_x^2=a^2x^2+\underset{m+n3}{}2maz_{m,n}x^my^n+\left(\underset{m+n3}{}mz_{m,n}x^{m1}y^n\right)^2.$$ In $`\left(_{m+n3}mz_{m,n}x^{m1}y^n\right)^2`$ we get terms $$mz_{m,n}x^{m1}y^nkz_{k,l}x^{k1}y^l=mkz_{m,n}z_{k,l}x^{m+k2}y^{n+l}=mkz_{m,n}z_{k,l}x^py^q,$$ where $`p+q=m+n+k+l2k+l+1`$ as $`m+n3`$ and likewise $`p+qm+n+1`$ as $`k+l3`$. Thus there are polynomials $`P_{m,n}^{[i+j<m+n]}(z_{i,j})`$ in the variables $`z_{i,j}`$ with $`i+j<m+n`$ such that $$\left(\underset{m+n3}{}mz_{m,n}x^{m1}y^n\right)^2=\underset{m+n4}{}P_{m,n}^{[i+j<m+n]}(z_{i,j})x^my^n.$$ Putting this all together (and setting $`P_{m+n}=0`$ when $`m+n=3`$) we get $$z_x^2=a^2x^2+\underset{m+n3}{}(2maz_{m,n}+P_{m,n}^{[i+j<m+n]}(z_{i,j}))x^my^n.$$ Likewise, $$z_y=bx+\underset{m+n4}{}nz_{m,n}x^my^{n1},$$ so a similar calculation gives $$z_y^2=b^2y^2+\underset{m+n3}{}(2nbz_{m,n}+Q_{m,n}^{[i+j<m+n]}(z_{i,j}))x^my^n.$$ Plugging these equations into (4.1) we get the recursion (4.7) $$2(manb)z_{m,n}=h_{m,n}\left(P_{m,n}^{[i+j<m+n]}(z_{i,j})+Q_{m,n}^{[i+j<m+n]}(z_{i,j})\right).$$ ###### 4.2 Theorem. Let $`h`$ be a smooth function so that the Taylor expansion of $`h(x,y)`$ near $`(0,0)`$ is of the form (4.2), where $`a`$ and $`b`$ are positive and linearly independent over the rational numbers. Then at the level of formal power series there is a unique saddle point solution $`z`$ to (4.1) with leading terms of the form (4.6) ###### Proof. If $`a`$ and $`b`$ are linearly independent over the rationals, then $`mamb0`$ for all $`m`$ and $`n`$. Thus the equation (4.7) uniquely determines all the coefficients of $`z`$ as required. ∎ ###### 4.3 Corollary. With the same hypothesis as in the last theorem, there is a smooth function $`\stackrel{~}{z}`$ so that $`\stackrel{~}{z}_x^2+\stackrel{~}{z}_y^2h`$ vanishes to infinite order at the origin $`(0,0)`$. ###### Proof. This follows from the well known theorem of Borel (cf. and \[7, Thm. 1.2.6. p. 16\]) that given any formal power series there is a smooth (i.e $`C^{\mathrm{}}`$) function having the given formal power series as its Taylor series. Thus if $`z`$ is the formal power series solution given by the theorem, then let $`\stackrel{~}{z}`$ be a smooth function that has $`z`$ as its Taylor expansion. ∎ ###### 4.4 Theorem. Let $`a`$ and $`b`$ be positive real numbers that are linearly dependent over the rationals. Then there is a smooth function $`h`$ of the form (4.2) such that there is no solution $`z`$ of the saddle point form (4.6) to the equation (4.1). In particular, if $`m`$ and $`n`$ are positive integers with $`manb=0`$ and $`m+n4`$ and $`c0`$, then for $`h=a^2x^2+b^2y^2+cx^my^n`$ the equation (4.1) will not have any solution in formal power series (or any $`C^k`$ solution for $`km+n`$.) ###### Proof. If $`a`$ and $`b`$ are positive and dependent over the rationals, then there are positive integers $`m`$ and $`n`$ with $`m+n4`$ so that $`manb=0`$. Therefore, if there is a solution $`z`$ to (4.1) of the form (4.6), the equation (4.7) implies $$h_{m,n}=\left(P_{m,n}^{[i+j<m+n]}(z_{i,j})+Q_{m,n}^{[i+j<m+n]}(z_{i,j})\right).$$ But then, by adding $`cx^my^m`$ to $`h`$, $`c0`$, we get a new $`h`$ of the form (4.2) so that there is no solution to (4.1) in formal power series. For a specific example, let $`h_0=a^2x^2+b^2y^2`$ and $`z_0=\frac{1}{2}(ax^2by^2)`$. Then $`(z_0)_x^2+(z_0)_y^2=h_0`$ and the equation $`z_x^2+z_y^2=h_0+cx^my^n`$ will have no solution in formal power series, if $`manb=0`$ and $`c0`$. ∎ ## A. Appendix: The stable submanifold theorem and the Sternberg normal form ### A.1. The stable submanifold theorem. The following is a statement of the Stable Submanifold Theorem adapted to our applications. If $`k1`$ and $`X`$ is a $`C^k`$ vector field on a smooth $`n`$-dimensional manifold $`M`$, we denote by $`\mathrm{\Phi }_t`$ the flow of $`X`$. That is, $`\mathrm{\Phi }_t`$ is the locally defined one parameter group of diffeomorphisms of $`M`$ that satisfy $`\frac{d}{dt}\mathrm{\Phi }_t(P)=X(P)`$. As $`X`$ is $`C^k`$, the function $`(P,t)\mathrm{\Phi }_t(P)`$ is also $`C^k`$ (cf. \[1, p. 230\] or \[8, Thm 5 p. 86\]). A point $`P_0M`$ is a hyperbolic critical point of $`X`$ iff $`X(P_0)=0`$ and the linearization of $`X`$ at $`P_0`$, $`L:T(M)_{P_0}T(M)_{P_0}`$, has no eigenvalue with zero real part. This implies that $`P_0`$ is an isolated critical point of $`X`$. Letting, as usual, $`e^{tL}=_{k=0}^{\mathrm{}}(tL)/k!`$, the stable subspace of $`X`$ at $`P_0`$ is the linear subspace of $`T(M)_{P_0}`$ defined by $$T_+(M)_{P_0}:=\{vT(M)_{P_0}:\underset{t\mathrm{}}{lim}e^{tL}v=0\}.$$ The unstable subspace is likewise defined by $$T_{}(M)_{P_0}:=\{vT(M)_{P_0}:\underset{t\mathrm{}}{lim}e^{tL}v=0\}.$$ If no eigenvalue of $`L`$ has zero real part, then basic linear algebra implies the direct sum decomposition (A.1) $$T(M)_{P_0}=T_{}(M)_{P_0}T_+(M)_{P_0}.$$ When all the eigenvalues of $`L`$ are real and distinct (which is the case for most of the applications in this paper) then $`T_+(M)_{P_0}`$ is the span of the eigenvectors corresponding to the negative eigenvalues and $`T_{}(M)_{P_0}`$ is the span of the eigenvectors corresponding to the positive eigenvalues. ###### A.1 Theorem (Stable Submanifold Theorem). If $`k1`$ and $`P_0`$ is a hyperbolic critical point of the $`C^k`$ vector field $`X`$, then there is a connected open neighborhood $`U`$ of $`P_0`$ such that $$N_+:=\{PU:\underset{t+\mathrm{}}{lim}\mathrm{\Phi }_t(P)=P_0\}$$ (the stable submanifold of $`X`$ at $`P_0`$) and $$N_{}:=\{PU:\underset{t\mathrm{}}{lim}\mathrm{\Phi }_t(P)=P_0\}$$ (the unstable submanifold of $`X`$ at $`P_0`$) are both embedded $`C^k`$ submanifolds of $`U`$ . The tangent space to $`N_\pm `$ at $`P_0`$ is $`T_\pm (M)_{P_0}`$ so $`dimN=dimT_\pm (M)_{P_0}`$ and therefore (A.1) implies that $`N_+`$ and $`N_{}`$ intersect transversely and that $`dimN_++dimN_{}=dimM`$.∎ This was originally proven in various degrees of generality by Hadamard , Liapunov and Perron . Modern presentations of the proof can be found in and \[15, Chap. 6\]. ### A.2. The Sternberg normal form. Let $`H`$ be a smooth function on $`𝐑^4`$ and $`\xi _H`$ the characteristic vector field of $`H`$ as given by (2.1). Let $`P`$ be a critical point of $`H`$ (and thus a rest point of $`\xi _H`$) and let $`L`$ be the linearization of $`\xi _H`$ at $`P`$. Then the matrix of $`L`$ is given by equation (2.2). If the eigenvalues of $`L`$ are real and nonzero, then the formulas (2.3) imply that they are of the from $`a,b,a,b`$, for some $`a,b>0`$. With this in mind, we can give Sternberg’s normal form for a Hamiltonian near a critical point. ###### A.2 Theorem (Sternberg ). Let $`H`$ be a smooth function on $`𝐑^4`$ and $`P`$ a critical point of $`H`$ with $`H(P)=0`$. Assume that the eigenvalues of the linearization $`L`$ of $`\xi _H`$ at $`P`$ are $`a,b,a,b`$ where $`a,b>0`$ and that (A.2) $`a`$ and $`b`$ are linearly independent over the rational numbers. Then there are local coordinates $`\overline{x},\overline{y},\overline{p},\overline{q}`$ centered at $`P`$ and a smooth function $`f(u,v)`$ of two variables so that 1. $`\overline{x},\overline{y},\overline{p},\overline{q}`$ are symplectic coordinates. That is, if $`\omega `$ is the symplectic form then $$\omega =d\overline{p}d\overline{x}+d\overline{q}d\overline{y}.$$ 2. The function $`f`$ satisfies $`f(u,v)=u+v+O(u^2+v^2)`$ or more formally: $$f(0,0)=0,f_u(0,0)=f_v(0,0)=1,$$ 3. In these coordinates $`H`$ is given by $$H=\frac{1}{2}f(\overline{p}^2a^2\overline{x}^2,\overline{q}^2b^2\overline{y}^2).$$ This follows from Thm. 9 in Sternberg \[18, p. 603\] applied to the transformations given by the flow of a Hamiltonian vector field, using the considerations from Section 7 in Sternberg \[17, p. 818 - 819\]. Acknowledgments We have benefited from numerous discussions with Björn Jawerth, and in fact this paper evolved out of Björn’s seminars on the shape from shading problem.
warning/0001/hep-ph0001277.html	ar5iv	text	# The two-body electromagnetic pulsar ## I Introduction The production of photons by circular motion of charged particle in accelerator is one of the most interesting problems in the classical and quantum electrodynamics. In this paper we are interested in the synergic photon production initiated by the circular motion of electron and positron in the homogenous magnetic field. It is supposed that electron and positron are moving at the opposite angular velocities. This process is the generalization of the one-charge synergic synchrotron Čerenkov radiation which has been calculated in source theory two decades ago by Schwinger et al. . We will follow also the article as the starting point. Although our final problem is the radiation of the two-charge system in vacuum, we consider, first in general, the presence of dielectric medium, which is represented by the phenomenological index of refraction $`n`$ and it is well known that this phenomenological constant depends on the external magnetic field. Introducing the phenomenological constant enables to consider also the Čerenkovian processes. We will investigate here how the original Schwinger et al. spectral formula of the synergic synchrotron Čerenkov radiation of the charged particle is modified if we consider the electron and positron moving at the opposite angular velocities. This problem is an analogue of the linear problem solved recently by author also in source theory. We will show that the original spectral formula of the synergic synchrotron-Čerenkov radiation is modulated by function $`4\mathrm{sin}^2(\omega t)`$ where $`\omega `$ is the frequency of the synergic radiation produced by the system and it does not depend on the orbital angular frequency of electron or positron. We will use here the fundamental ingredients of Schwinger source theory to determine the power spectral formula. Source theory \[4–6\] was initially constructed for a description of the particle physics situations occurring in high-energy physics experiments. It enables simplification of the calculations in the electrodynamics and gravity where the interactions are mediated by the photon or graviton, respectively. It simplifies particularly the calculations with radiative corrections . ## II Formulation of a problem The basic formula of the Schwinger source theory is the so called vacuum to vacuum amplitude: $$0_+\|0_{}=e^{\frac{i}{\mathrm{}}W},$$ (1) where in case of the electromagnetic field in the medium, the action $`W`$ is given by the following formula: $$W=\frac{1}{2c^2}(dx)(dx^{})J^\mu (x)D_{+\mu \nu }(xx^{})J^\nu (x^{}),$$ (2) where $$D_+^{\mu \nu }=\frac{\mu }{c}[g^{\mu \nu }+(1n^2)\beta ^\mu \beta ^\nu ]D_+(xx^{}),$$ (3) where $`\beta ^\mu (1,\mathrm{𝟎})`$, $`J^\mu (c\varrho ,𝐉)`$ is the conserved current, $`\mu `$ is the magnetic permeability of the medium, $`ϵ`$ is the dielectric constant od the medium and $`n=\sqrt{ϵ\mu }`$ is the index of refraction of the medium. Function $`D_+`$ is defined as follows : $$D_+(xx^{})=\frac{i}{4\pi ^2c}_0^{\mathrm{}}𝑑\omega \frac{\mathrm{sin}\frac{n\omega }{c}\|𝐱𝐱^{}\|}{\|𝐱𝐱^{}\|}e^{i\omega \|tt^{}\|}.$$ (4) The probability of the persistence of vacuum follows from the vacuum amplitude (1) in the following form: $$\|0_+\|0_{}\|^2=e^{\frac{2}{\mathrm{}}\mathrm{Im}\mathrm{W}},$$ (5) where $`\mathrm{Im}W`$ is the basis for the definition of the spectral function $`P(\omega ,t)`$ as follows: $$\frac{2}{\mathrm{}}\mathrm{Im}W\stackrel{d}{=}𝑑t𝑑\omega \frac{P(\omega ,t)}{\mathrm{}\omega }.$$ (6) Now, if we insert eq. (2) into eq. (6), we get after extracting $`P(\omega ,t)`$ the following general expression for this spectral function: $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{\mu }{n^2}d𝐱d𝐱^{}dt^{}\left[\frac{\mathrm{sin}\frac{n\omega }{c}\|𝐱𝐱^{}\|}{\|𝐱𝐱^{}\|}\right]\times $$ $$\mathrm{cos}[\omega (tt^{})][\varrho (𝐱,t)\varrho (𝐱^{},t^{})\frac{n^2}{c^2}𝐉(𝐱,t)𝐉(𝐱^{},t^{})].$$ (7) Let us recall that the last formula can be derived also in the classical electrodynamical context as it is shown for instance in the Schwinger article . The derivation of the power spectral formula from the vacuum amplitude is more simple. ## III The power spectral formula of motion of opposite charges Now, we will apply the formula (7) to the two-body system with the opposite charges moving at the oposite angular velocities in order to get in general synergic synchrotron-Čerenkov radiation of electron and positron moving in a uniform magnetic field. While the synchrotron radiation is generated in a vacuum, the synergic synchrotron-Čerenkov radiation can produced only in a medium with dielectric constant $`n`$. We suppose the circular motion with velocity $`𝐯`$ in the plane perpendicular to the direction of the constant magnetic field $`𝐇`$ (chosen to be in the $`+z`$ direction). The condition for the existence of the Čerenkov electromagnetic radiation is that the velocity of a charged particle in a medium is faster than the speed of light in this medium. This radiation was first observed experimentally by Čerenkov and theoretically interpreted by Tamm and Frank in the framework of classical electrodynamics. A source theoretical description of this effect was given by Schwinger, Tsai and Erber at the zero-temperature regime and the classical spectral formula was generalized to the finite temperature situation in electrodynamics and gravity in the framework of the source theory by Pardy . Here we derive the general formula of the radiation generated by the motion of two-body system in a uniform magnetic field. Later we consider only the process in vacuum. We can write the following formulas for the charge density $`\varrho `$ and for the current density $`𝐉`$ of the two-body system with opposite charges and opposite angular velocities: $$\varrho (𝐱,t)=e\delta (𝐱𝐱_\mathrm{𝟏}(t))e\delta (𝐱𝐱_\mathrm{𝟐}(t))$$ (8) and $$𝐉(𝐱,t)=e𝐯_1(t)\delta (𝐱𝐱_\mathrm{𝟏}(t))e𝐯_2(t)\delta (𝐱𝐱_\mathrm{𝟐}(t))$$ (9) with $$𝐱_1(t)=𝐱(t)=R(𝐢\mathrm{cos}(\omega _0t)+𝐣\mathrm{sin}(\omega _0t)),$$ (10) $$𝐱_2(t)=R(𝐢\mathrm{cos}(\omega _0t)+𝐣\mathrm{sin}(\omega _0t)=𝐱(\omega _0,t)=𝐱(t).$$ (11) The absolute values of velocities of both particles are the same, or $`\|𝐯_1(t)\|=\|𝐯_2(t)\|=v`$, where ($`H=\|𝐇\|,E=`$ energy of a particle) $$𝐯(t)=d𝐱/dt,\omega _0=v/R,R=\frac{\beta E}{eH},\beta =v/c,v=\|𝐯\|.$$ (12) After insertion of eqs. (8)–(9) into eq. (7), and after some mathematical operations we get $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{\mu }{n^2}e^2_{\mathrm{}}^{\mathrm{}}dt^{}\mathrm{cos}(tt^{})\underset{i,j=1}{\overset{2}{}}(1)^{i+j}[1\frac{𝐯_i(t)𝐯_j(t^{})}{c^2}n^2]\times $$ $$\left\{\frac{\mathrm{sin}\frac{n\omega }{c}\|𝐱_i(t)𝐱_j(t^{})\|}{\|𝐱_i(t)𝐱_j(t^{})\|}\right\}.$$ (13) Using $`t^{}=t+\tau `$, we get for $$𝐱_i(t)𝐱_j(t^{})\stackrel{d}{=}𝐀_{ij},$$ (14) $$\|𝐀_{ij}\|=[R^2+R^22RR\mathrm{cos}(\omega _0\tau +\alpha _{ij})]^{1/2}=2R\left\|\mathrm{sin}\left(\frac{\omega _0\tau +\alpha _{ij}}{2}\right)\right\|,$$ (15) where $`\alpha _{ij}`$ were evaluated as follows: $$\alpha _{11}=0,\alpha _{12}=2\omega _0t,\alpha _{21}=2\omega _0t,\alpha _{22}=0.$$ (16) Using $$𝐯_i(t)𝐯_j(t+\tau )=\omega _0^2R^2\mathrm{cos}(\omega _0\tau +\alpha _{ij}),$$ (17) and relation (15) we get with $`v=\omega _0R`$ $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{\mu }{n^2}e^2_{\mathrm{}}^{\mathrm{}}d\tau \mathrm{cos}\omega \tau \underset{i,j=1}{\overset{2}{}}(1)^{i+j}[1\frac{n^2}{c^2}v^2\mathrm{cos}(\omega _0\tau +\alpha _{ij})]\times $$ $$\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{(\omega _0\tau +\alpha _{ij})}{2}\right)\right]}{2R\mathrm{sin}\left(\frac{(\omega _0\tau +\alpha _{ij})}{2}\right)}\right\}.$$ (18) Introducing new variable $`T`$ by relation $$\omega _0\tau +\alpha _{ij}=\omega _0T$$ (19) for every integral in eq. (18), we get $`P(\omega ,t)`$ in the following form $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{e^2}{2R}\frac{\mu }{n^2}_{\mathrm{}}^{\mathrm{}}dT\underset{i,j=1}{\overset{2}{}}(1)^{i+j}\times $$ $$\mathrm{cos}(\omega T\frac{\omega }{\omega _0}\alpha _{ij})[1\frac{c^2}{n^2}v^2\mathrm{cos}(\omega _0T]\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\omega _0T}{2}\right)\right]}{\mathrm{sin}\left(\frac{\omega _0T}{2}\right)}\right\}.$$ (20) The last formula can be written in the more compact form, $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{\mu }{n^2}\frac{e^2}{2R}\underset{i,j=1}{\overset{2}{}}(1)^{i+j}\left\{P_1^{(ij)}\frac{n^2}{c^2}v^2P_2^{(ij)}\right\},$$ (21) where $$P_1^{(ij)}=J_{1a}^{(ij)}\mathrm{cos}\frac{\omega }{\omega _0}\alpha _{ij}+J_{1b}^{(ij)}\mathrm{sin}\frac{\omega }{\omega _0}\alpha _{ij}$$ (22) and $$P_2^{(ij)}=J_{2A}^{(ij)}\mathrm{cos}\frac{\omega }{\omega _0}\alpha _{ij}+J_{2B}^{(ij)}\mathrm{sin}\frac{\omega }{\omega _0}\alpha _{ij},$$ (23) where $$J_{1a}^{(ij)}=_{\mathrm{}}^{\mathrm{}}𝑑T\mathrm{cos}\omega T\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\omega _0T}{2}\right)\right]}{\mathrm{sin}\left(\frac{\omega _0T}{2}\right)}\right\},$$ (24) $$J_{1b}^{(ij)}=_{\mathrm{}}^{\mathrm{}}𝑑T\mathrm{sin}\omega T\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\omega _0T}{2}\right)\right]}{\mathrm{sin}\left(\frac{\omega _0T}{2}\right)}\right\},$$ (25) $$J_{2A}^{(ij)}=_{\mathrm{}}^{\mathrm{}}𝑑T\mathrm{cos}\omega _0T\mathrm{cos}\omega T\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\omega _0T}{2}\right)\right]}{\mathrm{sin}\left(\frac{\omega _0T}{2}\right)}\right\},$$ (26) $$J_{2B}^{(ij)}=_{\mathrm{}}^{\mathrm{}}𝑑T\mathrm{cos}\omega _0T\mathrm{sin}\omega T\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\omega _0T}{2}\right)\right]}{\mathrm{sin}\left(\frac{\omega _0T}{2}\right)}\right\},$$ (27) Using $$\omega _0T=\phi +2\pi l,\phi (\pi ,\pi ),l=0,\pm 1,\pm 2,\mathrm{},$$ (28) we can transform the $`T`$-integral into the sum of the telescopic integrals according to the scheme: $$_{\mathrm{}}^{\mathrm{}}𝑑T\frac{1}{\omega _0}\underset{l=\mathrm{}}{\overset{l=\mathrm{}}{}}_\pi ^\pi 𝑑\phi .$$ (29) Using the fact that for the odd functions $`f(\phi )`$ and $`g(l)`$, the relations are valid $$_\pi ^\pi f(\phi )𝑑\phi =0,\underset{l=\mathrm{}}{\overset{l=\mathrm{}}{}}g(l)=0,$$ (30) we can write $$J_{1a}^{(ij)}=\frac{1}{\omega _0}\underset{l}{}_\pi ^\pi 𝑑\phi \left\{\mathrm{cos}\frac{\omega }{\omega _0}\phi \mathrm{cos}2\pi l\frac{\omega }{\omega _0}\right\}\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\phi }{2}\right)\right]}{\mathrm{sin}\left(\frac{\phi }{2}\right)}\right\},$$ (31) $$J_{1b}^{(ij)}=0.$$ (32) For integrals with indices A, B we get: $$J_{2A}^{(ij)}=\frac{1}{\omega _0}\underset{l}{}_\pi ^\pi 𝑑\phi \mathrm{cos}\phi \left\{\mathrm{cos}\frac{\omega }{\omega _0}\phi \mathrm{cos}2\pi l\frac{\omega }{\omega _0}\right\}\left\{\frac{\mathrm{sin}\left[\frac{2Rn\omega }{c}\mathrm{sin}\left(\frac{\phi }{2}\right)\right]}{\mathrm{sin}\left(\frac{\phi }{2}\right)}\right\},$$ (33) $$J_{2B}^{(ij)}=0,$$ (34) So, the power spectral formula (21) is of the form: $$P(\omega ,t)=\frac{\omega }{4\pi ^2}\frac{\mu }{n^2}\frac{e^2}{2R}\underset{i,j=1}{\overset{2}{}}(1)^{i+j}\left\{P_1^{(ij)}n^2\beta ^2P_2^{(ij)}\right\};\beta =\frac{v}{c},$$ (35) where $$P_1^{(ij)}=J_{1a}^{(ij)}\mathrm{cos}\frac{\omega }{\omega _0}\alpha _{ij}$$ (36) $$P_2^{(ij)}=J_{2A}^{(ij)}\mathrm{cos}\frac{\omega }{\omega _0}\alpha _{ij}.$$ (37) Using the Poisson theorem $$\underset{l=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{cos}2\pi \frac{\omega }{\omega _0}l=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\omega _0\delta (\omega \omega _0l),$$ (38) we get for $`J_{1a}^{(ij)}`$ and $`J_{2A}^{(ij)}`$ ($`z=2ln\beta `$): $$J_{1a}^{(ij)}=\underset{l}{}_\pi ^\pi 𝑑\phi \mathrm{cos}\phi \mathrm{cos}l\phi \left\{\frac{\mathrm{sin}(z\mathrm{sin}(\phi /2))}{\mathrm{sin}(\phi /2)}\right\},$$ (39) $$J_{2A}^{(ij)}=\underset{l}{}_\pi ^\pi 𝑑\phi \mathrm{cos}\phi \mathrm{sin}l\phi \left\{\frac{\mathrm{sin}(z\mathrm{sin}(\phi /2))}{\mathrm{sin}(\phi /2)}\right\},$$ (40) Using the definition of the Bessel functions $`J_{2l}`$ and their corresponding derivation and integral $$\frac{1}{2\pi }_\pi ^\pi 𝑑\phi \mathrm{cos}\left(z\mathrm{sin}\frac{\phi }{2}\right)\mathrm{cos}l\phi =J_{2l}(z),$$ (41) $$\frac{1}{2\pi }_\pi ^\pi 𝑑\phi \mathrm{sin}\left(z\mathrm{sin}\frac{\phi }{2}\right)\mathrm{cos}l\phi =J_{2l}^{}(z),$$ (42) $$\frac{1}{2\pi }_\pi ^\pi 𝑑\phi \frac{\mathrm{sin}\left(z\mathrm{sin}\frac{\phi }{2}\right)}{\mathrm{sin}(\phi /2)}\mathrm{cos}l\phi =_0^zJ_{2l}(x)𝑑x,$$ (43) and using equations $$\underset{i,j=1}{\overset{2}{}}(1)^{i+j}\mathrm{cos}\frac{\omega }{\omega _0}\alpha _{ij}=2(1\mathrm{cos}2\omega t)=4\mathrm{sin}^2\omega t,$$ (44) and the definition of the partial power spectrum $`P_l`$ $$P(\omega )=\underset{l=1}{\overset{\mathrm{}}{}}\delta (\omega l\omega _0)P_l,$$ (45) we get the following final form of the partial power spectrum generated by motion of two-charge system moving in the cyclotron: $$P_l(\omega ,t)=[4(\mathrm{sin}\omega t)^2]\frac{e^2}{\pi n^2}\frac{\omega \mu \omega _0}{v}\left(2n^2\beta ^2J_{2l}^{}(2ln\beta )(1n^2\beta ^2)_0^{2ln\beta }𝑑xJ_{2l}(x)\right).$$ (46) So we see that the spectrum generated by the system of electron and positron is formed in such a way that the original synchrotron spectrum generated by electron is modulated by function $`4\mathrm{sin}^2(\omega t)`$. This formula is analogical to the formula derived in for the linear motion of the two-charge system emitting the Čerenkov radiation. The derived formula involves also the synergic process composed from the synchrotron radiation and the Čerenkov radiation for electron velocity $`v>c/n`$ in a medium. Our goal is to apply the last formula in situation where there is a vacuum. In this case we can put $`\mu =1,n=1`$ in the last formula and so we have $$P_l(\omega ,t)=4\mathrm{sin}^2\left(\omega t\right)\frac{e^2}{\pi }\frac{\omega \omega _0}{v}\left(2\beta ^2J_{2l}^{}(2l\beta )(1\beta ^2)_0^{2l\beta }𝑑xJ_{2l}(x)\right).$$ (47) So, we see, that final formula describing the opposite motion of eletron and positron in accelerator is of the form $$P_l(\omega ,t)=4\mathrm{sin}^2\left(\omega t\right)P_{l(electron)}\left(\omega \right),$$ (48) where $`P_{electron}`$ is the spectrum of radiation only of electron. The result is suprising because we naively expected that the total radiation of the opposite charges should be $$P_l(\omega ,t)=P_{l(electron)}(\omega ,t)+P_{l(positron)}(\omega ,t).$$ (49) So, we see that the resulting radiation can not be considerred as generated by the isolated particles but by a synergical production of a system of particles and magnetic field. At the same time we cannot interprete the result as a result of interference of two sources because the distance between sources radically changes and so, the condition of an interference is not fulfilled. Using the approximative formulae $$J_{2l}^{}(2l\beta )\frac{1}{\sqrt{3}}\frac{1}{\pi }\left(\frac{3}{2l_c}\right)^{2/3}K_{2/3}(l/l_c),l1,$$ (50) $$_0^{2l\beta }J_{2l}(y)𝑑y\frac{1}{\sqrt{3}}\frac{1}{\pi }_{l/l_c}^{\mathrm{}}K_{1/3}(y)𝑑y,l1,$$ (51) with $$l_c=\frac{3}{2}(1\beta ^2)^{3/2},$$ (52) substituting eqs. (50) and (51) into eq. (47), respecting the high-energy situation for the high-energy particles where $`(1\beta ^2)0`$, and using the recurence relation $$K_{2/3}^{}=\frac{1}{2}(K_{1/3}+K_{5/3}),$$ (53) and definition function $`\kappa (\xi )`$ $$\kappa (\xi )=\xi _\xi ^{\mathrm{}}K_{5/3}(y)𝑑y,\xi =l/l_c,$$ (54) or, $$\kappa (\xi )\sqrt{\frac{\pi }{2}}\xi ^{1/2}e^\xi ,\xi 1,$$ (55) we get power spectrum formula of electron-positron pair as follows: $$P_l(t)=4\mathrm{sin}^2\left(\omega t\right)\frac{\omega e^2}{\pi ^2R}\sqrt{\frac{\pi }{6}}\left(\frac{3}{2l}\right)^{2/3}\xi ^{1/6}e^\xi ;l=\frac{\omega }{\omega _0}.$$ (56) For $`l1`$ the emitted spectrum is in some sense continual and it can be expressed by the following formula $$P(\omega ,t)=\left(\frac{1}{\omega _0}\right)P_{(l=\frac{\omega }{\omega _0})}(t).$$ (57) Also this formula involves the fact that the total spectrum of radiation cannot be written as a sum of spectra of isolated sources but it is the result of synergical process of a system which consists of magnetic field and two particles moving in it. The classical electrodynamics is not broken by this formula but our naive image on the processes in the magnetic field is broken. From the last formula also follows that at time $`t=\pi k/\omega `$ there is no radiation of the frequency $`\omega `$. At every frequency $`\omega `$ the spectrum oscillates with frequency $`\omega `$. If the radiation were generated not synergically, then the spectral formula would be composed from two parts corresponding to two isolated sources. ## IV Discussion We have derived in this article the power spectrum formula of the synchrotron radiation generated by the electron and positron moving at the opposite angular velocities in homogenous magnetic field. We have used the Schwinger version of quantum field theory, for its simplicity. It is suprising that the spectrum depends periodically on radiation frequency $`\omega `$ which means that the system composed from electron, positron and magnetic field behaves as a pulsar. While such pulsar can be represented by a terrestrial experimental arrangement it is possioble to consider also the cosmological existence in some modified form. To our knowledge, our result is not involved in the classical monographies on the electromagnetic theory and at the same time it was not still studied by the accelerator experts investigating the synchrotron radiation of bunches. This effect was not described in textbooks on classical electromagnetic field and on the synchrotron radiation. We hope that sooner or later this effect will be verified by the accelerator physicists. The radiative corrections obviously influence the synergic spectrum of photons . However, the goal of this article is restricted only to the simple processes. The particle laboratory LEP in CERN uses instead of single electron and positron the bunches with 10<sup>10</sup> electrons or positrons in one bunch of volume 300$`\mu `$m $`\times `$ 40$`\mu `$m $`\times `$ 0.01 m. So, in some approximation we can replace the charge of electron and positron by the charges Q and -Q of both bunches in order to get the realistic intensity of photons. Nevertheless the synergic character of the radiation of two bunches moving at the opposite direction in a magnetic field is conserved. The more exact description can be obtained in case we consider the internal structure of both bunches. But this is not the goal of our article.
warning/0001/hep-ph0001290.html	ar5iv	text	# The use of early data on 𝐵→𝜌⁢𝜋 decays ## I Introduction The $`B`$ factories at SLAC and KEK are now collecting data and expect to produce measurements of the $`CP`$ asymmetry in the mode $`BJ/\psi K_S`$ within one year, measuring $`\mathrm{sin}2\beta `$. Preliminary results on this mode from CDF already indicate that it is unlikely that a discrepancy with the Standard Model will be found from this result alone. This means that tests of the Standard Model mechanism for $`CP`$ violation will rely upon our ability to measure further $`CP`$-violating parameters, such as the angle $`\alpha =\pi \beta \gamma `$ of the Unitarity triangle, with sufficient accuracy to be sensitive to Standard Model relationships. This will require that we master the removal of theoretical uncertainties due to penguin diagrams in at least one of the available channels. So far there are two sets of candidate decay modes, $`\pi \pi `$ and $`\rho \pi `$ , for which analyses to extract $`\alpha `$ using isospin relationships have been suggested. The first suffers from relatively small branching ratios and from the experimental difficulty of measuring the $`\pi ^0\pi ^0`$ branching ratio. Some of the modes for the second case have recently been observed at CLEO . These results are encouraging. They are close to model-dependent predictions and, hence, appear to reinforce estimates that the analysis suggested by Snyder and Quinn will require of order 180 fb<sup>-1</sup>, or six years of running at BABAR design luminosity, to complete . This paper revisits that analysis and reviews what intermediate steps can be made with earlier data samples. In particular we stress that many of the parameters relevant to the extraction of $`\alpha `$ can be predetermined from untagged, and from tagged but time-integrated data samples. The benefit of this is that, once this is done, only the $`CP`$-violating parameter $`\alpha `$ remains to be fit to the full tagged and time-dependent Dalitz plot. Presumably it will then be possible to perform the $`\rho \pi `$ analysis with smaller data samples than those needed if the full set of ten parameters is fit to the tagged, time-dependent sample alone (as has been done to date in Monte Carlo studies of this mode). We also discuss bounds on the shift in $`\alpha `$ from penguin contributions. These can be obtained, by methods similar to those previously suggested for the $`\pi \pi `$ modes , even if the $`\rho ^0\pi ^0`$ amplitude is too small to be measured directly. We will also discuss a bound which applies only in the $`\rho \pi `$ case, having no parallel in the $`\pi \pi `$ case. This paper presents a purely theoretical discussion, with no simulations and no attempt to address issues of backgrounds or of other modes that may contribute to the $`\pi ^+\pi ^{}\pi ^0`$ Dalitz plot . Certainly these issues will be important. The larger untagged data sample will also be the first place to explore the issues of further contributions to the Dalitz plot. The approach of fixing as many parameters as possible from the untagged and from the tagged but time-integrated data samples, combined with improvements in machine luminosity, such as those already under study for PEPII, may make the extraction of a reliable value for $`\alpha `$ a reality on a somewhat faster time scale than suggested by the estimates based on fits to tagged data only. ## II Notation ### A Isospin decomposition We are interested in the decays from $`B^+`$ and $`B^0`$ into $`\rho \pi `$ final states. The decay amplitudes can be classified according to isospin: $`\{B^+,B^0\}`$ form an isospin doublet; the final state $`\rho \pi `$ can have isospin $`I_f=0`$, $`I_f=1`$, and $`I_f=2`$ components. In general, the final state with $`I_f=0`$ can only be reached with operators having $`\mathrm{\Delta }I=1/2`$; the final state with $`I_f=1`$ can be reached with operators having $`\mathrm{\Delta }I=1/2`$ or $`\mathrm{\Delta }I=3/2`$; and the final state with $`I_f=2`$ can be reached with operators having $`\mathrm{\Delta }I=3/2`$ or $`\mathrm{\Delta }I=5/2`$. We denote the isospin amplitudes by $`A_{\mathrm{\Delta }I,I_f}`$. Thus, $`a_{+0}`$ $`=`$ $`a\left(B^+\rho ^+\pi ^0\right)={\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{3}{2}}}A_{3/2,2}{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{2}}}A_{3/2,1}+{\displaystyle \frac{1}{\sqrt{2}}}A_{1/2,1}\left[{\displaystyle \frac{1}{\sqrt{6}}}A_{5/2,2}\right],`$ (1) $`a_{0+}`$ $`=`$ $`a\left(B^+\rho ^0\pi ^+\right)={\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{3}{2}}}A_{3/2,2}+{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{2}}}A_{3/2,1}{\displaystyle \frac{1}{\sqrt{2}}}A_{1/2,1}\left[{\displaystyle \frac{1}{\sqrt{6}}}A_{5/2,2}\right],`$ (2) $`a_+`$ $`=`$ $`a\left(B^0\rho ^+\pi ^{}\right)={\displaystyle \frac{1}{2\sqrt{3}}}A_{3/2,2}+{\displaystyle \frac{1}{2}}A_{3/2,1}+{\displaystyle \frac{1}{2}}A_{1/2,1}+{\displaystyle \frac{1}{\sqrt{6}}}A_{1/2,0}\left[+{\displaystyle \frac{1}{2\sqrt{3}}}A_{5/2,2}\right],`$ (3) $`a_+`$ $`=`$ $`a\left(B^0\rho ^{}\pi ^+\right)={\displaystyle \frac{1}{2\sqrt{3}}}A_{3/2,2}{\displaystyle \frac{1}{2}}A_{3/2,1}{\displaystyle \frac{1}{2}}A_{1/2,1}+{\displaystyle \frac{1}{\sqrt{6}}}A_{1/2,0}\left[+{\displaystyle \frac{1}{2\sqrt{3}}}A_{5/2,2}\right],`$ (4) $`a_{00}`$ $`=`$ $`a\left(B^0\rho ^0\pi ^0\right)={\displaystyle \frac{1}{\sqrt{3}}}A_{3/2,2}{\displaystyle \frac{1}{\sqrt{6}}}A_{1/2,0}\left[+{\displaystyle \frac{1}{\sqrt{3}}}A_{5/2,2}\right].`$ (5) Similar relations hold for the $`\overline{B}^0`$ decay amplitudes, which we denote by $`\overline{a}_0`$, $`\overline{a}_0`$, $`\overline{a}_+`$, $`\overline{a}_+`$, and $`\overline{a}_{00}`$, respectively. Note that our notation here is that $`\overline{a}_{ij}`$ is the amplitude for the $`\overline{B}^0`$ to decay to a $`\rho `$ of charge $`i`$ and a $`\pi `$ of charge $`j`$. The $`CP`$ relationships are thus $`CP(a_{ij})=\overline{a}_{i,j}`$. The $`\overline{B}^0`$ isospin components are $`\overline{A}_{\mathrm{\Delta }I,I_f}`$. In the Standard Model, there are tree-level amplitudes, gluonic penguin amplitudes, electroweak penguin amplitudes, and final state rescattering effects. The tree level $`bu\overline{u}d`$ decays have both $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ components. In contrast, the gluonic $`bd`$ penguins are pure $`\mathrm{\Delta }I=1/2`$, because the gluon is pure $`I=0`$. Therefore, the isospin amplitudes $`A_{3/2,1}`$ and $`A_{3/2,2}`$ only receive contributions (and, thus, weak phases) from the tree-level diagrams. There are no diagrammatic $`\mathrm{\Delta }I=5/2`$ contributions at this order; such effects arise only from electromagnetic corrections to the weak-decay diagrams. A priori, there is no hierarchy among the $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ isospin amplitudes. However, the combination of isospin amplitudes involved in the decay $`B^0\rho ^0\pi ^0`$ is generally argued to be suppressed because the tree-level and gluonic penguin diagrams can only contribute to $`B^0\rho ^0\pi ^0`$ through a color-suppressed recombination of the quarks in the final state. This argument is not theoretically rigorous because $`B^0\rho ^0\pi ^0`$ may be fed from other topologies through strong final state rescattering. Eventually experiment will tell us whether these effects are important. In what follows we will neglect two contributions which are suppressed in the SM. The first contribution arises from the electroweak penguin diagrams, which have the same weak phase structure as the QCD penguin diagrams, but contribute to both $`\mathrm{\Delta }I=1/2`$ and $`\mathrm{\Delta }I=3/2`$ amplitudes. As a result, the electroweak penguin contributions are not removed by the isospin-based analyses. However, they are expected to be very small in these channels . The second contribution is due to a possible $`\mathrm{\Delta }I=5/2`$ isospin component, included within square brackets in Eqs. (5). In the SM, this component comes from electromagnetic rescattering effects and, thus, it is suppressed by $`\alpha 1/127`$.Notice, however, that this effect is important in $`K\pi \pi `$ decays because there one has a strong hierarchy among the decay amplitudes, $`\text{Re}A_2/\text{Re}A_01/22`$, encoded into the $`\mathrm{\Delta }I=1/2`$ rule . Both effects could become relevant for $`B^0\rho ^0\pi ^0`$, should this amplitude turn out to be very small. Henceforth, we will only consider the tree-level and gluonic penguin diagrams. These give contributions with weak phases $`{\displaystyle \frac{V_{ub}^{}V_{ud}}{\|V_{ub}^{}V_{ud}\|}}`$ $`=`$ $`e^{i\gamma }=e^{i(\beta +\alpha )},`$ (6) $`{\displaystyle \frac{V_{tb}^{}V_{td}}{\|V_{tb}^{}V_{td}\|}}`$ $`=`$ $`e^{i\beta }.`$ (7) The first of these expressions is the weak phase of the tree-level contributions. Here we follow and use the unitarity relationship to rewrite the penguin contribution as a dominant term proportional to the second of the CKM factors in Eq. (7) plus a sub-dominant term proportional to the first CKM factor in Eq. (7).The term is sub-dominant in that it is a difference of up and charm quark contributions and, hence, it vanishes in the limit that these two quark masses are taken to be equal. In what follows we always subsume this second term within the amplitudes we refer to as $`\mathrm{\Delta }I=1/2`$ tree amplitudes. Since we do not calculate these quantities, but rather discuss extracting them from fits to experiment, this makes no difference to our analysis. Note, however, that if the amplitudes extracted in this way are to be compared to those calculated in any given model, then the penguin contributions to our so-called “tree” amplitudes must be taken into account. The interference between the two amplitude contributions in Eq. (7) depends on the weak phase $`\alpha `$. However, we will show that, as is usual with direct $`CP`$-violation effects, any sensitivity to $`\alpha `$ is masked by an unknown coefficient with large theoretical uncertainty. Another weak phase arises from the interference between the $`B^0\overline{B^0}`$ mixing, $`q/p=\mathrm{exp}[2i(\beta \theta _d)]`$, and the tree-level diagrams. For example, $$\frac{q}{p}\frac{\overline{A}_{3/2,2}}{A_{3/2,2}}=e^{2i(\beta \theta _d)}e^{2i\gamma }=e^{2i(\alpha +\theta _d)},$$ (8) where $`\theta _d`$ parametrizes a possible new physics contribution to the phase in $`B^0\overline{B^0}`$ mixing. In the SM, $`\theta _d=0`$ and the two phases coincide; other models have $`\theta _d0`$ and a difference arises. The phase probed by the Snyder–Quinn method is $`\alpha +\theta _d`$ . ### B $`B^0\pi ^+\pi ^{}\pi ^0`$ decay amplitudes The $`\rho `$-mediated $`B^0\pi ^+\pi ^{}\pi ^0`$ decay amplitudes may be written as $`A=a\left(B^0\pi ^+\pi ^{}\pi ^0\right)`$ $`=`$ $`f_+a_++f_{}a_++f_0a_{00},`$ (9) $`\overline{A}=a\left(\overline{B^0}\pi ^+\pi ^{}\pi ^0\right)`$ $`=`$ $`f_+\overline{a}_++f_{}\overline{a}_++f_0\overline{a}_{00},`$ (10) where $`f_\pm `$ and $`f_0`$ are Breit-Wigner functions representing $`\rho ^\pm `$ and $`\rho ^0`$, respectively, and also include the $`\mathrm{cos}\theta `$ angular dependences of the helicity zero $`\rho `$ decays. The crucial observation made by Snyder and Quinn is that the Breit-Wigner functions contain $`CP`$-even phases, and that the interference between the different Breit-Wigner shapes across the Dalitz plot provides experimental sensitivity to the weak and strong phases contained in Eqs. (10). There is some systematic uncertainty associated with the specific choice made for the shape of the functions $`f_\pm `$ and $`f_0`$. This uncertainty affects primarily the corners of the Dalitz plot where the tails of two such functions interfere; these are the regions of the Dalitz plot from which one extracts the interference between two distinct decay amplitudes. It will prove convenient to rewrite Eqs. (10) as $`A`$ $`=`$ $`f_ca_c+f_da_d+f_na_n,`$ (11) $`\overline{A}`$ $`=`$ $`f_c\overline{a}_c+f_d\overline{a}_d+f_n\overline{a}_n,`$ (12) where $$f_c=\frac{f_++f_{}}{2},f_d=\frac{f_+f_{}}{2},f_n=\frac{f_0}{2},$$ (13) and $`a_c=a_++a_+,`$ $`a_d=a_+a_+,a_n=2a_{00},`$ (14) $`\overline{a}_c=\overline{a}_++\overline{a}_+,`$ $`\overline{a}_d=\overline{a}_+\overline{a}_+,\overline{a}_n=2\overline{a}_{00}.`$ (15) Notice that the $`CP`$-conjugate of $`a_d`$ is not $`\overline{a}_d`$, but rather $`\overline{a}_d`$. As discussed in the appendix, we parametrize the amplitudes $`a_c`$, $`a_d`$, and $`a_n`$ as $`a_c`$ $`=`$ $`Te^{i\alpha }\left(1zr_0\right),`$ (16) $`a_d`$ $`=`$ $`Te^{i\alpha }\left(z_1+r_1\right),`$ (17) $`a_n`$ $`=`$ $`Te^{i\alpha }\left(z+r_0\right),`$ (18) where $`z`$ and $`z_1`$ are $`CP`$-even, while $`r_0`$ and $`r_1`$ are $`CP`$-odd. The quantity $`Tz_1`$ contains the $`CP`$-even contributions to the final state with $`I_f=1`$, summing the tree amplitude and the penguin amplitude multiplied by cos$`\alpha `$. $`Tr_1`$ ($`Tr_0`$) contains the $`CP`$-odd part, given by the penguin contributions to the final state with $`I_f=1`$ ($`I_f=0`$), multiplied by $`i\mathrm{sin}\alpha `$. Similarly, the amplitudes contained in $`q\overline{A}_f/p`$ can be written as $`{\displaystyle \frac{q}{p}}\overline{a}_c`$ $`=`$ $`e^{2i\theta _d}Te^{i\alpha }\left(1z+r_0\right),`$ (19) $`{\displaystyle \frac{q}{p}}\overline{a}_d`$ $`=`$ $`e^{2i\theta _d}Te^{i\alpha }\left(z_1+r_1\right),`$ (20) $`{\displaystyle \frac{q}{p}}\overline{a}_n`$ $`=`$ $`e^{2i\theta _d}Te^{i\alpha }\left(zr_0\right).`$ (21) We have chosen to define strong phases so that $`T`$ is a real positive quantity. Notice that $`a_c+a_n=Te^{i\alpha }`$, and $`q/p(\overline{a}_c+\overline{a}_n)=e^{2i\theta _d}Te^{i\alpha }`$. Therefore, the imaginary (real) part of the ratio of these quantities, measures the sine (cosine) of the phase in Eq. (8). If $`a_{00}`$ and $`\overline{a}_{00}`$ are indeed color suppressed, then $`z`$ and $`r_0`$ will be smaller than $`1`$, $`z_1`$ and $`r_1`$. In that case, the $`CP`$-violating difference $$\frac{\|a_c\|^2\|\overline{a}_c\|^2}{2T^2}=2\text{Re}r_0+2\text{Re}(zr_0^{})$$ (22) will also be small. In connection with Eqs. (10) and (12), there is no advantage of one parametrization with respect to another. We could equally well have chosen to write the amplitudes in a new set of basis functions $`\{f_1,f_2,f_3\}`$, given by $$f_1=\frac{f_++f_{}+2f_0}{6},f_2=\frac{f_+f_{}}{2},f_3=\frac{f_++f_{}f_0}{3}.$$ (23) In this basis, the amplitudes would become $`A`$ $`=`$ $`f_1\left(a_c+a_n\right)+f_2a_d+f_3\left(a_ca_n/2\right)`$ (24) $`\overline{A}`$ $`=`$ $`f_1\left(\overline{a}_c+\overline{a}_n\right)+f_2\overline{a}_d+f_3\left(\overline{a}_c\overline{a}_n/2\right).`$ (25) Eqs. (10) highlight the intermediate $`\rho \pi `$ states; Eqs. (12) highlight the $`CP`$ structure of the intermediate charged $`\rho \pi `$ states, but still treat the intermediate $`\rho ^0\pi ^0`$ separately; and Eqs. (25) highlight the extraction of $`a_c+a_n=Te^{i\alpha }`$. Although each basis has its pedagogical advantages, they have no experimental significance. What one does experimentally is a maximum likelihood fit of the variables $`T`$, $`z_1`$, $`r_1`$, $`z`$, and $`r_0`$ to all the data in the Dalitz plots. ### C Observables in the decay rates In the $`B_d`$ system we have $`\|q/p\|1`$ and $`\mathrm{\Delta }\mathrm{\Gamma }\mathrm{\Gamma }`$. Therefore, $`\mathrm{\Gamma }[B^0f]+\mathrm{\Gamma }[\overline{B^0}f]`$ $``$ $`\|A_f\|^2+\|\overline{A}_f\|^2,`$ (26) $`\mathrm{\Gamma }[B^0f]\mathrm{\Gamma }[\overline{B^0}f]`$ $``$ $`\left(\|A_f\|^2\|\overline{A}_f\|^2\right)\mathrm{cos}\mathrm{\Delta }mt2\text{Im}\left({\displaystyle \frac{q}{p}}\overline{A}_fA_f^{}\right)\mathrm{sin}\mathrm{\Delta }mt.`$ (27) One may rewrite these expressions using $`\lambda _f=q\overline{A}_f/(pA_f)`$.<sup>§</sup><sup>§</sup>§Notice, however, that some authors use the opposite sign convention for $`q/p`$ and, thus, for $`\lambda _f`$. The three terms in Eqs. (26) and (27) become $`1+\|\lambda _f\|^2`$, $`1\|\lambda _f\|^2`$, and $`\text{Im}\lambda _f`$, respectively. The untagged decay rate in Eq. (26) probes only the combination $`1+\|\lambda _f\|^2`$, regardless of whether these measurements are time-dependent or time-integrated. Due to the anti-symmetric nature of the $`B^0\overline{B^0}`$ pairs produced at the $`\mathrm{{\rm Y}}(4s)`$, tagged, time-integrated measurements performed at facilities working on this resonance can probe $`1+\|\lambda _f\|^2`$ and $`1\|\lambda _f\|^2`$, but not $`\text{Im}\lambda _f`$. If $`f`$ is a CP eigenstate and the decay amplitudes $`A_f`$ and $`\overline{A}_f`$ are defined in such a way that the rates $`\|A_f\|^2`$ and $`\|\overline{A}_f\|^2`$ include all the phase space integrations, then $`1+\|\lambda _f\|^2`$ is $`CP`$-even, while $`1\|\lambda _f\|^2`$ and $`\text{Im}\lambda _f`$ are $`CP`$-odd. Under these conditions, the ratio of Eq. (27) to Eq. (26) is the famous $`CP`$-violating asymmetry. It is sometimes stated that one can only probe $`\text{Im}\lambda _f/(1+\|\lambda _f\|^2)`$. While this is true if one looks only at the $`CP`$-violating asymmetry, one can see from Eqs. (26) and (27) that, in principle, there is enough information in the two decay rates for a clean determination of $`\text{Im}\lambda _f`$. The caveat is that disentangling $`\text{Im}\lambda _f`$ from $`1\pm \|\lambda _f\|^2`$ requires that all these quantities be affected by the same normalization. This may not be true once the experimental cuts, in particular possible cuts on the time $`t`$, are folded into the analysis. Using Eqs. (12) we find $$\|A\|^2\pm \|\overline{A}\|^2=\underset{i}{}\left(\|a_i\|^2\pm \|\overline{a}_i\|^2\right)\|f_i\|^2+2\underset{i<j}{}\text{Re}\left[f_if_j^{}\left(a_ia_j^{}\pm \overline{a}_i\overline{a}_j^{}\right)\right],$$ (28) where $`i`$ and $`j`$ can take the values $`c`$, $`d`$, and $`n`$. The notation $`i<j`$ means that the $`(i,j)`$ pairs are not repeated. Untagged decays probe the observables corresponding to the $`+`$ sign. Tagged, time-integrated decays probe the observables with both signs (or, what is the same, they measure $`\|A\|^2`$ and $`\|\overline{A}\|^2`$ separately). Since the functions $`f_i`$ are quite distinct in their Dalitz plot structure one can treat the coefficient of each different pair $`f_if_j^{}`$ as a separate observable.Note, however, that the errors in the extraction of these various observables are correlated. Thus, our observables, while distinct are not technically independent. A discussion of error correlations is beyond the scope of this paper, but will of course be important in the application of this approach to data. We may define the nine untagged observables by $$\frac{\|A\|^2+\|\overline{A}\|^2}{2}=T^2\left[\underset{i}{}U_{ii}\|f_i\|^2+2\underset{i<j}{}U_{ij}^R\text{Re}\left(f_if_j^{}\right)2\underset{i<j}{}U_{ij}^I\text{Im}\left(f_if_j^{}\right)\right],$$ (29) where $`U_{ii}`$ $`=`$ $`{\displaystyle \frac{\|a_i\|^2+\|\overline{a}_i\|^2}{2T^2}},`$ (30) $`U_{ij}^R`$ $`=`$ $`{\displaystyle \frac{\text{Re}\left(a_ia_j^{}+\overline{a}_i\overline{a}_j^{}\right)}{2T^2}}(ij),`$ (31) $`U_{ij}^I`$ $`=`$ $`{\displaystyle \frac{\text{Im}\left(a_ia_j^{}+\overline{a}_i\overline{a}_j^{}\right)}{2T^2}}(ij).`$ (32) We will refer to these observables generically as the $`U`$-observables. We may define similar quantities with $`U`$ replaced by $`D`$ to describe the corresponding observables obtained for the difference $`\|A\|^2\|\overline{A}\|^2`$. These $`D`$-observables are obtained from Eqs. (32) by replacing the ‘+’ signs with ‘-’ signs. Using Eqs. (18) and (21), the untagged observables are $`U_{cc}={\displaystyle \frac{\|a_c\|^2+\|\overline{a}_c\|^2}{2T^2}}`$ $`=`$ $`\|1z\|^2+\|r_0\|^2,`$ (33) $`U_{dd}={\displaystyle \frac{\|a_d\|^2+\|\overline{a}_d\|^2}{2T^2}}`$ $`=`$ $`\|z_1\|^2+\|r_1\|^2,`$ (34) $`U_{cd}^R+iU_{cd}^I={\displaystyle \frac{a_ca_d^{}+\overline{a}_c\overline{a}_d^{}}{2T^2}}`$ $`=`$ $`r_1^{}zr_1^{}r_0z_1^{},`$ (35) $`U_{cn}^R+iU_{cn}^I={\displaystyle \frac{a_ca_n^{}+\overline{a}_c\overline{a}_n^{}}{2T^2}}`$ $`=`$ $`z^{}\|z\|^2\|r_0\|^2,`$ (36) $`U_{dn}^R+iU_{dn}^I={\displaystyle \frac{a_da_n^{}+\overline{a}_d\overline{a}_n^{}}{2T^2}}`$ $`=`$ $`z_1r_0^{}+r_1z^{},`$ (37) $`U_{nn}={\displaystyle \frac{\|a_n\|^2+\|\overline{a}_n\|^2}{2T^2}}`$ $`=`$ $`\|z\|^2+\|r_0\|^2.`$ (38) Thus the $`U_i`$ contain nine different functions of the four complex parameters $`z_i,r_i`$. The requirement that the combination $`U_{cc}+2U_{cn}^R+U_{nn}`$ equals $`1`$ yields the overall normalization $`T`$. Similarly, the tagged, time-integrated measurements will provide the additional observables $`D_{cc}={\displaystyle \frac{\|a_c\|^2\|\overline{a}_c\|^2}{2T^2}}`$ $`=`$ $`2\text{Re}r_0+2\text{Re}(zr_0^{}),`$ (39) $`D_{dd}={\displaystyle \frac{\|a_d\|^2\|\overline{a}_d\|^2}{2T^2}}`$ $`=`$ $`2\text{Re}(z_1r_1^{}),`$ (40) $`D_{cd}^R+iD_{cd}^I={\displaystyle \frac{a_ca_d^{}\overline{a}_c\overline{a}_d^{}}{2T^2}}`$ $`=`$ $`z_1^{}zz_1^{}r_0r_1^{}`$ (41) $`D_{cn}^R+iD_{cn}^I={\displaystyle \frac{a_ca_n^{}\overline{a}_c\overline{a}_n^{}}{2T^2}}`$ $`=`$ $`r_0^{}2\text{Re}(zr_0^{}),`$ (42) $`D_{dn}^R+iD_{dn}^I={\displaystyle \frac{a_da_n^{}\overline{a}_d\overline{a}_n^{}}{2T^2}}`$ $`=`$ $`z_1z^{}+r_1r_0^{},`$ (43) $`D_{nn}={\displaystyle \frac{\|a_n\|^2\|\overline{a}_n\|^2}{2T^2}}`$ $`=`$ $`2\text{Re}(zr_0^{}).`$ (44) Note that $`D_{cc}+2D_{cn}^R+D_{nn}=0`$; thus only eight different combinations of $`T`$, $`z_1`$, $`r_1`$, $`z`$, and $`r_0`$ get fixed by measurements of the $`D`$-observables. Much can be learned about the interplay between the Dalitz plot analysis and $`CP`$-violation by looking at Eqs. (33) through (44). From the definitions of $`r_0`$ and $`r_1`$ in Eqs. (71), we know that these quantities involve the product of a penguin contribution with $`\mathrm{sin}\alpha `$. Any nonzero value for $`r_0`$ and/or $`r_1`$ signals direct $`CP`$-violation. It is true that such quantities do not by themselves allow us to determine the size of $`CP`$-violation, because $`\mathrm{sin}\alpha `$ appears multiplied by an unknown parameter; the theoretical calculation of this parameter is plagued by large hadronic uncertainties. (This is as expected for any observable probing direct $`CP`$-violation.) As expected, the quantities $`D_{cc}`$, $`D_{dd}`$, $`D_{cn}^R`$ , $`D_{cn}^I`$, and $`D_{nn}`$ are $`CP`$-odd. Surprisingly, the quantities $`U_{cd}^R`$, $`U_{cd}^I`$, $`U_{dn}^R`$, and $`U_{dn}^I`$ are also $`CP`$-odd, despite the fact that they are obtained by looking for untagged decays. How does this come about? The reason is that there is a source of sensitivity to $`CP`$-violation induced in the Dalitz plot analysis by the fact that $`\rho _+`$ and $`\rho _{}`$ are $`CP`$-conjugate of each other. Said otherwise, when one performs a $`CP`$-transformation on $`f_+a_+`$, one obtains $`f_{}\overline{a}_+`$ and not a quantity proportional to $`f_+`$. As pointed out before, this means that a $`CP`$ transformation on $`a_d`$ yields $`\overline{a}_d`$. Therefore, the quantities linear in $`a_d`$ and $`\overline{a}_d`$ have peculiar $`CP`$-properties; $`U_{cd}^R`$, $`U_{cd}^I`$, $`U_{dn}^R`$, and $`U_{dn}^I`$ are $`CP`$-odd, while $`D_{cd}^R`$, $`D_{cd}^I`$, $`D_{dn}^R`$, and $`D_{dn}^I`$ are $`CP`$-even. Additional observables are obtained in the tagged, time-dependent decays, which contain a $`\mathrm{sin}\mathrm{\Delta }mt`$ term given by $$\text{Im}\left(\frac{q}{p}\overline{A}A^{}\right)=T^2\left[\underset{i}{}I_{ii}\|f_i\|^2+\underset{i<j}{}I_{ij}^I\text{Re}\left(f_if_j^{}\right)+\underset{i<j}{}I_{ij}^R\text{Im}\left(f_if_j^{}\right)\right].$$ (45) Here $`I_{ii}`$ $`=`$ $`\text{Im}\left({\displaystyle \frac{q}{p}}\overline{a}_ia_i^{}\right)/T^2,`$ (46) $`I_{ij}^I`$ $`=`$ $`\text{Im}\left[{\displaystyle \frac{q}{p}}\left(\overline{a}_ia_j^{}+\overline{a}_ja_i^{}\right)\right]/T^2(ij),`$ (47) $`I_{ij}^R`$ $`=`$ $`\text{Re}\left[{\displaystyle \frac{q}{p}}\left(\overline{a}_ia_j^{}\overline{a}_ja_i^{}\right)\right]/T^2(ij).`$ (48) As before, $`i`$ and $`j`$ take the values $`c`$, $`d`$, and $`n`$, and the notation $`i<j`$ means that no $`(i,j)`$ pair gets repeated in the sum. As a result, we have nine new observables. These observables depend on $`\mathrm{sin}2(\alpha +\theta _d)`$ and $`\mathrm{cos}2(\alpha +\theta _d)`$, with coefficients given in table I. We stress that the uncertainties associated with the exact shape chosen for the $`\rho `$ resonances are likely to affect the $`U_{ii}`$, $`D_{ii}`$, and $`I_{ii}`$ coefficients less than they affect the coefficients $`U_{ij}`$, $`D_{ij}`$, and $`I_{ij}`$ with $`ij`$ ## III Analysis This section reviews what can be learned in the various experimental searches. Eight of the ten parameters needed to extract $`\alpha `$ can be fit with untagged decays alone. This greatly increases the data sample that will be available for determining these parameters, since at the $`B`$-factories tagging efficiencies are estimated to be of order $`0.3`$ (or less). Further, many questions about backgrounds and the contributions of the other resonances to the three pion Dalitz plot can also begin to be answered using this larger data sample of untagged events; though they must also be re-examined in the tagged data sample, where non-$`B`$ background will presumably be reduced. Fitting to tagged, time-integrated events, fixes one further parameter and gives eight additional measurements that depend on combinations of the eight parameters already fixed, thus improving the precision of their determination. Only the important $`CP`$-violating CKM-related parameter $`\alpha +\theta _d`$ remains to be fit to the tagged time-dependent Dalitz plot data. Our conclusion is that these preliminary steps can and should be performed at both symmetric and asymmetric $`B`$-factories. ### A Observables from untagged decays The observables $`U_{cc}`$ through $`U_{nn}`$ can be combined to yield $`T`$, $`z`$, $`r_1`$, $`\|z_1\|`$, $`\|r_0\|`$ and $`\mathrm{arg}(z_1r_0^{})`$. Therefore, the nine observables present in untagged decays, $`U_{cc}`$ through $`U_{nn}`$, allow us to measure eight quantities and give one mathematically redundant piece of information, which of course serves to further constrain that combination of observables. The result of this analysis is that the large data sample of untagged decays is extremely important for the final determination of $`\alpha `$ in the $`B\rho \pi `$ channels. One may use untagged decays to measure all relevant quantities except one angle—the angle between $`z_1`$ (or $`r_0`$) and $`z`$ (or $`r_1`$)—and the $`CP`$-violating phase $`\alpha +\theta _d`$. Moreover, one will be sensitive to direct $`CP`$-violation through $`\|r_0\|`$ and $`\|r_1\|`$. ### B Observables from tagged time-integrated decays The subset of events corresponding to tagged, time-integrated decays will provide measurements of the additional observables $`D_{cc}`$ through $`D_{nn}`$. Since $`U_{nn}`$ and $`D_{nn}`$ are expected to be small, it is interesting to note that the remaining 16 $`U`$\- and $`D`$-observables are sufficient to fix the nine parameters $`T`$, $`z_1`$, $`r_1`$, $`z`$, and $`r_0`$, and give seven mathematically redundant pieces of information. That means that one does not need to probe quantities quadratic in $`\|a_n\|`$ and $`\|\overline{a}_n\|`$ (that is, one does not need to have an observable $`\rho ^0\pi ^0`$ branching fraction) in order to determine all the observables attainable with these measurements. Should $`U_{nn}`$ and $`D_{nn}`$ be measured, they will provide two further mathematically redundant pieces of information. All these nine parameters have model-independent information that, like a branching fraction, can be taken from one experiment and used as input in another. Therefore, these experiments can and should be performed both at CLEO and at the asymmetric $`B`$-factories. The advantage of this is that fewer parameters remain to be determined from the relatively small time-dependent data sample. ### C Observables from tagged time-dependent decays Once a data sample of tagged, time-dependent events is available, their rates contain a $`\mathrm{sin}\mathrm{\Delta }mt`$ term, allowing for a measurement of $`I_{cc}`$ through $`I_{nn}`$. (One expects that, for some time to come, this data sample will be small compared to the data samples discussed above.) The $`I`$-observables depend on $`\mathrm{sin}2(\alpha +\theta _d)`$ and $`\mathrm{cos}2(\alpha +\theta _d)`$, with coefficients given in table I. We have already seen that the combination of untagged and tagged time-independent decays yield $`T`$, $`z_1`$, $`r_1`$, $`z`$, and $`r_0`$. These must now be combined with the observables in $`I_{cc}`$ through $`I_{nn}`$. A combination of any pair of these $`I`$-observables yields $`\mathrm{sin}2(\alpha +\theta _d)`$ and $`\mathrm{cos}2(\alpha +\theta _d)`$ independently. A fit to all the observables determines $`2(\alpha +\theta _d)`$ (up to discrete ambiguities) and provides additional mathematically redundant pieces of information. We should point out that, as expected, one cannot extract $`\alpha +\theta _d`$ unless some information is known about quantities linear in $`a_n`$ and $`\overline{a}_n`$. However, since these amplitudes into neutral $`\rho ^0\pi ^0`$ might be color suppressed, it is interesting to ask what one may learn while only bounds, rather than measurements, on $`\|a_n\|`$ and $`\|\overline{a}_n\|`$ are known. In section IV we will show that bounds on these quantities can be combined with measurements of quantities involving the charged $`\rho ^\pm \pi ^{}`$ channels in order to determine $`\alpha +\theta _d`$, up to an error that decreases with $`\|a_n\|`$ and $`\|\overline{a}_n\|`$. ## IV Two useful bounds In this section we suppose that the bands in the Dalitz plot corresponding to $`B\rho ^\pm \pi ^{}`$ have been measured while only bounds on the pieces linear and quadratic in $`a_n`$ and $`\overline{a}_n`$ are known. We will show that one may still find bounds on $`\alpha +\theta _d`$, with an error that decreases as $`\|a_n\|`$ and $`\|\overline{a}_n\|`$ decrease. ### A One useful bound As we have seen before, a measurement of quantities which are independent of $`a_n`$ and $`\overline{a}_n`$ is not enough for a determination of $`\alpha +\theta _d`$. In particular, we can see from Eqs. (33), (39) and the first entry in Table 1 that measuring the parameters $`U_{cc}`$, $`D_{cc}`$, and $`I_{cc}`$, which refer only to the decays into $`\rho ^\pm \pi ^{}`$, is enough to determineNotice that $`\frac{I_{cc}}{\sqrt{U_{cc}^2D_{cc}^2}}\frac{I_{cc}}{U_{cc}}\left(1+\frac{D_{cc}^2}{2U_{cc}^2}\right)`$. Therefore, measurements of $`I_{cc}`$ and $`U_{cc}`$ determine $`\mathrm{sin}\left[2(\alpha +\theta _d+\delta _\alpha )\right]`$, up to an error that is of second order in $`D_{cc}`$ (second order in $`r_0`$). $$\frac{I_{cc}}{\sqrt{U_{cc}^2D_{cc}^2}}=\frac{\text{Im}\left(\frac{q}{p}\frac{\overline{a}_c}{a_c}\right)}{\left\|\frac{q}{p}\frac{\overline{a}_c}{a_c}\right\|}=\mathrm{sin}\left[2(\alpha +\theta _d+\delta _\alpha )\right],$$ (49) where we have defined $$2\delta _\alpha =\mathrm{arg}\left(\frac{1z+r_0}{1zr_0}\right).$$ (50) Unfortunately, $`\delta _\alpha `$ is neither zero nor calculable. However, as we will now show, bounds on $`\|a_n\|`$ and $`\|\overline{a}_n\|`$ are enough to constrain $`\delta _\alpha `$. As these bounds decrease, the deviation of Eq. (49) from $`\mathrm{sin}2(\alpha +\theta _d)`$ also decreases. To prove this, we use Fig. 1 to derive $$\|2r_0\|^2=\|1z+r_0\|^2+\|1zr_0\|^22\|1z+r_0\|\|1zr_0\|\mathrm{cos}(2\delta _\alpha ),$$ (51) and $$\|2r_0\|\|z+r_0\|+\|zr_0\|.$$ (52) Using these equations and the expressions for $`\|a_n\|`$, $`\|\overline{a}_n\|`$, $`\|a_c\|`$, and $`\|\overline{a}_c\|`$ in Eqs. (18) and (21), we find $$\mathrm{sin}^2\delta _\alpha \frac{\left(\|a_n\|+\|\overline{a}_n\|\right)^2\left(\|a_c\|\|\overline{a}_c\|\right)^2}{4\|a_c\overline{a}_c\|}.$$ (53) Notice that, since we assume $`\|a_c\|`$ and $`\|\overline{a}_c\|`$ to be known, we only need to know bounds on quantities linear in $`a_n`$ and $`\overline{a}_n`$ in order to get bounds on $`\|a_n\|`$ and $`\|\overline{a}_n\|`$. The observables quadratic in $`a_n`$ and $`\overline{a}_n`$ are not needed. We have thus proved that one can determine $`(\alpha +\theta _d)`$ by measuring only quantities from charged $`\rho ^\pm \pi ^{}`$ final states, up to an error that decreases as the bounds on the color suppressed amplitudes $`B\rho ^0\pi ^0`$ decrease. It is interesting to compare the bound in Eq. (53), with similar bounds obtained previously for the $`B\pi \pi `$ decays . We note a similarity between the parametrization of the $`B\pi \pi `$ decays and the parametrization of the $`B\rho \pi `$ decays, related through $`a_n`$ $``$ $`2A\left(B^0\pi ^0\pi ^0\right),`$ (54) $`a_c`$ $``$ $`\sqrt{2}A\left(B^0\pi ^+\pi ^{}\right),`$ (55) and similarly for the complex conjugated channels. After these substitutions and some straightforward algebra we can write a bound similar to that in Eq. (53) as $$\mathrm{cos}(2\delta _{\pi \pi })\frac{1}{\sqrt{1a_{\mathrm{dir}}^2}}\left[12\frac{\left(\sqrt{(B^0\pi ^0\pi ^0)}+\sqrt{(\overline{B^0}\pi ^0\pi ^0)}\right)^2}{(B^0\pi ^+\pi ^{})+(\overline{B^0}\pi ^+\pi ^{})}\right],$$ (56) where $$a_{\mathrm{dir}}=\frac{(B^0\pi ^+\pi ^{})(\overline{B^0}\pi ^+\pi ^{})}{(B^0\pi ^+\pi ^{})+(\overline{B^0}\pi ^+\pi ^{})}.$$ (57) If there is only data on untagged $`B\pi ^0\pi ^0`$ decays, we may still obtain a bound by substituting the squared quantity on the right hand side (RHS) of Eq. (56) by $`2(B^0\pi ^0\pi ^0)+2(\overline{B^0}\pi ^0\pi ^0)`$, a bound previously derived by Charles . If, in addition, there is no data on $`a_{\mathrm{dir}}`$, then we may obtain a weaker bound by setting $`a_{\mathrm{dir}}`$ to one on the RHS of Eq. (56) . In this form, the bound depends only on untagged data and it is related to a bound obtained earlier by Grossman and Quinn by using $`B^\pm \pi ^+\pi ^0`$ decays instead of $`B\pi ^+\pi ^{}`$ decays on the RHS of Eq. (56). ### B A bound from interference effects One may find a much cleaner bound by rewriting Eq. (50) in the form $$2\delta _\alpha =\mathrm{arg}\frac{1+x}{1x},$$ (58) where $$x=\frac{r_0}{1z}=\frac{D_{cc}+D_{cn}^R+iD_{cn}^I}{U_{cc}+U_{cn}^R+iU_{cn}^I}.$$ (59) We find $$\mathrm{tan}(2\delta _\alpha )=\frac{2\text{Im}x}{1\|x\|^2}.$$ (60) If the quantities $`z`$ and $`r_0`$ are of order one, then we expect to be able to measure them. The case of interest here is when $`z1`$, $`r_01`$, and the best we can do is place bounds on quantities linear in these variables, while we expect to be able to measure $`U_{cc}`$ and $`I_{cc}`$. In this case, we can constrain the allowed values for $`\mathrm{tan}(2\delta _\alpha )`$ by combining the measurement of $`U_{cc}`$ with the bounds on $`U_{cn}^R`$, $`U_{cn}^I`$, $`D_{cn}^R`$ and $`D_{cn}^I`$. (In effect, to gain any information, we need the bounds on the magnitudes of the latter quantities to be smaller than the value for $`U_{cc}`$.) Notice that Eq. (59) involves $`U_{cn}^R`$, $`U_{cn}^I`$, $`D_{cn}^R`$ and $`D_{cn}^I`$ which are linear in $`a_n`$ and $`\overline{a}_n`$. That means that here one is using the interference between the tails of two different $`\rho \pi `$ channels. This has two consequences. Firstly, this bound, which is extremely powerful, has no analogue for the $`B\pi \pi `$ decays. Secondly, since the bound depends on the interference effects, it may be sensitive to the assumptions mentioned above about the exact shape of the $`\rho `$-resonances. ## V Some experimental issues This analysis has taken a purely formal approach and has not evaluated all the relevant experimental questions. The quantities which we call “mathematically redundant” are actually additional data samples that contribute to fixing the parameters. The parameters we define are all intrinsic to the physical process and hence are, like branching fractions, expected to be the same in any experiment. One issue that will be important experimentally is that the errors on the various parameters are highly correlated and must be treated correctly in establishing bounds such as those from Eq. (60) and the allowed range for $`\alpha `$. Moreover, backgrounds, efficiencies, and cuts will differ in the different data samples and must be investigated separately in each case. A good knowledge of the variations in efficiencies across the Dalitz plot is also essential for this analysis. The extraction of the parameter $`T`$ is sensitive to the knowledge of overall efficiencies; it may be better to simply define a $`T_{eff}`$ measured separately for each data sample than to depend on the accuracy with which the overall efficiency and luminosity for each data sample is known. Other caveats have been mentioned, such as the need to explore the sensitivity of the results to reasonable changes in the assumed $`\rho `$-shape parameterization, and the recognition of the possible large backgrounds in the untagged sample. All of these issues and many more will only be settled by examining the data.<sup>\</sup><sup>\</sup>\**One can get some idea of the impact of some of them by simulations based on model values for the parameters. Such studies are in progress . None of them appear to us to invalidate the expectation that it will be very valuable, at least in the early years of study of these modes, to use the parameters determined from the time-integrated experiments when studying the $`CP`$ violating effects in the time-dependent data. ## VI Conclusions The $`B\rho \pi `$ decays are described by ten parameters, c.f. Eqs. (18) and (21). We have shown that untagged data can be used to extract eight of these ten parameters and tagged time-integrated data allows evaluation of one further parameter. This leaves only the one $`CP`$-violating parameter $`\alpha `$ ($`\alpha +\theta _d`$ if new physics contributes an extra phase $`\theta _d`$ to the mixing) to be determined from time-dependent data. The parameters in question are defined in an experiment-independent fashion and hence the values measured in a time-integrating experiment, such as can be pursued at CLEO, can be used as input to fits of the time-dependent data sample – thereby possibly allowing a measurement of the parameter $`\alpha +\theta _d`$ earlier than could be achieved without this input. We have also shown that, if the neutral $`\rho `$ contributions are small, then, prior to the time when the statistics are sufficient to provide a measurement of these effects, bounds on their contribution will allow bounds on the shift of the angle measured from the rates and interference of the two charged $`\rho `$ channels from the true value $`\alpha `$. ###### Acknowledgements. We are indebted to Y. Gao for discussions concerning the $`B\rho \pi `$ measurements at CLEO, and to Y. Grossman for discussions regarding the bounds on $`\delta _\alpha `$ and for reading this manuscript. This work is supported by the Department of Energy under contract DE-AC03-76SF00515. The work of J. P. S. is supported in part by Fulbright, Instituto Camões, and by the Portuguese FCT, under grant PRAXIS XXI/BPD/20129/99 and contract CERN/S/FIS/1214/98. ## Parametrizing the decay amplitudes In this appendix we parametrize the $`B^0\pi ^+\pi ^{}\pi ^0`$ decay amplitudes by breaking them into $`CP`$-even and $`CP`$-odd components. This will allow us to see more clearly what quantities may be measured with the various types of experiments. We may decompose the isospin amplitudes into tree-level and penguin contributions as $`A_{3/2,2}`$ $`=`$ $`T_{3/2,2}e^{i\gamma },`$ (61) $`A_{3/2,1}`$ $`=`$ $`T_{3/2,1}e^{i\gamma },`$ (62) $`A_{1/2,1}`$ $`=`$ $`T_{1/2,1}e^{i\gamma }+P_{1/2,1}e^{i\beta },`$ (63) $`A_{1/2,0}`$ $`=`$ $`T_{1/2,0}e^{i\gamma }+P_{1/2,0}e^{i\beta },`$ (64) where we have used the fact that $`A_{3/2,1}`$ and $`A_{3/2,2}`$ only receive contributions from the tree-level diagrams. For convenience, we have included an explicit minus sign in the definitions of the tree-level amplitudes. Substituting into Eqs. (5) and (15), and dropping the $`\mathrm{\Delta }I=5/2`$ amplitude, we find $`e^{i\beta }a_c`$ $`=`$ $`Te^{i\alpha }\left[{\displaystyle \frac{1}{3}}+\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{T_{1/2,0}}{T}}+\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{cos}\alpha +i\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{sin}\alpha \right],`$ (65) $`e^{i\beta }a_d`$ $`=`$ $`Te^{i\alpha }\left[{\displaystyle \frac{T_{3/2,1}}{T}}+{\displaystyle \frac{T_{1/2,1}}{T}}+{\displaystyle \frac{P_{1/2,1}}{T}}\mathrm{cos}\alpha +i{\displaystyle \frac{P_{1/2,1}}{T}}\mathrm{sin}\alpha \right],`$ (66) $`e^{i\beta }a_n`$ $`=`$ $`Te^{i\alpha }[{\displaystyle \frac{2}{3}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{T_{1/2,0}}{T}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{cos}\alpha i\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{sin}\alpha ,]`$ (67) where we have defined $`T=\sqrt{3}T_{3/2,2}`$. Let us define $`z`$ $`=`$ $`{\displaystyle \frac{2}{3}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{T_{1/2,0}}{T}}\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{cos}\alpha ,`$ (68) $`z_1`$ $`=`$ $`{\displaystyle \frac{T_{3/2,1}}{T}}+{\displaystyle \frac{T_{1/2,1}}{T}}+{\displaystyle \frac{P_{1/2,1}}{T}}\mathrm{cos}\alpha ,`$ (69) $`r_0`$ $`=`$ $`i\sqrt{{\displaystyle \frac{2}{3}}}{\displaystyle \frac{P_{1/2,0}}{T}}\mathrm{sin}\alpha ,`$ (70) $`r_1`$ $`=`$ $`i{\displaystyle \frac{P_{1/2,1}}{T}}\mathrm{sin}\alpha .`$ (71) The parameter $`z_1`$ ($`z`$) contain the $`CP`$-even contributions to the final state with isospin $`I_f=1`$ ($`I_f=0`$ and also $`I_f=2`$), while $`r_1`$ ($`r_0`$) contains the $`CP`$-odd penguin contributions to the final state with isospin $`I_f=1`$ ($`I_f=0`$). Using these definitions, we arrive at $`e^{i\beta }a_c`$ $`=`$ $`Te^{i\alpha }\left(1zr_0\right),`$ (72) $`e^{i\beta }a_d`$ $`=`$ $`Te^{i\alpha }\left(z_1+r_1\right),`$ (73) $`e^{i\beta }a_n`$ $`=`$ $`Te^{i\alpha }\left(z+r_0\right).`$ (74) Eqs. (18) are obtained from these by dropping the (irrelevant) overall phase factor $`e^{i\beta }`$. Similarly, we may reach Eqs. (21) by applying $`CP`$-conjugation, multiplying by $`q/p`$, and removing the same overall phase factor $`e^{i\beta }`$. We may also parametrize the amplitudes involved in the $`B^\pm \rho ^0\pi ^\pm \pi ^+\pi ^{}\pi ^\pm `$ and $`B^\pm \rho ^\pm \pi ^0\pi ^\pm \pi ^0\pi ^0`$ decay chains as $$e^{\pm i\beta }A_{B^\pm \rho ^0\pi ^\pm }=\frac{Te^{i\alpha }}{\sqrt{2}}\left(\frac{1}{2}z_1\delta _1r_1\right),$$ (75) and $$e^{\pm i\beta }A_{B^\pm \rho ^\pm \pi ^0}=\frac{Te^{i\alpha }}{\sqrt{2}}\left(\frac{1}{2}+z_1+\delta _1\pm r_1\right),$$ (76) respectively, where we have dropped the $`\mathrm{\Delta }I=5/2`$ amplitudes. These decays involve the new complex parameter $$\delta _1=\frac{3}{2}\frac{T_{3/2,1}}{T}.$$ (77) Therefore, the information in $`B^\pm \rho ^0\pi ^\pm \pi ^+\pi ^{}\pi ^\pm `$ decays by itself does not help in constraining the parameters involved in the decays of the neutral $`B`$’s into three pions; these two rates merely allow a determination of the magnitude and phase of $`\delta _1`$. The decays from charged $`B`$ mesons are only useful if one can measure both the $`B^\pm \rho ^0\pi ^\pm \pi ^+\pi ^{}\pi ^\pm `$ and the experimentally challenging $`B^\pm \rho ^\pm \pi ^0\pi ^\pm \pi ^0\pi ^0`$ decay chains. For example, one might use the information from the decays of the neutral $`B`$ to get $`T`$, $`r_1`$, and $`z_1`$, and the $`B^\pm \rho ^0\pi ^\pm `$ decays to get $`\delta _1`$. One would then be able to predict the rates for the $`B^\pm \rho ^\pm \pi ^0`$ decays. Even with the additional direct CP asymmetry measurements in these channels, we see that we have no way of extracting a measurement of $`\mathrm{sin}\alpha `$. As before, only the quantity $`r_1`$ appears.
warning/0001/astro-ph0001361.html	ar5iv	text	# Best Unbiased Estimators for the Three-Point Correlators of the Cosmic Microwave Background Radiation ## 1. Introduction <sup>1</sup><sup>1</sup>1A.G. would like to dedicate this article to the memory of his Ph.D. supervisor, Dennis William Sciama. The Cosmic Microwave Background (CMB) has been recognized as one of the best tools for studying the early Universe (e.g. Scott (1999)). In particular, the statistical properties of the CMB anisotropies are a powerful means to discriminate amongst the possible scenarios. This is because, in general, different models predict different statistical properties. For example, the simplest models of inflation predict that the temperature anisotropies should obey a Gaussian statistics and therefore any non-vanishing measurement of a three-point correlator (in a sense to be precised below) would automatically ruled out such models, a very interesting result indeed. From a practical point of view, measuring any non-Gaussianity in the data is a very difficult task since the signal is typically very small. Of course, this signal should be compared to the noise and what really matters is the signal to noise ratio. The noise can have many different origins including instrumental errors, foregrounds contamination or incomplete sky coverage. Another source of error is the so-called ‘cosmic variance’. Roughly speaking, it comes from the fact that we only have access to one realization of the temperature anisotropies whereas theoretical predictions are expressed through ensemble averages. In a Gaussian model, for example, the mean value of any three-point correlator has to vanish but this does not guarantee that a concrete detection of a non-zero signal on the sky would be in contradiction with the model (Scaramella & Vittorio (1991); Srednicki (1993)). The important point is that the cosmic variance can dominate the other sources of error, as this is in fact the case for the two-point correlators on large angular scales. Therefore, if one wants to unveil non-Gaussianity, it is necessary to address the cosmic variance problem for the three-point correlators. The usual way to deal with this problem is to construct estimators by performing spatial averages on the celestial sphere and to find the one which has the smallest possible variance. The aim of this paper is then to find the best unbiased estimators both for the third moment $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ and for the angular bispectrum $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$ and to display the corresponding cosmic variances. Recently, there has been a lot of activity in the subject triggered by the finding that non-Gaussianities are present in the 4-yr COBE-DMR data (Ferreira et al. (1998); Pando et al. (1998)). Further analyses have confirmed this result (e.g. Bromley & Tegmark (1999)). However, soon after, it was demonstrated by Banday et al. (1999) that the non-Gaussian signal is driven by the 53 GHz data. This systematic artifact in the CMB maps rejects a possible cosmological origin. More generally, it is clear that the presence of foregrounds (Bouchet & Gispert (1999); Tegmark et al. (1999)) renders difficult the detection of a genuine non-Gaussian signal. Nevertheless, one should expect non-Gaussian features to be present in the CMB anisotropy datasets. These could be produced in the early Universe during inflation either because the initial conditions are non-Gaussian themselves \[i.e. the quantum initial state is not the vacuum (Martin et al. (1999); Contaldi et al. (1999))\] or owing to the existence of couplings between different perturbation modes at the non-linear level (Gangui et al. (1994); Gangui (1994); Linde & Mukhanov (1997)). In the context of slow-roll inflation, the CMB bispectrum has recently been studied in (Gangui & Martin (2000); Wang & Kamionkowski (2000)). Even if non-Gaussianities are not primordial in origin, they will nevertheless arise during later stages of evolution. In this context, the Rees-Sciama effect will build up a small but non-vanishing signal (Luo & Schramm (1993); Mollerach et al. (1995); Munshi et al. (1995)). Also, cosmic topological defects of the vacuum, like strings and textures, are amongst the best motivated sources for non-Gaussian features (Bouchet et al. (1988); Ferreira & Magueijo (1997); Avelino et al. (1998); Gangui & Perivolaropoulos (1995); Gangui & Mollerach (1996)). Regarding secondary sources, Goldberg & Spergel (1999) and Spergel & Goldberg (1999) have recently calculated the angular bispectrum due to second order gravitational effects like the correlation of lensing of CMB photons and secondary anisotropies coming from the Integrated Sachs Wolfe effect and thermal Sunyaev-Zel’dovich effect. In the same line, Cooray and Hu (1999) have taken into account further additional contributions to the bispectrum in the presence of reionization. Other approaches to the study of non-Gaussian features include preferred-direction statistics for sky maps (Bunn & Scott (1999)), the three-point correlation function (Falk et al. (1993); Hinshaw et al. (1994); Gangui et al. (1994); Hinshaw et al. (1995)), lensing statistics (Bernardeau (1997); Winitzki (1998); Zaldarriaga (1999)), the genus and Euler-Poincaré statistics (Coles (1989); Gott et al. (1990); Smoot (1999)), peak statistics (Bond & Efstathiou (1987); Kogut et al. (1995, 1996)), correlation function of peaks (Heavens & Sheth (1999)), Minkowski functionals (Winitzki & Kosowsky (1998)) and wavelet analyses (Popa (1998); Hobson et al. (1998)). This article is organized as follows. In the next section, the general strategy for finding best estimators is exposed. As a warm up, in the third section, we implement this strategy for the two-point correlators. The fourth section is the core of the article. There we explicitly derive, for the first time, the best unbiased estimator for the angular bispectrum and show its corresponding variance. Except for an overall normalization factor, this estimator turns out to be the one already employed by Ferreira et al. (1998) and other authors recently. Our result places their choice on a firm basis. Next, we find the expression for the best unbiased estimator for the third moment. An earlier study was performed in (Heavens (1998)); however, our findings go beyond the results obtained in that article and, moreover, are explicit. Moreover, we present its corresponding variance. In addition, we also emphasize that the knowledge of the best estimator for the third moment does not allow one to infer the best estimator for the angular bispectrum and vice versa. In the last section, we briefly present our main conclusions. We finish up with a short Appendix which includes formulae related to the inverse two-point correlation function. ## 2. General strategy for finding the best estimator In this section, we expose the cosmic variance problem from the viewpoint of the theory of cosmological perturbations of quantum-mechanical origin and describe the method of the best unbiased estimators. This theory rests on the principles of general relativity and quantum field theory. At the beginning of the inflationary phase (Guth (1981); Linde 1983a ; Albrecht & Steinhardt (1982); Linde 1983b ) the Friedmann-Lemaître-Robertson-Walker background spacetime already behaves classically whereas the excitations of the metric around this background are still quantum mechanical in nature. Technically, this means that the perturbed metric must be considered as a quantum operator. This operator either represents density perturbations or gravitational waves. In each case, the quantization can be carried out in a consistent way (Mukhanov & Chibisov (1981); Hawking (1982); Starobinsky (1982); Bardeen et al. (1983); Mukhanov et al. (1992); Grishchuk (1993); Martin & Schwarz (1998), 1999). Then, the (zero-point) quantum fluctuations, which are the seeds of the cosmological perturbations, are amplified during inflation owing to the particle-creation phenomenon or squeezing effect (Grishchuk & Sidorov (1990)). Next, these primordial fluctuations give rise to the large scale structures and to the CMB anisotropies observed today in our Universe. One should also discuss the choice of the quantum state in which the metric operator is placed. Obviously, it is not possible to prepare the initial state of the Universe and therefore the choice of the quantum state of the perturbations is a priori free unless some theory of the initial conditions is provided \[for example, quantum cosmology (Halliwell (1989))\]. Usually, it is assumed that the initial state is the vacuum although different hypothesis are possible (Brandenberger & Hill (1986); Martin et al. (1999); Contaldi et al. (1999)). If the initial state is the vacuum, then the corresponding statistical properties are Gaussian. This is because the ground-state wave function of an harmonic oscillator is a Gaussian. It is possible to avoid this general conclusion either by considering non-linear cosmological perturbations or by assuming that the initial state is a non-vacuum state. We have recently investigated the first possibility in (Gangui & Martin (2000)). The second possibility has been studied by Martin et al. (1999). In the latter case, non-Gaussianity is likely to be significant only for relatively small angular scales. It should be emphasized that the mechanism described previously is deeply rooted in the quantum-mechanical nature of the gravitational field. The observable quantities calculated in this framework are always proportional to the Planck length. In other words, if observations confirm the full set of inflationary predictions then the fact that $`\delta T/T0`$ would be a direct observational consequence of quantum gravity. The quantum-mechanical origin of the anisotropies in the framework of inflation raises also profound problems of interpretation. One should not think that these problems are purely theoretical. On the contrary, they have consequences with regards to the experimental strategy that one should follow in order to extract as much informations as possible from the data. The fluctuations in the CMB effective temperature are linked to the perturbed metric as shown for the first time by Sachs and Wolfe. Therefore, the fact that the perturbed metric is an operator implies that the primordial fluctuations in the temperature must also be considered as a quantum operator. The observables are often expressed as $`n`$-point correlation functions of the operator $`\widehat{\mathrm{\Delta }}(𝐞)\widehat{\delta T/T}(𝐞)`$ in the arbitrary state $`\|\mathrm{\Psi }`$ $$\xi _n(𝐞_1,\mathrm{},𝐞_n)\mathrm{\Psi }\|\widehat{\mathrm{\Delta }}(𝐞_1)\mathrm{}\widehat{\mathrm{\Delta }}(𝐞_n)\|\mathrm{\Psi },$$ (1) where $`𝐞_i`$’s are arbitrary directions on the celestial sphere. In the following, we will also use the notation $`\xi (𝐞_1𝐞_2)\xi _2(𝐞_1,𝐞_2)`$. According to the postulates of quantum mechanics, the previous theoretical predictions should be confronted to experiment in the following way. The same experiment should be performed $`N`$ times giving each time different outcomes $`q_i`$. If the quantity $`(1/N)_{i=1}^Nq_i`$ goes to the corresponding quantum expectation value when $`N`$ goes to infinity, the theoretical prediction is said to be ‘compatible with experiment’. This is the core of the problem in cosmology: we only have access to one realization, i.e. one map of the CMB sky and that means that $`N`$ is fixed and equal to one. Therefore, the question arises as to how we can verify the theoretical predictions of the theory of quantum-mechanical cosmological perturbations. This is a way of stating the cosmic variance problem. It is a fundamental limitation in the sense that it remains even when other limitations like instrumental errors or low angular resolution have been fully mastered. The usual method to deal with this problem is to replace quantum averages with spatial averages over the celestial sphere. Suppose we wish to measure $`\xi _n(𝐞_1,\mathrm{}𝐞_n)`$. (Of course, the discussion could also be applied to quantities other than correlation functions). The first step is to introduce a new operator, the estimator $`\widehat{}(\xi _n)`$ of $`\xi _n`$, defined as $$\widehat{}(\xi _n)\mathrm{}d\mathrm{\Omega }_1\mathrm{}d\mathrm{\Omega }_nE(\xi _n)(𝐞_1\mathrm{}𝐞_n)\widehat{\mathrm{\Delta }}(𝐞_1)\mathrm{}\widehat{\mathrm{\Delta }}(𝐞_n),$$ (2) where $`E(\xi _n)(𝐞_1\mathrm{}𝐞_n)`$ is a weight function to be determined. Clearly, $`\widehat{}(\xi _n)`$ is defined through a spatial average. The second step is to require that the estimator is unbiased, i.e. $$\mathrm{\Psi }\|\widehat{}(\xi _n)\|\mathrm{\Psi }=\xi _n.$$ (3) In general, this restricts the class of functions $`E(\xi _n)`$ allowed. The fact that the mean value of the estimator be equal to the quantity we are seeking does not guarantee that each outcome will be for sure $`\xi _n`$. The third and final step is then to find the function $`E(\xi _n)`$ such that the variance (squared) of $`\widehat{}(\xi _n)`$, i.e. $$\sigma _{\widehat{}(\xi _n)}^2=\widehat{}(\xi _n)\widehat{}(\xi _n)\widehat{}(\xi _n)^2$$ (4) be as small as possible, taking into account the constraint given by Eq. (3). The corresponding estimator is then called the best unbiased estimator. Mathematically, this requirement is expressed through the following variation equation $$\delta \left[\sigma _{\widehat{}(\xi _n)}^2\lambda \left(\mathrm{\Psi }\|\widehat{}(\xi _n)\|\mathrm{\Psi }\xi _n\right)\right]=0,$$ (5) where one has introduced a Lagrange multiplier $`\lambda `$ which can then be determined from the previous equation and the constraint itself. Once we have $`\lambda `$, we plug it into Eq. (5) and this completely fixes $`E(\xi _n)`$ and hence the corresponding best estimator. In turn, its variance can now be calculated. If this one vanishes then we are sure that each outcome is $`\xi _n`$ and from one realization we can determine the $`n`$-point correlation function. In this case, $`\widehat{\mathrm{\Delta }}(𝐞)`$ is said to be ergodic, i.e. ensemble or quantum averages coincide with spatial averages. Unfortunately, one can show that this cannot be the case on the two-dimensional sphere (Grishchuk & Martin (1997)). Otherwise, we have found the weight function $`E(\xi _n)`$ which leads to the smallest non-vanishing variance. If the variance is small enough, each outcome will be concentrated around the mean value and with just one realization we have good chances to get a reasonable estimate of the correlation function. The typical error made in considering that one given outcome is equal to the mean value is characterized by the variance of the estimator, see Fig. 1. All the above analysis performed for the best (quantum) estimators can equally well be reproduced in the case where the anisotropies are due to an underlying stochastic process although the former is generally physically best motivated. In that case, quantum averages $`\mathrm{\Psi }\|\mathrm{}\|\mathrm{\Psi }`$ are just replaced with stochastic averages $`\mathrm{}`$. In the following, we will drop out the ‘hat’ symbol and consider that the different quantities are either operators or stochastic processes. In the same manner, we will denote an ensemble average by the symbol $`\mathrm{}`$ having in mind that this means either quantum or classical averages. Let us now describe the relevant quantities to estimate. It is convenient to expand the temperature fluctuations over the basis of spherical harmonics according to $$\mathrm{\Delta }(𝐞)=\underset{\mathrm{}m}{}a_{\mathrm{}}^mY_{\mathrm{}}^m(𝐞).$$ (6) This equation assumes a complete sky coverage. Implementation of the method for the incomplete (galaxy-cut) sky can be performed by using the basis introduced in (Górski (1994)). Once a specific model is given, the statistical properties of the $`a_{\mathrm{}}^m`$’s are determined. Since $`\mathrm{\Delta }(𝐞)`$ is real, the $`a_{\mathrm{}}^m`$’s must satisfy $`a_{\mathrm{}}^m=(1)^ma_{\mathrm{}}^m`$. Without restricting the generality of the underlying physics, the first three moments can be written as $$a_{\mathrm{}}^m=0,a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}=𝒞_\mathrm{}_1\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1m_2},a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}=({}_{m_1m_2m_3}{}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3})𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3},$$ (7) where $`({}_{m_1m_2m_3}{}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3})`$ is a Wigner 3$`j`$-symbol. The second equation ensures the isotropy of the CMB. The quantity $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}`$ is the second moment of the $`a_{\mathrm{}}^m`$’s and $`𝒞_{\mathrm{}}`$ is usually called the angular spectrum. In the third equation, the quantity $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ is the third moment while $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$ is called the angular bispectrum. For $`\mathrm{}_1=\mathrm{}_2=\mathrm{}_3=\mathrm{}`$, this quantity is generally written as $`_{\mathrm{}}𝒞_{\mathrm{}\mathrm{}\mathrm{}}`$. The presence of the Wigner 3$`j`$-symbol guarantees that the third moment vanishes unless $`m_1+m_2+m_3=0`$ and $`\|\mathrm{}_i\mathrm{}_j\|\mathrm{}_k\mathrm{}_i+\mathrm{}_j`$. Moreover, invariance under spatial inversions of $`\xi _3`$ implies an additional ‘selection rule’ (Luo (1994); Gangui & Martin (2000)), $`\mathrm{}_1+\mathrm{}_2+\mathrm{}_3=\text{even}`$, in order for the third moment not to vanish. Finally, from this last relation and using standard properties of the 3$`j`$-symbols, it follows that the angular bispectrum is left unchanged under any arbitrary permutation of the indices $`\mathrm{}_i`$. We will need the higher moments as well. Since departures from Gaussianity are expected to be small (specially on large angular scales), higher moments will be calculated in the mildly non-Gaussian approximation. Within this approximation we can write $`a_{\mathrm{}}^m=a_{\mathrm{}}^{m(0)}+ϵa_{\mathrm{}}^{m(1)}+𝒪(ϵ^2)`$ where $`a_{\mathrm{}}^{m(0)}`$ is a Gaussian random variable and the expansion parameter $`ϵ`$ is small. In the following, each moment will be calculated to the first non-vanishing order in $`ϵ`$. For example, the fourth moment yields $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_4^{m_4}=a_\mathrm{}_1^{m_1(0)}a_\mathrm{}_2^{m_2(0)}a_\mathrm{}_3^{m_3(0)}a_\mathrm{}_4^{m_4(0)}+𝒪(ϵ)`$. As a consequence, the connected fourth moment can be neglected because it is of higher order than the Gaussian part. The ‘<sup>(0)</sup>’ label will be dropped out hereafter. Therefore, in the mildly non-Gaussian approximation we can write $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_4^{m_4}`$ $``$ $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_4^{m_4}+a_\mathrm{}_1^{m_1}a_\mathrm{}_3^{m_3}a_\mathrm{}_2^{m_2}a_\mathrm{}_4^{m_4}+a_\mathrm{}_1^{m_1}a_\mathrm{}_4^{m_4}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ (8) $`=`$ $`(1)^{m_2+m_4}𝒞_\mathrm{}_1𝒞_\mathrm{}_3\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1,m_2}\delta _{\mathrm{}_3\mathrm{}_4}\delta _{m_3,m_4}+𝒞_\mathrm{}_1𝒞_\mathrm{}_2\delta _{\mathrm{}_1\mathrm{}_3}\delta _{m_1m_3}\delta _{\mathrm{}_2\mathrm{}_4}\delta _{m_2m_4}`$ $`+`$ $`𝒞_\mathrm{}_1𝒞_\mathrm{}_2\delta _{\mathrm{}_1\mathrm{}_4}\delta _{m_1m_4}\delta _{\mathrm{}_2\mathrm{}_3}\delta _{m_2m_3}.`$ The fifth moment could be determined in a similar way but we will not need this quantity in the following. Finally, the sixth moment can be expressed as $$a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_4^{m_4}a_\mathrm{}_5^{m_5}a_\mathrm{}_6^{m_6}a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_4^{m_4}a_\mathrm{}_5^{m_5}a_\mathrm{}_6^{m_6}+\text{ 14 additional permutations }.$$ (9) Although the explicit expression is not particularly illuminating, the last equation will be useful for the calculation of the variance when dealing with the three-point correlators below. In particular, one can write $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ $`=`$ $`𝒞_\mathrm{}_1𝒞_\mathrm{}_2𝒞_\mathrm{}_3+2𝒞_\mathrm{}_1^3\delta _{\mathrm{}_1\mathrm{}_2\mathrm{}_3}(\delta _{m_1m_3}+\delta _{m_1m_3})(\delta _{m_1m_2}+\delta _{m_1m_2})`$ (10) $`+`$ $`𝒞_\mathrm{}_1𝒞_\mathrm{}_2^2\delta _{\mathrm{}_2\mathrm{}_3}(\delta _{m_2m_3}+\delta _{m_2m_3})+𝒞_\mathrm{}_2𝒞_\mathrm{}_3^2\delta _{\mathrm{}_3\mathrm{}_1}(\delta _{m_1m_3}+\delta _{m_1m_3})`$ $`+`$ $`𝒞_\mathrm{}_3𝒞_\mathrm{}_1^2\delta _{\mathrm{}_1\mathrm{}_2}(\delta _{m_1m_2}+\delta _{m_1m_2}),`$ where the symbol $`\delta _{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$ vanishes unless $`\mathrm{}_1=\mathrm{}_2=\mathrm{}_3`$ in which case it is one. This equation coincides with Eq. (24) of (Luo (1994)) provided the undefined symbol $`\delta _{m_1m_2m_3,0}`$ written in that work has the meaning $`\delta _{m_1m_2m_3,0}(\delta _{m_1m_3}+\delta _{m_1m_3})(\delta _{m_1m_2}+\delta _{m_1m_2})`$. As we mentioned in the Introduction, in this article we are mainly interested in finding the best unbiased estimators for the two following quantities: the third moment $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ and the angular bispectrum $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$. These are related to the three-point correlation function $`\xi _3`$. It is clear that, as mentioned above, the very same method could also be utilized for the computation of $`\xi _n`$ with $`n`$ arbitrary. Before addressing this question, however, we will first treat the analogous quantities related to the two-point correlation function, namely $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}`$ and $`𝒞_{\mathrm{}}`$, the main purpose being to illustrate concretely the tactics presented above in a case where everything can be calculated easily. This will be used as a guideline for the case of the three-point correlators. ## 3. Two-point correlators ### 3.1. Best estimator for the angular spectrum $`𝒞_{\mathrm{}}`$ The definition of the estimator $`(𝒞_{\mathrm{}})`$ is given by our general prescription, see Eq. (2) $$(𝒞_{\mathrm{}})d\mathrm{\Omega }_1d\mathrm{\Omega }_2E^{\mathrm{}}(𝐞_1,𝐞_2)\mathrm{\Delta }(𝐞_1)\mathrm{\Delta }(𝐞_2),$$ (11) where $`E^{\mathrm{}}(𝐞_1,𝐞_2)`$ is the weight function. The angular spectrum $`𝒞_{\mathrm{}}`$ is a real quantity and its estimator $`(𝒞_{\mathrm{}})`$ must also be real. Therefore, the weight function can be taken real. From the previous definition, it is clear that the antisymmetric part of $`E^{\mathrm{}}(𝐞_1,𝐞_2)`$ does not contribute to the estimator. Then, we can replace $`E^{\mathrm{}}(𝐞_1,𝐞_2)`$ in $`(𝒞_{\mathrm{}})`$ by its symmetrized expression $`E_\mathrm{S}^{\mathrm{}}(𝐞_1,𝐞_2)=(1/2)[E^{\mathrm{}}(𝐞_1,𝐞_2)+E^{\mathrm{}}(𝐞_2,𝐞_1)]`$. At this stage, two methods can be applied. Either we work directly with the weight function or we expand it over the spherical harmonics basis and try to determine the coefficients of this expansion. Clearly, both paths are equivalent and can be followed for any estimator. Here we employ the second method, leaving the first one for the determination of the second-moment estimator considered in the next subsection. Therefore, we write the weight function as $$E_\mathrm{S}^{\mathrm{}}(𝐞_1,𝐞_2)=\underset{\mathrm{}_1m_1}{}\underset{\mathrm{}_2m_2}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2).$$ (12) The reality and symmetry properties of the weight function $`E_\mathrm{S}^{\mathrm{}}`$ imply that the complex coefficient of the expansion must satisfy, respectively $$\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}=(1)^{m_1+m_2}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}},\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}=\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_2& \mathrm{}_1& \\ m_2& m_1& \end{array}\}}^{\mathrm{}}.$$ (13) Inserting the expression of the weight function (12) into the general definition of the estimator (11) and using standard properties of the spherical harmonics, one gets $$(𝒞_{\mathrm{}})=\underset{\mathrm{}_1m_1}{}\underset{\mathrm{}_2m_2}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}.$$ (14) Our first move is now to require that $`(𝒞_{\mathrm{}})=𝒞_{\mathrm{}}`$. Using the second of Eqns. (7), we find that the coefficients $`d`$ must fulfill the following constraints $$\underset{m_1}{}(1)^{m_1}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_1& \\ m_1& m_1& \end{array}\}}^{\mathrm{}}=\delta _\mathrm{}_1^{\mathrm{}}.$$ (15) All the estimators satisfying this condition are unbiased. However, it is clear that this does not completely determines the estimator but just a class of estimators. Our second move is to calculate the variance. Using Eq. (8), a straightforward computation gives $$\sigma _{(𝒞_{\mathrm{}})}^2=2\underset{\mathrm{}_1m_1}{}\underset{\mathrm{}_2m_2}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}𝒞_\mathrm{}_1𝒞_\mathrm{}_2.$$ (16) This quantity is obviously positive. From this expression, one sees that the imaginary part of the coefficients $`d`$ only increases the variance. Since a vanishing $`\mathrm{}(\mathrm{d})`$ satisfies the constraint equation, we can consider that the $`d`$’s are real. Our third move is to minimize the variance taking into account the constraint. For this purpose we introduce a set of Lagrange multipliers $`\lambda _\mathrm{}_1^{\mathrm{}}`$ (i.e. one Lagrange multiplier per constraint since $`\mathrm{}`$ must be seen as a fixed index) and require that $$\delta [\sigma _{(𝒞_{\mathrm{}})}^2+\underset{\mathrm{}_1}{}\lambda _\mathrm{}_1^{\mathrm{}}(\underset{m_1}{}(1)^{m_1}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_1& \\ m_1& m_1& \end{array}\}}^{\mathrm{}}\delta _\mathrm{}_1^{\mathrm{}}\left)\right]=0.$$ (17) The definition of the variation $`\delta `$ must respect the symmetry properties of the coefficients $`d`$; we take $`{\displaystyle \frac{\delta \mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}}{\delta \mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \\ m_1^{}& m_2^{}& \end{array}\}}^{\mathrm{}}}}{\displaystyle \frac{1}{2}}`$ $`\{`$ $`{\displaystyle \frac{1}{2}}\delta _{\mathrm{}_1\mathrm{}_1^{}}\delta _{\mathrm{}_2\mathrm{}_2^{}}\left[\delta _{m_1m_1^{}}\delta _{m_2m_2^{}}+(1)^{m_1+m_2}\delta _{m_1m_1^{}}\delta _{m_2m_2^{}}\right]`$ (22) $`+`$ $`{\displaystyle \frac{1}{2}}\delta _{\mathrm{}_1\mathrm{}_2^{}}\delta _{\mathrm{}_2\mathrm{}_1^{}}[\delta _{m_1m_2^{}}\delta _{m_2m_1^{}}+(1)^{m_1+m_2}\delta _{m_1m_2^{}}\delta _{m_2m_1^{}}]\}.`$ (23) Although it is not compulsory to use this equation, since a naive definition of the variation would lead to the same final result (Grishchuk & Martin (1997)), it is nevertheless interesting to utilize it as a warm up for what will be done for the angular bispectrum. The variation leads to the following relation between the coefficients $`d`$ and the Lagrange multipliers $$4\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \\ m_1& m_2& \end{array}\}}^{\mathrm{}}𝒞_\mathrm{}_1𝒞_\mathrm{}_2+(1)^{m_1}\lambda _\mathrm{}_1^{\mathrm{}}\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1m_2}=0.$$ (24) We see that the choice of the $`\lambda ^{\mathrm{}}`$’s is not free; it is fixed by the variation itself. Using the constraint in this equation, we find $`\lambda _\mathrm{}_1^{\mathrm{}}=4[𝒞_\mathrm{}_1^2/(2\mathrm{}_1+1)]\delta _\mathrm{}_1^{\mathrm{}}`$. Having determined what the Lagrange multipliers are, the problem is completely solved. It is now sufficient to re-introduce this value for $`\lambda _\mathrm{}_1^{\mathrm{}}`$ in Eq. (24), get the coefficients $`d`$ and, from this, also the best unbiased estimator: the weight function is then given by $`E_{\mathrm{S},\mathrm{Best}}^{\mathrm{}}(𝐞_1,𝐞_2)=(1/4\pi )P_{\mathrm{}}(𝐞_1𝐞_2)`$ and the estimator itself by (see also Grishchuk & Martin (1997)) $$_{\mathrm{Best}}(𝒞_{\mathrm{}})=\frac{1}{2\mathrm{}+1}\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}a_{\mathrm{}}^ma_{\mathrm{}}^m.$$ (25) The variance of this estimator is the well-known ‘cosmic variance’ $$\sigma _{_{\mathrm{Best}}(𝒞_{\mathrm{}})}^2=\frac{2𝒞_{\mathrm{}}^2}{2\mathrm{}+1}.$$ (26) One remark is in order here. The cosmic variance is usually obtained in the following way: the previous estimator appears naturally from Eqns. (7) and it is usually assumed that the $`a_{\mathrm{}}^m`$’s are Gaussian random variables. In this case, the estimator (25) has a $`\chi ^2`$ probability density function and from this the cosmic variance can be easily recovered. The proof presented above is by no means equivalent to this naive derivation. There are many unbiased estimators and, a priori, nothing guarantees that the simplest one is the best one, i.e. the naive derivation is not sufficient to prove that the estimator (25) is the best one. This can be proven only along the lines described above. Moreover, we do not need to assume that the $`a_{\mathrm{}}^m`$’s obey a Gaussian statistics. Only the mildly non-Gaussian assumption is necessary for the calculation of the four-point correlators. ### 3.2. Best estimator for the second moment $`𝒞_\alpha `$ In this section, we discuss the best estimator for $`𝒞_\alpha a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}`$. Greek letters will always be employed for collective-index notation, like $`\alpha \{\begin{array}{cc}\mathrm{}_1& \mathrm{}_2\\ m_1& m_2\end{array}\}`$ or $`\alpha ^{}\{\begin{array}{cc}\mathrm{}_1^{}& \mathrm{}_2^{}\\ m_1^{}& m_2^{}\end{array}\}`$. Unlike in the foregoing subsection, we find the weight function directly without expanding it over the spherical harmonics basis. This method is closer to the one used by Heavens (1998). We also show that the best estimator of $`𝒞_\alpha `$ cannot be deduced from the best estimator of the angular spectrum $`𝒞_{\mathrm{}}`$ obtained in the previous subsection as one could naively think. Let us start with a couple of definitions. First, the quantity $$R^\alpha (𝐞_1,𝐞_2)Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2),$$ (27) which is complex and non-symmetric with regards to the position of the complex conjugate symbol ‘’. This last property comes from the definition of $`a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}`$ itself and it would be the case for any even-point correlator. Then, regarding complex conjugation, there is a slight difference between the even- and the odd-point correlators. The real part of $`R^\alpha (𝐞_1,𝐞_2)`$ will be noted $$R_\mathrm{R}^\alpha (𝐞_1,𝐞_2)\frac{1}{2}\left[Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2)+Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2)\right].$$ (28) $`R_\mathrm{R}^\alpha (𝐞_1,𝐞_2)`$ is not symmetric under a permutation of the two directions. It satisfies $`R_\mathrm{R}^\alpha (𝐞_2,𝐞_1)=R_\mathrm{R}^{\overline{\alpha }}(𝐞_1,𝐞_2)`$, where the index $`\overline{\alpha }`$ is defined by $`\overline{\alpha }\left\{\begin{array}{ccc}\mathrm{}_2& \mathrm{}_1& \\ m_2& m_1& \end{array}\right\}`$. The symmetries in the indices and in the directions will play an important rôle in what follows. Using the previous definitions, we can introduce a quantity which is symmetric both under a permutation of the two directions and under a permutation of the columns of internal indices in $`\alpha `$ $$R_\mathrm{S}^\alpha (𝐞_1,𝐞_2)\frac{1}{4}\left[Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2)+Y_\mathrm{}_1^{m_1}(𝐞_2)Y_\mathrm{}_2^{m_2}(𝐞_1)+Y_\mathrm{}_1^{m_1}(𝐞_1)Y_\mathrm{}_2^{m_2}(𝐞_2)+Y_\mathrm{}_1^{m_1}(𝐞_2)Y_\mathrm{}_2^{m_2}(𝐞_1)\right],$$ (29) i.e. we have $`R_\mathrm{S}^\alpha (𝐞_1,𝐞_2)=R_\mathrm{S}^\alpha (𝐞_2,𝐞_1)=R_\mathrm{S}^{\overline{\alpha }}(𝐞_1,𝐞_2)=R_\mathrm{S}^{\overline{\alpha }}(𝐞_2,𝐞_1)`$. Finally, we will also employ a symmetrized Krönecker symbol defined according to $$\delta _\mathrm{S}^{\alpha \alpha ^{}}\frac{1}{2}\left(\delta _{\mathrm{}_1\mathrm{}_1^{}}\delta _{\mathrm{}_2\mathrm{}_2^{}}\delta _{m_1m_1^{}}\delta _{m_2m_2^{}}+\delta _{\mathrm{}_1\mathrm{}_2^{}}\delta _{\mathrm{}_2\mathrm{}_1^{}}\delta _{m_1m_2^{}}\delta _{m_2m_1^{}}\right),$$ (30) which is left unchanged under a permutation of the indices $`\alpha `$ and $`\alpha ^{}`$ and also under permutations of the columns of each collective index separately. Let us now turn to the computation of the best unbiased estimator; the general definition of an estimator can be expressed as $$(𝒞_\alpha )d\mathrm{\Omega }_1d\mathrm{\Omega }_2E^\alpha (𝐞_1,𝐞_2)\mathrm{\Delta }(𝐞_1)\mathrm{\Delta }(𝐞_2).$$ (31) The quantity $`𝒞_\alpha `$ is unchanged if we permute the columns of indices in $`\alpha `$, $`𝒞_\alpha =𝒞_{\overline{\alpha }}`$ with $`\overline{\alpha }`$ given above. Being an estimator for $`𝒞_\alpha `$ it is then natural to assume that $`(𝒞_\alpha )`$ possesses the same property, $`(𝒞_\alpha )=(𝒞_{\overline{\alpha }})`$. Looking at the definition of $`E^\alpha (𝐞_1,𝐞_2)`$, Eq. (31), we easily see that the weight function will also satisfy $`E^\alpha (𝐞_1,𝐞_2)=E^{\overline{\alpha }}(𝐞_1,𝐞_2)`$. Moreover, we take $`E^\alpha (𝐞_1,𝐞_2)`$ symmetric under a permutation in the directions $`𝐞_1`$ and $`𝐞_2`$, i.e. $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)=E_\mathrm{S}^\alpha (𝐞_2,𝐞_1)`$. Now, we require that the estimator $`(C_\alpha )`$ be unbiased, which implies that the following relation must be fulfilled $$d\mathrm{\Omega }_1d\mathrm{\Omega }_2E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)R^\alpha ^{}(𝐞_1,𝐞_2)=\delta _\mathrm{S}^{\alpha \alpha ^{}}.$$ (32) We have required the presence of $`\delta _\mathrm{S}^{\alpha \alpha ^{}}`$ in the right hand side of the previous equation to respect the symmetries in $`\alpha `$ of the weight function. In the previous equation the $`E_\mathrm{S}^\alpha `$ and $`R^\alpha ^{}`$ are a priori complex. However, one can show that it is possible to work only with a real weight function, $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)=E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)`$ and with the $`R_\mathrm{R}^\alpha (𝐞_1,𝐞_2)`$ defined above: the imaginary contributions would just increase the variance. (One could have also chosen to work with a pure imaginary weight function and the imaginary part of $`R^\alpha `$). Therefore, the constraint can be written as $$d\mathrm{\Omega }_1d\mathrm{\Omega }_2E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2)=\delta _\mathrm{S}^{\alpha \alpha ^{}},$$ (33) where $`E_\mathrm{S}^\alpha `$ has been taken real. Let us now calculate the variance of the estimator $`(𝒞_\alpha )`$. Using Eqns. (8), we easily find that $$\sigma _{(𝒞_\alpha )}^2=2d\mathrm{\Omega }_1d\mathrm{\Omega }_2d\mathrm{\Omega }_3d\mathrm{\Omega }_4E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)E_\mathrm{S}^\alpha (𝐞_3,𝐞_4)\xi (𝐞_1𝐞_3)\xi (𝐞_2𝐞_4).$$ (34) Our next step is to minimize this variance under the constraint given in Eq. (33). For this purpose, we introduce a set of Lagrange multipliers $`\lambda ^\alpha `$ and require that $$\delta [\sigma _{(𝒞_\alpha )}^2+\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha (\mathrm{d}\mathrm{\Omega }_1\mathrm{d}\mathrm{\Omega }_2E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2)\delta _\mathrm{S}^{\alpha \alpha ^{}})]=0.$$ (35) At this point the precise meaning of the variation symbol $`\delta `$ matters. Before performing the variation, let us recall that the symmetries of the weight function must be respected; hence we will have $$\frac{\delta E_\mathrm{S}^\alpha (𝐞_i,𝐞_j)}{\delta E_\mathrm{S}^\beta (𝐞_k,𝐞_{\mathrm{}})}=\frac{1}{2}\left[\frac{\delta (𝐞_i𝐞_k1)}{2\pi }\frac{\delta (𝐞_j𝐞_{\mathrm{}}1)}{2\pi }+\frac{\delta (𝐞_i𝐞_{\mathrm{}}1)}{2\pi }\frac{\delta (𝐞_j𝐞_k1)}{2\pi }\right]\delta _\mathrm{S}^{\alpha \beta }.$$ (36) The $`2\pi `$’s in the denominators come from the fact that, while the direction $`𝐞_i`$ is expressed in terms of the corresponding spherical angles like $`𝐞_i(\theta _i,\phi _i)`$ and then $`\mathrm{d}\mathrm{\Omega }_i=\mathrm{d}\mathrm{cos}\theta _i\mathrm{d}\phi _i`$, there is an extra $`2\pi `$ factor in $`\delta (𝐞_i𝐞_k1)=2\pi \delta (\mathrm{cos}\theta _i\mathrm{cos}\theta _k)\delta (\phi _i\phi _k)`$. As a result of the variation, we obtain the following equation $$d\mathrm{\Omega }_1d\mathrm{\Omega }_2E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)\xi (𝐞_1𝐞_3)\xi (𝐞_2𝐞_4)=\frac{1}{4}\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha R_\mathrm{S}^\alpha ^{}(𝐞_3,𝐞_4).$$ (37) The quantity $`R_\mathrm{S}^\alpha ^{}(𝐞_3,𝐞_4)`$ appears naturally as a result of Eq. (36). The previous equation should be compared with Eq. (24) of the previous subsection. The result of the variation is a relation between the weight function and the Lagrange multiplier. Our aim now is to get an explicit expression for the weight function. This can be done by using the inverse two-point correlation function $`\xi ^1`$ which satisfies (see also the Appendix) $$d\mathrm{\Omega }_j\xi (𝐞_i𝐞_j)\xi ^1(𝐞_j𝐞_k)\delta (𝐞_i𝐞_k1).$$ (38) In the case of the three-point correlator, this definition leads to subtleties which will be examined in detail in the next section. Multiplying Eq. (37) by $`\xi ^1(𝐞_1^{}𝐞_3)\xi ^1(𝐞_2^{}𝐞_4)`$, integrating over directions $`𝐞_3`$ and $`𝐞_4`$ and relabelling indices, we arrive at $$E_\mathrm{S}^\alpha (𝐞_1,𝐞_2)=\frac{1}{4}\frac{1}{(2\pi )^2}\underset{\alpha ^{}}{}d\mathrm{\Omega }_3d\mathrm{\Omega }_4\lambda _\alpha ^{}^\alpha \xi ^1(𝐞_1𝐞_3)\xi ^1(𝐞_2𝐞_4)R_\mathrm{S}^\alpha ^{}(𝐞_3,𝐞_4).$$ (39) This equation for the second moment is the analogous of Eq. (21) of (Heavens (1998)) obtained for the third moment. It is clear from the previous section that, at this stage, our final goal has not yet been reached. The weight function is still expressed in terms of the Lagrange multipliers. The correct way to proceed is to remove the latter using the constraint given by Eq. (33) as it was done in the previous subsection. Then, we first multiply Eq. (39) by the quantity $`R_\mathrm{S}^{\alpha ^{\prime \prime }}(𝐞_1,𝐞_2)`$ and, after having integrated over solid angles $`\mathrm{\Omega }_1`$ and $`\mathrm{\Omega }_2`$, this leads to the equation that the Lagrange multipliers must satisfy $$16𝒞_{\mathrm{}_1^{\prime \prime }}𝒞_{\mathrm{}_2^{\prime \prime }}\delta _\mathrm{S}^{\alpha \alpha ^{\prime \prime }}=\left[(1)^{m_1^{\prime \prime }+m_2^{\prime \prime }}\lambda _{\{\begin{array}{cc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }\end{array}\}}^\alpha +(1)^{m_1^{\prime \prime }+m_2^{\prime \prime }}\lambda _{\{\begin{array}{cc}\mathrm{}_2^{\prime \prime }& \mathrm{}_1^{\prime \prime }\\ m_2^{\prime \prime }& m_1^{\prime \prime }\end{array}\}}^\alpha +\lambda _{\{\begin{array}{cc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }\end{array}\}}^\alpha +\lambda _{\{\begin{array}{cc}\mathrm{}_2^{\prime \prime }& \mathrm{}_1^{\prime \prime }\\ m_2^{\prime \prime }& m_1^{\prime \prime }\end{array}\}}^\alpha \right].$$ (40) This equation is the analogue of the equation $`\lambda _\mathrm{}_1^{\mathrm{}}=4[𝒞_\mathrm{}_1^2/(2\mathrm{}_1+1)]\delta _\mathrm{}_1^{\mathrm{}}`$ of the previous subsection. Here, the difference is that a combination of Lagrange multipliers with different indices appears rather than the Lagrange multiplier itself. However, we can reconstruct exactly this combination in the right hand side of Eq. (39). Indeed, we just have to multiply each side of Eq. (40) by $`R_\mathrm{S}^{\alpha ^{\prime \prime }}(𝐞_1,𝐞_2)`$ and perform the sum over $`\alpha ^{\prime \prime }`$. Using the symmetry properties of $`R_\mathrm{S}^{\alpha ^{\prime \prime }}(𝐞_1,𝐞_2)`$ we obtain $$4𝒞_\mathrm{}_1𝒞_\mathrm{}_2R_\mathrm{S}^\alpha (𝐞_1,𝐞_2)=\underset{\alpha ^{\prime \prime }}{}\lambda _{\alpha ^{\prime \prime }}^\alpha R_\mathrm{S}^{\alpha ^{\prime \prime }}(𝐞_1,𝐞_2).$$ (41) We now insert this equation in the right hand side of Eq. (39) to remove the Lagrange multipliers and find $$E_{\mathrm{S},\mathrm{Best}}^\alpha (𝐞_1,𝐞_2)=\frac{1}{4\pi ^2}𝒞_\mathrm{}_1𝒞_\mathrm{}_2d\mathrm{\Omega }_3d\mathrm{\Omega }_4\xi ^1(𝐞_1𝐞_3)\xi ^1(𝐞_2𝐞_4)R_\mathrm{S}^\alpha (𝐞_3,𝐞_4).$$ (42) To go further, we express $`\xi ^1`$ in Eq. (42) explicitly in terms of spherical harmonics (see the Appendix) which yields $`E_{\mathrm{S},\mathrm{Best}}^\alpha (𝐞_1,𝐞_2)=R_\mathrm{S}^\alpha (𝐞_1,𝐞_2)`$. Now, we just plug this result into Eq. (31) to get the final explicit expression of the best unbiased estimator $`_{\mathrm{Best}}(𝒞_\alpha )`$ $$_{\mathrm{Best}}(𝒞_\alpha )=\frac{1}{2}\left(a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}+a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}\right).$$ (43) Some remarks are in order here. First, despite appearances, one cannot deduce $`_{\mathrm{Best}}(𝒞_\alpha )`$ from $`_{\mathrm{Best}}(𝒞_\mathrm{}_1)`$. It is clear that the following equation holds $$(𝒞_\alpha )=(𝒞_\mathrm{}_1)\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1m_2}.$$ (44) However, from this equation we are not allowed to conclude that $`_{\mathrm{Best}}(𝒞_\alpha )=_{\mathrm{Best}}(𝒞_\mathrm{}_1)\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1m_2}`$. Therefore, knowing one of the best unbiased estimators does not allow us to infer the other best one. To be specific, if one assumed the previous wrong relation, from Eq. (25) one would get $$_{\mathrm{Best}}(𝒞_\alpha )=\frac{1}{2\mathrm{}_1+1}\left(\underset{m=\mathrm{}_1}{\overset{\mathrm{}_1}{}}a_\mathrm{}_1^ma_\mathrm{}_1^m\right)\delta _{\mathrm{}_1\mathrm{}_2}\delta _{m_1m_2}\text{(false)},$$ (45) and although this estimator is unbiased, it is not the best one. The second remark is that although the estimator given by Eq. (43) could be naively regarded as a trivial one, this is not the case. Indeed, the estimator of Eq. (45) is as trivial as the actual best one. The moral is then that there exist simple choices which lead to the wrong answer. The only reliable method in the problem of minimizing the variance is therefore the one exposed above. ## 4. Three-point correlators ### 4.1. Best estimator for the angular bispectrum $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$ In this section, our aim is to determine the best unbiased estimator for the angular bispectrum $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$ defined in the third of Eqns. (7). According to our general prescription, the most general definition reads $$(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})d\mathrm{\Omega }_1d\mathrm{\Omega }_2d\mathrm{\Omega }_3E_\mathrm{S}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}(𝐞_1,𝐞_2,𝐞_3)\mathrm{\Delta }(𝐞_1)\mathrm{\Delta }(𝐞_2)\mathrm{\Delta }(𝐞_3).$$ (46) As in the case of the two-point correlators, the weight function also possesses the properties of being real and symmetric under arbitrary permutations of directions $`𝐞_i`$. In addition, like $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$, the weight function satisfies $`E_\mathrm{S}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}=E_\mathrm{S}^{\mathrm{}_2\mathrm{}_1\mathrm{}_3}`$, as well as for any other arbitrary permutation of the indices $`\mathrm{}_i`$. We follow similar steps as for the angular spectrum and therefore we choose to expand the weight function on the basis of the spherical harmonics. Then, as in Eq. (12), we write $$E_\mathrm{S}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}(𝐞_1,𝐞_2,𝐞_3)=\underset{\mathrm{}_1^{}m_1^{}}{}\underset{\mathrm{}_2^{}m_2^{}}{}\underset{\mathrm{}_3^{}m_3^{}}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}Y_\mathrm{}_1^{}^{m_1^{}}(𝐞_1)Y_\mathrm{}_2^{}^{m_2^{}}(𝐞_2)Y_\mathrm{}_3^{}^{m_3^{}}(𝐞_3).$$ (47) The properties of the weight function imply that the coefficients $`d`$ must satisfy equations similar to those given in Eqns. (13) $$\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}=(1)^{m_1^{}+m_2^{}+m_3^{}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}},\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}=\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_2^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_2^{}& m_1^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}},$$ (48) where the last relation is in fact valid for arbitrary permutations of any two columns of the collective subindex. Like the weight function, $`d`$ is also left invariant under arbitrary permutations of indices $`\mathrm{}_i`$ (not primed). The estimator can be expressed in terms of the coefficients $`d`$ and the $`a_{\mathrm{}}^m`$’s only: inserting the expansion of the weight function in the above expression for the estimator and using standard properties of the spherical harmonics one obtains $$(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})=\underset{\mathrm{}_1^{}m_1^{}}{}\underset{\mathrm{}_2^{}m_2^{}}{}\underset{\mathrm{}_3^{}m_3^{}}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}a_\mathrm{}_1^{}^{m_1^{}}a_\mathrm{}_2^{}^{m_2^{}}a_\mathrm{}_3^{}^{m_3^{}}.$$ (49) In practice, CMB observational settings are devised such that both the monopole and the dipole are subtracted from the anisotropy maps. This means that the coefficients $`d`$ in the last equation are only non-vanishing for indices $`\mathrm{}_i^{}2`$ in the collective subindex. Moreover, the coefficients $`d`$ satisfy $`\mathrm{}_1+\mathrm{}_2+\mathrm{}_3=\text{even}`$. We must now require that our general estimator given by Eq. (49) be unbiased, i.e. $`(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})=𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$. This forces the coefficients $`d`$ to fulfill the following constraint $$\underset{m_1^{}m_2^{}m_3^{}}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)=\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}},$$ (50) where we have defined a new symmetrized Krönecker symbol, this time for the $`\mathrm{}`$ multipole indices only, as follows $$\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}\frac{1}{6}\left(\delta _{\mathrm{}_1\mathrm{}_1^{}}\delta _{\mathrm{}_2\mathrm{}_2^{}}\delta _{\mathrm{}_3\mathrm{}_3^{}}+\text{ 5 additional permutations }\right).$$ (51) It is easy to check that the constraint equation satisfies the conditions imposed by Eqns. (48) on the coefficients $`d`$. In particular, let us justify the presence of the symbol $`\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}`$. Using the previous properties for $`d`$, relabelling the indices $`m_1^{}m_2^{}`$ in Eq. (50) and finally noting that $`\mathrm{}_1^{}+\mathrm{}_2^{}+\mathrm{}_3^{}=\mathrm{}_1+\mathrm{}_2+\mathrm{}_3=\text{even}`$, which allows us to permute any two columns of the Wigner 3$`j`$-symbol, one verifies that the left hand side of the constraint is invariant under $`\mathrm{}_1^{}\mathrm{}_2^{}`$. The same applies for any pair of $`\mathrm{}`$ multipole indices and this explains the presence of the symmetrized $`\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}`$ in Eq. (50). We see from this that all coefficients $`d`$ that do not satisfy $`\mathrm{}_1^{}+\mathrm{}_2^{}+\mathrm{}_3^{}=\text{even}`$ do not enter the constraint. We will show below that these terms only increase the variance and as a consequence one can take them equal to zero. In particular, note that this is the case for a coefficient $`d`$ with $`\mathrm{}_1^{}=\mathrm{}_2^{}`$ and $`\mathrm{}_3^{}=\text{odd}`$. This property will turn out to be useful in what follows. We are now in a position to calculate the variance of the estimator. Looking at Eq. (49) we see that this requires the computation of the sixth moment of the $`a_{\mathrm{}}^m`$’s, see Eq. (9). After having made use of the properties of the coefficients $`d`$ and rearranging the resulting 15 terms into two groups, straightforward algebra yields $$\left[(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})\right]^2=\underset{\mathrm{}_1^{}m_1^{}}{}\underset{\mathrm{}_2^{}m_2^{}}{}\underset{\mathrm{}_3^{}m_3^{}}{}𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\left[6\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}+9(1)^{m_1^{}+m_2^{}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_1^{}& m_1^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_2^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_2^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\right].$$ (52) The square of the variance of $`(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})`$ is given by $$\sigma _{(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})}^2=\left[(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})\right]^2(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})^2.$$ (53) Following the discussion in §2, the term $`\left[(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})\right]^2`$ is of order $`ϵ^0`$ whereas the lowest non-vanishing order of $`(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})^2`$ is $`ϵ^2`$. Therefore, the latter one will not enter the minimization procedure and the variance squared will be written as $`\sigma _{(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})}^2\left[(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})\right]^2`$. However, let us notice that this does not occur in the case of the two-point correlator. Indeed, as we have seen, in that case both terms contributing to the square of the variance are of the same order in $`ϵ`$. Then, it follows that Eq. (52) corresponds to Eq. (16) in the last section. Let us now examine the structure of the variance in more detail. The term $`6d^{}d\mathrm{}^2(d)+\mathrm{}^2(d)`$ in Eq. (52) is analogous to the one in Eq. (16). However, here there is another contribution, the $`9d^{}d`$ term, which will play a crucial rôle in what follows. The imaginary part of this term of course vanishes, as the variance must be real. However, the real part of it contains a contribution like $$9\underset{\mathrm{}_3^{}}{}𝒞_\mathrm{}_3^{}\underset{m_3^{}}{}\left[\underset{\mathrm{}_1^{}}{}𝒞_\mathrm{}_1^{}\underset{m_1^{}}{}(1)^{m_1^{}}\mathrm{}\left(\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_1^{}& m_1^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\right)\right]\left[\underset{\mathrm{}_2^{}}{}𝒞_\mathrm{}_2^{}\underset{m_2^{}}{}(1)^{m_2^{}}\mathrm{}\left(\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_2^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_2^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\right)\right]=9\underset{\mathrm{}_3^{}}{}𝒞_\mathrm{}_3^{}\underset{m_3^{}}{}\left[\mathrm{}\right]^2,$$ (54) where the quantity $`\left[\mathrm{}\right]^2`$ depends on the indices $`\mathrm{}_1,\mathrm{}_2,\mathrm{}_3`$ and $`\mathrm{}_3^{},m_3^{}`$ and is strictly positive or zero. Of course, there is a similar term coming from the real part of $`d`$. Thus, we see that the various contributions of the imaginary part of the coefficients $`d`$ to the two terms, $`6d^{}d`$ and $`9d^{}d`$, only increase the variance. Since we know that a vanishing imaginary part does satisfy the constraint Eq. (50), it can be disregarded in the sequel. Therefore, Eq. (52) can then be written solely in terms of real coefficients $`d`$ as follows $$\sigma _{(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})}^2=\underset{\mathrm{}_1^{}m_1^{}}{}\underset{\mathrm{}_2^{}m_2^{}}{}\underset{\mathrm{}_3^{}m_3^{}}{}𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\left[6\left(\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\right)^2+9(1)^{m_1^{}+m_2^{}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_1^{}& m_1^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_2^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_2^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\right].$$ (55) Our next move now is to minimize this variance with respect to the coefficients $`d`$, taking into account the constraint of Eq. (50) $$\delta \left\{\sigma _{(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})}^2+\underset{\mathrm{}_1^{}\mathrm{}_2^{}\mathrm{}_3^{}}{}\lambda _{\mathrm{}_1^{}\mathrm{}_2^{}\mathrm{}_3^{}}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}\left[\underset{m_1^{}m_2^{}m_3^{}}{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}\right]\right\}=0.$$ (56) This equation is the analogous to Eq. (17). As before, one needs to give a concrete meaning to the symbol $`\delta `$ of the variation. Its definition must respect the symmetries of the coefficients $`d`$ and hence we take $$\frac{\delta \mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}}{\delta \mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }& \mathrm{}_3^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }& m_3^{\prime \prime }\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}}=\frac{1}{6}\left\{\frac{1}{2}\delta _{\mathrm{}_1^{}\mathrm{}_1^{\prime \prime }}\delta _{\mathrm{}_2^{}\mathrm{}_2^{\prime \prime }}\delta _{\mathrm{}_3^{}\mathrm{}_3^{\prime \prime }}\left[\delta _{m_1^{}m_1^{\prime \prime }}\delta _{m_2^{}m_2^{\prime \prime }}\delta _{m_3^{}m_3^{\prime \prime }}+(1)^{m_1^{}+m_2^{}+m_3^{}}\delta _{m_1^{}m_1^{\prime \prime }}\delta _{m_2^{}m_2^{\prime \prime }}\delta _{m_3^{}m_3^{\prime \prime }}\right]+\text{5 terms}\right\}.$$ (57) Then, Eq. (56) leads to $`12𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}+\lambda _{\mathrm{}_1^{}\mathrm{}_2^{}\mathrm{}_3^{}}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)+6(1)^{m_2^{}}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\delta _{\mathrm{}_1^{}\mathrm{}_2^{}}\delta _{m_1^{}m_2^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_3^{}\\ m& m& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}`$ (66) $`+`$ $`6(1)^{m_3^{}}𝒞_\mathrm{}_3^{}𝒞_\mathrm{}_1^{}\delta _{\mathrm{}_2^{}\mathrm{}_3^{}}\delta _{m_2^{}m_3^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_1^{}\\ m& m& m_1^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}+6(1)^{m_1^{}}𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}\delta _{\mathrm{}_3^{}\mathrm{}_1^{}}\delta _{m_3^{}m_1^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_2^{}\\ m& m& m_2^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}=0.`$ (73) This formula, together with Eq. (50), form a set of equations which completely determines the best unbiased estimator. We see the complicated structure of these equations. The last three terms come from the $`9dd`$ term in the variance and are not present in the case of the angular spectrum. From this last equation and using the constraint Eq. (50) we can get the general expression for the Lagrange multipliers. Thus, we multiply Eq. (66) by the appropriate 3$`j`$-symbol and we sum over the three indices $`m_i^{}`$. The first term is exactly the constraint and produces a $`\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}`$. Using the fact that a triple sum over the $`m_i`$’s of the squared of a 3$`j`$-symbol gives unity, the second term yields the Lagrange multipliers themselves. Finally, the last three terms vanish: indeed, after straightforward manipulations one generates a term like $$\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_3^{}\\ m& m& 0\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\underset{m_1^{}}{}(1)^{m_1^{}}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_1^{}& m_1^{}& 0\end{array}\right)$$ (74) for the third term of Eq. (66) and analogously for the last two ones. As we mentioned previously, the coefficient $`d`$ in Eq. (74) vanishes unless $`\mathrm{}_3^{}`$ is even. In this case, recalling the identity (Mollerach et al. (1995)) $$\underset{m_1^{}}{}(1)^{m_1^{}}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_1^{}& \mathrm{}_3^{}\\ m_1^{}& m_1^{}& 0\end{array}\right)=(1)^\mathrm{}_1^{}\sqrt{2\mathrm{}_1^{}+1}\delta _{\mathrm{}_3^{}0},\mathrm{}_3^{}=\text{even},$$ (75) we see that there will only be a non-vanishing term if $`\mathrm{}_3^{}=0`$. But, the corresponding $`d`$ is zero because $`\mathrm{}_3^{}<2`$ and therefore terms of this kind do not contribute to the Lagrange multipliers. Then, these are given by $$\lambda _{\mathrm{}_1^{}\mathrm{}_2^{}\mathrm{}_3^{}}^{\mathrm{}_1\mathrm{}_2\mathrm{}_3}=12𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}.$$ (76) Plugging this into Eq. (66), one has $`12𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\left[\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)\right]+6(1)^{m_2^{}}𝒞_\mathrm{}_2^{}𝒞_\mathrm{}_3^{}\delta _{\mathrm{}_1^{}\mathrm{}_2^{}}\delta _{m_1^{}m_2^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_3^{}\\ m& m& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}`$ (85) $`+`$ $`6(1)^{m_3^{}}𝒞_\mathrm{}_3^{}𝒞_\mathrm{}_1^{}\delta _{\mathrm{}_2^{}\mathrm{}_3^{}}\delta _{m_2^{}m_3^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_1^{}\\ m& m& m_1^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}+6(1)^{m_1^{}}𝒞_\mathrm{}_1^{}𝒞_\mathrm{}_2^{}\delta _{\mathrm{}_3^{}\mathrm{}_1^{}}\delta _{m_3^{}m_1^{}}{\displaystyle \underset{\mathrm{}m}{}}𝒞_{\mathrm{}}(1)^m\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_2^{}\\ m& m& m_2^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}=0.`$ (92) This is the final equation to be solved in order to determine the best unbiased estimator. A solution is $$\mathrm{d}_{\{\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\}}^{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\end{array}}=\left(\begin{array}{ccc}\mathrm{}_1^{}& \mathrm{}_2^{}& \mathrm{}_3^{}\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)\delta _\mathrm{S}^{\mathrm{}_i\mathrm{}_j^{}}.$$ (93) This leads to $$_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})=\underset{m_1^{}m_2^{}m_3^{}}{}\left(\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)a_\mathrm{}_1^{m_1^{}}a_\mathrm{}_2^{m_2^{}}a_\mathrm{}_3^{m_3^{}}.$$ (94) This is the main result of this subsection. Given that we now know the best unbiased estimator for $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$, one can compute its variance, the smallest one amongst all possible estimator variances. In (Gangui & Martin (2000)) we have already calculated it and reads $$\sigma _{_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})}^2=𝒞_\mathrm{}_1𝒞_\mathrm{}_2𝒞_\mathrm{}_3(1+\delta _{\mathrm{}_1\mathrm{}_2}+\delta _{\mathrm{}_2\mathrm{}_3}+\delta _{\mathrm{}_3\mathrm{}_1}+2\delta _{\mathrm{}_1\mathrm{}_2}\delta _{\mathrm{}_2\mathrm{}_3}).$$ (95) In the same reference a plot of this variance for low order multipoles can also be found. This is what one could dub (the square of) the ‘bispectrum cosmic variance’ in perfect analogy with $`\sigma _{_{\mathrm{Best}}(𝒞_{\mathrm{}})}^2=2𝒞_{\mathrm{}}^2/(2\mathrm{}+1)`$, which is (the square of) the variance of the best unbiased estimator for the angular spectrum, commonly known as the ‘cosmic variance’. Let us conclude this subsection by comparing our results with those recently appeared in the literature. An estimator restricted to the diagonal case $`\mathrm{}_1=\mathrm{}_2=\mathrm{}_3`$ has been proposed in (Ferreira et al. (1998), see also Magueijo (1999) for an extension of their analysis) for $`_{\mathrm{}}𝒞_{\mathrm{}\mathrm{}\mathrm{}}`$ and reads $$(_{\mathrm{}})=\frac{1}{2\mathrm{}+1}\left(\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0\end{array}\right)^{3/2}\underset{m_1m_2m_3}{}\left(\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}\\ m_1& m_2& m_3\end{array}\right)a_{\mathrm{}}^{m_1}a_{\mathrm{}}^{m_2}a_{\mathrm{}}^{m_3}.$$ (96) In that work, the aim of the authors was not to seek the best estimator, but to use Eq. (96) to analyse the non-Gaussian features of the 4-yr COBE-DMR data. It is easy to see that their estimator does not satisfy the constraint (50), i.e. the estimator is biased. This is due to the presence of the overall prefactor in front of the triple sum in Eq. (96). However, as we have proven above, getting rid of it produces the best unbiased estimator $`_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})`$, Eq. (94). ### 4.2. Best estimator for the third moment $`^\alpha `$ We now seek an estimator for $`^\alpha a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$ where, as in the last section, it is convenient to define a collective index $`\alpha \left\{\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1& m_2& m_3\end{array}\right\}`$. This question has already been addressed in (Heavens (1998)). As we did with the second moment, our starting expression for an unbiased cubic estimator $`(^\alpha )`$ of $`^\alpha `$ will be in the form $$(^\alpha )=d\mathrm{\Omega }_1d\mathrm{\Omega }_2d\mathrm{\Omega }_3E^\alpha (𝐞_1,𝐞_2,𝐞_3)\mathrm{\Delta }(𝐞_1)\mathrm{\Delta }(𝐞_2)\mathrm{\Delta }(𝐞_3)$$ (97) The goal is to find the weight function $`E^\alpha (𝐞_1,𝐞_2,𝐞_3)`$ that minimizes the variance of the estimator. As above, the quantity $`^\alpha `$ is unchanged if we permute arbitrary columns of indices in $`\alpha `$: $`^\alpha =^{\overline{\alpha }}`$, where for instance $`\overline{\alpha }\left\{\begin{array}{ccc}\mathrm{}_2& \mathrm{}_1& \mathrm{}_3\\ m_2& m_1& m_3\end{array}\right\}`$. $`(^\alpha )`$ has the same properties as $`^\alpha `$ and then it follows that $`(^\alpha )=(^{\overline{\alpha }})`$ for any column-permutated $`\overline{\alpha }`$. This implies that the $`E^\alpha (𝐞_1,𝐞_2,𝐞_3)`$ satisfies $`E^\alpha (𝐞_1,𝐞_2,𝐞_3)=E^{\overline{\alpha }}(𝐞_1,𝐞_2,𝐞_3)`$. Now, is $`E^\alpha (𝐞_1,𝐞_2,𝐞_3)`$ also symmetric under permutations in the directions $`𝐞_1,𝐞_2,𝐞_3`$ ? From its definition we cannot know, for these directions are integrated over in the above defining equation. Unlike the case for the second moment discussed before, here $`E^\alpha `$ cannot be decomposed into a symmetric and antisymmetric parts. However, we can always write $`E^\alpha =E_\mathrm{S}^\alpha +\text{something}`$, and show that this last contribution to Eq. (97) vanishes. Therefore, there is no loss of generality in working with $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)\frac{1}{6}[E^\alpha (𝐞_1,𝐞_2,𝐞_3)+\text{ 5 terms }]`$ which is symmetric under arbitrary permutations of directions $`𝐞_i`$. Demanding the estimator $`(^\alpha )`$ to be unbiased, $`(^\alpha )=^\alpha `$, yields the first constraint equation that the weight function $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)`$ must satisfy $$d\mathrm{\Omega }_1d\mathrm{\Omega }_2d\mathrm{\Omega }_3E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2,𝐞_3)=\delta _\mathrm{S}^{\alpha \alpha ^{}},$$ (98) where $`R^\alpha ^{}(𝐞_1,𝐞_2,𝐞_3)Y_\mathrm{}_1^{}^{m_1^{}}(𝐞_1)Y_\mathrm{}_2^{}^{m_2^{}}(𝐞_2)Y_\mathrm{}_3^{}^{m_3^{}}(𝐞_3)`$ and $`R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2,𝐞_3)`$ is its real part. The form of $`R^\alpha `$ comes from the expression of $`\xi _3`$, viz. $`\mathrm{\Delta }(𝐞_1)\mathrm{\Delta }(𝐞_2)\mathrm{\Delta }(𝐞_3)=_\alpha ^\alpha R^\alpha (𝐞_1,𝐞_2,𝐞_3)`$. The symmetrized Krönecker symbol can be written as $`\delta _\mathrm{S}^{\alpha \alpha ^{}}\frac{1}{6}(\delta _{\mathrm{}_1\mathrm{}_1^{}}\delta _{m_1m_1^{}}\delta _{\mathrm{}_2\mathrm{}_2^{}}\delta _{m_2m_2^{}}\delta _{\mathrm{}_3\mathrm{}_3^{}}\delta _{m_3m_3^{}}+\text{ 5 terms})`$ as required to comply with the symmetry under permutations in the columns of $`\alpha `$ in $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)`$. In the above equation, $`R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2,𝐞_3)`$ is clearly non-symmetric under a permutation of directions $`𝐞_1,𝐞_2,𝐞_3`$. However, as above, we can define a symmetrized combination $`R_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)\frac{1}{6}[R_\mathrm{R}^\alpha (𝐞_1,𝐞_2,𝐞_3)+\text{5 terms}]`$ (12 terms). Symmetrizing either in directions or in the columns of $`\alpha `$ in $`R_\mathrm{R}^\alpha (𝐞_1,𝐞_2,𝐞_3)`$ yields exactly the same $`R_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)`$. In the last equation and in what follows the weight function $`E_\mathrm{S}^\alpha `$ is real for reasons similar to the ones exposed around Eq. (33) in the last section. Proceeding as in §3 and using Eq. (9), one gets $$\sigma _{(^\alpha )}^2=d\mathrm{\Omega }_1\mathrm{}d\mathrm{\Omega }_6E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)\xi (𝐞_1𝐞_4)\left[6\xi (𝐞_2𝐞_5)\xi (𝐞_3𝐞_6)+9\xi (𝐞_2𝐞_3)\xi (𝐞_5𝐞_6)\right],$$ (99) where, utilizing the symmetry of the coefficients $`E_\mathrm{S}^\alpha (𝐞_i,𝐞_j,𝐞_k)`$ under $`𝐞`$-direction permutations, only two types of $`\xi `$ products remain: first type, six terms where all the three $`\xi `$’s mix directions of the first and second $`E_\mathrm{S}^\alpha `$’s and, second type, nine terms where only one $`\xi `$ \[in the above equation, $`\xi (𝐞_1𝐞_4)`$\] does it. To minimize the remaining variance under the constraint (98) we introduce a set of Lagrange multipliers $`\lambda ^\alpha `$ and write $$\delta \left[\sigma _{(^\alpha )}^2\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha \left(d\mathrm{\Omega }_1d\mathrm{\Omega }_2d\mathrm{\Omega }_3E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)R_\mathrm{R}^\alpha ^{}(𝐞_1,𝐞_2,𝐞_3)\delta _\mathrm{S}^{\alpha \alpha ^{}}\right)\right]=0.$$ (100) As already noted for the second moment, the symmetries of the weight function must be respected in the variation; hence we have $$\frac{\delta E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)}{\delta E_\mathrm{S}^\beta (𝐞_i,𝐞_j,𝐞_k)}=\frac{1}{6}\left[\frac{\delta (𝐞_1𝐞_i1)}{2\pi }\frac{\delta (𝐞_2𝐞_j1)}{2\pi }\frac{\delta (𝐞_3𝐞_k1)}{2\pi }+5\mathrm{terms}\right]\delta _\mathrm{S}^{\alpha \beta }.$$ (101) Now, we vary Eq. (100) and, after some algebra, we come up with $$2d\mathrm{\Omega }_4d\mathrm{\Omega }_5d\mathrm{\Omega }_6\frac{1}{6}\left\{\xi (𝐞_i𝐞_4)\left[6\xi (𝐞_j𝐞_5)\xi (𝐞_k𝐞_6)+9\xi (𝐞_j𝐞_k)\xi (𝐞_5𝐞_6)\right]+\text{5 terms}\right\}E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)=\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k),$$ (102) expression which is symmetric in the arbitrary directions $`𝐞_i,𝐞_j,𝐞_k`$ as it should (note the presence of $`R_\mathrm{S}^\alpha ^{}`$). We aim at getting an explicit expression for $`E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)`$. A glance at the previous equation shows that we need to multiply both sides of it by the inverse of the correlation function $`\xi ^1`$ defined in Appendix. Concretely, we multiply Eq. (102) by $`\xi ^1(𝐞_i𝐞_i^{})\xi ^1(𝐞_j𝐞_j^{})\xi ^1(𝐞_k𝐞_k^{})`$ and integrate over directions $`𝐞_i,𝐞_j,𝐞_k`$; we get $`6`$ $`E_\mathrm{S}^\alpha (𝐞_i^{},𝐞_j^{},𝐞_k^{})`$ (103) $`+`$ $`9{\displaystyle \frac{(2\pi )^2}{3}}{\displaystyle d\mathrm{\Omega }_5d\mathrm{\Omega }_6\xi (𝐞_5𝐞_6)\left[\xi ^1(𝐞_i^{}𝐞_j^{})E_\mathrm{S}^\alpha (𝐞_k^{},𝐞_5,𝐞_6)+\xi ^1(𝐞_j^{}𝐞_k^{})E_\mathrm{S}^\alpha (𝐞_i^{},𝐞_5,𝐞_6)+\xi ^1(𝐞_k^{}𝐞_i^{})E_\mathrm{S}^\alpha (𝐞_j^{},𝐞_5,𝐞_6)\right]}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d\mathrm{\Omega }_id\mathrm{\Omega }_jd\mathrm{\Omega }_k\xi ^1(𝐞_i𝐞_i^{})\xi ^1(𝐞_j𝐞_j^{})\xi ^1(𝐞_k𝐞_k^{})\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k)}.`$ As before, the $`2\pi `$ factors in the left hand side come from operations like $`2\pi f(𝐞_i)=d\mathrm{\Omega }_k\delta (𝐞_i𝐞_k1)f(𝐞_k)`$, for an arbitrary function $`f(𝐞_k)`$. However, we don’t have an explicit expression for $`E_\mathrm{S}^\alpha `$ yet. We see that expressions of the type $`\xi (𝐞_5𝐞_6)\xi ^1({}_{}{}^{}{}_{}{}^{})E_\mathrm{S}^\alpha ({}_{}{}^{},𝐞_5,𝐞_6)`$ are the ones that prevent us from isolating the weight function. To deal with this, it is convenient to construct the combination $`\mathrm{d}\mathrm{\Omega }_5\mathrm{d}\mathrm{\Omega }_6E_\mathrm{S}^\alpha ({}_{}{}^{},𝐞_5,𝐞_6)\xi (𝐞_5𝐞_6)`$. To reach this goal, we multiply both sides of Eq. (103) by $`\xi (𝐞_j^{}𝐞_k^{})`$ and integrate over directions $`𝐞_j^{}\mathrm{and}𝐞_k^{}`$. This operation produces a divergence in the left hand side of this equation in a form of a Dirac function ‘$`\delta (0)`$’. In the continuous case, all methods lead to this unavoidable problem and although it has already appeared in the literature (Heavens (1998)), it has never been treated so far. That this divergence is a mathematical artifact we can see from the fact that, in practice, we never deal with an ideal experiment: the problem is solved when we take into account the fact that each different experimental setting is limited by a finite angular resolution. This is usually quantified in terms of an $`\mathrm{}`$-dependent window function $`𝒲_{\mathrm{}}`$ (the circularly symmetric pattern of the observation beam in $`\mathrm{}`$-space), although more involved scanning techniques are also employed (White & Srednicki (1995); Knox (1999)). Then, only a finite number of multipoles will effectively contribute to the correlation function and, as a result, the above mentioned divergence is regularized; indeed, we have $$\xi (𝐞_i𝐞_j)=\underset{\mathrm{}}{}\frac{2\mathrm{}+1}{4\pi }𝒞_{\mathrm{}}𝒲_{\mathrm{}}^2P_{\mathrm{}}(𝐞_i𝐞_j),$$ (104) which, upon using the expression for $`\xi ^1`$ given in the Appendix, leads to the quantity $$𝒜_{ik}\mathrm{d}\mathrm{\Omega }_j\xi (𝐞_i𝐞_j)\xi ^1(𝐞_j𝐞_k)=2\pi \underset{\mathrm{}m}{}𝒲_{\mathrm{}}^2Y_{\mathrm{}}^m(𝐞_i)Y_{\mathrm{}}^m{}_{}{}^{}(𝐞_k).$$ (105) In particular, the previous divergence ‘$`\delta (0)`$’ now becomes $$𝒜𝒜_{ii}=\underset{\mathrm{}}{}\frac{2\mathrm{}+1}{2}𝒲_{\mathrm{}}^2.$$ (106) This is a more realistic and finite object to work with in the case where two directions on the microwave sky coincide for a given experience. Notice that for an ideal experimental setting in which the window function $`𝒲_{\mathrm{}}1`$, or equivalently the beam $`\sigma 0`$ in the case of a Gaussian profile, $`𝒜`$ blows up. Since the terms of the type $`9\xi \xi `$ in Eq. (99) are not present in the case of the two-point correlators, this problem did not appear there. From now on, strictly speaking, all expressions should incorporate the window function. However, in what follows and for computational convenience, we will keep $`𝒜_{ik}\delta (𝐞_i𝐞_k1)`$ for $`𝐞_i𝐞_k`$, a good approximation as we can see from Fig. 2. Endowed now with the above regularization method, we present the term $`\mathrm{d}\mathrm{\Omega }_5\mathrm{d}\mathrm{\Omega }_6E_\mathrm{S}^\alpha ({}_{}{}^{},𝐞_5,𝐞_6)\xi (𝐞_5𝐞_6)`$ in the following form $$d\mathrm{\Omega }_5d\mathrm{\Omega }_6E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)\xi (𝐞_5𝐞_6)=\frac{𝒟}{24\pi ^2}\underset{\alpha ^{}}{}\lambda _\alpha ^{}^\alpha d\mathrm{\Omega }_i^{}d\mathrm{\Omega }_j^{}d\mathrm{\Omega }_k^{}\xi ^1(𝐞_4𝐞_i^{})\xi ^1(𝐞_j^{}𝐞_k^{})R_\mathrm{S}^\alpha ^{}(𝐞_i^{},𝐞_j^{},𝐞_k^{})$$ (107) with $`𝒟24\pi ^3[6+9\frac{(2\pi )^2}{3}(2\times 2\pi +4\pi 𝒜)]^1`$ where, as expected, the factor $`𝒜`$ appears explicitly. Now, we just replace the six terms with prefactor $`9\xi \xi `$ in the left hand side of Eq. (102) with Eq. (107) resulting in $`{\displaystyle }`$ $`\mathrm{d}\mathrm{\Omega }_4\mathrm{d}\mathrm{\Omega }_5\mathrm{d}\mathrm{\Omega }_6\xi (𝐞_i𝐞_4)\xi (𝐞_j𝐞_5)\xi (𝐞_k𝐞_6)E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)`$ $`=`$ $`{\displaystyle \frac{1}{12}}{\displaystyle \underset{\alpha ^{}}{}}\lambda _\alpha ^{}^\alpha \{R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k)`$ $``$ $`{\displaystyle \frac{𝒟}{2\pi }}{\displaystyle }{\displaystyle }\mathrm{d}\mathrm{\Omega }_j^{}\mathrm{d}\mathrm{\Omega }_k^{}\xi ^1(𝐞_j^{}𝐞_k^{})[R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j^{},𝐞_k^{})\xi (𝐞_j𝐞_k)+R_\mathrm{S}^\alpha ^{}(𝐞_j,𝐞_j^{},𝐞_k^{})\xi (𝐞_k𝐞_i)+R_\mathrm{S}^\alpha ^{}(𝐞_k,𝐞_j^{},𝐞_k^{})\xi (𝐞_i𝐞_j)]\}.`$ This contains just one appearance of $`E^\alpha `$; to get the weight function explicitly, we only need to multiply the equation by $`\xi ^1(𝐞_i𝐞_1)\xi ^1(𝐞_j𝐞_2)\xi ^1(𝐞_k𝐞_3)`$ and integrate over directions $`𝐞_i,𝐞_j,𝐞_k`$. Finally, we get the expression for $`E_\mathrm{S}^\alpha `$ in terms of the Lagrange multipliers $`\lambda ^\alpha `$ $`E_\mathrm{S}^\alpha (𝐞_1,𝐞_2,𝐞_3)={\displaystyle \frac{1}{12\times (2\pi )^3}}{\displaystyle \underset{\alpha ^{}}{}}\lambda _\alpha ^{}^\alpha \{{\displaystyle }{\displaystyle }{\displaystyle }\mathrm{d}\mathrm{\Omega }_i\mathrm{d}\mathrm{\Omega }_j\mathrm{d}\mathrm{\Omega }_k\xi ^1(𝐞_i𝐞_1)\xi ^1(𝐞_j𝐞_2)\xi ^1(𝐞_k𝐞_3)R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k)`$ $``$ $`𝒟{\displaystyle }{\displaystyle }{\displaystyle }\mathrm{d}\mathrm{\Omega }_i\mathrm{d}\mathrm{\Omega }_j\mathrm{d}\mathrm{\Omega }_kR_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k)\xi ^1(𝐞_j𝐞_k)[\xi ^1(𝐞_i𝐞_1)\xi ^1(𝐞_2𝐞_3)+\xi ^1(𝐞_i𝐞_2)\xi ^1(𝐞_3𝐞_1)+\xi ^1(𝐞_i𝐞_3)\xi ^1(𝐞_1𝐞_2)]\}`$ Reached this point, we have an explicit expression for $`E_\mathrm{S}^\alpha `$, but still dependent on the Lagrange multipliers. This equation is well defined as it contains the renormalized quantity $`𝒜`$. Within a particular experiment with a given resolution, the value $`𝒜`$ takes depends on what one means by two coincident directions. For example, for the COBE-DMR window-function specification (a Gaussian beam with dispersion $`\sigma =3^{}\text{.}2`$) this yields roughly $`𝒜158.5`$, including the quadrupole. It is not difficult to extend this to other scanning techniques. The previous equation is the analogue of our Eq. (39) corresponding to the second moment and also to Eq. (21) of (Heavens (1998)). In that article, a similar analysis is done but for the discretized CMB sky. Remark that no divergence appears in his case. Indeed, all relevant quantities are finite when evaluated for two directions pointing towards the same pixel. Our prefactor $`𝒟`$ corresponds to $`3/(2+3N)`$ in that paper, where $`N`$ represents the number of pixels in the map. Clearly, $`N\mathrm{}`$ when the pixel size goes to zero, as well as $`𝒜\mathrm{}`$ when the window function $`𝒲_{\mathrm{}}1`$. At this intermediate step our corresponding expressions need not coincide because both depend on the particular regularization scheme used (be it discretization or usage of a window function). Despite appearances, we will show below that the final expression for the best unbiased estimator does not depend on these schemes. This cannot be inferred from Eq. (4.2) because we still need to remove the Lagrange multiplier. Unlike what was done in (Heavens (1998)), we now proceed further and express the weight function explicitly. Hence, we multiply both sides of Eq. (4.2) by $`R_\mathrm{R}^{\alpha ^{\prime \prime }}(𝐞_1,𝐞_2,𝐞_3)`$, where $`\alpha ^{\prime \prime }\left\{\begin{array}{ccc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }& \mathrm{}_3^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }& m_3^{\prime \prime }\end{array}\right\}`$, then integrate over directions $`𝐞_1`$, $`𝐞_2`$ and $`𝐞_3`$ and, upon using the constraint equation (98), we get $`12\delta _\mathrm{S}^{\alpha \alpha ^{\prime \prime }}`$ $`=`$ $`{\displaystyle \frac{1}{6}}{\displaystyle \frac{1}{𝒞_{\mathrm{}_1^{\prime \prime }}𝒞_{\mathrm{}_2^{\prime \prime }}𝒞_{\mathrm{}_3^{\prime \prime }}}}\left\{\left[(1)^{m_1^{\prime \prime }+m_2^{\prime \prime }+m_3^{\prime \prime }}\lambda _{\{\begin{array}{ccc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }& \mathrm{}_3^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }& m_3^{\prime \prime }\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}\mathrm{}_1^{\prime \prime }& \mathrm{}_2^{\prime \prime }& \mathrm{}_3^{\prime \prime }\\ m_1^{\prime \prime }& m_2^{\prime \prime }& m_3^{\prime \prime }\end{array}\}}^\alpha \right]+\text{5 additional permutations in index }\alpha ^{\prime \prime }\right\}`$ (114) $``$ $`{\displaystyle \frac{𝒟}{3}}\{[{\displaystyle \frac{\delta _{\mathrm{}_1^{\prime \prime }\mathrm{}_2^{\prime \prime }}\delta _{m_1^{\prime \prime }m_2^{\prime \prime }}(1)^{m_2^{\prime \prime }}}{𝒞_{\mathrm{}_2^{\prime \prime }}𝒞_{\mathrm{}_3^{\prime \prime }}}}{\displaystyle \underset{\mathrm{}m}{}}{\displaystyle \frac{(1)^m}{𝒞_{\mathrm{}}}}((1)^{m_3^{\prime \prime }}\lambda _{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_3^{\prime \prime }\\ m& m& m_3^{\prime \prime }\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}_3^{\prime \prime }\\ m& m& m_3^{\prime \prime }\end{array}\}}^\alpha +(1)^{m_3^{\prime \prime }}\lambda _{\{\begin{array}{ccc}\mathrm{}_3^{\prime \prime }& \mathrm{}& \mathrm{}\\ m_3^{\prime \prime }& m& m\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}\mathrm{}_3^{\prime \prime }& \mathrm{}& \mathrm{}\\ m_3^{\prime \prime }& m& m\end{array}\}}^\alpha `$ (123) $`+`$ $`(1)^{m_3^{\prime \prime }}\lambda _{\{\begin{array}{ccc}\mathrm{}& \mathrm{}_3^{\prime \prime }& \mathrm{}\\ m& m_3^{\prime \prime }& m\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}\mathrm{}& \mathrm{}_3^{\prime \prime }& \mathrm{}\\ m& m_3^{\prime \prime }& m\end{array}\}}^\alpha )]+\left[\begin{array}{c}12\\ 23\\ 31\end{array}\right]+\left[\begin{array}{c}13\\ 21\\ 32\end{array}\right]\}.`$ (134) Eq. (114) is the final algebraic equation that the multipliers must satisfy. For fixed $`\alpha `$, a natural way to proceed would be to get an explicit expression for $`\lambda _\alpha ^{}^\alpha `$. Another way to solve the problem goes on a line analogous to the case of the two-point correlators: we just need to identify the complicated combination of Lagrange multipliers in the right hand side of Eq. (114) with the one in the right hand side of Eq. (4.2) \[or, equivalently, Eq. (4.2)\]. In order to do that, we now multiply both sides of Eq. (114) by $`R_\mathrm{R}^{\alpha ^{\prime \prime }}(𝐞_i,𝐞_j,𝐞_k)`$, perform the six sums over the indices in $`\alpha ^{\prime \prime }`$ and we end up with $`R_\mathrm{S}^\alpha (𝐞_i,𝐞_j,𝐞_k)𝒞_\mathrm{}_1𝒞_\mathrm{}_2𝒞_\mathrm{}_3={\displaystyle \underset{\alpha ^{\prime \prime }}{}}R_\mathrm{R}^{\alpha ^{\prime \prime }}(𝐞_i,𝐞_j,𝐞_k)𝒞_{\mathrm{}_1^{\prime \prime }}𝒞_{\mathrm{}_2^{\prime \prime }}𝒞_{\mathrm{}_3^{\prime \prime }}\delta _\mathrm{S}^{\alpha \alpha ^{\prime \prime }}`$ (147) $`=`$ $`{\displaystyle \frac{1}{12}}{\displaystyle \underset{\alpha ^{}}{}}\lambda _\alpha ^{}^\alpha R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k){\displaystyle \frac{𝒟}{36}}{\displaystyle \underset{LM}{}}{\displaystyle \underset{\mathrm{}m}{}}{\displaystyle \frac{(1)^M}{𝒞_L}}\left[Y_{\mathrm{}}^m(𝐞_i)\xi (𝐞_j𝐞_k)+Y_{\mathrm{}}^m(𝐞_j)\xi (𝐞_k𝐞_i)+Y_{\mathrm{}}^m(𝐞_k)\xi (𝐞_i𝐞_j)\right]`$ $`\times `$ $`\left[\lambda _{\{\begin{array}{ccc}\mathrm{}& L& L\\ m& M& M\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}\mathrm{}& L& L\\ m& M& M\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}L& \mathrm{}& L\\ M& m& M\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}L& \mathrm{}& L\\ M& m& M\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}L& L& \mathrm{}\\ M& M& m\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}L& L& \mathrm{}\\ M& M& m\end{array}\}}^\alpha \right].`$ This is the equivalent of Eq. (40). The aim now is to show that the combination of Lagrange multipliers in the right hand side of the previous equation is precisely the one which appears in the right hand side of Eq. (4.2). In the latter, let us express both $`R_\mathrm{S}^\alpha ^{}`$ and $`\xi ^1`$ in the second term in the right hand side in terms of spherical harmonics. After some algebra we get $`{\displaystyle }`$ $`\mathrm{d}\mathrm{\Omega }_4\mathrm{d}\mathrm{\Omega }_5\mathrm{d}\mathrm{\Omega }_6\xi (𝐞_i𝐞_4)\xi (𝐞_j𝐞_5)\xi (𝐞_k𝐞_6)E_\mathrm{S}^\alpha (𝐞_4,𝐞_5,𝐞_6)`$ (160) $`=`$ $`{\displaystyle \frac{1}{12}}{\displaystyle \underset{\alpha ^{}}{}}\lambda _\alpha ^{}^\alpha R_\mathrm{S}^\alpha ^{}(𝐞_i,𝐞_j,𝐞_k){\displaystyle \frac{𝒟}{36}}{\displaystyle \underset{LM}{}}{\displaystyle \underset{\mathrm{}m}{}}{\displaystyle \frac{(1)^M}{𝒞_L}}\left[Y_{\mathrm{}}^m(𝐞_i)\xi (𝐞_j𝐞_k)+Y_{\mathrm{}}^m(𝐞_j)\xi (𝐞_k𝐞_i)+Y_{\mathrm{}}^m(𝐞_k)\xi (𝐞_i𝐞_j)\right]`$ $`\times `$ $`\left[\lambda _{\{\begin{array}{ccc}\mathrm{}& L& L\\ m& M& M\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}\mathrm{}& L& L\\ m& M& M\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}L& \mathrm{}& L\\ M& m& M\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}L& \mathrm{}& L\\ M& m& M\end{array}\}}^\alpha +\lambda _{\{\begin{array}{ccc}L& L& \mathrm{}\\ M& M& m\end{array}\}}^\alpha +(1)^m\lambda _{\{\begin{array}{ccc}L& L& \mathrm{}\\ M& M& m\end{array}\}}^\alpha \right],`$ which, as advertised, yields the same combination of Lagrange multipliers of Eq. (147). Then, putting the last two equations together, multiplying by $`\xi ^1`$ and integrating three times, we finally get the weight function associated to the best unbiased estimator $$E_{\mathrm{S},\mathrm{Best}}^\alpha (𝐞_i,𝐞_j,𝐞_k)=R_\mathrm{S}^\alpha (𝐞_i,𝐞_j,𝐞_k),$$ (161) which implies that the best unbiased estimator itself is given by $$_{\mathrm{Best}}(^\alpha )=\frac{1}{2}\left(a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}+a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}\right).$$ (162) This is the final answer and it is a new result. Let us make a few remarks. Firstly, this does not depend on $`𝒜`$ which shows that Eq. (162) is independent of the regularization scheme used. Secondly, Luo (1994) used the following complex unbiased estimator: $`(^\alpha )=a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}`$, although he did not claim it to be the best one. Thirdly, as for the two-point correlators, one cannot use Eq. (162) in order to infer $`_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_2})`$. Indeed, promoting the equation $$a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}=\left(\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1& m_2& m_3\end{array}\right)𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3},$$ (163) valid for the mean values of the estimators, to the following equation $$_{\mathrm{Best}}(^\alpha )=\frac{1}{2}\left(a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}+a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}\right)=_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})\left(\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1& m_2& m_3\end{array}\right)\text{(false)},$$ (164) valid for the estimators themselves, is an unjustified step. If, nevertheless, we used this false relation we would get $$_{\mathrm{Best}}(^\alpha )=\left(\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1& m_2& m_3\end{array}\right)\underset{m_1^{}m_2^{}m_3^{}}{}\left(\begin{array}{ccc}\mathrm{}_1& \mathrm{}_2& \mathrm{}_3\\ m_1^{}& m_2^{}& m_3^{}\end{array}\right)a_\mathrm{}_1^{m_1^{}}a_\mathrm{}_2^{m_2^{}}a_\mathrm{}_3^{m_3^{}}\text{(false)},$$ (165) which cannot be cast into $`\frac{1}{2}\left(a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}+a_\mathrm{}_1^{m_1}a_\mathrm{}_2^{m_2}a_\mathrm{}_3^{m_3}\right)`$. So, like for the two-point correlators, we see that one cannot infer the $`_{\mathrm{Best}}(^\alpha )`$ from $`_{\mathrm{Best}}(𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3})`$ and vice versa. Endowed now with the best unbiased estimator, one can compute its variance squared, the ‘third-moment cosmic variance’, which reads $`\sigma _{_{\mathrm{Best}}(^\alpha )}^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{𝒞_\mathrm{}_1𝒞_\mathrm{}_2𝒞_\mathrm{}_3[1+\delta _{m_10}\delta _{m_20}\delta _{m_30}]+𝒞_\mathrm{}_1^3\delta _{\mathrm{}_1\mathrm{}_2\mathrm{}_3}[8\delta _{m_10}\delta _{m_20}\delta _{m_30}+2(\delta _{m_1m_3}+\delta _{m_1m_3})(\delta _{m_1m_2}+\delta _{m_1m_2})]`$ (166) $`+`$ $`𝒞_\mathrm{}_1𝒞_\mathrm{}_2^2\delta _{\mathrm{}_2\mathrm{}_3}\left[2\delta _{m_10}\delta _{m_2m_3}+\delta _{m_2m_3}+\delta _{m_2m_3}\right]+𝒞_\mathrm{}_2𝒞_\mathrm{}_3^2\delta _{\mathrm{}_3\mathrm{}_1}\left[2\delta _{m_20}\delta _{m_3m_1}+\delta _{m_3m_1}+\delta _{m_3m_1}\right]`$ $`+`$ $`𝒞_\mathrm{}_3𝒞_\mathrm{}_1^2\delta _{\mathrm{}_1\mathrm{}_2}[2\delta _{m_30}\delta _{m_1m_2}+\delta _{m_1m_2}+\delta _{m_1m_2}]\}.`$ For example, from this we can now compute the cosmic variance for the third-moment estimator $`_{\mathrm{Best}}(^\beta )`$ with $`\beta \left\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}\\ m& m& 2m\end{array}\right\}`$ where $`\mathrm{}=\text{even}`$ and $`m0`$. This particular case is often treated in the literature, see e.g. (Luo 1994, Heavens 1998). We find $`\sigma _{_{\mathrm{Best}}(^\beta )}^2=𝒞_{\mathrm{}}^3`$ whereas the variance of the estimator used in (Luo 1994) yields $`\sigma _{(^\beta )}^2=2𝒞_{\mathrm{}}^3`$. Another example comes from taking $`\gamma \left\{\begin{array}{ccc}\mathrm{}& \mathrm{}& \mathrm{}\\ m_1& m_2& m_3\end{array}\right\}`$ where $`\|m_i\|\|m_j\|`$ for any $`i,j`$. With this choice we get $`\sigma _{_{\mathrm{Best}}(^\gamma )}^2=𝒞_{\mathrm{}}^3/2`$ whereas Luo (1994) obtains $`\sigma _{(^\gamma )}^2=𝒞_{\mathrm{}}^3`$. Note that in both examples the results differ by a 1/2 factor. This can be traced back to the form of the best estimator in Eq. (162). The variance computed in (Luo 1994) is consistent with his choice of the estimator. However, unlike what is stated in that paper, this variance does not deserve the name ‘cosmic’ because, as we saw above, this estimator is not the best one. As expected, the variance of the best estimator is smaller than the variance computed in his article. Since we have now the correct expression for the cosmic variance, its numerical value should be re-estimated. To be specific, let us take $`\beta \left\{\begin{array}{ccc}2& 2& 2\\ 1& 1& 2\end{array}\right\}`$. The cosmic variance is then $`\sigma _{_{\mathrm{Best}}(^\beta )}=𝒞_2^{3/2}=(4\pi /5)^{3/2}Q_{\mathrm{rms}\mathrm{PS}}^3/T_0^31.3\times 10^{15}`$ where we used $`T_0=2.7`$ K and $`Q_{\mathrm{rms}\mathrm{PS}}=18.7\mu `$K (Bunn & White (1997)). Although this figure is close to Luo’s result ($`1.4\times 10^{15}`$) cited after equation (32) in (Heavens 1998), this does not imply that the two variances are not different by a factor 1/2, as we have just seen. This might probably be due to a difference in the quadrupole normalizations. ## 5. Conclusions Optimized analyses of CMB datasets involve the use of appropriate methods in order to reduce the various uncertainties. In particular, the theoretical error bars due to the cosmic variance can be minimized by working with the method of the best unbiased estimators. In this article, we have applied this technique for the study of CMB non-Gaussian features. These are often characterized by means of the third moment for the $`a_{\mathrm{}}^m`$’s or by the angular bispectrum $`𝒞_{\mathrm{}_1\mathrm{}_2\mathrm{}_3}`$. We have found the best unbiased estimators in both cases. These are the quantities that should be used in future data analyses and would be important for upcoming megapixel experiments (Tegmark (1997); Borrill (1999)) like MAP<sup>2</sup><sup>2</sup>2http://map.gsfc.nasa.gov/ and Planck Surveyor<sup>3</sup><sup>3</sup>3http://astro.estec.esa.nl/Planck/ . In addition to this, we have displayed both the angular bispectrum and the third moment cosmic variances, the smallest possible uncertainties attached to the bispectrum and the third moment, which would be present in any ideal experiment when all other sources of noise have been removed. ## Acknowledgments A.G is member of CONICET, Argentina. ## 6. Appendix: The inverse two-point correlation function In this Appendix, we derive the exact expression of the inverse of the two-point correlation function $`\xi ^1`$, defined according to $$d\mathrm{\Omega }_j\xi (𝐞_i𝐞_j)\xi ^1(𝐞_j𝐞_k)\delta (𝐞_i𝐞_k1).$$ (167) As usual, one expands the two-point correlation function on the basis of the Legendre polynomials $$\xi (𝐞_i𝐞_j)=\underset{\mathrm{}}{}\frac{2\mathrm{}+1}{4\pi }𝒞_{\mathrm{}}P_{\mathrm{}}(𝐞_i𝐞_j).$$ (168) In general, $`\xi ^1`$ can be expanded on the spherical harmonics basis as follows $$\xi ^1(𝐞_i𝐞_j)=\underset{\mathrm{}m}{}\underset{\mathrm{}^{}m^{}}{}b_{\mathrm{}\mathrm{}^{}mm^{}}Y_{\mathrm{}}^m(𝐞_i)Y_{\mathrm{}^{}}^m^{}(𝐞_j).$$ (169) Our aim now is to determine the coefficients $`b_{\mathrm{}\mathrm{}^{}mm^{}}`$. Using Eqns. (168) and (169), the completeness relation for the Legendre polynomials together with the addition theorem of spherical harmonics in Eq. (167), one gets $$\underset{\mathrm{}m}{}\underset{\mathrm{}^{}m^{}}{}𝒞_{\mathrm{}}b_{\mathrm{}\mathrm{}^{}mm^{}}Y_{\mathrm{}}^m(𝐞_i)Y_{\mathrm{}^{}}^m^{}(𝐞_k)=\underset{\mathrm{}^{\prime \prime }}{}(\mathrm{}^{\prime \prime }+\frac{1}{2})P_{\mathrm{}^{\prime \prime }}(𝐞_i𝐞_k).$$ (170) The coefficients $`b_{\mathrm{}\mathrm{}^{}mm^{}}`$ are easy to read off and one obtains $$b_{\mathrm{}\mathrm{}^{}mm^{}}=\frac{2\pi }{𝒞_{\mathrm{}}}\delta _{\mathrm{}\mathrm{}^{}}\delta _{mm^{}},$$ (171) from which one deduces $$\xi ^1(𝐞_i𝐞_j)=\underset{\mathrm{}}{}\frac{\mathrm{}+1/2}{𝒞_{\mathrm{}}}P_{\mathrm{}}(𝐞_i𝐞_j).$$ (172) This is the expression used in the main text.
warning/0001/cond-mat0001085.html	ar5iv	text	# Kinetics of spin coherence of electrons in an undoped semiconductor quantum well ## I Introduction Studies of ultrafast nonlinear optical spectroscopy in semiconductors have attracted numerous interest both experimentally and theoretically during the past 20 years. Most of these studies are focused on the optical coherence and the studies of spin coherence are relatively rare. Recently, ultrafast nonlinear optical experiments have shown that the spin coherence which is optically excited by laser pulse can last much longer than optical coherence. For undoped ZnSe/ZnCdSe quantum wells, it is found in the experiment that the spin coherence can last up to 15-20 ps where as for undoped bulk GaAs, it lasts about 600 ps. For $`n`$-doped material, the spin coherence can last up to three orders of magnitude longer than the undoped sample which makes 8 ns for ZnSe/ZnCdSe quantum well and 100 ns for bulk GaAs. These discoveries have given rise to an emerging interest within the physics and electronic engineering communities in using electronic spins for the storage of coherence and also have stimulated the optimism that the coherent electrons will finally be realized as a basis for quantum computation. The electron spin coherence can be directly observed by femtosecond time-resolved Faraday rotation (FR) in the Voigt configuration. In that configuration a moderate magnetic field is applied normal to the growth axis of the sample. The coherence is introduced by a circularly polarized pump pulse that creates electrons and holes with an initial spin orientation normal to the magnetic field. Then the magnetic field causes the electron spin to flip back and forth along the growth axis which makes the net spin precess about the magnetic field. The hole spin is kept along the growth axis direction of the quantum well as will be discussed below. After a certain delay time $`\tau `$, a linearly polarized probe pulse is sent into the sample along a slightly different direction from the pump pulse and by measuring the FR angle, one can sensitively detect the net spin of electrons associated with the delay time $`\tau `$. This method has proven to be extremely successful in measuring the coherent spin evolution and spin dephasing. In order to further extend the spin coherence time, it is important to understand the physics of spin dephasing. While there is extensive theoretical study and understanding of the optical dephasing, the theoretical investigation on the spin dephasing is relatively limited, nevertheless of much longer history. The early work includes that of Elliott in 1954, who discussed the spin relaxation induced by lattice and impurity scatterings by taking into account the spin-obit effects. Later, in 1975 Bir et al. calculated the spin dephasing using a model Hamiltonian describing the electron-hole spin exchange (EHSE) by considering Coulomb scattering between electron and hole, combined with the spin-obit-coupling induced band mixing. In that paper by using Fermi Golden rule, Bir et al. proposed a spin relaxation rate which is proportional to the hole density. It was not until 90’s that experimentalists found such an effect and claim the EHSE is important in the intrinsic and $`p`$-doped semiconductors. For $`n`$-doped samples, however, as the density of the electrons is much higher than that of the holes, the holes recombine with electrons in a time much shorter than the measured spin dephasing time. As the predicted spin dephasing rate induced by EHSE is proportional to hole density, it is therefore suggested that for $`n`$-doped sample, the dephasing mechanism is unclear. Recently Linder and Sham presented a theory of the spin coherence of excitons by studying Bloch equations. However, they did not discuss the dephasing mechanisms explicitly, and instead described all the dephasing by using phenomenological relaxation times. In this paper, we present a model to study the kinetics of spin precession of a femtosecond laser-pulse excited dense plasma in a quantum well in the framework of the semiconductor Bloch equations combined with carrier-carrier scattering in the Markovian limit. Non-Markovian effects are not important in our case, as the width of the laser pulse is large (100 fs) and the time scale of spin dephasing is very long. The main purpose of this paper is to understand the spin decoherence. It has been well known that both carrier-carrier Coulomb scattering and carrier-phonon scattering play significant roles in the optical dephasing. For the 2D carrier density around 10<sup>11</sup> cm<sup>-2</sup> in the experiment, the main carriers are electron-hole plasma and the Coulomb scattering gives a fast dephasing of the optical coherence with dephasing times ranging from tens of femtoseconds to subpicoseconds, depending on the strength and width of the pump pulse and/or the density of doping, which affects the building up of the screening. Besides the fast dephasing due to Coulomb scattering, carrier-phonon scattering also contributes to the optical dephasing with the dephasing time being around ten picoseconds and carrier-density independent. For spin coherence, the experimental evidence that the spin dephasing depends strongly on the carrier density clearly rules out the possibility that the main mechanism of the spin dephasing is due to carrier-phonon scattering. Therefore we focus on the effect of carrier-carrier scattering. We distinguish the spin coherence from the optical coherence and study the roles of Coulomb scattering and EHSE to the spin dephasing separately. We find that the pure Coulomb scattering—although it destroys the optical coherence strongly—does not contribute to the spin dephasing at all, and that EHSE is the main mechanism of the spin decoherence. Our paper is organized as follows: we present our model and kinetic equations in Sec. II. Then in Sec. III we present the numerical results for an undoped ZnSe/Zn<sub>1-x</sub>Cd<sub>x</sub>Se quantum well. A conclusion of our main results and a discussion of the theory for the $`n`$-doped sample are given in Sec. IV. ## II Model and kinetic equations ### A Model and Hamiltonian We start our investigation of a quantum well with its growth axis in the $`z`$-direction. A moderate magnetic field $`B`$ is applied in the $`x`$-direction. Landau quantization is unimportant for the magnetic field $`B`$ in our investigation. We consider the conduction band (CB) and the heavy hole (hh) valence band (VB). Due to the presence of the magnetic field, the spins of electrons and holes are no longer degenerate and therefore each band is further separated into two spin bands with spin $`\pm 1/2`$ for electrons in the CB and $`\pm 3/2`$ for those in the hh VB. It is noted that these spin eigenstates are defined with respect to the $`z`$-direction. In the presence of the moderate magnetic field and with the interactions with a coherent classical light field, the Hamiltonian for electrons in the CB and VB is given by $`H`$ $`=`$ $`{\displaystyle \underset{\mu k\sigma }{}}\epsilon _{\mu k}c_{\mu k\sigma }^{}c_{\mu k\sigma }+g\mu _B𝐁{\displaystyle \underset{\stackrel{\mu k}{\sigma \sigma ^{}}}{}}𝐒_{\mu \sigma \sigma ^{}}c_{\mu k\sigma }^{}c_{\mu k\sigma ^{}}`$ (2) $`+H_E+H_I,`$ with $`\mu =c`$ and $`v`$ standing for the CB and the VB respectively. $`\epsilon _{vk}`$ is the energy spectrum of an electron in the VB (CB) with momentum $`k`$. It is noted that $`k`$ here stands for a momentum vector in the $`x`$-$`y`$ plane. $`\epsilon _{vk}=E_g/2k^2/2m_hE_g/2\epsilon _{hk}`$ and $`\epsilon _{ck}=E_g/2+k^2/2m_eE_g/2+\epsilon _{ek}`$ with $`m_h`$ and $`m_e`$ denoting effective masses of hh and electron separately. $`E_g`$ is unrenormalized band gap and $`\sigma `$ is the spin index. For electron in the CB, $`\sigma =\pm 1/2`$ and for electron in the hh VB, $`\sigma =\pm 3/2`$. $`\mu _B`$ is Bohr magneton. $`𝐒_\mu `$ are the spin matrices with $`𝐒_c`$ being spin $`1/2`$ matrices for electrons and $`𝐒_v`$ being spin 3/2 matrices for holes. $`H_E`$ in Eq. (2) denotes the dipole coupling with the light field $`E_\sigma (t)`$ with $`\sigma =\pm `$ representing the circular polarized light. Due to the selection rule the electrons in the spin $`3/2`$ ($`3/2`$) hh band can only absorb a left (right) circular polarized photon and go to the spin $`1/2`$ ($`1/2`$) CB. Therefore $`H_E`$ $`=`$ $`d{\displaystyle \underset{k}{}}[E_{}(t)c_{ck\frac{1}{2}}^{}c_{vk\frac{3}{2}}+H.c.]`$ (4) $`d{\displaystyle \underset{k}{}}[E_+(t)c_{ck\frac{1}{2}}^{}c_{vk\frac{3}{2}}+H.c.].`$ In this equation $`d`$ denotes the optical-dipole matrix element. The light field is further split into $`E_\sigma (t)=E_\sigma ^0(t)\mathrm{cos}(\omega t)`$ with $`\omega `$ being the central frequency of the coherent light pulse. $`E_\sigma ^0(t)`$ describes a Gaussian pulse $`E_\sigma ^0e^{t^2/\delta t^2}`$ with $`\delta t`$ denoting the pulse width. $`H_I`$ is the interaction Hamiltonian. As said before, we focus on the carrier-carrier scattering. Therefore $`H_I`$ is composed of Coulomb scattering and EHSE with the later being much weaker than the Coulomb scattering. $`H_I`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\stackrel{\stackrel{\mu \nu }{kk^{}q}}{\sigma \sigma ^{}}}{}}V_qc_{\mu k+q\sigma }^{}c_{\nu k^{}q\sigma ^{}}^{}c_{\nu k^{}\sigma ^{}}c_{\mu k\sigma }`$ (7) $`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\stackrel{\stackrel{\mu \nu }{kk^{}q}}{\sigma \sigma ^{}}}{}}U_q\sigma \sigma ^{}c_{\mu k+q\sigma }^{}c_{\nu k^{}q\sigma ^{}}^{}c_{\nu k^{}\sigma ^{}}c_{\mu k\sigma }`$ $`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{\stackrel{\stackrel{\mu \nu }{kk^{}q}}{\sigma \sigma ^{}}}{}}U_q^{}\sigma \sigma ^{}c_{\mu k+q\sigma }^{}c_{\nu k^{}q\sigma ^{}}^{}c_{\mu k^{}\sigma }c_{\nu k\sigma ^{}}.`$ The first term of Eq. (7) is the ordinary Coulomb interaction. The second term describes the “direct” EHSE which scatters an electron in the band $`\mu `$ with spin $`\sigma `$ and momentum $`k`$ to the same band with spin $`\sigma `$ and momentum $`k+q`$ and in the mean time which scatters an electron from the different band $`\nu `$ ($`\mu `$) with spin $`\sigma ^{}`$ and momentum $`k^{}`$ back to that band with spin $`\sigma ^{}`$ and momentum $`k^{}q`$. The last term is “exchange” EHSE which scatters an electron in the band $`\mu `$ with spin $`\sigma `$ and momentum $`k^{}`$ to the different band $`\nu `$ ($`\mu `$) with spin $`\sigma ^{}`$ and momentum $`k^{}q`$ and in the mean time which scatters an electron from the band $`\nu `$ with spin $`\sigma ^{}`$ and momentum $`k`$ back to band $`\mu `$ with spin $`\sigma `$ and momentum $`k+q`$. It is noted here that $`\sigma `$ and $`\sigma ^{}`$ stand for $`\pm 1/2`$ when they are at the CB and $`\pm 3/2`$ when they are at the VB. As the exchange effect involves a form factor which consists the overlap of the wavefunctions of the CB and VB, $`U_q^{}`$ is much smaller than $`U_q`$. Moreover, it will be shown later that the exchange effect is also energetically unfavorable as it scatters carriers across the band. Therefore the direct EHSE is the dominant effect. For Voigt configuration, as $`𝐁`$ is along the $`x`$ direction and $`(S_v^x)_{\pm \frac{3}{2},\pm \frac{3}{2}}0`$, one can see directly from Eq. (2) that the spin of hh cannot be flipped by the magnetic field. We point here that this is only true when the magnetic field is small compared to the hh-light hole splitting and hence the flip between the hh and the light hole can be neglected in the timescale of the discussion. As $`𝐒_c^x=\sigma ^x/2`$ with $`\sigma ^x`$ standing for Pauli matrix, it is therefore straightforward to see from the Hamiltonian that the magnetic field causes the CB electron spin to flip and flop. It can be seen directly from the Hamiltonian $`H_E`$ that the laser pulse introduces the optical coherences into the system which are built between the CB and the VB with same spin direction: $`p_{k\frac{1}{2}\frac{3}{2}}c_{vk\frac{3}{2}}^{}c_{ck\frac{1}{2}}`$ and $`p_{k\frac{1}{2}\frac{3}{2}}c_{vk\frac{3}{2}}^{}c_{ck\frac{1}{2}}`$. In the mean time, due to the presence of the magnetic field in Eq. (2), these optical coherences may further transfer coherence to $`p_{k\frac{1}{2}\frac{3}{2}}c_{vk\frac{3}{2}}^{}c_{ck\frac{1}{2}}`$, $`p_{k\frac{1}{2}\frac{3}{2}}c_{vk\frac{3}{2}}^{}c_{ck\frac{1}{2}}`$ and $`\rho _{cck\frac{1}{2}\frac{1}{2}}c_{ck\frac{1}{2}}^{}c_{ck\frac{1}{2}}`$, with the first two being the coherence between the CB and VB with opposite spin directions and the last one being the coherence between two CB’s with opposite spin directions. While it is well known that optical coherence is represented by $`p_{k\frac{1}{2}\frac{3}{2}}`$ and $`p_{k\frac{1}{2}\frac{3}{2}}`$, we will show later that the spin coherence of electrons is represented by $`\rho _{cck\frac{1}{2}\frac{1}{2}}`$. When there is no dephasing effect added on this term, the electron spin precession will last forever. Moreover, when $`\rho _{cck\frac{1}{2}\frac{1}{2}}`$ decays to zero, there is no electron spin precession. Therefore we refer it as spin coherence in the following. $`P_{k\frac{1}{2}\frac{3}{2}}`$ and $`P_{k\frac{1}{2}\frac{3}{2}}`$, which describe the coherence between the states with the optical transition between them being forbidden by the selection rule, may play certain role in the optical dephasing and we will refer them hereafter as forbidden optical coherences. Finally there is also a coherence between two VB’s with opposite spin directions: $`\rho _{vvk\frac{3}{2}\frac{3}{2}}c_{vk\frac{3}{2}}^{}c_{vk\frac{3}{2}}`$. In the absence of spin flip of the hh, this coherence is much weaker than the other coherences as it then can only be excited by the laser pulse through the coupling to the forbidden coherence. Therefore in the present discussion of undoped material, we do not include it in our model. ### B Kinetic equations We build the semiconductor Bloch equations for the quantum well by nonequilibrium Green function method as follows: $$\dot{\rho }_{\mu \nu ,k,\sigma \sigma ^{}}=\dot{\rho }_{\mu \nu ,k,\sigma \sigma ^{}}\|_{\text{coh}}+\dot{\rho }_{\mu \nu ,k,\sigma \sigma ^{}}\|_{\text{scatt}}.$$ (8) Here $`\rho _{\mu \nu ,k,\sigma \sigma ^{}}`$ represents a single particle density matrix with $`\mu `$ and $`\nu =c`$ or $`v`$. The diagonal elements describe the carrier distribution functions $`\rho _{\mu \mu ,k,\sigma \sigma }=f_{\mu k\sigma }`$ of the band $`\mu `$, the wave vector $`k`$ and the spin $`\sigma `$. It is further noted that $`f_{ck\sigma }f_{ek\sigma }`$ represents the electron distribution function with $`\sigma =\pm \frac{1}{2}`$ and $`f_{vk\sigma }=1f_{hk\sigma }`$ with $`f_{hk\sigma }`$ denoting the hh distribution function and $`\sigma =\pm \frac{3}{2}`$. The off-diagonal elements describe the inter spin-band polarization components (coherences) we defined at the end of the previous subsection with $`\rho _{cv,k,\sigma \sigma ^{}}=p_{k\sigma \sigma ^{}}=P_{k\sigma \sigma ^{}}e^{i\omega t}`$ for the inter CB-VB polarization and $`\rho _{cc,k,\frac{1}{2}\frac{1}{2}}`$ for the spin coherence. It is noticed here that for $`P_{k\sigma \sigma ^{}}`$, the first spin index $`\sigma `$ always corresponds to the spin index of the electron in the CB ($`\pm 1/2`$) and the second spin index $`\sigma ^{}`$ always corresponds to that of the hh VB ($`\pm 3/2`$). The coherent part of the equation of motion for the electron distribution function in the rotating wave approximation is given by $`{\displaystyle \frac{f_{ek\sigma }}{t}}\|_{\text{coh}}`$ (9) $`=d\delta _{\sigma \frac{1}{2}}\text{Im}[E_{}^0(t)P_{k\sigma \frac{3}{2}}]+d\delta _{\sigma \frac{1}{2}}\text{Im}[E_+^0(t)P_{k\sigma \frac{3}{2}}]`$ (10) $`+2{\displaystyle \underset{q}{}}V_q\text{Im}({\displaystyle \underset{\sigma ^{}}{}}P_{k+q\sigma \sigma ^{}}^{}P_{k\sigma \sigma ^{}}+\rho _{cc,k+q,\sigma \sigma }\rho _{cc,k,\sigma \sigma })`$ (11) $`g\mu _BB\text{Im}\rho _{cc,k,\sigma \sigma }.`$ (12) The first two terms describe the generation rates by the polarized laser pulses. As mentioned before, the selection rule requires that the optical transition can only happen between the conduction and the valence bands with the same spin direction. This selection rule is enforced by the Kronecker $`\delta `$-function $`\delta _{\sigma \pm \frac{1}{2}}`$. The third term describes the exchange interaction correction of the exciting laser by the electron-hole attraction, thus it can be seen as a local field correction of the time dependent bare Rabi frequency $`dE_\pm ^0(t)`$. The last term describes the spin flip and flop of electrons. It is noticed that if $`\text{Im}\rho _{cc,k,\sigma \sigma }=0`$, there is no spin flip and flop. Therefore we call $`\rho _{cc,k,\sigma \sigma }`$ spin coherence. It is further noticed that $`\rho _{cc,k,\frac{1}{2}\frac{1}{2}}=\rho _{cc,k,\frac{1}{2}\frac{1}{2}}^{}`$. Similarly the coherent part of the equation of motion for the hole distribution function is written as $`{\displaystyle \frac{f_{hk\sigma }}{t}}\|_{\text{coh}}=2{\displaystyle \underset{q\sigma ^{}}{}}V_q\text{Im}(P_{k+q\sigma ^{}\sigma }P_{k\sigma ^{}\sigma }^{})`$ (13) $`+d\delta _{\sigma \frac{3}{2}}\text{Im}[E_{}(t)^{}P_{k\frac{1}{2}\sigma }]+d\delta _{\sigma \frac{3}{2}}\text{Im}[E_+(t)^{}P_{k\frac{1}{2}\sigma }].`$ (14) One notices here that differing from the electron distribution function, there is no terms like $`g\mu _BB\text{Im}\rho _{vv,k,\sigma \sigma }`$ in the coherent part of equation of motion for the hole distribution even if we do not neglect the contribution from $`\rho _{vv,k,\sigma \sigma }`$. Again this is due to the fact that $`(S_v^x)_{\pm \frac{3}{2},\pm \frac{3}{2}}=0`$ and therefore the spin of hole cannot be flipped. The scattering rates of $`f_{ek\sigma }`$ and $`f_{hk\sigma }`$ for the Coulomb scattering in the Markovian limit are given by $`{\displaystyle \frac{f_{ek\sigma }}{t}}\|_{\text{scat}}=2{\displaystyle \underset{j=e,h,k^{}q\sigma ^{}}{}}V_q^22\pi \delta (\epsilon _{ekq}\epsilon _{ek}+\epsilon _{jk^{}}\epsilon _{jk^{}q})\{(1f_{ekq\sigma })f_{ek\sigma }(1f_{jk^{}\sigma ^{}})f_{jk^{}q\sigma ^{}}`$ (15) $`f_{ekq\sigma }(1f_{ek\sigma })f_{jk^{}\sigma ^{}}(1f_{jk^{}q\sigma ^{}})+[{\displaystyle \underset{\sigma ^{\prime \prime }}{}}\text{Re}(P_{kq\sigma \sigma ^{\prime \prime }}P_{k\sigma \sigma ^{\prime \prime }}^{})`$ (16) $`+\text{Re}(\rho _{cc,kq,\sigma \sigma }\rho _{cc,k,\sigma \sigma })](f_{jk^{}\sigma ^{}}f_{jk^{}q\sigma ^{}})+{\displaystyle \underset{\sigma ^{\prime \prime }}{}}\text{Re}(P_{k^{}\sigma ^{}\sigma ^{\prime \prime }}P_{k^{}q\sigma ^{}\sigma ^{\prime \prime }}^{})(f_{ekq\sigma }f_{ek\sigma })\}`$ (17) $`2{\displaystyle \underset{k^{}q\sigma ^{}}{}}V_q^22\pi \delta (\epsilon _{ekq}\epsilon _{ek}+\epsilon _{ek^{}}\epsilon _{ek^{}q})\rho _{cc,k^{},\sigma ^{}\sigma ^{}}\rho _{cc,k^{}q,\sigma ^{}\sigma ^{}}(f_{ekq\sigma }f_{ek\sigma }),`$ (18) and $`{\displaystyle \frac{f_{hk\sigma }}{t}}\|_{\text{scat}}=2{\displaystyle \underset{j=e,h,k^{}q\sigma ^{}}{}}V_q^22\pi \delta (\epsilon _{hk}\epsilon _{hkq}+\epsilon _{jk^{}q}\epsilon _{jk^{}})\{f_{hkq\sigma }(1f_{hk\sigma })(1f_{jk^{}q\sigma ^{}})f_{jk^{}\sigma ^{}}`$ (19) $`f_{hk\sigma }(1f_{hkq\sigma })f_{jk^{}q\sigma ^{}}(1f_{jk^{}\sigma ^{}}){\displaystyle \underset{\sigma ^{\prime \prime }}{}}[\text{Re}(P_{kq\sigma ^{\prime \prime }\sigma }^{}P_{k\sigma ^{\prime \prime }\sigma })(f_{jk^{}\sigma ^{}}f_{jk^{}q\sigma ^{}})`$ (20) $`+\text{Re}(P_{k^{}q\sigma ^{}\sigma ^{\prime \prime }}^{}P_{k^{}\sigma ^{}\sigma ^{\prime \prime }})(f_{hkq\sigma }f_{hk\sigma })]\}+2{\displaystyle }_{k^{}q\sigma ^{}}V_q^22\pi \delta (\epsilon _{hk}\epsilon _{hkq}+\epsilon _{ek^{}q}\epsilon _{ek^{}})`$ (21) $`\times \rho _{cc,k^{}q,\sigma ^{}\sigma ^{}}\rho _{cc,k^{},\sigma ^{}\sigma ^{}}(f_{hk\sigma }f_{hkq\sigma }).`$ (22) One can easily prove from Eqs. (18) and (22) that $`_k\frac{f_{ek\sigma }}{t}\|_{\text{scat}}=_k\frac{f_{hk\sigma }}{t}\|_{\text{scat}}=0`$. This is because the Coulomb scattering does not change the total population of each band. The coherent time evolution of the interband polarization component is given by $`{\displaystyle \frac{}{t}}P_{k\sigma \sigma ^{}}\|_{\text{coh}}`$ $`=`$ $`i\delta _{\sigma \sigma ^{}}(k)P_{k\sigma \sigma ^{}}{\displaystyle \frac{i}{2}}g\mu _BBP_{k\sigma \sigma ^{}}+{\displaystyle \frac{i}{2}}dE_{}(t)[\delta _{\sigma \frac{1}{2}}(1f_{hk\frac{3}{2}})\rho _{cc,k,\sigma \frac{1}{2}}]\delta _{\sigma ^{}\frac{3}{2}}`$ (25) $`+{\displaystyle \frac{i}{2}}dE_+(t)[\delta _{\sigma \frac{1}{2}}(1f_{hk\frac{3}{2}})\rho _{cc,k,\sigma \frac{1}{2}}]\delta _{\sigma ^{}\frac{3}{2}}`$ $`i{\displaystyle \underset{q}{}}V_q\left[P_{k+q,\sigma \sigma ^{}}(1f_{hk\sigma ^{}}f_{ek\sigma })P_{k+q,\sigma \sigma ^{}}\rho _{cc,k,\sigma \sigma }+\rho _{cc,k+q,\sigma \sigma }P_{k,\sigma \sigma ^{}}\right].`$ The first term gives the free evolution of the polarization components with the detuning $$\delta _{\sigma \sigma ^{}}(k)=\epsilon _{ek}+\epsilon _{hk}\mathrm{\Delta }_0\underset{q}{}V_q(f_{ek+q\sigma }+f_{hk+q\sigma ^{}})$$ (26) and $`\mathrm{\Delta }_0=\omega E_g`$. $`\mathrm{\Delta }_0`$ is the detuning of the center frequency of the light pulses with respect to the unrenormalized band gap. The second term in Eq. (25) describes the coupling of the optical coherence $`P_{k\sigma \sigma }`$ with the forbidden optical coherences $`P_{k\sigma \sigma }`$ and $`P_{k\sigma \sigma }`$ due to the presence of the magnetic field $`B`$. This coupling makes $`P_{k\sigma \sigma }`$ and $`P_{k\sigma \sigma }`$ not small enough to be neglected in our calculation. The last term in Eq. (25) describes again the excitonic correlations. The coherent time evolution of the spin coherence is given by $`{\displaystyle \frac{}{t}}\rho _{cc,k,\sigma \sigma }\|_{\text{coh}}`$ $`=`$ $`{\displaystyle \frac{i}{2}}d(\delta _{\sigma \frac{1}{2}}E_{}(t)P_{k\sigma \frac{3}{2}}^{}\delta _{\sigma \frac{1}{2}}E_{}(t)^{}P_{k\sigma \frac{3}{2}})+{\displaystyle \frac{i}{2}}d(\delta _{\sigma \frac{1}{2}}E_+(t)P_{k\sigma \frac{3}{2}}^{}\delta _{\sigma \frac{1}{2}}E_+(t)^{}P_{k\sigma \frac{3}{2}})`$ (29) $`+i{\displaystyle \underset{q}{}}V_q[(f_{ek+q\sigma }f_{ek+q\sigma })\rho _{cc,k,\sigma \sigma }\rho _{cc,k+q,\sigma \sigma }(f_{ek\sigma }f_{ek\sigma })`$ $`+P_{k+q\sigma \sigma _1}P_{k\sigma \sigma _1}^{}P_{k+q\sigma \sigma _1}^{}P_{k\sigma \sigma _1}]+{\displaystyle \frac{i}{2}}g\mu _BB(f_{ek\sigma }f_{ek\sigma }).`$ One notices from both the last terms of Eqs. (12) and (29) that the spin coherence causes the electrons oscillating between the spin-up and spin-down bands and in the mean time the unbalance between these two bands feeds back to the spin coherence. It is further noted from the first two terms of Eq. (29) that pump pulse also generates the spin coherence. However, as this process is through the coupling to the forbidden transitions, its contribution is negligible compared to the effect due to magnetic field \[last term of Eq. (29)\] as will be shown in the later sections. The dephasing of the interband polarization components is determined by the following scattering: $`{\displaystyle \frac{P_{k\sigma \sigma _0}}{t}}\|_{\text{scat}}=\{{\displaystyle \underset{\stackrel{j=e,h}{k^{}q\sigma ^{}}}{}}V_q^22\pi \delta (\epsilon _{ekq}+\epsilon _{hk}+\epsilon _{jk^{}}\epsilon _{jk^{}q}\mathrm{\Delta }_0)\{(P_{k,\sigma \sigma _0}P_{kq,\sigma \sigma _0})[(1f_{jk^{}\sigma ^{}})f_{jk^{}q\sigma ^{}}`$ (30) $`{\displaystyle \underset{\sigma ^{\prime \prime }}{}}P_{k^{},\sigma ^{}\sigma ^{\prime \prime }}P_{k^{}q,\sigma ^{}\sigma ^{\prime \prime }}^{}]+(\rho _{cc,kq,\sigma \sigma }P_{k,\sigma \sigma _0}+f_{ekq\sigma }P_{k\sigma \sigma _0}f_{hk\sigma _0}P_{kq\sigma \sigma _0})(f_{jk^{}\sigma ^{}}f_{jk^{}q\sigma ^{}})\}`$ (31) $`+{\displaystyle \underset{k^{}q\sigma ^{}}{}}V_q^22\pi \delta (\epsilon _{ekq}+\epsilon _{hk}+\epsilon _{ek^{}}\epsilon _{ek^{}q}\mathrm{\Delta }_0)(P_{k\sigma \sigma _0}P_{kq\sigma \sigma _0})\rho _{cc,k^{},\sigma ^{}\sigma ^{}}\rho _{cc,k^{}q,\sigma ^{}\sigma ^{}}\}`$ (32) $`\{kkq,k^{}k^{}q\}{\displaystyle \frac{P_{k\sigma \sigma _0}}{T_2}}.`$ (33) Here $`T_2`$ is introduced phenomenologically to describe additional slower scattering process such as carrier-phonon scattering. $`\{kkq,k^{}k^{}q\}`$ in Eq. (33) stands for the same terms as in the previous $`\{\}`$ but with the interchanges $`kkq`$ and $`k^{}k^{}q`$. We point out here that all the scattering terms in Eqs. (18), (22) and (33) are the contributions from the Coulomb scattering. We did not include the EHSE scatterings as they are much weaker in comparison with the Coulomb scatterings. The Coulomb scattering contribution to the scattering term of the spin coherence is: $`{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{Coul}}=\{{\displaystyle \underset{\stackrel{j=e,h}{qk^{}\sigma ^{}}}{}}V_q^22\pi \delta (\epsilon _{ekq}\epsilon _{ek}+\epsilon _{jk^{}}\epsilon _{jk^{}q})\{(f_{ekq\sigma }\rho _{cc,k,\sigma \sigma }+\rho _{cc,kq,\sigma \sigma }f_{ek\sigma }`$ (34) $`+{\displaystyle \underset{\sigma ^{\prime \prime }}{}}P_{kq\sigma \sigma ^{\prime \prime }}P_{k\sigma \sigma ^{\prime \prime }}^{})(f_{jk^{}\sigma ^{}}f_{jk^{}q\sigma ^{}})+\rho _{cc,k,\sigma \sigma }[(1f_{jk^{}\sigma ^{}})f_{jk^{}q\sigma ^{}}{\displaystyle \underset{\sigma ^{\prime \prime }}{}}P_{k^{}\sigma ^{}\sigma ^{\prime \prime }}P_{k^{}q\sigma ^{}\sigma ^{\prime \prime }}^{}`$ (35) $`\delta _{j=e}\rho _{cc,k^{},\sigma ^{}\sigma ^{}}\rho _{cc,k^{}q,\sigma ^{}\sigma ^{}}]\rho _{cc,kq,\sigma \sigma }[f_{jk^{}\sigma ^{}}(1f_{jk^{}q\sigma ^{}}){\displaystyle \underset{\sigma ^{\prime \prime }}{}}P_{k^{}\sigma ^{}\sigma ^{\prime \prime }}P_{k^{}q\sigma ^{}\sigma ^{\prime \prime }}^{}`$ (36) $`\delta _{j=e}\rho _{cc,k^{},\sigma ^{}\sigma ^{}}\rho _{cc,k^{}q,\sigma ^{}\sigma ^{}}]\}\}\{kkq,k^{}k^{}q\}.`$ (37) One can prove from Eq. (37) analytically that $$\underset{k}{}\frac{\rho _{cc,k\sigma \sigma }}{t}\|_{\text{scat}}^{\text{Coul}}=0.$$ (38) This can be easily seen as the second half of Eq. (37) comes from the first half by interchanging $`kkq`$ and $`k^{}k^{}q`$. In the sum over $`k`$ of Eq. (38), one may perform the following variable transformations: $`kk+q`$ and $`k^{}k^{}+q`$ to the second half of Eq. (37) which make the second half just the same as the first one but with opposite sign. Eq. (38) indicates that the Coulomb scattering does not contribute to the spin dephasing. In order to study the dephasing of the spin coherence, we pick up the contributions from EHSE scattering. The “direct” EHSE contribution is given by $`{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{dEHSE}}`$ (39) $`=\{{\displaystyle \frac{9}{16}}{\displaystyle \underset{k^{}q\sigma ^{}}{}}U_q^22\pi \delta (\epsilon _{ekq}\epsilon _{ek}\epsilon _{hk^{}}+\epsilon _{hk^{}q})`$ (40) $`\times [(2f_{ek\sigma }f_{ek\sigma })\rho _{cc,kq,\sigma \sigma }f_{hk^{}q\sigma ^{}}(1f_{hk^{}\sigma ^{}})`$ (41) $`+\rho _{cc,k,\sigma \sigma }(f_{ekq\sigma }+f_{ekq\sigma })f_{hk^{}q\sigma ^{}}(1f_{hk^{}\sigma ^{}})\}`$ (42) $`+\{kkq,k^{}k^{}q\}.`$ (43) The “exchange” EHSE contribution can be written as $`{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{eEHSE}}`$ (44) $`=\{{\displaystyle \frac{9}{16}}{\displaystyle \underset{k^{}q\sigma ^{}}{}}U_q^22\pi \delta (\epsilon _{ek^{}}+\epsilon _{hk^{}q}\epsilon _{ek}\epsilon _{hkq})`$ (45) $`\times [(2f_{ek^{}\sigma }f_{ek^{}\sigma })\rho _{cc,k,\sigma \sigma }f_{hkq\sigma ^{}}(1f_{hk^{}q\sigma ^{}})`$ (46) $`+\rho _{cc,k^{},\sigma \sigma }(f_{ek\sigma }+f_{ek\sigma })f_{hkq\sigma ^{}}(1f_{hk^{}q\sigma ^{}})\}`$ (47) $`+\{kk^{}\}.`$ (48) It is noted that in Eqs. (43) and (48), the second half of each equation shares the same sign as the first half. Therefore $`_k\frac{\rho _{cc,k\sigma \sigma }}{t}\|_{\text{scat}}^{\text{dEHSE}}0`$ and $`_k\frac{\rho _{cc,k\sigma \sigma }}{t}\|_{\text{scat}}^{\text{eEHSE}}0`$. This tells us that EHSE contributes to the spin dephasing. One further finds by comparing Eqs. (43) and (48) that besides the above mentioned $`U_q^{}U_q`$, the energy phase space of the “exchange” EHSE, which is imposed by the energy conservation, is quite limited compared to that of “direct” EHSE. All these indicate that the contribution of the “exchange” EHSE is negligible in comparison with that of the “direct” EHSE. We have further proved that there is no contribution to the scattering term from the combination of Coulomb scattering and EHSE as $`U_qV_q`$ or $`U_q^{}V_q`$. Therefore $`{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}`$ $`=`$ $`{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{Cou}}+{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{dEHSE}}`$ (50) $`+{\displaystyle \frac{\rho _{cc,k\sigma \sigma }}{t}}\|_{\text{scat}}^{\text{eEHSE}}.`$ Equations (8)-(50) comprise the complete set of kinetic equations. It is noted that we only include EHSE in the scattering term of the spin coherence. Its contribution to the optical coherences and electron (hole) distributions are neglected as it’s much smaller than the contribution from the Coulomb scattering. Moreover, the electron-hole recombination is not included in our model as the time scale for such effect is at least one order of magnitude longer than the time scale of dephasing. ### C Faraday rotation angle The FR angle can be calculated for two degenerate Gaussian pulses with variable delay time $`\tau `$. The first pulse (pump) is circular polarized, eg. $`E_{\text{pump}}^0=E_{}^0(t)`$, and travels in the direction $`𝐤_1`$. The second pulse (probe) is linear polarized and is much weaker than the first one, eg. $`E_{\text{prob}}^0(t)=E_{\text{prob},}^0(t\tau )+E_{\text{prob},+}^0(t\tau )\chi [E_{}^0(t\tau )+E_+^0(t\tau )]`$ with $`\chi 1`$. The probe pulse travels in the $`𝐤_2`$ direction. The FR angle is defined as $`\mathrm{\Theta }_F(\tau )`$ $`=`$ $`C{\displaystyle \underset{k}{}}{\displaystyle }\text{Re}[\overline{P}_{k\frac{1}{2}\frac{3}{2}}(t)E_{\text{prob},}^0(t\tau )`$ (52) $`\overline{P}_{k\frac{1}{2}\frac{3}{2}}(t)E_{\text{prob},+}^0(t\tau )]dt,`$ with $`\overline{P}_{k\sigma \sigma }`$ standing for the optical transition in the prob direction, i.e. $`𝐤_2`$ direction. $`C`$ is a constant. For the delay time $`\tau `$ is shorter than the optical dephasing time, one has to project the optical transition $`P_{k\sigma \sigma }`$ to $`𝐤_2`$ direction. One may use an adiabatic projection technique described in detail in Ref. . This technique is suitable for optically thin crystals, where the spatial dependence can be treated adiabatically. To do so, one replaces the single-pulse envelope function in Eqs. (12) and (14) by two delayed pulses $`E_{}^0(t)=E_{}^0(t)e^{i\phi }+E_{\text{prob},}^0(t\tau )`$ and $`E_+^0(t)=E_{\text{prob},+}^0(t\tau )`$ with the relative phase $`\phi =(𝐤_1𝐤_2)𝐱`$ resulting from the different propagation directions. The projection technique is used with respect to this phase. However, when delay time $`\tau `$ is much longer than the optical dephasing, the optical transition $`P_{k\sigma \sigma }`$ induced by the pump pulse has already decayed to zero and therefore one may perform the calculation with $`\phi 0`$. It is interesting to see from Eq. (52) that although the spin coherence is determined by $`\rho _{cc,k,\frac{1}{2}\frac{1}{2}}`$, it does not appear directly in the final equation of the FR angle. Instead, it affects the FR angle through the optical transitions $`P_{k\sigma \sigma }`$. For delay time $`\tau `$ much longer than the optical dephasing time, the optical coherences $`P_{k\sigma \sigma }`$ induced directly by the pump pulse together with the forbidden optical coherences $`P_{k\sigma \sigma }`$ have already been destroyed to zero. However, the spin coherence induced by the same pump pulse remains and makes the electrons oscillate between the spin-up and down bands. This unbalance of population strongly affects the optical transitions induced later by the probe pulse around $`\tau `$ and gives rise to the time evolution of Faraday rotation angle. ## III Numerical results We perform a numerical study of the Bloch equations to study the spin coherence of optically excited electrons in an undoped insulating ZnSe/Zn<sub>1-x</sub>Cd<sub>x</sub>Se quantum well. As the main interest of the present paper is focused on the mechanism of the spin dephasing, we will not perform a pump-probe computation to calculate the FR angle Eq. (52) as it requires extensive CPU time and also as it has been calculated by Linder and Sham for the same set of Bloch equations but with relaxation time approximation for all the dephasing. Instead, we will only apply a single pump pulse and calculate the time evolutions of both the optical and spin coherences together with the electron and hh distributions after that pulse under the carrier-carrier scattering. The dephasing of the spin coherence is well defined by the incoherently-summed spin coherence, $`\rho (t)=_k\|\rho _{cc,k,\frac{1}{2}\frac{1}{2}}(t)\|`$, as well as the optical dephasing is described by the incoherently summed polarization, $`P_{\sigma \sigma }(t)=_k\|P_{k,\sigma \sigma }(t)\|`$. The later was first introduced by Kuhn and Rossi. It is understood that both true dissipation and the interference of many $`k`$ states may contribute to the decay. The incoherent summation is therefore used to isolate the irreversible decay from the decay caused by interference. From $`\rho (t)`$ and $`P_{\sigma \sigma }(t)`$ one gets the true irreversible dephasing of spin and optical coherences respectively. The material parameters in our calculation are taken from the experimental data with effective mass $`m_e=0.152m_0`$ for electron and $`m_h=6m_e`$ for hh. Exciton Rydberg $`E_R=19`$ meV and the $`g`$-factor is take as 1.3. This $`g`$-factor is larger than what reported in the experiment (1.1) by measuring the beat frequency of the FR angle. The reason will be shown clearly in later subsections. $`T_2`$ is taken as 10 ps for all the calculations. We choose a left circular polarized Gaussian pulse $`E_{}^0(t)`$ with the width $`\delta t=100`$ fs and detuning $`\mathrm{\Delta }_0=4.275`$ meV. The total density excited by this pulse is $`3\times 10^{11}`$ cm<sup>-2</sup>, which is the same as what reported in the experiment. $`E_+^0(t)0`$. Under such a pulse, one can see immediately from the kinetic equations that only hh with spin $`\frac{3}{2}`$ can be excited and $`f_{hk\frac{3}{2}}0`$. Moreover, $`P_{k\frac{1}{2}\frac{3}{2}}=P_{k\frac{1}{2}\frac{3}{2}}0`$. Therefore, we only need to determine the electron distribution functions $`f_{ek\sigma }`$ ($`\sigma =\pm 1/2`$), the hh distribution functions $`f_{hk\frac{3}{2}}`$, interband polarizations (optical coherences) $`P_{k\frac{1}{2}\frac{3}{2}}`$ and $`P_{k\frac{1}{2}\frac{3}{2}}`$, and spin coherences $`\rho _{cc\frac{1}{2}\frac{1}{2}}`$. We will solve the Bloch equations with only Coulomb scattering and with both Coulomb scattering and EHSE scatterings respectively. ### A Coulomb scattering We first discuss the Boltzmann kinetics under the Coulomb scattering with the statically screened instantaneous potential approximation: $$V_q=\frac{2\pi e^2}{ϵ_0(q+\kappa )}.$$ (53) The inverse screening length $`\kappa `$ is expressed as $$\kappa (t)=\frac{m_ee^2}{ϵ_0}\underset{\sigma }{}[f_{ek=0\sigma }(t)+\frac{m_h}{m_e}f_{hk=0\sigma }(t)].$$ (54) It is noted that this static screening model, although simplifying numerical calculation significantly, overlooks the plasmon-mode contributions and overestimates the electron screening. We first show in Fig. 1 the electron and hole distribution functions $`f_{ek\sigma }(t)`$ ($`\sigma =\pm 1/2`$) and $`f_{hk\frac{3}{2}}(t)`$ versus $`t`$ and electron energy $`\epsilon _{ek}`$ (for electron distributions) or hh energy $`\epsilon _{hk}`$ (for hole distribution) for $`B=4`$ T. In the initial time one observes a small peak around 10 meV for $`f_{ek\frac{1}{2}}`$ in Fig. 1(a). This peak is the effect of the pump pulse and the strong Hartree correction Eq. (10). The similar peak can also be observed for the hh distribution function in Fig. 1(c). At later times the carriers relax to the low energy states and $`f_{ek\frac{1}{2}}`$ reaches its first highest peak at 1.4 ps. Around 7 ps, the distribution function of spin-up band reaches the valley of zero values and the spin-down band, in the mean time, arrives at its peak. This indicates that electrons in the spin-up band evolve into the spin-down band. After that electrons start to move back to the spin-up band and at about 14 ps $`f_{ek\frac{1}{2}}`$ reaches its second highest peak and $`f_{ek\frac{1}{2}}`$ reaches its valley. The reason that the second highest peak is a little higher than the first one is because there are more electrons at higher energy states at initial times due to the position of the pump pulse. This oscillation keeps on without any decay. The distribution for hh relaxes into the Fermi-like distribution after a few picoseconds and remains unchanged. In Fig. 2 the absolute value of the optical coherence, $`\|P_{k,\frac{1}{2}\frac{3}{2}}(t)\|`$, and the absolute value of the spin coherence, $`\|\rho _{cc,k,\frac{1}{2}\frac{1}{2}}(t)\|`$, are plotted as functions of $`t`$ and electron energy. It is seen from Fig. 2(a) that the optical coherence decays very quickly and within first few picoseconds it has already totally disappeared. Nevertheless, the spin coherence does not decay at all. The second peak is of the same height as the first one. The incoherently summed polarization, $`P_{\frac{1}{2}\frac{3}{2}}(t)`$, and the incoherently summed spin coherence, $`\rho (t)`$, are plotted as dashed curves in Fig. 3. The total densities of each spin band $`N_{e\sigma }(t)=_kf_{ek\sigma }(t)`$ for electron and $`N_{h\frac{3}{2}}(t)=_kf_{hk\frac{3}{2}}(t)`$ for hh are also plotted as solid curves in the same figure. It is seen from the figure that the optical coherence injected by the pump pulse is about 3 times larger than the spin coherence. However, this coherence is strongly dephased by the Coulomb scattering and is totally gone within the first few picoseconds. It is further shown from the figure that the spin coherence exhibits beating which does not decay at all. The electron densities of spin-up and down bands oscillate between zero and the total excitation. These results confirm that pure Coulomb scattering does not contribute to the spin dephasing. We further find that the frequency of the oscillation is mainly determined by the Zeeman split $`g\mu _BB`$, but red-shifted by the Hartree-Fock terms in Eq. (29). The reduced $`g`$-factor resulting from the oscillation frequency is 1.25. It is interesting to see from the figure that the maximum value of $`\|N_{e\frac{1}{2}}N_{e\frac{1}{2}}\|`$ occurs when the (incoherently summed) spin coherence is zero. The forbidden optical coherence is about 30 times smaller than the optical coherence and decays similarly as the optical coherence. It plays an insignificant role in this problem. ### B EHSE Now we include the contribution of EHSE \[Eqs. (43) and (48)\]. As said before that the contribution from “exchange” EHSE is negligible, we therefore only include the “direct” one \[Eq. (43)\] here. We are lacking information of the matrix elements $`U_q`$ which requires a detailed band structure calculation. For the sake of simplicity and also for comparison with the effect of Coulomb scattering, in this study we assume it is the same as $`V_q`$ but with a phenomenological prefactor $`4\sqrt{}/3`$. We take $`=0.015`$ so that in the scattering term, Eq. (43), the matrix element of EHSE is two orders of magnitude smaller than that of the Coulomb scattering. This number is taken so that the spin dephasing time is in agreement with the experiment. We have also performed numerical calculation by taking only the “exchange” EHSE and found in order to get the same spin dephasing, the prefactor has to be 0.1 which is one order of magnitude larger than the present case. This big prefactor is understood due to the effect of the limitation of the energy phase space discussed before. The electron distribution functions $`f_{ek\sigma }(t)`$ ($`\sigma =\pm 1/2`$) versus $`t`$ and electron energy $`\epsilon _{ek}`$ are plotted in Fig. 4 for $`B=4`$ T. The hh distribution function $`f_{hk\frac{3}{2}}(t)`$ versus $`t`$ and hh energy $`\epsilon _{hk}`$ remains unchanged from Fig. 1(c) after the inclusion of EHSE. In the initial time one observes again a small peak around 10 meV for $`f_{ek\frac{1}{2}}`$ in Fig. 4(a) due to the effect of pump detuning. A similar peak can also be observed for the hh distribution function as in Fig. 1(c). Again one observes that the carriers relax at later times to the low energy states and all the distributions show the Fermi-like distributions. Differing from the case with only Coulomb scattering, there are only small oscillations of electrons between spin 1/2 and $`1/2`$ bands in the later time. The hh distribution remains unchanged after the first few picoseconds as before. The absolute value of optical coherence, $`\|P_{k\frac{1}{2}\frac{3}{2}}(t)\|`$, versus $`t`$ and electron energy is also unchanged from Fig. 2(a) after inclusion of EHSE. Therefore, as before, the optical coherence decays very quickly and within a few picoseconds it has totally disappeared. However, EHSE makes big change to the absolute value of the spin coherence as can be seen in Fig. 5 where $`\|\rho _{cc,k,\frac{1}{2}\frac{1}{2}}(t)\|`$ is plotted as a function of $`t`$ and electron energy. It is seen that the spin coherence lasts much longer and one can see a smaller second peak around 10.5 ps and a much smaller third peak around 18.4 ps. Comparing with Fig. 2(b), one can see the effect of strong spin-dephasing by EHSE as the second peak is much lower than the first one. For $`t>20`$ ps, the spin coherence has almost gone. One more point needs to be addressed here is, one can see from Fig. 5 that there is a very small bump around 10 meV at initial time. A similar bump can also be seen in Fig. 2(b). These bumps are the effects of the pump pulse described before after Eq. (29). One can see that they are much smaller compared to the effects caused by the magnetic field. This also justifies the assumption we made before that hh-hh spin coherence can be neglected in this investigation. The incoherently summed polarization, $`P_{\frac{1}{2}\frac{3}{2}}(t)`$, and the incoherently summed spin coherence, $`\rho (t)`$, are plotted as dashed curves in Fig. 6. In order to have the effect of spin coherence more pronounced, we plot in the same figure also $`4.5\times \rho (t)`$ as dash-dotted curve. The total densities of each spin band $`N_{e\sigma }(t)`$ and $`N_{h\frac{3}{2}}(t)`$ are also plotted as solid curves in Fig. 6. It is seen from the figure that the optical coherence injected by the pump pulse is about 4.5 times larger than the spin coherence. However, this coherence is strongly destroyed by the Coulomb scattering within the first few picoseconds. This is part of the reason of the fast decay in the FR angle for the first few picoseconds in the experiment. As seen in Eq. (52), the FR angle is proportional to the “total” optical transitions. For the first few picoseconds, the optical transitions are induced by both the pump pulse and the much weaker probe pulse, and the fast decay of the initial pump pulse-induced optical transition gives rise to the strong decay of the FR angle. It is further shown from the figure that the electron densities of spin up and down bands oscillate with the amplitude of the oscillation decaying. The circularly polarized pump pulse first pumps electrons into the spin-up CB from the spin-up hh band. Therefore electrons first occupy the spin-up CB band and leave behind hhs in the spin-up VB. Therefore $`N_{e\frac{1}{2}}`$ and $`N_{h\frac{3}{2}}`$ fast rise to $`3\times 10^{11}`$ cm<sup>-2</sup> within the time scale of the pump pulse. Then due to the magnetic field, electrons in the spin-up band start to go to the spin-down band. This makes $`N_{e\frac{1}{2}}`$ decreases and $`N_{e\frac{1}{2}}`$ rises. In the mean time, the unbalance in populations also serves as pump field to the spin coherence. After $`t`$ is around 5 ps, the electron population in the spin-down band surpasses that in the spin-up band. Without dephasing, this oscillation may keep going on as shown in the previous section. However, the spin dephasing makes these two populations finally merge. From the figure, one can see that for $`t>20`$ ps, the difference is already negligible compared to the oscillations before and $`\rho `$ also decays to zero. This oscillation is also shown in the experiment through the FR angle as beatings for the same magnetic field. All these results confirm what we proposed in Sec. II, that the spin dephasing is caused by EHSE and the electron spin coherence is represented by $`\rho `$. Moreover, one also finds that besides the effect of spin dephasing, EHSE also changes the oscillation frequency and hence the beating frequency of the FR angle. By comparing the period of the oscillations in Figs. 3 and 6, one finds the period increases by about 1.34 ps in the later case. This means that the EHSE further red-shifts the spin splitting. Therefore, the $`g`$ factor reported in the experiment by measuring the frequency of the beating of the FR angle is the effective $`g`$ factor. It is seen from the figure that the period of the oscillation is $`T=15.58`$ ps. As $`2\pi /T=g_{\text{eff}}\mu _BB`$, the effective $`g`$-factor $`g_{\text{eff}}`$ is therefore 1.14, in agreement with the what reported in the experiment as 1.1. Again from the Figure one observes that the maximum value of $`\|N_{e\frac{1}{2}}N_{e\frac{1}{2}}\|`$ occurs when the (incoherently summed) spin coherence is zero. Our calculation shows again that the forbidden optical coherence is insignificant in this problem. In order to compare with $`B=2`$ T case, we plot in Fig. 7 the incoherently summed polarization $`P_{\frac{1}{2}\frac{3}{2}}(t)`$ and spin coherence $`\rho (t)`$ as function of time $`t`$, together with the total densities of each spin band $`N_{e\sigma }(t)`$ and $`N_{h\frac{3}{2}}(t)`$. One finds the spin coherence decays at the same rate as in the $`B=4`$ T case but without any beating. So does the electrons in the spin bands. This confirms the finding in the experiment that there is no beating in the Faraday rotation angle. ## IV Conclusion and Discussion In conclusion, we have performed theoretical studies of the kinetics of the spin coherence of optically excited electrons in an undoped insulating ZnSe/Zn<sub>1-x</sub>Cd<sub>x</sub>Se quantum well under moderate magnetic fields in the Voigt configuration. Based on a two spin-band model in both the CB and the VB, we build the kinetic equations combined with intra- and interband Coulomb scattering and interband EHSE in the Boltzmann limit. We include all the coherences induced directly by the laser pulse— optical transitions— and indirectly through the effect of the magnetic field— electron-electron spin coherence and forbidden optical coherence— for the electron and hh in our model. The hh-hh spin coherence $`\rho _{vv,k,\frac{3}{2}\frac{3}{2}}`$ is neglected in our present investigation because it can not be induced by the effect of the magnetic field, but only through the pump pulse coupled to the forbidden transitions and is therefore much smaller than the other coherences. We separate the spin coherence from the well known optical coherences and study the effects of Coulomb scattering and EHSE on all the coherences. We find that the Coulomb scattering makes strong dephasing of the optical coherence and forbidden optical coherence. However, it does not contribute to the spin dephasing at all. EHSE is the main mechanism leads to the spin decoherence. We numerically solve the kinetic equations for two different magnetic fields. We find that the beating in the Faraday rotation angle is basically determined by the electron Zeeman splitting $`g\mu _BB`$, however, with a red shift from the Coulomb Hartree-Fock contribution and EHSE effect. The forbidden optical coherence is found of marginal importance in this problem. The matrix element of the Coulomb scattering is taken as statically screened Coulomb potential and the matrix element of EHSE is assumed the same as the Coulomb scattering with a phenomenological prefactor. By fitting this prefactor with the dephasing time in the experiment, our theory can well explain the experiment data for two different magnetic fields. A first principal investigation of the EHSE scattering matrix element is definitely important for a more thorough understanding of the spin dephasing. For the $`n`$-doped material, things are quite different from the undoped case discussed in this paper. Due to the presence of large numbers of doped electrons (about one order of magnitude larger than the optically excited carriers) in the CB, the lifetime of holes is therefore quite short and is measured smaller than 50 ps compared to the lower limit of 100 ps for the insulating sample. The experiments found that the spin dephasing for the doped sample is three orders of magnitude longer than the undoped sample, but with a fast dephasing (losing about 50% coherence) within the first 50 ps. The fast dephasing in the initial times can be well understood by the EHSE discussed above, but modified with the fast decreasing of hh population. Nevertheless, the mechanism of the spin dephasing discussed above cannot be applied to the doped case after 50 ps as shown from Eq. (43) that the scattering of EHSE is proportional to the hole distribution and therefore its contribution to the spin dephasing decreases with the recombination of electron and hole. However, for the $`n`$-doped case, it is also possible for EHSE to contribute to the spin dephasing. As the timescale of the spin dephasing for the $`n`$-doped sample is much longer than the insulating sample, the coupling between the hh and the light hole can not be neglected and the spin of hh also experiences the precession. Therefore, the hh-hh spin coherence $`\rho _{vv,k,\frac{3}{2}\frac{3}{2}}`$, which is insignificant for the undoped case, may play an important role in the doped sample. Its contribution to the scattering term to the electron spin coherence is in the similar form as Eq. (43) but all the hole distribution parts are replaced by terms composed of hh-hh spin coherences. In the absence of the hole distribution, it becomes the leading mechanism from the contribution of EHSE to the spin dephasing. Physically this contribution is the spin exchange between electrons and virtual holes. This mechanism, together with other spin dephasing mechanisms due to the band mixing for the $`n`$-doped case, is still under investigation. A corresponding extension of the present theory for the $`n`$-doped material will be published in a separate paper. ###### Acknowledgements. MWW would like to thank Prof. L.J. Sham for bringing this topic into his attention and Prof. A. Imamoglu and Dr. Yutaka Takahashi for valuable discussions. Dr. J.M. Kikkawa is acknowledged for providing information about his pertinent experimental work and critical reading of this manuscript. This research was supported in part by QUEST, the NSF Science and Technology Center for Quantized Electronic Structures, Grant No. DMR 91-20007, and by the National Science Foundation under Grant No. CHE 97-09038 and CDA96-01954, and by Silicon Graphics Inc.
warning/0001/astro-ph0001332.html	ar5iv	text	# 1 The distribution of NH. ## 1 The distribution of N<sub>H</sub>. Past hard X-ray surveys of Sy2s were strongly biased in favor of X-ray bright sources (according to all-sky surveys), which tend to be the least absorbed ones. We used BeppoSAX to observe an \[OIII\]-selected sample of previously unobserved, X-ray weak Sy2s. We found (, ) a large fraction of Compton thick objects, a result which confirms the bias against heavily obscured systems in previous surveys. We then merged all the available hard X-ray observations of Sy2s and extracted a complete subsample limited in intrinsic (i.e. unabsorbed) flux as inferred from the \[OIII\] narrow emission line . This subsample is composed of 45 objects and the corresponding N<sub>H</sub> distribution, shown in Fig. 1, can be considered the best approximation to the true distribution allowed by the available data. The most interesting result is that this distribution is significantly shifted toward large columns with respect to past estimates: most ($``$75%) of the Sy2s are heavily obscured ($`\mathrm{N}_\mathrm{H}>10^{23}\mathrm{cm}^2`$) and about half are Compton thick. We have completed the N<sub>H</sub> distribution by adding the Sy1s. Their number relative to the Sy2s is taken from Maiolino & Rieke , the relative populations of the N<sub>H</sub> bins (only cold absorption is considered) are taken from literature data pertaining to the Sy1s of the Piccinotti sample : this is a hard X-ray selected sample, and should not miss X-ray absorbed Sy1s unless they are Compton thick. We note a clear dichotomy between X-ray absorbed and unabsorbed sources, and a close correspondence between the X-ray and the optical classification, at least for these local, low luminosity AGNs. ## 2 The relation between optical and X-ray absorption. If the obscuring torus has the Galactic gas-to-dust ratio, and the dust has the Galactic extinction curve, then the nuclear region of X-ray absorbed AGNs should suffer a visual extinction that is related to the gas column density by the formula A$`{}_{V}{}^{}=4.5\times 10^{22}`$ N<sub>H</sub> (cm<sup>-2</sup>). In general this is not the case: A<sub>V</sub> is lower than what expected from the N<sub>H</sub> measured in the X-rays. This was first pointed out by Maccacaro et al. , and is also required to fit the far-IR spectrum of AGNs . We have collected a sample of Seyferts which exhibit at the same time X-ray (cold) absorption and optical or IR broad lines, not completely suppressed by the intervening matter. By assuming the standard extinction curve, and neglecting collisional or radiative transport effects, we can derive an estimate of the visual extinction. A preliminary result is shown in Fig. 2, where the distribution of A<sub>V</sub>/N<sub>H</sub> relative to the Galactic value is reported. With the exception of three low luminosity AGNs ($`\mathrm{L}_\mathrm{X}<10^{41.5}\mathrm{erg}\mathrm{s}^1`$, shaded in the histogram), whose nuclear physics might be intrinsically different , most AGNs are characterized by a deficit of dust absorption, in agreement with early claims. At higher, quasar-like luminosities there are even more extreme examples of this effect: objects that, although absorbed in the X rays, do not show significant dust absorption in the optical and appear as type 1, broad line AGNs have been recently discovered in hard X-ray and radio surveys (, , , ). The origin of this effect is not clear. An obvious explanation is that the dust-to-gas ratio is much lower than Galactic. However, large amounts of dust must be present in the vicinity of active nuclei, as inferred from their powerful IR emission. Alternatively, most of the cold X-ray absorption observed in these objects might be caused by broad line clouds intervening along our line of sight. However, if the low A<sub>V</sub>/N<sub>H</sub> is a property common to most AGNs, this interpretation would require a very large covering factor for the BLR whereas this is estimated to be only $``$10%. Dust in the internal region of the torus might be destroyed by the powerful nuclear radiation field, thus making the effective dust column significantly lower than the gas column. However, inside the sublimation radius a huge HII region would be created, with a covering factor much larger than observed (see also Netzer & Laor ). Another interesting possibility is that the dust extinction curve is much flatter than the Galactic one. The high density of the gas in the circumnuclear region of AGNs is likely to favor the growth of large grains which, in turn, should flatten the extinction curve. This effect is directly observed in the dense clouds of our Galaxy . Large grains have also been proposed to explain the lack of the 10$`\mu `$m silicate emission feature in the mid-IR spectra of AGNs . Within the context of the optical versus X-ray absorption, the effect of a flat extinction curve is twofold: 1) given the same dust mass, the effective visual extinction is lower, and 2) the broad lines ratio gives a deceivingly low measure of the extinction. A more thorough discussion of the whole issue is given in Maiolino et al. (in prep.). At the other extreme an increasing number of obscured powerful AGNs has been discovered by means of hard X-ray observations in galaxies which are optically classified as starburst or LINER. Probably, in these objects the obscuring medium hides the NLR as well as the BLR. Alternatively, the nuclear ionizing source might be completely embedded and obscured in all directions. The most spectacular case is the nearby (4 Mpc) edge-on galaxy NGC4945, whose nucleus is one of the brightest AGNs at 100 keV , but is heavily obscured in all directions. Indeed, optical to mid-IR observations were unable to detect any trace of AGN activity (, ). ## 3 Implications for the X-ray background. Obscured AGNs are thought to be a key ingredient of the hard X-ray background (XRB, , ), and the distribution of N<sub>H</sub> represents the main set of free parameters in the XRB synthesis models. The N<sub>H</sub> distribution presented above can be used to freeze this set of parameters, under the assumption that it does not evolve with redshift. A detailed model that takes into account this constraint is presented in Gilli et al. : although the shape of the XRB is well reproduced, the number counts are not, and suggest a larger number of X-ray absorbed AGNs as compared with the local Universe. The deficiency of dust absorption with respect to the X-ray absorption, especially at high luminosities, implies a possible mismatch between the optical and the X-ray classification of the sources contributing to the hard X-ray background. In particular, some of the type 2 QSOs, which many models assume to make most of the hard XRB, could be optically “masked” as type 1 QSOs and be already present in optical surveys. On the other hand, the existence of heavily obscured AGNs in powerful IR galaxies which optically are not at all classified as AGNs suggests that a fraction of ULIRGs and SCUBA sources might host some of the type 2 QSOs which are needed for the hard XRB. Acknowledgements. Many of the new results presented in this paper were obtained in collaboration with R. Gilli, A. Marconi, and G. Risaliti. This work was partially supported by the Italian Ministry for University and Research (MURST) through the grant Cofin-98-02-32.
warning/0001/hep-ph0001153.html	ar5iv	text	# Exotic Quarkonia from Lattice QCD ## 1 INTRODUCTION Lattice studies play an important role for our theoretical understanding of QCD. However, the conventional approach is not well suited to accommodate physical systems with widely separate scales. When studying heavy quarkonia on isotropic lattices several approximations have to be made to render the numerical simulations tractable. In this context a non-relativistic approach (NRQCD) has lead to very precise calculations of the low lying spectrum in heavy quarkonia . New complications arise if high energetic excitations are to be resolved, for which the temporal discretisation is often too coarse and the correlator of such heavy states cannot be measured accurately for long times . More recently anisotropic lattices were demonstrated to circumvent this problem by giving the lattice a fine temporal resolution whilst maintaining a coarse discretisation in the spatial direction . This approach has resulted in very encouraging results for the spectrum of glueballs and hybrid states, which are of particular interest as they are non-perturbative revelations of the gluon degrees of freedom . Here we extend those methods to investigate also other excitations and the spin structure in heavy quarkonia more carefully. ## 2 RESULTS In order to study excited quarkonia with small statistical errors we employ an anisotropic and spatially coarse gluon action and the NRQCD approach for the forward propagation of the heavy quarks. The latter is improved to contain spin-dependent terms up to $`𝒪(mv^6)`$. From the implementation details given in we expect discretisation errors of $`𝒪(a_s^4,a_t^2)`$. Radiative corrections to this classical result are reduced by imposing a mean-field improvement on all gauge links. In Fig. 1 we present our results for the excitations in Charmonium and Bottomonium as normalised to the $`1P1S`$ splitting. In each case we have studied bound states with several different quantum numbers, including the exotic hybrid, $`{}_{}{}^{3}B_{1}^{+}`$. The possibility to resolve all these states reliably is clearly due to the fine temporal resolution of our lattices. Using statistical ensembles of up to a few thousand independent measurements, we could rely on very simple-minded hadron operators to obtain the excitation energies from correlated multi-exponential fits. Within the NRQCD approach it is paramount to establish a scaling region for physical quantities already at finite lattice spacing. Our analysis demonstrates the existence of such a window for the excitations in Charmonium and Bottomonium . Moreover, the excellent agreement of the lowest lying charmonium hybrid with a relativistic calculation on isotropic lattices should be considered a combined success of anisotropic lattices and the NRQCD approach. Owing to the efficiency of this new approach we were able to test our results against finite size effects. For the lowest lying $`c\overline{c}g`$ hybrid we could not resolve any change for volumes larger than 1.2 fm and we presently continue this analysis for all other excitations. For the Bottomonium hybrid we have also consistent results from two different anisotropies, which confirms our initial assumption of small temporal lattice spacings artefacts. The inclusion of relativistic corrections is a significant improvement over previous NRQCD calculations of hybrid states, which were restricted to only leading order in the velocity expansion. At this level there are no spin-dependent operators and we have a strict degeneracy of all singlet and triplet states. Here we also include spin terms to break this degeneracy. In particular, we could directly observe the exotic hybrid, which is the state of greatest phenomenological interest. Our results for the spin structure in Bottomonium are shown in Fig. 2. Similar results for Charmonium are presented elsewhere . We notice a clear reduction of the fine structure in D-states when compared to that of P-states. Similarly, the hyperfine splitting, $`{}_{}{}^{3}X{}_{}{}^{1}X`$, is suppressed as the orbital angular momentum is increased. This is in accordance with expectations from potential models. Our data also indicates that the fine structure in hybrid states is enlarged as the result of the gluon angular momentum to which the spin can couple. Finally one should notice that the $`{}_{}{}^{3}S_{1}^{}{}_{}{}^{1}S_{0}^{}`$ splitting does not yet scale on the lattices considered here. It is apparent that one needs a better improvement description to account for lattice spacing artefacts in such UV-sensitive quantities. In conclusion, we find that coarse and anisotropic lattices are extremely useful for precision measurements of higher excited states. This is due to an improved resolution in the temporal direction and the possibility to generate large ensembles of gauge field configurations at small computational cost. It has lead to an unprecedented control over statistical and systematic errors in lattice studies of heavy quarkonia. We could observe a clear hierarchy in the spin structure, depending on the orbital angular momentum. The remaining systematic error for all our predictions is an uncertainty in the scale as the result of the quenched approximation. This is not yet controlled and we find a variation of 10-20%, depending on which experimental quantity is used to set the scale. This work is supported by the Research for the Future Programme of the JSPS.
warning/0001/cond-mat0001320.html	ar5iv	text	# Theory of Diluted Magnetic Semiconductor Ferromagnetism \[ ## Abstract We present a theory of carrier-induced ferromagnetism in diluted magnetic semiconductors ($`\mathrm{III}_{1x}\mathrm{Mn}_x\mathrm{V}`$) which allows for arbitrary itinerant-carrier spin polarization and dynamic correlations. Both ingredients are essential in identifying the system’s elementary excitations and describing their properties. We find a branch of collective modes, in addition to the spin waves and Stoner continuum which occur in metallic ferromagnets, and predict that the low-temperature spin stiffness is independent of the strength of the exchange coupling between magnetic ions and itinerant carriers. We discuss the temperature dependence of the magnetization and the heat capacity. \] Introduction. The recent discovery of carrier-induced ferromagnetism in diluted magnetic semiconductors (DMS) has generated intense interest, in part because it opens the prospect of developing devices which combine information processing and storage functionalities in one material . Critical temperatures $`T_c`$ exceeding $`100\mathrm{K}`$ have been realized by using low-temperature molecular beam epitaxy growth to introduce a high concentration $`c`$ of randomly distributed $`\mathrm{Mn}^{2+}`$ ions in GaAs systems with a high hole density $`c^{}`$. The tendency toward ferromagnetism and trends in the observed $`T_c`$’s have been explained using a picture in which uniform itinerant-carrier spin polarization mediates a long-range ferromagnetic interaction between the $`\mathrm{Mn}^{2+}`$ ions with spin $`S=5/2`$. We present here the first theory which accounts for dynamic correlations in the ordered state and is able to describe its fundamental properties. We use a path-integral formulation and, in the RKKY spirit of the previous theory, integrate out the itinerant carriers, and expand the effective action for the impurity spins up to quadratic order. In addition to the usual Goldstone spin waves, we find itinerant-carrier dominated collective excitations analogous to the optical spin-waves in a ferrimagnet. We also find that the spin stiffness is inversely proportional to the itinerant-carrier mass and independent of the strength of the exchange coupling between magnetic ions and itinerant carriers, in contrast to the mean-field critical temperature which is proportional to the itinerant-carrier mass and to the square of the exchange coupling. We extend our calculations to the critical temperature using an approximate self-consistent spin-wave scheme and address the temperature-dependent magnetization and specific heat. Hamiltonian and effective action. We study a model which provides an accurate description of Mn based zincblende DMS’s. Magnetic ions with $`S=5/2`$ at positions $`\stackrel{}{R}_I`$ are antiferromagnetically coupled to valence-band carriers described by envelope functions, $$H=H_0+J_{pd}d^3r\stackrel{}{S}(\stackrel{}{r})\stackrel{}{s}(\stackrel{}{r}),$$ (1) where $`\stackrel{}{S}(\stackrel{}{r})=_I\stackrel{}{S}_I\delta (\stackrel{}{r}\stackrel{}{R}_I)`$ is the impurity-spin density. The itinerant-carrier spin density is expressed in terms of carrier field operators by $`\stackrel{}{s}(\stackrel{}{r})=\frac{1}{2}_{\sigma \sigma ^{}}\mathrm{\Psi }_\sigma ^{}(\stackrel{}{r})\stackrel{}{\tau }_{\sigma \sigma ^{}}\mathrm{\Psi }_\sigma ^{}(\stackrel{}{r})`$. ($`\stackrel{}{\tau }`$ is the vector of Pauli spin matrices.) $`H_0`$ includes the valence-band envelope-function Hamiltonian and, if an external magnetic field $`\stackrel{}{B}`$ is present, the Zeeman energy, $`H_0`$ $`=`$ $`{\displaystyle }d^3r\{{\displaystyle \underset{\sigma }{}}\widehat{\mathrm{\Psi }}_\sigma ^{}(\stackrel{}{r})({\displaystyle \frac{\mathrm{}^2\stackrel{}{}^2}{2m^{}}}\mu ^{})\widehat{\mathrm{\Psi }}_\sigma (\stackrel{}{r})`$ (3) $`g\mu _B\stackrel{}{B}\stackrel{}{S}(\stackrel{}{r})g^{}\mu _B\stackrel{}{B}\stackrel{}{s}(\stackrel{}{r})\}.`$ The effective mass, chemical potential, and $`g`$-factor of the itinerant carriers are labeled by $`m^{}`$, $`\mu ^{}`$, and $`g^{}`$. The model we use here is, thus, related to colossol magnetoresistance (CMR) materials and identical to those for dense Kondo systems, which simplify when the itinerant-carrier density $`c^{}`$ is much smaller than the magnetic ion density $`c`$. The fact that $`c^{}/c1`$ in ferromagnetic-semiconductor materials is essential to their ferromagnetism. Similar models have been used for ferromagnetism induced by magnetic ions in nearly ferromagnetic metals such as palladium. We represent the impurity spins in terms of Holstein-Primakoff (HP) bosons. By coarse graining, the spin density $`\stackrel{}{S}(\stackrel{}{r})`$ can be replaced by a smooth function, $`S^+(\stackrel{}{r})`$ $`=`$ $`\left(\sqrt{2cSb^{}(\stackrel{}{r})b(\stackrel{}{r})}\right)b(\stackrel{}{r})`$ (4) $`S^{}(\stackrel{}{r})`$ $`=`$ $`b^{}(\stackrel{}{r})\sqrt{2cSb^{}(\stackrel{}{r})b(\stackrel{}{r})}`$ (5) $`S^z(\stackrel{}{r})`$ $`=`$ $`cSb^{}(\stackrel{}{r})b(\stackrel{}{r})`$ (6) with bosonic fields $`b^{}(\stackrel{}{r}),b(\stackrel{}{r})`$. The partition function as a coherent-state path-integral in imaginary times reads, $$Z=𝒟[\overline{z}z]𝒟[\overline{\mathrm{\Psi }}\mathrm{\Psi }]e^{_0^\beta 𝑑\tau L(\overline{z}z,\overline{\mathrm{\Psi }}\mathrm{\Psi })}$$ (7) with $`L=d^3r\left[\overline{z}_\tau z+_\sigma \overline{\mathrm{\Psi }}_\sigma _\tau \mathrm{\Psi }_\sigma \right]+H(\overline{z}z,\overline{\mathrm{\Psi }}\mathrm{\Psi })`$. The bosonic (impurity spins) and fermionic (itinerant carriers) degrees of freedom are labeled by the complex variables $`\overline{z},z`$ and the Grassmann numbers $`\overline{\mathrm{\Psi }},\mathrm{\Psi }`$, respectively. Since the Hamiltonian is bilinear in fermionic fields, we can integrate out the itinerant carriers and arrive at an effective description in terms of the localized spin density only, $`Z=𝒟[\overline{z}z]\mathrm{exp}(S_{\mathrm{eff}}[\overline{z}z])`$ with the action $`S_{\mathrm{eff}}[\overline{z}z]={\displaystyle _0^\beta }𝑑\tau {\displaystyle d^3r\left[\overline{z}_\tau zg\mu _BB(cS\overline{z}z)\right]}`$ (8) $`\mathrm{ln}det\left[(G^{MF})^1+\delta G^1(\overline{z}z)\right].`$ (9) Here, we have already split the total kernel $`G^1`$ into a mean-field part $`(G^{MF})^1`$ and a fluctuating part $`\delta G^1`$, $`(G^{MF})^1`$ $`=`$ $`\left(_\tau {\displaystyle \frac{\mathrm{}^2\stackrel{}{}^2}{2m^{}}}\mu ^{}\right)\mathrm{𝟏}+{\displaystyle \frac{\mathrm{\Delta }}{2}}\tau ^z`$ (10) $`\delta G^1`$ $`=`$ $`{\displaystyle \frac{J_{pd}}{2}}\left[(z\tau ^{}+\overline{z}\tau ^+)\sqrt{2cS\overline{z}z}\overline{z}z\tau ^z\right]`$ (11) where $`\mathrm{\Delta }=cJ_{pd}Sg^{}\mu _BB`$ is the zero-temperature spin-splitting gap for the itinerant carriers. The physics of the itinerant carriers is embedded in the effective action of the magnetic ions. It is responsible for the retarded and non-local character of the interactions between magnetic ions, which is described here for the first time. Independent spin-wave theory. The independent spin-wave theory, which is a good approximation at low temperatures, is obtained by expanding Eq. (9) up to quadratic order in $`z`$. We find (in Fourier representation) $$S_{\mathrm{eff}}[\overline{z}z]=\frac{1}{\beta V}\underset{\|\stackrel{}{p}\|<p_c,m}{}\overline{z}(\stackrel{}{p},\nu _m)D^1(\stackrel{}{p},\nu _m)z(\stackrel{}{p},\nu _m),$$ (12) in addition to the temperature-dependent mean-field contribution. A Debye cutoff ($`p_c^3=6\pi ^2c`$) ensures that we include the correct number of magnetic ion degrees of freedom. The kernel of the quadratic action is the inverse of the spin-wave propagator, $`D^1(\stackrel{}{p},\nu _m)=i\nu _m+g\mu _BB+J_{pd}n^{}`$ (13) $`+{\displaystyle \frac{cJ_{pd}^2S}{2\beta V}}{\displaystyle \underset{n,\stackrel{}{k}}{}}G_{}^{MF}(\stackrel{}{k},\omega _n)G_{}^{MF}(\stackrel{}{k}+\stackrel{}{p},\omega _n+\nu _m)`$ (14) with the mean-field itinerant carrier Green’s function $`G_\sigma ^{MF}(\stackrel{}{k},\omega _n)=\left[i\omega _n\left(ϵ_\stackrel{}{k}+\sigma \mathrm{\Delta }/2\mu ^{}\right)\right]^1`$. The mean-field spin density is denoted by $`n^{}=(n_{}n_{})/2`$, and $`ϵ_\stackrel{}{k}=\mathrm{}^2k^2/(2m^{})`$. Excitations. We obtain the spectral density of the spin-fluctuation propagator by analytical continuation, $`i\nu _m\mathrm{\Omega }+i0^+`$ and $`A(\stackrel{}{p},\mathrm{\Omega })=\mathrm{Im}D(\stackrel{}{p},\mathrm{\Omega })/\pi `$. We find three different types of spin excitations. In all figures we take $`B=0`$ and use as typical parameters $`m^{}=0.5m_e`$, $`J_{pd}=0.15\mathrm{eVnm}^3`$, and $`c=1\mathrm{n}\mathrm{m}^3`$, where $`m_e`$ is the free-electron mass. For these parameters the mean-field itinerant-carrier system is fully polarized at $`T=0`$. i) Our model has a gapless Goldstone-mode branch (see Fig. 1) reflecting the spontaneous breaking of rotational symmetry. Expansion of the $`T=0`$ propagator at $`\mathrm{\Delta }>ϵ_F`$, where $`ϵ_F`$ is the Fermi energy of the majority-spin band, yields for small and large momenta the dispersion of the collective modes $$\mathrm{\Omega }_p^{(1)}=\frac{x}{1x}ϵ_p\left(1\frac{4ϵ_F}{5\mathrm{\Delta }}\right)+𝒪(p^4)$$ (15) and $`\mathrm{\Omega }_p^{(1)}=x\mathrm{\Delta }(1\mathrm{\Delta }/ϵ_p)+𝒪(1/p^4)`$. At short wavelengths we obtain the mean-field result $`x\mathrm{\Delta }`$, the spin-splitting of a magnetic ion in the effective field produced by fully spin-polarized itinerant carriers. Note that the itinerant-carrier and magnetic-ion mean-field spin splittings differ by a factor of $`x=c^{}/(2cS)1`$. At long wavelengths the magnon dispersion in an isotropic ferromagnet is proportional the spin stiffness $`\rho `$ divided by the magnetization $`M`$. In the adiabatic limit, $`ϵ_F\mathrm{\Delta }`$, our long-wavelength result reflects a spin-stiffness due entirely to the increase in kinetic energy of a fully spin-polarized band when the orientation has a spatial dependence, $`\rho =c^{}\mathrm{}^2/(4m^{})`$, and a magnetization $`M`$ which has opposing contributions from magnetic ions and itinerant carriers, $`M=cSc^{}/2=cS(1x)`$. In this limit, the mean-field critical temperature and the spin stiffness have opposite dependences on the itinerant-carrier mass. The low-energy mode describes spin waves in the local-impurity system. This contrasts with the case of ferromagnetism induced by local moments where the low-energy mode is primarily in the free-carrier part. ii) We find a continuum of Stoner spin-flip particle-hole excitations. They correspond to flipping a single spin in the itinerant-carrier system and, therefore, occur at much larger energies $`\mathrm{\Delta }`$ (see Fig. 2). For $`\mathrm{\Delta }>ϵ_F`$ and zero temperature, all these excitations carry spin $`S^z=+1`$, i.e., increase the spin polarization, and therefore turn up at negative frequencies in the boson propagator we study. (When $`\mathrm{\Delta }<ϵ_F`$, excitations with both $`S^z=+1`$ and $`S^z=1`$ contribute to the spectral function.) This continuum lies between the curves $`\mathrm{\Delta }ϵ_p\pm 2\sqrt{ϵ_pϵ_F}`$ and for $`\mathrm{\Delta }<ϵ_F`$ also between $`\mathrm{\Delta }+ϵ_p\pm 2\sqrt{ϵ_p(ϵ_F\mathrm{\Delta })}`$. iii) We find additional collective modes associated primarily with the itinerant-carrier system at energies below the Stoner continuum (see Fig. 2). At $`T=0`$ we obtain $$\mathrm{\Omega }_p^{(2)}=\mathrm{\Delta }(1x)\frac{1}{1x}ϵ_p\left(\frac{4ϵ_F}{5x\mathrm{\Delta }}1\right)+𝒪(p^4)$$ (16) for $`\mathrm{\Delta }>ϵ_F`$. The spectral weight of these modes is $`x/(1x)`$ at zero momentum. The finite spectral weight at negative energies indicates that the ground state is not fully spin polarized because of quantum fluctuations. Comparison to RKKY picture. For comparison we evaluate the $`T=0`$ magnon dispersion assuming an RKKY interaction between magnetic ions. This approximation results from our theory if we neglect the spin polarization in the itinerant carriers and evaluate the static limit of the resulting spin-wave propagator. The Stoner excitations and magnons shown in Fig. 2 do not emerge and the spin-wave dispersion (Fig. 1) is incorrect except for the limit $`\mathrm{\Delta }ϵ_F`$. While the RKKY picture does, in some circumstances, provide a realistic estimate of $`T_c`$, it completely fails as a theory of the ferromagnetic state. Comparison to a ferrimagnet. Some features of the excitation spectrum are, not coincidentally, like those of a localized spin ferrimagnet with antiferromagnetically coupled large spin $`S`$ (corresponding to the magnetic ions) and small spin $`s`$ (corresponding to the free carriers) subsystems on a bipartite cubic lattice. Representing the spins by HP bosons and expanding up to quadratic order, we either diagonalize the resulting Hamiltonian directly or, as in our ferromagnetic-semiconductor calculations, integrate out the smaller spins using a path-integral formulation to obtain equivalent results. We find that $$\mathrm{\Omega }_\stackrel{}{p}^{(1)/(2)}=\frac{\mathrm{\Delta }}{2}\left[(1x)\pm \sqrt{(1x)^2+4x\gamma _\stackrel{}{p}}\right]$$ (17) with $`x=s/S`$ and $`\mathrm{\Delta }=6JS`$, where $`J`$ is the exchange coupling, and $`\gamma _\stackrel{}{p}=(1/3)_i[1\mathrm{cos}(p_ia)]`$ with lattice constant $`a`$. We recover two collective modes, the coupled spin waves of the two subsystems. One is gapless, the other one gapped with $`\mathrm{\Delta }(1x)`$. The bandwidth is $`x\mathrm{\Delta }`$, and the spectral weights at zero momentum are $`1/(1x)`$ and $`x/(1x)`$, respectively, as in our model. Self-consistent scheme. Near the transition temperature $`T_c`$, the spin-wave density is of the order of $`cS`$, and expanding around a fully-polarized state is not a good starting point. Instead, we adopt a scheme which accounts self-consistently for the reduction of spin density in the localized impurity and itinerant carrier subsystems. Our approach is motivated by the Weiss mean-field theory, which is expected to be accurate for a model with static long-range interactions between the magnetic ions. This model can be obtained in our approach by taking the Ising limit (i.e., replacing $`\stackrel{}{S}\stackrel{}{s}`$ by $`S^zs^z`$) and letting the mean-field itinerant-carrier spin splitting, $`\mathrm{\Delta }(T)=J_{pd}S^z`$, reflect the thermal suppression of the impurity-spin density $`S^z`$. In this simple model the spin-wave spectrum is independent of momentum, $`\mathrm{\Omega }_p(T)=J_{pd}n^{}(T)`$, allowing a unitary transformation to spin-wave eigenstates with a site label. The constraint on the number of spin bosons ($`2S`$) on a site is then easily applied and we obtain $`S^z={\displaystyle \frac{1}{V}}{\displaystyle \underset{\|\stackrel{}{p}\|<p_c}{}}SB_S(\beta S\mathrm{\Omega }_p)`$ (18) $`={\displaystyle \frac{1}{V}}{\displaystyle \underset{\|\stackrel{}{p}\|<p_c}{}}\left\{Sn(\mathrm{\Omega }_p)+(2S+1)n[(2S+1)\mathrm{\Omega }_p]\right\},`$ (19) where $`B_S(x)`$ is the Brillouin function, and $`n(\omega )`$ is the Bose function. The first two terms in the second form of Eq. (19) give the spin density obtained by treating spin waves as bosons, while the last term is the correction from spin kinematics which rules out unphysical states. Our self-consistent spin-wave approximation consists of using Eq. (19) when $`\mathrm{\Omega }_p`$ is $`p`$dependent (see Fig. 3). Although the characteristic $`T^{3/2}`$ law for the localized-ions magnetization is recovered at low temperatures, the prefactor is reduced by $`1(2S+1)^{1/2}`$, compared to the correct value of linearized spin-wave theory. That is, constraining boson populations in momentum space is too restrictive at low temperatures, although the error is not serious for $`S=5/2`$. The transition temperature of the self-consistent spin-wave theory is lower than the estimate from Weiss mean-field theory. The presence of spin waves also shows up in the specific heat $`C_V`$, which we calculate within the same scheme (see Fig. 4). Calculating the entropy $`S`$ we obtain $$C_V=\frac{T}{V}\frac{dS}{dT}=\frac{1}{V}\underset{\|\stackrel{}{p}\|<p_c}{}\mathrm{\Omega }_p(T)\left(\frac{dN_p}{dT}\right),$$ (20) where $`N_p=SSB_S(\beta S\mathrm{\Omega }_p)`$ is the average number of spin bosons at each momentum. The specific heat from the kinetic energy of itinerant carriers turns out to be negligibly small. The specific heat of magnetic ions $`C_V`$ is proportional to $`T^{3/2}`$ at low temperature, shows a Schottky-like anomaly, and has a jump at the transition temperature. We estimate that the jump is 5% of the lattice specific heat when $`T_c100\mathrm{K}`$, suggesting that this should be observable. We acknowledge useful discussions with M. Abolfath, B. Beschoten, A. Burkov, J. Furdyna, S. Girvin, and T. Jungwirth. This work was supported by the Deutsche Forschungsgemeinschaft under grant KO 1987-1/1 and by the National Science Foundation, DMR-9714055.
warning/0001/hep-th0001161.html	ar5iv	text	# KUNS-1630hep-th/0001161 Space-time uncertainty relation and Lorentz invariance ## 1 Introduction There is a suspicion that the space-time is not a smooth manifold in a small scale as assumed in general relativity, but should be replaced by a new quantum geometry . Uncertainty relation of space-time gives an approach to such quantum space-time. Since the uncertainty relation of quantum mechanics can be obtained with a simple thought experiment, we may expect that the space-time uncertainty relation might be guessed without knowing the complete theory of quantum gravity. In fact there are several proposals of the uncertainty relation of space-time. Some come from the analysis of the scattering and the fluctuation sizes of strings and branes in string theory . Some others are derived from the investigations of the thought measuring process of space-time distances or locations, using only the knowledge of the quantum mechanics and the general relativity . The main idea of the space-time uncertainty relation obtained from such a thought measuring process is as follows. To measure the space-time distances or locations precisely, we need a high energy probe to minimize the space-time size of the wave function of the probe. But, on the other hand, since gravity couples to the energy-momentum tensor, the high energy probe would generate large fluctuations of metric. Since the location of the probe is spread quantum mechanically, the metric fluctuations have indeterminable components. Thus there exists limitation of precise measurement of space-time distances or locations. The quantum uncertainty of measuring a space-time distance $`l`$, $`\delta l(l_P^2l)^{1/3}`$, was obtained first by Karolyhazy , and also by Ng and van Dam in a thought experiment first proposed by Salecker and Wigner . Amelino-Camelia used the uncertainty relation in the form $`\delta l(l_P^2\delta t)^{1/3}`$ with an observational time period $`\delta t`$, and pointed out the possibility of observing this quantum fluctuation of the geometry with a gravitational-wave interferometer .<sup>1</sup><sup>1</sup>1See for criticism against this idea, and also for protection Barrow argued that this uncertainty relation gives qualitatively the same prediction of the life-time of a black hole as that derived from Hawking radiation. In our previous paper , we used this uncertainty relation in the form $`\delta Vl_P^2\delta t`$, where $`\delta V`$ denotes an uncertainty of a spatial volume. In this case, the uncertainty relation is applied to a four-dimensional space-time volume. This interpretation lead to an entropy bound $`S\sqrt{EV}/l_P`$, where $`E`$ and $`V`$ are the total energy and volume of a system, respectively. We pointed out that this entropy bound fits well to the holographic principle proposed by ’t Hooft and Susskind . In fact, a similar kind of entropy bound was assumed in order to prove rigorously the Bousso’s covariant entropy bound . Recently, a generally covariant formula of a similar entropy bound was proposed by Brustein and Veneziano , generalizing the Hubble-entropy-bound . Thus it would be a natural expectation that the space-time uncertainty relation can also be formulated in a generally covariant form. In this paper, we discuss a Lorentz covariant formulation of the space-time uncertainty relation above, as the smallest step toward a generally covariant formulation. We first point out that the condition that the multi-production of probe particles should not occur in the measurement process leads to the uncertainty relation $`\delta t\delta xl_P^2`$ at $`\delta tl_P`$. This relation and $`\delta Vl_P^2\delta t`$ at $`\delta tl_P`$ can be naturally combined into the form $`l_P^2\|\delta x_{i_1}^\mu n_\mu \|\|\epsilon _{\mu \nu \rho \sigma }n^\mu \delta x_{i_2}^\nu \delta x_{i_3}^\rho \delta x_{i_4}^\sigma \|`$ for any observer $`n^\mu `$. In general dimensions (larger than two), the uncertainty relation is just obtained by a straightforward generalization. With this motivation, we investigate a free field theory on a non-commutative three-dimensional space-time with the coordinate commutation relations of Lie algebra $`so(2,1)`$. We construct the momentum operators on this non-commutative space-time and define a positive-definite norm on which the coordinate and momentum operators are hermite. We study the Klein-Gordon equation on this non-commutative space-time. We found a two-fold degeneracy of the spectra. Lastly we point out that, in the case of the four-dimensional space-time, the Jacobi identity should be violated in algebraic representations of the uncertainty relation. ## 2 Uncertainty relation of space-time The metric tensor field in the general relativity could be measured by following the trajectory of a point particle. In classical mechanics, the probe particle can be regarded as a point, hence we obtain a smooth manifold, which is assumed in the general relativity. However, in quantum mechanics, since the probe particle is spread over its wave function, the measurement becomes necessarily vague. We shall discuss this measurement uncertainty in a flat Minkowski space-time. To be self-contained, we begin with the derivations of the space-time uncertainty relation of Karolyhazy-Ng-van Dam with a new ingredient. We follow, for a time period $`\delta t`$, a probe particle with a mass $`m`$ which has initially a vanishing total momentum and the gaussian wave packet with $`(\delta x)^2_{t=0}=\sigma ^2`$. We assume the wave function is symmetric under the spatial rotation. In non-relativistic approximation, the distribution of the gaussian wave packet becomes $`(\delta x)^2_{t=\delta t}=\sigma ^2+(\delta t)^2/4m^2\sigma ^2`$ after the time period $`\delta t`$, by solving the Shrödinger equation. This second term comes essentially from the momentum distribution, which is inversely proportional to the spatial distribution $`\sigma `$. This shows that, even if we have a smaller wave packet initially, we do not necessarily have a smaller wave packet for the whole period of the measuring process. Rather it has a finite minimum $$\sigma _{min}\mathrm{Min}_\sigma \sqrt{\sigma ^2+(\delta t)^2/4m^2\sigma ^2}.$$ (1) Without taking into account the condition discussed in the following paragraph, the minimum value is $`\sqrt{\delta t/m}`$ at $`\sigma =\sqrt{\delta t/2m}`$. At this minimum, the momentum distribution is in the order of $`\delta p1/\sigma \sqrt{m/\delta t}`$. Hence the condition for the non-relativistic approximation, $`\delta pm`$, to hold is equivalent to $`m1/\delta t`$. In fact, this condition must be imposed from the beginning, since, if not, the multi-production of the probes will occur because of the quantum mechanical uncertainty relation between energy and time, and the measurement by a particle probe must be abandoned. For a smaller $`\sigma `$, we should treat in a fully relativistic way. But the size of the wave packet $`(\delta x)^2_{t=\delta t}`$ in this parameter region will be anyway larger than the minimum value $`\sigma _{min}`$. Thus the non-relativistic approximation is enough to obtain $`\sigma _{min}`$ if $`m`$ is not so near to $`1/\delta t`$. The other ingredient of the Karolyhazy-Ng-van Dam type uncertainty relation is the condition that the probe should not become a black hole for it to be followed. This condition is hard to evaluate in a reliable manner, since we need a quantum field theory of general relativity to do so. We could approximate the condition with that the mean mass distribution $`\rho =m\|\phi (x)\|^2`$, where $`\phi (x)`$ is the gaussian wave function with distribution $`\sigma `$, does not make a black hole in the classical general relativity, just believing that the result is qualitatively correct. This condition is given by $$2mG_{\|x\|<R}d^3x\|\phi (x)\|^2<R\mathrm{for}\mathrm{all}R,$$ (2) where $`G`$ is the gravitational constant. This gives $$\sigma l_P^2m,$$ (3) which agrees with the intuition that the wave packet cannot be confined in the size of the Schwarzschild radius of the probe particle. Thus, from (1) and (3), we finally obtain the shortest observable spatial length in an observation with a time period $`\delta t`$: $$\delta x_{min}=\mathrm{Min}_{m\frac{1}{\delta t}}\mathrm{Min}_{\sigma l_P^2m}\sqrt{\sigma ^2+(\delta t)^2/4m^2\sigma ^2},$$ (4) where we take into account the condition $`m\frac{1}{\delta t}`$, which prohibits the multi-production of the probe particles. This condition is a new ingredient of this paper. When $`\delta tl_P`$, the minimum of (4) is at $`\sigma =l_P^2m,m^6=(\delta t)^2/2l_P^8`$. Thus we obtain the Karolyhazy-Ng-van Dam type uncertainty relation : $$(\delta x)^3(\delta x_{min})^3l_P^2\delta t.$$ (5) The non-relativistic approximation is valid for this case, since $`m/\delta p\sigma m(\delta t/l_P)^{2/3}1`$ at the minimum. When $`\delta tl_P`$, the minimum is at $`\sigma =l_P^2m,m=1/\delta t`$. Thus we obtain $$\delta x\delta x_{min}\frac{l_P^2}{\delta t}.$$ (6) Again the non-relativistic approximation is valid, since $`m/\delta p\sigma m(l_P/\delta t)^21`$ at the minimum. Form the inequalities (5) and (6), one founds that the Planck length is the minimal spatial length, $`\delta xl_P`$, while $`\delta t`$ is not bounded. This rather odd result will be remedied properly in the Lorentz covariant formulation discussed below. The relations (5) and (6) can be rewritten in the following suggestive ways: $`(\delta x)^3`$ $``$ $`l_P^2\delta t,`$ $`(\delta x)^2\delta t`$ $``$ $`l_P^2\delta x.`$ (7) Thus we propose that the uncertainty relation of space-time has the following Lorentz covariant form: $$l_P^2\delta x_{i_1}^\mu n_\mu \|\epsilon _{\mu \nu \rho \sigma }n^\mu \delta x_{i_2}^\nu \delta x_{i_3}^\rho \delta x_{i_4}^\sigma \|\mathrm{for}\mathrm{any}n^\mu ,$$ (8) where $`\delta x_i^\mu (i=1,2,3,4)`$ are the four vectors defining a space-time volume, and the inequality (8) should be satisfied for all ordering of $`\delta x_i^\mu `$. The case $`\delta x_1=(\delta t,0,0,0),\delta x_2=(0,\delta x,0,0),\delta x_3=(0,0,\delta x,0),\delta x_4=(0,0,0,\delta x)`$ in (8) reproduces (7). By substituting $`n^\mu =\delta x_i^\mu `$ in (8), we see that the four vectors $`\delta x_i^\mu `$ must be orthogonal among each other. The condition (8) might be too strong. Physically, the vector $`n^\mu `$ would denote the velocity vector of an observer. In fact, the following weaker condition is enough to reproduce (7): $$l_P^2\|\delta x_{i_1}^\mu n_\mu \|\|\epsilon _{\mu \nu \rho \sigma }n^\mu \delta x_{i_2}^\nu \delta x_{i_3}^\rho \delta x_{i_4}^\sigma \|\mathrm{for}\mathrm{any}\mathrm{time}\text{-}\mathrm{like}n^\mu .$$ (9) There would be other possible Lorentz covariant formulations which reproduce (7). Presently, we do not have any criteria to choose one of them. Now let us consider the case $`\delta x_1=(\delta t,0,0,0),\delta x_2=(0,\delta l_1,0,0),\delta x_3=(0,0,\delta l_2,0),\delta x_4=(0,0,0,\delta l_3)`$. From (8) or (9), we obtain $`l_P^2\delta t\delta l_1\delta l_2\delta l_3,`$ $`l_P^2\delta l_1\delta l_2\delta l_3\delta t,`$ $`l_P^2\delta l_2\delta l_3\delta l_1\delta t,`$ $`l_P^2\delta l_3\delta l_1\delta l_2\delta t.`$ (10) From the first and the second equation, we find $$\delta l_2\delta l_3\frac{1}{2}l_P^2\left(\frac{\delta l_1}{\delta t}+\frac{\delta t}{\delta l_1}\right)l_P^2.$$ (11) Similarly, we obtain $`\delta l_1\delta l_2l_P^2,`$ $`\mathrm{}.`$ (12) Thus we conclude that the area is bounded from below by the square of the Planck length, while the length is not in general. We have found a minimal area rather than a minimal length in four dimensional space-time. The generalization of (8) and (9) to any space-time dimension is obvious. Let us consider a three-dimensional case with $`\delta x_1=(\delta t,0,0),\delta x_2=(0,\delta l_1,0),\delta x_3=(0,0,\delta l_2)`$. The uncertainty relation leads to $`l_P\delta t\delta l_1\delta l_2,`$ $`l_P\delta l_1\delta l_2\delta t,`$ $`l_P\delta l_2\delta l_1\delta t.`$ (13) From these inequalities, we obtain $`\delta t,\delta l_1,\delta l_2l_P`$. Thus there is a minimal length in three-dimensional space-time. ## 3 Algebraic representation In this section, we shall discuss an algebraic representation of the uncertainty relation (13) in three-dimensional space-time in the spirit of Snyder , and study a free field theory on a non-commutative space-time obtained from it. Lastly we give some comments for the four-dimensional case. The algebra we use for the coordinates is the Lie algebra $`so(2,1)`$: $$[x^\mu ,x^\nu ]=il_P\epsilon ^{\mu \nu \rho }x_\rho .$$ (14) The motivation to use this algebra is that, if there exists a semi-positive definite norm on the representation space of $`x^\mu `$ with an appropriate $``$ operation, we can show that $`l_P^2x^0^24(x^1)^2(x^2)^2,`$ $`\mathrm{},`$ (15) by using $`(x^1+i\lambda x^2)^{}(x^1+i\lambda x^2)0`$ and so on for any $`\lambda `$. The inequalities (15) may be regarded as a realization of the space-time uncertainty relation (13). Firstly we shall discuss the momentum operator on this space-time. Let us assume the following form of the commutation relations for the momentum operators: $`\text{[}p^\mu ,p^\nu \text{]}`$ $`=`$ $`0,`$ $`\text{[}p^\mu ,x^\nu \text{]}`$ $`=`$ $`i\eta ^{\mu \nu }f(l_P^2p^2)+il_P\epsilon ^{\mu \nu \rho }p_\rho g(l_P^2p^2),`$ (16) where $`f,g`$ are some functions with $`f(0)=1`$ so that we recover the usual commutation relations in the limit $`l_P0`$. In (16), we have ignored a term with the tensor structure $`p^\mu p^\nu `$, because this term could be absorbed by the redefinition $`p^\mu p^\mu k(l_P^2p^2)`$. We take the signature $`\eta ^{\mu \nu }=(1,1,1)`$ and $`\epsilon ^{012}=1`$. The criteria to determine these functions $`f,g`$ are the Jacobi identities. For the cases $`[x,[x,x]+\mathrm{}`$, $`[x,[p,p]]+\mathrm{}`$ and $`[p,[p,p]]+\mathrm{}`$, the Jacobi identities are satisfied obviously. In the remaining case, we have $`\text{[}p^\mu ,\text{[}x^\nu ,x^\rho \text{]}\text{]}+\text{[}x^\rho ,\text{[}p^\mu ,x^\nu \text{]}\text{]}+\text{[}x^\nu ,\text{[}x^\rho ,p^\mu \text{]}\text{]}`$ $`=l_P\epsilon ^{\mu \nu \rho }f(12g)+l_P^2(\eta ^{\mu \nu }p^\rho \eta ^{\mu \rho }p^\nu )(2ff^{}g+g^2)`$ $`+2l_P^3(\epsilon ^{\mu \rho \sigma }p_\sigma p^\nu \epsilon ^{\mu \nu \sigma }p_\sigma p^\rho )g^{}f.`$ (17) For this to vanish, $`f`$ and $`g`$ are determined as $$f(u)=\sqrt{1+\frac{1}{4}u},g(u)=\frac{1}{2}.$$ (18) The algebra (16) and (18) we have obtained has a great similarity with that discussed by Maggiore . From (16) and (18), we immediately obtain $$\mathrm{\Delta }x^\mu \mathrm{\Delta }p^\mu \frac{1}{2}\sqrt{1+\frac{l_P^2p^2}{4}},$$ (19) where the summation over $`\mu `$ is not assumed. As was discussed by Maggiore, this uncertainty relation (19) has the following interesting features. In the high Euclidean momentum regime with $`p^i^2(\mathrm{\Delta }p^i)^2l_P^2`$, we get $$\mathrm{\Delta }x^i\frac{l_P}{4}.$$ (20) Thus we obtain a minimal spatial length. However, since, in our Lorentzian case, the right-hand side of (19) can take a fixed value by canceling a spatial momentum with its time-component, we do not argue that there exists a universal minimal length in the sense discussed in . In the regime $`\|p^2\|l_P^2`$, we obtain an uncertainty relation similar to that from string theory : $$\mathrm{\Delta }x^\mu \mathrm{\Delta }p^\mu \frac{1}{2}+\frac{l_P^2p^2}{16}.$$ (21) Now we shall discuss an explicit representation of the operators which satisfy the commutation relations (14) and (16) with (18). Since the momentum operators are commutative, we work in the representation in which the momentum operators are diagonal. For $`x^\mu `$ to satisfy (14) and (16) with (18), we easily obtain $$x^\mu =\frac{il_P}{2}\epsilon ^{\mu \nu \rho }p_\nu \frac{}{p^\rho }+i\sqrt{1+\frac{l_P^2p^2}{4}}\frac{}{p_\mu }+l_P^2A(l_P^2p^2)p^\mu ,$$ (22) where $`A(l_P^2p^2)`$ is an arbitrary function of $`p^2`$. The measure of the representation space is also determined uniquely up to a multiplication constant under the condition that the operators $`x^\mu `$ and $`p^\mu `$ be hermite. It is $$\mathrm{\Psi }_1\|𝒪(x,p)\|\mathrm{\Psi }_2=d^3p\left(1+\frac{l_P^2p^2}{4}\right)^{\frac{1}{2}}\mathrm{\Psi }_1^{}(p)𝒪(x,p)\mathrm{\Psi }_2(p).$$ (23) For $`x^\mu `$ to be hermite, the arbitrary function $`A(l_P^2p^2)`$ of (22) must be a real function. The measure (23) sets bounds on the range of the momentum $`p^\mu `$: $$p^2<\frac{4}{l_P^2}.$$ (24) Thus there exists a mass upper-bound. From the explicit representation (22) of $`x^\mu `$, we can see that the operation $`x^\mu `$ does not violate this bound. This is obvious for the first and third terms of (22). The second term changes $`p^2`$ in general, but, at the boundary $`p^2=\frac{4}{l_P^2}`$, the change vanishes. However, as we will see soon, there is a little complication concerning the global structure of the representation space, and we will find that the momentum representation space is in fact two-fold degenerate. Before discussing this feature, let us look for a wave function $`\mathrm{\Psi }`$ which satisfies the Klein-Gordon equation, $`(p^\mu p_\mu +m^2)\mathrm{\Psi }=0`$. The solution is trivially given by $`\mathrm{\Psi }_\pm (p)=\theta (\pm p^0)\delta (p^2+m^2)`$ in the momentum representation. There is also another route to obtain the wave function in terms of the coordinates $`x^\mu `$. Let us assume the following form of the wave function: $$\mathrm{\Psi }(k^\mu )=e^{ik^\mu x_\mu }\|0,$$ (25) where $`k^\mu `$ are $`c`$-numbers, and $`\|0`$ denotes the momentum zero eigenstate $`p^\mu \|0=0`$. Now we operate $`p^\mu `$ on this state: $`p^\mu e^{ik^\mu x_\mu }\|0`$ $`=`$ $`{\displaystyle _0^1}𝑑se^{i(1s)k^\mu x_\mu }\text{[}p^\mu ,ik^\nu x_\nu \text{]}e^{isk^\mu x_\mu }\|0`$ (26) $`=`$ $`{\displaystyle _0^1}𝑑se^{i(1s)k^\mu x_\mu }\left(k^\mu \sqrt{1+{\displaystyle \frac{1}{4}}l_P^2p^2}{\displaystyle \frac{1}{2}}l_P\epsilon ^{\mu \nu \rho }k_\nu p_\rho \right)e^{isk^\mu x_\mu }\|0`$ where we have used the formula $`\frac{d}{dt}e^A=_0^1𝑑se^{(1s)A}\frac{dA}{dt}e^{sA}`$ and the commutation relations (16). Repeating the above operation of $`p^\mu `$ perturbatively in $`l_P`$, one can see that the wave function $`\mathrm{\Psi }(k^\mu )`$ is in fact an eigenstate of the momentum operator $`p^\mu `$: $$p^\mu e^{ik^\mu x_\mu }\|0=k^\mu h(k^2)e^{ik^\mu x_\mu }\|0.$$ (27) To determine the function $`h(u)`$, we substitute (27) into (26). Then we obtain an integration equation, $$h(u)=_0^1𝑑s\sqrt{1+\frac{1}{4}l_P^2(h(s^2u))^2s^2u}.$$ (28) By taking the derivative with respect to $`u`$, we obtain a differential equation $$2uh^{}+h\sqrt{1+\frac{1}{4}l_P^2uh^2}=0.$$ (29) The solution of this equation is given by $`h(k^2)`$ $`=`$ $`{\displaystyle \frac{2}{l_P}}{\displaystyle \frac{1}{\sqrt{k^2}}}\mathrm{sinh}\left({\displaystyle \frac{l_P}{2}}\sqrt{k^2}\right)\mathrm{for}\mathrm{a}\mathrm{space}\text{-}\mathrm{like}k^2,`$ $`h(k^2)`$ $`=`$ $`{\displaystyle \frac{2}{l_P}}{\displaystyle \frac{1}{\sqrt{k^2}}}\mathrm{sin}\left({\displaystyle \frac{l_P}{2}}\sqrt{k^2}\right)\mathrm{for}\mathrm{a}\mathrm{time}\text{-}\mathrm{like}k^2.`$ (30) Thus the field equation becomes $$(p^\mu p_\mu +m^2)\mathrm{\Psi }(k^\mu )=\left(\frac{4}{l_P^2}\mathrm{sin}^2\left(\frac{l_P}{2}\sqrt{k^2}\right)+m^2\right)\mathrm{\Psi }(k^\mu )=0.$$ (31) In the case $`m=0`$, the solutions for (31) are: $$k^2=\left(\frac{2\pi n}{l_P}\right)^2$$ (32) with integer $`n`$. Thus it looks apparently as if there are an infinite number of additional states. To study this issue in more detail, let us consider the operator $`\mathrm{\Omega }=e^{2\pi ix^0/l_P}`$. The following discussion is obviously applicable also to the Lorentz transform of $`\mathrm{\Omega }`$. Th e operator $`\mathrm{\Omega }`$ commutes with the coordinate $`x^\mu `$, because it is just the $`2\pi `$ rotation in the spatial plane. To see the operation on the momentum $`p^\mu `$, let us consider the operator $`\mathrm{\Omega }(s)=e^{isx^0/l_P}`$ with an arbitrary real number $`s`$, and define $`p^\mu (s)=\mathrm{\Omega }(s)p^\mu \mathrm{\Omega }(s)`$. Then we have $`{\displaystyle \frac{dp^\mu (s)}{ds}}`$ $`=`$ $`{\displaystyle \frac{i}{l_P}}[x^0,p^\mu (s)]`$ (35) $`=`$ $`\{\begin{array}{c}\frac{1}{l_P}\sqrt{1+\frac{l_P^2p^2(s)}{4}}\mathrm{for}\mu =0,\hfill \\ \frac{1}{2}\epsilon ^{ij}p_j(s)\mathrm{for}\mu =i,\hfill \end{array}`$ where $`i,j`$ denote the indices for the two-dimensional spatial plane, and $`\epsilon ^{ij}`$ is the antisymmetric tensor with $`\epsilon ^{12}=1`$. The differential equation (35) is easily solved with the parameterization $`p^0(s)=(2/l_P)\sqrt{1+l_P^2a^2/4}\mathrm{sin}\theta ,p^1(s)=a\mathrm{cos}\phi ,p^2(s)=a\mathrm{sin}\phi `$: $$\theta \theta _0=\phi \phi _0=\frac{1}{2}s,$$ (36) where $`\theta _0`$ and $`\phi _0`$ are the initial values. Thus $`\mathrm{\Omega }=\mathrm{\Omega }(2\pi )`$ is a PT transform of the states. By performing the operation $`\mathrm{\Omega }`$ twice, a state will be transformed to the identical state. However, as we will explain in the followings, a state obtained by operating $`\mathrm{\Omega }`$ once is not identical with the anti-particle state of the original state. In the derivation of (36), we assumed that the square root in (35) or (18) can take both positive and negative values: $`\sqrt{1+l_P^2p^2(s)/4}=\sqrt{1+a^2l_P^2/4}\mathrm{cos}\theta `$. In other words, there are two patches where the square root takes positive or negative values. Thus it is more appropriate to parameterize the representation space in terms of $`\theta `$ and $`p^i`$ with $`p^0=(2/l_P)\sqrt{1+(p^i)^2l_P^2/4}\mathrm{sin}\theta `$, where $`\theta `$ has the range $`0\theta <2\pi `$ with the identification between $`\theta =0`$ and $`\theta =2\pi `$. With this parameterization, the measure becomes $$d^3p(1+p^2l_P^2/4)^{\frac{1}{2}}=\frac{2}{l_P}𝑑\theta d^2p.$$ (37) Thus we have obtained safely a positive definite norm. Since, for a given value of momentum, we have two choices for $`\theta `$ (unless $`\theta =\pm \pi /2`$), we conclude that the momentum representation space as well as the spectra of the states satisfying the Klein-Gordon equation are two-fold degenerate. In (14), the translational symmetry is not manifest. As was discussed in , the notion of translational symmetry should be appropriately substituted for the non-commutative space-time. The simplest candidate for the translation by a c-number vector $`v^\mu `$ is the multiplication of $`e^{iv^\mu p_\mu }`$ on a wave function $`\mathrm{\Psi }(p^\mu )`$ in the momentum representation. In fact, from (22), we obtain $`e^{iv^\mu p_\mu }x^\mu e^{iv^\mu p_\mu }=x^\mu +k^\mu `$ in the limit $`l_P0`$. The whole theory should respect this symmetry. Finally let us discuss whether it is possible to represent the uncertainty relation algebraically in four dimensions as in the three-dimensional case. The uncertainty relation has roughly the form $`\epsilon _{\mu \nu \rho \sigma }\delta x^\mu \delta x^\nu \delta x^\rho l_P^2\delta x_\sigma `$. We now assume the greater side is represented as a commutation of operators. Moving one of the coordinate operator from the left to the right-hand side as the momentum operator, a possibility is $$\text{[}x^\mu ,x^\nu \text{]}=il_P^2\epsilon ^{\mu \nu \rho \sigma }p_\rho x_\sigma +o(l_P^2).$$ (38) This algebra has a similarity with the Snyder algebra . The Snyder algebra has the form $`[x^\mu ,x^\nu ]=ia^2J^{\mu \nu }`$, where $`a`$ and $`J^{\mu \nu }`$ denote the length scale and the Lorentz transformation generators associated to the non-commutative space-time, respectively. The difference is that, in our case (38), the right-hand side is twisted: $$[x^\mu ,x^\nu ]il_P^2\epsilon ^{\mu \nu \rho \sigma }J_{\rho \sigma }.$$ (39) However we cannot proceed further to obtain the full set of the commutation relations as in the three-dimensional case. This is because, using $`[p^\mu ,x^\nu ]=i\eta ^{\mu \nu }+o(l_P)`$, we obtain $$[x^\mu ,[x^\nu ,x^\rho ]]=l_P^2\epsilon ^{\mu \nu \rho \sigma }x_\sigma +o(l_P^2),$$ (40) and the Jacobi identity should be violated in the four-dimensional case. Another possibility of representing the uncertainty relation is $$[x^\mu ,p^\nu ]=i\eta ^{\mu \nu }+l_P^2\epsilon ^{\mu \nu \rho \sigma }p_\rho p_\sigma .$$ (41) However, since $`[p^\mu ,p^\nu ]=o(1)`$, the last term would be smaller than the order of $`l_P^2`$, and can not work as a realization of the uncertainty relation. The violation of the Jacobi identity is not a special thing mathematically, and is usual when the algebra is not associative . However, the associativity seems to be deeply embedded in the formulation of quantum mechanics. Before going further, we might have to know the physical reason why we should abandon the associativity. Without any physical motivations, we would have another possibility using some triple product $`[a,b,c]`$ to represent the uncertainty relation in a form $`\epsilon _{\mu \nu \rho \sigma }[x^\mu ,x^\nu ,x^\rho ]=l_P^2x_\sigma `$. ## 4 Summary and discussions In this paper, we have investigated a Lorentz covariant formulation of a space-time uncertainty relation. The two uncertainty relations at $`\delta tl_P`$ and $`\delta tl_P`$ derived from a thought experiment are combined into a single inequality. We find a minimal area in the four-dimensional case, while we find a minimal length in three dimensions. This can be obviously generalized to any space-time dimension $`D`$, in which a $`(D2)`$-volume has a lower bound. We also discussed a free field theory on a non-commutative space-time, which realizes the space-time uncertainty relation above. We have obtained a representation of the coordinate operators and a positive-definite norm in the momentum representation. The momentum space is two-fold degenerate, and a further investigation would be needed to clarify its origin. We have shown that there exists a mass upper-bound. The existence of the mass upper-bound is an expected property of three-dimensional gravity. It is known that a point-particle generates a conical singularity with a deficit angle proportional to its mass . Since a deficit angle cannot exceed $`2\pi `$, a mass should have an upper bound. In four dimensions, we seem to be forced to use an unusual algebra to represent the uncertainty relation. Our space-time uncertainty relation does not respect the parity invariance. Since this invariance is not respected also in the standard model, the violation at the fundamental geometrical level would be interesting rather than disappointing. The three-dimensional non-commutative space-time seems to be consistently formulated. It would be highly interesting to construct a quantum field theory on this non-commutative space-time and investigate its thermodynamics to compare with the intuitive arguments in our previous paper . We hope we can give some results in this direction in our future works. Acknowledgments The author would like to thank T. Yoneya and H. Suzuki for valuable suggestions, and D.V. Ahluwalia, A. Kempf, M. Li and Y.J. Ng for interesting communication. He is also grateful for the hospitality at Summer Institute ’99, Yamanashi, Japan, where this work was initiated. He was supported in part by Grant-in-Aid for Scientific Research (#09640346), and in part by Priority Area: “Supersymmetry and Unified Theory of Elementary Particles” (#707), from Ministry of Education, Science, Sports and Culture.
warning/0001/astro-ph0001440.html	ar5iv	text	# Estimating reaction rates and uncertainties for primordial nucleosynthesis ## I introduction Big-bang nucleosynthesis (BBN) is an important component of the hot big-bang cosmology. It provides a direct probe of events less than one second after the big bang, as well as key evidence for the existence of non-baryonic dark matter. The success of big-bang nucleosynthesis theory is indicated by the narrow range of cosmic baryon density over which the observed abundances of the light isotopes, D, <sup>3</sup>He, <sup>4</sup>He, and <sup>7</sup>Li agree with their calculated abundances. This narrow range in the theory’s single free parameter (once the input physics is specified) was summarized in 1995, in units of critical density, as $`\mathrm{\Omega }_Bh^2=.009`$–.020. ($`h`$ is the Hubble constant in units of 100 km/s/Mpc; this limit is also customarily quoted in terms of the baryon-to-photon number ratio, $`2.5\times 10^{10}<\eta <6\times 10^{10}`$.) The situation has changed dramatically since that time, with the arrival of more precise astronomical measurements of D, He, and Li abundances. Of particular note are the precise measurements of the deuterium abundances in high-redshift quasar absorption systems . While most of the deuterium in the solar neighborhood has been subject to destruction in pre-main-sequence stars, the composition of these objects is believed to be nearly primordial. (Deuterium is so weakly bound that BBN is the only realistic site for cosmic production .) Because the amount of deuterium produced in BBN depends strongly on baryon density, these measurements allow a tight constraint on that parameter — presently at a level of 8%, based on the measurements of Burles and Tytler and the standard estimation of theoretical errors. In a few years, the deuterium-inferred baryon density will be subject to comparison with a similarly precise inference of the baryon density from observations of the cosmic background radiation . This is an important comparison, because the physical bases of these two inferences are completely independent. The new state of affairs (with corresponding advances in He and Li observations) has been described as a “precision era” for big-bang nucleosynthesis . However, as the observational uncertainties shrink, the uncertainties on the calculated abundances begin to dominate. Although the nucleosynthesis calculation itself is straightforward, and has been well-understood for over three decades now , “theoretical” uncertainties arise from its nuclear cross section inputs. These inputs consist of cross sections (Fig. 1) which have been measured in nuclear laboratories since the 1930’s, with accurate enough data for nucleosynthesis work dating mostly from the 1950’s and 1960’s. It is well-known that stellar nucleosynthesis requires cross sections below the Coulomb barrier, which cannot be directly probed in the laboratory because the cross sections are too small. In contrast, BBN occurs at sufficiently high temperatures ($`T10^9`$ K) that this is not a serious problem, and data are generally present at exactly the energies where they are needed for a BBN abundance calculation without any recourse to theoretical modeling. In fact, there is a sufficiently large body of precise data in the energy range needed for BBN that the results of the calculation have remained nearly the same since the standard code was first run by Wagoner in 1967 , despite a slow trickle of new cross section measurements. Nonetheless, some uncertainty remains in the calculations, arising from experimental uncertainties in determining these cross sections. These uncertainties range from about 5% to 25% in the cross sections, and propagate to errors of up to nearly a factor of two (from lower to upper $`2\sigma `$ limits) in the case of the calculated <sup>7</sup>Li abundance. (This is true of “standard BBN,” which contains nothing beyond the standard model of particle physics. There are, of course, greater uncertainties if alternative – e.g. baryon-inhomogeneous – scenarios are considered .) The present “industry-standard” error estimation for the inputs was done by Smith, Kawano, and Malaney (hereafter SKM, Ref. ) in 1993, using the Monte Carlo error propagation method applied earlier by Krauss and Romanelli . This was a landmark work because it examined all the nuclear inputs critically and in detail, and it placed quantitative error estimates on all the inputs. There has been a small number of new cross section measurements since , which have been unevenly incorporated in subsequent work. Subsequent authors have continued to use the SKM rates and errors for most or all reactions. A few have substituted the results of a single new measurement in place of the corresponding SKM evaluation of all experiments for the given reaction. Because the SKM uncertainties are used so widely to draw quantitative conclusions concerning many aspects of cosmology and particle physics, it is important to examine their assumptions and attempt improvement as well as to maintain some up-to-date set of uncertainties. The SKM work proceeds as follows: Cross section data for the key reactions (Fig. 1) are gathered from an extensive survey of the literature. These data are fitted to standard, if very approximate, theoretical expectations concerning their energy dependence (typically a low-order polynomial, for the low-energy $`S`$-factor), which has been widely used in previous work . Some arbitrary choices are made concerning inclusion and exclusion of data points in the fits, with a view to making these fits accurate over the energy range critical for BBN. Error estimation begins with formal error estimates on the fitted parameters, but is modified where necessary to include most or all data points within two-sigma error curves. This conservative approach justifies some arbitrariness in weighting the data sets. The SKM errors on the cross sections are summarized (with two exceptions) as uncertainties in the overall normalization, and then propagated through the basic BBN calculation by a Monte Carlo procedure with normalization values drawn from Gaussian distributions. We begin by listing principles for a better treatment of nuclear data in a BBN calculation, commensurate with the goals of ensuring that the confidence limits being quoted in cosmological work are meaningful, and of making a direct link to the nuclear measurements. Because the energy dependences of the cross sections are not in question in most cases, our main goal is to arrive at a suitable method of estimating errors in the BBN yields. The desirable qualities for such a method are are: 1) Nuclear data, and their published uncertainties, should be incorporated into the BBN calculation as directly as possible, so that errors in the calculation are directly linked to the nuclear data set, and the results of the BBN calculation reflect as few arbitrary choices as possible; 2) minimal assumptions concerning functional forms of cross sections (as functions of energy) should be used, where there are enough data to characterize these functional forms (almost all cases); 3) there should be accounting for correlated errors in the data, since they are ubiquitous; 4) the incorporation of future data with smaller formal errors into the inputs should reduce the uncertainty estimates in the calculation; and 5) the prescription should be no more conservative than necessary, given the precision with which abundances are now being measured. The procedure of SKM, outlined above, does reasonably well on point number 2. Point number 5 is something of a matter of taste (although there is a mismatch in levels of conservatism between SKM and the errors quoted by astronomers). However, the SKM procedure does not answer well to our other requirements. The subjective assignment of errors causes trouble on points 1, 3, and 4. In particular, the conservative SKM method is not re-applicable in a way that narrows error estimates as new data are incorporated in the data set, unless old data are thrown out, and so it does not satisfy point number 4. Poor performance on this point discourages the production of more precise measurements, because it is unclear how new data will affect error estimates on reaction rates. To improve on the SKM work, we propose a new prescription for treating the nuclear data that uses the measured cross sections directly in the standard big-bang nucleosynthesis calculation. It is a Monte Carlo technique that uses “realizations” of the full nuclear data set for the key reactions identified by SKM and Krauss and Romanelli to derive reaction rates. We extract final nucleosynthesis yields and confidence limits from distributions of yields corresponding to the distributions of cross sections implied in quoted experimental errors. While there may be some question of uniqueness, our method does provide a useful and unambiguous prescription for linking the results of the BBN calculation to its nuclear inputs. This method is very much in accord with the stated goals of earlier work, both of SKM and of Krauss and Romanelli , and it reflects increasing computer speed. In the words of Krauss and Romanelli, “unless error estimates are tied to a direct analysis of the data one cannot accurately gauge the margin for improvement.” The rest of this paper is organized as follows: In Section II, we describe our Monte Carlo method for computing light-element yields and confidence intervals from the nuclear data. In Section III, we discuss the nuclear inputs in detail, emphasizing differences from the analysis of SKM. In Section IV, we discuss the results of a standard BBN calculation using our method. In Section V, we discuss the implications of our work both for the BBN calculation and for cosmology in general. ## II method For our purposes, the nuclear inputs for a BBN calculation come in the form of angle-integrated cross sections, $`\sigma (E)`$, where $`E`$ is reaction energy, reported in the published literature. The quantities needed to evolve abundances in a reaction network are thermally-averaged cross sections, $$\sigma v=\sqrt{\frac{8}{\pi \mu (kT)^3}}\sigma (E)Ee^{E/kT}𝑑E,$$ (1) where $`\mu `$ is the reduced mass and $`k`$ is Boltzmann’s constant. In the case of charged particles, the procedure typically followed in the past to obtain these thermally-averaged rates has been as follows: One first re-parameterizes the measured cross sections as $`S`$-factors, $$S(E)=E\sigma (E)e^{2\pi \zeta },$$ (2) where $`\zeta =Z_1Z_2\alpha /v`$, to remove the strong Coulomb dependence of the cross section. Here, $`\alpha `$ is the fine structure constant, $`Z_i`$ are atomic numbers of the nuclei, and $`v`$ is their relative velocity. The resulting function is then fitted to a low-order polynomial plus resonant terms to obtain a form which can be integrated. (This functional form has sometimes been used for extrapolation to low energy, although that is discouraged.) The integration of the nonresonant rate is then performed using a saddle-point approximation with lowest-order corrections , or else performed numerically and fitted to the functional form one gets from the saddle-point integration. (The same considerations apply for neutron-induced cross sections, with the exception that they are fitted by a low-order polynomial in velocity before integration, and the integrations are then exact.) Resonant cross sections are fitted to Breit-Wigner or single-level $`R`$-matrix forms, integrated numerically, and fitted to analytic forms. While these functional forms are useful for disseminating evaluated reaction rates in printed form, and have therefore become somewhat standard, they are not ideal for producing rates valid over a wide range of temperatures or for arbitrary $`S(E)`$. Both SKM and Krauss and Romanelli used this sort of procedure, including most of the extant data in the fits, and being careful that the fits were performed over the energy range needed for BBN calculations. They followed it up by estimating uncertainties on the reaction rates, expressed as errors in overall normalization (except for two cases of energy-dependent errors in SKM), which are appropriate to the BBN energy range. They then estimated the corresponding uncertainties in BBN yields by varying the rates according to these error estimates in Monte Carlo BBN yield calculations and examining the distribution of output abundances. The Monte Carlo approach was originally deemed necessary because it is not clear without doing the calculation whether the errors combine linearly. The recent work of Fiorentini et al. indicates that in fact normalization errors on the reaction rates can be propagated linearly through the BBN calculation, and the results are very close to the corresponding Monte Carlo results. Our method differs from that of these earlier efforts in several ways: we fold the process of characterizing reaction rates into the same Monte Carlo process that calculates abundances, we try to make the least possible number of assumptions about the functional forms of cross-section energy dependences, and we try to keep error estimation based strictly on quoted errors in the nuclear data set, including correlated errors explicitly. Our Monte Carlo calculations sampled the space of nuclear cross sections indicated by the nuclear data, and the result was a distribution of output abundances, from which we derived confidence limits. Each calculation sampled 25,000 points in this space. (This was a number that gave us smooth 95% cl curves as a function of baryon density.) A single Monte Carlo sample consisted of the following steps: 1. For every measured cross section of every reaction (every $`\sigma (E)`$ in our database), a random number was drawn from a Gaussian distribution whose mean is the reported cross section at that energy, and whose variance is the reported variance for that point. Also, for each data set (collections of $`\sigma (E)`$ values from a given experiment), a random number was drawn from a Gaussian distribution whose variance was the normalization error shared by those points, and all cross sections in that data set were multiplied by this random normalization. This provided accounting for correlated errors. The database of cross sections and uncertainties is described in Sec. III below. 2. After “synthetic” cross section data were chosen, smooth representations of these data were created for integration. Specifically, the $`S(E)`$ (or $`\sigma v`$, for neutron-induced processes) curve for each reaction was fitted to a piecewise polynomial (in $`B`$-spline representation) as a function of energy. The spline broke up the energy axis into several (typically less than ten) segments, generally evenly-spaced in $`\mathrm{log}E`$, assumed a polynomial of order 3–5 within each segment, and forced continuity of derivatives across the segment boundaries. This curve was fitted to the simulated data by the customary weighted linear least-squares technique. Note that this approach is “theory-free” in the sense that the only assumption we have made about the cross sections is that they are sufficiently smooth functions of energy to be represented by the chosen piecewise polynomial. The $`S`$ factor re-parameterization is only a re-parameterization, and is converted back to cross sections after splines are fitted. Although the number of variables for our smooth representation was chosen by eye for each reaction individually, we expect that small variations in the functional form of the $`S`$ factor which depend on choices made in the fitting are smoothed out by the subsequent thermal averaging and Monte Carlo sampling. 3. The smooth representation of each cross section was integrated numerically at many different temperatures (ten per decade), and the resulting reaction rates fitted to a smooth representation as a function of temperature. This allowed subsequent calculation of rates by interpolation without expensive integrations. 4. Finally, these reaction rates were fed into a standard BBN code , which used them to calculate yields. Note that since independent integrations of different numbers are performed for each Monte Carlo step, any (non-systematic) integration errors are accounted for in the Monte Carlo process. When the code was finished, we extracted 95% confidence limits from the distribution of yields. This process is similar to a treatment of fitting errors described in Numerical Recipes . We treated three reactions somewhat differently from the rest. First, we used the most recent experimental value for the neutron lifetime, $`885.4\pm 2`$ s, to derive values for the neutron-proton interconversion rates, choosing Monte Carlo values for this rate according to a Gaussian distribution with this mean and variance. These rates affect only the final <sup>4</sup>He abundance significantly. This is also the only process <sup>4</sup>He yields are sensitive to at likely values of baryon density. Lopez and Turner have incorporated in a coherent and consistent way a number of small but important physics and numerical corrections to the weak rates, and we take yields for this nuclide from their work. Second, there was not enough data coverage to use our technique for proton-neutron capture, $`p(n,\gamma )d`$, so we used a theoretical model of this process as described in Sec. III D 1 below. Finally, the apparent presence of systematic discrepancies in measurements of the $`{}_{}{}^{3}\mathrm{He}(\alpha ,\gamma )^7\mathrm{Be}`$ cross section required the special treatment described in Sec. III D 8, after applying our standard technique to a subset of the data. ## III nuclear inputs ### A The Database The nuclear data used in our work were obtained from a comprehensive survey of the experimental literature from approximately 1945 onward. Many of the numerical values were obtained from the on-line CSISRS database . However, even in these cases, we incorporated data sets only after reading the original sources carefully. For almost all reactions, the data sets included were the same ones found in SKM. There are three reactions, $`d(p,\gamma )^3\mathrm{He}`$, $`{}_{}{}^{3}\mathrm{He}(n,p)^3\mathrm{H}`$, and $`t(\alpha ,\gamma )^7\mathrm{Li}`$, for which more recent cross section data than those used by SKM exist. Some subsequent BBN calculations (e.g., Ref. ) have incorporated the latest measurement of $`t(\alpha ,\gamma )^7\mathrm{Li}`$ by replacing the SKM fit with a reaction rate and uncertainty based on that measurement alone. These numbers have not found their way into all subsequent work (e.g., Ref. ), and we know of no calculations that have incorporated either of the recent TUNL measurements of the $`d(p,\gamma )^3\mathrm{He}`$ cross section (save one reported in this last experimental reference). One of our goals is to provide a new standard calculation which incorporates these measurements so that they are not ignored in future theoretical work. Another of our major goals is to incorporate explicitly information concerning known systematic errors in the cross section measurements, which indicate correlations among data from a given experiment. The incorporation of this information into our Monte Carlo calculation is described in Sec. II above. Here, we describe the origin of the numbers used. Data sets which include measurements of the cross section for the same process at several energies contain both shared normalization errors (which affect all points in that data set) and unshared point-to-point errors (which vary from one point to the next, and arise primarily from counting statistics). Because it is generally much more difficult to determine the absolute normalization of a cross section than it is to measure its energy dependence, most of the uncertainty in a given cross section is usually in its normalization. It is therefore important to treat normalization errors in the data properly when combining data sets, especially if the data sets are of different sizes. It is not correct to apply the quoted “total error” for each point in a fit when the correlated errors have been added in (the usual case for published data). Our calculation assumes Gaussian-distributed errors as the simplest assumption in every case, although one might expect that normalization errors, in particular, will not be Gaussian-distributed. Note that in other contexts, one typically allows a floating overall normalization for each data set in fitting nuclear data. Since the energy dependences are well-determined for almost all of the eleven key cross sections, we are only interested in experiments which measure the cross section normalization. Separate treatment of shared and unshared errors involves some difficulties. These include the fact that systematic effects may not be well-quantified, and the fact that experimental data have often been presented in ways incompatible with this goal. Several of the experimental sources (especially the more recent ones) explicitly state shared normalization errors separately from unshared errors. In some cases, quoted normalization errors had to be subtracted from quoted total errors, which are quadrature sums with unshared errors. Other experimental sources did not explicitly add up the shared errors, but they usually listed the percent contribution from each major item in the error budget separately. These could usually be added up to provide normalization errors, with a small amount of guesswork as to which contributions to place in each category. For example, detector efficiencies and target chemistry are often readily identifiable as sources of shared error, in those cases where they are. Because errors are almost always added in quadrature, our procedure was not strongly dependent on identifying which category (shared or unshared) each individual contribution should be placed in, so long as we were careful that estimates of unshared errors did not become too small. We are confident that the sizes of errors adopted for our database are all roughly correct. Our method required that we exclude a small number of data sets which did not provide enough information for such a breakdown of error sources (but we were biased toward keeping data sets, especially where there were few measurements of a cross section). We also excluded data sets which only represent measurements of relative cross sections. Fortunately, we did not need to exclude a large number of data sets for any reason. We have not incorporated any of the substantial body of theoretical knowledge (ranging from unitarity constraints to “microscopic” reaction models) which exists for some of these processes into the database, except for the process $`p(n,\gamma )d`$. The reason for this is that there is little need for theoretical evaluations where we already have large amounts of data, especially since errors are often hard to assign to models. A typical use of theoretical models is to calculate an energy dependence for a cross section, test it by comparison with relative cross section measurements, and then normalize it by absolute cross section measurements. This is more constraining than our approach, since it allows data taken at all energy ranges (and sometimes in other reaction and scattering channels) to affect the evaluated cross section at a given energy, but it would require a significantly larger and less straightforward effort. In this regard, our “theory-free” approach may still provide conservative error estimates for some reactions. Because of all these concerns, particularly those concerning unknown systematics and arbitrariness of error assignment in experiments, there can probably be no unique evaluation of rates and their errors. We have attempted to make estimates with the desirable qualities listed above, and to improve on previous efforts. ### B Reaction Sensitivities Because our approach to the BBN calculation is very closely tied to the data, we are able to make very precise statements about exactly which inputs the calculated yields are sensitive to (at least for the “standard BBN” calculation we have done). In particular, we have quantified this sensitivity with what we call “sensitivity functions” for each reaction and nuclide. These may be regarded as functional derivatives of BBN yields with respect to reaction $`S`$ factors. For a given reaction and nuclide, we calculate one of these functions numerically by adding a small amount to the reaction $`S`$ factor over a narrow bin in energy, and computing the resulting primordial abundance of that nuclide. The sensitivity function is the fractional difference between this yield and the unperturbed yield, as a function of the location of the energy bin. In the limit of very narrow energy bins, this is a functional derivative. The functions indicate quantitatively the exact energies at which each process is important in standard BBN, and therefore the exact energies at which precise cross section measurements are needed to produce precise BBN calculations. We denote the sensitivity functions by $`g_2(E)`$ for D/H and $`g_7(E)`$ for <sup>7</sup>Li/H, and they are shown for all eleven cross sections below. The general behavior of these functions is clear: Above some temperature in the vicinity of $`10^9`$ K, the actual reaction rates do not matter because the reactions are in thermal equilibrium, with forward and reverse reactions proceeding at the same rate. When the density and temperature drop to some point at which a particular reaction falls out of equilibrium, its rate may become a determinant of the nuclide abundances. Finally, there comes a point when temperatures and densities are too low for a reaction to change abundances at all. The approximate effective energies of reactions for nuclear burning at a given temperature correspond to the customary “Gamow peak” of nuclear astrophysics , and what we see in the sensitivity function is often the Gamow peak, convolved with the distribution of temperatures at which a given reaction is active, but out of equilibrium. The rate sensitivities are also functions of the baryon density, as indicated in the plots of Sec. III D. ### C Statistical tests Our new method for calculating BBN abundances should be examined to test the robustness of its results and the consistency of the input nuclear data. We therefore applied it to fake data drawn from the assumed source distribution of the actual data. We generated (for each reaction) fake data that were Gaussian-distributed about our highest-probability curve. Correlated data were multiplied by appropriate Gaussian-distributed common normalizations. The fake data were placed at the same energies as the actual data, and the distributions were based on the quoted errors of the corresponding actual data. For each collection of fake data, we applied our Monte Carlo curve-fitting method, and computed the means, $`\mu (b_i)`$, and standard deviations, $`\sigma (b_i)`$, of the $`B`$-spline coefficients describing the fitted curves. ($`b_i`$ denotes the coefficient of the $`i`$th basis function. Note that the local support of $`B`$-spline basis functions makes each of these coefficients a sort of weighted local average of the fitted function, so that $`\mu (b_i)`$ and $`\sigma (b_i)`$ reflect the means and standard deviations of the fitted curves directly.) After performing this procedure for many ($`1000`$) collections of fake data, we computed the means, $`\overline{\mu (b_i)}`$, $`\overline{\sigma (b_i)}`$ and standard deviations $`\mathrm{\Sigma }(\mu (b_i))`$, $`\mathrm{\Sigma }(\sigma (b_i))`$ over the fake-data distribution of the $`B`$-spline coefficient means $`\mu (b_i)`$ and standard deviations $`\sigma (b_i)`$ derived from each choice of fake data. Comparison of these numbers with the means and variances of $`B`$-spline coefficients generated as intermediate numbers by our BBN code indicates that the means reproduce the assumed curves consistently with our error estimates in all but one case. The mean variances $`\overline{\sigma (b_i)}`$ of the $`B`$-spline coefficients generally agree with the standard deviations of $`B`$-spline coefficients from our BBN procedure (which are $`\sigma _i`$ for the actual data); where they differ, our BBN procedure gives slightly larger standard deviations. The standard deviations of the means, $`\mathrm{\Sigma }(\mu (b_i))`$, were virtually always identical to the mean standard deviations, $`\overline{\sigma (b_i)}`$. In other words, the distributions of $`S`$-factor curves from our procedure do not change drastically when the experimental data are drawn from other points in the same distributions from which we assume the actual data to be drawn. Serious errors in reproducing the assumed curves occurred only for $`{}_{}{}^{3}\mathrm{He}(d,p)^4\mathrm{He}`$. We repeated the same numerical experiment, this time simulating a factor-of-two underestimation of all normalization errors by adding extra scatter to the fake data (doubling all of the normalization errors). In applying our Monte Carlo method to these fake data, we assumed the quoted normalization errors, not the inflated ones. The most noticeable results were an increase in the standard deviations of means $`\mathrm{\Sigma }(\mu (b_i))`$ by a factor of about $`\sqrt{2}`$, and slighly poorer reconstruction of several coefficients for $`t(\alpha ,\gamma )^7\mathrm{Li}`$. Very little else changed. The standard deviations over fake data of the $`B`$-spline variances, $`\mathrm{\Sigma }(\sigma (b_i))`$, also increased in some cases, but were seldom much more than 10% of $`\overline{\sigma (b_i)}`$. In other words, the variances of the $`S`$-factor curves from our BBN procedure are sensitive mainly to the error estimates rather than the quoted cross sections, while the mean curves are less sensitive to the error estimates. Underestimated errors result in $`S`$-factor curves that vary less than they should in our BBN calculation, but probably never by factors of more than 1.5. Although the results above suggest that our method is not overly sensitive to unexpected scatter in the data, we still wish to address the question of consistency of the nuclear data. We calculate a chi-squared statistic with the data and the “best-fit” model curve describing the un-altered data. This is not a goodness-of-fit test for our modelling, because the individual curve plays no important role in our calculation. It is, rather, a benchmark by which to examine the consistency of data measured at different energies. Initially, we calculated this chi-squared statistic using the full non-diagonal error matrix, as described in Ref. . However, as this reference shows, chi-squared calculations using the non-diagonal error matrix are not appropriate when the correlations are in the form of shared normalizations. Fits minimizing this statistic are almost always lower than the data when there are large normalization errors. The statistic that we did apply is the ordinary $`\chi ^2`$ statistic, defined as $$\chi ^2=\underset{i}{}\frac{(S(E_i)S_{\mathrm{model}}(E_i))^2}{\sigma _i^2},$$ (3) where $`S(E_i)`$ are the data for a given reaction, measured at energies $`E_i`$, $`S_{\mathrm{model}}(E)`$ is the best-fit model curve, $`\sigma _i`$ is the quadrature sum of normalization and point-to-point errors for each datum, and the sum is over all data for a given reaction. Because of the correlated errors, we do not expect this statistic to be distributed as a formal chi-squared distribution. We therefore constructed the expected distribution by varying fake data about the best-fit curve according to the quoted uncertainties as above. This allowed us to assess consistency of the data by determining the likelihood of the actual value of $`\chi ^2`$, given our assumptions about the distribution from which the actual data were drawn. The results of computing $`\chi ^2`$ for each reaction $`S`$-factor and comparing it to the fake data distribution are shown in Table I. From these results, we conclude that the only clear case of trouble is $`{}_{}{}^{3}\mathrm{He}(d,p)^4\mathrm{He}`$. Note that this cross section has no noticeble effect on the calculated deuterium abundance, and very little effect on the calculated <sup>7</sup>Li abundance. It is more important for <sup>3</sup>He, which is not as yet amenable to high-precision treatment as a product of BBN. The reader may object that we do not have a procedure to inflate the errors where the $`\chi ^2`$ test indicates that they may have been underestimated, or to discard data sets which contribute disproportionately to $`\chi ^2`$. We have resisted adopting such procedures for several reasons. The first is that it would be difficult to arrive at a unique and meaningful prescription to determine by how much to inflate errors, or which data to discard. (The customary multiplication by the square root of the $`\chi ^2`$ per degree of freedom is not suitable because $`\chi ^2`$ is not distributed as a formal $`\chi ^2`$ distribution, and because the factor should in principle be a function of energy.) The second reason is that we would like to leave any systematic problems with the existing data, and their properties with regard to generating formal errors for BBN, as distinct issues. A database which performs well on both counts is desirable for producing reliable BBN calculations. On the other hand, discarding data is something we will not do without good reasons from the nuclear physics literature, even though disproportionately large fractions of the $`\chi ^2`$ statistics usually do come from individual data sets in our database. Finally, there is only one “two-sigma” unlikely $`\chi ^2`$ in Table I, although there are more “one-sigma” unlikely values of $`\chi ^2`$ than expected. ### D Individual Reactions The following section is dedicated to detailed discussions of the data sets for each individual reaction. For convenience, we have followed the same ordering as SKM in discussing individual reactions. Because the available data have changed very little since the work of SKM, we emphasize differences from their analysis and new insights provided by our examination of the inputs. We also list the references from which we compiled our database. Unless explicitly discussed, any omission was because either a normalization error could not be extracted from the original source, or the experiment measured only relative cross sections (or, trivially, the experiment contained no data in the relevant energy range). For each reaction, we show in a graph (Figs. 212) the input data, the “best-fit” curves and 95% confidence limits inferred from our Monte Carlo procedure (solid curves), and (where available) the corresponding curves from the SKM analysis (dash-dotted curves), and curves from the ENDF-B/VI evaluation (dashed curves). The tick marks below the data in each graph show the region over which the integral must be performed to get the yields correct to one-tenth of the total uncertainty in all abundances (inner tick marks), and to get the yields correct to one part in $`10^5`$ (outer tick marks). In the lower panels of each graph, we show the sensitivity functions at baryon densities of $`\mathrm{\Omega }_Bh^2=0.019`$ (solid curves) and $`\mathrm{\Omega }_Bh^2=0.009`$ (dashed curves) for D and <sup>7</sup>Li. They represent very well the contribution of the $`S`$ factor uncertainties to the final yield uncertainties as functions of reaction energy in the sense that, to a good approximation, the convolutions of these curves with the 95% cross section limits gives the 95% yield limits due to that reaction indicated by the Monte Carlo study described below. The $`g`$ functions shown in the plots have been multiplied by energy in MeV so that relative areas under the curves can be accurately judged on the logarithmic scale on which we have plotted the nuclear data. Some references contained two or more distinct data sets with different normalization errors; in these cases, an extra number after publication year distinguishes symbols from the same publication. All energies are in the center-of-mass frame. #### 1 $`p(n,\gamma )d`$ As noted above, this reaction required special treatment. It could not be subjected to our piecewise splining or Monte Carlo sampling of data points because of an extreme scarcity of data in the $`E_{CM}<300`$ keV range. This is despite recent efforts to measure this crucial cross section in the relevant energy range, which have so far resulted in only four data points. We have chosen as the cross section for this process its evaluation in the ENDF-B/VI database . This cross section derives from a theoretical model computed sometime around 1970, constrained by $`np`$ scattering phase shifts, along with a few photodisintegration data (known to have systematic problems), and it has seen a minor update to match the current value of the well-measured thermal-neutron capture cross section . No documentation for this model survives. The crucial energy range for BBN corresponds to a changeover in reaction mechanisms (from $`M1`$ capture to $`E1`$ capture) for this process, so one might expect the validity of the evaluation to be most in question there. It has held up remarkably well in light of the recent measurements, but its authors view this as a fortuitous coincidence . SKM estimated a 5% uncertainty on this evaluation, based on uncertainties quoted in earlier tabulations of the cross section for practical use. It is very difficult to trace the origin of this number, but we have adopted a 5% Gaussian-distributed normalization error as the uncertainty in this cross section — both for consistency with SKM, and because it is not too far from an estimate by the evaluation’s authors of “at least 10%” . (Note that the 7% total uncertainty quoted by SKM includes errors in further fitting and integration. We do no further fitting, and we estimate an error of less than 1% in our numerical rate integrations.) #### 2 $`d(p,\gamma )^3\mathrm{He}`$ The data set for this reaction is not well suited to our method. Of the three experiments performed before 1990, the experiment of Bailey et al. is only a relative measurement, and not suited to our method; the low-energy experiment of Griffiths et al. deconvolved thick-target data with a simple model of combined $`S`$\- and $`P`$-wave capture at a sharp nuclear surface. The resulting energy dependence is in conflict with both the more recent measurements of Schmid et al. and the three-body microscopic calculation of Viviani et al. . The recent TUNL experiments also suggest that these earlier thick ice target experiments used the wrong stopping powers, resulting in cross sections about 15% too high. We excluded the Griffiths et al. and Bailey et al. data sets for these reasons, but only after checking that their omission did not alter our results drastically. As indicated below, this reaction contributes a large portion of our uncertainty estimates. The only other experiment in our database for this reaction is from Ref. . The sparseness of the data may be a cause for concern regarding our treatment of this cross section. However, it is encouraging that our splines indicate much the same energy dependence as the microscopic calculation , so the sparseness is probably not such a big problem. Our errors reflect the $`8\%`$ normalization errors in the best measurements of the cross section. #### 3 $`d(d,n)^3\mathrm{He}`$ The deuteron-deuteron reactions have been measured very extensively for fusion applications, and they are especially well-constrained below about 60 keV by the precise measurements of Brown and Jarmie . The SKM errors were based on an apparent discrepancy between these data and those of Krauss et al. . Brown and Jarmie make a similar assessment of the situation, and recommend renormalizing the Krauss et al. data to their more precise data (which we do not do). It is important to note that most of the error in both cases is contained in normalizations, so the case is not a 10% discrepancy between ten data points with $`8\%`$ errors and eleven points with 1.5% errors. Note that the sensitivity functions peak at 100 keV or above, beyond the Brown and Jarmie data. With the exception of Krauss et al. (with an $`8\%`$ claimed normalization error), all of the data in this region date from before 1960, and their large errors and scatter are responsible for the large contribution of this reaction to the uncertainties in BBN yields. Other data for this reaction are from Refs. . #### 4 $`d(d,p)t`$ This cross section is generally measured concurrently with that of $`d(d,n)^3\mathrm{He}`$, so most of the discussion for that reaction carries over to this one. The sensitivity functions here are more complicated, but there is still a large contribution at energies greater than 100 keV. There are also fewer data above 100 keV in this case, reflecting the use of neutron-specific detection methods in some $`d(d,n)^3\mathrm{He}`$ experiments. Again, few of the data which are present in this range come from modern experiments. The data for this reaction were taken from Refs. . #### 5 $`{}_{}{}^{3}\mathrm{He}(n,p)t`$ The data set for this reaction consists of cross sections for both the forward (Refs. ) and reverse (Ref. ) processes. We used reverse data that had been converted to forward cross sections through exact detailed balance relations, along with direct data. The SKM fit included numbers from Alfimenkov , which we did not obtain, but the important difference between our analysis and that of SKM is that they excluded the very precise measurement of Borzakov et al. , which owes its small quoted uncertainty to a normalization from $`{}_{}{}^{6}\mathrm{Li}(n,\alpha )^3\mathrm{He}`$ data intended for metrological use . SKM excluded this data set because it decreases with energy more quickly than the other data, ending lower than any of them at 100 keV. This, combined with the small quoted errors, would have forced their second-order polynomial fit below the data at higher energies. However, this is not a problem for our piecewise spline approach, which decouples errors arising from different experiments at different energies. The extensive and much-needed data which Brune et al. published recently for this cross section also agree more closely with the Borzakov et al. than with SKM. #### 6 $`t(d,n)^4\mathrm{He}`$ The definitive measurement of the cross section for this process, up to 70 keV, is by the Los Alamos group , and it has a quoted normalization error of 1.4%. Other measurements in our database come from Refs. . As SKM point out, there are no modern experiments on the high-energy side of the resonance. However, this reaction does not contribute noticeably to the uncertainty in D or <sup>7</sup>Li yields. #### 7 $`{}_{}{}^{3}\mathrm{He}(d,p)^4\mathrm{He}`$ There is considerable scatter in the data for this process, as reflected in the very low probability of the $`\chi ^2`$ statistic. In the case of the Bonner et al. measurement , this may be attributable to energy straggling in the gas target’s Al window. In any case, there is little else to say here except to point out that our piecewise spline seems to represent the data about as well as the SKM $`R`$-matrix fit. This reaction contributes a large portion of the uncertainty in the <sup>3</sup>He yield. Other data used for this reaction are from Refs. and . The low-energy data of Schröder et al. , intended to probe electron screening, were omitted here because they did not measure the absolute cross section. #### 8 $`{}_{}{}^{3}\mathrm{He}(\alpha ,\gamma )^7\mathrm{Be}`$ The apparent discrepancy at $`2\sigma `$ between experiments that observe capture gamma rays from this process (Refs. ) and those that observe photons from the <sup>7</sup>Be decay (Refs.) is well-known from discussions of the solar neutrino problem . Our direct approach to the data makes no use of the (well-understood) theory of this process, and the activation technique has only been used at energies too high to affect big-bang nucleosynthesis (although the Volk et al. results are quoted as extrapolated $`S(0)`$ values only). However, the energy dependence of this reaction is sufficiently well-determined from the capture photon experiments to justify the use of an “activation method” curve obtained by renormalizing the fit of the capture-photon-derived cross sections to match the activation points. After the main run, we re-ran our Monte Carlo sampling, renormalizing the $`{}_{}{}^{3}\mathrm{He}(\alpha ,\gamma )^7\mathrm{Be}`$ cross section from the capture-photon measurements by the mean of the activation measurements, and drawing the renormalization from a Gaussian distribution based on the variance of the activation measurements. For this purpose, we use the reference of all cross sections to zero energy found in Adelberger et al. . The effect of this discrepancy (amounting to a systematic shift of 13%) is easy to understand; all <sup>7</sup>Li produced at high $`\mathrm{\Omega }_B`$ comes from this reaction, so changes in its rate result directly in changes of the final <sup>7</sup>Li yield. The result is a shift of 11% in our confidence limits for <sup>7</sup>Li, a significant fraction of the widths of these limits, at high $`\mathrm{\Omega }_B`$. (See below.) If the activation measurements are correct, this would exacerbate the problem of <sup>7</sup>Li depletion in halo stars — a point which has not previously arisen in discussions of this problem because it represents a much smaller fraction of the widths of the SKM <sup>7</sup>Li limits, and because SKM dropped the activation data from their evaluation altogether. #### 9 $`t(\alpha ,\gamma )^7\mathrm{Li}`$ A precise new measurement of the cross section for this process has been completed by Brune et al. in the time since the publication of SKM. Some subsequent calculations have incorporated the reaction rate derived from that measurement by its authors (e.g., Copi et al. ), using as the uncertainty the 6% uncertainty in the experiment’s cross section normalization. Krauss and Romanelli pointed out that it is not always the best policy to base calculations on only the most recent measurement, and we agree. The previous data, Refs. , do show a great deal of scatter, and our best-fit curve tends to follow the more-precise Brune et al. data, as it should. Relative to the SKM yields, this has little effect at high baryon density, but it decreases the <sup>7</sup>Li yield slightly at very low baryon density, where this process makes most of the <sup>7</sup>Li. We have omitted the Coulomb-breakup measurement of Utsunomiya et al. because the Coulomb-breakup process is not completely understood for this reaction (as discussed in SKM) and because the cross section energy dependence derived from this method disagrees with the Brune et al. data. We note that the problem with normalization of the Schröder et al. and Griffiths et al. data sets mentioned by SKM seems to have gone away in the intervening time . #### 10 $`{}_{}{}^{7}\mathrm{Be}(n,p)^7\mathrm{Li}`$ We fitted the cross section for the reverse of this process, since there are no direct data in the energy region of interest for BBN. This may not be the ideal choice, since the curve has a very large second derivative just above threshold. We fit data for $`{}_{}{}^{7}\mathrm{Li}(n,p)^7\mathrm{Be}`$ from Sekharan et al. , Taschek and Hemmendinger , and Gibbons and Macklin , which extend from threshold to well past the lowest-energy resonance. We also cut off these data sets at about 700 keV above threshold (where they no longer affect BBN yields), so that only data in the critical range affect the $`\chi ^2`$ calculations. Although this reaction contributes very little to our error budget (see Sec. IV below), it is important to recognize the scarcity of data and the lack of detailed error analysis in the original sources. #### 11 $`{}_{}{}^{7}\mathrm{Li}(p,\alpha )^4\mathrm{He}`$ The low-energy cross section for this process is represented by a small number of measurements, Refs. , and is determined over most of the energy interval of interest to us by the data of Rolfs et al. . We have kept the data of Engstler et al. below 50 keV in our fit, even though the slight rise in this data set relative to that of Harmon has been attributed to electron screening effects. (The data of Harmon were normalized to the $`{}_{}{}^{6}\mathrm{Li}(p,\alpha )^3\mathrm{He}`$ cross section in such a way that they have been “corrected” for screening to some extent .) The fact that our $`S`$-factor curves follow the small error bars of the low-energy Engstler et al. data is not too distressing, since the sensitivity function for lithium production for this reaction is very small below 40 keV, and a true correction for screening would require a thorough theoretical treatment, e.g., $`R`$-matrix techniques with a direct reaction mechanism. It is not clear that simply extrapolating fits to simple functions from higher energies is valid, or that the data of Harmon et al. reflect a true correction for screening. ### E Recommended Rates and Errors A disadvantage of our method, relative to earlier efforts, is that it requires the whole nuclear database and a larger amount of computer time, as well as a significant modification of existing BBN code. Reaction rate uncertainties are also harder to quote than in the SKM prescription, since uncertainties at different temperatures are neither completely correlated nor completely uncorrelated. In any case, the rates produced by our code are not suitable for any use significantly different from the standard BBN calculation, and our method is specific to the BBN context, where only a few cross sections — well-represented at the right energies by available data — are needed. We note, in particular, that the “flaring” of our piecewise polynomial fits at high and low energy does not contain any physical information at all, but only the fact that polynomial interpolations always blow up beyond the limits of the data they were fitted to. For general use (especially outside the BBN energy region), we suggest using rates from a more general compilation, such as the NACRE compilation , intended to succeed the Caughlin and Fowler charged-particle reaction rates. ## IV results In discussing the results of applying our prescription, we concentrate on the predictions of <sup>7</sup>Li and D yields. On the one hand, the observational status of <sup>3</sup>He is not such as to motivate precise comparisons with the calculation. On the other, the errors in <sup>4</sup>He, especially at higher values of $`\mathrm{\Omega }_B`$, are dominated by the uncertainty in the weak coupling constant and by uncertainties in calculating the matrix elements for the weak processes. These errors and theoretical uncertainties have been analyzed exhaustively by Lopez and Turner , and we have not included all the apparatus of their treatment in our BBN code; we take their results for this nuclide to be definitive. Our most important results, apparent from Figs. 13, 14, and 15, are reductions by factors of up to three in the width of the 95% confidence intervals for both the <sup>7</sup>Li and D yields relative to SKM. The median values of our yields are almost identical to those obtained from the SKM rates, the difference being well within our estimated errors. These small changes can generally not be attributed to any one reaction, but to some nonlinear addition of changes from several reactions, as indicated in Fig. 15. We did not expect a huge change either in the size of the error estimates or in the calculated most-likely BBN yields. We did expect some reduction in the error estimate because we did not go out of our way to be conservative. The reduction in the size of our error estimates is largely a side-effect of our method of handling the nuclear data, chosen as a way of relating uncertainties in the calculated yields to uncertainties in the nuclear data. We also studied the error contributions of individual reactions by setting all rates but one to their SKM values, and applying our Monte Carlo technique to that reaction alone. As shown in Figs. 14 and 15, this indicates the relative importance of each reaction as a function of baryon density (much as in the figures of Krauss and Romanelli ). This shows exactly which reaction rates need improvement to reduce the errors on BBN yields. In turn, the knowledge of which cross sections need improvement can be combined with the sensitivity functions of Sec. III and Figs. 2 through 12 to indicate the specific energies at which they need improvement. The “most wanted” for the deuterium abundance are, from most to least important at $`\mathrm{\Omega }_Bh^2=0.019`$: $`d(d,n)^3\mathrm{He}`$ above 100 keV; $`d(p,\gamma )^3\mathrm{He}`$ everywhere; $`d(d,p)^3\mathrm{H}`$ above 100 keV, and $`p(n,\gamma )d`$ at 30–200 keV. For <sup>7</sup>Li, the leading contributions to the uncertainty at $`\mathrm{\Omega }_Bh^2=0.019`$ are from $`p(n,\gamma )d`$ at 20–150 keV, $`{}_{}{}^{3}\mathrm{He}(\alpha ,\gamma )^7\mathrm{Be}`$ at 150-375 keV (and overall normalization), $`d(p,\gamma )^3\mathrm{He}`$ everywhere, and $`d(d,n)^3\mathrm{He}`$ above 100 keV. At $`\mathrm{\Omega }_Bh^2=0.009`$, the uncertainty in <sup>7</sup>Li comes mainly from $`{}_{}{}^{3}\mathrm{H}(\alpha ,\gamma )^7\mathrm{Li}`$ and $`{}_{}{}^{7}\mathrm{Li}(p,\alpha )^4\mathrm{He}`$. Taking this list one step further, we have generated fake data for some of these reactions (following the best-fit curve) and placed it in our database. In each case, fake data were placed on twenty evenly-spaced intervals between 5 and 500 keV center-of-mass. We then re-did the single-reaction Monte Carlo for that reaction, and reduced the size of the normalization error on the fake data set until the uncertainty estimate due to that reaction was reduced by half. The sizes of the normalization uncertainties required by this criterion are given in Table II. We assumed that unshared errors can be made arbitrarily small, and left them out. Similar fake data sets modeling proposed experiments could be used to determine what effect they would have on the BBN error estimates in our formalism. While the <sup>3</sup>He chemical evolution and abundance measurements are too uncertain to motivate high-precision comparisons with the calculation , we have also examined the results of our calculations for this nuclide and for its reaction-rate dependences. The results are indicated in Fig. 16. The slope of the dependence of this abundance on baryon density has changed relative to the SKM rates. At low $`\mathrm{\Omega }_B`$, this reflects the reduced rate of $`{}_{}{}^{3}\mathrm{He}(n,p)^3\mathrm{H}`$ at about 100 keV in our calculations (a result of our fit emphasizing more precise measurements, but reinforced by very recent measurements). At high $`\mathrm{\Omega }_B`$, this reflects the reduced rate of $`d(p,\gamma )^3\mathrm{He}`$ indicated by recent improved measurements. These effects cancel in the middle of the Copi et al. concordance interval, so that the disagreement with SKM is not serious in the likely range for $`\mathrm{\Omega }_B`$. Since much of the post-big-bang evolution of D/H and <sup>3</sup>He/H is expected to consist of the burning of deuterium into <sup>3</sup>He, the sum of these two number densities is often considered in comparing them to the BBN predictions. Therefore, we also show the limits on this sum from our Monte Carlo in Fig. 17. ## V conclusions In summary, we have applied a new Monte Carlo approach to the use of nuclear data in big-bang nucleosynthesis calculations. This approach has the virtues of coupling the results of BBN calculations and their error estimates closely to the available nuclear data, of explicitly handling correlated errors in the data set, of allowing easy use of new data, and of taking some of the data-evaluation process out of human hands. We have also abandoned the explicit conservatism of the previous “industry-standard” error estimation, but the chief virtue of our method is the close coupling of the BBN calculation to the nuclear data, particularly with regard to incorporating new data. Application of our method has resulted in a reduction in the estimated uncertainty in the BBN calculation. The old estimates of the uncertainties were larger than the quoted uncertainties in recent astronomical observations of BBN nuclides, so that uncertainties in the nuclear inputs dominated inferences from individual observations. Given our prescription, the uncertainties in the calculation are once again smaller than the quoted errors on any of the current observations, and this strengthens the constraints which can be placed on BBN. The constraints that can be derived by applying our calculation to current observations have been discussed in a previous paper . The most important result of our earlier paper is that useful inferences can now be made where nuclear uncertainties formerly precluded any strong conclusions. An example is the question of whether observed lithium abundances are consistent with low deuterium observations, in the absence of lithium depletion on the Spite plateau. The conservative uncertainty estimates would also not allow any determination of the baryon density based on BBN to better than about 10%; our prescription reduces the uncertainty in this quantity so that even given observational errors of a few percent in deuterium, the uncertainty on the baryon density would be dominated by astronomical observations. We have subsequently found that the calculated BBN yields in Ref. suffer from a programming error which we have now corrected. The error resulted in overestimates of the uncertainties by up to a factor of about 1.5 in Figure 1 of that paper. Discussion in the earlier paper concentrated on uncertainties at $`\mathrm{\Omega }_Bh^2=0.019`$; at that baryon density, correction of the programming error reduces the estimated uncertainty on D/H by a factor of 1.6 and the estimated uncertainty on <sup>7</sup>Li/H by a factor of 1.2. Consequences of this error for cosmological implications are relatively unimportant, because the uncertainty estimates on our preliminary calculation are already smaller than those on astronomical observations. With regard to the nuclear data, we point out that any lingering problems with the nuclear database will probably have to be settled by new experiments. The low-energy $`p(n,\gamma )d`$ cross section is an important gap; the $`{}_{}{}^{3}\mathrm{He}(d,p)^4\mathrm{He}`$ cross section is a less important gap, but it is clearly the case with the worst systematic problems in our nuclear database. Further reactions that contribute to lithium and deuterium yield uncertainties are listed in Sec. IV. The importance of improving various components of the nuclear database relative to improving the astronomical observations can be seen by examining Figs. 1417. It is possible to improve on our work. We have explicitly tried to work very directly with the nuclear inputs, and we have therefore avoided theoretical modelling, which is not essential in the face of such copious data. With more theoretical inputs — for example, radiative-capture models and multi-channel $`R`$-matrix fits — one could include much more data, from higher energies and from scattering channels, and introduce some cross-talk between reaction channels. Solely in terms of gathering and processing data, this would be a much larger undertaking than what we have done. It could probably not be done piecemeal, because important theoretical parameters often have to be determined by examining data in several reaction and scattering channels, and over a wide range in energy. Depending on implementation, theoretical inputs may also present a more difficult problem in terms of propagating errors through to BBN reaction rates. Improvement may also be possible in our handling of correlated normalization errors. We have also avoided any fancier error estimation than applying quoted errors in a well-defined way. In particulary, we have not fit with floating normalizations because we were wary of altering the most important pieces of information for BBN. In place of floating-normalization methods, we have introduced a Monte Carlo method for making families of smooth curves to characterize data with normalizations that vary in the expected way. Although we do believe that this characterizes the uncertainties in the database in a reasonable way, it is worth noting that the individual curve fitted through each realization of the data does not recognize the presence of correlated errors. In conclusion, our results indicate that our method of coupling BBN error estimates to the nuclear data may be fruitful not only for providing a useful and unambiguous prescription for such error estimates, but also for making comparison between light-element abundances and BBN calculations more meaningful. While our prescription for handling the nuclear data is not unique, it is simple, repeatable, and direct. Such a method is needed for the program of “precision cosmology.” We hope that our proposal will result at least in a more critical stance toward uncertainty estimates in BBN, and perhaps improved prescriptions that incorporate the better qualities of our method. ###### Acknowledgements. We thank Carl Brune for providing numerical cross section data, and we thank Michael Turner and Jim Truran for helpful discussions. This work was initiated with David N. Schramm.
warning/0001/math0001178.html	ar5iv	text	# 1 Introduction ## 1 Introduction Simple Lie algebras of Cartan type are important geometrically-natural infinite-dimensional Lie algebras in mathematics. The fundamental ingredients of constructing Lie algebras of Cartan type are the pairs of a polynomial algebra and the derivation subalgebra of the operators of taking partial derivatives. The abstract definition of generalized Lie algebras of Cartan type by derivations appeared in Kac’s work \[Ka1\]. However, it is still a question of how to construct new explicit generalized simple Lie algebras of Cartan type. Kawamoto \[K\] constructed new generalized simple Lie algebras of Witt type by the pairs of the group algebra of an additive subgroup of $`𝔽^n`$ and the derivation subalgebra of the grading operators, where $`n`$ is a positive integer and $`𝔽`$ is a field with characteristic 0. One can view the operators of taking partial derivatives of the polynomial algebra in several variables as down-grading operators. Using the pairs of the tensor algebra of the group algebra of the direct sum of finite number of additive subgroups of $`𝔽`$ with the polynomial algebra in several variables, and the derivation subalgebra of the grading operators and down-grading operators, Osborn \[O\] constructed new generalized simple Lie algebras of Cartan type. In \[DZ1\], the authors generalized Kawamoto’s work by picking out certain subalgebras. Their construction is also equivalent to generalizing Osborn’s Lie algebras of Witt type by adding certain diagonal elements of $`𝔽^n`$ into the group. Passman \[P\] proved that the generalized simple Lie algebras of Witt type constructed from the pairs of a commutative associative algebra with an identity element and its commutative derivation subalgebra are simple Lie algebras if and only if the commutative associative algebra is derivation-simple with respect to the derivation subalgebra. In \[X1\], the second author of this paper constructed new explicit generalized simple Lie algebras of Cartan type, based on the pairs of the tensor algebra of the group algebra of an additive subgroup of $`𝔽^n`$ with the polynomial algebra in several variables and the derivation subalgebra of the mixtures of the grading and down-grading operators. The algebras in \[X1\] are the most general known explicit examples of generalized simple Lie algebras of Cartan type. A natural question is how far it is from the generalized simple Lie algebras of Witt type in \[X1\] to those abstractly determined by Passman \[P\]. In this paper, we shall show that the generalized simple Lie algebras of Witt type determined in \[P\] are essentially the same as those explicitly constructed in \[X1\] under certain locally-finite conditions. It seems to us that further constructing new generalized simple Lie algebras of Cartan type that are essentially different from those in \[X1\] and some extensions in Chapter 6 of \[X2\] is extremely difficult. Of course, one can get some new generalized simple Lie algebras of Cartan type through replacing the commutative associative algebra used in \[X1\] by a certain subalgebra of its topological completion. However, such a construction is not essential from algebraic point of view. Zhao determined the isomorphic classes of the generalized simple Lie algebras of Witt type found in \[DZ1\]. In this paper, we shall determine the isomorphic classes of the generalized simple Lie algebras of Witt type constructed in \[X1\], which are more general than those in \[DZ1\]. The structure space of the generalized simple Lie algebras of Witt type constructed in \[X1\] will be given explicitly. Below, we shall give a more detailed description of our results. Throughout this paper, $`𝔽`$ denotes an algebraically closed field with characteristic 0. All the vector spaces (algebras) without specifying field are assumed over $`𝔽`$. We always assume that an associative algebra has an identity element. Moreover, we denote by $``$ the ring of integers and by $``$ the set of nonnegative integers. Let $`𝒜`$ be a commutative associative algebra. A derivation $`d`$ of $`𝒜`$ is a linear transformation on $`𝒜`$ such that $$d(uv)=d(u)v+ud(v)\text{for}u,v𝒜.$$ $`(1.1)`$ The space $`\text{Der}𝒜`$ of derivations forms a Lie algebra with respect to the operation: $$[d_1,d_2]=d_1d_2d_2d_1\text{for}d_1,d_2\text{Der}𝒜.$$ $`(1.2)`$ For $`u𝒜`$ and $`d\text{Der}𝒜`$, we define $$(ud)(v)=ud(v)\text{for}v𝒜.$$ $`(1.3)`$ Since $`𝒜`$ is a commutative associative algebra, $`ud`$ is also a derivation. In particular, $`\text{Der}𝒜`$ is an $`𝒜`$-module. A linear transformation $`T`$ on a vector space $`V`$ is called locally-finite if $$\text{dim span}\{T^m(v)m\}<\mathrm{}$$ $`(1.4)`$ for any $`vV`$. A set of linear transformations is called locally-finite if all its elements are locally-finite. For a commutative associative algebra $`𝒜`$ and a derivation subspace $`𝒟`$, $`𝒜`$ is called derivation-simple with respect to $`𝒟`$ if there does not exist a subspace $``$ of $`𝒜`$ such that $`\{0\},𝒜`$ and $$u,d()\text{for}u𝒜,d𝒟.$$ $`(1.5)`$ Moreover, the derivation subspace $`𝒟`$ is a commutative subalgebra if $$d_1d_2=d_2d_1\text{for}d_1,d_2\text{Der}𝒜.$$ $`(1.6)`$ In this paper, we shall first give in Section 2 a complete classification of the pairs of a commutative associative algebra $`𝒜`$ and a finite-dimensional locally-finite commutative derivation subalgebra $`𝒟`$ such that $`𝒜`$ is derivation-simple with respect to $`𝒟`$. For such a pair $`(𝒜,𝒟)`$ with $`𝒟\{0\}`$, Passman’s Theorem \[P\] tells us that $$𝒲=𝒜𝒟$$ $`(1.7)`$ forms a simple Lie algebra, which is called a generalized Lie algebra of Witt type. In Section 3, we shall determine the isomorphic classes of the generalized simple Lie algebras of the form (1.7). The structure space will be presented explicitly. From purely Lie algebra structure point of view, it is enough to consider the Lie algebras of the form (1.7) with $$\underset{d𝒟}{}\text{ker}_d=𝔽.$$ $`(1.8)`$ ## 2 Derivation-Simple Algebra In this section, we shall classify the pairs of a commutative associative algebra $`𝒜`$ and a finite-dimensional locally-finite commutative derivation subalgebra $`𝒟`$ such that $`𝒜`$ is derivation-simple with respect to $`𝒟`$. We start with constructions of such pairs. Let $`k_1`$ and $`k_2`$ be two nonnegative integers such that $$k=k_1+k_2>0.$$ $`(2.1)`$ Let $`\mathrm{\Gamma }`$ be an additive subgroup of $`𝔽^k`$ and let $`𝔽_1`$ be an extension field of $`𝔽`$. Suppose that $`f(,):\mathrm{\Gamma }\times \mathrm{\Gamma }𝔽^\times =𝔽\{0\}`$ is a map such that $$f(\alpha ,\beta )f(\alpha +\beta ,\gamma )=f(\alpha ,\beta +\gamma )f(\beta ,\gamma ),f(\alpha ,\beta )=f(\beta ,\alpha ),f(\alpha ,0)=1$$ $`(2.2)`$ for $`\alpha ,\beta ,\gamma \mathrm{\Gamma }`$. Denote by $`𝔽_1[t_1,t_2,\mathrm{},t_{k_1}]`$ the algebra of polynomials in $`k_1`$ variables over $`𝔽_1`$. Let $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ be a free $`𝔽_1[t_1,t_2,\mathrm{},t_{k_1}]`$-module with the basis $$\{x^\alpha \alpha \mathrm{\Gamma }\}.$$ $`(2.3)`$ Viewing $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ as a vector space over $`𝔽`$, we define an algebraic operation “$``$” on $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ by $$(\zeta x^\alpha )(\eta x^\beta )=f(\alpha ,\beta )\zeta \eta x^{\alpha +\beta }\text{for}\zeta ,\eta 𝔽_1[t_1,t_2,\mathrm{},t_{k_1}],\alpha ,\beta \mathrm{\Gamma }.$$ $`(2.4)`$ Then $`(𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f),)`$ forms a commutative associative algebra over $`𝔽`$ with $`x^0`$ as the identity element, which is denoted as $`1`$ for convenience. We refer Subsection 5.4.2 of \[X2\] for the details of this algebra. When the context is clear, we shall omit the notion “$``$” in any associative algebra product. We define the linear transformations $$\{_{t_1},\mathrm{},_{t_{k_1}},_1^{},\mathrm{},_k^{}\}$$ $`(2.5)`$ on $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ by $$_{t_i}(\zeta x^\alpha )=_{t_i}(\zeta )x^\alpha ,_j^{}(\zeta x^\alpha )=\alpha _j\zeta x^\alpha $$ $`(2.6)`$ for $`\zeta 𝔽_1[t_1,t_2,\mathrm{},t_{k_1}],\alpha =(\alpha _1,\mathrm{},\alpha _k)\mathrm{\Gamma },`$ where on $`𝔽_1[t_1,t_2,\mathrm{},t_{k_1}]`$, $`_{t_i}`$ are the operators of taking partial derivative with respect to $`t_i`$ over $`𝔽_1`$. Then $`\{_{t_1},\mathrm{},_{t_{k_1}},_1^{},\mathrm{},_k^{}\}`$ are mutually commutative derivations of $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$. The derivations $`\{_{t_1},\mathrm{},_{t_{k_1}}\}`$ are called down-grading operators and $`\{_1^{},\mathrm{},_k^{}\}`$ are called grading operators of the algebra $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$. Given $`m,n`$ with $`m<n`$, we shall use the following notion $$\overline{m,n}=\{m,m+1,m+2,\mathrm{},n\}$$ $`(2.7)`$ throughout this paper. We also treat $`\overline{m,n}=\mathrm{}`$ when $`m>n`$. Choose $$\{\overline{}_{k_1+1},\mathrm{},\overline{}_k\}\underset{j=1}{\overset{k_1}{}}𝔽_1_{t_j}$$ $`(2.8)`$ (cf. (1.3)). We set $$_i=_i^{}+_{t_i},_{k_1+j}=_{k_1+j}^{}+\overline{}_j\text{for}i\overline{1,k_1},j\overline{1,k_2}.$$ $`(2.9)`$ Then $`\{_ii\overline{1,k}\}`$ is a set of derivations. Set $$𝒟=\underset{i=1}{\overset{k}{}}𝔽_i.$$ $`(2.10)`$ Note that $`𝒟`$ is a finite-dimensional locally-finite commutative derivation subalgebra. Theorem 2.1. Let $`𝒜`$ be a commutative associative algebra and let $`𝒟`$ be a finite-dimensional locally-finite commutative derivation subalgebra. The algebra $`𝒜`$ is derivation-simple with respect to $`𝒟`$ if and only if the algebra $`𝒜`$ is isomorphic to the algebra of the form $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ and the derivation subalgebra $`𝒟`$ of the form (2.10). Proof. Let us first prove that the algebra $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ is derivation-simple with respect to the derivation subalgebra $`𝒟`$ in (2.10). Let $``$ be a nonzero $`𝒟`$-invariant ideal of $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$. For any $`\alpha =(\alpha _1,\mathrm{},\alpha _k)\mathrm{\Gamma }`$, we define $$\overline{𝒜}_\alpha =𝔽_1[t_1,t_2,\mathrm{},t_{k_1}]x^\alpha .$$ $`(2.11)`$ Then $$\overline{𝒜}_\alpha =\{u𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)(_i\alpha _i)^m(u)=0\text{for some}m;i\overline{1,k}\}$$ $`(2.12)`$ and $$𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)=\underset{\alpha \mathrm{\Gamma }}{}\overline{𝒜}_\alpha .$$ $`(2.13)`$ Thus we have $$=\underset{\alpha \mathrm{\Gamma }}{}_\alpha ,_\alpha =\overline{𝒜}_\alpha .$$ $`(2.14)`$ If $`_\beta \{0\}`$ for some $`\beta \mathrm{\Gamma }`$, then $`\{0\}x^\beta (_\beta )_0`$. Thus we always have $`_0\{0\}`$. Since $$_i\|__0=_{t_i}\|__0\text{for}j\overline{1,k_1}$$ $`(2.15)`$ by (2.9), we have $`1`$. Hence $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)1`$. So $`=𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$. That is, $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ is derivation-simple with respect to $`𝒟`$ in (2.10). Next we assume that $`𝒜`$ is a commutative associative algebra and $`𝒟`$ is a finite-dimensional locally-finite commutative derivation subalgebra such that $`𝒜`$ is derivation-simple with respect to $`𝒟`$. Denote by $`𝒟^{}`$ the linear functions from $`𝒟`$ to $`𝔽`$, which forms a vector space with respect to the addition and scalar multiplication of functions. Since $`𝔽`$ is algebraically closed and $`𝒟`$ is finite-dimensional, commutative and locally-finite, we have $$𝒜=\underset{\alpha 𝒟^{}}{}𝒜_\alpha ,𝒜_\alpha =\{u𝒜(d\alpha (d))^m(u)=0\text{for}d𝒟\text{and some}m\}.$$ $`(2.16)`$ Denote $$\mathrm{\Gamma }=\{\alpha 𝒜_\alpha \{0\}\}.$$ $`(2.17)`$ For any $`\alpha 𝒟^{}`$ and $`n`$, we define $$𝒜_\alpha ^{(n)}=\{u𝒜(d\alpha (d))^{n+1}(u)=0\text{for}d𝒟\}.$$ $`(2.18)`$ Then $$𝒜_\alpha =\underset{n=0}{\overset{\mathrm{}}{}}𝒜_\alpha ^{(n)}$$ $`(2.19)`$ and $$𝒜_\alpha =\{0\}𝒜_\alpha ^{(0)}=\{0\}.$$ $`(2.20)`$ We call a nonzero element in $`𝒜_\alpha ^{(0)}`$ a root vector. For any root vector $`u`$, $`𝒜u`$ is a $`𝒟`$-invariant ideal of $`𝒜`$. Thus $`𝒜u=𝒜`$. In particular, $`vu=1_𝒜`$ for some $`v𝒜`$. So any root vector is always invertible. For $`u𝒜_\alpha ^{(0)}`$ with $`\alpha \mathrm{\Gamma }`$ and $`d𝒟`$, we have $$0=d(1)=d(uu^1)=d(u)u^1+ud(u^1)=\alpha (d)uu^1+ud(u^1)=\alpha (d)+ud(u^1),$$ $`(2.21)`$ which implies $$d(u^1)=ud(u^1)u^1=\alpha (d)u^1.$$ $`(2.22)`$ Hence $`\alpha \mathrm{\Gamma }`$. By (1.1), we have $$𝒜_\alpha ^{(0)}𝒜_\beta ^{(0)}𝒜_{\alpha +\beta }^{(0)}\text{for}\alpha ,\beta \mathrm{\Gamma }.$$ $`(2.23)`$ Expression (2.23) and the invertibility of root vectors implies $$𝒜_\alpha ^{(0)}𝒜_\beta ^{(0)}=𝒜_{\alpha +\beta }^{(0)}\text{for}\alpha ,\beta \mathrm{\Gamma }.$$ $`(2.24)`$ In particular, we obtain $$\alpha +\beta \mathrm{\Gamma }\text{for}\alpha ,\beta \mathrm{\Gamma }.$$ $`(2.25)`$ Thus $`\mathrm{\Gamma }`$ is an additive subgroup of $`𝒟^{}`$. Set $$𝔽_1=𝒜_0^{(0)}.$$ $`(2.26)`$ Then $`𝔽_1`$ is an extension field of $`𝔽`$ by the invertibility of root vectors and (2.24). Suppose $`𝒜_0𝔽_1`$. Note that for $`u𝒜_\alpha ^{(m)}`$ and $`v𝒜_\beta ^{(n)}`$, we have $$(d(\alpha +\beta )(d))^{m+n+1}(uv)=\underset{i=0}{\overset{m+n+1}{}}(_i^{m+n+1})(d\alpha (d))^i(u)(d\beta (d))^{m+n+1i}(v)=0,$$ $`(2.27)`$ that is, $`uv𝒜_{\alpha +\beta }^{(m+n)}`$. So $$𝒜_\alpha ^{(m)}𝒜_\beta ^{(n)}𝒜_{\alpha +\beta }^{(m+n)}\text{for}\alpha ,\beta \mathrm{\Gamma },m,n.$$ $`(2.28)`$ In particular, $$𝔽_1𝒜_\alpha ^{(m)}=𝒜_\alpha ^{(m)}\text{for}\alpha \mathrm{\Gamma },m.$$ $`(2.29)`$ Hence each $`𝒜_\alpha ^{(m)}`$ is a vector space over $`𝔽_1`$. For any $`v𝒜_0^{(1)}`$, $`𝒟(v)𝔽_1`$ and $$𝒟(v)=\{0\}v𝔽_1.$$ $`(2.30)`$ Set $$H=𝔽_1𝒟$$ $`(2.31)`$ (cf. (1.3)). Expression (2.30) implies that $`𝒜_0^{(1)}/𝔽_1`$ is isomorphic to a subspace of the space $`\text{Hom}_{𝔽_1}(H,𝔽_1)`$ over $`𝔽_1`$. By linear algebra, there exist subsets $$\{_1,\mathrm{},_{k_1}\}𝒟,\{t_1,t_2,\mathrm{},t_{k_1}\}𝒜_0^{(1)}$$ $`(2.32)`$ such that $$𝒜_0^{(1)}=𝔽_1+\underset{i=1}{\overset{k_1}{}}𝔽_1t_i,_i(t_j)=\delta _{i,j}\text{for}i,j\overline{1,k_1}.$$ $`(2.33)`$ We write $$H_1=\underset{i=1}{\overset{k_1}{}}𝔽_1_i,H_2=\{dHd(𝒜_0^{(1)})=\{0\}\}.$$ $`(2.34)`$ Then we have $$H=H_1H_2.$$ $`(2.35)`$ Set $$\overline{𝒜}_0=\underset{n_i;i\overline{1,k_1}}{}𝔽_1t_1^{n_1}t_2^{n_2}\mathrm{}t_{k_1}^{n_{k_1}}𝒜_0.$$ $`(2.36)`$ Then $`\overline{𝒜}_0`$ forms a subalgebra of $`𝒜`$ and is isomorphic to $`𝔽_1[t_1,\mathrm{},t_{k_1}]`$ when we view $`t_i`$ as variables by the second equation in (2.33). Moreover, $`𝒜_0^{(1)}\overline{𝒜}_0`$ by the first equation in (2.33). Suppose $`𝒜_0^{(m)}\overline{𝒜}_0`$ for some $`1m`$. Note that $$H_2(\overline{𝒜}_0)=\{0\}$$ $`(2.37)`$ by (1.1) and (2.34). By (2.18), $$d(𝒜_0^{(m+1)})𝒜_0^{(m)}\overline{𝒜}_0\text{for}dH.$$ $`(2.38)`$ For any $`u𝒜_0^{(m+1)}`$, there exists $`u_1\overline{𝒜}_0`$ such that $$_1(u)=_1(u_1)$$ $`(2.39)`$ by the derivation property of a polynomial algebra. Similarly, we can find $`u_2,\mathrm{},u_{k_1}\overline{𝒜}_0`$ such that $$_i(u\underset{j=1}{\overset{i}{}}u_j)=0,_1(u_i)=\mathrm{}=_{i1}(u_i)=0\text{for}i\overline{2,k_1}$$ $`(2.40)`$ by induction on $`i`$. Thus we have $$_i(u\underset{j=1}{\overset{k_1}{}}u_j)=0\text{for}i\overline{1,k_1}.$$ $`(2.41)`$ For any $`dH_2`$, we have $$d^2(u\underset{j=1}{\overset{k_1}{}}u_j)d(𝒜_0^{(m)})d(\overline{𝒜}_0)=\{0\}$$ $`(2.42)`$ by (2.37) and (2.38). Hence $$u\underset{j=1}{\overset{k_1}{}}u_j𝒜_0^{(1)}$$ $`(2.43)`$ by (2.18), (2.41) and (2.42). By the second equation (2.34), we get $$d(u\underset{j=1}{\overset{k_1}{}}u_j)=0\text{for}dH_2.$$ $`(2.44)`$ Expressions (2.41) and (2.44) imply $$u\underset{j=1}{\overset{k_1}{}}u_j𝔽_1,$$ $`(2.45)`$ that is, $`u\overline{𝒜}_0`$. Therefore, $`𝒜_0^{(m+1)}\overline{𝒜}_0`$. By induction on $`m`$, we obtain $$𝒜_0=\overline{𝒜}_0.$$ $`(2.46)`$ The case $`𝒜_0=𝔽_1`$ can be viewed as in the general case $`𝒜_0=𝔽_1[t_1,\mathrm{},t_{k_1}]`$ with $`k_1=0`$. For any $`\alpha \mathrm{\Gamma }`$, we take $`0u𝒜_\alpha ^{(0)}`$ and have $$u^1𝒜_\alpha 𝒜_0,u𝒜_0𝒜_\alpha $$ $`(2.47)`$ by (2.22) and (2.28). Hence $$u𝒜_0=𝒜_\alpha .$$ $`(2.48)`$ In particular, we have $$𝒜_\alpha ^{(0)}=𝔽_1u$$ $`(2.49)`$ is one-dimensional over $`𝔽_1`$. Choose $$x^0=1,\mathrm{\hspace{0.33em}\hspace{0.33em}0}x^\alpha 𝒜_\alpha ^{(0)}\text{for}\mathrm{\hspace{0.33em}\hspace{0.33em}0}\alpha \mathrm{\Gamma }.$$ $`(2.50)`$ By (2.24) and (2.49), we have $$x^\alpha x^\beta =f(\alpha ,\beta )x^{\alpha +\beta }\text{with}f(\alpha ,\beta )𝔽_1\text{for}\alpha ,\beta \mathrm{\Gamma }.$$ $`(2.51)`$ Moreover, the first equation (2.50), the commutativity and associativity of $`𝒜`$ imply (2.2). Furthermore, (2.48) and (2.49) imply $$𝒜=\underset{\alpha \mathrm{\Gamma }}{}𝒜_0x^\alpha .$$ $`(2.52)`$ Observe that $`\{_1,\mathrm{},_{k_1}\}`$ is an $`𝔽`$-linearly independent subset of $`𝒟`$ by (2.33). Extend it to an $`𝔽`$-basis $`\{_1,\mathrm{},_k\}`$ of $`𝒟`$. Identifying $$\alpha (\alpha (_1),\mathrm{},\alpha (_k))\text{for}\alpha \mathrm{\Gamma },$$ $`(2.53)`$ we can view $`\mathrm{\Gamma }`$ as an additive subgroup of $`𝔽^k`$. Moreover, by (2.31)-(2.37) and (2.46), we have $$_j\|_{𝒜_0}(\underset{i=1}{\overset{k_1}{}}𝔽_1_i)\|_{𝒜_0}\text{for}j\overline{k_1+1,k}.$$ $`(2.54)`$ Therefore, the algebra $`𝒜`$ is isomorphic to the algebra $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽_1,f)`$ with $`k_2=kk_1`$ and $`𝒟`$ is of the form (2.10) by (2.52). This completes the proof of Theorem 2.1. ## 3 Generalized Simple Lie Algebras of Witt Type In this section, we shall determine the structure space of the generalized simple Lie algebras of Witt type constructed in \[X1\]; namely, the isomorphic classes of the Lie algebra $`𝒲`$ of the form (3.1) with $$𝔽_1=𝔽$$ $`(3.2)`$ for different $`k_1,k_2`$ and $`\mathrm{\Gamma }`$. First we need to rewrite $`𝒲`$ in a more compact form. Since $`𝔽`$ is algebraically closed, the algebra $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽,f)`$ is isomorphic to the semi-group algebra $`𝒜(k_1,k_2;\mathrm{\Gamma },𝔽,\mathrm{𝟏})`$. For convenience, we shall give the new settings. For any positive integer $`n`$, an additive subgroup $`G`$ of $`𝔽^n`$ is called nondegenerate if $`G`$ contains an $`𝔽`$-basis of $`𝔽^n`$. Let $`\mathrm{}_1,\mathrm{}_2`$ and $`\mathrm{}_3`$ be three nonnegative integers such that $$\mathrm{}=\mathrm{}_1+\mathrm{}_2+\mathrm{}_3>0.$$ $`(3.3)`$ Take any nondegenerate additive subgroup $`\mathrm{\Gamma }`$ of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ and $`\mathrm{\Gamma }=\{0\}`$ when $`\mathrm{}_2+\mathrm{}_3=0`$. Denote by $`𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$ the algebra of polynomials in $`\mathrm{}_1+\mathrm{}_2`$ variables over $`𝔽`$. Let $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ be a free $`𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$-module with the basis $$\{x^\alpha \alpha \mathrm{\Gamma }\}.$$ $`(3.4)`$ Viewing $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ as a vector space over $`𝔽`$, we define a commutative associative algebraic operation “$``$” on $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ by $$(\zeta x^\alpha )(\eta x^\beta )=\zeta \eta x^{\alpha +\beta }\text{for}\zeta ,\eta 𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}],\alpha ,\beta \mathrm{\Gamma }.$$ $`(3.5)`$ Note that $`x^0`$ is the identity element, which is denoted as $`1`$ for convenience. When the context is clear, we shall omit the notion “$``$” in any associative algebra product. We define the linear transformations $$\{_{t_1},\mathrm{},_{t_{\mathrm{}_1+\mathrm{}_2}},_1^{},\mathrm{},_{\mathrm{}_2+\mathrm{}_3}^{}\}$$ $`(3.6)`$ on $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ by $$_{t_i}(\zeta x^\alpha )=_{t_i}(\zeta )x^\alpha ,_j^{}(\zeta x^\alpha )=\alpha _j\zeta x^\alpha $$ $`(3.7)`$ for $`\zeta 𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$ and $`\alpha =(\alpha _1,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma },`$ where on $`𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$, $`_{t_i}`$ are operators of taking partial derivative with respect to $`t_i`$. Then $`\{_{t_1},\mathrm{},_{t_{\mathrm{}_1+\mathrm{}_2}},_1^{},\mathrm{},_{\mathrm{}_2+\mathrm{}_3}^{}\}`$ are mutually commutative derivations of $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$. We set $$_i=_{t_i},_{\mathrm{}_1+j}=_j^{}+_{t_{\mathrm{}_1+j}},_{\mathrm{}_1+\mathrm{}_2+l}=_{\mathrm{}_2+l}^{}$$ $`(3.8)`$ for $`i\overline{1,\mathrm{}_1},j\overline{1,\mathrm{}_2}`$ and $`l\overline{1,\mathrm{}_3}`$. Then $`\{_ii\overline{1,\mathrm{}}\}`$ is an $`𝔽`$-linearly independent set of derivations. Set $$𝒟=\underset{i=1}{\overset{\mathrm{}}{}}𝔽_i$$ $`(3.9)`$ and $$𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })=𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })𝒟.$$ $`(3.10)`$ Then $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ is a standard form of the generalized simple Lie algebras of Witt type constructed in \[X1\]. Moreover, the Lie algebras found in \[DZ1\] are of the form $`𝒲(\mathrm{}_1,0,\mathrm{}_3;\mathrm{\Gamma })`$. In fact, we can rewrite the Lie algebra $`𝒲`$ in (3.1) under the condition (3.2) as $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ by considering the maximal $`𝔽`$-linearly independent subset of the set $$\{\{\alpha _i(\alpha _1,\mathrm{},\alpha _k)\mathrm{\Gamma }\}i\overline{1,k}\}$$ $`(3.11)`$ of $`k`$ sequences and changing variables in $`𝔽[t_1,\mathrm{},t_{k_1}]`$ (cf. (2.1), (3.2)). Denote by $`M_{m\times n}`$ the set of $`m\times n`$ matrices with entries in $`𝔽`$ and by $`GL_m`$ the group of invertible $`m\times m`$ matrices. Set $$G_{\mathrm{}_2,\mathrm{}_3}=\{\left(\begin{array}{cc}A& 0_{\mathrm{}_2\times \mathrm{}_3}\\ B& C\end{array}\right)AGL_\mathrm{}_2,BM_{\mathrm{}_2\times \mathrm{}_3},CGL_\mathrm{}_3\},$$ $`(3.12)`$ where $`0_{\mathrm{}_2\times \mathrm{}_3}`$ is the $`\mathrm{}_2\times \mathrm{}_3`$ matrix whose entries are zero. Then $`G_{\mathrm{}_2,\mathrm{}_3}`$ forms a subgroup of $`GL_{\mathrm{}_2+\mathrm{}_3}`$. Define an action of $`G_{\mathrm{}_2,\mathrm{}_3}`$ on $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ by $$g(\alpha )=\alpha g^1(\text{matrix multiplication})\text{for}\alpha 𝔽^{\mathrm{}_2+\mathrm{}_3},gG_{\mathrm{}_2,\mathrm{}_3}.$$ $`(3.13)`$ For any nondegenerate additive subgroup $`\mathrm{{\rm Y}}`$ of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ and $`gG_{\mathrm{}_2,\mathrm{}_2}`$, the set $$g(\mathrm{{\rm Y}})=\{g(\alpha )\alpha \mathrm{{\rm Y}}\}$$ $`(3.14)`$ also forms a nondegenerate additive subgroup of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$. Let $$\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}=\text{the set of nondegenerate additive subgroups of}𝔽^{\mathrm{}_2+\mathrm{}_3}.$$ $`(3.15)`$ We have an action of $`G_{\mathrm{}_2,\mathrm{}_3}`$ on $`\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$ by (3.14). Define the moduli space $$_{\mathrm{}_2,\mathrm{}_3}=\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}/G_{\mathrm{}_2,\mathrm{}_3},$$ $`(3.16)`$ which is the set of $`G_{\mathrm{}_2,\mathrm{}_3}`$-orbits in $`\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$. Theorem 3.1. The Lie algebras $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ and $`𝒲(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})`$ are isomorphic if and only if $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})`$ and there exists an element $`gG_{\mathrm{}_2,\mathrm{}_3}`$ such that $`g(\mathrm{\Gamma })=\mathrm{\Gamma }^{}`$. In particular, there exists a one-to-one correspondence between the set of isomorphic classes of the Lie algebras of the form (3.10) and the following set: $$SW=\{(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3,\varpi )(0,0,0)(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)^3,\varpi _{\mathrm{}_2,\mathrm{}_3}\}.$$ $`(3.17)`$ In other words, the set $`SW`$ is the structure space of the generalized simple Lie algebras of Witt type in the form (3.10). Proof. For convenience of proof, we redenote $$(𝒜^{},𝒟^{},_i^{},t_j^{})(𝒜,𝒟,_i,t_j)\text{involved in}𝒲(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{}).$$ $`(3.18)`$ First, we assume $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})`$ and there exists an element $`gG_{\mathrm{}_2,\mathrm{}_3}`$ such that $`g(\mathrm{\Gamma })=\mathrm{\Gamma }^{}`$. We write $$g=\left(\begin{array}{cc}A& 0_{\mathrm{}_2\times \mathrm{}_3}\\ B& C\end{array}\right)\text{with}AGL_\mathrm{}_2,BM_{\mathrm{}_2\times \mathrm{}_3},CGL_\mathrm{}_3.$$ $`(3.19)`$ By (3.13), we have $$\mathrm{\Gamma }=\{\alpha ^{}g\alpha ^{}\mathrm{\Gamma }^{}\}.$$ $`(3.20)`$ Moreover, we set $$\left(\begin{array}{c}\stackrel{~}{}_{\mathrm{}_1+1}^{}\\ \mathrm{}\\ \stackrel{~}{}_{\mathrm{}}^{}\end{array}\right)=g^1\left(\begin{array}{c}_{\mathrm{}_1+1}^{}\\ \mathrm{}\\ _{\mathrm{}}^{}\end{array}\right),(\stackrel{~}{t}_{\mathrm{}_1+1}^{},\mathrm{},\stackrel{~}{t}_{\mathrm{}_1+\mathrm{}_2}^{})=(t_{\mathrm{}_1+1}^{},\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}^{})A$$ $`(3.21)`$ as matrix multiplications. For convenience, we let $$\stackrel{~}{}_i^{}=_i^{},\stackrel{~}{t}_i^{}=t_i^{}\text{for}i\overline{1,\mathrm{}_1}.$$ $`(3.22)`$ Now we define a linear map $`\sigma `$ from $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ to $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }^{})`$ by $$\sigma (\underset{i=1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}t_i^{m_i}x^\alpha _j)=\underset{i=1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}(\stackrel{~}{t}_i^{})^{m_i}x^{g(\alpha )}\stackrel{~}{}_j^{}$$ $`(3.23)`$ for $`(m_1,\mathrm{},m_{\mathrm{}_1+\mathrm{}_2})^{\mathrm{}_1+\mathrm{}_2},\alpha \mathrm{\Gamma }`$ and $`j\overline{1,\mathrm{}}`$. It is straightforward to verify that $`\sigma `$ is a Lie algebra isomorphism. Next we assume that $$\sigma :𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })𝒲(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})$$ $`(3.24)`$ is a Lie algebra isomorphism. We simply denote $$𝒲=𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }),𝒲^{}=𝒲(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})$$ $`(3.25)`$ for convenience. Note that the adjoint operators $$\{\text{ad}_dd𝒟\},\{\text{ad}_d^{}d^{}𝒟^{}\}\text{are locally-finite}.$$ $`(3.26)`$ Suppose that $`\mathrm{}=\mathrm{}^{}=1`$. If $`\mathrm{\Gamma }\{0\}`$, we can prove that any element in $`𝒲`$ whose adjoint operator is locally-finite is in $`𝔽_1`$ by picking a well-order on $`𝔽`$ as an additive group (note $`𝔽=`$ is the most interesting case). The same statement holds for $`(\mathrm{\Gamma }^{},W^{})`$. A transformation $`T`$ of a vector space $`V`$ is called locally-nilpotent if for any $`vV`$, there exists a positive integer $`m`$ such that $`T^m(v)=0`$. Observe that $`\text{ad}__1`$ is locally-nilpotent if and only if $`\text{ad}_{\sigma (_1)}`$ is. Thus $`\mathrm{\Gamma }=\{0\}`$ if and only if $`\mathrm{\Gamma }^{}=\{0\}`$. If $`\mathrm{\Gamma }=\mathrm{\Gamma }^{}=\{0\}`$, we are done. Assume that $`\mathrm{\Gamma }\{0\}`$ and $`\mathrm{\Gamma }^{}\{0\}`$. By locally-finiteness, $$\sigma _1=\lambda _1^{}\text{for some}\mathrm{\hspace{0.33em}\hspace{0.33em}0}\lambda 𝔽.$$ $`(3.27)`$ Note $`\mathrm{\Gamma },\mathrm{\Gamma }^{}𝔽`$ in this case. Moreover, $$𝔽x^\alpha _1=\{u𝒲[_1,u]=\alpha u\},𝔽x^\alpha ^{}_1^{}=\{v𝒲[_1^{},v]=\alpha ^{}v\}$$ $`(3.28)`$ for $`\alpha \mathrm{\Gamma }`$ and $`\alpha ^{}\mathrm{\Gamma }^{}`$. Since $`\alpha \sigma (x^\alpha _1)`$ $`=`$ $`\sigma ([_1,x^\alpha _1])`$ $`=`$ $`[\sigma (_1),\sigma (x^\alpha _1)]`$ $`=`$ $`\lambda [_1^{},\sigma (x^\alpha _1)],(3.29)`$ we have $$\sigma (x^\alpha _1)=f(\alpha )x^{\lambda ^1\alpha }_1^{},f(\alpha )𝔽\text{for}\alpha \mathrm{\Gamma }.$$ $`(3.30)`$ Hence $$\mathrm{\Gamma }^{}=\lambda ^1\mathrm{\Gamma }.$$ $`(3.31)`$ Since $`\text{ad}__1`$ is semi-simple if and only $`\text{ad}__1^{}`$ is, we have $$(\mathrm{}_1,\mathrm{}_2)=(\mathrm{}_1^{},\mathrm{}_2^{}).$$ $`(3.32)`$ Therefore, the theorem holds. Next we assume $`\mathrm{},\mathrm{}^{}>1`$. Set $$X_\alpha =𝔽x^\alpha ,X_\alpha ^{}^{}=𝔽x^\alpha ^{},X=\underset{\alpha \mathrm{\Gamma }}{}X_\alpha ,X^{}=\underset{\alpha ^{}\mathrm{\Gamma }^{}}{}X_\alpha ^{}^{}.$$ $`(3.33)`$ Then $`X`$ is the group algebra of $`\mathrm{\Gamma }`$ and $`X^{}`$ is the group algebra of $`\mathrm{\Gamma }^{}`$. Since $`𝒟`$ is locally-finite on $`𝒜`$, so is $`\text{ad}_𝒟`$ on $`𝒲`$. This implies that $`\text{ad}_{\sigma (𝒟)}`$ is locally-finite on $`𝒲^{}`$. Moreover, $`\sigma (𝒟)`$ is a commutative subalgebra of $`𝒲^{}`$. For any $`d_1,d_2𝒟`$ and $`v𝒜^{}`$, we have $$[\sigma (d_1),v\sigma (d_2)]=\sigma (d_1)(v)\sigma (d_2).$$ $`(3.34)`$ Hence $`\sigma (𝒟)`$ is locally-finite on $`𝒜^{}`$. For $`i\overline{1,\mathrm{}_1}`$, $`_i`$ is locally-nilpotent on $`𝒜`$. Naturally, $`\text{ad}__i`$ is locally-nilpotent on $`𝒲`$, which implies the locally-nilpotency of $`\text{ad}_{\sigma (_i)}`$ on $`𝒲^{}`$. Thus $`\sigma (_i)`$ is locally-nilpotent on $`𝒜^{}`$. By these facts, we have $$𝒜^{}=\underset{\beta 𝔽^{\mathrm{}_2+\mathrm{}_3}}{}\overline{𝒜}_\beta $$ $`(3.35)`$ with $$\overline{𝒜}_\beta =\{v𝒜^{}(\sigma (_{\mathrm{}_1+j})\beta _j)^m(v)=0\text{for}j\overline{1,\mathrm{}_2+\mathrm{}_3}\text{and some}m\},$$ $`(3.36)`$ where we have written $`\beta =(\beta _1,\mathrm{},\beta _{\mathrm{}_2+\mathrm{}_3})`$. Furthermore, we let $$\overline{X}_\beta =\{v𝒜^{}\sigma (_i)(v)=0,\sigma (_{\mathrm{}_1+j})(v)=\beta _jv\text{for}i\overline{1,\mathrm{}_1},j\overline{1,\mathrm{}_2+\mathrm{}_3}\}$$ $`(3.37)`$ for $`\beta =(\beta _1,\mathrm{},\beta _{\mathrm{}_2+\mathrm{}_3})𝔽^{\mathrm{}_2+\mathrm{}_3}.`$ Obviously, $$\overline{𝒜}_\beta \{0\}\overline{X}_\beta \{0\}.$$ $`(3.38)`$ Set $$\overline{\mathrm{\Gamma }}=\{\beta 𝔽^{\mathrm{}_2+\mathrm{}_3}\overline{X}_\beta \{0\}\}.$$ $`(3.39)`$ Let $`\alpha =(\alpha _1,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3})\overline{\mathrm{\Gamma }}`$ and let $`0z\overline{X}_\alpha `$. For any $`𝒟`$, we have $$z\sigma ()=\sigma (w)\text{for some}w𝒲.$$ $`(3.40)`$ Note $$0=[\sigma (_i),z\sigma ()]=\sigma ([_i,w])\text{for}i\overline{1,\mathrm{}_1}$$ $`(3.41)`$ and $$\alpha _j\sigma (w)=\alpha _jz\sigma ()=[\sigma (_{\mathrm{}_1+j}),z\sigma ()]=\sigma ([_{\mathrm{}_1+j},w])$$ $`(3.42)`$ for $`j\overline{1,\mathrm{}_2+\mathrm{}_3}`$. Hence $$[_i,w]=0,[_{\mathrm{}_1+j},w]=\alpha _jw\text{for}i\overline{1,\mathrm{}_1},j\overline{1,\mathrm{}_2+\mathrm{}_3}.$$ $`(3.43)`$ Observe that $$x^\beta 𝒟=\{u𝒲[_i,u]=0,[_{\mathrm{}_1+j},u]=\beta _ju\text{for}i\overline{1,\mathrm{}_1},j\overline{1,\mathrm{}_2+\mathrm{}_3}\}$$ $`(3.44)`$ for any $`\beta =(\beta _1,\mathrm{},\beta _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma }`$ and any root of $`𝒲`$ with respect to $`\text{ad}_𝒟`$ is in $`\mathrm{\Gamma }`$. Thus $`\alpha \mathrm{\Gamma }`$ and $$wx^\alpha 𝒟.$$ $`(3.45)`$ So we obtain $$\overline{\mathrm{\Gamma }}\mathrm{\Gamma }.$$ $`(3.46)`$ Moreover, we can write $$z\sigma ()=\sigma (x^\alpha \tau _z())\text{with}\tau _z()𝒟.$$ $`(3.47)`$ Hence we get an injective linear transformation $`\tau _z`$ on $`𝒟`$ because $`𝒜^{}`$ does not have zero divisors. Since $`𝒟`$ is finite-dimensional, $`\tau _z`$ is a linear automorphism. When $`\alpha =0`$, we get $`0z𝔽`$ by (3.47). Therefore $$\overline{X}_0=𝔽.$$ $`(3.48)`$ Suppose $`\mathrm{\Gamma }\{0\}`$. Then the elements of $`\text{ad}_𝒟`$ are not all locally-nilpotent. So are those of $`\text{ad}_{\sigma (𝒟)}`$. Assume that $`\overline{\mathrm{\Gamma }}=\{0\}`$. Then $`\sigma (𝒟)`$ is locally-nilpotent. Since $`\text{ad}_{\sigma (𝒟)}`$ is locally-finite, we can choose $`𝒟`$ and $`d𝒲^{}`$ such that $$[\sigma (),d]=d.$$ $`(3.49)`$ Since $`d0`$, there exists $`v𝒜^{}`$ such that $$d(v)0.$$ $`(3.50)`$ On the other hand, there exists a positive integer $`m`$ such that $$\sigma ()^m(v)=0.$$ $`(3.51)`$ Note that $$(\sigma ()1)^{m+1}(d(v))=\underset{j=0}{\overset{m+1}{}}(_j^{m+1})(\text{ad}_{\sigma ()}1)^j(d)\sigma ()^{m+1j}(v)=0,$$ $`(3.52)`$ which contradicts the local nilpotency of $`\sigma ()`$. Thus $`\overline{\mathrm{\Gamma }}\{0\}`$. For any $`\theta =(\theta _1,\mathrm{},\theta _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma }`$ and $`=_{i=1}^{\mathrm{}}a_i_i𝒟`$ (cf. (3.3)), we define $$\theta ()=\underset{i=1}{\overset{\mathrm{}_2+\mathrm{}_3}{}}a_{\mathrm{}_1+i}\theta _i.$$ $`(3.53)`$ Pick any $`0\alpha \overline{\mathrm{\Gamma }}`$ and $`0z\overline{X}_\alpha `$. We have (3.47). Let $`0\beta \mathrm{\Gamma }`$. Set $$\gamma =\beta \alpha .$$ $`(3.54)`$ Since $`\mathrm{}>1`$, we can choose $`0𝒟`$ such that $$\gamma ()=0.$$ $`(3.55)`$ Moreover, we can pick $`d𝒟𝔽\tau _z()`$ such that $$\alpha (d)0.$$ $`(3.56)`$ Then we have $`[\sigma (x^\gamma d),z\sigma ()]`$ $`=`$ $`\sigma (x^\gamma d)(z)\sigma ()+z[\sigma (x^\gamma d),\sigma ()]`$ $`=`$ $`\sigma (x^\gamma d)(z)\sigma ()+z\sigma ([x^\gamma d,])`$ $`=`$ $`\sigma (x^\gamma d)(z)\sigma ()\gamma ()z\sigma (x^\gamma d)`$ $`=`$ $`\sigma (x^\gamma d)(z)\sigma (),(3.57)`$ by (3.55) and $`[\sigma (x^\gamma d),\sigma (x^\alpha \tau _z())]`$ $`=`$ $`\sigma ([x^\gamma d,x^\alpha \tau _z()])`$ $`=`$ $`\sigma (x^\beta (\alpha (d)\tau _z()\gamma (\tau _z())d))`$ $``$ $`0(3.58)`$ by (3.56). Thus (3.47), (3.57) and (3.58) imply $$0\sigma (x^\gamma d)(z)\overline{X}_\beta .$$ $`(3.59)`$ Hence $`\beta \overline{\mathrm{\Gamma }}`$. By (3.46), we obtain $$\overline{\mathrm{\Gamma }}=\mathrm{\Gamma }.$$ $`(3.60)`$ Now we want to prove that any nonzero element in $`\overline{X}_\alpha `$ is invertible for $`\alpha \mathrm{\Gamma }`$. Let $`0z\overline{X}_\alpha `$. Pick any $`0z^{}\overline{X}_\alpha `$ and $`𝒟`$ such that $`\alpha ()0`$. Since $`\tau _z`$ and $`\tau _z^{}`$ are invertible, we have $$z\sigma (\tau _z^1())=\sigma (x^\alpha ),z^{}\sigma (\tau _z^{}^1())=\sigma (x^\alpha ).$$ $`(3.61)`$ Moreover, $$[z^{}\sigma (\tau _z^{}^1()),z\sigma (\tau _z^1())]=zz^{}(\alpha (\tau _z^{}^1())\sigma (\tau _z^1())+\alpha (\tau _z^1())\sigma (\tau _z^{}^1())),$$ $`(3.62)`$ $$[\sigma (x^\alpha ),\sigma (x^\alpha )]=\sigma ([x^\alpha ,x^\alpha ])=2\alpha ()\sigma ().$$ $`(3.63)`$ Hence $$zz^{}(\alpha (\tau _z^{}^1())\sigma (\tau _z^1())+\alpha (\tau _z^1())\sigma (\tau _z^{}^1()))=2\alpha ()\sigma ()0$$ $`(3.64)`$ by (3.61)-(3.63). Thus $$0zz^{}𝔽.$$ $`(3.65)`$ This also shows $$dim\overline{X}_\alpha =1\text{for}\alpha \mathrm{\Gamma }$$ $`(3.66)`$ by (3.48). Furthermore, (3.35)-(3.37) imply $$𝒜^{}=\overline{X}\overline{𝒜}_0.$$ $`(3.67)`$ Observe that $$(\underset{\alpha \mathrm{\Gamma }}{}\overline{X}_\alpha )\{0\}=\text{the set of all invertible elements in}𝒜^{}$$ $`(3.68)`$ by (3.65)-(3.67). On the other hand, $$\text{the set of all invertible elements in}𝒜^{}=(\underset{\alpha \mathrm{\Gamma }^{}}{}X_\alpha ^{})\{0\}$$ $`(3.69)`$ (cf. (3.33)) because $`𝒜^{}=𝒜(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})`$. Hence there exists a bijective map $`\iota :\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ such that $$\overline{X}_\alpha =X_{\iota (\alpha )}^{}\text{for}\alpha \mathrm{\Gamma }.$$ $`(3.70)`$ In particular, $$\overline{X}=X^{}.$$ $`(3.71)`$ Note that (3.71) implies $$\overline{𝒜}_0=𝔽[t_1^{},t_2^{},\mathrm{},t_{\mathrm{}_1^{}+\mathrm{}_2^{}}^{}].$$ $`(3.72)`$ Set $$𝒜_{0,1}=\underset{i=1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}𝔽t_i,\overline{𝒜}_0^{(1)}=\{v\overline{𝒜}_0\sigma (𝒟)(v)𝔽\}.$$ $`(3.73)`$ By the proof of Theorem 2.1 and the construction of $`𝒜^{}=𝒜(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})`$, we have $$dim(\overline{𝒜}_0^{(1)}/𝔽)=\text{the transcendental degree of}\overline{𝒜}_0\text{over}𝔽=\mathrm{}_1^{}+\mathrm{}_2^{}.$$ $`(3.74)`$ For any $`z\overline{𝒜}_0^{(1)}`$, we have $$z\sigma (_1)=\sigma (w)\text{for some}w𝒲.$$ $`(3.75)`$ Note $$\sigma ()(z)\sigma (_1)=[\sigma (),z\sigma (_1)]=\sigma ([,w])\text{for}𝒟.$$ $`(3.76)`$ Since $`\sigma ()(z)𝔽`$, we obtain $$[,w]=\sigma ()(z)_1\text{for}𝒟.$$ $`(3.77)`$ Since $$𝒜_{0,1}𝒟+𝒟=\{u𝒲[𝒟,u]𝒟\}$$ $`(3.78)`$ by the construction of $`𝒲=𝒲(\mathrm{}_1,\mathrm{}_3,\mathrm{}_3;\mathrm{\Gamma })`$, there exists a unique $`\nu (z)𝒜_{0,1}`$ and $`\rho (z)𝒟`$ such that $$w=\nu (z)_1+\rho (z)\text{and}\nu (z)=0\sigma (𝒟)(z)=\{0\}z𝔽.$$ $`(3.79)`$ Thus the map $$z+𝔽\nu (z)$$ $`(3.80)`$ define an injective linear map from $`\overline{𝒜}_0^{(1)}/𝔽`$ to $`𝒜_{0,1}`$. So $$\mathrm{}_1^{}+\mathrm{}_2^{}=dim(\overline{𝒜}_0^{(1)}/𝔽)dim𝒜_{0,1}=\mathrm{}_1+\mathrm{}_2$$ $`(3.81)`$ by (3.74). Exchanging positions of $`𝒲`$ and $`𝒲^{}`$, we can prove $`\mathrm{}_1+\mathrm{}_2\mathrm{}_1^{}+\mathrm{}_2^{}`$. Therefore, $$\mathrm{}_1+\mathrm{}_2=\mathrm{}_1^{}+\mathrm{}_2^{}.$$ $`(3.82)`$ Denote $$\widehat{}_i=\sigma (_{\mathrm{}_1+i})\|_{\overline{X}},\stackrel{~}{}_j=_{\mathrm{}_1^{}+j}^{}\|_{\overline{X}}\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3},j\overline{1,\mathrm{}_2^{}+\mathrm{}_3^{}}.$$ $`(3.83)`$ Write $$\sigma (_{\mathrm{}_1+i})=\underset{j=1}{\overset{\mathrm{}_1^{}}{}}a_{i,j}_j^{}+\underset{l=1}{\overset{\mathrm{}_2^{}+\mathrm{}_3^{}}{}}b_{i,l}_{\mathrm{}_1^{}+l}^{}\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3},$$ $`(3.84)`$ where $$a_{i,j},b_{i,l}𝒜^{}\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3},j\overline{1,\mathrm{}_1^{}},l\overline{1,\mathrm{}_2^{}+\mathrm{}_3^{}}.$$ $`(3.85)`$ Since $$_j^{}\|_{\overline{X}}=0\text{for}j\overline{1,\mathrm{}_1^{}},$$ $`(3.86)`$ we have $$\widehat{}_i=\underset{l=1}{\overset{\mathrm{}_2^{}+\mathrm{}_3^{}}{}}b_{i,l}\stackrel{~}{}_l\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3}.$$ $`(3.87)`$ Since $`\mathrm{\Gamma }^{}`$ is a nondegenerate additive subgroup of $`𝔽^{\mathrm{}_2^{}+\mathrm{}_3^{}}`$, there exists a basis $`𝔽^{\mathrm{}_2^{}+\mathrm{}_3^{}}`$: $$\{\beta ^1,\mathrm{},\beta ^{\mathrm{}_2^{}+\mathrm{}_3^{}}\}\mathrm{\Gamma }^{}.$$ $`(3.88)`$ Writing $$\beta ^i=(\beta _1^i,\mathrm{},\beta _{\mathrm{}_2^{}+\mathrm{}_3^{}}^i)\text{for}i\overline{1,\mathrm{}_2^{}+\mathrm{}_3^{}},$$ $`(3.89)`$ we get an invertible matrix $$\mathrm{\Psi }=\left(\begin{array}{ccc}\beta _1^1,& \mathrm{},& \beta _1^{\mathrm{}_2^{}+\mathrm{}_3^{}}\\ \mathrm{}& \mathrm{}& \mathrm{}\\ \beta _{\mathrm{}_2^{}+\mathrm{}_3^{}}^1,& \mathrm{},& \beta _{\mathrm{}_2^{}+\mathrm{}_3^{}}^{\mathrm{}_2^{}+\mathrm{}_3^{}}\end{array}\right).$$ $`(3.90)`$ Write $$\iota ^1(\beta ^i)=(\alpha _1^i,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3}^i)\mathrm{\Gamma }\text{for}i\overline{1,\mathrm{}_2^{}+\mathrm{}_3^{}}.$$ $`(3.91)`$ Note $$\alpha _i^jx^{\beta ^j}=\widehat{}_i(x^{\beta ^j})=\underset{l=1}{\overset{\mathrm{}_2^{}+\mathrm{}_3^{}}{}}b_{i,l}\stackrel{~}{}_l(x^{\beta ^j})=(\underset{l=1}{\overset{\mathrm{}_2^{}+\mathrm{}_3^{}}{}}b_{i,l}\beta _l^j)x^{\beta ^j},$$ $`(3.92)`$ equivalently, $$\alpha _i^j=\underset{l=1}{\overset{\mathrm{}_2^{}+\mathrm{}_3^{}}{}}b_{i,l}\beta _l^j$$ $`(3.93)`$ for $`i\overline{1,\mathrm{}_2+\mathrm{}_3}`$ and $`j\overline{1,\mathrm{}_2^{}+\mathrm{}_3^{}}`$. Thus $$(\alpha _i^1,\mathrm{},\alpha _i^{\mathrm{}_2^{}+\mathrm{}_3^{}})=(b_{i,1},\mathrm{},b_{i,\mathrm{}_2^{}+\mathrm{}_3^{}})\mathrm{\Psi }\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3}.$$ $`(3.94)`$ In particular, $$(b_{i,1},\mathrm{},b_{i,\mathrm{}_2^{}+\mathrm{}_3^{}})=(\alpha _i^1,\mathrm{},\alpha _i^{\mathrm{}_2^{}+\mathrm{}_3^{}})\mathrm{\Psi }^1𝔽^{\mathrm{}_2^{}+\mathrm{}_3^{}}\text{for}i\overline{1,\mathrm{}_2+\mathrm{}_3}.$$ $`(3.95)`$ Since $`\{\widehat{}_1,\mathrm{},\widehat{}_{\mathrm{}_2+\mathrm{}_3}\}`$ is linearly independent due to the nondegeneracy of $`\overline{\mathrm{\Gamma }}=\mathrm{\Gamma }`$ and $`\{\stackrel{~}{}_1,\mathrm{},\stackrel{~}{}_{\mathrm{}_2^{}+\mathrm{}_3^{}}\}`$ is linearly independent because of the nondegeneracy of $`\mathrm{\Gamma }^{}`$, we have $$\mathrm{}_2+\mathrm{}_3\mathrm{}_2^{}+\mathrm{}_3^{}$$ $`(3.96)`$ by (3.87) and (3.95). Exchanging positions of $`𝒲`$ and $`𝒲^{}`$, we can prove $`\mathrm{}_2^{}+\mathrm{}_3^{}\mathrm{}_2+\mathrm{}_3`$. Hence we have $$\mathrm{}_2+\mathrm{}_3=\mathrm{}_2^{}+\mathrm{}_3^{}.$$ $`(3.97)`$ Thus the matrix $$B=(b_{i,j})_{(\mathrm{}_2+\mathrm{}_3)\times (\mathrm{}_2+\mathrm{}_3)}$$ $`(3.98)`$ is nondegenerate. Observe that $$\sigma (_{\mathrm{}_1+\mathrm{}_2+i})\text{is semi-simple because}\text{ad}_{\sigma (_{\mathrm{}_1+\mathrm{}_2+i})}\text{is}$$ $`(3.99)`$ for $`i\overline{1,\mathrm{}_3}`$. Thus $$0=\sigma (_{\mathrm{}_1+\mathrm{}_2+i})(t_{\mathrm{}_1^{}+j}^{})=b_{\mathrm{}_2+i,j}\text{for}i\overline{1,\mathrm{}_3},j\overline{1,\mathrm{}_2^{}}$$ $`(3.100)`$ by (3.72) and (3.84). So $$\widehat{}_{\mathrm{}_2+i}=\underset{j=1}{\overset{\mathrm{}_3^{}}{}}b_{\mathrm{}_2+i,\mathrm{}_2^{}+j}\stackrel{~}{}_{\mathrm{}_2^{}+j}\text{for}i\overline{1,\mathrm{}_3}.$$ $`(3.101)`$ The above expression implies $`\mathrm{}_3\mathrm{}_3^{}`$. Exchanging positions of $`𝒲`$ and $`𝒲^{}`$, we can similarly prove $`\mathrm{}_3^{}\mathrm{}_3`$. Thus $$\mathrm{}_3=\mathrm{}_3^{}.$$ $`(3.102)`$ Therefore, we obtain $$(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})$$ $`(3.103)`$ by (3.82), (3.97) and (3.102). Let $`\alpha =(\alpha _1,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma }`$. Denote $`\beta =(\beta _1,\mathrm{},\beta _{\mathrm{}_2+\mathrm{}_3})=\iota (\alpha )`$. We have $$\alpha _ix^\beta =\sigma (_{\mathrm{}_1+i})(x^\beta )=(\underset{j=1}{\overset{\mathrm{}_2+\mathrm{}_3}{}}b_{i,j}_{\mathrm{}_1+j}^{})(x^\beta )=(\underset{j=1}{\overset{\mathrm{}_2+\mathrm{}_3}{}}b_{i,j}\beta _j)(x^\beta ),$$ $`(3.104)`$ equivalently $$\alpha _i=\underset{j=1}{\overset{\mathrm{}_2+\mathrm{}_3}{}}b_{i,j}\beta _j$$ $`(3.105)`$ for $`i\overline{1,\mathrm{}_2+\mathrm{}_3}`$. Hence we get $$\iota (\alpha )=\beta =\alpha (B^t)^1,$$ $`(3.106)`$ where $`B^t`$ is the transpose of $`B`$. By (3.95) and (3.100), we have $`B^tG_{\mathrm{}_2,\mathrm{}_3}`$ (cf. (3.12)). Denoting $`g=B^t`$, we get $$\mathrm{\Gamma }^{}=g(\mathrm{\Gamma })$$ $`(3.107)`$ by (3.13) and (3.106). This completes the proof of Theorem 3.1. References D. Ž. Dokovick and K. Zhao, Generalized Cartan type W Lie algebras in characteristic 0, J. Algebra 195 (1997), 170-210. D. Ž. Dokovick and K. Zhao, Derivarions, isomorphisms, and second cohomology of generalized Witt algebras, Trans. Amer. Math. Soc. 350 (1998), 643-664. V. G. Kac, A description of filtered Lie algebras whose associated graded Lie algebras are of Cartan types, Math. of USSR-Izvestijia 8 (1974), 801-835. V. G. Kac, Lie superalgebras, Adv. Math. 26 (1977), 8-96. N. Kawamoto, Generalizations of Witt algebras over a field of characteristic zero, Hiroshima Math. J. 16 (1986), 417-462. J. Marshall Osborn, New simple infinite-dimensional Lie algebras of characteristic 0, J. Algebra 185 (1996), 820-835. D. P. Passman, Simple Lie algebras of Witt type, J. Algebra 206 (1998), 682-692. X. Xu, New generalized simple Lie algebras of Cartan type over a field with characteristic 0, J. Algebra, in press. X. Xu, Algebraic Theory of Hamiltonian Superoperators, monograph, to appear. K. Zhao, Isomorphisms between generalized Cartan type W Lie algebras in characteristic zero, Canadian J. Math. 50 (1998), 210-224.

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